In [1]:

    

import pandas as pd
import numpy as np

%matplotlib inline
import matplotlib.pyplot as plt

from sklearn.model_selection import train_test_split
from sklearn.preprocessing import LabelEncoder, OneHotEncoder, StandardScaler

from keras.layers import Input 
from keras.layers.core import Dense, Dropout, Activation
from keras.models import Model 

from hyperopt import Trials, STATUS_OK, tpe
from hyperas import optim
from hyperas.distributions import choice, uniform


    

    




Using TensorFlow backend.

In [90]:

    

def preprocess_data(test_data=False):
    def encode_one_categorical_feature(column):
        le = LabelEncoder()
        ohe = OneHotEncoder(sparse=False)
        num_encoded = le.fit_transform(column.fillna('unk'))
        oh_encoded = ohe.fit_transform(num_encoded.reshape(-1, 1))
        return oh_encoded
    data = pd.read_csv('data/train.csv')
    target = ['SalePrice']
    features = data.drop(['Id'] + target, axis=1).columns
    
    dataset_types = pd.DataFrame(data[features].dtypes, columns=['datatype'])
    dataset_types.reset_index(inplace=True)

    numeric_features = dataset_types.rename(columns={"index" : "feature"}).feature[(dataset_types.datatype == 'float64') | (dataset_types.datatype == 'int64')]
    num_data = data[numeric_features]
    num_features = num_data.fillna(num_data.mean()).values
    scaler = StandardScaler()
    num_features_scaled = scaler.fit_transform(num_features)

    categorical_features = dataset_types.rename(columns={"index" : "feature"}).feature[(dataset_types.datatype == 'object')]
    cat_data = data[categorical_features]
    cat_features = np.hstack([encode_one_categorical_feature(data[column]) for column in cat_data.columns])
    
    print("Of the {} features in this dataset".format(len(data.columns)))
    print("{} features are numeric".format(len(numeric_features)))
    print("and {} features are categorical.".format(len(categorical_features)))
    print("The last two are the target, which is numeric, and the id column.")
    
    X = np.hstack((num_features_scaled, cat_features))
    if test_data == True:
        return X
    y = data[target].values
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.25, random_state=606)
    return X_train, X_test, y_train, y_test

def plot_history(history):
    plt.plot(history.history['loss'], 'b')
    plt.plot(history.history['val_loss'], 'r')
    plt.title('model accuracy') 
    plt.ylabel('loss') 
    plt.xlabel('epoch') 
    plt.legend(['train', 'validation'], loc='upper left')
    plt.show()
    
def keras_model(X_train, X_test, y_train, y_test):
    NUM_EPOCHS = 50
    BATCH_SIZE = 128
    
    inputs = Input(shape=(304, ))
    x = Dropout(0.2)(inputs)
    
    x = Dense(256)(x)
    x = Activation("relu")(x)
    x = Dropout(0.2)(x)
    
    x = Dense(256)(x)
    x = Activation("relu")(x)
    x = Dropout(0.4)(x)
    
    x = Dense(256)(x)
    x = Activation("relu")(x)
    x = Dropout(0.4)(x)
    
    x = Dense(256)(x)
    x = Activation("relu")(x)
    x = Dropout(0.4)(x)
    
    x = Dense(256)(x)
    x = Activation("relu")(x)
    x = Dropout(0.4)(x)
    
    x = Dense(256)(x)
    x = Activation("relu")(x)
    x = Dropout(0.4)(x)
        
    predictions = Dense(1)(x)

    model = Model(inputs=[inputs], outputs=[predictions])

    model.compile(loss="mse", optimizer="adam")
    history = model.fit(X_train, y_train, batch_size=BATCH_SIZE, epochs=NUM_EPOCHS, validation_split=0.2, verbose=0)
    
    plot_history(history)
    
    score = model.evaluate(X_test, y_test, verbose=0)
    print("Test MSE is {:.2e}".format(score))
    return history, model


    

In [91]:

    

X_train, X_test, y_train, y_test = preprocess_data()


    

    




Of the 81 features in this dataset
36 features are numeric
and 43 features are categorical.
The last two are the target, which is numeric, and the id column.

In [92]:

    

model, history = keras_model(X_train, X_test, y_train, y_test)


    

    













    




Test MSE is 1.04e+09

In [93]:

    

predicted = model.model.predict(X_test)


    

In [94]:

    

plt.plot(y_test - predicted)


    

    
Out[94]:





[<matplotlib.lines.Line2D at 0x1b62738a128>]






    

In [17]:

    

test_data = preprocess_data(test_data=True)


    

    




Of the 81 features in this dataset
36 features are numeric
and 43 features are categorical.
The last two are the target, which is numeric, and the id column.

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