deepmie/hyptune.py

from sklearn.model_selection import GridSearchCV
from keras.models import Sequential
from keras.layers import Dense
from keras.wrappers.scikit_learn import KerasRegressor
import scnets as scn
from sklearn.metrics import make_scorer
import numpy as np
import pandas as pd

def print_tuning_results(cvresults, modelfunc):
    pd.set_option('precision',2)

    bestidx = np.argsort(cvresults['mean_test_score'])
    scorelist = cvresults['mean_test_score'][bestidx]
    parlist = cvresults['params']
    runtlist = (1/60.0)*(cvresults['mean_fit_time'])
    runtlist = runtlist.astype('int64')
    bestlist = [parlist[indx] for indx in bestidx]
    par_count =[]
    for elem in bestlist:
        model = modelfunc(**elem)
        par_count.append(model.count_params())

    parkeylist = [key for key in bestlist[0]]
    columns = parkeylist + ['MRE(%)', 'Total Params', 'mean_fit_time']

    df = pd.DataFrame(columns=columns)
    for colno in np.arange(len(bestlist[0])):
        df[columns[colno]] = [elem[parkeylist[colno]] for elem in bestlist]
    df[columns[len(bestlist[0]) + 0]] = scorelist
    df[columns[len(bestlist[0])+  1]] = par_count
    df[columns[len(bestlist[0])+  2]] = runtlist

    return df

# This will return the MRE error as score
def mre_score_func(ground_truth, predictions):
    diff = np.abs(ground_truth - predictions)/np.abs(ground_truth)
    return -100*np.mean(diff)

def get_cv_grid(modelfunc, param_grid, num_epochs, x_train, y_train):
    mre_score = make_scorer(mre_score_func, greater_is_better=False)
    #build estimator
    model = KerasRegressor(build_fn=modelfunc, 
                           epochs=num_epochs,
                           verbose=0)
    grid = GridSearchCV(estimator=model, 
                    param_grid=param_grid, 
                    n_jobs=1, 
                    scoring=mre_score,
                    verbose=1)
    grid_result = grid.fit(x_train, y_train)
    return grid_result.cv_results_