scikit.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "Using TensorFlow backend.\n"
     ]
    }
   ],
   "source": [
    "import ipynb.fs.defs.hyperas as hyperas_nb\n",
    "import numpy as np"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "x_train, y_train, x_val, y_val = hyperas_nb.data('data/E0_processed.csv')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [],
   "source": [
    "from sklearn.model_selection import KFold\n",
    "kfold = KFold(n_splits=3, random_state=42)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [],
   "source": [
    "import xgboost"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [],
   "source": [
    "def evaluate(clfs, x_val, y_val, th=0.05, min_odds=1, agree=2, agree_odds=2):\n",
    "    import numpy as np\n",
    "    import pandas as pd\n",
    "    \n",
    "    profits = pd.DataFrame()\n",
    "    profits.columns=[]\n",
    "    r = None\n",
    "    for i, model in enumerate(clfs):\n",
    "        y_pred = model.predict_proba(x_val)\n",
    "        odds = np.abs(y_val)\n",
    "        sel = y_pred > (1 / odds + th) \n",
    "        if r is None:\n",
    "            r = pd.DataFrame(sel).astype('int')\n",
    "        else:\n",
    "            r = r + sel\n",
    "        profit = (sel & (odds > min_odds)) * (odds * y_val.clip(0,1) - 1)\n",
    "                \n",
    "        pr = profit.sum()        \n",
    "        co = (profit != 0).sum()\n",
    "\n",
    "        columns = list(profits.columns) + ['P_%02d' % i, 'C_%02d' % i]\n",
    "        profits = pd.concat([profits, pr, co], axis=1, sort=False)\n",
    "        profits.columns = columns\n",
    "\n",
    "    sel = (r > agree) & (odds > agree_odds)\n",
    "    profit = sel * (odds * y_val.clip(0,1) - 1)\n",
    "\n",
    "    pr = profit.sum()        \n",
    "    co = (profit != 0).sum()\n",
    "\n",
    "    columns = list(profits.columns) + ['P', 'C']\n",
    "    profits = pd.concat([profits, pr, co], axis=1, sort=False)\n",
    "    profits.columns = columns\n",
    "\n",
    "    total = profits[['P','C']].sum()\n",
    "    if total.iloc[1] == 0:\n",
    "        l = pd.DataFrame(list(total.values) + [ 0 ])\n",
    "    else:\n",
    "        l = pd.DataFrame(list(total.values) + [ total.iloc[0] / total.iloc[1] ])\n",
    "    l.index = profits.index\n",
    "    l.columns = ['Total']\n",
    "\n",
    "    profits = pd.concat([profits, l], axis=1, sort=False)\n",
    "\n",
    "    return profits"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [],
   "source": [
    "def train():\n",
    "    from sklearn import svm\n",
    "    from sklearn import neighbors\n",
    "    from sklearn import ensemble\n",
    "    from sklearn import tree\n",
    "    clfs = []\n",
    "    total = 0\n",
    "    for i, (trainidx, testidx) in enumerate(list(kfold.split(x_train))):\n",
    "        xx_train = x_train.iloc[trainidx]\n",
    "        x_test = x_train.iloc[testidx]\n",
    "\n",
    "        yy_train = y_train.iloc[trainidx]\n",
    "        yy_labels = yy_train.clip(0,1).values.argmax(axis=1)\n",
    "\n",
    "        y_test = y_train.iloc[testidx]\n",
    "        y_labels = y_train.clip(0,1).values.argmax(axis=1)\n",
    "\n",
    "        # clf = svm.SVC(gamma='scale', probability=True)\n",
    "        # clf = svm.NuSVC(probability=True)\n",
    "        # clf = neighbors.KNeighborsClassifier()\n",
    "        clf = ensemble.GradientBoostingClassifier()\n",
    "        # clf = tree.DecisionTreeClassifier()\n",
    "        clf = xgboost.XGBClassifier(max_depth=2)\n",
    "        clf.fit(xx_train, yy_labels)  \n",
    "\n",
    "        clfs.append(clf)\n",
    "\n",
    "        y_pred = clf.predict_proba(x_test)\n",
    "        odds = np.abs(y_test)\n",
    "        profit = ( y_pred > (1 / odds + 0.05)) * (odds * y_test.clip(0,1) - 1)\n",
    "        acc = profit.sum().sum()\n",
    "        total += acc\n",
    "    return total, clfs"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [],
   "source": [
    "_, clfs = train()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>P_00</th>\n",
       "      <th>C_00</th>\n",
       "      <th>P_01</th>\n",
       "      <th>C_01</th>\n",
       "      <th>P_02</th>\n",
       "      <th>C_02</th>\n",
       "      <th>P</th>\n",
       "      <th>C</th>\n",
       "      <th>Total</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>odds-home</th>\n",
       "      <td>5.55</td>\n",
       "      <td>25</td>\n",
       "      <td>-0.52</td>\n",
       "      <td>32</td>\n",
       "      <td>-5.90</td>\n",
       "      <td>27</td>\n",
       "      <td>1.14</td>\n",
       "      <td>1</td>\n",
       "      <td>0.14</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-draw</th>\n",
       "      <td>-8.66</td>\n",
       "      <td>24</td>\n",
       "      <td>6.58</td>\n",
       "      <td>20</td>\n",
       "      <td>7.35</td>\n",
       "      <td>27</td>\n",
       "      <td>-1.00</td>\n",
       "      <td>1</td>\n",
       "      <td>2.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-away</th>\n",
       "      <td>-3.34</td>\n",
       "      <td>10</td>\n",
       "      <td>-6.34</td>\n",
       "      <td>11</td>\n",
       "      <td>1.07</td>\n",
       "      <td>32</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0</td>\n",
       "      <td>0.07</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "           P_00  C_00  P_01  C_01  P_02  C_02     P  C  Total\n",
       "odds-home  5.55    25 -0.52    32 -5.90    27  1.14  1   0.14\n",
       "odds-draw -8.66    24  6.58    20  7.35    27 -1.00  1   2.00\n",
       "odds-away -3.34    10 -6.34    11  1.07    32  0.00  0   0.07"
      ]
     },
     "execution_count": 8,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "evaluate(clfs, x_val, y_val)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [],
   "source": [
    "import glob\n",
    "leagues = glob.glob('data/*_processed.csv')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "data\\D1_processed.csv\n"
     ]
    },
    {
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>P_00</th>\n",
       "      <th>C_00</th>\n",
       "      <th>P_01</th>\n",
       "      <th>C_01</th>\n",
       "      <th>P_02</th>\n",
       "      <th>C_02</th>\n",
       "      <th>P</th>\n",
       "      <th>C</th>\n",
       "      <th>Total</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>odds-home</th>\n",
       "      <td>11.06</td>\n",
       "      <td>37</td>\n",
       "      <td>3.37</td>\n",
       "      <td>35</td>\n",
       "      <td>3.81</td>\n",
       "      <td>18</td>\n",
       "      <td>6.14</td>\n",
       "      <td>8</td>\n",
       "      <td>14.430000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-draw</th>\n",
       "      <td>6.29</td>\n",
       "      <td>15</td>\n",
       "      <td>-0.41</td>\n",
       "      <td>8</td>\n",
       "      <td>-6.82</td>\n",
       "      <td>14</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0</td>\n",
       "      <td>14.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-away</th>\n",
       "      <td>1.54</td>\n",
       "      <td>14</td>\n",
       "      <td>3.77</td>\n",
       "      <td>24</td>\n",
       "      <td>19.66</td>\n",
       "      <td>31</td>\n",
       "      <td>8.29</td>\n",
       "      <td>6</td>\n",
       "      <td>1.030714</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "            P_00  C_00  P_01  C_01   P_02  C_02     P  C      Total\n",
       "odds-home  11.06    37  3.37    35   3.81    18  6.14  8  14.430000\n",
       "odds-draw   6.29    15 -0.41     8  -6.82    14  0.00  0  14.000000\n",
       "odds-away   1.54    14  3.77    24  19.66    31  8.29  6   1.030714"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "data\\E0_processed.csv\n"
     ]
    },
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>P_00</th>\n",
       "      <th>C_00</th>\n",
       "      <th>P_01</th>\n",
       "      <th>C_01</th>\n",
       "      <th>P_02</th>\n",
       "      <th>C_02</th>\n",
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       "      <th>C</th>\n",
       "      <th>Total</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>odds-home</th>\n",
       "      <td>5.55</td>\n",
       "      <td>25</td>\n",
       "      <td>-0.52</td>\n",
       "      <td>32</td>\n",
       "      <td>-5.90</td>\n",
       "      <td>27</td>\n",
       "      <td>1.14</td>\n",
       "      <td>1</td>\n",
       "      <td>0.14</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-draw</th>\n",
       "      <td>-8.66</td>\n",
       "      <td>24</td>\n",
       "      <td>6.58</td>\n",
       "      <td>20</td>\n",
       "      <td>7.35</td>\n",
       "      <td>27</td>\n",
       "      <td>-1.00</td>\n",
       "      <td>1</td>\n",
       "      <td>2.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-away</th>\n",
       "      <td>-3.34</td>\n",
       "      <td>10</td>\n",
       "      <td>-6.34</td>\n",
       "      <td>11</td>\n",
       "      <td>1.07</td>\n",
       "      <td>32</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0</td>\n",
       "      <td>0.07</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
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      ],
      "text/plain": [
       "           P_00  C_00  P_01  C_01  P_02  C_02     P  C  Total\n",
       "odds-home  5.55    25 -0.52    32 -5.90    27  1.14  1   0.14\n",
       "odds-draw -8.66    24  6.58    20  7.35    27 -1.00  1   2.00\n",
       "odds-away -3.34    10 -6.34    11  1.07    32  0.00  0   0.07"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "data\\F1_processed.csv\n"
     ]
    },
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>P_00</th>\n",
       "      <th>C_00</th>\n",
       "      <th>P_01</th>\n",
       "      <th>C_01</th>\n",
       "      <th>P_02</th>\n",
       "      <th>C_02</th>\n",
       "      <th>P</th>\n",
       "      <th>C</th>\n",
       "      <th>Total</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>odds-home</th>\n",
       "      <td>-4.07</td>\n",
       "      <td>30</td>\n",
       "      <td>-3.90</td>\n",
       "      <td>25</td>\n",
       "      <td>-2.82</td>\n",
       "      <td>33</td>\n",
       "      <td>4.64</td>\n",
       "      <td>4</td>\n",
       "      <td>-0.260000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-draw</th>\n",
       "      <td>-6.73</td>\n",
       "      <td>22</td>\n",
       "      <td>-5.22</td>\n",
       "      <td>29</td>\n",
       "      <td>8.57</td>\n",
       "      <td>44</td>\n",
       "      <td>-1.90</td>\n",
       "      <td>5</td>\n",
       "      <td>12.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-away</th>\n",
       "      <td>-8.68</td>\n",
       "      <td>26</td>\n",
       "      <td>-8.90</td>\n",
       "      <td>12</td>\n",
       "      <td>3.50</td>\n",
       "      <td>8</td>\n",
       "      <td>-3.00</td>\n",
       "      <td>3</td>\n",
       "      <td>-0.021667</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "           P_00  C_00  P_01  C_01  P_02  C_02     P  C      Total\n",
       "odds-home -4.07    30 -3.90    25 -2.82    33  4.64  4  -0.260000\n",
       "odds-draw -6.73    22 -5.22    29  8.57    44 -1.90  5  12.000000\n",
       "odds-away -8.68    26 -8.90    12  3.50     8 -3.00  3  -0.021667"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "data\\I1_processed.csv\n"
     ]
    },
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       "      <th></th>\n",
       "      <th>P_00</th>\n",
       "      <th>C_00</th>\n",
       "      <th>P_01</th>\n",
       "      <th>C_01</th>\n",
       "      <th>P_02</th>\n",
       "      <th>C_02</th>\n",
       "      <th>P</th>\n",
       "      <th>C</th>\n",
       "      <th>Total</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>odds-home</th>\n",
       "      <td>-1.96</td>\n",
       "      <td>28</td>\n",
       "      <td>-10.48</td>\n",
       "      <td>26</td>\n",
       "      <td>-2.99</td>\n",
       "      <td>25</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0</td>\n",
       "      <td>3.5400</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-draw</th>\n",
       "      <td>5.74</td>\n",
       "      <td>17</td>\n",
       "      <td>3.69</td>\n",
       "      <td>18</td>\n",
       "      <td>-1.48</td>\n",
       "      <td>27</td>\n",
       "      <td>2.20</td>\n",
       "      <td>1</td>\n",
       "      <td>8.0000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-away</th>\n",
       "      <td>-3.61</td>\n",
       "      <td>43</td>\n",
       "      <td>-4.18</td>\n",
       "      <td>35</td>\n",
       "      <td>7.98</td>\n",
       "      <td>36</td>\n",
       "      <td>1.34</td>\n",
       "      <td>7</td>\n",
       "      <td>0.4425</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
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      ],
      "text/plain": [
       "           P_00  C_00   P_01  C_01  P_02  C_02     P  C   Total\n",
       "odds-home -1.96    28 -10.48    26 -2.99    25  0.00  0  3.5400\n",
       "odds-draw  5.74    17   3.69    18 -1.48    27  2.20  1  8.0000\n",
       "odds-away -3.61    43  -4.18    35  7.98    36  1.34  7  0.4425"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "data\\SC0_processed.csv\n"
     ]
    },
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       "\n",
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       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>P_00</th>\n",
       "      <th>C_00</th>\n",
       "      <th>P_01</th>\n",
       "      <th>C_01</th>\n",
       "      <th>P_02</th>\n",
       "      <th>C_02</th>\n",
       "      <th>P</th>\n",
       "      <th>C</th>\n",
       "      <th>Total</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>odds-home</th>\n",
       "      <td>-6.90</td>\n",
       "      <td>24</td>\n",
       "      <td>-4.40</td>\n",
       "      <td>10</td>\n",
       "      <td>0.84</td>\n",
       "      <td>23</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>1</td>\n",
       "      <td>-2.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-draw</th>\n",
       "      <td>3.29</td>\n",
       "      <td>7</td>\n",
       "      <td>-10.00</td>\n",
       "      <td>10</td>\n",
       "      <td>6.08</td>\n",
       "      <td>4</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>2.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-away</th>\n",
       "      <td>-7.83</td>\n",
       "      <td>15</td>\n",
       "      <td>-8.28</td>\n",
       "      <td>27</td>\n",
       "      <td>-1.67</td>\n",
       "      <td>17</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>1</td>\n",
       "      <td>-1.0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "           P_00  C_00   P_01  C_01  P_02  C_02    P  C  Total\n",
       "odds-home -6.90    24  -4.40    10  0.84    23 -1.0  1   -2.0\n",
       "odds-draw  3.29     7 -10.00    10  6.08     4  0.0  0    2.0\n",
       "odds-away -7.83    15  -8.28    27 -1.67    17 -1.0  1   -1.0"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "data\\SP1_processed.csv\n"
     ]
    },
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
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       "\n",
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       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>P_00</th>\n",
       "      <th>C_00</th>\n",
       "      <th>P_01</th>\n",
       "      <th>C_01</th>\n",
       "      <th>P_02</th>\n",
       "      <th>C_02</th>\n",
       "      <th>P</th>\n",
       "      <th>C</th>\n",
       "      <th>Total</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>odds-home</th>\n",
       "      <td>-5.71</td>\n",
       "      <td>41</td>\n",
       "      <td>-0.24</td>\n",
       "      <td>28</td>\n",
       "      <td>10.14</td>\n",
       "      <td>34</td>\n",
       "      <td>-0.90</td>\n",
       "      <td>4</td>\n",
       "      <td>4.350000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-draw</th>\n",
       "      <td>-4.89</td>\n",
       "      <td>33</td>\n",
       "      <td>8.27</td>\n",
       "      <td>40</td>\n",
       "      <td>13.00</td>\n",
       "      <td>18</td>\n",
       "      <td>6.25</td>\n",
       "      <td>4</td>\n",
       "      <td>9.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-away</th>\n",
       "      <td>-2.38</td>\n",
       "      <td>9</td>\n",
       "      <td>-4.75</td>\n",
       "      <td>7</td>\n",
       "      <td>-8.00</td>\n",
       "      <td>26</td>\n",
       "      <td>-1.00</td>\n",
       "      <td>1</td>\n",
       "      <td>0.483333</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "           P_00  C_00  P_01  C_01   P_02  C_02     P  C     Total\n",
       "odds-home -5.71    41 -0.24    28  10.14    34 -0.90  4  4.350000\n",
       "odds-draw -4.89    33  8.27    40  13.00    18  6.25  4  9.000000\n",
       "odds-away -2.38     9 -4.75     7  -8.00    26 -1.00  1  0.483333"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "total = None\n",
    "for league in leagues:\n",
    "    print (league)\n",
    "    x_train, y_train, x_val, y_val = hyperas_nb.data(league, drop_shots=False)\n",
    "    _, clfs = train()\n",
    "    d = evaluate(clfs, x_val, y_val, agree_odds=2, agree=2)\n",
    "    if total is None:\n",
    "        total = d\n",
    "    else:\n",
    "        total = total + d\n",
    "    display(d)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>P_00</th>\n",
       "      <th>C_00</th>\n",
       "      <th>P_01</th>\n",
       "      <th>C_01</th>\n",
       "      <th>P_02</th>\n",
       "      <th>C_02</th>\n",
       "      <th>P</th>\n",
       "      <th>C</th>\n",
       "      <th>Total</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>odds-home</th>\n",
       "      <td>-2.03</td>\n",
       "      <td>185</td>\n",
       "      <td>-16.17</td>\n",
       "      <td>156</td>\n",
       "      <td>3.08</td>\n",
       "      <td>160</td>\n",
       "      <td>10.02</td>\n",
       "      <td>18</td>\n",
       "      <td>20.200000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-draw</th>\n",
       "      <td>-4.96</td>\n",
       "      <td>118</td>\n",
       "      <td>2.91</td>\n",
       "      <td>125</td>\n",
       "      <td>26.70</td>\n",
       "      <td>134</td>\n",
       "      <td>5.55</td>\n",
       "      <td>11</td>\n",
       "      <td>47.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-away</th>\n",
       "      <td>-24.30</td>\n",
       "      <td>117</td>\n",
       "      <td>-28.68</td>\n",
       "      <td>116</td>\n",
       "      <td>22.54</td>\n",
       "      <td>150</td>\n",
       "      <td>4.63</td>\n",
       "      <td>18</td>\n",
       "      <td>1.004881</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "            P_00  C_00   P_01  C_01   P_02  C_02      P   C      Total\n",
       "odds-home  -2.03   185 -16.17   156   3.08   160  10.02  18  20.200000\n",
       "odds-draw  -4.96   118   2.91   125  26.70   134   5.55  11  47.000000\n",
       "odds-away -24.30   117 -28.68   116  22.54   150   4.63  18   1.004881"
      ]
     },
     "execution_count": 11,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "total"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "42.97872340425533"
      ]
     },
     "execution_count": 12,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "total.P.sum() / total.C.sum() * 100"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {},
   "outputs": [],
   "source": [
    "from hyperopt import Trials, STATUS_OK, tpe\n",
    "from hyperas import optim\n",
    "from hyperas.distributions import choice, uniform"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "metadata": {},
   "outputs": [],
   "source": [
    "def data():\n",
    "    # empty because we read it within the train function\n",
    "    return None, None, None, None\n",
    "    \n",
    "def cross_train(x_train, y_train, x_val, y_val):\n",
    "    import glob\n",
    "    import xgboost\n",
    "\n",
    "    from sklearn.model_selection import KFold\n",
    "    from IPython.display import clear_output\n",
    "\n",
    "    kfold = KFold(n_splits=3, random_state=42)    \n",
    "    \n",
    "    leagues = glob.glob('data/*_processed.csv')\n",
    "    \n",
    "    clear_output()\n",
    "\n",
    "    \n",
    "    total = 0\n",
    "    all_clfs = []\n",
    "\n",
    "    for league in leagues:\n",
    "        x_train, y_train, x_val, y_val = hyperas_nb.data(league)\n",
    "\n",
    "        sub_total = 0\n",
    "        clfs = []\n",
    "        for i, (trainidx, testidx) in enumerate(list(kfold.split(x_train))):\n",
    "            xx_train = x_train.iloc[trainidx]\n",
    "            x_test = x_train.iloc[testidx]\n",
    "\n",
    "            yy_train = y_train.iloc[trainidx]\n",
    "            yy_labels = yy_train.clip(0,1).values.argmax(axis=1)\n",
    "\n",
    "            y_test = y_train.iloc[testidx]\n",
    "            y_labels = y_train.clip(0,1).values.argmax(axis=1)\n",
    "\n",
    "            clf = xgboost.XGBClassifier(base_score={{uniform(0,1)}},\n",
    "                                        max_depth= 2,\n",
    "                                        learning_rate={{uniform(0.01,0.3)}},\n",
    "                                        n_estimators= {{choice([50,100,150,200,250,300])}},\n",
    "                                        gamma = {{ uniform(0,1) }})\n",
    "            clf.fit(xx_train, yy_labels)  \n",
    "\n",
    "            clfs.append(clf)\n",
    "\n",
    "            y_pred = clf.predict_proba(x_test)\n",
    "            odds = np.abs(y_test)\n",
    "            profit = ( y_pred > (1 / odds + 0.05)) * (odds * y_test.clip(0,1) - 1)\n",
    "            acc = profit.sum().iloc[:2].sum()\n",
    "            sub_total += acc\n",
    "        print (league, sub_total)\n",
    "            \n",
    "        all_clfs.append(clfs)\n",
    "        total = total + sub_total\n",
    "    return {'loss': -total, 'status': STATUS_OK, 'model': all_clfs}"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "XGBClassifier(base_score=0.5, booster='gbtree', colsample_bylevel=1,\n",
       "       colsample_bynode=1, colsample_bytree=1, gamma=0, learning_rate=0.1,\n",
       "       max_delta_step=0, max_depth=3, min_child_weight=1, missing=None,\n",
       "       n_estimators=100, n_jobs=1, nthread=None,\n",
       "       objective='binary:logistic', random_state=0, reg_alpha=0,\n",
       "       reg_lambda=1, scale_pos_weight=1, seed=None, silent=None,\n",
       "       subsample=1, verbosity=1)"
      ]
     },
     "execution_count": 15,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "xgboost.XGBClassifier()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "data\\D1_processed.csv                                                                                                  \n",
      "-77.93000000000006                                                                                                     \n",
      "data\\E0_processed.csv                                                                                                  \n",
      "12.81999999999999                                                                                                      \n",
      "data\\F1_processed.csv                                                                                                  \n",
      "27.11000000000002                                                                                                      \n",
      "data\\I1_processed.csv                                                                                                  \n",
      "-19.749999999999982                                                                                                    \n",
      "data\\SC0_processed.csv                                                                                                 \n",
      "-85.82000000000002                                                                                                     \n",
      "data\\SP1_processed.csv                                                                                                 \n",
      "-40.02000000000001                                                                                                     \n",
      "100%|████████████████████████████████████████████████████| 50/50 [12:21<00:00, 13.10s/it, best loss: 44.32000000000001]\n"
     ]
    }
   ],
   "source": [
    "cross_trials = Trials()\n",
    "best_run3, best_model3 = optim.minimize(model=cross_train,\n",
    "                                        data=data,\n",
    "                                        algo=tpe.suggest,\n",
    "                                        max_evals=50,\n",
    "                                        trials=cross_trials,\n",
    "                                        notebook_name=\"scikit\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 17,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "{'base_score': 0.6108563941804438,\n",
       " 'gamma': 0.9608812210263653,\n",
       " 'learning_rate': 0.1414098890581527,\n",
       " 'n_estimators': 4}"
      ]
     },
     "execution_count": 17,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "best_run3"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 18,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "data\\D1_processed.csv\n"
     ]
    },
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
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       "\n",
       "    .dataframe tbody tr th {\n",
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       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>P_00</th>\n",
       "      <th>C_00</th>\n",
       "      <th>P_01</th>\n",
       "      <th>C_01</th>\n",
       "      <th>P_02</th>\n",
       "      <th>C_02</th>\n",
       "      <th>P</th>\n",
       "      <th>C</th>\n",
       "      <th>Total</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>odds-home</th>\n",
       "      <td>10.71</td>\n",
       "      <td>38</td>\n",
       "      <td>3.90</td>\n",
       "      <td>33</td>\n",
       "      <td>6.26</td>\n",
       "      <td>18</td>\n",
       "      <td>4.55</td>\n",
       "      <td>6</td>\n",
       "      <td>13.840000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-draw</th>\n",
       "      <td>9.89</td>\n",
       "      <td>15</td>\n",
       "      <td>5.79</td>\n",
       "      <td>10</td>\n",
       "      <td>-8.82</td>\n",
       "      <td>16</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0</td>\n",
       "      <td>11.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-away</th>\n",
       "      <td>4.54</td>\n",
       "      <td>15</td>\n",
       "      <td>6.77</td>\n",
       "      <td>21</td>\n",
       "      <td>17.27</td>\n",
       "      <td>30</td>\n",
       "      <td>9.29</td>\n",
       "      <td>5</td>\n",
       "      <td>1.258182</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "            P_00  C_00  P_01  C_01   P_02  C_02     P  C      Total\n",
       "odds-home  10.71    38  3.90    33   6.26    18  4.55  6  13.840000\n",
       "odds-draw   9.89    15  5.79    10  -8.82    16  0.00  0  11.000000\n",
       "odds-away   4.54    15  6.77    21  17.27    30  9.29  5   1.258182"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "data\\E0_processed.csv\n"
     ]
    },
    {
     "data": {
      "text/html": [
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       "  <thead>\n",
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       "      <th></th>\n",
       "      <th>P_00</th>\n",
       "      <th>C_00</th>\n",
       "      <th>P_01</th>\n",
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       "      <th>P_02</th>\n",
       "      <th>C_02</th>\n",
       "      <th>P</th>\n",
       "      <th>C</th>\n",
       "      <th>Total</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>odds-home</th>\n",
       "      <td>-1.21</td>\n",
       "      <td>28</td>\n",
       "      <td>-2.22</td>\n",
       "      <td>33</td>\n",
       "      <td>-0.69</td>\n",
       "      <td>30</td>\n",
       "      <td>1.14</td>\n",
       "      <td>1</td>\n",
       "      <td>-0.860000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-draw</th>\n",
       "      <td>-7.37</td>\n",
       "      <td>26</td>\n",
       "      <td>11.81</td>\n",
       "      <td>28</td>\n",
       "      <td>13.75</td>\n",
       "      <td>34</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0</td>\n",
       "      <td>3.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-away</th>\n",
       "      <td>-4.34</td>\n",
       "      <td>11</td>\n",
       "      <td>-4.84</td>\n",
       "      <td>13</td>\n",
       "      <td>-0.33</td>\n",
       "      <td>37</td>\n",
       "      <td>-2.00</td>\n",
       "      <td>2</td>\n",
       "      <td>-0.286667</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "           P_00  C_00   P_01  C_01   P_02  C_02     P  C     Total\n",
       "odds-home -1.21    28  -2.22    33  -0.69    30  1.14  1 -0.860000\n",
       "odds-draw -7.37    26  11.81    28  13.75    34  0.00  0  3.000000\n",
       "odds-away -4.34    11  -4.84    13  -0.33    37 -2.00  2 -0.286667"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "data\\F1_processed.csv\n"
     ]
    },
    {
     "data": {
      "text/html": [
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       "    .dataframe tbody tr th:only-of-type {\n",
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>P_00</th>\n",
       "      <th>C_00</th>\n",
       "      <th>P_01</th>\n",
       "      <th>C_01</th>\n",
       "      <th>P_02</th>\n",
       "      <th>C_02</th>\n",
       "      <th>P</th>\n",
       "      <th>C</th>\n",
       "      <th>Total</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>odds-home</th>\n",
       "      <td>-2.50</td>\n",
       "      <td>29</td>\n",
       "      <td>-9.43</td>\n",
       "      <td>33</td>\n",
       "      <td>-0.68</td>\n",
       "      <td>35</td>\n",
       "      <td>5.64</td>\n",
       "      <td>3</td>\n",
       "      <td>-0.260000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-draw</th>\n",
       "      <td>-4.53</td>\n",
       "      <td>23</td>\n",
       "      <td>-10.72</td>\n",
       "      <td>29</td>\n",
       "      <td>7.97</td>\n",
       "      <td>41</td>\n",
       "      <td>-2.90</td>\n",
       "      <td>6</td>\n",
       "      <td>12.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-away</th>\n",
       "      <td>-10.68</td>\n",
       "      <td>26</td>\n",
       "      <td>-9.80</td>\n",
       "      <td>16</td>\n",
       "      <td>1.50</td>\n",
       "      <td>10</td>\n",
       "      <td>-3.00</td>\n",
       "      <td>3</td>\n",
       "      <td>-0.021667</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "            P_00  C_00   P_01  C_01  P_02  C_02     P  C      Total\n",
       "odds-home  -2.50    29  -9.43    33 -0.68    35  5.64  3  -0.260000\n",
       "odds-draw  -4.53    23 -10.72    29  7.97    41 -2.90  6  12.000000\n",
       "odds-away -10.68    26  -9.80    16  1.50    10 -3.00  3  -0.021667"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "data\\I1_processed.csv\n"
     ]
    },
    {
     "data": {
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       "      <th></th>\n",
       "      <th>P_00</th>\n",
       "      <th>C_00</th>\n",
       "      <th>P_01</th>\n",
       "      <th>C_01</th>\n",
       "      <th>P_02</th>\n",
       "      <th>C_02</th>\n",
       "      <th>P</th>\n",
       "      <th>C</th>\n",
       "      <th>Total</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>odds-home</th>\n",
       "      <td>-6.96</td>\n",
       "      <td>33</td>\n",
       "      <td>-12.30</td>\n",
       "      <td>31</td>\n",
       "      <td>-4.80</td>\n",
       "      <td>23</td>\n",
       "      <td>-1.00</td>\n",
       "      <td>1</td>\n",
       "      <td>-3.610000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-draw</th>\n",
       "      <td>2.04</td>\n",
       "      <td>18</td>\n",
       "      <td>6.48</td>\n",
       "      <td>19</td>\n",
       "      <td>5.02</td>\n",
       "      <td>24</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0</td>\n",
       "      <td>6.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-away</th>\n",
       "      <td>-5.85</td>\n",
       "      <td>41</td>\n",
       "      <td>-8.14</td>\n",
       "      <td>46</td>\n",
       "      <td>3.33</td>\n",
       "      <td>37</td>\n",
       "      <td>-2.61</td>\n",
       "      <td>5</td>\n",
       "      <td>-0.601667</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "           P_00  C_00   P_01  C_01  P_02  C_02     P  C     Total\n",
       "odds-home -6.96    33 -12.30    31 -4.80    23 -1.00  1 -3.610000\n",
       "odds-draw  2.04    18   6.48    19  5.02    24  0.00  0  6.000000\n",
       "odds-away -5.85    41  -8.14    46  3.33    37 -2.61  5 -0.601667"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "data\\SC0_processed.csv\n"
     ]
    },
    {
     "data": {
      "text/html": [
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>P_00</th>\n",
       "      <th>C_00</th>\n",
       "      <th>P_01</th>\n",
       "      <th>C_01</th>\n",
       "      <th>P_02</th>\n",
       "      <th>C_02</th>\n",
       "      <th>P</th>\n",
       "      <th>C</th>\n",
       "      <th>Total</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>odds-home</th>\n",
       "      <td>-9.10</td>\n",
       "      <td>28</td>\n",
       "      <td>-3.45</td>\n",
       "      <td>11</td>\n",
       "      <td>4.44</td>\n",
       "      <td>23</td>\n",
       "      <td>-2.0</td>\n",
       "      <td>2</td>\n",
       "      <td>-3.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-draw</th>\n",
       "      <td>4.29</td>\n",
       "      <td>6</td>\n",
       "      <td>-8.00</td>\n",
       "      <td>8</td>\n",
       "      <td>3.58</td>\n",
       "      <td>3</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>3.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-away</th>\n",
       "      <td>-5.83</td>\n",
       "      <td>13</td>\n",
       "      <td>-3.99</td>\n",
       "      <td>26</td>\n",
       "      <td>-3.67</td>\n",
       "      <td>19</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>1</td>\n",
       "      <td>-1.0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "           P_00  C_00  P_01  C_01  P_02  C_02    P  C  Total\n",
       "odds-home -9.10    28 -3.45    11  4.44    23 -2.0  2   -3.0\n",
       "odds-draw  4.29     6 -8.00     8  3.58     3  0.0  0    3.0\n",
       "odds-away -5.83    13 -3.99    26 -3.67    19 -1.0  1   -1.0"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "data\\SP1_processed.csv\n"
     ]
    },
    {
     "data": {
      "text/html": [
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>P_00</th>\n",
       "      <th>C_00</th>\n",
       "      <th>P_01</th>\n",
       "      <th>C_01</th>\n",
       "      <th>P_02</th>\n",
       "      <th>C_02</th>\n",
       "      <th>P</th>\n",
       "      <th>C</th>\n",
       "      <th>Total</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>odds-home</th>\n",
       "      <td>-6.25</td>\n",
       "      <td>49</td>\n",
       "      <td>2.33</td>\n",
       "      <td>28</td>\n",
       "      <td>3.85</td>\n",
       "      <td>47</td>\n",
       "      <td>0.10</td>\n",
       "      <td>3</td>\n",
       "      <td>5.35000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-draw</th>\n",
       "      <td>-1.94</td>\n",
       "      <td>34</td>\n",
       "      <td>3.02</td>\n",
       "      <td>42</td>\n",
       "      <td>18.74</td>\n",
       "      <td>24</td>\n",
       "      <td>7.25</td>\n",
       "      <td>3</td>\n",
       "      <td>8.00000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-away</th>\n",
       "      <td>-5.09</td>\n",
       "      <td>15</td>\n",
       "      <td>-7.75</td>\n",
       "      <td>10</td>\n",
       "      <td>-8.56</td>\n",
       "      <td>28</td>\n",
       "      <td>-2.00</td>\n",
       "      <td>2</td>\n",
       "      <td>0.66875</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "           P_00  C_00  P_01  C_01   P_02  C_02     P  C    Total\n",
       "odds-home -6.25    49  2.33    28   3.85    47  0.10  3  5.35000\n",
       "odds-draw -1.94    34  3.02    42  18.74    24  7.25  3  8.00000\n",
       "odds-away -5.09    15 -7.75    10  -8.56    28 -2.00  2  0.66875"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "total = None\n",
    "for league, model in zip(leagues, best_model3):\n",
    "    print (league)\n",
    "    x_train, y_train, x_val, y_val = hyperas_nb.data(league, drop_shots=False)\n",
    "    \n",
    "    d = evaluate(model, x_val, y_val)\n",
    "    if total is None:\n",
    "        total = d\n",
    "    else:\n",
    "        total = total + d\n",
    "    display(d)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 19,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>P_00</th>\n",
       "      <th>C_00</th>\n",
       "      <th>P_01</th>\n",
       "      <th>C_01</th>\n",
       "      <th>P_02</th>\n",
       "      <th>C_02</th>\n",
       "      <th>P</th>\n",
       "      <th>C</th>\n",
       "      <th>Total</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>odds-home</th>\n",
       "      <td>-15.31</td>\n",
       "      <td>205</td>\n",
       "      <td>-21.17</td>\n",
       "      <td>169</td>\n",
       "      <td>8.38</td>\n",
       "      <td>176</td>\n",
       "      <td>8.43</td>\n",
       "      <td>16</td>\n",
       "      <td>11.460000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-draw</th>\n",
       "      <td>2.38</td>\n",
       "      <td>122</td>\n",
       "      <td>8.38</td>\n",
       "      <td>136</td>\n",
       "      <td>40.24</td>\n",
       "      <td>142</td>\n",
       "      <td>4.35</td>\n",
       "      <td>9</td>\n",
       "      <td>43.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-away</th>\n",
       "      <td>-27.25</td>\n",
       "      <td>121</td>\n",
       "      <td>-27.75</td>\n",
       "      <td>132</td>\n",
       "      <td>9.54</td>\n",
       "      <td>161</td>\n",
       "      <td>-1.32</td>\n",
       "      <td>18</td>\n",
       "      <td>0.016932</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "            P_00  C_00   P_01  C_01   P_02  C_02     P   C      Total\n",
       "odds-home -15.31   205 -21.17   169   8.38   176  8.43  16  11.460000\n",
       "odds-draw   2.38   122   8.38   136  40.24   142  4.35   9  43.000000\n",
       "odds-away -27.25   121 -27.75   132   9.54   161 -1.32  18   0.016932"
      ]
     },
     "execution_count": 19,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "total"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 20,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "26.651162790697676"
      ]
     },
     "execution_count": 20,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "total.P.sum() / total.C.sum() * 100"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 21,
   "metadata": {},
   "outputs": [],
   "source": [
    "def data():\n",
    "    # empty because we read it within the train function\n",
    "    return None, None, None, None\n",
    "    \n",
    "def cross_cross_train(x_train, y_train, x_val, y_val):\n",
    "    import glob\n",
    "    import xgboost\n",
    "\n",
    "    from sklearn.model_selection import KFold\n",
    "    from IPython.display import clear_output\n",
    "    \n",
    "    from ipynb.fs.defs.scikit import evaluate\n",
    "\n",
    "    kfold = KFold(n_splits=3, random_state=42)    \n",
    "    \n",
    "    leagues = glob.glob('data/*_processed.csv')\n",
    "    \n",
    "    clear_output()\n",
    "    \n",
    "    total = 0\n",
    "    all_clfs = []\n",
    "\n",
    "\n",
    "    for league in leagues:\n",
    "        x_train, y_train, x_val, y_val = hyperas_nb.data(league, drop_shots=False)\n",
    "\n",
    "        sub_total = 0\n",
    "        clfs = []\n",
    "        for i, (trainidx, testidx) in enumerate(list(kfold.split(x_train))):\n",
    "            xx_train = x_train.iloc[trainidx]\n",
    "            x_test = x_train.iloc[testidx]\n",
    "\n",
    "            yy_train = y_train.iloc[trainidx]\n",
    "            yy_labels = yy_train.clip(0,1).values.argmax(axis=1)\n",
    "\n",
    "            y_test = y_train.iloc[testidx]\n",
    "            y_labels = y_train.clip(0,1).values.argmax(axis=1)\n",
    "            \n",
    "            base_score={{uniform(0,1)}}\n",
    "            max_depth= {{choice([1,2,3,4,5,6])}}\n",
    "            learning_rate={{uniform(0.01,0.3)}}\n",
    "            n_estimators= {{choice([50,100,150,200,250,300])}}\n",
    "            gamma = {{ uniform(0,1) }}\n",
    "            \n",
    "            iclfs = []\n",
    "            for j, (ttrainidx, ttestidx) in enumerate(list(kfold.split(xx_train))):\n",
    "                xxx_train = xx_train.iloc[ttrainidx]\n",
    "                yyy_labels = yy_labels[ttrainidx]\n",
    "                \n",
    "                clf = xgboost.XGBClassifier(nthread=4,\n",
    "                                            base_score=base_score,\n",
    "                                            max_depth=max_depth,\n",
    "                                            learning_rate=learning_rate,\n",
    "                                            n_estimators= n_estimators,\n",
    "                                            gamma = gamma)\n",
    "\n",
    "                clf.fit(xxx_train, yyy_labels)\n",
    "                iclfs.append(clf)\n",
    "                \n",
    "            d = evaluate(iclfs, x_test, y_test)\n",
    "            # display(d)\n",
    "            \n",
    "            acc = d.P.sum()\n",
    "\n",
    "            clf = xgboost.XGBClassifier(nthread=4,\n",
    "                                        base_score=base_score,\n",
    "                                        max_depth=max_depth,\n",
    "                                        learning_rate=learning_rate,\n",
    "                                        n_estimators= n_estimators,\n",
    "                                        gamma = gamma)\n",
    "\n",
    "            clf.fit(xx_train, yy_labels)  \n",
    "            clfs.append(clf)\n",
    "\n",
    "            sub_total += acc\n",
    "        print (league, sub_total)\n",
    "            \n",
    "        all_clfs.append(clfs)\n",
    "        total = total + sub_total\n",
    "    return {'loss': -total, 'status': STATUS_OK, 'model': all_clfs}"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 22,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "data\\D1_processed.csv                                                                                                  \n",
      "32.17999999999999                                                                                                      \n",
      "data\\E0_processed.csv                                                                                                  \n",
      "-20.43                                                                                                                 \n",
      "data\\F1_processed.csv                                                                                                  \n",
      "-19.590000000000003                                                                                                    \n",
      "data\\I1_processed.csv                                                                                                  \n",
      "-3.21                                                                                                                  \n",
      "data\\SC0_processed.csv                                                                                                 \n",
      "7.849999999999997                                                                                                      \n",
      "data\\SP1_processed.csv                                                                                                 \n",
      "-9.87                                                                                                                  \n",
      "100%|██████████████████████████████████████████████████| 50/50 [25:28<00:00, 31.98s/it, best loss: -128.89000000000001]\n"
     ]
    }
   ],
   "source": [
    "cross_cross_trials = Trials()\n",
    "best_run, best_model = optim.minimize(model=cross_cross_train,\n",
    "                                        data=data,\n",
    "                                        algo=tpe.suggest,\n",
    "                                        max_evals=50,\n",
    "                                        trials=cross_cross_trials,\n",
    "                                        notebook_name=\"scikit\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 23,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "{'base_score': 0.8729022165378107,\n",
       " 'gamma': 0.15655581891240672,\n",
       " 'learning_rate': 0.0993798830584434,\n",
       " 'max_depth': 1,\n",
       " 'n_estimators': 4}"
      ]
     },
     "execution_count": 23,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "best_run"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 24,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "data\\D1_processed.csv\n"
     ]
    },
    {
     "data": {
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>P_00</th>\n",
       "      <th>C_00</th>\n",
       "      <th>P_01</th>\n",
       "      <th>C_01</th>\n",
       "      <th>P_02</th>\n",
       "      <th>C_02</th>\n",
       "      <th>P</th>\n",
       "      <th>C</th>\n",
       "      <th>Total</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>odds-home</th>\n",
       "      <td>15.06</td>\n",
       "      <td>43</td>\n",
       "      <td>7.00</td>\n",
       "      <td>41</td>\n",
       "      <td>4.91</td>\n",
       "      <td>28</td>\n",
       "      <td>6.59</td>\n",
       "      <td>10</td>\n",
       "      <td>14.880000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-draw</th>\n",
       "      <td>-0.53</td>\n",
       "      <td>24</td>\n",
       "      <td>-0.73</td>\n",
       "      <td>25</td>\n",
       "      <td>-1.53</td>\n",
       "      <td>22</td>\n",
       "      <td>1.00</td>\n",
       "      <td>4</td>\n",
       "      <td>18.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-away</th>\n",
       "      <td>1.32</td>\n",
       "      <td>25</td>\n",
       "      <td>5.42</td>\n",
       "      <td>30</td>\n",
       "      <td>3.51</td>\n",
       "      <td>44</td>\n",
       "      <td>7.29</td>\n",
       "      <td>4</td>\n",
       "      <td>0.826667</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "            P_00  C_00  P_01  C_01  P_02  C_02     P   C      Total\n",
       "odds-home  15.06    43  7.00    41  4.91    28  6.59  10  14.880000\n",
       "odds-draw  -0.53    24 -0.73    25 -1.53    22  1.00   4  18.000000\n",
       "odds-away   1.32    25  5.42    30  3.51    44  7.29   4   0.826667"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "data\\E0_processed.csv\n"
     ]
    },
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       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>odds-home</th>\n",
       "      <td>2.23</td>\n",
       "      <td>40</td>\n",
       "      <td>-1.04</td>\n",
       "      <td>43</td>\n",
       "      <td>0.84</td>\n",
       "      <td>38</td>\n",
       "      <td>0.14</td>\n",
       "      <td>2</td>\n",
       "      <td>-5.8600</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-draw</th>\n",
       "      <td>-1.42</td>\n",
       "      <td>35</td>\n",
       "      <td>8.89</td>\n",
       "      <td>41</td>\n",
       "      <td>3.69</td>\n",
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       "      <td>3</td>\n",
       "      <td>8.0000</td>\n",
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       "    <tr>\n",
       "      <th>odds-away</th>\n",
       "      <td>-1.10</td>\n",
       "      <td>21</td>\n",
       "      <td>-10.34</td>\n",
       "      <td>20</td>\n",
       "      <td>7.64</td>\n",
       "      <td>46</td>\n",
       "      <td>-3.00</td>\n",
       "      <td>3</td>\n",
       "      <td>-0.7325</td>\n",
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       "</div>"
      ],
      "text/plain": [
       "           P_00  C_00   P_01  C_01  P_02  C_02     P  C   Total\n",
       "odds-home  2.23    40  -1.04    43  0.84    38  0.14  2 -5.8600\n",
       "odds-draw -1.42    35   8.89    41  3.69    47 -3.00  3  8.0000\n",
       "odds-away -1.10    21 -10.34    20  7.64    46 -3.00  3 -0.7325"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "data\\F1_processed.csv\n"
     ]
    },
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       "  <tbody>\n",
       "    <tr>\n",
       "      <th>odds-home</th>\n",
       "      <td>-4.50</td>\n",
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       "      <td>-3.57</td>\n",
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       "      <td>5</td>\n",
       "      <td>-4.06000</td>\n",
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       "      <th>odds-draw</th>\n",
       "      <td>-1.24</td>\n",
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       "    <tr>\n",
       "      <th>odds-away</th>\n",
       "      <td>-10.82</td>\n",
       "      <td>41</td>\n",
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       "      <td>27</td>\n",
       "      <td>-0.34</td>\n",
       "      <td>18</td>\n",
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      ],
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       "            P_00  C_00  P_01  C_01   P_02  C_02     P  C     Total\n",
       "odds-home  -4.50    50 -7.84    38  -3.57    49 -0.66  5  -4.06000\n",
       "odds-draw  -1.24    31 -1.23    30  16.53    56  0.60  7  16.00000\n",
       "odds-away -10.82    41 -8.27    27  -0.34    18 -4.00  4  -0.25375"
      ]
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     ]
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       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>odds-home</th>\n",
       "      <td>-9.46</td>\n",
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       "      <td>-14.21</td>\n",
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       "      <td>-3.05</td>\n",
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       "      <td>3</td>\n",
       "      <td>2.510000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-draw</th>\n",
       "      <td>3.63</td>\n",
       "      <td>26</td>\n",
       "      <td>13.16</td>\n",
       "      <td>29</td>\n",
       "      <td>3.91</td>\n",
       "      <td>35</td>\n",
       "      <td>2.70</td>\n",
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       "      <td>16.000000</td>\n",
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       "    <tr>\n",
       "      <th>odds-away</th>\n",
       "      <td>-1.89</td>\n",
       "      <td>60</td>\n",
       "      <td>-5.32</td>\n",
       "      <td>51</td>\n",
       "      <td>8.37</td>\n",
       "      <td>49</td>\n",
       "      <td>2.81</td>\n",
       "      <td>9</td>\n",
       "      <td>0.156875</td>\n",
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       "</table>\n",
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      ],
      "text/plain": [
       "           P_00  C_00   P_01  C_01  P_02  C_02     P  C      Total\n",
       "odds-home -9.46    41 -14.21    49 -3.05    41 -3.00  3   2.510000\n",
       "odds-draw  3.63    26  13.16    29  3.91    35  2.70  4  16.000000\n",
       "odds-away -1.89    60  -5.32    51  8.37    49  2.81  9   0.156875"
      ]
     },
     "metadata": {},
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    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "data\\SC0_processed.csv\n"
     ]
    },
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       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>odds-home</th>\n",
       "      <td>-9.38</td>\n",
       "      <td>31</td>\n",
       "      <td>-6.78</td>\n",
       "      <td>19</td>\n",
       "      <td>0.94</td>\n",
       "      <td>27</td>\n",
       "      <td>-2.0</td>\n",
       "      <td>2</td>\n",
       "      <td>-6.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-draw</th>\n",
       "      <td>0.29</td>\n",
       "      <td>10</td>\n",
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       "      <td>13</td>\n",
       "      <td>4.04</td>\n",
       "      <td>6</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>6.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-away</th>\n",
       "      <td>-11.75</td>\n",
       "      <td>22</td>\n",
       "      <td>-1.40</td>\n",
       "      <td>28</td>\n",
       "      <td>-4.26</td>\n",
       "      <td>32</td>\n",
       "      <td>-4.0</td>\n",
       "      <td>4</td>\n",
       "      <td>-1.0</td>\n",
       "    </tr>\n",
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       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "            P_00  C_00  P_01  C_01  P_02  C_02    P  C  Total\n",
       "odds-home  -9.38    31 -6.78    19  0.94    27 -2.0  2   -6.0\n",
       "odds-draw   0.29    10 -4.46    13  4.04     6  0.0  0    6.0\n",
       "odds-away -11.75    22 -1.40    28 -4.26    32 -4.0  4   -1.0"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "data\\SP1_processed.csv\n"
     ]
    },
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       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>odds-home</th>\n",
       "      <td>-2.43</td>\n",
       "      <td>56</td>\n",
       "      <td>-2.66</td>\n",
       "      <td>62</td>\n",
       "      <td>-4.60</td>\n",
       "      <td>63</td>\n",
       "      <td>3.55</td>\n",
       "      <td>12</td>\n",
       "      <td>0.050000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-draw</th>\n",
       "      <td>-5.54</td>\n",
       "      <td>44</td>\n",
       "      <td>-4.40</td>\n",
       "      <td>48</td>\n",
       "      <td>18.73</td>\n",
       "      <td>36</td>\n",
       "      <td>-2.75</td>\n",
       "      <td>6</td>\n",
       "      <td>21.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-away</th>\n",
       "      <td>-7.50</td>\n",
       "      <td>25</td>\n",
       "      <td>-12.11</td>\n",
       "      <td>20</td>\n",
       "      <td>-17.54</td>\n",
       "      <td>34</td>\n",
       "      <td>-0.75</td>\n",
       "      <td>3</td>\n",
       "      <td>0.002381</td>\n",
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       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "           P_00  C_00   P_01  C_01   P_02  C_02     P   C      Total\n",
       "odds-home -2.43    56  -2.66    62  -4.60    63  3.55  12   0.050000\n",
       "odds-draw -5.54    44  -4.40    48  18.73    36 -2.75   6  21.000000\n",
       "odds-away -7.50    25 -12.11    20 -17.54    34 -0.75   3   0.002381"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "total = None\n",
    "for league, model in zip(leagues, best_model):\n",
    "    print (league)\n",
    "    x_train, y_train, x_val, y_val = hyperas_nb.data(league, drop_shots=False)\n",
    "    \n",
    "    d = evaluate(model, x_val, y_val)\n",
    "    if total is None:\n",
    "        total = d\n",
    "    else:\n",
    "        total = total + d\n",
    "    display(d)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 25,
   "metadata": {},
   "outputs": [
    {
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       "\n",
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       "<table border=\"1\" class=\"dataframe\">\n",
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       "      <th>P_01</th>\n",
       "      <th>C_01</th>\n",
       "      <th>P_02</th>\n",
       "      <th>C_02</th>\n",
       "      <th>P</th>\n",
       "      <th>C</th>\n",
       "      <th>Total</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>odds-home</th>\n",
       "      <td>-8.48</td>\n",
       "      <td>261</td>\n",
       "      <td>-25.53</td>\n",
       "      <td>252</td>\n",
       "      <td>-4.53</td>\n",
       "      <td>246</td>\n",
       "      <td>4.62</td>\n",
       "      <td>34</td>\n",
       "      <td>1.520000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-draw</th>\n",
       "      <td>-4.81</td>\n",
       "      <td>170</td>\n",
       "      <td>11.23</td>\n",
       "      <td>186</td>\n",
       "      <td>45.37</td>\n",
       "      <td>202</td>\n",
       "      <td>-1.45</td>\n",
       "      <td>24</td>\n",
       "      <td>85.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>odds-away</th>\n",
       "      <td>-31.74</td>\n",
       "      <td>194</td>\n",
       "      <td>-32.02</td>\n",
       "      <td>176</td>\n",
       "      <td>-2.62</td>\n",
       "      <td>223</td>\n",
       "      <td>-1.65</td>\n",
       "      <td>27</td>\n",
       "      <td>-1.000327</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "            P_00  C_00   P_01  C_01   P_02  C_02     P   C      Total\n",
       "odds-home  -8.48   261 -25.53   252  -4.53   246  4.62  34   1.520000\n",
       "odds-draw  -4.81   170  11.23   186  45.37   202 -1.45  24  85.000000\n",
       "odds-away -31.74   194 -32.02   176  -2.62   223 -1.65  27  -1.000327"
      ]
     },
     "execution_count": 25,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "total"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 26,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "5.465517241379311"
      ]
     },
     "execution_count": 26,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "total.P.iloc[:2].sum() / total.C.iloc[:2].sum() * 100"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 27,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "1.788235294117648"
      ]
     },
     "execution_count": 27,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "total.P.sum() / total.C.sum() * 100"
   ]
  }
 ],
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