def keras_base(train2, y, test2, v, z, build_model, N_splits, cname, base_seed=42):
v[cname], z[cname] = 0, 0
scores = []
scaler = preprocessing.RobustScaler()
train3 = scaler.fit_transform(train2)
test3 = scaler.transform(test2)
model = build_model(train3.shape[1])
model.summary(line_length=120)
model_path = '../data/working/' + cname + base_data_name() + '_keras_model.h5'
num_splits = N_splits
ss = model_selection.StratifiedKFold(n_splits=num_splits, random_state=base_seed)
for n, (itrain, ival) in enumerate(ss.split(train3, y)):
model = build_model(train3.shape[1])
xtrain, xval = train3[itrain], train3[ival]
ytrain, yval = y[itrain], y[ival]
model.fit(
xtrain, ytrain,
epochs=10000,
batch_size=256,
validation_data=(xval, yval),
verbose=0,
callbacks=keras_fit_callbacks(model_path),
shuffle=True
)
model.load_weights(model_path)
p = model.predict(xval)
v.loc[ival, cname] += pconvert(p).ravel()
score = metrics.log_loss(y[ival], p)
print(cname, 'fold %d: '%(n+1), score, now())
scores.append(score)
z[cname] += pconvert(model.predict(test3).ravel())
del model
os.remove(model_path)
cv=np.array(scores)
print(cv, cv.mean(), cv.std())
z[cname] /= num_splits
#@tf_force_cpu
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