EXGBoost Titanic optimized

Mix.install([
  {:exgboost, "~> 0.5"},
  {:explorer, "~> 0.8"},
  {:nx, "~> 0.6"},
  {:kino, "~> 0.12"},
  {:kino_vega_lite, "~> 0.1"}
])

Alias

alias Explorer.DataFrame
alias Explorer.Series
require Explorer.DataFrame

Load data

train_data_input = Kino.Input.file("train data")

test_data_input = Kino.Input.file("test data")

train_data =
  train_data_input
  |> Kino.Input.read()
  |> Map.get(:file_ref)
  |> Kino.Input.file_path()
  |> DataFrame.from_csv!()

Kino.DataTable.new(train_data)

test_data =
  test_data_input
  |> Kino.Input.read()
  |> Map.get(:file_ref)
  |> Kino.Input.file_path()
  |> DataFrame.from_csv!()

Kino.DataTable.new(test_data)

Preprocess

defmodule PreProcess do
  def load_csv(kino_input) do
    kino_input
    |> Kino.Input.read()
    |> Map.get(:file_ref)
    |> Kino.Input.file_path()
    |> DataFrame.from_csv!()
  end

  def fill_empty(data, fill_map) do
    fill_map
    |> Enum.reduce(data, fn {column_name, fill_value}, acc ->
      fill_value =
        if fill_value == :median do
          Series.median(data[column_name])
        else
          fill_value
        end

      DataFrame.put(
        acc,
        column_name,
        Series.fill_missing(data[column_name], fill_value)
      )
    end)
  end

  def replace_dummy(data, columns_names) do
    data
    |> DataFrame.dummies(columns_names)
    |> DataFrame.concat_columns(DataFrame.discard(data, columns_names))
  end

  def to_tensor(data) do
    data
    |> DataFrame.to_columns()
    |> Map.values()
    |> Nx.tensor()
    |> Nx.transpose()
  end

  def process(kino_input, id_key, label_key, followers_df) do
    data_org = load_csv(kino_input)

    id_list = Series.to_list(data_org[id_key])

    has_label_key =
      data_org
      |> DataFrame.names()
      |> Enum.member?(label_key)

    labels =
      if has_label_key do
        Series.to_tensor(data_org[label_key])
      else
        nil
      end

    inputs =
      if has_label_key do
        DataFrame.discard(data_org, [id_key, label_key])
      else
        DataFrame.discard(data_org, [id_key])
      end
      |> DataFrame.mutate(
        prob_child:
          col("Name") |> contains("Master") or
            (col("Name") |> contains("Miss") and
               col("Parch") > 0)
      )

    filled_age =
      [
        Series.to_list(inputs["Age"]),
        Series.to_list(inputs["prob_child"])
      ]
      |> Enum.zip()
      |> Enum.map(fn
        {nil, true} ->
          9

        {nil, false} ->
          30

        {age, _prob_child} ->
          age
      end)
      |> Series.from_list()

    inputs =
      inputs
      |> DataFrame.put("Age", filled_age)
      |> DataFrame.join(followers_df, how: :left)
      |> fill_empty(%{"followers" => 0, "Embarked" => "S", "Fare" => :median})
      |> replace_dummy(["Embarked", "Pclass"])
      |> DataFrame.mutate(is_man: col("Sex") == "male")
      |> DataFrame.mutate(fare_group: (col("Fare") / 50) |> floor())
      |> DataFrame.mutate(age_group: (col("Age") / 10) |> floor())
      |> DataFrame.discard(["Cabin", "Name", "Ticket", "Sex", "Fare", "Age", "SibSp", "Parch"])
      |> to_tensor()

    {id_list, labels, inputs}
  end
end

full_data =
  train_data
  |> DataFrame.discard("Survived")
  |> DataFrame.concat_rows(test_data)

Kino.DataTable.new(full_data)

followers_df =
  full_data["Ticket"]
  |> Series.frequencies()
  |> DataFrame.rename(["Ticket", "followers"])
  |> DataFrame.mutate(followers: followers - 1)
  |> DataFrame.filter(col("Ticket") != "LINE")

Kino.DataTable.new(followers_df)

{
  train_id_list,
  train_labels,
  train_inputs
} = PreProcess.process(train_data_input, "PassengerId", "Survived", followers_df)

{
  test_id_list,
  nil,
  test_inputs
} = PreProcess.process(test_data_input, "PassengerId", "Survived", followers_df)

Training

loss_plot =
  VegaLite.new(width: 700)
  |> VegaLite.mark(:line)
  |> VegaLite.encode_field(:x, "step", type: :quantitative)
  |> VegaLite.encode_field(:y, "mlogloss", type: :quantitative)
  |> Kino.VegaLite.new()

step_callback =
  EXGBoost.Training.Callback.new(
    :after_iteration,
    fn state ->
      if rem(state.iteration, 1000) == 0 do
        Kino.VegaLite.push(
          loss_plot,
          %{"step" => state.iteration, "mlogloss" => state.metrics["training"]["mlogloss"]}
        )
      end

      state
    end,
    :loss_plot
  )

booster =
  EXGBoost.train(train_inputs, train_labels,
    num_class: 2,
    objective: :multi_softprob,
    num_boost_rounds: 100_000,
    learning_rates: fn _ -> 0.1 end,
    max_depth: 3,
    early_stopping_rounds: 10,
    evals: [{train_inputs, train_labels, "training"}],
    callbacks: [step_callback]
  )

Kino.nothing()

Prediction

preds = EXGBoost.predict(booster, test_inputs) |> Nx.argmax(axis: -1)

results =
  preds
  |> Nx.to_flat_list()
  |> Enum.map(&round(&1))
  |> then(
    &%{
      "PassengerId" => test_id_list,
      "Survived" => &1
    }
  )
  |> DataFrame.new()

Kino.DataTable.new(results)

results
|> DataFrame.dump_csv!()
|> then(&Kino.Download.new(fn -> &1 end, filename: "result.csv"))