stacking

Library for stacking(Stacked generalization)

|PyPI version| |license|

About this library(watch test folder for more detailed)

1. Set train and test dataset under data/input.

2. Created features from original dataset need to be under data/output/features.

3. Models for stacking are defined in scripts under scripts folder.

4. Need to define created features in that scripts.

5. Just run sh run.sh (python scripts/XXX.py)

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Getting started: 30 seconds to stacking

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Installation

To install stacking, cd to the stacking folder and run the install command:

::

sudo python setup.py install

You can also install stacking from PyPI:

::

pip install stacking

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Tree of files

• base_fixed_fold.py (class of stacking)

• data/

• input/

  • train.csv (train dataset)
  • test.csv (test dataset)

• output/

  • features/
  • features.csv (features user created)
  • temp/
  • temp.csv (files saved in stacking)

• scripts/

• script.csv (main script where concrete models defined)

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Details of scripts

• base.py:
• Base models for stacking are defined here (using sklearn.base.BaseEstimator).
• Some models are defined here. e.g., XGBoost, Keras, Vowpal Wabbit.
• These models are wrapped as scikit-learn like (using sklearn.base.ClassifierMixin, sklearn.base.RegressorMixin).
• That is, model class has some methods, fit(), predict_proba(), and predict().

New user-defined models can be added here.

Scikit-learn models can be used.

Base model have some arguments.

• 's': Stacking. Saving a oof(out-of-fold) prediction({model_name}_all_fold.csv) and average of test prediction based on train-fold models({model_name}_test.csv). These files will be used for next level stacking.

• 't': Training with all data and predict test({model_name}_TestInAllTrainingData.csv). In this training, no validation data are used.

• 'st': Stacking and then training with all data and predict test ('s' and 't').

• 'cv': Only cross validation without saving the prediction.

Define several models and its parameters used for stacking. Define task details on the top of script. Train and test feature set are defined here. Need to define CV-fold index.

Any level stacking can be defined.

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TODO LIST

Need to be more general library.

Please check isuues!!

.. |PyPI version| image:: https://badge.fury.io/py/stacking.svg :target: https://badge.fury.io/py/stacking .. |license| image:: https://img.shields.io/github/license/mashape/apistatus.svg?maxAge=2592000 :target: https://github.com/ikki407/stacking/LICENSE