Starting kit for the Higgs boson machine learning challenge

This notebook contains a starting kit for the Higgs boson machine learning challenge. Download the training set (called training.csv) and the test set (test.csv), then execute cells in order.

In [1]:
import random,string,math,csv
import numpy as np
import matplotlib.pyplot as plt

Reading an formatting training data

In [2]:
all = list(csv.reader(open("training.csv","rb"), delimiter=','))

Slicing off header row and id, weight, and label columns.

In [3]:
xs = np.array([map(float, row[1:-2]) for row in all[1:]])
(numPoints,numFeatures) = xs.shape

Perturbing features to avoid ties. It's far from optimal but makes life easier in this simple example.

In [4]:
xs = np.add(xs, np.random.normal(0.0, 0.0001, xs.shape))

Label selectors.

In [5]:
sSelector = np.array([row[-1] == 's' for row in all[1:]])
bSelector = np.array([row[-1] == 'b' for row in all[1:]])

Weights and weight sums.

In [6]:
weights = np.array([float(row[-2]) for row in all[1:]])
sumWeights = np.sum(weights)
sumSWeights = np.sum(weights[sSelector])
sumBWeights = np.sum(weights[bSelector])

Training and validation cuts

We will train a classifier on a random training set for minimizing the weighted error with balanced weights, then we will maximize the AMS on the held out validation set.

In [7]:
randomPermutation = random.sample(range(len(xs)), len(xs))
numPointsTrain = int(numPoints*0.9)
numPointsValidation = numPoints - numPointsTrain

xsTrain = xs[randomPermutation[:numPointsTrain]]
xsValidation = xs[randomPermutation[numPointsTrain:]]

sSelectorTrain = sSelector[randomPermutation[:numPointsTrain]]
bSelectorTrain = bSelector[randomPermutation[:numPointsTrain]]
sSelectorValidation = sSelector[randomPermutation[numPointsTrain:]]
bSelectorValidation = bSelector[randomPermutation[numPointsTrain:]]

weightsTrain = weights[randomPermutation[:numPointsTrain]]
weightsValidation = weights[randomPermutation[numPointsTrain:]]

sumWeightsTrain = np.sum(weightsTrain)
sumSWeightsTrain = np.sum(weightsTrain[sSelectorTrain])
sumBWeightsTrain = np.sum(weightsTrain[bSelectorTrain])
In [8]:
xsTrainTranspose = xsTrain.transpose()

Making signal and background weights sum to \(1/2\) each to emulate uniform priors \(p(s)=p(b)=1/2\).

In [9]:
weightsBalancedTrain = np.array([0.5 * weightsTrain[i]/sumSWeightsTrain
                                 if sSelectorTrain[i]
                                 else 0.5 * weightsTrain[i]/sumBWeightsTrain\
                                 for i in range(numPointsTrain)])

Training naive Bayes and defining the score function

Number of bins per dimension for binned naive Bayes.

In [10]:
numBins = 10

logPs[fI,bI] will be the log probability of a data point x with binMaxs[bI - 1] < x[fI] <= binMaxs[bI] (with binMaxs[-1] = -\(\infty\) by convention) being a signal under uniform priors \(p(\text{s}) = p(\text{b}) = 1/2\).

In [11]:
logPs = np.empty([numFeatures, numBins])
binMaxs = np.empty([numFeatures, numBins])
binIndexes = np.array(range(0, numPointsTrain+1, numPointsTrain/numBins))
In [12]:
for fI in range(numFeatures):
    # index permutation of sorted feature column
    indexes = xsTrainTranspose[fI].argsort()

    for bI in range(numBins):
        # upper bin limits
        binMaxs[fI, bI] = xsTrainTranspose[fI, indexes[binIndexes[bI+1]-1]]
        # training indices of points in a bin
        indexesInBin = indexes[binIndexes[bI]:binIndexes[bI+1]]
        # sum of signal weights in bin
        wS = np.sum(weightsBalancedTrain[indexesInBin]
        # sum of background weights in bin
        wB = np.sum(weightsBalancedTrain[indexesInBin]
        # log probability of being a signal in the bin
        logPs[fI, bI] = math.log(wS/(wS+wB))

The score function we will use to sort the test examples. For readability it is shifted so negative means likely background (under uniform prior) and positive means likely signal. x is an input vector.

In [13]:
def score(x):
    logP = 0
    for fI in range(numFeatures):
        bI = 0
        # linear search for the bin index of the fIth feature
        # of the signal
        while bI < len(binMaxs[fI]) - 1 and x[fI] > binMaxs[fI, bI]:
            bI += 1
        logP += logPs[fI, bI] - math.log(0.5)
    return logP

Optimizing the AMS on the held out validation set

The Approximate Median Significance

s and b are the sum of signal and background weights, respectively, in the selection region.

In [14]:
def AMS(s,b):
    assert s >= 0
    assert b >= 0
    bReg = 10.
    return math.sqrt(2 * ((s + b + bReg) * 
                          math.log(1 + s / (b + bReg)) - s))

Computing the scores on the validation set

In [15]:
validationScores = np.array([score(x) for x in xsValidation])

Sorting the indices in increasing order of the scores.

In [16]:
tIIs = validationScores.argsort()

Weights have to be normalized to the same sum as in the full set.

In [17]:
wFactor = 1.* numPoints / numPointsValidation

Initializing \(s\) and \(b\) to the full sum of weights, we start by having all points in the selectiom region.

In [35]:
s = np.sum(weightsValidation[sSelectorValidation])
b = np.sum(weightsValidation[bSelectorValidation])

amss will contain AMSs after each point moved out of the selection region in the sorted validation set.

In [36]:
amss = np.empty([len(tIIs)])

amsMax will contain the best validation AMS, and threshold will be the smallest score among the selected points.

In [37]:
amsMax = 0
threshold = 0.0

We will do len(tIIs) iterations, which means that amss[-1] is the AMS when only the point with the highest score is selected.

In [38]:
for tI in range(len(tIIs)):
    # don't forget to renormalize the weights to the same sum 
    # as in the complete training set
    amss[tI] = AMS(max(0,s * wFactor),max(0,b * wFactor))
    if amss[tI] > amsMax:
        amsMax = amss[tI]
        threshold = validationScores[tIIs[tI]]
        #print tI,threshold
    if sSelectorValidation[tIIs[tI]]:
        s -= weightsValidation[tIIs[tI]]
        b -= weightsValidation[tIIs[tI]]
In [39]:
In [40]:
In [41]:
[<matplotlib.lines.Line2D at 0x123603490>]

Computing the permutation on the test set

Reading the test file, slicing off the header row and the id column, and converting the data into float.

In [42]:
test = list(csv.reader(open("test.csv", "rb"),delimiter=','))
xsTest = np.array([map(float, row[1:]) for row in test[1:]])
In [43]:
testIds = np.array([int(row[0]) for row in test[1:]])

Computing the scores.

In [44]:
testScores = np.array([score(x) for x in xsTest])

Computing the rank order.

In [45]:
testInversePermutation = testScores.argsort()
In [46]:
testPermutation = list(testInversePermutation)
for tI,tII in zip(range(len(testInversePermutation)),
    testPermutation[tII] = tI

Computing the submission file with columns EventId, RankOrder, and Class.

In [47]:
submission = np.array([[str(testIds[tI]),str(testPermutation[tI]+1),
                       's' if testScores[tI] >= threshold else 'b'] 
            for tI in range(len(testIds))])
In [48]:
submission = np.append([['EventId','RankOrder','Class']],
                        submission, axis=0)

Saving the file that can be submitted to Kaggle.

In [49]: