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dnn_ensemble_ids_experimenter.py
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#import libraries
from __future__ import print_function
# WORK ONLY WITH sklearn <= 0.21
import warnings
warnings.filterwarnings("ignore")
from timeit import default_timer as timer
import os
import pandas as pd
import numpy as np
import random as rn
import tensorflow as tf
os.environ['KERAS_BACKEND'] = "tensorflow"
import keras
import math
from keras import backend as K, optimizers, metrics
import sys
try:
# py3
from configparser import ConfigParser
except:
from ConfigParser import SafeConfigParser as ConfigParser
#from keras.models import Sequential
from keras.layers.core import Dense, Dropout, Lambda
from keras.layers.normalization import BatchNormalization
from keras.models import Sequential
from keras.initializers import glorot_normal
from keras.callbacks import EarlyStopping, ModelCheckpoint, ReduceLROnPlateau
#from keras.engine.saving import load_model
from keras.layers.noise import GaussianNoise
import sklearn
from sklearn.model_selection import train_test_split
from sklearn.metrics import roc_auc_score
from sklearn.metrics import auc
from sklearn.metrics.classification import confusion_matrix, classification_report
from sklearn.preprocessing.data import OneHotEncoder
from sklearn.preprocessing.data import StandardScaler, Normalizer, minmax_scale,OneHotEncoder, MinMaxScaler, RobustScaler
from sklearn.pipeline import Pipeline
from losses import *
#from ensemble_factory import *
from imblearn.under_sampling import RandomUnderSampler
import pickle as pk
from collections import Counter
from sklearn.ensemble import RandomForestRegressor
from sklearn.ensemble.weight_boosting import AdaBoostRegressor
from sklearn.tree.tree import DecisionTreeRegressor
from sklearn.ensemble import RandomForestClassifier
from sklearn.metrics import precision_recall_curve
#SEED
seed = 56
#CONSTANTs
FOCAL_LOSS = "focal_loss"
COST_SENSITIVE_LOSS = "cost_sensitive_loss"
ENSEMBLE_MAX = "ensemble_max"
ENSEMBLE_AVG = "ensemble_avg"
ENSEMBLE_STACK = "ensemble_stack"
ENSEMBLE_F_STACK = "ensemble_f_stack"
ENSEMBLE_F_STACK_V2 = "ensemble_f_stack_v2"
ENSEMBLE_MOE = "ensemble_moe"
#################
#UTILITY METHODs#
#################
#CREATE EXTENDED INPUT
def create_extended_input(raw_input_layer):
extended_features = []
range_values = [2, 4, 8, 16]
extended_features.append(raw_input_layer)
one_minus_i = Lambda(lambda x: 1 - K.clip(x, 0, 1))(raw_input_layer)
extended_features.append(one_minus_i)
#power
for v in range_values:
power_i = Lambda(lambda x: x**v)(raw_input_layer)
extended_features.append(power_i)
#root
for v in range_values:
root_i = Lambda(lambda x: K.clip(x, 0, 1) ** (1/v))(raw_input_layer)
extended_features.append(root_i)
#sin and 1-cos
sin_i = Lambda(lambda x: K.sin(math.pi * K.clip(x, 0, 1)))(raw_input_layer)
extended_features.append(sin_i)
one_minus_cos_i = Lambda(lambda x: 1 - K.cos(math.pi * K.clip(x, 0, 1)))(raw_input_layer)
extended_features.append(one_minus_cos_i)
#other extensions
log_i = Lambda(lambda x: K.log(K.clip(x, 0, 1) + 1)/math.log(2))(raw_input_layer)
extended_features.append(log_i)
one_minus_inv_log_i = Lambda(lambda x: 1 - K.log(K.clip(-x, 0, 1) + 2)/math.log(2))(raw_input_layer)
extended_features.append(one_minus_inv_log_i)
exp_i = Lambda(lambda x: K.exp(x - 1))(raw_input_layer)
extended_features.append(exp_i)
one_minus_exp_i = Lambda(lambda x: 1- K.exp(-x))(raw_input_layer)
extended_features.append(one_minus_exp_i)
# improved input
return Concatenate()(extended_features)
#CREATE A SINGLE RESIDUAL BLOCK INCLUDING 2 BUILDING BLOCKs
def create_single_building_block(output, input, factors, dropout_pcg):
# building block
l = Dense(factors, kernel_initializer=glorot_normal(seed), activation="tanh")(output)
out = Concatenate()([input, l])
out = BatchNormalization()(out)
out = Dropout(dropout_pcg)(out)
#res
add = Add()([out, output])
l = Dense(factors, kernel_initializer=glorot_normal(seed), activation="tanh")(add)
out = Concatenate()([input, l])
out = BatchNormalization()(out)
out = Dropout(dropout_pcg)(out)
return out
#CREATE A NUMBER OF RESIDUAL BLOCKs
def create_multiple_building_block(out, input, factors, dropout_pcg, depth):
current_out = create_single_building_block(out, input, factors, dropout_pcg)
for i in range(1, depth):
current_out = create_single_building_block(current_out, input, factors, dropout_pcg)
return current_out
#CREATE THE BASE MODEL ARCHITECTURE
def create_dnn_tf_func(dimensions, base_learner_parameters):
#parameters
dropout_pcg = base_learner_parameters["dropout_pcg"]
embedding_size = base_learner_parameters["embedding_size"]
#latent factors
factors = base_learner_parameters["factors"]
#init input
raw_input_layer = keras.layers.Input(shape=(dimensions,))
#improved layer
extended_input_layer = create_extended_input(raw_input_layer)
#feature embedding
input_layer = Dense(embedding_size, kernel_initializer=glorot_normal(seed), activation="tanh")(extended_input_layer)
#depth and width factors
depth = base_learner_parameters["depth"] - 1
# l1
l = Dense(factors, kernel_initializer=glorot_normal(seed), activation="tanh")(input_layer)
out = Concatenate()([input_layer, l])
out = BatchNormalization()(out)
out = Dropout(dropout_pcg)(out)
#add deep BB
out = create_multiple_building_block(out, input_layer, factors, dropout_pcg, depth)
#l-1
decision_layer = Dense(factors, kernel_initializer=glorot_normal(seed), activation="sigmoid")(out)
out = BatchNormalization()(decision_layer)
# lp
out = Dense(1, kernel_initializer=glorot_normal(seed), activation="sigmoid")(out)
model = keras.models.Model(inputs=[raw_input_layer], outputs=out)
opt = optimizers.rmsprop(lr=0.001, epsilon=1e-14)
if loss_type == base_learner_parameters["loss_type"]:
model.compile(loss=cost_sensitive_loss(base_learner_parameters["fn_weight"], base_learner_parameters["fp_weight"]), optimizer=opt, metrics=['accuracy', 'mse', macro_f1])
#model.compile(loss="mse", optimizer=opt, metrics=['accuracy', 'mse', macro_f1])
else:
if loss_type == base_learner_parameters["loss_type"]:
model.compile(loss=binary_focal_loss(gamma=base_learner_parameters["gamma"], alpha=base_learner_parameters["alpha"]), optimizer=opt, metrics=['accuracy', 'mse', macro_f1])
else:
print("error: Unknown loss")
sys.exit(-1)
return model, raw_input_layer, out, decision_layer
#COST SENSITIVE LOSS
def cost_sensitive_loss(fn_weight=1. , fp_weight=1.):
def inner_cost_sensitive_loss(y_true, y_pred):
mask_fn = K.clip(K.round(y_true-y_pred), 0, 1)
w_fn = mask_fn * fn_weight
mask_fp = K.clip(K.round(y_pred-y_true), 0, 1)
w_fp = mask_fp * fp_weight
mask_other = K.clip(1-K.round(K.abs(y_true-y_pred)), 0, 1)
w = w_fn + w_fp + mask_other
return K.mean(K.square(y_pred - y_true) * w)
return inner_cost_sensitive_loss
#COMPUTE MACRO RECALL FOR BINARY PROBLEMS
def macro_recall(y_true, y_pred):
# HARDCODED
num_classes = 2
class_id = 0
def rec(y_true, y_pred):
accuracy_mask = K.cast(K.equal(K.round(y_pred), class_id), 'int32')
total_per_class = K.cast(K.equal(K.round(y_true), class_id), 'int32')
class_acc_tensor = K.cast(K.equal(y_true, K.round(y_pred)), 'int32') * accuracy_mask
class_acc = K.cast(K.sum(class_acc_tensor), K.floatx()) / K.cast(K.maximum(K.sum(total_per_class), 1),
K.floatx())
return class_acc
v = 0
for i in range(num_classes):
v = v + rec(y_true, y_pred)
class_id = i
return v / num_classes
#COMPUTE MACRO PRECISION FOR BINARY PROBLEMS
def macro_precision(y_true, y_pred):
# HARDCODED
num_classes = 2
class_id = 0
def prec(y_true, y_pred):
accuracy_mask = K.cast(K.equal(K.round(y_pred), class_id), 'int32')
class_acc_tensor = K.cast(K.equal(y_true, K.round(y_pred)), 'int32') * accuracy_mask
class_acc = K.cast(K.sum(class_acc_tensor), K.floatx()) / K.cast(K.maximum(K.sum(accuracy_mask), 1), K.floatx())
return class_acc
v = 0
for i in range(num_classes):
v = v + prec(y_true, y_pred)
class_id = i
return v / num_classes
#COMPUTE MACRO F1-SCORE FOR BINARY PROBLEMS
def macro_f1(y_true, y_pred):
# HARDCODED
num_classes = 2
class_id = 0
def f1(y_true, y_pred):
accuracy_mask = K.cast(K.equal(K.round(y_pred), class_id), 'int32')
class_acc_tensor = K.cast(K.equal(y_true, K.round(y_pred)), 'int32') * accuracy_mask
prec = K.cast(K.sum(class_acc_tensor), K.floatx()) / K.cast(K.maximum(K.sum(accuracy_mask), 1), K.floatx())
accuracy_mask = K.cast(K.equal(K.round(y_pred), class_id), 'int32')
total_per_class = K.cast(K.equal(K.round(y_true), class_id), 'int32')
class_acc_tensor = K.cast(K.equal(y_true, K.round(y_pred)), 'int32') * accuracy_mask
rec = K.cast(K.sum(class_acc_tensor), K.floatx()) / K.cast(K.maximum(K.sum(total_per_class), 1), K.floatx())
return 2 * K.cast(K.sum(rec), K.floatx()) * K.cast(K.sum(prec), K.floatx()) / K.cast(
K.maximum(K.sum(prec + rec), 1), K.floatx())
v = 0
for i in range(num_classes):
v = v + f1(y_true, y_pred)
class_id = i
return v / num_classes
# def convert_string_to_float(value):
# return float(value.decode('ascii'))
#CREATE DICTIONARY FOR CATEGORICAL ATTRIBUTE ENCODING
def create_dictionary(dataset_paths, delim, decimal, load_from_file, preprocesser_folder_path, suffix, to_remove_list_parameter, categorical_feature_list_parameter):
if load_from_file:
#DO SOMETHING
# STORING LabelEncoderMap
column_dict = pk.load(open(preprocesser_folder_path + "clm_dict_"+suffix+".sav", 'rb'))
# STORING ohe
x_ohe = pk.load(open(preprocesser_folder_path + "ohe_"+suffix+".sav", 'rb'))
if debug:
print("LOADED")
return (column_dict, x_ohe)
data_list = []
for i in range(0, len(dataset_paths)):
# --- LOADING DATASET ---
data = readData(dataset_paths[i], delim, decimal)
# REMOVING ID
# to_remove = ["fc_id","fc_tstamp","fc_src_port", "fc_dst_port"]
to_remove = to_remove_list_parameter #["fc_id", "fc_tstamp", "fc_src_port", "fc_dst_port", "fc_src_addr", "fc_dst_addr", "lpi_category", "lpi_proto", "crl_group", "crl_name" ]
data = data.drop(to_remove, 1)
# CLEAN STRING
#data["class"] = data["class"].apply(convert_string_to_float)
data_list.append(data)
if debug:
print("READ")
# , "lpi_category", "lpi_proto", "crl_group", "crl_name"
categorical_feature_list = categorical_feature_list_parameter #["fc_proto"]
data_list = pd.concat(data_list)
# mapping
column_dict = {}
# CREATE LABEL ENCODER
for column_name in categorical_feature_list:
#~ column_encoder = sklearn.preprocessing.label.LabelEncoder()
column_encoder = sklearn.preprocessing.LabelEncoder()
# column_encoder.fit(preprocessed_training[column_name])
column_encoder.fit(data_list[column_name])
column_dict[column_name] = column_encoder
# APPLY ENCODING
for column_name in categorical_feature_list:
current_encoder = column_dict[column_name]
data_list[column_name] = current_encoder.transform(data_list[column_name])
indexes_to_encode = []
for v in categorical_feature_list:
indexes_to_encode.append(data_list.columns.get_loc(v))
if debug :
print("Features indexes: ", indexes_to_encode)
x_ohe = OneHotEncoder(categorical_features=indexes_to_encode, sparse=False)
x_ohe.fit(data_list)
#STORING LabelEncoderMap
pk.dump(column_dict, open(preprocesser_folder_path + "clm_dict_"+suffix+".sav", 'wb') , protocol =2)
#STORING ohe
pk.dump(x_ohe, open(preprocesser_folder_path+"ohe_"+suffix+".sav", 'wb'), protocol =2 )
return (column_dict, x_ohe)
#READ A SINGLE CHUNCK
def readData(path, delimiter, decimal):
"READ SINGLE FILE"
df=pd.read_csv(path, delimiter=delimiter, decimal=decimal, engine="c", header = 0)
return df
#
def extract_preprocessed_data(dataset_path, delim, decimal, train_perc, test_perc, column_dict, x_ohe):
# --- LOADING DATASET ---
data = readData(dataset_path, delim, decimal)
if (debug) :
print("--- LOADED DATASET ---", dataset_path)
#REMOVING id-like useless features
to_remove = to_remove_list_parameter
data = data.drop(to_remove,1)
if (debug) :
print("--- USELESS ATTRIBUTES REMOVED ---")
#PRINT CLASS DISTRIBUTION
if (debug):
print(data["class"].value_counts())
## --- PREPROCESSING ---
# STEP 1: SPLIT THE DATASET IN TRAINING SET AND TEST SET
# STEP 2: CATEGORICAL ATTRIBUTES ARE CONVERTED IN NUMERICAL BY USING ONE-HOT ENCODIING
#create X and y for training set and test set
X = data.drop("class",1)
y = data["class"]
#STEP 1
X_train, X_test, y_train, y_test = train_test_split(X, y, train_size = train_perc,test_size = test_perc, random_state = seed)
if debug:
print("--- CREATED TRAINING AND TEST SET ---")
#PRINT DISTRIBUTION
if (debug) :
print("Training distribution")
print(y_train.value_counts())
print("Test distribution")
print(y_test.value_counts())
# categorical features conversion via one-hot encoding
#categorical feature list
categorical_feature_list = categorical_feature_list_parameter
preprocessed_training = X_train
#SCALING NUMERICAL FEATURES
scaler_x = MinMaxScaler(feature_range=(0, 1))
to_scale = preprocessed_training.columns.difference(categorical_feature_list)
scaler_x.fit(preprocessed_training[to_scale])
preprocessed_training[to_scale] = scaler_x.transform(preprocessed_training[to_scale])
if(debug) :
print("--- SCALING APPLIED ---")
# CREATE AND APPLY OHE
#CREATE LABEL ENCODER
# APPLY ENCODING
for column_name in categorical_feature_list:
current_encoder = column_dict[column_name]
preprocessed_training[column_name] = current_encoder.transform(preprocessed_training[column_name])
indexes_to_encode = []
for v in categorical_feature_list:
indexes_to_encode.append(preprocessed_training.columns.get_loc(v))
preprocessed_training = x_ohe.transform(preprocessed_training)
if (debug) :
print("--- CATEGORICAL FEATURE ENCODED ---")
#preparing test
#create copy
preprocessed_test = X_test.copy()
preprocessed_test[to_scale] = scaler_x.transform(preprocessed_test[to_scale])
for column_name in categorical_feature_list:
current_encoder = column_dict[column_name]
preprocessed_test[column_name] = current_encoder.transform(preprocessed_test[column_name])
preprocessed_test = x_ohe.transform(preprocessed_test)
return (preprocessed_training,y_train,preprocessed_test,y_test)
#utility method
def first_extract_preprocessed_data(dataset_path, delim, decimal, train_perc,test_perc, column_dict, x_ohe,out_dataset):
# --- LOADING DATASET ---
data = readData(dataset_path, delim, decimal)
if (debug) :
print("--- LOADED DATASET ---")
#PRINT COLUMN NAMES
if (debug):
print(data.columns)
#PRINT HEAD OF THE DATASET
if (debug):
print(data.head(3))
#REMOVING ID
#to_remove = ["fc_id","fc_tstamp","fc_src_port", "fc_dst_port"]
to_remove = to_remove_list_parameter #["fc_id","fc_tstamp","fc_src_port", "fc_dst_port","fc_src_addr","fc_dst_addr", "lpi_category", "lpi_proto", "crl_group", "crl_name" ]
data = data.drop(to_remove,1)
if (debug) :
print("--- USELESS ATTRIBUTES REMOVED ---")
#PRINT COLUMN NAMES
if (debug) :
print("FEATURES AFTER USELESSS ATTRIBUTES REMOVED:")
print(data.columns)
# PRINT HEAD OF THE DATASET
if (debug):
print(data.head(3))
#PRINT CLASS DISTRIBUTION
if (debug):
print(data["class"].value_counts())
## --- PREPROCESSING ---
# categorical features conversion via one-hot encoding
categorical_feature_list = categorical_feature_list_parameter
#SCALING NUMERICAL FEATURES
scaler_x = MinMaxScaler(feature_range=(0, 1))
to_scale = data.columns.difference(categorical_feature_list)
scaler_x.fit(data[to_scale])
data[to_scale] = scaler_x.transform(data[to_scale])
if(debug) :
print("--- SCALING APPLIED ---")
# CREATE AND APPLY OHE
# APPLY ENCODING
for column_name in categorical_feature_list:
current_encoder = column_dict[column_name]
data[column_name] = current_encoder.transform(data[column_name])
indexes_to_encode = []
for v in categorical_feature_list:
indexes_to_encode.append(data.columns.get_loc(v))
if debug :
print("Features indexes: ", indexes_to_encode)
tmp_X = data.drop("class",1)
tmp_y = data["class"]
tmpdata = x_ohe.transform(tmp_X)
data=pd.DataFrame(tmpdata, columns = ["Attr_"+str(int(i)) for i in range(tmpdata.shape[1])])
data['class']=tmp_y
if (debug) :
print("--- CATEGORICAL FEATURE ENCODED ---")
#preparing test
#saving data
data.to_pickle(out_dataset)
# STEP 1: SPLIT THE DATASET IN TRAINING SET AND TEST SET
# STEP 2: CATEGORICAL ATTRIBUTES ARE CONVERTED IN NUMERICAL BY USING ONE-HOT ENCODIING
#CLEAN STRING
#data["class"] = data["class"].apply(convert_string_to_float)
#create X and y for training set and test set
X = data.drop("class",1)
y = data["class"]
#STEP 1
X_train, X_test, y_train, y_test = train_test_split(X, y, train_size=train_perc,test_size = test_perc, random_state = seed)
if debug:
print("--- CREATED TRAINING AND TEST SET ---")
#PRINT DISTRIBUTION
if (debug) :
print("Training distribution")
print(y_train.value_counts())
print("Test distribution")
print(y_test.value_counts())
print ("Type xtrain" , type(X_train), " Type Y ", type(y_train))
return (np.array(X_train),np.array(y_train),np.array(X_test),np.array(y_test))
#only first time load and preprocess all data
def eff_extract_preprocessed_data(out_dataset, delim, decimal, train_perc, test_perc, column_dict, x_ohe):
#loading data
data=pd.read_pickle(out_dataset)
# STEP 1: SPLIT THE DATASET IN TRAINING SET AND TEST SET
# STEP 2: CATEGORICAL ATTRIBUTES ARE CONVERTED IN NUMERICAL BY USING ONE-HOT ENCODIING
#CLEAN STRING
#data["class"] = data["class"].apply(convert_string_to_float)
#create X and y for training set and test set
X = data.drop("class",1)
y = data["class"]
#STEP 1
X_train, X_test, y_train, y_test = train_test_split(X, y, train_size=train_perc,test_size = test_perc, random_state = seed)
if debug:
print("--- CREATED TRAINING AND TEST SET ---")
#PRINT DISTRIBUTION
if (debug) :
print("Training distribution")
print(y_train.value_counts())
print("Test distribution")
print(y_test.value_counts())
return (np.array(X_train),np.array(y_train),np.array(X_test),np.array(y_test))
#METHOD FOR TRAINING A BASE MODEL
def build_base_model(X_growing, X_validation, y_growing, y_validation, batch_size, num_epoch, verbose_fit, verbose_model_check, old_model_name, new_model_name, load_from_file, base_learner_parameters, model_folder_path, to_remove_list_parameter, categorical_feature_list_parameter):
model_init = create_dnn_tf_func(X_growing.shape[1], base_learner_parameters)
model = model_init[0]
model_input = model_init[1]
model_output = model_init[2]
model_features = model_init[3]
if model == "not_init":
print("Classifier not init, exit")
exit(-1)
if(debug) :
print("--- INIT COMPLETED ---")
# building
# callback list
best_model_path = ''.join([model_folder_path, new_model_name , "_" ,loss_type , ".hdf5"])
#save_weights_only = False,
checkpoint = ModelCheckpoint(best_model_path, monitor='val_macro_f1', verbose=verbose_model_check, save_best_only=True,
save_weights_only=True, mode='max')
opt = ReduceLROnPlateau(monitor='val_loss', mode='min', min_lr=1e-15, patience=3, factor=0.001, verbose=0)
#lrm = LearningRateMonitor()
cb_list = [checkpoint, opt]
#LOAD OLD MODEL IF EXIST
if old_model_name is not None :
# load old model
old_model_path = ''.join([model_folder_path, old_model_name, "_" ,loss_type , ".hdf5"])
#model = load_model(old_model_path, custom_objects={'binary_class_weighted_loss_tf': binary_class_weighted_loss_tf})
#TRANSFER LEARNING
#UNCOMMENT TO ENABLE TRANSFER LEARNING
#model.load_weights(old_model_path)
if debug:
print("### OLD MODEL LOADED ###")
# fit
if not load_from_file:
if debug:
print("### FITTING ###")
start = timer();
model.fit(X_growing, y_growing, batch_size=batch_size, epochs=num_epoch, callbacks=cb_list, validation_data=(X_validation, y_validation), verbose=verbose_fit)
end = timer(); total_time=end-start
else:
total_time=0
if(debug):
print("no training phase: loaded model from file")
if debug :
print("base model created")
# load best model
model.load_weights(best_model_path)
return (model, model_features, total_time)
#FACTORY FOR ENSEMBLE MODELs
def create_ensemble(models, parameters):
if parameters["ensemble_type"] == ENSEMBLE_MAX:
return ensemble_max(models, parameters)
if parameters["ensemble_type"] == ENSEMBLE_AVG:
return ensemble_avg(models, parameters)
if parameters["ensemble_type"] == ENSEMBLE_STACK:
return ensemble_stacking(models, parameters)
if parameters["ensemble_type"] == ENSEMBLE_F_STACK:
return ensemble_stacking_feature(models, parameters)
if parameters["ensemble_type"] == ENSEMBLE_F_STACK_V2:
return ensemble_stacking_feature_V2(models, parameters)
if parameters["ensemble_type"] == ENSEMBLE_MOE:
return ensemble_moe(models, parameters)
print("ERROR: No ensemble specified")
sys.exit(-1)
#ENSEMBLE STATEGY: MAX SCORE (NO TRAINABLE)
def ensemble_max(models, parameters, ensemble_model_name=None):
def compute_strongest_pred(x):
thr = tf.fill(tf.shape(x), 0.5)
x1 = x - thr
pos = K.relu(x1)
neg = K.relu(-x1)
max_pos_abs = K.max(pos, axis=1)
max_neg_abs = K.max(neg, axis=1)
bool_idx = K.greater(max_pos_abs, max_neg_abs)
float_idx = K.cast(bool_idx, dtype=K.floatx())
thr1 = tf.fill(tf.shape(max_pos_abs), 0.5)
mask = float_idx * max_pos_abs - (1-float_idx) * max_neg_abs + thr1
return K.reshape(mask, (-1, 1))
def compute_strongest_pred_shape(input_shape):
shape = list(input_shape)
assert len(shape) == 2 # only valid for 2D tensors
shape[-1] = 1
return tuple(shape)
freeze = parameters["do_freeze"]
if freeze:
for m in models:
if parameters["freeze_base_models_partly"] or parameters["freeze_base_models"]:
freeze_model(m,parameters["freeze_base_models_partly"])
ensemble_input = [m.input for m in models]
base_preds = [m.output for m in models]
x = Concatenate()(base_preds)
y = Lambda(compute_strongest_pred, output_shape=compute_strongest_pred_shape)(x)
ensemble_model = Model(ensemble_input, y, name='ensembleMax')
opt = optimizers.rmsprop(lr=0.001, epsilon=1e-9)
if parameters["loss_type"] == COST_SENSITIVE_LOSS:
ensemble_model.compile(loss=cost_sensitive_loss(parameters["fn_weight"], parameters["fp_weight"]), optimizer=opt, metrics=['accuracy', 'mse', macro_f1])
else:
if parameters["loss_type"] == FOCAL_LOSS:
ensemble_model.compile(loss=binary_focal_loss(gamma=parameters["gamma"], alpha=parameters["alpha"]), optimizer=opt, metrics=['accuracy', 'mse', macro_f1])
else:
print("Unknown loss: using default")
ensemble_model.compile(loss="binary_crossentropy", optimizer=opt, metrics=['accuracy', 'mse', macro_f1])
#sys.exit(-1)
return ensemble_model
#ENSEMBLE STATEGY: AVERAGE SCORE (NO TRAINABLE)
def ensemble_avg(models, parameters):
freeze = parameters["do_freeze"]
if freeze :
for model in models:
if parameters["freeze_base_models_partly"] or parameters["freeze_base_models"]:
freeze_model(model,parameters["freeze_base_models_partly"])
inputs = [model.input for model in models]
outputs = [model.output for model in models]
y = Average()(outputs)
model = Model(inputs, y, name='ensembleAvg')
opt = optimizers.rmsprop(lr=0.001, epsilon=1e-14)
if parameters["loss_type"] == COST_SENSITIVE_LOSS:
model.compile(loss=cost_sensitive_loss(parameters["fn_weight"], parameters["fp_weight"]), optimizer=opt, metrics=['accuracy', 'mse', macro_f1])
else:
if parameters["loss_type"] == FOCAL_LOSS:
model.compile(loss=binary_focal_loss(gamma=parameters["gamma"], alpha=parameters["alpha"]), optimizer=opt, metrics=['accuracy', 'mse', macro_f1])
else:
print("Unknown loss")
sys.exit(-1)
return model
#ENSEMBLE STRATEGY: DEEP STACKING (TRAINABLE)
def ensemble_stacking(models, parameters):
freeze = parameters["do_freeze"]
if freeze :
for m in models:
if parameters["freeze_base_models_partly"] or parameters["freeze_base_models"]:
freeze_model(m,parameters["freeze_base_models_partly"])
inputs = [m.input for m in models]
outputs = [m.output for m in models]
#ADD default features
#outputs.append(models[0].input)
x = Concatenate()(outputs)
factors = parameters["factors"]
err_x = Lambda(lambda v: abs(v - 0.5))(x)
#concatenate , models[0].input
x = Concatenate()([x, err_x])
#path
x = Dense(factors, activation="tanh", kernel_initializer=glorot_normal(seed))(x)
x = BatchNormalization()(x)
x = Dense(factors, activation="tanh", kernel_initializer=glorot_normal(seed))(x)
x = BatchNormalization()(x)
x = Dense(factors, activation="tanh", kernel_initializer=glorot_normal(seed))(x)
x = BatchNormalization()(x)
x = Dense(1, activation='sigmoid')(x)
model = Model(inputs, x, name='ensembleStacking')
opt = optimizers.rmsprop(lr=0.001, epsilon=1e-9)
if parameters["loss_type"] == COST_SENSITIVE_LOSS:
model.compile(loss=cost_sensitive_loss(parameters["fn_weight"], parameters["fp_weight"]), optimizer=opt, metrics=['accuracy', 'mse', macro_f1])
else:
if parameters["loss_type"] == FOCAL_LOSS:
model.compile(loss=binary_focal_loss(gamma=parameters["gamma"], alpha=parameters["alpha"]), optimizer=opt, metrics=['accuracy', 'mse', macro_f1])
else:
print("Unknown loss: using default")
model.compile(loss="binary_crossentropy", optimizer=opt, metrics=['accuracy', 'mse', macro_f1])
#sys.exit(-1)
return model
#ENSEMBLE STRATEGY: MIXTURE OF EXPERTS(TRAINABLE)
def ensemble_moe(models, parameters):
freeze = parameters["do_freeze"]
if freeze :
for m in models:
if parameters["freeze_base_models_partly"] or parameters["freeze_base_models"]:
freeze_model(m,parameters["freeze_base_models_partly"])
ensemble_input = [m.input for m in models]
models_outputs = [m.output for m in models]
# Gating network
g = Dense(128, activation="tanh", kernel_initializer=glorot_normal(seed))(models[0].input)
#g = Dense(128, activation='relu', kernel_initializer='glorot_uniform')(inputs)
#g = BatchNormalization()(g)
#g = Dropout(0.2)(g)
g = Dense(len(models_outputs), activation='softmax')(g)
# Weighted combination
p = Concatenate()(models_outputs)
weighted_p = Multiply()([p, g])
shape_list = models_outputs[0].get_shape().as_list()
y = Lambda(lambda x: K.sum(x, axis=1, keepdims=True), output_shape=tuple(shape_list[1:]))(weighted_p)
model = Model(ensemble_input, y, name='ensemble_moe')
opt = optimizers.rmsprop(lr=0.001, epsilon=1e-9)
if parameters["loss_type"] == COST_SENSITIVE_LOSS:
model.compile(loss=cost_sensitive_loss(parameters["fn_weight"], parameters["fp_weight"]), optimizer=opt, metrics=['accuracy', 'mse', macro_f1])
else:
if parameters["loss_type"] == FOCAL_LOSS:
model.compile(loss=binary_focal_loss(gamma=parameters["gamma"], alpha=parameters["alpha"]), optimizer=opt, metrics=['accuracy', 'mse', macro_f1])
else:
print("Unknown loss: using default")
model.compile(loss="binary_crossentropy", optimizer=opt, metrics=['accuracy', 'mse', macro_f1])
#sys.exit(-1)
return model
#ENSEMBLE STRATEGY: DEEP STACKING WITH HIGH LEVEL FEATURES EXTRACTED FROM BASE MODELS (TRAINABLE)
def ensemble_stacking_feature(models, parameters):
freeze = parameters["do_freeze"]
if freeze :
for model in models:
if parameters["freeze_base_models_partly"] or parameters["freeze_base_models"]:
freeze_model(model,parameters["freeze_base_models_partly"])
factors = parameters["factors"]
#input declaration
w_ensemble_input = [model.input for model in models]
pred_list = [model.output for model in models]
#print("len:",len(pred_list))
#print("base_preds_tensor:", base_preds_tensor.shape)
context_list = [model.layers[-4].output for model in models]
pred_tensor = Concatenate()(pred_list)
err_tensor = Lambda(lambda v: abs(v - 0.5))(pred_tensor)
context_tensor = Concatenate()(context_list)
#ADD default features
#pred_list.append(models[0].input)
#merged_context = Concatenate()(pred_list+context_list)
merged_context = Concatenate()([pred_tensor, err_tensor, context_tensor])
x = Dense(factors, activation="tanh", kernel_initializer=glorot_normal(seed))(merged_context)
x = BatchNormalization()(x)
x = Dense(1, activation='sigmoid')(x)
model = Model(w_ensemble_input, x, name='ensemble_stacking_feature')
opt = optimizers.rmsprop(lr=0.001, epsilon=1e-9)
if parameters["loss_type"] == COST_SENSITIVE_LOSS:
model.compile(loss=cost_sensitive_loss(parameters["fn_weight"], parameters["fp_weight"]), optimizer=opt,
metrics=['accuracy', 'mse', macro_f1])
else:
if parameters["loss_type"] == FOCAL_LOSS:
model.compile(loss=binary_focal_loss(gamma=parameters["gamma"], alpha=parameters["alpha"]), optimizer=opt,
metrics=['accuracy', 'mse', macro_f1])
else:
print("Unknown loss")
sys.exit(-1)
return model
#ENSEMBLE STRATEGY: DEEP STACKING WITH HIGH LEVEL FEATURES EXTRACTED FROM BASE MODELS - variant 2 (TRAINABLE)
def ensemble_stacking_feature_V2(models, parameters):
freeze = parameters["do_freeze"]
if freeze :
for model in models:
if parameters["freeze_base_models_partly"] or parameters["freeze_base_models"]:
freeze_model(model,parameters["freeze_base_models_partly"])
w_ensemble_input = [model.input for model in models]
pred_list = [model.output for model in models]
#print("len:",len(pred_list))
#print("base_preds_tensor:", base_preds_tensor.shape)
context_list = [model.layers[-4].output for model in models]
#ADD default features
#pred_list.append(models[0].input)
add_context = Add()(context_list)
pred_list.append(add_context)
merged_context = Concatenate()(pred_list)
factors = parameters["factors"]
x = Dense(factors, activation="tanh", kernel_initializer=glorot_normal(seed))(merged_context)
x = BatchNormalization()(x)
x = Dense(factors, activation="tanh", kernel_initializer=glorot_normal(seed))(x)
x = BatchNormalization()(x)
x = Dense(factors, activation="tanh", kernel_initializer=glorot_normal(seed))(x)
x = BatchNormalization()(x)
x = Dense(1, activation='sigmoid')(x)
model = Model(w_ensemble_input, x, name='ensemble_stacking_feature')
opt = optimizers.rmsprop(lr=0.001, epsilon=1e-14)
if parameters["loss_type"] == COST_SENSITIVE_LOSS:
model.compile(loss=cost_sensitive_loss(parameters["fn_weight"], parameters["fp_weight"]), optimizer=opt,
metrics=['accuracy', 'mse', macro_f1])
else:
if parameters["loss_type"] == FOCAL_LOSS:
model.compile(loss=binary_focal_loss(gamma=parameters["gamma"], alpha=parameters["alpha"]), optimizer=opt,
metrics=['accuracy', 'mse', macro_f1])
else:
print("Unknown loss")
sys.exit(-1)
return model
#FREEZE THE WEIGHT OF A MODEL
def freeze_model(model,partly=False):
if not partly:
model.trainable = False
for layer in model.layers:
if not partly or ("features_0" not in layer.name) and ("features_1" not in layer.name):
layer.trainable = False
#MAIN
if __name__ == "__main__":
# command line arguments
if len (sys.argv) < 3:
print("Usage: %s <random seed> <file_output> <file_params (optional default.ini)>" % sys.argv[0])
sys.exit(-1)
seed= int(sys.argv[1])
file_output=sys.argv[2]
if len (sys.argv) == 3:
file_params='default.ini'
else:
file_params=sys.argv[3]
# seed initialization
os.environ['PYTHONHASHSEED'] = '0'
#numpy seed
np.random.seed(seed)
#rn seed
rn.seed(seed)
session_conf = tf.ConfigProto(intra_op_parallelism_threads=1, inter_op_parallelism_threads=1)
#sess
sess = tf.Session(graph=tf.get_default_graph(), config=session_conf)
K.set_session(sess)
#tf seed
tf.set_random_seed(seed)
# --- PARAMETERS ---
#other parameters
delim = ","
decimal = "."
train_perc = 0.1 #implicitly make an undersampling if train_perc+test_perc <1.0