For this assignment you need to generate a random binary classification problem, and then train and test (using 10-fold cross validation) the three algorithms. For some algorithms inner cross validation (5-fold) for choosing the parameters is needed. Then, show the classification performace (per-fold and averaged) in the report, and briefly discussing the results.
Steps:
1. Create a classification dataset (n_samples >= 1000, n_features >= 10)
2. Split the dataset using 10-fold cross validation
3. Train the algorithms
GaussianNB
SVC (possible C values [1e-02, 1e-01, 1e00, 1e01, 1e02], RBF kernel)
RandomForestClassifier (possible n estimators values [10, 100, 1000])
4. Evaluate the cross-validated performance
Accuracy
F1-score
AUC ROC
5. Write a short report summarizing the methodology and the results
Codes:
from sklearn import datasets
from sklearn import cross_validation
from sklearn.naive_bayes import GaussianNB
from sklearn.svm import SVC
from sklearn.ensemble import RandomForestClassifier
from sklearn import metrics
#Step 1
#Create a classification dataset (n_samples >= 1000, n_features >= 10)
dataset = datasets.make_classification(n_samples=1000, n_features=10)
#Step 2
#Split the dataset using 10-fold cross validation
kf = cross_validation.KFold(len(dataset[0]), n_folds=10, shuffle=True)
for train_index, test_index in kf:
X_train, y_train = dataset[0][train_index], dataset[1][train_index]
X_test, y_test = dataset[0][test_index], dataset[1][test_index]
#Step 3&4
#Train the algorithms and evaluate the cross-validated performance
#GaussianNB
clf = GaussianNB()
clf.fit(X_train, y_train)
pred = clf.predict(X_test)
#Accuracy
acc = metrics.accuracy_score(y_test, pred)
print('GaussianNB Evaluation:')
print('Accuracy', acc)
#F1-score
f1 = metrics.f1_score(y_test, pred)
print('F1-score', f1)
#AUC ROC
auc = metrics.roc_auc_score(y_test, pred)
print('AUC ROC', auc)
#SVC
clf = SVC(C=1e-01, kernel='rbf', gamma=0.1)
clf.fit(X_train, y_train)
pred = clf.predict(X_test)
print('SVC Evaluation:')
print('Accuracy', acc)
#F1-score
f1 = metrics.f1_score(y_test, pred)
print('F1-score', f1)
#AUC ROC
auc = metrics.roc_auc_score(y_test, pred)
print('AUC ROC', auc)
#RandomForestClassifier
clf = RandomForestClassifier(n_estimators=10)
clf.fit(X_train, y_train)
pred = clf.predict(X_test)
print('RandomForestClassifier Evaluation:')
print('Accuracy', acc)
#F1-score
f1 = metrics.f1_score(y_test, pred)
print('F1-score', f1)
#AUC ROC
auc = metrics.roc_auc_score(y_test, pred)
print('AUC ROC', auc)
Methodology and Results:
1. Load and generate datasets
2. Split them to perform cross-validation
3. Apply learning algorithms
4. Evaluate the performace of such algorithms
GaussianNB Evaluation:
Accuracy 0.95
F1-score 0.9473684210526316
AUC ROC 0.9493797519007602
SVC Evaluation:
Accuracy 0.95
F1-score 0.9278350515463918
AUC ROC 0.9297719087635054
RandomForestClassifier Evaluation:
Accuracy 0.95
F1-score 0.9896907216494846
AUC ROC 0.9897959183673469
In the case above, Random Forest Classification algorithm has the best performance.