# Sebastian Raschka, 2015 (http://sebastianraschka.com)
# Python Machine Learning - Code Examples
#
# Chapter 10 - Predicting Continuous Target Variables with Regression Analysis
#
# S. Raschka. Python Machine Learning. Packt Publishing Ltd., 2015.
# GitHub Repo: https://github.com/rasbt/python-machine-learning-book
#
# License: MIT
# https://github.com/rasbt/python-machine-learning-book/blob/master/LICENSE.txt


import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import seaborn as sns
from sklearn.preprocessing import StandardScaler
from sklearn.linear_model import LinearRegression
from sklearn.linear_model import RANSACRegressor
from sklearn.cross_validation import train_test_split
from sklearn.metrics import r2_score
from sklearn.metrics import mean_squared_error
from sklearn.linear_model import Lasso
from sklearn.preprocessing import PolynomialFeatures
from sklearn.tree import DecisionTreeRegressor
from sklearn.ensemble import RandomForestRegressor

# Added version check for recent scikit-learn 0.18 checks
from distutils.version import LooseVersion as Version
from sklearn import __version__ as sklearn_version
if Version(sklearn_version) < '0.18':
    from sklearn.cross_validation import train_test_split
else:
    from sklearn.model_selection import train_test_split

#############################################################################
print(50 * '=')
print('Section: Exploring the Housing dataset')
print(50 * '-')

df = pd.read_csv('https://archive.ics.uci.edu/ml/machine-learning-databases/'
                 'housing/housing.data',
                 header=None,
                 sep='\s+')

df.columns = ['CRIM', 'ZN', 'INDUS', 'CHAS',
              'NOX', 'RM', 'AGE', 'DIS', 'RAD',
              'TAX', 'PTRATIO', 'B', 'LSTAT', 'MEDV']
print('Dataset excerpt:\n\n', df.head())


#############################################################################
print(50 * '=')
print('Section: Visualizing the important characteristics of a dataset')
print(50 * '-')

sns.set(style='whitegrid', context='notebook')
cols = ['LSTAT', 'INDUS', 'NOX', 'RM', 'MEDV']

sns.pairplot(df[cols], size=2.5)
# plt.tight_layout()
# plt.savefig('./figures/scatter.png', dpi=300)
plt.show()


cm = np.corrcoef(df[cols].values.T)
sns.set(font_scale=1.5)
hm = sns.heatmap(cm,
                 cbar=True,
                 annot=True,
                 square=True,
                 fmt='.2f',
                 annot_kws={'size': 15},
                 yticklabels=cols,
                 xticklabels=cols)

# plt.tight_layout()
# plt.savefig('./figures/corr_mat.png', dpi=300)
plt.show()

sns.reset_orig()


#############################################################################
print(50 * '=')
print('Section: Solving regression for regression'
      ' parameters with gradient descent')
print(50 * '-')


class LinearRegressionGD(object):

    def __init__(self, eta=0.001, n_iter=20):
        self.eta = eta
        self.n_iter = n_iter

    def fit(self, X, y):
        self.w_ = np.zeros(1 + X.shape[1])
        self.cost_ = []

        for i in range(self.n_iter):
            output = self.net_input(X)
            errors = (y - output)
            self.w_[1:] += self.eta * X.T.dot(errors)
            self.w_[0] += self.eta * errors.sum()
            cost = (errors**2).sum() / 2.0
            self.cost_.append(cost)
        return self

    def net_input(self, X):
        return np.dot(X, self.w_[1:]) + self.w_[0]

    def predict(self, X):
        return self.net_input(X)


X = df[['RM']].values
y = df['MEDV'].values

sc_x = StandardScaler()
sc_y = StandardScaler()
X_std = sc_x.fit_transform(X)
y_std = sc_y.fit_transform(y[:, np.newaxis]).flatten()

lr = LinearRegressionGD()
lr.fit(X_std, y_std)


plt.plot(range(1, lr.n_iter+1), lr.cost_)
plt.ylabel('SSE')
plt.xlabel('Epoch')
# plt.tight_layout()
# plt.savefig('./figures/cost.png', dpi=300)
plt.show()


def lin_regplot(X, y, model):
    plt.scatter(X, y, c='lightblue')
    plt.plot(X, model.predict(X), color='red', linewidth=2)
    return


lin_regplot(X_std, y_std, lr)
plt.xlabel('Average number of rooms [RM] (standardized)')
plt.ylabel('Price in $1000\'s [MEDV] (standardized)')
# plt.tight_layout()
# plt.savefig('./figures/gradient_fit.png', dpi=300)
plt.show()


print('Slope: %.3f' % lr.w_[1])
print('Intercept: %.3f' % lr.w_[0])


num_rooms_std = sc_x.transform(np.array([[5.0]]))
price_std = lr.predict(num_rooms_std)
print("Price in $1000's: %.3f" % sc_y.inverse_transform(price_std))


#############################################################################
print(50 * '=')
print('Section: Estimating the coefficient of a'
      ' regression model via scikit-learn')
print(50 * '-')

slr = LinearRegression()
slr.fit(X, y)
y_pred = slr.predict(X)
print('Slope: %.3f' % slr.coef_[0])
print('Intercept: %.3f' % slr.intercept_)

lin_regplot(X, y, slr)
plt.xlabel('Average number of rooms [RM]')
plt.ylabel('Price in $1000\'s [MEDV]')
# plt.tight_layout()
# plt.savefig('./figures/scikit_lr_fit.png', dpi=300)
plt.show()


# adding a column vector of "ones"
Xb = np.hstack((np.ones((X.shape[0], 1)), X))
w = np.zeros(X.shape[1])
z = np.linalg.inv(np.dot(Xb.T, Xb))
w = np.dot(z, np.dot(Xb.T, y))

print('Slope: %.3f' % w[1])
print('Intercept: %.3f' % w[0])


#############################################################################
print(50 * '=')
print('Section: Fitting a robust regression model using RANSAC')
print(50 * '-')


if Version(sklearn_version) < '0.18':
    ransac = RANSACRegressor(LinearRegression(),
                             max_trials=100,
                             min_samples=50,
                             residual_metric=lambda x: np.sum(
                                np.abs(x), axis=1),
                             residual_threshold=5.0,
                             random_state=0)
else:
    ransac = RANSACRegressor(LinearRegression(),
                             max_trials=100,
                             min_samples=50,
                             loss='absolute_loss',
                             residual_threshold=5.0,
                             random_state=0)
ransac.fit(X, y)
inlier_mask = ransac.inlier_mask_
outlier_mask = np.logical_not(inlier_mask)

line_X = np.arange(3, 10, 1)
line_y_ransac = ransac.predict(line_X[:, np.newaxis])
plt.scatter(X[inlier_mask], y[inlier_mask],
            c='blue', marker='o', label='Inliers')
plt.scatter(X[outlier_mask], y[outlier_mask],
            c='lightgreen', marker='s', label='Outliers')
plt.plot(line_X, line_y_ransac, color='red')
plt.xlabel('Average number of rooms [RM]')
plt.ylabel('Price in $1000\'s [MEDV]')
plt.legend(loc='upper left')

# plt.tight_layout()
# plt.savefig('./figures/ransac_fit.png', dpi=300)
plt.show()

print('Slope: %.3f' % ransac.estimator_.coef_[0])
print('Intercept: %.3f' % ransac.estimator_.intercept_)


#############################################################################
print(50 * '=')
print('Section: Evaluating the performance of linear regression models')
print(50 * '-')

X = df.iloc[:, :-1].values
y = df['MEDV'].values

X_train, X_test, y_train, y_test = train_test_split(
    X, y, test_size=0.3, random_state=0)

slr = LinearRegression()

slr.fit(X_train, y_train)
y_train_pred = slr.predict(X_train)
y_test_pred = slr.predict(X_test)

plt.scatter(y_train_pred,  y_train_pred - y_train,
            c='blue', marker='o', label='Training data')
plt.scatter(y_test_pred,  y_test_pred - y_test,
            c='lightgreen', marker='s', label='Test data')
plt.xlabel('Predicted values')
plt.ylabel('Residuals')
plt.legend(loc='upper left')
plt.hlines(y=0, xmin=-10, xmax=50, lw=2, color='red')
plt.xlim([-10, 50])
# plt.tight_layout()

# plt.savefig('./figures/slr_residuals.png', dpi=300)
plt.show()


print('MSE train: %.3f, test: %.3f' % (
        mean_squared_error(y_train, y_train_pred),
        mean_squared_error(y_test, y_test_pred)))
print('R^2 train: %.3f, test: %.3f' % (
        r2_score(y_train, y_train_pred),
        r2_score(y_test, y_test_pred)))


#############################################################################
print(50 * '=')
print('Section: Using regularized methods for regression')
print(50 * '-')

print('LASSO Coefficients')

lasso = Lasso(alpha=0.1)
lasso.fit(X_train, y_train)
y_train_pred = lasso.predict(X_train)
y_test_pred = lasso.predict(X_test)
print(lasso.coef_)

print('MSE train: %.3f, test: %.3f' % (
        mean_squared_error(y_train, y_train_pred),
        mean_squared_error(y_test, y_test_pred)))
print('R^2 train: %.3f, test: %.3f' % (
        r2_score(y_train, y_train_pred),
        r2_score(y_test, y_test_pred)))


#############################################################################
print(50 * '=')
print('Section: Turning a linear regression model into a curve'
      ' - polynomial regression')
print(50 * '-')

X = np.array([258.0, 270.0, 294.0,
              320.0, 342.0, 368.0,
              396.0, 446.0, 480.0, 586.0])[:, np.newaxis]

y = np.array([236.4, 234.4, 252.8,
              298.6, 314.2, 342.2,
              360.8, 368.0, 391.2,
              390.8])

lr = LinearRegression()
pr = LinearRegression()
quadratic = PolynomialFeatures(degree=2)
X_quad = quadratic.fit_transform(X)


# fit linear features
lr.fit(X, y)
X_fit = np.arange(250, 600, 10)[:, np.newaxis]
y_lin_fit = lr.predict(X_fit)

# fit quadratic features
pr.fit(X_quad, y)
y_quad_fit = pr.predict(quadratic.fit_transform(X_fit))

# plot results
plt.scatter(X, y, label='training points')
plt.plot(X_fit, y_lin_fit, label='linear fit', linestyle='--')
plt.plot(X_fit, y_quad_fit, label='quadratic fit')
plt.legend(loc='upper left')

# plt.tight_layout()
# plt.savefig('./figures/poly_example.png', dpi=300)
plt.show()

y_lin_pred = lr.predict(X)
y_quad_pred = pr.predict(X_quad)


print('Training MSE linear: %.3f, quadratic: %.3f' % (
        mean_squared_error(y, y_lin_pred),
        mean_squared_error(y, y_quad_pred)))
print('Training R^2 linear: %.3f, quadratic: %.3f' % (
        r2_score(y, y_lin_pred),
        r2_score(y, y_quad_pred)))


#############################################################################
print(50 * '=')
print('Section: Modeling nonlinear relationships in the Housing Dataset')
print(50 * '-')

X = df[['LSTAT']].values
y = df['MEDV'].values

regr = LinearRegression()

# create quadratic features
quadratic = PolynomialFeatures(degree=2)
cubic = PolynomialFeatures(degree=3)
X_quad = quadratic.fit_transform(X)
X_cubic = cubic.fit_transform(X)

# fit features
X_fit = np.arange(X.min(), X.max(), 1)[:, np.newaxis]

regr = regr.fit(X, y)
y_lin_fit = regr.predict(X_fit)
linear_r2 = r2_score(y, regr.predict(X))

regr = regr.fit(X_quad, y)
y_quad_fit = regr.predict(quadratic.fit_transform(X_fit))
quadratic_r2 = r2_score(y, regr.predict(X_quad))

regr = regr.fit(X_cubic, y)
y_cubic_fit = regr.predict(cubic.fit_transform(X_fit))
cubic_r2 = r2_score(y, regr.predict(X_cubic))


# plot results
plt.scatter(X, y, label='training points', color='lightgray')

plt.plot(X_fit, y_lin_fit,
         label='linear (d=1), $R^2=%.2f$' % linear_r2,
         color='blue',
         lw=2,
         linestyle=':')

plt.plot(X_fit, y_quad_fit,
         label='quadratic (d=2), $R^2=%.2f$' % quadratic_r2,
         color='red',
         lw=2,
         linestyle='-')

plt.plot(X_fit, y_cubic_fit,
         label='cubic (d=3), $R^2=%.2f$' % cubic_r2,
         color='green',
         lw=2,
         linestyle='--')

plt.xlabel('% lower status of the population [LSTAT]')
plt.ylabel('Price in $1000\'s [MEDV]')
plt.legend(loc='upper right')

# plt.tight_layout()
# plt.savefig('./figures/polyhouse_example.png', dpi=300)
plt.show()


print('Transforming the dataset')
X = df[['LSTAT']].values
y = df['MEDV'].values

# transform features
X_log = np.log(X)
y_sqrt = np.sqrt(y)

# fit features
X_fit = np.arange(X_log.min()-1, X_log.max()+1, 1)[:, np.newaxis]

regr = regr.fit(X_log, y_sqrt)
y_lin_fit = regr.predict(X_fit)
linear_r2 = r2_score(y_sqrt, regr.predict(X_log))

# plot results
plt.scatter(X_log, y_sqrt, label='training points', color='lightgray')

plt.plot(X_fit, y_lin_fit,
         label='linear (d=1), $R^2=%.2f$' % linear_r2,
         color='blue',
         lw=2)

plt.xlabel('log(% lower status of the population [LSTAT])')
plt.ylabel('$\sqrt{Price \; in \; \$1000\'s [MEDV]}$')
plt.legend(loc='lower left')

# plt.tight_layout()
# plt.savefig('./figures/transform_example.png', dpi=300)
plt.show()

#############################################################################
print(50 * '=')
print('Section: Decision tree regression')
print(50 * '-')


X = df[['LSTAT']].values
y = df['MEDV'].values

tree = DecisionTreeRegressor(max_depth=3)
tree.fit(X, y)

sort_idx = X.flatten().argsort()

lin_regplot(X[sort_idx], y[sort_idx], tree)
plt.xlabel('% lower status of the population [LSTAT]')
plt.ylabel('Price in $1000\'s [MEDV]')
# plt.savefig('./figures/tree_regression.png', dpi=300)
plt.show()


#############################################################################
print(50 * '=')
print('Section: Random forest regression')
print(50 * '-')

X = df.iloc[:, :-1].values
y = df['MEDV'].values

X_train, X_test, y_train, y_test = train_test_split(
    X, y, test_size=0.4, random_state=1)

forest = RandomForestRegressor(n_estimators=1000,
                               criterion='mse',
                               random_state=1,
                               n_jobs=-1)
forest.fit(X_train, y_train)
y_train_pred = forest.predict(X_train)
y_test_pred = forest.predict(X_test)

print('MSE train: %.3f, test: %.3f' % (
        mean_squared_error(y_train, y_train_pred),
        mean_squared_error(y_test, y_test_pred)))
print('R^2 train: %.3f, test: %.3f' % (
        r2_score(y_train, y_train_pred),
        r2_score(y_test, y_test_pred)))


plt.scatter(y_train_pred,
            y_train_pred - y_train,
            c='black',
            marker='o',
            s=35,
            alpha=0.5,
            label='Training data')
plt.scatter(y_test_pred,
            y_test_pred - y_test,
            c='lightgreen',
            marker='s',
            s=35,
            alpha=0.7,
            label='Test data')

plt.xlabel('Predicted values')
plt.ylabel('Residuals')
plt.legend(loc='upper left')
plt.hlines(y=0, xmin=-10, xmax=50, lw=2, color='red')
plt.xlim([-10, 50])
# plt.tight_layout()
# plt.savefig('./figures/slr_residuals.png', dpi=300)
plt.show()