bench_hist_gradient_boosting_higgsboson.py

import argparse
import os
from gzip import GzipFile
from time import time
from urllib.request import urlretrieve

import numpy as np
import pandas as pd
from joblib import Memory

from sklearn.ensemble import HistGradientBoostingClassifier
from sklearn.ensemble._hist_gradient_boosting.utils import get_equivalent_estimator
from sklearn.metrics import accuracy_score, roc_auc_score
from sklearn.model_selection import train_test_split

parser = argparse.ArgumentParser()
parser.add_argument("--n-leaf-nodes", type=int, default=31)
parser.add_argument("--n-trees", type=int, default=10)
parser.add_argument("--lightgbm", action="store_true", default=False)
parser.add_argument("--xgboost", action="store_true", default=False)
parser.add_argument("--catboost", action="store_true", default=False)
parser.add_argument("--learning-rate", type=float, default=1.0)
parser.add_argument("--subsample", type=int, default=None)
parser.add_argument("--max-bins", type=int, default=255)
parser.add_argument("--no-predict", action="store_true", default=False)
parser.add_argument("--cache-loc", type=str, default="/tmp")
parser.add_argument("--no-interactions", type=bool, default=False)
parser.add_argument("--max-features", type=float, default=1.0)
args = parser.parse_args()

HERE = os.path.dirname(__file__)
URL = "https://archive.ics.uci.edu/ml/machine-learning-databases/00280/HIGGS.csv.gz"
m = Memory(location=args.cache_loc, mmap_mode="r")

n_leaf_nodes = args.n_leaf_nodes
n_trees = args.n_trees
subsample = args.subsample
lr = args.learning_rate
max_bins = args.max_bins
max_features = args.max_features


@m.cache
def load_data():
    filename = os.path.join(HERE, URL.rsplit("/", 1)[-1])
    if not os.path.exists(filename):
        print(f"Downloading {URL} to {filename} (2.6 GB)...")
        urlretrieve(URL, filename)
        print("done.")

    print(f"Parsing {filename}...")
    tic = time()
    with GzipFile(filename) as f:
        df = pd.read_csv(f, header=None, dtype=np.float32)
    toc = time()
    print(f"Loaded {df.values.nbytes / 1e9:0.3f} GB in {toc - tic:0.3f}s")
    return df


def fit(est, data_train, target_train, libname):
    print(f"Fitting a {libname} model...")
    tic = time()
    est.fit(data_train, target_train)
    toc = time()
    print(f"fitted in {toc - tic:.3f}s")


def predict(est, data_test, target_test):
    if args.no_predict:
        return
    tic = time()
    predicted_test = est.predict(data_test)
    predicted_proba_test = est.predict_proba(data_test)
    toc = time()
    roc_auc = roc_auc_score(target_test, predicted_proba_test[:, 1])
    acc = accuracy_score(target_test, predicted_test)
    print(f"predicted in {toc - tic:.3f}s, ROC AUC: {roc_auc:.4f}, ACC: {acc :.4f}")


df = load_data()
target = df.values[:, 0]
data = np.ascontiguousarray(df.values[:, 1:])
data_train, data_test, target_train, target_test = train_test_split(
    data, target, test_size=0.2, random_state=0
)
n_classes = len(np.unique(target))

if subsample is not None:
    data_train, target_train = data_train[:subsample], target_train[:subsample]

n_samples, n_features = data_train.shape
print(f"Training set with {n_samples} records with {n_features} features.")

if args.no_interactions:
    interaction_cst = [[i] for i in range(n_features)]
else:
    interaction_cst = None

est = HistGradientBoostingClassifier(
    loss="log_loss",
    learning_rate=lr,
    max_iter=n_trees,
    max_bins=max_bins,
    max_leaf_nodes=n_leaf_nodes,
    early_stopping=False,
    random_state=0,
    verbose=1,
    interaction_cst=interaction_cst,
    max_features=max_features,
)
fit(est, data_train, target_train, "sklearn")
predict(est, data_test, target_test)

if args.lightgbm:
    est = get_equivalent_estimator(est, lib="lightgbm", n_classes=n_classes)
    fit(est, data_train, target_train, "lightgbm")
    predict(est, data_test, target_test)

if args.xgboost:
    est = get_equivalent_estimator(est, lib="xgboost", n_classes=n_classes)
    fit(est, data_train, target_train, "xgboost")
    predict(est, data_test, target_test)

if args.catboost:
    est = get_equivalent_estimator(est, lib="catboost", n_classes=n_classes)
    fit(est, data_train, target_train, "catboost")
    predict(est, data_test, target_test)