import numpy
from sklearn.model_selection import GridSearchCV
from keras.models import Sequential
from keras.layers import Dense
from keras.layers import Dropout
from keras.wrappers.scikit_learn import KerasClassifier
from keras.constraints import maxnorm
from keras.wrappers.scikit_learn import BaseWrapper
import copy
def custom_get_params(self, **params):
res = copy.deepcopy(self.sk_params)
res.update({'build_fn': self.build_fn})
return res
BaseWrapper.get_params = custom_get_params
# Function to create model, required for KerasClassifier
def create_model(dropout_rate=0.0, weight_constraint=0):
# create model
model = Sequential()
model.add(Dense(12, input_dim=8, init='uniform', activation='softplus', W_constraint=maxnorm(weight_constraint)))
model.add(Dropout(dropout_rate))
model.add(Dense(1, init='uniform', activation='sigmoid'))
# Compile model
model.compile(loss='binary_crossentropy', optimizer='adam', metrics=['accuracy'])
return model
# fix random seed for reproducibility
seed = 7
numpy.random.seed(seed)
# load dataset
dataset = numpy.loadtxt("0207.csv", delimiter=",")
# split into input (X) and output (Y) variables
X = dataset[:,0:8]
Y = dataset[:,8]
# create model
model = KerasClassifier(build_fn=create_model, nb_epoch=100, batch_size=10, verbose=0)
# define the grid search parameters
weight_constraint = [1, 2, 3, 4, 5]
dropout_rate = [0.0, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9]
param_grid = dict(dropout_rate=dropout_rate, weight_constraint=weight_constraint)
grid = GridSearchCV(estimator=model, param_grid=param_grid, n_jobs=-1)
grid_result = grid.fit(X, Y)
# summarize results
print("Best: %f using %s" % (grid_result.best_score_, grid_result.best_params_))
means = grid_result.cv_results_['mean_test_score']
stds = grid_result.cv_results_['std_test_score']
params = grid_result.cv_results_['params']
for mean, stdev, param in zip(means, stds, params):
print("%f (%f) with: %r" % (mean, stdev, param))
