DISCRITIZATION-Recursive feature elimination(RFE).ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "import pandas as pd\n",
    "from matplotlib import pyplot as plt\n",
    "\n",
    "df = pd.read_csv(\"Telecom_customer churn (100000).csv\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "num_df = df.select_dtypes(include=['float64', 'int64']).copy()\n",
    "cat_df = df.select_dtypes(include=['object']).copy()\n",
    "\n",
    "# Categorical boolean mask\n",
    "categorical_feature_mask = cat_df.dtypes==object\n",
    "# filter categorical columns using mask and turn it into a list\n",
    "categorical_cols = cat_df.columns[categorical_feature_mask].tolist()\n",
    "\n",
    "import numpy as np\n",
    "#conData=np.log(0.00001 + 1)\n",
    "conData=-1\n",
    "cat_df=cat_df.fillna(conData)\n",
    "num_df=num_df.fillna(conData)\n",
    "cat_df=cat_df.astype(str)\n",
    "from sklearn.preprocessing import LabelEncoder\n",
    "le = LabelEncoder()\n",
    "cat_df[categorical_cols] = cat_df[categorical_cols].apply(lambda col: le.fit_transform(col))\n",
    "\n",
    "#cat_df[categorical_cols].head(10)\n",
    "\n",
    "change_mou=num_df['change_mou']\n",
    "change_rev=num_df['change_rev']\n",
    "num_df=num_df.drop(['change_mou'], axis=1)\n",
    "num_df=num_df.drop(['change_rev'], axis=1)\n",
    "\n",
    "num_df=num_df.drop(['Customer_ID'], axis=1)\n",
    "\n",
    "churn=num_df['churn']\n",
    "num_df=num_df.drop(['churn'], axis=1)\n",
    "\n",
    "num_df=num_df.replace([np.inf, -np.inf], np.nan)\n",
    "num_df=num_df.fillna(conData)\n",
    "num_df[num_df < 0] = 0\n",
    "#num_df.to_csv('D://num_df.csv')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [],
   "source": [
    "for col in num_df.columns:\n",
    "    Bins=20\n",
    "    Omega=num_df[col].max()-num_df[col].min()\n",
    "    #Omega=num_df[col].max()-0\n",
    "    Omega=Omega/Bins\n",
    "    #print(num_df[col].min())\n",
    "    #BINValue=[1.1, 1.1]\n",
    "    BINValue=[]\n",
    "    BINValue.insert(0,num_df[col].min())\n",
    "    #BINValue.insert(0,-1)\n",
    "    for i in range(19):\n",
    "        BINValue.insert(i+1,BINValue[i]+Omega)\n",
    "        #print(BINValue[i+1])\n",
    "    #print(BINValue)\n",
    "    #print(num_df[col])\n",
    "    labels =[1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19]\n",
    "    cats=pd.cut(num_df[col], BINValue, labels=labels)\n",
    "    num_df[col]=cats\n",
    "    #print(cats)\n",
    "    #cats.to_csv('D://cats.csv')\n",
    "    #break"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [],
   "source": [
    "num_df=num_df.fillna(1)\n",
    "result_df = pd.concat([num_df, cat_df], axis=1)\n",
    "np.nan_to_num(result_df)\n",
    "\n",
    "#result_df=result_df.replace([np.inf, -np.inf], np.nan)\n",
    "#result_df=result_df.fillna(-1)\n",
    "#result_df=result_df.abs()\n",
    "\n",
    "result_df_op=result_df\n",
    "#result_df_op=result_df_op.drop(['churn'], axis=1)\n",
    "#result_df_op=np.nan_to_num(result_df_op)\n",
    "\n",
    "X=result_df_op\n",
    "#y=result_df['churn'] \n",
    "y=churn"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "(100000, 96)"
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "X.shape"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
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     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
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     ]
    },
    {
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     "output_type": "stream",
     "text": [
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
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      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:432: FutureWarning: Default solver will be changed to 'lbfgs' in 0.22. Specify a solver to silence this warning.\n",
      "  FutureWarning)\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Optimal number of features : 82\n",
      "Best features : Index(['rev_Mean', 'mou_Mean', 'totmrc_Mean', 'da_Mean', 'ovrmou_Mean',\n",
      "       'ovrrev_Mean', 'vceovr_Mean', 'datovr_Mean', 'drop_vce_Mean',\n",
      "       'drop_dat_Mean', 'blck_dat_Mean', 'unan_vce_Mean', 'unan_dat_Mean',\n",
      "       'plcd_dat_Mean', 'recv_vce_Mean', 'recv_sms_Mean', 'comp_vce_Mean',\n",
      "       'comp_dat_Mean', 'custcare_Mean', 'ccrndmou_Mean', 'cc_mou_Mean',\n",
      "       'inonemin_Mean', 'threeway_Mean', 'mou_cvce_Mean', 'mou_cdat_Mean',\n",
      "       'mou_rvce_Mean', 'iwylis_vce_Mean', 'mouiwylisv_Mean', 'peak_vce_Mean',\n",
      "       'peak_dat_Mean', 'mou_peav_Mean', 'mou_pead_Mean', 'opk_vce_Mean',\n",
      "       'opk_dat_Mean', 'mou_opkv_Mean', 'mou_opkd_Mean', 'drop_blk_Mean',\n",
      "       'attempt_Mean', 'complete_Mean', 'callfwdv_Mean', 'callwait_Mean',\n",
      "       'months', 'uniqsubs', 'actvsubs', 'totcalls', 'totmou', 'adjrev',\n",
      "       'adjmou', 'adjqty', 'avgrev', 'avgmou', 'avgqty', 'avg3mou', 'avg3qty',\n",
      "       'avg3rev', 'avg6mou', 'avg6qty', 'avg6rev', 'hnd_price', 'phones',\n",
      "       'models', 'truck', 'rv', 'lor', 'forgntvl', 'eqpdays', 'new_cell',\n",
      "       'asl_flag', 'prizm_social_one', 'dualband', 'refurb_new', 'hnd_webcap',\n",
      "       'dwlltype', 'infobase', 'HHstatin', 'ethnic', 'kid0_2', 'kid3_5',\n",
      "       'kid6_10', 'kid11_15', 'kid16_17', 'creditcd'],\n",
      "      dtype='object')\n"
     ]
    }
   ],
   "source": [
    "X_train=X\n",
    "y_train=y\n",
    "#Recursive feature Selection\n",
    "from sklearn.feature_selection import RFE\n",
    "from sklearn.feature_selection import RFECV\n",
    "\n",
    "from sklearn.linear_model import LogisticRegression\n",
    "classifier = LogisticRegression()\n",
    "\n",
    "rfecv = RFECV(estimator=classifier, step=1, cv=10, scoring='accuracy')\n",
    "rfecv = rfecv.fit(X, y)\n",
    "print('Optimal number of features :', rfecv.n_features_)\n",
    "print('Best features :', X.columns[rfecv.support_])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "(100000, 82)"
      ]
     },
     "execution_count": 7,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "X_data=X\n",
    "X_train_rfec = rfecv.transform(X_data)\n",
    "X_train_rfec.shape"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "14044 36394 10956 38606\n",
      "pod:  0.778943545458214\n",
      "pof:  0.7215591419168088\n",
      "AUC:  0.5286922017707026\n"
     ]
    }
   ],
   "source": [
    "#Import Gaussian Naive Bayes model\n",
    "from sklearn.naive_bayes import GaussianNB\n",
    "#Create a Gaussian Classifier\n",
    "classifier = GaussianNB()\n",
    "\n",
    "classifier.fit(X,y_train)\n",
    "\n",
    "from sklearn.model_selection import cross_val_predict\n",
    "from sklearn.metrics import confusion_matrix\n",
    "y_pred  = cross_val_predict(estimator = classifier, X = X, y = y_train, cv = 10)\n",
    "tn, fp, fn, tp  = confusion_matrix(y_train, y_pred).ravel()\n",
    "print(tn, fp, fn, tp)\n",
    "pod=tp/(tp+fn)\n",
    "\n",
    "print('pod: ',pod)\n",
    "pof=fp/(fp+tn)\n",
    "print ('pof: ',pof)\n",
    "auc_val=(1+pod-pof)/2\n",
    "print ('AUC: ',auc_val)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Fitting 15 folds for each of 100 candidates, totalling 1500 fits\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "[Parallel(n_jobs=-1)]: Using backend LokyBackend with 4 concurrent workers.\n",
      "[Parallel(n_jobs=-1)]: Done  42 tasks      | elapsed:   52.2s\n",
      "[Parallel(n_jobs=-1)]: Done 192 tasks      | elapsed:  2.8min\n",
      "[Parallel(n_jobs=-1)]: Done 442 tasks      | elapsed:  6.1min\n",
      "[Parallel(n_jobs=-1)]: Done 792 tasks      | elapsed: 10.8min\n",
      "[Parallel(n_jobs=-1)]: Done 1242 tasks      | elapsed: 16.9min\n",
      "[Parallel(n_jobs=-1)]: Done 1500 out of 1500 | elapsed: 20.4min finished\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "{'var_smoothing': 1.0}\n",
      "GaussianNB(priors=None, var_smoothing=1.0)\n",
      "0.53234\n"
     ]
    }
   ],
   "source": [
    "from sklearn.model_selection import GridSearchCV\n",
    "from sklearn.naive_bayes import GaussianNB\n",
    "from sklearn.model_selection import RepeatedKFold, GridSearchCV\n",
    "from sklearn.preprocessing import StandardScaler\n",
    "\n",
    "cv_method = RepeatedKFold(n_splits=5, \n",
    "                          n_repeats=3, \n",
    "                          random_state=999)\n",
    "\n",
    "classifier=GaussianNB();\n",
    "#params = {\n",
    "#          \"priors\" : \"None\",\n",
    "#          \"var_smoothing\" : 1e-9\n",
    "#}\n",
    "#create an list of var_smoothing to cross validate\n",
    "#steps = [1e-8, 1e-7, 1e-6, 1e-5, 1e-4]\n",
    "\n",
    "params_NB = {'var_smoothing': np.logspace(0,-9, num=100)}\n",
    "\n",
    "grid = GridSearchCV(estimator=classifier, \n",
    "                     param_grid=params_NB, \n",
    "                     cv=cv_method,\n",
    "                     verbose=1, \n",
    "                     scoring='accuracy', n_jobs=-1)\n",
    "\n",
    "grid.fit(X_train_rfec, y_train)\n",
    "\n",
    " \n",
    "print(grid.best_params_)\n",
    "print(grid.best_estimator_)\n",
    "print(grid.best_score_)\n",
    "\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 32,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "26710 23728 21590 27972\n",
      "pod:  0.5643840038739357\n",
      "pof:  0.4704389547563345\n",
      "AUC:  0.5469725245588006\n"
     ]
    }
   ],
   "source": [
    "\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "10275 40163 7878 41684\n",
      "pod:  0.8410475767725274\n",
      "pof:  0.7962845473650819\n",
      "AUC:  0.5223815147037227\n",
      "accuracy:  0.51959\n"
     ]
    }
   ],
   "source": [
    "#Import Gaussian Naive Bayes model\n",
    "from sklearn.naive_bayes import GaussianNB\n",
    "#Create a Gaussian Classifier\n",
    "classifier = GaussianNB(priors=None, var_smoothing=0.1)\n",
    "\n",
    "classifier.fit(X_train_rfec,y_train)\n",
    "\n",
    "\n",
    "cv_method = RepeatedKFold(n_splits=10, \n",
    "                          n_repeats=3, \n",
    "                          random_state=999)\n",
    "\n",
    "from sklearn.model_selection import cross_val_predict\n",
    "from sklearn.metrics import confusion_matrix\n",
    "y_pred  = cross_val_predict(estimator = classifier, X = X_train_rfec, y = y_train, cv = 5)\n",
    "tn, fp, fn, tp  = confusion_matrix(y_train, y_pred).ravel()\n",
    "print(tn, fp, fn, tp)\n",
    "pod=tp/(tp+fn)\n",
    "\n",
    "print('pod: ',pod)\n",
    "pof=fp/(fp+tn)\n",
    "print ('pof: ',pof)\n",
    "auc_val=(1+pod-pof)/2\n",
    "print ('AUC: ',auc_val)\n",
    "\n",
    "accuracy=(tp+tn)/(tp+fn+fp+tn)\n",
    "print ('accuracy: ',accuracy)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "accuracy:  0.54812\n"
     ]
    }
   ],
   "source": [
    " #accuracy=(tp+tn)/(tp+fn+fp+tn)\n",
    "accuracy=(26836+27976)/(27976+22462+22726+26836)\n",
    "print ('accuracy: ',accuracy)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Fitting 10 folds for each of 36 candidates, totalling 360 fits\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "[Parallel(n_jobs=-1)]: Using backend LokyBackend with 4 concurrent workers.\n",
      "[Parallel(n_jobs=-1)]: Done  42 tasks      | elapsed: 60.6min\n",
      "[Parallel(n_jobs=-1)]: Done 192 tasks      | elapsed: 171.9min\n",
      "[Parallel(n_jobs=-1)]: Done 360 out of 360 | elapsed: 257.5min finished\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "{'C': 2, 'multi_class': 'ovr', 'penalty': 'l2', 'solver': 'lbfgs'}\n",
      "LogisticRegression(C=2, class_weight=None, dual=False, fit_intercept=True,\n",
      "                   intercept_scaling=1, l1_ratio=None, max_iter=100,\n",
      "                   multi_class='ovr', n_jobs=None, penalty='l2',\n",
      "                   random_state=None, solver='lbfgs', tol=0.0001, verbose=0,\n",
      "                   warm_start=False)\n",
      "0.57241\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\sklearn\\linear_model\\logistic.py:947: ConvergenceWarning: lbfgs failed to converge. Increase the number of iterations.\n",
      "  \"of iterations.\", ConvergenceWarning)\n"
     ]
    }
   ],
   "source": [
    "from sklearn.model_selection import GridSearchCV\n",
    "from sklearn.linear_model import LogisticRegression\n",
    "\n",
    "# Specify parameters\n",
    "c_values = list(np.arange(1, 10))\n",
    "\n",
    "\n",
    "param_grid = [\n",
    "    {'C': c_values, 'penalty': ['l1'], 'solver' : ['liblinear'], 'multi_class' : ['ovr']},    \n",
    "    {'C': c_values, 'penalty': ['l2'], 'solver' : ['liblinear', 'newton-cg', 'lbfgs'], 'multi_class' : ['ovr']}\n",
    "]\n",
    " \n",
    "\n",
    "grid = GridSearchCV(LogisticRegression(), param_grid, verbose=1, cv=10, n_jobs=-1)\n",
    "grid.fit(X_train_rfec, y_train)\n",
    "\n",
    "print(grid.best_params_)\n",
    "print(grid.best_estimator_)\n",
    "print(grid.best_score_)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "29208 21230 21582 27980\n",
      "pod:  0.5645454178604576\n",
      "pof:  0.4209128038383758\n",
      "AUC:  0.5718163070110409\n",
      "accuracy:  0.57188\n"
     ]
    }
   ],
   "source": [
    "#LogisticRegression\n",
    "from sklearn.linear_model import LogisticRegression\n",
    "from sklearn import metrics\n",
    "classifier = LogisticRegression(C=8, class_weight=None, dual=False, fit_intercept=True,\n",
    "                   intercept_scaling=1, max_iter=100,\n",
    "                   multi_class='ovr', n_jobs=None, penalty='l2',\n",
    "                   random_state=None, solver='liblinear', tol=0.0001, verbose=0,\n",
    "                   warm_start=False)\n",
    "classifier.fit(X_train_rfec, y_train) \n",
    "\n",
    "from sklearn.model_selection import cross_val_predict\n",
    "from sklearn.metrics import confusion_matrix\n",
    "y_pred  = cross_val_predict(estimator = classifier, X = X_train_rfec, y = y_train, cv = 10)\n",
    "tn, fp, fn, tp  = confusion_matrix(y_train, y_pred).ravel()\n",
    "print(tn, fp, fn, tp)\n",
    "pod=tp/(tp+fn)\n",
    "\n",
    "print('pod: ',pod)\n",
    "pof=fp/(fp+tn)\n",
    "print ('pof: ',pof)\n",
    "auc_val=(1+pod-pof)/2\n",
    "print ('AUC: ',auc_val)\n",
    "\n",
    "accuracy=(tp+tn)/(tp+fn+fp+tn)\n",
    "print ('accuracy: ',accuracy)\n",
    "\n",
    "#from sklearn.model_selection import cross_val_score\n",
    "#roc_auc = cross_val_score(estimator = classifier, X = X_train, y = y_train, cv = 10,  scoring='roc_auc')\n",
    "#print('roc_auc: ',roc_auc.mean())\n",
    "\n",
    "#from sklearn.metrics import roc_curve, auc\n",
    "#fpr, tpr, thresholds = roc_curve(y_train, y_pred)\n",
    "#auc = auc(fpr, tpr)\n",
    "#print('auc: ',auc)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "#LogisticRegression\n",
    "from sklearn.linear_model import LogisticRegression\n",
    "from sklearn import metrics\n",
    "classifier = LogisticRegression(C=8, class_weight=None, dual=False, fit_intercept=True,\n",
    "                   intercept_scaling=1, max_iter=100,\n",
    "                   multi_class='ovr', n_jobs=None, penalty='l2',\n",
    "                   random_state=None, solver='liblinear', tol=0.0001, verbose=0,\n",
    "                   warm_start=False)\n",
    "classifier.fit(X_train, y_train) \n",
    "\n",
    "from sklearn.model_selection import cross_val_predict\n",
    "from sklearn.metrics import confusion_matrix\n",
    "y_pred  = cross_val_predict(estimator = classifier, X = X_train, y = y_train, cv = 10)\n",
    "tn, fp, fn, tp  = confusion_matrix(y_train, y_pred).ravel()\n",
    "print(tn, fp, fn, tp)\n",
    "pod=tp/(tp+fn)\n",
    "\n",
    "print('pod: ',pod)\n",
    "pof=fp/(fp+tn)\n",
    "print ('pof: ',pof)\n",
    "auc_val=(1+pod-pof)/2\n",
    "print ('AUC: ',auc_val)\n",
    "\n",
    "accuracy=(tp+tn)/(tp+fn+fp+tn)\n",
    "print ('accuracy: ',accuracy)\n",
    "\n",
    "#from sklearn.model_selection import cross_val_score\n",
    "#roc_auc = cross_val_score(estimator = classifier, X = X_train, y = y_train, cv = 10,  scoring='roc_auc')\n",
    "#print('roc_auc: ',roc_auc.mean())\n",
    "\n",
    "#from sklearn.metrics import roc_curve, auc\n",
    "#fpr, tpr, thresholds = roc_curve(y_train, y_pred)\n",
    "#auc = auc(fpr, tpr)\n",
    "#print('auc: ',auc)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "metadata": {
    "scrolled": true
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Fitting 3 folds for each of 16 candidates, totalling 48 fits\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "[Parallel(n_jobs=-1)]: Using backend LokyBackend with 4 concurrent workers.\n",
      "[Parallel(n_jobs=-1)]: Done  48 out of  48 | elapsed: 27.0min finished\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "{'metric': 'euclidean', 'n_neighbors': 19, 'weights': 'distance'}\n",
      "KNeighborsClassifier(algorithm='auto', leaf_size=30, metric='euclidean',\n",
      "                     metric_params=None, n_jobs=None, n_neighbors=19, p=2,\n",
      "                     weights='distance')\n",
      "0.55036\n"
     ]
    }
   ],
   "source": [
    "from sklearn.model_selection import GridSearchCV\n",
    "from sklearn.neighbors import KNeighborsClassifier  \n",
    "\n",
    "# Specify parameters\n",
    "c_values = list(np.arange(1, 10))\n",
    "param_grid ={\n",
    "   'n_neighbors': [3,5,11,19],\n",
    "   'weights': ['uniform', 'distance'],\n",
    "   'metric': ['euclidean', 'manhattan']\n",
    "}\n",
    "\n",
    "grid = GridSearchCV(KNeighborsClassifier(), param_grid, verbose=1, cv=3, n_jobs=-1)\n",
    "grid.fit(X_train_rfec, y_train)\n",
    "\n",
    "print(grid.best_params_)\n",
    "print(grid.best_estimator_)\n",
    "print(grid.best_score_)\n",
    "\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Fitting 10 folds for each of 42 candidates, totalling 420 fits\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "[Parallel(n_jobs=-1)]: Using backend LokyBackend with 4 concurrent workers.\n",
      "[Parallel(n_jobs=-1)]: Done  42 tasks      | elapsed: 410.7min\n",
      "[Parallel(n_jobs=-1)]: Done 192 tasks      | elapsed: 1993.6min\n"
     ]
    }
   ],
   "source": [
    "from sklearn.model_selection import GridSearchCV\n",
    "from sklearn import svm\n",
    "\n",
    "# Specify parameters\n",
    "\n",
    "Cs = [0.001, 0.01, 0.1, 1, 10, 100, 1000]\n",
    "gammas = [0.001, 0.01, 0.1, 1, 1e-3, 1e-4]\n",
    "param_grid = {'C': Cs, 'gamma' : gammas}\n",
    "\n",
    "tuned_parameters = [{'kernel': ['rbf', 'linear'], \n",
    "                     'gamma': [0.001, 0.01, 0.1, 1, 1e-3, 1e-4], \n",
    "                     'C': [0.001, 0.01, 0.1, 1, 10, 100, 1000]} ]\n",
    "\n",
    "grid = GridSearchCV(svm.SVC(), param_grid, verbose=1, cv=10, n_jobs=-1)\n",
    "grid.fit(x_train_chi, y_train)\n",
    "\n",
    "print(grid.best_params_)\n",
    "print(grid.best_estimator_)\n",
    "print(grid.best_score_)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "28301 22137 22968 26594\n",
      "pod:  0.5365804446955329\n",
      "pof:  0.4388952773702367\n",
      "AUC:  0.548842583662648\n",
      "accuracy:  0.54895\n"
     ]
    }
   ],
   "source": [
    "# KNN\n",
    "from sklearn.neighbors import KNeighborsClassifier  \n",
    "classifier = KNeighborsClassifier(algorithm='auto', leaf_size=30, metric='euclidean',\n",
    "                     metric_params=None, n_jobs=None, n_neighbors=19, p=2,\n",
    "                     weights='distance' )  \n",
    "classifier.fit(X_train_rfec, y_train) \n",
    "\n",
    "from sklearn.model_selection import cross_val_predict\n",
    "from sklearn.metrics import confusion_matrix\n",
    "y_pred  = cross_val_predict(estimator = classifier, X = X_train_rfec, y = y_train, cv = 10)\n",
    "tn, fp, fn, tp  = confusion_matrix(y_train, y_pred).ravel()\n",
    "print(tn, fp, fn, tp)\n",
    "pod=tp/(tp+fn)\n",
    "\n",
    "print('pod: ',pod)\n",
    "pof=fp/(fp+tn)\n",
    "print ('pof: ',pof)\n",
    "auc_val=(1+pod-pof)/2\n",
    "print ('AUC: ',auc_val)\n",
    "accuracy=(tp+tn)/(tp+fn+fp+tn)\n",
    "print ('accuracy: ',accuracy)\n",
    "\n",
    "#from sklearn.model_selection import cross_val_score\n",
    "#roc_auc = cross_val_score(estimator = classifier, X = X_train, y = y_train, cv = 10,  scoring='roc_auc')\n",
    "#print('roc_auc: ',roc_auc.mean())\n",
    "\n",
    "#from sklearn.metrics import roc_curve, auc\n",
    "#fpr, tpr, thresholds = roc_curve(y_train, y_pred)\n",
    "#auc = auc(fpr, tpr)\n",
    "#print('auc: ',auc)\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 26,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "27765 22673 23718 25844\n",
      "pod:  0.5214478834591018\n",
      "pof:  0.4495221856536738\n",
      "AUC:  0.535962848902714\n",
      "accuracy:  0.53609\n"
     ]
    }
   ],
   "source": [
    "# KNN\n",
    "from sklearn.neighbors import KNeighborsClassifier  \n",
    "classifier = KNeighborsClassifier(n_neighbors=5)  \n",
    "classifier.fit(X_train, y_train) \n",
    "\n",
    "from sklearn.model_selection import cross_val_predict\n",
    "from sklearn.metrics import confusion_matrix\n",
    "y_pred  = cross_val_predict(estimator = classifier, X = X, y = y_train, cv = 10)\n",
    "tn, fp, fn, tp  = confusion_matrix(y_train, y_pred).ravel()\n",
    "print(tn, fp, fn, tp)\n",
    "pod=tp/(tp+fn)\n",
    "\n",
    "print('pod: ',pod)\n",
    "pof=fp/(fp+tn)\n",
    "print ('pof: ',pof)\n",
    "auc_val=(1+pod-pof)/2\n",
    "print ('AUC: ',auc_val)\n",
    "\n",
    "accuracy=(tp+tn)/(tp+fn+fp+tn)\n",
    "print ('accuracy: ',accuracy)\n",
    "\n",
    "#from sklearn.model_selection import cross_val_score\n",
    "#roc_auc = cross_val_score(estimator = classifier, X = X_train, y = y_train, cv = 10,  scoring='roc_auc')\n",
    "#print('roc_auc: ',roc_auc.mean())\n",
    "\n",
    "#from sklearn.metrics import roc_curve, auc\n",
    "#fpr, tpr, thresholds = roc_curve(y_train, y_pred)\n",
    "#auc = auc(fpr, tpr)\n",
    "#print('auc: ',auc)\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "{'n_estimators': [200, 400, 600, 800, 1000, 1200, 1400, 1600, 1800, 2000], 'max_features': ['auto', 'sqrt'], 'max_depth': [10, 20, 30, 40, 50, 60, 70, 80, 90, 100, 110, None], 'min_samples_split': [2, 5, 10], 'min_samples_leaf': [1, 2, 4], 'bootstrap': [True, False]}\n"
     ]
    }
   ],
   "source": [
    "\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Fitting 3 folds for each of 288 candidates, totalling 864 fits\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "[Parallel(n_jobs=-1)]: Using backend LokyBackend with 4 concurrent workers.\n",
      "[Parallel(n_jobs=-1)]: Done  33 tasks      | elapsed:  9.2min\n",
      "[Parallel(n_jobs=-1)]: Done 154 tasks      | elapsed: 48.3min\n",
      "C:\\ProgramData\\Anaconda3\\lib\\site-packages\\joblib\\externals\\loky\\process_executor.py:706: UserWarning: A worker stopped while some jobs were given to the executor. This can be caused by a too short worker timeout or by a memory leak.\n",
      "  \"timeout or by a memory leak.\", UserWarning\n",
      "[Parallel(n_jobs=-1)]: Done 357 tasks      | elapsed: 115.6min\n",
      "[Parallel(n_jobs=-1)]: Done 640 tasks      | elapsed: 212.7min\n",
      "[Parallel(n_jobs=-1)]: Done 864 out of 864 | elapsed: 931.3min finished\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "{'metric': 'manhattan', 'n_neighbors': 19, 'weights': 'uniform'}\n",
      "KNeighborsClassifier(algorithm='auto', leaf_size=30, metric='manhattan',\n",
      "                     metric_params=None, n_jobs=None, n_neighbors=19, p=2,\n",
      "                     weights='uniform')\n",
      "0.54095\n"
     ]
    }
   ],
   "source": [
    "from sklearn.model_selection import GridSearchCV\n",
    "from sklearn.ensemble import RandomForestClassifier\n",
    "from sklearn.model_selection import GridSearchCV\n",
    "# Create the parameter grid based on the results of random search \n",
    "param_grid = {\n",
    "    'bootstrap': [True],\n",
    "    'max_depth': [80, 90, 100, 110],\n",
    "    'max_features': [2, 3],\n",
    "    'min_samples_leaf': [3, 4, 5],\n",
    "    'min_samples_split': [8, 10, 12],\n",
    "    'n_estimators': [100, 200, 300, 1000]\n",
    "}\n",
    "\n",
    "\n",
    "#clf = RandomForestClassifier()\n",
    "\n",
    "# Choose some parameter combinations to try\n",
    "#parameters = {'n_estimators': [4, 6, 9], \n",
    "#              'max_features': ['log2', 'sqrt','auto'], \n",
    "#              'criterion': ['entropy', 'gini'],\n",
    "#              'max_depth': [2, 3, 5, 10], \n",
    "#              'min_samples_split': [2, 3, 5],\n",
    "#              'min_samples_leaf': [1,5,8]\n",
    "#             }\n",
    "\n",
    "#model_params = {\n",
    "#    'n_estimators': [50, 150, 250],\n",
    "#    'max_features': ['sqrt', 0.25, 0.5, 0.75, 1.0],\n",
    "#    'min_samples_split': [2, 4, 6]\n",
    "#}\n",
    "\n",
    "# Instantiate the grid search model\n",
    "grid_search = GridSearchCV(estimator = RandomForestClassifier(), param_grid = param_grid, \n",
    "                          cv = 3, n_jobs = -1, verbose = 2)\n",
    "grid_search.fit(x_train_chi, y_train)\n",
    "\n",
    "print(grid.best_params_)\n",
    "print(grid.best_estimator_)\n",
    "print(grid.best_score_)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "{'bootstrap': True, 'max_depth': 110, 'max_features': 3, 'min_samples_leaf': 3, 'min_samples_split': 8, 'n_estimators': 1000}\n",
      "RandomForestClassifier(bootstrap=True, class_weight=None, criterion='gini',\n",
      "                       max_depth=110, max_features=3, max_leaf_nodes=None,\n",
      "                       min_impurity_decrease=0.0, min_impurity_split=None,\n",
      "                       min_samples_leaf=3, min_samples_split=8,\n",
      "                       min_weight_fraction_leaf=0.0, n_estimators=1000,\n",
      "                       n_jobs=None, oob_score=False, random_state=None,\n",
      "                       verbose=0, warm_start=False)\n",
      "0.58342\n"
     ]
    }
   ],
   "source": [
    "print(grid_search.best_params_)\n",
    "print(grid_search.best_estimator_)\n",
    "print(grid_search.best_score_)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "27688 22750 19411 30151\n",
      "pod:  0.608349138452847\n",
      "pof:  0.4510488124033467\n",
      "AUC:  0.5786501630247501\n",
      "accuracy:  0.57839\n"
     ]
    }
   ],
   "source": [
    "#Random Forest\n",
    "from sklearn.ensemble import RandomForestClassifier\n",
    "classifier =RandomForestClassifier(bootstrap= True, max_depth= 110, max_features= 3, min_samples_leaf= 3, min_samples_split= 8, n_estimators= 1000)\n",
    "classifier.fit(X_train_rfec, y_train) \n",
    "from sklearn.model_selection import cross_val_predict\n",
    "from sklearn.metrics import confusion_matrix\n",
    "y_pred  = cross_val_predict(estimator = classifier, X = X_train_rfec, y = y_train, cv = 10)\n",
    "tn, fp, fn, tp  = confusion_matrix(y_train, y_pred).ravel()\n",
    "print(tn, fp, fn, tp)\n",
    "pod=tp/(tp+fn)\n",
    "\n",
    "print('pod: ',pod)\n",
    "pof=fp/(fp+tn)\n",
    "print ('pof: ',pof)\n",
    "auc_val=(1+pod-pof)/2\n",
    "print ('AUC: ',auc_val)\n",
    "\n",
    "accuracy=(tp+tn)/(tp+fn+fp+tn)\n",
    "print ('accuracy: ',accuracy)\n",
    "\n",
    "\n",
    "#from sklearn.model_selection import cross_val_score\n",
    "#roc_auc = cross_val_score(estimator = classifier, X = X_train, y = y_train, cv = 10,  scoring='roc_auc')\n",
    "#print('roc_auc: ',roc_auc.mean())\n",
    "\n",
    "#from sklearn.metrics import roc_curve, auc\n",
    "#fpr, tpr, thresholds = roc_curve(y_train, y_pred)\n",
    "#auc = auc(fpr, tpr)\n",
    "#print('auc: ',auc)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 28,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "26379 24059 20763 28799\n",
      "pod:  0.5810701747306404\n",
      "pof:  0.4770014671477854\n",
      "AUC:  0.5520343537914275\n"
     ]
    }
   ],
   "source": [
    "#Random Forest\n",
    "from sklearn.ensemble import RandomForestClassifier\n",
    "classifier =RandomForestClassifier(n_estimators=100,max_depth=2,random_state=0)\n",
    "classifier.fit(X_train, y_train) \n",
    "from sklearn.model_selection import cross_val_predict\n",
    "from sklearn.metrics import confusion_matrix\n",
    "y_pred  = cross_val_predict(estimator = classifier, X = X, y = y_train, cv = 10)\n",
    "tn, fp, fn, tp  = confusion_matrix(y_train, y_pred).ravel()\n",
    "print(tn, fp, fn, tp)\n",
    "pod=tp/(tp+fn)\n",
    "\n",
    "print('pod: ',pod)\n",
    "pof=fp/(fp+tn)\n",
    "print ('pof: ',pof)\n",
    "auc_val=(1+pod-pof)/2\n",
    "print ('AUC: ',auc_val)\n",
    "\n",
    "#from sklearn.model_selection import cross_val_score\n",
    "#roc_auc = cross_val_score(estimator = classifier, X = X_train, y = y_train, cv = 10,  scoring='roc_auc')\n",
    "#print('roc_auc: ',roc_auc.mean())\n",
    "\n",
    "#from sklearn.metrics import roc_curve, auc\n",
    "#fpr, tpr, thresholds = roc_curve(y_train, y_pred)\n",
    "#auc = auc(fpr, tpr)\n",
    "#print('auc: ',auc)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "from sklearn.model_selection import GridSearchCV\n",
    "from sklearn.ensemble import GradientBoostingClassifier\n",
    "\n",
    "param_grid = {\n",
    "    \"loss\":[\"deviance\"],\n",
    "    \"learning_rate\": [0.01, 0.025, 0.05, 0.075, 0.1, 0.15, 0.2],\n",
    "    \"min_samples_split\": np.linspace(0.1, 0.5, 12),\n",
    "    \"min_samples_leaf\": np.linspace(0.1, 0.5, 12),\n",
    "    \"max_depth\":[3,5,8],\n",
    "    \"max_features\":[\"log2\",\"sqrt\"],\n",
    "    \"criterion\": [\"friedman_mse\",  \"mae\"],\n",
    "    \"subsample\":[0.5, 0.618, 0.8, 0.85, 0.9, 0.95, 1.0],\n",
    "    \"n_estimators\":[10]\n",
    "    }\n",
    "\n",
    "grid = GridSearchCV(GradientBoostingClassifier(), param_grid, cv=10, n_jobs=-1)\n",
    "\n",
    "grid.fit(x_train_chi, y_train)\n",
    "\n",
    "print(grid.best_params_)\n",
    "print(grid.best_estimator_)\n",
    "print(grid.best_score_)\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [
    {
     "ename": "NameError",
     "evalue": "name 'X_train_rfec' is not defined",
     "output_type": "error",
     "traceback": [
      "\u001b[1;31m---------------------------------------------------------------------------\u001b[0m",
      "\u001b[1;31mNameError\u001b[0m                                 Traceback (most recent call last)",
      "\u001b[1;32m<ipython-input-5-3730acaafbfd>\u001b[0m in \u001b[0;36m<module>\u001b[1;34m\u001b[0m\n\u001b[0;32m      3\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m      4\u001b[0m \u001b[0mclassifier\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mDecisionTreeClassifier\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mcriterion\u001b[0m\u001b[1;33m=\u001b[0m\u001b[1;34m'entropy'\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0msplitter\u001b[0m\u001b[1;33m=\u001b[0m\u001b[1;34m'best'\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m----> 5\u001b[1;33m \u001b[0mclassifier\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mfit\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mX_train_rfec\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0my_train\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m      6\u001b[0m \u001b[1;32mfrom\u001b[0m \u001b[0msklearn\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mmodel_selection\u001b[0m \u001b[1;32mimport\u001b[0m \u001b[0mcross_val_predict\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m      7\u001b[0m \u001b[1;32mfrom\u001b[0m \u001b[0msklearn\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mmetrics\u001b[0m \u001b[1;32mimport\u001b[0m \u001b[0mconfusion_matrix\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n",
      "\u001b[1;31mNameError\u001b[0m: name 'X_train_rfec' is not defined"
     ]
    }
   ],
   "source": [
    "#Decision Tree\n",
    "from sklearn.tree import DecisionTreeClassifier\n",
    "\n",
    "classifier = DecisionTreeClassifier(criterion='entropy', splitter='best')\n",
    "classifier.fit(X_train_rfec, y_train) \n",
    "from sklearn.model_selection import cross_val_predict\n",
    "from sklearn.metrics import confusion_matrix\n",
    "y_pred  = cross_val_predict(estimator = classifier, X =X_train_rfec , y = y_train, cv = 10)\n",
    "tn, fp, fn, tp  = confusion_matrix(y_train, y_pred).ravel()\n",
    "print(tn, fp, fn, tp)\n",
    "pod=tp/(tp+fn)\n",
    "\n",
    "print('pod: ',pod)\n",
    "pof=fp/(fp+tn)\n",
    "print ('pof: ',pof)\n",
    "auc_val=(1+pod-pof)/2\n",
    "print ('AUC: ',auc_val)\n",
    "\n",
    "accuracy=(tp+tn)/(tp+fn+fp+tn)\n",
    "print ('accuracy: ',accuracy)\n",
    "\n",
    "#from sklearn.model_selection import cross_val_score\n",
    "#roc_auc = cross_val_score(estimator = classifier, X = X_train, y = y_train, cv = 10,  scoring='roc_auc')\n",
    "#print('roc_auc: ',roc_auc.mean())\n",
    "\n",
    "#from sklearn.metrics import roc_curve, auc\n",
    "#fpr, tpr, thresholds = roc_curve(y_train, y_pred)\n",
    "#auc = auc(fpr, tpr)\n",
    "#print('auc: ',auc)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "26186 24252 23534 26028\n",
      "pod:  0.5251604051491062\n",
      "pof:  0.48082794718267974\n",
      "AUC:  0.5221662289832133\n"
     ]
    }
   ],
   "source": [
    "#Decision Tree\n",
    "from sklearn.tree import DecisionTreeClassifier\n",
    "\n",
    "classifier = DecisionTreeClassifier()\n",
    "classifier.fit(X_train, y_train) \n",
    "from sklearn.model_selection import cross_val_predict\n",
    "from sklearn.metrics import confusion_matrix\n",
    "y_pred  = cross_val_predict(estimator = classifier, X = X_train, y = y_train, cv = 10)\n",
    "tn, fp, fn, tp  = confusion_matrix(y_train, y_pred).ravel()\n",
    "print(tn, fp, fn, tp)\n",
    "pod=tp/(tp+fn)\n",
    "\n",
    "print('pod: ',pod)\n",
    "pof=fp/(fp+tn)\n",
    "print ('pof: ',pof)\n",
    "auc_val=(1+pod-pof)/2\n",
    "print ('AUC: ',auc_val)\n",
    "\n",
    "#from sklearn.model_selection import cross_val_score\n",
    "#roc_auc = cross_val_score(estimator = classifier, X = X_train, y = y_train, cv = 10,  scoring='roc_auc')\n",
    "#print('roc_auc: ',roc_auc.mean())\n",
    "\n",
    "#from sklearn.metrics import roc_curve, auc\n",
    "#fpr, tpr, thresholds = roc_curve(y_train, y_pred)\n",
    "#auc = auc(fpr, tpr)\n",
    "#print('auc: ',auc)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "ename": "NameError",
     "evalue": "name 'X_train_rfec' is not defined",
     "output_type": "error",
     "traceback": [
      "\u001b[1;31m---------------------------------------------------------------------------\u001b[0m",
      "\u001b[1;31mNameError\u001b[0m                                 Traceback (most recent call last)",
      "\u001b[1;32m<ipython-input-6-112b03d9997d>\u001b[0m in \u001b[0;36m<module>\u001b[1;34m\u001b[0m\n\u001b[0;32m      4\u001b[0m \u001b[1;31m#classifier = GradientBoostingClassifier(max_features=None, max_depth=3, criterion='friedman_mse')\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m      5\u001b[0m \u001b[0mclassifier\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mGradientBoostingClassifier\u001b[0m\u001b[1;33m(\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m----> 6\u001b[1;33m \u001b[0mclassifier\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mfit\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mX_train_rfec\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0my_train\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m      7\u001b[0m \u001b[1;32mfrom\u001b[0m \u001b[0msklearn\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mmodel_selection\u001b[0m \u001b[1;32mimport\u001b[0m \u001b[0mcross_val_predict\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m      8\u001b[0m \u001b[1;32mfrom\u001b[0m \u001b[0msklearn\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mmetrics\u001b[0m \u001b[1;32mimport\u001b[0m \u001b[0mconfusion_matrix\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n",
      "\u001b[1;31mNameError\u001b[0m: name 'X_train_rfec' is not defined"
     ]
    }
   ],
   "source": [
    "#Gradient Boosting\n",
    "from sklearn.ensemble import GradientBoostingClassifier\n",
    "\n",
    "#classifier = GradientBoostingClassifier(max_features=None, max_depth=3, criterion='friedman_mse')\n",
    "classifier = GradientBoostingClassifier()\n",
    "classifier.fit(X_train_rfec, y_train) \n",
    "from sklearn.model_selection import cross_val_predict\n",
    "from sklearn.metrics import confusion_matrix\n",
    "y_pred  = cross_val_predict(estimator = classifier, X = X_train_rfec, y = y_train, cv = 10)\n",
    "tn, fp, fn, tp  = confusion_matrix(y_train, y_pred).ravel()\n",
    "print(tn, fp, fn, tp)\n",
    "pod=tp/(tp+fn)\n",
    "\n",
    "print('pod: ',pod)\n",
    "pof=fp/(fp+tn)\n",
    "print ('pof: ',pof)\n",
    "auc_val=(1+pod-pof)/2\n",
    "print ('AUC: ',auc_val)\n",
    "\n",
    "accuracy=(tp+tn)/(tp+fn+fp+tn)\n",
    "print ('accuracy: ',accuracy)\n",
    "\n",
    "#from sklearn.model_selection import cross_val_score\n",
    "#roc_auc = cross_val_score(estimator = classifier, X = X_train, y = y_train, cv = 10,  scoring='roc_auc')\n",
    "#print('roc_auc: ',roc_auc.mean())\n",
    "\n",
    "#from sklearn.metrics import roc_curve, auc\n",
    "#fpr, tpr, thresholds = roc_curve(y_train, y_pred)\n",
    "#auc = auc(fpr, tpr)\n",
    "#print('auc: ',auc)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "28151 22287 18414 31148\n",
      "pod:  0.6284653565231427\n",
      "pof:  0.44186922558388514\n",
      "AUC:  0.5932980654696288\n",
      "accuracy:  0.59299\n"
     ]
    }
   ],
   "source": [
    "#Gradient Boosting\n",
    "from sklearn.ensemble import GradientBoostingClassifier\n",
    "\n",
    "classifier = GradientBoostingClassifier()\n",
    "classifier.fit(X_train, y_train) \n",
    "from sklearn.model_selection import cross_val_predict\n",
    "from sklearn.metrics import confusion_matrix\n",
    "y_pred  = cross_val_predict(estimator = classifier, X = X_train, y = y_train, cv = 10)\n",
    "tn, fp, fn, tp  = confusion_matrix(y_train, y_pred).ravel()\n",
    "print(tn, fp, fn, tp)\n",
    "pod=tp/(tp+fn)\n",
    "\n",
    "print('pod: ',pod)\n",
    "pof=fp/(fp+tn)\n",
    "print ('pof: ',pof)\n",
    "auc_val=(1+pod-pof)/2\n",
    "print ('AUC: ',auc_val)\n",
    "\n",
    "accuracy=(tp+tn)/(tp+fn+fp+tn)\n",
    "print ('accuracy: ',accuracy)\n",
    "\n",
    "#from sklearn.model_selection import cross_val_score\n",
    "#roc_auc = cross_val_score(estimator = classifier, X = X_train, y = y_train, cv = 10,  scoring='roc_auc')\n",
    "#print('roc_auc: ',roc_auc.mean())\n",
    "\n",
    "#from sklearn.metrics import roc_curve, auc\n",
    "#fpr, tpr, thresholds = roc_curve(y_train, y_pred)\n",
    "#auc = auc(fpr, tpr)\n",
    "#print('auc: ',auc)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Fitting 10 folds for each of 2 candidates, totalling 20 fits\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "[Parallel(n_jobs=-1)]: Using backend LokyBackend with 4 concurrent workers.\n"
     ]
    }
   ],
   "source": [
    "from sklearn.model_selection import GridSearchCV\n",
    "from sklearn import svm\n",
    "\n",
    "# Specify parameters\n",
    "\n",
    "Cs = [0.001, 0.01, 0.1, 1, 10, 100, 1000]\n",
    "gammas = [0.001, 0.01, 0.1, 1, 1e-3, 1e-4]\n",
    "param_grid = {'C': Cs, 'gamma' : gammas}\n",
    "\n",
    "tuned_parameters = [{'kernel': ['rbf', 'linear']} ]\n",
    "\n",
    "grid = GridSearchCV(svm.SVC(), tuned_parameters, verbose=1, cv=10, n_jobs=-1)\n",
    "grid.fit(x_train_chi, y_train)\n",
    "\n",
    "print(grid.best_params_)\n",
    "print(grid.best_estimator_)\n",
    "print(grid.best_score_)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
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