This post is in continuation of previous post. If you have not read it yet I recommend you to visit here

Feature importance generated from the different classifiers

Now having learned our the first-level classifiers, we can utilize a very nifty feature of the Sklearn models and that is to output the importance of the various features in the training and test sets with one very simple line of code.

As per the Sklearn documentation, most of the classifiers are built in with an attribute which returns feature importances by simply typing in .featureimportances. Therefore we will invoke this very useful attribute via our function earliand plot the feature importances as such

rf_feature = rf.feature_importances(x_train,y_train)
et_feature = et.feature_importances(x_train, y_train)
ada_feature = ada.feature_importances(x_train, y_train)
gb_feature = gb.feature_importances(x_train,y_train)
rf_features = [0.10474135,  0.21837029,  0.04432652,  0.02249159,  0.05432591,  0.02854371
  ,0.07570305,  0.01088129 , 0.24247496,  0.13685733 , 0.06128402]
et_features = [ 0.12165657,  0.37098307  ,0.03129623 , 0.01591611 , 0.05525811 , 0.028157
  ,0.04589793 , 0.02030357 , 0.17289562 , 0.04853517,  0.08910063]
ada_features = [0.028 ,   0.008  ,      0.012   ,     0.05866667,   0.032 ,       0.008
  ,0.04666667 ,  0.     ,      0.05733333,   0.73866667,   0.01066667]
gb_features = [ 0.06796144 , 0.03889349 , 0.07237845 , 0.02628645 , 0.11194395,  0.04778854
  ,0.05965792 , 0.02774745,  0.07462718,  0.4593142 ,  0.01340093]

Create a dataframe from the lists containing the feature importance data for easy plotting via the Plotly package.

cols = train.columns.values
# Create a dataframe with features
feature_dataframe = pd.DataFrame( {'features': cols,
     'Random Forest feature importances': rf_features,
     'Extra Trees  feature importances': et_features,
      'AdaBoost feature importances': ada_features,
    'Gradient Boost feature importances': gb_features
    })

Interactive feature importances via Plotly scatterplots

I’ll use the interactive Plotly package at this juncture to visualise the feature importances values of the different classifiers via a plotly scatter plot by calling “Scatter” as follows:

# Scatter plot 
trace = go.Scatter(
    y = feature_dataframe['Random Forest feature importances'].values,
    x = feature_dataframe['features'].values,
    mode='markers',
    marker=dict(
        sizemode = 'diameter',
        sizeref = 1,
        size = 25,
#       size= feature_dataframe['AdaBoost feature importances'].values,
        #color = np.random.randn(500), #set color equal to a variable
        color = feature_dataframe['Random Forest feature importances'].values,
        colorscale='Portland',
        showscale=True
    ),
    text = feature_dataframe['features'].values
)
data = [trace]

layout= go.Layout(
    autosize= True,
    title= 'Random Forest Feature Importance',
    hovermode= 'closest',
#     xaxis= dict(
#         title= 'Pop',
#         ticklen= 5,
#         zeroline= False,
#         gridwidth= 2,
#     ),
    yaxis=dict(
        title= 'Feature Importance',
        ticklen= 5,
        gridwidth= 2
    ),
    showlegend= False
)
fig = go.Figure(data=data, layout=layout)
py.iplot(fig,filename='scatter2010')

# Scatter plot 
trace = go.Scatter(
    y = feature_dataframe['Extra Trees  feature importances'].values,
    x = feature_dataframe['features'].values,
    mode='markers',
    marker=dict(
        sizemode = 'diameter',
        sizeref = 1,
        size = 25,
#       size= feature_dataframe['AdaBoost feature importances'].values,
        #color = np.random.randn(500), #set color equal to a variable
        color = feature_dataframe['Extra Trees  feature importances'].values,
        colorscale='Portland',
        showscale=True
    ),
    text = feature_dataframe['features'].values
)
data = [trace]

layout= go.Layout(
    autosize= True,
    title= 'Extra Trees Feature Importance',
    hovermode= 'closest',
#     xaxis= dict(
#         title= 'Pop',
#         ticklen= 5,
#         zeroline= False,
#         gridwidth= 2,
#     ),
    yaxis=dict(
        title= 'Feature Importance',
        ticklen= 5,
        gridwidth= 2
    ),
    showlegend= False
)
fig = go.Figure(data=data, layout=layout)
py.iplot(fig,filename='scatter2010')

# Scatter plot 
trace = go.Scatter(
    y = feature_dataframe['AdaBoost feature importances'].values,
    x = feature_dataframe['features'].values,
    mode='markers',
    marker=dict(
        sizemode = 'diameter',
        sizeref = 1,
        size = 25,
#       size= feature_dataframe['AdaBoost feature importances'].values,
        #color = np.random.randn(500), #set color equal to a variable
        color = feature_dataframe['AdaBoost feature importances'].values,
        colorscale='Portland',
        showscale=True
    ),
    text = feature_dataframe['features'].values
)
data = [trace]

layout= go.Layout(
    autosize= True,
    title= 'AdaBoost Feature Importance',
    hovermode= 'closest',
#     xaxis= dict(
#         title= 'Pop',
#         ticklen= 5,
#         zeroline= False,
#         gridwidth= 2,
#     ),
    yaxis=dict(
        title= 'Feature Importance',
        ticklen= 5,
        gridwidth= 2
    ),
    showlegend= False
)
fig = go.Figure(data=data, layout=layout)
py.iplot(fig,filename='scatter2010')

# Scatter plot 
trace = go.Scatter(
    y = feature_dataframe['Gradient Boost feature importances'].values,
    x = feature_dataframe['features'].values,
    mode='markers',
    marker=dict(
        sizemode = 'diameter',
        sizeref = 1,
        size = 25,
#       size= feature_dataframe['AdaBoost feature importances'].values,
        #color = np.random.randn(500), #set color equal to a variable
        color = feature_dataframe['Gradient Boost feature importances'].values,
        colorscale='Portland',
        showscale=True
    ),
    text = feature_dataframe['features'].values
)
data = [trace]

layout= go.Layout(
    autosize= True,
    title= 'Gradient Boosting Feature Importance',
    hovermode= 'closest',
#     xaxis= dict(
#         title= 'Pop',
#         ticklen= 5,
#         zeroline= False,
#         gridwidth= 2,
#     ),
    yaxis=dict(
        title= 'Feature Importance',
        ticklen= 5,
        gridwidth= 2
    ),
    showlegend= False
)
fig = go.Figure(data=data, layout=layout)
py.iplot(fig,filename='scatter2010')

Now let us calculate the mean of all the feature importances and store it as a new column in the feature importance dataframe.

# Create the new column containing the average of values

feature_dataframe['mean'] = feature_dataframe.mean(axis= 1) # axis = 1 computes the mean row-wise
feature_dataframe.head(3)
S. No.
features
Random Forest feature importancesExtra Trees feature importancesAdaBoost feature importancesGradient Boost feature importancesmean
0Pclass0.1047410.1216570.0280.0679610.080590
1Sex0.2183700.3709830.0080.0388930.159062
2Age0.0443270.0312960.0120.0723780.040000

Plotly Barplot of Average Feature Importances

Having obtained the mean feature importance across all our classifiers, we can plot them into a Plotly bar plot as follows:

y = feature_dataframe['mean'].values
x = feature_dataframe['features'].values
data = [go.Bar(
            x= x,
             y= y,
            width = 0.5,
            marker=dict(
               color = feature_dataframe['mean'].values,
            colorscale='Portland',
            showscale=True,
            reversescale = False
            ),
            opacity=0.6
        )]

layout= go.Layout(
    autosize= True,
    title= 'Barplots of Mean Feature Importance',
    hovermode= 'closest',
#     xaxis= dict(
#         title= 'Pop',
#         ticklen= 5,
#         zeroline= False,
#         gridwidth= 2,
#     ),
    yaxis=dict(
        title= 'Feature Importance',
        ticklen= 5,
        gridwidth= 2
    ),
    showlegend= False
)
fig = go.Figure(data=data, layout=layout)
py.iplot(fig, filename='bar-direct-labels')

Second-Level Predictions from the First-level Output

First-level output as new features

Having now obtained our first-level predictions, one can think of it as essentially building a new set of features to be used as training data for the next classifier. As per the code below, we are therefore having as our new columns the first-level predictions from our earlier classifiers and we train the next classifier on this.

base_predictions_train = pd.DataFrame( {'RandomForest': rf_oof_train.ravel(),
     'ExtraTrees': et_oof_train.ravel(),
     'AdaBoost': ada_oof_train.ravel(),
      'GradientBoost': gb_oof_train.ravel()
    })
base_predictions_train.head()

Correlation Heatmap of the Second Level Training set

data = [
    go.Heatmap(
        z= base_predictions_train.astype(float).corr().values ,
        x=base_predictions_train.columns.values,
        y= base_predictions_train.columns.values,
          colorscale='Viridis',
            showscale=True,
            reversescale = True
    )
]
py.iplot(data, filename='labelled-heatmap')

There have been quite a few articles and Kaggle competition winner stories about the merits of having trained models that are more uncorrelated with one another producing better scores.

x_train = np.concatenate(( et_oof_train, rf_oof_train, ada_oof_train, gb_oof_train, svc_oof_train), axis=1)
x_test = np.concatenate(( et_oof_test, rf_oof_test, ada_oof_test, gb_oof_test, svc_oof_test), axis=1)

Having now concatenated and joined both the first-level train and test predictions as x_train and x_test, we can now fit a second-level learning model.linkcode

Second level learning model via XGBoost

Here we choose the eXtremely famous library for boosted tree learning model, XGBoost. It was built to optimize large-scale boosted tree algorithms. For further information about the algorithm, check out the official documentation.

Anyways, we call an XGBClassifier and fit it to the first-level train and target data and use the learned model to predict the test data as follows:

gbm = xgb.XGBClassifier(
    #learning_rate = 0.02,
 n_estimators= 2000,
 max_depth= 4,
 min_child_weight= 2,
 #gamma=1,
 gamma=0.9,                        
 subsample=0.8,
 colsample_bytree=0.8,
 objective= 'binary:logistic',
 nthread= -1,
 scale_pos_weight=1).fit(x_train, y_train)
predictions = gbm.predict(x_test)

Just a quick run down of the XGBoost parameters used in the model:

max_depth : How deep you want to grow your tree. Beware if set to too high a number might run the risk of overfitting.

gamma : minimum loss reduction required to make a further partition on a leaf node of the tree. The larger, the more conservative the algorithm will be.

eta : step size shrinkage used in each boosting step to prevent overfittinglinkcode

Producing the Submission file

Finally having trained and fit all our first-level and second-level models, we can now output the predictions into the proper format for submission to the Titanic competition as follows:

# Generate Submission File 
StackingSubmission = pd.DataFrame({ 'PassengerId': PassengerId,
                            'Survived': predictions })
StackingSubmission.to_csv("StackingSubmission.csv", index=False)

Steps for Further Improvement

As a closing remark it must be noted that the steps taken above just show a very simple way of producing an ensemble stacker. You hear of ensembles created at the highest level of Kaggle competitions which involves monstrous combinations of stacked classifiers as well as levels of stacking which go to more than 2 levels.

Some additional steps that may be taken to improve one’s score could be:

  1. Implementing a good cross-validation strategy in training the models to find optimal parameter values
  2. Introduce a greater variety of base models for learning. The more uncorrelated the results, the better the final score.

Conclusion

I have this notebook has been helpful somewhat in introducing a working script for stacking learning models. Again credit must be extended to Faron and Sina.

For other excellent material on machine learning or Python in general, refer to the de-facto Must read articles on the website Geekycodes

Till next time, Peace Out

This article was published on Kaggle by Anisotropic .

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