Stefan Fiott

Instacart - Model Fitting

First published: 28 Aug 2017
Last updated: 28 Aug 2017

Introduction

In this notebook we will fit simple reordering classifier models using the features extracted from the Instacart Market Basket Analysis dataset provided by Kaggle. Refer to the Instacart Feature Engineering Notebook to explore how the features were extracted.

Note that the models built in this notebook do not fulfill the requirements of the Kaggle competition, i.e. predicting the reordered products in the last order for each customer. However, they can be used to predict whether a product will be reordered or not, and if the output is a probability, a threshold could be used to select the top $n$ reordered products for each customer and predict those for the last order.

Support Functions

In [1]:
from IPython.display import Markdown, display
%matplotlib inline
import matplotlib.pyplot as plt
import pandas as pd
import numpy as np
import scipy.stats
In [2]:
#-------------------------------------------------------------------------
# Functions to load datasets into memory using space efficient data types.

def load_training_data(path):
    training = pd.read_csv(path, dtype={'user_id': np.uint32,
                                        'product_id': np.uint32,
                                        'prod_prob': np.float16,
                                        'aisle_prob': np.float16,
                                        'department_prob': np.float16,
                                        'reorder_prob': np.float16,
                                        'recency_prob': np.float16,
                                        'DTOP_prob': np.float16,
                                        'reordered': np.uint8},
                           usecols=['prod_prob','aisle_prob','department_prob',
                                    'reorder_prob','recency_prob','DTOP_prob',
                                    'reordered'])

    return training

#----------------------------------------------------------------------
# Function to generate markdown output
# Ref: https://stackoverflow.com/a/32035217
def printmd(string):
    display(Markdown(string))

Load Training Data

In [3]:
training_data = load_training_data('training.csv')
In [4]:
training_data.loc[training_data.reordered == 1][:10]
Out[4]:
prod_prob aisle_prob department_prob reorder_prob recency_prob DTOP_prob reordered
9 0.024994 0.028030 0.044434 0.187500 0.875488 0.500000 1
10 0.016663 0.018692 0.044434 0.125000 0.875488 0.250000 1
12 0.008331 0.018692 0.044434 0.062500 0.918945 0.088257 1
14 0.024994 0.028030 0.144409 0.187500 0.918945 0.405518 1
17 0.058319 0.074768 0.144409 0.437500 0.816406 1.000000 1
25 0.049988 0.056061 0.066650 0.375000 0.816406 1.000000 1
32 0.024994 0.056061 0.088867 0.187500 0.983887 0.300049 1
34 0.024994 0.028030 0.044434 0.187500 0.875488 0.919922 1
41 0.108337 0.121521 0.177734 0.812500 0.983887 0.197876 1
55 0.019119 0.177002 0.445801 0.208374 0.969238 0.300781 1

Visualisation

In [5]:
import seaborn as sns
sns.set(style="ticks")
fig, ax = plt.subplots(2, 3, figsize=(18, 10))
ax = ax.ravel()
sns.stripplot(ax=ax[0], x='reordered', y='prod_prob', data=training_data[:5000], jitter=True)
sns.stripplot(ax=ax[1], x='reordered', y='aisle_prob', data=training_data[:5000], jitter=True)
sns.stripplot(ax=ax[2], x='reordered', y='department_prob', data=training_data[:5000], jitter=True)
sns.stripplot(ax=ax[3], x='reordered', y='reorder_prob', data=training_data[:5000], jitter=True)
sns.stripplot(ax=ax[4], x='reordered', y='recency_prob', data=training_data[:5000], jitter=True)
sns.stripplot(ax=ax[5], x='reordered', y='DTOP_prob', data=training_data[:5000], jitter=True);
In [6]:
import seaborn as sns
sns.set(style="ticks")
fig, ax = plt.subplots(2, 3, figsize=(18, 10))
ax = ax.ravel()
sns.boxplot(x="reordered", y="prod_prob", data=training_data.loc[:5000], ax=ax[0]);
sns.boxplot(x="reordered", y="aisle_prob", data=training_data.loc[:5000], ax=ax[1]);
sns.boxplot(x="reordered", y="department_prob", data=training_data.loc[:5000], ax=ax[2]);
sns.boxplot(x="reordered", y="reorder_prob", data=training_data.loc[:5000], ax=ax[3]);
sns.boxplot(x="reordered", y="recency_prob", data=training_data.loc[:5000], ax=ax[4]);
sns.boxplot(x="reordered", y="DTOP_prob", data=training_data.loc[:5000], ax=ax[5]);
In [7]:
sns.pairplot(training_data.loc[:5000], hue="reordered");
In [8]:
fig, ax = plt.subplots(1, 1, figsize=(16, 8))
plt.scatter(x=training_data[training_data.reordered == 0].loc[:5000,'reorder_prob'],
            y=training_data[training_data.reordered == 0].loc[:5000,'recency_prob'], c='r', marker='+', alpha=0.3)
plt.scatter(x=training_data[training_data.reordered == 1].loc[:5000,'reorder_prob'],
            y=training_data[training_data.reordered == 1].loc[:5000,'recency_prob'], alpha=0.9)
ax.set_title('Scatter plot of reorder and recency probability')
ax.set_xlabel('reorder_prob')
ax.set_ylabel('recency_prob')
legends = plt.legend()
legends.get_texts()[0].set_text('Not reordered')
legends.get_texts()[1].set_text('Reordered')

Preparing Data for Model Fitting

We will now build and evaluate using cross-validation and parameter searching three models using only the two most promising features, reorder probability and recency probability. These features were selected based on the difference in distribution between the products that were reordered and those that were not, as visible in the relevant box plots above.

In [9]:
from sklearn.model_selection import train_test_split
from sklearn.model_selection import RandomizedSearchCV
from sklearn.metrics import f1_score
from sklearn.metrics import accuracy_score
from sklearn.metrics import make_scorer
from sklearn.tree import DecisionTreeClassifier
from sklearn.ensemble import RandomForestClassifier
from sklearn.ensemble import GradientBoostingClassifier
In [10]:
load_first = 50000
seed = 7

X = training_data.loc[:load_first,['reorder_prob','recency_prob']].as_matrix()
y = training_data.loc[:load_first,'reordered'].as_matrix()

X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, stratify=y, random_state=seed)

Classifiers

In [11]:
def tryClassifier(clf, X_train, X_test, y_train, y_test):
    clf.fit(X_train, y_train)
    y_hat = clf.predict(X_test)
    printmd("F1 score: **{0:.2f}**".format(f1_score(y_test, y_hat)))
    printmd("Accuracy: **{0:.2f}**".format(accuracy_score(y_test, y_hat)))
    
def tryClassifierProbThresholds(clf, X_test, y_test, startProb=0.2, endProb=1.0, incrementProb=0.1):
    y_hat_probs = clf.predict_proba(X_test)
    
    best_threshold_prob = 0
    best_f1_score = 0
    for threshold in np.arange(startProb, endProb, incrementProb):
        print("Using {0:.2f} probability threshold for class 1".format(threshold))
        y_hat = (y_hat_probs[:,1] > threshold).astype(int)
        #print(y_hat)
        current_f1_score = f1_score(y_test, y_hat)
        current_accuracy_score = accuracy_score(y_test, y_hat)
        if current_f1_score > best_f1_score:
            best_f1_score = current_f1_score
            best_threshold_prob = threshold
        print("F1: {0:.4f} - Acc: {1:.4f}".format(current_f1_score, current_accuracy_score))
    printmd("Best F1 score: **{0:.4f}** at probability threshold **{1:.2f}**".format(best_f1_score, best_threshold_prob))

printmd("Baseline accuracy if predicting all zeros: ** {0:.2f}% **".format((1 - (np.sum(y_test) / len(y_test)))*100))

Baseline accuracy if predicting all zeros: 90.69%

Decision Tree

In [15]:
clf = DecisionTreeClassifier(random_state=seed, class_weight="balanced")
tryClassifier(clf, X_train, X_test, y_train, y_test)

F1 score: 0.29

Accuracy: 0.79

In [16]:
tryClassifierProbThresholds(clf, X_test, y_test)
Using 0.20 probability threshold for class 1
F1: 0.2571 - Acc: 0.7498
Using 0.30 probability threshold for class 1
F1: 0.2672 - Acc: 0.7642
Using 0.40 probability threshold for class 1
F1: 0.2748 - Acc: 0.7773
Using 0.50 probability threshold for class 1
F1: 0.2850 - Acc: 0.7943
Using 0.60 probability threshold for class 1
F1: 0.2932 - Acc: 0.8163
Using 0.70 probability threshold for class 1
F1: 0.3000 - Acc: 0.8348
Using 0.80 probability threshold for class 1
F1: 0.3046 - Acc: 0.8594
Using 0.90 probability threshold for class 1
F1: 0.2908 - Acc: 0.8717

Best F1 score: 0.3046 at probability threshold 0.80

Random Forest

First we do a randomized parameter search to identify the best hyperparameters for maximum tree depth and number of trees to use.

In [100]:
params = {
    'max_depth': range(2, 30, 2),
    'n_estimators': range(10, 200, 10)
}
clf = RandomForestClassifier(random_state=seed, n_jobs=-1, class_weight="balanced_subsample")
search = RandomizedSearchCV(clf, params, n_iter=5, scoring=make_scorer(f1_score), random_state=seed, cv=5)
search.fit(X_train, y_train)
search.best_params_
Out[100]:
{'max_depth': 10, 'n_estimators': 140}
In [119]:
search.best_estimator_
Out[119]:
RandomForestClassifier(bootstrap=True, class_weight='balanced_subsample',
            criterion='gini', max_depth=10, max_features='auto',
            max_leaf_nodes=None, min_impurity_split=1e-07,
            min_samples_leaf=1, min_samples_split=2,
            min_weight_fraction_leaf=0.0, n_estimators=140, n_jobs=-1,
            oob_score=False, random_state=7, verbose=0, warm_start=False)
In [120]:
printmd("Best F1 score: **{0:.4f}**".format(search.best_score_))

Best F1 score: 0.3595

Refit best estimator model on training data and evaluate F1 performance using various probability thresholds.

In [121]:
tryClassifierProbThresholds(search.best_estimator_.fit(X_train, y_train), X_test, y_test)
Using 0.20 probability threshold for class 1
F1: 0.2421 - Acc: 0.4510
Using 0.30 probability threshold for class 1
F1: 0.2826 - Acc: 0.5846
Using 0.40 probability threshold for class 1
F1: 0.3395 - Acc: 0.7101
Using 0.50 probability threshold for class 1
F1: 0.3690 - Acc: 0.7787
Using 0.60 probability threshold for class 1
F1: 0.3989 - Acc: 0.8493
Using 0.70 probability threshold for class 1
F1: 0.4024 - Acc: 0.8883
Using 0.80 probability threshold for class 1
F1: 0.3300 - Acc: 0.9074
Using 0.90 probability threshold for class 1
F1: 0.1550 - Acc: 0.9117

Best F1 score: 0.4024 at probability threshold 0.70

Gradient Boosting

In [128]:
params = {
    'learning_rate': np.arange(0.1, 1, 0.1),
    'max_depth': range(2, 30, 2),
    'n_estimators': range(10, 200, 10)
}
clf = GradientBoostingClassifier(random_state=seed)
search = RandomizedSearchCV(clf, params, n_iter=10, scoring=make_scorer(f1_score), random_state=seed, cv=5)
search.fit(X_train, y_train)
search.best_params_
Out[128]:
{'learning_rate': 0.5, 'max_depth': 18, 'n_estimators': 50}
In [129]:
search.best_estimator_
Out[129]:
GradientBoostingClassifier(criterion='friedman_mse', init=None,
              learning_rate=0.5, loss='deviance', max_depth=18,
              max_features=None, max_leaf_nodes=None,
              min_impurity_split=1e-07, min_samples_leaf=1,
              min_samples_split=2, min_weight_fraction_leaf=0.0,
              n_estimators=50, presort='auto', random_state=7,
              subsample=1.0, verbose=0, warm_start=False)
In [130]:
printmd("Best F1 score: **{0:.4f}**".format(search.best_score_))

Best F1 score: 0.2781

Refit best estimator model on training data and evaluate F1 performance using various probability thresholds.

In [131]:
tryClassifierProbThresholds(search.best_estimator_.fit(X_train, y_train), X_test, y_test)
Using 0.20 probability threshold for class 1
F1: 0.3065 - Acc: 0.8493
Using 0.30 probability threshold for class 1
F1: 0.3071 - Acc: 0.8651
Using 0.40 probability threshold for class 1
F1: 0.2906 - Acc: 0.8760
Using 0.50 probability threshold for class 1
F1: 0.2788 - Acc: 0.8903
Using 0.60 probability threshold for class 1
F1: 0.2661 - Acc: 0.8930
Using 0.70 probability threshold for class 1
F1: 0.2546 - Acc: 0.8958
Using 0.80 probability threshold for class 1
F1: 0.2369 - Acc: 0.8963
Using 0.90 probability threshold for class 1
F1: 0.2252 - Acc: 0.8968

Best F1 score: 0.3071 at probability threshold 0.30

Fitting Random Forest Using All Training Data

In [18]:
clf = RandomForestClassifier(random_state=seed, n_jobs=-1, class_weight="balanced_subsample", 
                             max_depth=10, n_estimators=140, verbose=10)
X_train = training_data.loc[:,['reorder_prob','recency_prob']].as_matrix()
y_train = training_data.loc[:,'reordered'].as_matrix()
clf.fit(X_train, y_train)
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[Parallel(n_jobs=-1)]: Done   1 tasks      | elapsed:   19.2s
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[Parallel(n_jobs=-1)]: Done 109 tasks      | elapsed: 20.3min
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[Parallel(n_jobs=-1)]: Done 124 tasks      | elapsed: 22.7min
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[Parallel(n_jobs=-1)]: Done 140 out of 140 | elapsed: 25.4min finished
Out[18]:
RandomForestClassifier(bootstrap=True, class_weight='balanced_subsample',
            criterion='gini', max_depth=10, max_features='auto',
            max_leaf_nodes=None, min_impurity_split=1e-07,
            min_samples_leaf=1, min_samples_split=2,
            min_weight_fraction_leaf=0.0, n_estimators=140, n_jobs=-1,
            oob_score=False, random_state=7, verbose=10, warm_start=False)

Save Random Forest Fitted Model to Disk

In [20]:
from sklearn.externals import joblib
joblib.dump(clf, 'randomforest-all-training-data.pkl')
Out[20]:
['randomforest-all-training-data.pkl']