Introduction to Ensembling/Stacking in Python

Introduction

# Load in our libraries
import pandas as pd
import numpy as np
import re
import sklearn
import xgboost as xgb
import seaborn as sns
import matplotlib.pyplot as plt
%matplotlib inline

import plotly.offline as py
py.init_notebook_mode(connected=True)
import plotly.graph_objs as go
import plotly.tools as tls

import warnings
warnings.filterwarnings('ignore')

# Going to use these 5 base models for the stacking
from sklearn.ensemble import (RandomForestClassifier, AdaBoostClassifier, 
                              GradientBoostingClassifier, ExtraTreesClassifier)
from sklearn.svm import SVC
from sklearn.model_selection import train_test_split
from sklearn.model_selection import KFold
#from sklearn.cross_validation import KFold:버전 문제로 위의 코드로 대체

Feature Exploration, Engineering and Cleaning

#Load in the train and test datasets

train = pd.read_csv('./input/train.csv')
test = pd.read_csv('./input/test.csv')

#Store our passenger ID for easy access

PassengerId = test['PassengerId']

train.head(3)

Feature Engineering

full_data = [train, test]

# Some features of my own that I have added in
# Gives the length of the name
train['Name_length'] = train['Name'].apply(len)
test['Name_length'] = test['Name'].apply(len)
# Feature that tells whether a passenger had a cabin on the Titanic
train['Has_Cabin'] = train["Cabin"].apply(lambda x: 0 if type(x) == float else 1)
test['Has_Cabin'] = test["Cabin"].apply(lambda x: 0 if type(x) == float else 1)

# Feature engineering steps taken from Sina
# Create new feature FamilySize as a combination of SibSp and Parch
for dataset in full_data:
    dataset['FamilySize'] = dataset['SibSp'] + dataset['Parch'] + 1
# Create new feature IsAlone from FamilySize
for dataset in full_data:
    dataset['IsAlone'] = 0
    dataset.loc[dataset['FamilySize'] == 1, 'IsAlone'] = 1
# Remove all NULLS in the Embarked column
for dataset in full_data:
    dataset['Embarked'] = dataset['Embarked'].fillna('S')
# Remove all NULLS in the Fare column and create a new feature CategoricalFare
for dataset in full_data:
    dataset['Fare'] = dataset['Fare'].fillna(train['Fare'].median())
train['CategoricalFare'] = pd.qcut(train['Fare'], 4)
# Create a New feature CategoricalAge
for dataset in full_data:
    age_avg = dataset['Age'].mean()
    age_std = dataset['Age'].std()
    age_null_count = dataset['Age'].isnull().sum()
    age_null_random_list = np.random.randint(age_avg - age_std, age_avg + age_std, size=age_null_count)
    dataset['Age'][np.isnan(dataset['Age'])] = age_null_random_list
    dataset['Age'] = dataset['Age'].astype(int)
train['CategoricalAge'] = pd.cut(train['Age'], 5)
# Define function to extract titles from passenger names
def get_title(name):
    title_search = re.search(' ([A-Za-z]+)\.', name)
    # If the title exists, extract and return it.
    if title_search:
        return title_search.group(1)
    return ""
# Create a new feature Title, containing the titles of passenger names
for dataset in full_data:
    dataset['Title'] = dataset['Name'].apply(get_title)
# Group all non-common titles into one single grouping "Rare"
for dataset in full_data:
    dataset['Title'] = dataset['Title'].replace(['Lady', 'Countess','Capt', 'Col','Don', 'Dr', 'Major', 'Rev', 'Sir', 'Jonkheer', 'Dona'], 'Rare')

    dataset['Title'] = dataset['Title'].replace('Mlle', 'Miss')
    dataset['Title'] = dataset['Title'].replace('Ms', 'Miss')
    dataset['Title'] = dataset['Title'].replace('Mme', 'Mrs')

for dataset in full_data:
    # Mapping Sex
    dataset['Sex'] = dataset['Sex'].map( {'female': 0, 'male': 1} ).astype(int)
    
    # Mapping titles
    title_mapping = {"Mr": 1, "Miss": 2, "Mrs": 3, "Master": 4, "Rare": 5}
    dataset['Title'] = dataset['Title'].map(title_mapping)
    dataset['Title'] = dataset['Title'].fillna(0)
    
    # Mapping Embarked
    dataset['Embarked'] = dataset['Embarked'].map( {'S': 0, 'C': 1, 'Q': 2} ).astype(int)
    
    # Mapping Fare
    dataset.loc[ dataset['Fare'] <= 7.91, 'Fare'] 						        = 0
    dataset.loc[(dataset['Fare'] > 7.91) & (dataset['Fare'] <= 14.454), 'Fare'] = 1
    dataset.loc[(dataset['Fare'] > 14.454) & (dataset['Fare'] <= 31), 'Fare']   = 2
    dataset.loc[ dataset['Fare'] > 31, 'Fare'] 							        = 3
    dataset['Fare'] = dataset['Fare'].astype(int)
    
    # Mapping Age
    dataset.loc[ dataset['Age'] <= 16, 'Age'] 					       = 0
    dataset.loc[(dataset['Age'] > 16) & (dataset['Age'] <= 32), 'Age'] = 1
    dataset.loc[(dataset['Age'] > 32) & (dataset['Age'] <= 48), 'Age'] = 2
    dataset.loc[(dataset['Age'] > 48) & (dataset['Age'] <= 64), 'Age'] = 3
    dataset.loc[ dataset['Age'] > 64, 'Age'] = 4 ;

#Feature Selection
drop_elements = ['PassengerId','Name','Ticket','Cabin','SibSp']
train = train.drop(drop_elements, axis=1)
train = train.drop(['CategoricalAge', 'CategoricalFare'], axis=1)
test = test.drop(drop_elements, axis=1)

Visualisations

train.head(3)

Person Correlation Heatmap

colormap = plt.cm.RdBu
plt.figure(figsize=(14,12))
plt.title('Pearson Correlation of Features', y=1.05, size=15)
sns.heatmap(train.astype(float).corr(),linewidths=0.1,vmax=1.0, 
            square=True, cmap=colormap, linecolor='white', annot=True)

g = sns.pairplot(train[[u'Survived', u'Pclass', u'Sex', u'Age', u'Parch', u'Fare', u'Embarked',
       u'FamilySize', u'Title']], hue = 'Survived', palette ='seismic', size=1.2,diag_kind='kde', diag_kws=dict(shade=True),plot_kws=dict(s=10))
g.set(xticklabels=[])