Machine Learning

Using k-means clustering to detect abnormal profile or sudden trough

Background

For a particular test we are handling, we need to ensure a particular metric A maintain a certain parabolic or relatively flat profile across a range of metric B. In recent days, we encountered an issue where certain samples of the population are experiencing a significant and sudden drop in metric A within a sub range of metric B.

We need to comb through the population to detect those that has the abnormal profile as shown in chart below for further failure analysis. While it is easy to identify by eye which sample are seeing abnormal performance after plotting metric B against metric A, it is impossible to scan through all the plots to identify the problem sample.

normal_vs_abnormal_profile

I decide to use machine learning to comb through the population to get the defective samples. Given the limited training samples on hand and the hassle of getting more data, I will use unsupervised learning for quick detection in this case.

** Note the examples below are set to be to randomly generated as model to the real data set.

Pre-processing

There are certain pre-processing done on actual data but not on the sample data. Some of the usual pre-processing tasks performed are illustrated below.

  1. check and remove missing data (can use pd.isnan().sum()
  2. drop non required columns (pd.drop())

Features Engineering

To detect the abnormal profile, I need to build the features that might be able to differentiate normal vs abnormal profile. Below are some of the features I can think of which is derived by aggregating Metric A measured across all Metric B for each sample:

  1. Standard deviation of Metric A
    • Abnormal profile will have larger stddev due to the sharp drop.
  2. Range of Metric A
    • larger range of max – min for the abnormal profile.
  3. Standard deviation of Running delta of Metric A
    • Running delta is defined as the delta of Metric A for particular Metric B against Metric A of previous Metric B. A sudden dip in Metric A will be reflected in the sudden large delta.
    • Standard deviation of the running delta will catch the variation in the rise and dip.
  4. Max of Running delta of Metric A
    • This will display the largest delta within a particular sample.

Scaling and K-means Clustering

A basic scaling is done to normalize the features before applying the KMeans. All the functions will be from SkLearn. KMeans cluster is set to 2 (normal vs abnormal profile)

Results

This is a short and quick way to get some of the samples out for failure analysis but will still need further fine tuning if turn on for production modes.

Sample Script

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Tensorflow: Low Level API with iris DataSets

This post demonstrates the basic use of TensorFlow low level core API and tensorboard to build machine learning models for study purposes. There are higher level API (Tensorflow Estimators etc) from TensorFlow which will simplify some of the process and are easier to use by trading off some level of control. If fine or granular level of control is not required, higher level API might be a better option.

The following python script will use the iris data set and the following python modules to build and run the model: Numpy, scikit-learn and TensorFlow.  For this program, Numpy will be used mainly for array manipulation. Scikit-learn is used for the min-max Scaling, test-train set splitting and one-hot encoding for categorical data/output. The iris data set is imported using the Scikit-learn module.

A. Data Preparation

There are 4 input features (all numeric), 150 data row, 3 categorical outputs for the iris data set. The list of steps involved in the data processing steps are as below :

  1. Split into training and test set.
  2. Min-Max Scaling (‘Normalization’) on the features to cater for features with different units or scales.
  3. Encode the categorical outputs (3 types: setosa, virginica and versicolor ) using one-hot encoding.

import tensorflow as tf
import numpy as np
from sklearn.preprocessing import MinMaxScaler, OneHotEncoder
from sklearn.datasets import load_iris
from sklearn.model_selection import train_test_split

# reset graph
tf.reset_default_graph() 

## Loading the data set
raw_data =  load_iris()

## split data set
X_train, X_test, Y_train, Y_test = train_test_split(raw_data.data, raw_data.target, test_size=0.33, random_state=42, stratify= raw_data.target)

## max min scalar on parameters
X_scaler = MinMaxScaler(feature_range=(0,1))

## Preprocessing the dataset
X_train_scaled = X_scaler.fit_transform(X_train)
X_test_scaled = X_scaler.fit_transform(X_test)

## One hot encode Y
onehot_encoder = OneHotEncoder(sparse=False)
Y_train_enc = onehot_encoder.fit_transform(Y_train.reshape(-1,1))
Y_test_enc = onehot_encoder.fit_transform(Y_test.reshape(-1,1))

B. Model definition or building the computation graph

Next we will build the computation graph. As defined by Tensorflow: “a computational graph is a series of TensorFlow Operations arranged into a graph of nodes. Each node takes zero or more tensors as inputs and produces a tensor as output”. Hence, we would need to define certain key nodes and operations such as the inputs, outputs, hidden layers etc.

The following are the key nodes or layers required:

  1. Input : This will be a tf.placeholder for data feeding. The shape depends on the number of features
  2. Hidden layers: Here we are using 2 hidden layers. Output of each hidden layer will be in the form of f(XW+B) where X is the input from either the previous layer or the input layer itself, W is the weights and B is the Bias. f() is an activation function.
    • Rectified Linear Unit (ReLu) activation function is selected for this example to introduce non-linearity to the system. ReLu: A(x) = max(0, x) i.e. output x when x > 0 and 0 when x < 0. Sigmoid activation function can also be used for this example.
    • Weights and Bias are variables here. They are changed at each training steps/epoch in this case.
    • Weights are initialized with xavier_initializer and bias are initialized to zero.
  3. Output or prediction or y hat: This is output of the Neural Network,  the computation results from the hidden layers.
  4. Y: actual output use for comparison against the predicted value. This will be tensor (tf.placeholder) for data feeding.
  5. Loss function: Compute the error between the predicted vs the actual classification ( or Yhat vs Y).  TensorFlow build-in function tf.nn.softmax_cross_entropy_with_logits is used for multiple class classification problem. “Tensorflow : It measures the probability error in discrete classification tasks in which the classes are mutually exclusive (each entry is in exactly one class)”
  6. Train model or optimizer: This defined the training algothrim use to minimize cost or loss. For this example, we are using the gradient descent to find minimum cost by updating the various weights and bias.

In addition, the learning rate and the total steps or epoches are defined for the above model.

# Define Model Parameters
learning_rate = 0.01
training_epochs = 10000

# define the number of neurons
layer_1_nodes = 150
layer_2_nodes = 150

# define the number of inputs
num_inputs = X_train_scaled.shape[1]
num_output = len(np.unique(Y_train, axis = 0)) 

# Define the layers
with tf.variable_scope('input'):
    X = tf.placeholder(tf.float32, shape= (None, num_inputs))

with tf.variable_scope('layer_1'):
    weights = tf.get_variable('weights1', shape=[num_inputs, layer_1_nodes], initializer = tf.contrib.layers.xavier_initializer())
    biases = tf.get_variable('bias1', shape=[layer_1_nodes], initializer = tf.zeros_initializer())
    layer_1_output =  tf.nn.relu(tf.matmul(X, weights) +  biases) 

with tf.variable_scope('layer_2'):
    weights = tf.get_variable('weights2', shape=[layer_1_nodes, layer_2_nodes], initializer = tf.contrib.layers.xavier_initializer())
    biases = tf.get_variable('bias2', shape=[layer_2_nodes], initializer = tf.zeros_initializer())
    layer_2_output =  tf.nn.relu(tf.matmul(layer_1_output, weights) + biases)

with tf.variable_scope('output'):
    weights = tf.get_variable('weights3', shape=[layer_2_nodes, num_output], initializer = tf.contrib.layers.xavier_initializer())
    biases = tf.get_variable('bias3', shape=[num_output], initializer = tf.zeros_initializer())
    prediction =  tf.matmul(layer_2_output, weights) + biases

with tf.variable_scope('cost'):
    Y = tf.placeholder(tf.float32, shape = (None, num_output))#use 1 instead of num output unless one hot encoding??
    cost = tf.reduce_mean(tf.nn.softmax_cross_entropy_with_logits(labels = Y, logits = prediction))

with tf.variable_scope('train'):
    optimizer = tf.train.GradientDescentOptimizer(learning_rate).minimize(cost)

with tf.variable_scope('accuracy'):
    correct_prediction = tf.equal(tf.argmax(Y, axis =1), tf.argmax(prediction, axis =1) )
    accuracy = tf.reduce_mean(tf.cast(correct_prediction, tf.float32))

# Logging results
with tf.variable_scope("logging"):
    tf.summary.scalar('current_cost', cost)
    tf.summary.scalar('current_accuacy', accuracy)
    summary = tf.summary.merge_all()

C. Running the computation Graph or Session

Actual computation takes place during the running of computation graph (handled by tf.Session). The first step is to initialize the global variables and create the log writer object to log the parameters defined in “logging” scope for Tensorboard.

Next we are iterating through each training steps. For simplicity, we are using the full training data at each steps to train and update the respective weights, bias by calling session run on the optimizer.

Intermediate results is being output every 5 steps interval both to default sys out and also stored in respective csv file. The optimization is using the training data but the accuracy assessment is based on both the test and the train data.

# Initialize a session so that we can run TensorFlow operations

with tf.Session() as session:

    # Run the global variable initializer to initialize all variables and layers of the neural network
    session.run(tf.global_variables_initializer())

    # create log file writer to record training progress.
    training_writer = tf.summary.FileWriter(r'C:\data\temp\tf_try\training', session.graph)
    testing_writer = tf.summary.FileWriter(r'C:\data\temp\tf_try\testing', session.graph)

    # Run the optimizer over and over to train the network.
    # One epoch is one full run through the training data set.
    for epoch in range(training_epochs):

        # Feed in the training data and do one step of neural network training
        session.run(optimizer, feed_dict={X:X_train_scaled, Y:Y_train_enc})

        # Every 5 training steps, log our progress
        if epoch %5 == 0:
            training_cost, training_summary = session.run([cost, summary], feed_dict={X: X_train_scaled, Y: Y_train_enc})
            testing_cost, testing_summary = session.run([cost, summary], feed_dict={X: X_test_scaled, Y: Y_test_enc})

            #accuracy
            train_accuracy = session.run(accuracy, feed_dict={X: X_train_scaled, Y: Y_train_enc})
            test_accuracy = session.run(accuracy, feed_dict={X: X_test_scaled, Y: Y_test_enc})

            print(epoch, training_cost, testing_cost, train_accuracy, test_accuracy )

            training_writer.add_summary(training_summary, epoch)
            testing_writer.add_summary(testing_summary, epoch) 

    # Training is now complete!
    print("Training is complete!\n")

    final_train_accuracy = session.run(accuracy, feed_dict={X: X_train_scaled, Y: Y_train_enc})
    final_test_accuracy = session.run(accuracy, feed_dict={X: X_test_scaled, Y: Y_test_enc})

    print("Final Training Accuracy: {}".format(final_train_accuracy))
    print("Final Testing Accuracy: {}".format(final_test_accuracy))

    training_writer.close()
    testing_writer.close()

D. Viewing in Tensorboard

The logging of the cost and the accuracy (tf.summary.scalar) allows us to view the performance of both the test and train set.

Results is as shown below

Final Training Accuracy: 1.0
Final Testing Accuracy: 0.9599999785423279

Untitled - Copy

Analyzing Iris Data Set with Scikit-learn

The following code demonstrate the use of python Scikit-learn to analyze/categorize the iris data set used commonly in machine learning. This post also highlight several of the methods and modules available for various machine learning studies.

While the code is not very lengthy, it did cover quite a comprehensive area as below:

  1. Data preprocessing: data encoding, scaling.
  2. Feature decomposition/dimension reduction with PCA. PCA is not needed or applicable to the Iris data set as the number of features is only 4. Nevertheless, it is shown here as a tool.
  3. Splitting test and training set.
  4. Classifier: Logistic Regression. Only logistic regression is shown here. Random forest and SVM can also be used for this dataset.
  5. GridSearch: for parameters sweeping.
  6. Pipeline: Pipeline which combined all the steps + gridsearch with Pipeline
  7. Scoring metrics, Cross Validation, confusion matrix.
import sys, re, time, datetime, os
import numpy as np
import pandas as pd
import seaborn as sns
from pylab import plt

from sklearn.datasets import load_iris
from sklearn.preprocessing import MinMaxScaler, StandardScaler
from sklearn.decomposition import PCA
from sklearn.model_selection import train_test_split
from sklearn.pipeline import Pipeline

from sklearn.linear_model import LogisticRegression
from sklearn.model_selection import cross_val_score, GridSearchCV

from sklearn.metrics import accuracy_score, confusion_matrix

def print_cm(cm, labels, hide_zeroes=False, hide_diagonal=False, hide_threshold=None):
    """
        pretty print for confusion matrixes
        Code from: https://gist.github.com/zachguo/10296432

    """
    columnwidth = max([len(x) for x in labels]+[5]) # 5 is value length
    empty_cell = " " * columnwidth
    # Print header
    print "    " + empty_cell,
    for label in labels:
        print "%{0}s".format(columnwidth) % label,
    print
    # Print rows
    for i, label1 in enumerate(labels):
        print "    %{0}s".format(columnwidth) % label1,
        for j in range(len(labels)):
            cell = "%{0}.1f".format(columnwidth) % cm[i, j]
            if hide_zeroes:
                cell = cell if float(cm[i, j]) != 0 else empty_cell
            if hide_diagonal:
                cell = cell if i != j else empty_cell
            if hide_threshold:
                cell = cell if cm[i, j] &gt; hide_threshold else empty_cell
            print cell,
        print

def pca_2component_scatter(data_df, predictors, legend):
    """
        outlook of data set by decomposing data to only 2 pca components.
        do: scaling --&gt; either maxmin or stdscaler

    """

    print 'PCA plotting'

    data_df[predictors] =  StandardScaler().fit_transform(data_df[predictors])

    pca_components = ['PCA1','PCA2'] #make this exist then insert the fit transform
    pca = PCA(n_components = 2)
    for n in pca_components: data_df[n] = ''
    data_df[pca_components] = pca.fit_transform(data_df[predictors])

    sns.lmplot('PCA1', 'PCA2',
       data=data_df,
       fit_reg=False,
       hue=legend,
       scatter_kws={"marker": "D",
                    "s": 100})
    plt.show()

if __name__ == "__main__":

    iris =  load_iris()
    target_df = pd.DataFrame(data= iris.data, columns=iris.feature_names )

    #combining the categorial output
    target_df['species'] = pd.Categorical.from_codes(codes= iris.target,categories = iris.target_names)
    target_df['species_coded'] = iris.target #encoding --&gt; as provided in iris dataset

    print '\nList of features and output'
    print target_df.columns.tolist()

    print '\nOutlook of data'
    print target_df.head()

    print "\nPrint out any missing data for each rows. "
    print np.where(target_df.isnull())

    predictors =[ n for n in target_df.columns.tolist() if n not in  ['species','species_coded']]
    target = 'species_coded' #use the encoded version y-train, y-test

    print '\nPCA plotting'
    pca_2component_scatter(target_df, predictors, 'species')

    print "\nSplit train test set."
    X_train, X_test, y_train, y_test = train_test_split(target_df[predictors], target_df[target], test_size=0.25, random_state=42)
    #test_size -- should be between 0.0 and 1.0 and represent the proportion of the dataset to include in the test split
    #random state -- Pseudo-random number generator state used for random sampling.(any particular number use?
    print "Shape of training set: {}, Shape of test set: {}".format(X_train.shape, X_test.shape)

    print "\nCreating pipeline with the estimators"
    estimators = [
                    ('standardscaler',StandardScaler()),
                    ('reduce_dim', PCA()),
                    ('clf', LogisticRegression())#the logistic regression use from ML teset not part of actual test. --&gt; may have to change the way it is is done
                ]

    #Parameters of the estimators in the pipeline can be accessed using the &lt;estimator&gt;__&lt;parameter&gt; syntax:
    pipe = Pipeline(estimators)

    #input the grid search
    params = dict(reduce_dim__n_components=[2, 3, 4], clf__C=[0.1, 10, 100,1000])
    grid_search = GridSearchCV(pipe, param_grid=params, cv =5)

    grid_search.fit(X_train, y_train)

    print '\nGrid Search Results:'
    gridsearch_result = pd.DataFrame(grid_search.cv_results_)
    gridsearch_display_cols = ['param_' + n for n in params.keys()] + ['mean_test_score']
    print gridsearch_result[gridsearch_display_cols]
    print '\nBest Parameters: ', grid_search.best_params_
    print '\nBest Score: ', grid_search.best_score_

    print "\nCross validation Performance on the training set with optimal parms"
    pipe.set_params(clf__C=100)
    pipe.set_params(reduce_dim__n_components=4)#how much PCA should reduce??
    scores = cross_val_score(pipe, X_train, y_train, cv=5)
    print scores

    print "\nPerformance on the test set with optimal parms:"
    pipe.fit(X_train, y_train)
    predicted = pipe.predict(X_test)

    print 'Acuracy Score on test set: {}'.format(accuracy_score(y_test, predicted))

    print "\nCross tab(confusion matrix) on results:"

    print_cm(confusion_matrix(y_test, predicted),iris.target_names)

Output:

Output

Installing XGBoost On Windows

Below is the guide to install XGBoost Python module on Windows system (64bit). It can be used as another ML model in Scikit-Learn. For more information on XGBoost or  “Extreme Gradient Boosting”, you can refer to the following material.

The following steps are compiled based on combined information from below 3 links:

  1. Installing Xgboost on Windows
  2. xgboost readthedocs
  3. StackOverFlow

Resources to be used as below. All have to be for 64bit platform.

  1. Git bash for windows
  2. Mingwin (TDM-GCC) for building. Need to ensure OpenMP install option is ticked. Please see details here.

Below commands have to be performed on the Git Bash on Windows. (may encounter error if using windows cmd prompt)

  1. git clone –recursive https://github.com/dmlc/xgboost
  2. cd xgboost
  3. git submodule init
  4. git submodule update

Additional steps below to resolve the “build” issue based on information

  1. cd dmlc-core
  2. mingw32-make -j4
  3. cd ../rabit
  4. mingw32-make lib/librabit_empty.a -j4
  5. cd ..
  6. cp make/mingw64.mk config.mk
  7. mingw32-make -j4

You can use an alias for mingw32-make. (alias make=’mingw32-make’)

Finally, setup for python installation.

  1. cd xgboost\python-package
  2. python setup.py install

Note that python, numpy and scipy need to be installed to use. All have to be on 64 bit platform.

After successful installation, you can try out the following quick example to verify that the xgboost module is working.