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jpautom/scikit-learn
examples/datasets/plot_iris_dataset.py
283
1928
#!/usr/bin/python # -*- coding: utf-8 -*- """ ========================================================= The Iris Dataset ========================================================= This data sets consists of 3 different types of irises' (Setosa, Versicolour, and Virginica) petal and sepal length, stored in a 150x4 numpy.ndarray The rows being the samples and the columns being: Sepal Length, Sepal Width, Petal Length and Petal Width. The below plot uses the first two features. See `here <http://en.wikipedia.org/wiki/Iris_flower_data_set>`_ for more information on this dataset. """ print(__doc__) # Code source: Gaël Varoquaux # Modified for documentation by Jaques Grobler # License: BSD 3 clause import matplotlib.pyplot as plt from mpl_toolkits.mplot3d import Axes3D from sklearn import datasets from sklearn.decomposition import PCA # import some data to play with iris = datasets.load_iris() X = iris.data[:, :2] # we only take the first two features. Y = iris.target x_min, x_max = X[:, 0].min() - .5, X[:, 0].max() + .5 y_min, y_max = X[:, 1].min() - .5, X[:, 1].max() + .5 plt.figure(2, figsize=(8, 6)) plt.clf() # Plot the training points plt.scatter(X[:, 0], X[:, 1], c=Y, cmap=plt.cm.Paired) plt.xlabel('Sepal length') plt.ylabel('Sepal width') plt.xlim(x_min, x_max) plt.ylim(y_min, y_max) plt.xticks(()) plt.yticks(()) # To getter a better understanding of interaction of the dimensions # plot the first three PCA dimensions fig = plt.figure(1, figsize=(8, 6)) ax = Axes3D(fig, elev=-150, azim=110) X_reduced = PCA(n_components=3).fit_transform(iris.data) ax.scatter(X_reduced[:, 0], X_reduced[:, 1], X_reduced[:, 2], c=Y, cmap=plt.cm.Paired) ax.set_title("First three PCA directions") ax.set_xlabel("1st eigenvector") ax.w_xaxis.set_ticklabels([]) ax.set_ylabel("2nd eigenvector") ax.w_yaxis.set_ticklabels([]) ax.set_zlabel("3rd eigenvector") ax.w_zaxis.set_ticklabels([]) plt.show()
bsd-3-clause
fmacias64/spyre
examples/d3_example.py
3
2432
# requires d3py library # only tested with python 2.7 from spyre import server import numpy as np import pandas as pd import d3py import matplotlib.pyplot as plt class FruitInventoryApp(server.App): title = "Spyre Example With d3" inputs = [{ "input_type":'dropdown', "label": 'Type', "options" : [ {"label": "Fruits", "value":"frt"}, {"label": "Vegetables", "value":"veg"}, {"label": "All", "value":"all"}], "variable_name": 'type', "value": "all", "action_id":"submit_plot"}] controls = [{ "control_type" : "hidden", "label" : "show inventory", "control_id" : "submit_plot"}] outputs = [{ "output_type" : "plot", "output_id" : "plot1", "control_id" : "submit_plot", "tab" : "Matplotlib_Plot", "on_page_load" : True}, { "output_type" : "d3", "control_id" : "submit_plot", "output_id" : "d3_output", "tab" : "d3_Plot", "on_page_load" : True}] tabs = ["d3_Plot", "Matplotlib_Plot"] def getData(self, params): type_var = params['type'] if type_var=="frt": count = [6,7,5,2] item = ['Apples','Oranges','Bananas','Watermelons'] elif type_var=="veg": count = [3,1,7,8,2] item = ['Carrots','Spinach','Squash','Asparagus','Brocolli'] else: count = [3,1,7,8,2,6,7,5,2] item = ['Carrots','Spinach','Squash','Asparagus','Brocolli','Apples','Oranges','Bananas','Watermelons'] df = pd.DataFrame({'item':item, 'count':count}) df = df[['item','count']] return df def getPlot(self, params): data = self.getData(params) # get data fig = plt.figure() # make figure object splt = fig.add_subplot(1,1,1) ind = np.arange(len(data['item'])) width = 0.85 splt.bar(ind,data['count'], width) splt.set_ylabel('Count') splt.set_title('NBS Category Count') xTickMarks = ['Group'+str(i) for i in range(1,6)] splt.set_xticks(ind+width/2) splt.set_xticklabels(data['item'].tolist()) fig.autofmt_xdate(rotation=45) return fig def getD3(self, xlabel="item", ylabel="count"): df = pd.DataFrame({xlabel:[],ylabel:[]}) p = d3py.PandasFigure(df) p += d3py.Bar(x = xlabel, y=ylabel) # p += d3py.Line(x = xlabel, y=ylabel) p += d3py.xAxis(x = xlabel) p += d3py.yAxis(y = ylabel) p.update() p.js.merge(p.js_geoms) d3 = {} d3['js'] = p.js d3['css'] = "%s\n%s"%(p.css, p.css_geoms) return d3 if __name__ == '__main__': app = FruitInventoryApp() app.launch(port=9092)
mit
avkhadiev/polymer
plot/test_algorithms.py
1
3687
import matplotlib.pyplot as plt import numpy as np import pandas as pd from math import pi import matplotlib.ticker as mticker class MathTextSciFormatter(mticker.Formatter): def __init__(self, fmt="%1.2e"): self.fmt = fmt def __call__(self, x, pos=None): s = self.fmt % x decimal_point = '.' positive_sign = '+' tup = s.split('e') significand = tup[0].rstrip(decimal_point) sign = tup[1][0].replace(positive_sign, '') exponent = tup[1][1:].lstrip('0') if exponent: exponent = '10^{%s%s}' % (sign, exponent) if significand and exponent: s = r'%s{\times}%s' % (significand, exponent) else: s = r'%s%s' % (significand, exponent) return "${}$".format(s) def colname(name, k): return "%s (k=%d)" % (name, k) def mathenv(tex): return "$" +tex + "$" def search(key, value): return key + "==" + "'" + value + "'" def make_label(name, units): return mathenv(name) + ", " + mathenv("\\left[" + units + "\\right]") def make_title(sim, yl, ell): return (sim + ": " + mathenv(yl + "\\left(" + "\\tau" + "\\right)") + ", " + mathenv("\\ell=" + "%5.3f" % ell)) sim_name = 'test' sims = ['shove', 'plerp']#,'md'] lbls = ['Old Plerp', 'New Plerp']#,'MD'] fdir = "test/geodesic/" outdir = "/Users/Arthur/stratt/lab_notebook/" # xlabel, xunits xl = "\\tau = \\ell^{(m)}/\\,\\ell^{\\mathrm{f}}" xu = "1" xr = [-0.01, 1.01] fs = 14 # fontsize observables = ['omega_norm'] # ylabels = ['\\hat{\\Omega} \\cdot \\hat{n}', '\\psi', '\\left|1 - \\left|\\hat{\\Omega}\\right|\\right|'] ylabels = ['\\left|1 - \\left|\\hat{\\Omega}\\right|\\right|'] yunits = ['1', '\\mathrm{rad}', '1'] yranges = [[-1.01, 1.01], [-0.2, pi + 0.2], [-0.1, 2.1]] # indices = [1, 2] # only plot first link colors = ['b', 'r', 'k'] styles = ['--', '--', '-'] for (obs, yl, yu, yr) in zip(observables, ylabels, yunits, yranges): fig, ax = plt.subplots() # plt.title(make_title(sim, yl, ell), fontsize = fs) plt.xlabel(mathenv(xl), fontsize = fs + 2.5) plt.ylabel(make_label(yl, yu), fontsize = fs + 2.5) plt.xticks(fontsize=fs + 1.5) plt.yticks(fontsize=fs + 1.5) # plt.grid(True) for (sim, c, l, lbl) in zip(sims, colors, styles, lbls): data = pd.read_csv(fdir + sim_name + sim + "_inst_data.csv") # meta = pd.read_csv(fdir + sim_name + sim + "_meta_data.csv") lengths = data['ell'].values ell = lengths[-1] tau = lengths / ell # affine parameter # select element in array closest to 0.1 idx = (np.abs(tau-1.0)).argmin() plt.ylim(yr) if ((sim == 'slerp') and (obs == 'delta_theta')): plt.plot(tau[0:idx], np.zeros((tau[0:idx]).shape), color = c, linestyle = l, label = (lbl + " link")) plt.plot(tau[0:idx], np.zeros((tau[0:idx]).shape), color = c, linestyle = l, label = (lbl + " link")) elif ((obs == 'omega_norm') and ((sim != 'shove') and ((sim != 'plerp'))) ): continue else: col = colname(obs, 2) # tex = meta.query(search("short_name", col))['tex_name'].item() # wut label to use? var = data[col].values if (obs == 'omega_norm'): plt.semilogy(tau[0:idx], abs(1 - var[0:idx]), color = c, linestyle = l, label = (lbl + " link")) else: plt.plot(tau[0:idx], var[0:idx], color = c, linestyle = l, label = (lbl + " link")) plt.legend(prop={'size': fs}) plt.tight_layout() plt.savefig(outdir + obs + ".png", dpi = 300) plt.close(fig)
mit
huddlej/populations
genotype_frequencies.ipynb.py
1
1739
# -*- coding: utf-8 -*- # <nbformat>3.0</nbformat> # <codecell> import numpy as np import pandas as pd from pandas import DataFrame, Series import random # <markdowncell> # Genotypes and phenotypes # ======================== # # Genotypes are biallelic in the form of (0, 1) where 0 is a recessive allele and 1 is a dominant allele. Each genotype is associated with a character of the organism (e.g., seed color) and recessive and dominant phenotypes (e.g., "green" and "yellow"). # <codecell> def create_parental_population(n, is_dominant): if is_dominant: return np.ones((n, 2), dtype=np.integer) else: return np.zeros((n, 2), dtype=np.integer) # <codecell> n = 1000 # <codecell> p1_dominant = create_parental_population(n, True) # <codecell> p1_recessive = create_parental_population(n, False) # <codecell> def cross_populations(population1, population2): return np.array( zip( np.apply_along_axis(random.choice, 1, population1), np.apply_along_axis(random.choice, 1, population2) ) ) # <codecell> f1 = cross_populations(p1_dominant, p1_recessive) # <codecell> f2 = cross_populations(f1, f1) # <codecell> def get_genotype_frequencies(population): df = DataFrame(Series(np.apply_along_axis(sum, 1, population)), columns=["genotypes"]) counts = df.groupby("genotypes").count() return counts.apply(lambda x: x / float(counts.sum())) # <codecell> get_genotype_frequencies(p1_recessive) # <codecell> get_genotype_frequencies(p1_dominant) # <codecell> get_genotype_frequencies(f1) # <codecell> get_genotype_frequencies(f2) # <codecell> f3 = cross_populations(f2, f2) # <codecell> get_genotype_frequencies(f3) # <codecell>
mit
SpinStabilized/stem_station
p.py
1
20835
from __future__ import division import argparse import datetime import json import matplotlib.pyplot as plt import numpy as np import os.path import pmt import scipy.stats import struct import sys from gnuradio.blocks import parse_file_metadata from PIL import Image, ImageOps from itertools import izip_longest ################################################################################ # Function Definitions ################################################################################ def grouper(n, iterable, fillvalue=None): '''Collect data into fixed-length chunks or blocks Breaks a list (iterable) into groups of n. The last list is filled with fillvalue to get to the n size if it is less than n. Sourced from: https://docs.python.org/2/library/itertools.html Args: n: Number of items in each resultant list iterable: List of items to break into smaller lists fillevalue: Optional parameter defines fill items for final list Returns: A list of lists where the input list is broken into lists of length n. For example: grouper(3, 'ABCDEFG', 'x') --> ABC DEF Gxx ''' args = [iter(iterable)] * n return izip_longest(fillvalue=fillvalue, *args) def scale_pixels(pixels, out_min=0, out_max=255): in_max = max([max(line) for line in pixels]) in_min = min([min(line) for line in pixels]) for i, line in enumerate(pixels): for j, pixel in enumerate(line): pixels[i][j] = (pixel - in_min) * (out_max - out_min) / (in_max - in_min) + out_min pixels[i][j] = int(round(pixels[i][j])) return pixels def process_tlm(tlm_strip): tlm = [int(round(sum(line)/len(line))) for line in tlm_strip] deltas = [] for i, point in enumerate(tlm): if i != 0: difference = abs(tlm[i] - tlm[i-1]) else: difference = 0 deltas.append(difference) frame_center = np.argmax(deltas) frame_start = frame_center - 64 frame_end = frame_start + 128 tlm_frame = tlm[frame_start:frame_end] tlm_points = [int(sum(point)/len(point)) for point in grouper(8, tlm_frame, tlm_frame[-1])] return tlm_points, tlm def process_tlm2(tlm_strip): # plt.imshow(tlm_strip) # plt.show() tlm = [sum(line)/len(line) for line in tlm_strip] deltas = [] for i, point in enumerate(tlm): if i != 0: difference = abs(tlm[i] - tlm[i-1]) else: difference = 0 deltas.append(difference) frame_center = np.argmax(deltas) frame_start = frame_center - 64 frame_end = frame_start + 128 tlm_frame = tlm[frame_start:frame_end] tlm_points = [sum(point)/len(point) for point in grouper(8, tlm_frame, tlm_frame[-1])] return tlm_points, tlm def space_view(space_mark_strip): raw_strips = [int(round(sum(line)/len(line))) for line in space_mark_strip] # space_view_pixels = [pixel for line in space_mark_strip for pixel in line] hist = np.histogram(raw_strips, bins=256) hist_max = np.argmax(hist[0]) if hist_max > 127: data = raw_strips for i, point in enumerate(data): if point < 127 and i is not 0: data[i] = data[i-1] else: data = raw_strips for i, point in enumerate(data): if point > 127 and i is not 0: data[i] = data[i-1] data_avg = int(round(np.mean(data))) return data_avg, data def closest(val, l): '''Determines the closest value from a list to a value Args: val: Value to determine the closest to a value in l l: List of values Returns: Value from l closest to val. For example: closest(0.8, [0, 0.25, 0.5, 0.75, 1]) --> 0.75 Source: http://goo.gl/kPeY0x ''' return np.abs(np.array(l)-val).argmin() def avhrr_prt_cal(x, a, eight_bits=True): '''NOAA AVHRR PRT Calibration Formula Args: x: Raw counts value a: PRT calibration table for a specific AVHRR Returns: Value of x as a temperature (Kelvin) for a specific AVHRR calibration table provided in a. ''' if eight_bits: x = x * 4 return sum([a[j] * x ** j for j in range(0, 5)]) def avhrr_bb_temp(T, b): '''NOAA AVHRR Blackbody Calibration Formula Args: T: List of PRT temperatures b: BB PRT weighting table for a specific AVHRR Returns: Returns a blackbody temperature (Kelvin) based on the calibrated weighting for a specific AVHRR. ''' return sum([T[i] * b[i] for i in range(0, 4)]) def moving_average(l, window_size, pad=True): smoothed = list(np.convolve(l, np.ones((window_size,))/window_size, mode='valid')[(window_size-1):]) if pad: pad_data = [smoothed[0]] * ((window_size-1) * 2) smoothed = pad_data + smoothed return smoothed def parse_gnuradio_header(header_file, verbose=False): headers = [] index = 0 rx_time = datetime.timedelta(seconds = 0) with open(header_file, 'rb') as handle: file_length = os.path.getsize(header_file) while True: if file_length - handle.tell() < parse_file_metadata.HEADER_LENGTH: break header_str = handle.read(parse_file_metadata.HEADER_LENGTH) try: header = pmt.deserialize_str(header_str) except RuntimeError: break info = parse_file_metadata.parse_header(header, verbose) if info['nbytes'] == 0: break if(info['extra_len'] > 0): extra_str = handle.read(info['extra_len']) if(len(extra_str) == 0): break try: extra = pmt.deserialize_str(extra_str) except RuntimeError: break parse_file_metadata.parse_extra_dict(extra, info, verbose) if len(headers) > 0: last_rx_time = headers[-1]['rx_time'] samples_delta = headers[-1]['nitems'] / headers[-1]['rx_rate'] samples_delta = datetime.timedelta(seconds=samples_delta) info['rx_time'] = last_rx_time + samples_delta info['index'] = index index = index + info['nitems'] else: info['rx_time'] = datetime.timedelta(seconds=0.0) info['index'] = 0 index = info['nitems'] headers.append(info) return headers ################################################################################ # Define some constants and useful derived constants ################################################################################ PIXEL_MIN = 0 PIXEL_MAX = 255 SYNC_WIDTH = 39 SPACE_MARK_WIDTH = 47 IMAGE_WIDTH = 909 TLM_FRAME_WIDTH = 45 FULL_CHANNEL_WIDTH = SYNC_WIDTH + SPACE_MARK_WIDTH + IMAGE_WIDTH + TLM_FRAME_WIDTH FULL_LINE_WIDTH = FULL_CHANNEL_WIDTH * 2 SYNC_RANGE = {'A':(0, SYNC_WIDTH), 'B':(FULL_CHANNEL_WIDTH, FULL_CHANNEL_WIDTH + SYNC_WIDTH)} SPACE_MARK_RANGE = {'A':(SYNC_RANGE['A'][1], SYNC_RANGE['A'][1] + SPACE_MARK_WIDTH), 'B':(SYNC_RANGE['B'][1], SYNC_RANGE['B'][1] + SPACE_MARK_WIDTH)} IMAGE_RANGE = {'A':(SPACE_MARK_RANGE['A'][1], SPACE_MARK_RANGE['A'][1] + IMAGE_WIDTH), 'B':(SPACE_MARK_RANGE['B'][1], SPACE_MARK_RANGE['B'][1] + IMAGE_WIDTH)} TLM_FRAME_RANGE = {'A':(IMAGE_RANGE['A'][1], IMAGE_RANGE['A'][1] + TLM_FRAME_WIDTH), 'B':(IMAGE_RANGE['B'][1], IMAGE_RANGE['B'][1] + TLM_FRAME_WIDTH)} BYTES_PER_FLOAT = 4 GRAYSCALE = 'L' ################################################################################ # Parse CLI Arguments ################################################################################ parser = argparse.ArgumentParser() parser.add_argument('input_file', help='Raw APT demodulated data file') parser.add_argument('-s', '--spacecraft', default='NOAA-19', help='Spacecraft captured (for calibration)') parser.add_argument('-d', '--direction', default='north', help='Pass to the \'north\' or \'south\'') parser.add_argument('-a', '--all', action='store_true', default=False, help='Show all data lines, not just aligned') args = parser.parse_args() input_file_directory = os.path.dirname(args.input_file) + '/' input_filename_base, _ = os.path.splitext(os.path.basename(args.input_file)) header_file = input_file_directory + os.path.basename(args.input_file) + '.hdr' with open('calibration/avhrr.json') as avhrr_cal_json: avhrr_cal = json.load(avhrr_cal_json) CAL_DATA = avhrr_cal['CAL_DATA'] AVHRR_CHANNELS = avhrr_cal['AVHRR_CHANNELS'] spacecraft = args.spacecraft if spacecraft not in CAL_DATA: print('Warning spacecraft {} not found in calibration data. Defaulting to NOAA-19'.format(spacecraft)) spacecraft = 'NOAA-19' # Parse the header file to find the SyncA markers has_header = os.path.isfile(header_file) syncs = [] if has_header: print('Opening {}'.format(header_file)) headers = parse_gnuradio_header(header_file) start = datetime.datetime.now() # time_marks = [start + header['rx_time'] for header in headers] # for mark in time_marks: # print mark last_rx_time = headers[-1]['rx_time'] samples_delta = headers[-1]['nitems'] / headers[-1]['rx_rate'] samples_delta = datetime.timedelta(seconds=samples_delta) end = start + (last_rx_time + samples_delta) capture_duration = end - start # print 'Capture Start: {}'.format(start) # print 'Capture Finish: {}'.format(end) # print 'Capture Duration: {}'.format(end - start) syncs = headers # debug = False # current_position = 0 # with open(header_file, 'rb') as handle: # file_length = os.path.getsize(header_file) # while True: # # if (file_length - handle.tell()) < parse_file_metadata.HEADER_LENGTH: # break # # header_str = handle.read(parse_file_metadata.HEADER_LENGTH) # # try: # header = pmt.deserialize_str(header_str) # except RuntimeError: # sys.stderr.write('Could not deserialize header: invalid or corrupt data file.\n') # sys.exit(1) # # info = parse_file_metadata.parse_header(header, debug) # if info['nbytes'] == 0: # break # # if(info['extra_len'] > 0): # extra_str = handle.read(info['extra_len']) # if(len(extra_str) == 0): # break # # try: # extra = pmt.deserialize_str(extra_str) # except RuntimeError: # sys.stderr.write('Could not deserialize extras: invalid or corrupt data file.\n') # sys.exit(1) # # extra_info = parse_file_metadata.parse_extra_dict(extra, info, debug) # # if 'SyncA' in info: # info['index'] = current_position - SYNC_WIDTH # syncs.append(info) # # current_position = current_position + info['nitems'] else: print('No Header File Found - Raw Processing') # sys.exit(1) print('Opening {}'.format(args.input_file)) with open(args.input_file, 'rb') as raw_data: raw_bytes = bytearray(raw_data.read()) samples_found = len(raw_bytes) // BYTES_PER_FLOAT unpack_format = '<' + ('f' * samples_found) pixels = list(struct.unpack(unpack_format, raw_bytes)) file_duration = datetime.timedelta(seconds = len(pixels) / (FULL_LINE_WIDTH * 2)) print('Capture Duration: {}'.format(capture_duration)) print('Aligning Sync Signals') sync_ratio = 0 if len(syncs): pre_syncs = [] new_pixels = [] sync_lines = [] # print syncs[1] # print next(header for header in syncs if 'SyncA' in header) first_sync = next(header for header in syncs if 'SyncA' in header) print first_sync pre_syncs = pixels[0:first_sync['index']] # pre_syncs = pixels[0:syncs[0]['index']] additional_pixels = FULL_LINE_WIDTH - (len(pre_syncs) % FULL_LINE_WIDTH) pre_syncs = ([0] * additional_pixels) + pre_syncs pre_syncs = [list(line) for line in grouper(FULL_LINE_WIDTH, pre_syncs, 0)] i = 0 for sync in syncs: sync_lines.append(i) pixel_set = pixels[sync['index']:sync['index'] + sync['nitems']] pixel_set = [list(line) for line in grouper(FULL_LINE_WIDTH, pixel_set, pixel_set[-1])] if all(x == pixel_set[-1][0] for x in pixel_set[-1]): del pixel_set[-1] i += len(pixel_set) new_pixels.extend(pixel_set) aligned_start = len(pre_syncs) pixels = new_pixels sync_ratio = len(syncs)/float(len(pixels)) if args.all: pixels = pre_syncs + new_pixels else: print('No Syncs Found - Minimal Processing') pixels = [list(line) for line in grouper(FULL_LINE_WIDTH, pixels, 0)] pixels = scale_pixels(pixels) plt.imshow(pixels) plt.show() sync_ratio = len(syncs)/float(len(pixels)) if sync_ratio > 0.05: print('Telemetry Processing - Find Analog to Digital Range From Wedges'.format(spacecraft)) a_tlm = [line[TLM_FRAME_RANGE['A'][0]:TLM_FRAME_RANGE['A'][1]] for line in pixels] b_tlm = [line[TLM_FRAME_RANGE['B'][0]:TLM_FRAME_RANGE['B'][1]] for line in pixels] a_telemetry, _ = process_tlm2(a_tlm) b_telemetry, _ = process_tlm2(b_tlm) unified_tlm = [sum(x)/2 for x in zip(a_telemetry[0:14], b_telemetry[0:14])] telemetry = {'wedges':unified_tlm[0:8], 'zero_mod':unified_tlm[8]} print('Scaling to wedge calibration') pixels = [np.clip(line, telemetry['zero_mod'], telemetry['wedges'][-1]) for line in pixels] pixels = scale_pixels(pixels) print('Reprocessing of Telemetry for {}'.format(spacecraft)) a_tlm = [line[TLM_FRAME_RANGE['A'][0]:TLM_FRAME_RANGE['A'][1]] for line in pixels] b_tlm = [line[TLM_FRAME_RANGE['B'][0]:TLM_FRAME_RANGE['B'][1]] for line in pixels] a_telemetry, tlm_a_strip = process_tlm(a_tlm) b_telemetry, tlm_b_strip = process_tlm(b_tlm) unified_tlm = [int(round(sum(x)/2)) for x in zip(a_telemetry[0:14], b_telemetry[0:14])] telemetry = {'wedges':unified_tlm[0:8], 'zero_mod':unified_tlm[8], 'bb_thermistors':unified_tlm[9:13], 'patch_thermistor':unified_tlm[13], 'a_bb':a_telemetry[14], 'a_channel':a_telemetry[15], 'a_space':0, 'b_bb':b_telemetry[14], 'b_channel':b_telemetry[15], 'b_space':0} ideal_curve = [int(255 * (i / len(telemetry['wedges']))) for i in range(len(telemetry['wedges'])+ 1)] initial_curve = [telemetry['zero_mod']] + telemetry['wedges'] data_fit = scipy.stats.linregress(ideal_curve, initial_curve) telemetry['a_channel'] = closest(telemetry['a_channel'], telemetry['wedges'])+1 telemetry['b_channel'] = closest(telemetry['b_channel'], telemetry['wedges'])+1 telemetry['prt_temps'] = [avhrr_prt_cal(telemetry['bb_thermistors'][j], CAL_DATA[spacecraft]['a'][j]) for j in range(0, 4)] telemetry['bb_temp'] = avhrr_bb_temp(telemetry['prt_temps'], CAL_DATA[spacecraft]['b']) telemetry['patch_temp'] = (0.124 * telemetry['patch_thermistor']) + 90.113 a_info = AVHRR_CHANNELS[str(telemetry['a_channel'])] b_info = AVHRR_CHANNELS[str(telemetry['b_channel'])] a_space_mark = [line[SPACE_MARK_RANGE['A'][0]:SPACE_MARK_RANGE['A'][1]] for line in pixels] b_space_mark = [line[SPACE_MARK_RANGE['B'][0]:SPACE_MARK_RANGE['B'][1]] for line in pixels] telemetry['a_space'], raw_a_space_mark_strip = space_view(a_space_mark) telemetry['b_space'], raw_b_space_mark_strip = space_view(b_space_mark) print('Image Information:') print('\tFrame A: AVHRR Channel {} - {} - {}'.format(a_info['channel_id'], a_info['type'], a_info['description'])) print('\tFrame B: AVHRR Channel {} - {} - {}'.format(b_info['channel_id'], b_info['type'], b_info['description'])) print('\tWedges: {}'.format(telemetry['wedges'])) print('\tZero Mod Ref: {}'.format(telemetry['zero_mod'])) print('\tA Blackbody/Space: {:3} / {:3}'.format(telemetry['a_bb'], telemetry['a_space'])) print('\tB Blackbody/Space: {:3} / {:3}'.format(telemetry['b_bb'], telemetry['b_space'])) print('\tPRTs (counts): {}'.format(' '.join(['{:<9.0f}'.format(samp) for samp in telemetry['bb_thermistors']]))) print('\tPRTs (Kelvin): {}'.format(' '.join(['{:.2f} K'.format(temp) for temp in telemetry['prt_temps']]))) print('\tBlackbody Ref Temp: {:.2f} K'.format(telemetry['bb_temp'])) print('\tPatch Temp: {:.0f} cnts -- {:.2f} K'.format(telemetry['patch_thermistor'], telemetry['patch_temp'])) print('Image Reception Quality:') print('\tSyncs ({})/Lines ({}) Ratio: {:.2%}'.format(len(syncs), len(pixels), sync_ratio)) print('\tCalibration Linearity: {:.4%}'.format(data_fit.rvalue)) print('Generating Calibration Curve Plots') # plt.style.use('dark_background') plt.suptitle(spacecraft, fontsize=15, fontweight='bold') plt.figure(0, figsize=(8.5, 11)) plt.suptitle(spacecraft, fontsize=15, fontweight='bold') # plt.subplot(411) plt.subplot2grid((3,2), (0,1)) handle_ideal, = plt.plot(ideal_curve, ideal_curve, 'g-', label='Ideal') handle_initial, _ = plt.plot(ideal_curve, initial_curve, 'r-', ideal_curve, initial_curve, 'r^', label='Received') plt.axis([0, 255, 0, 255]) plt.xlabel('Ideal Curve Points') plt.ylabel('Received Curve Points') plt.title('Analog to Digital Cal Curve') plt.legend(handles=[handle_ideal, handle_initial], loc=4) plt.grid(b=True, which='major', color='grey', linestyle='--') plt.xticks(ideal_curve) plt.yticks(ideal_curve) # plt.savefig(input_file_directory + 'plot_cal_curves.png') # print('Generating Telemetry Text-Only Plot') # plt.figure(3, figsize=(10, 5)) # plt.subplot(412) plt.subplot2grid((3,2), (0,0)) plt.axis('off') plt.text(0, 0.95, 'Frame A: AVHRR Channel {} - {} - {}'.format(a_info['channel_id'], a_info['type'], a_info['description'])) plt.text(0, 0.90, 'Frame B: AVHRR Channel {} - {} - {}'.format(b_info['channel_id'], b_info['type'], b_info['description'])) plt.text(0, 0.85, 'PRTs: {}'.format(' '.join(['{:.2f} K'.format(temp) for temp in telemetry['prt_temps']]))) plt.text(0, 0.80, 'Blackbody Ref Temp: {:.2f} K'.format(telemetry['bb_temp'])) plt.text(0, 0.75, 'Patch Temp: {:.2f} K'.format(telemetry['patch_temp'])) print('Generating Plot of Raw Telemetry Strips') # plt.figure(1, figsize=(12, 5)) # plt.subplot(413) plt.subplot2grid((3,2), (1,0), colspan=2) plt.axis([0, max(len(tlm_a_strip), len(tlm_b_strip)), 0, 255]) plt.xlabel('Line Number') plt.ylabel('Counts') plt.title('Telemetry Strips') plt.plot(tlm_a_strip, 'g', label='Channel A') plt.plot(tlm_b_strip, 'b', label='Channel B') plt.grid(b=True, which='major', color='grey', linestyle='--') plt.xticks(np.arange(0, len(tlm_a_strip), 16*8)) plt.yticks(ideal_curve) # plt.savefig(input_file_directory + 'plot_tlm_strips.png') print('Generating Plot of Space View') # plt.figure(2, figsize=(12, 5)) # plt.subplot(414) plt.subplot2grid((3,2), (2,0), colspan=2) plt.axis([0, max(len(tlm_a_strip), len(tlm_b_strip)), 0, 255]) plt.xlabel('Line Number') plt.ylabel('Counts') plt.title('Space View Strips') raw_a_space_smoothed = moving_average(raw_a_space_mark_strip, 30) raw_b_space_smoothed = moving_average(raw_b_space_mark_strip, 30) plt.plot(raw_a_space_mark_strip, 'g', label='Channel A') plt.plot(raw_a_space_smoothed, 'r--') plt.plot(raw_b_space_mark_strip, 'b', label='Channel B') plt.plot(raw_b_space_smoothed, 'r--') plt.legend(loc='center right') plt.xticks(np.arange(0, len(tlm_a_strip), 16*8)) plt.yticks(ideal_curve) plt.grid(b=True, which='major', color='grey', linestyle='--') # plt.savefig(input_file_directory + 'plot_space_view.png') plt.savefig(input_file_directory + 'plot_telemetry.png') # else: raw_images = {} raw_images['F'] = pixels if len(syncs): raw_images['A'] = [line[IMAGE_RANGE['A'][0]:IMAGE_RANGE['A'][1]] for line in pixels] raw_images['B'] = [line[IMAGE_RANGE['B'][0]:IMAGE_RANGE['B'][1]] for line in pixels] for image in raw_images: lines = len(raw_images[image]) width = len(raw_images[image][0]) pixels = [item for sublist in raw_images[image] for item in sublist] output_file = input_file_directory + input_filename_base + image + '.png' image = Image.new(GRAYSCALE, (width, lines)) image.putdata(pixels) if args.direction == 'north': image = image.rotate(180) if not len(syncs): image = ImageOps.equalize(image) image.save(output_file)
gpl-3.0
opoplawski/StarCluster
utils/scimage_13_04.py
19
17696
#!/usr/bin/env python """ This script is meant to be run inside of a ubuntu cloud image available at uec-images.ubuntu.com:: $ EC2_UBUNTU_IMG_URL=http://uec-images.ubuntu.com/precise/current $ wget $EC2_UBUNTU_IMG_URL/precise-server-cloudimg-amd64.tar.gz or:: $ wget $EC2_UBUNTU_IMG_URL/precise-server-cloudimg-i386.tar.gz After downloading a Ubuntu cloud image the next step is to extract the image:: $ tar xvzf precise-server-cloudimg-amd64.tar.gz Then resize it to 10GB:: $ e2fsck -f precise-server-cloudimg-amd64.img $ resize2fs precise-server-cloudimg-amd64.img 10G Next you need to mount the image:: $ mkdir /tmp/img-mount $ mount precise-server-cloudimg-amd64.img /tmp/img-mount $ mount -t proc none /tmp/img-mount/proc $ mount -t sysfs none /tmp/img-mount/sys $ mount -o bind /dev /tmp/img-mount/dev $ mount -t devpts none /tmp/img-mount/dev/pts $ mount -o rbind /var/run/dbus /tmp/img-mount/var/run/dbus Copy /etc/resolv.conf and /etc/mtab to the image:: $ mkdir -p /tmp/img-mount/var/run/resolvconf $ cp /etc/resolv.conf /tmp/img-mount/var/run/resolvconf/resolv.conf $ grep -v rootfs /etc/mtab > /tmp/img-mount/etc/mtab Next copy this script inside the image:: $ cp /path/to/scimage.py /tmp/img-mount/root/scimage.py Finally chroot inside the image and run this script: $ chroot /tmp/img-mount /bin/bash $ cd $HOME $ python scimage.py """ import os import sys import glob import shutil import fileinput import subprocess import multiprocessing SRC_DIR = "/usr/local/src" APT_SOURCES_FILE = "/etc/apt/sources.list" BUILD_UTILS_PKGS = "build-essential devscripts debconf debconf-utils dpkg-dev " BUILD_UTILS_PKGS += "python-dev python-setuptools python-pip python-nose rar " BUILD_UTILS_PKGS += "python-distutils-extra gfortran unzip unace cdbs patch " GRID_SCHEDULER_GIT = 'git://github.com/jtriley/gridscheduler.git' CLOUDERA_ARCHIVE_KEY = 'http://archive.cloudera.com/debian/archive.key' CLOUDERA_APT = 'http://archive.cloudera.com/debian squeeze-cdh3u5 contrib' PPAS = ["ppa:staticfloat/julia-deps", "ppa:justin-t-riley/starcluster", "ppa:staticfloat/julianightlies"] STARCLUSTER_MOTD = """\ #!/bin/sh cat<<"EOF" _ _ _ __/\_____| |_ __ _ _ __ ___| |_ _ ___| |_ ___ _ __ \ / __| __/ _` | '__/ __| | | | / __| __/ _ \ '__| /_ _\__ \ || (_| | | | (__| | |_| \__ \ || __/ | \/ |___/\__\__,_|_| \___|_|\__,_|___/\__\___|_| StarCluster Ubuntu 13.04 AMI Software Tools for Academics and Researchers (STAR) Homepage: http://star.mit.edu/cluster Documentation: http://star.mit.edu/cluster/docs/latest Code: https://github.com/jtriley/StarCluster Mailing list: http://star.mit.edu/cluster/mailinglist.html This AMI Contains: * Open Grid Scheduler (OGS - formerly SGE) queuing system * Condor workload management system * OpenMPI compiled with Open Grid Scheduler support * OpenBLAS - Highly optimized Basic Linear Algebra Routines * NumPy/SciPy linked against OpenBlas * Pandas - Data Analysis Library * IPython 1.1.0 with parallel and notebook support * Julia 0.3pre * and more! (use 'dpkg -l' to show all installed packages) Open Grid Scheduler/Condor cheat sheet: * qstat/condor_q - show status of batch jobs * qhost/condor_status- show status of hosts, queues, and jobs * qsub/condor_submit - submit batch jobs (e.g. qsub -cwd ./job.sh) * qdel/condor_rm - delete batch jobs (e.g. qdel 7) * qconf - configure Open Grid Scheduler system Current System Stats: EOF landscape-sysinfo | grep -iv 'graph this data' """ def run_command(cmd, ignore_failure=False, failure_callback=None, get_output=False): kwargs = {} if get_output: kwargs.update(dict(stdout=subprocess.PIPE, stderr=subprocess.PIPE)) p = subprocess.Popen(cmd, shell=True, **kwargs) output = [] if get_output: line = None while line != '': line = p.stdout.readline() if line != '': output.append(line) print line, for line in p.stderr.readlines(): if line != '': output.append(line) print line, retval = p.wait() if retval != 0: errmsg = "command '%s' failed with status %d" % (cmd, retval) if failure_callback: ignore_failure = failure_callback(retval) if not ignore_failure: raise Exception(errmsg) else: sys.stderr.write(errmsg + '\n') if get_output: return retval, ''.join(output) return retval def apt_command(cmd): dpkg_opts = "Dpkg::Options::='--force-confnew'" cmd = "apt-get -o %s -y --force-yes %s" % (dpkg_opts, cmd) cmd = "DEBIAN_FRONTEND='noninteractive' " + cmd run_command(cmd) def apt_install(pkgs): apt_command('install %s' % pkgs) def chdir(directory): opts = glob.glob(directory) isdirlist = [o for o in opts if os.path.isdir(o)] if len(isdirlist) > 1: raise Exception("more than one dir matches: %s" % directory) os.chdir(isdirlist[0]) def _fix_atlas_rules(rules_file='debian/rules'): for line in fileinput.input(rules_file, inplace=1): if 'ATLAS=None' not in line: print line, def configure_apt_sources(): srcfile = open(APT_SOURCES_FILE) contents = srcfile.readlines() srcfile.close() srclines = [] for line in contents: if not line.strip() or line.startswith('#'): continue parts = line.split() if parts[0] == 'deb': parts[0] = 'deb-src' srclines.append(' '.join(parts).strip()) with open(APT_SOURCES_FILE, 'w') as srcfile: srcfile.write(''.join(contents)) srcfile.write('\n'.join(srclines) + '\n') with open('/etc/apt/sources.list.d/cloudera-hadoop.list', 'w') as srcfile: srcfile.write('deb %s\n' % CLOUDERA_APT) srcfile.write('deb-src %s\n' % CLOUDERA_APT) run_command('gpg --keyserver keyserver.ubuntu.com --recv-keys 0F932C9C') run_command('curl -s %s | sudo apt-key add -' % CLOUDERA_ARCHIVE_KEY) apt_install('debian-archive-keyring') for ppa in PPAS: run_command('add-apt-repository %s -y -s' % ppa) def upgrade_packages(): apt_command('update') apt_command('upgrade') def install_build_utils(): """docstring for configure_build""" apt_install(BUILD_UTILS_PKGS) def install_gridscheduler(): chdir(SRC_DIR) apt_command('build-dep gridengine') if os.path.isfile('gridscheduler-scbuild.tar.gz'): run_command('tar xvzf gridscheduler-scbuild.tar.gz') run_command('mv gridscheduler /opt/sge6-fresh') return run_command('git clone %s' % GRID_SCHEDULER_GIT) sts, out = run_command('readlink -f `which java`', get_output=True) java_home = out.strip().split('/jre')[0] chdir(os.path.join(SRC_DIR, 'gridscheduler', 'source')) run_command('git checkout -t -b develop origin/develop') env = 'JAVA_HOME=%s' % java_home run_command('%s ./aimk -only-depend' % env) run_command('%s scripts/zerodepend' % env) run_command('%s ./aimk depend' % env) run_command('%s ./aimk -no-secure -no-gui-inst -man' % env) sge_root = '/opt/sge6-fresh' os.mkdir(sge_root) env += ' SGE_ROOT=%s' % sge_root run_command('%s scripts/distinst -all -local -noexit -y -- man' % env) def install_condor(): chdir(SRC_DIR) run_command("rm -f /var/lock") #apt_install('condor=7.7.2-1') #run_command('echo condor hold | dpkg --set-selections') #run_command('ln -s /etc/condor/condor_config /etc/condor_config.local') #run_command('mkdir /var/lib/condor/log') #run_command('mkdir /var/lib/condor/run') #run_command('chown -R condor:condor /var/lib/condor/log') #run_command('chown -R condor:condor /var/lib/condor/run') apt_install('condor') def install_pydrmaa(): chdir(SRC_DIR) run_command('pip install drmaa') def install_atlas(): """docstring for install_atlas""" chdir(SRC_DIR) apt_command('build-dep atlas') if glob.glob("*atlas*.deb"): run_command('dpkg -i *atlas*.deb') return apt_command('source atlas') chdir('atlas-*') run_command('fakeroot debian/rules custom') run_command('dpkg -i ../*atlas*.deb') def install_openblas(): """docstring for install_openblas""" chdir(SRC_DIR) apt_command('build-dep libopenblas-dev') if glob.glob("*openblas*.deb"): run_command('dpkg -i *openblas*.deb') else: apt_command('source libopenblas-dev') chdir('openblas-*') rule_file = open('Makefile.rule', 'a') # NO_AFFINITY=1 is required to utilize all cores on all non # cluster-compute/GPU instance types due to the shared virtualization # layer not supporting processor affinity properly. However, Cluster # Compute/GPU instance types use a near-bare-metal hypervisor which # *does* support processor affinity. From minimal testing it appears # that there is a ~20% increase in performance when using affinity on # cc1/cg1 types implying NO_AFFINITY=1 should *not* be set for cluster # compute/GPU AMIs. lines = ['DYNAMIC_ARCH=1', 'NUM_THREADS=64', 'NO_LAPACK=1', 'NO_AFFINITY=1'] rule_file.write('\n'.join(lines)) rule_file.close() run_command('fakeroot debian/rules custom') run_command('dpkg -i ../*openblas*.deb') run_command('echo libopenblas-base hold | dpkg --set-selections') run_command('echo libopenblas-dev hold | dpkg --set-selections') run_command("ldconfig") def install_python_packages(): install_pydrmaa() install_numpy_scipy() install_pandas() install_ipython() apt_command('build-dep python-imaging') pkgs = "virtualenv pillow boto matplotlib django mpi4py ctypes Cython " pkgs += "pudb supervisor " run_command("pip install %s" % pkgs) def install_numpy_scipy(): """docstring for install_numpy""" chdir(SRC_DIR) apt_command('build-dep python-numpy') apt_command('build-dep python-scipy') run_command('pip install -d . numpy') run_command('tar xvzf numpy*.tar.gz') run_command("sed -i 's/return None #/pass #/' numpy*/numpy/core/setup.py") run_command("cd numpy* && python setup.py install") run_command('pip install scipy') def install_pandas(): """docstring for install_pandas""" chdir(SRC_DIR) apt_command('build-dep pandas') run_command('pip install pandas') def install_openmpi(): chdir(SRC_DIR) apt_command('build-dep openmpi') apt_install('blcr-util') if glob.glob('*openmpi*.deb'): run_command('dpkg -i *openmpi*.deb') else: apt_command('source openmpi') chdir('openmpi*') for line in fileinput.input('debian/rules', inplace=1): print line, if '--enable-heterogeneous' in line: print ' --with-sge \\' def _deb_failure_callback(retval): if not glob.glob('../*openmpi*.deb'): return False return True run_command('dch --local=\'+custom\' ' '"custom build on: `uname -s -r -v -m -p -i -o`"') run_command('dpkg-buildpackage -rfakeroot -b', failure_callback=_deb_failure_callback) run_command('dpkg -i ../*openmpi*.deb') sts, out = run_command('ompi_info | grep -i grid', get_output=True) if 'gridengine' not in out: raise Exception("failed to build OpenMPI with " "Open Grid Scheduler support") run_command('echo libopenmpi1.3 hold | dpkg --set-selections') run_command('echo libopenmpi-dev hold | dpkg --set-selections') run_command('echo libopenmpi-dbg hold | dpkg --set-selections') run_command('echo openmpi-bin hold | dpkg --set-selections') run_command('echo openmpi-checkpoint hold | dpkg --set-selections') run_command('echo openmpi-common hold | dpkg --set-selections') run_command('echo openmpi-doc hold | dpkg --set-selections') run_command('ldconfig') def install_hadoop(): chdir(SRC_DIR) hadoop_pkgs = ['namenode', 'datanode', 'tasktracker', 'jobtracker', 'secondarynamenode'] pkgs = ['hadoop-0.20'] + ['hadoop-0.20-%s' % pkg for pkg in hadoop_pkgs] apt_install(' '.join(pkgs)) run_command('easy_install dumbo') def install_ipython(): chdir(SRC_DIR) apt_install('libzmq-dev') run_command('pip install ipython[parallel,notebook]') # This is broken in IPy 1.1.0 #mjax_install = 'from IPython.external.mathjax import install_mathjax' #mjax_install += '; install_mathjax()' #run_command("python -c '%s'" % mjax_install) def install_julia(): #chdir(SRC_DIR) #apt_install('zlib1g-dev patchelf llvm-3.3-dev libsuitesparse-dev ' # 'libncurses5-dev libopenblas-dev liblapack-dev ' # 'libarpack2-dev libfftw3-dev libgmp-dev libpcre3-dev ' # 'libunwind8-dev libreadline-dev libdouble-conversion-dev ' # 'libopenlibm-dev librmath-dev libmpfr-dev') #run_command('git clone git://github.com/JuliaLang/julia.git') #buildopts = 'LLVM_CONFIG=llvm-config-3.3 VERBOSE=1 USE_BLAS64=0 ' #libs = ['LLVM', 'ZLIB', 'SUITESPARSE', 'ARPACK', 'BLAS', 'FFTW', 'LAPACK', # 'GMP', 'MPFR', 'PCRE', 'LIBUNWIND', 'READLINE', 'GRISU', # 'OPENLIBM', 'RMATH'] #buildopts += ' '.join(['USE_SYSTEM_%s=1' % lib for lib in libs]) #run_command('cd julia && make %s PREFIX=/usr install' % buildopts) apt_install("julia") def configure_motd(): for f in glob.glob('/etc/update-motd.d/*'): os.unlink(f) motd = open('/etc/update-motd.d/00-starcluster', 'w') motd.write(STARCLUSTER_MOTD) motd.close() os.chmod(motd.name, 0755) def configure_bash(): completion_line_found = False for line in fileinput.input('/etc/bash.bashrc', inplace=1): if 'bash_completion' in line and line.startswith('#'): print line.replace('#', ''), completion_line_found = True elif completion_line_found: print line.replace('#', ''), completion_line_found = False else: print line, aliasfile = open('/root/.bash_aliases', 'w') aliasfile.write("alias ..='cd ..'\n") aliasfile.close() def setup_environ(): num_cpus = multiprocessing.cpu_count() os.environ['MAKEFLAGS'] = '-j%d' % (num_cpus + 1) os.environ['DEBIAN_FRONTEND'] = "noninteractive" if os.path.isfile('/sbin/initctl') and not os.path.islink('/sbin/initctl'): run_command('mv /sbin/initctl /sbin/initctl.bak') run_command('ln -s /bin/true /sbin/initctl') def install_nfs(): chdir(SRC_DIR) run_command('initctl reload-configuration') apt_install('nfs-kernel-server') run_command('ln -s /etc/init.d/nfs-kernel-server /etc/init.d/nfs') def install_default_packages(): # stop mysql for interactively asking for password preseedf = '/tmp/mysql-preseed.txt' mysqlpreseed = open(preseedf, 'w') preseeds = """\ mysql-server mysql-server/root_password select mysql-server mysql-server/root_password seen true mysql-server mysql-server/root_password_again select mysql-server mysql-server/root_password_again seen true """ mysqlpreseed.write(preseeds) mysqlpreseed.close() run_command('debconf-set-selections < %s' % mysqlpreseed.name) run_command('rm %s' % mysqlpreseed.name) pkgs = "git vim mercurial subversion cvs encfs keychain screen tmux zsh " pkgs += "ksh csh tcsh ec2-api-tools ec2-ami-tools mysql-server " pkgs += "mysql-client apache2 libapache2-mod-wsgi nginx sysv-rc-conf " pkgs += "pssh emacs irssi htop vim-scripts mosh default-jdk mpich2 xvfb " pkgs += "openmpi-bin libopenmpi-dev libopenblas-dev liblapack-dev julia" apt_install(pkgs) def configure_init(): scripts = ['nfs-kernel-server', 'hadoop', 'condor', 'apache', 'mysql', 'nginx'] for script in scripts: run_command('find /etc/rc* -iname \*%s\* -delete' % script) def cleanup(): run_command('rm -rf /run/resolvconf') run_command('rm -f /etc/mtab') run_command('rm -rf /root/*') exclude = ['/root/.bashrc', '/root/.profile', '/root/.bash_aliases'] for dot in glob.glob("/root/.*"): if dot not in exclude: run_command('rm -rf %s' % dot) for path in glob.glob('/usr/local/src/*'): if os.path.isdir(path): shutil.rmtree(path) run_command('rm -f /var/cache/apt/archives/*.deb') run_command('rm -f /var/cache/apt/archives/partial/*') for f in glob.glob('/etc/profile.d'): if 'byobu' in f: run_command('rm -f %s' % f) if os.path.islink('/sbin/initctl') and os.path.isfile('/sbin/initctl.bak'): run_command('mv -f /sbin/initctl.bak /sbin/initctl') def main(): """docstring for main""" if os.getuid() != 0: sys.stderr.write('you must be root to run this script\n') return setup_environ() configure_motd() configure_bash() configure_apt_sources() upgrade_packages() install_build_utils() install_nfs() install_default_packages() install_python_packages() # Only use these to build the packages locally # These should normally be installed from the PPAs #install_openblas() #install_openmpi() #install_julia() install_gridscheduler() install_condor() install_hadoop() configure_init() cleanup() if __name__ == '__main__': main()
gpl-3.0
widdowquinn/pyani
tests/conftest.py
1
8808
#!/usr/bin/env python3 # -*- coding: utf-8 -*- # (c) The University of Strathclude 2019-2020 # Author: Leighton Pritchard # # Contact: # [email protected] # # Leighton Pritchard, # Strathclyde Institute of Pharmaceutical and Biomedical Sciences # The University of Strathclyde # 161 Cathedral Street # Glasgow # G4 0RE # Scotland, # UK # # The MIT License # # (c) The University of Strathclude 2019-2020 # # Permission is hereby granted, free of charge, to any person obtaining a copy # of this software and associated documentation files (the "Software"), to deal # in the Software without restriction, including without limitation the rights # to use, copy, modify, merge, publish, distribute, sublicense, and/or sell # copies of the Software, and to permit persons to whom the Software is # furnished to do so, subject to the following conditions: # # The above copyright notice and this permission notice shall be included in # all copies or substantial portions of the Software. # # THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR # IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, # FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE # AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER # LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, # OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN # THE SOFTWARE. """Pytest configuration file.""" import copy import subprocess from argparse import Namespace from pathlib import Path from typing import Dict, List, NamedTuple, Tuple import pandas as pd import pytest from pyani import download from pyani.download import ASMIDs, DLStatus, get_ncbi_esummary from pyani.pyani_config import ( BLASTALL_DEFAULT, BLASTN_DEFAULT, NUCMER_DEFAULT, FRAGSIZE, ) from pyani.scripts import genbank_get_genomes_by_taxon # Path to tests, contains tests and data subdirectories # This conftest.py file should be found in the top directory of the tests # module. The fixture data should be in a subdirectory named fixtures TESTSPATH = Path(__file__).parents[0] FIXTUREPATH = TESTSPATH / "fixtures" @pytest.fixture def blastall_available(): """Returns True if blastall can be run, False otherwise.""" cmd = str(BLASTALL_DEFAULT) # Can't use check=True, as blastall without arguments returns 1! try: result = subprocess.run( cmd, shell=False, check=False, stdout=subprocess.PIPE, stderr=subprocess.PIPE, ) except OSError: return False return result.stdout[1:9] == b"blastall" @pytest.fixture def blastn_available(): """Returns True if blastn can be run, False otherwise.""" cmd = [str(BLASTN_DEFAULT), "-version"] try: result = subprocess.run( cmd, shell=False, stdout=subprocess.PIPE, stderr=subprocess.PIPE, check=True ) except OSError: return False return result.stdout[:6] == b"blastn" @pytest.fixture def dir_anib_in(): """Input files for ANIb tests.""" return FIXTUREPATH / "anib" @pytest.fixture def dir_anim_in(): """Input files for ANIm tests.""" return FIXTUREPATH / "anim" @pytest.fixture def dir_graphics_in(): """Input files for graphics tests.""" return FIXTUREPATH / "graphics" @pytest.fixture def dir_seq(): """Sequence files for tests.""" return FIXTUREPATH / "sequences" @pytest.fixture def dir_targets(): """Target files for output comparisons.""" return FIXTUREPATH / "targets" @pytest.fixture def dir_tgt_fragments(dir_targets): """Target files for FASTA file fragmentation.""" return dir_targets / "fragments" @pytest.fixture def email_address(): """Dummy email address.""" return "[email protected]" @pytest.fixture def fragment_length(): """Fragment size for ANIb-related analyses.""" return FRAGSIZE @pytest.fixture def nucmer_available(): """Test that nucmer is available.""" cmd = [str(NUCMER_DEFAULT), "--version"] try: result = subprocess.run( cmd, shell=False, stdout=subprocess.PIPE, stderr=subprocess.PIPE, check=True ) except OSError: return False return result.stderr[:6] == b"nucmer" @pytest.fixture def path_file_two(): """Path to two arbitrary filenames.""" return [Path(f"file{_:d}.fna") for _ in range(1, 3)] @pytest.fixture def path_file_four(): """Path to four arbitrary filenames.""" return [Path(f"file{_:d}.fna") for _ in range(1, 5)] @pytest.fixture def path_fixtures_base(): """Base path to fixture data folders.""" return FIXTUREPATH @pytest.fixture def path_fna(dir_seq): """Path to one .fna sequence file from dir_seq.""" fnapaths = [_ for _ in dir_seq.iterdir() if _.is_file() and _.suffix == ".fna"] return fnapaths[0] @pytest.fixture def path_fna_two(dir_seq): """Paths to two .fna sequence file in dir_seq.""" fnapaths = [_ for _ in dir_seq.iterdir() if _.is_file() and _.suffix == ".fna"] return fnapaths[:2] @pytest.fixture def path_fna_all(dir_seq): """Paths to all .fna sequence file in dir_seq.""" return [_ for _ in dir_seq.iterdir() if _.is_file() and _.suffix == ".fna"] @pytest.fixture(autouse=True) def skip_by_unavailable_executable( request, blastall_available, blastn_available, nucmer_available ): """Skip test if executable is unavailable. Use with @pytest.mark.skip_if_exe_missing("executable") decorator. """ if request.node.get_closest_marker("skip_if_exe_missing"): exe_name = request.node.get_closest_marker("skip_if_exe_missing").args[0] tests = { "blastall": blastall_available, "blastn": blastn_available, "nucmer": nucmer_available, } try: if not tests[exe_name]: pytest.skip(f"Skipped as {exe_name} not available") except KeyError: # Unknown executables are ignored pytest.skip(f"Executable {exe_name} not recognised") @pytest.fixture def mock_single_genome_dl(monkeypatch): """Mocks remote database calls for single-genome downloads. This masks calls to the download module, for safe testing. """ def mock_asmuids(*args, **kwargs): """Mock download.get_asm_uids().""" return ASMIDs("txid218491[Organism:exp]", 1, ["32728"]) def mock_ncbi_esummary(*args, **kwargs): """Mock download.get_ncbi_esummary().""" return ( { "Taxid": "218491", "SpeciesTaxid": "29471", "AssemblyAccession": "GCF_000011605.1", "AssemblyName": "ASM1160v1", "SpeciesName": "Pectobacterium atrosepticum", }, "GCF_000011605.1_ASM1160v1", ) def mock_genome_hash(*args, **kwargs): """Mock download.retrieve_genome_and_hash().""" return DLStatus( "ftp://ftp.ncbi.nlm.nih.gov/dummy_genomic.fna.gz", "ftp://ftp.ncbi.nlm.nih.gov/dummy/md5checksums.txt", FIXTUREPATH / "single_genome_download" / "GCF_000011605.1_ASM1160v1_genomic.fna.gz", FIXTUREPATH / "single_genome_download/GCF_000011605.1_ASM1160v1_hashes.txt", False, None, ) monkeypatch.setattr(download, "get_asm_uids", mock_asmuids) monkeypatch.setattr(download, "get_ncbi_esummary", mock_ncbi_esummary) monkeypatch.setattr(download, "retrieve_genome_and_hash", mock_genome_hash) @pytest.fixture def mock_legacy_single_genome_dl(monkeypatch): """Mocks remote database calls for single-genome downloads. This masks calls to functions in genbank_get_genomes_by_taxon, for safe testing. This will be deprecated once the genbank_get_genomes_by_taxon.py script is converted to use the pyani.download module. """ def mock_asmuids(*args, **kwargs): """Mock genbank_get_genomes_by_taxon.get_asm_uids().""" return ["32728"] def mock_ncbi_asm(*args, **kwargs): """Mock genbank_get_genomes_by_taxon.get_ncbi_asm().""" return ( Path( "tests/test_output/legacy_scripts/C_blochmannia_legacy/GCF_000011605.1_ASM1160v1_genomic.fna" ), "8b0cab310cb638c977d453ff06eceb64\tGCF_000011605.1_ASM1160v1_genomic\tPectobacterium atrosepticum", "8b0cab310cb638c977d453ff06eceb64\tGCF_000011605.1_ASM1160v1_genomic\tP. atrosepticum SCRI1043", "GCF_000011605.1", ) monkeypatch.setattr(genbank_get_genomes_by_taxon, "get_asm_uids", mock_asmuids) monkeypatch.setattr(genbank_get_genomes_by_taxon, "get_ncbi_asm", mock_ncbi_asm)
mit
Neurita/boyle
scripts/convert_sav.py
1
2722
#!/usr/bin/env python from __future__ import unicode_literals import os import baker from path import path from boyle.storage import (sav_to_pandas_rpy2, sav_to_pandas_savreader) from boyle.files.names import add_extension_if_needed @baker.command(name='sav', params={"inputfile": "Path to the .sav file to be transformed", "outputfile": "Path to the output file", "otype": """Output file type. Choices: 'csv', 'hdf', 'stata', 'json', 'pickle' 'excel', 'html'. Default: 'csv'""", "method": """Which conversion method to use. Choices: 'rpy2' to use Pandas Rpy2 wrapper or 'savread' to use savReaderWriter"""}, shortopts={'inputfile': 'i', 'outputfile': 'o', 'method': 'm', 'otype': 't'}) def convert_sav(inputfile, outputfile=None, method='rpy2', otype='csv'): """ Transforms the input .sav SPSS file into other format. If you don't specify an outputfile, it will use the inputfile and change its extension to .csv """ assert(os.path.isfile(inputfile)) assert(method=='rpy2' or method=='savread') if method == 'rpy2': df = sav_to_pandas_rpy2(inputfile) elif method == 'savread': df = sav_to_pandas_savreader(inputfile) otype_exts = {'csv': '.csv', 'hdf': '.h5', 'stata': '.dta', 'json': '.json', 'pickle': '.pickle', 'excel': '.xls', 'html': '.html'} if outputfile is None: outputfile = inputfile.replace(path(inputfile).ext, '') outputfile = add_extension_if_needed(outputfile, otype_exts[otype]) if otype == 'csv': df.to_csv(outputfile) elif otype == 'hdf': df.to_hdf(outputfile, os.path.basename(outputfile)) elif otype == 'stata': df.to_stata(outputfile) elif otype == 'json': df.to_json(outputfile) elif otype == 'pickle': df.to_pickle(outputfile) elif otype == 'excel': df.to_excel(outputfile) elif otype == 'html': df.to_html(outputfile) else: df.to_csv(outputfile) if __name__ == '__main__': baker.run() # import os # wd = '/home/alexandre/Dropbox/Documents/projects/santiago' # f = 'datos_clinicos_140221.sav' # outf = f.replace('.sav', '.csv') # sav2csv(os.path.join(wd, f), os.path.join(wd, outf))
bsd-3-clause
brvnl/master
parser/Dataset.py
1
2927
import sys, logging, os.path parentdir = os.path.dirname(os.path.dirname(os.path.abspath(__file__))) os.sys.path.insert(0,parentdir) import pandas as pd class BaseDataset(object): def __init__(self, X=None, Y=None, test=0.2, featureSelection=None, fromFile=None, balance=False): self.logger = logging.getLogger(self.__class__.__name__) logging.basicConfig(format='%(asctime)s %(levelname)s* %(message)s', level=logging.INFO) if (fromFile is not None): hdf = pd.HDFStore(fromFile) self.X = hdf['X'] self.Y = hdf['Y'] hdf.close() else: intersection = X.index.intersection(Y.index) self.X = X.loc[intersection] self.Y = Y.loc[intersection] totalrecords = len(self.X.index) self.logger.info("Using %d timestamps from the intersection of X(%d) and Y(%d)." %(totalrecords , len(X.index), len(Y.index))) if (totalrecords < 2): raise ValueError('Not enough valid records on the dataset.') self.nRecordsTest = int(totalrecords * test) self.nRecordsTrain = totalrecords - self.nRecordsTest self.logger.info("Using %d rows for training and %d for testing." %(self.nRecordsTrain, self.nRecordsTest)) self.logger.info("Series starting at %s, ending at %s." \ %(self.Y.first('1D').index.strftime("%Y-%m-%d").item(), \ self.Y.last('1D').index.strftime("%Y-%m-%d").item())) if (featureSelection is not None): self.X = featureSelection.process(self.X) def size(self): return (self.nRecordsTest + self.nRecordsTrain) def persist(self, path): hdf = pd.HDFStore(path) hdf['X'] = pd.DataFrame(self.X) hdf['Y'] = pd.DataFrame(self.Y) hdf.close() def getStatistics(self): train = self.getYTrain().value_counts(sort=False) test = self.getYTest().value_counts(sort=False) total = self.Y.value_counts(sort=False) df = pd.DataFrame({"train": train, "test": test, "total": total}) return df def getXCVTrainIndexes(self): df_xtrain = self.getXTrain() p = 0.25 t = len(df_xtrain) n = int(t * p) #return df_xtrain.head(n).index.values.astype(int) return df_xtrain.head(n).index.values.to_datetime() def getXCVTestIndexes(self): df_xtrain = self.getXTrain() p = 0.25 t = len(df_xtrain) n = t - int(t * p) return df_xtrain.tail(n).index.values.to_datetime() def getXTrain(self): return self.X.head(self.nRecordsTrain) def getYTrain(self): return self.Y.head(self.nRecordsTrain) def getXTest(self): return self.X.tail(self.nRecordsTest) def getYTest(self): return self.Y.tail(self.nRecordsTest)
gpl-3.0
olafhauk/mne-python
mne/evoked.py
3
49843
# -*- coding: utf-8 -*- # Authors: Alexandre Gramfort <[email protected]> # Matti Hämäläinen <[email protected]> # Denis Engemann <[email protected]> # Andrew Dykstra <[email protected]> # Mads Jensen <[email protected]> # Jona Sassenhagen <[email protected]> # # License: BSD (3-clause) from copy import deepcopy import numpy as np from .baseline import rescale from .channels.channels import (ContainsMixin, UpdateChannelsMixin, SetChannelsMixin, InterpolationMixin) from .channels.layout import _merge_ch_data, _pair_grad_sensors from .defaults import _EXTRAPOLATE_DEFAULT, _BORDER_DEFAULT from .filter import detrend, FilterMixin from .utils import (check_fname, logger, verbose, _time_mask, warn, sizeof_fmt, SizeMixin, copy_function_doc_to_method_doc, _validate_type, fill_doc, _check_option, ShiftTimeMixin, _build_data_frame, _check_pandas_installed, _check_pandas_index_arguments, _convert_times, _scale_dataframe_data, _check_time_format) from .viz import (plot_evoked, plot_evoked_topomap, plot_evoked_field, plot_evoked_image, plot_evoked_topo) from .viz.evoked import plot_evoked_white, plot_evoked_joint from .viz.topomap import _topomap_animation from .io.constants import FIFF from .io.open import fiff_open from .io.tag import read_tag from .io.tree import dir_tree_find from .io.pick import pick_types, _picks_to_idx, _FNIRS_CH_TYPES_SPLIT from .io.meas_info import read_meas_info, write_meas_info from .io.proj import ProjMixin from .io.write import (start_file, start_block, end_file, end_block, write_int, write_string, write_float_matrix, write_id, write_float, write_complex_float_matrix) from .io.base import TimeMixin, _check_maxshield _aspect_dict = { 'average': FIFF.FIFFV_ASPECT_AVERAGE, 'standard_error': FIFF.FIFFV_ASPECT_STD_ERR, 'single_epoch': FIFF.FIFFV_ASPECT_SINGLE, 'partial_average': FIFF.FIFFV_ASPECT_SUBAVERAGE, 'alternating_subaverage': FIFF.FIFFV_ASPECT_ALTAVERAGE, 'sample_cut_out_by_graph': FIFF.FIFFV_ASPECT_SAMPLE, 'power_density_spectrum': FIFF.FIFFV_ASPECT_POWER_DENSITY, 'dipole_amplitude_cuvre': FIFF.FIFFV_ASPECT_DIPOLE_WAVE, 'squid_modulation_lower_bound': FIFF.FIFFV_ASPECT_IFII_LOW, 'squid_modulation_upper_bound': FIFF.FIFFV_ASPECT_IFII_HIGH, 'squid_gate_setting': FIFF.FIFFV_ASPECT_GATE, } _aspect_rev = {val: key for key, val in _aspect_dict.items()} @fill_doc class Evoked(ProjMixin, ContainsMixin, UpdateChannelsMixin, SetChannelsMixin, InterpolationMixin, FilterMixin, TimeMixin, SizeMixin, ShiftTimeMixin): """Evoked data. Parameters ---------- fname : str Name of evoked/average FIF file to load. If None no data is loaded. condition : int, or str Dataset ID number (int) or comment/name (str). Optional if there is only one data set in file. proj : bool, optional Apply SSP projection vectors. kind : str Either 'average' or 'standard_error'. The type of data to read. Only used if 'condition' is a str. allow_maxshield : bool | str (default False) If True, allow loading of data that has been recorded with internal active compensation (MaxShield). Data recorded with MaxShield should generally not be loaded directly, but should first be processed using SSS/tSSS to remove the compensation signals that may also affect brain activity. Can also be "yes" to load without eliciting a warning. %(verbose)s Attributes ---------- info : dict Measurement info. ch_names : list of str List of channels' names. nave : int Number of averaged epochs. kind : str Type of data, either average or standard_error. comment : str Comment on dataset. Can be the condition. data : array of shape (n_channels, n_times) Evoked response. first : int First time sample. last : int Last time sample. tmin : float The first time point in seconds. tmax : float The last time point in seconds. times : array Time vector in seconds. Goes from ``tmin`` to ``tmax``. Time interval between consecutive time samples is equal to the inverse of the sampling frequency. %(verbose)s Notes ----- Evoked objects contain a single condition only. """ @verbose def __init__(self, fname, condition=None, proj=True, kind='average', allow_maxshield=False, verbose=None): # noqa: D102 _validate_type(proj, bool, "'proj'") # Read the requested data self.info, self.nave, self._aspect_kind, self.comment, self.times, \ self.data = _read_evoked(fname, condition, kind, allow_maxshield) self._update_first_last() self.verbose = verbose self.preload = True # project and baseline correct if proj: self.apply_proj() @property def kind(self): """The data kind.""" return _aspect_rev[self._aspect_kind] @kind.setter def kind(self, kind): _check_option('kind', kind, list(_aspect_dict.keys())) self._aspect_kind = _aspect_dict[kind] @property def data(self): """The data matrix.""" return self._data @data.setter def data(self, data): """Set the data matrix.""" self._data = data @verbose def apply_baseline(self, baseline=(None, 0), *, verbose=None): """Baseline correct evoked data. Parameters ---------- %(baseline_evoked)s Defaults to ``(None, 0)``, i.e. beginning of the the data until time point zero. %(verbose_meth)s Returns ------- evoked : instance of Evoked The baseline-corrected Evoked object. Notes ----- Baseline correction can be done multiple times. .. versionadded:: 0.13.0 """ self.data = rescale(self.data, self.times, baseline, copy=False) return self def save(self, fname): """Save dataset to file. Parameters ---------- fname : str The name of the file, which should end with -ave.fif or -ave.fif.gz. Notes ----- To write multiple conditions into a single file, use :func:`mne.write_evokeds`. """ write_evokeds(fname, self) def __repr__(self): # noqa: D105 s = "'%s' (%s, N=%s)" % (self.comment, self.kind, self.nave) s += ", [%0.5g, %0.5g] sec" % (self.times[0], self.times[-1]) s += ", %s ch" % self.data.shape[0] s += ", ~%s" % (sizeof_fmt(self._size),) return "<Evoked | %s>" % s @property def ch_names(self): """Channel names.""" return self.info['ch_names'] @property def tmin(self): """First time point. .. versionadded:: 0.21 """ return self.times[0] @property def tmax(self): """Last time point. .. versionadded:: 0.21 """ return self.times[-1] @fill_doc def crop(self, tmin=None, tmax=None, include_tmax=True, verbose=None): """Crop data to a given time interval. Parameters ---------- tmin : float | None Start time of selection in seconds. tmax : float | None End time of selection in seconds. %(include_tmax)s %(verbose_meth)s Returns ------- evoked : instance of Evoked The cropped Evoked object, modified in-place. Notes ----- %(notes_tmax_included_by_default)s """ mask = _time_mask(self.times, tmin, tmax, sfreq=self.info['sfreq'], include_tmax=include_tmax) self.times = self.times[mask] self._update_first_last() self.data = self.data[:, mask] return self @verbose def decimate(self, decim, offset=0, verbose=None): """Decimate the evoked data. Parameters ---------- %(decim)s %(decim_offset)s %(verbose_meth)s Returns ------- evoked : instance of Evoked The decimated Evoked object. See Also -------- Epochs.decimate Epochs.resample mne.io.Raw.resample Notes ----- %(decim_notes)s .. versionadded:: 0.13.0 """ decim, offset, new_sfreq = _check_decim(self.info, decim, offset) start_idx = int(round(self.times[0] * (self.info['sfreq'] * decim))) i_start = start_idx % decim + offset decim_slice = slice(i_start, None, decim) self.info['sfreq'] = new_sfreq self.data = self.data[:, decim_slice].copy() self.times = self.times[decim_slice].copy() self._update_first_last() return self @copy_function_doc_to_method_doc(plot_evoked) def plot(self, picks=None, exclude='bads', unit=True, show=True, ylim=None, xlim='tight', proj=False, hline=None, units=None, scalings=None, titles=None, axes=None, gfp=False, window_title=None, spatial_colors=False, zorder='unsorted', selectable=True, noise_cov=None, time_unit='s', sphere=None, verbose=None): return plot_evoked( self, picks=picks, exclude=exclude, unit=unit, show=show, ylim=ylim, proj=proj, xlim=xlim, hline=hline, units=units, scalings=scalings, titles=titles, axes=axes, gfp=gfp, window_title=window_title, spatial_colors=spatial_colors, zorder=zorder, selectable=selectable, noise_cov=noise_cov, time_unit=time_unit, sphere=sphere, verbose=verbose) @copy_function_doc_to_method_doc(plot_evoked_image) def plot_image(self, picks=None, exclude='bads', unit=True, show=True, clim=None, xlim='tight', proj=False, units=None, scalings=None, titles=None, axes=None, cmap='RdBu_r', colorbar=True, mask=None, mask_style=None, mask_cmap='Greys', mask_alpha=.25, time_unit='s', show_names=None, group_by=None, sphere=None): return plot_evoked_image( self, picks=picks, exclude=exclude, unit=unit, show=show, clim=clim, xlim=xlim, proj=proj, units=units, scalings=scalings, titles=titles, axes=axes, cmap=cmap, colorbar=colorbar, mask=mask, mask_style=mask_style, mask_cmap=mask_cmap, mask_alpha=mask_alpha, time_unit=time_unit, show_names=show_names, group_by=group_by, sphere=sphere) @copy_function_doc_to_method_doc(plot_evoked_topo) def plot_topo(self, layout=None, layout_scale=0.945, color=None, border='none', ylim=None, scalings=None, title=None, proj=False, vline=[0.0], fig_background=None, merge_grads=False, legend=True, axes=None, background_color='w', noise_cov=None, show=True): """ Notes ----- .. versionadded:: 0.10.0 """ return plot_evoked_topo( self, layout=layout, layout_scale=layout_scale, color=color, border=border, ylim=ylim, scalings=scalings, title=title, proj=proj, vline=vline, fig_background=fig_background, merge_grads=merge_grads, legend=legend, axes=axes, background_color=background_color, noise_cov=noise_cov, show=show) @copy_function_doc_to_method_doc(plot_evoked_topomap) def plot_topomap(self, times="auto", ch_type=None, vmin=None, vmax=None, cmap=None, sensors=True, colorbar=True, scalings=None, units=None, res=64, size=1, cbar_fmt="%3.1f", time_unit='s', time_format=None, proj=False, show=True, show_names=False, title=None, mask=None, mask_params=None, outlines='head', contours=6, image_interp='bilinear', average=None, axes=None, extrapolate=_EXTRAPOLATE_DEFAULT, sphere=None, border=_BORDER_DEFAULT, nrows=1, ncols='auto'): return plot_evoked_topomap( self, times=times, ch_type=ch_type, vmin=vmin, vmax=vmax, cmap=cmap, sensors=sensors, colorbar=colorbar, scalings=scalings, units=units, res=res, size=size, cbar_fmt=cbar_fmt, time_unit=time_unit, time_format=time_format, proj=proj, show=show, show_names=show_names, title=title, mask=mask, mask_params=mask_params, outlines=outlines, contours=contours, image_interp=image_interp, average=average, axes=axes, extrapolate=extrapolate, sphere=sphere, border=border, nrows=nrows, ncols=ncols) @copy_function_doc_to_method_doc(plot_evoked_field) def plot_field(self, surf_maps, time=None, time_label='t = %0.0f ms', n_jobs=1, fig=None, vmax=None, n_contours=21, verbose=None): return plot_evoked_field(self, surf_maps, time=time, time_label=time_label, n_jobs=n_jobs, fig=fig, vmax=vmax, n_contours=n_contours, verbose=verbose) @copy_function_doc_to_method_doc(plot_evoked_white) def plot_white(self, noise_cov, show=True, rank=None, time_unit='s', sphere=None, axes=None, verbose=None): return plot_evoked_white( self, noise_cov=noise_cov, rank=rank, show=show, time_unit=time_unit, sphere=sphere, axes=axes, verbose=verbose) @copy_function_doc_to_method_doc(plot_evoked_joint) def plot_joint(self, times="peaks", title='', picks=None, exclude='bads', show=True, ts_args=None, topomap_args=None): return plot_evoked_joint(self, times=times, title=title, picks=picks, exclude=exclude, show=show, ts_args=ts_args, topomap_args=topomap_args) @fill_doc def animate_topomap(self, ch_type=None, times=None, frame_rate=None, butterfly=False, blit=True, show=True, time_unit='s', sphere=None, *, extrapolate=_EXTRAPOLATE_DEFAULT, verbose=None): """Make animation of evoked data as topomap timeseries. The animation can be paused/resumed with left mouse button. Left and right arrow keys can be used to move backward or forward in time. Parameters ---------- ch_type : str | None Channel type to plot. Accepted data types: 'mag', 'grad', 'eeg', 'hbo', 'hbr', 'fnirs_cw_amplitude', 'fnirs_fd_ac_amplitude', 'fnirs_fd_phase', and 'fnirs_od'. If None, first available channel type from the above list is used. Defaults to None. times : array of float | None The time points to plot. If None, 10 evenly spaced samples are calculated over the evoked time series. Defaults to None. frame_rate : int | None Frame rate for the animation in Hz. If None, frame rate = sfreq / 10. Defaults to None. butterfly : bool Whether to plot the data as butterfly plot under the topomap. Defaults to False. blit : bool Whether to use blit to optimize drawing. In general, it is recommended to use blit in combination with ``show=True``. If you intend to save the animation it is better to disable blit. Defaults to True. show : bool Whether to show the animation. Defaults to True. time_unit : str The units for the time axis, can be "ms" (default in 0.16) or "s" (will become the default in 0.17). .. versionadded:: 0.16 %(topomap_sphere_auto)s %(topomap_extrapolate)s .. versionadded:: 0.22 %(verbose_meth)s Returns ------- fig : instance of matplotlib.figure.Figure The figure. anim : instance of matplotlib.animation.FuncAnimation Animation of the topomap. Notes ----- .. versionadded:: 0.12.0 """ return _topomap_animation( self, ch_type=ch_type, times=times, frame_rate=frame_rate, butterfly=butterfly, blit=blit, show=show, time_unit=time_unit, sphere=sphere, extrapolate=extrapolate, verbose=verbose) def as_type(self, ch_type='grad', mode='fast'): """Compute virtual evoked using interpolated fields. .. Warning:: Using virtual evoked to compute inverse can yield unexpected results. The virtual channels have ``'_v'`` appended at the end of the names to emphasize that the data contained in them are interpolated. Parameters ---------- ch_type : str The destination channel type. It can be 'mag' or 'grad'. mode : str Either ``'accurate'`` or ``'fast'``, determines the quality of the Legendre polynomial expansion used. ``'fast'`` should be sufficient for most applications. Returns ------- evoked : instance of mne.Evoked The transformed evoked object containing only virtual channels. Notes ----- This method returns a copy and does not modify the data it operates on. It also returns an EvokedArray instance. .. versionadded:: 0.9.0 """ from .forward import _as_meg_type_inst return _as_meg_type_inst(self, ch_type=ch_type, mode=mode) @fill_doc def detrend(self, order=1, picks=None): """Detrend data. This function operates in-place. Parameters ---------- order : int Either 0 or 1, the order of the detrending. 0 is a constant (DC) detrend, 1 is a linear detrend. %(picks_good_data)s Returns ------- evoked : instance of Evoked The detrended evoked object. """ picks = _picks_to_idx(self.info, picks) self.data[picks] = detrend(self.data[picks], order, axis=-1) return self def copy(self): """Copy the instance of evoked. Returns ------- evoked : instance of Evoked A copy of the object. """ evoked = deepcopy(self) return evoked def __neg__(self): """Negate channel responses. Returns ------- evoked_neg : instance of Evoked The Evoked instance with channel data negated and '-' prepended to the comment. """ out = self.copy() out.data *= -1 out.comment = '-' + (out.comment or 'unknown') return out def get_peak(self, ch_type=None, tmin=None, tmax=None, mode='abs', time_as_index=False, merge_grads=False, return_amplitude=False): """Get location and latency of peak amplitude. Parameters ---------- ch_type : str | None The channel type to use. Defaults to None. If more than one sensor Type is present in the data the channel type has to be explicitly set. tmin : float | None The minimum point in time to be considered for peak getting. If None (default), the beginning of the data is used. tmax : float | None The maximum point in time to be considered for peak getting. If None (default), the end of the data is used. mode : {'pos', 'neg', 'abs'} How to deal with the sign of the data. If 'pos' only positive values will be considered. If 'neg' only negative values will be considered. If 'abs' absolute values will be considered. Defaults to 'abs'. time_as_index : bool Whether to return the time index instead of the latency in seconds. merge_grads : bool If True, compute peak from merged gradiometer data. return_amplitude : bool If True, return also the amplitude at the maximum response. .. versionadded:: 0.16 Returns ------- ch_name : str The channel exhibiting the maximum response. latency : float | int The time point of the maximum response, either latency in seconds or index. amplitude : float The amplitude of the maximum response. Only returned if return_amplitude is True. .. versionadded:: 0.16 """ # noqa: E501 supported = ('mag', 'grad', 'eeg', 'seeg', 'ecog', 'misc', 'None') + _FNIRS_CH_TYPES_SPLIT types_used = self.get_channel_types(unique=True, only_data_chs=True) _check_option('ch_type', str(ch_type), supported) if ch_type is not None and ch_type not in types_used: raise ValueError('Channel type `{ch_type}` not found in this ' 'evoked object.'.format(ch_type=ch_type)) elif len(types_used) > 1 and ch_type is None: raise RuntimeError('More than one sensor type found. `ch_type` ' 'must not be `None`, pass a sensor type ' 'value instead') if merge_grads: if ch_type != 'grad': raise ValueError('Channel type must be grad for merge_grads') elif mode == 'neg': raise ValueError('Negative mode (mode=neg) does not make ' 'sense with merge_grads=True') meg = eeg = misc = seeg = ecog = fnirs = False picks = None if ch_type in ('mag', 'grad'): meg = ch_type elif ch_type == 'eeg': eeg = True elif ch_type == 'misc': misc = True elif ch_type == 'seeg': seeg = True elif ch_type == 'ecog': ecog = True elif ch_type in _FNIRS_CH_TYPES_SPLIT: fnirs = ch_type if ch_type is not None: if merge_grads: picks = _pair_grad_sensors(self.info, topomap_coords=False) else: picks = pick_types(self.info, meg=meg, eeg=eeg, misc=misc, seeg=seeg, ecog=ecog, ref_meg=False, fnirs=fnirs) data = self.data ch_names = self.ch_names if picks is not None: data = data[picks] ch_names = [ch_names[k] for k in picks] if merge_grads: data, _ = _merge_ch_data(data, ch_type, []) ch_names = [ch_name[:-1] + 'X' for ch_name in ch_names[::2]] ch_idx, time_idx, max_amp = _get_peak(data, self.times, tmin, tmax, mode) out = (ch_names[ch_idx], time_idx if time_as_index else self.times[time_idx]) if return_amplitude: out += (max_amp,) return out @fill_doc def to_data_frame(self, picks=None, index=None, scalings=None, copy=True, long_format=False, time_format='ms'): """Export data in tabular structure as a pandas DataFrame. Channels are converted to columns in the DataFrame. By default, an additional column "time" is added, unless ``index='time'`` (in which case time values form the DataFrame's index). Parameters ---------- %(picks_all)s %(df_index_evk)s Defaults to ``None``. %(df_scalings)s %(df_copy)s %(df_longform_raw)s %(df_time_format)s .. versionadded:: 0.20 Returns ------- %(df_return)s """ # check pandas once here, instead of in each private utils function pd = _check_pandas_installed() # noqa # arg checking valid_index_args = ['time'] valid_time_formats = ['ms', 'timedelta'] index = _check_pandas_index_arguments(index, valid_index_args) time_format = _check_time_format(time_format, valid_time_formats) # get data picks = _picks_to_idx(self.info, picks, 'all', exclude=()) data = self.data[picks, :] times = self.times data = data.T if copy: data = data.copy() data = _scale_dataframe_data(self, data, picks, scalings) # prepare extra columns / multiindex mindex = list() times = _convert_times(self, times, time_format) mindex.append(('time', times)) # build DataFrame df = _build_data_frame(self, data, picks, long_format, mindex, index, default_index=['time']) return df def _check_decim(info, decim, offset): """Check decimation parameters.""" if decim < 1 or decim != int(decim): raise ValueError('decim must be an integer > 0') decim = int(decim) new_sfreq = info['sfreq'] / float(decim) lowpass = info['lowpass'] if decim > 1 and lowpass is None: warn('The measurement information indicates data is not low-pass ' 'filtered. The decim=%i parameter will result in a sampling ' 'frequency of %g Hz, which can cause aliasing artifacts.' % (decim, new_sfreq)) elif decim > 1 and new_sfreq < 3 * lowpass: warn('The measurement information indicates a low-pass frequency ' 'of %g Hz. The decim=%i parameter will result in a sampling ' 'frequency of %g Hz, which can cause aliasing artifacts.' % (lowpass, decim, new_sfreq)) # > 50% nyquist lim offset = int(offset) if not 0 <= offset < decim: raise ValueError('decim must be at least 0 and less than %s, got ' '%s' % (decim, offset)) return decim, offset, new_sfreq @fill_doc class EvokedArray(Evoked): """Evoked object from numpy array. Parameters ---------- data : array of shape (n_channels, n_times) The channels' evoked response. See notes for proper units of measure. info : instance of Info Info dictionary. Consider using ``create_info`` to populate this structure. tmin : float Start time before event. Defaults to 0. comment : str Comment on dataset. Can be the condition. Defaults to ''. nave : int Number of averaged epochs. Defaults to 1. kind : str Type of data, either average or standard_error. Defaults to 'average'. %(verbose)s See Also -------- EpochsArray, io.RawArray, create_info Notes ----- Proper units of measure: * V: eeg, eog, seeg, emg, ecg, bio, ecog * T: mag * T/m: grad * M: hbo, hbr * Am: dipole * AU: misc """ @verbose def __init__(self, data, info, tmin=0., comment='', nave=1, kind='average', verbose=None): # noqa: D102 dtype = np.complex128 if np.iscomplexobj(data) else np.float64 data = np.asanyarray(data, dtype=dtype) if data.ndim != 2: raise ValueError('Data must be a 2D array of shape (n_channels, ' 'n_samples), got shape %s' % (data.shape,)) if len(info['ch_names']) != np.shape(data)[0]: raise ValueError('Info (%s) and data (%s) must have same number ' 'of channels.' % (len(info['ch_names']), np.shape(data)[0])) self.data = data self.first = int(round(tmin * info['sfreq'])) self.last = self.first + np.shape(data)[-1] - 1 self.times = np.arange(self.first, self.last + 1, dtype=np.float64) / info['sfreq'] self.info = info.copy() # do not modify original info self.nave = nave self.kind = kind self.comment = comment self.picks = None self.verbose = verbose self.preload = True self._projector = None _validate_type(self.kind, "str", "kind") if self.kind not in _aspect_dict: raise ValueError('unknown kind "%s", should be "average" or ' '"standard_error"' % (self.kind,)) self._aspect_kind = _aspect_dict[self.kind] def _get_entries(fid, evoked_node, allow_maxshield=False): """Get all evoked entries.""" comments = list() aspect_kinds = list() for ev in evoked_node: for k in range(ev['nent']): my_kind = ev['directory'][k].kind pos = ev['directory'][k].pos if my_kind == FIFF.FIFF_COMMENT: tag = read_tag(fid, pos) comments.append(tag.data) my_aspect = _get_aspect(ev, allow_maxshield)[0] for k in range(my_aspect['nent']): my_kind = my_aspect['directory'][k].kind pos = my_aspect['directory'][k].pos if my_kind == FIFF.FIFF_ASPECT_KIND: tag = read_tag(fid, pos) aspect_kinds.append(int(tag.data)) comments = np.atleast_1d(comments) aspect_kinds = np.atleast_1d(aspect_kinds) if len(comments) != len(aspect_kinds) or len(comments) == 0: fid.close() raise ValueError('Dataset names in FIF file ' 'could not be found.') t = [_aspect_rev[a] for a in aspect_kinds] t = ['"' + c + '" (' + tt + ')' for tt, c in zip(t, comments)] t = '\n'.join(t) return comments, aspect_kinds, t def _get_aspect(evoked, allow_maxshield): """Get Evoked data aspect.""" is_maxshield = False aspect = dir_tree_find(evoked, FIFF.FIFFB_ASPECT) if len(aspect) == 0: _check_maxshield(allow_maxshield) aspect = dir_tree_find(evoked, FIFF.FIFFB_IAS_ASPECT) is_maxshield = True if len(aspect) > 1: logger.info('Multiple data aspects found. Taking first one.') return aspect[0], is_maxshield def _get_evoked_node(fname): """Get info in evoked file.""" f, tree, _ = fiff_open(fname) with f as fid: _, meas = read_meas_info(fid, tree, verbose=False) evoked_node = dir_tree_find(meas, FIFF.FIFFB_EVOKED) return evoked_node def _check_evokeds_ch_names_times(all_evoked): evoked = all_evoked[0] ch_names = evoked.ch_names for ii, ev in enumerate(all_evoked[1:]): if ev.ch_names != ch_names: if set(ev.ch_names) != set(ch_names): raise ValueError( "%s and %s do not contain the same channels." % (evoked, ev)) else: warn("Order of channels differs, reordering channels ...") ev = ev.copy() ev.reorder_channels(ch_names) all_evoked[ii + 1] = ev if not np.max(np.abs(ev.times - evoked.times)) < 1e-7: raise ValueError("%s and %s do not contain the same time instants" % (evoked, ev)) return all_evoked def combine_evoked(all_evoked, weights): """Merge evoked data by weighted addition or subtraction. Each `~mne.Evoked` in ``all_evoked`` should have the same channels and the same time instants. Subtraction can be performed by passing ``weights=[1, -1]``. .. Warning:: Other than cases like simple subtraction mentioned above (where all weights are -1 or 1), if you provide numeric weights instead of using ``'equal'`` or ``'nave'``, the resulting `~mne.Evoked` object's ``.nave`` attribute (which is used to scale noise covariance when applying the inverse operator) may not be suitable for inverse imaging. Parameters ---------- all_evoked : list of Evoked The evoked datasets. weights : list of float | 'equal' | 'nave' The weights to apply to the data of each evoked instance, or a string describing the weighting strategy to apply: ``'nave'`` computes sum-to-one weights proportional to each object's ``nave`` attribute; ``'equal'`` weights each `~mne.Evoked` by ``1 / len(all_evoked)``. Returns ------- evoked : Evoked The new evoked data. Notes ----- .. versionadded:: 0.9.0 """ naves = np.array([evk.nave for evk in all_evoked], float) if isinstance(weights, str): _check_option('weights', weights, ['nave', 'equal']) if weights == 'nave': weights = naves / naves.sum() else: weights = np.ones_like(naves) / len(naves) else: weights = np.array(weights, float) if weights.ndim != 1 or weights.size != len(all_evoked): raise ValueError('weights must be the same size as all_evoked') # cf. https://en.wikipedia.org/wiki/Weighted_arithmetic_mean, section on # "weighted sample variance". The variance of a weighted sample mean is: # # σ² = w₁² σ₁² + w₂² σ₂² + ... + wₙ² σₙ² # # We estimate the variance of each evoked instance as 1 / nave to get: # # σ² = w₁² / nave₁ + w₂² / nave₂ + ... + wₙ² / naveₙ # # And our resulting nave is the reciprocal of this: new_nave = 1. / np.sum(weights ** 2 / naves) # This general formula is equivalent to formulae in Matti's manual # (pp 128-129), where: # new_nave = sum(naves) when weights='nave' and # new_nave = 1. / sum(1. / naves) when weights are all 1. all_evoked = _check_evokeds_ch_names_times(all_evoked) evoked = all_evoked[0].copy() # use union of bad channels bads = list(set(b for e in all_evoked for b in e.info['bads'])) evoked.info['bads'] = bads evoked.data = sum(w * e.data for w, e in zip(weights, all_evoked)) evoked.nave = new_nave evoked.comment = ' + '.join(f'{w:0.3f} × {e.comment or "unknown"}' for w, e in zip(weights, all_evoked)) return evoked @verbose def read_evokeds(fname, condition=None, baseline=None, kind='average', proj=True, allow_maxshield=False, verbose=None): """Read evoked dataset(s). Parameters ---------- fname : str The file name, which should end with -ave.fif or -ave.fif.gz. condition : int or str | list of int or str | None The index or list of indices of the evoked dataset to read. FIF files can contain multiple datasets. If None, all datasets are returned as a list. %(baseline_evoked)s Defaults to ``None``, i.e. no baseline correction. kind : str Either 'average' or 'standard_error', the type of data to read. proj : bool If False, available projectors won't be applied to the data. allow_maxshield : bool | str (default False) If True, allow loading of data that has been recorded with internal active compensation (MaxShield). Data recorded with MaxShield should generally not be loaded directly, but should first be processed using SSS/tSSS to remove the compensation signals that may also affect brain activity. Can also be "yes" to load without eliciting a warning. %(verbose)s Returns ------- evoked : Evoked or list of Evoked The evoked dataset(s); one Evoked if condition is int or str, or list of Evoked if condition is None or list. See Also -------- write_evokeds """ check_fname(fname, 'evoked', ('-ave.fif', '-ave.fif.gz', '_ave.fif', '_ave.fif.gz')) logger.info('Reading %s ...' % fname) return_list = True if condition is None: evoked_node = _get_evoked_node(fname) condition = range(len(evoked_node)) elif not isinstance(condition, list): condition = [condition] return_list = False out = [Evoked(fname, c, kind=kind, proj=proj, allow_maxshield=allow_maxshield, verbose=verbose).apply_baseline(baseline) for c in condition] return out if return_list else out[0] def _read_evoked(fname, condition=None, kind='average', allow_maxshield=False): """Read evoked data from a FIF file.""" if fname is None: raise ValueError('No evoked filename specified') f, tree, _ = fiff_open(fname) with f as fid: # Read the measurement info info, meas = read_meas_info(fid, tree, clean_bads=True) # Locate the data of interest processed = dir_tree_find(meas, FIFF.FIFFB_PROCESSED_DATA) if len(processed) == 0: raise ValueError('Could not find processed data') evoked_node = dir_tree_find(meas, FIFF.FIFFB_EVOKED) if len(evoked_node) == 0: raise ValueError('Could not find evoked data') # find string-based entry if isinstance(condition, str): if kind not in _aspect_dict.keys(): raise ValueError('kind must be "average" or ' '"standard_error"') comments, aspect_kinds, t = _get_entries(fid, evoked_node, allow_maxshield) goods = (np.in1d(comments, [condition]) & np.in1d(aspect_kinds, [_aspect_dict[kind]])) found_cond = np.where(goods)[0] if len(found_cond) != 1: raise ValueError('condition "%s" (%s) not found, out of ' 'found datasets:\n%s' % (condition, kind, t)) condition = found_cond[0] elif condition is None: if len(evoked_node) > 1: _, _, conditions = _get_entries(fid, evoked_node, allow_maxshield) raise TypeError("Evoked file has more than one " "condition, the condition parameters " "must be specified from:\n%s" % conditions) else: condition = 0 if condition >= len(evoked_node) or condition < 0: raise ValueError('Data set selector out of range') my_evoked = evoked_node[condition] # Identify the aspects my_aspect, info['maxshield'] = _get_aspect(my_evoked, allow_maxshield) # Now find the data in the evoked block nchan = 0 sfreq = -1 chs = [] comment = last = first = first_time = nsamp = None for k in range(my_evoked['nent']): my_kind = my_evoked['directory'][k].kind pos = my_evoked['directory'][k].pos if my_kind == FIFF.FIFF_COMMENT: tag = read_tag(fid, pos) comment = tag.data elif my_kind == FIFF.FIFF_FIRST_SAMPLE: tag = read_tag(fid, pos) first = int(tag.data) elif my_kind == FIFF.FIFF_LAST_SAMPLE: tag = read_tag(fid, pos) last = int(tag.data) elif my_kind == FIFF.FIFF_NCHAN: tag = read_tag(fid, pos) nchan = int(tag.data) elif my_kind == FIFF.FIFF_SFREQ: tag = read_tag(fid, pos) sfreq = float(tag.data) elif my_kind == FIFF.FIFF_CH_INFO: tag = read_tag(fid, pos) chs.append(tag.data) elif my_kind == FIFF.FIFF_FIRST_TIME: tag = read_tag(fid, pos) first_time = float(tag.data) elif my_kind == FIFF.FIFF_NO_SAMPLES: tag = read_tag(fid, pos) nsamp = int(tag.data) if comment is None: comment = 'No comment' # Local channel information? if nchan > 0: if chs is None: raise ValueError('Local channel information was not found ' 'when it was expected.') if len(chs) != nchan: raise ValueError('Number of channels and number of ' 'channel definitions are different') info['chs'] = chs logger.info(' Found channel information in evoked data. ' 'nchan = %d' % nchan) if sfreq > 0: info['sfreq'] = sfreq # Read the data in the aspect block nave = 1 epoch = [] for k in range(my_aspect['nent']): kind = my_aspect['directory'][k].kind pos = my_aspect['directory'][k].pos if kind == FIFF.FIFF_COMMENT: tag = read_tag(fid, pos) comment = tag.data elif kind == FIFF.FIFF_ASPECT_KIND: tag = read_tag(fid, pos) aspect_kind = int(tag.data) elif kind == FIFF.FIFF_NAVE: tag = read_tag(fid, pos) nave = int(tag.data) elif kind == FIFF.FIFF_EPOCH: tag = read_tag(fid, pos) epoch.append(tag) nepoch = len(epoch) if nepoch != 1 and nepoch != info['nchan']: raise ValueError('Number of epoch tags is unreasonable ' '(nepoch = %d nchan = %d)' % (nepoch, info['nchan'])) if nepoch == 1: # Only one epoch data = epoch[0].data # May need a transpose if the number of channels is one if data.shape[1] == 1 and info['nchan'] == 1: data = data.T else: # Put the old style epochs together data = np.concatenate([e.data[None, :] for e in epoch], axis=0) if np.isrealobj(data): data = data.astype(np.float64) else: data = data.astype(np.complex128) if first_time is not None and nsamp is not None: times = first_time + np.arange(nsamp) / info['sfreq'] elif first is not None: nsamp = last - first + 1 times = np.arange(first, last + 1) / info['sfreq'] else: raise RuntimeError('Could not read time parameters') del first, last if nsamp is not None and data.shape[1] != nsamp: raise ValueError('Incorrect number of samples (%d instead of ' ' %d)' % (data.shape[1], nsamp)) logger.info(' Found the data of interest:') logger.info(' t = %10.2f ... %10.2f ms (%s)' % (1000 * times[0], 1000 * times[-1], comment)) if info['comps'] is not None: logger.info(' %d CTF compensation matrices available' % len(info['comps'])) logger.info(' nave = %d - aspect type = %d' % (nave, aspect_kind)) # Calibrate cals = np.array([info['chs'][k]['cal'] * info['chs'][k].get('scale', 1.0) for k in range(info['nchan'])]) data *= cals[:, np.newaxis] return info, nave, aspect_kind, comment, times, data def write_evokeds(fname, evoked): """Write an evoked dataset to a file. Parameters ---------- fname : str The file name, which should end with -ave.fif or -ave.fif.gz. evoked : Evoked instance, or list of Evoked instances The evoked dataset, or list of evoked datasets, to save in one file. Note that the measurement info from the first evoked instance is used, so be sure that information matches. See Also -------- read_evokeds """ _write_evokeds(fname, evoked) def _write_evokeds(fname, evoked, check=True): """Write evoked data.""" from .epochs import _compare_epochs_infos if check: check_fname(fname, 'evoked', ('-ave.fif', '-ave.fif.gz', '_ave.fif', '_ave.fif.gz')) if not isinstance(evoked, list): evoked = [evoked] warned = False # Create the file and save the essentials with start_file(fname) as fid: start_block(fid, FIFF.FIFFB_MEAS) write_id(fid, FIFF.FIFF_BLOCK_ID) if evoked[0].info['meas_id'] is not None: write_id(fid, FIFF.FIFF_PARENT_BLOCK_ID, evoked[0].info['meas_id']) # Write measurement info write_meas_info(fid, evoked[0].info) # One or more evoked data sets start_block(fid, FIFF.FIFFB_PROCESSED_DATA) for ei, e in enumerate(evoked): if ei: _compare_epochs_infos(evoked[0].info, e.info, f'evoked[{ei}]') start_block(fid, FIFF.FIFFB_EVOKED) # Comment is optional if e.comment is not None and len(e.comment) > 0: write_string(fid, FIFF.FIFF_COMMENT, e.comment) # First time, num. samples, first and last sample write_float(fid, FIFF.FIFF_FIRST_TIME, e.times[0]) write_int(fid, FIFF.FIFF_NO_SAMPLES, len(e.times)) write_int(fid, FIFF.FIFF_FIRST_SAMPLE, e.first) write_int(fid, FIFF.FIFF_LAST_SAMPLE, e.last) # The epoch itself if e.info.get('maxshield'): aspect = FIFF.FIFFB_IAS_ASPECT else: aspect = FIFF.FIFFB_ASPECT start_block(fid, aspect) write_int(fid, FIFF.FIFF_ASPECT_KIND, e._aspect_kind) # convert nave to integer to comply with FIFF spec nave_int = int(round(e.nave)) if nave_int != e.nave and not warned: warn('converting "nave" to integer before saving evoked; this ' 'can have a minor effect on the scale of source ' 'estimates that are computed using "nave".') warned = True write_int(fid, FIFF.FIFF_NAVE, nave_int) del nave_int decal = np.zeros((e.info['nchan'], 1)) for k in range(e.info['nchan']): decal[k] = 1.0 / (e.info['chs'][k]['cal'] * e.info['chs'][k].get('scale', 1.0)) if np.iscomplexobj(e.data): write_function = write_complex_float_matrix else: write_function = write_float_matrix write_function(fid, FIFF.FIFF_EPOCH, decal * e.data) end_block(fid, aspect) end_block(fid, FIFF.FIFFB_EVOKED) end_block(fid, FIFF.FIFFB_PROCESSED_DATA) end_block(fid, FIFF.FIFFB_MEAS) end_file(fid) def _get_peak(data, times, tmin=None, tmax=None, mode='abs'): """Get feature-index and time of maximum signal from 2D array. Note. This is a 'getter', not a 'finder'. For non-evoked type data and continuous signals, please use proper peak detection algorithms. Parameters ---------- data : instance of numpy.ndarray (n_locations, n_times) The data, either evoked in sensor or source space. times : instance of numpy.ndarray (n_times) The times in seconds. tmin : float | None The minimum point in time to be considered for peak getting. tmax : float | None The maximum point in time to be considered for peak getting. mode : {'pos', 'neg', 'abs'} How to deal with the sign of the data. If 'pos' only positive values will be considered. If 'neg' only negative values will be considered. If 'abs' absolute values will be considered. Defaults to 'abs'. Returns ------- max_loc : int The index of the feature with the maximum value. max_time : int The time point of the maximum response, index. max_amp : float Amplitude of the maximum response. """ _check_option('mode', mode, ['abs', 'neg', 'pos']) if tmin is None: tmin = times[0] if tmax is None: tmax = times[-1] if tmin < times.min(): raise ValueError('The tmin value is out of bounds. It must be ' 'within {} and {}'.format(times.min(), times.max())) if tmax > times.max(): raise ValueError('The tmax value is out of bounds. It must be ' 'within {} and {}'.format(times.min(), times.max())) if tmin > tmax: raise ValueError('The tmin must be smaller or equal to tmax') time_win = (times >= tmin) & (times <= tmax) mask = np.ones_like(data).astype(bool) mask[:, time_win] = False maxfun = np.argmax if mode == 'pos': if not np.any(data > 0): raise ValueError('No positive values encountered. Cannot ' 'operate in pos mode.') elif mode == 'neg': if not np.any(data < 0): raise ValueError('No negative values encountered. Cannot ' 'operate in neg mode.') maxfun = np.argmin masked_index = np.ma.array(np.abs(data) if mode == 'abs' else data, mask=mask) max_loc, max_time = np.unravel_index(maxfun(masked_index), data.shape) return max_loc, max_time, data[max_loc, max_time]
bsd-3-clause
fbagirov/scikit-learn
benchmarks/bench_plot_approximate_neighbors.py
244
6011
""" Benchmark for approximate nearest neighbor search using locality sensitive hashing forest. There are two types of benchmarks. First, accuracy of LSHForest queries are measured for various hyper-parameters and index sizes. Second, speed up of LSHForest queries compared to brute force method in exact nearest neighbors is measures for the aforementioned settings. In general, speed up is increasing as the index size grows. """ from __future__ import division import numpy as np from tempfile import gettempdir from time import time from sklearn.neighbors import NearestNeighbors from sklearn.neighbors.approximate import LSHForest from sklearn.datasets import make_blobs from sklearn.externals.joblib import Memory m = Memory(cachedir=gettempdir()) @m.cache() def make_data(n_samples, n_features, n_queries, random_state=0): """Create index and query data.""" print('Generating random blob-ish data') X, _ = make_blobs(n_samples=n_samples + n_queries, n_features=n_features, centers=100, shuffle=True, random_state=random_state) # Keep the last samples as held out query vectors: note since we used # shuffle=True we have ensured that index and query vectors are # samples from the same distribution (a mixture of 100 gaussians in this # case) return X[:n_samples], X[n_samples:] def calc_exact_neighbors(X, queries, n_queries, n_neighbors): """Measures average times for exact neighbor queries.""" print ('Building NearestNeighbors for %d samples in %d dimensions' % (X.shape[0], X.shape[1])) nbrs = NearestNeighbors(algorithm='brute', metric='cosine').fit(X) average_time = 0 t0 = time() neighbors = nbrs.kneighbors(queries, n_neighbors=n_neighbors, return_distance=False) average_time = (time() - t0) / n_queries return neighbors, average_time def calc_accuracy(X, queries, n_queries, n_neighbors, exact_neighbors, average_time_exact, **lshf_params): """Calculates accuracy and the speed up of LSHForest.""" print('Building LSHForest for %d samples in %d dimensions' % (X.shape[0], X.shape[1])) lshf = LSHForest(**lshf_params) t0 = time() lshf.fit(X) lshf_build_time = time() - t0 print('Done in %0.3fs' % lshf_build_time) accuracy = 0 t0 = time() approx_neighbors = lshf.kneighbors(queries, n_neighbors=n_neighbors, return_distance=False) average_time_approx = (time() - t0) / n_queries for i in range(len(queries)): accuracy += np.in1d(approx_neighbors[i], exact_neighbors[i]).mean() accuracy /= n_queries speed_up = average_time_exact / average_time_approx print('Average time for lshf neighbor queries: %0.3fs' % average_time_approx) print ('Average time for exact neighbor queries: %0.3fs' % average_time_exact) print ('Average Accuracy : %0.2f' % accuracy) print ('Speed up: %0.1fx' % speed_up) return speed_up, accuracy if __name__ == '__main__': import matplotlib.pyplot as plt # Initialize index sizes n_samples = [int(1e3), int(1e4), int(1e5), int(1e6)] n_features = int(1e2) n_queries = 100 n_neighbors = 10 X_index, X_query = make_data(np.max(n_samples), n_features, n_queries, random_state=0) params_list = [{'n_estimators': 3, 'n_candidates': 50}, {'n_estimators': 5, 'n_candidates': 70}, {'n_estimators': 10, 'n_candidates': 100}] accuracies = np.zeros((len(n_samples), len(params_list)), dtype=float) speed_ups = np.zeros((len(n_samples), len(params_list)), dtype=float) for i, sample_size in enumerate(n_samples): print ('==========================================================') print ('Sample size: %i' % sample_size) print ('------------------------') exact_neighbors, average_time_exact = calc_exact_neighbors( X_index[:sample_size], X_query, n_queries, n_neighbors) for j, params in enumerate(params_list): print ('LSHF parameters: n_estimators = %i, n_candidates = %i' % (params['n_estimators'], params['n_candidates'])) speed_ups[i, j], accuracies[i, j] = calc_accuracy( X_index[:sample_size], X_query, n_queries, n_neighbors, exact_neighbors, average_time_exact, random_state=0, **params) print ('') print ('==========================================================') # Set labels for LSHForest parameters colors = ['c', 'm', 'y'] legend_rects = [plt.Rectangle((0, 0), 0.1, 0.1, fc=color) for color in colors] legend_labels = ['n_estimators={n_estimators}, ' 'n_candidates={n_candidates}'.format(**p) for p in params_list] # Plot precision plt.figure() plt.legend(legend_rects, legend_labels, loc='upper left') for i in range(len(params_list)): plt.scatter(n_samples, accuracies[:, i], c=colors[i]) plt.plot(n_samples, accuracies[:, i], c=colors[i]) plt.ylim([0, 1.3]) plt.xlim(np.min(n_samples), np.max(n_samples)) plt.semilogx() plt.ylabel("Precision@10") plt.xlabel("Index size") plt.grid(which='both') plt.title("Precision of first 10 neighbors with index size") # Plot speed up plt.figure() plt.legend(legend_rects, legend_labels, loc='upper left') for i in range(len(params_list)): plt.scatter(n_samples, speed_ups[:, i], c=colors[i]) plt.plot(n_samples, speed_ups[:, i], c=colors[i]) plt.ylim(0, np.max(speed_ups)) plt.xlim(np.min(n_samples), np.max(n_samples)) plt.semilogx() plt.ylabel("Speed up") plt.xlabel("Index size") plt.grid(which='both') plt.title("Relationship between Speed up and index size") plt.show()
bsd-3-clause
with-git/tensorflow
tensorflow/examples/learn/text_classification_character_cnn.py
29
5666
# Copyright 2016 The TensorFlow Authors. All Rights Reserved. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. """Example of using convolutional networks over characters for DBpedia dataset. This model is similar to one described in this paper: "Character-level Convolutional Networks for Text Classification" http://arxiv.org/abs/1509.01626 and is somewhat alternative to the Lua code from here: https://github.com/zhangxiangxiao/Crepe """ from __future__ import absolute_import from __future__ import division from __future__ import print_function import argparse import sys import numpy as np import pandas from sklearn import metrics import tensorflow as tf FLAGS = None MAX_DOCUMENT_LENGTH = 100 N_FILTERS = 10 FILTER_SHAPE1 = [20, 256] FILTER_SHAPE2 = [20, N_FILTERS] POOLING_WINDOW = 4 POOLING_STRIDE = 2 MAX_LABEL = 15 CHARS_FEATURE = 'chars' # Name of the input character feature. def char_cnn_model(features, labels, mode): """Character level convolutional neural network model to predict classes.""" features_onehot = tf.one_hot(features[CHARS_FEATURE], 256) input_layer = tf.reshape( features_onehot, [-1, MAX_DOCUMENT_LENGTH, 256, 1]) with tf.variable_scope('CNN_Layer1'): # Apply Convolution filtering on input sequence. conv1 = tf.layers.conv2d( input_layer, filters=N_FILTERS, kernel_size=FILTER_SHAPE1, padding='VALID', # Add a ReLU for non linearity. activation=tf.nn.relu) # Max pooling across output of Convolution+Relu. pool1 = tf.layers.max_pooling2d( conv1, pool_size=POOLING_WINDOW, strides=POOLING_STRIDE, padding='SAME') # Transpose matrix so that n_filters from convolution becomes width. pool1 = tf.transpose(pool1, [0, 1, 3, 2]) with tf.variable_scope('CNN_Layer2'): # Second level of convolution filtering. conv2 = tf.layers.conv2d( pool1, filters=N_FILTERS, kernel_size=FILTER_SHAPE2, padding='VALID') # Max across each filter to get useful features for classification. pool2 = tf.squeeze(tf.reduce_max(conv2, 1), squeeze_dims=[1]) # Apply regular WX + B and classification. logits = tf.layers.dense(pool2, MAX_LABEL, activation=None) predicted_classes = tf.argmax(logits, 1) if mode == tf.estimator.ModeKeys.PREDICT: return tf.estimator.EstimatorSpec( mode=mode, predictions={ 'class': predicted_classes, 'prob': tf.nn.softmax(logits) }) onehot_labels = tf.one_hot(labels, MAX_LABEL, 1, 0) loss = tf.losses.softmax_cross_entropy( onehot_labels=onehot_labels, logits=logits) if mode == tf.estimator.ModeKeys.TRAIN: optimizer = tf.train.AdamOptimizer(learning_rate=0.01) train_op = optimizer.minimize(loss, global_step=tf.train.get_global_step()) return tf.estimator.EstimatorSpec(mode, loss=loss, train_op=train_op) eval_metric_ops = { 'accuracy': tf.metrics.accuracy( labels=labels, predictions=predicted_classes) } return tf.estimator.EstimatorSpec( mode=mode, loss=loss, eval_metric_ops=eval_metric_ops) def main(unused_argv): # Prepare training and testing data dbpedia = tf.contrib.learn.datasets.load_dataset( 'dbpedia', test_with_fake_data=FLAGS.test_with_fake_data, size='large') x_train = pandas.DataFrame(dbpedia.train.data)[1] y_train = pandas.Series(dbpedia.train.target) x_test = pandas.DataFrame(dbpedia.test.data)[1] y_test = pandas.Series(dbpedia.test.target) # Process vocabulary char_processor = tf.contrib.learn.preprocessing.ByteProcessor( MAX_DOCUMENT_LENGTH) x_train = np.array(list(char_processor.fit_transform(x_train))) x_test = np.array(list(char_processor.transform(x_test))) x_train = x_train.reshape([-1, MAX_DOCUMENT_LENGTH, 1, 1]) x_test = x_test.reshape([-1, MAX_DOCUMENT_LENGTH, 1, 1]) # Build model classifier = tf.estimator.Estimator(model_fn=char_cnn_model) # Train. train_input_fn = tf.estimator.inputs.numpy_input_fn( x={CHARS_FEATURE: x_train}, y=y_train, batch_size=len(x_train), num_epochs=None, shuffle=True) classifier.train(input_fn=train_input_fn, steps=100) # Predict. test_input_fn = tf.estimator.inputs.numpy_input_fn( x={CHARS_FEATURE: x_test}, y=y_test, num_epochs=1, shuffle=False) predictions = classifier.predict(input_fn=test_input_fn) y_predicted = np.array(list(p['class'] for p in predictions)) y_predicted = y_predicted.reshape(np.array(y_test).shape) # Score with sklearn. score = metrics.accuracy_score(y_test, y_predicted) print('Accuracy (sklearn): {0:f}'.format(score)) # Score with tensorflow. scores = classifier.evaluate(input_fn=test_input_fn) print('Accuracy (tensorflow): {0:f}'.format(scores['accuracy'])) if __name__ == '__main__': parser = argparse.ArgumentParser() parser.add_argument( '--test_with_fake_data', default=False, help='Test the example code with fake data.', action='store_true') FLAGS, unparsed = parser.parse_known_args() tf.app.run(main=main, argv=[sys.argv[0]] + unparsed)
apache-2.0
mne-tools/mne-tools.github.io
0.22/_downloads/39d3358b9f252f10b2df9727fa455345/plot_label_activation_from_stc.py
62
1949
""" ================================================== Extracting time course from source_estimate object ================================================== Load a SourceEstimate object from stc files and extract the time course of activation in individual labels, as well as in a complex label formed through merging two labels. """ # Author: Christian Brodbeck <[email protected]> # # License: BSD (3-clause) import os import mne from mne.datasets import sample import matplotlib.pyplot as plt print(__doc__) data_path = sample.data_path() os.environ['SUBJECTS_DIR'] = data_path + '/subjects' meg_path = data_path + '/MEG/sample' # load the stc stc = mne.read_source_estimate(meg_path + '/sample_audvis-meg') # load the labels aud_lh = mne.read_label(meg_path + '/labels/Aud-lh.label') aud_rh = mne.read_label(meg_path + '/labels/Aud-rh.label') # extract the time course for different labels from the stc stc_lh = stc.in_label(aud_lh) stc_rh = stc.in_label(aud_rh) stc_bh = stc.in_label(aud_lh + aud_rh) # calculate center of mass and transform to mni coordinates vtx, _, t_lh = stc_lh.center_of_mass('sample') mni_lh = mne.vertex_to_mni(vtx, 0, 'sample')[0] vtx, _, t_rh = stc_rh.center_of_mass('sample') mni_rh = mne.vertex_to_mni(vtx, 1, 'sample')[0] # plot the activation plt.figure() plt.axes([.1, .275, .85, .625]) hl = plt.plot(stc.times, stc_lh.data.mean(0), 'b')[0] hr = plt.plot(stc.times, stc_rh.data.mean(0), 'g')[0] hb = plt.plot(stc.times, stc_bh.data.mean(0), 'r')[0] plt.xlabel('Time (s)') plt.ylabel('Source amplitude (dSPM)') plt.xlim(stc.times[0], stc.times[-1]) # add a legend including center-of-mass mni coordinates to the plot labels = ['LH: center of mass = %s' % mni_lh.round(2), 'RH: center of mass = %s' % mni_rh.round(2), 'Combined LH & RH'] plt.figlegend([hl, hr, hb], labels, 'lower center') plt.suptitle('Average activation in auditory cortex labels', fontsize=20) plt.show()
bsd-3-clause
ElDeveloper/scikit-learn
sklearn/cross_decomposition/tests/test_pls.py
23
14318
import numpy as np from sklearn.utils.testing import (assert_array_almost_equal, assert_array_equal, assert_true, assert_raise_message) from sklearn.datasets import load_linnerud from sklearn.cross_decomposition import pls_, CCA from nose.tools import assert_equal def test_pls(): d = load_linnerud() X = d.data Y = d.target # 1) Canonical (symmetric) PLS (PLS 2 blocks canonical mode A) # =========================================================== # Compare 2 algo.: nipals vs. svd # ------------------------------ pls_bynipals = pls_.PLSCanonical(n_components=X.shape[1]) pls_bynipals.fit(X, Y) pls_bysvd = pls_.PLSCanonical(algorithm="svd", n_components=X.shape[1]) pls_bysvd.fit(X, Y) # check equalities of loading (up to the sign of the second column) assert_array_almost_equal( pls_bynipals.x_loadings_, pls_bysvd.x_loadings_, decimal=5, err_msg="nipals and svd implementations lead to different x loadings") assert_array_almost_equal( pls_bynipals.y_loadings_, pls_bysvd.y_loadings_, decimal=5, err_msg="nipals and svd implementations lead to different y loadings") # Check PLS properties (with n_components=X.shape[1]) # --------------------------------------------------- plsca = pls_.PLSCanonical(n_components=X.shape[1]) plsca.fit(X, Y) T = plsca.x_scores_ P = plsca.x_loadings_ Wx = plsca.x_weights_ U = plsca.y_scores_ Q = plsca.y_loadings_ Wy = plsca.y_weights_ def check_ortho(M, err_msg): K = np.dot(M.T, M) assert_array_almost_equal(K, np.diag(np.diag(K)), err_msg=err_msg) # Orthogonality of weights # ~~~~~~~~~~~~~~~~~~~~~~~~ check_ortho(Wx, "x weights are not orthogonal") check_ortho(Wy, "y weights are not orthogonal") # Orthogonality of latent scores # ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ check_ortho(T, "x scores are not orthogonal") check_ortho(U, "y scores are not orthogonal") # Check X = TP' and Y = UQ' (with (p == q) components) # ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ # center scale X, Y Xc, Yc, x_mean, y_mean, x_std, y_std =\ pls_._center_scale_xy(X.copy(), Y.copy(), scale=True) assert_array_almost_equal(Xc, np.dot(T, P.T), err_msg="X != TP'") assert_array_almost_equal(Yc, np.dot(U, Q.T), err_msg="Y != UQ'") # Check that rotations on training data lead to scores # ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Xr = plsca.transform(X) assert_array_almost_equal(Xr, plsca.x_scores_, err_msg="rotation on X failed") Xr, Yr = plsca.transform(X, Y) assert_array_almost_equal(Xr, plsca.x_scores_, err_msg="rotation on X failed") assert_array_almost_equal(Yr, plsca.y_scores_, err_msg="rotation on Y failed") # "Non regression test" on canonical PLS # -------------------------------------- # The results were checked against the R-package plspm pls_ca = pls_.PLSCanonical(n_components=X.shape[1]) pls_ca.fit(X, Y) x_weights = np.array( [[-0.61330704, 0.25616119, -0.74715187], [-0.74697144, 0.11930791, 0.65406368], [-0.25668686, -0.95924297, -0.11817271]]) # x_weights_sign_flip holds columns of 1 or -1, depending on sign flip # between R and python x_weights_sign_flip = pls_ca.x_weights_ / x_weights x_rotations = np.array( [[-0.61330704, 0.41591889, -0.62297525], [-0.74697144, 0.31388326, 0.77368233], [-0.25668686, -0.89237972, -0.24121788]]) x_rotations_sign_flip = pls_ca.x_rotations_ / x_rotations y_weights = np.array( [[+0.58989127, 0.7890047, 0.1717553], [+0.77134053, -0.61351791, 0.16920272], [-0.23887670, -0.03267062, 0.97050016]]) y_weights_sign_flip = pls_ca.y_weights_ / y_weights y_rotations = np.array( [[+0.58989127, 0.7168115, 0.30665872], [+0.77134053, -0.70791757, 0.19786539], [-0.23887670, -0.00343595, 0.94162826]]) y_rotations_sign_flip = pls_ca.y_rotations_ / y_rotations # x_weights = X.dot(x_rotation) # Hence R/python sign flip should be the same in x_weight and x_rotation assert_array_almost_equal(x_rotations_sign_flip, x_weights_sign_flip) # This test that R / python give the same result up to colunm # sign indeterminacy assert_array_almost_equal(np.abs(x_rotations_sign_flip), 1, 4) assert_array_almost_equal(np.abs(x_weights_sign_flip), 1, 4) assert_array_almost_equal(y_rotations_sign_flip, y_weights_sign_flip) assert_array_almost_equal(np.abs(y_rotations_sign_flip), 1, 4) assert_array_almost_equal(np.abs(y_weights_sign_flip), 1, 4) # 2) Regression PLS (PLS2): "Non regression test" # =============================================== # The results were checked against the R-packages plspm, misOmics and pls pls_2 = pls_.PLSRegression(n_components=X.shape[1]) pls_2.fit(X, Y) x_weights = np.array( [[-0.61330704, -0.00443647, 0.78983213], [-0.74697144, -0.32172099, -0.58183269], [-0.25668686, 0.94682413, -0.19399983]]) x_weights_sign_flip = pls_2.x_weights_ / x_weights x_loadings = np.array( [[-0.61470416, -0.24574278, 0.78983213], [-0.65625755, -0.14396183, -0.58183269], [-0.51733059, 1.00609417, -0.19399983]]) x_loadings_sign_flip = pls_2.x_loadings_ / x_loadings y_weights = np.array( [[+0.32456184, 0.29892183, 0.20316322], [+0.42439636, 0.61970543, 0.19320542], [-0.13143144, -0.26348971, -0.17092916]]) y_weights_sign_flip = pls_2.y_weights_ / y_weights y_loadings = np.array( [[+0.32456184, 0.29892183, 0.20316322], [+0.42439636, 0.61970543, 0.19320542], [-0.13143144, -0.26348971, -0.17092916]]) y_loadings_sign_flip = pls_2.y_loadings_ / y_loadings # x_loadings[:, i] = Xi.dot(x_weights[:, i]) \forall i assert_array_almost_equal(x_loadings_sign_flip, x_weights_sign_flip, 4) assert_array_almost_equal(np.abs(x_loadings_sign_flip), 1, 4) assert_array_almost_equal(np.abs(x_weights_sign_flip), 1, 4) assert_array_almost_equal(y_loadings_sign_flip, y_weights_sign_flip, 4) assert_array_almost_equal(np.abs(y_loadings_sign_flip), 1, 4) assert_array_almost_equal(np.abs(y_weights_sign_flip), 1, 4) # 3) Another non-regression test of Canonical PLS on random dataset # ================================================================= # The results were checked against the R-package plspm n = 500 p_noise = 10 q_noise = 5 # 2 latents vars: np.random.seed(11) l1 = np.random.normal(size=n) l2 = np.random.normal(size=n) latents = np.array([l1, l1, l2, l2]).T X = latents + np.random.normal(size=4 * n).reshape((n, 4)) Y = latents + np.random.normal(size=4 * n).reshape((n, 4)) X = np.concatenate( (X, np.random.normal(size=p_noise * n).reshape(n, p_noise)), axis=1) Y = np.concatenate( (Y, np.random.normal(size=q_noise * n).reshape(n, q_noise)), axis=1) np.random.seed(None) pls_ca = pls_.PLSCanonical(n_components=3) pls_ca.fit(X, Y) x_weights = np.array( [[0.65803719, 0.19197924, 0.21769083], [0.7009113, 0.13303969, -0.15376699], [0.13528197, -0.68636408, 0.13856546], [0.16854574, -0.66788088, -0.12485304], [-0.03232333, -0.04189855, 0.40690153], [0.1148816, -0.09643158, 0.1613305], [0.04792138, -0.02384992, 0.17175319], [-0.06781, -0.01666137, -0.18556747], [-0.00266945, -0.00160224, 0.11893098], [-0.00849528, -0.07706095, 0.1570547], [-0.00949471, -0.02964127, 0.34657036], [-0.03572177, 0.0945091, 0.3414855], [0.05584937, -0.02028961, -0.57682568], [0.05744254, -0.01482333, -0.17431274]]) x_weights_sign_flip = pls_ca.x_weights_ / x_weights x_loadings = np.array( [[0.65649254, 0.1847647, 0.15270699], [0.67554234, 0.15237508, -0.09182247], [0.19219925, -0.67750975, 0.08673128], [0.2133631, -0.67034809, -0.08835483], [-0.03178912, -0.06668336, 0.43395268], [0.15684588, -0.13350241, 0.20578984], [0.03337736, -0.03807306, 0.09871553], [-0.06199844, 0.01559854, -0.1881785], [0.00406146, -0.00587025, 0.16413253], [-0.00374239, -0.05848466, 0.19140336], [0.00139214, -0.01033161, 0.32239136], [-0.05292828, 0.0953533, 0.31916881], [0.04031924, -0.01961045, -0.65174036], [0.06172484, -0.06597366, -0.1244497]]) x_loadings_sign_flip = pls_ca.x_loadings_ / x_loadings y_weights = np.array( [[0.66101097, 0.18672553, 0.22826092], [0.69347861, 0.18463471, -0.23995597], [0.14462724, -0.66504085, 0.17082434], [0.22247955, -0.6932605, -0.09832993], [0.07035859, 0.00714283, 0.67810124], [0.07765351, -0.0105204, -0.44108074], [-0.00917056, 0.04322147, 0.10062478], [-0.01909512, 0.06182718, 0.28830475], [0.01756709, 0.04797666, 0.32225745]]) y_weights_sign_flip = pls_ca.y_weights_ / y_weights y_loadings = np.array( [[0.68568625, 0.1674376, 0.0969508], [0.68782064, 0.20375837, -0.1164448], [0.11712173, -0.68046903, 0.12001505], [0.17860457, -0.6798319, -0.05089681], [0.06265739, -0.0277703, 0.74729584], [0.0914178, 0.00403751, -0.5135078], [-0.02196918, -0.01377169, 0.09564505], [-0.03288952, 0.09039729, 0.31858973], [0.04287624, 0.05254676, 0.27836841]]) y_loadings_sign_flip = pls_ca.y_loadings_ / y_loadings assert_array_almost_equal(x_loadings_sign_flip, x_weights_sign_flip, 4) assert_array_almost_equal(np.abs(x_weights_sign_flip), 1, 4) assert_array_almost_equal(np.abs(x_loadings_sign_flip), 1, 4) assert_array_almost_equal(y_loadings_sign_flip, y_weights_sign_flip, 4) assert_array_almost_equal(np.abs(y_weights_sign_flip), 1, 4) assert_array_almost_equal(np.abs(y_loadings_sign_flip), 1, 4) # Orthogonality of weights # ~~~~~~~~~~~~~~~~~~~~~~~~ check_ortho(pls_ca.x_weights_, "x weights are not orthogonal") check_ortho(pls_ca.y_weights_, "y weights are not orthogonal") # Orthogonality of latent scores # ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ check_ortho(pls_ca.x_scores_, "x scores are not orthogonal") check_ortho(pls_ca.y_scores_, "y scores are not orthogonal") def test_PLSSVD(): # Let's check the PLSSVD doesn't return all possible component but just # the specificied number d = load_linnerud() X = d.data Y = d.target n_components = 2 for clf in [pls_.PLSSVD, pls_.PLSRegression, pls_.PLSCanonical]: pls = clf(n_components=n_components) pls.fit(X, Y) assert_equal(n_components, pls.y_scores_.shape[1]) def test_univariate_pls_regression(): # Ensure 1d Y is correctly interpreted d = load_linnerud() X = d.data Y = d.target clf = pls_.PLSRegression() # Compare 1d to column vector model1 = clf.fit(X, Y[:, 0]).coef_ model2 = clf.fit(X, Y[:, :1]).coef_ assert_array_almost_equal(model1, model2) def test_predict_transform_copy(): # check that the "copy" keyword works d = load_linnerud() X = d.data Y = d.target clf = pls_.PLSCanonical() X_copy = X.copy() Y_copy = Y.copy() clf.fit(X, Y) # check that results are identical with copy assert_array_almost_equal(clf.predict(X), clf.predict(X.copy(), copy=False)) assert_array_almost_equal(clf.transform(X), clf.transform(X.copy(), copy=False)) # check also if passing Y assert_array_almost_equal(clf.transform(X, Y), clf.transform(X.copy(), Y.copy(), copy=False)) # check that copy doesn't destroy # we do want to check exact equality here assert_array_equal(X_copy, X) assert_array_equal(Y_copy, Y) # also check that mean wasn't zero before (to make sure we didn't touch it) assert_true(np.all(X.mean(axis=0) != 0)) def test_scale_and_stability(): # We test scale=True parameter # This allows to check numerical stability over platforms as well d = load_linnerud() X1 = d.data Y1 = d.target # causes X[:, -1].std() to be zero X1[:, -1] = 1.0 # From bug #2821 # Test with X2, T2 s.t. clf.x_score[:, 1] == 0, clf.y_score[:, 1] == 0 # This test robustness of algorithm when dealing with value close to 0 X2 = np.array([[0., 0., 1.], [1., 0., 0.], [2., 2., 2.], [3., 5., 4.]]) Y2 = np.array([[0.1, -0.2], [0.9, 1.1], [6.2, 5.9], [11.9, 12.3]]) for (X, Y) in [(X1, Y1), (X2, Y2)]: X_std = X.std(axis=0, ddof=1) X_std[X_std == 0] = 1 Y_std = Y.std(axis=0, ddof=1) Y_std[Y_std == 0] = 1 X_s = (X - X.mean(axis=0)) / X_std Y_s = (Y - Y.mean(axis=0)) / Y_std for clf in [CCA(), pls_.PLSCanonical(), pls_.PLSRegression(), pls_.PLSSVD()]: clf.set_params(scale=True) X_score, Y_score = clf.fit_transform(X, Y) clf.set_params(scale=False) X_s_score, Y_s_score = clf.fit_transform(X_s, Y_s) assert_array_almost_equal(X_s_score, X_score) assert_array_almost_equal(Y_s_score, Y_score) # Scaling should be idempotent clf.set_params(scale=True) X_score, Y_score = clf.fit_transform(X_s, Y_s) assert_array_almost_equal(X_s_score, X_score) assert_array_almost_equal(Y_s_score, Y_score) def test_pls_errors(): d = load_linnerud() X = d.data Y = d.target for clf in [pls_.PLSCanonical(), pls_.PLSRegression(), pls_.PLSSVD()]: clf.n_components = 4 assert_raise_message(ValueError, "Invalid number of components", clf.fit, X, Y)
bsd-3-clause
saiwing-yeung/scikit-learn
sklearn/linear_model/tests/test_least_angle.py
42
20925
from nose.tools import assert_equal import numpy as np from scipy import linalg from sklearn.model_selection import train_test_split from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_true from sklearn.utils.testing import assert_less from sklearn.utils.testing import assert_greater from sklearn.utils.testing import assert_raises from sklearn.utils.testing import ignore_warnings from sklearn.utils.testing import assert_no_warnings, assert_warns from sklearn.utils.testing import TempMemmap from sklearn.exceptions import ConvergenceWarning from sklearn import linear_model, datasets from sklearn.linear_model.least_angle import _lars_path_residues diabetes = datasets.load_diabetes() X, y = diabetes.data, diabetes.target # TODO: use another dataset that has multiple drops def test_simple(): # Principle of Lars is to keep covariances tied and decreasing # also test verbose output from sklearn.externals.six.moves import cStringIO as StringIO import sys old_stdout = sys.stdout try: sys.stdout = StringIO() alphas_, active, coef_path_ = linear_model.lars_path( diabetes.data, diabetes.target, method="lar", verbose=10) sys.stdout = old_stdout for (i, coef_) in enumerate(coef_path_.T): res = y - np.dot(X, coef_) cov = np.dot(X.T, res) C = np.max(abs(cov)) eps = 1e-3 ocur = len(cov[C - eps < abs(cov)]) if i < X.shape[1]: assert_true(ocur == i + 1) else: # no more than max_pred variables can go into the active set assert_true(ocur == X.shape[1]) finally: sys.stdout = old_stdout def test_simple_precomputed(): # The same, with precomputed Gram matrix G = np.dot(diabetes.data.T, diabetes.data) alphas_, active, coef_path_ = linear_model.lars_path( diabetes.data, diabetes.target, Gram=G, method="lar") for i, coef_ in enumerate(coef_path_.T): res = y - np.dot(X, coef_) cov = np.dot(X.T, res) C = np.max(abs(cov)) eps = 1e-3 ocur = len(cov[C - eps < abs(cov)]) if i < X.shape[1]: assert_true(ocur == i + 1) else: # no more than max_pred variables can go into the active set assert_true(ocur == X.shape[1]) def test_all_precomputed(): # Test that lars_path with precomputed Gram and Xy gives the right answer X, y = diabetes.data, diabetes.target G = np.dot(X.T, X) Xy = np.dot(X.T, y) for method in 'lar', 'lasso': output = linear_model.lars_path(X, y, method=method) output_pre = linear_model.lars_path(X, y, Gram=G, Xy=Xy, method=method) for expected, got in zip(output, output_pre): assert_array_almost_equal(expected, got) def test_lars_lstsq(): # Test that Lars gives least square solution at the end # of the path X1 = 3 * diabetes.data # use un-normalized dataset clf = linear_model.LassoLars(alpha=0.) clf.fit(X1, y) coef_lstsq = np.linalg.lstsq(X1, y)[0] assert_array_almost_equal(clf.coef_, coef_lstsq) def test_lasso_gives_lstsq_solution(): # Test that Lars Lasso gives least square solution at the end # of the path alphas_, active, coef_path_ = linear_model.lars_path(X, y, method="lasso") coef_lstsq = np.linalg.lstsq(X, y)[0] assert_array_almost_equal(coef_lstsq, coef_path_[:, -1]) def test_collinearity(): # Check that lars_path is robust to collinearity in input X = np.array([[3., 3., 1.], [2., 2., 0.], [1., 1., 0]]) y = np.array([1., 0., 0]) f = ignore_warnings _, _, coef_path_ = f(linear_model.lars_path)(X, y, alpha_min=0.01) assert_true(not np.isnan(coef_path_).any()) residual = np.dot(X, coef_path_[:, -1]) - y assert_less((residual ** 2).sum(), 1.) # just make sure it's bounded n_samples = 10 X = np.random.rand(n_samples, 5) y = np.zeros(n_samples) _, _, coef_path_ = linear_model.lars_path(X, y, Gram='auto', copy_X=False, copy_Gram=False, alpha_min=0., method='lasso', verbose=0, max_iter=500) assert_array_almost_equal(coef_path_, np.zeros_like(coef_path_)) def test_no_path(): # Test that the ``return_path=False`` option returns the correct output alphas_, active_, coef_path_ = linear_model.lars_path( diabetes.data, diabetes.target, method="lar") alpha_, active, coef = linear_model.lars_path( diabetes.data, diabetes.target, method="lar", return_path=False) assert_array_almost_equal(coef, coef_path_[:, -1]) assert_true(alpha_ == alphas_[-1]) def test_no_path_precomputed(): # Test that the ``return_path=False`` option with Gram remains correct G = np.dot(diabetes.data.T, diabetes.data) alphas_, active_, coef_path_ = linear_model.lars_path( diabetes.data, diabetes.target, method="lar", Gram=G) alpha_, active, coef = linear_model.lars_path( diabetes.data, diabetes.target, method="lar", Gram=G, return_path=False) assert_array_almost_equal(coef, coef_path_[:, -1]) assert_true(alpha_ == alphas_[-1]) def test_no_path_all_precomputed(): # Test that the ``return_path=False`` option with Gram and Xy remains # correct X, y = 3 * diabetes.data, diabetes.target G = np.dot(X.T, X) Xy = np.dot(X.T, y) alphas_, active_, coef_path_ = linear_model.lars_path( X, y, method="lasso", Gram=G, Xy=Xy, alpha_min=0.9) print("---") alpha_, active, coef = linear_model.lars_path( X, y, method="lasso", Gram=G, Xy=Xy, alpha_min=0.9, return_path=False) assert_array_almost_equal(coef, coef_path_[:, -1]) assert_true(alpha_ == alphas_[-1]) def test_singular_matrix(): # Test when input is a singular matrix X1 = np.array([[1, 1.], [1., 1.]]) y1 = np.array([1, 1]) alphas, active, coef_path = linear_model.lars_path(X1, y1) assert_array_almost_equal(coef_path.T, [[0, 0], [1, 0]]) def test_rank_deficient_design(): # consistency test that checks that LARS Lasso is handling rank # deficient input data (with n_features < rank) in the same way # as coordinate descent Lasso y = [5, 0, 5] for X in ([[5, 0], [0, 5], [10, 10]], [[10, 10, 0], [1e-32, 0, 0], [0, 0, 1]], ): # To be able to use the coefs to compute the objective function, # we need to turn off normalization lars = linear_model.LassoLars(.1, normalize=False) coef_lars_ = lars.fit(X, y).coef_ obj_lars = (1. / (2. * 3.) * linalg.norm(y - np.dot(X, coef_lars_)) ** 2 + .1 * linalg.norm(coef_lars_, 1)) coord_descent = linear_model.Lasso(.1, tol=1e-6, normalize=False) coef_cd_ = coord_descent.fit(X, y).coef_ obj_cd = ((1. / (2. * 3.)) * linalg.norm(y - np.dot(X, coef_cd_)) ** 2 + .1 * linalg.norm(coef_cd_, 1)) assert_less(obj_lars, obj_cd * (1. + 1e-8)) def test_lasso_lars_vs_lasso_cd(verbose=False): # Test that LassoLars and Lasso using coordinate descent give the # same results. X = 3 * diabetes.data alphas, _, lasso_path = linear_model.lars_path(X, y, method='lasso') lasso_cd = linear_model.Lasso(fit_intercept=False, tol=1e-8) for c, a in zip(lasso_path.T, alphas): if a == 0: continue lasso_cd.alpha = a lasso_cd.fit(X, y) error = linalg.norm(c - lasso_cd.coef_) assert_less(error, 0.01) # similar test, with the classifiers for alpha in np.linspace(1e-2, 1 - 1e-2, 20): clf1 = linear_model.LassoLars(alpha=alpha, normalize=False).fit(X, y) clf2 = linear_model.Lasso(alpha=alpha, tol=1e-8, normalize=False).fit(X, y) err = linalg.norm(clf1.coef_ - clf2.coef_) assert_less(err, 1e-3) # same test, with normalized data X = diabetes.data alphas, _, lasso_path = linear_model.lars_path(X, y, method='lasso') lasso_cd = linear_model.Lasso(fit_intercept=False, normalize=True, tol=1e-8) for c, a in zip(lasso_path.T, alphas): if a == 0: continue lasso_cd.alpha = a lasso_cd.fit(X, y) error = linalg.norm(c - lasso_cd.coef_) assert_less(error, 0.01) def test_lasso_lars_vs_lasso_cd_early_stopping(verbose=False): # Test that LassoLars and Lasso using coordinate descent give the # same results when early stopping is used. # (test : before, in the middle, and in the last part of the path) alphas_min = [10, 0.9, 1e-4] for alphas_min in alphas_min: alphas, _, lasso_path = linear_model.lars_path(X, y, method='lasso', alpha_min=0.9) lasso_cd = linear_model.Lasso(fit_intercept=False, tol=1e-8) lasso_cd.alpha = alphas[-1] lasso_cd.fit(X, y) error = linalg.norm(lasso_path[:, -1] - lasso_cd.coef_) assert_less(error, 0.01) alphas_min = [10, 0.9, 1e-4] # same test, with normalization for alphas_min in alphas_min: alphas, _, lasso_path = linear_model.lars_path(X, y, method='lasso', alpha_min=0.9) lasso_cd = linear_model.Lasso(fit_intercept=True, normalize=True, tol=1e-8) lasso_cd.alpha = alphas[-1] lasso_cd.fit(X, y) error = linalg.norm(lasso_path[:, -1] - lasso_cd.coef_) assert_less(error, 0.01) def test_lasso_lars_path_length(): # Test that the path length of the LassoLars is right lasso = linear_model.LassoLars() lasso.fit(X, y) lasso2 = linear_model.LassoLars(alpha=lasso.alphas_[2]) lasso2.fit(X, y) assert_array_almost_equal(lasso.alphas_[:3], lasso2.alphas_) # Also check that the sequence of alphas is always decreasing assert_true(np.all(np.diff(lasso.alphas_) < 0)) def test_lasso_lars_vs_lasso_cd_ill_conditioned(): # Test lasso lars on a very ill-conditioned design, and check that # it does not blow up, and stays somewhat close to a solution given # by the coordinate descent solver # Also test that lasso_path (using lars_path output style) gives # the same result as lars_path and previous lasso output style # under these conditions. rng = np.random.RandomState(42) # Generate data n, m = 70, 100 k = 5 X = rng.randn(n, m) w = np.zeros((m, 1)) i = np.arange(0, m) rng.shuffle(i) supp = i[:k] w[supp] = np.sign(rng.randn(k, 1)) * (rng.rand(k, 1) + 1) y = np.dot(X, w) sigma = 0.2 y += sigma * rng.rand(*y.shape) y = y.squeeze() lars_alphas, _, lars_coef = linear_model.lars_path(X, y, method='lasso') _, lasso_coef2, _ = linear_model.lasso_path(X, y, alphas=lars_alphas, tol=1e-6, fit_intercept=False) assert_array_almost_equal(lars_coef, lasso_coef2, decimal=1) def test_lasso_lars_vs_lasso_cd_ill_conditioned2(): # Create an ill-conditioned situation in which the LARS has to go # far in the path to converge, and check that LARS and coordinate # descent give the same answers # Note it used to be the case that Lars had to use the drop for good # strategy for this but this is no longer the case with the # equality_tolerance checks X = [[1e20, 1e20, 0], [-1e-32, 0, 0], [1, 1, 1]] y = [10, 10, 1] alpha = .0001 def objective_function(coef): return (1. / (2. * len(X)) * linalg.norm(y - np.dot(X, coef)) ** 2 + alpha * linalg.norm(coef, 1)) lars = linear_model.LassoLars(alpha=alpha, normalize=False) assert_warns(ConvergenceWarning, lars.fit, X, y) lars_coef_ = lars.coef_ lars_obj = objective_function(lars_coef_) coord_descent = linear_model.Lasso(alpha=alpha, tol=1e-4, normalize=False) cd_coef_ = coord_descent.fit(X, y).coef_ cd_obj = objective_function(cd_coef_) assert_less(lars_obj, cd_obj * (1. + 1e-8)) def test_lars_add_features(): # assure that at least some features get added if necessary # test for 6d2b4c # Hilbert matrix n = 5 H = 1. / (np.arange(1, n + 1) + np.arange(n)[:, np.newaxis]) clf = linear_model.Lars(fit_intercept=False).fit( H, np.arange(n)) assert_true(np.all(np.isfinite(clf.coef_))) def test_lars_n_nonzero_coefs(verbose=False): lars = linear_model.Lars(n_nonzero_coefs=6, verbose=verbose) lars.fit(X, y) assert_equal(len(lars.coef_.nonzero()[0]), 6) # The path should be of length 6 + 1 in a Lars going down to 6 # non-zero coefs assert_equal(len(lars.alphas_), 7) @ignore_warnings def test_multitarget(): # Assure that estimators receiving multidimensional y do the right thing X = diabetes.data Y = np.vstack([diabetes.target, diabetes.target ** 2]).T n_targets = Y.shape[1] for estimator in (linear_model.LassoLars(), linear_model.Lars()): estimator.fit(X, Y) Y_pred = estimator.predict(X) Y_dec = assert_warns(DeprecationWarning, estimator.decision_function, X) assert_array_almost_equal(Y_pred, Y_dec) alphas, active, coef, path = (estimator.alphas_, estimator.active_, estimator.coef_, estimator.coef_path_) for k in range(n_targets): estimator.fit(X, Y[:, k]) y_pred = estimator.predict(X) assert_array_almost_equal(alphas[k], estimator.alphas_) assert_array_almost_equal(active[k], estimator.active_) assert_array_almost_equal(coef[k], estimator.coef_) assert_array_almost_equal(path[k], estimator.coef_path_) assert_array_almost_equal(Y_pred[:, k], y_pred) def test_lars_cv(): # Test the LassoLarsCV object by checking that the optimal alpha # increases as the number of samples increases. # This property is not actually guaranteed in general and is just a # property of the given dataset, with the given steps chosen. old_alpha = 0 lars_cv = linear_model.LassoLarsCV() for length in (400, 200, 100): X = diabetes.data[:length] y = diabetes.target[:length] lars_cv.fit(X, y) np.testing.assert_array_less(old_alpha, lars_cv.alpha_) old_alpha = lars_cv.alpha_ def test_lasso_lars_ic(): # Test the LassoLarsIC object by checking that # - some good features are selected. # - alpha_bic > alpha_aic # - n_nonzero_bic < n_nonzero_aic lars_bic = linear_model.LassoLarsIC('bic') lars_aic = linear_model.LassoLarsIC('aic') rng = np.random.RandomState(42) X = diabetes.data y = diabetes.target X = np.c_[X, rng.randn(X.shape[0], 4)] # add 4 bad features lars_bic.fit(X, y) lars_aic.fit(X, y) nonzero_bic = np.where(lars_bic.coef_)[0] nonzero_aic = np.where(lars_aic.coef_)[0] assert_greater(lars_bic.alpha_, lars_aic.alpha_) assert_less(len(nonzero_bic), len(nonzero_aic)) assert_less(np.max(nonzero_bic), diabetes.data.shape[1]) # test error on unknown IC lars_broken = linear_model.LassoLarsIC('<unknown>') assert_raises(ValueError, lars_broken.fit, X, y) def test_no_warning_for_zero_mse(): # LassoLarsIC should not warn for log of zero MSE. y = np.arange(10, dtype=float) X = y.reshape(-1, 1) lars = linear_model.LassoLarsIC(normalize=False) assert_no_warnings(lars.fit, X, y) assert_true(np.any(np.isinf(lars.criterion_))) def test_lars_path_readonly_data(): # When using automated memory mapping on large input, the # fold data is in read-only mode # This is a non-regression test for: # https://github.com/scikit-learn/scikit-learn/issues/4597 splitted_data = train_test_split(X, y, random_state=42) with TempMemmap(splitted_data) as (X_train, X_test, y_train, y_test): # The following should not fail despite copy=False _lars_path_residues(X_train, y_train, X_test, y_test, copy=False) def test_lars_path_positive_constraint(): # this is the main test for the positive parameter on the lars_path method # the estimator classes just make use of this function # we do the test on the diabetes dataset # ensure that we get negative coefficients when positive=False # and all positive when positive=True # for method 'lar' (default) and lasso for method in ['lar', 'lasso']: alpha, active, coefs = \ linear_model.lars_path(diabetes['data'], diabetes['target'], return_path=True, method=method, positive=False) assert_true(coefs.min() < 0) alpha, active, coefs = \ linear_model.lars_path(diabetes['data'], diabetes['target'], return_path=True, method=method, positive=True) assert_true(coefs.min() >= 0) # now we gonna test the positive option for all estimator classes default_parameter = {'fit_intercept': False} estimator_parameter_map = {'Lars': {'n_nonzero_coefs': 5}, 'LassoLars': {'alpha': 0.1}, 'LarsCV': {}, 'LassoLarsCV': {}, 'LassoLarsIC': {}} def test_estimatorclasses_positive_constraint(): # testing the transmissibility for the positive option of all estimator # classes in this same function here for estname in estimator_parameter_map: params = default_parameter.copy() params.update(estimator_parameter_map[estname]) estimator = getattr(linear_model, estname)(positive=False, **params) estimator.fit(diabetes['data'], diabetes['target']) assert_true(estimator.coef_.min() < 0) estimator = getattr(linear_model, estname)(positive=True, **params) estimator.fit(diabetes['data'], diabetes['target']) assert_true(min(estimator.coef_) >= 0) def test_lasso_lars_vs_lasso_cd_positive(verbose=False): # Test that LassoLars and Lasso using coordinate descent give the # same results when using the positive option # This test is basically a copy of the above with additional positive # option. However for the middle part, the comparison of coefficient values # for a range of alphas, we had to make an adaptations. See below. # not normalized data X = 3 * diabetes.data alphas, _, lasso_path = linear_model.lars_path(X, y, method='lasso', positive=True) lasso_cd = linear_model.Lasso(fit_intercept=False, tol=1e-8, positive=True) for c, a in zip(lasso_path.T, alphas): if a == 0: continue lasso_cd.alpha = a lasso_cd.fit(X, y) error = linalg.norm(c - lasso_cd.coef_) assert_less(error, 0.01) # The range of alphas chosen for coefficient comparison here is restricted # as compared with the above test without the positive option. This is due # to the circumstance that the Lars-Lasso algorithm does not converge to # the least-squares-solution for small alphas, see 'Least Angle Regression' # by Efron et al 2004. The coefficients are typically in congruence up to # the smallest alpha reached by the Lars-Lasso algorithm and start to # diverge thereafter. See # https://gist.github.com/michigraber/7e7d7c75eca694c7a6ff for alpha in np.linspace(6e-1, 1 - 1e-2, 20): clf1 = linear_model.LassoLars(fit_intercept=False, alpha=alpha, normalize=False, positive=True).fit(X, y) clf2 = linear_model.Lasso(fit_intercept=False, alpha=alpha, tol=1e-8, normalize=False, positive=True).fit(X, y) err = linalg.norm(clf1.coef_ - clf2.coef_) assert_less(err, 1e-3) # normalized data X = diabetes.data alphas, _, lasso_path = linear_model.lars_path(X, y, method='lasso', positive=True) lasso_cd = linear_model.Lasso(fit_intercept=False, normalize=True, tol=1e-8, positive=True) for c, a in zip(lasso_path.T[:-1], alphas[:-1]): # don't include alpha=0 lasso_cd.alpha = a lasso_cd.fit(X, y) error = linalg.norm(c - lasso_cd.coef_) assert_less(error, 0.01)
bsd-3-clause
adammenges/statsmodels
statsmodels/examples/tsa/ex_var.py
33
1280
from __future__ import print_function import numpy as np import statsmodels.api as sm from statsmodels.tsa.api import VAR # some example data mdata = sm.datasets.macrodata.load().data mdata = mdata[['realgdp','realcons','realinv']] names = mdata.dtype.names data = mdata.view((float,3)) use_growthrate = False #True #False if use_growthrate: data = 100 * 4 * np.diff(np.log(data), axis=0) model = VAR(data, names=names) res = model.fit(4) nobs_all = data.shape[0] #in-sample 1-step ahead forecasts fc_in = np.array([np.squeeze(res.forecast(model.y[t-20:t], 1)) for t in range(nobs_all-6,nobs_all)]) print(fc_in - res.fittedvalues[-6:]) #out-of-sample 1-step ahead forecasts fc_out = np.array([np.squeeze(VAR(data[:t]).fit(2).forecast(data[t-20:t], 1)) for t in range(nobs_all-6,nobs_all)]) print(fc_out - data[nobs_all-6:nobs_all]) print(fc_out - res.fittedvalues[-6:]) #out-of-sample h-step ahead forecasts h = 2 fc_out = np.array([VAR(data[:t]).fit(2).forecast(data[t-20:t], h)[-1] for t in range(nobs_all-6-h+1,nobs_all-h+1)]) print(fc_out - data[nobs_all-6:nobs_all]) #out-of-sample forecast error print(fc_out - res.fittedvalues[-6:]) import matplotlib.pyplot as plt res.plot_forecast(20) #plt.show()
bsd-3-clause
iulian787/spack
var/spack/repos/builtin/packages/py-petastorm/package.py
5
1414
# Copyright 2013-2020 Lawrence Livermore National Security, LLC and other # Spack Project Developers. See the top-level COPYRIGHT file for details. # # SPDX-License-Identifier: (Apache-2.0 OR MIT) class PyPetastorm(PythonPackage): """Petastorm is a library enabling the use of Parquet storage from Tensorflow, Pytorch, and other Python-based ML training frameworks.""" homepage = "https://github.com/uber/petastorm" url = "https://pypi.io/packages/source/p/petastorm/petastorm-0.8.2.tar.gz" maintainers = ['adamjstewart'] version('0.8.2', sha256='7782c315e1ee8d15c7741e3eea41e77b9efce661cf58aa0220a801db64f52f91') depends_on('py-setuptools', type='build') depends_on('[email protected]:', type=('build', 'run')) depends_on('[email protected]:', type=('build', 'run')) depends_on('[email protected]:', type=('build', 'run')) depends_on('[email protected]:', type=('build', 'run'), when='^python@:2') depends_on('[email protected]:', type=('build', 'run')) depends_on('[email protected]:', type=('build', 'run')) depends_on('[email protected]:', type=('build', 'run')) depends_on('[email protected]:', type=('build', 'run')) depends_on('[email protected]:', type=('build', 'run')) depends_on('[email protected]:', type=('build', 'run')) depends_on('[email protected]:', type=('build', 'run')) depends_on('[email protected]:', type=('build', 'run'))
lgpl-2.1
TissueMAPS/TmLibrary
tmlib/tools/aggregation.py
1
1470
# TmLibrary - TissueMAPS library for distibuted image analysis routines. # Copyright (C) 2016 Markus D. Herrmann, University of Zurich and Robin Hafen # # This program is free software: you can redistribute it and/or modify # it under the terms of the GNU Affero General Public License as published # by the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # # This program is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Affero General Public License for more details. # # You should have received a copy of the GNU Affero General Public License # along with this program. If not, see <http://www.gnu.org/licenses/>. import numpy as np import pandas as pd import logging import tmlib.models as tm from tmlib.utils import same_docstring_as from tmlib.tools.base import Tool logger = logging.getLogger(__name__) class Aggregation(Tool): __icon__ = 'AGG' __description__ = ''' Aggregates feature values of all mapobjects of a given type that fall within larger mapobjects of a different type. ''' @same_docstring_as(Tool.__init__) def __init__(self, experiment_id): super(Aggregation, self).__init__(experiment_id) @same_docstring_as(Tool.process_request) def process_request(self, submission_id, payload): pass
agpl-3.0
ndingwall/scikit-learn
sklearn/feature_selection/tests/test_chi2.py
19
2987
""" Tests for chi2, currently the only feature selection function designed specifically to work with sparse matrices. """ import warnings import numpy as np import pytest from scipy.sparse import coo_matrix, csr_matrix import scipy.stats from sklearn.feature_selection import SelectKBest, chi2 from sklearn.feature_selection._univariate_selection import _chisquare from sklearn.utils._testing import assert_array_almost_equal from sklearn.utils._testing import assert_array_equal # Feature 0 is highly informative for class 1; # feature 1 is the same everywhere; # feature 2 is a bit informative for class 2. X = [[2, 1, 2], [9, 1, 1], [6, 1, 2], [0, 1, 2]] y = [0, 1, 2, 2] def mkchi2(k): """Make k-best chi2 selector""" return SelectKBest(chi2, k=k) def test_chi2(): # Test Chi2 feature extraction chi2 = mkchi2(k=1).fit(X, y) chi2 = mkchi2(k=1).fit(X, y) assert_array_equal(chi2.get_support(indices=True), [0]) assert_array_equal(chi2.transform(X), np.array(X)[:, [0]]) chi2 = mkchi2(k=2).fit(X, y) assert_array_equal(sorted(chi2.get_support(indices=True)), [0, 2]) Xsp = csr_matrix(X, dtype=np.float64) chi2 = mkchi2(k=2).fit(Xsp, y) assert_array_equal(sorted(chi2.get_support(indices=True)), [0, 2]) Xtrans = chi2.transform(Xsp) assert_array_equal(Xtrans.shape, [Xsp.shape[0], 2]) # == doesn't work on scipy.sparse matrices Xtrans = Xtrans.toarray() Xtrans2 = mkchi2(k=2).fit_transform(Xsp, y).toarray() assert_array_almost_equal(Xtrans, Xtrans2) def test_chi2_coo(): # Check that chi2 works with a COO matrix # (as returned by CountVectorizer, DictVectorizer) Xcoo = coo_matrix(X) mkchi2(k=2).fit_transform(Xcoo, y) # if we got here without an exception, we're safe def test_chi2_negative(): # Check for proper error on negative numbers in the input X. X, y = [[0, 1], [-1e-20, 1]], [0, 1] for X in (X, np.array(X), csr_matrix(X)): with pytest.raises(ValueError): chi2(X, y) def test_chi2_unused_feature(): # Unused feature should evaluate to NaN # and should issue no runtime warning with warnings.catch_warnings(record=True) as warned: warnings.simplefilter('always') chi, p = chi2([[1, 0], [0, 0]], [1, 0]) for w in warned: if 'divide by zero' in repr(w): raise AssertionError('Found unexpected warning %s' % w) assert_array_equal(chi, [1, np.nan]) assert_array_equal(p[1], np.nan) def test_chisquare(): # Test replacement for scipy.stats.chisquare against the original. obs = np.array([[2., 2.], [1., 1.]]) exp = np.array([[1.5, 1.5], [1.5, 1.5]]) # call SciPy first because our version overwrites obs chi_scp, p_scp = scipy.stats.chisquare(obs, exp) chi_our, p_our = _chisquare(obs, exp) assert_array_almost_equal(chi_scp, chi_our) assert_array_almost_equal(p_scp, p_our)
bsd-3-clause
neale/CS-program
434-MachineLearning/final_project/linearClassifier/sklearn/decomposition/nmf.py
6
46993
""" Non-negative matrix factorization """ # Author: Vlad Niculae # Lars Buitinck # Mathieu Blondel <[email protected]> # Tom Dupre la Tour # Author: Chih-Jen Lin, National Taiwan University (original projected gradient # NMF implementation) # Author: Anthony Di Franco (Projected gradient, Python and NumPy port) # License: BSD 3 clause from __future__ import division, print_function from math import sqrt import warnings import numbers import numpy as np import scipy.sparse as sp from ..externals import six from ..base import BaseEstimator, TransformerMixin from ..utils import check_random_state, check_array from ..utils.extmath import randomized_svd, safe_sparse_dot, squared_norm from ..utils.extmath import fast_dot from ..utils.validation import check_is_fitted, check_non_negative from ..utils import deprecated from ..exceptions import ConvergenceWarning from .cdnmf_fast import _update_cdnmf_fast def safe_vstack(Xs): if any(sp.issparse(X) for X in Xs): return sp.vstack(Xs) else: return np.vstack(Xs) def norm(x): """Dot product-based Euclidean norm implementation See: http://fseoane.net/blog/2011/computing-the-vector-norm/ """ return sqrt(squared_norm(x)) def trace_dot(X, Y): """Trace of np.dot(X, Y.T).""" return np.dot(X.ravel(), Y.ravel()) def _sparseness(x): """Hoyer's measure of sparsity for a vector""" sqrt_n = np.sqrt(len(x)) return (sqrt_n - np.linalg.norm(x, 1) / norm(x)) / (sqrt_n - 1) def _check_init(A, shape, whom): A = check_array(A) if np.shape(A) != shape: raise ValueError('Array with wrong shape passed to %s. Expected %s, ' 'but got %s ' % (whom, shape, np.shape(A))) check_non_negative(A, whom) if np.max(A) == 0: raise ValueError('Array passed to %s is full of zeros.' % whom) def _safe_compute_error(X, W, H): """Frobenius norm between X and WH, safe for sparse array""" if not sp.issparse(X): error = norm(X - np.dot(W, H)) else: norm_X = np.dot(X.data, X.data) norm_WH = trace_dot(np.dot(np.dot(W.T, W), H), H) cross_prod = trace_dot((X * H.T), W) error = sqrt(norm_X + norm_WH - 2. * cross_prod) return error def _check_string_param(sparseness, solver): allowed_sparseness = (None, 'data', 'components') if sparseness not in allowed_sparseness: raise ValueError( 'Invalid sparseness parameter: got %r instead of one of %r' % (sparseness, allowed_sparseness)) allowed_solver = ('pg', 'cd') if solver not in allowed_solver: raise ValueError( 'Invalid solver parameter: got %r instead of one of %r' % (solver, allowed_solver)) def _initialize_nmf(X, n_components, init=None, eps=1e-6, random_state=None): """Algorithms for NMF initialization. Computes an initial guess for the non-negative rank k matrix approximation for X: X = WH Parameters ---------- X : array-like, shape (n_samples, n_features) The data matrix to be decomposed. n_components : integer The number of components desired in the approximation. init : None | 'random' | 'nndsvd' | 'nndsvda' | 'nndsvdar' Method used to initialize the procedure. Default: 'nndsvdar' if n_components < n_features, otherwise 'random'. Valid options: - 'random': non-negative random matrices, scaled with: sqrt(X.mean() / n_components) - 'nndsvd': Nonnegative Double Singular Value Decomposition (NNDSVD) initialization (better for sparseness) - 'nndsvda': NNDSVD with zeros filled with the average of X (better when sparsity is not desired) - 'nndsvdar': NNDSVD with zeros filled with small random values (generally faster, less accurate alternative to NNDSVDa for when sparsity is not desired) - 'custom': use custom matrices W and H eps : float Truncate all values less then this in output to zero. random_state : int seed, RandomState instance, or None (default) Random number generator seed control, used in 'nndsvdar' and 'random' modes. Returns ------- W : array-like, shape (n_samples, n_components) Initial guesses for solving X ~= WH H : array-like, shape (n_components, n_features) Initial guesses for solving X ~= WH References ---------- C. Boutsidis, E. Gallopoulos: SVD based initialization: A head start for nonnegative matrix factorization - Pattern Recognition, 2008 http://tinyurl.com/nndsvd """ check_non_negative(X, "NMF initialization") n_samples, n_features = X.shape if init is None: if n_components < n_features: init = 'nndsvd' else: init = 'random' # Random initialization if init == 'random': avg = np.sqrt(X.mean() / n_components) rng = check_random_state(random_state) H = avg * rng.randn(n_components, n_features) W = avg * rng.randn(n_samples, n_components) # we do not write np.abs(H, out=H) to stay compatible with # numpy 1.5 and earlier where the 'out' keyword is not # supported as a kwarg on ufuncs np.abs(H, H) np.abs(W, W) return W, H # NNDSVD initialization U, S, V = randomized_svd(X, n_components, random_state=random_state) W, H = np.zeros(U.shape), np.zeros(V.shape) # The leading singular triplet is non-negative # so it can be used as is for initialization. W[:, 0] = np.sqrt(S[0]) * np.abs(U[:, 0]) H[0, :] = np.sqrt(S[0]) * np.abs(V[0, :]) for j in range(1, n_components): x, y = U[:, j], V[j, :] # extract positive and negative parts of column vectors x_p, y_p = np.maximum(x, 0), np.maximum(y, 0) x_n, y_n = np.abs(np.minimum(x, 0)), np.abs(np.minimum(y, 0)) # and their norms x_p_nrm, y_p_nrm = norm(x_p), norm(y_p) x_n_nrm, y_n_nrm = norm(x_n), norm(y_n) m_p, m_n = x_p_nrm * y_p_nrm, x_n_nrm * y_n_nrm # choose update if m_p > m_n: u = x_p / x_p_nrm v = y_p / y_p_nrm sigma = m_p else: u = x_n / x_n_nrm v = y_n / y_n_nrm sigma = m_n lbd = np.sqrt(S[j] * sigma) W[:, j] = lbd * u H[j, :] = lbd * v W[W < eps] = 0 H[H < eps] = 0 if init == "nndsvd": pass elif init == "nndsvda": avg = X.mean() W[W == 0] = avg H[H == 0] = avg elif init == "nndsvdar": rng = check_random_state(random_state) avg = X.mean() W[W == 0] = abs(avg * rng.randn(len(W[W == 0])) / 100) H[H == 0] = abs(avg * rng.randn(len(H[H == 0])) / 100) else: raise ValueError( 'Invalid init parameter: got %r instead of one of %r' % (init, (None, 'random', 'nndsvd', 'nndsvda', 'nndsvdar'))) return W, H def _nls_subproblem(V, W, H, tol, max_iter, alpha=0., l1_ratio=0., sigma=0.01, beta=0.1): """Non-negative least square solver Solves a non-negative least squares subproblem using the projected gradient descent algorithm. Parameters ---------- V : array-like, shape (n_samples, n_features) Constant matrix. W : array-like, shape (n_samples, n_components) Constant matrix. H : array-like, shape (n_components, n_features) Initial guess for the solution. tol : float Tolerance of the stopping condition. max_iter : int Maximum number of iterations before timing out. alpha : double, default: 0. Constant that multiplies the regularization terms. Set it to zero to have no regularization. l1_ratio : double, default: 0. The regularization mixing parameter, with 0 <= l1_ratio <= 1. For l1_ratio = 0 the penalty is an L2 penalty. For l1_ratio = 1 it is an L1 penalty. For 0 < l1_ratio < 1, the penalty is a combination of L1 and L2. sigma : float Constant used in the sufficient decrease condition checked by the line search. Smaller values lead to a looser sufficient decrease condition, thus reducing the time taken by the line search, but potentially increasing the number of iterations of the projected gradient procedure. 0.01 is a commonly used value in the optimization literature. beta : float Factor by which the step size is decreased (resp. increased) until (resp. as long as) the sufficient decrease condition is satisfied. Larger values allow to find a better step size but lead to longer line search. 0.1 is a commonly used value in the optimization literature. Returns ------- H : array-like, shape (n_components, n_features) Solution to the non-negative least squares problem. grad : array-like, shape (n_components, n_features) The gradient. n_iter : int The number of iterations done by the algorithm. References ---------- C.-J. Lin. Projected gradient methods for non-negative matrix factorization. Neural Computation, 19(2007), 2756-2779. http://www.csie.ntu.edu.tw/~cjlin/nmf/ """ WtV = safe_sparse_dot(W.T, V) WtW = fast_dot(W.T, W) # values justified in the paper (alpha is renamed gamma) gamma = 1 for n_iter in range(1, max_iter + 1): grad = np.dot(WtW, H) - WtV if alpha > 0 and l1_ratio == 1.: grad += alpha elif alpha > 0: grad += alpha * (l1_ratio + (1 - l1_ratio) * H) # The following multiplication with a boolean array is more than twice # as fast as indexing into grad. if norm(grad * np.logical_or(grad < 0, H > 0)) < tol: break Hp = H for inner_iter in range(20): # Gradient step. Hn = H - gamma * grad # Projection step. Hn *= Hn > 0 d = Hn - H gradd = np.dot(grad.ravel(), d.ravel()) dQd = np.dot(np.dot(WtW, d).ravel(), d.ravel()) suff_decr = (1 - sigma) * gradd + 0.5 * dQd < 0 if inner_iter == 0: decr_gamma = not suff_decr if decr_gamma: if suff_decr: H = Hn break else: gamma *= beta elif not suff_decr or (Hp == Hn).all(): H = Hp break else: gamma /= beta Hp = Hn if n_iter == max_iter: warnings.warn("Iteration limit reached in nls subproblem.") return H, grad, n_iter def _update_projected_gradient_w(X, W, H, tolW, nls_max_iter, alpha, l1_ratio, sparseness, beta, eta): """Helper function for _fit_projected_gradient""" n_samples, n_features = X.shape n_components_ = H.shape[0] if sparseness is None: Wt, gradW, iterW = _nls_subproblem(X.T, H.T, W.T, tolW, nls_max_iter, alpha=alpha, l1_ratio=l1_ratio) elif sparseness == 'data': Wt, gradW, iterW = _nls_subproblem( safe_vstack([X.T, np.zeros((1, n_samples))]), safe_vstack([H.T, np.sqrt(beta) * np.ones((1, n_components_))]), W.T, tolW, nls_max_iter, alpha=alpha, l1_ratio=l1_ratio) elif sparseness == 'components': Wt, gradW, iterW = _nls_subproblem( safe_vstack([X.T, np.zeros((n_components_, n_samples))]), safe_vstack([H.T, np.sqrt(eta) * np.eye(n_components_)]), W.T, tolW, nls_max_iter, alpha=alpha, l1_ratio=l1_ratio) return Wt.T, gradW.T, iterW def _update_projected_gradient_h(X, W, H, tolH, nls_max_iter, alpha, l1_ratio, sparseness, beta, eta): """Helper function for _fit_projected_gradient""" n_samples, n_features = X.shape n_components_ = W.shape[1] if sparseness is None: H, gradH, iterH = _nls_subproblem(X, W, H, tolH, nls_max_iter, alpha=alpha, l1_ratio=l1_ratio) elif sparseness == 'data': H, gradH, iterH = _nls_subproblem( safe_vstack([X, np.zeros((n_components_, n_features))]), safe_vstack([W, np.sqrt(eta) * np.eye(n_components_)]), H, tolH, nls_max_iter, alpha=alpha, l1_ratio=l1_ratio) elif sparseness == 'components': H, gradH, iterH = _nls_subproblem( safe_vstack([X, np.zeros((1, n_features))]), safe_vstack([W, np.sqrt(beta) * np.ones((1, n_components_))]), H, tolH, nls_max_iter, alpha=alpha, l1_ratio=l1_ratio) return H, gradH, iterH def _fit_projected_gradient(X, W, H, tol, max_iter, nls_max_iter, alpha, l1_ratio, sparseness, beta, eta): """Compute Non-negative Matrix Factorization (NMF) with Projected Gradient References ---------- C.-J. Lin. Projected gradient methods for non-negative matrix factorization. Neural Computation, 19(2007), 2756-2779. http://www.csie.ntu.edu.tw/~cjlin/nmf/ P. Hoyer. Non-negative Matrix Factorization with Sparseness Constraints. Journal of Machine Learning Research 2004. """ gradW = (np.dot(W, np.dot(H, H.T)) - safe_sparse_dot(X, H.T, dense_output=True)) gradH = (np.dot(np.dot(W.T, W), H) - safe_sparse_dot(W.T, X, dense_output=True)) init_grad = squared_norm(gradW) + squared_norm(gradH.T) # max(0.001, tol) to force alternating minimizations of W and H tolW = max(0.001, tol) * np.sqrt(init_grad) tolH = tolW for n_iter in range(1, max_iter + 1): # stopping condition # as discussed in paper proj_grad_W = squared_norm(gradW * np.logical_or(gradW < 0, W > 0)) proj_grad_H = squared_norm(gradH * np.logical_or(gradH < 0, H > 0)) if (proj_grad_W + proj_grad_H) / init_grad < tol ** 2: break # update W W, gradW, iterW = _update_projected_gradient_w(X, W, H, tolW, nls_max_iter, alpha, l1_ratio, sparseness, beta, eta) if iterW == 1: tolW = 0.1 * tolW # update H H, gradH, iterH = _update_projected_gradient_h(X, W, H, tolH, nls_max_iter, alpha, l1_ratio, sparseness, beta, eta) if iterH == 1: tolH = 0.1 * tolH H[H == 0] = 0 # fix up negative zeros if n_iter == max_iter: W, _, _ = _update_projected_gradient_w(X, W, H, tol, nls_max_iter, alpha, l1_ratio, sparseness, beta, eta) return W, H, n_iter def _update_coordinate_descent(X, W, Ht, l1_reg, l2_reg, shuffle, random_state): """Helper function for _fit_coordinate_descent Update W to minimize the objective function, iterating once over all coordinates. By symmetry, to update H, one can call _update_coordinate_descent(X.T, Ht, W, ...) """ n_components = Ht.shape[1] HHt = fast_dot(Ht.T, Ht) XHt = safe_sparse_dot(X, Ht) # L2 regularization corresponds to increase of the diagonal of HHt if l2_reg != 0.: # adds l2_reg only on the diagonal HHt.flat[::n_components + 1] += l2_reg # L1 regularization corresponds to decrease of each element of XHt if l1_reg != 0.: XHt -= l1_reg if shuffle: permutation = random_state.permutation(n_components) else: permutation = np.arange(n_components) # The following seems to be required on 64-bit Windows w/ Python 3.5. permutation = np.asarray(permutation, dtype=np.intp) return _update_cdnmf_fast(W, HHt, XHt, permutation) def _fit_coordinate_descent(X, W, H, tol=1e-4, max_iter=200, alpha=0.001, l1_ratio=0., regularization=None, update_H=True, verbose=0, shuffle=False, random_state=None): """Compute Non-negative Matrix Factorization (NMF) with Coordinate Descent The objective function is minimized with an alternating minimization of W and H. Each minimization is done with a cyclic (up to a permutation of the features) Coordinate Descent. Parameters ---------- X : array-like, shape (n_samples, n_features) Constant matrix. W : array-like, shape (n_samples, n_components) Initial guess for the solution. H : array-like, shape (n_components, n_features) Initial guess for the solution. tol : float, default: 1e-4 Tolerance of the stopping condition. max_iter : integer, default: 200 Maximum number of iterations before timing out. alpha : double, default: 0. Constant that multiplies the regularization terms. l1_ratio : double, default: 0. The regularization mixing parameter, with 0 <= l1_ratio <= 1. For l1_ratio = 0 the penalty is an L2 penalty. For l1_ratio = 1 it is an L1 penalty. For 0 < l1_ratio < 1, the penalty is a combination of L1 and L2. regularization : 'both' | 'components' | 'transformation' | None Select whether the regularization affects the components (H), the transformation (W), both or none of them. update_H : boolean, default: True Set to True, both W and H will be estimated from initial guesses. Set to False, only W will be estimated. verbose : integer, default: 0 The verbosity level. shuffle : boolean, default: False If true, randomize the order of coordinates in the CD solver. random_state : integer seed, RandomState instance, or None (default) Random number generator seed control. Returns ------- W : array-like, shape (n_samples, n_components) Solution to the non-negative least squares problem. H : array-like, shape (n_components, n_features) Solution to the non-negative least squares problem. n_iter : int The number of iterations done by the algorithm. References ---------- Cichocki, Andrzej, and P. H. A. N. Anh-Huy. "Fast local algorithms for large scale nonnegative matrix and tensor factorizations." IEICE transactions on fundamentals of electronics, communications and computer sciences 92.3: 708-721, 2009. """ # so W and Ht are both in C order in memory Ht = check_array(H.T, order='C') X = check_array(X, accept_sparse='csr') # L1 and L2 regularization l1_H, l2_H, l1_W, l2_W = 0, 0, 0, 0 if regularization in ('both', 'components'): alpha = float(alpha) l1_H = l1_ratio * alpha l2_H = (1. - l1_ratio) * alpha if regularization in ('both', 'transformation'): alpha = float(alpha) l1_W = l1_ratio * alpha l2_W = (1. - l1_ratio) * alpha rng = check_random_state(random_state) for n_iter in range(max_iter): violation = 0. # Update W violation += _update_coordinate_descent(X, W, Ht, l1_W, l2_W, shuffle, rng) # Update H if update_H: violation += _update_coordinate_descent(X.T, Ht, W, l1_H, l2_H, shuffle, rng) if n_iter == 0: violation_init = violation if violation_init == 0: break if verbose: print("violation:", violation / violation_init) if violation / violation_init <= tol: if verbose: print("Converged at iteration", n_iter + 1) break return W, Ht.T, n_iter def non_negative_factorization(X, W=None, H=None, n_components=None, init='random', update_H=True, solver='cd', tol=1e-4, max_iter=200, alpha=0., l1_ratio=0., regularization=None, random_state=None, verbose=0, shuffle=False, nls_max_iter=2000, sparseness=None, beta=1, eta=0.1): """Compute Non-negative Matrix Factorization (NMF) Find two non-negative matrices (W, H) whose product approximates the non- negative matrix X. This factorization can be used for example for dimensionality reduction, source separation or topic extraction. The objective function is:: 0.5 * ||X - WH||_Fro^2 + alpha * l1_ratio * ||vec(W)||_1 + alpha * l1_ratio * ||vec(H)||_1 + 0.5 * alpha * (1 - l1_ratio) * ||W||_Fro^2 + 0.5 * alpha * (1 - l1_ratio) * ||H||_Fro^2 Where:: ||A||_Fro^2 = \sum_{i,j} A_{ij}^2 (Frobenius norm) ||vec(A)||_1 = \sum_{i,j} abs(A_{ij}) (Elementwise L1 norm) The objective function is minimized with an alternating minimization of W and H. If H is given and update_H=False, it solves for W only. Parameters ---------- X : array-like, shape (n_samples, n_features) Constant matrix. W : array-like, shape (n_samples, n_components) If init='custom', it is used as initial guess for the solution. H : array-like, shape (n_components, n_features) If init='custom', it is used as initial guess for the solution. If update_H=False, it is used as a constant, to solve for W only. n_components : integer Number of components, if n_components is not set all features are kept. init : None | 'random' | 'nndsvd' | 'nndsvda' | 'nndsvdar' | 'custom' Method used to initialize the procedure. Default: 'nndsvd' if n_components < n_features, otherwise random. Valid options: - 'random': non-negative random matrices, scaled with: sqrt(X.mean() / n_components) - 'nndsvd': Nonnegative Double Singular Value Decomposition (NNDSVD) initialization (better for sparseness) - 'nndsvda': NNDSVD with zeros filled with the average of X (better when sparsity is not desired) - 'nndsvdar': NNDSVD with zeros filled with small random values (generally faster, less accurate alternative to NNDSVDa for when sparsity is not desired) - 'custom': use custom matrices W and H update_H : boolean, default: True Set to True, both W and H will be estimated from initial guesses. Set to False, only W will be estimated. solver : 'pg' | 'cd' Numerical solver to use: 'pg' is a (deprecated) Projected Gradient solver. 'cd' is a Coordinate Descent solver. tol : float, default: 1e-4 Tolerance of the stopping condition. max_iter : integer, default: 200 Maximum number of iterations before timing out. alpha : double, default: 0. Constant that multiplies the regularization terms. l1_ratio : double, default: 0. The regularization mixing parameter, with 0 <= l1_ratio <= 1. For l1_ratio = 0 the penalty is an elementwise L2 penalty (aka Frobenius Norm). For l1_ratio = 1 it is an elementwise L1 penalty. For 0 < l1_ratio < 1, the penalty is a combination of L1 and L2. regularization : 'both' | 'components' | 'transformation' | None Select whether the regularization affects the components (H), the transformation (W), both or none of them. random_state : integer seed, RandomState instance, or None (default) Random number generator seed control. verbose : integer, default: 0 The verbosity level. shuffle : boolean, default: False If true, randomize the order of coordinates in the CD solver. nls_max_iter : integer, default: 2000 Number of iterations in NLS subproblem. Used only in the deprecated 'pg' solver. sparseness : 'data' | 'components' | None, default: None Where to enforce sparsity in the model. Used only in the deprecated 'pg' solver. beta : double, default: 1 Degree of sparseness, if sparseness is not None. Larger values mean more sparseness. Used only in the deprecated 'pg' solver. eta : double, default: 0.1 Degree of correctness to maintain, if sparsity is not None. Smaller values mean larger error. Used only in the deprecated 'pg' solver. Returns ------- W : array-like, shape (n_samples, n_components) Solution to the non-negative least squares problem. H : array-like, shape (n_components, n_features) Solution to the non-negative least squares problem. n_iter : int Actual number of iterations. References ---------- C.-J. Lin. Projected gradient methods for non-negative matrix factorization. Neural Computation, 19(2007), 2756-2779. http://www.csie.ntu.edu.tw/~cjlin/nmf/ Cichocki, Andrzej, and P. H. A. N. Anh-Huy. "Fast local algorithms for large scale nonnegative matrix and tensor factorizations." IEICE transactions on fundamentals of electronics, communications and computer sciences 92.3: 708-721, 2009. """ X = check_array(X, accept_sparse=('csr', 'csc')) check_non_negative(X, "NMF (input X)") _check_string_param(sparseness, solver) n_samples, n_features = X.shape if n_components is None: n_components = n_features if not isinstance(n_components, six.integer_types) or n_components <= 0: raise ValueError("Number of components must be positive;" " got (n_components=%r)" % n_components) if not isinstance(max_iter, numbers.Number) or max_iter < 0: raise ValueError("Maximum number of iteration must be positive;" " got (max_iter=%r)" % max_iter) if not isinstance(tol, numbers.Number) or tol < 0: raise ValueError("Tolerance for stopping criteria must be " "positive; got (tol=%r)" % tol) # check W and H, or initialize them if init == 'custom' and update_H: _check_init(H, (n_components, n_features), "NMF (input H)") _check_init(W, (n_samples, n_components), "NMF (input W)") elif not update_H: _check_init(H, (n_components, n_features), "NMF (input H)") W = np.zeros((n_samples, n_components)) else: W, H = _initialize_nmf(X, n_components, init=init, random_state=random_state) if solver == 'pg': warnings.warn("'pg' solver will be removed in release 0.19." " Use 'cd' solver instead.", DeprecationWarning) if update_H: # fit_transform W, H, n_iter = _fit_projected_gradient(X, W, H, tol, max_iter, nls_max_iter, alpha, l1_ratio, sparseness, beta, eta) else: # transform W, H, n_iter = _update_projected_gradient_w(X, W, H, tol, nls_max_iter, alpha, l1_ratio, sparseness, beta, eta) elif solver == 'cd': W, H, n_iter = _fit_coordinate_descent(X, W, H, tol, max_iter, alpha, l1_ratio, regularization, update_H=update_H, verbose=verbose, shuffle=shuffle, random_state=random_state) else: raise ValueError("Invalid solver parameter '%s'." % solver) if n_iter == max_iter: warnings.warn("Maximum number of iteration %d reached. Increase it to" " improve convergence." % max_iter, ConvergenceWarning) return W, H, n_iter class NMF(BaseEstimator, TransformerMixin): """Non-Negative Matrix Factorization (NMF) Find two non-negative matrices (W, H) whose product approximates the non- negative matrix X. This factorization can be used for example for dimensionality reduction, source separation or topic extraction. The objective function is:: 0.5 * ||X - WH||_Fro^2 + alpha * l1_ratio * ||vec(W)||_1 + alpha * l1_ratio * ||vec(H)||_1 + 0.5 * alpha * (1 - l1_ratio) * ||W||_Fro^2 + 0.5 * alpha * (1 - l1_ratio) * ||H||_Fro^2 Where:: ||A||_Fro^2 = \sum_{i,j} A_{ij}^2 (Frobenius norm) ||vec(A)||_1 = \sum_{i,j} abs(A_{ij}) (Elementwise L1 norm) The objective function is minimized with an alternating minimization of W and H. Read more in the :ref:`User Guide <NMF>`. Parameters ---------- n_components : int or None Number of components, if n_components is not set all features are kept. init : 'random' | 'nndsvd' | 'nndsvda' | 'nndsvdar' | 'custom' Method used to initialize the procedure. Default: 'nndsvdar' if n_components < n_features, otherwise random. Valid options: - 'random': non-negative random matrices, scaled with: sqrt(X.mean() / n_components) - 'nndsvd': Nonnegative Double Singular Value Decomposition (NNDSVD) initialization (better for sparseness) - 'nndsvda': NNDSVD with zeros filled with the average of X (better when sparsity is not desired) - 'nndsvdar': NNDSVD with zeros filled with small random values (generally faster, less accurate alternative to NNDSVDa for when sparsity is not desired) - 'custom': use custom matrices W and H solver : 'pg' | 'cd' Numerical solver to use: 'pg' is a Projected Gradient solver (deprecated). 'cd' is a Coordinate Descent solver (recommended). .. versionadded:: 0.17 Coordinate Descent solver. .. versionchanged:: 0.17 Deprecated Projected Gradient solver. tol : double, default: 1e-4 Tolerance value used in stopping conditions. max_iter : integer, default: 200 Number of iterations to compute. random_state : integer seed, RandomState instance, or None (default) Random number generator seed control. alpha : double, default: 0. Constant that multiplies the regularization terms. Set it to zero to have no regularization. .. versionadded:: 0.17 *alpha* used in the Coordinate Descent solver. l1_ratio : double, default: 0. The regularization mixing parameter, with 0 <= l1_ratio <= 1. For l1_ratio = 0 the penalty is an elementwise L2 penalty (aka Frobenius Norm). For l1_ratio = 1 it is an elementwise L1 penalty. For 0 < l1_ratio < 1, the penalty is a combination of L1 and L2. .. versionadded:: 0.17 Regularization parameter *l1_ratio* used in the Coordinate Descent solver. shuffle : boolean, default: False If true, randomize the order of coordinates in the CD solver. .. versionadded:: 0.17 *shuffle* parameter used in the Coordinate Descent solver. nls_max_iter : integer, default: 2000 Number of iterations in NLS subproblem. Used only in the deprecated 'pg' solver. .. versionchanged:: 0.17 Deprecated Projected Gradient solver. Use Coordinate Descent solver instead. sparseness : 'data' | 'components' | None, default: None Where to enforce sparsity in the model. Used only in the deprecated 'pg' solver. .. versionchanged:: 0.17 Deprecated Projected Gradient solver. Use Coordinate Descent solver instead. beta : double, default: 1 Degree of sparseness, if sparseness is not None. Larger values mean more sparseness. Used only in the deprecated 'pg' solver. .. versionchanged:: 0.17 Deprecated Projected Gradient solver. Use Coordinate Descent solver instead. eta : double, default: 0.1 Degree of correctness to maintain, if sparsity is not None. Smaller values mean larger error. Used only in the deprecated 'pg' solver. .. versionchanged:: 0.17 Deprecated Projected Gradient solver. Use Coordinate Descent solver instead. Attributes ---------- components_ : array, [n_components, n_features] Non-negative components of the data. reconstruction_err_ : number Frobenius norm of the matrix difference between the training data and the reconstructed data from the fit produced by the model. ``|| X - WH ||_2`` n_iter_ : int Actual number of iterations. Examples -------- >>> import numpy as np >>> X = np.array([[1,1], [2, 1], [3, 1.2], [4, 1], [5, 0.8], [6, 1]]) >>> from sklearn.decomposition import NMF >>> model = NMF(n_components=2, init='random', random_state=0) >>> model.fit(X) #doctest: +ELLIPSIS +NORMALIZE_WHITESPACE NMF(alpha=0.0, beta=1, eta=0.1, init='random', l1_ratio=0.0, max_iter=200, n_components=2, nls_max_iter=2000, random_state=0, shuffle=False, solver='cd', sparseness=None, tol=0.0001, verbose=0) >>> model.components_ array([[ 2.09783018, 0.30560234], [ 2.13443044, 2.13171694]]) >>> model.reconstruction_err_ #doctest: +ELLIPSIS 0.00115993... References ---------- C.-J. Lin. Projected gradient methods for non-negative matrix factorization. Neural Computation, 19(2007), 2756-2779. http://www.csie.ntu.edu.tw/~cjlin/nmf/ Cichocki, Andrzej, and P. H. A. N. Anh-Huy. "Fast local algorithms for large scale nonnegative matrix and tensor factorizations." IEICE transactions on fundamentals of electronics, communications and computer sciences 92.3: 708-721, 2009. """ def __init__(self, n_components=None, init=None, solver='cd', tol=1e-4, max_iter=200, random_state=None, alpha=0., l1_ratio=0., verbose=0, shuffle=False, nls_max_iter=2000, sparseness=None, beta=1, eta=0.1): self.n_components = n_components self.init = init self.solver = solver self.tol = tol self.max_iter = max_iter self.random_state = random_state self.alpha = alpha self.l1_ratio = l1_ratio self.verbose = verbose self.shuffle = shuffle if sparseness is not None: warnings.warn("Controlling regularization through the sparseness," " beta and eta arguments is only available" " for 'pg' solver, which will be removed" " in release 0.19. Use another solver with L1 or L2" " regularization instead.", DeprecationWarning) self.nls_max_iter = nls_max_iter self.sparseness = sparseness self.beta = beta self.eta = eta def fit_transform(self, X, y=None, W=None, H=None): """Learn a NMF model for the data X and returns the transformed data. This is more efficient than calling fit followed by transform. Parameters ---------- X: {array-like, sparse matrix}, shape (n_samples, n_features) Data matrix to be decomposed W : array-like, shape (n_samples, n_components) If init='custom', it is used as initial guess for the solution. H : array-like, shape (n_components, n_features) If init='custom', it is used as initial guess for the solution. Attributes ---------- components_ : array-like, shape (n_components, n_features) Factorization matrix, sometimes called 'dictionary'. n_iter_ : int Actual number of iterations for the transform. Returns ------- W: array, shape (n_samples, n_components) Transformed data. """ X = check_array(X, accept_sparse=('csr', 'csc')) W, H, n_iter_ = non_negative_factorization( X=X, W=W, H=H, n_components=self.n_components, init=self.init, update_H=True, solver=self.solver, tol=self.tol, max_iter=self.max_iter, alpha=self.alpha, l1_ratio=self.l1_ratio, regularization='both', random_state=self.random_state, verbose=self.verbose, shuffle=self.shuffle, nls_max_iter=self.nls_max_iter, sparseness=self.sparseness, beta=self.beta, eta=self.eta) if self.solver == 'pg': self.comp_sparseness_ = _sparseness(H.ravel()) self.data_sparseness_ = _sparseness(W.ravel()) self.reconstruction_err_ = _safe_compute_error(X, W, H) self.n_components_ = H.shape[0] self.components_ = H self.n_iter_ = n_iter_ return W def fit(self, X, y=None, **params): """Learn a NMF model for the data X. Parameters ---------- X: {array-like, sparse matrix}, shape (n_samples, n_features) Data matrix to be decomposed Attributes ---------- components_ : array-like, shape (n_components, n_features) Factorization matrix, sometimes called 'dictionary'. n_iter_ : int Actual number of iterations for the transform. Returns ------- self """ self.fit_transform(X, **params) return self def transform(self, X): """Transform the data X according to the fitted NMF model Parameters ---------- X: {array-like, sparse matrix}, shape (n_samples, n_features) Data matrix to be transformed by the model Attributes ---------- n_iter_ : int Actual number of iterations for the transform. Returns ------- W: array, shape (n_samples, n_components) Transformed data """ check_is_fitted(self, 'n_components_') W, _, n_iter_ = non_negative_factorization( X=X, W=None, H=self.components_, n_components=self.n_components_, init=self.init, update_H=False, solver=self.solver, tol=self.tol, max_iter=self.max_iter, alpha=self.alpha, l1_ratio=self.l1_ratio, regularization='both', random_state=self.random_state, verbose=self.verbose, shuffle=self.shuffle, nls_max_iter=self.nls_max_iter, sparseness=self.sparseness, beta=self.beta, eta=self.eta) self.n_iter_ = n_iter_ return W def inverse_transform(self, W): """ Parameters ---------- W: {array-like, sparse matrix}, shape (n_samples, n_components) Transformed Data matrix Returns ------- X: {array-like, sparse matrix}, shape (n_samples, n_features) Data matrix of original shape .. versionadded:: 0.18 """ check_is_fitted(self, 'n_components_') return np.dot(W, self.components_) @deprecated("It will be removed in release 0.19. Use NMF instead." "'pg' solver is still available until release 0.19.") class ProjectedGradientNMF(NMF): """Non-Negative Matrix Factorization (NMF) Find two non-negative matrices (W, H) whose product approximates the non- negative matrix X. This factorization can be used for example for dimensionality reduction, source separation or topic extraction. The objective function is:: 0.5 * ||X - WH||_Fro^2 + alpha * l1_ratio * ||vec(W)||_1 + alpha * l1_ratio * ||vec(H)||_1 + 0.5 * alpha * (1 - l1_ratio) * ||W||_Fro^2 + 0.5 * alpha * (1 - l1_ratio) * ||H||_Fro^2 Where:: ||A||_Fro^2 = \sum_{i,j} A_{ij}^2 (Frobenius norm) ||vec(A)||_1 = \sum_{i,j} abs(A_{ij}) (Elementwise L1 norm) The objective function is minimized with an alternating minimization of W and H. Read more in the :ref:`User Guide <NMF>`. Parameters ---------- n_components : int or None Number of components, if n_components is not set all features are kept. init : 'random' | 'nndsvd' | 'nndsvda' | 'nndsvdar' | 'custom' Method used to initialize the procedure. Default: 'nndsvdar' if n_components < n_features, otherwise random. Valid options: - 'random': non-negative random matrices, scaled with: sqrt(X.mean() / n_components) - 'nndsvd': Nonnegative Double Singular Value Decomposition (NNDSVD) initialization (better for sparseness) - 'nndsvda': NNDSVD with zeros filled with the average of X (better when sparsity is not desired) - 'nndsvdar': NNDSVD with zeros filled with small random values (generally faster, less accurate alternative to NNDSVDa for when sparsity is not desired) - 'custom': use custom matrices W and H solver : 'pg' | 'cd' Numerical solver to use: 'pg' is a Projected Gradient solver (deprecated). 'cd' is a Coordinate Descent solver (recommended). .. versionadded:: 0.17 Coordinate Descent solver. .. versionchanged:: 0.17 Deprecated Projected Gradient solver. tol : double, default: 1e-4 Tolerance value used in stopping conditions. max_iter : integer, default: 200 Number of iterations to compute. random_state : integer seed, RandomState instance, or None (default) Random number generator seed control. alpha : double, default: 0. Constant that multiplies the regularization terms. Set it to zero to have no regularization. .. versionadded:: 0.17 *alpha* used in the Coordinate Descent solver. l1_ratio : double, default: 0. The regularization mixing parameter, with 0 <= l1_ratio <= 1. For l1_ratio = 0 the penalty is an elementwise L2 penalty (aka Frobenius Norm). For l1_ratio = 1 it is an elementwise L1 penalty. For 0 < l1_ratio < 1, the penalty is a combination of L1 and L2. .. versionadded:: 0.17 Regularization parameter *l1_ratio* used in the Coordinate Descent solver. shuffle : boolean, default: False If true, randomize the order of coordinates in the CD solver. .. versionadded:: 0.17 *shuffle* parameter used in the Coordinate Descent solver. nls_max_iter : integer, default: 2000 Number of iterations in NLS subproblem. Used only in the deprecated 'pg' solver. .. versionchanged:: 0.17 Deprecated Projected Gradient solver. Use Coordinate Descent solver instead. sparseness : 'data' | 'components' | None, default: None Where to enforce sparsity in the model. Used only in the deprecated 'pg' solver. .. versionchanged:: 0.17 Deprecated Projected Gradient solver. Use Coordinate Descent solver instead. beta : double, default: 1 Degree of sparseness, if sparseness is not None. Larger values mean more sparseness. Used only in the deprecated 'pg' solver. .. versionchanged:: 0.17 Deprecated Projected Gradient solver. Use Coordinate Descent solver instead. eta : double, default: 0.1 Degree of correctness to maintain, if sparsity is not None. Smaller values mean larger error. Used only in the deprecated 'pg' solver. .. versionchanged:: 0.17 Deprecated Projected Gradient solver. Use Coordinate Descent solver instead. Attributes ---------- components_ : array, [n_components, n_features] Non-negative components of the data. reconstruction_err_ : number Frobenius norm of the matrix difference between the training data and the reconstructed data from the fit produced by the model. ``|| X - WH ||_2`` n_iter_ : int Actual number of iterations. Examples -------- >>> import numpy as np >>> X = np.array([[1,1], [2, 1], [3, 1.2], [4, 1], [5, 0.8], [6, 1]]) >>> from sklearn.decomposition import NMF >>> model = NMF(n_components=2, init='random', random_state=0) >>> model.fit(X) #doctest: +ELLIPSIS +NORMALIZE_WHITESPACE NMF(alpha=0.0, beta=1, eta=0.1, init='random', l1_ratio=0.0, max_iter=200, n_components=2, nls_max_iter=2000, random_state=0, shuffle=False, solver='cd', sparseness=None, tol=0.0001, verbose=0) >>> model.components_ array([[ 2.09783018, 0.30560234], [ 2.13443044, 2.13171694]]) >>> model.reconstruction_err_ #doctest: +ELLIPSIS 0.00115993... References ---------- C.-J. Lin. Projected gradient methods for non-negative matrix factorization. Neural Computation, 19(2007), 2756-2779. http://www.csie.ntu.edu.tw/~cjlin/nmf/ Cichocki, Andrzej, and P. H. A. N. Anh-Huy. "Fast local algorithms for large scale nonnegative matrix and tensor factorizations." IEICE transactions on fundamentals of electronics, communications and computer sciences 92.3: 708-721, 2009. """ def __init__(self, n_components=None, solver='pg', init=None, tol=1e-4, max_iter=200, random_state=None, alpha=0., l1_ratio=0., verbose=0, nls_max_iter=2000, sparseness=None, beta=1, eta=0.1): super(ProjectedGradientNMF, self).__init__( n_components=n_components, init=init, solver='pg', tol=tol, max_iter=max_iter, random_state=random_state, alpha=alpha, l1_ratio=l1_ratio, verbose=verbose, nls_max_iter=nls_max_iter, sparseness=sparseness, beta=beta, eta=eta)
unlicense
fruce-ki/utility_scripts
archive/mutpe/fileutilities.py
1
68356
#!/usr/bin/env python3 """fileutilities.py Author: Kimon Froussios Compatibility tested: python 3.5.2 Last reviewed: 10/05/2019 This module is a solution for Frequently Performed Generic Tasks that involve multiple files: * repeating a command for a range of files (not currently parallelized), * accessing and restructuring (multiple) delimited files. * miscellaneous stuff. Some of it is auxiliary to the primary functions, some is a legacy of this module's evolution of concept. The module provides a library of flexible functions as well as a main() implementing the primary use scenarios. Execute with -h in a shell to obtain syntax and help. """ # This module consists of: # - a class for handling lists of files, # - a library of functions that perform generic tasks on multiple files, and # - a main that provides access to most of the above functionality # NOTE about DataFrame indexes and headers: # Although dataframes support row and column labels, these make content manipulations # in the context of this module harder. Instead, any labels present in the text # input are treated as plain rows or columns. These may be optionally dropped or # preserved, but the dataframe in-built labels for columns and rows are reserved # solely for custom use. When appropriate these custom labels will be included in # the output. import os, sys, string, re, subprocess, random, argparse import pandas as pd from builtins import list from collections import Counter import mylogs as ml ##### F U N C T I O N S ##### # http://stackoverflow.com/questions/4836710/does-python-have-a-built-in-function-for-string-natural-sort def natural_sorted(l): """Sort list of numbers/strings in human-friendly order. Args: l(list): A list of strings. Returns: list """ convert = lambda text: int(text) if text.isdigit() else text.lower() alphanum_key = lambda key: [ convert(c) for c in re.split('([0-9]+)', key) ] return sorted(l, key = alphanum_key) def expand_fpaths(flist): """Fully expand and absolute-ify the paths of listed files. Does not verify path validity. All paths are expanded. Args: flist[str]: A list/FilesList of files. Returns: [str]: List of expanded paths. """ return [os.path.abspath(os.path.expanduser(str(f))) for f in flist] # Helper function, string check. def istext(s): """Check if a string is (probably) text. Use heuristic based on characters contained in the string, adapted from: http://code.activestate.com/recipes/173220-test-if-a-file-or-string-is-text-or-binary/ Args: s(str): A string to test. Returns: bool """ # Copy-pasted. No idea what the code means. text_characters = "".join(list(map(chr, list(range(32, 127)))) + list("\n\r\t\b")) _null_trans = string.maketrans("", "") if "\0" in s: return False if not s: # Empty files/strings are considered text return True # Get the non-text characters (maps a character to itself then # use the 'remove' option to get rid of the text characters.) t = s.translate(_null_trans, text_characters) # If more than 30% non-text characters, then # this is considered a binary file if float(len(t))/float(len(s)) > 0.30: return False return True def slink(flist, aliases=None, dir="./", autoext=True): """Create symbolic links for multiple files. Create a link for each of the listed paths into the specified directory, using the specified aliases. Items in the lists will be matched one for one. If the aliases argument is omitted, the names for the links will be drawn from the aliases attribute of the paths list, if it is a FilesList object. If no aliases exist in either form, the files will be linked in the current or specified directory, using names their current basename. If linking to files of the same name located in different directories, a number will be automatically suffixed to the basename. Args: flist[str]: A list/FilesList of paths to link to. aliases[str]: A list of respective names for the created links. If omitted, the alias attribute of the flist argument will be used, and failing that, the existing basenames will be used. dir(str): The path to the directory in which the links should be placed. (Default "./") autoext(bool): Add the file extensions to the created links, if the links are created from aliases that lack them. (Default True) """ if not aliases: # No link names provided. Try to find them elsewhere or create them. try: # flist is a FilesList and has the aliases attribute. aliases = flist.aliases except AttributeError: # flist is a plain list, so compute the link name from the file name. aliases = [os.path.basename(p) for p in flist] # Check for duplicate aliases and amend them. # This applies mainly to link names automatically created from filenames, as # the same file name can exist in different directories. if len(set(aliases)) < len(flist): aliases = autonumerate(aliases) # Add extensions where necessary, if desired. if autoext: for i in range(0, len(flist)): (b, p) = os.path.splitext(flist[i]) c = p # If it's a .gz, include the next nested extension as well. if p == ".gz": p = os.path.splitext(b)[1] + p # Don't duplicate the extension if the alias already has it. a = os.path.splitext(aliases[i])[1] if c != a: aliases[i] = aliases[i] + p # Link. for i, mypath in enumerate(flist): os.symlink(mypath, os.path.join(dir, aliases[i])) # Helper function. def autonumerate(things): """Detect duplicate entries in a string list and suffix them. Suffixes are in _N format where N a natural number >=2. Existing suffixes in that format will also be detected and incremented. Args: things[str]: A list of strings. Returns: [str]: A corrected list of strings. """ c = Counter(things); # Because I use decrement, reversing the list ensures first instance gets smallest number. things.reverse() for i, t in enumerate(things): n = c[t] if n > 1: # The first occurrence is not suffixed. newname = t +'_' + str(n) while newname in things: # Check for already present suffixes n += 1 newname = t +'_' + str(n) things[i] = newname c[t] -= 1 things.reverse() return things def make_names(items, parameters): """Automatically create file names based on parameters. If automatic names happen to turn out identical with one another, unique numbers are appended to differentiate them. Check documentation for autonumerate(). Args: items[str]: A list of strings/filenames/paths to use as the basis for the output names. parameters(str,str,str): The first element is the output directory, the second is a common prefix to add to the names, the third is a common suffix to add to the names. Like so: <out[0]>/<out[1]>item<out[2] . If any of the 3 values in None, no outnames will be made. Use current directory and empty strings as necessary. Returns: [str]: A list of file paths. """ outfiles = [] if None not in parameters: for i in items: outfiles.append(os.path.join(os.path.abspath(os.path.expanduser(parameters[0])), parameters[1] + i + parameters[2]) ) autonumerate(outfiles) return outfiles def do_foreach(flist, comm, progress=True, out=(None,None,None), log=False): """Execute an arbitrary command for each of the listed files. Enables executing a shell command over a range of items, by inserting the item values into the command as directed by place-holder substrings. Although the above is how it is meant to be used, the values in the FilesList could be overridden to be any arbitrary string, in which case, only {val} will have the desired effect. The other placeholder values are computed with the assumption of the values being files, so may not be sensible when the items are not files. This is the only function with comments or progress attributes, because invoked commands print their own output directly, so any informative messages controlled by this library will need to be inserted in real time. Args: flist[]: A FilesList. comm[str]: The components of an arbitrary command, with place-holders: {abs} : absolute path of file. {dir} : absolute path of the file's directory. {val} : the actual value specified as target {bas} : the basename of the file, without the last extension. {alias}: the alias for the file, if iterating through a FilesList. Placeholders can be nested, to allow nested calls of fileutilities: i.e. {{abs}}. A layer of nesting is peeled off each time the function is called, until the placeholders are allowed to be evaluated. progress(bool): Show start and completion of iterations on STDERR. (Default True) out(str,str,str): The first element is the output directory, the second is a common prefix to add to the names, the third is a common suffix to add to the names. Check documentation for make_names(). log(bool): Log to /commands.log each individual call. """ outstream= sys.stdout # Create output files. [] if out contains None. outfiles = make_names(flist, out) for i, (myfile, myalias) in flist.enum(): # Substitute place-holders. command = [] for c in comm: # Evaluate placeholders, if they are not nested. (mypath, mybase) = os.path.split(str(myfile)) c = re.sub(r"(?<!\{){abs}(?!\})", str(myfile), c) c = re.sub(r"(?<!\{){dir}(?!\})", mypath, c) c = re.sub(r"(?<!\{){val}(?!\})", mybase, c) c = re.sub(r"(?<!\{){bas}(?!\})", os.path.splitext(mybase)[0], c) c = re.sub(r"(?<!\{){ali}(?!\})", str(myalias), c) # Peel off a layer of nesting for the remaining placeholders and flags. c = c.replace('{{abs}}', '{abs}') c = c.replace('{{dir}}', '{dir}') c = c.replace('{{val}}', '{val}') c = c.replace('{{bas}}', '{bas}') c = c.replace('{{ali}}', '{ali}') c = c.replace(',-', '-') # This argument is ready to go now. command.append(c) # Redirect output. if outfiles: outstream = open(outfiles[i], 'w') # Verbose stuff. see = " ".join(command) if log: ml.log_message(message=see, logfile="./commands.log") if progress: sys.stderr.write(ml.infostring("DO: "+ see)) # Do the thing. subprocess.call(" ".join(command), stdout=outstream, shell=True) # More verbose stuff. if progress: sys.stderr.write(ml.infostring("Finished: "+ str(myalias) +"\n")) if outfiles: outstream.close() def swap_strFiles(flist, insep=[","], outsep="\t"): """Replace the column separator with a different one. Supports multiple different delimiters in the input, to support one-step uniformity when the input files have different delimiters, but ALL input will be split at ALL/ANY occurring delimiters. If the delimiter of one file is present in a different use in an other file, the output may not be what you want. Although made for converting delimited text, inseps and outsep could be any substring in a text, delimited or not. Args: flist: A list/FilesList of delimited text files. insep[str]: A list of regex strings. (Default [","]) outsep(str): New column separator. (Default "\t") Returns: [str]: A list of strings with the changed delimiters. One string per file. It is up to you to decide what to do with the new strings. The order of strings is the same as the input. """ input = [] if flist == []: # Read all data from STDIN at once. Input[] gets a single entry. input.append(sys.stdin.read()) else: # Read in all the files entirely. Input[] gets as many entries as there are files. for myfile in flist: with open(myfile) as f: input.append(f.read()) return swap_substr(input, insep, outsep) # Helper function def swap_substr(slist, insep=[","], outsep="\t"): """Replace all occurrences of insep with outsep. Insep may be a regex. Args: slist[str]: A list of strings. insep[str]: A list of regex strings. (Default [","]) outsep(str): New substring. (Default "\t") Returns: [str]: A list of the edited strings. The order of the strings is the same as the input. """ rx = re.compile("|".join(insep), re.MULTILINE) result = [] for s in slist: # Replace all delimiters with the new one. result.append(rx.sub(outsep, s)) return result def prepare_df(df, myalias="", keyCol=None, keyhead="row_ID", header=False, cols=None, appendNum=True): """Prepare row names and column names. Assign column as row labels, rename columns based on their position and an arbitrary alias name for the dataframe, drop the first row. Args: df(pandas.DataFrame): A dataframe. myalias(str): The basename for the relabelling. header(bool): Remove first row (Default False). keyCol(int): Column to be used as row index. If None, no index will be used. (Default None) keyhead(str): Label for the index. cols[int]: Custom index numbers for the columns (Default None). If None then their current index positions are used. appendNum(bool): Append the columns' positional indices to the alias when making the new names (True). Returns: pandas.DataFrame """ # Set row labels. if keyhead is None: keyhead = "row_ID" if keyCol is not None: # Add index without dropping it, so as not to affect column positions. df.set_index(df.columns.values.tolist()[keyCol], inplace=True, drop=False) df.index.name = str(keyhead) # Make custom column labels, based on alias and column position. if not cols: cols = list(range(0, df.shape[1])) labels = [] if appendNum: labels = [str(myalias) +"_|"+ str(i) for i in cols] else: labels = [str(myalias) for i in cols] df.columns = labels # Remove header. if header: df.drop(df.index.values.tolist()[0], axis=0, inplace=True) return df def count_columns(flist=[None], colSep=["\t"]): """Determine the number of fields in each file by inspecting the first row. Args: flist: A list of FilesList of files. colSep[str]: A list of characters used to separate columns. Returns: [int]: A list, in the same order as the given files. """ tokenizer = re.compile("|".join(colSep)) counts = [] for file in flist: f = None if file is None: f = sys.stdin file = "<STDIN>" else: f = open(file) while True: line = f.readline() # Skip comments. if line[0] != "#": counts.append(len( tokenizer.split(line.rstrip()) )) break f.readline if f != sys.stdin: f.close() return counts def get_valuesSet(flist=[None], axis='r', index=0, filter='a', colSep=["\t"]): """"List the set of different values in the column(s)/row(s). Args: flist: A list of FilesList of files. colSep[str]: A list of characters used to separate columns. index: Position index of the required column/row. axis(str): Data slice orientation - 'r' for row, 'c' for column. filter(str): non redundant set of: 'a' - all, 'u' - unique, 'r' - repeated values. Returns: [[]]: A list of lists. The inner lists represent the sets in order as requested. Raises: ValueError: Invalid axis or filter values. """ tokenizer = "|".join(colSep) result = [] if flist == []: # Use None as a flag to read from STDIN flist.append(None) # Test if it is a FilesList or plain list. Upgrade it if it's plain. # It will have at least one entry for sure by now, either way. try: flist.aliases[0] except AttributeError: flist = FilesList(flist) # Main part of this function. results = [] for f, (myfile, myalias) in flist.enum(): # Input. df = None instream = sys.stdin if myfile is not None: instream = open(myfile) df = pd.read_csv(instream, sep=tokenizer, header=None, index_col=None, comment="#", engine='python') if instream != sys.stdin: instream.close() # Get value set. values = None if axis == 'r': values = df.iloc[int(index),:].tolist() elif axis == 'c': values = df.iloc[:,int(index)].tolist() else: raise ValueError("".join(["Unrecognized option: axis=", axis])) # Get count per value c = Counter(values); # Filter. if filter == 'a': results.append( set(values) ) elif filter == 'u': results.append( set([v for v in values if c[v] == 1]) ) # set() is redundant but keeps output type consistent elif filter == 'r': results.append( set([v for v in values if c[v] > 1]) ) else: raise ValueError("".join(["Unrecognized option: filter=", filter])) return results def get_columns(flist=[None], cols=[0], colSep=["\t"], header=False, index=None, merge=True): """Obtain the specified columns. Comment lines starting with '#' are ignored. The data columns are assembled into a single DataFrame. The returned columns will be labeled based on the name of the file they came from and their position in it. Existing labels are optionally preserved as the top row or can be skipped entirely. If an index is specified, it will be used only for merging, and will NOT be included in the output columns, unless explicitly present in cols[]. Args: flist: A list/FilesList of delimited plain text files. header(bool): Crop the header line (first non-comment line). (Default False) cols[int/str] : A list of positional indexes or names or ranges of the desired columns. (Default [0]). colSep[str]: List of characters used as field separators. (Default ["\t"]). merge(bool): Concatenate results from all files into a single dataframe. If False, a list of dataframes is returned instead. (Default True). index(int): Column to be used as row index for merging. (Default None) Returns: [pandas.DataFrame]: List of DataFrames. If merge=True, only the first element will be populated. """ tokenizer = "|".join(colSep) result = [] if flist == []: # Use None as a flag to read from STDIN flist.append(None) # Test if it is a FilesList or plain list. Upgrade it if it's plain. # It will have at least one entry for sure by now, either way. try: flist.aliases[0] except AttributeError: flist = FilesList(flist) # Parse. keyhead = None for f, (myfile, myalias) in flist.enum(): # I used to use the pandas parser, with my own parser used only as fallback # for problematic cases. As flexibility requirements increased, using the # pandas parser became too opaque and difficult to maintain, # so now all cases are delegated to mine. df = get_columns_manual(myfile, cols=cols, colSep=colSep, header=header, alias=myalias, index=index) if not keyhead: keyhead = df.index.name result.append(df) # Merge. if merge: result = [pd.concat(result, axis=1, join='outer', ignore_index=False, sort=False), ] result[0].index.name = keyhead return result # Helper function def get_columns_manual(file=None, cols=[0], colSep=["\t"], header=False, index=None, alias=None): """Get specified columns from a file where rows have varying numbers of fields. Some tables contain a fixed set of fields followed by optional fields. In these rare cases, traditional parsers fail due to inconsistent number of fields. This function provides a work-around for that. It is entirely the user's responsibility to ensure that the inconsistent row lengths are not a symptom of table corruption/malformation and that it is safe and reliable to extract the desired columns. If a row is shorter than expected, it is padded with the value "IDXERROR". If this value shows up in your result and you are not explicitly expecting it, you should stop and seriously examine your input table. Args: file(str): A delimited plain text file. header(bool): If True, the first non-comment line will not be in the data. (Default False) cols[int]: A list of positional indexes of the desired columns. (Default [0]). colSep[str]: List of regex strings for field separators. (Default ["\t"]). index(int): Position of column to be used as row index. (Default None) alias(str): An alias for the file. Used for naming the columns. Returns: pandas.DataFrame: DataFrame with the columns, labeled by original column number, ordered as specified. """ tokenizer = re.compile("|".join(colSep)) # Input source. f = None if file is None: f = sys.stdin file = "STDIN" else: f = open(file) if alias is None: alias = FilesList.autoalias(file) # Import data. keyhead = None values = [] labels = [] for l, line in enumerate(f): if line[0] == '#' or line == "\n": # Skip comments and empty lines. continue else: # Get the fields. fields = tokenizer.split(line.rstrip("\n")) # Column labels from the first non-comment non-empty row, # regardless of whether they really are labels or not. if not labels: labels = fields # Find out name of row index. if (not keyhead) and header and (index is not None): keyhead = str(fields[index]) # Get columns. selection = [] expandedcols = [] for c in cols: v = str(c).split(":") if len(v) == 1: try: expandedcols.append(int(v[0])) except ValueError: expandedcols.append(labels.index(v[0])) else: try: expandedcols.extend(list(range(int(v[0]), int(v[1]) + 1))) except TypeError: expandedcols.extend(list(range(labels.index(v[0]), labels.index(v[1]) + 1))) for i in expandedcols: try: selection.append(fields[i]) except IndexError: # Silently adding fields is too dangerous, so a flag value is needed. # Values like None or NA can sometimes be legitimate values for fields. selection.append("IDXERROR") # Add the key at the end, where they won't interfere with column numbers. if index is not None: selection.append(fields[index]) values.append(selection) if f != sys.stdin: f.close() # Adjust index of row keys to reflect the fact I stuck them at the end. if index is not None: index = len(values[0])-1 expandedcols.append("my_garbage_label_row_key") # Package data nicely. df = pd.DataFrame(data=values) df.astype(str, copy=False) # Uniform string type is simplest and safest. df = prepare_df(df, myalias=alias, keyCol=index, header=header, cols=expandedcols, keyhead=keyhead, appendNum=True if len(expandedcols)>1 else False) if index is not None: df.drop(alias+"_|my_garbage_label_row_key", 1, inplace=True) return df def get_random_columns(flist, colSep=["\t"], k=1, header=False, index=None, merge=True): """ Get k random columns from each file. The returned columns will be labeled based on the name of the file they came from and their position in it. Existing labels are optionally preserved as the top row or can be skipped entirely. If an index is specified, it will be used for merging (if applicable) and will be included as a column in each output file. Args: flist: A list or FilesList of files. k(int): How many columns to get. colSep[str]: A list of characters used as field separators. (Default ["\t"]) header(bool): Strip column headers. (Default False) index(int): Column to use as row index for merging. (Default None) merge(bool): Concatenate results from all files into a single dataframe. If False, a list of dataframes is returned instead. (Default True). Returns: [pandas.DataFrame]: List of DataFrames. If merge=True, only the first element will be populated. """ tokenizer = "|".join(colSep) # The files may have different number of columns fieldNums = count_columns(flist, colSep) result = [] if flist == []: # Use None as a flag to read from STDIN flist.append(None) keyhead = None # Test if it is a FilesList or plain list. Upgrade it if it's plain. # get_columns() does this too, but as I call it per item in flist, I *must* # preserve any alias that is potentially already specified. try: flist.aliases[0] except AttributeError: flist = FilesList(flist) # Get columns. for f, (myfile, myalias) in flist.enum(): cols = [] if index is not None: # Generate random choice of columns. # range() is right-open. cols.extend(random.sample(list(range(0, fieldNums[f]-1)), k)) else: cols = random.sample(list(range(0,fieldNums[f])), k) # Would normally delegate the actual getting to get_columns() but there # are too many little differences to accommodate that complicate the code # to the point of defeating any benefits from code re-use. df = pd.read_csv(myfile, sep=tokenizer, header=None, index_col=None, comment="#", engine='python') if (not keyhead) and header and (index is not None): keyhead = str(df.iloc[0,index]) # Adjust row and column labels. df = prepare_df(df, myalias=myalias, keyCol=index, header=header, keyhead=keyhead, appendNum=True if k>1 else False) # Slice the part I need. df = df.iloc[:,cols] result.append(df) # Merge. if merge: result = [pd.concat(result, axis=1, join='outer', ignore_index=False)] result[0].index.name = keyhead return result def append_columns(flist, colSep=["\t"], header=False, index=None, merge=True, type='outer'): """Append all columns from the files, as they are. Inner or outer concatenation by a unique index, or index-less concatenation. Ideally used with a unique index and for only for same-length files. Args: flist: A list/FilesList of files to combine. colSep[str]: A list of characters used as field delimiters. (Default ["\t"]) header(bool): First non-comment line as column labels. (Default False) index(int): Column to use as row index (same in all files). (Default None) If None, the number of rows can differ between files and will be padded (outer) or truncated (inner), otherwise the row number must be the same in all files. type(str): Join type 'inner' or 'outer'. Returns: pandas.Dataframe """ try: flist.aliases[0] except AttributeError: flist = FilesList(flist) # Determine how many columns each file has. numofcols = count_columns(flist, colSep=colSep) # Delegate fetching all the columns. data = [] keyhead = None for f, (myfile, myalias) in flist.enum(): # List the columns and remove the index one from among them. cols = [i for i in range(0,numofcols[f]) if i != index] df =get_columns(FilesList(files=[myfile], aliases=[myalias]), cols=cols, colSep=colSep, header=header, merge=False, index=index)[0] data.append( df ) # Merge. Row indexes will have been assigned by get_columns(), if applicable. keyhead = data[0].index.name result = pd.concat(data, axis=1, join=type, ignore_index=False, sort=False) result.index.name = keyhead return result def merge_tables(flist, colSep=["\t"], header=False, index=0, merge=True, type='outer', saveHeader=False, dedup=True): """Incrementally merge tables. Join the first two files and then join the third file to the merged first two, etc. For assymetric joins (left or right) the order of files in flist can change the outcome. For symmetric joins (inner or outter) the order of files should not change the outcome. Args: flist: A list/FilesList of files to combine. colSep[str]: A list of characters used as field delimiters. (Default ["\t"]) header(bool): Crop first non-comment line as column labels. (Default False) index(int): Column to use as row index (same in all files). (Default 0) type(str): 'left', 'right', 'outer' or 'inner' merge. (Default outer) saveHeader(bool): Exclude the first row from sorting upon merging. (False) Necessary when the header is not to be cropped. dedup(bool): Remove repeated index columns (one per file). Returns: pandas.Dataframe """ try: flist.aliases[0] except AttributeError: flist = FilesList(flist) # Determine how many columns each file has. numofcols = count_columns(flist, colSep=colSep) # Fetch and incrementally merge. result = None for f, (myfile, myalias) in flist.enum(): # List the columns and remove the index one from among them. cols = [i for i in range(0,numofcols[f])] df = get_columns(FilesList(files=[myfile], aliases=[myalias]), cols=cols, colSep=colSep, header=header, merge=False, index=index)[0] if (f == 0): result = df else: if saveHeader: # Extract headers, merge headers and tables separately, then put merged header on top of the merged table. hnew = pd.merge(left=result.iloc[[0]], right=df.iloc[[0]], sort=False, left_index=True, right_index=True, how="outer") result = pd.concat([hnew, pd.merge(left=result.iloc[1:,:], right=df.iloc[1:,:], how=type, on=None, left_index=True, right_index=True, sort=False, suffixes=('','_'+ myalias))], axis=0, ignore_index=False, sort=False) else: result = pd.merge(left=result, right=df, how=type, on=None, left_index=True, right_index=True, sort=False, suffixes=('','_'+ myalias)) # In addition to the new row_ID columns, the index column was kept for each table. Drop them as redundant. # If the index columns are not exact duplicates (due to gappy rows), # dedup_columns can be used afterwards on the merged file). if dedup: index_cols = [col for col in result.columns if '_|' + str(index) in col] result.drop(columns=index_cols, inplace=True) return result # Helper function def getDuplicateColumns(df): ''' Get a list of duplicate columns. It will iterate over all the columns in dataframe and find the columns whose contents are duplicate. Stolen from https://thispointer.com/how-to-find-drop-duplicate-columns-in-a-dataframe-python-pandas/ . Args: df: Dataframe object Returns: List of columns whose contents are redudnant (one occurence will of each will not be included in the list). ''' duplicateColumnNames = set() # Iterate over all the columns in dataframe for x in range(df.shape[1]): # Select column at xth index. col = df.iloc[:, x] # Iterate over all the columns in DataFrame from (x+1)th index till end for y in range(x + 1, df.shape[1]): # Select column at yth index. otherCol = df.iloc[:, y] # Check if two columns at x 7 y index are equal if col.equals(otherCol): duplicateColumnNames.add(df.columns.values[y]) return list(duplicateColumnNames) def dedup_columns(flist, cols=[0,1], colSep=["\t"], merge=True): """Merge duplicate columns from the files, as they are. This function also supports key-aware appending, using outer-join, when a row index is specified. Args: flist: A list/FilesList of files to combine. colSep[str]: A list of characters used as field delimiters. (Default ["\t"]) cols[int] : A list of positional indexes of the desired columns. (Default [0,1]). Returns: pandas.Dataframe """ try: flist.aliases[0] except AttributeError: flist = FilesList(flist) # Determine how many columns each file has. numofcols = count_columns(flist, colSep=colSep) # Delegate fetching all the columns. result = [] keyhead = None for f, (myfile, myalias) in flist.enum(): # List the columns. allcols = [i for i in range(0,numofcols[f])] df = get_columns(FilesList(files=[myfile], aliases=[myalias]), cols=allcols, colSep=colSep, header=False, merge=False, index=None)[0] # Collect duplicated values, drop duplicated columns, assign values to new column. v = df.iloc[:, cols].apply(lambda x: next(s for s in x.unique() if s), axis=1) df.drop(df.columns[cols], axis=1, inplace=True) df = pd.concat([df, v], axis=1, join='outer', sort=False, ignore_index=False) if not keyhead: keyhead = df.index.name result.append(df) # Merge. if merge: result = [pd.concat(result, axis=1, join='outer', ignore_index=False, sort=False), ] result[0].index.name = keyhead return result def get_crosspoints(flist, cols=[0], rows=[0], colSep=["\t"], header=False, index=None, merge=True): """ Get the values at selected rows and columns. The values at the intersections of the selected rows and columns are extracted. Args: flist: A [str] list or fileutilities.FilesList of delimited text files. colSep[str]: List of column separators. cols[int]: List of columns. rows[int]: List of rows. header(bool): Whether there is a header line (False). index(int): Which column has the row labels (None). merge(bool): Merge results into single table (True). Returns: [pandas.DataFrame]: """ results = get_columns(flist, cols=cols, colSep=colSep, header=header, merge=merge, index=index) for i in range(0, len(results)): results[i] = results[i].iloc[rows,:] return results def store_metadata(flist, numoflines): """Store top lines of files into dictionary. Args: flist: A list or FilesList. numoflines(int): Number of lines to save. Returns: dict[]: The items of flist[] are used as keys. """ metadata = dict() for myfile in flist: if myfile is None: fin = sys.stdin else: fin = open(myfile) lines = [] for i in range(0, numoflines): lines.append(fin.readline()) metadata[myfile] = "".join(lines) if fin != sys.stdin: fin.close() return metadata ##### C L A S S E S ##### class FilesList(list): """A container for a list of files. An extension of the built-in list, specifically for files, providing a means to import multiple filenames either from text lists or from directories. The purpose is to facilitate batch operations and sensible output of their results. FilesList is generally backwards compatible with the built-in list and it should be possible for them to be used interchangeably in most cases. A plain list can be cast as a FilesList, when necessary, allowing appointment of default alias values. A FilesList should always work as a plain list without additional actions (except for its string representation). When a FilesList is accessed as a plain list, only the full paths will be accessed. Certain equivalent methods are supplied for Most basic operations inherited from list are supported. Appending has been overridden to keep paths and aliases in sync. Sorting, deleting and inserting of items are currently not supported and will break the correspondence between paths and aliases. Attributes defined here: aliases = [] : Practical aliases for the full file-paths. """ def __init__(self, files=None, aliases=None, fromtuples=None, verbatim=True): """Construct an instance of the FilesList. A FilesList can be created: - empty - from a list of files (with default aliases automatically assigned) - from a list of files and a list of aliases (in the same order) - from a list of (file, alias) tuples. Args: verbatim(bool): Whether to skip path pre-preocessing. (Default True) files[str]: A list of files. (Default None) aliases[str]: A list of aliases. (Default None) fromtuples[(str,str)]: A list of tuples (file, alias). (Default None) If this is specified together with flist and/or aliases, the data in fromtuples is used only. """ # If data is a list of (file, alias) tuples, unpair tuples into lists. if fromtuples is not None: data = [list(t) for t in zip(*fromtuples)] # Any data passed to flist and aliases at method call is discarded. files = data[0] aliases = data[1] # Having aliases without the paths is rather useless. if aliases: if not files: raise ValueError("No files supplied for the aliases.") else: # Make None into empty. aliases = [] # Assign default aliases to be same as files. Expand file paths. if files is not None: if not verbatim: files = expand_fpaths(files) if not aliases: for f in files: aliases.append(self.autoalias(f)) else: # If still empty, it was an empty call to the constructor. files = [] # Create the basic list. super().__init__(files) # Add a plain list attribute for the aliases with default values. self.aliases = autonumerate(aliases) def __str__(self): """Represent as string. Overrides built-in list's representation. Returns: str """ tmp = [] for f, (myfile, myalias) in self.enum(): tmp.append("\t".join([str(f), myfile, myalias])) tmp.append("") return "\n".join(tmp) def to_file(self, outfile=None, mode ='a'): """Save list as a text file that can be read back in. Args: outfile(str): Output file to write into. If omitted, it only returns the content as a print-ready string. (Default None) mode(str): Append ('a') or overwrite ('w'). (Default 'a') Returns: str: A print-ready multi-line string. This is returned even when an output file is specified and written into. """ result = "" for f, (myfile, myalias) in self.enum(): result += myfile + "\t" + myalias + "\n" if outfile is not None: with open(outfile, mode) as out: out.write(result) return result def enum(self): """Enumerate as (index, (filepath, filealias)). Returns: enumerator""" return enumerate(zip(self, self.aliases)) def get(self, loc): """Access path and alias at specified location as tuple. Args: loc[int]: Index of item to get. Returns: (str,str): Tuple (path, alias). """ return (self[loc], self.aliases[loc]) def append(self, myfile, myalias=None, verbatim=True): """Appends value to both the paths list and the aliases list. This method overrides the built-in append() of list. It is backwards compatible by automatically guessing an alias. This reduces the risk of the paths and aliases going out of sync due to items being manually added without updating the aliases. It is still possible to break the sync by manually adding items to the aliases. Args: myfile(str): File (path will be expanded). myalias(str): Alias for the file (Default None). verbatim(bool): Do not pre-process path for the target value. (Default True) """ if myfile is not None: if not verbatim: myfile = expand_fpaths([myfile])[0] super().append(myfile) if not myalias: myalias = self.autoalias(myfile) self.aliases.append(myalias) self.aliases = autonumerate(self.aliases) def populate_from_files(self, myfiles, colSep="\t", verbatim=True): """Parse the list of files from one or multiple text files. Read in multiple lists of files from text and append them to the FilesList. All paths are automatically expanded and converted to absolute paths. Because of this, each file may also be given a more convenient alias. If no alias is given, the filename as supplied is used as the alias instead. The paths are not checked for existence. Existing contents of the object are kept and the new contents are appended. Input file format (no spaces allowed inside names): #comment path1/file1 alias1-prefix alias1-suffix1 alias1-suffix2 path1/file2 alias1-prefix alias1-suffix3 path2/file3 alias3 path3/file4 Args: file[str]: A list of text files each containing a list of files. colSep(str): Column separator. (Default "\\t") verbatim(bool): Do not pre-process paths for the target values. (Default True) Returns: FilesList: Returns self, to facilitate instantiation shortcuts. """ # Read new list. paths = [] for myfile in myfiles: with open(myfile, 'rU') as input: for line in input: if line == "\n": # Skip empty lines. continue elif line[0] == '#': # Skip comments. continue else: fields = line.rstrip().split(colSep) paths.append(fields[0]) # Store the alias for the file. if len(fields) > 1: self.aliases.append("_".join(fields[1:])) # If an alias was not specified, re-use the filepath given. else: self.aliases.append(self.autoalias(fields[0])) # Expand to absolute paths and add to main self list. if not verbatim: paths = expand_fpaths(paths) self.extend(paths) self.aliases = autonumerate(self.aliases) return self def populate_from_directories(self, dirpaths, patterns=None, verbatim=True): """Get files based on naming patterns from within a list of directories. Useful for selecting among files that follow a naming convention. The convention is represented by a list of regex strings, at least one of which has to match. File paths will be expanded automatically. The filenames will be used as the aliases. Existing contents of the object are kept and the new contents are appended. Args: dirpaths[str]: A list/FilesList of paths to directories from where to get files. patterns[str]: A list of regex strings. Only files matching at least one of these will be returned. The patterns will be matched anywhere in the filenames. verbatim(bool): Do not pre-process paths for the target values. (Default True) Returns: FilesList: Returns self, to facilitate instantiation shortcuts. """ rx = [] if patterns: rx = [re.compile(p) for p in patterns] for d in dirpaths: try: os.chdir(d) for f in os.listdir(d): if f in ["","\n",".",".."]: continue if not patterns: # No filter. self.append(os.path.join(d, f), self.autoalias(f), verbatim=verbatim) else: for p in rx: if p.search(f): self.append(os.path.join(d, f), self.autoalias(f), verbatim=verbatim) break finally: pass self.aliases = autonumerate(self.aliases) return self.sorted() # Helper function. @staticmethod def autoalias(pathname): """Strip a path to the base filename.""" if pathname is None: return None else: return os.path.splitext(os.path.basename(str(pathname)))[0] def sorted(self): """Sorted copy. Returns: FilesList """ d = dict() for i, (myfile, myalias) in self.enum(): d[myfile] = myalias sk = natural_sorted(list(d.keys())) newFL = FilesList() for k in sk: newFL.append(k, d[k]) return newFL ##### M A I N ##### def main(args): """Provide command-line access to the module's functionality. The functionality and format of main is subject to change, as the module expands and evolves to suit my needs. Main() is not intended to be called from within other code. Optional short info is printed in commented lines. The info always *succeeds* the relevant output, rather than precede it. This serves as confirmation that the task completed. Calling details of the script are recorded in commented lines at the top of the output. For more info on the functionality, read the above documentation of the classes and functions. For usage syntax, execute the module with the -h argument. """ # Organize arguments and usage help: parser = argparse.ArgumentParser(description="Provide INPUTTYPE and TARGETs \ *before* providing any of the other parameters. This is due to many \ parameters accepting an indefinite number of values. Only one task at a time.") # Input/Output. parser.add_argument('INPUTTYPE', type=str, choices=['L','T','D','P'], help=" Specify the type of the TARGETs: \ 'T' = The actual input filess. \ 'L' = Text file(s) listing the input files. \ 'P' = Get list of input files from STDIN pipe. \ 'D' = Input data directly from STDIN pipe. \ ('D' is compatible with only some of the functions)") parser.add_argument('TARGET', type=str, nargs='*', help=" The targets, space- or comma-separated. Usually files. \ Look into the specific task details below for special uses. \ Do not specify with INPUTTYPE 'P' or 'D'.") parser.add_argument('-O','--out', type=str, nargs=3, help=" Send individual outputs to individual files instead of \ merging them to STDOUT. Output files will be like \ <out[0]>/<out[1]>target<out[2]>, where target is stripped of \ any directory path and its outermost file extension.") # Parameters. parser.add_argument('-L','--log', action='store_true', help=" Log subcommands to ./commands.log.") parser.add_argument('-C','--STDERRcomments', action="store_false", help=" Do NOT show info in STDERR. (Default show)") parser.add_argument('-s','--sep', type=str, default=["\t"], nargs='+', help=" A list of input field separators. The first value \ will be used for all output. (Default \\t, bash syntax for tab: $'\\t').") parser.add_argument('-l','--labels', action='store_true', help=" Discard column headers (first content line) in input files. (Default do not discard)") parser.add_argument('-r','--relabel', action='store_false', help=" Do not create new column headers that reflect the origin of the columns. (Default create)") parser.add_argument('-i','--index', action='store_true', help=" Use column 0 as row index. The index will always be included in the output. (Default no index)") parser.add_argument('-M','--metadata', type=int, default=0, help=" Number of metadata lines at the \ beginning of input data (Default 0). Metadate will be read separately \ and re-added verbatim into the output.") parser.add_argument('-R','--expand_ranges', action='store_true', help=" If numeric ranges exist among the targets expand them as individual vlaues. \ Ranges must be in from:to format, inclusive of both end values. (Default False)") parser.add_argument('-V','--verbatim', action='store_true', help=" Preserve the target values from a list file, do not try to expand them into absolute paths. (Default impute absolute paths)") # General tasks. parser.add_argument('--dir', type=str, nargs='*', help=" List the contents of the target paths. \ Full absolute file paths are returned. Each file is also given an alias. \ Supplying an optional list of regex patterns enables filtering of the result.") parser.add_argument('--link', type=str, nargs='+', help=" Create symbolic links for the targets into the specified directory. \ Any additional values are used as respective names for the links, one for one, \ otherwise the aliases or basenames will be used, enumerated when necessary.") parser.add_argument('--loop', type=str, nargs='+', help=" Repeat the specified shell command for each target value. \ Available PLACEHOLDERS to insert the targets into the commands: \ {abs} full path, {dir} path of directory portion, {val} target value such as filename, \ {bas} basename (filename minus outermost extension), {ali} file alias. \ Flags intended for the nested command should be preceded \ by a ',' sign like this: ',-v'. Recursive calls to fileutilities.py are possible by \ nesting the placeholders and escapes: i.e. {{abs}}, ,,-v. One layer is peeled off \ with each call to fileutilities loop. The placeholders will take the values \ of the targets of the respectively nested call.") # Delimited file tasks. parser.add_argument('--concat', type=str, help="Create an X-separated list out of the target values, where X is the string specified as argument here. \ Useful for creating comma-separated lists of files.") parser.add_argument('--swap', type=str, help=" Replace all occurrences of the --sep values with the value supplied here.\ ** Bash syntax for tab: $'\\t'. Compatible with 'D' as INPUTTYPE.") parser.add_argument('--cntcols', action='store_true', help=" Count the number of fields in the first row of each target file.") parser.add_argument('--cols', nargs='+', help=" Extract the specified columns (named or 0-indexed) from each target. \ Column ranges in x:y format closed at both ends. \ Negative indices must be escaped first: \-1. Compatible with 'D' as INPUTTYPE.") parser.add_argument('--rndcols', type=int, help="Randomly select this many columns from the target files. \ With --index, the index column will not be part of the random selection.") parser.add_argument('--appnd', type=str, help="Append all the columns from same-length target files into a single table. \ Can be 'outer' or 'inner' join. If index is used, the values must be unique \ within each file.") parser.add_argument('--merge', nargs=3, type=str, help="Merge table files. Index may contain duplicates and files may differ in dimensions. \ The first column of each file will be used as row index to merge on regardless of -i flag. \ First argument is type: 'left', 'right', 'inner', 'outer'. \ Second argument is preserve first row: 'yes', 'no' (because merge sorts rows) \ Third argument is deduplicate: 'yes', 'no' (index columns get repeated for each file. \ For very large tables, best don't deduplicate, and use --mrgdups on the output). \ For left/right joins, the order of files affects the result.") parser.add_argument('--mrgdups', type=int, nargs='+', help="Combine gappy duplicate columns into a single column with all the values.\ Columns are specified by their 0-based positional index given as arguments here.") parser.add_argument('--valset', nargs=3, help="Get the non-redundant set of values in the given row/column. \ Takes three arguments: (i) orientation 'r' for row or 'c' for column, \ (ii) position index of the row/column, (iii) repetition filter: \ 'a' all values, 'u' unique values only, 'r' only values with two or more instances.") params = parser.parse_args(args) # INPUT ################################################################### targets = [] for t in params.TARGET: v = t.split(",") if len(v) == 1: targets.append(t) else: targets.extend(v) flist = None if params.INPUTTYPE == 'P': # Read files list from STDIN flist = FilesList() for line in sys.stdin: fields = line.rstrip("\n").split("\t") if fields[0] != "": try: flist.append(fields[0], fields[1]) except IndexError: flist.append(fields[0]) elif params.INPUTTYPE == 'L': # Create the FilesList, by appending the contents of all provided lists. flist = FilesList().populate_from_files(targets, verbatim=params.verbatim) elif params.INPUTTYPE == 'T': # Create the FilesList by supplying a direct list of files. flist = FilesList(targets, verbatim=params.verbatim) elif params.INPUTTYPE == 'D': # Data will be read from STDIN. No files needed. Make an empty list. # Not all functions will switch to STDIN given this. Several will simply do nothing. flist = FilesList(verbatim=params.verbatim) else: sys.exit(ml.errstring("Unknown INPUTTYPE.")) if params.expand_ranges: # Generate the range. myrange = [] for t in params.TARGET: # Look for multiple ranges. v = t.split(":") if len(v) > 1: myrange.extend(list(range(int(v[0]), int(v[1]) + 1))) else: myrange.extend(t) # Assume string literal. Allows mixing numeric and string target values. flist = FilesList(myrange, verbatim=True) # If some values are mere numbers, it's unlikely that any others are file paths. # Metadata. --------------------------------------------------------------- metadata = "" if params.metadata: metadata = store_metadata(flist, params.metadata) # OUTPUT ################################################################## outdir, outpref, outsuff = None, None, None if params.out: outdir = expand_fpaths([params.out[0]])[0] outpref = params.out[1] outsuff = params.out[2] # CALL DETAILS ############################################################ if params.STDERRcomments: sys.stderr.write(ml.paramstring()) # TASKS ################################################################### # Filter DIRECTORY contents. ---------------------------------------------- if params.dir is not None: result = FilesList().populate_from_directories(flist, params.dir) sys.stdout.write(result.to_file()) if params.STDERRcomments: sys.stderr.write(ml.donestring("listing")) # LOOP a command. ------------------------------------------------- elif params.loop: command = [] for c in params.loop: command.append(c.lstrip("+")) do_foreach(flist, command, out=(outdir, outpref, outsuff), progress=(params.STDERRcomments), log=params.log) if params.STDERRcomments: sys.stderr.write(ml.donestring("looping")) # Symbolic LINKS. --------------------------------------------------------- elif params.link: slink(flist, dir=params.link[0], aliases=params.link[1:]) if params.STDERRcomments: sys.stderr.write(ml.donestring("linking")) # CONCATENATE strings. -------------------------------------------------------- if params.concat: sys.stdout.write(params.concat.join(flist)) if params.STDERRcomments: sys.stderr.write(ml.donestring("concatenating values")) # SWAP substrings. -------------------------------------------------------- elif params.swap is not None: result = swap_strFiles(flist, insep=params.sep, outsep=params.swap) # Create output filenames, if applicable. If [], then STDOUT. outfiles = make_names(flist.aliases, (outdir, outpref, outsuff)) outstream = sys.stdout # I need the for loop to iterate at least once. Relevant for STDIN input, since I have no input files listed then. if flist == []: flist.append("<STDIN>") # Print the converted data. for i, (myfile, myalias) in flist.enum(): if outfiles: # Send to individual file instead of STDOUT. outstream = open(outfiles[i], 'w') outstream.write(result[i].rstrip("\n") +"\n") if outfiles: # Don't want to accidentally close STDOUT. outstream.close() if params.STDERRcomments: sys.stderr.write(ml.donestring("swapping delimiters")) # Get COLUMNS or RANDOM columns. (most code shared) ----------------------- elif params.cols or params.rndcols: # Create output filenames, if applicable. If [], then STDOUT. outfiles = make_names(flist.aliases, (outdir, outpref, outsuff)) outstream = sys.stdout merge = False if outfiles else True # Determine if using index, and assign appropriate value. idx = None if params.index: idx = 0 else: idx = None # Extract data. result = None if params.cols: cols = [] for p in params.cols: # space separated arguments cols.extend(p.split(",")) # comma separated arguments # Get the specified columns. result = get_columns(flist, cols=cols, colSep=params.sep, header=params.labels, merge=merge, index=idx) else: # Get random columns. result = get_random_columns(flist, k=params.rndcols, colSep=params.sep, header=params.labels, merge=merge, index=idx) # I need the for loop to iterate at least once. Relevant for STDIN input, since I have no input files listed then. if flist == []: flist.append("<STDIN>") if merge: if params.metadata: # Dump all the metadata from all the merged input sources. for i, (myfile, myalias) in flist.enum(): outstream.write(metadata[myfile]) outstream.write( result[0].to_csv(header=params.relabel, index=params.index, sep=params.sep[0])) else: for i, (myfile, myalias) in flist.enum(): outstream = open(outfiles[i], 'w') if params.metadata: outstream.write(metadata[myfile]) outstream.write( result[i].to_csv(header=params.relabel, index=params.index, sep=params.sep[0])) outstream.close() if params.STDERRcomments: if params.cols: sys.stderr.write(ml.donestring("getting columns, index "+ str(idx is not None))) else: sys.stderr.write(ml.donestring("getting random columns, index "+ str(idx is not None))) # APPEND columns or MERGE table. --------------------------------------------------------- elif params.appnd or params.merge: idx = None if params.appnd: if params.index: idx = 0 df = append_columns(flist, colSep=params.sep, header=params.labels, index=idx, type=params.appnd) else: df = merge_tables(flist, colSep=params.sep, header=params.labels, index=0, type=params.merge[0], saveHeader=params.merge[1] == "yes", dedup=params.merge[2] == "yes") if params.metadata: # Dump all the metadata from all the merged input sources. for i, (myfile, myalias) in flist.enum(): outstream.write(metadata[myfile]) sys.stdout.write(df.to_csv(sep=params.sep[0], header=params.relabel, index=params.index)) if params.STDERRcomments: if params.appnd: sys.stderr.write(ml.donestring(params.appnd +" append of columns, index "+ str(idx is not None))) else: sys.stderr.write(ml.donestring(params.merge[0] +" merge of tables")) # MERGE duplicate columns. --------------------------------------------------------- elif params.mrgdups: # Create output filenames, if applicable. If [], then STDOUT. outfiles = make_names(flist.aliases, (outdir, outpref, outsuff)) outstream = sys.stdout merge = False if outfiles else True # Do. result = dedup_columns(flist, colSep=params.sep, cols=params.mrgdups) # I need the for loop to iterate at least once. Relevant for STDIN input, since I have no input files listed then. if flist == []: flist.append("<STDIN>") if merge: if params.metadata: # Dump all the metadata from all the merged input sources. for i, (myfile, myalias) in flist.enum(): outstream.write(metadata[myfile]) outstream.write( result[0].to_csv(header=params.relabel, index=params.index, sep=params.sep[0])) else: for i, (myfile, myalias) in flist.enum(): outstream = open(outfiles[i], 'w') if params.metadata: outstream.write(metadata[myfile]) outstream.write( result[i].to_csv(header=params.relabel, index=params.index, sep=params.sep[0])) outstream.close() if params.STDERRcomments: sys.stderr.write(ml.donestring("deduplicating columns")) # COUNT columns. ---------------------------------------------------------- elif params.cntcols: result = count_columns(flist, params.sep) for f, (myfile, myalias) in flist.enum(): print("\t".join([str(result[f]), myalias, myfile])) if params.STDERRcomments: sys.stderr.write(ml.donestring("counting columns")) # SET of values in row/column. -------------------------------------------- elif params.valset: nest = get_valuesSet(flist, axis=params.valset[0], index=params.valset[1], filter=params.valset[2], colSep=params.sep) for f, (myfile, myalias) in flist.enum(): print("".join([myfile, "\t", str(nest[f])])) if params.STDERRcomments: sys.stderr.write(ml.donestring("obtaining set of values.")) # All done. # if params.STDERRcomments: # sys.stderr.write(ml.donestring()) ##### E X E C U T I O N ##### # Call main only if the module was executed directly. if __name__ == "__main__": main(sys.argv[1:]) sys.exit(0) #EOF
mit
JrtPec/tmpo-py
setup.py
2
3036
# -*- coding: utf-8 -*- """ A setuptools based setup module for tmpo. Adapted from https://packaging.python.org/en/latest/distributing.html https://github.com/pypa/sampleproject """ # Always prefer setuptools over distutils from setuptools import setup, find_packages # To use a consistent encoding from codecs import open from os import path here = path.abspath(path.dirname(__file__)) # Get the long description from the README file with open(path.join(here, 'README.md'), encoding='utf-8') as f: long_description = f.read() # Get the version from the source code with open(path.join(here, 'tmpo', '__init__.py'), encoding='utf-8') as f: lines = f.readlines() for l in lines: if l.startswith('__version__'): __version__ = l.split('"')[1] # take the part after the first " setup( name='tmpo', version=__version__, description='A python client for the tmpo protocol for timeseries', long_description=long_description, url='https://github.com/flukso/tmpo-py', author='Bart Van Der Meerssche', author_email='[email protected]', license='MIT', # See https://pypi.python.org/pypi?%3Aaction=list_classifiers classifiers=[ # How mature is this project? Common values are # 3 - Alpha # 4 - Beta # 5 - Production/Stable 'Development Status :: 4 - Beta', # Indicate who your project is intended for 'Intended Audience :: Developers', 'Topic :: Scientific/Engineering', # Pick your license as you wish (should match "license" above) 'License :: OSI Approved :: MIT License', # Specify the Python versions you support here. In particular, ensure # that you indicate whether you support Python 2, Python 3 or both. 'Programming Language :: Python :: 2', 'Programming Language :: Python :: 2.6', 'Programming Language :: Python :: 2.7', 'Programming Language :: Python :: 3', 'Programming Language :: Python :: 3.2', 'Programming Language :: Python :: 3.3', 'Programming Language :: Python :: 3.4', ], keywords='data monitoring tmpo timeseries sqlite', # You can just specify the packages manually here if your project is # simple. Or you can use find_packages(). packages=find_packages(), # Alternatively, if you want to distribute just a my_module.py, uncomment # this: #py_modules=["tmpo.py"], # List run-time dependencies here. These will be installed by pip when # your project is installed. install_requires=['numpy', 'pandas', 'futures', 'requests_futures'], # If there are data files included in your packages that need to be # installed, specify them here. If using Python 2.6 or less, then these # have to be included in MANIFEST.in as well. # Note: for creating the source distribution, they had to be included in the # MANIFEST.in as well. package_data={ 'tmpo': ['tmpo.ipynb', 'LICENSE', 'README.md'], }, )
mit
swirlingsand/self-driving-car-nanodegree-nd013
p9-pid-control/quizes-python/pid-controller.py
1
4463
# ----------- # User Instructions # # Implement a P controller by running 100 iterations # of robot motion. The steering angle should be set # by the parameter tau so that: # # steering = -tau_p * CTE - tau_d * diff_CTE - tau_i * int_CTE # # where the integrated crosstrack error (int_CTE) is # the sum of all the previous crosstrack errors. # This term works to cancel out steering drift. # # Only modify code at the bottom! Look for the TODO. # ------------ import random import numpy as np import matplotlib.pyplot as plt # ------------------------------------------------ # # this is the Robot class # class Robot(object): def __init__(self, length=20.0): """ Creates robot and initializes location/orientation to 0, 0, 0. """ self.x = 0.0 self.y = 0.0 self.orientation = 0.0 self.length = length self.steering_noise = 0.0 self.distance_noise = 0.0 self.steering_drift = 0.0 def set(self, x, y, orientation): """ Sets a robot coordinate. """ self.x = x self.y = y self.orientation = orientation % (2.0 * np.pi) def set_noise(self, steering_noise, distance_noise): """ Sets the noise parameters. """ # makes it possible to change the noise parameters # this is often useful in particle filters self.steering_noise = steering_noise self.distance_noise = distance_noise def set_steering_drift(self, drift): """ Sets the systematical steering drift parameter """ self.steering_drift = drift def move(self, steering, distance, tolerance=0.001, max_steering_angle=np.pi / 4.0): """ steering = front wheel steering angle, limited by max_steering_angle distance = total distance driven, most be non-negative """ if steering > max_steering_angle: steering = max_steering_angle if steering < -max_steering_angle: steering = -max_steering_angle if distance < 0.0: distance = 0.0 # apply noise steering2 = random.gauss(steering, self.steering_noise) distance2 = random.gauss(distance, self.distance_noise) # apply steering drift steering2 += self.steering_drift # Execute motion turn = np.tan(steering2) * distance2 / self.length if abs(turn) < tolerance: # approximate by straight line motion self.x += distance2 * np.cos(self.orientation) self.y += distance2 * np.sin(self.orientation) self.orientation = (self.orientation + turn) % (2.0 * np.pi) else: # approximate bicycle model for motion radius = distance2 / turn cx = self.x - (np.sin(self.orientation) * radius) cy = self.y + (np.cos(self.orientation) * radius) self.orientation = (self.orientation + turn) % (2.0 * np.pi) self.x = cx + (np.sin(self.orientation) * radius) self.y = cy - (np.cos(self.orientation) * radius) def __repr__(self): return '[x=%.5f y=%.5f orient=%.5f]' % (self.x, self.y, self.orientation) ############## ADD / MODIFY CODE BELOW #################### # ------------------------------------------------------------------------ # # run - does a single control run robot = Robot() robot.set(0, 1, 0) # steering = -tau_p * CTE - tau_d * diff_CTE - tau_i * int_CTE def run(robot, tau_p, tau_d, tau_i, n=100, speed=1.0): x_trajectory = [] y_trajectory = [] int_CTE = [] robot.set_steering_drift(10 / 180 * 3.14) previous_cross_track_error = 0 for i in range(n): CTE = robot.y int_CTE.append(CTE) diff_CTE = robot.y - previous_cross_track_error int_CTE_sum = sum(int_CTE) # print(int_CTE_sum) steering = -tau_p * CTE - tau_d * diff_CTE - tau_i * int_CTE_sum previous_cross_track_error = CTE robot.move(steering, speed) x_trajectory.append(robot.x) y_trajectory.append(robot.y) print(robot, steering) return x_trajectory, y_trajectory x_trajectory, y_trajectory = run(robot, 0.2, 3.0, 0.006) n = len(x_trajectory) fig, (ax1, ax2) = plt.subplots(2, 1, figsize=(8, 8)) ax1.plot(x_trajectory, y_trajectory, 'g', label='PID controller') ax1.plot(x_trajectory, np.zeros(n), 'r', label='reference') plt.show()
mit
themrmax/scikit-learn
sklearn/mixture/tests/test_dpgmm.py
84
7866
# Important note for the deprecation cleaning of 0.20 : # All the function and classes of this file have been deprecated in 0.18. # When you remove this file please also remove the related files # - 'sklearn/mixture/dpgmm.py' # - 'sklearn/mixture/gmm.py' # - 'sklearn/mixture/test_gmm.py' import unittest import sys import numpy as np from sklearn.mixture import DPGMM, VBGMM from sklearn.mixture.dpgmm import log_normalize from sklearn.datasets import make_blobs from sklearn.utils.testing import assert_array_less, assert_equal from sklearn.utils.testing import assert_warns_message, ignore_warnings from sklearn.mixture.tests.test_gmm import GMMTester from sklearn.externals.six.moves import cStringIO as StringIO from sklearn.mixture.dpgmm import digamma, gammaln from sklearn.mixture.dpgmm import wishart_log_det, wishart_logz np.seterr(all='warn') @ignore_warnings(category=DeprecationWarning) def test_class_weights(): # check that the class weights are updated # simple 3 cluster dataset X, y = make_blobs(random_state=1) for Model in [DPGMM, VBGMM]: dpgmm = Model(n_components=10, random_state=1, alpha=20, n_iter=50) dpgmm.fit(X) # get indices of components that are used: indices = np.unique(dpgmm.predict(X)) active = np.zeros(10, dtype=np.bool) active[indices] = True # used components are important assert_array_less(.1, dpgmm.weights_[active]) # others are not assert_array_less(dpgmm.weights_[~active], .05) @ignore_warnings(category=DeprecationWarning) def test_verbose_boolean(): # checks that the output for the verbose output is the same # for the flag values '1' and 'True' # simple 3 cluster dataset X, y = make_blobs(random_state=1) for Model in [DPGMM, VBGMM]: dpgmm_bool = Model(n_components=10, random_state=1, alpha=20, n_iter=50, verbose=True) dpgmm_int = Model(n_components=10, random_state=1, alpha=20, n_iter=50, verbose=1) old_stdout = sys.stdout sys.stdout = StringIO() try: # generate output with the boolean flag dpgmm_bool.fit(X) verbose_output = sys.stdout verbose_output.seek(0) bool_output = verbose_output.readline() # generate output with the int flag dpgmm_int.fit(X) verbose_output = sys.stdout verbose_output.seek(0) int_output = verbose_output.readline() assert_equal(bool_output, int_output) finally: sys.stdout = old_stdout @ignore_warnings(category=DeprecationWarning) def test_verbose_first_level(): # simple 3 cluster dataset X, y = make_blobs(random_state=1) for Model in [DPGMM, VBGMM]: dpgmm = Model(n_components=10, random_state=1, alpha=20, n_iter=50, verbose=1) old_stdout = sys.stdout sys.stdout = StringIO() try: dpgmm.fit(X) finally: sys.stdout = old_stdout @ignore_warnings(category=DeprecationWarning) def test_verbose_second_level(): # simple 3 cluster dataset X, y = make_blobs(random_state=1) for Model in [DPGMM, VBGMM]: dpgmm = Model(n_components=10, random_state=1, alpha=20, n_iter=50, verbose=2) old_stdout = sys.stdout sys.stdout = StringIO() try: dpgmm.fit(X) finally: sys.stdout = old_stdout @ignore_warnings(category=DeprecationWarning) def test_digamma(): assert_warns_message(DeprecationWarning, "The function digamma is" " deprecated in 0.18 and will be removed in 0.20. " "Use scipy.special.digamma instead.", digamma, 3) @ignore_warnings(category=DeprecationWarning) def test_gammaln(): assert_warns_message(DeprecationWarning, "The function gammaln" " is deprecated in 0.18 and will be removed" " in 0.20. Use scipy.special.gammaln instead.", gammaln, 3) @ignore_warnings(category=DeprecationWarning) def test_log_normalize(): v = np.array([0.1, 0.8, 0.01, 0.09]) a = np.log(2 * v) result = assert_warns_message(DeprecationWarning, "The function " "log_normalize is deprecated in 0.18 and" " will be removed in 0.20.", log_normalize, a) assert np.allclose(v, result, rtol=0.01) @ignore_warnings(category=DeprecationWarning) def test_wishart_log_det(): a = np.array([0.1, 0.8, 0.01, 0.09]) b = np.array([0.2, 0.7, 0.05, 0.1]) assert_warns_message(DeprecationWarning, "The function " "wishart_log_det is deprecated in 0.18 and" " will be removed in 0.20.", wishart_log_det, a, b, 2, 4) @ignore_warnings(category=DeprecationWarning) def test_wishart_logz(): assert_warns_message(DeprecationWarning, "The function " "wishart_logz is deprecated in 0.18 and " "will be removed in 0.20.", wishart_logz, 3, np.identity(3), 1, 3) @ignore_warnings(category=DeprecationWarning) def test_DPGMM_deprecation(): assert_warns_message( DeprecationWarning, "The `DPGMM` class is not working correctly and " "it's better to use `sklearn.mixture.BayesianGaussianMixture` class " "with parameter `weight_concentration_prior_type='dirichlet_process'` " "instead. DPGMM is deprecated in 0.18 and will be removed in 0.20.", DPGMM) def do_model(self, **kwds): return VBGMM(verbose=False, **kwds) class DPGMMTester(GMMTester): model = DPGMM do_test_eval = False def score(self, g, train_obs): _, z = g.score_samples(train_obs) return g.lower_bound(train_obs, z) class TestDPGMMWithSphericalCovars(unittest.TestCase, DPGMMTester): covariance_type = 'spherical' setUp = GMMTester._setUp class TestDPGMMWithDiagCovars(unittest.TestCase, DPGMMTester): covariance_type = 'diag' setUp = GMMTester._setUp class TestDPGMMWithTiedCovars(unittest.TestCase, DPGMMTester): covariance_type = 'tied' setUp = GMMTester._setUp class TestDPGMMWithFullCovars(unittest.TestCase, DPGMMTester): covariance_type = 'full' setUp = GMMTester._setUp def test_VBGMM_deprecation(): assert_warns_message( DeprecationWarning, "The `VBGMM` class is not working correctly and " "it's better to use `sklearn.mixture.BayesianGaussianMixture` class " "with parameter `weight_concentration_prior_type=" "'dirichlet_distribution'` instead. VBGMM is deprecated " "in 0.18 and will be removed in 0.20.", VBGMM) class VBGMMTester(GMMTester): model = do_model do_test_eval = False def score(self, g, train_obs): _, z = g.score_samples(train_obs) return g.lower_bound(train_obs, z) class TestVBGMMWithSphericalCovars(unittest.TestCase, VBGMMTester): covariance_type = 'spherical' setUp = GMMTester._setUp class TestVBGMMWithDiagCovars(unittest.TestCase, VBGMMTester): covariance_type = 'diag' setUp = GMMTester._setUp class TestVBGMMWithTiedCovars(unittest.TestCase, VBGMMTester): covariance_type = 'tied' setUp = GMMTester._setUp class TestVBGMMWithFullCovars(unittest.TestCase, VBGMMTester): covariance_type = 'full' setUp = GMMTester._setUp def test_vbgmm_no_modify_alpha(): alpha = 2. n_components = 3 X, y = make_blobs(random_state=1) vbgmm = VBGMM(n_components=n_components, alpha=alpha, n_iter=1) assert_equal(vbgmm.alpha, alpha) assert_equal(vbgmm.fit(X).alpha_, float(alpha) / n_components)
bsd-3-clause
eyaler/tensorpack
tensorpack/dataflow/format.py
1
9076
# -*- coding: utf-8 -*- # File: format.py import numpy as np import six from six.moves import range import os from ..utils import logger from ..utils.utils import get_tqdm from ..utils.timer import timed_operation from ..utils.loadcaffe import get_caffe_pb from ..utils.compatible_serialize import loads from ..utils.argtools import log_once from ..utils.develop import log_deprecated from .base import RNGDataFlow, DataFlow, DataFlowReentrantGuard from .common import MapData __all__ = ['HDF5Data', 'LMDBData', 'LMDBDataDecoder', 'LMDBDataPoint', 'CaffeLMDB', 'SVMLightData', 'TFRecordData'] """ Adapters for different data format. """ class HDF5Data(RNGDataFlow): """ Zip data from different paths in an HDF5 file. Warning: The current implementation will load all data into memory. (TODO) """ # TODO def __init__(self, filename, data_paths, shuffle=True): """ Args: filename (str): h5 data file. data_paths (list): list of h5 paths to zipped. For example `['images', 'labels']`. shuffle (bool): shuffle all data. """ self.f = h5py.File(filename, 'r') logger.info("Loading {} to memory...".format(filename)) self.dps = [self.f[k].value for k in data_paths] lens = [len(k) for k in self.dps] assert all([k == lens[0] for k in lens]) self._size = lens[0] self.shuffle = shuffle def __len__(self): return self._size def __iter__(self): idxs = list(range(self._size)) if self.shuffle: self.rng.shuffle(idxs) for k in idxs: yield [dp[k] for dp in self.dps] class LMDBData(RNGDataFlow): """ Read a LMDB database and produce (k,v) raw bytes pairs. The raw bytes are usually not what you're interested in. You might want to use :class:`LMDBDataDecoder` or apply a mapper function after :class:`LMDBData`. """ def __init__(self, lmdb_path, shuffle=True, keys=None): """ Args: lmdb_path (str): a directory or a file. shuffle (bool): shuffle the keys or not. keys (list[str] or str): list of str as the keys, used only when shuffle is True. It can also be a format string e.g. ``{:0>8d}`` which will be formatted with the indices from 0 to *total_size - 1*. If not given, it will then look in the database for ``__keys__`` which :func:`LMDBSerializer.save` used to store the list of keys. If still not found, it will iterate over the database to find all the keys. """ self._lmdb_path = lmdb_path self._shuffle = shuffle self._open_lmdb() self._size = self._txn.stat()['entries'] self._set_keys(keys) logger.info("Found {} entries in {}".format(self._size, self._lmdb_path)) self._guard = DataFlowReentrantGuard() def _set_keys(self, keys=None): def find_keys(txn, size): logger.warn("Traversing the database to find keys is slow. Your should specify the keys.") keys = [] with timed_operation("Loading LMDB keys ...", log_start=True), \ get_tqdm(total=size) as pbar: for k in self._txn.cursor(): assert k[0] != b'__keys__' keys.append(k[0]) pbar.update() return keys self.keys = self._txn.get(b'__keys__') if self.keys is not None: self.keys = loads(self.keys) self._size -= 1 # delete this item if self._shuffle: # keys are necessary when shuffle is True if keys is None: if self.keys is None: self.keys = find_keys(self._txn, self._size) else: # check if key-format like '{:0>8d}' was given if isinstance(keys, six.string_types): self.keys = map(lambda x: keys.format(x), list(np.arange(self._size))) else: self.keys = keys def _open_lmdb(self): self._lmdb = lmdb.open(self._lmdb_path, subdir=os.path.isdir(self._lmdb_path), readonly=True, lock=False, readahead=True, map_size=1099511627776 * 2, max_readers=100) self._txn = self._lmdb.begin() def reset_state(self): self._lmdb.close() super(LMDBData, self).reset_state() self._open_lmdb() def __len__(self): return self._size def __iter__(self): with self._guard: if not self._shuffle: c = self._txn.cursor() while c.next(): k, v = c.item() if k != b'__keys__': yield [k, v] else: self.rng.shuffle(self.keys) for k in self.keys: v = self._txn.get(k) yield [k, v] class LMDBDataDecoder(MapData): """ Read a LMDB database with a custom decoder and produce decoded outputs.""" def __init__(self, lmdb_data, decoder): """ Args: lmdb_data: a :class:`LMDBData` instance. decoder (k,v -> dp | None): a function taking k, v and returning a datapoint, or return None to discard. """ def f(dp): return decoder(dp[0], dp[1]) super(LMDBDataDecoder, self).__init__(lmdb_data, f) class LMDBDataPoint(MapData): def __init__(self, *args, **kwargs): log_deprecated("LMDBDataPoint", "Use LMDBSerializer.load() instead!", "2019-01-31") if isinstance(args[0], DataFlow): ds = args[0] assert len(args) == 1 and len(kwargs) == 0, \ "No more arguments are allowed if LMDBDataPoint is called with a LMDBData instance!" else: ds = LMDBData(*args, **kwargs) def f(dp): return loads(dp[1]) super(LMDBDataPoint, self).__init__(ds, f) def CaffeLMDB(lmdb_path, shuffle=True, keys=None): """ Read a Caffe LMDB file where each value contains a ``caffe.Datum`` protobuf. Produces datapoints of the format: [HWC image, label]. Note that Caffe LMDB format is not efficient: it stores serialized raw arrays rather than JPEG images. Args: lmdb_path, shuffle, keys: same as :class:`LMDBData`. Returns: a :class:`LMDBDataDecoder` instance. Example: .. code-block:: python ds = CaffeLMDB("/tmp/validation", keys='{:0>8d}') """ cpb = get_caffe_pb() lmdb_data = LMDBData(lmdb_path, shuffle, keys) def decoder(k, v): try: datum = cpb.Datum() datum.ParseFromString(v) img = np.fromstring(datum.data, dtype=np.uint8) img = img.reshape(datum.channels, datum.height, datum.width) except Exception: log_once("Cannot read key {}".format(k), 'warn') return None return [img.transpose(1, 2, 0), datum.label] logger.warn("Caffe LMDB format doesn't store jpeg-compressed images, \ it's not recommended due to its inferior performance.") return LMDBDataDecoder(lmdb_data, decoder) class SVMLightData(RNGDataFlow): """ Read X,y from an SVMlight file, and produce [X_i, y_i] pairs. """ def __init__(self, filename, shuffle=True): """ Args: filename (str): input file shuffle (bool): shuffle the data """ import sklearn.datasets # noqa self.X, self.y = sklearn.datasets.load_svmlight_file(filename) self.X = np.asarray(self.X.todense()) self.shuffle = shuffle def __len__(self): return len(self.y) def __iter__(self): idxs = np.arange(self.__len__()) if self.shuffle: self.rng.shuffle(idxs) for id in idxs: yield [self.X[id, :], self.y[id]] class TFRecordData(DataFlow): def __init__(self, path, size=None): log_deprecated("TFRecordData", "Use TFRecordSerializer.load instead!", "2019-01-31") self._path = path self._size = int(size) def __len__(self): if self._size: return self._size return len(super(TFRecordData, self)) def __iter__(self): gen = tf.python_io.tf_record_iterator(self._path) for dp in gen: yield loads(dp) from ..utils.develop import create_dummy_class # noqa try: import h5py except ImportError: HDF5Data = create_dummy_class('HDF5Data', 'h5py') # noqa try: import lmdb except ImportError: for klass in ['LMDBData', 'LMDBDataDecoder', 'LMDBDataPoint', 'CaffeLMDB']: globals()[klass] = create_dummy_class(klass, 'lmdb') try: import tensorflow as tf except ImportError: TFRecordData = create_dummy_class('TFRecordData', 'tensorflow') # noqa
apache-2.0
manipopopo/tensorflow
tensorflow/python/estimator/inputs/inputs.py
20
1086
# Copyright 2017 The TensorFlow Authors. All Rights Reserved. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. # ============================================================================== """Utility methods to create simple input_fns.""" from __future__ import absolute_import from __future__ import division from __future__ import print_function # pylint: disable=unused-import,line-too-long from tensorflow.python.estimator.inputs.numpy_io import numpy_input_fn from tensorflow.python.estimator.inputs.pandas_io import pandas_input_fn # pylint: enable=unused-import,line-too-long
apache-2.0
alasdairtran/digbeta
python/digbeta/heuristics.py
3
18253
""" Heuristics used to query the most uncertain candidate out of the unlabelled pool. """ import numpy as np import copy from joblib import Parallel, delayed from numpy.random import permutation from sklearn.preprocessing import LabelBinarizer from sklearn.base import clone def random_h(candidate_mask, n_candidates, **kwargs): """ Return a random candidate. Parameters ---------- candidate_mask : boolean array The boolean array that tells us which data points the heuristic should look at. n_candidates : int The number of best candidates to be selected at each iteration. Returns ------- best_candidates : int The indices of the best candidates (here it is random). """ candidate_index = np.where(candidate_mask)[0] random_index = np.random.choice(candidate_index, n_candidates, replace=False) return random_index def entropy_h(X, candidate_mask, classifier, n_candidates, **kwargs): """ Return the candidate whose prediction vector displays the greatest Shannon entropy. Parameters ---------- X : array The feature matrix of all the data points. candidate_mask : boolean array The boolean array that tells us which data points the heuristic should look at. classifier : Classifier object A classifier object that will be used to make predictions. It should have the same interface as scikit-learn classifiers. n_candidates : int The number of best candidates to be selected at each iteration. Returns ------- best_candidates : int The indices of the best candidates. """ # predict probabilities probs = classifier.predict_proba(X[candidate_mask]) # comptue Shannon entropy candidate_shannon = -np.sum(probs * np.log(probs), axis=1) # index the results properly shannon = np.empty(len(candidate_mask)) shannon[:] = -np.inf shannon[candidate_mask] = candidate_shannon # pick the candidate with the greatest Shannon entropy best_candidates = np.argsort(-shannon)[:n_candidates] return best_candidates def margin_h(X, candidate_mask, classifier, n_candidates, **kwargs): """ Return the candidate with the smallest margin. The margin is defined as the difference between the two largest values in the prediction vector. Parameters ---------- X : array The feature matrix of all the data points. candidate_mask : boolean array The boolean array that tells us which data points the heuristic should look at. classifier : Classifier object A classifier object that will be used to make predictions. It should have the same interface as scikit-learn classifiers. n_candidates : int The number of best candidates to be selected at each iteration. Returns ------- best_candidates : int The indices of the best candidates. """ # predict probabilities probs = classifier.predict_proba(X[candidate_mask]) # sort the probabilities from smallest to largest probs = np.sort(probs, axis=1) # compute the margin (difference between two largest values) candidate_margin = np.abs(probs[:,-1] - probs[:,-2]) # index the results properly margin = np.empty(len(candidate_mask)) margin[:] = +np.inf margin[candidate_mask] = candidate_margin # pick the candidate with the smallest margin best_candidates = np.argsort(margin)[:n_candidates] return best_candidates def qbb_margin_h(X, y, candidate_mask, train_mask, n_candidates, committee, committee_samples, **kwargs): """ Return the candidate with the smallest average margin. We first use bagging to train k classifiers. The margin is then defined as the average difference between the two largest values in the prediction vector. Parameters ---------- X : array The feature matrix of all the data points. y : array The target vector of all the data points. candidate_mask : boolean array The boolean array that tells us which data points the heuristic should look at. train_mask : boolean array The boolean array that tells us which data points are currently in the training set. n_candidates : int The number of best candidates to be selected at each iteration. committee : BaggingClassifier object The committee should have the same interface as scikit-learn BaggingClassifier. Returns ------- best_candidates : int The indices of the best candidates. """ # check that the max bagging sample is not too big committee.max_samples = min(committee_samples, len(y[train_mask])) # train and predict committee.fit(X[train_mask], y[train_mask]) # predict n_samples = len(X[candidate_mask]) n_classes = len(committee.classes_) probs = np.zeros((n_samples, n_classes)) for member in committee.estimators_: memeber_prob = member.predict_proba(X[candidate_mask]) if n_classes == len(member.classes_): probs += memeber_prob else: probs[:, member.classes_] += memeber_prob[:, range(len(member.classes_))] # average out the probabilities probs /= len(committee.estimators_) # sort the probabilities from smallest to largest probs = np.sort(probs, axis=1) # compute the margin (difference between two largest values) candidate_margin = np.abs(probs[:,-1] - probs[:,-2]) # index the results properly margin = np.empty(len(candidate_mask)) margin[:] = +np.inf margin[candidate_mask] = candidate_margin # pick the candidate with the smallest margin best_candidates = np.argsort(margin)[:n_candidates] return best_candidates def qbb_kl_h(X, y, candidate_mask, train_mask, n_candidates, committee, committee_samples, **kwargs): """ Return the candidate with the largest average KL divergence from the mean. We first use bagging to train k classifiers. We then choose the candidate that has the largest Kullback–Leibler divergence from the average. Parameters ---------- X : array The feature matrix of all the data points. y : array The target vector of all the data points. candidate_mask : boolean array The boolean array that tells us which data points the heuristic should look at. train_mask : boolean array The boolean array that tells us which data points are currently in the training set. n_candidates : int The number of best candidates to be selected at each iteration. committee : BaggingClassifier object The committee should have the same interface as scikit-learn BaggingClassifier. Returns ------- best_candidates : int The indices of the best candidates. """ # check that the max bagging sample is not too big committee.max_samples = min(committee_samples, len(y[train_mask])) # train the committee committee.fit(X[train_mask], y[train_mask]) # predict n_samples = len(X[candidate_mask]) n_classes = len(committee.classes_) avg_probs = np.zeros((n_samples, n_classes)) prob_list = [] for member in committee.estimators_: member_prob = member.predict_proba(X[candidate_mask]) if n_classes == len(member.classes_): avg_probs += member_prob prob_list.append(member_prob) else: full_member_prob = np.zeros((n_samples, n_classes)) full_member_prob[:, member.classes_] += member_prob[:, range(len(member.classes_))] avg_probs += full_member_prob prob_list.append(full_member_prob) # average out the probabilities avg_probs /= len(committee.estimators_) # compute the KL divergence avg_kl = np.zeros(avg_probs.shape[0]) for p in prob_list: inner = np.nan_to_num(p * np.log(p / avg_probs)) member_kl = np.sum(inner, axis=1) avg_kl += member_kl # average out the KL divergence avg_kl /= len(committee) # index the results properly kl = np.empty(len(candidate_mask)) kl[:] = -np.inf kl[candidate_mask] = avg_kl # pick the candidate with the smallest margin best_candidates = np.argsort(-kl)[:n_candidates] return best_candidates def _compute_A(X, pi, classes): """ Compute the A matrix in the variance estimation technique. Parameters ---------- X : array The feature matrix. pi : array The probability matrix predicted by the classifier. classes : array The list of class names ordered lexicographically. Returns ------- A : array The A matrix as part of the variance calcucation. """ n_classes = len(classes) n_features = X.shape[1] n_samples = X.shape[0] width = n_classes * n_features one_in_k = LabelBinarizer(pos_label=1, neg_label=0).fit_transform(classes) I_same = one_in_k.repeat(n_features, axis=0) I_same = np.tile(I_same, n_samples) I_diff = 1 - I_same A = np.tile(pi.flatten(), (width, 1)) B = 1 - A C = -A D = pi.transpose().repeat(n_features, axis=0).repeat(n_classes, axis=1) E = X.transpose().repeat(n_classes, axis=1) E = np.tile(E, (n_classes, 1)) G = A * B * I_same + C * D * I_diff G = E * G outer = np.dot(G, G.transpose()) return outer def _compute_F(X, pi, classes, C=1): """ Compute the F matrix in the variance estimation technqiue. Parameters ---------- X : array The feature matrix. pi : array The probability matrix predicted by the classifier. classes : array The list of class names ordered lexicographically. C : float The regularisation parameter in logistic regression. Returns ------- F : array The F matrix as part of the variance calcucation. """ n_classes = len(classes) n_features = X.shape[1] n_samples = X.shape[0] width = n_classes * n_features I_diag = np.eye(width) mini_off_diag = 1 - np.eye(n_features) mini_zeros = np.zeros((n_features, n_features * n_classes)) I_mini_off_diag = np.hstack((mini_off_diag, mini_zeros)) I_mini_off_diag = np.tile(I_mini_off_diag, n_classes - 1) I_mini_off_diag = np.hstack((I_mini_off_diag, mini_off_diag)) I_mini_off_diag = np.hsplit(I_mini_off_diag, n_classes) I_mini_off_diag = np.vstack(I_mini_off_diag) I_main_off_diag = 1 - I_diag - I_mini_off_diag M = np.tile(X.transpose(), (n_classes, 1)) N = pi.transpose().repeat(n_features, axis=0) F_1 = np.dot(M * N * (1 - N), M.transpose()) + C F_2 = np.dot(M * N * (1 - N), M.transpose()) F_3 = np.dot(M * N, M.transpose() * N.transpose()) F = F_1 * I_diag + F_2 * I_mini_off_diag + F_3 * I_main_off_diag F = F / n_samples return F def compute_pool_variance(X, pi, classes, C=1): """ Estimate the variance of the pool. Parameters ---------- X : array The feature matrix. pi : array The probability matrix predicted by the classifier. classes : array The list of class names ordered lexicographically. C : float The regularisation parameter in logistic regression. Returns ------- variance : float The estimated variance on the pool X. """ A = _compute_A(X, pi, classes) F = _compute_F(X, pi, classes, C=C) return np.trace(np.dot(A, np.linalg.inv(F))) def pool_variance_h(X, y, candidate_mask, train_mask, classifier, n_candidates, pool_n, C, n_jobs=-1, **kwargs): """ Return the candidate that will minimise the expected variance of the predictions. Parameters ---------- X_training_candidates : array The feature matrix of the potential training candidates. C : float The regularisation parameter of Logistic Regression. pool_sample_size : int The size of the sample which will be used to estimate the variance/entropy. n_jobs : int The number of parallel jobs (-1 if want to use all cores) Returns ------- best_candidate : int The index of the best candidate. """ classes = classifier.classes_ # sorted lexicographically n_classes = len(classes) candidate_size = np.sum(train_mask) n_features = X.shape[1] variance = np.empty(len(candidate_mask)) variance[:] = np.inf # the probabilities used to calculate expected value of pool probs = classifier.predict_proba(X[candidate_mask]) # copy the classifier (avoid modifying the original classifier) classifier_plus = clone(classifier) # construct the sample pool (used to estimate the variance) unlabelled_indices = np.where(-train_mask)[0] pool_indices = permutation(unlabelled_indices)[:pool_n] pool_mask = np.zeros(len(candidate_mask), dtype=bool) pool_mask[pool_indices] = True # let's look at each candidate candidate_indices = np.where(candidate_mask)[0] results = Parallel(n_jobs=n_jobs)(delayed(_parallel_variance_estimate)( X, y.copy(), train_mask.copy(), pool_mask, clone(classifier_plus), classes, n_classes, probs, i, index, C) for i, index in enumerate(candidate_indices)) indices, expected = zip(*results) indices, expected = np.asarray(indices), np.asarray(expected) assert not np.isnan(expected).any(), 'Some expected values are undefined.' variance[indices] = expected # pick the candidate with the smallest expected variance best_candidates = np.argsort(variance)[:n_candidates] return best_candidates def _parallel_variance_estimate(X, y, train_mask, pool_mask, classifier, classes, n_classes, probs, i, index, C): """ Helper function. """ # assume a label and compute entropy potential_variance = np.zeros(n_classes) train_mask[index] = True for cls_idx, cls in enumerate(classes): y[index] = cls classifier.fit(X[train_mask], y[train_mask]) pi = classifier.predict_proba(X[pool_mask]) potential_variance[cls_idx] = compute_pool_variance(X[pool_mask], pi, classes, C) # calculate expected entropy and save result expected = np.dot(probs[i], potential_variance) return index, expected def compute_pool_entropy(pi): """ Estimate the variance of the pool. Parameters ---------- pi : array The probability matrix predicted by the classifier. Returns ------- entropy : float The estimated entropy on the pool. """ return np.nan_to_num(-np.sum(pi * np.log(pi))) def pool_entropy_h(X, y, candidate_mask, train_mask, classifier, n_candidates, pool_n, n_jobs=-1, **kwargs): """ Return the candidate that will minimise the expected entropy of the predictions. Parameters ---------- X_training_candidates : array The feature matrix of the potential training candidates. classes : int The name of classes. pool_n : int The size of the sampel pool used in estimating the entropy n_jobs : int The number of parallel jobs (-1 if want to use all cores) Returns ------- best_candidate : int The index of the best candidate. """ classes = classifier.classes_ # sorted lexicographically n_classes = len(classes) candidate_size = np.sum(train_mask) n_features = X.shape[1] entropy = np.empty(len(candidate_mask)) entropy[:] = np.inf # the probabilities used to calculate expected value of pool probs = classifier.predict_proba(X[candidate_mask]) # copy the classifier (avoid modifying the original classifier) classifier_plus = clone(classifier) # construct the sample pool (used to estimate the entropy) unlabelled_indices = np.where(-train_mask)[0] pool_indices = permutation(unlabelled_indices)[:pool_n] pool_mask = np.zeros(len(candidate_mask), dtype=bool) pool_mask[pool_indices] = True # let's look at each candidate candidate_indices = np.where(candidate_mask)[0] results = Parallel(n_jobs=n_jobs)(delayed(_parallel_entropy_estimate)( X, y.copy(), train_mask.copy(), pool_mask, clone(classifier_plus), classes, n_classes, probs, i, index) for i, index in enumerate(candidate_indices)) indices, expected = zip(*results) indices, expected = np.asarray(indices), np.asarray(expected) assert not np.isnan(expected).any(), 'Some expected values are undefined.' entropy[indices] = expected # pick the candidate with the smallest expected entropy best_candidates = np.argsort(entropy)[:n_candidates] return best_candidates def _parallel_entropy_estimate(X, y, train_mask, pool_mask, classifier, classes, n_classes, probs, i, index): """ Helper function. """ # assume a label and compute entropy potential_entropy = np.zeros(n_classes) train_mask[index] = True for cls_idx, cls in enumerate(classes): y[index] = cls classifier.fit(X[train_mask], y[train_mask]) pi = classifier.predict_proba(X[pool_mask]) potential_entropy[cls_idx] = compute_pool_entropy(pi) # calculate expected entropy and save result expected = np.dot(probs[i], potential_entropy) return index, expected
gpl-3.0
kaichogami/scikit-learn
examples/bicluster/plot_spectral_coclustering.py
276
1736
""" ============================================== A demo of the Spectral Co-Clustering algorithm ============================================== This example demonstrates how to generate a dataset and bicluster it using the the Spectral Co-Clustering algorithm. The dataset is generated using the ``make_biclusters`` function, which creates a matrix of small values and implants bicluster with large values. The rows and columns are then shuffled and passed to the Spectral Co-Clustering algorithm. Rearranging the shuffled matrix to make biclusters contiguous shows how accurately the algorithm found the biclusters. """ print(__doc__) # Author: Kemal Eren <[email protected]> # License: BSD 3 clause import numpy as np from matplotlib import pyplot as plt from sklearn.datasets import make_biclusters from sklearn.datasets import samples_generator as sg from sklearn.cluster.bicluster import SpectralCoclustering from sklearn.metrics import consensus_score data, rows, columns = make_biclusters( shape=(300, 300), n_clusters=5, noise=5, shuffle=False, random_state=0) plt.matshow(data, cmap=plt.cm.Blues) plt.title("Original dataset") data, row_idx, col_idx = sg._shuffle(data, random_state=0) plt.matshow(data, cmap=plt.cm.Blues) plt.title("Shuffled dataset") model = SpectralCoclustering(n_clusters=5, random_state=0) model.fit(data) score = consensus_score(model.biclusters_, (rows[:, row_idx], columns[:, col_idx])) print("consensus score: {:.3f}".format(score)) fit_data = data[np.argsort(model.row_labels_)] fit_data = fit_data[:, np.argsort(model.column_labels_)] plt.matshow(fit_data, cmap=plt.cm.Blues) plt.title("After biclustering; rearranged to show biclusters") plt.show()
bsd-3-clause
tdhopper/scikit-learn
examples/decomposition/plot_kernel_pca.py
353
2011
""" ========== Kernel PCA ========== This example shows that Kernel PCA is able to find a projection of the data that makes data linearly separable. """ print(__doc__) # Authors: Mathieu Blondel # Andreas Mueller # License: BSD 3 clause import numpy as np import matplotlib.pyplot as plt from sklearn.decomposition import PCA, KernelPCA from sklearn.datasets import make_circles np.random.seed(0) X, y = make_circles(n_samples=400, factor=.3, noise=.05) kpca = KernelPCA(kernel="rbf", fit_inverse_transform=True, gamma=10) X_kpca = kpca.fit_transform(X) X_back = kpca.inverse_transform(X_kpca) pca = PCA() X_pca = pca.fit_transform(X) # Plot results plt.figure() plt.subplot(2, 2, 1, aspect='equal') plt.title("Original space") reds = y == 0 blues = y == 1 plt.plot(X[reds, 0], X[reds, 1], "ro") plt.plot(X[blues, 0], X[blues, 1], "bo") plt.xlabel("$x_1$") plt.ylabel("$x_2$") X1, X2 = np.meshgrid(np.linspace(-1.5, 1.5, 50), np.linspace(-1.5, 1.5, 50)) X_grid = np.array([np.ravel(X1), np.ravel(X2)]).T # projection on the first principal component (in the phi space) Z_grid = kpca.transform(X_grid)[:, 0].reshape(X1.shape) plt.contour(X1, X2, Z_grid, colors='grey', linewidths=1, origin='lower') plt.subplot(2, 2, 2, aspect='equal') plt.plot(X_pca[reds, 0], X_pca[reds, 1], "ro") plt.plot(X_pca[blues, 0], X_pca[blues, 1], "bo") plt.title("Projection by PCA") plt.xlabel("1st principal component") plt.ylabel("2nd component") plt.subplot(2, 2, 3, aspect='equal') plt.plot(X_kpca[reds, 0], X_kpca[reds, 1], "ro") plt.plot(X_kpca[blues, 0], X_kpca[blues, 1], "bo") plt.title("Projection by KPCA") plt.xlabel("1st principal component in space induced by $\phi$") plt.ylabel("2nd component") plt.subplot(2, 2, 4, aspect='equal') plt.plot(X_back[reds, 0], X_back[reds, 1], "ro") plt.plot(X_back[blues, 0], X_back[blues, 1], "bo") plt.title("Original space after inverse transform") plt.xlabel("$x_1$") plt.ylabel("$x_2$") plt.subplots_adjust(0.02, 0.10, 0.98, 0.94, 0.04, 0.35) plt.show()
bsd-3-clause
Jordan-Zhu/EdgeSegmentFitting
algo.py
1
2155
import cv2 import numpy as np from matplotlib import pyplot as plt def auto_canny(image, sigma=0.33): # compute the median of the single channel pixel intensities v = np.median(image) # apply automatic Canny edge detection using the computed median lower = int(max(0, (1.0 - sigma) * v)) upper = int(min(255, (1.0 + sigma) * v)) edged = cv2.Canny(image, lower, upper) # return the edged image return edged def showimg(img, type='cv', write=False, imagename='img.png'): if type == 'plt': plt.figure() plt.imshow(img, 'gray', interpolation='nearest', aspect='auto') # plt.imshow(img, 'gray', interpolation='none') plt.title('morphology') plt.show() if write: plt.savefig(imagename, bbox_inches='tight') elif type == 'cv': cv2.imshow('image', img) cv2.waitKey(0) cv2.destroyAllWindows() if write: cv2.imwrite("../../images/%s", imagename, img) def grad_dir(img): # compute x and y derivatives # OpenCV's Sobel operator gives better results than numpy gradient sobelx = cv2.Sobel(img, cv2.CV_64F, 1, 0, ksize=-1) sobely = cv2.Sobel(img, cv2.CV_64F, 0, 1, ksize=-1) # calculate gradient direction angles # phase needs 64-bit input angle = cv2.phase(sobelx, sobely) # truncates number gradir = np.fix(180 + angle) return gradir if __name__ == '__main__': # second argument is a flag which specifies the way # an image should be read. -1 loads image unchanged with alpha channel depthimg = cv2.imread('img/learn17.png', -1) colorimg = cv2.imread('img/clearn17.png', 0) # Normalize depth image min, max, minloc, maxloc = cv2.minMaxLoc(depthimg) adjmap = np.zeros_like(depthimg) dst = cv2.convertScaleAbs(depthimg, adjmap, 255 / (max-min), -min) im_color = cv2.applyColorMap(dst, cv2.COLORMAP_JET) showimg(im_color) # img = cv2.imread('img\clearn5.png', -1) # # cv2.imshow('image', img) # cv2.waitKey(0) # cv2.destroyAllWindows()
agpl-3.0
RPGOne/Skynet
scikit-learn-0.18.1/examples/cluster/plot_kmeans_assumptions.py
270
2040
""" ==================================== Demonstration of k-means assumptions ==================================== This example is meant to illustrate situations where k-means will produce unintuitive and possibly unexpected clusters. In the first three plots, the input data does not conform to some implicit assumption that k-means makes and undesirable clusters are produced as a result. In the last plot, k-means returns intuitive clusters despite unevenly sized blobs. """ print(__doc__) # Author: Phil Roth <[email protected]> # License: BSD 3 clause import numpy as np import matplotlib.pyplot as plt from sklearn.cluster import KMeans from sklearn.datasets import make_blobs plt.figure(figsize=(12, 12)) n_samples = 1500 random_state = 170 X, y = make_blobs(n_samples=n_samples, random_state=random_state) # Incorrect number of clusters y_pred = KMeans(n_clusters=2, random_state=random_state).fit_predict(X) plt.subplot(221) plt.scatter(X[:, 0], X[:, 1], c=y_pred) plt.title("Incorrect Number of Blobs") # Anisotropicly distributed data transformation = [[ 0.60834549, -0.63667341], [-0.40887718, 0.85253229]] X_aniso = np.dot(X, transformation) y_pred = KMeans(n_clusters=3, random_state=random_state).fit_predict(X_aniso) plt.subplot(222) plt.scatter(X_aniso[:, 0], X_aniso[:, 1], c=y_pred) plt.title("Anisotropicly Distributed Blobs") # Different variance X_varied, y_varied = make_blobs(n_samples=n_samples, cluster_std=[1.0, 2.5, 0.5], random_state=random_state) y_pred = KMeans(n_clusters=3, random_state=random_state).fit_predict(X_varied) plt.subplot(223) plt.scatter(X_varied[:, 0], X_varied[:, 1], c=y_pred) plt.title("Unequal Variance") # Unevenly sized blobs X_filtered = np.vstack((X[y == 0][:500], X[y == 1][:100], X[y == 2][:10])) y_pred = KMeans(n_clusters=3, random_state=random_state).fit_predict(X_filtered) plt.subplot(224) plt.scatter(X_filtered[:, 0], X_filtered[:, 1], c=y_pred) plt.title("Unevenly Sized Blobs") plt.show()
bsd-3-clause
claesenm/optunity-benchmark
HPOlib/Plotting/plotTrace.py
5
6695
#!/usr/bin/env python ## # wrapping: A program making it easy to use hyperparameter # optimization software. # Copyright (C) 2013 Katharina Eggensperger and Matthias Feurer # # This program is free software: you can redistribute it and/or modify # it under the terms of the GNU General Public License as published by # the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # # This program is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU General Public License for more details. # # You should have received a copy of the GNU General Public License # along with this program. If not, see <http://www.gnu.org/licenses/>. from argparse import ArgumentParser import itertools import sys import cPickle from matplotlib.pyplot import tight_layout, figure, subplots_adjust, subplot, savefig, show, yscale import matplotlib.gridspec import numpy as np import scipy.stats as sc from HPOlib.Plotting import plot_util __authors__ = ["Katharina Eggensperger", "Matthias Feurer"] __contact__ = "automl.org" def plot_optimization_trace(trial_list, name_list, optimum=0, title="", log=False, save="", y_min=0, y_max=0, cut=sys.maxint): markers = plot_util.get_plot_markers() colors = plot_util.get_plot_colors() linestyles = itertools.cycle(['-']) size = 1 # get handles ratio = 5 gs = matplotlib.gridspec.GridSpec(ratio, 1) fig = figure(1, dpi=100) fig.suptitle(title, fontsize=16) ax = subplot(gs[0:ratio, :]) ax.grid(True, linestyle='-', which='major', color='lightgrey', alpha=0.5) min_val = sys.maxint max_val = -sys.maxint max_trials = 0 # This might not do what we actually want; Ideally it would only take the # ones that where actually run according to instance_order for i in range(len(name_list)): print cut, len(trial_list[i]) num_plotted_trials = np.min([cut, len(trial_list[i])]) print num_plotted_trials x = range(num_plotted_trials) y = np.zeros((num_plotted_trials)) line = np.zeros((num_plotted_trials)) for j, inst_res in enumerate(trial_list[i][:num_plotted_trials]): if j >= len(y): break if type(inst_res) == np.ndarray and not np.isfinite(inst_res).any(): inst_res[np.isnan(inst_res)] = 1 elif type(inst_res) != np.ndarray and np.isnan(inst_res): inst_res = 1 tmp = sc.nanmean(np.array([inst_res, inst_res]).flat) # Black Magic if log: y[j] = np.log(tmp - optimum) line[j] = np.min(y[:j + 1]) else: y[j] = tmp - optimum line[j] = np.min(y[:j + 1]) # Plot the stuff marker = markers.next() color = colors.next() l = linestyles.next() ax.scatter(np.argmin(line), min(line), facecolor="w", edgecolor=color, s=size*10*15, marker=marker) ax.scatter(x, y, color=color, marker=marker, s=size*15) ax.plot(x, line, color=color, label=name_list[i][0], linestyle=l, linewidth=size) if min(y) < min_val: min_val = min(y) if max(y) > max_val: max_val = max(y) if num_plotted_trials > max_trials: max_trials = num_plotted_trials # Describe and label the stuff ax.set_xlabel("#Function evaluations") if log: ax.set_ylabel("log10(Minfunction value)") else: ax.set_ylabel("Minfunction value") if y_min == y_max: ax.set_ylim([min_val - 0.1, max_val + 0.1]) else: ax.set_ylim([y_min, y_max]) ax.set_xlim([0, max_trials]) leg = ax.legend(loc='best', fancybox=True) leg.get_frame().set_alpha(0.5) tight_layout() subplots_adjust(top=0.85) if save != "": savefig(save, dpi=100, facecolor='w', edgecolor='w', orientation='portrait', papertype=None, format=None, transparent=False, bbox_inches="tight", pad_inches=0.1) else: show() def main(pkl_list, name_list, optimum=0, title="", log=False, save="", y_max=0, y_min=0, cut=sys.maxint): trial_list = list() for i in range(len(pkl_list)): if len(pkl_list[i]) != 1: raise ValueError("%s is more than <onePickle>!" % str(pkl_list)) fh = open(pkl_list[i][0]) trl = cPickle.load(fh) fh.close() trial_list.append(plot_util.extract_trials(trl)) sys.stdout.write("Plotting trace\n") plot_optimization_trace(trial_list=trial_list, name_list=name_list, optimum=optimum, title=title, log=log, save=save, y_max=y_max, y_min=y_min, cut=cut) if save != "": sys.stdout.write("Saved plot to " + save + "\n") else: sys.stdout.write("..Done\n") if __name__ == "__main__": prog = "python plotTrace.py WhatIsThis <onePickle> [WhatIsThis <onePickle>]" description = "Plot a Trace with evaluated points wrt to performance" parser = ArgumentParser(description=description, prog=prog) # Options for specific benchmarks parser.add_argument("-o", "--optimum", type=float, dest="optimum", default=0, help="If not set, the optimum is supposed to be zero") # General Options parser.add_argument("-l", "--log", action="store_true", dest="log", default=False, help="Plot on log scale") parser.add_argument("--max", dest="max", type=float, default=0, help="Maximum of the plot") parser.add_argument("--min", dest="min", type=float, default=0, help="Minimum of the plot") parser.add_argument("-s", "--save", dest="save", default="", help="Where to save plot instead of showing it?") parser.add_argument("-t", "--title", dest="title", default="", help="Optional supertitle for plot") parser.add_argument("-c", "--cut", default=sys.maxint, type=int, help="Cut experiment pickles after a specified number of trials.") args, unknown = parser.parse_known_args() sys.stdout.write("Found " + str(len(unknown)) + " arguments\n") pkl_list_main, name_list_main = plot_util.get_pkl_and_name_list(unknown) main(pkl_list=pkl_list_main, name_list=name_list_main, optimum=args.optimum, title=args.title, log=args.log, save=args.save, y_max=args.max, y_min=args.min, cut=args.cut)
gpl-3.0
metinsay/docluster
docluster/models/document_embedding/tfidf.py
1
6463
import pandas as pd import numpy as np from docluster.core import Model from docluster.core.preprocessing import Preprocessor from docluster.utils.constants import DistanceMetric, FileType from docluster.utils.data_fetcher import FileFetcher from docluster.utils.data_saver import FileSaver from docluster.utils.visual import Grapher class TfIdf(Model): def __init__(self, n_words=10000, min_df=0.0, max_df=1.0, do_idf=True, preprocessor=Preprocessor(), do_plot=False, model_name='TfIdf'): """ Initialize TfIdf n_words - the number of words that is going to be in the vocab, eliminating less frequent words min_df - minimum document freqeuncy for a word to be included max_df - maximum document frequency for a word to be included do_idf - do perform inverse document frequency preprocessor - the proproccessor that is going to tokenize the documents do_plot - do plot scatter plot after fitting model_name : str Name of the model that will be used for printing and saving purposes. """ self.n_words = n_words self.min_df = min_df self.max_df = max_df self.do_idf = do_idf self.preprocessor = preprocessor self.do_plot = do_plot self.model_name = model_name self.vocab = None self.tfidf_vector = None def fit(self, documents): """ Run Tf-Idf on the documents documents - an N list respresenting the documents returns: tfidf_vector - a NxD ndarray containing the the Tf-Idf vectors with D vocab """ n_documents = len(documents) doc_tfs = [] df_map = {} self.document_tokens = [] # Prepare df and tf maps for index, document in enumerate(documents): tf_map = {} doc_tokens = self.preprocessor.fit(document) self.document_tokens.append(doc_tokens) # Each token in the document add the index of document to df, and add 1 to tf for token in doc_tokens: df_map[token] = set( [index]) if token not in df_map else df_map[token] | set([index]) tf_map[token] = 1 if token not in tf_map else tf_map[token] + 1 doc_tfs.append(tf_map) # Only filter the vocab if necessary if self.max_df - self.min_df != 1.0: def does_token_stay(item): return self.min_df <= len( item[1]) / n_documents <= self.max_df self.vocab = list( map(lambda item: item[0], filter(does_token_stay, df_map.items()))) else: self.vocab = list(map(lambda item: item[0], df_map.items())) # Create vocab_to_doc map for easy and fast lookup self.vocab_to_doc = {token: index for index, token in enumerate(self.vocab)} n_vocab = len(self.vocab) tfidf_vector = np.zeros((n_documents, n_vocab)) # Fill out tfidf_vector for doc_id, token_map in enumerate(doc_tfs): for token, tf in token_map.items(): if token in self.vocab_to_doc: token_id = self.vocab_to_doc[token] idf = np.log(n_documents / len(df_map[token])) if self.do_idf else 1 tfidf_vector[doc_id, token_id] = tf * idf self.tfidf_vector = tfidf_vector self.total_term_freq = np.sum(self.tfidf_vector, axis=0) indices = (-self.total_term_freq).argsort()[:self.n_words] self.vocab = list(np.take(self.vocab, indices)) self.tfidf_vector = np.take(self.tfidf_vector, indices) if self.do_plot: color_assignments = list( map(lambda label: 'r' if label == 0 else 'b', documents.index)) Grapher().plot_scatter(tfidf_vector, color_assignments=color_assignments, title="Scatter plot of document vectors") return tfidf_vector def get_values_of_token(self, token, safe=True): """ Get the vector of a particular token token - a string token safe - Check if the token is present in the model returns: token_vector - a N ndarray containing the Tf-Idf score of the token with each document """ if not safe or token in self.vocab_to_doc: token_id = self.vocab_to_doc[token] n_documents = self.tfidf_vector.shape[0] return np.array([self.tfidf_vector[doc_id, token_id] for doc_id in range(n_documents)]) def get_token_vectors(self, do_plot=False): """ Get the matrix of token vectors each representing the Tf-Idf score of them for each document do_plot - do plot scatter plot of token vectors returns: token_vector - a NxD ndarray containing the token vectors """ n_documents = self.tfidf_vector.shape[0] n_vocab = len(self.vocab) tokens_vector = np.zeros((n_vocab, n_documents)) for token in self.vocab: token_id = self.vocab_to_doc[token] tokens_vector[token_id] = self.get_values_of_token(token, safe=False) if do_plot: Grapher().plot_scatter(tokens_vector, labels=self.vocab, title="Scatter plot of token vectors") return tokens_vector def save_model(self, model_name, file_type=FileType.csv, safe=True, directory_path=None): """ Save the fitted model model_name - the model name / file name file_type - the type of file (csv, txt, ...) returns: token_vector - a NxD ndarray containing the token vectors """ if self.tfidf_vector is None: return False data = pd.DataFrame(self.tfidf_vector) data.columns = self.vocab if directory_path: file_saver = FileSaver(directory_path=directory_path) else: file_saver = FileSaver() return file_saver.save(data, model_name, file_type=file_type, safe=safe) def load_model(self, model_name, file_type=FileType.csv, directory_path=None): if directory_path: file_fetcher = FileFetcher(directory_path=directory_path) else: file_fetcher = FileFetcher() data = file_fetcher.load(model_name, file_type) self.tfidf_vector = data.as_matrix() self.vocab = data.columns.tolist()
mit
pandegroup/osprey
osprey/fit_estimator.py
2
6253
from __future__ import print_function, absolute_import, division import time from distutils.version import LooseVersion import numpy as np import sklearn from sklearn.base import is_classifier, clone from sklearn.metrics.scorer import check_scoring from sklearn.externals.joblib import Parallel, delayed from sklearn.model_selection import check_cv from sklearn.model_selection._validation import _safe_split, _score from .utils import check_arrays, num_samples from .utils import short_format_time, is_msmbuilder_estimator if LooseVersion(sklearn.__version__) < LooseVersion('0.16.1'): raise ImportError('Please upgrade to the latest version of scikit-learn') def fit_and_score_estimator(estimator, parameters, cv, X, y=None, scoring=None, iid=True, n_jobs=1, verbose=1, pre_dispatch='2*n_jobs'): """Fit and score an estimator with cross-validation This function is basically a copy of sklearn's model_selection._BaseSearchCV._fit(), which is the core of the GridSearchCV fit() method. Unfortunately, that class does _not_ return the training set scores, which we want to save in the database, and because of the way it's written, you can't change it by subclassing or monkeypatching. This function uses some undocumented internal sklearn APIs (non-public). It was written against sklearn version 0.16.1. Prior Versions are likely to fail due to changes in the design of cross_validation module. Returns ------- out : dict, with keys 'mean_test_score' 'test_scores', 'train_scores' The scores on the training and test sets, as well as the mean test set score. """ scorer = check_scoring(estimator, scoring=scoring) n_samples = num_samples(X) X, y = check_arrays(X, y, allow_lists=True, sparse_format='csr', allow_nans=True) if y is not None: if len(y) != n_samples: raise ValueError('Target variable (y) has a different number ' 'of samples (%i) than data (X: %i samples)' % (len(y), n_samples)) cv = check_cv(cv=cv, y=y, classifier=is_classifier(estimator)) out = Parallel( n_jobs=n_jobs, verbose=verbose, pre_dispatch=pre_dispatch )( delayed(_fit_and_score)(clone(estimator), X, y, scorer, train, test, verbose, parameters, fit_params=None) for train, test in cv.split(X, y)) assert len(out) == cv.n_splits train_scores, test_scores = [], [] n_train_samples, n_test_samples = [], [] for test_score, n_test, train_score, n_train, _ in out: train_scores.append(train_score) test_scores.append(test_score) n_test_samples.append(n_test) n_train_samples.append(n_train) train_scores, test_scores = map(list, check_arrays(train_scores, test_scores, warn_nans=True, replace_nans=True)) if iid: if verbose > 0 and is_msmbuilder_estimator(estimator): print('[CV] Using MSMBuilder API n_samples averaging') print('[CV] n_train_samples: %s' % str(n_train_samples)) print('[CV] n_test_samples: %s' % str(n_test_samples)) mean_test_score = np.average(test_scores, weights=n_test_samples) mean_train_score = np.average(train_scores, weights=n_train_samples) else: mean_test_score = np.average(test_scores) mean_train_score = np.average(train_scores) grid_scores = { 'mean_test_score': mean_test_score, 'test_scores': test_scores, 'mean_train_score': mean_train_score, 'train_scores': train_scores, 'n_test_samples': n_test_samples, 'n_train_samples': n_train_samples} return grid_scores def _fit_and_score(estimator, X, y, scorer, train, test, verbose, parameters, fit_params=None): if verbose > 1: if parameters is None: msg = "no parameters to be set" else: msg = '%s' % (', '.join('%s=%s' % (k, v) for k, v in parameters.items())) print("[CV] %s %s" % (msg, (64 - len(msg)) * '.')) if num_samples(train) == 0 or num_samples(test) == 0: raise RuntimeError( 'Cross validation error in fit_estimator. The total data set ' 'contains %d elements, which were split into a training set ' 'of %d elements and a test set of %d elements. Unfortunately, ' 'you can\'t have a %s set with 0 elements.' % ( num_samples(X), num_samples(train), num_samples(test), 'training' if num_samples(train) == 0 else 'test')) # adjust length of sample weights n_samples = num_samples(X) fit_params = fit_params if fit_params is not None else {} fit_params = dict([(k, np.asarray(v)[train] if hasattr(v, '__len__') and len(v) == n_samples else v) for k, v in fit_params.items()]) if parameters is not None: estimator.set_params(**parameters) # fit and score start_time = time.time() X_train, y_train = _safe_split(estimator, X, y, train) X_test, y_test = _safe_split(estimator, X, y, test, train) if y_train is None: estimator.fit(X_train, **fit_params) else: estimator.fit(X_train, y_train, **fit_params) test_score = _score(estimator, X_test, y_test, scorer) train_score = _score(estimator, X_train, y_train, scorer) scoring_time = time.time() - start_time msmbuilder_api = is_msmbuilder_estimator(estimator) n_samples_test = num_samples(X_test, is_nested=msmbuilder_api) n_samples_train = num_samples(X_train, is_nested=msmbuilder_api) if verbose > 2: msg += ", score=%f" % test_score if verbose > 1: end_msg = "%s -%s" % (msg, short_format_time(scoring_time)) print("[CV] %s %s" % ((64 - len(end_msg)) * '.', end_msg)) return (test_score, n_samples_test, train_score, n_samples_train, scoring_time)
apache-2.0
qifeigit/scikit-learn
examples/linear_model/plot_sgd_loss_functions.py
249
1095
""" ========================== SGD: convex loss functions ========================== A plot that compares the various convex loss functions supported by :class:`sklearn.linear_model.SGDClassifier` . """ print(__doc__) import numpy as np import matplotlib.pyplot as plt def modified_huber_loss(y_true, y_pred): z = y_pred * y_true loss = -4 * z loss[z >= -1] = (1 - z[z >= -1]) ** 2 loss[z >= 1.] = 0 return loss xmin, xmax = -4, 4 xx = np.linspace(xmin, xmax, 100) plt.plot([xmin, 0, 0, xmax], [1, 1, 0, 0], 'k-', label="Zero-one loss") plt.plot(xx, np.where(xx < 1, 1 - xx, 0), 'g-', label="Hinge loss") plt.plot(xx, -np.minimum(xx, 0), 'm-', label="Perceptron loss") plt.plot(xx, np.log2(1 + np.exp(-xx)), 'r-', label="Log loss") plt.plot(xx, np.where(xx < 1, 1 - xx, 0) ** 2, 'b-', label="Squared hinge loss") plt.plot(xx, modified_huber_loss(xx, 1), 'y--', label="Modified Huber loss") plt.ylim((0, 8)) plt.legend(loc="upper right") plt.xlabel(r"Decision function $f(x)$") plt.ylabel("$L(y, f(x))$") plt.show()
bsd-3-clause
mattjj/pyhsmm-autoregressive
tests/test_distributions.py
2
4232
from __future__ import division import numpy as np import abc from matplotlib import pyplot as plt from nose.plugins.attrib import attr from pyhsmm.basic.pybasicbayes.testing.mixins import BigDataGibbsTester from .. import distributions as d from ..util import AR_striding # TODO merge nlags, prefixes into the hyperparameter settings # TODO params_close should depend on setting_idx class ARBigDataGibbsTester(BigDataGibbsTester): def check_big_data(self,setting_idx,hypparam_dict): d1 = self.distribution_class(**hypparam_dict) d2 = self.distribution_class(**hypparam_dict) data = d1.rvs(prefix=self.prefixes[setting_idx],length=self.big_data_size) d2.resample(AR_striding(data,self.nlagss[setting_idx])) assert self.params_close(d1,d2) @abc.abstractproperty def prefixes(self): pass @abc.abstractproperty def nlagss(self): pass @attr('AR_MNIW') class Test_AR_MNIW(ARBigDataGibbsTester): @property def distribution_class(self): return d.AR_MNIW @property def hyperparameter_settings(self): return ( dict(nu_0=25,S_0=25*np.eye(2),M_0=np.zeros((2,4)),Kinv_0=np.eye(4), A=np.hstack((-0.2*np.eye(2),1.2*np.eye(2))),sigma=np.eye(2)), dict(nu_0=25,S_0=2*25*np.eye(2),M_0=np.zeros((2,4)),Kinv_0=1./3*np.eye(4), A=np.hstack((-0.2*np.eye(2),1.2*np.eye(2))),sigma=np.eye(2)), ) @property def prefixes(self): return (np.zeros((2,2)),np.zeros((2,2))) @property def nlagss(self): return (2,2) def params_close(self,d1,d2): return np.linalg.norm(d1.fullA-d2.fullA) < 0.1 \ and np.linalg.norm(d1.sigma-d2.sigma) < 0.1 @property def big_data_size(self): return 10000 @property def big_data_repeats_per_setting(self): return 3 @attr('AR_MNFixedSigma') class Test_AR_MNFixedSigma(ARBigDataGibbsTester): @property def distribution_class(self): return d.AR_MNFixedSigma @property def hyperparameter_settings(self): return ( dict(sigma=np.diag([1.,2.]),M_0=np.zeros((2,4)),Uinv_0=np.diag([1e-2,2e-2]), Vinv_0=np.diag([1e-2,2e-2,1e-2,1e-2]), A=np.hstack((-0.2*np.eye(2),1.2*np.eye(2)))), ) @property def prefixes(self): return (np.zeros((2,2)),) @property def nlagss(self): return (2,) def params_close(self,d1,d2): return np.linalg.norm(d1.fullA-d2.fullA) < 0.1 @property def big_data_size(self): return 10000 @property def big_data_repeats_per_setting(self): return 3 @attr('AR_IWFixedA') class Test_AR_IWFixedA(ARBigDataGibbsTester): @property def distribution_class(self): return d.AR_IWFixedA @property def hyperparameter_settings(self): return ( dict(A=np.hstack((-0.2*np.eye(2),1.2*np.eye(2))),nu_0=4,S_0=4*np.eye(2)), ) @property def prefixes(self): return (np.zeros((2,2)),) @property def nlagss(self): return (2,) def params_close(self,d1,d2): return np.linalg.norm(d1.sigma-d2.sigma) < 0.25 @property def big_data_size(self): return 10000 @property def big_data_repeats_per_setting(self): return 3 @attr('AR_MN_IW_Nonconj') class Test_AR_MN_IW_Nonconj(ARBigDataGibbsTester): @property def distribution_class(self): return d.AR_MN_IW_Nonconj @property def hyperparameter_settings(self): return ( dict( nu_0=5,S_0=5*np.eye(2), M_0=np.zeros((2,4)),Uinv_0=1e-2*np.eye(2),Vinv_0=1e-2*np.eye(4), A=np.hstack((-0.2*np.eye(2),1.2*np.eye(2))),sigma=np.eye(2), niter=10), ) @property def prefixes(self): return (np.zeros((2,2)),) @property def nlagss(self): return (2,) def params_close(self,d1,d2): return np.linalg.norm(d1.fullA-d2.fullA) < 1.5 @property def big_data_size(self): return 5000 @property def big_data_repeats_per_setting(self): return 3
gpl-2.0
mdastro/UV_ETGs
GAMAII/Coding/abmag_newcat.py
1
8179
#!/usr/bin/python # -*- coding: utf-8 -*- """ Creating new catalog with the corrected AB magnitudes, absolute magnitudes and adds a flag for the UV classification This version treats the data from GAMA II. @author: Maria Luiza Linhares Dantas @date: 2018.07.03 @version: 0.0.5 Comment 01: pivot wavelengths from http://www.astro.ljmu.ac.uk/~ikb/research/mags-fluxes/ Comment 02: AB offsets for UKIDSS taken from: http://www.ukidss.org/technical/photom/hewett-ukidss.pdf """ # ====================================================================================================================== from __future__ import division import os import pandas as pd import pyneb as pn import numpy as np from astropy.cosmology import FlatLambdaCDM # ====================================================================================================================== # Main thread if __name__ == '__main__': # Constants -------------------------------------------------------------------------------------------------------- c = 2.99792458E18 # Light Speed in Angstrom/s # Configuring paths and inputs ------------------------------------------------------------------------------------- data_path = '/home/mldantas/Google Drive/Doutorado/GAMAII/Catalogue' raw_catalog = 'Match06_small.csv' pivot_wavelengths_file = '/home/mldantas/Google Drive/Doutorado/GAMAII/pivot_wls.csv' offset_ab_mags = '/home/mldantas/Google Drive/Doutorado/GAMAII/offset_abmags.csv' master_dataframe = pd.DataFrame(pd.read_csv(os.path.join(data_path, raw_catalog))) master_catalog = np.loadtxt(os.path.join(data_path, raw_catalog), delimiter=',', dtype=str) pivot_wavelengths = np.loadtxt(os.path.join(data_path, pivot_wavelengths_file), delimiter=',', dtype=float, skiprows=1) offset_ab_mags = np.loadtxt(os.path.join(data_path, offset_ab_mags), delimiter=',', dtype=float, skiprows=1) my_dictionary = {} for i in range(len(master_catalog[0, :])): # Converting numpy array into dictionary my_dictionary[master_catalog[0, i]] = np.array(master_catalog[0 + 1:, i], dtype=str) # Selecting the magnitudes, extinction, kcorr,... ------------------------------------------------------------------ ## magnitudes ------------------------------------------------------------------------------------------------------ mag_apparent_all = np.column_stack((my_dictionary['BEST_MAG_FUV'].astype(float), my_dictionary['BEST_MAG_NUV'].astype(float), my_dictionary['MODELMAG_U'].astype(float), my_dictionary['MODELMAG_G'].astype(float), my_dictionary['MODELMAG_R'].astype(float), my_dictionary['MODELMAG_I'].astype(float), my_dictionary['MODELMAG_Z'].astype(float), my_dictionary['MAG_PETRO_Y'].astype(float), my_dictionary['MAG_PETRO_J'].astype(float), my_dictionary['MAG_PETRO_H'].astype(float), my_dictionary['MAG_PETRO_K'].astype(float))) ## k-corrections for z=0.0 ----------------------------------------------------------------------------------------- kcorr_all = np.column_stack((my_dictionary['KCORR_FUV'].astype(float), my_dictionary['KCORR_NUV'].astype(float), my_dictionary['KCORR_U'].astype(float), my_dictionary['KCORR_G'].astype(float), my_dictionary['KCORR_R'].astype(float), my_dictionary['KCORR_I'].astype(float), my_dictionary['KCORR_Z'].astype(float), my_dictionary['KCORR_Y'].astype(float), my_dictionary['KCORR_J'].astype(float), my_dictionary['KCORR_H'].astype(float), my_dictionary['KCORR_K'].astype(float))) ## extinction ------------------------------------------------------------------------------------------------------ ebv = my_dictionary['extBV'].astype(float) dered = pn.RedCorr(law='F99', R_V=3.1, E_BV=ebv) extinction = [] for i in range(pivot_wavelengths.size): extinction_i = dered.getCorr(pivot_wavelengths[i], rel_wave=None) # extinction in flux extinction_i = np.log10(extinction_i/2.5) # extinction in magnitude extinction.append(extinction_i) extinction = np.array(extinction).T # Correcting magnitudes by: extinction, k-correction, offset ------------------------------------------------------- mag_ab_all = [] for each_band in range(mag_apparent_all[0, :].size): # for each band among galex, sdss, and ukidss surveys: mag_ab_i = mag_apparent_all[:, each_band] + kcorr_all[:, each_band] + extinction[:, each_band] + \ offset_ab_mags[each_band] mag_ab_all.append(mag_ab_i) mag_ab_all = np.array(mag_ab_all).T mag_ab_all = np.squeeze(mag_ab_all) # literally squeezing the dimensions in order to be the smallest possible # Calculating absolute magnitude ----------------------------------------------------------------------------------- adopted_cosmology = FlatLambdaCDM(H0=70, Om0=0.3) # cosmology parameters redshift = my_dictionary['Z'].astype(float) # heliocentric redshift luminosity_distance = adopted_cosmology.luminosity_distance(redshift).value # in Mpc mag_absolute = [] for each_band in range(mag_apparent_all[0, :].size): mag_absolute_i = mag_ab_all[:, each_band] - 5 * np.log10(luminosity_distance) - 25 mag_absolute.append(mag_absolute_i) mag_absolute = np.array(mag_absolute).T # Defining the new catalog ----------------------------------------------------------------------------------------- mag_ab_df = pd.DataFrame(mag_ab_all) mag_ab_df.columns = ['MAG_AB_FUV', 'MAG_AB_NUV', 'MAG_AB_U', 'MAG_AB_G', 'MAG_AB_R', 'MAG_AB_I', 'MAG_AB_Z', 'MAG_AB_Y', 'MAG_AB_J','MAG_AB_H','MAG_AB_K'] mag_absolute_df = pd.DataFrame(mag_absolute) mag_absolute_df.columns = ['MAG_ABSOLUTE_FUV', 'MAG_ABSOLUTE_NUV', 'MAG_ABSOLUTE_U', 'MAG_ABSOLUTE_G', 'MAG_ABSOLUTE_R', 'MAG_ABSOLUTE_I', 'MAG_ABSOLUTE_Z', 'MAG_ABSOLUTE_Y', 'MAG_ABSOLUTE_J', 'MAG_ABSOLUTE_H','MAG_ABSOLUTE_K'] # Creating an UV classification flag based on the paper of Yi et al. (2011) ---------------------------------------- uv_color = mag_ab_df['MAG_AB_FUV'] - mag_ab_df['MAG_AB_NUV'] optical_uv_nuv_color = mag_ab_df['MAG_AB_NUV'] - mag_ab_df['MAG_AB_R'] optical_uv_fuv_color = mag_ab_df['MAG_AB_FUV'] - mag_ab_df['MAG_AB_R'] uv_class = [] for i in range(mag_ab_df['MAG_AB_FUV'].size): if optical_uv_nuv_color[i] < 5.4: uv_class_i = 'RSF' elif (optical_uv_nuv_color[i] > 5.4) * (uv_color[i] < 0.9) * (optical_uv_fuv_color[i] < 6.6): uv_class_i = 'UV_UPTURN' else: uv_class_i = 'UV_WEAK' uv_class.append(uv_class_i) uv_class = np.array(uv_class) uv_class_df = pd.DataFrame(uv_class) uv_class_df.columns = ['UV_CLASS_YI2011'] # Saving the new dataset into a csv -------------------------------------------------------------------------------- complete_dataset = pd.concat([master_dataframe, mag_ab_df, mag_absolute_df, uv_class_df], axis=1) complete_dataset.to_csv(os.path.join(data_path, 'Match06_small_mags.csv'), sep=',', header=True, index=False)
mit
ndingwall/scikit-learn
benchmarks/bench_plot_svd.py
12
2871
"""Benchmarks of Singular Value Decomposition (Exact and Approximate) The data is mostly low rank but is a fat infinite tail. """ import gc from time import time import numpy as np from collections import defaultdict from scipy.linalg import svd from sklearn.utils.extmath import randomized_svd from sklearn.datasets import make_low_rank_matrix def compute_bench(samples_range, features_range, n_iter=3, rank=50): it = 0 results = defaultdict(lambda: []) max_it = len(samples_range) * len(features_range) for n_samples in samples_range: for n_features in features_range: it += 1 print('====================') print('Iteration %03d of %03d' % (it, max_it)) print('====================') X = make_low_rank_matrix(n_samples, n_features, effective_rank=rank, tail_strength=0.2) gc.collect() print("benchmarking scipy svd: ") tstart = time() svd(X, full_matrices=False) results['scipy svd'].append(time() - tstart) gc.collect() print("benchmarking scikit-learn randomized_svd: n_iter=0") tstart = time() randomized_svd(X, rank, n_iter=0) results['scikit-learn randomized_svd (n_iter=0)'].append( time() - tstart) gc.collect() print("benchmarking scikit-learn randomized_svd: n_iter=%d " % n_iter) tstart = time() randomized_svd(X, rank, n_iter=n_iter) results['scikit-learn randomized_svd (n_iter=%d)' % n_iter].append(time() - tstart) return results if __name__ == '__main__': from mpl_toolkits.mplot3d import axes3d # register the 3d projection import matplotlib.pyplot as plt samples_range = np.linspace(2, 1000, 4).astype(int) features_range = np.linspace(2, 1000, 4).astype(int) results = compute_bench(samples_range, features_range) label = 'scikit-learn singular value decomposition benchmark results' fig = plt.figure(label) ax = fig.gca(projection='3d') for c, (label, timings) in zip('rbg', sorted(results.items())): X, Y = np.meshgrid(samples_range, features_range) Z = np.asarray(timings).reshape(samples_range.shape[0], features_range.shape[0]) # plot the actual surface ax.plot_surface(X, Y, Z, rstride=8, cstride=8, alpha=0.3, color=c) # dummy point plot to stick the legend to since surface plot do not # support legends (yet?) ax.plot([1], [1], [1], color=c, label=label) ax.set_xlabel('n_samples') ax.set_ylabel('n_features') ax.set_zlabel('Time (s)') ax.legend() plt.show()
bsd-3-clause
benoute/flockml
ensemble.py
1
6009
import numpy as np import copy from sklearn import metrics from sklearn.base import BaseEstimator from IPython.parallel import interactive @interactive def do_fit(classifier, dump_file, get_features_func, features_index): from sklearn.externals import joblib X, y = joblib.load(dump_file, mmap_mode='r') #features_list = joblib.load(features_list_file, mmap_mode='r') features = get_features_func(features_index) return classifier.fit(X[:, features], y) @interactive def do_predict_proba(classifier, dump_file, get_features_func, features_index): from sklearn.externals import joblib X = joblib.load(dump_file, mmap_mode='r') #features_list = joblib.load(features_list_file, mmap_mode='r') features = get_features_func(features_index) return classifier.predict_proba(X[:, features]) @interactive def do_fit_predict(classifier, dump_file_train, dump_file_test, get_features_func, features_index): from sklearn.externals import joblib Xtrain, ytrain = joblib.load(dump_file_train, mmap_mode='r') Xtest = joblib.load(dump_file_test, mmap_mode='r') features = get_features_func(features_index) classifier.fit(Xtrain[:, features], ytrain) return classifier.predict_proba(Xtest[:, features]) class Ensemble(BaseEstimator): """ Take a list of classifiers and combine them. """ def __init__(self, classifiers, weights): self.classifiers = classifiers self.weights = weights def fit(self, X, y): for classifier in self.classifiers: classifier.fit(X,y) return self def predict_proba(self, Xtest): y = np.zeros(Xtest.shape[0]) for classifier, weight in zip(self.classifiers, self.weights): y += weight * classifier.predict_proba(Xtest) def score(self, X, y, method='auc'): yhat = self.predict_proba(X) fpr, tpr, thresholds = metrics.roc_curve(y, yhat, pos_label=1) return metrics.auc(fpr, tpr) class EnsembleFeature(BaseEstimator): """ Create a ensemble using a single type of classifier but with different feature selected. """ def __init__(self, classifier, num_features, get_features_fun, weights, dump_path='dumps/splits/'): self.classifiers = [copy.deepcopy(classifier) for i in xrange(num_features)] self.get_features_fun = get_features_fun self.weights = weights self.dump_path = dump_path self.lb_view=None def set_lb_view(self, lb_view): self.lb_view = lb_view def fit(self, X, y): if self.lb_view: from sklearn.externals import joblib tasks = [] dump_file = self.dump_path + 'ensemble_fit_Xyfeat.pkl' joblib.dump((X,y), dump_file) for i, classifier in enumerate(self.classifiers): task = self.lb_view.apply(do_fit, classifier, dump_file, self.get_features_fun, i) tasks.append(task) for i, task in enumerate(tasks): self.lb_view.wait(task) self.classifiers[i] = task.get() else: for i, classifier in enumerate(self.classifiers): features = self.get_features_fun(i) classifier.fit(X[:, features], y) return self def predict_proba(self, Xtest): y = np.zeros((Xtest.shape[0], 2)) if self.lb_view: from sklearn.externals import joblib tasks = [] dump_file = self.dump_path + 'ensemble_predict_X.pkl' joblib.dump(Xtest, dump_file) for i, classifier in enumerate(self.classifiers): task = self.lb_view.apply(do_predict_proba, classifier, dump_file, self.get_features_fun, i) tasks.append(task) for task, weight in zip(tasks, self.weights): self.lb_view.wait(task) y += weight * task.get() else: for i,classifier, features, weight in enumerate(self.classifiers): features = self.get_features_fun(i) y += self.weights[i] * classifier.predict_proba(Xtest[:, features]) return y def fit_predict(self, Xtrain, ytrain, Xtest): y = np.zeros((Xtest.shape[0], 2)) if self.lb_view: from sklearn.externals import joblib tasks = [] dump_file_train = self.dump_path + 'ensemble_fit_Xyfeat.pkl' joblib.dump((Xtrain,ytrain), dump_file_train) dump_file_test = self.dump_path + 'ensemble_predict_X.pkl' joblib.dump(Xtest, dump_file_test) for i, classifier in enumerate(self.classifiers): task = self.lb_view.apply(do_fit_predict, classifier, dump_file_train, dump_file_test, self.get_features_fun, i) tasks.append(task) for task, weight in zip(tasks, self.weights): self.lb_view.wait(task) y += weight * task.get() else: for i,classifier, features, weight in enumerate(self.classifiers): features = self.get_features_fun(i) classifier.fit(Xtrain[:, features], ytrain) y += self.weights[i] * classifier.predict_proba(Xtest[:, features]) return y def score(self, X, y, method='auc'): yhat = self.predict_proba(X)[:,1] fpr, tpr, thresholds = metrics.roc_curve(y, yhat, pos_label=1) return metrics.auc(fpr, tpr) def fit_score(self, Xtrain, ytrain, Xtest, ytest, method='auc'): ytest_hat = self.fit_predict(Xtrain, ytrain, Xtest)[:,1] fpr, tpr, thresholds = metrics.roc_curve(ytest, ytest_hat, pos_label=1) return metrics.auc(fpr, tpr)
bsd-2-clause
dgwakeman/mne-python
examples/time_frequency/plot_compute_source_psd_epochs.py
19
2833
""" ===================================================================== Compute Power Spectral Density of inverse solution from single epochs ===================================================================== Compute PSD of dSPM inverse solution on single trial epochs restricted to a brain label. The PSD is computed using a multi-taper method with Discrete Prolate Spheroidal Sequence (DPSS) windows. """ # Author: Martin Luessi <[email protected]> # # License: BSD (3-clause) import numpy as np import matplotlib.pyplot as plt import mne from mne.datasets import sample from mne.io import Raw from mne.minimum_norm import read_inverse_operator, compute_source_psd_epochs print(__doc__) data_path = sample.data_path() fname_inv = data_path + '/MEG/sample/sample_audvis-meg-oct-6-meg-inv.fif' fname_raw = data_path + '/MEG/sample/sample_audvis_raw.fif' fname_event = data_path + '/MEG/sample/sample_audvis_raw-eve.fif' label_name = 'Aud-lh' fname_label = data_path + '/MEG/sample/labels/%s.label' % label_name event_id, tmin, tmax = 1, -0.2, 0.5 snr = 1.0 # use smaller SNR for raw data lambda2 = 1.0 / snr ** 2 method = "dSPM" # use dSPM method (could also be MNE or sLORETA) # Load data inverse_operator = read_inverse_operator(fname_inv) label = mne.read_label(fname_label) raw = Raw(fname_raw) events = mne.read_events(fname_event) # Set up pick list include = [] raw.info['bads'] += ['EEG 053'] # bads + 1 more # pick MEG channels picks = mne.pick_types(raw.info, meg=True, eeg=False, stim=False, eog=True, include=include, exclude='bads') # Read epochs epochs = mne.Epochs(raw, events, event_id, tmin, tmax, picks=picks, baseline=(None, 0), reject=dict(mag=4e-12, grad=4000e-13, eog=150e-6)) # define frequencies of interest fmin, fmax = 0., 70. bandwidth = 4. # bandwidth of the windows in Hz # compute source space psd in label # Note: By using "return_generator=True" stcs will be a generator object # instead of a list. This allows us so to iterate without having to # keep everything in memory. stcs = compute_source_psd_epochs(epochs, inverse_operator, lambda2=lambda2, method=method, fmin=fmin, fmax=fmax, bandwidth=bandwidth, label=label, return_generator=True) # compute average PSD over the first 10 epochs n_epochs = 10 for i, stc in enumerate(stcs): if i >= n_epochs: break if i == 0: psd_avg = np.mean(stc.data, axis=0) else: psd_avg += np.mean(stc.data, axis=0) psd_avg /= n_epochs freqs = stc.times # the frequencies are stored here plt.figure() plt.plot(freqs, psd_avg) plt.xlabel('Freq (Hz)') plt.ylabel('Power Spectral Density') plt.show()
bsd-3-clause
brupoon/nextTwilight
hyperleda/hyperFinal.py
1
4273
# -*- coding: utf-8 -*- """ Created on Wed Nov 12 11:46:12 2014 @title: Hyperleda Final Project @author: bp """ import numpy as np from matplotlib import pyplot as plt from math import log10 afile = r"C:\ast\hyperleda\bhbDataC.txt" adata = np.loadtxt(afile, usecols=[1,2,3,4,6,7,8,9,10,11,12,13,14,17,18]) #graph a mbh = adata[:,2] #mbh, msun reff = adata[:,14] #Reff in i-band, arcsec mbhSr = [] reffSr = [] #graph c rinf = adata[:,12] #Rinf, arcsec mbh2Sr = [] rinfSr = [] #graph d mbh3Sr = [] sigma = adata[:,4] #velocity dispersion km/s sigmaSr = [] #graph e sigma2Sr = [] rinf2Sr = [] #graph h dist = adata[:,0] mbh4Sr = [] distSr = [] #graph b bfile = r"C:\ast\hyperleda\hyperledaAGN.cgi" bdata = np.loadtxt(bfile) bdataX = bdata[:,0] bdataY = bdata[:,1] bdataSrX = [] bdataSrY = [] #graph f ffile = r"C:\ast\hyperleda\hyperledaQmabs-noname.cgi" fdata = np.loadtxt(ffile, usecols=[0,3]) fdataX = fdata[:,1] fdataY = fdata[:,0] fdataSrX = [] fdataSrY = [] #graph g gfile = r"C:\ast\hyperleda\hyperledaSeyfertmabs-noname.cgi" gdata = np.loadtxt(gfile, usecols=[0,3]) gdataX = gdata[:,1] gdataY = gdata[:,0] gdataSrX = [] gdataSrY = [] def errDetectorBH(dataX, dataY, dataSrX, dataSrY): for i in range(0,len(dataX)-1): if dataX[i] != 0 and dataY[i] != 0: dataSrX.append(dataX[i]) dataSrY.append(dataY[i]) def logify(array): retArray = [] for i in range(0, len(array)): retArray.append(log10(array[i])) return retArray def errDetector(dataX, dataY, dataSrX, dataSrY): for i in range(0,len(dataX)): if dataX[i] != -99999 and dataY[i] != -99999: dataSrX.append(dataX[i]) dataSrY.append(dataY[i]) def plot(x,y,title,xlbl,ylbl,i): plt.figure(i) plt.clf() plt.plot(x,y,'g.',markersize = 4) plt.title(title) plt.xlabel(xlbl) plt.ylabel(ylbl) plt.show() def plotAlt(x,y,title,xlbl,ylbl,i): plt.figure(i) plt.clf() plt.plot(x,y,'g.',markersize = 4) plt.title(title) plt.xlabel(xlbl) plt.ylabel(ylbl) if __name__ == '__main__': aTitle = "Black Hole Mass vs Effective Radius" axlbl = "Effective Radius (arcsec)" aylbl = "Black Hole Mass (log(Msun))" errDetectorBH(reff, mbh, reffSr, mbhSr) plot(reffSr,logify(mbhSr),aTitle,axlbl,aylbl, 0) bTitle = "MABS vs Galaxy Morphology (for agnclass S1)" bylbl = "MABS" bxlbl = "Morphology" errDetector(bdataX, bdataY, bdataSrX, bdataSrY) plot(bdataSrX,bdataSrY,bTitle,bxlbl,bylbl, 1) cTitle = "Radius of Influence vs Black Hole Mass" cxlbl = "Black Hole Mass (log(Msun))" cylbl = "Radius of Influence (arcsec)" errDetectorBH(mbh, rinf, mbh2Sr, rinfSr) #plotAlt(mbh2Sr, rinfSr, cTitle, cxlbl, cylbl, 2) #cfit = np.polyfit(mbh2Sr, rinfSr, 4) #cpoly = poly1d(cfit) #plt.plot(mbh2Sr, cpoly(mbh2Sr), 'b.') #plt.show() plot(logify(mbh2Sr), rinfSr, cTitle, cxlbl, cylbl, 2) dTitle = "Velocity Dispersion vs Black Hole Mass" dx = "Black Hole Mass (log(Msun))" dy = "Velocity Dispersion (km/s)" errDetectorBH(mbh, sigma, mbh3Sr, sigmaSr) #do log of mbh and figure out wtf is wrong with y lbl plotAlt(logify(mbh3Sr), sigmaSr, dTitle, dx, dy, 3) dfit = np.polyfit(logify(mbh3Sr), sigmaSr, 1) dpoly = np.poly1d(dfit) plt.plot(logify(mbh3Sr), dpoly(logify(mbh3Sr)), '-') eTitle = "Radius of Influence vs Velocity Dispersion" ey = "Radius of Influence (arcsec)" ex = "Velocity Dispersion (km/s)" errDetectorBH(rinf, sigma, rinf2Sr, sigma2Sr) plot(sigma2Sr, rinf2Sr, eTitle, ex, ey, 4) fTitle = "MABS vs Galaxy Morphology (for agnclass Q)" fylbl = "MABS" fxlbl = "Morphology" errDetector(fdataX, fdataY, fdataSrX, fdataSrY) plot(fdataSrX,fdataSrY,fTitle,fxlbl,fylbl, 5) gTitle = "MABS vs Galaxy Morphology (for agnclass S1 and S1n)" gylbl = "MABS" gxlbl = "Morphology" errDetector(gdataX, gdataY, gdataSrX, gdataSrY) plot(gdataSrX,gdataSrY,gTitle,gxlbl,gylbl, 6) hTitle = "Black Hole Mass vs Distance" hylbl = "Black Hole Mass (log(Msun))" hxlbl = "Distance (Mpc)" errDetectorBH(mbh, dist, mbh4Sr, distSr) plot(distSr, mbh4Sr, hTitle, hxlbl, hylbl, 7)
mit
aleju/ImageAugmenter
imgaug/augmentables/heatmaps.py
2
25136
"""Classes to represent heatmaps, i.e. float arrays of ``[0.0, 1.0]``.""" from __future__ import print_function, division, absolute_import import numpy as np import six.moves as sm from .. import imgaug as ia from .base import IAugmentable class HeatmapsOnImage(IAugmentable): """Object representing heatmaps on a single image. Parameters ---------- arr : (H,W) ndarray or (H,W,C) ndarray Array representing the heatmap(s) on a single image. Multiple heatmaps may be provided, in which case ``C`` is expected to denote the heatmap index. The array must be of dtype ``float32``. shape : tuple of int Shape of the image on which the heatmap(s) is/are placed. **Not** the shape of the heatmap(s) array, unless it is identical to the image shape (note the likely difference between the arrays in the number of channels). This is expected to be ``(H, W)`` or ``(H, W, C)`` with ``C`` usually being ``3``. If there is no corresponding image, use ``(H_arr, W_arr)`` instead, where ``H_arr`` is the height of the heatmap(s) array (analogous ``W_arr``). min_value : float, optional Minimum value for the heatmaps that `arr` represents. This will usually be ``0.0``. max_value : float, optional Maximum value for the heatmaps that `arr` represents. This will usually be ``1.0``. """ def __init__(self, arr, shape, min_value=0.0, max_value=1.0): """Construct a new HeatmapsOnImage object.""" assert ia.is_np_array(arr), ( "Expected numpy array as heatmap input array, " "got type %s" % (type(arr),)) # TODO maybe allow 0-sized heatmaps? in that case the min() and max() # must be adjusted assert arr.shape[0] > 0 and arr.shape[1] > 0, ( "Expected numpy array as heatmap with height and width greater " "than 0, got shape %s." % (arr.shape,)) assert arr.dtype.name in ["float32"], ( "Heatmap input array expected to be of dtype float32, " "got dtype %s." % (arr.dtype,)) assert arr.ndim in [2, 3], ( "Heatmap input array must be 2d or 3d, got shape %s." % ( arr.shape,)) assert len(shape) in [2, 3], ( "Argument 'shape' in HeatmapsOnImage expected to be 2d or 3d, " "got shape %s." % (shape,)) assert min_value < max_value, ( "Expected min_value to be lower than max_value, " "got %.4f and %.4f" % (min_value, max_value)) eps = np.finfo(arr.dtype).eps components = arr.flat[0:50] beyond_min = np.min(components) < min_value - eps beyond_max = np.max(components) > max_value + eps if beyond_min or beyond_max: ia.warn( "Value range of heatmap was chosen to be (%.8f, %.8f), but " "found actual min/max of (%.8f, %.8f). Array will be " "clipped to chosen value range." % ( min_value, max_value, np.min(arr), np.max(arr))) arr = np.clip(arr, min_value, max_value) if arr.ndim == 2: arr = arr[..., np.newaxis] self.arr_was_2d = True else: self.arr_was_2d = False min_is_zero = 0.0 - eps < min_value < 0.0 + eps max_is_one = 1.0 - eps < max_value < 1.0 + eps if min_is_zero and max_is_one: self.arr_0to1 = arr else: self.arr_0to1 = (arr - min_value) / (max_value - min_value) self.shape = shape self.min_value = min_value self.max_value = max_value def get_arr(self): """Get the heatmap's array in value range provided to ``__init__()``. The :class:`HeatmapsOnImage` object saves heatmaps internally in the value range ``[0.0, 1.0]``. This function converts the internal representation to ``[min, max]``, where ``min`` and ``max`` are provided to :func:`HeatmapsOnImage.__init__` upon instantiation of the object. Returns ------- (H,W) ndarray or (H,W,C) ndarray Heatmap array of dtype ``float32``. """ if self.arr_was_2d and self.arr_0to1.shape[2] == 1: arr = self.arr_0to1[:, :, 0] else: arr = self.arr_0to1 eps = np.finfo(np.float32).eps min_is_zero = 0.0 - eps < self.min_value < 0.0 + eps max_is_one = 1.0 - eps < self.max_value < 1.0 + eps if min_is_zero and max_is_one: return np.copy(arr) diff = self.max_value - self.min_value return self.min_value + diff * arr # TODO # def find_global_maxima(self): # raise NotImplementedError() def draw(self, size=None, cmap="jet"): """Render the heatmaps as RGB images. Parameters ---------- size : None or float or iterable of int or iterable of float, optional Size of the rendered RGB image as ``(height, width)``. See :func:`~imgaug.imgaug.imresize_single_image` for details. If set to ``None``, no resizing is performed and the size of the heatmaps array is used. cmap : str or None, optional Name of the ``matplotlib`` color map to use when convert the heatmaps to RGB images. If set to ``None``, no color map will be used and the heatmaps will be converted to simple intensity maps. Returns ------- list of (H,W,3) ndarray Rendered heatmaps as ``uint8`` arrays. Always a **list** containing one RGB image per heatmap array channel. """ heatmaps_uint8 = self.to_uint8() heatmaps_drawn = [] for c in sm.xrange(heatmaps_uint8.shape[2]): # We use c:c+1 here to get a (H,W,1) array. Otherwise imresize # would have to re-attach an axis. heatmap_c = heatmaps_uint8[..., c:c+1] if size is not None: heatmap_c_rs = ia.imresize_single_image( heatmap_c, size, interpolation="nearest") else: heatmap_c_rs = heatmap_c heatmap_c_rs = np.squeeze(heatmap_c_rs).astype(np.float32) / 255.0 if cmap is not None: # import only when necessary (faster startup; optional # dependency; less fragile -- see issue #225) import matplotlib.pyplot as plt cmap_func = plt.get_cmap(cmap) heatmap_cmapped = cmap_func(heatmap_c_rs) heatmap_cmapped = np.delete(heatmap_cmapped, 3, 2) else: heatmap_cmapped = np.tile( heatmap_c_rs[..., np.newaxis], (1, 1, 3)) heatmap_cmapped = np.clip( heatmap_cmapped * 255, 0, 255).astype(np.uint8) heatmaps_drawn.append(heatmap_cmapped) return heatmaps_drawn def draw_on_image(self, image, alpha=0.75, cmap="jet", resize="heatmaps"): """Draw the heatmaps as overlays over an image. Parameters ---------- image : (H,W,3) ndarray Image onto which to draw the heatmaps. Expected to be of dtype ``uint8``. alpha : float, optional Alpha/opacity value to use for the mixing of image and heatmaps. Larger values mean that the heatmaps will be more visible and the image less visible. cmap : str or None, optional Name of the ``matplotlib`` color map to use. See :func:`HeatmapsOnImage.draw` for details. resize : {'heatmaps', 'image'}, optional In case of size differences between the image and heatmaps, either the image or the heatmaps can be resized. This parameter controls which of the two will be resized to the other's size. Returns ------- list of (H,W,3) ndarray Rendered overlays as ``uint8`` arrays. Always a **list** containing one RGB image per heatmap array channel. """ # assert RGB image assert image.ndim == 3, ( "Expected to draw on three-dimensional image, " "got %d dimensions with shape %s instead." % ( image.ndim, image.shape)) assert image.shape[2] == 3, ( "Expected RGB image, got %d channels instead." % (image.shape[2],)) assert image.dtype.name == "uint8", ( "Expected uint8 image, got dtype %s." % (image.dtype.name,)) assert 0 - 1e-8 <= alpha <= 1.0 + 1e-8, ( "Expected 'alpha' to be in the interval [0.0, 1.0], got %.4f" % ( alpha)) assert resize in ["heatmaps", "image"], ( "Expected resize to be \"heatmaps\" or \"image\", " "got %s instead." % (resize,)) if resize == "image": image = ia.imresize_single_image( image, self.arr_0to1.shape[0:2], interpolation="cubic") heatmaps_drawn = self.draw( size=image.shape[0:2] if resize == "heatmaps" else None, cmap=cmap) # TODO use blend_alpha here mix = [ np.clip( (1-alpha) * image + alpha * heatmap_i, 0, 255 ).astype(np.uint8) for heatmap_i in heatmaps_drawn] return mix def invert(self): """Invert each component in the heatmap. This shifts low values towards high values and vice versa. This changes each value to:: v' = max - (v - min) where ``v`` is the value at a spatial location, ``min`` is the minimum value in the heatmap and ``max`` is the maximum value. As the heatmap uses internally a ``0.0`` to ``1.0`` representation, this simply becomes ``v' = 1.0 - v``. This function can be useful e.g. when working with depth maps, where algorithms might have an easier time representing the furthest away points with zeros, requiring an inverted depth map. Returns ------- imgaug.augmentables.heatmaps.HeatmapsOnImage Inverted heatmap. """ arr_inv = HeatmapsOnImage.from_0to1( 1 - self.arr_0to1, shape=self.shape, min_value=self.min_value, max_value=self.max_value) arr_inv.arr_was_2d = self.arr_was_2d return arr_inv def pad(self, top=0, right=0, bottom=0, left=0, mode="constant", cval=0.0): """Pad the heatmaps at their top/right/bottom/left side. Parameters ---------- top : int, optional Amount of pixels to add at the top side of the heatmaps. Must be ``0`` or greater. right : int, optional Amount of pixels to add at the right side of the heatmaps. Must be ``0`` or greater. bottom : int, optional Amount of pixels to add at the bottom side of the heatmaps. Must be ``0`` or greater. left : int, optional Amount of pixels to add at the left side of the heatmaps. Must be ``0`` or greater. mode : string, optional Padding mode to use. See :func:`~imgaug.imgaug.pad` for details. cval : number, optional Value to use for padding `mode` is ``constant``. See :func:`~imgaug.imgaug.pad` for details. Returns ------- imgaug.augmentables.heatmaps.HeatmapsOnImage Padded heatmaps of height ``H'=H+top+bottom`` and width ``W'=W+left+right``. """ from ..augmenters import size as iasize arr_0to1_padded = iasize.pad( self.arr_0to1, top=top, right=right, bottom=bottom, left=left, mode=mode, cval=cval) # TODO change to deepcopy() return HeatmapsOnImage.from_0to1( arr_0to1_padded, shape=self.shape, min_value=self.min_value, max_value=self.max_value) def pad_to_aspect_ratio(self, aspect_ratio, mode="constant", cval=0.0, return_pad_amounts=False): """Pad the heatmaps until they match a target aspect ratio. Depending on which dimension is smaller (height or width), only the corresponding sides (left/right or top/bottom) will be padded. In each case, both of the sides will be padded equally. Parameters ---------- aspect_ratio : float Target aspect ratio, given as width/height. E.g. ``2.0`` denotes the image having twice as much width as height. mode : str, optional Padding mode to use. See :func:`~imgaug.imgaug.pad` for details. cval : number, optional Value to use for padding if `mode` is ``constant``. See :func:`~imgaug.imgaug.pad` for details. return_pad_amounts : bool, optional If ``False``, then only the padded instance will be returned. If ``True``, a tuple with two entries will be returned, where the first entry is the padded instance and the second entry are the amounts by which each array side was padded. These amounts are again a tuple of the form ``(top, right, bottom, left)``, with each value being an integer. Returns ------- imgaug.augmentables.heatmaps.HeatmapsOnImage Padded heatmaps as :class:`HeatmapsOnImage` instance. tuple of int Amounts by which the instance's array was padded on each side, given as a tuple ``(top, right, bottom, left)``. This tuple is only returned if `return_pad_amounts` was set to ``True``. """ from ..augmenters import size as iasize arr_0to1_padded, pad_amounts = iasize.pad_to_aspect_ratio( self.arr_0to1, aspect_ratio=aspect_ratio, mode=mode, cval=cval, return_pad_amounts=True) # TODO change to deepcopy() heatmaps = HeatmapsOnImage.from_0to1( arr_0to1_padded, shape=self.shape, min_value=self.min_value, max_value=self.max_value) if return_pad_amounts: return heatmaps, pad_amounts return heatmaps def avg_pool(self, block_size): """Average-pool the heatmap(s) array using a given block/kernel size. Parameters ---------- block_size : int or tuple of int Size of each block of values to pool, aka kernel size. See :func:`~imgaug.imgaug.pool` for details. Returns ------- imgaug.augmentables.heatmaps.HeatmapsOnImage Heatmaps after average pooling. """ arr_0to1_reduced = ia.avg_pool(self.arr_0to1, block_size, pad_cval=0.0) return HeatmapsOnImage.from_0to1( arr_0to1_reduced, shape=self.shape, min_value=self.min_value, max_value=self.max_value) def max_pool(self, block_size): """Max-pool the heatmap(s) array using a given block/kernel size. Parameters ---------- block_size : int or tuple of int Size of each block of values to pool, aka kernel size. See :func:`~imgaug.imgaug.pool` for details. Returns ------- imgaug.augmentables.heatmaps.HeatmapsOnImage Heatmaps after max-pooling. """ arr_0to1_reduced = ia.max_pool(self.arr_0to1, block_size) return HeatmapsOnImage.from_0to1( arr_0to1_reduced, shape=self.shape, min_value=self.min_value, max_value=self.max_value) @ia.deprecated(alt_func="HeatmapsOnImage.resize()", comment="resize() has the exactly same interface.") def scale(self, *args, **kwargs): """Resize the heatmap(s) array given a target size and interpolation.""" return self.resize(*args, **kwargs) def resize(self, sizes, interpolation="cubic"): """Resize the heatmap(s) array given a target size and interpolation. Parameters ---------- sizes : float or iterable of int or iterable of float New size of the array in ``(height, width)``. See :func:`~imgaug.imgaug.imresize_single_image` for details. interpolation : None or str or int, optional The interpolation to use during resize. See :func:`~imgaug.imgaug.imresize_single_image` for details. Returns ------- imgaug.augmentables.heatmaps.HeatmapsOnImage Resized heatmaps object. """ arr_0to1_resized = ia.imresize_single_image( self.arr_0to1, sizes, interpolation=interpolation) # cubic interpolation can lead to values outside of [0.0, 1.0], # see https://github.com/opencv/opencv/issues/7195 # TODO area interpolation too? arr_0to1_resized = np.clip(arr_0to1_resized, 0.0, 1.0) return HeatmapsOnImage.from_0to1( arr_0to1_resized, shape=self.shape, min_value=self.min_value, max_value=self.max_value) def to_uint8(self): """Convert this heatmaps object to an ``uint8`` array. Returns ------- (H,W,C) ndarray Heatmap as an ``uint8`` array, i.e. with the discrete value range ``[0, 255]``. """ # TODO this always returns (H,W,C), even if input ndarray was # originally (H,W). Does it make sense here to also return # (H,W) if self.arr_was_2d? arr_0to255 = np.clip(np.round(self.arr_0to1 * 255), 0, 255) arr_uint8 = arr_0to255.astype(np.uint8) return arr_uint8 @staticmethod def from_uint8(arr_uint8, shape, min_value=0.0, max_value=1.0): """Create a ``float``-based heatmaps object from an ``uint8`` array. Parameters ---------- arr_uint8 : (H,W) ndarray or (H,W,C) ndarray Heatmap(s) array, where ``H`` is height, ``W`` is width and ``C`` is the number of heatmap channels. Expected dtype is ``uint8``. shape : tuple of int Shape of the image on which the heatmap(s) is/are placed. **Not** the shape of the heatmap(s) array, unless it is identical to the image shape (note the likely difference between the arrays in the number of channels). If there is not a corresponding image, use the shape of the heatmaps array. min_value : float, optional Minimum value of the float heatmaps that the input array represents. This will usually be 0.0. In most other cases it will be close to the interval ``[0.0, 1.0]``. Calling :func:`~imgaug.HeatmapsOnImage.get_arr`, will automatically convert the interval ``[0.0, 1.0]`` float array to this ``[min, max]`` interval. max_value : float, optional Minimum value of the float heatmaps that the input array represents. This will usually be 1.0. See parameter `min_value` for details. Returns ------- imgaug.augmentables.heatmaps.HeatmapsOnImage Heatmaps object. """ arr_0to1 = arr_uint8.astype(np.float32) / 255.0 return HeatmapsOnImage.from_0to1( arr_0to1, shape, min_value=min_value, max_value=max_value) @staticmethod def from_0to1(arr_0to1, shape, min_value=0.0, max_value=1.0): """Create a heatmaps object from a ``[0.0, 1.0]`` float array. Parameters ---------- arr_0to1 : (H,W) or (H,W,C) ndarray Heatmap(s) array, where ``H`` is the height, ``W`` is the width and ``C`` is the number of heatmap channels. Expected dtype is ``float32``. shape : tuple of ints Shape of the image on which the heatmap(s) is/are placed. **Not** the shape of the heatmap(s) array, unless it is identical to the image shape (note the likely difference between the arrays in the number of channels). If there is not a corresponding image, use the shape of the heatmaps array. min_value : float, optional Minimum value of the float heatmaps that the input array represents. This will usually be 0.0. In most other cases it will be close to the interval ``[0.0, 1.0]``. Calling :func:`~imgaug.HeatmapsOnImage.get_arr`, will automatically convert the interval ``[0.0, 1.0]`` float array to this ``[min, max]`` interval. max_value : float, optional Minimum value of the float heatmaps that the input array represents. This will usually be 1.0. See parameter `min_value` for details. Returns ------- imgaug.augmentables.heatmaps.HeatmapsOnImage Heatmaps object. """ heatmaps = HeatmapsOnImage(arr_0to1, shape, min_value=0.0, max_value=1.0) heatmaps.min_value = min_value heatmaps.max_value = max_value return heatmaps # TODO change name to change_value_range()? @classmethod def change_normalization(cls, arr, source, target): """Change the value range of a heatmap array. E.g. the value range may be changed from the interval ``[0.0, 1.0]`` to ``[-1.0, 1.0]``. Parameters ---------- arr : ndarray Heatmap array to modify. source : tuple of float Current value range of the input array, given as a tuple ``(min, max)``, where both are ``float`` values. target : tuple of float Desired output value range of the array, given as a tuple ``(min, max)``, where both are ``float`` values. Returns ------- ndarray Input array, with value range projected to the desired target value range. """ assert ia.is_np_array(arr), ( "Expected 'arr' to be an ndarray, got type %s." % (type(arr),)) def _validate_tuple(arg_name, arg_value): assert isinstance(arg_value, tuple), ( "'%s' was not a HeatmapsOnImage instance, " "expected type tuple then. Got type %s." % ( arg_name, type(arg_value),)) assert len(arg_value) == 2, ( "Expected tuple '%s' to contain exactly two entries, " "got %d." % (arg_name, len(arg_value),)) assert arg_value[0] < arg_value[1], ( "Expected tuple '%s' to have two entries with " "entry 1 < entry 2, got values %.4f and %.4f." % ( arg_name, arg_value[0], arg_value[1])) if isinstance(source, HeatmapsOnImage): source = (source.min_value, source.max_value) else: _validate_tuple("source", source) if isinstance(target, HeatmapsOnImage): target = (target.min_value, target.max_value) else: _validate_tuple("target", target) # Check if source and target are the same (with a tiny bit of # tolerance) if so, evade compuation and just copy the array instead. # This is reasonable, as source and target will often both # be (0.0, 1.0). eps = np.finfo(arr.dtype).eps mins_same = source[0] - 10*eps < target[0] < source[0] + 10*eps maxs_same = source[1] - 10*eps < target[1] < source[1] + 10*eps if mins_same and maxs_same: return np.copy(arr) min_source, max_source = source min_target, max_target = target diff_source = max_source - min_source diff_target = max_target - min_target arr_0to1 = (arr - min_source) / diff_source arr_target = min_target + arr_0to1 * diff_target return arr_target # TODO make this a proper shallow-copy def copy(self): """Create a shallow copy of the heatmaps object. Returns ------- imgaug.augmentables.heatmaps.HeatmapsOnImage Shallow copy. """ return self.deepcopy() def deepcopy(self): """Create a deep copy of the heatmaps object. Returns ------- imgaug.augmentables.heatmaps.HeatmapsOnImage Deep copy. """ return HeatmapsOnImage( self.get_arr(), shape=self.shape, min_value=self.min_value, max_value=self.max_value)
mit
shangwuhencc/scikit-learn
sklearn/svm/tests/test_svm.py
70
31674
""" Testing for Support Vector Machine module (sklearn.svm) TODO: remove hard coded numerical results when possible """ import numpy as np import itertools from numpy.testing import assert_array_equal, assert_array_almost_equal from numpy.testing import assert_almost_equal from scipy import sparse from nose.tools import assert_raises, assert_true, assert_equal, assert_false from sklearn.base import ChangedBehaviorWarning from sklearn import svm, linear_model, datasets, metrics, base from sklearn.cross_validation import train_test_split from sklearn.datasets import make_classification, make_blobs from sklearn.metrics import f1_score from sklearn.metrics.pairwise import rbf_kernel from sklearn.utils import check_random_state from sklearn.utils import ConvergenceWarning from sklearn.utils.validation import NotFittedError from sklearn.utils.testing import assert_greater, assert_in, assert_less from sklearn.utils.testing import assert_raises_regexp, assert_warns from sklearn.utils.testing import assert_warns_message, assert_raise_message from sklearn.utils.testing import ignore_warnings # toy sample X = [[-2, -1], [-1, -1], [-1, -2], [1, 1], [1, 2], [2, 1]] Y = [1, 1, 1, 2, 2, 2] T = [[-1, -1], [2, 2], [3, 2]] true_result = [1, 2, 2] # also load the iris dataset iris = datasets.load_iris() rng = check_random_state(42) perm = rng.permutation(iris.target.size) iris.data = iris.data[perm] iris.target = iris.target[perm] def test_libsvm_parameters(): # Test parameters on classes that make use of libsvm. clf = svm.SVC(kernel='linear').fit(X, Y) assert_array_equal(clf.dual_coef_, [[-0.25, .25]]) assert_array_equal(clf.support_, [1, 3]) assert_array_equal(clf.support_vectors_, (X[1], X[3])) assert_array_equal(clf.intercept_, [0.]) assert_array_equal(clf.predict(X), Y) def test_libsvm_iris(): # Check consistency on dataset iris. # shuffle the dataset so that labels are not ordered for k in ('linear', 'rbf'): clf = svm.SVC(kernel=k).fit(iris.data, iris.target) assert_greater(np.mean(clf.predict(iris.data) == iris.target), 0.9) assert_array_equal(clf.classes_, np.sort(clf.classes_)) # check also the low-level API model = svm.libsvm.fit(iris.data, iris.target.astype(np.float64)) pred = svm.libsvm.predict(iris.data, *model) assert_greater(np.mean(pred == iris.target), .95) model = svm.libsvm.fit(iris.data, iris.target.astype(np.float64), kernel='linear') pred = svm.libsvm.predict(iris.data, *model, kernel='linear') assert_greater(np.mean(pred == iris.target), .95) pred = svm.libsvm.cross_validation(iris.data, iris.target.astype(np.float64), 5, kernel='linear', random_seed=0) assert_greater(np.mean(pred == iris.target), .95) # If random_seed >= 0, the libsvm rng is seeded (by calling `srand`), hence # we should get deteriministic results (assuming that there is no other # thread calling this wrapper calling `srand` concurrently). pred2 = svm.libsvm.cross_validation(iris.data, iris.target.astype(np.float64), 5, kernel='linear', random_seed=0) assert_array_equal(pred, pred2) @ignore_warnings def test_single_sample_1d(): # Test whether SVCs work on a single sample given as a 1-d array clf = svm.SVC().fit(X, Y) clf.predict(X[0]) clf = svm.LinearSVC(random_state=0).fit(X, Y) clf.predict(X[0]) def test_precomputed(): # SVC with a precomputed kernel. # We test it with a toy dataset and with iris. clf = svm.SVC(kernel='precomputed') # Gram matrix for train data (square matrix) # (we use just a linear kernel) K = np.dot(X, np.array(X).T) clf.fit(K, Y) # Gram matrix for test data (rectangular matrix) KT = np.dot(T, np.array(X).T) pred = clf.predict(KT) assert_raises(ValueError, clf.predict, KT.T) assert_array_equal(clf.dual_coef_, [[-0.25, .25]]) assert_array_equal(clf.support_, [1, 3]) assert_array_equal(clf.intercept_, [0]) assert_array_almost_equal(clf.support_, [1, 3]) assert_array_equal(pred, true_result) # Gram matrix for test data but compute KT[i,j] # for support vectors j only. KT = np.zeros_like(KT) for i in range(len(T)): for j in clf.support_: KT[i, j] = np.dot(T[i], X[j]) pred = clf.predict(KT) assert_array_equal(pred, true_result) # same as before, but using a callable function instead of the kernel # matrix. kernel is just a linear kernel kfunc = lambda x, y: np.dot(x, y.T) clf = svm.SVC(kernel=kfunc) clf.fit(X, Y) pred = clf.predict(T) assert_array_equal(clf.dual_coef_, [[-0.25, .25]]) assert_array_equal(clf.intercept_, [0]) assert_array_almost_equal(clf.support_, [1, 3]) assert_array_equal(pred, true_result) # test a precomputed kernel with the iris dataset # and check parameters against a linear SVC clf = svm.SVC(kernel='precomputed') clf2 = svm.SVC(kernel='linear') K = np.dot(iris.data, iris.data.T) clf.fit(K, iris.target) clf2.fit(iris.data, iris.target) pred = clf.predict(K) assert_array_almost_equal(clf.support_, clf2.support_) assert_array_almost_equal(clf.dual_coef_, clf2.dual_coef_) assert_array_almost_equal(clf.intercept_, clf2.intercept_) assert_almost_equal(np.mean(pred == iris.target), .99, decimal=2) # Gram matrix for test data but compute KT[i,j] # for support vectors j only. K = np.zeros_like(K) for i in range(len(iris.data)): for j in clf.support_: K[i, j] = np.dot(iris.data[i], iris.data[j]) pred = clf.predict(K) assert_almost_equal(np.mean(pred == iris.target), .99, decimal=2) clf = svm.SVC(kernel=kfunc) clf.fit(iris.data, iris.target) assert_almost_equal(np.mean(pred == iris.target), .99, decimal=2) def test_svr(): # Test Support Vector Regression diabetes = datasets.load_diabetes() for clf in (svm.NuSVR(kernel='linear', nu=.4, C=1.0), svm.NuSVR(kernel='linear', nu=.4, C=10.), svm.SVR(kernel='linear', C=10.), svm.LinearSVR(C=10.), svm.LinearSVR(C=10.), ): clf.fit(diabetes.data, diabetes.target) assert_greater(clf.score(diabetes.data, diabetes.target), 0.02) # non-regression test; previously, BaseLibSVM would check that # len(np.unique(y)) < 2, which must only be done for SVC svm.SVR().fit(diabetes.data, np.ones(len(diabetes.data))) svm.LinearSVR().fit(diabetes.data, np.ones(len(diabetes.data))) def test_linearsvr(): # check that SVR(kernel='linear') and LinearSVC() give # comparable results diabetes = datasets.load_diabetes() lsvr = svm.LinearSVR(C=1e3).fit(diabetes.data, diabetes.target) score1 = lsvr.score(diabetes.data, diabetes.target) svr = svm.SVR(kernel='linear', C=1e3).fit(diabetes.data, diabetes.target) score2 = svr.score(diabetes.data, diabetes.target) assert np.linalg.norm(lsvr.coef_ - svr.coef_) / np.linalg.norm(svr.coef_) < .1 assert np.abs(score1 - score2) < 0.1 def test_svr_errors(): X = [[0.0], [1.0]] y = [0.0, 0.5] # Bad kernel clf = svm.SVR(kernel=lambda x, y: np.array([[1.0]])) clf.fit(X, y) assert_raises(ValueError, clf.predict, X) def test_oneclass(): # Test OneClassSVM clf = svm.OneClassSVM() clf.fit(X) pred = clf.predict(T) assert_array_almost_equal(pred, [-1, -1, -1]) assert_array_almost_equal(clf.intercept_, [-1.008], decimal=3) assert_array_almost_equal(clf.dual_coef_, [[0.632, 0.233, 0.633, 0.234, 0.632, 0.633]], decimal=3) assert_raises(ValueError, lambda: clf.coef_) def test_oneclass_decision_function(): # Test OneClassSVM decision function clf = svm.OneClassSVM() rnd = check_random_state(2) # Generate train data X = 0.3 * rnd.randn(100, 2) X_train = np.r_[X + 2, X - 2] # Generate some regular novel observations X = 0.3 * rnd.randn(20, 2) X_test = np.r_[X + 2, X - 2] # Generate some abnormal novel observations X_outliers = rnd.uniform(low=-4, high=4, size=(20, 2)) # fit the model clf = svm.OneClassSVM(nu=0.1, kernel="rbf", gamma=0.1) clf.fit(X_train) # predict things y_pred_test = clf.predict(X_test) assert_greater(np.mean(y_pred_test == 1), .9) y_pred_outliers = clf.predict(X_outliers) assert_greater(np.mean(y_pred_outliers == -1), .9) dec_func_test = clf.decision_function(X_test) assert_array_equal((dec_func_test > 0).ravel(), y_pred_test == 1) dec_func_outliers = clf.decision_function(X_outliers) assert_array_equal((dec_func_outliers > 0).ravel(), y_pred_outliers == 1) def test_tweak_params(): # Make sure some tweaking of parameters works. # We change clf.dual_coef_ at run time and expect .predict() to change # accordingly. Notice that this is not trivial since it involves a lot # of C/Python copying in the libsvm bindings. # The success of this test ensures that the mapping between libsvm and # the python classifier is complete. clf = svm.SVC(kernel='linear', C=1.0) clf.fit(X, Y) assert_array_equal(clf.dual_coef_, [[-.25, .25]]) assert_array_equal(clf.predict([[-.1, -.1]]), [1]) clf._dual_coef_ = np.array([[.0, 1.]]) assert_array_equal(clf.predict([[-.1, -.1]]), [2]) def test_probability(): # Predict probabilities using SVC # This uses cross validation, so we use a slightly bigger testing set. for clf in (svm.SVC(probability=True, random_state=0, C=1.0), svm.NuSVC(probability=True, random_state=0)): clf.fit(iris.data, iris.target) prob_predict = clf.predict_proba(iris.data) assert_array_almost_equal( np.sum(prob_predict, 1), np.ones(iris.data.shape[0])) assert_true(np.mean(np.argmax(prob_predict, 1) == clf.predict(iris.data)) > 0.9) assert_almost_equal(clf.predict_proba(iris.data), np.exp(clf.predict_log_proba(iris.data)), 8) def test_decision_function(): # Test decision_function # Sanity check, test that decision_function implemented in python # returns the same as the one in libsvm # multi class: clf = svm.SVC(kernel='linear', C=0.1, decision_function_shape='ovo').fit(iris.data, iris.target) dec = np.dot(iris.data, clf.coef_.T) + clf.intercept_ assert_array_almost_equal(dec, clf.decision_function(iris.data)) # binary: clf.fit(X, Y) dec = np.dot(X, clf.coef_.T) + clf.intercept_ prediction = clf.predict(X) assert_array_almost_equal(dec.ravel(), clf.decision_function(X)) assert_array_almost_equal( prediction, clf.classes_[(clf.decision_function(X) > 0).astype(np.int)]) expected = np.array([-1., -0.66, -1., 0.66, 1., 1.]) assert_array_almost_equal(clf.decision_function(X), expected, 2) # kernel binary: clf = svm.SVC(kernel='rbf', gamma=1, decision_function_shape='ovo') clf.fit(X, Y) rbfs = rbf_kernel(X, clf.support_vectors_, gamma=clf.gamma) dec = np.dot(rbfs, clf.dual_coef_.T) + clf.intercept_ assert_array_almost_equal(dec.ravel(), clf.decision_function(X)) def test_decision_function_shape(): # check that decision_function_shape='ovr' gives # correct shape and is consistent with predict clf = svm.SVC(kernel='linear', C=0.1, decision_function_shape='ovr').fit(iris.data, iris.target) dec = clf.decision_function(iris.data) assert_equal(dec.shape, (len(iris.data), 3)) assert_array_equal(clf.predict(iris.data), np.argmax(dec, axis=1)) # with five classes: X, y = make_blobs(n_samples=80, centers=5, random_state=0) X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0) clf = svm.SVC(kernel='linear', C=0.1, decision_function_shape='ovr').fit(X_train, y_train) dec = clf.decision_function(X_test) assert_equal(dec.shape, (len(X_test), 5)) assert_array_equal(clf.predict(X_test), np.argmax(dec, axis=1)) # check shape of ovo_decition_function=True clf = svm.SVC(kernel='linear', C=0.1, decision_function_shape='ovo').fit(X_train, y_train) dec = clf.decision_function(X_train) assert_equal(dec.shape, (len(X_train), 10)) # check deprecation warning clf.decision_function_shape = None msg = "change the shape of the decision function" dec = assert_warns_message(ChangedBehaviorWarning, msg, clf.decision_function, X_train) assert_equal(dec.shape, (len(X_train), 10)) def test_svr_decision_function(): # Test SVR's decision_function # Sanity check, test that decision_function implemented in python # returns the same as the one in libsvm X = iris.data y = iris.target # linear kernel reg = svm.SVR(kernel='linear', C=0.1).fit(X, y) dec = np.dot(X, reg.coef_.T) + reg.intercept_ assert_array_almost_equal(dec.ravel(), reg.decision_function(X).ravel()) # rbf kernel reg = svm.SVR(kernel='rbf', gamma=1).fit(X, y) rbfs = rbf_kernel(X, reg.support_vectors_, gamma=reg.gamma) dec = np.dot(rbfs, reg.dual_coef_.T) + reg.intercept_ assert_array_almost_equal(dec.ravel(), reg.decision_function(X).ravel()) def test_weight(): # Test class weights clf = svm.SVC(class_weight={1: 0.1}) # we give a small weights to class 1 clf.fit(X, Y) # so all predicted values belong to class 2 assert_array_almost_equal(clf.predict(X), [2] * 6) X_, y_ = make_classification(n_samples=200, n_features=10, weights=[0.833, 0.167], random_state=2) for clf in (linear_model.LogisticRegression(), svm.LinearSVC(random_state=0), svm.SVC()): clf.set_params(class_weight={0: .1, 1: 10}) clf.fit(X_[:100], y_[:100]) y_pred = clf.predict(X_[100:]) assert_true(f1_score(y_[100:], y_pred) > .3) def test_sample_weights(): # Test weights on individual samples # TODO: check on NuSVR, OneClass, etc. clf = svm.SVC() clf.fit(X, Y) assert_array_equal(clf.predict([X[2]]), [1.]) sample_weight = [.1] * 3 + [10] * 3 clf.fit(X, Y, sample_weight=sample_weight) assert_array_equal(clf.predict([X[2]]), [2.]) # test that rescaling all samples is the same as changing C clf = svm.SVC() clf.fit(X, Y) dual_coef_no_weight = clf.dual_coef_ clf.set_params(C=100) clf.fit(X, Y, sample_weight=np.repeat(0.01, len(X))) assert_array_almost_equal(dual_coef_no_weight, clf.dual_coef_) def test_auto_weight(): # Test class weights for imbalanced data from sklearn.linear_model import LogisticRegression # We take as dataset the two-dimensional projection of iris so # that it is not separable and remove half of predictors from # class 1. # We add one to the targets as a non-regression test: class_weight="balanced" # used to work only when the labels where a range [0..K). from sklearn.utils import compute_class_weight X, y = iris.data[:, :2], iris.target + 1 unbalanced = np.delete(np.arange(y.size), np.where(y > 2)[0][::2]) classes = np.unique(y[unbalanced]) class_weights = compute_class_weight('balanced', classes, y[unbalanced]) assert_true(np.argmax(class_weights) == 2) for clf in (svm.SVC(kernel='linear'), svm.LinearSVC(random_state=0), LogisticRegression()): # check that score is better when class='balanced' is set. y_pred = clf.fit(X[unbalanced], y[unbalanced]).predict(X) clf.set_params(class_weight='balanced') y_pred_balanced = clf.fit(X[unbalanced], y[unbalanced],).predict(X) assert_true(metrics.f1_score(y, y_pred, average='weighted') <= metrics.f1_score(y, y_pred_balanced, average='weighted')) def test_bad_input(): # Test that it gives proper exception on deficient input # impossible value of C assert_raises(ValueError, svm.SVC(C=-1).fit, X, Y) # impossible value of nu clf = svm.NuSVC(nu=0.0) assert_raises(ValueError, clf.fit, X, Y) Y2 = Y[:-1] # wrong dimensions for labels assert_raises(ValueError, clf.fit, X, Y2) # Test with arrays that are non-contiguous. for clf in (svm.SVC(), svm.LinearSVC(random_state=0)): Xf = np.asfortranarray(X) assert_false(Xf.flags['C_CONTIGUOUS']) yf = np.ascontiguousarray(np.tile(Y, (2, 1)).T) yf = yf[:, -1] assert_false(yf.flags['F_CONTIGUOUS']) assert_false(yf.flags['C_CONTIGUOUS']) clf.fit(Xf, yf) assert_array_equal(clf.predict(T), true_result) # error for precomputed kernelsx clf = svm.SVC(kernel='precomputed') assert_raises(ValueError, clf.fit, X, Y) # sample_weight bad dimensions clf = svm.SVC() assert_raises(ValueError, clf.fit, X, Y, sample_weight=range(len(X) - 1)) # predict with sparse input when trained with dense clf = svm.SVC().fit(X, Y) assert_raises(ValueError, clf.predict, sparse.lil_matrix(X)) Xt = np.array(X).T clf.fit(np.dot(X, Xt), Y) assert_raises(ValueError, clf.predict, X) clf = svm.SVC() clf.fit(X, Y) assert_raises(ValueError, clf.predict, Xt) def test_sparse_precomputed(): clf = svm.SVC(kernel='precomputed') sparse_gram = sparse.csr_matrix([[1, 0], [0, 1]]) try: clf.fit(sparse_gram, [0, 1]) assert not "reached" except TypeError as e: assert_in("Sparse precomputed", str(e)) def test_linearsvc_parameters(): # Test possible parameter combinations in LinearSVC # Generate list of possible parameter combinations losses = ['hinge', 'squared_hinge', 'logistic_regression', 'foo'] penalties, duals = ['l1', 'l2', 'bar'], [True, False] X, y = make_classification(n_samples=5, n_features=5) for loss, penalty, dual in itertools.product(losses, penalties, duals): clf = svm.LinearSVC(penalty=penalty, loss=loss, dual=dual) if ((loss, penalty) == ('hinge', 'l1') or (loss, penalty, dual) == ('hinge', 'l2', False) or (penalty, dual) == ('l1', True) or loss == 'foo' or penalty == 'bar'): assert_raises_regexp(ValueError, "Unsupported set of arguments.*penalty='%s.*" "loss='%s.*dual=%s" % (penalty, loss, dual), clf.fit, X, y) else: clf.fit(X, y) # Incorrect loss value - test if explicit error message is raised assert_raises_regexp(ValueError, ".*loss='l3' is not supported.*", svm.LinearSVC(loss="l3").fit, X, y) # FIXME remove in 1.0 def test_linearsvx_loss_penalty_deprecations(): X, y = [[0.0], [1.0]], [0, 1] msg = ("loss='%s' has been deprecated in favor of " "loss='%s' as of 0.16. Backward compatibility" " for the %s will be removed in %s") # LinearSVC # loss l1/L1 --> hinge assert_warns_message(DeprecationWarning, msg % ("l1", "hinge", "loss='l1'", "1.0"), svm.LinearSVC(loss="l1").fit, X, y) # loss l2/L2 --> squared_hinge assert_warns_message(DeprecationWarning, msg % ("L2", "squared_hinge", "loss='L2'", "1.0"), svm.LinearSVC(loss="L2").fit, X, y) # LinearSVR # loss l1/L1 --> epsilon_insensitive assert_warns_message(DeprecationWarning, msg % ("L1", "epsilon_insensitive", "loss='L1'", "1.0"), svm.LinearSVR(loss="L1").fit, X, y) # loss l2/L2 --> squared_epsilon_insensitive assert_warns_message(DeprecationWarning, msg % ("l2", "squared_epsilon_insensitive", "loss='l2'", "1.0"), svm.LinearSVR(loss="l2").fit, X, y) # FIXME remove in 0.18 def test_linear_svx_uppercase_loss_penalty(): # Check if Upper case notation is supported by _fit_liblinear # which is called by fit X, y = [[0.0], [1.0]], [0, 1] msg = ("loss='%s' has been deprecated in favor of " "loss='%s' as of 0.16. Backward compatibility" " for the uppercase notation will be removed in %s") # loss SQUARED_hinge --> squared_hinge assert_warns_message(DeprecationWarning, msg % ("SQUARED_hinge", "squared_hinge", "0.18"), svm.LinearSVC(loss="SQUARED_hinge").fit, X, y) # penalty L2 --> l2 assert_warns_message(DeprecationWarning, msg.replace("loss", "penalty") % ("L2", "l2", "0.18"), svm.LinearSVC(penalty="L2").fit, X, y) # loss EPSILON_INSENSITIVE --> epsilon_insensitive assert_warns_message(DeprecationWarning, msg % ("EPSILON_INSENSITIVE", "epsilon_insensitive", "0.18"), svm.LinearSVR(loss="EPSILON_INSENSITIVE").fit, X, y) def test_linearsvc(): # Test basic routines using LinearSVC clf = svm.LinearSVC(random_state=0).fit(X, Y) # by default should have intercept assert_true(clf.fit_intercept) assert_array_equal(clf.predict(T), true_result) assert_array_almost_equal(clf.intercept_, [0], decimal=3) # the same with l1 penalty clf = svm.LinearSVC(penalty='l1', loss='squared_hinge', dual=False, random_state=0).fit(X, Y) assert_array_equal(clf.predict(T), true_result) # l2 penalty with dual formulation clf = svm.LinearSVC(penalty='l2', dual=True, random_state=0).fit(X, Y) assert_array_equal(clf.predict(T), true_result) # l2 penalty, l1 loss clf = svm.LinearSVC(penalty='l2', loss='hinge', dual=True, random_state=0) clf.fit(X, Y) assert_array_equal(clf.predict(T), true_result) # test also decision function dec = clf.decision_function(T) res = (dec > 0).astype(np.int) + 1 assert_array_equal(res, true_result) def test_linearsvc_crammer_singer(): # Test LinearSVC with crammer_singer multi-class svm ovr_clf = svm.LinearSVC(random_state=0).fit(iris.data, iris.target) cs_clf = svm.LinearSVC(multi_class='crammer_singer', random_state=0) cs_clf.fit(iris.data, iris.target) # similar prediction for ovr and crammer-singer: assert_true((ovr_clf.predict(iris.data) == cs_clf.predict(iris.data)).mean() > .9) # classifiers shouldn't be the same assert_true((ovr_clf.coef_ != cs_clf.coef_).all()) # test decision function assert_array_equal(cs_clf.predict(iris.data), np.argmax(cs_clf.decision_function(iris.data), axis=1)) dec_func = np.dot(iris.data, cs_clf.coef_.T) + cs_clf.intercept_ assert_array_almost_equal(dec_func, cs_clf.decision_function(iris.data)) def test_crammer_singer_binary(): # Test Crammer-Singer formulation in the binary case X, y = make_classification(n_classes=2, random_state=0) for fit_intercept in (True, False): acc = svm.LinearSVC(fit_intercept=fit_intercept, multi_class="crammer_singer", random_state=0).fit(X, y).score(X, y) assert_greater(acc, 0.9) def test_linearsvc_iris(): # Test that LinearSVC gives plausible predictions on the iris dataset # Also, test symbolic class names (classes_). target = iris.target_names[iris.target] clf = svm.LinearSVC(random_state=0).fit(iris.data, target) assert_equal(set(clf.classes_), set(iris.target_names)) assert_greater(np.mean(clf.predict(iris.data) == target), 0.8) dec = clf.decision_function(iris.data) pred = iris.target_names[np.argmax(dec, 1)] assert_array_equal(pred, clf.predict(iris.data)) def test_dense_liblinear_intercept_handling(classifier=svm.LinearSVC): # Test that dense liblinear honours intercept_scaling param X = [[2, 1], [3, 1], [1, 3], [2, 3]] y = [0, 0, 1, 1] clf = classifier(fit_intercept=True, penalty='l1', loss='squared_hinge', dual=False, C=4, tol=1e-7, random_state=0) assert_true(clf.intercept_scaling == 1, clf.intercept_scaling) assert_true(clf.fit_intercept) # when intercept_scaling is low the intercept value is highly "penalized" # by regularization clf.intercept_scaling = 1 clf.fit(X, y) assert_almost_equal(clf.intercept_, 0, decimal=5) # when intercept_scaling is sufficiently high, the intercept value # is not affected by regularization clf.intercept_scaling = 100 clf.fit(X, y) intercept1 = clf.intercept_ assert_less(intercept1, -1) # when intercept_scaling is sufficiently high, the intercept value # doesn't depend on intercept_scaling value clf.intercept_scaling = 1000 clf.fit(X, y) intercept2 = clf.intercept_ assert_array_almost_equal(intercept1, intercept2, decimal=2) def test_liblinear_set_coef(): # multi-class case clf = svm.LinearSVC().fit(iris.data, iris.target) values = clf.decision_function(iris.data) clf.coef_ = clf.coef_.copy() clf.intercept_ = clf.intercept_.copy() values2 = clf.decision_function(iris.data) assert_array_almost_equal(values, values2) # binary-class case X = [[2, 1], [3, 1], [1, 3], [2, 3]] y = [0, 0, 1, 1] clf = svm.LinearSVC().fit(X, y) values = clf.decision_function(X) clf.coef_ = clf.coef_.copy() clf.intercept_ = clf.intercept_.copy() values2 = clf.decision_function(X) assert_array_equal(values, values2) def test_immutable_coef_property(): # Check that primal coef modification are not silently ignored svms = [ svm.SVC(kernel='linear').fit(iris.data, iris.target), svm.NuSVC(kernel='linear').fit(iris.data, iris.target), svm.SVR(kernel='linear').fit(iris.data, iris.target), svm.NuSVR(kernel='linear').fit(iris.data, iris.target), svm.OneClassSVM(kernel='linear').fit(iris.data), ] for clf in svms: assert_raises(AttributeError, clf.__setattr__, 'coef_', np.arange(3)) assert_raises((RuntimeError, ValueError), clf.coef_.__setitem__, (0, 0), 0) def test_linearsvc_verbose(): # stdout: redirect import os stdout = os.dup(1) # save original stdout os.dup2(os.pipe()[1], 1) # replace it # actual call clf = svm.LinearSVC(verbose=1) clf.fit(X, Y) # stdout: restore os.dup2(stdout, 1) # restore original stdout def test_svc_clone_with_callable_kernel(): # create SVM with callable linear kernel, check that results are the same # as with built-in linear kernel svm_callable = svm.SVC(kernel=lambda x, y: np.dot(x, y.T), probability=True, random_state=0, decision_function_shape='ovr') # clone for checking clonability with lambda functions.. svm_cloned = base.clone(svm_callable) svm_cloned.fit(iris.data, iris.target) svm_builtin = svm.SVC(kernel='linear', probability=True, random_state=0, decision_function_shape='ovr') svm_builtin.fit(iris.data, iris.target) assert_array_almost_equal(svm_cloned.dual_coef_, svm_builtin.dual_coef_) assert_array_almost_equal(svm_cloned.intercept_, svm_builtin.intercept_) assert_array_equal(svm_cloned.predict(iris.data), svm_builtin.predict(iris.data)) assert_array_almost_equal(svm_cloned.predict_proba(iris.data), svm_builtin.predict_proba(iris.data), decimal=4) assert_array_almost_equal(svm_cloned.decision_function(iris.data), svm_builtin.decision_function(iris.data)) def test_svc_bad_kernel(): svc = svm.SVC(kernel=lambda x, y: x) assert_raises(ValueError, svc.fit, X, Y) def test_timeout(): a = svm.SVC(kernel=lambda x, y: np.dot(x, y.T), probability=True, random_state=0, max_iter=1) assert_warns(ConvergenceWarning, a.fit, X, Y) def test_unfitted(): X = "foo!" # input validation not required when SVM not fitted clf = svm.SVC() assert_raises_regexp(Exception, r".*\bSVC\b.*\bnot\b.*\bfitted\b", clf.predict, X) clf = svm.NuSVR() assert_raises_regexp(Exception, r".*\bNuSVR\b.*\bnot\b.*\bfitted\b", clf.predict, X) # ignore convergence warnings from max_iter=1 @ignore_warnings def test_consistent_proba(): a = svm.SVC(probability=True, max_iter=1, random_state=0) proba_1 = a.fit(X, Y).predict_proba(X) a = svm.SVC(probability=True, max_iter=1, random_state=0) proba_2 = a.fit(X, Y).predict_proba(X) assert_array_almost_equal(proba_1, proba_2) def test_linear_svc_convergence_warnings(): # Test that warnings are raised if model does not converge lsvc = svm.LinearSVC(max_iter=2, verbose=1) assert_warns(ConvergenceWarning, lsvc.fit, X, Y) assert_equal(lsvc.n_iter_, 2) def test_svr_coef_sign(): # Test that SVR(kernel="linear") has coef_ with the right sign. # Non-regression test for #2933. X = np.random.RandomState(21).randn(10, 3) y = np.random.RandomState(12).randn(10) for svr in [svm.SVR(kernel='linear'), svm.NuSVR(kernel='linear'), svm.LinearSVR()]: svr.fit(X, y) assert_array_almost_equal(svr.predict(X), np.dot(X, svr.coef_.ravel()) + svr.intercept_) def test_linear_svc_intercept_scaling(): # Test that the right error message is thrown when intercept_scaling <= 0 for i in [-1, 0]: lsvc = svm.LinearSVC(intercept_scaling=i) msg = ('Intercept scaling is %r but needs to be greater than 0.' ' To disable fitting an intercept,' ' set fit_intercept=False.' % lsvc.intercept_scaling) assert_raise_message(ValueError, msg, lsvc.fit, X, Y) def test_lsvc_intercept_scaling_zero(): # Test that intercept_scaling is ignored when fit_intercept is False lsvc = svm.LinearSVC(fit_intercept=False) lsvc.fit(X, Y) assert_equal(lsvc.intercept_, 0.) def test_hasattr_predict_proba(): # Method must be (un)available before or after fit, switched by # `probability` param G = svm.SVC(probability=True) assert_true(hasattr(G, 'predict_proba')) G.fit(iris.data, iris.target) assert_true(hasattr(G, 'predict_proba')) G = svm.SVC(probability=False) assert_false(hasattr(G, 'predict_proba')) G.fit(iris.data, iris.target) assert_false(hasattr(G, 'predict_proba')) # Switching to `probability=True` after fitting should make # predict_proba available, but calling it must not work: G.probability = True assert_true(hasattr(G, 'predict_proba')) msg = "predict_proba is not available when fitted with probability=False" assert_raise_message(NotFittedError, msg, G.predict_proba, iris.data)
bsd-3-clause
mikebenfield/scikit-learn
sklearn/neighbors/tests/test_nearest_centroid.py
305
4121
""" Testing for the nearest centroid module. """ import numpy as np from scipy import sparse as sp from numpy.testing import assert_array_equal from numpy.testing import assert_equal from sklearn.neighbors import NearestCentroid from sklearn import datasets from sklearn.metrics.pairwise import pairwise_distances # toy sample X = [[-2, -1], [-1, -1], [-1, -2], [1, 1], [1, 2], [2, 1]] X_csr = sp.csr_matrix(X) # Sparse matrix y = [-1, -1, -1, 1, 1, 1] T = [[-1, -1], [2, 2], [3, 2]] T_csr = sp.csr_matrix(T) true_result = [-1, 1, 1] # also load the iris dataset # and randomly permute it iris = datasets.load_iris() rng = np.random.RandomState(1) perm = rng.permutation(iris.target.size) iris.data = iris.data[perm] iris.target = iris.target[perm] def test_classification_toy(): # Check classification on a toy dataset, including sparse versions. clf = NearestCentroid() clf.fit(X, y) assert_array_equal(clf.predict(T), true_result) # Same test, but with a sparse matrix to fit and test. clf = NearestCentroid() clf.fit(X_csr, y) assert_array_equal(clf.predict(T_csr), true_result) # Fit with sparse, test with non-sparse clf = NearestCentroid() clf.fit(X_csr, y) assert_array_equal(clf.predict(T), true_result) # Fit with non-sparse, test with sparse clf = NearestCentroid() clf.fit(X, y) assert_array_equal(clf.predict(T_csr), true_result) # Fit and predict with non-CSR sparse matrices clf = NearestCentroid() clf.fit(X_csr.tocoo(), y) assert_array_equal(clf.predict(T_csr.tolil()), true_result) def test_precomputed(): clf = NearestCentroid(metric="precomputed") clf.fit(X, y) S = pairwise_distances(T, clf.centroids_) assert_array_equal(clf.predict(S), true_result) def test_iris(): # Check consistency on dataset iris. for metric in ('euclidean', 'cosine'): clf = NearestCentroid(metric=metric).fit(iris.data, iris.target) score = np.mean(clf.predict(iris.data) == iris.target) assert score > 0.9, "Failed with score = " + str(score) def test_iris_shrinkage(): # Check consistency on dataset iris, when using shrinkage. for metric in ('euclidean', 'cosine'): for shrink_threshold in [None, 0.1, 0.5]: clf = NearestCentroid(metric=metric, shrink_threshold=shrink_threshold) clf = clf.fit(iris.data, iris.target) score = np.mean(clf.predict(iris.data) == iris.target) assert score > 0.8, "Failed with score = " + str(score) def test_pickle(): import pickle # classification obj = NearestCentroid() obj.fit(iris.data, iris.target) score = obj.score(iris.data, iris.target) s = pickle.dumps(obj) obj2 = pickle.loads(s) assert_equal(type(obj2), obj.__class__) score2 = obj2.score(iris.data, iris.target) assert_array_equal(score, score2, "Failed to generate same score" " after pickling (classification).") def test_shrinkage_threshold_decoded_y(): clf = NearestCentroid(shrink_threshold=0.01) y_ind = np.asarray(y) y_ind[y_ind == -1] = 0 clf.fit(X, y_ind) centroid_encoded = clf.centroids_ clf.fit(X, y) assert_array_equal(centroid_encoded, clf.centroids_) def test_predict_translated_data(): # Test that NearestCentroid gives same results on translated data rng = np.random.RandomState(0) X = rng.rand(50, 50) y = rng.randint(0, 3, 50) noise = rng.rand(50) clf = NearestCentroid(shrink_threshold=0.1) clf.fit(X, y) y_init = clf.predict(X) clf = NearestCentroid(shrink_threshold=0.1) X_noise = X + noise clf.fit(X_noise, y) y_translate = clf.predict(X_noise) assert_array_equal(y_init, y_translate) def test_manhattan_metric(): # Test the manhattan metric. clf = NearestCentroid(metric='manhattan') clf.fit(X, y) dense_centroid = clf.centroids_ clf.fit(X_csr, y) assert_array_equal(clf.centroids_, dense_centroid) assert_array_equal(dense_centroid, [[-1, -1], [1, 1]])
bsd-3-clause
myinxd/agn-ae
utils/cross-match.py
1
7407
# Copyright (C) 2017 Zhixian MA <[email protected]> """ Do cross mathcing between labeled samples and the unlabled ones. methods ======= icrs2galactic: J2000 sky coordinate to splitted coordinate galactic2icrs: splitted to J2000 sky coordinate save_result: save the result to txt """ import os import numpy as np import argparse import time from astropy import units as u from astropy.coordinates import SkyCoord from pandas import read_csv from pandas import read_excel def coord2split(ra,dec): """ Transform coordinates from icrs to galactic inputs ====== ra: float dec: float outputs ======= coord_str """ c = SkyCoord(ra=ra*u.degree, dec=dec*u.degree, frame='icrs') ra_rms = tuple(c.ra.hms) dec_dms = tuple(c.dec.dms) ra_h = "%02d" % (int(ra_rms[0])) ra_m = "%02d" % (int(ra_rms[1])) ra_s_i = np.fix(np.round(ra_rms[2]*100)/100) ra_s_f = np.round(ra_rms[2]*100)/100 - ra_s_i ra_s = "%02d.%02d" % (int(ra_s_i),int(ra_s_f*100)) if dec_dms[0] > 0: de_d = "+%02d" % (int(dec_dms[0])) else: de_d = "-%02d" % (abs(int(dec_dms[0]))) de_m = "%02d" % (abs(int(dec_dms[1]))) de_s_i = np.fix(np.abs(np.round(dec_dms[2]*10)/10)) de_s_f = np.abs(np.round(dec_dms[2]*10)/10) - de_s_i de_s = "%02d.%01d" % (int(de_s_i),np.round(de_s_f*10)) coord_str = 'J' + ''.join([ra_h,ra_m,ra_s,de_d,de_m,de_s]) + '.fits' return coord_str def split2coord(ra_hms, dec_dms): """ Transform from icrs to galactic inputs ====== ra_hms: str dec_dms: str outputs ======= ra: float dec: float """ c = SkyCoord(ra=ra_hms, dec=dec_dms, frame='icrs') return c.ra.value, c.dec.value def save2csv(samplelist,csvname): """ Save result to csv inputs ====== samplelist: dict The cross matched samplelist {"labeled": [], "unlabeled": [], "RA": [], "DEC": [], "idx": []} csvname: str path to save the result """ from pandas import DataFrame numsamples = len(samplelist['labeled']) sample_frame = DataFrame(samplelist, index=range(0,numsamples)) # write sample_frame.to_csv(csvname, sep=' ') def findmatch(s_match,s_all, bias=0.001): """ Find matched samples s_match: tuple icrs coordinate of the sample to be matched, (ra, dec) s_all: list The list of all the unlabeled samples bias: float The largest bias between two matched sample """ s_ra = s_all[0,:] - s_match[0] s_dec = s_all[1,:] - s_match[1] s_dist = np.sqrt(s_ra*s_ra + s_dec*s_dec) s_dist_min = s_dist.min() if s_dist_min > bias: s_idx = [-1] fname_all = "nomatching" else: s_idx = np.where(s_dist == s_dist_min)[0] fname_all = coord2split(ra=s_all[0, s_idx],dec=s_all[1,s_idx[0]]) # get coord strings fname_match = coord2split(ra=s_match[0],dec=s_match[1]) return [fname_match, fname_all, s_match[0], s_match[1], s_idx[0]] def main(): # Init parser = argparse.ArgumentParser(description="Cross matching samples") # parameters parser.add_argument("pathmatch",help="Path of samples to be cross matched.") parser.add_argument("pathall",help="path of the samplelist.") parser.add_argument("csvpath",help="path to save the matched result.") parser.add_argument("bias",help="Minimum bias between to matched objects." args = parser.parse_args() pathmatch = args.pathmatch pathall = args.pathall csvpath = args.csvpath bias = args.bias # sample_frame sample_frame = {"labeled": [], "unlabeled": [], "RA": [], "DEC": [], "idx": []} # read list of all listall = read_csv(pathall, sep=' ') s_all_ra = listall['RAJ2000'] s_all_dec = listall['DEJ2000'] s_all = np.vstack([s_all_ra, s_all_dec]) print(s_all.shape) # read list of samples to be matched # FRICAT """ f = read_excel(pathmatch) samples = f.get_values() ra = samples[:,1] for i in range(len(ra)): t = time.strftime('%Y-%m-%d: %H:%M:%S', time.localtime(time.time())) # get parameters s_ra = "%sh%sm%ss" % (ra[i][2:4], ra[i][4:6], ra[i][6:11]) s_dec= "%sd%sm%ss" % (ra[i][11:14],ra[i][14:16],ra[i][16:20]) print("[%s] Matching sample locates at %s\t%s" % (t,s_ra,s_dec)) match_str = findmatch(s_match=split2coord(s_ra,s_dec), s_all=s_all, bias=bias) sample_frame["labeled"].append(match_str[0]) sample_frame["unlabeled"].append(match_str[1]) sample_frame["RA"].append(match_str[2]) sample_frame["DEC"].append(match_str[3]) sample_frame["idx"].append(match_str[4]) # FRIICAT fp = open(pathmatch, 'r') samples = fp.readlines() for i in range(len(samples)): t = time.strftime('%Y-%m-%d: %H:%M:%S', time.localtime(time.time())) s = samples[i].split(" ") ra = s[1] # get parameters s_ra = "%sh%sm%ss" % (ra[1:3], ra[3:5], ra[5:10]) s_dec= "%sd%sm%ss" % (ra[10:13],ra[13:15],ra[15:19]) print("[%s] Matching sample locates at %s\t%s" % (t,s_ra,s_dec)) match_str = findmatch(s_match=split2coord(s_ra,s_dec), s_all=s_all, bias=bias) sample_frame["labeled"].append(match_str[0]) sample_frame["unlabeled"].append(match_str[1]) sample_frame["RA"].append(match_str[2]) sample_frame["DEC"].append(match_str[3]) sample_frame["idx"].append(match_str[4]) # X-shaped f = read_excel(pathmatch) samples = f.get_values() ra = samples[:,1] dec = samples[:,2] for i in range(len(ra)): t = time.strftime('%Y-%m-%d: %H:%M:%S', time.localtime(time.time())) RA = ra[i][1:-2].split(' ') DEC = dec[i][1:-2].split(' ') # get parameters if DEC[0][0] == '−': DEC[0] = '-'+DEC[0][1:] s_ra = "%sh%sm%ss" % (RA[0], RA[1], RA[2]) s_dec= "%sd%sm%ss" % (DEC[0], DEC[1], DEC[2]) print("[%s] Matching sample locates at %s\t%s" % (t,s_ra,s_dec)) match_str = findmatch(s_match=split2coord(s_ra,s_dec), s_all=s_all, bias=bias) sample_frame["labeled"].append(match_str[0]) sample_frame["unlabeled"].append(match_str[1]) sample_frame["RA"].append(match_str[2]) sample_frame["DEC"].append(match_str[3]) sample_frame["idx"].append(match_str[4]) """ # Proctor fp = open(pathmatch, 'r') samples = fp.readlines() for i in range(len(samples)): t = time.strftime('%Y-%m-%d: %H:%M:%S', time.localtime(time.time())) s = samples[i].split(" ") ra = s[4:7] dec = s[8:11] # get parameters s_ra = "%sh%sm%ss" % (ra[0], ra[1], ra[2]) s_dec= "%sd%sm%ss" % (dec[0],dec[1], dec[2]) print("[%s] Matching sample locates at %s\t%s" % (t,s_ra,s_dec)) match_str = findmatch(s_match=split2coord(s_ra,s_dec), s_all=s_all, bias=bias) sample_frame["labeled"].append(match_str[0]) sample_frame["unlabeled"].append(match_str[1]) sample_frame["RA"].append(match_str[2]) sample_frame["DEC"].append(match_str[3]) sample_frame["idx"].append(match_str[4]) # save save2csv(sample_frame, csvpath) if __name__ == "__main__": main()
mit
jordipons/EUSIPCO2017
src/test.py
1
5867
import numpy as np import common, train import theano.tensor as T import lasagne from sklearn import metrics import os, time, json """ test.py: evaluates how the trained model performs. Requires the previous run of 'train.py'. The results and parameters of this script are stored in common.DATA_FOLDER/test/ Step 5/5 of the pipeline. """ test_params = { 'partition' : 'test', # para ver en train cuando hace!! para medir overfitting. 'model_name' : ['dieleman_setup_eusipco2017_proposed2_v0_128172504761355761965820505631639987477'], 'test_name' : 'TEST_'+str(int(time.time())) } def compute_auc(estimated,true): ''' AUC is computed at the tag level because there are many songs in the MTT having no annotations - zeros array. Input dimensions: - estimated: #songs x #outputNeurons - true: #songs x #annotations where #outputNeurons = #annotations ''' aucs=[] for count in range(estimated.shape[1]-1): if np.min(true[:,count]) != np.max(true[:,count]): auc = metrics.roc_auc_score(true[:,count],estimated[:,count]) aucs.append(auc) else: print 'WARNING: All 0s or 1s, can not compute AUC! Tag #'+str(count) return np.mean(aucs) if __name__ == '__main__': print 'Number of models to test: '+str(len(test_params['model_name'])) first=True for model in test_params['model_name']: print '\nMODEL: '+model print(" - Set environment..") # load parameters from previous processing step: 'spectrograms.py', 'exp_setup.py' and 'patches.py' config = json.load(open(common.DATA_FOLDER+'train/'+model+'.param')) config['test_params'] = test_params print '\t'+str(config) idx_id_block_test=train.index_patches(common.DATA_FOLDER+config['patches']+test_params['partition']+'/all_patches_ids.tsv') num_test_patches=len(idx_id_block_test) print 'Number of testing examples (patches): '+str(num_test_patches) if first: patch_labels=np.empty((0,2+config['setup_params']['numOutputNeurons']*2)) # id [0], patch-number [1], prediction [2:numOutputNeurons+2], target [numOutputNeurons+2:] first=False print(" - Building network..") input_var = T.tensor4('inputs') target_var = T.imatrix('targets') train_fn,val_fn,predict_fn,network,config=train.buildNet(input_var,target_var,config) print(" - Loading model..") # load model with np.load(common.DATA_FOLDER+'train/'+model+'.npz') as f: param_values = [f['arr_%d' % i] for i in range(len(f.files))] lasagne.layers.set_all_param_values(network, param_values) print(" - Running predictions..") # test set: predict patches test_err = [] test_auc = [] batch_counter=0 for batch in train.iterate_minibatches(config,idx_id_block_test, config['batchSize'],'test'): inputs, targets, ids, patch_number = batch batch_counter=batch_counter+config['batchSize'] if batch_counter%1000==0: print str(batch_counter)+'/'+str(num_test_patches) # compute error err = val_fn(inputs, targets) test_err.append(err[0]) # compute prediction prediction = predict_fn(inputs) for c in range(0,len(targets),1): # DO THIS BY MATRICES intead of using a for. tmp=np.array([ids[c],patch_number[c]]) tmp=np.append(tmp,targets[c]) tmp=np.append(tmp,prediction[c]) patch_labels=np.append(patch_labels,tmp.reshape(1,2+config['setup_params']['numOutputNeurons']*2),axis=0) print '\nRUN EVALUATION:' # average with patches having same id patch_labels_avg=np.empty((0,1+config['setup_params']['numOutputNeurons']*2))# id, prediction, target ids_list=np.unique(patch_labels[:,0]) for id in ids_list: idx=np.where(patch_labels[:,0]==id) tmp=np.array([id]) tmp=np.append(tmp,patch_labels[idx[0][0],2:2+config['setup_params']['numOutputNeurons']]) tmp=np.append(tmp,np.average(patch_labels[idx,2+config['setup_params']['numOutputNeurons']:][0],axis=0)) patch_labels_avg=np.append(patch_labels_avg,tmp.reshape(1,1+config['setup_params']['numOutputNeurons']*2),axis=0) # compute individual auc auc_individual = compute_auc(patch_labels[:,2+config['setup_params']['numOutputNeurons']:],patch_labels[:,2:2+config['setup_params']['numOutputNeurons']]) auc_avg = compute_auc(patch_labels_avg[:,1+config['setup_params']['numOutputNeurons']:],patch_labels_avg[:,1:1+config['setup_params']['numOutputNeurons']]) # output print(" Final results:") print(" test loss:\t\t\t\t\t{:.6f}".format(np.mean(test_err))) print(" patch level - test auc:\t\t{:.4f}".format(auc_individual)) print(" [AVG] song level - test auc:\t{:.4f}".format(auc_avg)) print(" number of weights: \t\t\t{:.0f}".format(config['numParamArchitecture'])) # storing data: tracking the results test_folder = common.DATA_FOLDER+'test/' if not os.path.exists(test_folder): os.makedirs(test_folder) res = open(test_folder+config['test_params']['test_name']+'_'+config['test_params']['partition']+'.result', 'a') res.write("\nFinal results:\n") res.write(" test loss:\t\t\t\t\t{:.6f}\n".format(np.mean(test_err))) res.write(" patch level - test auc:\t\t{:.4f}\n".format(auc_individual)) res.write(" [AVG] song level - test auc:\t{:.4f}\n".format(auc_avg)) res.write(" number of weights: \t\t\t{:.0f}\n".format(config['numParamArchitecture'])) json.dump(test_params, open(test_folder+config['test_params']['test_name']+'_'+config['test_params']['partition']+'.param','w'))
mit
toobaz/pandas
pandas/tests/plotting/test_converter.py
1
12402
from datetime import date, datetime import subprocess import sys import numpy as np import pytest import pandas._config.config as cf from pandas.compat.numpy import np_datetime64_compat from pandas import Index, Period, Series, Timestamp, date_range import pandas.util.testing as tm from pandas.plotting import ( deregister_matplotlib_converters, register_matplotlib_converters, ) from pandas.tseries.offsets import Day, Micro, Milli, Second try: from pandas.plotting._matplotlib import converter except ImportError: # try / except, rather than skip, to avoid internal refactoring # causing an improprer skip pass pytest.importorskip("matplotlib.pyplot") def test_initial_warning(): code = ( "import pandas as pd; import matplotlib.pyplot as plt; " "s = pd.Series(1, pd.date_range('2000', periods=12)); " "fig, ax = plt.subplots(); " "ax.plot(s.index, s.values)" ) call = [sys.executable, "-c", code] out = subprocess.check_output(call, stderr=subprocess.STDOUT).decode() assert "Using an implicitly" in out def test_timtetonum_accepts_unicode(): assert converter.time2num("00:01") == converter.time2num("00:01") class TestRegistration: def test_register_by_default(self): # Run in subprocess to ensure a clean state code = ( "'import matplotlib.units; " "import pandas as pd; " "units = dict(matplotlib.units.registry); " "assert pd.Timestamp in units)'" ) call = [sys.executable, "-c", code] assert subprocess.check_call(call) == 0 def test_warns(self): plt = pytest.importorskip("matplotlib.pyplot") s = Series(range(12), index=date_range("2017", periods=12)) _, ax = plt.subplots() # Set to the "warning" state, in case this isn't the first test run converter._WARN = True with tm.assert_produces_warning(FutureWarning, check_stacklevel=False) as w: ax.plot(s.index, s.values) plt.close() assert len(w) == 1 assert "Using an implicitly registered datetime converter" in str(w[0]) def test_registering_no_warning(self): plt = pytest.importorskip("matplotlib.pyplot") s = Series(range(12), index=date_range("2017", periods=12)) _, ax = plt.subplots() # Set to the "warn" state, in case this isn't the first test run converter._WARN = True register_matplotlib_converters() with tm.assert_produces_warning(None) as w: ax.plot(s.index, s.values) assert len(w) == 0 def test_pandas_plots_register(self): pytest.importorskip("matplotlib.pyplot") s = Series(range(12), index=date_range("2017", periods=12)) # Set to the "warn" state, in case this isn't the first test run converter._WARN = True with tm.assert_produces_warning(None) as w: s.plot() assert len(w) == 0 def test_matplotlib_formatters(self): units = pytest.importorskip("matplotlib.units") assert Timestamp in units.registry ctx = cf.option_context("plotting.matplotlib.register_converters", False) with ctx: assert Timestamp not in units.registry assert Timestamp in units.registry def test_option_no_warning(self): pytest.importorskip("matplotlib.pyplot") ctx = cf.option_context("plotting.matplotlib.register_converters", False) plt = pytest.importorskip("matplotlib.pyplot") s = Series(range(12), index=date_range("2017", periods=12)) _, ax = plt.subplots() converter._WARN = True # Test without registering first, no warning with ctx: with tm.assert_produces_warning(None) as w: ax.plot(s.index, s.values) assert len(w) == 0 # Now test with registering converter._WARN = True register_matplotlib_converters() with ctx: with tm.assert_produces_warning(None) as w: ax.plot(s.index, s.values) assert len(w) == 0 def test_registry_resets(self): units = pytest.importorskip("matplotlib.units") dates = pytest.importorskip("matplotlib.dates") # make a copy, to reset to original = dict(units.registry) try: # get to a known state units.registry.clear() date_converter = dates.DateConverter() units.registry[datetime] = date_converter units.registry[date] = date_converter register_matplotlib_converters() assert units.registry[date] is not date_converter deregister_matplotlib_converters() assert units.registry[date] is date_converter finally: # restore original stater units.registry.clear() for k, v in original.items(): units.registry[k] = v def test_old_import_warns(self): with tm.assert_produces_warning(FutureWarning) as w: from pandas.tseries import converter converter.register() assert len(w) assert "pandas.plotting.register_matplotlib_converters" in str(w[0].message) class TestDateTimeConverter: def setup_method(self, method): self.dtc = converter.DatetimeConverter() self.tc = converter.TimeFormatter(None) def test_convert_accepts_unicode(self): r1 = self.dtc.convert("12:22", None, None) r2 = self.dtc.convert("12:22", None, None) assert r1 == r2, "DatetimeConverter.convert should accept unicode" def test_conversion(self): rs = self.dtc.convert(["2012-1-1"], None, None)[0] xp = datetime(2012, 1, 1).toordinal() assert rs == xp rs = self.dtc.convert("2012-1-1", None, None) assert rs == xp rs = self.dtc.convert(date(2012, 1, 1), None, None) assert rs == xp rs = self.dtc.convert(datetime(2012, 1, 1).toordinal(), None, None) assert rs == xp rs = self.dtc.convert("2012-1-1", None, None) assert rs == xp rs = self.dtc.convert(Timestamp("2012-1-1"), None, None) assert rs == xp # also testing datetime64 dtype (GH8614) rs = self.dtc.convert(np_datetime64_compat("2012-01-01"), None, None) assert rs == xp rs = self.dtc.convert( np_datetime64_compat("2012-01-01 00:00:00+0000"), None, None ) assert rs == xp rs = self.dtc.convert( np.array( [ np_datetime64_compat("2012-01-01 00:00:00+0000"), np_datetime64_compat("2012-01-02 00:00:00+0000"), ] ), None, None, ) assert rs[0] == xp # we have a tz-aware date (constructed to that when we turn to utc it # is the same as our sample) ts = Timestamp("2012-01-01").tz_localize("UTC").tz_convert("US/Eastern") rs = self.dtc.convert(ts, None, None) assert rs == xp rs = self.dtc.convert(ts.to_pydatetime(), None, None) assert rs == xp rs = self.dtc.convert(Index([ts - Day(1), ts]), None, None) assert rs[1] == xp rs = self.dtc.convert(Index([ts - Day(1), ts]).to_pydatetime(), None, None) assert rs[1] == xp def test_conversion_float(self): decimals = 9 rs = self.dtc.convert(Timestamp("2012-1-1 01:02:03", tz="UTC"), None, None) xp = converter.dates.date2num(Timestamp("2012-1-1 01:02:03", tz="UTC")) tm.assert_almost_equal(rs, xp, decimals) rs = self.dtc.convert( Timestamp("2012-1-1 09:02:03", tz="Asia/Hong_Kong"), None, None ) tm.assert_almost_equal(rs, xp, decimals) rs = self.dtc.convert(datetime(2012, 1, 1, 1, 2, 3), None, None) tm.assert_almost_equal(rs, xp, decimals) def test_conversion_outofbounds_datetime(self): # 2579 values = [date(1677, 1, 1), date(1677, 1, 2)] rs = self.dtc.convert(values, None, None) xp = converter.dates.date2num(values) tm.assert_numpy_array_equal(rs, xp) rs = self.dtc.convert(values[0], None, None) xp = converter.dates.date2num(values[0]) assert rs == xp values = [datetime(1677, 1, 1, 12), datetime(1677, 1, 2, 12)] rs = self.dtc.convert(values, None, None) xp = converter.dates.date2num(values) tm.assert_numpy_array_equal(rs, xp) rs = self.dtc.convert(values[0], None, None) xp = converter.dates.date2num(values[0]) assert rs == xp @pytest.mark.parametrize( "time,format_expected", [ (0, "00:00"), # time2num(datetime.time.min) (86399.999999, "23:59:59.999999"), # time2num(datetime.time.max) (90000, "01:00"), (3723, "01:02:03"), (39723.2, "11:02:03.200"), ], ) def test_time_formatter(self, time, format_expected): # issue 18478 result = self.tc(time) assert result == format_expected def test_dateindex_conversion(self): decimals = 9 for freq in ("B", "L", "S"): dateindex = tm.makeDateIndex(k=10, freq=freq) rs = self.dtc.convert(dateindex, None, None) xp = converter.dates.date2num(dateindex._mpl_repr()) tm.assert_almost_equal(rs, xp, decimals) def test_resolution(self): def _assert_less(ts1, ts2): val1 = self.dtc.convert(ts1, None, None) val2 = self.dtc.convert(ts2, None, None) if not val1 < val2: raise AssertionError("{0} is not less than {1}.".format(val1, val2)) # Matplotlib's time representation using floats cannot distinguish # intervals smaller than ~10 microsecond in the common range of years. ts = Timestamp("2012-1-1") _assert_less(ts, ts + Second()) _assert_less(ts, ts + Milli()) _assert_less(ts, ts + Micro(50)) def test_convert_nested(self): inner = [Timestamp("2017-01-01"), Timestamp("2017-01-02")] data = [inner, inner] result = self.dtc.convert(data, None, None) expected = [self.dtc.convert(x, None, None) for x in data] assert (np.array(result) == expected).all() class TestPeriodConverter: def setup_method(self, method): self.pc = converter.PeriodConverter() class Axis: pass self.axis = Axis() self.axis.freq = "D" def test_convert_accepts_unicode(self): r1 = self.pc.convert("2012-1-1", None, self.axis) r2 = self.pc.convert("2012-1-1", None, self.axis) assert r1 == r2 def test_conversion(self): rs = self.pc.convert(["2012-1-1"], None, self.axis)[0] xp = Period("2012-1-1").ordinal assert rs == xp rs = self.pc.convert("2012-1-1", None, self.axis) assert rs == xp rs = self.pc.convert([date(2012, 1, 1)], None, self.axis)[0] assert rs == xp rs = self.pc.convert(date(2012, 1, 1), None, self.axis) assert rs == xp rs = self.pc.convert([Timestamp("2012-1-1")], None, self.axis)[0] assert rs == xp rs = self.pc.convert(Timestamp("2012-1-1"), None, self.axis) assert rs == xp rs = self.pc.convert(np_datetime64_compat("2012-01-01"), None, self.axis) assert rs == xp rs = self.pc.convert( np_datetime64_compat("2012-01-01 00:00:00+0000"), None, self.axis ) assert rs == xp rs = self.pc.convert( np.array( [ np_datetime64_compat("2012-01-01 00:00:00+0000"), np_datetime64_compat("2012-01-02 00:00:00+0000"), ] ), None, self.axis, ) assert rs[0] == xp def test_integer_passthrough(self): # GH9012 rs = self.pc.convert([0, 1], None, self.axis) xp = [0, 1] assert rs == xp def test_convert_nested(self): data = ["2012-1-1", "2012-1-2"] r1 = self.pc.convert([data, data], None, self.axis) r2 = [self.pc.convert(data, None, self.axis) for _ in range(2)] assert r1 == r2
bsd-3-clause
ky822/scikit-learn
examples/mixture/plot_gmm_classifier.py
250
3918
""" ================== GMM classification ================== Demonstration of Gaussian mixture models for classification. See :ref:`gmm` for more information on the estimator. Plots predicted labels on both training and held out test data using a variety of GMM classifiers on the iris dataset. Compares GMMs with spherical, diagonal, full, and tied covariance matrices in increasing order of performance. Although one would expect full covariance to perform best in general, it is prone to overfitting on small datasets and does not generalize well to held out test data. On the plots, train data is shown as dots, while test data is shown as crosses. The iris dataset is four-dimensional. Only the first two dimensions are shown here, and thus some points are separated in other dimensions. """ print(__doc__) # Author: Ron Weiss <[email protected]>, Gael Varoquaux # License: BSD 3 clause # $Id$ import matplotlib.pyplot as plt import matplotlib as mpl import numpy as np from sklearn import datasets from sklearn.cross_validation import StratifiedKFold from sklearn.externals.six.moves import xrange from sklearn.mixture import GMM def make_ellipses(gmm, ax): for n, color in enumerate('rgb'): v, w = np.linalg.eigh(gmm._get_covars()[n][:2, :2]) u = w[0] / np.linalg.norm(w[0]) angle = np.arctan2(u[1], u[0]) angle = 180 * angle / np.pi # convert to degrees v *= 9 ell = mpl.patches.Ellipse(gmm.means_[n, :2], v[0], v[1], 180 + angle, color=color) ell.set_clip_box(ax.bbox) ell.set_alpha(0.5) ax.add_artist(ell) iris = datasets.load_iris() # Break up the dataset into non-overlapping training (75%) and testing # (25%) sets. skf = StratifiedKFold(iris.target, n_folds=4) # Only take the first fold. train_index, test_index = next(iter(skf)) X_train = iris.data[train_index] y_train = iris.target[train_index] X_test = iris.data[test_index] y_test = iris.target[test_index] n_classes = len(np.unique(y_train)) # Try GMMs using different types of covariances. classifiers = dict((covar_type, GMM(n_components=n_classes, covariance_type=covar_type, init_params='wc', n_iter=20)) for covar_type in ['spherical', 'diag', 'tied', 'full']) n_classifiers = len(classifiers) plt.figure(figsize=(3 * n_classifiers / 2, 6)) plt.subplots_adjust(bottom=.01, top=0.95, hspace=.15, wspace=.05, left=.01, right=.99) for index, (name, classifier) in enumerate(classifiers.items()): # Since we have class labels for the training data, we can # initialize the GMM parameters in a supervised manner. classifier.means_ = np.array([X_train[y_train == i].mean(axis=0) for i in xrange(n_classes)]) # Train the other parameters using the EM algorithm. classifier.fit(X_train) h = plt.subplot(2, n_classifiers / 2, index + 1) make_ellipses(classifier, h) for n, color in enumerate('rgb'): data = iris.data[iris.target == n] plt.scatter(data[:, 0], data[:, 1], 0.8, color=color, label=iris.target_names[n]) # Plot the test data with crosses for n, color in enumerate('rgb'): data = X_test[y_test == n] plt.plot(data[:, 0], data[:, 1], 'x', color=color) y_train_pred = classifier.predict(X_train) train_accuracy = np.mean(y_train_pred.ravel() == y_train.ravel()) * 100 plt.text(0.05, 0.9, 'Train accuracy: %.1f' % train_accuracy, transform=h.transAxes) y_test_pred = classifier.predict(X_test) test_accuracy = np.mean(y_test_pred.ravel() == y_test.ravel()) * 100 plt.text(0.05, 0.8, 'Test accuracy: %.1f' % test_accuracy, transform=h.transAxes) plt.xticks(()) plt.yticks(()) plt.title(name) plt.legend(loc='lower right', prop=dict(size=12)) plt.show()
bsd-3-clause
YinongLong/scikit-learn
sklearn/preprocessing/data.py
5
69949
# Authors: Alexandre Gramfort <[email protected]> # Mathieu Blondel <[email protected]> # Olivier Grisel <[email protected]> # Andreas Mueller <[email protected]> # Eric Martin <[email protected]> # Giorgio Patrini <[email protected]> # License: BSD 3 clause from itertools import chain, combinations import numbers import warnings import numpy as np from scipy import sparse from ..base import BaseEstimator, TransformerMixin from ..externals import six from ..utils import check_array from ..utils import deprecated from ..utils.extmath import row_norms from ..utils.extmath import _incremental_mean_and_var from ..utils.fixes import combinations_with_replacement as combinations_w_r from ..utils.fixes import bincount from ..utils.sparsefuncs_fast import (inplace_csr_row_normalize_l1, inplace_csr_row_normalize_l2) from ..utils.sparsefuncs import (inplace_column_scale, mean_variance_axis, incr_mean_variance_axis, min_max_axis) from ..utils.validation import check_is_fitted, FLOAT_DTYPES zip = six.moves.zip map = six.moves.map range = six.moves.range __all__ = [ 'Binarizer', 'KernelCenterer', 'MinMaxScaler', 'MaxAbsScaler', 'Normalizer', 'OneHotEncoder', 'RobustScaler', 'StandardScaler', 'add_dummy_feature', 'binarize', 'normalize', 'scale', 'robust_scale', 'maxabs_scale', 'minmax_scale', ] DEPRECATION_MSG_1D = ( "Passing 1d arrays as data is deprecated in 0.17 and will " "raise ValueError in 0.19. Reshape your data either using " "X.reshape(-1, 1) if your data has a single feature or " "X.reshape(1, -1) if it contains a single sample." ) def _handle_zeros_in_scale(scale, copy=True): ''' Makes sure that whenever scale is zero, we handle it correctly. This happens in most scalers when we have constant features.''' # if we are fitting on 1D arrays, scale might be a scalar if np.isscalar(scale): if scale == .0: scale = 1. return scale elif isinstance(scale, np.ndarray): if copy: # New array to avoid side-effects scale = scale.copy() scale[scale == 0.0] = 1.0 return scale def scale(X, axis=0, with_mean=True, with_std=True, copy=True): """Standardize a dataset along any axis Center to the mean and component wise scale to unit variance. Read more in the :ref:`User Guide <preprocessing_scaler>`. Parameters ---------- X : {array-like, sparse matrix} The data to center and scale. axis : int (0 by default) axis used to compute the means and standard deviations along. If 0, independently standardize each feature, otherwise (if 1) standardize each sample. with_mean : boolean, True by default If True, center the data before scaling. with_std : boolean, True by default If True, scale the data to unit variance (or equivalently, unit standard deviation). copy : boolean, optional, default True set to False to perform inplace row normalization and avoid a copy (if the input is already a numpy array or a scipy.sparse CSC matrix and if axis is 1). Notes ----- This implementation will refuse to center scipy.sparse matrices since it would make them non-sparse and would potentially crash the program with memory exhaustion problems. Instead the caller is expected to either set explicitly `with_mean=False` (in that case, only variance scaling will be performed on the features of the CSC matrix) or to call `X.toarray()` if he/she expects the materialized dense array to fit in memory. To avoid memory copy the caller should pass a CSC matrix. See also -------- StandardScaler: Performs scaling to unit variance using the``Transformer`` API (e.g. as part of a preprocessing :class:`sklearn.pipeline.Pipeline`). """ # noqa X = check_array(X, accept_sparse='csc', copy=copy, ensure_2d=False, warn_on_dtype=True, estimator='the scale function', dtype=FLOAT_DTYPES) if sparse.issparse(X): if with_mean: raise ValueError( "Cannot center sparse matrices: pass `with_mean=False` instead" " See docstring for motivation and alternatives.") if axis != 0: raise ValueError("Can only scale sparse matrix on axis=0, " " got axis=%d" % axis) if with_std: _, var = mean_variance_axis(X, axis=0) var = _handle_zeros_in_scale(var, copy=False) inplace_column_scale(X, 1 / np.sqrt(var)) else: X = np.asarray(X) if with_mean: mean_ = np.mean(X, axis) if with_std: scale_ = np.std(X, axis) # Xr is a view on the original array that enables easy use of # broadcasting on the axis in which we are interested in Xr = np.rollaxis(X, axis) if with_mean: Xr -= mean_ mean_1 = Xr.mean(axis=0) # Verify that mean_1 is 'close to zero'. If X contains very # large values, mean_1 can also be very large, due to a lack of # precision of mean_. In this case, a pre-scaling of the # concerned feature is efficient, for instance by its mean or # maximum. if not np.allclose(mean_1, 0): warnings.warn("Numerical issues were encountered " "when centering the data " "and might not be solved. Dataset may " "contain too large values. You may need " "to prescale your features.") Xr -= mean_1 if with_std: scale_ = _handle_zeros_in_scale(scale_, copy=False) Xr /= scale_ if with_mean: mean_2 = Xr.mean(axis=0) # If mean_2 is not 'close to zero', it comes from the fact that # scale_ is very small so that mean_2 = mean_1/scale_ > 0, even # if mean_1 was close to zero. The problem is thus essentially # due to the lack of precision of mean_. A solution is then to # subtract the mean again: if not np.allclose(mean_2, 0): warnings.warn("Numerical issues were encountered " "when scaling the data " "and might not be solved. The standard " "deviation of the data is probably " "very close to 0. ") Xr -= mean_2 return X class MinMaxScaler(BaseEstimator, TransformerMixin): """Transforms features by scaling each feature to a given range. This estimator scales and translates each feature individually such that it is in the given range on the training set, i.e. between zero and one. The transformation is given by:: X_std = (X - X.min(axis=0)) / (X.max(axis=0) - X.min(axis=0)) X_scaled = X_std * (max - min) + min where min, max = feature_range. This transformation is often used as an alternative to zero mean, unit variance scaling. Read more in the :ref:`User Guide <preprocessing_scaler>`. Parameters ---------- feature_range: tuple (min, max), default=(0, 1) Desired range of transformed data. copy : boolean, optional, default True Set to False to perform inplace row normalization and avoid a copy (if the input is already a numpy array). Attributes ---------- min_ : ndarray, shape (n_features,) Per feature adjustment for minimum. scale_ : ndarray, shape (n_features,) Per feature relative scaling of the data. .. versionadded:: 0.17 *scale_* attribute. data_min_ : ndarray, shape (n_features,) Per feature minimum seen in the data .. versionadded:: 0.17 *data_min_* instead of deprecated *data_min*. data_max_ : ndarray, shape (n_features,) Per feature maximum seen in the data .. versionadded:: 0.17 *data_max_* instead of deprecated *data_max*. data_range_ : ndarray, shape (n_features,) Per feature range ``(data_max_ - data_min_)`` seen in the data .. versionadded:: 0.17 *data_range_* instead of deprecated *data_range*. See also -------- minmax_scale: Equivalent function without the object oriented API. """ def __init__(self, feature_range=(0, 1), copy=True): self.feature_range = feature_range self.copy = copy @property @deprecated("Attribute data_range will be removed in " "0.19. Use ``data_range_`` instead") def data_range(self): return self.data_range_ @property @deprecated("Attribute data_min will be removed in " "0.19. Use ``data_min_`` instead") def data_min(self): return self.data_min_ def _reset(self): """Reset internal data-dependent state of the scaler, if necessary. __init__ parameters are not touched. """ # Checking one attribute is enough, becase they are all set together # in partial_fit if hasattr(self, 'scale_'): del self.scale_ del self.min_ del self.n_samples_seen_ del self.data_min_ del self.data_max_ del self.data_range_ def fit(self, X, y=None): """Compute the minimum and maximum to be used for later scaling. Parameters ---------- X : array-like, shape [n_samples, n_features] The data used to compute the per-feature minimum and maximum used for later scaling along the features axis. """ # Reset internal state before fitting self._reset() return self.partial_fit(X, y) def partial_fit(self, X, y=None): """Online computation of min and max on X for later scaling. All of X is processed as a single batch. This is intended for cases when `fit` is not feasible due to very large number of `n_samples` or because X is read from a continuous stream. Parameters ---------- X : array-like, shape [n_samples, n_features] The data used to compute the mean and standard deviation used for later scaling along the features axis. y : Passthrough for ``Pipeline`` compatibility. """ feature_range = self.feature_range if feature_range[0] >= feature_range[1]: raise ValueError("Minimum of desired feature range must be smaller" " than maximum. Got %s." % str(feature_range)) if sparse.issparse(X): raise TypeError("MinMaxScaler does no support sparse input. " "You may consider to use MaxAbsScaler instead.") X = check_array(X, copy=self.copy, ensure_2d=False, warn_on_dtype=True, estimator=self, dtype=FLOAT_DTYPES) if X.ndim == 1: warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning) data_min = np.min(X, axis=0) data_max = np.max(X, axis=0) # First pass if not hasattr(self, 'n_samples_seen_'): self.n_samples_seen_ = X.shape[0] # Next steps else: data_min = np.minimum(self.data_min_, data_min) data_max = np.maximum(self.data_max_, data_max) self.n_samples_seen_ += X.shape[0] data_range = data_max - data_min self.scale_ = ((feature_range[1] - feature_range[0]) / _handle_zeros_in_scale(data_range)) self.min_ = feature_range[0] - data_min * self.scale_ self.data_min_ = data_min self.data_max_ = data_max self.data_range_ = data_range return self def transform(self, X): """Scaling features of X according to feature_range. Parameters ---------- X : array-like, shape [n_samples, n_features] Input data that will be transformed. """ check_is_fitted(self, 'scale_') X = check_array(X, copy=self.copy, ensure_2d=False, dtype=FLOAT_DTYPES) if X.ndim == 1: warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning) X *= self.scale_ X += self.min_ return X def inverse_transform(self, X): """Undo the scaling of X according to feature_range. Parameters ---------- X : array-like, shape [n_samples, n_features] Input data that will be transformed. It cannot be sparse. """ check_is_fitted(self, 'scale_') X = check_array(X, copy=self.copy, ensure_2d=False, dtype=FLOAT_DTYPES) if X.ndim == 1: warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning) X -= self.min_ X /= self.scale_ return X def minmax_scale(X, feature_range=(0, 1), axis=0, copy=True): """Transforms features by scaling each feature to a given range. This estimator scales and translates each feature individually such that it is in the given range on the training set, i.e. between zero and one. The transformation is given by:: X_std = (X - X.min(axis=0)) / (X.max(axis=0) - X.min(axis=0)) X_scaled = X_std * (max - min) + min where min, max = feature_range. This transformation is often used as an alternative to zero mean, unit variance scaling. Read more in the :ref:`User Guide <preprocessing_scaler>`. .. versionadded:: 0.17 *minmax_scale* function interface to :class:`sklearn.preprocessing.MinMaxScaler`. Parameters ---------- feature_range: tuple (min, max), default=(0, 1) Desired range of transformed data. axis : int (0 by default) axis used to scale along. If 0, independently scale each feature, otherwise (if 1) scale each sample. copy : boolean, optional, default is True Set to False to perform inplace scaling and avoid a copy (if the input is already a numpy array). See also -------- MinMaxScaler: Performs scaling to a given range using the``Transformer`` API (e.g. as part of a preprocessing :class:`sklearn.pipeline.Pipeline`). """ # noqa # To allow retro-compatibility, we handle here the case of 1D-input # From 0.17, 1D-input are deprecated in scaler objects # Although, we want to allow the users to keep calling this function # with 1D-input. # Cast input to array, as we need to check ndim. Prior to 0.17, that was # done inside the scaler object fit_transform. # If copy is required, it will be done inside the scaler object. X = check_array(X, copy=False, ensure_2d=False, warn_on_dtype=True, dtype=FLOAT_DTYPES) original_ndim = X.ndim if original_ndim == 1: X = X.reshape(X.shape[0], 1) s = MinMaxScaler(feature_range=feature_range, copy=copy) if axis == 0: X = s.fit_transform(X) else: X = s.fit_transform(X.T).T if original_ndim == 1: X = X.ravel() return X class StandardScaler(BaseEstimator, TransformerMixin): """Standardize features by removing the mean and scaling to unit variance Centering and scaling happen independently on each feature by computing the relevant statistics on the samples in the training set. Mean and standard deviation are then stored to be used on later data using the `transform` method. Standardization of a dataset is a common requirement for many machine learning estimators: they might behave badly if the individual feature do not more or less look like standard normally distributed data (e.g. Gaussian with 0 mean and unit variance). For instance many elements used in the objective function of a learning algorithm (such as the RBF kernel of Support Vector Machines or the L1 and L2 regularizers of linear models) assume that all features are centered around 0 and have variance in the same order. If a feature has a variance that is orders of magnitude larger that others, it might dominate the objective function and make the estimator unable to learn from other features correctly as expected. This scaler can also be applied to sparse CSR or CSC matrices by passing `with_mean=False` to avoid breaking the sparsity structure of the data. Read more in the :ref:`User Guide <preprocessing_scaler>`. Parameters ---------- with_mean : boolean, True by default If True, center the data before scaling. This does not work (and will raise an exception) when attempted on sparse matrices, because centering them entails building a dense matrix which in common use cases is likely to be too large to fit in memory. with_std : boolean, True by default If True, scale the data to unit variance (or equivalently, unit standard deviation). copy : boolean, optional, default True If False, try to avoid a copy and do inplace scaling instead. This is not guaranteed to always work inplace; e.g. if the data is not a NumPy array or scipy.sparse CSR matrix, a copy may still be returned. Attributes ---------- scale_ : ndarray, shape (n_features,) Per feature relative scaling of the data. .. versionadded:: 0.17 *scale_* is recommended instead of deprecated *std_*. mean_ : array of floats with shape [n_features] The mean value for each feature in the training set. var_ : array of floats with shape [n_features] The variance for each feature in the training set. Used to compute `scale_` n_samples_seen_ : int The number of samples processed by the estimator. Will be reset on new calls to fit, but increments across ``partial_fit`` calls. See also -------- scale: Equivalent function without the object oriented API. :class:`sklearn.decomposition.PCA` Further removes the linear correlation across features with 'whiten=True'. """ # noqa def __init__(self, copy=True, with_mean=True, with_std=True): self.with_mean = with_mean self.with_std = with_std self.copy = copy @property @deprecated("Attribute ``std_`` will be removed in 0.19. " "Use ``scale_`` instead") def std_(self): return self.scale_ def _reset(self): """Reset internal data-dependent state of the scaler, if necessary. __init__ parameters are not touched. """ # Checking one attribute is enough, becase they are all set together # in partial_fit if hasattr(self, 'scale_'): del self.scale_ del self.n_samples_seen_ del self.mean_ del self.var_ def fit(self, X, y=None): """Compute the mean and std to be used for later scaling. Parameters ---------- X : {array-like, sparse matrix}, shape [n_samples, n_features] The data used to compute the mean and standard deviation used for later scaling along the features axis. y: Passthrough for ``Pipeline`` compatibility. """ # Reset internal state before fitting self._reset() return self.partial_fit(X, y) def partial_fit(self, X, y=None): """Online computation of mean and std on X for later scaling. All of X is processed as a single batch. This is intended for cases when `fit` is not feasible due to very large number of `n_samples` or because X is read from a continuous stream. The algorithm for incremental mean and std is given in Equation 1.5a,b in Chan, Tony F., Gene H. Golub, and Randall J. LeVeque. "Algorithms for computing the sample variance: Analysis and recommendations." The American Statistician 37.3 (1983): 242-247: Parameters ---------- X : {array-like, sparse matrix}, shape [n_samples, n_features] The data used to compute the mean and standard deviation used for later scaling along the features axis. y: Passthrough for ``Pipeline`` compatibility. """ X = check_array(X, accept_sparse=('csr', 'csc'), copy=self.copy, ensure_2d=False, warn_on_dtype=True, estimator=self, dtype=FLOAT_DTYPES) if X.ndim == 1: warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning) # Even in the case of `with_mean=False`, we update the mean anyway # This is needed for the incremental computation of the var # See incr_mean_variance_axis and _incremental_mean_variance_axis if sparse.issparse(X): if self.with_mean: raise ValueError( "Cannot center sparse matrices: pass `with_mean=False` " "instead. See docstring for motivation and alternatives.") if self.with_std: # First pass if not hasattr(self, 'n_samples_seen_'): self.mean_, self.var_ = mean_variance_axis(X, axis=0) self.n_samples_seen_ = X.shape[0] # Next passes else: self.mean_, self.var_, self.n_samples_seen_ = \ incr_mean_variance_axis(X, axis=0, last_mean=self.mean_, last_var=self.var_, last_n=self.n_samples_seen_) else: self.mean_ = None self.var_ = None else: # First pass if not hasattr(self, 'n_samples_seen_'): self.mean_ = .0 self.n_samples_seen_ = 0 if self.with_std: self.var_ = .0 else: self.var_ = None self.mean_, self.var_, self.n_samples_seen_ = \ _incremental_mean_and_var(X, self.mean_, self.var_, self.n_samples_seen_) if self.with_std: self.scale_ = _handle_zeros_in_scale(np.sqrt(self.var_)) else: self.scale_ = None return self def transform(self, X, y=None, copy=None): """Perform standardization by centering and scaling Parameters ---------- X : array-like, shape [n_samples, n_features] The data used to scale along the features axis. """ check_is_fitted(self, 'scale_') copy = copy if copy is not None else self.copy X = check_array(X, accept_sparse='csr', copy=copy, ensure_2d=False, warn_on_dtype=True, estimator=self, dtype=FLOAT_DTYPES) if X.ndim == 1: warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning) if sparse.issparse(X): if self.with_mean: raise ValueError( "Cannot center sparse matrices: pass `with_mean=False` " "instead. See docstring for motivation and alternatives.") if self.scale_ is not None: inplace_column_scale(X, 1 / self.scale_) else: if self.with_mean: X -= self.mean_ if self.with_std: X /= self.scale_ return X def inverse_transform(self, X, copy=None): """Scale back the data to the original representation Parameters ---------- X : array-like, shape [n_samples, n_features] The data used to scale along the features axis. """ check_is_fitted(self, 'scale_') copy = copy if copy is not None else self.copy if sparse.issparse(X): if self.with_mean: raise ValueError( "Cannot uncenter sparse matrices: pass `with_mean=False` " "instead See docstring for motivation and alternatives.") if not sparse.isspmatrix_csr(X): X = X.tocsr() copy = False if copy: X = X.copy() if self.scale_ is not None: inplace_column_scale(X, self.scale_) else: X = np.asarray(X) if copy: X = X.copy() if self.with_std: X *= self.scale_ if self.with_mean: X += self.mean_ return X class MaxAbsScaler(BaseEstimator, TransformerMixin): """Scale each feature by its maximum absolute value. This estimator scales and translates each feature individually such that the maximal absolute value of each feature in the training set will be 1.0. It does not shift/center the data, and thus does not destroy any sparsity. This scaler can also be applied to sparse CSR or CSC matrices. .. versionadded:: 0.17 Parameters ---------- copy : boolean, optional, default is True Set to False to perform inplace scaling and avoid a copy (if the input is already a numpy array). Attributes ---------- scale_ : ndarray, shape (n_features,) Per feature relative scaling of the data. .. versionadded:: 0.17 *scale_* attribute. max_abs_ : ndarray, shape (n_features,) Per feature maximum absolute value. n_samples_seen_ : int The number of samples processed by the estimator. Will be reset on new calls to fit, but increments across ``partial_fit`` calls. See also -------- maxabs_scale: Equivalent function without the object oriented API. """ def __init__(self, copy=True): self.copy = copy def _reset(self): """Reset internal data-dependent state of the scaler, if necessary. __init__ parameters are not touched. """ # Checking one attribute is enough, becase they are all set together # in partial_fit if hasattr(self, 'scale_'): del self.scale_ del self.n_samples_seen_ del self.max_abs_ def fit(self, X, y=None): """Compute the maximum absolute value to be used for later scaling. Parameters ---------- X : {array-like, sparse matrix}, shape [n_samples, n_features] The data used to compute the per-feature minimum and maximum used for later scaling along the features axis. """ # Reset internal state before fitting self._reset() return self.partial_fit(X, y) def partial_fit(self, X, y=None): """Online computation of max absolute value of X for later scaling. All of X is processed as a single batch. This is intended for cases when `fit` is not feasible due to very large number of `n_samples` or because X is read from a continuous stream. Parameters ---------- X : {array-like, sparse matrix}, shape [n_samples, n_features] The data used to compute the mean and standard deviation used for later scaling along the features axis. y: Passthrough for ``Pipeline`` compatibility. """ X = check_array(X, accept_sparse=('csr', 'csc'), copy=self.copy, ensure_2d=False, estimator=self, dtype=FLOAT_DTYPES) if X.ndim == 1: warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning) if sparse.issparse(X): mins, maxs = min_max_axis(X, axis=0) max_abs = np.maximum(np.abs(mins), np.abs(maxs)) else: max_abs = np.abs(X).max(axis=0) # First pass if not hasattr(self, 'n_samples_seen_'): self.n_samples_seen_ = X.shape[0] # Next passes else: max_abs = np.maximum(self.max_abs_, max_abs) self.n_samples_seen_ += X.shape[0] self.max_abs_ = max_abs self.scale_ = _handle_zeros_in_scale(max_abs) return self def transform(self, X, y=None): """Scale the data Parameters ---------- X : {array-like, sparse matrix} The data that should be scaled. """ check_is_fitted(self, 'scale_') X = check_array(X, accept_sparse=('csr', 'csc'), copy=self.copy, ensure_2d=False, estimator=self, dtype=FLOAT_DTYPES) if X.ndim == 1: warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning) if sparse.issparse(X): inplace_column_scale(X, 1.0 / self.scale_) else: X /= self.scale_ return X def inverse_transform(self, X): """Scale back the data to the original representation Parameters ---------- X : {array-like, sparse matrix} The data that should be transformed back. """ check_is_fitted(self, 'scale_') X = check_array(X, accept_sparse=('csr', 'csc'), copy=self.copy, ensure_2d=False, estimator=self, dtype=FLOAT_DTYPES) if X.ndim == 1: warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning) if sparse.issparse(X): inplace_column_scale(X, self.scale_) else: X *= self.scale_ return X def maxabs_scale(X, axis=0, copy=True): """Scale each feature to the [-1, 1] range without breaking the sparsity. This estimator scales each feature individually such that the maximal absolute value of each feature in the training set will be 1.0. This scaler can also be applied to sparse CSR or CSC matrices. Parameters ---------- axis : int (0 by default) axis used to scale along. If 0, independently scale each feature, otherwise (if 1) scale each sample. copy : boolean, optional, default is True Set to False to perform inplace scaling and avoid a copy (if the input is already a numpy array). See also -------- MaxAbsScaler: Performs scaling to the [-1, 1] range using the``Transformer`` API (e.g. as part of a preprocessing :class:`sklearn.pipeline.Pipeline`). """ # noqa # To allow retro-compatibility, we handle here the case of 1D-input # From 0.17, 1D-input are deprecated in scaler objects # Although, we want to allow the users to keep calling this function # with 1D-input. # Cast input to array, as we need to check ndim. Prior to 0.17, that was # done inside the scaler object fit_transform. # If copy is required, it will be done inside the scaler object. X = check_array(X, accept_sparse=('csr', 'csc'), copy=False, ensure_2d=False, dtype=FLOAT_DTYPES) original_ndim = X.ndim if original_ndim == 1: X = X.reshape(X.shape[0], 1) s = MaxAbsScaler(copy=copy) if axis == 0: X = s.fit_transform(X) else: X = s.fit_transform(X.T).T if original_ndim == 1: X = X.ravel() return X class RobustScaler(BaseEstimator, TransformerMixin): """Scale features using statistics that are robust to outliers. This Scaler removes the median and scales the data according to the quantile range (defaults to IQR: Interquartile Range). The IQR is the range between the 1st quartile (25th quantile) and the 3rd quartile (75th quantile). Centering and scaling happen independently on each feature (or each sample, depending on the `axis` argument) by computing the relevant statistics on the samples in the training set. Median and interquartile range are then stored to be used on later data using the `transform` method. Standardization of a dataset is a common requirement for many machine learning estimators. Typically this is done by removing the mean and scaling to unit variance. However, outliers can often influence the sample mean / variance in a negative way. In such cases, the median and the interquartile range often give better results. .. versionadded:: 0.17 Read more in the :ref:`User Guide <preprocessing_scaler>`. Parameters ---------- with_centering : boolean, True by default If True, center the data before scaling. This does not work (and will raise an exception) when attempted on sparse matrices, because centering them entails building a dense matrix which in common use cases is likely to be too large to fit in memory. with_scaling : boolean, True by default If True, scale the data to interquartile range. quantile_range : tuple (q_min, q_max), 0.0 < q_min < q_max < 100.0 Default: (25.0, 75.0) = (1st quantile, 3rd quantile) = IQR Quantile range used to calculate ``scale_``. .. versionadded:: 0.18 copy : boolean, optional, default is True If False, try to avoid a copy and do inplace scaling instead. This is not guaranteed to always work inplace; e.g. if the data is not a NumPy array or scipy.sparse CSR matrix, a copy may still be returned. Attributes ---------- center_ : array of floats The median value for each feature in the training set. scale_ : array of floats The (scaled) interquartile range for each feature in the training set. .. versionadded:: 0.17 *scale_* attribute. See also -------- robust_scale: Equivalent function without the object oriented API. :class:`sklearn.decomposition.PCA` Further removes the linear correlation across features with 'whiten=True'. Notes ----- See examples/preprocessing/plot_robust_scaling.py for an example. https://en.wikipedia.org/wiki/Median_(statistics) https://en.wikipedia.org/wiki/Interquartile_range """ def __init__(self, with_centering=True, with_scaling=True, quantile_range=(25.0, 75.0), copy=True): self.with_centering = with_centering self.with_scaling = with_scaling self.quantile_range = quantile_range self.copy = copy def _check_array(self, X, copy): """Makes sure centering is not enabled for sparse matrices.""" X = check_array(X, accept_sparse=('csr', 'csc'), copy=self.copy, ensure_2d=False, estimator=self, dtype=FLOAT_DTYPES) if X.ndim == 1: warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning) if sparse.issparse(X): if self.with_centering: raise ValueError( "Cannot center sparse matrices: use `with_centering=False`" " instead. See docstring for motivation and alternatives.") return X def fit(self, X, y=None): """Compute the median and quantiles to be used for scaling. Parameters ---------- X : array-like, shape [n_samples, n_features] The data used to compute the median and quantiles used for later scaling along the features axis. """ if sparse.issparse(X): raise TypeError("RobustScaler cannot be fitted on sparse inputs") X = self._check_array(X, self.copy) if X.ndim == 1: warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning) if self.with_centering: self.center_ = np.median(X, axis=0) if self.with_scaling: q_min, q_max = self.quantile_range if not 0 <= q_min <= q_max <= 100: raise ValueError("Invalid quantile range: %s" % str(self.quantile_range)) q = np.percentile(X, self.quantile_range, axis=0) self.scale_ = (q[1] - q[0]) self.scale_ = _handle_zeros_in_scale(self.scale_, copy=False) return self def transform(self, X, y=None): """Center and scale the data Parameters ---------- X : array-like The data used to scale along the specified axis. """ if self.with_centering: check_is_fitted(self, 'center_') if self.with_scaling: check_is_fitted(self, 'scale_') X = self._check_array(X, self.copy) if X.ndim == 1: warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning) if sparse.issparse(X): if self.with_scaling: inplace_column_scale(X, 1.0 / self.scale_) else: if self.with_centering: X -= self.center_ if self.with_scaling: X /= self.scale_ return X def inverse_transform(self, X): """Scale back the data to the original representation Parameters ---------- X : array-like The data used to scale along the specified axis. """ if self.with_centering: check_is_fitted(self, 'center_') if self.with_scaling: check_is_fitted(self, 'scale_') X = self._check_array(X, self.copy) if X.ndim == 1: warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning) if sparse.issparse(X): if self.with_scaling: inplace_column_scale(X, self.scale_) else: if self.with_scaling: X *= self.scale_ if self.with_centering: X += self.center_ return X def robust_scale(X, axis=0, with_centering=True, with_scaling=True, quantile_range=(25.0, 75.0), copy=True): """Standardize a dataset along any axis Center to the median and component wise scale according to the interquartile range. Read more in the :ref:`User Guide <preprocessing_scaler>`. Parameters ---------- X : array-like The data to center and scale. axis : int (0 by default) axis used to compute the medians and IQR along. If 0, independently scale each feature, otherwise (if 1) scale each sample. with_centering : boolean, True by default If True, center the data before scaling. with_scaling : boolean, True by default If True, scale the data to unit variance (or equivalently, unit standard deviation). quantile_range : tuple (q_min, q_max), 0.0 < q_min < q_max < 100.0 Default: (25.0, 75.0) = (1st quantile, 3rd quantile) = IQR Quantile range used to calculate ``scale_``. .. versionadded:: 0.18 copy : boolean, optional, default is True set to False to perform inplace row normalization and avoid a copy (if the input is already a numpy array or a scipy.sparse CSR matrix and if axis is 1). Notes ----- This implementation will refuse to center scipy.sparse matrices since it would make them non-sparse and would potentially crash the program with memory exhaustion problems. Instead the caller is expected to either set explicitly `with_centering=False` (in that case, only variance scaling will be performed on the features of the CSR matrix) or to call `X.toarray()` if he/she expects the materialized dense array to fit in memory. To avoid memory copy the caller should pass a CSR matrix. See also -------- RobustScaler: Performs centering and scaling using the ``Transformer`` API (e.g. as part of a preprocessing :class:`sklearn.pipeline.Pipeline`). """ s = RobustScaler(with_centering=with_centering, with_scaling=with_scaling, quantile_range=quantile_range, copy=copy) if axis == 0: return s.fit_transform(X) else: return s.fit_transform(X.T).T class PolynomialFeatures(BaseEstimator, TransformerMixin): """Generate polynomial and interaction features. Generate a new feature matrix consisting of all polynomial combinations of the features with degree less than or equal to the specified degree. For example, if an input sample is two dimensional and of the form [a, b], the degree-2 polynomial features are [1, a, b, a^2, ab, b^2]. Parameters ---------- degree : integer The degree of the polynomial features. Default = 2. interaction_only : boolean, default = False If true, only interaction features are produced: features that are products of at most ``degree`` *distinct* input features (so not ``x[1] ** 2``, ``x[0] * x[2] ** 3``, etc.). include_bias : boolean If True (default), then include a bias column, the feature in which all polynomial powers are zero (i.e. a column of ones - acts as an intercept term in a linear model). Examples -------- >>> X = np.arange(6).reshape(3, 2) >>> X array([[0, 1], [2, 3], [4, 5]]) >>> poly = PolynomialFeatures(2) >>> poly.fit_transform(X) array([[ 1., 0., 1., 0., 0., 1.], [ 1., 2., 3., 4., 6., 9.], [ 1., 4., 5., 16., 20., 25.]]) >>> poly = PolynomialFeatures(interaction_only=True) >>> poly.fit_transform(X) array([[ 1., 0., 1., 0.], [ 1., 2., 3., 6.], [ 1., 4., 5., 20.]]) Attributes ---------- powers_ : array, shape (n_output_features, n_input_features) powers_[i, j] is the exponent of the jth input in the ith output. n_input_features_ : int The total number of input features. n_output_features_ : int The total number of polynomial output features. The number of output features is computed by iterating over all suitably sized combinations of input features. Notes ----- Be aware that the number of features in the output array scales polynomially in the number of features of the input array, and exponentially in the degree. High degrees can cause overfitting. See :ref:`examples/linear_model/plot_polynomial_interpolation.py <sphx_glr_auto_examples_linear_model_plot_polynomial_interpolation.py>` """ def __init__(self, degree=2, interaction_only=False, include_bias=True): self.degree = degree self.interaction_only = interaction_only self.include_bias = include_bias @staticmethod def _combinations(n_features, degree, interaction_only, include_bias): comb = (combinations if interaction_only else combinations_w_r) start = int(not include_bias) return chain.from_iterable(comb(range(n_features), i) for i in range(start, degree + 1)) @property def powers_(self): check_is_fitted(self, 'n_input_features_') combinations = self._combinations(self.n_input_features_, self.degree, self.interaction_only, self.include_bias) return np.vstack(bincount(c, minlength=self.n_input_features_) for c in combinations) def get_feature_names(self, input_features=None): """ Return feature names for output features Parameters ---------- input_features : list of string, length n_features, optional String names for input features if available. By default, "x0", "x1", ... "xn_features" is used. Returns ------- output_feature_names : list of string, length n_output_features """ powers = self.powers_ if input_features is None: input_features = ['x%d' % i for i in range(powers.shape[1])] feature_names = [] for row in powers: inds = np.where(row)[0] if len(inds): name = " ".join("%s^%d" % (input_features[ind], exp) if exp != 1 else input_features[ind] for ind, exp in zip(inds, row[inds])) else: name = "1" feature_names.append(name) return feature_names def fit(self, X, y=None): """ Compute number of output features. """ n_samples, n_features = check_array(X).shape combinations = self._combinations(n_features, self.degree, self.interaction_only, self.include_bias) self.n_input_features_ = n_features self.n_output_features_ = sum(1 for _ in combinations) return self def transform(self, X, y=None): """Transform data to polynomial features Parameters ---------- X : array-like, shape [n_samples, n_features] The data to transform, row by row. Returns ------- XP : np.ndarray shape [n_samples, NP] The matrix of features, where NP is the number of polynomial features generated from the combination of inputs. """ check_is_fitted(self, ['n_input_features_', 'n_output_features_']) X = check_array(X, dtype=FLOAT_DTYPES) n_samples, n_features = X.shape if n_features != self.n_input_features_: raise ValueError("X shape does not match training shape") # allocate output data XP = np.empty((n_samples, self.n_output_features_), dtype=X.dtype) combinations = self._combinations(n_features, self.degree, self.interaction_only, self.include_bias) for i, c in enumerate(combinations): XP[:, i] = X[:, c].prod(1) return XP def normalize(X, norm='l2', axis=1, copy=True, return_norm=False): """Scale input vectors individually to unit norm (vector length). Read more in the :ref:`User Guide <preprocessing_normalization>`. Parameters ---------- X : {array-like, sparse matrix}, shape [n_samples, n_features] The data to normalize, element by element. scipy.sparse matrices should be in CSR format to avoid an un-necessary copy. norm : 'l1', 'l2', or 'max', optional ('l2' by default) The norm to use to normalize each non zero sample (or each non-zero feature if axis is 0). axis : 0 or 1, optional (1 by default) axis used to normalize the data along. If 1, independently normalize each sample, otherwise (if 0) normalize each feature. copy : boolean, optional, default True set to False to perform inplace row normalization and avoid a copy (if the input is already a numpy array or a scipy.sparse CSR matrix and if axis is 1). return_norm : boolean, default False whether to return the computed norms See also -------- Normalizer: Performs normalization using the ``Transformer`` API (e.g. as part of a preprocessing :class:`sklearn.pipeline.Pipeline`). """ if norm not in ('l1', 'l2', 'max'): raise ValueError("'%s' is not a supported norm" % norm) if axis == 0: sparse_format = 'csc' elif axis == 1: sparse_format = 'csr' else: raise ValueError("'%d' is not a supported axis" % axis) X = check_array(X, sparse_format, copy=copy, warn_on_dtype=True, estimator='the normalize function', dtype=FLOAT_DTYPES) if axis == 0: X = X.T if sparse.issparse(X): if norm == 'l1': inplace_csr_row_normalize_l1(X) elif norm == 'l2': inplace_csr_row_normalize_l2(X) elif norm == 'max': _, norms = min_max_axis(X, 1) norms = norms.repeat(np.diff(X.indptr)) mask = norms != 0 X.data[mask] /= norms[mask] else: if norm == 'l1': norms = np.abs(X).sum(axis=1) elif norm == 'l2': norms = row_norms(X) elif norm == 'max': norms = np.max(X, axis=1) norms = _handle_zeros_in_scale(norms, copy=False) X /= norms[:, np.newaxis] if axis == 0: X = X.T if return_norm: return X, norms else: return X class Normalizer(BaseEstimator, TransformerMixin): """Normalize samples individually to unit norm. Each sample (i.e. each row of the data matrix) with at least one non zero component is rescaled independently of other samples so that its norm (l1 or l2) equals one. This transformer is able to work both with dense numpy arrays and scipy.sparse matrix (use CSR format if you want to avoid the burden of a copy / conversion). Scaling inputs to unit norms is a common operation for text classification or clustering for instance. For instance the dot product of two l2-normalized TF-IDF vectors is the cosine similarity of the vectors and is the base similarity metric for the Vector Space Model commonly used by the Information Retrieval community. Read more in the :ref:`User Guide <preprocessing_normalization>`. Parameters ---------- norm : 'l1', 'l2', or 'max', optional ('l2' by default) The norm to use to normalize each non zero sample. copy : boolean, optional, default True set to False to perform inplace row normalization and avoid a copy (if the input is already a numpy array or a scipy.sparse CSR matrix). Notes ----- This estimator is stateless (besides constructor parameters), the fit method does nothing but is useful when used in a pipeline. See also -------- normalize: Equivalent function without the object oriented API. """ def __init__(self, norm='l2', copy=True): self.norm = norm self.copy = copy def fit(self, X, y=None): """Do nothing and return the estimator unchanged This method is just there to implement the usual API and hence work in pipelines. """ X = check_array(X, accept_sparse='csr') return self def transform(self, X, y=None, copy=None): """Scale each non zero row of X to unit norm Parameters ---------- X : {array-like, sparse matrix}, shape [n_samples, n_features] The data to normalize, row by row. scipy.sparse matrices should be in CSR format to avoid an un-necessary copy. """ copy = copy if copy is not None else self.copy X = check_array(X, accept_sparse='csr') return normalize(X, norm=self.norm, axis=1, copy=copy) def binarize(X, threshold=0.0, copy=True): """Boolean thresholding of array-like or scipy.sparse matrix Read more in the :ref:`User Guide <preprocessing_binarization>`. Parameters ---------- X : {array-like, sparse matrix}, shape [n_samples, n_features] The data to binarize, element by element. scipy.sparse matrices should be in CSR or CSC format to avoid an un-necessary copy. threshold : float, optional (0.0 by default) Feature values below or equal to this are replaced by 0, above it by 1. Threshold may not be less than 0 for operations on sparse matrices. copy : boolean, optional, default True set to False to perform inplace binarization and avoid a copy (if the input is already a numpy array or a scipy.sparse CSR / CSC matrix and if axis is 1). See also -------- Binarizer: Performs binarization using the ``Transformer`` API (e.g. as part of a preprocessing :class:`sklearn.pipeline.Pipeline`). """ X = check_array(X, accept_sparse=['csr', 'csc'], copy=copy) if sparse.issparse(X): if threshold < 0: raise ValueError('Cannot binarize a sparse matrix with threshold ' '< 0') cond = X.data > threshold not_cond = np.logical_not(cond) X.data[cond] = 1 X.data[not_cond] = 0 X.eliminate_zeros() else: cond = X > threshold not_cond = np.logical_not(cond) X[cond] = 1 X[not_cond] = 0 return X class Binarizer(BaseEstimator, TransformerMixin): """Binarize data (set feature values to 0 or 1) according to a threshold Values greater than the threshold map to 1, while values less than or equal to the threshold map to 0. With the default threshold of 0, only positive values map to 1. Binarization is a common operation on text count data where the analyst can decide to only consider the presence or absence of a feature rather than a quantified number of occurrences for instance. It can also be used as a pre-processing step for estimators that consider boolean random variables (e.g. modelled using the Bernoulli distribution in a Bayesian setting). Read more in the :ref:`User Guide <preprocessing_binarization>`. Parameters ---------- threshold : float, optional (0.0 by default) Feature values below or equal to this are replaced by 0, above it by 1. Threshold may not be less than 0 for operations on sparse matrices. copy : boolean, optional, default True set to False to perform inplace binarization and avoid a copy (if the input is already a numpy array or a scipy.sparse CSR matrix). Notes ----- If the input is a sparse matrix, only the non-zero values are subject to update by the Binarizer class. This estimator is stateless (besides constructor parameters), the fit method does nothing but is useful when used in a pipeline. See also -------- binarize: Equivalent function without the object oriented API. """ def __init__(self, threshold=0.0, copy=True): self.threshold = threshold self.copy = copy def fit(self, X, y=None): """Do nothing and return the estimator unchanged This method is just there to implement the usual API and hence work in pipelines. """ check_array(X, accept_sparse='csr') return self def transform(self, X, y=None, copy=None): """Binarize each element of X Parameters ---------- X : {array-like, sparse matrix}, shape [n_samples, n_features] The data to binarize, element by element. scipy.sparse matrices should be in CSR format to avoid an un-necessary copy. """ copy = copy if copy is not None else self.copy return binarize(X, threshold=self.threshold, copy=copy) class KernelCenterer(BaseEstimator, TransformerMixin): """Center a kernel matrix Let K(x, z) be a kernel defined by phi(x)^T phi(z), where phi is a function mapping x to a Hilbert space. KernelCenterer centers (i.e., normalize to have zero mean) the data without explicitly computing phi(x). It is equivalent to centering phi(x) with sklearn.preprocessing.StandardScaler(with_std=False). Read more in the :ref:`User Guide <kernel_centering>`. """ def fit(self, K, y=None): """Fit KernelCenterer Parameters ---------- K : numpy array of shape [n_samples, n_samples] Kernel matrix. Returns ------- self : returns an instance of self. """ K = check_array(K, dtype=FLOAT_DTYPES) n_samples = K.shape[0] self.K_fit_rows_ = np.sum(K, axis=0) / n_samples self.K_fit_all_ = self.K_fit_rows_.sum() / n_samples return self def transform(self, K, y=None, copy=True): """Center kernel matrix. Parameters ---------- K : numpy array of shape [n_samples1, n_samples2] Kernel matrix. copy : boolean, optional, default True Set to False to perform inplace computation. Returns ------- K_new : numpy array of shape [n_samples1, n_samples2] """ check_is_fitted(self, 'K_fit_all_') K = check_array(K, copy=copy, dtype=FLOAT_DTYPES) K_pred_cols = (np.sum(K, axis=1) / self.K_fit_rows_.shape[0])[:, np.newaxis] K -= self.K_fit_rows_ K -= K_pred_cols K += self.K_fit_all_ return K @property def _pairwise(self): return True def add_dummy_feature(X, value=1.0): """Augment dataset with an additional dummy feature. This is useful for fitting an intercept term with implementations which cannot otherwise fit it directly. Parameters ---------- X : {array-like, sparse matrix}, shape [n_samples, n_features] Data. value : float Value to use for the dummy feature. Returns ------- X : {array, sparse matrix}, shape [n_samples, n_features + 1] Same data with dummy feature added as first column. Examples -------- >>> from sklearn.preprocessing import add_dummy_feature >>> add_dummy_feature([[0, 1], [1, 0]]) array([[ 1., 0., 1.], [ 1., 1., 0.]]) """ X = check_array(X, accept_sparse=['csc', 'csr', 'coo'], dtype=FLOAT_DTYPES) n_samples, n_features = X.shape shape = (n_samples, n_features + 1) if sparse.issparse(X): if sparse.isspmatrix_coo(X): # Shift columns to the right. col = X.col + 1 # Column indices of dummy feature are 0 everywhere. col = np.concatenate((np.zeros(n_samples), col)) # Row indices of dummy feature are 0, ..., n_samples-1. row = np.concatenate((np.arange(n_samples), X.row)) # Prepend the dummy feature n_samples times. data = np.concatenate((np.ones(n_samples) * value, X.data)) return sparse.coo_matrix((data, (row, col)), shape) elif sparse.isspmatrix_csc(X): # Shift index pointers since we need to add n_samples elements. indptr = X.indptr + n_samples # indptr[0] must be 0. indptr = np.concatenate((np.array([0]), indptr)) # Row indices of dummy feature are 0, ..., n_samples-1. indices = np.concatenate((np.arange(n_samples), X.indices)) # Prepend the dummy feature n_samples times. data = np.concatenate((np.ones(n_samples) * value, X.data)) return sparse.csc_matrix((data, indices, indptr), shape) else: klass = X.__class__ return klass(add_dummy_feature(X.tocoo(), value)) else: return np.hstack((np.ones((n_samples, 1)) * value, X)) def _transform_selected(X, transform, selected="all", copy=True): """Apply a transform function to portion of selected features Parameters ---------- X : {array-like, sparse matrix}, shape [n_samples, n_features] Dense array or sparse matrix. transform : callable A callable transform(X) -> X_transformed copy : boolean, optional Copy X even if it could be avoided. selected: "all" or array of indices or mask Specify which features to apply the transform to. Returns ------- X : array or sparse matrix, shape=(n_samples, n_features_new) """ X = check_array(X, accept_sparse='csc', copy=copy, dtype=FLOAT_DTYPES) if isinstance(selected, six.string_types) and selected == "all": return transform(X) if len(selected) == 0: return X n_features = X.shape[1] ind = np.arange(n_features) sel = np.zeros(n_features, dtype=bool) sel[np.asarray(selected)] = True not_sel = np.logical_not(sel) n_selected = np.sum(sel) if n_selected == 0: # No features selected. return X elif n_selected == n_features: # All features selected. return transform(X) else: X_sel = transform(X[:, ind[sel]]) X_not_sel = X[:, ind[not_sel]] if sparse.issparse(X_sel) or sparse.issparse(X_not_sel): return sparse.hstack((X_sel, X_not_sel)) else: return np.hstack((X_sel, X_not_sel)) class OneHotEncoder(BaseEstimator, TransformerMixin): """Encode categorical integer features using a one-hot aka one-of-K scheme. The input to this transformer should be a matrix of integers, denoting the values taken on by categorical (discrete) features. The output will be a sparse matrix where each column corresponds to one possible value of one feature. It is assumed that input features take on values in the range [0, n_values). This encoding is needed for feeding categorical data to many scikit-learn estimators, notably linear models and SVMs with the standard kernels. Read more in the :ref:`User Guide <preprocessing_categorical_features>`. Parameters ---------- n_values : 'auto', int or array of ints Number of values per feature. - 'auto' : determine value range from training data. - int : number of categorical values per feature. Each feature value should be in ``range(n_values)`` - array : ``n_values[i]`` is the number of categorical values in ``X[:, i]``. Each feature value should be in ``range(n_values[i])`` categorical_features: "all" or array of indices or mask Specify what features are treated as categorical. - 'all' (default): All features are treated as categorical. - array of indices: Array of categorical feature indices. - mask: Array of length n_features and with dtype=bool. Non-categorical features are always stacked to the right of the matrix. dtype : number type, default=np.float Desired dtype of output. sparse : boolean, default=True Will return sparse matrix if set True else will return an array. handle_unknown : str, 'error' or 'ignore' Whether to raise an error or ignore if a unknown categorical feature is present during transform. Attributes ---------- active_features_ : array Indices for active features, meaning values that actually occur in the training set. Only available when n_values is ``'auto'``. feature_indices_ : array of shape (n_features,) Indices to feature ranges. Feature ``i`` in the original data is mapped to features from ``feature_indices_[i]`` to ``feature_indices_[i+1]`` (and then potentially masked by `active_features_` afterwards) n_values_ : array of shape (n_features,) Maximum number of values per feature. Examples -------- Given a dataset with three features and two samples, we let the encoder find the maximum value per feature and transform the data to a binary one-hot encoding. >>> from sklearn.preprocessing import OneHotEncoder >>> enc = OneHotEncoder() >>> enc.fit([[0, 0, 3], [1, 1, 0], [0, 2, 1], \ [1, 0, 2]]) # doctest: +ELLIPSIS OneHotEncoder(categorical_features='all', dtype=<... 'numpy.float64'>, handle_unknown='error', n_values='auto', sparse=True) >>> enc.n_values_ array([2, 3, 4]) >>> enc.feature_indices_ array([0, 2, 5, 9]) >>> enc.transform([[0, 1, 1]]).toarray() array([[ 1., 0., 0., 1., 0., 0., 1., 0., 0.]]) See also -------- sklearn.feature_extraction.DictVectorizer : performs a one-hot encoding of dictionary items (also handles string-valued features). sklearn.feature_extraction.FeatureHasher : performs an approximate one-hot encoding of dictionary items or strings. """ def __init__(self, n_values="auto", categorical_features="all", dtype=np.float64, sparse=True, handle_unknown='error'): self.n_values = n_values self.categorical_features = categorical_features self.dtype = dtype self.sparse = sparse self.handle_unknown = handle_unknown def fit(self, X, y=None): """Fit OneHotEncoder to X. Parameters ---------- X : array-like, shape [n_samples, n_feature] Input array of type int. Returns ------- self """ self.fit_transform(X) return self def _fit_transform(self, X): """Assumes X contains only categorical features.""" X = check_array(X, dtype=np.int) if np.any(X < 0): raise ValueError("X needs to contain only non-negative integers.") n_samples, n_features = X.shape if (isinstance(self.n_values, six.string_types) and self.n_values == 'auto'): n_values = np.max(X, axis=0) + 1 elif isinstance(self.n_values, numbers.Integral): if (np.max(X, axis=0) >= self.n_values).any(): raise ValueError("Feature out of bounds for n_values=%d" % self.n_values) n_values = np.empty(n_features, dtype=np.int) n_values.fill(self.n_values) else: try: n_values = np.asarray(self.n_values, dtype=int) except (ValueError, TypeError): raise TypeError("Wrong type for parameter `n_values`. Expected" " 'auto', int or array of ints, got %r" % type(X)) if n_values.ndim < 1 or n_values.shape[0] != X.shape[1]: raise ValueError("Shape mismatch: if n_values is an array," " it has to be of shape (n_features,).") self.n_values_ = n_values n_values = np.hstack([[0], n_values]) indices = np.cumsum(n_values) self.feature_indices_ = indices column_indices = (X + indices[:-1]).ravel() row_indices = np.repeat(np.arange(n_samples, dtype=np.int32), n_features) data = np.ones(n_samples * n_features) out = sparse.coo_matrix((data, (row_indices, column_indices)), shape=(n_samples, indices[-1]), dtype=self.dtype).tocsr() if (isinstance(self.n_values, six.string_types) and self.n_values == 'auto'): mask = np.array(out.sum(axis=0)).ravel() != 0 active_features = np.where(mask)[0] out = out[:, active_features] self.active_features_ = active_features return out if self.sparse else out.toarray() def fit_transform(self, X, y=None): """Fit OneHotEncoder to X, then transform X. Equivalent to self.fit(X).transform(X), but more convenient and more efficient. See fit for the parameters, transform for the return value. """ return _transform_selected(X, self._fit_transform, self.categorical_features, copy=True) def _transform(self, X): """Assumes X contains only categorical features.""" X = check_array(X, dtype=np.int) if np.any(X < 0): raise ValueError("X needs to contain only non-negative integers.") n_samples, n_features = X.shape indices = self.feature_indices_ if n_features != indices.shape[0] - 1: raise ValueError("X has different shape than during fitting." " Expected %d, got %d." % (indices.shape[0] - 1, n_features)) # We use only those categorical features of X that are known using fit. # i.e lesser than n_values_ using mask. # This means, if self.handle_unknown is "ignore", the row_indices and # col_indices corresponding to the unknown categorical feature are # ignored. mask = (X < self.n_values_).ravel() if np.any(~mask): if self.handle_unknown not in ['error', 'ignore']: raise ValueError("handle_unknown should be either error or " "unknown got %s" % self.handle_unknown) if self.handle_unknown == 'error': raise ValueError("unknown categorical feature present %s " "during transform." % X.ravel()[~mask]) column_indices = (X + indices[:-1]).ravel()[mask] row_indices = np.repeat(np.arange(n_samples, dtype=np.int32), n_features)[mask] data = np.ones(np.sum(mask)) out = sparse.coo_matrix((data, (row_indices, column_indices)), shape=(n_samples, indices[-1]), dtype=self.dtype).tocsr() if (isinstance(self.n_values, six.string_types) and self.n_values == 'auto'): out = out[:, self.active_features_] return out if self.sparse else out.toarray() def transform(self, X): """Transform X using one-hot encoding. Parameters ---------- X : array-like, shape [n_samples, n_features] Input array of type int. Returns ------- X_out : sparse matrix if sparse=True else a 2-d array, dtype=int Transformed input. """ return _transform_selected(X, self._transform, self.categorical_features, copy=True)
bsd-3-clause
MartinsMednis/dynamic-modelling-tools
modelling_utilities.py
1
23115
#!/usr/bin/python3 # -*- coding: utf-8 -*- import numpy as np import matplotlib.pyplot as plt import pandas as pd from pandas import DataFrame, Series from scipy import stats import os.path import math import statistics # plt.rcParams.update({'font.size': 12, 'font.family': 'STIXGeneral', 'mathtext.fontset': 'stix'}) plt.rcParams.update({'font.size': 12, 'font.family': 'sans-serif'}) def removenans(data, modelled): """remove NaN values from measurements and corresponding modeled values""" nans = np.isnan(data) return np.compress(~nans,data), np.compress(~nans,modelled) def load_experimental_data(sourceDataFrame,expnoList): df = sourceDataFrame all_data = list() for expno in expnoList: exp_data = df[df['id']==expno] # select the right experiment dataset = [exp_data['X'].values, exp_data['S'].values, exp_data['P'].values, exp_data['h'].values] all_data.append(dataset) return all_data def mySafeR2(Y,Y_pred): """ Safe because it removes Nans.""" # yi_list, fi_list = removenans(yi_list, fi_list) # here we don not skip first values, only nans Y = np.array(Y) Y_pred = np.array(Y_pred) Y, Y_pred = removenans(Y, Y_pred) slope, intercept, r_value, p_value, std_err = stats.linregress(Y,Y_pred) return r_value**2 def mySafeR2_obsolete(Y,Y_pred): """ Safe because it removes Nans.""" # yi_list, fi_list = removenans(yi_list, fi_list) # here we don not skip first values, only nans yi_list, fi_list = removenans(Y, Y_pred) y_mean = sum(yi_list)/float(len(yi_list)) ss_tot = sum((yi-y_mean)**2 for yi in yi_list) ss_err = sum((yi-fi)**2 for yi,fi in zip(yi_list,fi_list)) r2 = 1 - (ss_err/ss_tot) return r2 def mySafeMSE(Y, Y_pred): """ Safe because it removes Nans and normalizes values. """ y, y_pred = removenans(Y, Y_pred) y, y_pred = feature_scaling(y, y_pred) # y, y_pred = zero_mean_variance(y, y_pred) residual = np.sum( np.power(y - y_pred, 2) ) return 1./(len(y)) * residual def resc(a,r): # a is array, r is related array. The "r" should always be OBS data. """Normalize (rescale) an array""" def gmax(*args): lmax = [] # local max values for l in args: lmax.append(max(l)) return max(lmax) # find global max value in the list of local max values def gmin(*args): lmin = [] # local max values for l in args: lmin.append(min(l)) return min(lmin) # find global max value in the list of local max values b = [] # empty list to store scaled values for i in a: if np.isnan(i): # deal with missing data b.append(np.nan) else: b.append( (i-gmin(a,r))/(gmax(a,r) - gmin(a,r)) ) #modeled and measured values the array have to be rescaled using the same min and max values return np.hstack(b) # create numpy array from list def feature_scaling(Y, Y_pred): """Normalize (rescale) an array""" Y = np.array(Y) Y_pred = np.array(Y_pred) minY = min(Y) maxY = max(Y) return (Y - minY)/(maxY - minY), (Y_pred - minY)/(maxY - minY) def feature_scaling_safe(Y, Y_pred): """Normalize (rescale) an array""" # y ,y_pred = removenans(Y, Y_pred) Y = np.array(Y) Y_pred = np.array(Y_pred) minY = min(y) maxY = max(y_pred) return (Y - minY)/(maxY - minY), (Y_pred - minY)/(maxY - minY) def zero_mean_variance(Y, Y_pred): y, y_pred = removenans(Y, Y_pred) Deviation = math.sqrt(statistics.pvariance(y)) Mean = statistics.mean(y) # print("Mean=={0}, Deviation=={1}".format(Mean,Deviation)) Y = np.array(Y) Y_pred = np.array(Y_pred) # return y, y_pred return (Y - Mean)/Deviation, (Y_pred - Mean)/Deviation def prepare_modeling_results(model,all_data,expnoList,path,exptitle): results_table = DataFrame(columns=['h','X','X model','S', 'S model', 'P', 'P model', 'expno', 'XnOBS', 'XnPRED', 'SnOBS', 'SnPRED', 'PnOBS', 'PnPRED']) for dataset1,expno1 in zip(all_data,expnoList): results_table1 = model.simulation(dataset1, expno=expno1) # calculate normalized values # XnOBS, XnPRED = feature_scaling(results_table1['X'].values,results_table1['X model'].values) # SnOBS, SnPRED = feature_scaling(results_table1['S'].values,results_table1['S model'].values) # PnOBS, PnPRED = feature_scaling(results_table1['P'].values,results_table1['P model'].values) # standardization XnOBS, XnPRED = zero_mean_variance(results_table1['X'].values,results_table1['X model'].values) SnOBS, SnPRED = zero_mean_variance(results_table1['S'].values,results_table1['S model'].values) PnOBS, PnPRED = zero_mean_variance(results_table1['P'].values,results_table1['P model'].values) # and add them to the table as new columns results_table1['XnOBS'] = XnOBS results_table1['XnPRED'] = XnPRED results_table1['SnOBS'] = SnOBS results_table1['SnPRED'] = SnPRED results_table1['PnOBS'] = PnOBS results_table1['PnPRED'] = PnPRED # now add the current experiment to the big table of all experiments results_table = results_table.append(results_table1) results_table.to_html("{0}results_table_{1}.html".format(path,exptitle)) return results_table def plot_all_results(model,all_data,expnoList,path): for dataset1,expno1 in zip(all_data,expnoList): last_time_point = dataset1[3][-1] + 0.1 t = np.arange(0, last_time_point, 0.1) # smalkaak parameters = model.parameters results = model.solution(parameters, t, start_X=dataset1[0][0], start_S = dataset1[1][0], start_E=dataset1[2][0]) plot_results(t,results,dataset1,expno=expno1, path=path) def plot_all_results_print(model,all_data,expnoList,path): for dataset1,expno1 in zip(all_data,expnoList): last_time_point = dataset1[3][-1] + 0.1 t = np.arange(0, last_time_point, 0.1) # smalkaak parameters = model.parameters results = model.solution(parameters, t, start_X=dataset1[0][0], start_S = dataset1[1][0], start_E=dataset1[2][0]) plot_results_print(t,results,dataset1,expno=expno1, path=path) def generate_simulation_results(model,all_data,expnoList,path,exptitle): results_table_h = DataFrame(columns=['h','X model','S model', 'P model', 'expno']) for dataset1,expno1 in zip(all_data,expnoList): last_time_point = dataset1[3][-1] + 0.1 t = np.arange(0, last_time_point, 0.5) # smalkaak parameters = model.parameters modeled_values = model.solution(parameters, t, start_X=dataset1[0][0], start_S = dataset1[1][0], start_E=dataset1[2][0]) modeled_values = np.transpose(modeled_values) results_table = DataFrame(modeled_values) results_table.columns = ['X model','S model','P model'] results_table['h'] = t ##round values results_table['X model'] = results_table['X model'].round(4) results_table['S model'] = results_table['S model'].round(4) results_table['P model'] = results_table['P model'].round(4) results_table['expno'] = expno1 results_table_h = results_table_h.append(results_table) results_table_h = DataFrame(results_table_h, columns=['h','X model','S model', 'P model', 'expno']) results_table_h.to_html("{0}simulation_{1}.html".format(path,exptitle)) def mycorrelation(data_X,X): nans = np.isnan(data_X) data_X = np.compress(~nans,data_X) X = np.compress(~nans,X) return np.corrcoef(data_X,X)[0, 1] def estiamte_miu(h,x): """Estimate miu from experimental data""" all_miu = [] for i in range(len(h)-1): # miu= (X2-X1)/(t2-t1) * 1/((X2+X1)/2) miu = ((x[i+1] - x[i])/(h[i+1] - h[i])) * 1./((x[i+1] + x[i])/2) all_miu.append( miu ) all_miu = [np.nan] + all_miu return np.hstack(all_miu) def estiamte_miu_high(h,x): all_miu = estiamte_miu(h,x) return max(all_miu[1:-1]) def estiamte_Yxs(x,s): dx = max(x)-min(x) ds = max(s)-min(s) return dx/ds def estiamte_Yps(p,s): dp = max(p)-min(p) ds = max(s)-min(s) return dp/ds def nice_charact(results_table1, **kwargs): """Returns nicely formatted DataFrame with process characteristics calculated from experimental data""" miu_high = estiamte_miu_high(results_table1['h'].values, results_table1['X'].values) Yxs = estiamte_Yxs(results_table1['X'].values, results_table1['S'].values) Yps = estiamte_Yxs(results_table1['P'].values, results_table1['S'].values) data_ch = DataFrame({'Parameters':['miu_high', 'Yxs', 'Yps']}) data_ch[kwargs['expno']] = [miu_high, Yxs, Yps] if 'path' in kwargs: # print("Saving requested...") if os.path.isfile(kwargs['path']+'.pickle'): # print("File exists...") all_data_ch = pd.read_pickle(kwargs['path']+'.pickle') all_data_ch[kwargs['expno']] = 0 all_data_ch.drop(kwargs['expno'], axis=1, inplace=True) all_data_ch = all_data_ch.merge(data_ch, on='Parameters') all_data_ch.to_pickle(kwargs['path']+'.pickle') all_data_ch.to_html(kwargs['path']+'.html') # print("File saved...") return all_data_ch else: print("File for characteristics does not exist...creating a new one.") data_ch.to_pickle(kwargs['path']+'.pickle') data_ch.to_html(kwargs['path']+'.html') # print("New file saved...") # print("Saving none...") return data_ch def plot_correlation(t,results,dataset1,results_table1, **kwargs): biomass, substrate, product = results fig, axes = plt.subplots(nrows=1, ncols=3, figsize=(10,3)) # miu = (miu_max * S) / (Ks + S + (np.power(S,2)/Ki) ) * Kx/(Kx+np.power(X,nX)) * Kip/(Kip+P) # Haldane + biomass inhibition ## Correlation plots in the same window axes[0].plot([0,results_table1['X'].max()],[0,results_table1['X'].max()], color = '0.75') axes[0].plot(results_table1['X'],results_table1['X model'], "o") axes[0].set_xlabel("measured") axes[0].set_ylabel("modeled") # axes[0].set_title("Biomass") cor = round(mycorrelation(results_table1['X'],results_table1['X model']),4) corcolor = ('red' if (cor<0.97) else 'black') axes[0].text(0.9, 0.1, r'Biomass $r^2=$'+format(cor), fontsize=12,transform=axes[0].transAxes, horizontalalignment='right', color=corcolor) axes[1].plot([0,results_table1['S'].max()],[0,results_table1['S'].max()], color = '0.75') axes[1].plot(results_table1['S'],results_table1['S model'], "o") # axes[1].set_title("Substrate") cor = round(mycorrelation(results_table1['S'],results_table1['S model']),4) corcolor = ('red' if (cor<0.97) else 'black') axes[1].text(0.9, 0.1, r'Substrate $r^2=$'+format(cor), fontsize=12,transform=axes[1].transAxes, horizontalalignment='right', color=corcolor) axes[2].plot([0,results_table1['P'].max()],[0,results_table1['P'].max()], color = '0.75') axes[2].plot(results_table1['P'],results_table1['P model'], "o") # axes[2].set_title("Product") cor = round(mycorrelation(results_table1['P'],results_table1['P model']),4) corcolor = ('red' if (cor<0.97) else 'black') axes[2].text(0.9, 0.1, r'Product $r^2=$'+format(cor), fontsize=12,transform=axes[2].transAxes, horizontalalignment='right', color=corcolor) initialsubstrate = "{0}".format(dataset1[1][0]) if 'title' in kwargs: fig.suptitle(kwargs['title']+', S='+initialsubstrate+' - '+kwargs['expno'], fontsize=18) else: fig.suptitle(kwargs['expno']+', S='+initialsubstrate, fontsize=18) fig.tight_layout() if 'path' in kwargs: plt.savefig(kwargs['path']+'_'+kwargs['expno']+'.png',dpi=100) pass # def plot_results(t,results,dataset1,results_table1, **kwargs): def plot_results(t,results,dataset1, **kwargs): biomass, substrate, product = results fig = plt.figure(figsize=(10,8)) ax0 = plt.subplot2grid((3,3), (0,0), colspan=3, rowspan=2) ax1 = plt.subplot2grid((3,3), (2,0)) ax2 = plt.subplot2grid((3,3), (2,1)) ax3 = plt.subplot2grid((3,3), (2,2)) # ax4 = plt.subplot2grid((4,3), (3,0)) # ax5 = plt.subplot2grid((4,3), (3,1)) # ax6 = plt.subplot2grid((4,3), (3,2)) ax0.plot(t, biomass, 'g-', label='X model') ax0.plot(t, substrate, 'y-', label='S model') ax0.plot(t, product, 'b-', label='P model') ax0.plot(dataset1[3], dataset1[0], 'go', label='X data', markersize=8, alpha=0.8) ax0.plot(dataset1[3], dataset1[1], 'ys', label='S data', markersize=8, alpha=0.8) ax0.plot(dataset1[3], dataset1[2], 'b^', label='P data', markersize=8, alpha=0.8) ax0.set_xlabel("hours") ax0.set_ylabel("g/l") ax0.grid(True) ax0.legend(loc='best', fontsize=10) # Small biomass plot ax1.set_title("Biomass conc.", fontsize=10) ax1.plot(dataset1[3], dataset1[0], 'go', label='Biomass data', markersize=3, alpha=0.8) ax1.plot(t, biomass, 'g-', label='Biomass') ax1.set_xlabel("hours", fontsize=10) ax1.set_ylabel('g/l', fontsize=10) miu_data = estiamte_miu(dataset1[3],dataset1[0]) miu_model= estiamte_miu(t,biomass) ax2.set_title(r'$\mu/t$') ax2.plot(dataset1[3], miu_data, ls=':',marker='o', color="purple", label='Mi data', markersize=3, alpha=0.8) ax2.plot(t, miu_model, ls='-', color="purple", label='Mi model') ax2.set_xlabel("hours", fontsize=10) ax2.set_ylabel(r'$\mu$', fontsize=10) ax3.set_title(r'$\mu/S$') ax3.plot(dataset1[1], miu_data, ls=':',marker='o', color="purple", label='Mi data', markersize=3, alpha=0.8) ax3.plot(substrate, miu_model, ls='-', color="purple", label='Mi model') ax3.set_xlabel("Substrate g/L", fontsize=10) ax3.set_ylabel(r'$\mu$', fontsize=10) ax1.grid(True) ax2.grid(True) ax3.grid(True) # correlation plots # ax4.plot([0,results_table1['X'].max()],[0,results_table1['X'].max()], color = '0.75') # ax4.plot(results_table1['X'],results_table1['X model'], "o") # ax4.set_xlabel("measured") # ax4.set_ylabel("modeled") # # axes[0].set_title("Biomass") # cor = round(mycorrelation(results_table1['X'],results_table1['X model']),4) # corcolor = ('red' if (cor<0.97) else 'black') # ax4.text(0.9, 0.1, r'Biomass $r^2=$'+format(cor), fontsize=12,transform=ax4.transAxes, horizontalalignment='right', color=corcolor) # ax5.plot([0,results_table1['S'].max()],[0,results_table1['S'].max()], color = '0.75') # ax5.plot(results_table1['S'],results_table1['S model'], "o") # # axes[1].set_title("Substrate") # cor = round(mycorrelation(results_table1['S'],results_table1['S model']),4) # corcolor = ('red' if (cor<0.97) else 'black') # ax5.text(0.9, 0.1, r'Substrate $r^2=$'+format(cor), fontsize=12,transform=ax5.transAxes, horizontalalignment='right', color=corcolor) # ax6.plot([0,results_table1['P'].max()],[0,results_table1['P'].max()], color = '0.75') # ax6.plot(results_table1['P'],results_table1['P model'], "o") # # axes[2].set_title("Product") # cor = round(mycorrelation(results_table1['P'],results_table1['P model']),4) # corcolor = ('red' if (cor<0.97) else 'black') # ax6.text(0.9, 0.1, r'Product $r^2=$'+format(cor), fontsize=12,transform=ax6.transAxes, horizontalalignment='right', color=corcolor) initialsubstrate = "{0}".format(dataset1[1][0]) if 'title' in kwargs: fig.suptitle(kwargs['title']+', S='+initialsubstrate+' - '+kwargs['expno'], fontsize=18) else: fig.suptitle(kwargs['expno']+', S='+initialsubstrate, fontsize=18) fig.tight_layout() if 'path' in kwargs: plt.savefig(kwargs['path']+'plot_'+kwargs['expno']+'.png',dpi=100) pass def plot_results_print(t,results,dataset1, **kwargs): biomass, substrate, product = results # fig = plt.figure(figsize=(10,8)) fig, ax0 = plt.subplots(figsize=(10,8)) ax1 = ax0.twinx() # ax0 = plt.subplot2grid((3,3), (0,0), colspan=3, rowspan=2) # ax1 = plt.subplot2grid((3,3), (2,0)) # ax2 = plt.subplot2grid((3,3), (2,1)) # ax3 = plt.subplot2grid((3,3), (2,2)) ax0.set_ylim([0, dataset1[1][0]+5]) line_X, = ax1.plot(t, biomass, color='green', ls='--', lw=2, label='Biomass, model') line_S, = ax0.plot(t, substrate, color='#a08500', ls='-.', lw=4, label='Substrate, model') dashes = [3, 5, 3, 5] # 10 points on, 5 off, 10 on, 5 off line_S.set_dashes(dashes) line_P, = ax1.plot(t, product, color='blue', ls='-', lw=3, label='Ethanol, model') line_Xm, = ax1.plot(dataset1[3], dataset1[0], color='green', ls='', marker='o', label='Biomass, experiment', markersize=10, alpha=0.8, markerfacecolor="white", markeredgewidth=2, markeredgecolor="green") ax1.set_ylabel(r"Biomass, product concentration $(g/l)$", fontsize=18, color="green") line_Sm, = ax0.plot(dataset1[3], dataset1[1], color='#a08500', ls='', marker='s', label='Substrate, experiment', markersize=10, alpha=0.8, markerfacecolor="white", markeredgewidth=2, markeredgecolor="#a08500") line_Pm, = ax1.plot(dataset1[3], dataset1[2], color='blue', ls='', marker='^', label='Ethanol, experiment', markersize=10, alpha=0.8, markerfacecolor="white", markeredgewidth=2, markeredgecolor="blue") ax0.set_ylabel(r"Substrate concentration $(g/l)$", fontsize=18) ax0.set_xlabel("hours") # ax0.set_ylabel("g/l") ax0.grid(True) # ax0.legend(loc='best', fontsize=10) # ax0.legend(bbox_to_anchor=(0., 1.12, 1., .102), loc=3, ncol=2, mode="expand", borderaxespad=0.) # ax1.legend(loc='best', fontsize=10) # ax1.legend(bbox_to_anchor=(0., 1.12, 1., .205), loc=3, ncol=2, mode="expand", borderaxespad=0.) # Create a legend for the first line. legend1 = plt.legend(handles=[line_X, line_Xm, line_S, line_Sm, line_P, line_Pm], loc=0, fontsize=12, bbox_to_anchor=(0., 1.02, 1., .102), ncol=3) # Add the legend manually to the current Axes. # ax0 = plt.gca().add_artist(legend1) # Create another legend for the second line. # legend2 = plt.legend(handles=[line_S], loc=1) # plt.legend(handles=[line_Sm], loc=0) # ax0 = plt.gca().add_artist(legend2) # legend3 = plt.legend(handles=[line_P], loc=0) # # plt.legend(handles=[line_Sm], loc=0) # ax0 = plt.gca().add_artist(legend3) # ax0.grid(True) # ax1.grid(True) # initialsubstrate = "{0}".format(dataset1[1][0]) # if 'title' in kwargs: # fig.suptitle(kwargs['title']+', S='+initialsubstrate+' - '+kwargs['expno'], fontsize=18) # else: # fig.suptitle(kwargs['expno']+', S='+initialsubstrate, fontsize=18) # fig.tight_layout() if 'path' in kwargs: plt.savefig(kwargs['path']+'print_plot_'+kwargs['expno']+'.png',dpi=100) pass def plot_results4(t,results,dataset1,results_table1, **kwargs): biomass, substrate, product1, product2 = results fig = plt.figure(figsize=(10,10)) ax0 = plt.subplot2grid((4,3), (0,0), colspan=3, rowspan=2) ax1 = plt.subplot2grid((4,3), (2,0)) ax2 = plt.subplot2grid((4,3), (2,1)) ax3 = plt.subplot2grid((4,3), (2,2)) ax4 = plt.subplot2grid((4,3), (3,0)) ax5 = plt.subplot2grid((4,3), (3,1)) ax6 = plt.subplot2grid((4,3), (3,2)) ax0.plot(t, biomass, 'g-', label='X model') ax0.plot(t, substrate, 'y-', label='S model') ax0.plot(t, product1, 'b-', label='P1 model') ax0.plot(t, product2, 'r-', label='P2 model') ax0.plot(dataset1[0], dataset1[1], 'go', label='X data', markersize=8, alpha=0.8) ax0.plot(dataset1[0], dataset1[2], 'ys', label='S data', markersize=8, alpha=0.8) ax0.plot(dataset1[0], dataset1[3], 'b^', label='P1 data', markersize=8, alpha=0.8) ax0.plot(dataset1[0], dataset1[4], 'r^', label='P2 data', markersize=8, alpha=0.8) ax0.set_xlabel("hours") ax0.set_ylabel("g/l") ax0.grid(True) ax0.legend(loc='best', fontsize=10) # Small biomass plot ax1.set_title("Biomass conc.", fontsize=10) ax1.plot(dataset1[0], dataset1[1], 'go', label='Biomass data', markersize=3, alpha=0.8) ax1.plot(t, biomass, 'g-', label='Biomass') ax1.set_xlabel("hours", fontsize=10) ax1.set_ylabel('g/l', fontsize=10) miu_data = estiamte_miu(dataset1[0],dataset1[1]) miu_model= estiamte_miu(t,biomass) ax2.set_title(r'$\mu/t$') ax2.plot(dataset1[0], miu_data, ls=':',marker='o', color="purple", label='Mi data', markersize=3, alpha=0.8) ax2.plot(t, miu_model, ls='-', color="purple", label='Mi model') ax2.set_xlabel("hours", fontsize=10) ax2.set_ylabel(r'$\mu$', fontsize=10) ax3.set_title(r'$\mu/S$') ax3.plot(dataset1[2], miu_data, ls=':',marker='o', color="purple", label='Mi data', markersize=3, alpha=0.8) ax3.plot(substrate, miu_model, ls='-', color="purple", label='Mi model') ax3.set_xlabel("Substrate g/L", fontsize=10) ax3.set_ylabel(r'$\mu$', fontsize=10) ax1.grid(True) # correlation plots ax4.plot([0,results_table1['X'].max()],[0,results_table1['X'].max()], color = '0.75') ax4.plot(results_table1['X'],results_table1['X model'], "o") ax4.set_xlabel("measured") ax4.set_ylabel("modeled") # axes[0].set_title("Biomass") cor = round(mycorrelation(results_table1['X'],results_table1['X model']),4) corcolor = ('red' if (cor<0.97) else 'black') ax4.text(0.9, 0.1, r'Biomass $r^2=$'+format(cor), fontsize=12,transform=ax4.transAxes, horizontalalignment='right', color=corcolor) ax5.plot([0,results_table1['S'].max()],[0,results_table1['S'].max()], color = '0.75') ax5.plot(results_table1['S'],results_table1['S model'], "o") # axes[1].set_title("Substrate") cor = round(mycorrelation(results_table1['S'],results_table1['S model']),4) corcolor = ('red' if (cor<0.97) else 'black') ax5.text(0.9, 0.1, r'Substrate $r^2=$'+format(cor), fontsize=12,transform=ax5.transAxes, horizontalalignment='right', color=corcolor) ax6.plot([0,results_table1['P1'].max()],[0,results_table1['P1'].max()], color = '0.75') ax6.plot(results_table1['P1'],results_table1['P1 model'], "o") # axes[2].set_title("Product") cor = round(mycorrelation(results_table1['P1'],results_table1['P1 model']),4) corcolor = ('red' if (cor<0.97) else 'black') ax6.text(0.9, 0.1, r'Product $r^2=$'+format(cor), fontsize=12,transform=ax6.transAxes, horizontalalignment='right', color=corcolor) initialsubstrate = "{0}".format(dataset1[2][0]) if 'title' in kwargs: fig.suptitle(kwargs['title']+', S='+initialsubstrate+' - '+kwargs['expno'], fontsize=18) else: fig.suptitle(kwargs['expno']+', S='+initialsubstrate, fontsize=18) fig.tight_layout() if 'path' in kwargs: plt.savefig(kwargs['path']+'_'+kwargs['expno']+'.png',dpi=100) pass def plot_results4_print(t,results,dataset1,results_table1, **kwargs): biomass, substrate, product1, product2 = results initialsubstrate = "{0}".format(dataset1[2][0]) fig, ax0 = plt.subplots(figsize=(10,8)) ax0.plot(t, biomass, color='green', ls='--', lw=2, label='Biomass, model') line, = ax0.plot(t, substrate, color='#a08500', ls='-.', lw=4, label='Substrate, model') ax0.plot(t, product1, color='blue', ls='-', lw=3, label='Product1, model') ax0.plot(t, product2, color='red', ls='-', lw=3, label='Product2, model') dashes = [3, 5, 3, 5] # 10 points on, 5 off, 10 on, 5 off line.set_dashes(dashes) ax0.plot(dataset1[0], dataset1[1], color='green', ls='', marker='o', label='Biomass, experiment', markersize=10, alpha=0.8) ax0.plot(dataset1[0], dataset1[2], color='#a08500', ls='', marker='s', label='Substrate, experiment', markersize=10, alpha=0.8) ax0.plot(dataset1[0], dataset1[3], color='blue', ls='', marker='^', label='Product1, experiment', markersize=10, alpha=0.8) ax0.plot(dataset1[0], dataset1[4], color='red', ls='', marker='^', label='Product2, experiment', markersize=10, alpha=0.8) ax0.set_xlabel("hours") ax0.set_ylabel("g/l") # ax0.grid(True) ax0.legend(loc='best', fontsize=14) # ax0.set_ylim([0, 60]) ax0.set_ylim([0, dataset1[2][0]+5]) ax0.set_xlim([0, t[-1]+1]) if 'title' in kwargs: pass # fig.suptitle(kwargs['title']+', S='+initialsubstrate+' - '+kwargs['expno'], fontsize=18) else: pass # fig.suptitle(kwargs['expno']+', S='+initialsubstrate, fontsize=18) fig.tight_layout() if 'path' in kwargs: plt.savefig(kwargs['path']+'_'+kwargs['expno']+'.png',dpi=90) plt.savefig(kwargs['path']+'_'+kwargs['expno']+'.pdf') pass
unlicense
DSLituiev/scikit-learn
examples/linear_model/plot_sgd_loss_functions.py
73
1232
""" ========================== SGD: convex loss functions ========================== A plot that compares the various convex loss functions supported by :class:`sklearn.linear_model.SGDClassifier` . """ print(__doc__) import numpy as np import matplotlib.pyplot as plt def modified_huber_loss(y_true, y_pred): z = y_pred * y_true loss = -4 * z loss[z >= -1] = (1 - z[z >= -1]) ** 2 loss[z >= 1.] = 0 return loss xmin, xmax = -4, 4 xx = np.linspace(xmin, xmax, 100) lw = 2 plt.plot([xmin, 0, 0, xmax], [1, 1, 0, 0], color='gold', lw=lw, label="Zero-one loss") plt.plot(xx, np.where(xx < 1, 1 - xx, 0), color='teal', lw=lw, label="Hinge loss") plt.plot(xx, -np.minimum(xx, 0), color='yellowgreen', lw=lw, label="Perceptron loss") plt.plot(xx, np.log2(1 + np.exp(-xx)), color='cornflowerblue', lw=lw, label="Log loss") plt.plot(xx, np.where(xx < 1, 1 - xx, 0) ** 2, color='orange', lw=lw, label="Squared hinge loss") plt.plot(xx, modified_huber_loss(xx, 1), color='darkorchid', lw=lw, linestyle='--', label="Modified Huber loss") plt.ylim((0, 8)) plt.legend(loc="upper right") plt.xlabel(r"Decision function $f(x)$") plt.ylabel("$L(y, f(x))$") plt.show()
bsd-3-clause
johnmcdowall/procedural_city_generation
procedural_city_generation/building_generation/getFoundation.py
3
2136
import numpy as np from procedural_city_generation.polygons.Polygon2D import Polygon2D, Edge def getFoundation(poly, grid_width=0.01, eps=10**-8): rect_area = 0 rect_height = 0 rect_x = [0,0] rect_base = None #Iterate through edges which are bordering a road, find largest #rectangle for each one for base in sorted([edge for edge in poly.edges if edge.bordering_road], key=lambda x: -x.length): #Initialize height height = grid_width done = False while not done: cuts = [] for other in poly.edges: #Find all intersections if other is not base: x = [0,0] try: x = np.linalg.solve(np.array(((base.dir_vector), (-other.dir_vector))).T, other[0] - (base[0] + base.n * height)) except np.linalg.LinAlgError: pass if eps < x[1] < 1 - eps: #intersection found if x[0] < eps: cuts.append(0) elif x[0] > 1 - eps: cuts.append(1) else: cuts.append(x[0]) if len(cuts) == 2: #Possible rectangle found width = abs(base.length*cuts[1] - base.length*cuts[0]) this_area = width * height if this_area > rect_area: rect_area = this_area rect_height = height rect_x = cuts rect_base = base height += grid_width else: done = True break if rect_height: p1 = rect_base[0] + rect_x[1] * rect_base.dir_vector p2 = rect_base[0] + rect_x[0] * rect_base.dir_vector p3 = p2 + rect_height * rect_base.n p4 = p1 + rect_height * rect_base.n return Polygon2D([p1,p2,p3,p4]) else: #TODO: assign issue to lenny ... why return false return False if __name__=="__main__": import matplotlib.pyplot as plt from plot_poly import plot_poly from getBlock import getBlock from getLots import getLots import construct_polygons as cp polys, vertices = cp.main() lots = getLots(polys[:20], vertices) for poly in lots: if poly.poly_type == "lot": f = getFoundation(poly) if f: plot_poly(poly, mode="k") plot_poly(f, mode="g") else: plot_poly(poly, mode="r") plt.show()
mpl-2.0
rabipanda/tensorflow
tensorflow/contrib/learn/python/learn/estimators/estimator.py
2
61411
# Copyright 2016 The TensorFlow Authors. All Rights Reserved. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. # ============================================================================== """Base Estimator class.""" from __future__ import absolute_import from __future__ import division from __future__ import print_function import abc import collections import copy import os import tempfile import numpy as np import six from google.protobuf import message from tensorflow.contrib import layers from tensorflow.contrib.framework import deprecated from tensorflow.contrib.framework import deprecated_args from tensorflow.contrib.framework import list_variables from tensorflow.contrib.framework import load_variable from tensorflow.contrib.learn.python.learn import evaluable from tensorflow.contrib.learn.python.learn import metric_spec from tensorflow.contrib.learn.python.learn import monitors as monitor_lib from tensorflow.contrib.learn.python.learn import trainable from tensorflow.contrib.learn.python.learn.estimators import _sklearn as sklearn from tensorflow.contrib.learn.python.learn.estimators import constants from tensorflow.contrib.learn.python.learn.estimators import metric_key from tensorflow.contrib.learn.python.learn.estimators import model_fn as model_fn_lib from tensorflow.contrib.learn.python.learn.estimators import run_config from tensorflow.contrib.learn.python.learn.estimators import tensor_signature from tensorflow.contrib.learn.python.learn.estimators._sklearn import NotFittedError from tensorflow.contrib.learn.python.learn.learn_io import data_feeder from tensorflow.contrib.learn.python.learn.utils import export from tensorflow.contrib.learn.python.learn.utils import saved_model_export_utils from tensorflow.contrib.meta_graph_transform import meta_graph_transform from tensorflow.contrib.training.python.training import evaluation from tensorflow.core.framework import summary_pb2 from tensorflow.core.protobuf import config_pb2 from tensorflow.python.client import session as tf_session from tensorflow.python.framework import ops from tensorflow.python.framework import random_seed from tensorflow.python.framework import sparse_tensor from tensorflow.python.framework import tensor_util from tensorflow.python.ops import control_flow_ops from tensorflow.python.ops import lookup_ops from tensorflow.python.ops import metrics as metrics_lib from tensorflow.python.ops import resources from tensorflow.python.ops import variables from tensorflow.python.platform import gfile from tensorflow.python.platform import tf_logging as logging from tensorflow.python.saved_model import builder as saved_model_builder from tensorflow.python.saved_model import tag_constants from tensorflow.python.summary import summary as core_summary from tensorflow.python.training import basic_session_run_hooks from tensorflow.python.training import device_setter from tensorflow.python.training import monitored_session from tensorflow.python.training import saver from tensorflow.python.training import training_util from tensorflow.python.util import compat from tensorflow.python.util import tf_decorator from tensorflow.python.util import tf_inspect AS_ITERABLE_DATE = '2016-09-15' AS_ITERABLE_INSTRUCTIONS = ( 'The default behavior of predict() is changing. The default value for\n' 'as_iterable will change to True, and then the flag will be removed\n' 'altogether. The behavior of this flag is described below.') SCIKIT_DECOUPLE_DATE = '2016-12-01' SCIKIT_DECOUPLE_INSTRUCTIONS = ( 'Estimator is decoupled from Scikit Learn interface by moving into\n' 'separate class SKCompat. Arguments x, y and batch_size are only\n' 'available in the SKCompat class, Estimator will only accept input_fn.\n' 'Example conversion:\n' ' est = Estimator(...) -> est = SKCompat(Estimator(...))') def _verify_input_args(x, y, input_fn, feed_fn, batch_size): """Verifies validity of co-existence of input arguments.""" if input_fn is None: if x is None: raise ValueError('Either x or input_fn must be provided.') if tensor_util.is_tensor(x) or y is not None and tensor_util.is_tensor(y): raise ValueError('Inputs cannot be tensors. Please provide input_fn.') if feed_fn is not None: raise ValueError('Can not provide both feed_fn and x or y.') else: if (x is not None) or (y is not None): raise ValueError('Can not provide both input_fn and x or y.') if batch_size is not None: raise ValueError('Can not provide both input_fn and batch_size.') def _get_input_fn(x, y, input_fn, feed_fn, batch_size, shuffle=False, epochs=1): """Make inputs into input and feed functions. Args: x: Numpy, Pandas or Dask matrix or iterable. y: Numpy, Pandas or Dask matrix or iterable. input_fn: Pre-defined input function for training data. feed_fn: Pre-defined data feeder function. batch_size: Size to split data into parts. Must be >= 1. shuffle: Whether to shuffle the inputs. epochs: Number of epochs to run. Returns: Data input and feeder function based on training data. Raises: ValueError: Only one of `(x & y)` or `input_fn` must be provided. """ _verify_input_args(x, y, input_fn, feed_fn, batch_size) if input_fn is not None: return input_fn, feed_fn df = data_feeder.setup_train_data_feeder( x, y, n_classes=None, batch_size=batch_size, shuffle=shuffle, epochs=epochs) return df.input_builder, df.get_feed_dict_fn() def infer_real_valued_columns_from_input_fn(input_fn): """Creates `FeatureColumn` objects for inputs defined by `input_fn`. This interprets all inputs as dense, fixed-length float values. This creates a local graph in which it calls `input_fn` to build the tensors, then discards it. Args: input_fn: Input function returning a tuple of: features - Dictionary of string feature name to `Tensor` or `Tensor`. labels - `Tensor` of label values. Returns: List of `FeatureColumn` objects. """ with ops.Graph().as_default(): features, _ = input_fn() return layers.infer_real_valued_columns(features) def infer_real_valued_columns_from_input(x): """Creates `FeatureColumn` objects for inputs defined by input `x`. This interprets all inputs as dense, fixed-length float values. Args: x: Real-valued matrix of shape [n_samples, n_features...]. Can be iterator that returns arrays of features. Returns: List of `FeatureColumn` objects. """ input_fn, _ = _get_input_fn( x=x, y=None, input_fn=None, feed_fn=None, batch_size=None) return infer_real_valued_columns_from_input_fn(input_fn) def _model_fn_args(fn): """Get argument names for function-like object. Args: fn: Function, or function-like object (e.g., result of `functools.partial`). Returns: `tuple` of string argument names. Raises: ValueError: if partial function has positionally bound arguments """ _, fn = tf_decorator.unwrap(fn) if hasattr(fn, 'func') and hasattr(fn, 'keywords') and hasattr(fn, 'args'): # Handle functools.partial and similar objects. return tuple([ arg for arg in tf_inspect.getargspec(fn.func).args[len(fn.args):] if arg not in set(fn.keywords.keys()) ]) # Handle function. return tuple(tf_inspect.getargspec(fn).args) def _get_replica_device_setter(config): """Creates a replica device setter if required. Args: config: A RunConfig instance. Returns: A replica device setter, or None. """ ps_ops = [ 'Variable', 'VariableV2', 'AutoReloadVariable', 'MutableHashTable', 'MutableHashTableV2', 'MutableHashTableOfTensors', 'MutableHashTableOfTensorsV2', 'MutableDenseHashTable', 'MutableDenseHashTableV2' ] if config.task_type: worker_device = '/job:%s/task:%d' % (config.task_type, config.task_id) else: worker_device = '/job:worker' if config.num_ps_replicas > 0: return device_setter.replica_device_setter( ps_tasks=config.num_ps_replicas, worker_device=worker_device, merge_devices=True, ps_ops=ps_ops, cluster=config.cluster_spec) else: return None def _make_metrics_ops(metrics, features, labels, predictions): """Add metrics based on `features`, `labels`, and `predictions`. `metrics` contains a specification for how to run metrics. It is a dict mapping friendly names to either `MetricSpec` objects, or directly to a metric function (assuming that `predictions` and `labels` are single tensors), or to `(pred_name, metric)` `tuple`, which passes `predictions[pred_name]` and `labels` to `metric` (assuming `labels` is a single tensor). Users are encouraged to use `MetricSpec` objects, which are more flexible and cleaner. They also lead to clearer errors. Args: metrics: A dict mapping names to metrics specification, for example `MetricSpec` objects. features: A dict of tensors returned from an input_fn as features/inputs. labels: A single tensor or a dict of tensors returned from an input_fn as labels. predictions: A single tensor or a dict of tensors output from a model as predictions. Returns: A dict mapping the friendly given in `metrics` to the result of calling the given metric function. Raises: ValueError: If metrics specifications do not work with the type of `features`, `labels`, or `predictions` provided. Mostly, a dict is given but no pred_name specified. """ metrics = metrics or {} # If labels is a dict with a single key, unpack into a single tensor. labels_tensor_or_dict = labels if isinstance(labels, dict) and len(labels) == 1: labels_tensor_or_dict = labels[list(labels.keys())[0]] result = {} # Iterate in lexicographic order, so the graph is identical among runs. for name, metric in sorted(six.iteritems(metrics)): if isinstance(metric, metric_spec.MetricSpec): result[name] = metric.create_metric_ops(features, labels, predictions) continue # TODO(b/31229024): Remove the rest of this loop logging.warning('Please specify metrics using MetricSpec. Using bare ' 'functions or (key, fn) tuples is deprecated and support ' 'for it will be removed on Oct 1, 2016.') if isinstance(name, tuple): # Multi-head metrics. if len(name) != 2: raise ValueError('Invalid metric for {}. It returned a tuple with ' 'len {}, expected 2.'.format(name, len(name))) if not isinstance(predictions, dict): raise ValueError('Metrics passed provide (name, prediction), ' 'but predictions are not dict. ' 'Metrics: %s, Predictions: %s.' % (metrics, predictions)) # Here are two options: labels are single Tensor or a dict. if isinstance(labels, dict) and name[1] in labels: # If labels are dict and the prediction name is in it, apply metric. result[name[0]] = metric(predictions[name[1]], labels[name[1]]) else: # Otherwise pass the labels to the metric. result[name[0]] = metric(predictions[name[1]], labels_tensor_or_dict) else: # Single head metrics. if isinstance(predictions, dict): raise ValueError('Metrics passed provide only name, no prediction, ' 'but predictions are dict. ' 'Metrics: %s, Labels: %s.' % (metrics, labels_tensor_or_dict)) result[name] = metric(predictions, labels_tensor_or_dict) return result def _dict_to_str(dictionary): """Get a `str` representation of a `dict`. Args: dictionary: The `dict` to be represented as `str`. Returns: A `str` representing the `dictionary`. """ results = [] for k, v in sorted(dictionary.items()): if isinstance(v, float) or isinstance(v, np.float32) or isinstance( v, int) or isinstance(v, np.int64) or isinstance(v, np.int32): results.append('%s = %s' % (k, v)) else: results.append('Type of %s = %s' % (k, type(v))) return ', '.join(results) def _write_dict_to_summary(output_dir, dictionary, current_global_step): """Writes a `dict` into summary file in given output directory. Args: output_dir: `str`, directory to write the summary file in. dictionary: the `dict` to be written to summary file. current_global_step: `int`, the current global step. """ logging.info('Saving dict for global step %d: %s', current_global_step, _dict_to_str(dictionary)) summary_writer = core_summary.FileWriterCache.get(output_dir) summary_proto = summary_pb2.Summary() for key in dictionary: if dictionary[key] is None: continue if key == 'global_step': continue if (isinstance(dictionary[key], np.float32) or isinstance(dictionary[key], float)): summary_proto.value.add(tag=key, simple_value=float(dictionary[key])) elif (isinstance(dictionary[key], np.int64) or isinstance(dictionary[key], np.int32) or isinstance(dictionary[key], int)): summary_proto.value.add(tag=key, simple_value=int(dictionary[key])) elif isinstance(dictionary[key], six.string_types): try: summ = summary_pb2.Summary.FromString(dictionary[key]) for i, _ in enumerate(summ.value): summ.value[i].tag = key summary_proto.value.extend(summ.value) except message.DecodeError: logging.warn('Skipping summary for %s, cannot parse string to Summary.', key) continue elif isinstance(dictionary[key], np.ndarray): value = summary_proto.value.add() value.tag = key value.node_name = key tensor_proto = tensor_util.make_tensor_proto(dictionary[key]) value.tensor.CopyFrom(tensor_proto) logging.info( 'Summary for np.ndarray is not visible in Tensorboard by default. ' 'Consider using a Tensorboard plugin for visualization (see ' 'https://github.com/tensorflow/tensorboard-plugin-example/blob/master/README.md' ' for more information).') else: logging.warn( 'Skipping summary for %s, must be a float, np.float32, np.int64, ' 'np.int32 or int or np.ndarray or a serialized string of Summary.', key) summary_writer.add_summary(summary_proto, current_global_step) summary_writer.flush() GraphRewriteSpec = collections.namedtuple('GraphRewriteSpec', ['tags', 'transforms']) class BaseEstimator(sklearn.BaseEstimator, evaluable.Evaluable, trainable.Trainable): """Abstract BaseEstimator class to train and evaluate TensorFlow models. Users should not instantiate or subclass this class. Instead, use an `Estimator`. """ __metaclass__ = abc.ABCMeta # Note that for Google users, this is overridden with # learn_runner.EstimatorConfig. # TODO(wicke): Remove this once launcher takes over config functionality _Config = run_config.RunConfig # pylint: disable=invalid-name def __init__(self, model_dir=None, config=None): """Initializes a BaseEstimator instance. Args: model_dir: Directory to save model parameters, graph and etc. This can also be used to load checkpoints from the directory into a estimator to continue training a previously saved model. If `None`, the model_dir in `config` will be used if set. If both are set, they must be same. config: A RunConfig instance. """ # Create a run configuration. if config is None: self._config = BaseEstimator._Config() logging.info('Using default config.') else: self._config = config if self._config.session_config is None: self._session_config = config_pb2.ConfigProto(allow_soft_placement=True) else: self._session_config = self._config.session_config # Model directory. if (model_dir is not None) and (self._config.model_dir is not None): if model_dir != self._config.model_dir: # TODO(b/9965722): remove this suppression after it is no longer # necessary. # pylint: disable=g-doc-exception raise ValueError( 'model_dir are set both in constructor and RunConfig, but with ' "different values. In constructor: '{}', in RunConfig: " "'{}' ".format(model_dir, self._config.model_dir)) # pylint: enable=g-doc-exception self._model_dir = model_dir or self._config.model_dir if self._model_dir is None: self._model_dir = tempfile.mkdtemp() logging.warning('Using temporary folder as model directory: %s', self._model_dir) if self._config.model_dir is None: self._config = self._config.replace(model_dir=self._model_dir) logging.info('Using config: %s', str(vars(self._config))) # Set device function depending if there are replicas or not. self._device_fn = _get_replica_device_setter(self._config) # Features and labels TensorSignature objects. # TODO(wicke): Rename these to something more descriptive self._features_info = None self._labels_info = None self._graph = None @property def config(self): # TODO(wicke): make RunConfig immutable, and then return it without a copy. return copy.deepcopy(self._config) @deprecated_args(SCIKIT_DECOUPLE_DATE, SCIKIT_DECOUPLE_INSTRUCTIONS, ('x', None), ('y', None), ('batch_size', None)) def fit(self, x=None, y=None, input_fn=None, steps=None, batch_size=None, monitors=None, max_steps=None): # pylint: disable=g-doc-args,g-doc-return-or-yield """See `Trainable`. Raises: ValueError: If `x` or `y` are not `None` while `input_fn` is not `None`. ValueError: If both `steps` and `max_steps` are not `None`. """ if (steps is not None) and (max_steps is not None): raise ValueError('Can not provide both steps and max_steps.') _verify_input_args(x, y, input_fn, None, batch_size) if x is not None: SKCompat(self).fit(x, y, batch_size, steps, max_steps, monitors) return self if max_steps is not None: try: start_step = load_variable(self._model_dir, ops.GraphKeys.GLOBAL_STEP) if max_steps <= start_step: logging.info('Skipping training since max_steps has already saved.') return self except: # pylint: disable=bare-except pass hooks = monitor_lib.replace_monitors_with_hooks(monitors, self) if steps is not None or max_steps is not None: hooks.append(basic_session_run_hooks.StopAtStepHook(steps, max_steps)) loss = self._train_model(input_fn=input_fn, hooks=hooks) logging.info('Loss for final step: %s.', loss) return self @deprecated_args(SCIKIT_DECOUPLE_DATE, SCIKIT_DECOUPLE_INSTRUCTIONS, ('x', None), ('y', None), ('batch_size', None)) def partial_fit(self, x=None, y=None, input_fn=None, steps=1, batch_size=None, monitors=None): """Incremental fit on a batch of samples. This method is expected to be called several times consecutively on different or the same chunks of the dataset. This either can implement iterative training or out-of-core/online training. This is especially useful when the whole dataset is too big to fit in memory at the same time. Or when model is taking long time to converge, and you want to split up training into subparts. Args: x: Matrix of shape [n_samples, n_features...]. Can be iterator that returns arrays of features. The training input samples for fitting the model. If set, `input_fn` must be `None`. y: Vector or matrix [n_samples] or [n_samples, n_outputs]. Can be iterator that returns array of labels. The training label values (class labels in classification, real numbers in regression). If set, `input_fn` must be `None`. input_fn: Input function. If set, `x`, `y`, and `batch_size` must be `None`. steps: Number of steps for which to train model. If `None`, train forever. batch_size: minibatch size to use on the input, defaults to first dimension of `x`. Must be `None` if `input_fn` is provided. monitors: List of `BaseMonitor` subclass instances. Used for callbacks inside the training loop. Returns: `self`, for chaining. Raises: ValueError: If at least one of `x` and `y` is provided, and `input_fn` is provided. """ logging.warning('The current implementation of partial_fit is not optimized' ' for use in a loop. Consider using fit() instead.') return self.fit( x=x, y=y, input_fn=input_fn, steps=steps, batch_size=batch_size, monitors=monitors) @deprecated_args(SCIKIT_DECOUPLE_DATE, SCIKIT_DECOUPLE_INSTRUCTIONS, ('x', None), ('y', None), ('batch_size', None)) def evaluate(self, x=None, y=None, input_fn=None, feed_fn=None, batch_size=None, steps=None, metrics=None, name=None, checkpoint_path=None, hooks=None, log_progress=True): # pylint: disable=g-doc-args,g-doc-return-or-yield """See `Evaluable`. Raises: ValueError: If at least one of `x` or `y` is provided, and at least one of `input_fn` or `feed_fn` is provided. Or if `metrics` is not `None` or `dict`. """ _verify_input_args(x, y, input_fn, feed_fn, batch_size) if x is not None: return SKCompat(self).score(x, y, batch_size, steps, metrics, name) if metrics is not None and not isinstance(metrics, dict): raise ValueError('Metrics argument should be None or dict. ' 'Got %s.' % metrics) eval_results, global_step = self._evaluate_model( input_fn=input_fn, feed_fn=feed_fn, steps=steps, metrics=metrics, name=name, checkpoint_path=checkpoint_path, hooks=hooks, log_progress=log_progress) if eval_results is not None: eval_results.update({'global_step': global_step}) return eval_results @deprecated_args(SCIKIT_DECOUPLE_DATE, SCIKIT_DECOUPLE_INSTRUCTIONS, ('x', None), ('batch_size', None), ('as_iterable', True)) def predict(self, x=None, input_fn=None, batch_size=None, outputs=None, as_iterable=True, iterate_batches=False): """Returns predictions for given features. Args: x: Matrix of shape [n_samples, n_features...]. Can be iterator that returns arrays of features. The training input samples for fitting the model. If set, `input_fn` must be `None`. input_fn: Input function. If set, `x` and 'batch_size' must be `None`. batch_size: Override default batch size. If set, 'input_fn' must be 'None'. outputs: list of `str`, name of the output to predict. If `None`, returns all. as_iterable: If True, return an iterable which keeps yielding predictions for each example until inputs are exhausted. Note: The inputs must terminate if you want the iterable to terminate (e.g. be sure to pass num_epochs=1 if you are using something like read_batch_features). iterate_batches: If True, yield the whole batch at once instead of decomposing the batch into individual samples. Only relevant when as_iterable is True. Returns: A numpy array of predicted classes or regression values if the constructor's `model_fn` returns a `Tensor` for `predictions` or a `dict` of numpy arrays if `model_fn` returns a `dict`. Returns an iterable of predictions if as_iterable is True. Raises: ValueError: If x and input_fn are both provided or both `None`. """ _verify_input_args(x, None, input_fn, None, batch_size) if x is not None and not as_iterable: return SKCompat(self).predict(x, batch_size) input_fn, feed_fn = _get_input_fn(x, None, input_fn, None, batch_size) return self._infer_model( input_fn=input_fn, feed_fn=feed_fn, outputs=outputs, as_iterable=as_iterable, iterate_batches=iterate_batches) def get_variable_value(self, name): """Returns value of the variable given by name. Args: name: string, name of the tensor. Returns: Numpy array - value of the tensor. """ return load_variable(self.model_dir, name) def get_variable_names(self): """Returns list of all variable names in this model. Returns: List of names. """ return [name for name, _ in list_variables(self.model_dir)] @property def model_dir(self): return self._model_dir @deprecated('2017-03-25', 'Please use Estimator.export_savedmodel() instead.') def export( self, export_dir, input_fn=export._default_input_fn, # pylint: disable=protected-access input_feature_key=None, use_deprecated_input_fn=True, signature_fn=None, prediction_key=None, default_batch_size=1, exports_to_keep=None, checkpoint_path=None): """Exports inference graph into given dir. Args: export_dir: A string containing a directory to write the exported graph and checkpoints. input_fn: If `use_deprecated_input_fn` is true, then a function that given `Tensor` of `Example` strings, parses it into features that are then passed to the model. Otherwise, a function that takes no argument and returns a tuple of (features, labels), where features is a dict of string key to `Tensor` and labels is a `Tensor` that's currently not used (and so can be `None`). input_feature_key: Only used if `use_deprecated_input_fn` is false. String key into the features dict returned by `input_fn` that corresponds to a the raw `Example` strings `Tensor` that the exported model will take as input. Can only be `None` if you're using a custom `signature_fn` that does not use the first arg (examples). use_deprecated_input_fn: Determines the signature format of `input_fn`. signature_fn: Function that returns a default signature and a named signature map, given `Tensor` of `Example` strings, `dict` of `Tensor`s for features and `Tensor` or `dict` of `Tensor`s for predictions. prediction_key: The key for a tensor in the `predictions` dict (output from the `model_fn`) to use as the `predictions` input to the `signature_fn`. Optional. If `None`, predictions will pass to `signature_fn` without filtering. default_batch_size: Default batch size of the `Example` placeholder. exports_to_keep: Number of exports to keep. checkpoint_path: the checkpoint path of the model to be exported. If it is `None` (which is default), will use the latest checkpoint in export_dir. Returns: The string path to the exported directory. NB: this functionality was added ca. 2016/09/25; clients that depend on the return value may need to handle the case where this function returns None because subclasses are not returning a value. """ # pylint: disable=protected-access return export._export_estimator( estimator=self, export_dir=export_dir, signature_fn=signature_fn, prediction_key=prediction_key, input_fn=input_fn, input_feature_key=input_feature_key, use_deprecated_input_fn=use_deprecated_input_fn, default_batch_size=default_batch_size, exports_to_keep=exports_to_keep, checkpoint_path=checkpoint_path) @abc.abstractproperty def _get_train_ops(self, features, labels): """Method that builds model graph and returns trainer ops. Expected to be overridden by sub-classes that require custom support. Args: features: `Tensor` or `dict` of `Tensor` objects. labels: `Tensor` or `dict` of `Tensor` objects. Returns: A `ModelFnOps` object. """ pass @abc.abstractproperty def _get_predict_ops(self, features): """Method that builds model graph and returns prediction ops. Args: features: `Tensor` or `dict` of `Tensor` objects. Returns: A `ModelFnOps` object. """ pass def _get_eval_ops(self, features, labels, metrics): """Method that builds model graph and returns evaluation ops. Expected to be overridden by sub-classes that require custom support. Args: features: `Tensor` or `dict` of `Tensor` objects. labels: `Tensor` or `dict` of `Tensor` objects. metrics: Dict of metrics to run. If None, the default metric functions are used; if {}, no metrics are used. Otherwise, `metrics` should map friendly names for the metric to a `MetricSpec` object defining which model outputs to evaluate against which labels with which metric function. Metric ops should support streaming, e.g., returning update_op and value tensors. See more details in `../../../../metrics/python/metrics/ops/streaming_metrics.py` and `../metric_spec.py`. Returns: A `ModelFnOps` object. """ raise NotImplementedError('_get_eval_ops not implemented in BaseEstimator') @deprecated( '2016-09-23', 'The signature of the input_fn accepted by export is changing to be ' 'consistent with what\'s used by tf.Learn Estimator\'s train/evaluate, ' 'which makes this function useless. This will be removed after the ' 'deprecation date.') def _get_feature_ops_from_example(self, examples_batch): """Returns feature parser for given example batch using features info. This function requires `fit()` has been called. Args: examples_batch: batch of tf.Example Returns: features: `Tensor` or `dict` of `Tensor` objects. Raises: ValueError: If `_features_info` attribute is not available (usually because `fit()` has not been called). """ if self._features_info is None: raise ValueError('Features information missing, was fit() ever called?') return tensor_signature.create_example_parser_from_signatures( self._features_info, examples_batch) def _check_inputs(self, features, labels): if self._features_info is not None: logging.debug('Given features: %s, required signatures: %s.', str(features), str(self._features_info)) if not tensor_signature.tensors_compatible(features, self._features_info): raise ValueError('Features are incompatible with given information. ' 'Given features: %s, required signatures: %s.' % (str(features), str(self._features_info))) else: self._features_info = tensor_signature.create_signatures(features) logging.debug('Setting feature info to %s.', str(self._features_info)) if labels is not None: if self._labels_info is not None: logging.debug('Given labels: %s, required signatures: %s.', str(labels), str(self._labels_info)) if not tensor_signature.tensors_compatible(labels, self._labels_info): raise ValueError('Labels are incompatible with given information. ' 'Given labels: %s, required signatures: %s.' % (str(labels), str(self._labels_info))) else: self._labels_info = tensor_signature.create_signatures(labels) logging.debug('Setting labels info to %s', str(self._labels_info)) def _extract_metric_update_ops(self, eval_dict): """Separate update operations from metric value operations.""" update_ops = [] value_ops = {} for name, metric_ops in six.iteritems(eval_dict): if isinstance(metric_ops, (list, tuple)): if len(metric_ops) == 2: value_ops[name] = metric_ops[0] update_ops.append(metric_ops[1]) else: logging.warning( 'Ignoring metric {}. It returned a list|tuple with len {}, ' 'expected 2'.format(name, len(metric_ops))) value_ops[name] = metric_ops else: value_ops[name] = metric_ops if update_ops: update_ops = control_flow_ops.group(*update_ops) else: update_ops = None return update_ops, value_ops def _evaluate_model(self, input_fn, steps, feed_fn=None, metrics=None, name='', checkpoint_path=None, hooks=None, log_progress=True): # TODO(wicke): Remove this once Model and associated code are gone. if (hasattr(self._config, 'execution_mode') and self._config.execution_mode not in ('all', 'evaluate', 'eval_evalset')): return None, None # Check that model has been trained (if nothing has been set explicitly). if not checkpoint_path: latest_path = saver.latest_checkpoint(self._model_dir) if not latest_path: raise NotFittedError( "Couldn't find trained model at %s." % self._model_dir) checkpoint_path = latest_path # Setup output directory. eval_dir = os.path.join(self._model_dir, 'eval' if not name else 'eval_' + name) with ops.Graph().as_default() as g: random_seed.set_random_seed(self._config.tf_random_seed) global_step = training_util.create_global_step(g) features, labels = input_fn() self._check_inputs(features, labels) model_fn_results = self._get_eval_ops(features, labels, metrics) eval_dict = model_fn_results.eval_metric_ops update_op, eval_dict = self._extract_metric_update_ops(eval_dict) # We need to copy the hook array as we modify it, thus [:]. hooks = hooks[:] if hooks else [] if feed_fn: hooks.append(basic_session_run_hooks.FeedFnHook(feed_fn)) if steps == 0: logging.warning('evaluation steps are 0. If `input_fn` does not raise' 'OutOfRangeError`, the evaluation will never stop.' 'Use steps=None if intended.') if steps: hooks.append( evaluation.StopAfterNEvalsHook(steps, log_progress=log_progress)) global_step_key = 'global_step' while global_step_key in eval_dict: global_step_key = '_' + global_step_key eval_dict[global_step_key] = global_step eval_results = evaluation.evaluate_once( checkpoint_path=checkpoint_path, master=self._config.evaluation_master, scaffold=model_fn_results.scaffold, eval_ops=update_op, final_ops=eval_dict, hooks=hooks, config=self._session_config) current_global_step = eval_results[global_step_key] _write_dict_to_summary(eval_dir, eval_results, current_global_step) return eval_results, current_global_step def _get_features_from_input_fn(self, input_fn): result = input_fn() if isinstance(result, (list, tuple)): return result[0] return result def _infer_model(self, input_fn, feed_fn=None, outputs=None, as_iterable=True, iterate_batches=False): # Check that model has been trained. checkpoint_path = saver.latest_checkpoint(self._model_dir) if not checkpoint_path: raise NotFittedError( "Couldn't find trained model at %s." % self._model_dir) with ops.Graph().as_default() as g: random_seed.set_random_seed(self._config.tf_random_seed) training_util.create_global_step(g) features = self._get_features_from_input_fn(input_fn) infer_ops = self._get_predict_ops(features) predictions = self._filter_predictions(infer_ops.predictions, outputs) mon_sess = monitored_session.MonitoredSession( session_creator=monitored_session.ChiefSessionCreator( checkpoint_filename_with_path=checkpoint_path, scaffold=infer_ops.scaffold, config=self._session_config)) if not as_iterable: with mon_sess: if not mon_sess.should_stop(): return mon_sess.run(predictions, feed_fn() if feed_fn else None) else: return self._predict_generator(mon_sess, predictions, feed_fn, iterate_batches) def _predict_generator(self, mon_sess, predictions, feed_fn, iterate_batches): with mon_sess: while not mon_sess.should_stop(): preds = mon_sess.run(predictions, feed_fn() if feed_fn else None) if iterate_batches: yield preds elif not isinstance(predictions, dict): for pred in preds: yield pred else: first_tensor = list(preds.values())[0] if isinstance(first_tensor, sparse_tensor.SparseTensorValue): batch_length = first_tensor.dense_shape[0] else: batch_length = first_tensor.shape[0] for i in range(batch_length): yield {key: value[i] for key, value in six.iteritems(preds)} if self._is_input_constant(feed_fn, mon_sess.graph): return def _is_input_constant(self, feed_fn, graph): # If there are no queue_runners, the input `predictions` is a # constant, and we should stop after the first epoch. If, # instead, there are queue_runners, eventually they should throw # an `OutOfRangeError`. if graph.get_collection(ops.GraphKeys.QUEUE_RUNNERS): return False # data_feeder uses feed_fn to generate `OutOfRangeError`. if feed_fn is not None: return False return True def _filter_predictions(self, predictions, outputs): if not outputs: return predictions if not isinstance(predictions, dict): raise ValueError( 'outputs argument is not valid in case of non-dict predictions.') existing_keys = predictions.keys() predictions = { key: value for key, value in six.iteritems(predictions) if key in outputs } if not predictions: raise ValueError('Expected to run at least one output from %s, ' 'provided %s.' % (existing_keys, outputs)) return predictions def _train_model(self, input_fn, hooks): all_hooks = [] self._graph = ops.Graph() with self._graph.as_default() as g, g.device(self._device_fn): random_seed.set_random_seed(self._config.tf_random_seed) global_step = training_util.create_global_step(g) features, labels = input_fn() self._check_inputs(features, labels) training_util._get_or_create_global_step_read() # pylint: disable=protected-access model_fn_ops = self._get_train_ops(features, labels) ops.add_to_collection(ops.GraphKeys.LOSSES, model_fn_ops.loss) all_hooks.extend(hooks) all_hooks.extend([ basic_session_run_hooks.NanTensorHook(model_fn_ops.loss), basic_session_run_hooks.LoggingTensorHook( { 'loss': model_fn_ops.loss, 'step': global_step }, every_n_iter=100) ]) scaffold = model_fn_ops.scaffold or monitored_session.Scaffold() if not (scaffold.saver or ops.get_collection(ops.GraphKeys.SAVERS)): ops.add_to_collection( ops.GraphKeys.SAVERS, saver.Saver( sharded=True, max_to_keep=self._config.keep_checkpoint_max, keep_checkpoint_every_n_hours=( self._config.keep_checkpoint_every_n_hours), defer_build=True, save_relative_paths=True)) chief_hooks = [] if (self._config.save_checkpoints_secs or self._config.save_checkpoints_steps): saver_hook_exists = any([ isinstance(h, basic_session_run_hooks.CheckpointSaverHook) for h in (all_hooks + model_fn_ops.training_hooks + chief_hooks + model_fn_ops.training_chief_hooks) ]) if not saver_hook_exists: chief_hooks = [ basic_session_run_hooks.CheckpointSaverHook( self._model_dir, save_secs=self._config.save_checkpoints_secs, save_steps=self._config.save_checkpoints_steps, scaffold=scaffold) ] with monitored_session.MonitoredTrainingSession( master=self._config.master, is_chief=self._config.is_chief, checkpoint_dir=self._model_dir, scaffold=scaffold, hooks=all_hooks + model_fn_ops.training_hooks, chief_only_hooks=chief_hooks + model_fn_ops.training_chief_hooks, save_checkpoint_secs=0, # Saving is handled by a hook. save_summaries_steps=self._config.save_summary_steps, config=self._session_config) as mon_sess: loss = None while not mon_sess.should_stop(): _, loss = mon_sess.run([model_fn_ops.train_op, model_fn_ops.loss]) return loss def _identity_feature_engineering_fn(features, labels): return features, labels class Estimator(BaseEstimator): """Estimator class is the basic TensorFlow model trainer/evaluator. """ def __init__(self, model_fn=None, model_dir=None, config=None, params=None, feature_engineering_fn=None): """Constructs an `Estimator` instance. Args: model_fn: Model function. Follows the signature: * Args: * `features`: single `Tensor` or `dict` of `Tensor`s (depending on data passed to `fit`), * `labels`: `Tensor` or `dict` of `Tensor`s (for multi-head models). If mode is `ModeKeys.INFER`, `labels=None` will be passed. If the `model_fn`'s signature does not accept `mode`, the `model_fn` must still be able to handle `labels=None`. * `mode`: Optional. Specifies if this training, evaluation or prediction. See `ModeKeys`. * `params`: Optional `dict` of hyperparameters. Will receive what is passed to Estimator in `params` parameter. This allows to configure Estimators from hyper parameter tuning. * `config`: Optional configuration object. Will receive what is passed to Estimator in `config` parameter, or the default `config`. Allows updating things in your model_fn based on configuration such as `num_ps_replicas`. * `model_dir`: Optional directory where model parameters, graph etc are saved. Will receive what is passed to Estimator in `model_dir` parameter, or the default `model_dir`. Allows updating things in your model_fn that expect model_dir, such as training hooks. * Returns: `ModelFnOps` Also supports a legacy signature which returns tuple of: * predictions: `Tensor`, `SparseTensor` or dictionary of same. Can also be any type that is convertible to a `Tensor` or `SparseTensor`, or dictionary of same. * loss: Scalar loss `Tensor`. * train_op: Training update `Tensor` or `Operation`. Supports next three signatures for the function: * `(features, labels) -> (predictions, loss, train_op)` * `(features, labels, mode) -> (predictions, loss, train_op)` * `(features, labels, mode, params) -> (predictions, loss, train_op)` * `(features, labels, mode, params, config) -> (predictions, loss, train_op)` * `(features, labels, mode, params, config, model_dir) -> (predictions, loss, train_op)` model_dir: Directory to save model parameters, graph and etc. This can also be used to load checkpoints from the directory into a estimator to continue training a previously saved model. config: Configuration object. params: `dict` of hyper parameters that will be passed into `model_fn`. Keys are names of parameters, values are basic python types. feature_engineering_fn: Feature engineering function. Takes features and labels which are the output of `input_fn` and returns features and labels which will be fed into `model_fn`. Please check `model_fn` for a definition of features and labels. Raises: ValueError: parameters of `model_fn` don't match `params`. """ super(Estimator, self).__init__(model_dir=model_dir, config=config) if model_fn is not None: # Check number of arguments of the given function matches requirements. model_fn_args = _model_fn_args(model_fn) if params is not None and 'params' not in model_fn_args: raise ValueError('Estimator\'s model_fn (%s) does not have a params ' 'argument, but params (%s) were passed to the ' 'Estimator\'s constructor.' % (model_fn, params)) if params is None and 'params' in model_fn_args: logging.warning('Estimator\'s model_fn (%s) includes params ' 'argument, but params are not passed to Estimator.', model_fn) self._model_fn = model_fn self.params = params self._feature_engineering_fn = ( feature_engineering_fn or _identity_feature_engineering_fn) def _call_model_fn(self, features, labels, mode, metrics=None): """Calls model function with support of 2, 3 or 4 arguments. Args: features: features dict. labels: labels dict. mode: ModeKeys metrics: Dict of metrics. Returns: A `ModelFnOps` object. If model_fn returns a tuple, wraps them up in a `ModelFnOps` object. Raises: ValueError: if model_fn returns invalid objects. """ features, labels = self._feature_engineering_fn(features, labels) model_fn_args = _model_fn_args(self._model_fn) kwargs = {} if 'mode' in model_fn_args: kwargs['mode'] = mode if 'params' in model_fn_args: kwargs['params'] = self.params if 'config' in model_fn_args: kwargs['config'] = self.config if 'model_dir' in model_fn_args: kwargs['model_dir'] = self.model_dir model_fn_results = self._model_fn(features, labels, **kwargs) if isinstance(model_fn_results, model_fn_lib.ModelFnOps): model_fn_ops = model_fn_results else: # Here model_fn_results should be a tuple with 3 elements. if len(model_fn_results) != 3: raise ValueError('Unrecognized value returned by model_fn, ' 'please return ModelFnOps.') model_fn_ops = model_fn_lib.ModelFnOps( mode=mode, predictions=model_fn_results[0], loss=model_fn_results[1], train_op=model_fn_results[2]) # Custom metrics should overwrite defaults. if metrics: model_fn_ops.eval_metric_ops.update( _make_metrics_ops(metrics, features, labels, model_fn_ops.predictions)) return model_fn_ops def _get_train_ops(self, features, labels): """Method that builds model graph and returns trainer ops. Expected to be overridden by sub-classes that require custom support. This implementation uses `model_fn` passed as parameter to constructor to build model. Args: features: `Tensor` or `dict` of `Tensor` objects. labels: `Tensor` or `dict` of `Tensor` objects. Returns: `ModelFnOps` object. """ return self._call_model_fn(features, labels, model_fn_lib.ModeKeys.TRAIN) def _get_eval_ops(self, features, labels, metrics): """Method that builds model graph and returns evaluation ops. Expected to be overridden by sub-classes that require custom support. This implementation uses `model_fn` passed as parameter to constructor to build model. Args: features: `Tensor` or `dict` of `Tensor` objects. labels: `Tensor` or `dict` of `Tensor` objects. metrics: Dict of metrics to run. If None, the default metric functions are used; if {}, no metrics are used. Otherwise, `metrics` should map friendly names for the metric to a `MetricSpec` object defining which model outputs to evaluate against which labels with which metric function. Metric ops should support streaming, e.g., returning update_op and value tensors. See more details in `../../../../metrics/python/metrics/ops/streaming_metrics.py` and `../metric_spec.py`. Returns: `ModelFnOps` object. Raises: ValueError: if `metrics` don't match `labels`. """ model_fn_ops = self._call_model_fn(features, labels, model_fn_lib.ModeKeys.EVAL, metrics) if metric_key.MetricKey.LOSS not in model_fn_ops.eval_metric_ops: model_fn_ops.eval_metric_ops[metric_key.MetricKey.LOSS] = ( metrics_lib.mean(model_fn_ops.loss)) return model_fn_ops def _get_predict_ops(self, features): """Method that builds model graph and returns prediction ops. Expected to be overridden by sub-classes that require custom support. This implementation uses `model_fn` passed as parameter to constructor to build model. Args: features: `Tensor` or `dict` of `Tensor` objects. Returns: `ModelFnOps` object. """ labels = tensor_signature.create_placeholders_from_signatures( self._labels_info) return self._call_model_fn(features, labels, model_fn_lib.ModeKeys.INFER) def export_savedmodel(self, export_dir_base, serving_input_fn, default_output_alternative_key=None, assets_extra=None, as_text=False, checkpoint_path=None, graph_rewrite_specs=(GraphRewriteSpec( (tag_constants.SERVING,), ()),), strip_default_attrs=False): # pylint: disable=line-too-long """Exports inference graph as a SavedModel into given dir. Args: export_dir_base: A string containing a directory to write the exported graph and checkpoints. serving_input_fn: A function that takes no argument and returns an `InputFnOps`. default_output_alternative_key: the name of the head to serve when none is specified. Not needed for single-headed models. assets_extra: A dict specifying how to populate the assets.extra directory within the exported SavedModel. Each key should give the destination path (including the filename) relative to the assets.extra directory. The corresponding value gives the full path of the source file to be copied. For example, the simple case of copying a single file without renaming it is specified as `{'my_asset_file.txt': '/path/to/my_asset_file.txt'}`. as_text: whether to write the SavedModel proto in text format. checkpoint_path: The checkpoint path to export. If None (the default), the most recent checkpoint found within the model directory is chosen. graph_rewrite_specs: an iterable of `GraphRewriteSpec`. Each element will produce a separate MetaGraphDef within the exported SavedModel, tagged and rewritten as specified. Defaults to a single entry using the default serving tag ("serve") and no rewriting. strip_default_attrs: Boolean. If `True`, default-valued attributes will be removed from the NodeDefs. For a detailed guide, see [Stripping Default-Valued Attributes](https://github.com/tensorflow/tensorflow/blob/master/tensorflow/python/saved_model/README.md#stripping-default-valued-attributes). Returns: The string path to the exported directory. Raises: ValueError: if an unrecognized export_type is requested. """ # pylint: enable=line-too-long if serving_input_fn is None: raise ValueError('serving_input_fn must be defined.') if not checkpoint_path: # Locate the latest checkpoint checkpoint_path = saver.latest_checkpoint(self._model_dir) if not checkpoint_path: raise NotFittedError( "Couldn't find trained model at %s." % self._model_dir) export_dir = saved_model_export_utils.get_timestamped_export_dir( export_dir_base) # We'll write the SavedModel to a temporary directory and then atomically # rename it at the end. This helps to avoid corrupt / incomplete outputs, # which could otherwise occur if the job is preempted or otherwise fails # in the middle of SavedModel creation. temp_export_dir = saved_model_export_utils.get_temp_export_dir(export_dir) builder = saved_model_builder.SavedModelBuilder(temp_export_dir) # Build the base graph with ops.Graph().as_default() as g: training_util.create_global_step(g) # Call the serving_input_fn and collect the input alternatives. input_ops = serving_input_fn() input_alternatives, features = ( saved_model_export_utils.get_input_alternatives(input_ops)) # TODO(b/34388557) This is a stopgap, pending recording model provenance. # Record which features are expected at serving time. It is assumed that # these are the features that were used in training. for feature_key in input_ops.features.keys(): ops.add_to_collection( constants.COLLECTION_DEF_KEY_FOR_INPUT_FEATURE_KEYS, feature_key) # Call the model_fn and collect the output alternatives. model_fn_ops = self._call_model_fn(features, None, model_fn_lib.ModeKeys.INFER) output_alternatives, actual_default_output_alternative_key = ( saved_model_export_utils.get_output_alternatives( model_fn_ops, default_output_alternative_key)) init_op = control_flow_ops.group(variables.local_variables_initializer(), resources.initialize_resources( resources.shared_resources()), lookup_ops.tables_initializer()) # Build the SignatureDefs from all pairs of input and output alternatives signature_def_map = saved_model_export_utils.build_all_signature_defs( input_alternatives, output_alternatives, actual_default_output_alternative_key) # Export the first MetaGraphDef with variables, assets etc. with tf_session.Session('') as session: # pylint: disable=protected-access saveables = variables._all_saveable_objects() # pylint: enable=protected-access if (model_fn_ops.scaffold is not None and model_fn_ops.scaffold.saver is not None): saver_for_restore = model_fn_ops.scaffold.saver elif saveables: saver_for_restore = saver.Saver(saveables, sharded=True) saver_for_restore.restore(session, checkpoint_path) # Perform the export if not graph_rewrite_specs or graph_rewrite_specs[0].transforms: raise ValueError('The first element of graph_rewrite_specs ' 'must specify no transforms.') untransformed_tags = graph_rewrite_specs[0].tags # TODO(soergel): switch to main_op or otherwise update when dust settles builder.add_meta_graph_and_variables( session, untransformed_tags, signature_def_map=signature_def_map, assets_collection=ops.get_collection(ops.GraphKeys.ASSET_FILEPATHS), legacy_init_op=init_op, strip_default_attrs=strip_default_attrs) # pylint: disable=protected-access base_meta_graph_def = builder._saved_model.meta_graphs[0] # pylint: enable=protected-access if graph_rewrite_specs[1:]: # Prepare the input_names and output_names needed for the # meta_graph_transform call below. input_names = [ tensor.name for input_dict in input_alternatives.values() for tensor in input_dict.values() ] output_names = [ tensor.name for output_alternative in output_alternatives.values() for tensor in output_alternative[1].values() ] # Write the additional MetaGraphDefs for graph_rewrite_spec in graph_rewrite_specs[1:]: # TODO(soergel) consider moving most of this to saved_model.builder_impl # as e.g. builder.add_rewritten_meta_graph(rewritten_graph_def, tags) transformed_meta_graph_def = meta_graph_transform.meta_graph_transform( base_meta_graph_def, input_names, output_names, graph_rewrite_spec.transforms, graph_rewrite_spec.tags) # pylint: disable=protected-access meta_graph_def = builder._saved_model.meta_graphs.add() # pylint: enable=protected-access meta_graph_def.CopyFrom(transformed_meta_graph_def) # Add the extra assets if assets_extra: assets_extra_path = os.path.join( compat.as_bytes(temp_export_dir), compat.as_bytes('assets.extra')) for dest_relative, source in assets_extra.items(): dest_absolute = os.path.join( compat.as_bytes(assets_extra_path), compat.as_bytes(dest_relative)) dest_path = os.path.dirname(dest_absolute) gfile.MakeDirs(dest_path) gfile.Copy(source, dest_absolute) builder.save(as_text) gfile.Rename(temp_export_dir, export_dir) return export_dir # For time of deprecation x,y from Estimator allow direct access. # pylint: disable=protected-access class SKCompat(sklearn.BaseEstimator): """Scikit learn wrapper for TensorFlow Learn Estimator.""" def __init__(self, estimator): self._estimator = estimator def fit(self, x, y, batch_size=128, steps=None, max_steps=None, monitors=None): input_fn, feed_fn = _get_input_fn( x, y, input_fn=None, feed_fn=None, batch_size=batch_size, shuffle=True, epochs=None) all_monitors = [] if feed_fn: all_monitors = [basic_session_run_hooks.FeedFnHook(feed_fn)] if monitors: all_monitors.extend(monitors) self._estimator.fit( input_fn=input_fn, steps=steps, max_steps=max_steps, monitors=all_monitors) return self def score(self, x, y, batch_size=128, steps=None, metrics=None, name=None): input_fn, feed_fn = _get_input_fn( x, y, input_fn=None, feed_fn=None, batch_size=batch_size, shuffle=False, epochs=1) if metrics is not None and not isinstance(metrics, dict): raise ValueError('Metrics argument should be None or dict. ' 'Got %s.' % metrics) eval_results, global_step = self._estimator._evaluate_model( input_fn=input_fn, feed_fn=feed_fn, steps=steps, metrics=metrics, name=name) if eval_results is not None: eval_results.update({'global_step': global_step}) return eval_results def predict(self, x, batch_size=128, outputs=None): input_fn, feed_fn = _get_input_fn( x, None, input_fn=None, feed_fn=None, batch_size=batch_size, shuffle=False, epochs=1) results = list( self._estimator._infer_model( input_fn=input_fn, feed_fn=feed_fn, outputs=outputs, as_iterable=True, iterate_batches=True)) if not isinstance(results[0], dict): return np.concatenate([output for output in results], axis=0) return { key: np.concatenate([output[key] for output in results], axis=0) for key in results[0] }
apache-2.0
aetilley/scikit-learn
examples/linear_model/plot_multi_task_lasso_support.py
249
2211
#!/usr/bin/env python """ ============================================= Joint feature selection with multi-task Lasso ============================================= The multi-task lasso allows to fit multiple regression problems jointly enforcing the selected features to be the same across tasks. This example simulates sequential measurements, each task is a time instant, and the relevant features vary in amplitude over time while being the same. The multi-task lasso imposes that features that are selected at one time point are select for all time point. This makes feature selection by the Lasso more stable. """ print(__doc__) # Author: Alexandre Gramfort <[email protected]> # License: BSD 3 clause import matplotlib.pyplot as plt import numpy as np from sklearn.linear_model import MultiTaskLasso, Lasso rng = np.random.RandomState(42) # Generate some 2D coefficients with sine waves with random frequency and phase n_samples, n_features, n_tasks = 100, 30, 40 n_relevant_features = 5 coef = np.zeros((n_tasks, n_features)) times = np.linspace(0, 2 * np.pi, n_tasks) for k in range(n_relevant_features): coef[:, k] = np.sin((1. + rng.randn(1)) * times + 3 * rng.randn(1)) X = rng.randn(n_samples, n_features) Y = np.dot(X, coef.T) + rng.randn(n_samples, n_tasks) coef_lasso_ = np.array([Lasso(alpha=0.5).fit(X, y).coef_ for y in Y.T]) coef_multi_task_lasso_ = MultiTaskLasso(alpha=1.).fit(X, Y).coef_ ############################################################################### # Plot support and time series fig = plt.figure(figsize=(8, 5)) plt.subplot(1, 2, 1) plt.spy(coef_lasso_) plt.xlabel('Feature') plt.ylabel('Time (or Task)') plt.text(10, 5, 'Lasso') plt.subplot(1, 2, 2) plt.spy(coef_multi_task_lasso_) plt.xlabel('Feature') plt.ylabel('Time (or Task)') plt.text(10, 5, 'MultiTaskLasso') fig.suptitle('Coefficient non-zero location') feature_to_plot = 0 plt.figure() plt.plot(coef[:, feature_to_plot], 'k', label='Ground truth') plt.plot(coef_lasso_[:, feature_to_plot], 'g', label='Lasso') plt.plot(coef_multi_task_lasso_[:, feature_to_plot], 'r', label='MultiTaskLasso') plt.legend(loc='upper center') plt.axis('tight') plt.ylim([-1.1, 1.1]) plt.show()
bsd-3-clause
louisLouL/pair_trading
capstone_env/lib/python3.6/site-packages/pandas/tests/series/test_dtypes.py
3
9418
# coding=utf-8 # pylint: disable-msg=E1101,W0612 import pytest from datetime import datetime import sys import string import warnings from numpy import nan import numpy as np from pandas import Series, Timestamp, Timedelta, DataFrame, date_range from pandas.compat import lrange, range, u from pandas import compat import pandas.util.testing as tm from .common import TestData class TestSeriesDtypes(TestData): @pytest.mark.parametrize("dtype", ["float32", "float64", "int64", "int32"]) def test_astype(self, dtype): s = Series(np.random.randn(5), name='foo') as_typed = s.astype(dtype) assert as_typed.dtype == dtype assert as_typed.name == s.name def test_dtype(self): assert self.ts.dtype == np.dtype('float64') assert self.ts.dtypes == np.dtype('float64') assert self.ts.ftype == 'float64:dense' assert self.ts.ftypes == 'float64:dense' tm.assert_series_equal(self.ts.get_dtype_counts(), Series(1, ['float64'])) tm.assert_series_equal(self.ts.get_ftype_counts(), Series(1, ['float64:dense'])) @pytest.mark.parametrize("value", [np.nan, np.inf]) @pytest.mark.parametrize("dtype", [np.int32, np.int64]) def test_astype_cast_nan_inf_int(self, dtype, value): # gh-14265: check NaN and inf raise error when converting to int msg = 'Cannot convert non-finite values \\(NA or inf\\) to integer' s = Series([value]) with tm.assert_raises_regex(ValueError, msg): s.astype(dtype) @pytest.mark.parametrize("dtype", [int, np.int8, np.int64]) def test_astype_cast_object_int_fail(self, dtype): arr = Series(["car", "house", "tree", "1"]) with pytest.raises(ValueError): arr.astype(dtype) def test_astype_cast_object_int(self): arr = Series(['1', '2', '3', '4'], dtype=object) result = arr.astype(int) tm.assert_series_equal(result, Series(np.arange(1, 5))) def test_astype_datetimes(self): import pandas._libs.tslib as tslib s = Series(tslib.iNaT, dtype='M8[ns]', index=lrange(5)) s = s.astype('O') assert s.dtype == np.object_ s = Series([datetime(2001, 1, 2, 0, 0)]) s = s.astype('O') assert s.dtype == np.object_ s = Series([datetime(2001, 1, 2, 0, 0) for i in range(3)]) s[1] = np.nan assert s.dtype == 'M8[ns]' s = s.astype('O') assert s.dtype == np.object_ @pytest.mark.parametrize("dtype", [compat.text_type, np.str_]) @pytest.mark.parametrize("series", [Series([string.digits * 10, tm.rands(63), tm.rands(64), tm.rands(1000)]), Series([string.digits * 10, tm.rands(63), tm.rands(64), nan, 1.0])]) def test_astype_str_map(self, dtype, series): # see gh-4405 result = series.astype(dtype) expected = series.map(compat.text_type) tm.assert_series_equal(result, expected) @pytest.mark.parametrize("dtype", [str, compat.text_type]) def test_astype_str_cast(self, dtype): # see gh-9757: test str and unicode on python 2.x # and just str on python 3.x ts = Series([Timestamp('2010-01-04 00:00:00')]) s = ts.astype(dtype) expected = Series([dtype('2010-01-04')]) tm.assert_series_equal(s, expected) ts = Series([Timestamp('2010-01-04 00:00:00', tz='US/Eastern')]) s = ts.astype(dtype) expected = Series([dtype('2010-01-04 00:00:00-05:00')]) tm.assert_series_equal(s, expected) td = Series([Timedelta(1, unit='d')]) s = td.astype(dtype) expected = Series([dtype('1 days 00:00:00.000000000')]) tm.assert_series_equal(s, expected) def test_astype_unicode(self): # see gh-7758: A bit of magic is required to set # default encoding to utf-8 digits = string.digits test_series = [ Series([digits * 10, tm.rands(63), tm.rands(64), tm.rands(1000)]), Series([u('データーサイエンス、お前はもう死んでいる')]), ] former_encoding = None if not compat.PY3: # In Python, we can force the default encoding for this test former_encoding = sys.getdefaultencoding() reload(sys) # noqa sys.setdefaultencoding("utf-8") if sys.getdefaultencoding() == "utf-8": test_series.append(Series([u('野菜食べないとやばい') .encode("utf-8")])) for s in test_series: res = s.astype("unicode") expec = s.map(compat.text_type) tm.assert_series_equal(res, expec) # Restore the former encoding if former_encoding is not None and former_encoding != "utf-8": reload(sys) # noqa sys.setdefaultencoding(former_encoding) @pytest.mark.parametrize("dtype_class", [dict, Series]) def test_astype_dict_like(self, dtype_class): # see gh-7271 s = Series(range(0, 10, 2), name='abc') dt1 = dtype_class({'abc': str}) result = s.astype(dt1) expected = Series(['0', '2', '4', '6', '8'], name='abc') tm.assert_series_equal(result, expected) dt2 = dtype_class({'abc': 'float64'}) result = s.astype(dt2) expected = Series([0.0, 2.0, 4.0, 6.0, 8.0], dtype='float64', name='abc') tm.assert_series_equal(result, expected) dt3 = dtype_class({'abc': str, 'def': str}) with pytest.raises(KeyError): s.astype(dt3) dt4 = dtype_class({0: str}) with pytest.raises(KeyError): s.astype(dt4) # GH16717 # if dtypes provided is empty, it should error dt5 = dtype_class({}) with pytest.raises(KeyError): s.astype(dt5) def test_astype_generic_timestamp_deprecated(self): # see gh-15524 data = [1] with tm.assert_produces_warning(FutureWarning, check_stacklevel=False): s = Series(data) dtype = np.datetime64 result = s.astype(dtype) expected = Series(data, dtype=dtype) tm.assert_series_equal(result, expected) with tm.assert_produces_warning(FutureWarning, check_stacklevel=False): s = Series(data) dtype = np.timedelta64 result = s.astype(dtype) expected = Series(data, dtype=dtype) tm.assert_series_equal(result, expected) @pytest.mark.parametrize("dtype", np.typecodes['All']) def test_astype_empty_constructor_equality(self, dtype): # see gh-15524 if dtype not in ('S', 'V'): # poor support (if any) currently with warnings.catch_warnings(record=True): # Generic timestamp dtypes ('M' and 'm') are deprecated, # but we test that already in series/test_constructors.py init_empty = Series([], dtype=dtype) as_type_empty = Series([]).astype(dtype) tm.assert_series_equal(init_empty, as_type_empty) def test_complex(self): # see gh-4819: complex access for ndarray compat a = np.arange(5, dtype=np.float64) b = Series(a + 4j * a) tm.assert_numpy_array_equal(a, b.real) tm.assert_numpy_array_equal(4 * a, b.imag) b.real = np.arange(5) + 5 tm.assert_numpy_array_equal(a + 5, b.real) tm.assert_numpy_array_equal(4 * a, b.imag) def test_arg_for_errors_in_astype(self): # see gh-14878 s = Series([1, 2, 3]) with pytest.raises(ValueError): s.astype(np.float64, errors=False) with tm.assert_produces_warning(FutureWarning): s.astype(np.int8, raise_on_error=True) s.astype(np.int8, errors='raise') def test_intercept_astype_object(self): series = Series(date_range('1/1/2000', periods=10)) # This test no longer makes sense, as # Series is by default already M8[ns]. expected = series.astype('object') df = DataFrame({'a': series, 'b': np.random.randn(len(series))}) exp_dtypes = Series([np.dtype('datetime64[ns]'), np.dtype('float64')], index=['a', 'b']) tm.assert_series_equal(df.dtypes, exp_dtypes) result = df.values.squeeze() assert (result[:, 0] == expected.values).all() df = DataFrame({'a': series, 'b': ['foo'] * len(series)}) result = df.values.squeeze() assert (result[:, 0] == expected.values).all() def test_series_to_categorical(self): # see gh-16524: test conversion of Series to Categorical series = Series(['a', 'b', 'c']) result = Series(series, dtype='category') expected = Series(['a', 'b', 'c'], dtype='category') tm.assert_series_equal(result, expected)
mit
theoryno3/scikit-learn
sklearn/neighbors/nearest_centroid.py
25
7219
# -*- coding: utf-8 -*- """ Nearest Centroid Classification """ # Author: Robert Layton <[email protected]> # Olivier Grisel <[email protected]> # # License: BSD 3 clause import warnings import numpy as np from scipy import sparse as sp from ..base import BaseEstimator, ClassifierMixin from ..externals.six.moves import xrange from ..metrics.pairwise import pairwise_distances from ..preprocessing import LabelEncoder from ..utils.validation import check_array, check_X_y, check_is_fitted from ..utils.sparsefuncs import csc_median_axis_0 class NearestCentroid(BaseEstimator, ClassifierMixin): """Nearest centroid classifier. Each class is represented by its centroid, with test samples classified to the class with the nearest centroid. Parameters ---------- metric: string, or callable The metric to use when calculating distance between instances in a feature array. If metric is a string or callable, it must be one of the options allowed by metrics.pairwise.pairwise_distances for its metric parameter. The centroids for the samples corresponding to each class is the point from which the sum of the distances (according to the metric) of all samples that belong to that particular class are minimized. If the "manhattan" metric is provided, this centroid is the median and for all other metrics, the centroid is now set to be the mean. shrink_threshold : float, optional (default = None) Threshold for shrinking centroids to remove features. Attributes ---------- centroids_ : array-like, shape = [n_classes, n_features] Centroid of each class Examples -------- >>> from sklearn.neighbors.nearest_centroid import NearestCentroid >>> import numpy as np >>> X = np.array([[-1, -1], [-2, -1], [-3, -2], [1, 1], [2, 1], [3, 2]]) >>> y = np.array([1, 1, 1, 2, 2, 2]) >>> clf = NearestCentroid() >>> clf.fit(X, y) NearestCentroid(metric='euclidean', shrink_threshold=None) >>> print(clf.predict([[-0.8, -1]])) [1] See also -------- sklearn.neighbors.KNeighborsClassifier: nearest neighbors classifier Notes ----- When used for text classification with tf-idf vectors, this classifier is also known as the Rocchio classifier. References ---------- Tibshirani, R., Hastie, T., Narasimhan, B., & Chu, G. (2002). Diagnosis of multiple cancer types by shrunken centroids of gene expression. Proceedings of the National Academy of Sciences of the United States of America, 99(10), 6567-6572. The National Academy of Sciences. """ def __init__(self, metric='euclidean', shrink_threshold=None): self.metric = metric self.shrink_threshold = shrink_threshold def fit(self, X, y): """ Fit the NearestCentroid model according to the given training data. Parameters ---------- X : {array-like, sparse matrix}, shape = [n_samples, n_features] Training vector, where n_samples in the number of samples and n_features is the number of features. Note that centroid shrinking cannot be used with sparse matrices. y : array, shape = [n_samples] Target values (integers) """ # If X is sparse and the metric is "manhattan", store it in a csc # format is easier to calculate the median. if self.metric == 'manhattan': X, y = check_X_y(X, y, ['csc']) else: X, y = check_X_y(X, y, ['csr', 'csc']) is_X_sparse = sp.issparse(X) if is_X_sparse and self.shrink_threshold: raise ValueError("threshold shrinking not supported" " for sparse input") n_samples, n_features = X.shape le = LabelEncoder() y_ind = le.fit_transform(y) self.classes_ = classes = le.classes_ n_classes = classes.size if n_classes < 2: raise ValueError('y has less than 2 classes') # Mask mapping each class to it's members. self.centroids_ = np.empty((n_classes, n_features), dtype=np.float64) # Number of clusters in each class. nk = np.zeros(n_classes) for cur_class in range(n_classes): center_mask = y_ind == cur_class nk[cur_class] = np.sum(center_mask) if is_X_sparse: center_mask = np.where(center_mask)[0] # XXX: Update other averaging methods according to the metrics. if self.metric == "manhattan": # NumPy does not calculate median of sparse matrices. if not is_X_sparse: self.centroids_[cur_class] = np.median(X[center_mask], axis=0) else: self.centroids_[cur_class] = csc_median_axis_0(X[center_mask]) else: if self.metric != 'euclidean': warnings.warn("Averaging for metrics other than " "euclidean and manhattan not supported. " "The average is set to be the mean." ) self.centroids_[cur_class] = X[center_mask].mean(axis=0) if self.shrink_threshold: dataset_centroid_ = np.mean(X, axis=0) # m parameter for determining deviation m = np.sqrt((1. / nk) + (1. / n_samples)) # Calculate deviation using the standard deviation of centroids. variance = (X - self.centroids_[y_ind]) ** 2 variance = variance.sum(axis=0) s = np.sqrt(variance / (n_samples - n_classes)) s += np.median(s) # To deter outliers from affecting the results. mm = m.reshape(len(m), 1) # Reshape to allow broadcasting. ms = mm * s deviation = ((self.centroids_ - dataset_centroid_) / ms) # Soft thresholding: if the deviation crosses 0 during shrinking, # it becomes zero. signs = np.sign(deviation) deviation = (np.abs(deviation) - self.shrink_threshold) deviation[deviation < 0] = 0 deviation *= signs # Now adjust the centroids using the deviation msd = ms * deviation self.centroids_ = dataset_centroid_[np.newaxis, :] + msd return self def predict(self, X): """Perform classification on an array of test vectors X. The predicted class C for each sample in X is returned. Parameters ---------- X : array-like, shape = [n_samples, n_features] Returns ------- C : array, shape = [n_samples] Notes ----- If the metric constructor parameter is "precomputed", X is assumed to be the distance matrix between the data to be predicted and ``self.centroids_``. """ check_is_fitted(self, 'centroids_') X = check_array(X, accept_sparse='csr') return self.classes_[pairwise_distances( X, self.centroids_, metric=self.metric).argmin(axis=1)]
bsd-3-clause
tosolveit/scikit-learn
sklearn/datasets/base.py
196
18554
""" Base IO code for all datasets """ # Copyright (c) 2007 David Cournapeau <[email protected]> # 2010 Fabian Pedregosa <[email protected]> # 2010 Olivier Grisel <[email protected]> # License: BSD 3 clause import os import csv import shutil from os import environ from os.path import dirname from os.path import join from os.path import exists from os.path import expanduser from os.path import isdir from os import listdir from os import makedirs import numpy as np from ..utils import check_random_state class Bunch(dict): """Container object for datasets Dictionary-like object that exposes its keys as attributes. >>> b = Bunch(a=1, b=2) >>> b['b'] 2 >>> b.b 2 >>> b.a = 3 >>> b['a'] 3 >>> b.c = 6 >>> b['c'] 6 """ def __init__(self, **kwargs): dict.__init__(self, kwargs) def __setattr__(self, key, value): self[key] = value def __getattr__(self, key): try: return self[key] except KeyError: raise AttributeError(key) def __getstate__(self): return self.__dict__ def get_data_home(data_home=None): """Return the path of the scikit-learn data dir. This folder is used by some large dataset loaders to avoid downloading the data several times. By default the data dir is set to a folder named 'scikit_learn_data' in the user home folder. Alternatively, it can be set by the 'SCIKIT_LEARN_DATA' environment variable or programmatically by giving an explicit folder path. The '~' symbol is expanded to the user home folder. If the folder does not already exist, it is automatically created. """ if data_home is None: data_home = environ.get('SCIKIT_LEARN_DATA', join('~', 'scikit_learn_data')) data_home = expanduser(data_home) if not exists(data_home): makedirs(data_home) return data_home def clear_data_home(data_home=None): """Delete all the content of the data home cache.""" data_home = get_data_home(data_home) shutil.rmtree(data_home) def load_files(container_path, description=None, categories=None, load_content=True, shuffle=True, encoding=None, decode_error='strict', random_state=0): """Load text files with categories as subfolder names. Individual samples are assumed to be files stored a two levels folder structure such as the following: container_folder/ category_1_folder/ file_1.txt file_2.txt ... file_42.txt category_2_folder/ file_43.txt file_44.txt ... The folder names are used as supervised signal label names. The individual file names are not important. This function does not try to extract features into a numpy array or scipy sparse matrix. In addition, if load_content is false it does not try to load the files in memory. To use text files in a scikit-learn classification or clustering algorithm, you will need to use the `sklearn.feature_extraction.text` module to build a feature extraction transformer that suits your problem. If you set load_content=True, you should also specify the encoding of the text using the 'encoding' parameter. For many modern text files, 'utf-8' will be the correct encoding. If you leave encoding equal to None, then the content will be made of bytes instead of Unicode, and you will not be able to use most functions in `sklearn.feature_extraction.text`. Similar feature extractors should be built for other kind of unstructured data input such as images, audio, video, ... Read more in the :ref:`User Guide <datasets>`. Parameters ---------- container_path : string or unicode Path to the main folder holding one subfolder per category description: string or unicode, optional (default=None) A paragraph describing the characteristic of the dataset: its source, reference, etc. categories : A collection of strings or None, optional (default=None) If None (default), load all the categories. If not None, list of category names to load (other categories ignored). load_content : boolean, optional (default=True) Whether to load or not the content of the different files. If true a 'data' attribute containing the text information is present in the data structure returned. If not, a filenames attribute gives the path to the files. encoding : string or None (default is None) If None, do not try to decode the content of the files (e.g. for images or other non-text content). If not None, encoding to use to decode text files to Unicode if load_content is True. decode_error: {'strict', 'ignore', 'replace'}, optional Instruction on what to do if a byte sequence is given to analyze that contains characters not of the given `encoding`. Passed as keyword argument 'errors' to bytes.decode. shuffle : bool, optional (default=True) Whether or not to shuffle the data: might be important for models that make the assumption that the samples are independent and identically distributed (i.i.d.), such as stochastic gradient descent. random_state : int, RandomState instance or None, optional (default=0) If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by `np.random`. Returns ------- data : Bunch Dictionary-like object, the interesting attributes are: either data, the raw text data to learn, or 'filenames', the files holding it, 'target', the classification labels (integer index), 'target_names', the meaning of the labels, and 'DESCR', the full description of the dataset. """ target = [] target_names = [] filenames = [] folders = [f for f in sorted(listdir(container_path)) if isdir(join(container_path, f))] if categories is not None: folders = [f for f in folders if f in categories] for label, folder in enumerate(folders): target_names.append(folder) folder_path = join(container_path, folder) documents = [join(folder_path, d) for d in sorted(listdir(folder_path))] target.extend(len(documents) * [label]) filenames.extend(documents) # convert to array for fancy indexing filenames = np.array(filenames) target = np.array(target) if shuffle: random_state = check_random_state(random_state) indices = np.arange(filenames.shape[0]) random_state.shuffle(indices) filenames = filenames[indices] target = target[indices] if load_content: data = [] for filename in filenames: with open(filename, 'rb') as f: data.append(f.read()) if encoding is not None: data = [d.decode(encoding, decode_error) for d in data] return Bunch(data=data, filenames=filenames, target_names=target_names, target=target, DESCR=description) return Bunch(filenames=filenames, target_names=target_names, target=target, DESCR=description) def load_iris(): """Load and return the iris dataset (classification). The iris dataset is a classic and very easy multi-class classification dataset. ================= ============== Classes 3 Samples per class 50 Samples total 150 Dimensionality 4 Features real, positive ================= ============== Read more in the :ref:`User Guide <datasets>`. Returns ------- data : Bunch Dictionary-like object, the interesting attributes are: 'data', the data to learn, 'target', the classification labels, 'target_names', the meaning of the labels, 'feature_names', the meaning of the features, and 'DESCR', the full description of the dataset. Examples -------- Let's say you are interested in the samples 10, 25, and 50, and want to know their class name. >>> from sklearn.datasets import load_iris >>> data = load_iris() >>> data.target[[10, 25, 50]] array([0, 0, 1]) >>> list(data.target_names) ['setosa', 'versicolor', 'virginica'] """ module_path = dirname(__file__) with open(join(module_path, 'data', 'iris.csv')) as csv_file: data_file = csv.reader(csv_file) temp = next(data_file) n_samples = int(temp[0]) n_features = int(temp[1]) target_names = np.array(temp[2:]) data = np.empty((n_samples, n_features)) target = np.empty((n_samples,), dtype=np.int) for i, ir in enumerate(data_file): data[i] = np.asarray(ir[:-1], dtype=np.float) target[i] = np.asarray(ir[-1], dtype=np.int) with open(join(module_path, 'descr', 'iris.rst')) as rst_file: fdescr = rst_file.read() return Bunch(data=data, target=target, target_names=target_names, DESCR=fdescr, feature_names=['sepal length (cm)', 'sepal width (cm)', 'petal length (cm)', 'petal width (cm)']) def load_digits(n_class=10): """Load and return the digits dataset (classification). Each datapoint is a 8x8 image of a digit. ================= ============== Classes 10 Samples per class ~180 Samples total 1797 Dimensionality 64 Features integers 0-16 ================= ============== Read more in the :ref:`User Guide <datasets>`. Parameters ---------- n_class : integer, between 0 and 10, optional (default=10) The number of classes to return. Returns ------- data : Bunch Dictionary-like object, the interesting attributes are: 'data', the data to learn, 'images', the images corresponding to each sample, 'target', the classification labels for each sample, 'target_names', the meaning of the labels, and 'DESCR', the full description of the dataset. Examples -------- To load the data and visualize the images:: >>> from sklearn.datasets import load_digits >>> digits = load_digits() >>> print(digits.data.shape) (1797, 64) >>> import pylab as pl #doctest: +SKIP >>> pl.gray() #doctest: +SKIP >>> pl.matshow(digits.images[0]) #doctest: +SKIP >>> pl.show() #doctest: +SKIP """ module_path = dirname(__file__) data = np.loadtxt(join(module_path, 'data', 'digits.csv.gz'), delimiter=',') with open(join(module_path, 'descr', 'digits.rst')) as f: descr = f.read() target = data[:, -1] flat_data = data[:, :-1] images = flat_data.view() images.shape = (-1, 8, 8) if n_class < 10: idx = target < n_class flat_data, target = flat_data[idx], target[idx] images = images[idx] return Bunch(data=flat_data, target=target.astype(np.int), target_names=np.arange(10), images=images, DESCR=descr) def load_diabetes(): """Load and return the diabetes dataset (regression). ============== ================== Samples total 442 Dimensionality 10 Features real, -.2 < x < .2 Targets integer 25 - 346 ============== ================== Read more in the :ref:`User Guide <datasets>`. Returns ------- data : Bunch Dictionary-like object, the interesting attributes are: 'data', the data to learn and 'target', the regression target for each sample. """ base_dir = join(dirname(__file__), 'data') data = np.loadtxt(join(base_dir, 'diabetes_data.csv.gz')) target = np.loadtxt(join(base_dir, 'diabetes_target.csv.gz')) return Bunch(data=data, target=target) def load_linnerud(): """Load and return the linnerud dataset (multivariate regression). Samples total: 20 Dimensionality: 3 for both data and targets Features: integer Targets: integer Returns ------- data : Bunch Dictionary-like object, the interesting attributes are: 'data' and 'targets', the two multivariate datasets, with 'data' corresponding to the exercise and 'targets' corresponding to the physiological measurements, as well as 'feature_names' and 'target_names'. """ base_dir = join(dirname(__file__), 'data/') # Read data data_exercise = np.loadtxt(base_dir + 'linnerud_exercise.csv', skiprows=1) data_physiological = np.loadtxt(base_dir + 'linnerud_physiological.csv', skiprows=1) # Read header with open(base_dir + 'linnerud_exercise.csv') as f: header_exercise = f.readline().split() with open(base_dir + 'linnerud_physiological.csv') as f: header_physiological = f.readline().split() with open(dirname(__file__) + '/descr/linnerud.rst') as f: descr = f.read() return Bunch(data=data_exercise, feature_names=header_exercise, target=data_physiological, target_names=header_physiological, DESCR=descr) def load_boston(): """Load and return the boston house-prices dataset (regression). ============== ============== Samples total 506 Dimensionality 13 Features real, positive Targets real 5. - 50. ============== ============== Returns ------- data : Bunch Dictionary-like object, the interesting attributes are: 'data', the data to learn, 'target', the regression targets, and 'DESCR', the full description of the dataset. Examples -------- >>> from sklearn.datasets import load_boston >>> boston = load_boston() >>> print(boston.data.shape) (506, 13) """ module_path = dirname(__file__) fdescr_name = join(module_path, 'descr', 'boston_house_prices.rst') with open(fdescr_name) as f: descr_text = f.read() data_file_name = join(module_path, 'data', 'boston_house_prices.csv') with open(data_file_name) as f: data_file = csv.reader(f) temp = next(data_file) n_samples = int(temp[0]) n_features = int(temp[1]) data = np.empty((n_samples, n_features)) target = np.empty((n_samples,)) temp = next(data_file) # names of features feature_names = np.array(temp) for i, d in enumerate(data_file): data[i] = np.asarray(d[:-1], dtype=np.float) target[i] = np.asarray(d[-1], dtype=np.float) return Bunch(data=data, target=target, # last column is target value feature_names=feature_names[:-1], DESCR=descr_text) def load_sample_images(): """Load sample images for image manipulation. Loads both, ``china`` and ``flower``. Returns ------- data : Bunch Dictionary-like object with the following attributes : 'images', the two sample images, 'filenames', the file names for the images, and 'DESCR' the full description of the dataset. Examples -------- To load the data and visualize the images: >>> from sklearn.datasets import load_sample_images >>> dataset = load_sample_images() #doctest: +SKIP >>> len(dataset.images) #doctest: +SKIP 2 >>> first_img_data = dataset.images[0] #doctest: +SKIP >>> first_img_data.shape #doctest: +SKIP (427, 640, 3) >>> first_img_data.dtype #doctest: +SKIP dtype('uint8') """ # Try to import imread from scipy. We do this lazily here to prevent # this module from depending on PIL. try: try: from scipy.misc import imread except ImportError: from scipy.misc.pilutil import imread except ImportError: raise ImportError("The Python Imaging Library (PIL) " "is required to load data from jpeg files") module_path = join(dirname(__file__), "images") with open(join(module_path, 'README.txt')) as f: descr = f.read() filenames = [join(module_path, filename) for filename in os.listdir(module_path) if filename.endswith(".jpg")] # Load image data for each image in the source folder. images = [imread(filename) for filename in filenames] return Bunch(images=images, filenames=filenames, DESCR=descr) def load_sample_image(image_name): """Load the numpy array of a single sample image Parameters ----------- image_name: {`china.jpg`, `flower.jpg`} The name of the sample image loaded Returns ------- img: 3D array The image as a numpy array: height x width x color Examples --------- >>> from sklearn.datasets import load_sample_image >>> china = load_sample_image('china.jpg') # doctest: +SKIP >>> china.dtype # doctest: +SKIP dtype('uint8') >>> china.shape # doctest: +SKIP (427, 640, 3) >>> flower = load_sample_image('flower.jpg') # doctest: +SKIP >>> flower.dtype # doctest: +SKIP dtype('uint8') >>> flower.shape # doctest: +SKIP (427, 640, 3) """ images = load_sample_images() index = None for i, filename in enumerate(images.filenames): if filename.endswith(image_name): index = i break if index is None: raise AttributeError("Cannot find sample image: %s" % image_name) return images.images[index]
bsd-3-clause
ycaihua/scikit-learn
examples/exercises/plot_cv_diabetes.py
231
2527
""" =============================================== Cross-validation on diabetes Dataset Exercise =============================================== A tutorial exercise which uses cross-validation with linear models. This exercise is used in the :ref:`cv_estimators_tut` part of the :ref:`model_selection_tut` section of the :ref:`stat_learn_tut_index`. """ from __future__ import print_function print(__doc__) import numpy as np import matplotlib.pyplot as plt from sklearn import cross_validation, datasets, linear_model diabetes = datasets.load_diabetes() X = diabetes.data[:150] y = diabetes.target[:150] lasso = linear_model.Lasso() alphas = np.logspace(-4, -.5, 30) scores = list() scores_std = list() for alpha in alphas: lasso.alpha = alpha this_scores = cross_validation.cross_val_score(lasso, X, y, n_jobs=1) scores.append(np.mean(this_scores)) scores_std.append(np.std(this_scores)) plt.figure(figsize=(4, 3)) plt.semilogx(alphas, scores) # plot error lines showing +/- std. errors of the scores plt.semilogx(alphas, np.array(scores) + np.array(scores_std) / np.sqrt(len(X)), 'b--') plt.semilogx(alphas, np.array(scores) - np.array(scores_std) / np.sqrt(len(X)), 'b--') plt.ylabel('CV score') plt.xlabel('alpha') plt.axhline(np.max(scores), linestyle='--', color='.5') ############################################################################## # Bonus: how much can you trust the selection of alpha? # To answer this question we use the LassoCV object that sets its alpha # parameter automatically from the data by internal cross-validation (i.e. it # performs cross-validation on the training data it receives). # We use external cross-validation to see how much the automatically obtained # alphas differ across different cross-validation folds. lasso_cv = linear_model.LassoCV(alphas=alphas) k_fold = cross_validation.KFold(len(X), 3) print("Answer to the bonus question:", "how much can you trust the selection of alpha?") print() print("Alpha parameters maximising the generalization score on different") print("subsets of the data:") for k, (train, test) in enumerate(k_fold): lasso_cv.fit(X[train], y[train]) print("[fold {0}] alpha: {1:.5f}, score: {2:.5f}". format(k, lasso_cv.alpha_, lasso_cv.score(X[test], y[test]))) print() print("Answer: Not very much since we obtained different alphas for different") print("subsets of the data and moreover, the scores for these alphas differ") print("quite substantially.") plt.show()
bsd-3-clause
ndingwall/scikit-learn
examples/neighbors/plot_nca_classification.py
31
3112
""" ============================================================================= Comparing Nearest Neighbors with and without Neighborhood Components Analysis ============================================================================= An example comparing nearest neighbors classification with and without Neighborhood Components Analysis. It will plot the class decision boundaries given by a Nearest Neighbors classifier when using the Euclidean distance on the original features, versus using the Euclidean distance after the transformation learned by Neighborhood Components Analysis. The latter aims to find a linear transformation that maximises the (stochastic) nearest neighbor classification accuracy on the training set. """ # License: BSD 3 clause import numpy as np import matplotlib.pyplot as plt from matplotlib.colors import ListedColormap from sklearn import datasets from sklearn.model_selection import train_test_split from sklearn.preprocessing import StandardScaler from sklearn.neighbors import (KNeighborsClassifier, NeighborhoodComponentsAnalysis) from sklearn.pipeline import Pipeline print(__doc__) n_neighbors = 1 dataset = datasets.load_iris() X, y = dataset.data, dataset.target # we only take two features. We could avoid this ugly # slicing by using a two-dim dataset X = X[:, [0, 2]] X_train, X_test, y_train, y_test = \ train_test_split(X, y, stratify=y, test_size=0.7, random_state=42) h = .01 # step size in the mesh # Create color maps cmap_light = ListedColormap(['#FFAAAA', '#AAFFAA', '#AAAAFF']) cmap_bold = ListedColormap(['#FF0000', '#00FF00', '#0000FF']) names = ['KNN', 'NCA, KNN'] classifiers = [Pipeline([('scaler', StandardScaler()), ('knn', KNeighborsClassifier(n_neighbors=n_neighbors)) ]), Pipeline([('scaler', StandardScaler()), ('nca', NeighborhoodComponentsAnalysis()), ('knn', KNeighborsClassifier(n_neighbors=n_neighbors)) ]) ] x_min, x_max = X[:, 0].min() - 1, X[:, 0].max() + 1 y_min, y_max = X[:, 1].min() - 1, X[:, 1].max() + 1 xx, yy = np.meshgrid(np.arange(x_min, x_max, h), np.arange(y_min, y_max, h)) for name, clf in zip(names, classifiers): clf.fit(X_train, y_train) score = clf.score(X_test, y_test) # Plot the decision boundary. For that, we will assign a color to each # point in the mesh [x_min, x_max]x[y_min, y_max]. Z = clf.predict(np.c_[xx.ravel(), yy.ravel()]) # Put the result into a color plot Z = Z.reshape(xx.shape) plt.figure() plt.pcolormesh(xx, yy, Z, cmap=cmap_light, alpha=.8) # Plot also the training and testing points plt.scatter(X[:, 0], X[:, 1], c=y, cmap=cmap_bold, edgecolor='k', s=20) plt.xlim(xx.min(), xx.max()) plt.ylim(yy.min(), yy.max()) plt.title("{} (k = {})".format(name, n_neighbors)) plt.text(0.9, 0.1, '{:.2f}'.format(score), size=15, ha='center', va='center', transform=plt.gca().transAxes) plt.show()
bsd-3-clause
UNR-AERIAL/scikit-learn
examples/neighbors/plot_regression.py
349
1402
""" ============================ Nearest Neighbors regression ============================ Demonstrate the resolution of a regression problem using a k-Nearest Neighbor and the interpolation of the target using both barycenter and constant weights. """ print(__doc__) # Author: Alexandre Gramfort <[email protected]> # Fabian Pedregosa <[email protected]> # # License: BSD 3 clause (C) INRIA ############################################################################### # Generate sample data import numpy as np import matplotlib.pyplot as plt from sklearn import neighbors np.random.seed(0) X = np.sort(5 * np.random.rand(40, 1), axis=0) T = np.linspace(0, 5, 500)[:, np.newaxis] y = np.sin(X).ravel() # Add noise to targets y[::5] += 1 * (0.5 - np.random.rand(8)) ############################################################################### # Fit regression model n_neighbors = 5 for i, weights in enumerate(['uniform', 'distance']): knn = neighbors.KNeighborsRegressor(n_neighbors, weights=weights) y_ = knn.fit(X, y).predict(T) plt.subplot(2, 1, i + 1) plt.scatter(X, y, c='k', label='data') plt.plot(T, y_, c='g', label='prediction') plt.axis('tight') plt.legend() plt.title("KNeighborsRegressor (k = %i, weights = '%s')" % (n_neighbors, weights)) plt.show()
bsd-3-clause
kagayakidan/scikit-learn
sklearn/cluster/setup.py
263
1449
# Author: Alexandre Gramfort <[email protected]> # License: BSD 3 clause import os from os.path import join import numpy from sklearn._build_utils import get_blas_info def configuration(parent_package='', top_path=None): from numpy.distutils.misc_util import Configuration cblas_libs, blas_info = get_blas_info() libraries = [] if os.name == 'posix': cblas_libs.append('m') libraries.append('m') config = Configuration('cluster', parent_package, top_path) config.add_extension('_dbscan_inner', sources=['_dbscan_inner.cpp'], include_dirs=[numpy.get_include()], language="c++") config.add_extension('_hierarchical', sources=['_hierarchical.cpp'], language="c++", include_dirs=[numpy.get_include()], libraries=libraries) config.add_extension( '_k_means', libraries=cblas_libs, sources=['_k_means.c'], include_dirs=[join('..', 'src', 'cblas'), numpy.get_include(), blas_info.pop('include_dirs', [])], extra_compile_args=blas_info.pop('extra_compile_args', []), **blas_info ) return config if __name__ == '__main__': from numpy.distutils.core import setup setup(**configuration(top_path='').todict())
bsd-3-clause
BiaDarkia/scikit-learn
examples/calibration/plot_calibration_multiclass.py
95
6971
""" ================================================== Probability Calibration for 3-class classification ================================================== This example illustrates how sigmoid calibration changes predicted probabilities for a 3-class classification problem. Illustrated is the standard 2-simplex, where the three corners correspond to the three classes. Arrows point from the probability vectors predicted by an uncalibrated classifier to the probability vectors predicted by the same classifier after sigmoid calibration on a hold-out validation set. Colors indicate the true class of an instance (red: class 1, green: class 2, blue: class 3). The base classifier is a random forest classifier with 25 base estimators (trees). If this classifier is trained on all 800 training datapoints, it is overly confident in its predictions and thus incurs a large log-loss. Calibrating an identical classifier, which was trained on 600 datapoints, with method='sigmoid' on the remaining 200 datapoints reduces the confidence of the predictions, i.e., moves the probability vectors from the edges of the simplex towards the center. This calibration results in a lower log-loss. Note that an alternative would have been to increase the number of base estimators which would have resulted in a similar decrease in log-loss. """ print(__doc__) # Author: Jan Hendrik Metzen <[email protected]> # License: BSD Style. import matplotlib.pyplot as plt import numpy as np from sklearn.datasets import make_blobs from sklearn.ensemble import RandomForestClassifier from sklearn.calibration import CalibratedClassifierCV from sklearn.metrics import log_loss np.random.seed(0) # Generate data X, y = make_blobs(n_samples=1000, n_features=2, random_state=42, cluster_std=5.0) X_train, y_train = X[:600], y[:600] X_valid, y_valid = X[600:800], y[600:800] X_train_valid, y_train_valid = X[:800], y[:800] X_test, y_test = X[800:], y[800:] # Train uncalibrated random forest classifier on whole train and validation # data and evaluate on test data clf = RandomForestClassifier(n_estimators=25) clf.fit(X_train_valid, y_train_valid) clf_probs = clf.predict_proba(X_test) score = log_loss(y_test, clf_probs) # Train random forest classifier, calibrate on validation data and evaluate # on test data clf = RandomForestClassifier(n_estimators=25) clf.fit(X_train, y_train) clf_probs = clf.predict_proba(X_test) sig_clf = CalibratedClassifierCV(clf, method="sigmoid", cv="prefit") sig_clf.fit(X_valid, y_valid) sig_clf_probs = sig_clf.predict_proba(X_test) sig_score = log_loss(y_test, sig_clf_probs) # Plot changes in predicted probabilities via arrows plt.figure(0) colors = ["r", "g", "b"] for i in range(clf_probs.shape[0]): plt.arrow(clf_probs[i, 0], clf_probs[i, 1], sig_clf_probs[i, 0] - clf_probs[i, 0], sig_clf_probs[i, 1] - clf_probs[i, 1], color=colors[y_test[i]], head_width=1e-2) # Plot perfect predictions plt.plot([1.0], [0.0], 'ro', ms=20, label="Class 1") plt.plot([0.0], [1.0], 'go', ms=20, label="Class 2") plt.plot([0.0], [0.0], 'bo', ms=20, label="Class 3") # Plot boundaries of unit simplex plt.plot([0.0, 1.0, 0.0, 0.0], [0.0, 0.0, 1.0, 0.0], 'k', label="Simplex") # Annotate points on the simplex plt.annotate(r'($\frac{1}{3}$, $\frac{1}{3}$, $\frac{1}{3}$)', xy=(1.0/3, 1.0/3), xytext=(1.0/3, .23), xycoords='data', arrowprops=dict(facecolor='black', shrink=0.05), horizontalalignment='center', verticalalignment='center') plt.plot([1.0/3], [1.0/3], 'ko', ms=5) plt.annotate(r'($\frac{1}{2}$, $0$, $\frac{1}{2}$)', xy=(.5, .0), xytext=(.5, .1), xycoords='data', arrowprops=dict(facecolor='black', shrink=0.05), horizontalalignment='center', verticalalignment='center') plt.annotate(r'($0$, $\frac{1}{2}$, $\frac{1}{2}$)', xy=(.0, .5), xytext=(.1, .5), xycoords='data', arrowprops=dict(facecolor='black', shrink=0.05), horizontalalignment='center', verticalalignment='center') plt.annotate(r'($\frac{1}{2}$, $\frac{1}{2}$, $0$)', xy=(.5, .5), xytext=(.6, .6), xycoords='data', arrowprops=dict(facecolor='black', shrink=0.05), horizontalalignment='center', verticalalignment='center') plt.annotate(r'($0$, $0$, $1$)', xy=(0, 0), xytext=(.1, .1), xycoords='data', arrowprops=dict(facecolor='black', shrink=0.05), horizontalalignment='center', verticalalignment='center') plt.annotate(r'($1$, $0$, $0$)', xy=(1, 0), xytext=(1, .1), xycoords='data', arrowprops=dict(facecolor='black', shrink=0.05), horizontalalignment='center', verticalalignment='center') plt.annotate(r'($0$, $1$, $0$)', xy=(0, 1), xytext=(.1, 1), xycoords='data', arrowprops=dict(facecolor='black', shrink=0.05), horizontalalignment='center', verticalalignment='center') # Add grid plt.grid("off") for x in [0.0, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1.0]: plt.plot([0, x], [x, 0], 'k', alpha=0.2) plt.plot([0, 0 + (1-x)/2], [x, x + (1-x)/2], 'k', alpha=0.2) plt.plot([x, x + (1-x)/2], [0, 0 + (1-x)/2], 'k', alpha=0.2) plt.title("Change of predicted probabilities after sigmoid calibration") plt.xlabel("Probability class 1") plt.ylabel("Probability class 2") plt.xlim(-0.05, 1.05) plt.ylim(-0.05, 1.05) plt.legend(loc="best") print("Log-loss of") print(" * uncalibrated classifier trained on 800 datapoints: %.3f " % score) print(" * classifier trained on 600 datapoints and calibrated on " "200 datapoint: %.3f" % sig_score) # Illustrate calibrator plt.figure(1) # generate grid over 2-simplex p1d = np.linspace(0, 1, 20) p0, p1 = np.meshgrid(p1d, p1d) p2 = 1 - p0 - p1 p = np.c_[p0.ravel(), p1.ravel(), p2.ravel()] p = p[p[:, 2] >= 0] calibrated_classifier = sig_clf.calibrated_classifiers_[0] prediction = np.vstack([calibrator.predict(this_p) for calibrator, this_p in zip(calibrated_classifier.calibrators_, p.T)]).T prediction /= prediction.sum(axis=1)[:, None] # Plot modifications of calibrator for i in range(prediction.shape[0]): plt.arrow(p[i, 0], p[i, 1], prediction[i, 0] - p[i, 0], prediction[i, 1] - p[i, 1], head_width=1e-2, color=colors[np.argmax(p[i])]) # Plot boundaries of unit simplex plt.plot([0.0, 1.0, 0.0, 0.0], [0.0, 0.0, 1.0, 0.0], 'k', label="Simplex") plt.grid("off") for x in [0.0, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1.0]: plt.plot([0, x], [x, 0], 'k', alpha=0.2) plt.plot([0, 0 + (1-x)/2], [x, x + (1-x)/2], 'k', alpha=0.2) plt.plot([x, x + (1-x)/2], [0, 0 + (1-x)/2], 'k', alpha=0.2) plt.title("Illustration of sigmoid calibrator") plt.xlabel("Probability class 1") plt.ylabel("Probability class 2") plt.xlim(-0.05, 1.05) plt.ylim(-0.05, 1.05) plt.show()
bsd-3-clause
selective-inference/selective-inference
doc/learning_examples/HIV/HIV_scale_CV.py
3
4262
import functools import numpy as np from scipy.stats import norm as ndist import regreg.api as rr # load in the X matrix from selection.tests.instance import HIV_NRTI X_full = HIV_NRTI(datafile="NRTI_DATA.txt", standardize=False)[0] from selection.learning.utils import full_model_inference, liu_inference, pivot_plot from selection.learning.core import split_sampler, keras_fit from selection.learning.Rutils import lasso_glmnet, cv_glmnet_lam from selection.learning.learners import mixture_learner mixture_learner.scales = [1]*10 + [1.5,2,3,4,5,10] boot_design = False def simulate(s=10, signal=(0.5, 1), sigma=2, alpha=0.1, B=15000, seed=0): # description of statistical problem n, p = X_full.shape if boot_design: idx = np.random.choice(np.arange(n), n, replace=True) X = X_full[idx] # bootstrap X to make it really an IID sample, i.e. don't condition on X throughout X += 0.1 * np.std(X) * np.random.standard_normal(X.shape) # to make non-degenerate else: X = X_full.copy() X = X - np.mean(X, 0)[None, :] X = X / np.std(X, 0)[None, :] n, p = X.shape truth = np.zeros(p) truth[:s] = np.linspace(signal[0], signal[1], s) np.random.shuffle(truth) truth /= np.sqrt(n) truth *= sigma y = X.dot(truth) + sigma * np.random.standard_normal(n) XTX = X.T.dot(X) XTXi = np.linalg.inv(XTX) resid = y - X.dot(XTXi.dot(X.T.dot(y))) dispersion = np.linalg.norm(resid)**2 / (n-p) S = X.T.dot(y) covS = dispersion * X.T.dot(X) print(dispersion, sigma**2) splitting_sampler = split_sampler(X * y[:, None], covS) def meta_algorithm(X, XTXi, resid, sampler): S = sampler(scale=0.) # deterministic with scale=0 ynew = X.dot(XTXi).dot(S) + resid # will be ok for n>p and non-degen X G = lasso_glmnet(X, ynew, *[None]*4) select = G.select(seed=seed) return set(list(select[0])) selection_algorithm = functools.partial(meta_algorithm, X, XTXi, resid) # run selection algorithm df = full_model_inference(X, y, truth, selection_algorithm, splitting_sampler, success_params=(1, 1), B=B, fit_probability=keras_fit, fit_args={'epochs':10, 'sizes':[100]*5, 'dropout':0., 'activation':'relu'}, learner_klass=mixture_learner) if df is not None: lam_min, lam_1se = cv_glmnet_lam(X.copy(), y.copy(), seed=seed) lam_min, lam_1se = n * lam_min, n * lam_1se liu_df = liu_inference(X, y, 1.00001 * lam_min, dispersion, truth, alpha=alpha) return pd.merge(df, liu_df, on='variable') else: return df if __name__ == "__main__": import statsmodels.api as sm import matplotlib.pyplot as plt import pandas as pd U = np.linspace(0, 1, 101) plt.clf() init_seed = np.fabs(np.random.standard_normal() * 500) for i in range(500): df = simulate(seed=init_seed+i) csvfile = 'HIV_CV_scale.csv' outbase = csvfile[:-4] if df is not None or i > 0: try: df = pd.concat([df, pd.read_csv(csvfile)]) except FileNotFoundError: pass if df is not None: df.to_csv(csvfile, index=False) if len(df['pivot']) > 0: pivot_ax, lengths_ax = pivot_plot(df, outbase) liu_pivot = df['liu_pivot'] liu_pivot = liu_pivot[~np.isnan(liu_pivot)] pivot_ax.plot(U, sm.distributions.ECDF(liu_pivot)(U), 'gray', label='Liu CV', linewidth=3) pivot_ax.legend() fig = pivot_ax.figure fig.savefig(csvfile[:-4] + '.pdf')
bsd-3-clause
ltiao/scikit-learn
sklearn/covariance/tests/test_covariance.py
34
11120
# Author: Alexandre Gramfort <[email protected]> # Gael Varoquaux <[email protected]> # Virgile Fritsch <[email protected]> # # License: BSD 3 clause import numpy as np from sklearn.utils.testing import assert_almost_equal from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_array_equal from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_warns from sklearn.utils.testing import assert_greater from sklearn import datasets from sklearn.covariance import empirical_covariance, EmpiricalCovariance, \ ShrunkCovariance, shrunk_covariance, \ LedoitWolf, ledoit_wolf, ledoit_wolf_shrinkage, OAS, oas X = datasets.load_diabetes().data X_1d = X[:, 0] n_samples, n_features = X.shape def test_covariance(): # Tests Covariance module on a simple dataset. # test covariance fit from data cov = EmpiricalCovariance() cov.fit(X) emp_cov = empirical_covariance(X) assert_array_almost_equal(emp_cov, cov.covariance_, 4) assert_almost_equal(cov.error_norm(emp_cov), 0) assert_almost_equal( cov.error_norm(emp_cov, norm='spectral'), 0) assert_almost_equal( cov.error_norm(emp_cov, norm='frobenius'), 0) assert_almost_equal( cov.error_norm(emp_cov, scaling=False), 0) assert_almost_equal( cov.error_norm(emp_cov, squared=False), 0) assert_raises(NotImplementedError, cov.error_norm, emp_cov, norm='foo') # Mahalanobis distances computation test mahal_dist = cov.mahalanobis(X) assert_greater(np.amin(mahal_dist), 0) # test with n_features = 1 X_1d = X[:, 0].reshape((-1, 1)) cov = EmpiricalCovariance() cov.fit(X_1d) assert_array_almost_equal(empirical_covariance(X_1d), cov.covariance_, 4) assert_almost_equal(cov.error_norm(empirical_covariance(X_1d)), 0) assert_almost_equal( cov.error_norm(empirical_covariance(X_1d), norm='spectral'), 0) # test with one sample # Create X with 1 sample and 5 features X_1sample = np.arange(5).reshape(1, 5) cov = EmpiricalCovariance() assert_warns(UserWarning, cov.fit, X_1sample) assert_array_almost_equal(cov.covariance_, np.zeros(shape=(5, 5), dtype=np.float64)) # test integer type X_integer = np.asarray([[0, 1], [1, 0]]) result = np.asarray([[0.25, -0.25], [-0.25, 0.25]]) assert_array_almost_equal(empirical_covariance(X_integer), result) # test centered case cov = EmpiricalCovariance(assume_centered=True) cov.fit(X) assert_array_equal(cov.location_, np.zeros(X.shape[1])) def test_shrunk_covariance(): # Tests ShrunkCovariance module on a simple dataset. # compare shrunk covariance obtained from data and from MLE estimate cov = ShrunkCovariance(shrinkage=0.5) cov.fit(X) assert_array_almost_equal( shrunk_covariance(empirical_covariance(X), shrinkage=0.5), cov.covariance_, 4) # same test with shrinkage not provided cov = ShrunkCovariance() cov.fit(X) assert_array_almost_equal( shrunk_covariance(empirical_covariance(X)), cov.covariance_, 4) # same test with shrinkage = 0 (<==> empirical_covariance) cov = ShrunkCovariance(shrinkage=0.) cov.fit(X) assert_array_almost_equal(empirical_covariance(X), cov.covariance_, 4) # test with n_features = 1 X_1d = X[:, 0].reshape((-1, 1)) cov = ShrunkCovariance(shrinkage=0.3) cov.fit(X_1d) assert_array_almost_equal(empirical_covariance(X_1d), cov.covariance_, 4) # test shrinkage coeff on a simple data set (without saving precision) cov = ShrunkCovariance(shrinkage=0.5, store_precision=False) cov.fit(X) assert(cov.precision_ is None) def test_ledoit_wolf(): # Tests LedoitWolf module on a simple dataset. # test shrinkage coeff on a simple data set X_centered = X - X.mean(axis=0) lw = LedoitWolf(assume_centered=True) lw.fit(X_centered) shrinkage_ = lw.shrinkage_ score_ = lw.score(X_centered) assert_almost_equal(ledoit_wolf_shrinkage(X_centered, assume_centered=True), shrinkage_) assert_almost_equal(ledoit_wolf_shrinkage(X_centered, assume_centered=True, block_size=6), shrinkage_) # compare shrunk covariance obtained from data and from MLE estimate lw_cov_from_mle, lw_shinkrage_from_mle = ledoit_wolf(X_centered, assume_centered=True) assert_array_almost_equal(lw_cov_from_mle, lw.covariance_, 4) assert_almost_equal(lw_shinkrage_from_mle, lw.shrinkage_) # compare estimates given by LW and ShrunkCovariance scov = ShrunkCovariance(shrinkage=lw.shrinkage_, assume_centered=True) scov.fit(X_centered) assert_array_almost_equal(scov.covariance_, lw.covariance_, 4) # test with n_features = 1 X_1d = X[:, 0].reshape((-1, 1)) lw = LedoitWolf(assume_centered=True) lw.fit(X_1d) lw_cov_from_mle, lw_shinkrage_from_mle = ledoit_wolf(X_1d, assume_centered=True) assert_array_almost_equal(lw_cov_from_mle, lw.covariance_, 4) assert_almost_equal(lw_shinkrage_from_mle, lw.shrinkage_) assert_array_almost_equal((X_1d ** 2).sum() / n_samples, lw.covariance_, 4) # test shrinkage coeff on a simple data set (without saving precision) lw = LedoitWolf(store_precision=False, assume_centered=True) lw.fit(X_centered) assert_almost_equal(lw.score(X_centered), score_, 4) assert(lw.precision_ is None) # Same tests without assuming centered data # test shrinkage coeff on a simple data set lw = LedoitWolf() lw.fit(X) assert_almost_equal(lw.shrinkage_, shrinkage_, 4) assert_almost_equal(lw.shrinkage_, ledoit_wolf_shrinkage(X)) assert_almost_equal(lw.shrinkage_, ledoit_wolf(X)[1]) assert_almost_equal(lw.score(X), score_, 4) # compare shrunk covariance obtained from data and from MLE estimate lw_cov_from_mle, lw_shinkrage_from_mle = ledoit_wolf(X) assert_array_almost_equal(lw_cov_from_mle, lw.covariance_, 4) assert_almost_equal(lw_shinkrage_from_mle, lw.shrinkage_) # compare estimates given by LW and ShrunkCovariance scov = ShrunkCovariance(shrinkage=lw.shrinkage_) scov.fit(X) assert_array_almost_equal(scov.covariance_, lw.covariance_, 4) # test with n_features = 1 X_1d = X[:, 0].reshape((-1, 1)) lw = LedoitWolf() lw.fit(X_1d) lw_cov_from_mle, lw_shinkrage_from_mle = ledoit_wolf(X_1d) assert_array_almost_equal(lw_cov_from_mle, lw.covariance_, 4) assert_almost_equal(lw_shinkrage_from_mle, lw.shrinkage_) assert_array_almost_equal(empirical_covariance(X_1d), lw.covariance_, 4) # test with one sample # warning should be raised when using only 1 sample X_1sample = np.arange(5).reshape(1, 5) lw = LedoitWolf() assert_warns(UserWarning, lw.fit, X_1sample) assert_array_almost_equal(lw.covariance_, np.zeros(shape=(5, 5), dtype=np.float64)) # test shrinkage coeff on a simple data set (without saving precision) lw = LedoitWolf(store_precision=False) lw.fit(X) assert_almost_equal(lw.score(X), score_, 4) assert(lw.precision_ is None) def test_ledoit_wolf_large(): # test that ledoit_wolf doesn't error on data that is wider than block_size rng = np.random.RandomState(0) # use a number of features that is larger than the block-size X = rng.normal(size=(10, 20)) lw = LedoitWolf(block_size=10).fit(X) # check that covariance is about diagonal (random normal noise) assert_almost_equal(lw.covariance_, np.eye(20), 0) cov = lw.covariance_ # check that the result is consistent with not splitting data into blocks. lw = LedoitWolf(block_size=25).fit(X) assert_almost_equal(lw.covariance_, cov) def test_oas(): # Tests OAS module on a simple dataset. # test shrinkage coeff on a simple data set X_centered = X - X.mean(axis=0) oa = OAS(assume_centered=True) oa.fit(X_centered) shrinkage_ = oa.shrinkage_ score_ = oa.score(X_centered) # compare shrunk covariance obtained from data and from MLE estimate oa_cov_from_mle, oa_shinkrage_from_mle = oas(X_centered, assume_centered=True) assert_array_almost_equal(oa_cov_from_mle, oa.covariance_, 4) assert_almost_equal(oa_shinkrage_from_mle, oa.shrinkage_) # compare estimates given by OAS and ShrunkCovariance scov = ShrunkCovariance(shrinkage=oa.shrinkage_, assume_centered=True) scov.fit(X_centered) assert_array_almost_equal(scov.covariance_, oa.covariance_, 4) # test with n_features = 1 X_1d = X[:, 0:1] oa = OAS(assume_centered=True) oa.fit(X_1d) oa_cov_from_mle, oa_shinkrage_from_mle = oas(X_1d, assume_centered=True) assert_array_almost_equal(oa_cov_from_mle, oa.covariance_, 4) assert_almost_equal(oa_shinkrage_from_mle, oa.shrinkage_) assert_array_almost_equal((X_1d ** 2).sum() / n_samples, oa.covariance_, 4) # test shrinkage coeff on a simple data set (without saving precision) oa = OAS(store_precision=False, assume_centered=True) oa.fit(X_centered) assert_almost_equal(oa.score(X_centered), score_, 4) assert(oa.precision_ is None) # Same tests without assuming centered data-------------------------------- # test shrinkage coeff on a simple data set oa = OAS() oa.fit(X) assert_almost_equal(oa.shrinkage_, shrinkage_, 4) assert_almost_equal(oa.score(X), score_, 4) # compare shrunk covariance obtained from data and from MLE estimate oa_cov_from_mle, oa_shinkrage_from_mle = oas(X) assert_array_almost_equal(oa_cov_from_mle, oa.covariance_, 4) assert_almost_equal(oa_shinkrage_from_mle, oa.shrinkage_) # compare estimates given by OAS and ShrunkCovariance scov = ShrunkCovariance(shrinkage=oa.shrinkage_) scov.fit(X) assert_array_almost_equal(scov.covariance_, oa.covariance_, 4) # test with n_features = 1 X_1d = X[:, 0].reshape((-1, 1)) oa = OAS() oa.fit(X_1d) oa_cov_from_mle, oa_shinkrage_from_mle = oas(X_1d) assert_array_almost_equal(oa_cov_from_mle, oa.covariance_, 4) assert_almost_equal(oa_shinkrage_from_mle, oa.shrinkage_) assert_array_almost_equal(empirical_covariance(X_1d), oa.covariance_, 4) # test with one sample # warning should be raised when using only 1 sample X_1sample = np.arange(5).reshape(1, 5) oa = OAS() assert_warns(UserWarning, oa.fit, X_1sample) assert_array_almost_equal(oa.covariance_, np.zeros(shape=(5, 5), dtype=np.float64)) # test shrinkage coeff on a simple data set (without saving precision) oa = OAS(store_precision=False) oa.fit(X) assert_almost_equal(oa.score(X), score_, 4) assert(oa.precision_ is None)
bsd-3-clause
ycool/apollo
modules/tools/mapshow/libs/plot_planning.py
3
3641
#!/usr/bin/env python ############################################################################### # Copyright 2017 The Apollo Authors. All Rights Reserved. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. ############################################################################### import argparse import matplotlib.pyplot as plt import matplotlib.animation as animation from cyber_py import cyber from modules.planning.proto import planning_pb2 from subplot_st_main import StMainSubplot from subplot_path import PathSubplot from subplot_sl_main import SlMainSubplot from subplot_st_speed import StSpeedSubplot from subplot_speed import SpeedSubplot from localization import Localization from planning import Planning planning = Planning() localization = Localization() def update(frame_number): # st_main_subplot.show(planning) # st_speed_subplot.show(planning) map_path_subplot.show(planning, localization) dp_st_main_subplot.show(planning) qp_st_main_subplot.show(planning) speed_subplot.show(planning) sl_main_subplot.show(planning) st_speed_subplot.show(planning) def planning_callback(planning_pb): planning.update_planning_pb(planning_pb) localization.update_localization_pb( planning_pb.debug.planning_data.adc_position) planning.compute_st_data() planning.compute_sl_data() planning.compute_path_data() planning.compute_speed_data() planning.compute_init_point() def add_listener(): planning_sub = cyber.Node("st_plot") planning_sub.create_reader('/apollo/planning', planning_pb2.ADCTrajectory, planning_callback) def press_key(event): if event.key == '+' or event.key == '=': map_path_subplot.zoom_in() if event.key == '-' or event.key == '_': map_path_subplot.zoom_out() if __name__ == '__main__': parser = argparse.ArgumentParser( description="plot_planning is a tool to display " "planning trajs on a map.", prog="plot_planning_old.py") parser.add_argument( "-m", "--map", action="store", type=str, required=False, default=None, help="Specify the map file in txt or binary format") args = parser.parse_args() cyber.init() add_listener() fig = plt.figure() fig.canvas.mpl_connect('key_press_event', press_key) ax = plt.subplot2grid((3, 3), (0, 0), rowspan=2, colspan=2) map_path_subplot = PathSubplot(ax, args.map) ax1 = plt.subplot2grid((3, 3), (0, 2)) speed_subplot = SpeedSubplot(ax1) ax2 = plt.subplot2grid((3, 3), (2, 2)) dp_st_main_subplot = StMainSubplot(ax2, 'QpSplineStSpeedOptimizer') ax3 = plt.subplot2grid((3, 3), (1, 2)) qp_st_main_subplot = StMainSubplot(ax3, 'DpStSpeedOptimizer') ax4 = plt.subplot2grid((3, 3), (2, 0), colspan=1) sl_main_subplot = SlMainSubplot(ax4) ax5 = plt.subplot2grid((3, 3), (2, 1), colspan=1) st_speed_subplot = StSpeedSubplot(ax5, 'QpSplineStSpeedOptimizer') ani = animation.FuncAnimation(fig, update, interval=100) ax.axis('equal') plt.show() cyber.shutdown()
apache-2.0
uber-common/deck.gl
bindings/pydeck/examples/contour_layer.py
1
2239
""" ContourLayer =========== Location of livestock raised in New Mexico in the United States in 2006, via the United Nations and FAOSTAT, with the source data viewable here: http://www.fao.org/faostat/en/ Locations for poultry are viewable in blue and cattle are in orange. Overlaid with the satellite imagery from Mapbox to highlight the how terrain affects agriculture. """ import pandas as pd import pydeck as pdk CATTLE_DATA = "https://raw.githubusercontent.com/ajduberstein/geo_datasets/master/nm_cattle.csv" POULTRY_DATA = "https://raw.githubusercontent.com/ajduberstein/geo_datasets/master/nm_chickens.csv" HEADER = ["lng", "lat", "weight"] cattle_df = pd.read_csv(CATTLE_DATA, header=None) poultry_df = pd.read_csv(POULTRY_DATA, header=None) cattle_df.columns = HEADER poultry_df.columns = HEADER view = pdk.data_utils.compute_view(cattle_df[["lng", "lat"]]) p75, p90, p99 = cattle_df["weight"].quantile([0.75, 0.9, 0.99]) STROKE_WIDTH = 5 CONTOURS_0 = [ {"threshold": p75, "color": [0, 238, 224], "strokeWidth": STROKE_WIDTH}, {"threshold": p90, "color": [0, 180, 240], "strokeWidth": STROKE_WIDTH}, {"threshold": p99, "color": [0, 0, 240], "strokeWidth": STROKE_WIDTH}, ] p75, p90, p99 = poultry_df["weight"].quantile([0.75, 0.9, 0.99]) CONTOURS_1 = [ {"threshold": p75, "color": [245, 245, 0], "strokeWidth": STROKE_WIDTH, "zIndex": 1}, {"threshold": p99, "color": [247, 150, 0], "strokeWidth": STROKE_WIDTH, "zIndex": 10}, ] # in meters CELL_SIZE = 3000 cattle = pdk.Layer( "ContourLayer", data=cattle_df, get_position=["lng", "lat"], contours=CONTOURS_0, cell_size=CELL_SIZE, aggregation=pdk.types.String("MEAN"), get_weight="weight", pickable=True, ) poultry = pdk.Layer( "ContourLayer", data=poultry_df, get_position=["lng", "lat"], contours=CONTOURS_1, cell_size=CELL_SIZE, aggregation=pdk.types.String("MEAN"), get_weight="weight", pickable=True, ) r = pdk.Deck( layers=[cattle, poultry], initial_view_state=view, map_provider="mapbox", map_style=pdk.map_styles.SATELLITE, tooltip={"text": "Concentration of cattle in blue, concentration of poultry in orange"}, ) r.to_html("contour_layer.html")
mit
FEniCS/dolfin
demo/undocumented/coordinates/python/demo_coordinates.py
1
1715
"""This demo program demonstrates how to manipulate (higher-order) mesh coordinates.""" # Copyright (C) 2016 Jan Blechta # # This file is part of DOLFIN. # # DOLFIN is free software: you can redistribute it and/or modify # it under the terms of the GNU Lesser General Public License as published by # the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # # DOLFIN is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Lesser General Public License for more details. # # You should have received a copy of the GNU Lesser General Public License # along with DOLFIN. If not, see <http://www.gnu.org/licenses/>. from dolfin import * import matplotlib.pyplot as plt # Create mesh comm = mpi_comm_world() mesh = UnitDiscMesh.create(comm, 20, 2, 2) plt.figure() plot(mesh) # Fetch coordinate function C = FunctionSpace(mesh, mesh.ufl_coordinate_element()) c = Function(C) get_coordinates(c, mesh.geometry()) # Deform coordinates harmonically subject to BC u, v = TrialFunction(C), TestFunction(C) a = inner(grad(u), grad(v))*dx L = dot(Constant((0, 0)), v)*dx bc1 = DirichletBC(C, (-1, -1), "x[0] < -0.5") bc2 = DirichletBC(C, c, "x[0] >= -0.5") displacement = Function(C) solve(a == L, displacement, [bc1, bc2]) c_vec = c.vector() c_vec += displacement.vector() # Set coordinates set_coordinates(mesh.geometry(), c) plt.figure() plot(mesh) # We can create (cubic) mesh from function C3 = VectorFunctionSpace(mesh, "Lagrange", 4) c3 = interpolate(c, C3) mesh3 = create_mesh(c3) plt.figure() plot(mesh3) # Display plots plt.show()
lgpl-3.0
DSLituiev/scikit-learn
sklearn/neighbors/regression.py
7
10997
"""Nearest Neighbor Regression""" # Authors: Jake Vanderplas <[email protected]> # Fabian Pedregosa <[email protected]> # Alexandre Gramfort <[email protected]> # Sparseness support by Lars Buitinck # Multi-output support by Arnaud Joly <[email protected]> # # License: BSD 3 clause (C) INRIA, University of Amsterdam import numpy as np from .base import _get_weights, _check_weights, NeighborsBase, KNeighborsMixin from .base import RadiusNeighborsMixin, SupervisedFloatMixin from ..base import RegressorMixin from ..utils import check_array class KNeighborsRegressor(NeighborsBase, KNeighborsMixin, SupervisedFloatMixin, RegressorMixin): """Regression based on k-nearest neighbors. The target is predicted by local interpolation of the targets associated of the nearest neighbors in the training set. Read more in the :ref:`User Guide <regression>`. Parameters ---------- n_neighbors : int, optional (default = 5) Number of neighbors to use by default for :meth:`k_neighbors` queries. weights : str or callable weight function used in prediction. Possible values: - 'uniform' : uniform weights. All points in each neighborhood are weighted equally. - 'distance' : weight points by the inverse of their distance. in this case, closer neighbors of a query point will have a greater influence than neighbors which are further away. - [callable] : a user-defined function which accepts an array of distances, and returns an array of the same shape containing the weights. Uniform weights are used by default. algorithm : {'auto', 'ball_tree', 'kd_tree', 'brute'}, optional Algorithm used to compute the nearest neighbors: - 'ball_tree' will use :class:`BallTree` - 'kd_tree' will use :class:`KDtree` - 'brute' will use a brute-force search. - 'auto' will attempt to decide the most appropriate algorithm based on the values passed to :meth:`fit` method. Note: fitting on sparse input will override the setting of this parameter, using brute force. leaf_size : int, optional (default = 30) Leaf size passed to BallTree or KDTree. This can affect the speed of the construction and query, as well as the memory required to store the tree. The optimal value depends on the nature of the problem. metric : string or DistanceMetric object (default='minkowski') the distance metric to use for the tree. The default metric is minkowski, and with p=2 is equivalent to the standard Euclidean metric. See the documentation of the DistanceMetric class for a list of available metrics. p : integer, optional (default = 2) Power parameter for the Minkowski metric. When p = 1, this is equivalent to using manhattan_distance (l1), and euclidean_distance (l2) for p = 2. For arbitrary p, minkowski_distance (l_p) is used. metric_params : dict, optional (default = None) Additional keyword arguments for the metric function. n_jobs : int, optional (default = 1) The number of parallel jobs to run for neighbors search. If ``-1``, then the number of jobs is set to the number of CPU cores. Doesn't affect :meth:`fit` method. Examples -------- >>> X = [[0], [1], [2], [3]] >>> y = [0, 0, 1, 1] >>> from sklearn.neighbors import KNeighborsRegressor >>> neigh = KNeighborsRegressor(n_neighbors=2) >>> neigh.fit(X, y) # doctest: +ELLIPSIS KNeighborsRegressor(...) >>> print(neigh.predict([[1.5]])) [ 0.5] See also -------- NearestNeighbors RadiusNeighborsRegressor KNeighborsClassifier RadiusNeighborsClassifier Notes ----- See :ref:`Nearest Neighbors <neighbors>` in the online documentation for a discussion of the choice of ``algorithm`` and ``leaf_size``. .. warning:: Regarding the Nearest Neighbors algorithms, if it is found that two neighbors, neighbor `k+1` and `k`, have identical distances but but different labels, the results will depend on the ordering of the training data. http://en.wikipedia.org/wiki/K-nearest_neighbor_algorithm """ def __init__(self, n_neighbors=5, weights='uniform', algorithm='auto', leaf_size=30, p=2, metric='minkowski', metric_params=None, n_jobs=1, **kwargs): self._init_params(n_neighbors=n_neighbors, algorithm=algorithm, leaf_size=leaf_size, metric=metric, p=p, metric_params=metric_params, n_jobs=n_jobs, **kwargs) self.weights = _check_weights(weights) def predict(self, X): """Predict the target for the provided data Parameters ---------- X : array-like, shape (n_query, n_features), \ or (n_query, n_indexed) if metric == 'precomputed' Test samples. Returns ------- y : array of int, shape = [n_samples] or [n_samples, n_outputs] Target values """ X = check_array(X, accept_sparse='csr') neigh_dist, neigh_ind = self.kneighbors(X) weights = _get_weights(neigh_dist, self.weights) _y = self._y if _y.ndim == 1: _y = _y.reshape((-1, 1)) if weights is None: y_pred = np.mean(_y[neigh_ind], axis=1) else: y_pred = np.empty((X.shape[0], _y.shape[1]), dtype=np.float64) denom = np.sum(weights, axis=1) for j in range(_y.shape[1]): num = np.sum(_y[neigh_ind, j] * weights, axis=1) y_pred[:, j] = num / denom if self._y.ndim == 1: y_pred = y_pred.ravel() return y_pred class RadiusNeighborsRegressor(NeighborsBase, RadiusNeighborsMixin, SupervisedFloatMixin, RegressorMixin): """Regression based on neighbors within a fixed radius. The target is predicted by local interpolation of the targets associated of the nearest neighbors in the training set. Read more in the :ref:`User Guide <regression>`. Parameters ---------- radius : float, optional (default = 1.0) Range of parameter space to use by default for :meth`radius_neighbors` queries. weights : str or callable weight function used in prediction. Possible values: - 'uniform' : uniform weights. All points in each neighborhood are weighted equally. - 'distance' : weight points by the inverse of their distance. in this case, closer neighbors of a query point will have a greater influence than neighbors which are further away. - [callable] : a user-defined function which accepts an array of distances, and returns an array of the same shape containing the weights. Uniform weights are used by default. algorithm : {'auto', 'ball_tree', 'kd_tree', 'brute'}, optional Algorithm used to compute the nearest neighbors: - 'ball_tree' will use :class:`BallTree` - 'kd_tree' will use :class:`KDtree` - 'brute' will use a brute-force search. - 'auto' will attempt to decide the most appropriate algorithm based on the values passed to :meth:`fit` method. Note: fitting on sparse input will override the setting of this parameter, using brute force. leaf_size : int, optional (default = 30) Leaf size passed to BallTree or KDTree. This can affect the speed of the construction and query, as well as the memory required to store the tree. The optimal value depends on the nature of the problem. metric : string or DistanceMetric object (default='minkowski') the distance metric to use for the tree. The default metric is minkowski, and with p=2 is equivalent to the standard Euclidean metric. See the documentation of the DistanceMetric class for a list of available metrics. p : integer, optional (default = 2) Power parameter for the Minkowski metric. When p = 1, this is equivalent to using manhattan_distance (l1), and euclidean_distance (l2) for p = 2. For arbitrary p, minkowski_distance (l_p) is used. metric_params : dict, optional (default = None) Additional keyword arguments for the metric function. Examples -------- >>> X = [[0], [1], [2], [3]] >>> y = [0, 0, 1, 1] >>> from sklearn.neighbors import RadiusNeighborsRegressor >>> neigh = RadiusNeighborsRegressor(radius=1.0) >>> neigh.fit(X, y) # doctest: +ELLIPSIS RadiusNeighborsRegressor(...) >>> print(neigh.predict([[1.5]])) [ 0.5] See also -------- NearestNeighbors KNeighborsRegressor KNeighborsClassifier RadiusNeighborsClassifier Notes ----- See :ref:`Nearest Neighbors <neighbors>` in the online documentation for a discussion of the choice of ``algorithm`` and ``leaf_size``. http://en.wikipedia.org/wiki/K-nearest_neighbor_algorithm """ def __init__(self, radius=1.0, weights='uniform', algorithm='auto', leaf_size=30, p=2, metric='minkowski', metric_params=None, **kwargs): self._init_params(radius=radius, algorithm=algorithm, leaf_size=leaf_size, p=p, metric=metric, metric_params=metric_params, **kwargs) self.weights = _check_weights(weights) def predict(self, X): """Predict the target for the provided data Parameters ---------- X : array-like, shape (n_query, n_features), \ or (n_query, n_indexed) if metric == 'precomputed' Test samples. Returns ------- y : array of int, shape = [n_samples] or [n_samples, n_outputs] Target values """ X = check_array(X, accept_sparse='csr') neigh_dist, neigh_ind = self.radius_neighbors(X) weights = _get_weights(neigh_dist, self.weights) _y = self._y if _y.ndim == 1: _y = _y.reshape((-1, 1)) if weights is None: y_pred = np.array([np.mean(_y[ind, :], axis=0) for ind in neigh_ind]) else: y_pred = np.array([(np.average(_y[ind, :], axis=0, weights=weights[i])) for (i, ind) in enumerate(neigh_ind)]) if self._y.ndim == 1: y_pred = y_pred.ravel() return y_pred
bsd-3-clause
SiLab-Bonn/Scarce
scarce/examples/transient_3D.py
1
4824
''' Example that moves e-h pairs in a 3D sensor. Calculates the induced charge from e-h pairs drifting through the silicon. .. WARNING:: The 3D field is low between pixels. Thus diffusion should be activated to leave this field minima quickly to give reasonable results. ''' import numpy as np import matplotlib.pyplot as plt import matplotlib.animation as animation from scipy import integrate from scarce import plot, solver, sensor def transient_3D(): n_pixel_x, n_pixel_y = 3, 3 width_x = 250. width_y = 50. radius = 6. nD = 2 # Number of columns per pixel n_eff = 1e12 T = 300 V_bias = -20. V_readout = 0. pot_w_descr, pot_descr, geom_descr = sensor.sensor_3D(n_eff=n_eff, V_bias=V_bias, V_readout=V_readout, temperature=T, n_pixel_x=n_pixel_x, n_pixel_y=n_pixel_y, width_x=width_x, width_y=width_y, radius=radius, nD=nD, resolution=80, smoothing=0.1) # Start parameters of e-h pairs # 10 pairs per position xx, yy = np.meshgrid(np.linspace(-width_x / 2., width_x / 2., 25), # x np.repeat(np.linspace(-width_y / 2., width_y / 2., 5), 10), # y sparse=False) # All combinations of x / y p0 = np.array([xx.ravel(), yy.ravel()]) # Initial charge q0 = np.ones(p0.shape[1]) # Time steps dt = 0.001 # [ns] n_steps = 10000 t = np.arange(n_steps) * dt dd = solver.DriftDiffusionSolver(pot_descr, pot_w_descr, geom_descr=geom_descr, T=T, diffusion=True) traj_e, traj_h, I_ind_e, I_ind_h, T, I_ind_tot, Q_ind_e_tot, Q_ind_h_tot = dd.solve(p0, q0, dt, n_steps) I_ind_e[np.isnan(I_ind_e)] = 0. I_ind_h[np.isnan(I_ind_h)] = 0. Q_ind_e = integrate.cumtrapz(I_ind_e, T, axis=0, initial=0) Q_ind_h = integrate.cumtrapz(I_ind_h, T, axis=0, initial=0) for i in (5, 13): plt.plot(T[:, i], Q_ind_e[:, i], color='blue', label='Electrons') plt.plot(T[:, i], Q_ind_h[:, i], color='red', label='Holes') plt.plot(T[:, i], (Q_ind_e + Q_ind_h)[:, i], color='magenta', label='Sum') plt.plot(plt.xlim(), [(Q_ind_e_tot + Q_ind_h_tot)[i]] * 2, '-', color='magenta') plt.legend(loc=0) plt.xlabel('Time [ns]') plt.ylabel('Charge normalized to 1') plt.grid() plt.title('Induced charge of drifting e-h pairs, start pos. %d/%d um' % (p0[0, i], p0[1, i])) plt.show() # Plot numerical result in 2D with particle animation fig = plt.figure() plot.get_3D_sensor_plot(fig, width_x, width_y, radius, nD, n_pixel_x, n_pixel_y, V_bias=V_bias, V_readout=V_readout, pot_func=pot_descr.get_potential_smooth, field_func=pot_descr.get_field, # Comment in if you want to see the mesh mesh=None, # potential.mesh, title='Potential and field of a 3D sensor, '\ '%dx%d pixel matrix, numerical solution' % \ (n_pixel_x, n_pixel_y)) # Create animation frames = 50 init, animate = plot.animate_drift_diffusion(fig, T=T, pe=traj_e, ph=traj_h, dt=t.max() / frames, n_steps=frames) ani = animation.FuncAnimation(fig=fig, func=animate, blit=True, init_func=init, frames=frames, interval=5000 / frames) # ani.save('Example_3D_drift.gif', dpi=80, writer='imagemagick') plt.show() if __name__ == '__main__': import logging logging.basicConfig( level=logging.INFO, format="%(asctime)s %(levelname)s %(message)s", datefmt="%Y-%m-%d %H:%M:%S") transient_3D()
mit
eastmallingresearch/crosslink
scripts/compare_multimaps2.py
1
1525
#!/usr/bin/python #Crosslink Copyright (C) 2016 NIAB EMR see included NOTICE file for details ''' plot marker position in multiple maps versus average position across all maps assumes markers always map to same lg in everymap csvs must have first three columns as: marker name,linkage group,centimorgan position ''' import sys import numpy as np import matplotlib.pyplot as plt from mapping_funcs2 import * order = [] for x in xrange(1,8): for y in 'ABCD': order.append(str(x)+y) map_list = sys.argv[1:] maps = [loadmap(x,order=order) for x in map_list] pos = {} for mp in maps: for uid in mp.loci: if not uid in pos: pos[uid] = [] pos[uid].append(mp.loci[uid].relpos) mean = {} for uid in pos: mean[uid] = sum(pos[uid]) / len(pos[uid]) xposn = [] yposn = [] col = [] for i,mp in enumerate(maps): for uid in mp.loci: marker = mp.loci[uid] lg = mp.groups[marker.lg] xposn.append(mean[uid] + lg.order) yposn.append(marker.relpos + lg.order) col.append(i) fig = plt.figure() ax = fig.add_subplot(111) ax.scatter(xposn,yposn,c=col,s=10,lw=0) lines = range(len(order)+1) ax.vlines(lines, 0.0, lines[-1]) ax.hlines(lines, 0.0, lines[-1]) ax.set_xlim([0.0,lines[-1]]) ax.set_ylim([0.0,lines[-1]]) #ax.set_xlabel(refmap) #ax.set_ylabel(conf.map2) fs=10.0 for i,lg in enumerate(order): ax.text(i+0.5,-1.0,lg,fontsize=fs,rotation='vertical') ax.text(-1.0,i+0.5,lg,fontsize=fs) ax.text(i,i+0.9,lg,fontsize=fs) plt.show()
gpl-2.0
tcstewar/2015-Embodied_Benchmarks
code/benchmark.py
1
5094
import argparse import importlib import inspect import logging import os import shelve import time import matplotlib.pyplot import numpy as np import nengo def find_offset(a, b): assert len(a) == len(b) corr = np.correlate(a, b, 'full') index = np.argmax(corr[len(a):]) return index class Benchmark(object): def __init__(self): self.parser = argparse.ArgumentParser( description='Nengo benchmark: %s' % self.__class__.__name__) self.param_names = [] self.hidden_params = [] self.params() self.fixed_params() def default(self, description, **kwarg): if len(kwarg) != 1: raise ValueException('Must specify exactly one parameter') k, v = kwarg.items()[0] if k in self.param_names: raise ValueException('Cannot redefine parameter "%s"' % k) if v is False: self.parser.add_argument('--%s' % k, action='store_true', help=description) else: self.parser.add_argument('--%s' % k, type=type(v), default=v, help=description) self.param_names.append(k) def fixed_params(self): self.default('backend to use', backend='nengo') self.default('time step', dt=0.001) self.default('random number seed', seed=1) self.default('data directory', data_dir='data') self.default('display figures', show_figs=False) self.default('do not generate figures', no_figs=False) self.default('enable debug messages', debug=False) self.hidden_params.extend(['data_dir', 'show_figs', 'no_figs', 'debug']) def process_args(self, allow_cmdline=True, **kwargs): if len(kwargs) == 0 and allow_cmdline: args = self.parser.parse_args() else: args = argparse.Namespace() for k in self.param_names: v = kwargs.get(k, self.parser.get_default(k)) setattr(args, k, v) name = self.__class__.__name__ text = [] self.args_text = [] for k in self.param_names: if k not in self.hidden_params: text.append('%s=%s' % (k, getattr(args, k))) self.args_text.append('_%s = %r' % (k, getattr(args, k))) filename = name + '#' + ','.join(text) uid = np.random.randint(0x7FFFFFFF) filename = name + '#' + time.strftime('%Y%m%d-%H%M%S')+('-%08x' % uid) return args, filename def make_model(self, **kwargs): p, fn = self.process_args(allow_cmdline=False, **kwargs) np.random.seed(p.seed) model = self.model(p) return model def record_speed(self, t): now = time.time() self.sim_speed = t / (now - self.start_time) def run(self, **kwargs): p, fn = self.process_args(**kwargs) if p.debug: logging.basicConfig(level=logging.DEBUG) else: logging.basicConfig(level=logging.ERROR) print('running %s' % fn) np.random.seed(p.seed) model = self.model(p) module = importlib.import_module(p.backend) Simulator = module.Simulator if p.backend == 'nengo_spinnaker': import nengo_spinnaker nengo_spinnaker.add_spinnaker_params(model.config) for node in model.all_nodes: if (node.size_in == 0 and node.size_out > 0 and callable(node.output)): model.config[node].function_of_time = True if not p.no_figs or p.show_figs: plt = matplotlib.pyplot else: plt = None sim = Simulator(model, dt=p.dt) self.start_time = time.time() self.sim_speed = None result = self.evaluate(p, sim, plt) if p.backend == 'nengo_spinnaker': sim.close() if self.sim_speed is not None and 'sim_speed' not in result: result['sim_speed'] = self.sim_speed text = [] for k, v in sorted(result.items()): text.append('%s = %s' % (k, repr(v))) if plt is not None: plt.suptitle(fn.replace('#', '\n') +'\n' + '\n'.join(text), fontsize=8) plt.figtext(0.12,0.12,'\n'.join(self.args_text)) text = self.args_text + text text = '\n'.join(text) if not os.path.exists(p.data_dir): os.mkdir(p.data_dir) fn = os.path.join(p.data_dir, fn) if not p.no_figs: plt.savefig(fn + '.png', dpi=300) with open(fn + '.txt', 'w') as f: f.write(text) print(text) db = shelve.open(fn + '.db') db['trange'] = sim.trange() for k, v in inspect.getmembers(self): if isinstance(v, nengo.Probe): db[k] = sim.data[v] db.close() if p.show_figs: plt.show() return result
gpl-2.0
JWDebelius/scikit-bio
skbio/stats/distance/tests/test_anosim.py
1
4403
#! /usr/bin/env python # ---------------------------------------------------------------------------- # Copyright (c) 2013--, scikit-bio development team. # # Distributed under the terms of the Modified BSD License. # # The full license is in the file COPYING.txt, distributed with this software. # ---------------------------------------------------------------------------- from __future__ import absolute_import, division, print_function from future.utils.six import StringIO from unittest import TestCase, main import numpy as np import numpy.testing as npt import pandas as pd from skbio import DistanceMatrix from skbio.stats.distance import ANOSIM class ANOSIMTests(TestCase): """All results were verified with R (vegan::anosim).""" def setUp(self): # Distance matrices with and without ties in the ranks, with 2 groups # of equal size. dm_ids = ['s1', 's2', 's3', 's4'] grouping_equal = ['Control', 'Control', 'Fast', 'Fast'] df = pd.read_csv( StringIO('ID,Group\ns2,Control\ns3,Fast\ns4,Fast\ns5,Control\n' 's1,Control'), index_col=0) self.dm_ties = DistanceMatrix([[0, 1, 1, 4], [1, 0, 3, 2], [1, 3, 0, 3], [4, 2, 3, 0]], dm_ids) self.dm_no_ties = DistanceMatrix([[0, 1, 5, 4], [1, 0, 3, 2], [5, 3, 0, 3], [4, 2, 3, 0]], dm_ids) # Test with 3 groups of unequal size. This data also generates a # negative R statistic. grouping_unequal = ['Control', 'Treatment1', 'Treatment2', 'Treatment1', 'Control', 'Control'] self.dm_unequal = DistanceMatrix( [[0.0, 1.0, 0.1, 0.5678, 1.0, 1.0], [1.0, 0.0, 0.002, 0.42, 0.998, 0.0], [0.1, 0.002, 0.0, 1.0, 0.123, 1.0], [0.5678, 0.42, 1.0, 0.0, 0.123, 0.43], [1.0, 0.998, 0.123, 0.123, 0.0, 0.5], [1.0, 0.0, 1.0, 0.43, 0.5, 0.0]], ['s1', 's2', 's3', 's4', 's5', 's6']) self.anosim_ties = ANOSIM(self.dm_ties, grouping_equal) self.anosim_no_ties = ANOSIM(self.dm_no_ties, grouping_equal) self.anosim_ties_df = ANOSIM(self.dm_ties, df, column='Group') self.anosim_unequal = ANOSIM(self.dm_unequal, grouping_unequal) def test_call_ties(self): # Ensure we get the same results if we rerun the method on the same # object. Also ensure we get the same results if we run the method # using a grouping vector or a data frame with equivalent groupings. for inst in self.anosim_ties, self.anosim_ties_df: for trial in range(2): np.random.seed(0) obs = inst() self.assertEqual(obs.sample_size, 4) npt.assert_array_equal(obs.groups, ['Control', 'Fast']) self.assertAlmostEqual(obs.statistic, 0.25) self.assertAlmostEqual(obs.p_value, 0.671) self.assertEqual(obs.permutations, 999) def test_call_no_ties(self): np.random.seed(0) obs = self.anosim_no_ties() self.assertEqual(obs.sample_size, 4) npt.assert_array_equal(obs.groups, ['Control', 'Fast']) self.assertAlmostEqual(obs.statistic, 0.625) self.assertAlmostEqual(obs.p_value, 0.332) self.assertEqual(obs.permutations, 999) def test_call_no_permutations(self): obs = self.anosim_no_ties(0) self.assertEqual(obs.sample_size, 4) npt.assert_array_equal(obs.groups, ['Control', 'Fast']) self.assertAlmostEqual(obs.statistic, 0.625) self.assertEqual(obs.p_value, None) self.assertEqual(obs.permutations, 0) def test_call_unequal_group_sizes(self): np.random.seed(0) obs = self.anosim_unequal() self.assertEqual(obs.sample_size, 6) npt.assert_array_equal(obs.groups, ['Control', 'Treatment1', 'Treatment2']) self.assertAlmostEqual(obs.statistic, -0.363636, 6) self.assertAlmostEqual(obs.p_value, 0.878) self.assertEqual(obs.permutations, 999) if __name__ == '__main__': main()
bsd-3-clause
kenshay/ImageScripter
ProgramData/SystemFiles/Python/Lib/site-packages/pandas/indexes/category.py
7
22750
import numpy as np import pandas.index as _index from pandas import compat from pandas.compat.numpy import function as nv from pandas.types.generic import ABCCategorical, ABCSeries from pandas.types.common import (is_categorical_dtype, _ensure_platform_int, is_list_like, is_scalar) from pandas.types.missing import array_equivalent from pandas.util.decorators import (Appender, cache_readonly, deprecate_kwarg) from pandas.core.config import get_option from pandas.indexes.base import Index, _index_shared_docs import pandas.core.base as base import pandas.core.missing as missing import pandas.indexes.base as ibase class CategoricalIndex(Index, base.PandasDelegate): """ Immutable Index implementing an ordered, sliceable set. CategoricalIndex represents a sparsely populated Index with an underlying Categorical. .. versionadded:: 0.16.1 Parameters ---------- data : array-like or Categorical, (1-dimensional) categories : optional, array-like categories for the CategoricalIndex ordered : boolean, designating if the categories are ordered copy : bool Make a copy of input ndarray name : object Name to be stored in the index """ _typ = 'categoricalindex' _engine_type = _index.Int64Engine _attributes = ['name'] def __new__(cls, data=None, categories=None, ordered=None, dtype=None, copy=False, name=None, fastpath=False, **kwargs): if fastpath: return cls._simple_new(data, name=name) if name is None and hasattr(data, 'name'): name = data.name if isinstance(data, ABCCategorical): data = cls._create_categorical(cls, data, categories, ordered) elif isinstance(data, CategoricalIndex): data = data._data data = cls._create_categorical(cls, data, categories, ordered) else: # don't allow scalars # if data is None, then categories must be provided if is_scalar(data): if data is not None or categories is None: cls._scalar_data_error(data) data = [] data = cls._create_categorical(cls, data, categories, ordered) if copy: data = data.copy() return cls._simple_new(data, name=name) def _create_from_codes(self, codes, categories=None, ordered=None, name=None): """ *this is an internal non-public method* create the correct categorical from codes Parameters ---------- codes : new codes categories : optional categories, defaults to existing ordered : optional ordered attribute, defaults to existing name : optional name attribute, defaults to existing Returns ------- CategoricalIndex """ from pandas.core.categorical import Categorical if categories is None: categories = self.categories if ordered is None: ordered = self.ordered if name is None: name = self.name cat = Categorical.from_codes(codes, categories=categories, ordered=self.ordered) return CategoricalIndex(cat, name=name) @staticmethod def _create_categorical(self, data, categories=None, ordered=None): """ *this is an internal non-public method* create the correct categorical from data and the properties Parameters ---------- data : data for new Categorical categories : optional categories, defaults to existing ordered : optional ordered attribute, defaults to existing Returns ------- Categorical """ if not isinstance(data, ABCCategorical): ordered = False if ordered is None else ordered from pandas.core.categorical import Categorical data = Categorical(data, categories=categories, ordered=ordered) else: if categories is not None: data = data.set_categories(categories) if ordered is not None: data = data.set_ordered(ordered) return data @classmethod def _simple_new(cls, values, name=None, categories=None, ordered=None, **kwargs): result = object.__new__(cls) values = cls._create_categorical(cls, values, categories, ordered) result._data = values result.name = name for k, v in compat.iteritems(kwargs): setattr(result, k, v) result._reset_identity() return result @Appender(_index_shared_docs['_shallow_copy']) def _shallow_copy(self, values=None, categories=None, ordered=None, **kwargs): # categories and ordered can't be part of attributes, # as these are properties if categories is None: categories = self.categories if ordered is None: ordered = self.ordered return super(CategoricalIndex, self)._shallow_copy(values=values, categories=categories, ordered=ordered, **kwargs) def _is_dtype_compat(self, other): """ *this is an internal non-public method* provide a comparison between the dtype of self and other (coercing if needed) Raises ------ TypeError if the dtypes are not compatible """ if is_categorical_dtype(other): if isinstance(other, CategoricalIndex): other = other._values if not other.is_dtype_equal(self): raise TypeError("categories must match existing categories " "when appending") else: values = other if not is_list_like(values): values = [values] other = CategoricalIndex(self._create_categorical( self, other, categories=self.categories, ordered=self.ordered)) if not other.isin(values).all(): raise TypeError("cannot append a non-category item to a " "CategoricalIndex") return other def equals(self, other): """ Determines if two CategorialIndex objects contain the same elements. """ if self.is_(other): return True if not isinstance(other, Index): return False try: other = self._is_dtype_compat(other) return array_equivalent(self._data, other) except (TypeError, ValueError): pass return False @property def _formatter_func(self): return self.categories._formatter_func def _format_attrs(self): """ Return a list of tuples of the (attr,formatted_value) """ max_categories = (10 if get_option("display.max_categories") == 0 else get_option("display.max_categories")) attrs = [ ('categories', ibase.default_pprint(self.categories, max_seq_items=max_categories)), ('ordered', self.ordered)] if self.name is not None: attrs.append(('name', ibase.default_pprint(self.name))) attrs.append(('dtype', "'%s'" % self.dtype)) max_seq_items = get_option('display.max_seq_items') or len(self) if len(self) > max_seq_items: attrs.append(('length', len(self))) return attrs @property def inferred_type(self): return 'categorical' @property def values(self): """ return the underlying data, which is a Categorical """ return self._data def get_values(self): """ return the underlying data as an ndarray """ return self._data.get_values() @property def codes(self): return self._data.codes @property def categories(self): return self._data.categories @property def ordered(self): return self._data.ordered def __contains__(self, key): hash(key) return key in self.values def __array__(self, dtype=None): """ the array interface, return my values """ return np.array(self._data, dtype=dtype) @cache_readonly def _isnan(self): """ return if each value is nan""" return self._data.codes == -1 @Appender(ibase._index_shared_docs['fillna']) def fillna(self, value, downcast=None): self._assert_can_do_op(value) return CategoricalIndex(self._data.fillna(value), name=self.name) def argsort(self, *args, **kwargs): return self.values.argsort(*args, **kwargs) @cache_readonly def _engine(self): # we are going to look things up with the codes themselves return self._engine_type(lambda: self.codes.astype('i8'), len(self)) @cache_readonly def is_unique(self): return not self.duplicated().any() @Appender(base._shared_docs['unique'] % ibase._index_doc_kwargs) def unique(self): result = base.IndexOpsMixin.unique(self) # CategoricalIndex._shallow_copy uses keeps original categories # and ordered if not otherwise specified return self._shallow_copy(result, categories=result.categories, ordered=result.ordered) @deprecate_kwarg('take_last', 'keep', mapping={True: 'last', False: 'first'}) @Appender(base._shared_docs['duplicated'] % ibase._index_doc_kwargs) def duplicated(self, keep='first'): from pandas.hashtable import duplicated_int64 codes = self.codes.astype('i8') return duplicated_int64(codes, keep) def _to_safe_for_reshape(self): """ convert to object if we are a categorical """ return self.astype('object') def get_loc(self, key, method=None): """ Get integer location for requested label Parameters ---------- key : label method : {None} * default: exact matches only. Returns ------- loc : int if unique index, possibly slice or mask if not """ codes = self.categories.get_loc(key) if (codes == -1): raise KeyError(key) return self._engine.get_loc(codes) def _can_reindex(self, indexer): """ always allow reindexing """ pass def where(self, cond, other=None): """ .. versionadded:: 0.19.0 Return an Index of same shape as self and whose corresponding entries are from self where cond is True and otherwise are from other. Parameters ---------- cond : boolean same length as self other : scalar, or array-like """ if other is None: other = self._na_value values = np.where(cond, self.values, other) from pandas.core.categorical import Categorical cat = Categorical(values, categories=self.categories, ordered=self.ordered) return self._shallow_copy(cat, **self._get_attributes_dict()) def reindex(self, target, method=None, level=None, limit=None, tolerance=None): """ Create index with target's values (move/add/delete values as necessary) Returns ------- new_index : pd.Index Resulting index indexer : np.ndarray or None Indices of output values in original index """ if method is not None: raise NotImplementedError("argument method is not implemented for " "CategoricalIndex.reindex") if level is not None: raise NotImplementedError("argument level is not implemented for " "CategoricalIndex.reindex") if limit is not None: raise NotImplementedError("argument limit is not implemented for " "CategoricalIndex.reindex") target = ibase._ensure_index(target) if not is_categorical_dtype(target) and not target.is_unique: raise ValueError("cannot reindex with a non-unique indexer") indexer, missing = self.get_indexer_non_unique(np.array(target)) new_target = self.take(indexer) # filling in missing if needed if len(missing): cats = self.categories.get_indexer(target) if (cats == -1).any(): # coerce to a regular index here! result = Index(np.array(self), name=self.name) new_target, indexer, _ = result._reindex_non_unique( np.array(target)) else: codes = new_target.codes.copy() codes[indexer == -1] = cats[missing] new_target = self._create_from_codes(codes) # we always want to return an Index type here # to be consistent with .reindex for other index types (e.g. they don't # coerce based on the actual values, only on the dtype) # unless we had an inital Categorical to begin with # in which case we are going to conform to the passed Categorical new_target = np.asarray(new_target) if is_categorical_dtype(target): new_target = target._shallow_copy(new_target, name=self.name) else: new_target = Index(new_target, name=self.name) return new_target, indexer def _reindex_non_unique(self, target): """ reindex from a non-unique; which CategoricalIndex's are almost always """ new_target, indexer = self.reindex(target) new_indexer = None check = indexer == -1 if check.any(): new_indexer = np.arange(len(self.take(indexer))) new_indexer[check] = -1 cats = self.categories.get_indexer(target) if not (cats == -1).any(): # .reindex returns normal Index. Revert to CategoricalIndex if # all targets are included in my categories new_target = self._shallow_copy(new_target) return new_target, indexer, new_indexer def get_indexer(self, target, method=None, limit=None, tolerance=None): """ Compute indexer and mask for new index given the current index. The indexer should be then used as an input to ndarray.take to align the current data to the new index. The mask determines whether labels are found or not in the current index Parameters ---------- target : MultiIndex or Index (of tuples) method : {'pad', 'ffill', 'backfill', 'bfill'} pad / ffill: propagate LAST valid observation forward to next valid backfill / bfill: use NEXT valid observation to fill gap Notes ----- This is a low-level method and probably should be used at your own risk Examples -------- >>> indexer, mask = index.get_indexer(new_index) >>> new_values = cur_values.take(indexer) >>> new_values[-mask] = np.nan Returns ------- (indexer, mask) : (ndarray, ndarray) """ method = missing.clean_reindex_fill_method(method) target = ibase._ensure_index(target) if isinstance(target, CategoricalIndex): target = target.categories if method == 'pad' or method == 'backfill': raise NotImplementedError("method='pad' and method='backfill' not " "implemented yet for CategoricalIndex") elif method == 'nearest': raise NotImplementedError("method='nearest' not implemented yet " 'for CategoricalIndex') else: codes = self.categories.get_indexer(target) indexer, _ = self._engine.get_indexer_non_unique(codes) return _ensure_platform_int(indexer) def get_indexer_non_unique(self, target): """ this is the same for a CategoricalIndex for get_indexer; the API returns the missing values as well """ target = ibase._ensure_index(target) if isinstance(target, CategoricalIndex): target = target.categories codes = self.categories.get_indexer(target) return self._engine.get_indexer_non_unique(codes) def _convert_list_indexer(self, keyarr, kind=None): """ we are passed a list indexer. Return our indexer or raise if all of the values are not included in the categories """ codes = self.categories.get_indexer(keyarr) if (codes == -1).any(): raise KeyError("a list-indexer must only include values that are " "in the categories") return None @Appender(_index_shared_docs['take']) def take(self, indices, axis=0, allow_fill=True, fill_value=None, **kwargs): nv.validate_take(tuple(), kwargs) indices = _ensure_platform_int(indices) taken = self._assert_take_fillable(self.codes, indices, allow_fill=allow_fill, fill_value=fill_value, na_value=-1) return self._create_from_codes(taken) def map(self, mapper): """ Apply mapper function to its categories (not codes). Parameters ---------- mapper : callable Function to be applied. When all categories are mapped to different categories, the result will be Categorical which has the same order property as the original. Otherwise, the result will be np.ndarray. Returns ------- applied : Categorical or np.ndarray. """ return self.values.map(mapper) def delete(self, loc): """ Make new Index with passed location(-s) deleted Returns ------- new_index : Index """ return self._create_from_codes(np.delete(self.codes, loc)) def insert(self, loc, item): """ Make new Index inserting new item at location. Follows Python list.append semantics for negative values Parameters ---------- loc : int item : object Returns ------- new_index : Index Raises ------ ValueError if the item is not in the categories """ code = self.categories.get_indexer([item]) if (code == -1): raise TypeError("cannot insert an item into a CategoricalIndex " "that is not already an existing category") codes = self.codes codes = np.concatenate((codes[:loc], code, codes[loc:])) return self._create_from_codes(codes) def _append_same_dtype(self, to_concat, name): """ Concatenate to_concat which has the same class ValueError if other is not in the categories """ to_concat = [self._is_dtype_compat(c) for c in to_concat] codes = np.concatenate([c.codes for c in to_concat]) result = self._create_from_codes(codes, name=name) # if name is None, _create_from_codes sets self.name result.name = name return result @classmethod def _add_comparison_methods(cls): """ add in comparison methods """ def _make_compare(op): def _evaluate_compare(self, other): # if we have a Categorical type, then must have the same # categories if isinstance(other, CategoricalIndex): other = other._values elif isinstance(other, Index): other = self._create_categorical( self, other._values, categories=self.categories, ordered=self.ordered) if isinstance(other, (ABCCategorical, np.ndarray, ABCSeries)): if len(self.values) != len(other): raise ValueError("Lengths must match to compare") if isinstance(other, ABCCategorical): if not self.values.is_dtype_equal(other): raise TypeError("categorical index comparisions must " "have the same categories and ordered " "attributes") return getattr(self.values, op)(other) return _evaluate_compare cls.__eq__ = _make_compare('__eq__') cls.__ne__ = _make_compare('__ne__') cls.__lt__ = _make_compare('__lt__') cls.__gt__ = _make_compare('__gt__') cls.__le__ = _make_compare('__le__') cls.__ge__ = _make_compare('__ge__') def _delegate_method(self, name, *args, **kwargs): """ method delegation to the ._values """ method = getattr(self._values, name) if 'inplace' in kwargs: raise ValueError("cannot use inplace with CategoricalIndex") res = method(*args, **kwargs) if is_scalar(res): return res return CategoricalIndex(res, name=self.name) @classmethod def _add_accessors(cls): """ add in Categorical accessor methods """ from pandas.core.categorical import Categorical CategoricalIndex._add_delegate_accessors( delegate=Categorical, accessors=["rename_categories", "reorder_categories", "add_categories", "remove_categories", "remove_unused_categories", "set_categories", "as_ordered", "as_unordered", "min", "max"], typ='method', overwrite=True) CategoricalIndex._add_numeric_methods_add_sub_disabled() CategoricalIndex._add_numeric_methods_disabled() CategoricalIndex._add_logical_methods_disabled() CategoricalIndex._add_comparison_methods() CategoricalIndex._add_accessors()
gpl-3.0
lbdreyer/iris
lib/iris/tests/integration/plot/test_netcdftime.py
5
1624
# Copyright Iris contributors # # This file is part of Iris and is released under the LGPL license. # See COPYING and COPYING.LESSER in the root of the repository for full # licensing details. """ Test plot of time coord with non-gregorian calendar. """ # import iris tests first so that some things can be initialised before # importing anything else import iris.tests as tests import cftime import numpy as np from iris.coords import AuxCoord from cf_units import Unit if tests.NC_TIME_AXIS_AVAILABLE: from nc_time_axis import CalendarDateTime # Run tests in no graphics mode if matplotlib is not available. if tests.MPL_AVAILABLE: import iris.plot as iplt @tests.skip_nc_time_axis @tests.skip_plot class Test(tests.GraphicsTest): def test_360_day_calendar(self): n = 360 calendar = "360_day" time_unit = Unit("days since 1970-01-01 00:00", calendar=calendar) time_coord = AuxCoord(np.arange(n), "time", units=time_unit) times = [time_unit.num2date(point) for point in time_coord.points] times = [ cftime.datetime( atime.year, atime.month, atime.day, atime.hour, atime.minute, atime.second, ) for atime in times ] expected_ydata = np.array( [CalendarDateTime(time, calendar) for time in times] ) (line1,) = iplt.plot(time_coord) result_ydata = line1.get_ydata() self.assertArrayEqual(expected_ydata, result_ydata) if __name__ == "__main__": tests.main()
lgpl-3.0
rebeccabilbro/rebeccabilbro.github.io
_drafts/mushroom_tutorial_reboot.py
1
9739
#!/usr/bin/env python # coding: utf-8 # # Model Selection Tutorial with Yellowbrick # # In this tutorial, we are going to look at scores for a variety of [scikit-learn](http://scikit-learn.org) models and compare them using visual diagnostic tools from [Yellowbrick](http://www.scikit-yb.org) in order to select the best model for our data. # # # ## The Model Selection Triple # # Discussions of machine learning are frequently characterized by a singular focus on model selection. Be it logistic regression, random forests, Bayesian methods, or artificial neural networks, machine learning practitioners are often quick to express their preference. The reason for this is mostly historical. Though modern third-party machine learning libraries have made the deployment of multiple models appear nearly trivial, traditionally the application and tuning of even one of these algorithms required many years of study. As a result, machine learning practitioners tended to have strong preferences for particular (and likely more familiar) models over others. # # However, model selection is a bit more nuanced than simply picking the "right" or "wrong" algorithm. In practice, the workflow includes: # # 1. selecting and/or engineering the smallest and most predictive feature set # 2. choosing a set of algorithms from a model family, and # 3. tuning the algorithm hyperparameters to optimize performance. # # The **model selection triple** was first described in a 2015 [SIGMOD](http://cseweb.ucsd.edu/~arunkk/vision/SIGMODRecord15.pdf) paper by Kumar et al. In their paper, which concerns the development of next-generation database systems built to anticipate predictive modeling, the authors cogently express that such systems are badly needed due to the highly experimental nature of machine learning in practice. "Model selection," they explain, "is iterative and exploratory because the space of [model selection triples] is usually infinite, and it is generally impossible for analysts to know a priori which [combination] will yield satisfactory accuracy and/or insights." # # Recently, much of this workflow has been automated through grid search methods, standardized APIs, and GUI-based applications. In practice, however, human intuition and guidance can more effectively hone in on quality models than exhaustive search. By visualizing the model selection process, data scientists can steer towards final, explainable models and avoid pitfalls and traps. # # The Yellowbrick library is a diagnostic visualization platform for machine learning that allows data scientists to steer the model selection process. Yellowbrick extends the scikit-learn API with a new core object: the Visualizer. Visualizers allow visual models to be fit and transformed as part of the scikit-learn `Pipeline` process, providing visual diagnostics throughout the transformation of high dimensional data. # # # ## About the Data # # This tutorial uses the mushrooms data from the Yellowbrick :doc:`api/datasets` module. Our objective is to predict if a mushroom is poisonous or edible based on its characteristics. # # _NOTE: The YB version of the mushrooms data differs from the mushroom dataset from the [UCI Machine Learning Repository](http://archive.ics.uci.edu/ml/). The Yellowbrick version has been deliberately modified to make modeling a bit more of a challenge._ # # The data include descriptions of hypothetical samples corresponding to 23 species of gilled mushrooms in the Agaricus and Lepiota Family. Each species was identified as definitely edible, definitely poisonous, or of unknown edibility and not recommended (this latter class was combined with the poisonous one). # # Our file, "agaricus-lepiota.txt," contains information for 3 nominally valued attributes and a target value from 8124 instances of mushrooms (4208 edible, 3916 poisonous). # # Let's load the data: # In[1]: from yellowbrick.datasets import load_mushroom X, y = load_mushroom() print(X[:5]) # inspect the first five rows # ## Feature Extraction # # Our data, including the target, is categorical. We will need to change these values to numeric ones for machine learning. In order to extract this from the dataset, we'll have to use scikit-learn transformers to transform our input dataset into something that can be fit to a model. Luckily, scikit-learn does provide transformers for converting categorical labels into numeric integers: [`sklearn.preprocessing.LabelEncoder`](http://scikit-learn.org/stable/modules/generated/sklearn.preprocessing.LabelEncoder.html) and [`sklearn.preprocessing.OneHotEncoder`](https://scikit-learn.org/stable/modules/generated/sklearn.preprocessing.OneHotEncoder.html). # # We'll use a combination of scikit-learn's `Pipeline` object ([here's great post on using pipelines](http://zacstewart.com/2014/08/05/pipelines-of-featureunions-of-pipelines.html) by [Zac Stewart](https://twitter.com/zacstewart)), `OneHotEncoder`, and `LabelEncoder`: # # ```python # from sklearn.pipeline import Pipeline # from sklearn.preprocessing import OneHotEncoder, LabelEncoder # # # y = LabelEncoder().fit_transform(y) # Label-encode targets before modeling # model = Pipeline([ # ('one_hot_encoder', OneHotEncoder()), # One-hot encode columns before modeling # ('estimator', estimator) # ]) # ``` # ## Modeling and Evaluation # # ### Common metrics for evaluating classifiers # # **Precision** is the number of correct positive results divided by the number of all positive results (e.g. _How many of the mushrooms we predicted would be edible actually were?_). # # **Recall** is the number of correct positive results divided by the number of positive results that should have been returned (e.g. _How many of the mushrooms that were poisonous did we accurately predict were poisonous?_). # # The **F1 score** is a measure of a test's accuracy. It considers both the precision and the recall of the test to compute the score. The F1 score can be interpreted as a weighted average of the precision and recall, where an F1 score reaches its best value at 1 and worst at 0. # # precision = true positives / (true positives + false positives) # # recall = true positives / (false negatives + true positives) # # F1 score = 2 * ((precision * recall) / (precision + recall)) # # # Now we're ready to make some predictions! # # Let's build a way to evaluate multiple estimators &mdash; first using traditional numeric scores (which we'll later compare to some visual diagnostics from the Yellowbrick library). # In[2]: from sklearn.metrics import f1_score from sklearn.pipeline import Pipeline from sklearn.preprocessing import OneHotEncoder, LabelEncoder def score_model(X, y, estimator, **kwargs): """ Test various estimators. """ y = LabelEncoder().fit_transform(y) model = Pipeline([ ('one_hot_encoder', OneHotEncoder()), ('estimator', estimator) ]) # Instantiate the classification model and visualizer model.fit(X, y, **kwargs) expected = y predicted = model.predict(X) # Compute and return F1 (harmonic mean of precision and recall) print("{}: {}".format(estimator.__class__.__name__, f1_score(expected, predicted))) # In[3]: # Try them all! from sklearn.svm import LinearSVC, NuSVC, SVC from sklearn.neighbors import KNeighborsClassifier from sklearn.linear_model import LogisticRegressionCV, LogisticRegression, SGDClassifier from sklearn.ensemble import BaggingClassifier, ExtraTreesClassifier, RandomForestClassifier models = [ SVC(gamma='auto'), NuSVC(gamma='auto'), LinearSVC(), SGDClassifier(max_iter=100, tol=1e-3), KNeighborsClassifier(), LogisticRegression(solver='lbfgs'), LogisticRegressionCV(cv=3), BaggingClassifier(), ExtraTreesClassifier(n_estimators=100), RandomForestClassifier(n_estimators=100) ] for model in models: score_model(X, y, model) # ### Preliminary Model Evaluation # # Based on the results from the F1 scores above, which model is performing the best? # ## Visual Model Evaluation # # Now let's refactor our model evaluation function to use Yellowbrick's `ClassificationReport` class, a model visualizer that displays the precision, recall, and F1 scores. This visual model analysis tool integrates numerical scores as well color-coded heatmap in order to support easy interpretation and detection, particularly the nuances of Type I and Type II error, which are very relevant (lifesaving, even) to our use case! # # # **Type I error** (or a **"false positive"**) is detecting an effect that is not present (e.g. determining a mushroom is poisonous when it is in fact edible). # # **Type II error** (or a **"false negative"**) is failing to detect an effect that is present (e.g. believing a mushroom is edible when it is in fact poisonous). # In[7]: from sklearn.pipeline import Pipeline from yellowbrick.classifier import ClassificationReport def visualize_model(X, y, estimator): """ Test various estimators. """ y = LabelEncoder().fit_transform(y) model = Pipeline([ ('one_hot_encoder', OneHotEncoder()), ('estimator', estimator) ]) # Instantiate the classification model and visualizer visualizer = ClassificationReport( model, classes=['edible', 'poisonous'], cmap="YlGn", size=(600, 360) ) visualizer.fit(X, y) visualizer.score(X, y) visualizer.poof() for model in models: visualize_model(X, y, model) # ## Reflection # # 1. Which model seems best now? Why? # 2. Which is most likely to save your life? # 3. How is the visual model evaluation experience different from numeric model evaluation?
mit
scls19fr/pandas_degreedays
tests/test_degreedays.py
1
2046
#!/usr/bin/env python # -*- coding: utf-8 -*- import os import datetime import pandas_degreedays from pandas_degreedays import * import six def test_version(): """Test version""" version = pandas_degreedays.__version__ isinstance(version, six.string_types) def test_degreedays_date_Tmin_before_6PM(): """Tmin: BEFORE 6PM""" dt = datetime.datetime(year=2014, month=11, day=1, hour=12, minute=0) d = degreedays_date_Tn(dt) d2 = dt.date() assert(d == d2) def test_degreedays_date_Tmin_after_6PM(): """Tmin: AFTER 6PM""" dt = datetime.datetime(year=2014, month=11, day=1, hour=18, minute=0) d = degreedays_date_Tn(dt) dt2 = dt + datetime.timedelta(days=1) d2 = dt2.date() assert(d == d2) def test_degreedays_date_Tmax_before_6AM(): """Tmin: BEFORE 6AM""" dt = datetime.datetime(year=2014, month=11, day=1, hour=5, minute=0) d = degreedays_date_Tx(dt) dt2 = dt - datetime.timedelta(days=1) d2 = dt2.date() assert(d == d2) def test_degreedays_date_Tmin_after_6AM(): """Tmin: AFTER 6AM""" dt = datetime.datetime(year=2014, month=11, day=1, hour=7, minute=0) d = degreedays_date_Tx(dt) d2 = dt.date() assert(d == d2) def test_degreedays(): """Calculating degree days""" assert(hdd_meteo(10, 20, 18)==3) assert(hdd_meteo(10, 30, 18)==0) assert(cdd_meteo(10, 20, 18)==0) assert(cdd_meteo(10, 30, 18)==2) assert(hdd(5, 15, 18)==8) assert(hdd(20, 30, 18)==0) assert(hdd(10, 20, 18)==3.328) assert(cdd(5, 15, 18)==0) assert(cdd(20, 30, 18)==7) assert(cdd(10, 20, 18)==0.32799999999999996) def test_sample(): """Reading XLS file with temperature as time serie and calculate degree days""" filename = os.path.join('sample', 'temperature_sample.xls') df_temp = pd.read_excel(filename) df_temp = df_temp.set_index('datetime') ts_temp = df_temp['temp'] df_degreedays = calculate_dd(ts_temp=ts_temp, method='pro', typ='heating', Tref=18.0) isinstance(df_degreedays, pd.DataFrame)
bsd-3-clause
stpsomad/DynamicPCDMS
pointcloud/duplicates/duplicate.py
2
2699
# -*- coding: utf-8 -*- """ Created on Sun Jan 03 20:20 2016 @author: Stella Psomadaki Command line executable to remove duplicates. Only one folder per run. This module takes a laz, las file and removes duplicate points in the (x,y) dimensions. This is an important preprocessing step because the IOT does not allow duplicates in the index. """ import numpy as np from pandas import DataFrame import time from laspy.file import File import os from pointcloud.reader import readFileLaspy from pointcloud.utils import getFiles import sys, getopt def removeDuplicate(file): """Removes duplicate points based on X, Y coordinates Returns a numpy array""" df = DataFrame(np.vstack((file.x, file.y, file.z)).transpose(), columns=['X', 'Y', 'Z']) df.drop_duplicates(subset=['X','Y'], inplace=True) return df.values def writeFile(directory,name,header,coords): """Write a laz file using laspy and numpy arrays""" output = File(directory + name, mode = "w", header=header) output.x = coords[0] output.y = coords[1] output.z = coords[2] output.close() def checkDirectory(directory): """ Checks if the specified directory exists, and otherwise it creates it""" try: os.makedirs(directory) except OSError: if not os.path.isdir(directory): raise def lasDuplicateFree(directory, output): """ Takes a directory with las [laz] files and an output directory Returns las, [laz] files free from duplicates""" files = getFiles(directory,['laz'],True) checkDirectory(output) for file in files: print file fh = readFileLaspy(file) writeFile(output,file[file.rfind('\\')+1:],fh.header,removeDuplicate(fh).transpose()) def main(argv): inputdir = '' outputdir = '' try: opts, args = getopt.getopt(argv, "hi:o:", ["help", "input=", "output="]) except getopt.GetoptError: print 'lasduplicate.py -i <inputDirectory> -o <outputDirectory>' sys.exit(2) for opt, arg in opts: if opt in ("-h", "--help"): print argv[0] +' -i <inputDirectory> -o <outputDirectory>' sys.exit() elif opt in ("-i", "--input"): inputdir = arg elif opt in ("-o", "--output"): outputdir = arg lasDuplicateFree(inputdir, outputdir) if __name__ =="__main__": start = time.time() main(sys.argv[1:]) end = time.time() print "Finished in ", end - start #Example run: python duplicate.py -i D:\ -o D:\output\
isc
vortex-ape/scikit-learn
sklearn/ensemble/tests/test_gradient_boosting.py
5
50475
""" Testing for the gradient boosting module (sklearn.ensemble.gradient_boosting). """ import warnings import numpy as np from scipy.sparse import csr_matrix from scipy.sparse import csc_matrix from scipy.sparse import coo_matrix import pytest from sklearn import datasets from sklearn.base import clone from sklearn.datasets import make_classification, fetch_california_housing from sklearn.ensemble import GradientBoostingClassifier from sklearn.ensemble import GradientBoostingRegressor from sklearn.ensemble.gradient_boosting import ZeroEstimator from sklearn.ensemble._gradient_boosting import predict_stages from sklearn.metrics import mean_squared_error from sklearn.model_selection import train_test_split from sklearn.utils import check_random_state, tosequence from sklearn.utils.testing import assert_almost_equal from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_array_equal from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_greater from sklearn.utils.testing import assert_less from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_raise_message from sklearn.utils.testing import assert_true from sklearn.utils.testing import assert_warns from sklearn.utils.testing import assert_warns_message from sklearn.utils.testing import skip_if_32bit from sklearn.exceptions import DataConversionWarning from sklearn.exceptions import NotFittedError GRADIENT_BOOSTING_ESTIMATORS = [GradientBoostingClassifier, GradientBoostingRegressor] # toy sample X = [[-2, -1], [-1, -1], [-1, -2], [1, 1], [1, 2], [2, 1]] y = [-1, -1, -1, 1, 1, 1] T = [[-1, -1], [2, 2], [3, 2]] true_result = [-1, 1, 1] rng = np.random.RandomState(0) # also load the boston dataset # and randomly permute it boston = datasets.load_boston() perm = rng.permutation(boston.target.size) boston.data = boston.data[perm] boston.target = boston.target[perm] # also load the iris dataset # and randomly permute it iris = datasets.load_iris() perm = rng.permutation(iris.target.size) iris.data = iris.data[perm] iris.target = iris.target[perm] def check_classification_toy(presort, loss): # Check classification on a toy dataset. clf = GradientBoostingClassifier(loss=loss, n_estimators=10, random_state=1, presort=presort) assert_raises(ValueError, clf.predict, T) clf.fit(X, y) assert_array_equal(clf.predict(T), true_result) assert_equal(10, len(clf.estimators_)) deviance_decrease = (clf.train_score_[:-1] - clf.train_score_[1:]) assert_true(np.any(deviance_decrease >= 0.0)) leaves = clf.apply(X) assert_equal(leaves.shape, (6, 10, 1)) @pytest.mark.parametrize('presort', ('auto', True, False)) @pytest.mark.parametrize('loss', ('deviance', 'exponential')) def test_classification_toy(presort, loss): check_classification_toy(presort, loss) def test_classifier_parameter_checks(): # Check input parameter validation for GradientBoostingClassifier. assert_raises(ValueError, GradientBoostingClassifier(n_estimators=0).fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(n_estimators=-1).fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(learning_rate=0.0).fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(learning_rate=-1.0).fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(loss='foobar').fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(min_samples_split=0.0).fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(min_samples_split=-1.0).fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(min_samples_split=1.1).fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(min_samples_leaf=0).fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(min_samples_leaf=-1.0).fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(min_weight_fraction_leaf=-1.).fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(min_weight_fraction_leaf=0.6).fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(subsample=0.0).fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(subsample=1.1).fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(subsample=-0.1).fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(max_depth=-0.1).fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(max_depth=0).fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(init={}).fit, X, y) # test fit before feature importance assert_raises(ValueError, lambda: GradientBoostingClassifier().feature_importances_) # deviance requires ``n_classes >= 2``. assert_raises(ValueError, lambda X, y: GradientBoostingClassifier( loss='deviance').fit(X, y), X, [0, 0, 0, 0]) allowed_presort = ('auto', True, False) assert_raise_message(ValueError, "'presort' should be in {}. " "Got 'invalid' instead.".format(allowed_presort), GradientBoostingClassifier(presort='invalid') .fit, X, y) def test_regressor_parameter_checks(): # Check input parameter validation for GradientBoostingRegressor assert_raise_message(ValueError, "alpha must be in (0.0, 1.0) but was 1.2", GradientBoostingRegressor(loss='huber', alpha=1.2) .fit, X, y) assert_raise_message(ValueError, "alpha must be in (0.0, 1.0) but was 1.2", GradientBoostingRegressor(loss='quantile', alpha=1.2) .fit, X, y) assert_raise_message(ValueError, "Invalid value for max_features: " "'invalid'. Allowed string values are 'auto', 'sqrt'" " or 'log2'.", GradientBoostingRegressor(max_features='invalid').fit, X, y) assert_raise_message(ValueError, "n_iter_no_change should either be None" " or an integer. 'invalid' was passed", GradientBoostingRegressor(n_iter_no_change='invalid') .fit, X, y) allowed_presort = ('auto', True, False) assert_raise_message(ValueError, "'presort' should be in {}. " "Got 'invalid' instead.".format(allowed_presort), GradientBoostingRegressor(presort='invalid') .fit, X, y) def test_loss_function(): assert_raises(ValueError, GradientBoostingClassifier(loss='ls').fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(loss='lad').fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(loss='quantile').fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(loss='huber').fit, X, y) assert_raises(ValueError, GradientBoostingRegressor(loss='deviance').fit, X, y) assert_raises(ValueError, GradientBoostingRegressor(loss='exponential').fit, X, y) def check_classification_synthetic(presort, loss): # Test GradientBoostingClassifier on synthetic dataset used by # Hastie et al. in ESLII Example 12.7. X, y = datasets.make_hastie_10_2(n_samples=12000, random_state=1) X_train, X_test = X[:2000], X[2000:] y_train, y_test = y[:2000], y[2000:] gbrt = GradientBoostingClassifier(n_estimators=100, min_samples_split=2, max_depth=1, loss=loss, learning_rate=1.0, random_state=0) gbrt.fit(X_train, y_train) error_rate = (1.0 - gbrt.score(X_test, y_test)) assert_less(error_rate, 0.09) gbrt = GradientBoostingClassifier(n_estimators=200, min_samples_split=2, max_depth=1, loss=loss, learning_rate=1.0, subsample=0.5, random_state=0, presort=presort) gbrt.fit(X_train, y_train) error_rate = (1.0 - gbrt.score(X_test, y_test)) assert_less(error_rate, 0.08) @pytest.mark.parametrize('presort', ('auto', True, False)) @pytest.mark.parametrize('loss', ('deviance', 'exponential')) def test_classification_synthetic(presort, loss): check_classification_synthetic(presort, loss) def check_boston(presort, loss, subsample): # Check consistency on dataset boston house prices with least squares # and least absolute deviation. ones = np.ones(len(boston.target)) last_y_pred = None for sample_weight in None, ones, 2 * ones: clf = GradientBoostingRegressor(n_estimators=100, loss=loss, max_depth=4, subsample=subsample, min_samples_split=2, random_state=1, presort=presort) assert_raises(ValueError, clf.predict, boston.data) clf.fit(boston.data, boston.target, sample_weight=sample_weight) leaves = clf.apply(boston.data) assert_equal(leaves.shape, (506, 100)) y_pred = clf.predict(boston.data) mse = mean_squared_error(boston.target, y_pred) assert_less(mse, 6.0) if last_y_pred is not None: assert_array_almost_equal(last_y_pred, y_pred) last_y_pred = y_pred @pytest.mark.parametrize('presort', ('auto', True, False)) @pytest.mark.parametrize('loss', ('ls', 'lad', 'huber')) @pytest.mark.parametrize('subsample', (1.0, 0.5)) def test_boston(presort, loss, subsample): check_boston(presort, loss, subsample) def check_iris(presort, subsample, sample_weight): # Check consistency on dataset iris. clf = GradientBoostingClassifier(n_estimators=100, loss='deviance', random_state=1, subsample=subsample, presort=presort) clf.fit(iris.data, iris.target, sample_weight=sample_weight) score = clf.score(iris.data, iris.target) assert_greater(score, 0.9) leaves = clf.apply(iris.data) assert_equal(leaves.shape, (150, 100, 3)) @pytest.mark.parametrize('presort', ('auto', True, False)) @pytest.mark.parametrize('subsample', (1.0, 0.5)) @pytest.mark.parametrize('sample_weight', (None, 1)) def test_iris(presort, subsample, sample_weight): if sample_weight == 1: sample_weight = np.ones(len(iris.target)) check_iris(presort, subsample, sample_weight) def test_regression_synthetic(): # Test on synthetic regression datasets used in Leo Breiman, # `Bagging Predictors?. Machine Learning 24(2): 123-140 (1996). random_state = check_random_state(1) regression_params = {'n_estimators': 100, 'max_depth': 4, 'min_samples_split': 2, 'learning_rate': 0.1, 'loss': 'ls'} # Friedman1 X, y = datasets.make_friedman1(n_samples=1200, random_state=random_state, noise=1.0) X_train, y_train = X[:200], y[:200] X_test, y_test = X[200:], y[200:] for presort in True, False: clf = GradientBoostingRegressor(presort=presort) clf.fit(X_train, y_train) mse = mean_squared_error(y_test, clf.predict(X_test)) assert_less(mse, 5.0) # Friedman2 X, y = datasets.make_friedman2(n_samples=1200, random_state=random_state) X_train, y_train = X[:200], y[:200] X_test, y_test = X[200:], y[200:] for presort in True, False: regression_params['presort'] = presort clf = GradientBoostingRegressor(**regression_params) clf.fit(X_train, y_train) mse = mean_squared_error(y_test, clf.predict(X_test)) assert_less(mse, 1700.0) # Friedman3 X, y = datasets.make_friedman3(n_samples=1200, random_state=random_state) X_train, y_train = X[:200], y[:200] X_test, y_test = X[200:], y[200:] for presort in True, False: regression_params['presort'] = presort clf = GradientBoostingRegressor(**regression_params) clf.fit(X_train, y_train) mse = mean_squared_error(y_test, clf.predict(X_test)) assert_less(mse, 0.015) def test_feature_importances(): X = np.array(boston.data, dtype=np.float32) y = np.array(boston.target, dtype=np.float32) for presort in True, False: clf = GradientBoostingRegressor(n_estimators=100, max_depth=5, min_samples_split=2, random_state=1, presort=presort) clf.fit(X, y) assert_true(hasattr(clf, 'feature_importances_')) def test_probability_log(): # Predict probabilities. clf = GradientBoostingClassifier(n_estimators=100, random_state=1) assert_raises(ValueError, clf.predict_proba, T) clf.fit(X, y) assert_array_equal(clf.predict(T), true_result) # check if probabilities are in [0, 1]. y_proba = clf.predict_proba(T) assert_true(np.all(y_proba >= 0.0)) assert_true(np.all(y_proba <= 1.0)) # derive predictions from probabilities y_pred = clf.classes_.take(y_proba.argmax(axis=1), axis=0) assert_array_equal(y_pred, true_result) def test_check_inputs(): # Test input checks (shape and type of X and y). clf = GradientBoostingClassifier(n_estimators=100, random_state=1) assert_raises(ValueError, clf.fit, X, y + [0, 1]) clf = GradientBoostingClassifier(n_estimators=100, random_state=1) assert_raises(ValueError, clf.fit, X, y, sample_weight=([1] * len(y)) + [0, 1]) weight = [0, 0, 0, 1, 1, 1] clf = GradientBoostingClassifier(n_estimators=100, random_state=1) msg = ("y contains 1 class after sample_weight trimmed classes with " "zero weights, while a minimum of 2 classes are required.") assert_raise_message(ValueError, msg, clf.fit, X, y, sample_weight=weight) def test_check_inputs_predict(): # X has wrong shape clf = GradientBoostingClassifier(n_estimators=100, random_state=1) clf.fit(X, y) x = np.array([1.0, 2.0])[:, np.newaxis] assert_raises(ValueError, clf.predict, x) x = np.array([[]]) assert_raises(ValueError, clf.predict, x) x = np.array([1.0, 2.0, 3.0])[:, np.newaxis] assert_raises(ValueError, clf.predict, x) clf = GradientBoostingRegressor(n_estimators=100, random_state=1) clf.fit(X, rng.rand(len(X))) x = np.array([1.0, 2.0])[:, np.newaxis] assert_raises(ValueError, clf.predict, x) x = np.array([[]]) assert_raises(ValueError, clf.predict, x) x = np.array([1.0, 2.0, 3.0])[:, np.newaxis] assert_raises(ValueError, clf.predict, x) def test_check_inputs_predict_stages(): # check that predict_stages through an error if the type of X is not # supported x, y = datasets.make_hastie_10_2(n_samples=100, random_state=1) x_sparse_csc = csc_matrix(x) clf = GradientBoostingClassifier(n_estimators=100, random_state=1) clf.fit(x, y) score = np.zeros((y.shape)).reshape(-1, 1) assert_raise_message(ValueError, "When X is a sparse matrix, a CSR format is expected", predict_stages, clf.estimators_, x_sparse_csc, clf.learning_rate, score) x_fortran = np.asfortranarray(x) assert_raise_message(ValueError, "X should be C-ordered np.ndarray", predict_stages, clf.estimators_, x_fortran, clf.learning_rate, score) def test_check_max_features(): # test if max_features is valid. clf = GradientBoostingRegressor(n_estimators=100, random_state=1, max_features=0) assert_raises(ValueError, clf.fit, X, y) clf = GradientBoostingRegressor(n_estimators=100, random_state=1, max_features=(len(X[0]) + 1)) assert_raises(ValueError, clf.fit, X, y) clf = GradientBoostingRegressor(n_estimators=100, random_state=1, max_features=-0.1) assert_raises(ValueError, clf.fit, X, y) def test_max_feature_regression(): # Test to make sure random state is set properly. X, y = datasets.make_hastie_10_2(n_samples=12000, random_state=1) X_train, X_test = X[:2000], X[2000:] y_train, y_test = y[:2000], y[2000:] gbrt = GradientBoostingClassifier(n_estimators=100, min_samples_split=5, max_depth=2, learning_rate=.1, max_features=2, random_state=1) gbrt.fit(X_train, y_train) deviance = gbrt.loss_(y_test, gbrt.decision_function(X_test)) assert_true(deviance < 0.5, "GB failed with deviance %.4f" % deviance) @pytest.mark.network def test_feature_importance_regression(): """Test that Gini importance is calculated correctly. This test follows the example from [1]_ (pg. 373). .. [1] Friedman, J., Hastie, T., & Tibshirani, R. (2001). The elements of statistical learning. New York: Springer series in statistics. """ california = fetch_california_housing() X, y = california.data, california.target X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0) reg = GradientBoostingRegressor(loss='huber', learning_rate=0.1, max_leaf_nodes=6, n_estimators=100, random_state=0) reg.fit(X_train, y_train) sorted_idx = np.argsort(reg.feature_importances_)[::-1] sorted_features = [california.feature_names[s] for s in sorted_idx] # The most important feature is the median income by far. assert sorted_features[0] == 'MedInc' # The three subsequent features are the following. Their relative ordering # might change a bit depending on the randomness of the trees and the # train / test split. assert set(sorted_features[1:4]) == {'Longitude', 'AveOccup', 'Latitude'} def test_max_feature_auto(): # Test if max features is set properly for floats and str. X, y = datasets.make_hastie_10_2(n_samples=12000, random_state=1) _, n_features = X.shape X_train = X[:2000] y_train = y[:2000] gbrt = GradientBoostingClassifier(n_estimators=1, max_features='auto') gbrt.fit(X_train, y_train) assert_equal(gbrt.max_features_, int(np.sqrt(n_features))) gbrt = GradientBoostingRegressor(n_estimators=1, max_features='auto') gbrt.fit(X_train, y_train) assert_equal(gbrt.max_features_, n_features) gbrt = GradientBoostingRegressor(n_estimators=1, max_features=0.3) gbrt.fit(X_train, y_train) assert_equal(gbrt.max_features_, int(n_features * 0.3)) gbrt = GradientBoostingRegressor(n_estimators=1, max_features='sqrt') gbrt.fit(X_train, y_train) assert_equal(gbrt.max_features_, int(np.sqrt(n_features))) gbrt = GradientBoostingRegressor(n_estimators=1, max_features='log2') gbrt.fit(X_train, y_train) assert_equal(gbrt.max_features_, int(np.log2(n_features))) gbrt = GradientBoostingRegressor(n_estimators=1, max_features=0.01 / X.shape[1]) gbrt.fit(X_train, y_train) assert_equal(gbrt.max_features_, 1) def test_staged_predict(): # Test whether staged decision function eventually gives # the same prediction. X, y = datasets.make_friedman1(n_samples=1200, random_state=1, noise=1.0) X_train, y_train = X[:200], y[:200] X_test = X[200:] clf = GradientBoostingRegressor() # test raise ValueError if not fitted assert_raises(ValueError, lambda X: np.fromiter( clf.staged_predict(X), dtype=np.float64), X_test) clf.fit(X_train, y_train) y_pred = clf.predict(X_test) # test if prediction for last stage equals ``predict`` for y in clf.staged_predict(X_test): assert_equal(y.shape, y_pred.shape) assert_array_almost_equal(y_pred, y) def test_staged_predict_proba(): # Test whether staged predict proba eventually gives # the same prediction. X, y = datasets.make_hastie_10_2(n_samples=1200, random_state=1) X_train, y_train = X[:200], y[:200] X_test, y_test = X[200:], y[200:] clf = GradientBoostingClassifier(n_estimators=20) # test raise NotFittedError if not fitted assert_raises(NotFittedError, lambda X: np.fromiter( clf.staged_predict_proba(X), dtype=np.float64), X_test) clf.fit(X_train, y_train) # test if prediction for last stage equals ``predict`` for y_pred in clf.staged_predict(X_test): assert_equal(y_test.shape, y_pred.shape) assert_array_equal(clf.predict(X_test), y_pred) # test if prediction for last stage equals ``predict_proba`` for staged_proba in clf.staged_predict_proba(X_test): assert_equal(y_test.shape[0], staged_proba.shape[0]) assert_equal(2, staged_proba.shape[1]) assert_array_almost_equal(clf.predict_proba(X_test), staged_proba) @pytest.mark.parametrize('Estimator', GRADIENT_BOOSTING_ESTIMATORS) def test_staged_functions_defensive(Estimator): # test that staged_functions make defensive copies rng = np.random.RandomState(0) X = rng.uniform(size=(10, 3)) y = (4 * X[:, 0]).astype(np.int) + 1 # don't predict zeros estimator = Estimator() estimator.fit(X, y) for func in ['predict', 'decision_function', 'predict_proba']: staged_func = getattr(estimator, "staged_" + func, None) if staged_func is None: # regressor has no staged_predict_proba continue with warnings.catch_warnings(record=True): staged_result = list(staged_func(X)) staged_result[1][:] = 0 assert_true(np.all(staged_result[0] != 0)) def test_serialization(): # Check model serialization. clf = GradientBoostingClassifier(n_estimators=100, random_state=1) clf.fit(X, y) assert_array_equal(clf.predict(T), true_result) assert_equal(100, len(clf.estimators_)) try: import cPickle as pickle except ImportError: import pickle serialized_clf = pickle.dumps(clf, protocol=pickle.HIGHEST_PROTOCOL) clf = None clf = pickle.loads(serialized_clf) assert_array_equal(clf.predict(T), true_result) assert_equal(100, len(clf.estimators_)) def test_degenerate_targets(): # Check if we can fit even though all targets are equal. clf = GradientBoostingClassifier(n_estimators=100, random_state=1) # classifier should raise exception assert_raises(ValueError, clf.fit, X, np.ones(len(X))) clf = GradientBoostingRegressor(n_estimators=100, random_state=1) clf.fit(X, np.ones(len(X))) clf.predict([rng.rand(2)]) assert_array_equal(np.ones((1,), dtype=np.float64), clf.predict([rng.rand(2)])) def test_quantile_loss(): # Check if quantile loss with alpha=0.5 equals lad. clf_quantile = GradientBoostingRegressor(n_estimators=100, loss='quantile', max_depth=4, alpha=0.5, random_state=7) clf_quantile.fit(boston.data, boston.target) y_quantile = clf_quantile.predict(boston.data) clf_lad = GradientBoostingRegressor(n_estimators=100, loss='lad', max_depth=4, random_state=7) clf_lad.fit(boston.data, boston.target) y_lad = clf_lad.predict(boston.data) assert_array_almost_equal(y_quantile, y_lad, decimal=4) def test_symbol_labels(): # Test with non-integer class labels. clf = GradientBoostingClassifier(n_estimators=100, random_state=1) symbol_y = tosequence(map(str, y)) clf.fit(X, symbol_y) assert_array_equal(clf.predict(T), tosequence(map(str, true_result))) assert_equal(100, len(clf.estimators_)) def test_float_class_labels(): # Test with float class labels. clf = GradientBoostingClassifier(n_estimators=100, random_state=1) float_y = np.asarray(y, dtype=np.float32) clf.fit(X, float_y) assert_array_equal(clf.predict(T), np.asarray(true_result, dtype=np.float32)) assert_equal(100, len(clf.estimators_)) def test_shape_y(): # Test with float class labels. clf = GradientBoostingClassifier(n_estimators=100, random_state=1) y_ = np.asarray(y, dtype=np.int32) y_ = y_[:, np.newaxis] # This will raise a DataConversionWarning that we want to # "always" raise, elsewhere the warnings gets ignored in the # later tests, and the tests that check for this warning fail assert_warns(DataConversionWarning, clf.fit, X, y_) assert_array_equal(clf.predict(T), true_result) assert_equal(100, len(clf.estimators_)) def test_mem_layout(): # Test with different memory layouts of X and y X_ = np.asfortranarray(X) clf = GradientBoostingClassifier(n_estimators=100, random_state=1) clf.fit(X_, y) assert_array_equal(clf.predict(T), true_result) assert_equal(100, len(clf.estimators_)) X_ = np.ascontiguousarray(X) clf = GradientBoostingClassifier(n_estimators=100, random_state=1) clf.fit(X_, y) assert_array_equal(clf.predict(T), true_result) assert_equal(100, len(clf.estimators_)) y_ = np.asarray(y, dtype=np.int32) y_ = np.ascontiguousarray(y_) clf = GradientBoostingClassifier(n_estimators=100, random_state=1) clf.fit(X, y_) assert_array_equal(clf.predict(T), true_result) assert_equal(100, len(clf.estimators_)) y_ = np.asarray(y, dtype=np.int32) y_ = np.asfortranarray(y_) clf = GradientBoostingClassifier(n_estimators=100, random_state=1) clf.fit(X, y_) assert_array_equal(clf.predict(T), true_result) assert_equal(100, len(clf.estimators_)) def test_oob_improvement(): # Test if oob improvement has correct shape and regression test. clf = GradientBoostingClassifier(n_estimators=100, random_state=1, subsample=0.5) clf.fit(X, y) assert_equal(clf.oob_improvement_.shape[0], 100) # hard-coded regression test - change if modification in OOB computation assert_array_almost_equal(clf.oob_improvement_[:5], np.array([0.19, 0.15, 0.12, -0.12, -0.11]), decimal=2) def test_oob_improvement_raise(): # Test if oob improvement has correct shape. clf = GradientBoostingClassifier(n_estimators=100, random_state=1, subsample=1.0) clf.fit(X, y) assert_raises(AttributeError, lambda: clf.oob_improvement_) def test_oob_multilcass_iris(): # Check OOB improvement on multi-class dataset. clf = GradientBoostingClassifier(n_estimators=100, loss='deviance', random_state=1, subsample=0.5) clf.fit(iris.data, iris.target) score = clf.score(iris.data, iris.target) assert_greater(score, 0.9) assert_equal(clf.oob_improvement_.shape[0], clf.n_estimators) # hard-coded regression test - change if modification in OOB computation # FIXME: the following snippet does not yield the same results on 32 bits # assert_array_almost_equal(clf.oob_improvement_[:5], # np.array([12.68, 10.45, 8.18, 6.43, 5.13]), # decimal=2) def test_verbose_output(): # Check verbose=1 does not cause error. from sklearn.externals.six.moves import cStringIO as StringIO import sys old_stdout = sys.stdout sys.stdout = StringIO() clf = GradientBoostingClassifier(n_estimators=100, random_state=1, verbose=1, subsample=0.8) clf.fit(X, y) verbose_output = sys.stdout sys.stdout = old_stdout # check output verbose_output.seek(0) header = verbose_output.readline().rstrip() # with OOB true_header = ' '.join(['%10s'] + ['%16s'] * 3) % ( 'Iter', 'Train Loss', 'OOB Improve', 'Remaining Time') assert_equal(true_header, header) n_lines = sum(1 for l in verbose_output.readlines()) # one for 1-10 and then 9 for 20-100 assert_equal(10 + 9, n_lines) def test_more_verbose_output(): # Check verbose=2 does not cause error. from sklearn.externals.six.moves import cStringIO as StringIO import sys old_stdout = sys.stdout sys.stdout = StringIO() clf = GradientBoostingClassifier(n_estimators=100, random_state=1, verbose=2) clf.fit(X, y) verbose_output = sys.stdout sys.stdout = old_stdout # check output verbose_output.seek(0) header = verbose_output.readline().rstrip() # no OOB true_header = ' '.join(['%10s'] + ['%16s'] * 2) % ( 'Iter', 'Train Loss', 'Remaining Time') assert_equal(true_header, header) n_lines = sum(1 for l in verbose_output.readlines()) # 100 lines for n_estimators==100 assert_equal(100, n_lines) @pytest.mark.parametrize('Cls', GRADIENT_BOOSTING_ESTIMATORS) def test_warm_start(Cls): # Test if warm start equals fit. X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1) est = Cls(n_estimators=200, max_depth=1) est.fit(X, y) est_ws = Cls(n_estimators=100, max_depth=1, warm_start=True) est_ws.fit(X, y) est_ws.set_params(n_estimators=200) est_ws.fit(X, y) if Cls is GradientBoostingRegressor: assert_array_almost_equal(est_ws.predict(X), est.predict(X)) else: # Random state is preserved and hence predict_proba must also be # same assert_array_equal(est_ws.predict(X), est.predict(X)) assert_array_almost_equal(est_ws.predict_proba(X), est.predict_proba(X)) @pytest.mark.parametrize('Cls', GRADIENT_BOOSTING_ESTIMATORS) def test_warm_start_n_estimators(Cls): # Test if warm start equals fit - set n_estimators. X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1) est = Cls(n_estimators=300, max_depth=1) est.fit(X, y) est_ws = Cls(n_estimators=100, max_depth=1, warm_start=True) est_ws.fit(X, y) est_ws.set_params(n_estimators=300) est_ws.fit(X, y) assert_array_almost_equal(est_ws.predict(X), est.predict(X)) @pytest.mark.parametrize('Cls', GRADIENT_BOOSTING_ESTIMATORS) def test_warm_start_max_depth(Cls): # Test if possible to fit trees of different depth in ensemble. X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1) est = Cls(n_estimators=100, max_depth=1, warm_start=True) est.fit(X, y) est.set_params(n_estimators=110, max_depth=2) est.fit(X, y) # last 10 trees have different depth assert_equal(est.estimators_[0, 0].max_depth, 1) for i in range(1, 11): assert_equal(est.estimators_[-i, 0].max_depth, 2) @pytest.mark.parametrize('Cls', GRADIENT_BOOSTING_ESTIMATORS) def test_warm_start_clear(Cls): # Test if fit clears state. X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1) est = Cls(n_estimators=100, max_depth=1) est.fit(X, y) est_2 = Cls(n_estimators=100, max_depth=1, warm_start=True) est_2.fit(X, y) # inits state est_2.set_params(warm_start=False) est_2.fit(X, y) # clears old state and equals est assert_array_almost_equal(est_2.predict(X), est.predict(X)) @pytest.mark.parametrize('Cls', GRADIENT_BOOSTING_ESTIMATORS) def test_warm_start_zero_n_estimators(Cls): # Test if warm start with zero n_estimators raises error X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1) est = Cls(n_estimators=100, max_depth=1, warm_start=True) est.fit(X, y) est.set_params(n_estimators=0) assert_raises(ValueError, est.fit, X, y) @pytest.mark.parametrize('Cls', GRADIENT_BOOSTING_ESTIMATORS) def test_warm_start_smaller_n_estimators(Cls): # Test if warm start with smaller n_estimators raises error X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1) est = Cls(n_estimators=100, max_depth=1, warm_start=True) est.fit(X, y) est.set_params(n_estimators=99) assert_raises(ValueError, est.fit, X, y) @pytest.mark.parametrize('Cls', GRADIENT_BOOSTING_ESTIMATORS) def test_warm_start_equal_n_estimators(Cls): # Test if warm start with equal n_estimators does nothing X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1) est = Cls(n_estimators=100, max_depth=1) est.fit(X, y) est2 = clone(est) est2.set_params(n_estimators=est.n_estimators, warm_start=True) est2.fit(X, y) assert_array_almost_equal(est2.predict(X), est.predict(X)) @pytest.mark.parametrize('Cls', GRADIENT_BOOSTING_ESTIMATORS) def test_warm_start_oob_switch(Cls): # Test if oob can be turned on during warm start. X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1) est = Cls(n_estimators=100, max_depth=1, warm_start=True) est.fit(X, y) est.set_params(n_estimators=110, subsample=0.5) est.fit(X, y) assert_array_equal(est.oob_improvement_[:100], np.zeros(100)) # the last 10 are not zeros assert_array_equal(est.oob_improvement_[-10:] == 0.0, np.zeros(10, dtype=np.bool)) @pytest.mark.parametrize('Cls', GRADIENT_BOOSTING_ESTIMATORS) def test_warm_start_oob(Cls): # Test if warm start OOB equals fit. X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1) est = Cls(n_estimators=200, max_depth=1, subsample=0.5, random_state=1) est.fit(X, y) est_ws = Cls(n_estimators=100, max_depth=1, subsample=0.5, random_state=1, warm_start=True) est_ws.fit(X, y) est_ws.set_params(n_estimators=200) est_ws.fit(X, y) assert_array_almost_equal(est_ws.oob_improvement_[:100], est.oob_improvement_[:100]) @pytest.mark.parametrize('Cls', GRADIENT_BOOSTING_ESTIMATORS) def test_warm_start_sparse(Cls): # Test that all sparse matrix types are supported X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1) sparse_matrix_type = [csr_matrix, csc_matrix, coo_matrix] est_dense = Cls(n_estimators=100, max_depth=1, subsample=0.5, random_state=1, warm_start=True) est_dense.fit(X, y) est_dense.predict(X) est_dense.set_params(n_estimators=200) est_dense.fit(X, y) y_pred_dense = est_dense.predict(X) for sparse_constructor in sparse_matrix_type: X_sparse = sparse_constructor(X) est_sparse = Cls(n_estimators=100, max_depth=1, subsample=0.5, random_state=1, warm_start=True) est_sparse.fit(X_sparse, y) est_sparse.predict(X) est_sparse.set_params(n_estimators=200) est_sparse.fit(X_sparse, y) y_pred_sparse = est_sparse.predict(X) assert_array_almost_equal(est_dense.oob_improvement_[:100], est_sparse.oob_improvement_[:100]) assert_array_almost_equal(y_pred_dense, y_pred_sparse) @pytest.mark.parametrize('Cls', GRADIENT_BOOSTING_ESTIMATORS) def test_warm_start_fortran(Cls): # Test that feeding a X in Fortran-ordered is giving the same results as # in C-ordered X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1) est_c = Cls(n_estimators=1, random_state=1, warm_start=True) est_fortran = Cls(n_estimators=1, random_state=1, warm_start=True) est_c.fit(X, y) est_c.set_params(n_estimators=11) est_c.fit(X, y) X_fortran = np.asfortranarray(X) est_fortran.fit(X_fortran, y) est_fortran.set_params(n_estimators=11) est_fortran.fit(X_fortran, y) assert_array_almost_equal(est_c.predict(X), est_fortran.predict(X)) def early_stopping_monitor(i, est, locals): """Returns True on the 10th iteration. """ if i == 9: return True else: return False @pytest.mark.parametrize('Cls', GRADIENT_BOOSTING_ESTIMATORS) def test_monitor_early_stopping(Cls): # Test if monitor return value works. X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1) est = Cls(n_estimators=20, max_depth=1, random_state=1, subsample=0.5) est.fit(X, y, monitor=early_stopping_monitor) assert_equal(est.n_estimators, 20) # this is not altered assert_equal(est.estimators_.shape[0], 10) assert_equal(est.train_score_.shape[0], 10) assert_equal(est.oob_improvement_.shape[0], 10) # try refit est.set_params(n_estimators=30) est.fit(X, y) assert_equal(est.n_estimators, 30) assert_equal(est.estimators_.shape[0], 30) assert_equal(est.train_score_.shape[0], 30) est = Cls(n_estimators=20, max_depth=1, random_state=1, subsample=0.5, warm_start=True) est.fit(X, y, monitor=early_stopping_monitor) assert_equal(est.n_estimators, 20) assert_equal(est.estimators_.shape[0], 10) assert_equal(est.train_score_.shape[0], 10) assert_equal(est.oob_improvement_.shape[0], 10) # try refit est.set_params(n_estimators=30, warm_start=False) est.fit(X, y) assert_equal(est.n_estimators, 30) assert_equal(est.train_score_.shape[0], 30) assert_equal(est.estimators_.shape[0], 30) assert_equal(est.oob_improvement_.shape[0], 30) def test_complete_classification(): # Test greedy trees with max_depth + 1 leafs. from sklearn.tree._tree import TREE_LEAF X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1) k = 4 est = GradientBoostingClassifier(n_estimators=20, max_depth=None, random_state=1, max_leaf_nodes=k + 1) est.fit(X, y) tree = est.estimators_[0, 0].tree_ assert_equal(tree.max_depth, k) assert_equal(tree.children_left[tree.children_left == TREE_LEAF].shape[0], k + 1) def test_complete_regression(): # Test greedy trees with max_depth + 1 leafs. from sklearn.tree._tree import TREE_LEAF k = 4 est = GradientBoostingRegressor(n_estimators=20, max_depth=None, random_state=1, max_leaf_nodes=k + 1) est.fit(boston.data, boston.target) tree = est.estimators_[-1, 0].tree_ assert_equal(tree.children_left[tree.children_left == TREE_LEAF].shape[0], k + 1) def test_zero_estimator_reg(): # Test if ZeroEstimator works for regression. est = GradientBoostingRegressor(n_estimators=20, max_depth=1, random_state=1, init=ZeroEstimator()) est.fit(boston.data, boston.target) y_pred = est.predict(boston.data) mse = mean_squared_error(boston.target, y_pred) assert_almost_equal(mse, 33.0, decimal=0) est = GradientBoostingRegressor(n_estimators=20, max_depth=1, random_state=1, init='zero') est.fit(boston.data, boston.target) y_pred = est.predict(boston.data) mse = mean_squared_error(boston.target, y_pred) assert_almost_equal(mse, 33.0, decimal=0) est = GradientBoostingRegressor(n_estimators=20, max_depth=1, random_state=1, init='foobar') assert_raises(ValueError, est.fit, boston.data, boston.target) def test_zero_estimator_clf(): # Test if ZeroEstimator works for classification. X = iris.data y = np.array(iris.target) est = GradientBoostingClassifier(n_estimators=20, max_depth=1, random_state=1, init=ZeroEstimator()) est.fit(X, y) assert_greater(est.score(X, y), 0.96) est = GradientBoostingClassifier(n_estimators=20, max_depth=1, random_state=1, init='zero') est.fit(X, y) assert_greater(est.score(X, y), 0.96) # binary clf mask = y != 0 y[mask] = 1 y[~mask] = 0 est = GradientBoostingClassifier(n_estimators=20, max_depth=1, random_state=1, init='zero') est.fit(X, y) assert_greater(est.score(X, y), 0.96) est = GradientBoostingClassifier(n_estimators=20, max_depth=1, random_state=1, init='foobar') assert_raises(ValueError, est.fit, X, y) @pytest.mark.parametrize('GBEstimator', GRADIENT_BOOSTING_ESTIMATORS) def test_max_leaf_nodes_max_depth(GBEstimator): # Test precedence of max_leaf_nodes over max_depth. X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1) k = 4 est = GBEstimator(max_depth=1, max_leaf_nodes=k).fit(X, y) tree = est.estimators_[0, 0].tree_ assert_greater(tree.max_depth, 1) est = GBEstimator(max_depth=1).fit(X, y) tree = est.estimators_[0, 0].tree_ assert_equal(tree.max_depth, 1) @pytest.mark.parametrize('GBEstimator', GRADIENT_BOOSTING_ESTIMATORS) def test_min_impurity_split(GBEstimator): # Test if min_impurity_split of base estimators is set # Regression test for #8006 X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1) est = GBEstimator(min_impurity_split=0.1) est = assert_warns_message(DeprecationWarning, "min_impurity_decrease", est.fit, X, y) for tree in est.estimators_.flat: assert_equal(tree.min_impurity_split, 0.1) @pytest.mark.parametrize('GBEstimator', GRADIENT_BOOSTING_ESTIMATORS) def test_min_impurity_decrease(GBEstimator): X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1) est = GBEstimator(min_impurity_decrease=0.1) est.fit(X, y) for tree in est.estimators_.flat: # Simply check if the parameter is passed on correctly. Tree tests # will suffice for the actual working of this param assert_equal(tree.min_impurity_decrease, 0.1) def test_warm_start_wo_nestimators_change(): # Test if warm_start does nothing if n_estimators is not changed. # Regression test for #3513. clf = GradientBoostingClassifier(n_estimators=10, warm_start=True) clf.fit([[0, 1], [2, 3]], [0, 1]) assert_equal(clf.estimators_.shape[0], 10) clf.fit([[0, 1], [2, 3]], [0, 1]) assert_equal(clf.estimators_.shape[0], 10) def test_probability_exponential(): # Predict probabilities. clf = GradientBoostingClassifier(loss='exponential', n_estimators=100, random_state=1) assert_raises(ValueError, clf.predict_proba, T) clf.fit(X, y) assert_array_equal(clf.predict(T), true_result) # check if probabilities are in [0, 1]. y_proba = clf.predict_proba(T) assert_true(np.all(y_proba >= 0.0)) assert_true(np.all(y_proba <= 1.0)) score = clf.decision_function(T).ravel() assert_array_almost_equal(y_proba[:, 1], 1.0 / (1.0 + np.exp(-2 * score))) # derive predictions from probabilities y_pred = clf.classes_.take(y_proba.argmax(axis=1), axis=0) assert_array_equal(y_pred, true_result) def test_non_uniform_weights_toy_edge_case_reg(): X = [[1, 0], [1, 0], [1, 0], [0, 1]] y = [0, 0, 1, 0] # ignore the first 2 training samples by setting their weight to 0 sample_weight = [0, 0, 1, 1] for loss in ('huber', 'ls', 'lad', 'quantile'): gb = GradientBoostingRegressor(learning_rate=1.0, n_estimators=2, loss=loss) gb.fit(X, y, sample_weight=sample_weight) assert_greater(gb.predict([[1, 0]])[0], 0.5) def test_non_uniform_weights_toy_edge_case_clf(): X = [[1, 0], [1, 0], [1, 0], [0, 1]] y = [0, 0, 1, 0] # ignore the first 2 training samples by setting their weight to 0 sample_weight = [0, 0, 1, 1] for loss in ('deviance', 'exponential'): gb = GradientBoostingClassifier(n_estimators=5, loss=loss) gb.fit(X, y, sample_weight=sample_weight) assert_array_equal(gb.predict([[1, 0]]), [1]) def check_sparse_input(EstimatorClass, X, X_sparse, y): dense = EstimatorClass(n_estimators=10, random_state=0, max_depth=2).fit(X, y) sparse = EstimatorClass(n_estimators=10, random_state=0, max_depth=2, presort=False).fit(X_sparse, y) auto = EstimatorClass(n_estimators=10, random_state=0, max_depth=2, presort='auto').fit(X_sparse, y) assert_array_almost_equal(sparse.apply(X), dense.apply(X)) assert_array_almost_equal(sparse.predict(X), dense.predict(X)) assert_array_almost_equal(sparse.feature_importances_, dense.feature_importances_) assert_array_almost_equal(sparse.apply(X), auto.apply(X)) assert_array_almost_equal(sparse.predict(X), auto.predict(X)) assert_array_almost_equal(sparse.feature_importances_, auto.feature_importances_) assert_array_almost_equal(sparse.predict(X_sparse), dense.predict(X)) assert_array_almost_equal(dense.predict(X_sparse), sparse.predict(X)) if isinstance(EstimatorClass, GradientBoostingClassifier): assert_array_almost_equal(sparse.predict_proba(X), dense.predict_proba(X)) assert_array_almost_equal(sparse.predict_log_proba(X), dense.predict_log_proba(X)) assert_array_almost_equal(sparse.predict_proba(X), auto.predict_proba(X)) assert_array_almost_equal(sparse.predict_log_proba(X), auto.predict_log_proba(X)) assert_array_almost_equal(sparse.decision_function(X_sparse), sparse.decision_function(X)) assert_array_almost_equal(dense.decision_function(X_sparse), sparse.decision_function(X)) assert_array_almost_equal( np.array(sparse.staged_decision_function(X_sparse)), np.array(sparse.staged_decision_function(X))) @skip_if_32bit @pytest.mark.parametrize( 'EstimatorClass', (GradientBoostingClassifier, GradientBoostingRegressor)) @pytest.mark.parametrize('sparse_matrix', (csr_matrix, csc_matrix, coo_matrix)) def test_sparse_input(EstimatorClass, sparse_matrix): y, X = datasets.make_multilabel_classification(random_state=0, n_samples=50, n_features=1, n_classes=20) y = y[:, 0] check_sparse_input(EstimatorClass, X, sparse_matrix(X), y) def test_gradient_boosting_early_stopping(): X, y = make_classification(n_samples=1000, random_state=0) gbc = GradientBoostingClassifier(n_estimators=1000, n_iter_no_change=10, learning_rate=0.1, max_depth=3, random_state=42) gbr = GradientBoostingRegressor(n_estimators=1000, n_iter_no_change=10, learning_rate=0.1, max_depth=3, random_state=42) X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=42) # Check if early_stopping works as expected for est, tol, early_stop_n_estimators in ((gbc, 1e-1, 24), (gbr, 1e-1, 13), (gbc, 1e-3, 36), (gbr, 1e-3, 28)): est.set_params(tol=tol) est.fit(X_train, y_train) assert_equal(est.n_estimators_, early_stop_n_estimators) assert est.score(X_test, y_test) > 0.7 # Without early stopping gbc = GradientBoostingClassifier(n_estimators=100, learning_rate=0.1, max_depth=3, random_state=42) gbc.fit(X, y) gbr = GradientBoostingRegressor(n_estimators=200, learning_rate=0.1, max_depth=3, random_state=42) gbr.fit(X, y) assert gbc.n_estimators_ == 100 assert gbr.n_estimators_ == 200 def test_gradient_boosting_validation_fraction(): X, y = make_classification(n_samples=1000, random_state=0) gbc = GradientBoostingClassifier(n_estimators=100, n_iter_no_change=10, validation_fraction=0.1, learning_rate=0.1, max_depth=3, random_state=42) gbc2 = clone(gbc).set_params(validation_fraction=0.3) gbc3 = clone(gbc).set_params(n_iter_no_change=20) gbr = GradientBoostingRegressor(n_estimators=100, n_iter_no_change=10, learning_rate=0.1, max_depth=3, validation_fraction=0.1, random_state=42) gbr2 = clone(gbr).set_params(validation_fraction=0.3) gbr3 = clone(gbr).set_params(n_iter_no_change=20) X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=42) # Check if validation_fraction has an effect gbc.fit(X_train, y_train) gbc2.fit(X_train, y_train) assert gbc.n_estimators_ != gbc2.n_estimators_ gbr.fit(X_train, y_train) gbr2.fit(X_train, y_train) assert gbr.n_estimators_ != gbr2.n_estimators_ # Check if n_estimators_ increase monotonically with n_iter_no_change # Set validation gbc3.fit(X_train, y_train) gbr3.fit(X_train, y_train) assert gbr.n_estimators_ < gbr3.n_estimators_ assert gbc.n_estimators_ < gbc3.n_estimators_
bsd-3-clause
florentchandelier/zipline
zipline/data/benchmarks.py
1
2211
# # Copyright 2013 Quantopian, Inc. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. import json import pandas as pd import numpy as np import requests import os def get_benchmark_returns(symbol): """ Get a Series of benchmark returns from IEX associated with `symbol`. Default is `SPY`. Parameters ---------- symbol : str Benchmark symbol for which we're getting the returns. The data is provided by IEX (https://iextrading.com/), and we can get up to 5 years worth of data. """ r = requests.get( 'https://api.iextrading.com/1.0/stock/{}/chart/5y'.format(symbol) ) data = json.loads(r.text) df = pd.DataFrame(data) df.index = pd.DatetimeIndex(df['date']) df = df['close'] return df.sort_index().tz_localize('UTC').pct_change(1).iloc[1:] def get_localcsv_benchmark_returns(symbol, local_benchmark): """ Get a Series of benchmark returns with `symbol`. Default is `SPY`. Parameters ---------- symbol : str Benchmark symbol for which we're getting the returns. localpath : str absolute path where to find benchmark csv file. """ ''' open saved csv files ''' current_dir = os.getcwd() os.chdir(local_benchmark) filename = str(symbol + '.csv') data = pd.read_csv(filename) data.columns = map(str.lower, data.columns) data['date'] = pd.to_datetime(data['date']).copy() data.set_index('date', drop=False, inplace=True) try: data = data['close'] except: data = data['adj close'] os.chdir(current_dir) data = data.fillna(method='ffill') return data.sort_index().tz_localize('UTC').pct_change(1).iloc[1:]
apache-2.0
anntzer/scikit-learn
sklearn/tests/test_calibration.py
1
22504
# Authors: Alexandre Gramfort <[email protected]> # License: BSD 3 clause import pytest import numpy as np from numpy.testing import assert_allclose from scipy import sparse from sklearn.base import BaseEstimator from sklearn.dummy import DummyClassifier from sklearn.model_selection import LeaveOneOut, train_test_split from sklearn.utils._testing import (assert_array_almost_equal, assert_almost_equal, assert_array_equal, ignore_warnings) from sklearn.utils.extmath import softmax from sklearn.exceptions import NotFittedError from sklearn.datasets import make_classification, make_blobs from sklearn.preprocessing import LabelEncoder from sklearn.model_selection import KFold, cross_val_predict from sklearn.naive_bayes import MultinomialNB from sklearn.ensemble import RandomForestClassifier, RandomForestRegressor from sklearn.svm import LinearSVC from sklearn.isotonic import IsotonicRegression from sklearn.feature_extraction import DictVectorizer from sklearn.pipeline import Pipeline from sklearn.impute import SimpleImputer from sklearn.metrics import brier_score_loss from sklearn.calibration import CalibratedClassifierCV, _CalibratedClassifier from sklearn.calibration import _sigmoid_calibration, _SigmoidCalibration from sklearn.calibration import calibration_curve @pytest.fixture(scope="module") def data(): X, y = make_classification( n_samples=200, n_features=6, random_state=42 ) return X, y @pytest.mark.parametrize('method', ['sigmoid', 'isotonic']) @pytest.mark.parametrize('ensemble', [True, False]) def test_calibration(data, method, ensemble): # Test calibration objects with isotonic and sigmoid n_samples = 100 X, y = data sample_weight = np.random.RandomState(seed=42).uniform(size=y.size) X -= X.min() # MultinomialNB only allows positive X # split train and test X_train, y_train, sw_train = \ X[:n_samples], y[:n_samples], sample_weight[:n_samples] X_test, y_test = X[n_samples:], y[n_samples:] # Naive-Bayes clf = MultinomialNB().fit(X_train, y_train, sample_weight=sw_train) prob_pos_clf = clf.predict_proba(X_test)[:, 1] cal_clf = CalibratedClassifierCV(clf, cv=y.size + 1, ensemble=ensemble) with pytest.raises(ValueError): cal_clf.fit(X, y) # Naive Bayes with calibration for this_X_train, this_X_test in [(X_train, X_test), (sparse.csr_matrix(X_train), sparse.csr_matrix(X_test))]: cal_clf = CalibratedClassifierCV( clf, method=method, cv=5, ensemble=ensemble ) # Note that this fit overwrites the fit on the entire training # set cal_clf.fit(this_X_train, y_train, sample_weight=sw_train) prob_pos_cal_clf = cal_clf.predict_proba(this_X_test)[:, 1] # Check that brier score has improved after calibration assert (brier_score_loss(y_test, prob_pos_clf) > brier_score_loss(y_test, prob_pos_cal_clf)) # Check invariance against relabeling [0, 1] -> [1, 2] cal_clf.fit(this_X_train, y_train + 1, sample_weight=sw_train) prob_pos_cal_clf_relabeled = cal_clf.predict_proba(this_X_test)[:, 1] assert_array_almost_equal(prob_pos_cal_clf, prob_pos_cal_clf_relabeled) # Check invariance against relabeling [0, 1] -> [-1, 1] cal_clf.fit(this_X_train, 2 * y_train - 1, sample_weight=sw_train) prob_pos_cal_clf_relabeled = cal_clf.predict_proba(this_X_test)[:, 1] assert_array_almost_equal(prob_pos_cal_clf, prob_pos_cal_clf_relabeled) # Check invariance against relabeling [0, 1] -> [1, 0] cal_clf.fit(this_X_train, (y_train + 1) % 2, sample_weight=sw_train) prob_pos_cal_clf_relabeled = cal_clf.predict_proba(this_X_test)[:, 1] if method == "sigmoid": assert_array_almost_equal(prob_pos_cal_clf, 1 - prob_pos_cal_clf_relabeled) else: # Isotonic calibration is not invariant against relabeling # but should improve in both cases assert (brier_score_loss(y_test, prob_pos_clf) > brier_score_loss((y_test + 1) % 2, prob_pos_cal_clf_relabeled)) @pytest.mark.parametrize('ensemble', [True, False]) def test_calibration_bad_method(data, ensemble): # Check only "isotonic" and "sigmoid" are accepted as methods X, y = data clf = LinearSVC() clf_invalid_method = CalibratedClassifierCV( clf, method="foo", ensemble=ensemble ) with pytest.raises(ValueError): clf_invalid_method.fit(X, y) @pytest.mark.parametrize('ensemble', [True, False]) def test_calibration_regressor(data, ensemble): # `base-estimator` should provide either decision_function or # predict_proba (most regressors, for instance, should fail) X, y = data clf_base_regressor = \ CalibratedClassifierCV(RandomForestRegressor(), ensemble=ensemble) with pytest.raises(RuntimeError): clf_base_regressor.fit(X, y) def test_calibration_default_estimator(data): # Check base_estimator default is LinearSVC X, y = data calib_clf = CalibratedClassifierCV(cv=2) calib_clf.fit(X, y) base_est = calib_clf.calibrated_classifiers_[0].base_estimator assert isinstance(base_est, LinearSVC) @pytest.mark.parametrize('ensemble', [True, False]) def test_calibration_cv_splitter(data, ensemble): # Check when `cv` is a CV splitter X, y = data splits = 5 kfold = KFold(n_splits=splits) calib_clf = CalibratedClassifierCV(cv=kfold, ensemble=ensemble) assert isinstance(calib_clf.cv, KFold) assert calib_clf.cv.n_splits == splits calib_clf.fit(X, y) expected_n_clf = splits if ensemble else 1 assert len(calib_clf.calibrated_classifiers_) == expected_n_clf @pytest.mark.parametrize('method', ['sigmoid', 'isotonic']) @pytest.mark.parametrize('ensemble', [True, False]) def test_sample_weight(data, method, ensemble): n_samples = 100 X, y = data sample_weight = np.random.RandomState(seed=42).uniform(size=len(y)) X_train, y_train, sw_train = \ X[:n_samples], y[:n_samples], sample_weight[:n_samples] X_test = X[n_samples:] base_estimator = LinearSVC(random_state=42) calibrated_clf = CalibratedClassifierCV( base_estimator, method=method, ensemble=ensemble ) calibrated_clf.fit(X_train, y_train, sample_weight=sw_train) probs_with_sw = calibrated_clf.predict_proba(X_test) # As the weights are used for the calibration, they should still yield # different predictions calibrated_clf.fit(X_train, y_train) probs_without_sw = calibrated_clf.predict_proba(X_test) diff = np.linalg.norm(probs_with_sw - probs_without_sw) assert diff > 0.1 @pytest.mark.parametrize('method', ['sigmoid', 'isotonic']) @pytest.mark.parametrize('ensemble', [True, False]) def test_parallel_execution(data, method, ensemble): """Test parallel calibration""" X, y = data X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=42) base_estimator = LinearSVC(random_state=42) cal_clf_parallel = CalibratedClassifierCV( base_estimator, method=method, n_jobs=2, ensemble=ensemble ) cal_clf_parallel.fit(X_train, y_train) probs_parallel = cal_clf_parallel.predict_proba(X_test) cal_clf_sequential = CalibratedClassifierCV( base_estimator, method=method, n_jobs=1, ensemble=ensemble ) cal_clf_sequential.fit(X_train, y_train) probs_sequential = cal_clf_sequential.predict_proba(X_test) assert_allclose(probs_parallel, probs_sequential) @pytest.mark.parametrize('method', ['sigmoid', 'isotonic']) @pytest.mark.parametrize('ensemble', [True, False]) # increase the number of RNG seeds to assess the statistical stability of this # test: @pytest.mark.parametrize('seed', range(2)) def test_calibration_multiclass(method, ensemble, seed): def multiclass_brier(y_true, proba_pred, n_classes): Y_onehot = np.eye(n_classes)[y_true] return np.sum((Y_onehot - proba_pred) ** 2) / Y_onehot.shape[0] # Test calibration for multiclass with classifier that implements # only decision function. clf = LinearSVC(random_state=7) X, y = make_blobs(n_samples=500, n_features=100, random_state=seed, centers=10, cluster_std=15.0) # Use an unbalanced dataset by collapsing 8 clusters into one class # to make the naive calibration based on a softmax more unlikely # to work. y[y > 2] = 2 n_classes = np.unique(y).shape[0] X_train, y_train = X[::2], y[::2] X_test, y_test = X[1::2], y[1::2] clf.fit(X_train, y_train) cal_clf = CalibratedClassifierCV( clf, method=method, cv=5, ensemble=ensemble ) cal_clf.fit(X_train, y_train) probas = cal_clf.predict_proba(X_test) # Check probabilities sum to 1 assert_allclose(np.sum(probas, axis=1), np.ones(len(X_test))) # Check that the dataset is not too trivial, otherwise it's hard # to get interesting calibration data during the internal # cross-validation loop. assert 0.65 < clf.score(X_test, y_test) < 0.95 # Check that the accuracy of the calibrated model is never degraded # too much compared to the original classifier. assert cal_clf.score(X_test, y_test) > 0.95 * clf.score(X_test, y_test) # Check that Brier loss of calibrated classifier is smaller than # loss obtained by naively turning OvR decision function to # probabilities via a softmax uncalibrated_brier = \ multiclass_brier(y_test, softmax(clf.decision_function(X_test)), n_classes=n_classes) calibrated_brier = multiclass_brier(y_test, probas, n_classes=n_classes) assert calibrated_brier < 1.1 * uncalibrated_brier # Test that calibration of a multiclass classifier decreases log-loss # for RandomForestClassifier clf = RandomForestClassifier(n_estimators=30, random_state=42) clf.fit(X_train, y_train) clf_probs = clf.predict_proba(X_test) uncalibrated_brier = multiclass_brier(y_test, clf_probs, n_classes=n_classes) cal_clf = CalibratedClassifierCV( clf, method=method, cv=5, ensemble=ensemble ) cal_clf.fit(X_train, y_train) cal_clf_probs = cal_clf.predict_proba(X_test) calibrated_brier = multiclass_brier(y_test, cal_clf_probs, n_classes=n_classes) assert calibrated_brier < 1.1 * uncalibrated_brier def test_calibration_zero_probability(): # Test an edge case where _CalibratedClassifier avoids numerical errors # in the multiclass normalization step if all the calibrators output # are zero all at once for a given sample and instead fallback to uniform # probabilities. class ZeroCalibrator(): # This function is called from _CalibratedClassifier.predict_proba. def predict(self, X): return np.zeros(X.shape[0]) X, y = make_blobs(n_samples=50, n_features=10, random_state=7, centers=10, cluster_std=15.0) clf = DummyClassifier().fit(X, y) calibrator = ZeroCalibrator() cal_clf = _CalibratedClassifier( base_estimator=clf, calibrators=[calibrator], classes=clf.classes_) probas = cal_clf.predict_proba(X) # Check that all probabilities are uniformly 1. / clf.n_classes_ assert_allclose(probas, 1. / clf.n_classes_) def test_calibration_prefit(): """Test calibration for prefitted classifiers""" n_samples = 50 X, y = make_classification(n_samples=3 * n_samples, n_features=6, random_state=42) sample_weight = np.random.RandomState(seed=42).uniform(size=y.size) X -= X.min() # MultinomialNB only allows positive X # split train and test X_train, y_train, sw_train = \ X[:n_samples], y[:n_samples], sample_weight[:n_samples] X_calib, y_calib, sw_calib = \ X[n_samples:2 * n_samples], y[n_samples:2 * n_samples], \ sample_weight[n_samples:2 * n_samples] X_test, y_test = X[2 * n_samples:], y[2 * n_samples:] # Naive-Bayes clf = MultinomialNB() # Check error if clf not prefit unfit_clf = CalibratedClassifierCV(clf, cv="prefit") with pytest.raises(NotFittedError): unfit_clf.fit(X_calib, y_calib) clf.fit(X_train, y_train, sw_train) prob_pos_clf = clf.predict_proba(X_test)[:, 1] # Naive Bayes with calibration for this_X_calib, this_X_test in [(X_calib, X_test), (sparse.csr_matrix(X_calib), sparse.csr_matrix(X_test))]: for method in ['isotonic', 'sigmoid']: cal_clf = CalibratedClassifierCV(clf, method=method, cv="prefit") for sw in [sw_calib, None]: cal_clf.fit(this_X_calib, y_calib, sample_weight=sw) y_prob = cal_clf.predict_proba(this_X_test) y_pred = cal_clf.predict(this_X_test) prob_pos_cal_clf = y_prob[:, 1] assert_array_equal(y_pred, np.array([0, 1])[np.argmax(y_prob, axis=1)]) assert (brier_score_loss(y_test, prob_pos_clf) > brier_score_loss(y_test, prob_pos_cal_clf)) @pytest.mark.parametrize('method', ['sigmoid', 'isotonic']) def test_calibration_ensemble_false(data, method): # Test that `ensemble=False` is the same as using predictions from # `cross_val_predict` to train calibrator. X, y = data clf = LinearSVC(random_state=7) cal_clf = CalibratedClassifierCV(clf, method=method, cv=3, ensemble=False) cal_clf.fit(X, y) cal_probas = cal_clf.predict_proba(X) # Get probas manually unbiased_preds = cross_val_predict( clf, X, y, cv=3, method='decision_function' ) if method == 'isotonic': calibrator = IsotonicRegression(out_of_bounds='clip') else: calibrator = _SigmoidCalibration() calibrator.fit(unbiased_preds, y) # Use `clf` fit on all data clf.fit(X, y) clf_df = clf.decision_function(X) manual_probas = calibrator.predict(clf_df) assert_allclose(cal_probas[:, 1], manual_probas) def test_sigmoid_calibration(): """Test calibration values with Platt sigmoid model""" exF = np.array([5, -4, 1.0]) exY = np.array([1, -1, -1]) # computed from my python port of the C++ code in LibSVM AB_lin_libsvm = np.array([-0.20261354391187855, 0.65236314980010512]) assert_array_almost_equal(AB_lin_libsvm, _sigmoid_calibration(exF, exY), 3) lin_prob = 1. / (1. + np.exp(AB_lin_libsvm[0] * exF + AB_lin_libsvm[1])) sk_prob = _SigmoidCalibration().fit(exF, exY).predict(exF) assert_array_almost_equal(lin_prob, sk_prob, 6) # check that _SigmoidCalibration().fit only accepts 1d array or 2d column # arrays with pytest.raises(ValueError): _SigmoidCalibration().fit(np.vstack((exF, exF)), exY) def test_calibration_curve(): """Check calibration_curve function""" y_true = np.array([0, 0, 0, 1, 1, 1]) y_pred = np.array([0., 0.1, 0.2, 0.8, 0.9, 1.]) prob_true, prob_pred = calibration_curve(y_true, y_pred, n_bins=2) prob_true_unnormalized, prob_pred_unnormalized = \ calibration_curve(y_true, y_pred * 2, n_bins=2, normalize=True) assert len(prob_true) == len(prob_pred) assert len(prob_true) == 2 assert_almost_equal(prob_true, [0, 1]) assert_almost_equal(prob_pred, [0.1, 0.9]) assert_almost_equal(prob_true, prob_true_unnormalized) assert_almost_equal(prob_pred, prob_pred_unnormalized) # probabilities outside [0, 1] should not be accepted when normalize # is set to False with pytest.raises(ValueError): calibration_curve([1.1], [-0.1], normalize=False) # test that quantiles work as expected y_true2 = np.array([0, 0, 0, 0, 1, 1]) y_pred2 = np.array([0., 0.1, 0.2, 0.5, 0.9, 1.]) prob_true_quantile, prob_pred_quantile = calibration_curve( y_true2, y_pred2, n_bins=2, strategy='quantile') assert len(prob_true_quantile) == len(prob_pred_quantile) assert len(prob_true_quantile) == 2 assert_almost_equal(prob_true_quantile, [0, 2 / 3]) assert_almost_equal(prob_pred_quantile, [0.1, 0.8]) # Check that error is raised when invalid strategy is selected with pytest.raises(ValueError): calibration_curve(y_true2, y_pred2, strategy='percentile') @pytest.mark.parametrize('ensemble', [True, False]) def test_calibration_nan_imputer(ensemble): """Test that calibration can accept nan""" X, y = make_classification(n_samples=10, n_features=2, n_informative=2, n_redundant=0, random_state=42) X[0, 0] = np.nan clf = Pipeline( [('imputer', SimpleImputer()), ('rf', RandomForestClassifier(n_estimators=1))]) clf_c = CalibratedClassifierCV( clf, cv=2, method='isotonic', ensemble=ensemble ) clf_c.fit(X, y) clf_c.predict(X) @pytest.mark.parametrize('ensemble', [True, False]) def test_calibration_prob_sum(ensemble): # Test that sum of probabilities is 1. A non-regression test for # issue #7796 num_classes = 2 X, y = make_classification(n_samples=10, n_features=5, n_classes=num_classes) clf = LinearSVC(C=1.0, random_state=7) clf_prob = CalibratedClassifierCV( clf, method="sigmoid", cv=LeaveOneOut(), ensemble=ensemble ) clf_prob.fit(X, y) probs = clf_prob.predict_proba(X) assert_array_almost_equal(probs.sum(axis=1), np.ones(probs.shape[0])) @pytest.mark.parametrize('ensemble', [True, False]) def test_calibration_less_classes(ensemble): # Test to check calibration works fine when train set in a test-train # split does not contain all classes # Since this test uses LOO, at each iteration train set will not contain a # class label X = np.random.randn(10, 5) y = np.arange(10) clf = LinearSVC(C=1.0, random_state=7) cal_clf = CalibratedClassifierCV( clf, method="sigmoid", cv=LeaveOneOut(), ensemble=ensemble ) cal_clf.fit(X, y) for i, calibrated_classifier in \ enumerate(cal_clf.calibrated_classifiers_): proba = calibrated_classifier.predict_proba(X) if ensemble: # Check that the unobserved class has proba=0 assert_array_equal(proba[:, i], np.zeros(len(y))) # Check for all other classes proba>0 assert np.all(proba[:, :i] > 0) assert np.all(proba[:, i + 1:] > 0) else: # Check `proba` are all 1/n_classes assert np.allclose(proba, 1 / proba.shape[0]) @ignore_warnings(category=FutureWarning) @pytest.mark.parametrize('X', [np.random.RandomState(42).randn(15, 5, 2), np.random.RandomState(42).randn(15, 5, 2, 6)]) def test_calibration_accepts_ndarray(X): """Test that calibration accepts n-dimensional arrays as input""" y = [1, 0, 0, 1, 1, 0, 1, 1, 0, 0, 1, 0, 0, 1, 0] class MockTensorClassifier(BaseEstimator): """A toy estimator that accepts tensor inputs""" def fit(self, X, y): self.classes_ = np.unique(y) return self def decision_function(self, X): # toy decision function that just needs to have the right shape: return X.reshape(X.shape[0], -1).sum(axis=1) calibrated_clf = CalibratedClassifierCV(MockTensorClassifier()) # we should be able to fit this classifier with no error calibrated_clf.fit(X, y) @pytest.fixture def text_data(): text_data = [ {'state': 'NY', 'age': 'adult'}, {'state': 'TX', 'age': 'adult'}, {'state': 'VT', 'age': 'child'}, ] text_labels = [1, 0, 1] return text_data, text_labels @pytest.fixture def text_data_pipeline(text_data): X, y = text_data pipeline_prefit = Pipeline([ ('vectorizer', DictVectorizer()), ('clf', RandomForestClassifier()) ]) return pipeline_prefit.fit(X, y) def test_calibration_pipeline(text_data, text_data_pipeline): # Test that calibration works in prefit pipeline with transformer, # where `X` is not array-like, sparse matrix or dataframe at the start. # See https://github.com/scikit-learn/scikit-learn/issues/8710 X, y = text_data clf = text_data_pipeline calib_clf = CalibratedClassifierCV(clf, cv='prefit') calib_clf.fit(X, y) # Check attributes are obtained from fitted estimator assert_array_equal(calib_clf.classes_, clf.classes_) msg = "'CalibratedClassifierCV' object has no attribute" with pytest.raises(AttributeError, match=msg): calib_clf.n_features_in_ @pytest.mark.parametrize('clf, cv', [ pytest.param(LinearSVC(C=1), 2), pytest.param(LinearSVC(C=1), 'prefit'), ]) def test_calibration_attributes(clf, cv): # Check that `n_features_in_` and `classes_` attributes created properly X, y = make_classification(n_samples=10, n_features=5, n_classes=2, random_state=7) if cv == 'prefit': clf = clf.fit(X, y) calib_clf = CalibratedClassifierCV(clf, cv=cv) calib_clf.fit(X, y) if cv == 'prefit': assert_array_equal(calib_clf.classes_, clf.classes_) assert calib_clf.n_features_in_ == clf.n_features_in_ else: classes = LabelEncoder().fit(y).classes_ assert_array_equal(calib_clf.classes_, classes) assert calib_clf.n_features_in_ == X.shape[1] # FIXME: remove in 1.1 def test_calibrated_classifier_cv_deprecation(data): # Check that we raise the proper deprecation warning if accessing # `calibrators_` from the `_CalibratedClassifier`. X, y = data calib_clf = CalibratedClassifierCV(cv=2).fit(X, y) with pytest.warns(FutureWarning): calibrators = calib_clf.calibrated_classifiers_[0].calibrators_ for clf1, clf2 in zip( calibrators, calib_clf.calibrated_classifiers_[0].calibrators ): assert clf1 is clf2
bsd-3-clause
BhavyaLight/kaggle-predicting-Red-Hat-Business-Value
preprocessing/feature selection.py
1
1094
# code to upload ( Assuming pre-processing on merged dataset done ) from sklearn.cross_validation import train_test_split from sklearn.ensemble import RandomForestClassifier x_train,x_test,y_train,y_test=train_test_split(x,y,test_size=0.2) rf=RandomForestClassifier() rf.fit(x_train,y_train) results=[] def topkfeatures(rf,k): important_features = [] unsortarr=[] sortarr=[] for x,i in enumerate(rf.feature_importances_): unsortarr.append([x,i]) sortarr=sorted(unsortarr, key=lambda x: x[1], reverse=True) #Iterate depending on variable k for j in sortarr[:k]: important_features.append(j[0]) return important_features #Can try smaller intervals to find optimal range for j in range(5,60,5): print(j) feature_names=x_train.columns important_names = feature_names[topkfeatures(rf,j)] rf1=RandomForestClassifier() x_train_opt=x_train[important_names] x_test_opt=x_test[important_names] rf1.fit(x_train_opt,y_train) results.append([j,rf1.score(x_test_opt,y_test)]) print(important_names) print(result)
mit
geoscixyz/em_examples
em_examples/DCWidgetResLayer2D.py
1
28082
from __future__ import print_function from __future__ import absolute_import from __future__ import unicode_literals from SimPEG import Mesh, Maps, SolverLU, Utils from SimPEG.Utils import ExtractCoreMesh import numpy as np from SimPEG.EM.Static import DC import matplotlib import matplotlib.pyplot as plt import matplotlib.pylab as pylab from matplotlib.ticker import LogFormatter from matplotlib.path import Path import matplotlib.patches as patches from scipy.constants import epsilon_0 import copy from ipywidgets import interact, IntSlider, FloatSlider, FloatText, ToggleButtons from .Base import widgetify # Mesh, sigmaMap can be globals global npad = 15 growrate = 2. cs = 0.5 hx = [(cs, npad, -growrate), (cs, 200), (cs, npad, growrate)] hy = [(cs, npad, -growrate), (cs, 100)] mesh = Mesh.TensorMesh([hx, hy], "CN") idmap = Maps.IdentityMap(mesh) sigmaMap = idmap dx = 5 xr = np.arange(-40, 41, dx) dxr = np.diff(xr) xmin = -40. xmax = 40. ymin = -40. ymax = 8. xylim = np.c_[[xmin, ymin], [xmax, ymax]] indCC, meshcore = ExtractCoreMesh(xylim, mesh) indx = (mesh.gridFx[:, 0] >= xmin) & (mesh.gridFx[:, 0] <= xmax) \ & (mesh.gridFx[:, 1] >= ymin) & (mesh.gridFx[:, 1] <= ymax) indy = (mesh.gridFy[:, 0] >= xmin) & (mesh.gridFy[:, 0] <= xmax) \ & (mesh.gridFy[:, 1] >= ymin) & (mesh.gridFy[:, 1] <= ymax) indF = np.concatenate((indx, indy)) def model_fields(A, B, zcLayer, dzLayer, xc, zc, r, sigLayer, sigTarget, sigHalf): # Create halfspace model mhalf = sigHalf * np.ones([mesh.nC, ]) # Add layer to model mLayer = addLayer2Mod(zcLayer, dzLayer, mhalf, sigLayer) # Add plate or cylinder # fullMod = addPlate2Mod(xc,zc,dx,dz,rotAng,LayerMod,sigTarget) mtrue = addCylinder2Mod(xc, zc, r, mLayer, sigTarget) Mx = np.empty(shape=(0, 2)) Nx = np.empty(shape=(0, 2)) rx = DC.Rx.Dipole(Mx, Nx) if(B == []): src = DC.Src.Pole([rx], np.r_[A, 0.]) else: src = DC.Src.Dipole([rx], np.r_[A, 0.], np.r_[B, 0.]) survey = DC.Survey([src]) survey_prim = DC.Survey([src]) problem = DC.Problem3D_CC(mesh, sigmaMap=sigmaMap) problem_prim = DC.Problem3D_CC(mesh, sigmaMap=sigmaMap) problem.Solver = SolverLU problem_prim.Solver = SolverLU problem.pair(survey) problem_prim.pair(survey_prim) primary_field = problem_prim.fields(mhalf) total_field = problem.fields(mtrue) return mtrue, mhalf, src, primary_field, total_field def addLayer2Mod(zcLayer, dzLayer, modd, sigLayer): CCLocs = mesh.gridCC mod = copy.copy(modd) zmax = zcLayer + dzLayer / 2. zmin = zcLayer - dzLayer / 2. belowInd = np.where(CCLocs[:, 1] <= zmax)[0] aboveInd = np.where(CCLocs[:, 1] >= zmin)[0] layerInds = list(set(belowInd).intersection(aboveInd)) # # Check selected cell centers by plotting # fig = plt.figure() # ax = fig.add_subplot(111) # plt.scatter(CCLocs[layerInds,0],CCLocs[layerInds,1]) # ax.set_xlim(-40,40) # ax.set_ylim(-35,0) # plt.axes().set_aspect('equal') # plt.show() mod[layerInds] = sigLayer return mod def getCylinderPoints(xc, zc, r): xLocOrig1 = np.arange(-r, r + r / 10., r / 10.) xLocOrig2 = np.arange(r, -r - r / 10., -r / 10.) # Top half of cylinder zLoc1 = np.sqrt(-xLocOrig1**2. + r**2.) + zc # Bottom half of cylinder zLoc2 = -np.sqrt(-xLocOrig2**2. + r**2.) + zc # Shift from x = 0 to xc xLoc1 = xLocOrig1 + xc * np.ones_like(xLocOrig1) xLoc2 = xLocOrig2 + xc * np.ones_like(xLocOrig2) topHalf = np.vstack([xLoc1, zLoc1]).T topHalf = topHalf[0:-1, :] bottomhalf = np.vstack([xLoc2, zLoc2]).T bottomhalf = bottomhalf[0:-1, :] cylinderPoints = np.vstack([topHalf, bottomhalf]) cylinderPoints = np.vstack([cylinderPoints, topHalf[0, :]]) return cylinderPoints def addCylinder2Mod(xc, zc, r, modd, sigCylinder): # Get points for cylinder outline cylinderPoints = getCylinderPoints(xc, zc, r) mod = copy.copy(modd) verts = [] codes = [] for ii in range(0, cylinderPoints.shape[0]): verts.append(cylinderPoints[ii, :]) if(ii == 0): codes.append(Path.MOVETO) elif(ii == cylinderPoints.shape[0] - 1): codes.append(Path.CLOSEPOLY) else: codes.append(Path.LINETO) path = Path(verts, codes) CCLocs = mesh.gridCC insideInd = np.where(path.contains_points(CCLocs)) # #Check selected cell centers by plotting # # print insideInd # fig = plt.figure() # ax = fig.add_subplot(111) # patch = patches.PathPatch(path, facecolor='none', lw=2) # ax.add_patch(patch) # plt.scatter(CCLocs[insideInd,0],CCLocs[insideInd,1]) # ax.set_xlim(-40,40) # ax.set_ylim(-35,0) # plt.axes().set_aspect('equal') # plt.show() mod[insideInd] = sigCylinder return mod # def getPlateCorners(xc, zc, dx, dz, rotAng): # # Form rotation matix # rotMat = np.array([[np.cos(rotAng*(np.pi/180.)), -np.sin(rotAng*(np.pi/180.))],[np.sin(rotAng*(np.pi/180.)), np.cos(rotAng*(np.pi/180.))]]) # originCorners = np.array([[-0.5*dx, 0.5*dz], [0.5*dx, 0.5*dz], [-0.5*dx, -0.5*dz], [0.5*dx, -0.5*dz]]) # rotPlateCorners = np.dot(originCorners,rotMat) # plateCorners = rotPlateCorners + np.hstack([np.repeat(xc,4).reshape([4,1]),np.repeat(zc,4).reshape([4,1])]) # return plateCorners # def addPlate2Mod(xc, zc, dx, dz, rotAng, mod, sigPlate): # # use matplotlib paths to find CC inside of polygon # plateCorners = getPlateCorners(xc,zc,dx,dz,rotAng) # verts = [ # (plateCorners[0,:]), # left, top # (plateCorners[1,:]), # right, top # (plateCorners[3,:]), # right, bottom # (plateCorners[2,:]), # left, bottom # (plateCorners[0,:]), # left, top (closes polygon) # ] # codes = [Path.MOVETO, # Path.LINETO, # Path.LINETO, # Path.LINETO, # Path.CLOSEPOLY, # ] # path = Path(verts, codes) # CCLocs = mesh.gridCC # insideInd = np.where(path.contains_points(CCLocs)) # #Check selected cell centers by plotting # # print insideInd # # fig = plt.figure() # # ax = fig.add_subplot(111) # # patch = patches.PathPatch(path, facecolor='none', lw=2) # # ax.add_patch(patch) # # plt.scatter(CCLocs[insideInd,0],CCLocs[insideInd,1]) # # ax.set_xlim(-10,10) # # ax.set_ylim(-20,0) # # plt.axes().set_aspect('equal') # # plt.show() # mod[insideInd] = sigPlate # return mod def get_Surface_Potentials(survey, src, field_obj): phi = field_obj[src, 'phi'] CCLoc = mesh.gridCC zsurfaceLoc = np.max(CCLoc[:, 1]) surfaceInd = np.where(CCLoc[:, 1] == zsurfaceLoc) phiSurface = phi[surfaceInd] xSurface = CCLoc[surfaceInd, 0].T phiScale = 0. if(survey == "Pole-Dipole" or survey == "Pole-Pole"): refInd = Utils.closestPoints(mesh, [xmax + 60., 0.], gridLoc='CC') # refPoint = CCLoc[refInd] # refSurfaceInd = np.where(xSurface == refPoint[0]) # phiScale = np.median(phiSurface) phiScale = phi[refInd] phiSurface = phiSurface - phiScale return xSurface, phiSurface, phiScale def sumCylinderCharges(xc, zc, r, qSecondary): chargeRegionVerts = getCylinderPoints(xc, zc, r + 0.5) codes = chargeRegionVerts.shape[0] * [Path.LINETO] codes[0] = Path.MOVETO codes[-1] = Path.CLOSEPOLY chargeRegionPath = Path(chargeRegionVerts, codes) CCLocs = mesh.gridCC chargeRegionInsideInd = np.where(chargeRegionPath.contains_points(CCLocs)) plateChargeLocs = CCLocs[chargeRegionInsideInd] plateCharge = qSecondary[chargeRegionInsideInd] posInd = np.where(plateCharge >= 0) negInd = np.where(plateCharge < 0) qPos = Utils.mkvc(plateCharge[posInd]) qNeg = Utils.mkvc(plateCharge[negInd]) qPosLoc = plateChargeLocs[posInd, :][0] qNegLoc = plateChargeLocs[negInd, :][0] qPosData = np.vstack([qPosLoc[:, 0], qPosLoc[:, 1], qPos]).T qNegData = np.vstack([qNegLoc[:, 0], qNegLoc[:, 1], qNeg]).T if qNeg.shape == (0,) or qPos.shape == (0,): qNegAvgLoc = np.r_[-10, -10] qPosAvgLoc = np.r_[+10, -10] else: qNegAvgLoc = np.average(qNegLoc, axis=0, weights=qNeg) qPosAvgLoc = np.average(qPosLoc, axis=0, weights=qPos) qPosSum = np.sum(qPos) qNegSum = np.sum(qNeg) # # Check things by plotting # fig = plt.figure() # ax = fig.add_subplot(111) # platePatch = patches.PathPatch(platePath, facecolor='none', lw=2) # ax.add_patch(platePatch) # chargeRegionPatch = patches.PathPatch(chargeRegionPath, facecolor='none', lw=2) # ax.add_patch(chargeRegionPatch) # plt.scatter(qNegAvgLoc[0],qNegAvgLoc[1],color='b') # plt.scatter(qPosAvgLoc[0],qPosAvgLoc[1],color='r') # ax.set_xlim(-15,5) # ax.set_ylim(-25,-5) # plt.axes().set_aspect('equal') # plt.show() return qPosSum, qNegSum, qPosAvgLoc, qNegAvgLoc def getSensitivity(survey, A, B, M, N, model): if(survey == "Dipole-Dipole"): rx = DC.Rx.Dipole(np.r_[M, 0.], np.r_[N, 0.]) src = DC.Src.Dipole([rx], np.r_[A, 0.], np.r_[B, 0.]) elif(survey == "Pole-Dipole"): rx = DC.Rx.Dipole(np.r_[M, 0.], np.r_[N, 0.]) src = DC.Src.Pole([rx], np.r_[A, 0.]) elif(survey == "Dipole-Pole"): rx = DC.Rx.Pole(np.r_[M, 0.]) src = DC.Src.Dipole([rx], np.r_[A, 0.], np.r_[B, 0.]) elif(survey == "Pole-Pole"): rx = DC.Rx.Pole(np.r_[M, 0.]) src = DC.Src.Pole([rx], np.r_[A, 0.]) survey = DC.Survey([src]) problem = DC.Problem3D_CC(mesh, sigmaMap=sigmaMap) problem.Solver = SolverLU problem.pair(survey) fieldObj = problem.fields(model) J = problem.Jtvec(model, np.array([1.]), f=fieldObj) return J def calculateRhoA(survey, VM, VN, A, B, M, N): eps = 1e-9 # to stabilize division if(survey == "Dipole-Dipole"): G = 1. / (1. / (np.abs(A - M) + eps) - 1. / (np.abs(M - B) + eps) - 1. / (np.abs(N - A) + eps) + 1. / (np.abs(N - B) + eps)) rho_a = (VM - VN) * 2. * np.pi * G elif(survey == "Pole-Dipole"): G = 1. / (1. / (np.abs(A - M) + eps) - 1. / (np.abs(N - A) + eps)) rho_a = (VM - VN) * 2. * np.pi * G elif(survey == "Dipole-Pole"): G = 1. / (1. / (np.abs(A - M) + eps) - 1. / (np.abs(M - B) + eps)) rho_a = (VM) * 2. * np.pi * G elif(survey == "Pole-Pole"): G = 1. / (1. / (np.abs(A - M) + eps)) rho_a = (VM) * 2. * np.pi * G return rho_a # Inline functions for computing apparent resistivity # eps = 1e-9 #to stabilize division # G = lambda A, B, M, N: 1. / ( 1./(np.abs(A-M)+eps) - 1./(np.abs(M-B)+eps) - 1./(np.abs(N-A)+eps) + 1./(np.abs(N-B)+eps) ) # rho_a = lambda VM,VN, A,B,M,N: (VM-VN)*2.*np.pi*G(A,B,M,N) def plot_Surface_Potentials(survey, A, B, M, N, zcLayer, dzLayer, xc, zc, r, rhoHalf, rhoLayer, rhoTarget, Field, Type, Scale): labelsize = 16. ticksize = 16. sigTarget = 1. / rhoTarget # rhoLayer = np.exp(logRhoLayer) sigLayer = 1. / rhoLayer sigHalf = 1. / rhoHalf if(survey == "Pole-Dipole" or survey == "Pole-Pole"): B = [] mtrue, mhalf, src, primary_field, total_field = model_fields( A, B, zcLayer, dzLayer, xc, zc, r, sigLayer, sigTarget, sigHalf) fig, ax = plt.subplots(2, 1, figsize=(9 * 1.5, 9 * 1.8), sharex=True) fig.subplots_adjust(right=0.8, wspace=0.05, hspace=0.05) xSurface, phiTotalSurface, phiScaleTotal = get_Surface_Potentials( survey, src, total_field) xSurface, phiPrimSurface, phiScalePrim = get_Surface_Potentials( survey, src, primary_field) ylim = np.r_[-1., 1.] * np.max(np.abs(phiTotalSurface)) xlim = np.array([-40, 40]) if(survey == "Dipole-Pole" or survey == "Pole-Pole"): MInd = np.where(xSurface == M) N = [] VM = phiTotalSurface[MInd[0]] VN = 0. VMprim = phiPrimSurface[MInd[0]] VNprim = 0. else: MInd = np.where(xSurface == M) NInd = np.where(xSurface == N) VM = phiTotalSurface[MInd[0]] VN = phiTotalSurface[NInd[0]] VMprim = phiPrimSurface[MInd[0]] VNprim = phiPrimSurface[NInd[0]] # 2D geometric factor G2D = rhoHalf / (calculateRhoA(survey, VMprim, VNprim, A, B, M, N)) ax[0].plot(xSurface, phiTotalSurface, color=[0.1, 0.5, 0.1], linewidth=2) ax[0].plot(xSurface, phiPrimSurface, linestyle='dashed', linewidth=0.5, color='k') ax[0].grid(which='both', linestyle='-', linewidth=0.5, color=[0.2, 0.2, 0.2], alpha=0.5) if(survey == "Pole-Dipole" or survey == "Pole-Pole"): ax[0].plot(A, 0, '+', markersize=12, markeredgewidth=3, color=[1., 0., 0]) else: ax[0].plot(A, 0, '+', markersize=12, markeredgewidth=3, color=[1., 0., 0]) ax[0].plot(B, 0, '_', markersize=12, markeredgewidth=3, color=[0., 0., 1.]) ax[0].set_ylabel('Potential, (V)', fontsize=14) ax[0].set_xlabel('x (m)', fontsize=14) ax[0].set_xlim(xlim) ax[0].set_ylim(ylim) if(survey == "Dipole-Pole" or survey == "Pole-Pole"): ax[0].plot(M, VM, 'o', color='k') xytextM = ( M + 0.5, np.max([np.min([VM, ylim.max()]), ylim.min()]) + 0.5) ax[0].annotate('%2.1e' % (VM), xy=xytextM, xytext=xytextM, fontsize=labelsize) else: ax[0].plot(M, VM, 'o', color='k') ax[0].plot(N, VN, 'o', color='k') xytextM = ( M + 0.5, np.max([np.min([VM, ylim.max()]), ylim.min()]) + 1.) xytextN = ( N + 0.5, np.max([np.min([VN, ylim.max()]), ylim.min()]) + 1.) ax[0].annotate('%2.1e' % (VM), xy=xytextM, xytext=xytextM, fontsize=labelsize) ax[0].annotate('%2.1e' % (VN), xy=xytextN, xytext=xytextN, fontsize=labelsize) ax[0].tick_params(axis='both', which='major', labelsize=ticksize) props = dict(boxstyle='round', facecolor='grey', alpha=0.4) ax[0].text(xlim.max() + 1, ylim.max() - 0.1 * ylim.max(), '$\\rho_a$ = %2.2f' % (G2D * calculateRhoA(survey, VM, VN, A, B, M, N)), verticalalignment='bottom', bbox=props, fontsize=labelsize) ax[0].legend(['Model Potential', 'Layered Earth Potential'], loc=3, fontsize=labelsize) if Field == 'Model': label = 'Resisitivity (ohm-m)' xtype = 'CC' view = 'real' streamOpts = None ind = indCC formatter = "%.1e" pcolorOpts = {"cmap": "jet_r"} if Scale == 'Log': pcolorOpts = {'norm': matplotlib.colors.LogNorm(), "cmap": "jet_r"} if Type == 'Total': u = 1. / (sigmaMap * mtrue) elif Type == 'Primary': u = 1. / (sigmaMap * mhalf) elif Type == 'Secondary': u = 1. / (sigmaMap * mtrue) - 1. / (sigmaMap * mhalf) if Scale == 'Log': linthresh = 10. pcolorOpts = {'norm': matplotlib.colors.SymLogNorm( linthresh=linthresh, linscale=0.2), "cmap": "jet_r"} elif Field == 'Potential': label = 'Potential (V)' xtype = 'CC' view = 'real' streamOpts = None ind = indCC formatter = "%.1e" pcolorOpts = {"cmap": "viridis"} if Scale == 'Log': linthresh = 10. pcolorOpts = {'norm': matplotlib.colors.SymLogNorm( linthresh=linthresh, linscale=0.2), "cmap": "viridis"} if Type == 'Total': # formatter = LogFormatter(10, labelOnlyBase=False) # pcolorOpts = {'norm':matplotlib.colors.SymLogNorm(linthresh=10, linscale=0.1)} u = total_field[src, 'phi'] - phiScaleTotal elif Type == 'Primary': # formatter = LogFormatter(10, labelOnlyBase=False) # pcolorOpts = {'norm':matplotlib.colors.SymLogNorm(linthresh=10, linscale=0.1)} u = primary_field[src, 'phi'] - phiScalePrim elif Type == 'Secondary': # formatter = None # pcolorOpts = {"cmap":"viridis"} uTotal = total_field[src, 'phi'] - phiScaleTotal uPrim = primary_field[src, 'phi'] - phiScalePrim u = uTotal - uPrim elif Field == 'E': label = 'Electric Field (V/m)' xtype = 'F' view = 'vec' streamOpts = {'color': 'w'} ind = indF #formatter = LogFormatter(10, labelOnlyBase=False) pcolorOpts = {"cmap": "viridis"} if Scale == 'Log': pcolorOpts = {'norm': matplotlib.colors.LogNorm(), "cmap": "viridis"} formatter = "%.1e" if Type == 'Total': u = total_field[src, 'e'] elif Type == 'Primary': u = primary_field[src, 'e'] elif Type == 'Secondary': uTotal = total_field[src, 'e'] uPrim = primary_field[src, 'e'] u = uTotal - uPrim elif Field == 'J': label = 'Current density ($A/m^2$)' xtype = 'F' view = 'vec' streamOpts = {'color': 'w'} ind = indF #formatter = LogFormatter(10, labelOnlyBase=False) pcolorOpts = {"cmap": "viridis"} if Scale == 'Log': pcolorOpts = {'norm': matplotlib.colors.LogNorm(), "cmap": "viridis"} formatter = "%.1e" if Type == 'Total': u = total_field[src, 'j'] elif Type == 'Primary': u = primary_field[src, 'j'] elif Type == 'Secondary': uTotal = total_field[src, 'j'] uPrim = primary_field[src, 'j'] u = uTotal - uPrim elif Field == 'Charge': label = 'Charge Density ($C/m^2$)' xtype = 'CC' view = 'real' streamOpts = None ind = indCC # formatter = LogFormatter(10, labelOnlyBase=False) pcolorOpts = {"cmap": "RdBu_r"} if Scale == 'Log': linthresh = 1e-12 pcolorOpts = {'norm': matplotlib.colors.SymLogNorm( linthresh=linthresh, linscale=0.2), "cmap": "RdBu_r"} formatter = "%.1e" if Type == 'Total': u = total_field[src, 'charge'] elif Type == 'Primary': u = primary_field[src, 'charge'] elif Type == 'Secondary': uTotal = total_field[src, 'charge'] uPrim = primary_field[src, 'charge'] u = uTotal - uPrim elif Field == 'Sensitivity': label = 'Sensitivity' xtype = 'CC' view = 'real' streamOpts = None ind = indCC # formatter = None # pcolorOpts = {"cmap":"viridis"} # formatter = LogFormatter(10, labelOnlyBase=False) pcolorOpts = {"cmap": "viridis"} if Scale == 'Log': linthresh = 1. pcolorOpts = {'norm': matplotlib.colors.SymLogNorm( linthresh=linthresh, linscale=0.2), "cmap": "viridis"} # formatter = formatter = "$10^{%.1f}$" formatter = "%.1e" if Type == 'Total': u = getSensitivity(survey, A, B, M, N, mtrue) elif Type == 'Primary': u = getSensitivity(survey, A, B, M, N, mhalf) elif Type == 'Secondary': uTotal = getSensitivity(survey, A, B, M, N, mtrue) uPrim = getSensitivity(survey, A, B, M, N, mhalf) u = uTotal - uPrim if Scale == 'Log': eps = 1e-16 else: eps = 0. dat = meshcore.plotImage(u[ind] + eps, vType=xtype, ax=ax[1], grid=False, view=view, streamOpts=streamOpts, pcolorOpts=pcolorOpts) # gridOpts={'color':'k', 'alpha':0.5} # Get cylinder outline cylinderPoints = getCylinderPoints(xc, zc, r) if(rhoTarget != rhoHalf): ax[1].plot(cylinderPoints[:, 0], cylinderPoints[ :, 1], linestyle='dashed', color='k') if(rhoLayer != rhoHalf): layerX = np.arange(xmin, xmax + 1) layerTopY = (zcLayer + dzLayer / 2.) * np.ones_like(layerX) layerBottomY = (zcLayer - dzLayer / 2.) * np.ones_like(layerX) ax[1].plot(layerX, layerTopY, linestyle='dashed', color='k') ax[1].plot(layerX, layerBottomY, linestyle='dashed', color='k') if (Field == 'Charge') and (Type != 'Primary') and (Type != 'Total'): qTotal = total_field[src, 'charge'] qPrim = primary_field[src, 'charge'] qSecondary = qTotal - qPrim qPosSum, qNegSum, qPosAvgLoc, qNegAvgLoc = sumCylinderCharges( xc, zc, r, qSecondary) ax[1].plot(qPosAvgLoc[0], qPosAvgLoc[1], marker='.', color='black', markersize=labelsize) ax[1].plot(qNegAvgLoc[0], qNegAvgLoc[1], marker='.', color='black', markersize=labelsize) if(qPosAvgLoc[0] > qNegAvgLoc[0]): xytext_qPos = (qPosAvgLoc[0] + 1., qPosAvgLoc[1] - 0.5) xytext_qNeg = (qNegAvgLoc[0] - 15., qNegAvgLoc[1] - 0.5) else: xytext_qPos = (qPosAvgLoc[0] - 15., qPosAvgLoc[1] - 0.5) xytext_qNeg = (qNegAvgLoc[0] + 1., qNegAvgLoc[1] - 0.5) ax[1].annotate('+Q = %2.1e' % (qPosSum), xy=xytext_qPos, xytext=xytext_qPos, fontsize=labelsize) ax[1].annotate('-Q = %2.1e' % (qNegSum), xy=xytext_qNeg, xytext=xytext_qNeg, fontsize=labelsize) ax[1].set_xlabel('x (m)', fontsize=labelsize) ax[1].set_ylabel('z (m)', fontsize=labelsize) if(survey == "Dipole-Dipole"): ax[1].plot(A, 1., marker='v', color='red', markersize=labelsize) ax[1].plot(B, 1., marker='v', color='blue', markersize=labelsize) ax[1].plot(M, 1., marker='^', color='yellow', markersize=labelsize) ax[1].plot(N, 1., marker='^', color='green', markersize=labelsize) xytextA1 = (A - 0.5, 2.5) xytextB1 = (B - 0.5, 2.5) xytextM1 = (M - 0.5, 2.5) xytextN1 = (N - 0.5, 2.5) ax[1].annotate('A', xy=xytextA1, xytext=xytextA1, fontsize=labelsize) ax[1].annotate('B', xy=xytextB1, xytext=xytextB1, fontsize=labelsize) ax[1].annotate('M', xy=xytextM1, xytext=xytextM1, fontsize=labelsize) ax[1].annotate('N', xy=xytextN1, xytext=xytextN1, fontsize=labelsize) elif(survey == "Pole-Dipole"): ax[1].plot(A, 1., marker='v', color='red', markersize=labelsize) ax[1].plot(M, 1., marker='^', color='yellow', markersize=labelsize) ax[1].plot(N, 1., marker='^', color='green', markersize=labelsize) xytextA1 = (A - 0.5, 2.5) xytextM1 = (M - 0.5, 2.5) xytextN1 = (N - 0.5, 2.5) ax[1].annotate('A', xy=xytextA1, xytext=xytextA1, fontsize=labelsize) ax[1].annotate('M', xy=xytextM1, xytext=xytextM1, fontsize=labelsize) ax[1].annotate('N', xy=xytextN1, xytext=xytextN1, fontsize=labelsize) elif(survey == "Dipole-Pole"): ax[1].plot(A, 1., marker='v', color='red', markersize=labelsize) ax[1].plot(B, 1., marker='v', color='blue', markersize=labelsize) ax[1].plot(M, 1., marker='^', color='yellow', markersize=labelsize) xytextA1 = (A - 0.5, 2.5) xytextB1 = (B - 0.5, 2.5) xytextM1 = (M - 0.5, 2.5) ax[1].annotate('A', xy=xytextA1, xytext=xytextA1, fontsize=labelsize) ax[1].annotate('B', xy=xytextB1, xytext=xytextB1, fontsize=labelsize) ax[1].annotate('M', xy=xytextM1, xytext=xytextM1, fontsize=labelsize) elif(survey == "Pole-Pole"): ax[1].plot(A, 1., marker='v', color='red', markersize=labelsize) ax[1].plot(M, 1., marker='^', color='yellow', markersize=labelsize) xytextA1 = (A - 0.5, 2.5) xytextM1 = (M - 0.5, 2.5) ax[1].annotate('A', xy=xytextA1, xytext=xytextA1, fontsize=labelsize) ax[1].annotate('M', xy=xytextM1, xytext=xytextM1, fontsize=labelsize) ax[1].tick_params(axis='both', which='major', labelsize=ticksize) cbar_ax = fig.add_axes([0.8, 0.05, 0.08, 0.5]) cbar_ax.axis('off') vmin, vmax = dat[0].get_clim() if Scale == 'Log': if (Field == 'E') or (Field == 'J'): cb = plt.colorbar(dat[0], ax=cbar_ax, format=formatter, ticks=np.logspace( np.log10(vmin), np.log10(vmax), 5)) elif (Field == 'Model'): if (Type == 'Secondary'): cb = plt.colorbar(dat[0], ax=cbar_ax, format=formatter, ticks=np.r_[ np.minimum(0., vmin), np.maximum(0., vmax)]) else: cb = plt.colorbar(dat[0], ax=cbar_ax, format=formatter, ticks=np.logspace( np.log10(vmin), np.log10(vmax), 5)) else: cb = plt.colorbar(dat[0], ax=cbar_ax, format=formatter, ticks=np.r_[-1. * np.logspace( np.log10(-vmin - eps), np.log10(linthresh), 3)[:-1], 0., np.logspace(np.log10(linthresh), np.log10(vmax), 3)[1:]]) else: if (Field == 'Model') and (Type == 'Secondary'): cb = plt.colorbar(dat[0], ax=cbar_ax, format=formatter, ticks=np.r_[ np.minimum(0., vmin), np.maximum(0., vmax)]) else: cb = plt.colorbar( dat[0], ax=cbar_ax, format=formatter, ticks=np.linspace(vmin, vmax, 5)) cb.ax.tick_params(labelsize=ticksize) cb.set_label(label, fontsize=labelsize) ax[1].set_xlim([-40., 40.]) ax[1].set_ylim([-40., 8.]) ax[1].set_aspect('equal') plt.show() def ResLayer_app(): app = widgetify(plot_Surface_Potentials, survey=ToggleButtons(options=[ 'Dipole-Dipole', 'Dipole-Pole', 'Pole-Dipole', 'Pole-Pole'], value='Dipole-Dipole'), zcLayer=FloatSlider(min=-10., max=0., step=1., value=-10., continuous_update=False, description="$zc_{layer}$"), dzLayer=FloatSlider(min=0.5, max=5., step=0.5, value=1., continuous_update=False, description="$dz_{layer}$"), rhoLayer=FloatText( min=1e-8, max=1e8, value=5000., continuous_update=False, description='$\\rho_{2}$'), xc=FloatSlider(min=-30., max=30., step=1., value=0., continuous_update=False), zc=FloatSlider(min=-30., max=-15., step=0.5, value=-25., continuous_update=False), r=FloatSlider(min=1., max=10., step=0.5, value=5., continuous_update=False), rhoHalf=FloatText( min=1e-8, max=1e8, value=500., continuous_update=False, description='$\\rho_{1}$'), rhoTarget=FloatText( min=1e-8, max=1e8, value=500., continuous_update=False, description='$\\rho_{3}$'), A=FloatSlider(min=-30.25, max=30.25, step=0.5, value=-30.25, continuous_update=False), B=FloatSlider(min=-30.25, max=30.25, step=0.5, value=30.25, continuous_update=False), M=FloatSlider(min=-30.25, max=30.25, step=0.5, value=-10.25, continuous_update=False), N=FloatSlider(min=-30.25, max=30.25, step=0.5, value=10.25, continuous_update=False), Field=ToggleButtons( options=['Model', 'Potential', 'E', 'J', 'Charge', 'Sensitivity'], value='Model'), Type=ToggleButtons( options=['Total', 'Primary', 'Secondary'], value='Total'), Scale=ToggleButtons( options=['Linear', 'Log'], value='Linear') ) return app
mit
dwettstein/pattern-recognition-2016
mlp/model_selection/tests/test_validation.py
18
28537
"""Test the validation module""" from __future__ import division import sys import warnings import numpy as np from scipy.sparse import coo_matrix, csr_matrix from sklearn.utils.testing import assert_true from sklearn.utils.testing import assert_false from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_almost_equal from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_raise_message from sklearn.utils.testing import assert_greater from sklearn.utils.testing import assert_less from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_array_equal from sklearn.utils.testing import assert_warns from sklearn.utils.mocking import CheckingClassifier, MockDataFrame from sklearn.model_selection import cross_val_score from sklearn.model_selection import cross_val_predict from sklearn.model_selection import permutation_test_score from sklearn.model_selection import KFold from sklearn.model_selection import StratifiedKFold from sklearn.model_selection import LeaveOneOut from sklearn.model_selection import LeaveOneLabelOut from sklearn.model_selection import LeavePLabelOut from sklearn.model_selection import LabelKFold from sklearn.model_selection import LabelShuffleSplit from sklearn.model_selection import learning_curve from sklearn.model_selection import validation_curve from sklearn.model_selection._validation import _check_is_permutation from sklearn.datasets import make_regression from sklearn.datasets import load_boston from sklearn.datasets import load_iris from sklearn.metrics import explained_variance_score from sklearn.metrics import make_scorer from sklearn.metrics import precision_score from sklearn.linear_model import Ridge from sklearn.linear_model import PassiveAggressiveClassifier from sklearn.neighbors import KNeighborsClassifier from sklearn.svm import SVC from sklearn.cluster import KMeans from sklearn.preprocessing import Imputer from sklearn.pipeline import Pipeline from sklearn.externals.six.moves import cStringIO as StringIO from sklearn.base import BaseEstimator from sklearn.multiclass import OneVsRestClassifier from sklearn.datasets import make_classification from sklearn.datasets import make_multilabel_classification from test_split import MockClassifier class MockImprovingEstimator(BaseEstimator): """Dummy classifier to test the learning curve""" def __init__(self, n_max_train_sizes): self.n_max_train_sizes = n_max_train_sizes self.train_sizes = 0 self.X_subset = None def fit(self, X_subset, y_subset=None): self.X_subset = X_subset self.train_sizes = X_subset.shape[0] return self def predict(self, X): raise NotImplementedError def score(self, X=None, Y=None): # training score becomes worse (2 -> 1), test error better (0 -> 1) if self._is_training_data(X): return 2. - float(self.train_sizes) / self.n_max_train_sizes else: return float(self.train_sizes) / self.n_max_train_sizes def _is_training_data(self, X): return X is self.X_subset class MockIncrementalImprovingEstimator(MockImprovingEstimator): """Dummy classifier that provides partial_fit""" def __init__(self, n_max_train_sizes): super(MockIncrementalImprovingEstimator, self).__init__(n_max_train_sizes) self.x = None def _is_training_data(self, X): return self.x in X def partial_fit(self, X, y=None, **params): self.train_sizes += X.shape[0] self.x = X[0] class MockEstimatorWithParameter(BaseEstimator): """Dummy classifier to test the validation curve""" def __init__(self, param=0.5): self.X_subset = None self.param = param def fit(self, X_subset, y_subset): self.X_subset = X_subset self.train_sizes = X_subset.shape[0] return self def predict(self, X): raise NotImplementedError def score(self, X=None, y=None): return self.param if self._is_training_data(X) else 1 - self.param def _is_training_data(self, X): return X is self.X_subset # XXX: use 2D array, since 1D X is being detected as a single sample in # check_consistent_length X = np.ones((10, 2)) X_sparse = coo_matrix(X) y = np.array([0, 0, 1, 1, 2, 2, 3, 3, 4, 4]) # The number of samples per class needs to be > n_folds, for StratifiedKFold(3) y2 = np.array([1, 1, 1, 2, 2, 2, 3, 3, 3, 3]) def test_cross_val_score(): clf = MockClassifier() for a in range(-10, 10): clf.a = a # Smoke test scores = cross_val_score(clf, X, y2) assert_array_equal(scores, clf.score(X, y2)) # test with multioutput y multioutput_y = np.column_stack([y2, y2[::-1]]) scores = cross_val_score(clf, X_sparse, multioutput_y) assert_array_equal(scores, clf.score(X_sparse, multioutput_y)) scores = cross_val_score(clf, X_sparse, y2) assert_array_equal(scores, clf.score(X_sparse, y2)) # test with multioutput y scores = cross_val_score(clf, X_sparse, multioutput_y) assert_array_equal(scores, clf.score(X_sparse, multioutput_y)) # test with X and y as list list_check = lambda x: isinstance(x, list) clf = CheckingClassifier(check_X=list_check) scores = cross_val_score(clf, X.tolist(), y2.tolist()) clf = CheckingClassifier(check_y=list_check) scores = cross_val_score(clf, X, y2.tolist()) assert_raises(ValueError, cross_val_score, clf, X, y2, scoring="sklearn") # test with 3d X and X_3d = X[:, :, np.newaxis] clf = MockClassifier(allow_nd=True) scores = cross_val_score(clf, X_3d, y2) clf = MockClassifier(allow_nd=False) assert_raises(ValueError, cross_val_score, clf, X_3d, y2) def test_cross_val_score_predict_labels(): # Check if ValueError (when labels is None) propagates to cross_val_score # and cross_val_predict # And also check if labels is correctly passed to the cv object X, y = make_classification(n_samples=20, n_classes=2, random_state=0) clf = SVC(kernel="linear") label_cvs = [LeaveOneLabelOut(), LeavePLabelOut(2), LabelKFold(), LabelShuffleSplit()] for cv in label_cvs: assert_raise_message(ValueError, "The labels parameter should not be None", cross_val_score, estimator=clf, X=X, y=y, cv=cv) assert_raise_message(ValueError, "The labels parameter should not be None", cross_val_predict, estimator=clf, X=X, y=y, cv=cv) def test_cross_val_score_pandas(): # check cross_val_score doesn't destroy pandas dataframe types = [(MockDataFrame, MockDataFrame)] try: from pandas import Series, DataFrame types.append((Series, DataFrame)) except ImportError: pass for TargetType, InputFeatureType in types: # X dataframe, y series # 3 fold cross val is used so we need atleast 3 samples per class X_df, y_ser = InputFeatureType(X), TargetType(y2) check_df = lambda x: isinstance(x, InputFeatureType) check_series = lambda x: isinstance(x, TargetType) clf = CheckingClassifier(check_X=check_df, check_y=check_series) cross_val_score(clf, X_df, y_ser) def test_cross_val_score_mask(): # test that cross_val_score works with boolean masks svm = SVC(kernel="linear") iris = load_iris() X, y = iris.data, iris.target kfold = KFold(5) scores_indices = cross_val_score(svm, X, y, cv=kfold) kfold = KFold(5) cv_masks = [] for train, test in kfold.split(X, y): mask_train = np.zeros(len(y), dtype=np.bool) mask_test = np.zeros(len(y), dtype=np.bool) mask_train[train] = 1 mask_test[test] = 1 cv_masks.append((train, test)) scores_masks = cross_val_score(svm, X, y, cv=cv_masks) assert_array_equal(scores_indices, scores_masks) def test_cross_val_score_precomputed(): # test for svm with precomputed kernel svm = SVC(kernel="precomputed") iris = load_iris() X, y = iris.data, iris.target linear_kernel = np.dot(X, X.T) score_precomputed = cross_val_score(svm, linear_kernel, y) svm = SVC(kernel="linear") score_linear = cross_val_score(svm, X, y) assert_array_equal(score_precomputed, score_linear) # Error raised for non-square X svm = SVC(kernel="precomputed") assert_raises(ValueError, cross_val_score, svm, X, y) # test error is raised when the precomputed kernel is not array-like # or sparse assert_raises(ValueError, cross_val_score, svm, linear_kernel.tolist(), y) def test_cross_val_score_fit_params(): clf = MockClassifier() n_samples = X.shape[0] n_classes = len(np.unique(y)) W_sparse = coo_matrix((np.array([1]), (np.array([1]), np.array([0]))), shape=(10, 1)) P_sparse = coo_matrix(np.eye(5)) DUMMY_INT = 42 DUMMY_STR = '42' DUMMY_OBJ = object() def assert_fit_params(clf): # Function to test that the values are passed correctly to the # classifier arguments for non-array type assert_equal(clf.dummy_int, DUMMY_INT) assert_equal(clf.dummy_str, DUMMY_STR) assert_equal(clf.dummy_obj, DUMMY_OBJ) fit_params = {'sample_weight': np.ones(n_samples), 'class_prior': np.ones(n_classes) / n_classes, 'sparse_sample_weight': W_sparse, 'sparse_param': P_sparse, 'dummy_int': DUMMY_INT, 'dummy_str': DUMMY_STR, 'dummy_obj': DUMMY_OBJ, 'callback': assert_fit_params} cross_val_score(clf, X, y, fit_params=fit_params) def test_cross_val_score_score_func(): clf = MockClassifier() _score_func_args = [] def score_func(y_test, y_predict): _score_func_args.append((y_test, y_predict)) return 1.0 with warnings.catch_warnings(record=True): scoring = make_scorer(score_func) score = cross_val_score(clf, X, y, scoring=scoring) assert_array_equal(score, [1.0, 1.0, 1.0]) assert len(_score_func_args) == 3 def test_cross_val_score_errors(): class BrokenEstimator: pass assert_raises(TypeError, cross_val_score, BrokenEstimator(), X) def test_cross_val_score_with_score_func_classification(): iris = load_iris() clf = SVC(kernel='linear') # Default score (should be the accuracy score) scores = cross_val_score(clf, iris.data, iris.target, cv=5) assert_array_almost_equal(scores, [0.97, 1., 0.97, 0.97, 1.], 2) # Correct classification score (aka. zero / one score) - should be the # same as the default estimator score zo_scores = cross_val_score(clf, iris.data, iris.target, scoring="accuracy", cv=5) assert_array_almost_equal(zo_scores, [0.97, 1., 0.97, 0.97, 1.], 2) # F1 score (class are balanced so f1_score should be equal to zero/one # score f1_scores = cross_val_score(clf, iris.data, iris.target, scoring="f1_weighted", cv=5) assert_array_almost_equal(f1_scores, [0.97, 1., 0.97, 0.97, 1.], 2) def test_cross_val_score_with_score_func_regression(): X, y = make_regression(n_samples=30, n_features=20, n_informative=5, random_state=0) reg = Ridge() # Default score of the Ridge regression estimator scores = cross_val_score(reg, X, y, cv=5) assert_array_almost_equal(scores, [0.94, 0.97, 0.97, 0.99, 0.92], 2) # R2 score (aka. determination coefficient) - should be the # same as the default estimator score r2_scores = cross_val_score(reg, X, y, scoring="r2", cv=5) assert_array_almost_equal(r2_scores, [0.94, 0.97, 0.97, 0.99, 0.92], 2) # Mean squared error; this is a loss function, so "scores" are negative mse_scores = cross_val_score(reg, X, y, cv=5, scoring="mean_squared_error") expected_mse = np.array([-763.07, -553.16, -274.38, -273.26, -1681.99]) assert_array_almost_equal(mse_scores, expected_mse, 2) # Explained variance scoring = make_scorer(explained_variance_score) ev_scores = cross_val_score(reg, X, y, cv=5, scoring=scoring) assert_array_almost_equal(ev_scores, [0.94, 0.97, 0.97, 0.99, 0.92], 2) def test_permutation_score(): iris = load_iris() X = iris.data X_sparse = coo_matrix(X) y = iris.target svm = SVC(kernel='linear') cv = StratifiedKFold(2) score, scores, pvalue = permutation_test_score( svm, X, y, n_permutations=30, cv=cv, scoring="accuracy") assert_greater(score, 0.9) assert_almost_equal(pvalue, 0.0, 1) score_label, _, pvalue_label = permutation_test_score( svm, X, y, n_permutations=30, cv=cv, scoring="accuracy", labels=np.ones(y.size), random_state=0) assert_true(score_label == score) assert_true(pvalue_label == pvalue) # check that we obtain the same results with a sparse representation svm_sparse = SVC(kernel='linear') cv_sparse = StratifiedKFold(2) score_label, _, pvalue_label = permutation_test_score( svm_sparse, X_sparse, y, n_permutations=30, cv=cv_sparse, scoring="accuracy", labels=np.ones(y.size), random_state=0) assert_true(score_label == score) assert_true(pvalue_label == pvalue) # test with custom scoring object def custom_score(y_true, y_pred): return (((y_true == y_pred).sum() - (y_true != y_pred).sum()) / y_true.shape[0]) scorer = make_scorer(custom_score) score, _, pvalue = permutation_test_score( svm, X, y, n_permutations=100, scoring=scorer, cv=cv, random_state=0) assert_almost_equal(score, .93, 2) assert_almost_equal(pvalue, 0.01, 3) # set random y y = np.mod(np.arange(len(y)), 3) score, scores, pvalue = permutation_test_score( svm, X, y, n_permutations=30, cv=cv, scoring="accuracy") assert_less(score, 0.5) assert_greater(pvalue, 0.2) def test_permutation_test_score_allow_nans(): # Check that permutation_test_score allows input data with NaNs X = np.arange(200, dtype=np.float64).reshape(10, -1) X[2, :] = np.nan y = np.repeat([0, 1], X.shape[0] / 2) p = Pipeline([ ('imputer', Imputer(strategy='mean', missing_values='NaN')), ('classifier', MockClassifier()), ]) permutation_test_score(p, X, y, cv=5) def test_cross_val_score_allow_nans(): # Check that cross_val_score allows input data with NaNs X = np.arange(200, dtype=np.float64).reshape(10, -1) X[2, :] = np.nan y = np.repeat([0, 1], X.shape[0] / 2) p = Pipeline([ ('imputer', Imputer(strategy='mean', missing_values='NaN')), ('classifier', MockClassifier()), ]) cross_val_score(p, X, y, cv=5) def test_cross_val_score_multilabel(): X = np.array([[-3, 4], [2, 4], [3, 3], [0, 2], [-3, 1], [-2, 1], [0, 0], [-2, -1], [-1, -2], [1, -2]]) y = np.array([[1, 1], [0, 1], [0, 1], [0, 1], [1, 1], [0, 1], [1, 0], [1, 1], [1, 0], [0, 0]]) clf = KNeighborsClassifier(n_neighbors=1) scoring_micro = make_scorer(precision_score, average='micro') scoring_macro = make_scorer(precision_score, average='macro') scoring_samples = make_scorer(precision_score, average='samples') score_micro = cross_val_score(clf, X, y, scoring=scoring_micro, cv=5) score_macro = cross_val_score(clf, X, y, scoring=scoring_macro, cv=5) score_samples = cross_val_score(clf, X, y, scoring=scoring_samples, cv=5) assert_almost_equal(score_micro, [1, 1 / 2, 3 / 4, 1 / 2, 1 / 3]) assert_almost_equal(score_macro, [1, 1 / 2, 3 / 4, 1 / 2, 1 / 4]) assert_almost_equal(score_samples, [1, 1 / 2, 3 / 4, 1 / 2, 1 / 4]) def test_cross_val_predict(): boston = load_boston() X, y = boston.data, boston.target cv = KFold() est = Ridge() # Naive loop (should be same as cross_val_predict): preds2 = np.zeros_like(y) for train, test in cv.split(X, y): est.fit(X[train], y[train]) preds2[test] = est.predict(X[test]) preds = cross_val_predict(est, X, y, cv=cv) assert_array_almost_equal(preds, preds2) preds = cross_val_predict(est, X, y) assert_equal(len(preds), len(y)) cv = LeaveOneOut() preds = cross_val_predict(est, X, y, cv=cv) assert_equal(len(preds), len(y)) Xsp = X.copy() Xsp *= (Xsp > np.median(Xsp)) Xsp = coo_matrix(Xsp) preds = cross_val_predict(est, Xsp, y) assert_array_almost_equal(len(preds), len(y)) preds = cross_val_predict(KMeans(), X) assert_equal(len(preds), len(y)) class BadCV(): def split(self, X, y=None, labels=None): for i in range(4): yield np.array([0, 1, 2, 3]), np.array([4, 5, 6, 7, 8]) assert_raises(ValueError, cross_val_predict, est, X, y, cv=BadCV()) def test_cross_val_predict_input_types(): iris = load_iris() X, y = iris.data, iris.target X_sparse = coo_matrix(X) multioutput_y = np.column_stack([y, y[::-1]]) clf = Ridge(fit_intercept=False, random_state=0) # 3 fold cv is used --> atleast 3 samples per class # Smoke test predictions = cross_val_predict(clf, X, y) assert_equal(predictions.shape, (150,)) # test with multioutput y predictions = cross_val_predict(clf, X_sparse, multioutput_y) assert_equal(predictions.shape, (150, 2)) predictions = cross_val_predict(clf, X_sparse, y) assert_array_equal(predictions.shape, (150,)) # test with multioutput y predictions = cross_val_predict(clf, X_sparse, multioutput_y) assert_array_equal(predictions.shape, (150, 2)) # test with X and y as list list_check = lambda x: isinstance(x, list) clf = CheckingClassifier(check_X=list_check) predictions = cross_val_predict(clf, X.tolist(), y.tolist()) clf = CheckingClassifier(check_y=list_check) predictions = cross_val_predict(clf, X, y.tolist()) # test with 3d X and X_3d = X[:, :, np.newaxis] check_3d = lambda x: x.ndim == 3 clf = CheckingClassifier(check_X=check_3d) predictions = cross_val_predict(clf, X_3d, y) assert_array_equal(predictions.shape, (150,)) def test_cross_val_predict_pandas(): # check cross_val_score doesn't destroy pandas dataframe types = [(MockDataFrame, MockDataFrame)] try: from pandas import Series, DataFrame types.append((Series, DataFrame)) except ImportError: pass for TargetType, InputFeatureType in types: # X dataframe, y series X_df, y_ser = InputFeatureType(X), TargetType(y2) check_df = lambda x: isinstance(x, InputFeatureType) check_series = lambda x: isinstance(x, TargetType) clf = CheckingClassifier(check_X=check_df, check_y=check_series) cross_val_predict(clf, X_df, y_ser) def test_cross_val_score_sparse_fit_params(): iris = load_iris() X, y = iris.data, iris.target clf = MockClassifier() fit_params = {'sparse_sample_weight': coo_matrix(np.eye(X.shape[0]))} a = cross_val_score(clf, X, y, fit_params=fit_params) assert_array_equal(a, np.ones(3)) def test_learning_curve(): X, y = make_classification(n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) estimator = MockImprovingEstimator(20) with warnings.catch_warnings(record=True) as w: train_sizes, train_scores, test_scores = learning_curve( estimator, X, y, cv=3, train_sizes=np.linspace(0.1, 1.0, 10)) if len(w) > 0: raise RuntimeError("Unexpected warning: %r" % w[0].message) assert_equal(train_scores.shape, (10, 3)) assert_equal(test_scores.shape, (10, 3)) assert_array_equal(train_sizes, np.linspace(2, 20, 10)) assert_array_almost_equal(train_scores.mean(axis=1), np.linspace(1.9, 1.0, 10)) assert_array_almost_equal(test_scores.mean(axis=1), np.linspace(0.1, 1.0, 10)) def test_learning_curve_unsupervised(): X, _ = make_classification(n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) estimator = MockImprovingEstimator(20) train_sizes, train_scores, test_scores = learning_curve( estimator, X, y=None, cv=3, train_sizes=np.linspace(0.1, 1.0, 10)) assert_array_equal(train_sizes, np.linspace(2, 20, 10)) assert_array_almost_equal(train_scores.mean(axis=1), np.linspace(1.9, 1.0, 10)) assert_array_almost_equal(test_scores.mean(axis=1), np.linspace(0.1, 1.0, 10)) def test_learning_curve_verbose(): X, y = make_classification(n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) estimator = MockImprovingEstimator(20) old_stdout = sys.stdout sys.stdout = StringIO() try: train_sizes, train_scores, test_scores = \ learning_curve(estimator, X, y, cv=3, verbose=1) finally: out = sys.stdout.getvalue() sys.stdout.close() sys.stdout = old_stdout assert("[learning_curve]" in out) def test_learning_curve_incremental_learning_not_possible(): X, y = make_classification(n_samples=2, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) # The mockup does not have partial_fit() estimator = MockImprovingEstimator(1) assert_raises(ValueError, learning_curve, estimator, X, y, exploit_incremental_learning=True) def test_learning_curve_incremental_learning(): X, y = make_classification(n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) estimator = MockIncrementalImprovingEstimator(20) train_sizes, train_scores, test_scores = learning_curve( estimator, X, y, cv=3, exploit_incremental_learning=True, train_sizes=np.linspace(0.1, 1.0, 10)) assert_array_equal(train_sizes, np.linspace(2, 20, 10)) assert_array_almost_equal(train_scores.mean(axis=1), np.linspace(1.9, 1.0, 10)) assert_array_almost_equal(test_scores.mean(axis=1), np.linspace(0.1, 1.0, 10)) def test_learning_curve_incremental_learning_unsupervised(): X, _ = make_classification(n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) estimator = MockIncrementalImprovingEstimator(20) train_sizes, train_scores, test_scores = learning_curve( estimator, X, y=None, cv=3, exploit_incremental_learning=True, train_sizes=np.linspace(0.1, 1.0, 10)) assert_array_equal(train_sizes, np.linspace(2, 20, 10)) assert_array_almost_equal(train_scores.mean(axis=1), np.linspace(1.9, 1.0, 10)) assert_array_almost_equal(test_scores.mean(axis=1), np.linspace(0.1, 1.0, 10)) def test_learning_curve_batch_and_incremental_learning_are_equal(): X, y = make_classification(n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) train_sizes = np.linspace(0.2, 1.0, 5) estimator = PassiveAggressiveClassifier(n_iter=1, shuffle=False) train_sizes_inc, train_scores_inc, test_scores_inc = \ learning_curve( estimator, X, y, train_sizes=train_sizes, cv=3, exploit_incremental_learning=True) train_sizes_batch, train_scores_batch, test_scores_batch = \ learning_curve( estimator, X, y, cv=3, train_sizes=train_sizes, exploit_incremental_learning=False) assert_array_equal(train_sizes_inc, train_sizes_batch) assert_array_almost_equal(train_scores_inc.mean(axis=1), train_scores_batch.mean(axis=1)) assert_array_almost_equal(test_scores_inc.mean(axis=1), test_scores_batch.mean(axis=1)) def test_learning_curve_n_sample_range_out_of_bounds(): X, y = make_classification(n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) estimator = MockImprovingEstimator(20) assert_raises(ValueError, learning_curve, estimator, X, y, cv=3, train_sizes=[0, 1]) assert_raises(ValueError, learning_curve, estimator, X, y, cv=3, train_sizes=[0.0, 1.0]) assert_raises(ValueError, learning_curve, estimator, X, y, cv=3, train_sizes=[0.1, 1.1]) assert_raises(ValueError, learning_curve, estimator, X, y, cv=3, train_sizes=[0, 20]) assert_raises(ValueError, learning_curve, estimator, X, y, cv=3, train_sizes=[1, 21]) def test_learning_curve_remove_duplicate_sample_sizes(): X, y = make_classification(n_samples=3, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) estimator = MockImprovingEstimator(2) train_sizes, _, _ = assert_warns( RuntimeWarning, learning_curve, estimator, X, y, cv=3, train_sizes=np.linspace(0.33, 1.0, 3)) assert_array_equal(train_sizes, [1, 2]) def test_learning_curve_with_boolean_indices(): X, y = make_classification(n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) estimator = MockImprovingEstimator(20) cv = KFold(n_folds=3) train_sizes, train_scores, test_scores = learning_curve( estimator, X, y, cv=cv, train_sizes=np.linspace(0.1, 1.0, 10)) assert_array_equal(train_sizes, np.linspace(2, 20, 10)) assert_array_almost_equal(train_scores.mean(axis=1), np.linspace(1.9, 1.0, 10)) assert_array_almost_equal(test_scores.mean(axis=1), np.linspace(0.1, 1.0, 10)) def test_validation_curve(): X, y = make_classification(n_samples=2, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) param_range = np.linspace(0, 1, 10) with warnings.catch_warnings(record=True) as w: train_scores, test_scores = validation_curve( MockEstimatorWithParameter(), X, y, param_name="param", param_range=param_range, cv=2 ) if len(w) > 0: raise RuntimeError("Unexpected warning: %r" % w[0].message) assert_array_almost_equal(train_scores.mean(axis=1), param_range) assert_array_almost_equal(test_scores.mean(axis=1), 1 - param_range) def test_check_is_permutation(): p = np.arange(100) assert_true(_check_is_permutation(p, 100)) assert_false(_check_is_permutation(np.delete(p, 23), 100)) p[0] = 23 assert_false(_check_is_permutation(p, 100)) def test_cross_val_predict_sparse_prediction(): # check that cross_val_predict gives same result for sparse and dense input X, y = make_multilabel_classification(n_classes=2, n_labels=1, allow_unlabeled=False, return_indicator=True, random_state=1) X_sparse = csr_matrix(X) y_sparse = csr_matrix(y) classif = OneVsRestClassifier(SVC(kernel='linear')) preds = cross_val_predict(classif, X, y, cv=10) preds_sparse = cross_val_predict(classif, X_sparse, y_sparse, cv=10) preds_sparse = preds_sparse.toarray() assert_array_almost_equal(preds_sparse, preds)
mit
rs2/pandas
scripts/validate_docstrings.py
2
14040
#!/usr/bin/env python3 """ Analyze docstrings to detect errors. If no argument is provided, it does a quick check of docstrings and returns a csv with all API functions and results of basic checks. If a function or method is provided in the form "pandas.function", "pandas.module.class.method", etc. a list of all errors in the docstring for the specified function or method. Usage:: $ ./validate_docstrings.py $ ./validate_docstrings.py pandas.DataFrame.head """ import argparse import doctest import glob import importlib import json import os import sys import tempfile from typing import List, Optional import flake8.main.application try: from io import StringIO except ImportError: from cStringIO import StringIO # Template backend makes matplotlib to not plot anything. This is useful # to avoid that plot windows are open from the doctests while running the # script. Setting here before matplotlib is loaded. # We don't warn for the number of open plots, as none is actually being opened os.environ["MPLBACKEND"] = "Template" import matplotlib # noqa: E402 isort:skip matplotlib.rc("figure", max_open_warning=10000) import numpy # noqa: E402 isort:skip BASE_PATH = os.path.dirname(os.path.dirname(os.path.abspath(__file__))) sys.path.insert(0, os.path.join(BASE_PATH)) import pandas # noqa: E402 isort:skip sys.path.insert(1, os.path.join(BASE_PATH, "doc", "sphinxext")) from numpydoc.validate import validate, Docstring # noqa: E402 isort:skip PRIVATE_CLASSES = ["NDFrame", "IndexOpsMixin"] ERROR_MSGS = { "GL04": "Private classes ({mentioned_private_classes}) should not be " "mentioned in public docstrings", "SA05": "{reference_name} in `See Also` section does not need `pandas` " "prefix, use {right_reference} instead.", "EX02": "Examples do not pass tests:\n{doctest_log}", "EX03": "flake8 error: {error_code} {error_message}{times_happening}", "EX04": "Do not import {imported_library}, as it is imported " "automatically for the examples (numpy as np, pandas as pd)", } def pandas_error(code, **kwargs): """ Copy of the numpydoc error function, since ERROR_MSGS can't be updated with our custom errors yet. """ return (code, ERROR_MSGS[code].format(**kwargs)) def get_api_items(api_doc_fd): """ Yield information about all public API items. Parse api.rst file from the documentation, and extract all the functions, methods, classes, attributes... This should include all pandas public API. Parameters ---------- api_doc_fd : file descriptor A file descriptor of the API documentation page, containing the table of contents with all the public API. Yields ------ name : str The name of the object (e.g. 'pandas.Series.str.upper). func : function The object itself. In most cases this will be a function or method, but it can also be classes, properties, cython objects... section : str The name of the section in the API page where the object item is located. subsection : str The name of the subsection in the API page where the object item is located. """ current_module = "pandas" previous_line = current_section = current_subsection = "" position = None for line in api_doc_fd: line = line.strip() if len(line) == len(previous_line): if set(line) == set("-"): current_section = previous_line continue if set(line) == set("~"): current_subsection = previous_line continue if line.startswith(".. currentmodule::"): current_module = line.replace(".. currentmodule::", "").strip() continue if line == ".. autosummary::": position = "autosummary" continue if position == "autosummary": if line == "": position = "items" continue if position == "items": if line == "": position = None continue item = line.strip() func = importlib.import_module(current_module) for part in item.split("."): func = getattr(func, part) yield ( ".".join([current_module, item]), func, current_section, current_subsection, ) previous_line = line class PandasDocstring(Docstring): @property def mentioned_private_classes(self): return [klass for klass in PRIVATE_CLASSES if klass in self.raw_doc] @property def examples_errors(self): flags = doctest.NORMALIZE_WHITESPACE | doctest.IGNORE_EXCEPTION_DETAIL finder = doctest.DocTestFinder() runner = doctest.DocTestRunner(optionflags=flags) context = {"np": numpy, "pd": pandas} error_msgs = "" for test in finder.find(self.raw_doc, self.name, globs=context): f = StringIO() runner.run(test, out=f.write) error_msgs += f.getvalue() return error_msgs @property def examples_source_code(self): lines = doctest.DocTestParser().get_examples(self.raw_doc) return [line.source for line in lines] def validate_pep8(self): if not self.examples: return # F401 is needed to not generate flake8 errors in examples # that do not user numpy or pandas content = "".join( ( "import numpy as np # noqa: F401\n", "import pandas as pd # noqa: F401\n", *self.examples_source_code, ) ) application = flake8.main.application.Application() application.initialize(["--quiet"]) with tempfile.NamedTemporaryFile(mode="w", encoding="utf-8") as file: file.write(content) file.flush() application.run_checks([file.name]) # We need this to avoid flake8 printing the names of the files to # the standard output application.formatter.write = lambda line, source: None application.report() yield from application.guide.stats.statistics_for("") def pandas_validate(func_name: str): """ Call the numpydoc validation, and add the errors specific to pandas. Parameters ---------- func_name : str Name of the object of the docstring to validate. Returns ------- dict Information about the docstring and the errors found. """ doc = PandasDocstring(func_name) result = validate(func_name) mentioned_errs = doc.mentioned_private_classes if mentioned_errs: result["errors"].append( pandas_error("GL04", mentioned_private_classes=", ".join(mentioned_errs)) ) if doc.see_also: for rel_name, rel_desc in doc.see_also.items(): if rel_name.startswith("pandas."): result["errors"].append( pandas_error( "SA05", reference_name=rel_name, right_reference=rel_name[len("pandas.") :], ) ) result["examples_errs"] = "" if doc.examples: result["examples_errs"] = doc.examples_errors if result["examples_errs"]: result["errors"].append( pandas_error("EX02", doctest_log=result["examples_errs"]) ) for err in doc.validate_pep8(): result["errors"].append( pandas_error( "EX03", error_code=err.error_code, error_message=err.message, times_happening=f" ({err.count} times)" if err.count > 1 else "", ) ) examples_source_code = "".join(doc.examples_source_code) for wrong_import in ("numpy", "pandas"): if f"import {wrong_import}" in examples_source_code: result["errors"].append( pandas_error("EX04", imported_library=wrong_import) ) return result def validate_all(prefix, ignore_deprecated=False): """ Execute the validation of all docstrings, and return a dict with the results. Parameters ---------- prefix : str or None If provided, only the docstrings that start with this pattern will be validated. If None, all docstrings will be validated. ignore_deprecated: bool, default False If True, deprecated objects are ignored when validating docstrings. Returns ------- dict A dictionary with an item for every function/method... containing all the validation information. """ result = {} seen = {} api_doc_fnames = os.path.join(BASE_PATH, "doc", "source", "reference", "*.rst") api_items = [] for api_doc_fname in glob.glob(api_doc_fnames): with open(api_doc_fname) as f: api_items += list(get_api_items(f)) for func_name, func_obj, section, subsection in api_items: if prefix and not func_name.startswith(prefix): continue doc_info = pandas_validate(func_name) if ignore_deprecated and doc_info["deprecated"]: continue result[func_name] = doc_info shared_code_key = doc_info["file"], doc_info["file_line"] shared_code = seen.get(shared_code_key, "") result[func_name].update( { "in_api": True, "section": section, "subsection": subsection, "shared_code_with": shared_code, } ) seen[shared_code_key] = func_name return result def print_validate_all_results( prefix: str, errors: Optional[List[str]], output_format: str, ignore_deprecated: bool, ): if output_format not in ("default", "json", "actions"): raise ValueError(f'Unknown output_format "{output_format}"') result = validate_all(prefix, ignore_deprecated) if output_format == "json": sys.stdout.write(json.dumps(result)) return 0 prefix = "##[error]" if output_format == "actions" else "" exit_status = 0 for name, res in result.items(): for err_code, err_desc in res["errors"]: if errors and err_code not in errors: continue sys.stdout.write( f'{prefix}{res["file"]}:{res["file_line"]}:' f"{err_code}:{name}:{err_desc}\n" ) exit_status += 1 return exit_status def print_validate_one_results(func_name: str): def header(title, width=80, char="#"): full_line = char * width side_len = (width - len(title) - 2) // 2 adj = "" if len(title) % 2 == 0 else " " title_line = f"{char * side_len} {title}{adj} {char * side_len}" return f"\n{full_line}\n{title_line}\n{full_line}\n\n" result = pandas_validate(func_name) sys.stderr.write(header(f"Docstring ({func_name})")) sys.stderr.write(f"{result['docstring']}\n") sys.stderr.write(header("Validation")) if result["errors"]: sys.stderr.write(f'{len(result["errors"])} Errors found:\n') for err_code, err_desc in result["errors"]: if err_code == "EX02": # Failing examples are printed at the end sys.stderr.write("\tExamples do not pass tests\n") continue sys.stderr.write(f"\t{err_desc}\n") else: sys.stderr.write(f'Docstring for "{func_name}" correct. :)\n') if result["examples_errs"]: sys.stderr.write(header("Doctests")) sys.stderr.write(result["examples_errs"]) def main(func_name, prefix, errors, output_format, ignore_deprecated): """ Main entry point. Call the validation for one or for all docstrings. """ if func_name is None: return print_validate_all_results( prefix, errors, output_format, ignore_deprecated ) else: print_validate_one_results(func_name) return 0 if __name__ == "__main__": format_opts = "default", "json", "actions" func_help = ( "function or method to validate (e.g. pandas.DataFrame.head) " "if not provided, all docstrings are validated and returned " "as JSON" ) argparser = argparse.ArgumentParser(description="validate pandas docstrings") argparser.add_argument("function", nargs="?", default=None, help=func_help) argparser.add_argument( "--format", default="default", choices=format_opts, help="format of the output when validating " "multiple docstrings (ignored when validating one). " "It can be {str(format_opts)[1:-1]}", ) argparser.add_argument( "--prefix", default=None, help="pattern for the " "docstring names, in order to decide which ones " 'will be validated. A prefix "pandas.Series.str."' "will make the script validate all the docstrings " "of methods starting by this pattern. It is " "ignored if parameter function is provided", ) argparser.add_argument( "--errors", default=None, help="comma separated " "list of error codes to validate. By default it " "validates all errors (ignored when validating " "a single docstring)", ) argparser.add_argument( "--ignore_deprecated", default=False, action="store_true", help="if this flag is set, " "deprecated objects are ignored when validating " "all docstrings", ) args = argparser.parse_args() sys.exit( main( args.function, args.prefix, args.errors.split(",") if args.errors else None, args.format, args.ignore_deprecated, ) )
bsd-3-clause
mikebenfield/scikit-learn
examples/linear_model/plot_lasso_lars.py
363
1080
#!/usr/bin/env python """ ===================== Lasso path using LARS ===================== Computes Lasso Path along the regularization parameter using the LARS algorithm on the diabetes dataset. Each color represents a different feature of the coefficient vector, and this is displayed as a function of the regularization parameter. """ print(__doc__) # Author: Fabian Pedregosa <[email protected]> # Alexandre Gramfort <[email protected]> # License: BSD 3 clause import numpy as np import matplotlib.pyplot as plt from sklearn import linear_model from sklearn import datasets diabetes = datasets.load_diabetes() X = diabetes.data y = diabetes.target print("Computing regularization path using the LARS ...") alphas, _, coefs = linear_model.lars_path(X, y, method='lasso', verbose=True) xx = np.sum(np.abs(coefs.T), axis=1) xx /= xx[-1] plt.plot(xx, coefs.T) ymin, ymax = plt.ylim() plt.vlines(xx, ymin, ymax, linestyle='dashed') plt.xlabel('|coef| / max|coef|') plt.ylabel('Coefficients') plt.title('LASSO Path') plt.axis('tight') plt.show()
bsd-3-clause
idlead/scikit-learn
sklearn/tests/test_grid_search.py
68
28856
""" Testing for grid search module (sklearn.grid_search) """ from collections import Iterable, Sized from sklearn.externals.six.moves import cStringIO as StringIO from sklearn.externals.six.moves import xrange from itertools import chain, product import pickle import warnings import sys import numpy as np import scipy.sparse as sp from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_not_equal from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_warns from sklearn.utils.testing import assert_raise_message from sklearn.utils.testing import assert_false, assert_true from sklearn.utils.testing import assert_array_equal from sklearn.utils.testing import assert_almost_equal from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_no_warnings from sklearn.utils.testing import ignore_warnings from sklearn.utils.mocking import CheckingClassifier, MockDataFrame from scipy.stats import bernoulli, expon, uniform from sklearn.externals.six.moves import zip from sklearn.base import BaseEstimator from sklearn.datasets import make_classification from sklearn.datasets import make_blobs from sklearn.datasets import make_multilabel_classification from sklearn.svm import LinearSVC, SVC from sklearn.tree import DecisionTreeRegressor from sklearn.tree import DecisionTreeClassifier from sklearn.cluster import KMeans from sklearn.neighbors import KernelDensity from sklearn.metrics import f1_score from sklearn.metrics import make_scorer from sklearn.metrics import roc_auc_score from sklearn.exceptions import ChangedBehaviorWarning from sklearn.exceptions import FitFailedWarning with warnings.catch_warnings(): warnings.simplefilter('ignore') from sklearn.grid_search import (GridSearchCV, RandomizedSearchCV, ParameterGrid, ParameterSampler) from sklearn.cross_validation import KFold, StratifiedKFold from sklearn.preprocessing import Imputer from sklearn.pipeline import Pipeline # Neither of the following two estimators inherit from BaseEstimator, # to test hyperparameter search on user-defined classifiers. class MockClassifier(object): """Dummy classifier to test the cross-validation""" def __init__(self, foo_param=0): self.foo_param = foo_param def fit(self, X, Y): assert_true(len(X) == len(Y)) return self def predict(self, T): return T.shape[0] predict_proba = predict decision_function = predict transform = predict def score(self, X=None, Y=None): if self.foo_param > 1: score = 1. else: score = 0. return score def get_params(self, deep=False): return {'foo_param': self.foo_param} def set_params(self, **params): self.foo_param = params['foo_param'] return self class LinearSVCNoScore(LinearSVC): """An LinearSVC classifier that has no score method.""" @property def score(self): raise AttributeError X = np.array([[-1, -1], [-2, -1], [1, 1], [2, 1]]) y = np.array([1, 1, 2, 2]) def assert_grid_iter_equals_getitem(grid): assert_equal(list(grid), [grid[i] for i in range(len(grid))]) def test_parameter_grid(): # Test basic properties of ParameterGrid. params1 = {"foo": [1, 2, 3]} grid1 = ParameterGrid(params1) assert_true(isinstance(grid1, Iterable)) assert_true(isinstance(grid1, Sized)) assert_equal(len(grid1), 3) assert_grid_iter_equals_getitem(grid1) params2 = {"foo": [4, 2], "bar": ["ham", "spam", "eggs"]} grid2 = ParameterGrid(params2) assert_equal(len(grid2), 6) # loop to assert we can iterate over the grid multiple times for i in xrange(2): # tuple + chain transforms {"a": 1, "b": 2} to ("a", 1, "b", 2) points = set(tuple(chain(*(sorted(p.items())))) for p in grid2) assert_equal(points, set(("bar", x, "foo", y) for x, y in product(params2["bar"], params2["foo"]))) assert_grid_iter_equals_getitem(grid2) # Special case: empty grid (useful to get default estimator settings) empty = ParameterGrid({}) assert_equal(len(empty), 1) assert_equal(list(empty), [{}]) assert_grid_iter_equals_getitem(empty) assert_raises(IndexError, lambda: empty[1]) has_empty = ParameterGrid([{'C': [1, 10]}, {}, {'C': [.5]}]) assert_equal(len(has_empty), 4) assert_equal(list(has_empty), [{'C': 1}, {'C': 10}, {}, {'C': .5}]) assert_grid_iter_equals_getitem(has_empty) def test_grid_search(): # Test that the best estimator contains the right value for foo_param clf = MockClassifier() grid_search = GridSearchCV(clf, {'foo_param': [1, 2, 3]}, verbose=3) # make sure it selects the smallest parameter in case of ties old_stdout = sys.stdout sys.stdout = StringIO() grid_search.fit(X, y) sys.stdout = old_stdout assert_equal(grid_search.best_estimator_.foo_param, 2) for i, foo_i in enumerate([1, 2, 3]): assert_true(grid_search.grid_scores_[i][0] == {'foo_param': foo_i}) # Smoke test the score etc: grid_search.score(X, y) grid_search.predict_proba(X) grid_search.decision_function(X) grid_search.transform(X) # Test exception handling on scoring grid_search.scoring = 'sklearn' assert_raises(ValueError, grid_search.fit, X, y) @ignore_warnings def test_grid_search_no_score(): # Test grid-search on classifier that has no score function. clf = LinearSVC(random_state=0) X, y = make_blobs(random_state=0, centers=2) Cs = [.1, 1, 10] clf_no_score = LinearSVCNoScore(random_state=0) grid_search = GridSearchCV(clf, {'C': Cs}, scoring='accuracy') grid_search.fit(X, y) grid_search_no_score = GridSearchCV(clf_no_score, {'C': Cs}, scoring='accuracy') # smoketest grid search grid_search_no_score.fit(X, y) # check that best params are equal assert_equal(grid_search_no_score.best_params_, grid_search.best_params_) # check that we can call score and that it gives the correct result assert_equal(grid_search.score(X, y), grid_search_no_score.score(X, y)) # giving no scoring function raises an error grid_search_no_score = GridSearchCV(clf_no_score, {'C': Cs}) assert_raise_message(TypeError, "no scoring", grid_search_no_score.fit, [[1]]) def test_grid_search_score_method(): X, y = make_classification(n_samples=100, n_classes=2, flip_y=.2, random_state=0) clf = LinearSVC(random_state=0) grid = {'C': [.1]} search_no_scoring = GridSearchCV(clf, grid, scoring=None).fit(X, y) search_accuracy = GridSearchCV(clf, grid, scoring='accuracy').fit(X, y) search_no_score_method_auc = GridSearchCV(LinearSVCNoScore(), grid, scoring='roc_auc').fit(X, y) search_auc = GridSearchCV(clf, grid, scoring='roc_auc').fit(X, y) # Check warning only occurs in situation where behavior changed: # estimator requires score method to compete with scoring parameter score_no_scoring = assert_no_warnings(search_no_scoring.score, X, y) score_accuracy = assert_warns(ChangedBehaviorWarning, search_accuracy.score, X, y) score_no_score_auc = assert_no_warnings(search_no_score_method_auc.score, X, y) score_auc = assert_warns(ChangedBehaviorWarning, search_auc.score, X, y) # ensure the test is sane assert_true(score_auc < 1.0) assert_true(score_accuracy < 1.0) assert_not_equal(score_auc, score_accuracy) assert_almost_equal(score_accuracy, score_no_scoring) assert_almost_equal(score_auc, score_no_score_auc) def test_trivial_grid_scores(): # Test search over a "grid" with only one point. # Non-regression test: grid_scores_ wouldn't be set by GridSearchCV. clf = MockClassifier() grid_search = GridSearchCV(clf, {'foo_param': [1]}) grid_search.fit(X, y) assert_true(hasattr(grid_search, "grid_scores_")) random_search = RandomizedSearchCV(clf, {'foo_param': [0]}, n_iter=1) random_search.fit(X, y) assert_true(hasattr(random_search, "grid_scores_")) def test_no_refit(): # Test that grid search can be used for model selection only clf = MockClassifier() grid_search = GridSearchCV(clf, {'foo_param': [1, 2, 3]}, refit=False) grid_search.fit(X, y) assert_true(hasattr(grid_search, "best_params_")) def test_grid_search_error(): # Test that grid search will capture errors on data with different # length X_, y_ = make_classification(n_samples=200, n_features=100, random_state=0) clf = LinearSVC() cv = GridSearchCV(clf, {'C': [0.1, 1.0]}) assert_raises(ValueError, cv.fit, X_[:180], y_) def test_grid_search_iid(): # test the iid parameter # noise-free simple 2d-data X, y = make_blobs(centers=[[0, 0], [1, 0], [0, 1], [1, 1]], random_state=0, cluster_std=0.1, shuffle=False, n_samples=80) # split dataset into two folds that are not iid # first one contains data of all 4 blobs, second only from two. mask = np.ones(X.shape[0], dtype=np.bool) mask[np.where(y == 1)[0][::2]] = 0 mask[np.where(y == 2)[0][::2]] = 0 # this leads to perfect classification on one fold and a score of 1/3 on # the other svm = SVC(kernel='linear') # create "cv" for splits cv = [[mask, ~mask], [~mask, mask]] # once with iid=True (default) grid_search = GridSearchCV(svm, param_grid={'C': [1, 10]}, cv=cv) grid_search.fit(X, y) first = grid_search.grid_scores_[0] assert_equal(first.parameters['C'], 1) assert_array_almost_equal(first.cv_validation_scores, [1, 1. / 3.]) # for first split, 1/4 of dataset is in test, for second 3/4. # take weighted average assert_almost_equal(first.mean_validation_score, 1 * 1. / 4. + 1. / 3. * 3. / 4.) # once with iid=False grid_search = GridSearchCV(svm, param_grid={'C': [1, 10]}, cv=cv, iid=False) grid_search.fit(X, y) first = grid_search.grid_scores_[0] assert_equal(first.parameters['C'], 1) # scores are the same as above assert_array_almost_equal(first.cv_validation_scores, [1, 1. / 3.]) # averaged score is just mean of scores assert_almost_equal(first.mean_validation_score, np.mean(first.cv_validation_scores)) def test_grid_search_one_grid_point(): X_, y_ = make_classification(n_samples=200, n_features=100, random_state=0) param_dict = {"C": [1.0], "kernel": ["rbf"], "gamma": [0.1]} clf = SVC() cv = GridSearchCV(clf, param_dict) cv.fit(X_, y_) clf = SVC(C=1.0, kernel="rbf", gamma=0.1) clf.fit(X_, y_) assert_array_equal(clf.dual_coef_, cv.best_estimator_.dual_coef_) def test_grid_search_bad_param_grid(): param_dict = {"C": 1.0} clf = SVC() assert_raises(ValueError, GridSearchCV, clf, param_dict) param_dict = {"C": []} clf = SVC() assert_raises(ValueError, GridSearchCV, clf, param_dict) param_dict = {"C": np.ones(6).reshape(3, 2)} clf = SVC() assert_raises(ValueError, GridSearchCV, clf, param_dict) def test_grid_search_sparse(): # Test that grid search works with both dense and sparse matrices X_, y_ = make_classification(n_samples=200, n_features=100, random_state=0) clf = LinearSVC() cv = GridSearchCV(clf, {'C': [0.1, 1.0]}) cv.fit(X_[:180], y_[:180]) y_pred = cv.predict(X_[180:]) C = cv.best_estimator_.C X_ = sp.csr_matrix(X_) clf = LinearSVC() cv = GridSearchCV(clf, {'C': [0.1, 1.0]}) cv.fit(X_[:180].tocoo(), y_[:180]) y_pred2 = cv.predict(X_[180:]) C2 = cv.best_estimator_.C assert_true(np.mean(y_pred == y_pred2) >= .9) assert_equal(C, C2) def test_grid_search_sparse_scoring(): X_, y_ = make_classification(n_samples=200, n_features=100, random_state=0) clf = LinearSVC() cv = GridSearchCV(clf, {'C': [0.1, 1.0]}, scoring="f1") cv.fit(X_[:180], y_[:180]) y_pred = cv.predict(X_[180:]) C = cv.best_estimator_.C X_ = sp.csr_matrix(X_) clf = LinearSVC() cv = GridSearchCV(clf, {'C': [0.1, 1.0]}, scoring="f1") cv.fit(X_[:180], y_[:180]) y_pred2 = cv.predict(X_[180:]) C2 = cv.best_estimator_.C assert_array_equal(y_pred, y_pred2) assert_equal(C, C2) # Smoke test the score # np.testing.assert_allclose(f1_score(cv.predict(X_[:180]), y[:180]), # cv.score(X_[:180], y[:180])) # test loss where greater is worse def f1_loss(y_true_, y_pred_): return -f1_score(y_true_, y_pred_) F1Loss = make_scorer(f1_loss, greater_is_better=False) cv = GridSearchCV(clf, {'C': [0.1, 1.0]}, scoring=F1Loss) cv.fit(X_[:180], y_[:180]) y_pred3 = cv.predict(X_[180:]) C3 = cv.best_estimator_.C assert_equal(C, C3) assert_array_equal(y_pred, y_pred3) def test_grid_search_precomputed_kernel(): # Test that grid search works when the input features are given in the # form of a precomputed kernel matrix X_, y_ = make_classification(n_samples=200, n_features=100, random_state=0) # compute the training kernel matrix corresponding to the linear kernel K_train = np.dot(X_[:180], X_[:180].T) y_train = y_[:180] clf = SVC(kernel='precomputed') cv = GridSearchCV(clf, {'C': [0.1, 1.0]}) cv.fit(K_train, y_train) assert_true(cv.best_score_ >= 0) # compute the test kernel matrix K_test = np.dot(X_[180:], X_[:180].T) y_test = y_[180:] y_pred = cv.predict(K_test) assert_true(np.mean(y_pred == y_test) >= 0) # test error is raised when the precomputed kernel is not array-like # or sparse assert_raises(ValueError, cv.fit, K_train.tolist(), y_train) def test_grid_search_precomputed_kernel_error_nonsquare(): # Test that grid search returns an error with a non-square precomputed # training kernel matrix K_train = np.zeros((10, 20)) y_train = np.ones((10, )) clf = SVC(kernel='precomputed') cv = GridSearchCV(clf, {'C': [0.1, 1.0]}) assert_raises(ValueError, cv.fit, K_train, y_train) def test_grid_search_precomputed_kernel_error_kernel_function(): # Test that grid search returns an error when using a kernel_function X_, y_ = make_classification(n_samples=200, n_features=100, random_state=0) kernel_function = lambda x1, x2: np.dot(x1, x2.T) clf = SVC(kernel=kernel_function) cv = GridSearchCV(clf, {'C': [0.1, 1.0]}) assert_raises(ValueError, cv.fit, X_, y_) class BrokenClassifier(BaseEstimator): """Broken classifier that cannot be fit twice""" def __init__(self, parameter=None): self.parameter = parameter def fit(self, X, y): assert_true(not hasattr(self, 'has_been_fit_')) self.has_been_fit_ = True def predict(self, X): return np.zeros(X.shape[0]) @ignore_warnings def test_refit(): # Regression test for bug in refitting # Simulates re-fitting a broken estimator; this used to break with # sparse SVMs. X = np.arange(100).reshape(10, 10) y = np.array([0] * 5 + [1] * 5) clf = GridSearchCV(BrokenClassifier(), [{'parameter': [0, 1]}], scoring="precision", refit=True) clf.fit(X, y) def test_gridsearch_nd(): # Pass X as list in GridSearchCV X_4d = np.arange(10 * 5 * 3 * 2).reshape(10, 5, 3, 2) y_3d = np.arange(10 * 7 * 11).reshape(10, 7, 11) check_X = lambda x: x.shape[1:] == (5, 3, 2) check_y = lambda x: x.shape[1:] == (7, 11) clf = CheckingClassifier(check_X=check_X, check_y=check_y) grid_search = GridSearchCV(clf, {'foo_param': [1, 2, 3]}) grid_search.fit(X_4d, y_3d).score(X, y) assert_true(hasattr(grid_search, "grid_scores_")) def test_X_as_list(): # Pass X as list in GridSearchCV X = np.arange(100).reshape(10, 10) y = np.array([0] * 5 + [1] * 5) clf = CheckingClassifier(check_X=lambda x: isinstance(x, list)) cv = KFold(n=len(X), n_folds=3) grid_search = GridSearchCV(clf, {'foo_param': [1, 2, 3]}, cv=cv) grid_search.fit(X.tolist(), y).score(X, y) assert_true(hasattr(grid_search, "grid_scores_")) def test_y_as_list(): # Pass y as list in GridSearchCV X = np.arange(100).reshape(10, 10) y = np.array([0] * 5 + [1] * 5) clf = CheckingClassifier(check_y=lambda x: isinstance(x, list)) cv = KFold(n=len(X), n_folds=3) grid_search = GridSearchCV(clf, {'foo_param': [1, 2, 3]}, cv=cv) grid_search.fit(X, y.tolist()).score(X, y) assert_true(hasattr(grid_search, "grid_scores_")) def test_pandas_input(): # check cross_val_score doesn't destroy pandas dataframe types = [(MockDataFrame, MockDataFrame)] try: from pandas import Series, DataFrame types.append((DataFrame, Series)) except ImportError: pass X = np.arange(100).reshape(10, 10) y = np.array([0] * 5 + [1] * 5) for InputFeatureType, TargetType in types: # X dataframe, y series X_df, y_ser = InputFeatureType(X), TargetType(y) check_df = lambda x: isinstance(x, InputFeatureType) check_series = lambda x: isinstance(x, TargetType) clf = CheckingClassifier(check_X=check_df, check_y=check_series) grid_search = GridSearchCV(clf, {'foo_param': [1, 2, 3]}) grid_search.fit(X_df, y_ser).score(X_df, y_ser) grid_search.predict(X_df) assert_true(hasattr(grid_search, "grid_scores_")) def test_unsupervised_grid_search(): # test grid-search with unsupervised estimator X, y = make_blobs(random_state=0) km = KMeans(random_state=0) grid_search = GridSearchCV(km, param_grid=dict(n_clusters=[2, 3, 4]), scoring='adjusted_rand_score') grid_search.fit(X, y) # ARI can find the right number :) assert_equal(grid_search.best_params_["n_clusters"], 3) # Now without a score, and without y grid_search = GridSearchCV(km, param_grid=dict(n_clusters=[2, 3, 4])) grid_search.fit(X) assert_equal(grid_search.best_params_["n_clusters"], 4) def test_gridsearch_no_predict(): # test grid-search with an estimator without predict. # slight duplication of a test from KDE def custom_scoring(estimator, X): return 42 if estimator.bandwidth == .1 else 0 X, _ = make_blobs(cluster_std=.1, random_state=1, centers=[[0, 1], [1, 0], [0, 0]]) search = GridSearchCV(KernelDensity(), param_grid=dict(bandwidth=[.01, .1, 1]), scoring=custom_scoring) search.fit(X) assert_equal(search.best_params_['bandwidth'], .1) assert_equal(search.best_score_, 42) def test_param_sampler(): # test basic properties of param sampler param_distributions = {"kernel": ["rbf", "linear"], "C": uniform(0, 1)} sampler = ParameterSampler(param_distributions=param_distributions, n_iter=10, random_state=0) samples = [x for x in sampler] assert_equal(len(samples), 10) for sample in samples: assert_true(sample["kernel"] in ["rbf", "linear"]) assert_true(0 <= sample["C"] <= 1) def test_randomized_search_grid_scores(): # Make a dataset with a lot of noise to get various kind of prediction # errors across CV folds and parameter settings X, y = make_classification(n_samples=200, n_features=100, n_informative=3, random_state=0) # XXX: as of today (scipy 0.12) it's not possible to set the random seed # of scipy.stats distributions: the assertions in this test should thus # not depend on the randomization params = dict(C=expon(scale=10), gamma=expon(scale=0.1)) n_cv_iter = 3 n_search_iter = 30 search = RandomizedSearchCV(SVC(), n_iter=n_search_iter, cv=n_cv_iter, param_distributions=params, iid=False) search.fit(X, y) assert_equal(len(search.grid_scores_), n_search_iter) # Check consistency of the structure of each cv_score item for cv_score in search.grid_scores_: assert_equal(len(cv_score.cv_validation_scores), n_cv_iter) # Because we set iid to False, the mean_validation score is the # mean of the fold mean scores instead of the aggregate sample-wise # mean score assert_almost_equal(np.mean(cv_score.cv_validation_scores), cv_score.mean_validation_score) assert_equal(list(sorted(cv_score.parameters.keys())), list(sorted(params.keys()))) # Check the consistency with the best_score_ and best_params_ attributes sorted_grid_scores = list(sorted(search.grid_scores_, key=lambda x: x.mean_validation_score)) best_score = sorted_grid_scores[-1].mean_validation_score assert_equal(search.best_score_, best_score) tied_best_params = [s.parameters for s in sorted_grid_scores if s.mean_validation_score == best_score] assert_true(search.best_params_ in tied_best_params, "best_params_={0} is not part of the" " tied best models: {1}".format( search.best_params_, tied_best_params)) def test_grid_search_score_consistency(): # test that correct scores are used clf = LinearSVC(random_state=0) X, y = make_blobs(random_state=0, centers=2) Cs = [.1, 1, 10] for score in ['f1', 'roc_auc']: grid_search = GridSearchCV(clf, {'C': Cs}, scoring=score) grid_search.fit(X, y) cv = StratifiedKFold(n_folds=3, y=y) for C, scores in zip(Cs, grid_search.grid_scores_): clf.set_params(C=C) scores = scores[2] # get the separate runs from grid scores i = 0 for train, test in cv: clf.fit(X[train], y[train]) if score == "f1": correct_score = f1_score(y[test], clf.predict(X[test])) elif score == "roc_auc": dec = clf.decision_function(X[test]) correct_score = roc_auc_score(y[test], dec) assert_almost_equal(correct_score, scores[i]) i += 1 def test_pickle(): # Test that a fit search can be pickled clf = MockClassifier() grid_search = GridSearchCV(clf, {'foo_param': [1, 2, 3]}, refit=True) grid_search.fit(X, y) pickle.dumps(grid_search) # smoke test random_search = RandomizedSearchCV(clf, {'foo_param': [1, 2, 3]}, refit=True, n_iter=3) random_search.fit(X, y) pickle.dumps(random_search) # smoke test def test_grid_search_with_multioutput_data(): # Test search with multi-output estimator X, y = make_multilabel_classification(random_state=0) est_parameters = {"max_depth": [1, 2, 3, 4]} cv = KFold(y.shape[0], random_state=0) estimators = [DecisionTreeRegressor(random_state=0), DecisionTreeClassifier(random_state=0)] # Test with grid search cv for est in estimators: grid_search = GridSearchCV(est, est_parameters, cv=cv) grid_search.fit(X, y) for parameters, _, cv_validation_scores in grid_search.grid_scores_: est.set_params(**parameters) for i, (train, test) in enumerate(cv): est.fit(X[train], y[train]) correct_score = est.score(X[test], y[test]) assert_almost_equal(correct_score, cv_validation_scores[i]) # Test with a randomized search for est in estimators: random_search = RandomizedSearchCV(est, est_parameters, cv=cv, n_iter=3) random_search.fit(X, y) for parameters, _, cv_validation_scores in random_search.grid_scores_: est.set_params(**parameters) for i, (train, test) in enumerate(cv): est.fit(X[train], y[train]) correct_score = est.score(X[test], y[test]) assert_almost_equal(correct_score, cv_validation_scores[i]) def test_predict_proba_disabled(): # Test predict_proba when disabled on estimator. X = np.arange(20).reshape(5, -1) y = [0, 0, 1, 1, 1] clf = SVC(probability=False) gs = GridSearchCV(clf, {}, cv=2).fit(X, y) assert_false(hasattr(gs, "predict_proba")) def test_grid_search_allows_nans(): # Test GridSearchCV with Imputer X = np.arange(20, dtype=np.float64).reshape(5, -1) X[2, :] = np.nan y = [0, 0, 1, 1, 1] p = Pipeline([ ('imputer', Imputer(strategy='mean', missing_values='NaN')), ('classifier', MockClassifier()), ]) GridSearchCV(p, {'classifier__foo_param': [1, 2, 3]}, cv=2).fit(X, y) class FailingClassifier(BaseEstimator): """Classifier that raises a ValueError on fit()""" FAILING_PARAMETER = 2 def __init__(self, parameter=None): self.parameter = parameter def fit(self, X, y=None): if self.parameter == FailingClassifier.FAILING_PARAMETER: raise ValueError("Failing classifier failed as required") def predict(self, X): return np.zeros(X.shape[0]) def test_grid_search_failing_classifier(): # GridSearchCV with on_error != 'raise' # Ensures that a warning is raised and score reset where appropriate. X, y = make_classification(n_samples=20, n_features=10, random_state=0) clf = FailingClassifier() # refit=False because we only want to check that errors caused by fits # to individual folds will be caught and warnings raised instead. If # refit was done, then an exception would be raised on refit and not # caught by grid_search (expected behavior), and this would cause an # error in this test. gs = GridSearchCV(clf, [{'parameter': [0, 1, 2]}], scoring='accuracy', refit=False, error_score=0.0) assert_warns(FitFailedWarning, gs.fit, X, y) # Ensure that grid scores were set to zero as required for those fits # that are expected to fail. assert all(np.all(this_point.cv_validation_scores == 0.0) for this_point in gs.grid_scores_ if this_point.parameters['parameter'] == FailingClassifier.FAILING_PARAMETER) gs = GridSearchCV(clf, [{'parameter': [0, 1, 2]}], scoring='accuracy', refit=False, error_score=float('nan')) assert_warns(FitFailedWarning, gs.fit, X, y) assert all(np.all(np.isnan(this_point.cv_validation_scores)) for this_point in gs.grid_scores_ if this_point.parameters['parameter'] == FailingClassifier.FAILING_PARAMETER) def test_grid_search_failing_classifier_raise(): # GridSearchCV with on_error == 'raise' raises the error X, y = make_classification(n_samples=20, n_features=10, random_state=0) clf = FailingClassifier() # refit=False because we want to test the behaviour of the grid search part gs = GridSearchCV(clf, [{'parameter': [0, 1, 2]}], scoring='accuracy', refit=False, error_score='raise') # FailingClassifier issues a ValueError so this is what we look for. assert_raises(ValueError, gs.fit, X, y) def test_parameters_sampler_replacement(): # raise error if n_iter too large params = {'first': [0, 1], 'second': ['a', 'b', 'c']} sampler = ParameterSampler(params, n_iter=7) assert_raises(ValueError, list, sampler) # degenerates to GridSearchCV if n_iter the same as grid_size sampler = ParameterSampler(params, n_iter=6) samples = list(sampler) assert_equal(len(samples), 6) for values in ParameterGrid(params): assert_true(values in samples) # test sampling without replacement in a large grid params = {'a': range(10), 'b': range(10), 'c': range(10)} sampler = ParameterSampler(params, n_iter=99, random_state=42) samples = list(sampler) assert_equal(len(samples), 99) hashable_samples = ["a%db%dc%d" % (p['a'], p['b'], p['c']) for p in samples] assert_equal(len(set(hashable_samples)), 99) # doesn't go into infinite loops params_distribution = {'first': bernoulli(.5), 'second': ['a', 'b', 'c']} sampler = ParameterSampler(params_distribution, n_iter=7) samples = list(sampler) assert_equal(len(samples), 7)
bsd-3-clause
amandalund/openmc
tests/regression_tests/mgxs_library_no_nuclides/test.py
6
2709
import hashlib import openmc import openmc.mgxs from openmc.examples import pwr_pin_cell from tests.testing_harness import PyAPITestHarness class MGXSTestHarness(PyAPITestHarness): def __init__(self, *args, **kwargs): # Generate inputs using parent class routine super().__init__(*args, **kwargs) # Initialize a two-group structure energy_groups = openmc.mgxs.EnergyGroups(group_edges=[0, 0.625, 20.e6]) # Initialize MGXS Library for a few cross section types self.mgxs_lib = openmc.mgxs.Library(self._model.geometry) self.mgxs_lib.by_nuclide = False # Test relevant MGXS types relevant_MGXS_TYPES = [item for item in openmc.mgxs.MGXS_TYPES if item != 'current'] # Add in a subset of openmc.mgxs.ARBITRARY_VECTOR_TYPES and # openmc.mgxs.ARBITRARY_MATRIX_TYPES so we can see the code works, # but not use too much resources relevant_MGXS_TYPES += [ "(n,elastic)", "(n,level)", "(n,2n)", "(n,na)", "(n,nc)", "(n,gamma)", "(n,a)", "(n,Xa)", "heating", "damage-energy", "(n,n1)", "(n,a0)", "(n,nc) matrix", "(n,n1) matrix", "(n,2n) matrix"] self.mgxs_lib.mgxs_types = tuple(relevant_MGXS_TYPES) + \ openmc.mgxs.MDGXS_TYPES self.mgxs_lib.energy_groups = energy_groups self.mgxs_lib.num_delayed_groups = 6 self.mgxs_lib.legendre_order = 3 self.mgxs_lib.domain_type = 'material' self.mgxs_lib.build_library() # Add tallies self.mgxs_lib.add_to_tallies_file(self._model.tallies, merge=False) def _get_results(self, hash_output=False): """Digest info in the statepoint and return as a string.""" # Read the statepoint file. sp = openmc.StatePoint(self._sp_name) # Load the MGXS library from the statepoint self.mgxs_lib.load_from_statepoint(sp) # Build a string from Pandas Dataframe for each MGXS outstr = '' for domain in self.mgxs_lib.domains: for mgxs_type in self.mgxs_lib.mgxs_types: mgxs = self.mgxs_lib.get_mgxs(domain, mgxs_type) df = mgxs.get_pandas_dataframe() outstr += mgxs_type + '\n' + df.to_string() + '\n' # Hash the results if necessary if hash_output: sha512 = hashlib.sha512() sha512.update(outstr.encode('utf-8')) outstr = sha512.hexdigest() return outstr def test_mgxs_library_no_nuclides(): model = pwr_pin_cell() harness = MGXSTestHarness('statepoint.10.h5', model) harness.main()
mit
bearishtrader/trading-with-python
lib/backtest.py
74
7381
#------------------------------------------------------------------------------- # Name: backtest # Purpose: perform routine backtesting tasks. # This module should be useable as a stand-alone library outide of the TWP package. # # Author: Jev Kuznetsov # # Created: 03/07/2014 # Copyright: (c) Jev Kuznetsov 2013 # Licence: BSD #------------------------------------------------------------------------------- import pandas as pd import matplotlib.pyplot as plt import sys import numpy as np def tradeBracket(price,entryBar,upper=None, lower=None, timeout=None): ''' trade a bracket on price series, return price delta and exit bar # Input ------ price : numpy array of price values entryBar: entry bar number, *determines entry price* upper : high stop lower : low stop timeout : max number of periods to hold Returns exit price and number of bars held ''' assert isinstance(price, np.ndarray) , 'price must be a numpy array' # create list of exit indices and add max trade duration. Exits are relative to entry bar if timeout: # set trade length to timeout or series length exits = [min(timeout,len(price)-entryBar-1)] else: exits = [len(price)-entryBar-1] p = price[entryBar:entryBar+exits[0]+1] # subseries of price # extend exits list with conditional exits # check upper bracket if upper: assert upper>p[0] , 'Upper bracket must be higher than entry price ' idx = np.where(p>upper)[0] # find where price is higher than the upper bracket if idx.any(): exits.append(idx[0]) # append first occurence # same for lower bracket if lower: assert lower<p[0] , 'Lower bracket must be lower than entry price ' idx = np.where(p<lower)[0] if idx.any(): exits.append(idx[0]) exitBar = min(exits) # choose first exit return p[exitBar], exitBar class Backtest(object): """ Backtest class, simple vectorized one. Works with pandas objects. """ def __init__(self,price, signal, signalType='capital',initialCash = 0, roundShares=True): """ Arguments: *price* Series with instrument price. *signal* Series with capital to invest (long+,short-) or number of shares. *sitnalType* capital to bet or number of shares 'capital' mode is default. *initialCash* starting cash. *roundShares* round off number of shares to integers """ #TODO: add auto rebalancing # check for correct input assert signalType in ['capital','shares'], "Wrong signal type provided, must be 'capital' or 'shares'" #save internal settings to a dict self.settings = {'signalType':signalType} # first thing to do is to clean up the signal, removing nans and duplicate entries or exits self.signal = signal.ffill().fillna(0) # now find dates with a trade tradeIdx = self.signal.diff().fillna(0) !=0 # days with trades are set to True if signalType == 'shares': self.trades = self.signal[tradeIdx] # selected rows where tradeDir changes value. trades are in Shares elif signalType =='capital': self.trades = (self.signal[tradeIdx]/price[tradeIdx]) if roundShares: self.trades = self.trades.round() # now create internal data structure self.data = pd.DataFrame(index=price.index , columns = ['price','shares','value','cash','pnl']) self.data['price'] = price self.data['shares'] = self.trades.reindex(self.data.index).ffill().fillna(0) self.data['value'] = self.data['shares'] * self.data['price'] delta = self.data['shares'].diff() # shares bought sold self.data['cash'] = (-delta*self.data['price']).fillna(0).cumsum()+initialCash self.data['pnl'] = self.data['cash']+self.data['value']-initialCash @property def sharpe(self): ''' return annualized sharpe ratio of the pnl ''' pnl = (self.data['pnl'].diff()).shift(-1)[self.data['shares']!=0] # use only days with position. return sharpe(pnl) # need the diff here as sharpe works on daily returns. @property def pnl(self): '''easy access to pnl data column ''' return self.data['pnl'] def plotTrades(self): """ visualise trades on the price chart long entry : green triangle up short entry : red triangle down exit : black circle """ l = ['price'] p = self.data['price'] p.plot(style='x-') # ---plot markers # this works, but I rather prefer colored markers for each day of position rather than entry-exit signals # indices = {'g^': self.trades[self.trades > 0].index , # 'ko':self.trades[self.trades == 0].index, # 'rv':self.trades[self.trades < 0].index} # # # for style, idx in indices.iteritems(): # if len(idx) > 0: # p[idx].plot(style=style) # --- plot trades #colored line for long positions idx = (self.data['shares'] > 0) | (self.data['shares'] > 0).shift(1) if idx.any(): p[idx].plot(style='go') l.append('long') #colored line for short positions idx = (self.data['shares'] < 0) | (self.data['shares'] < 0).shift(1) if idx.any(): p[idx].plot(style='ro') l.append('short') plt.xlim([p.index[0],p.index[-1]]) # show full axis plt.legend(l,loc='best') plt.title('trades') class ProgressBar: def __init__(self, iterations): self.iterations = iterations self.prog_bar = '[]' self.fill_char = '*' self.width = 50 self.__update_amount(0) def animate(self, iteration): print '\r',self, sys.stdout.flush() self.update_iteration(iteration + 1) def update_iteration(self, elapsed_iter): self.__update_amount((elapsed_iter / float(self.iterations)) * 100.0) self.prog_bar += ' %d of %s complete' % (elapsed_iter, self.iterations) def __update_amount(self, new_amount): percent_done = int(round((new_amount / 100.0) * 100.0)) all_full = self.width - 2 num_hashes = int(round((percent_done / 100.0) * all_full)) self.prog_bar = '[' + self.fill_char * num_hashes + ' ' * (all_full - num_hashes) + ']' pct_place = (len(self.prog_bar) // 2) - len(str(percent_done)) pct_string = '%d%%' % percent_done self.prog_bar = self.prog_bar[0:pct_place] + \ (pct_string + self.prog_bar[pct_place + len(pct_string):]) def __str__(self): return str(self.prog_bar) def sharpe(pnl): return np.sqrt(250)*pnl.mean()/pnl.std()
bsd-3-clause
pstjohn/cobrapy
documentation_builder/conf.py
2
4432
# -*- coding: utf-8 -*- # # cobra documentation build configuration file, created by # sphinx-quickstart on Wed Jun 13 19:17:34 2012. # # This file is execfile()d with the current directory set to its containing dir. # # Note that not all possible configuration values are present in this # autogenerated file. # # All configuration values have a default; values that are commented out # serve to show the default. import sys import os # If extensions (or modules to document with autodoc) are in another directory, # add these directories to sys.path here. If the directory is relative to the # documentation root, use os.path.abspath to make it absolute, like shown here. sys.path.insert(0, os.path.abspath('..')) # In order to build documentation that requires libraries to import class Mock(object): def __init__(self, *args, **kwargs): return def __call__(self, *args, **kwargs): return Mock() @classmethod def __getattr__(cls, name): if name in ('__file__', '__path__'): return '/dev/null' else: return Mock() MOCK_MODULES = ['numpy', 'scipy', 'scipy.sparse', 'scipy.io', 'scipy.stats', 'glpk', 'gurobipy', 'gurobipy.GRB', 'cplex', 'pp', 'libsbml', 'cplex.exceptions', 'pandas'] for mod_name in MOCK_MODULES: sys.modules[mod_name] = Mock() # -- General configuration ---------------------------------------------------- # Add any Sphinx extension module names here, as strings. They can be # extensions coming with Sphinx (named 'sphinx.ext.*') or your custom ones. extensions = ['sphinx.ext.autodoc', 'sphinx.ext.intersphinx', 'sphinx.ext.mathjax', 'sphinx.ext.viewcode', 'sphinx.ext.napoleon', 'sphinx.ext.mathjax', 'nbsphinx'] # The master toctree document. master_doc = 'index' # General information about the project. project = u'cobra' copyright = u'2016, Daniel Robert Hyduke and Ali Ebrahim' # The version info for the project you're documenting, acts as replacement for # |version| and |release|, also used in various other places throughout the # built documents. # # The short X.Y version. from cobra.version import get_version, read_release_version version = read_release_version() # The full version, including alpha/beta/rc tags. release = get_version() # List of patterns, relative to source directory, that match files and # directories to ignore when looking for source files. exclude_patterns = ['_build', 'version.py', '.ipynb_checkpoints'] pygments_style = 'sphinx' # -- Options for HTML output -------------------------------------------------- mathjax_path = 'https://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS-MML_HTMLorMML' # -- Options for LaTeX output -------------------------------------------------- latex_elements = { # The paper size ('letterpaper' or 'a4paper'). 'papersize': 'letterpaper', # The font size ('10pt', '11pt' or '12pt'). #'pointsize': '10pt', # Additional stuff for the LaTeX preamble. 'preamble': r'\usepackage{amsmath,amssymb}', } # Grouping the document tree into LaTeX files. List of tuples # (source start file, target name, title, author, documentclass [howto/manual]). latex_documents = [ ('index', 'cobra.tex', u'cobra Documentation', u'Daniel Robert Hyduke and Ali Ebrahim', 'manual'), ] # -- Options for manual page output -------------------------------------------- # One entry per manual page. List of tuples # (source start file, name, description, authors, manual section). man_pages = [ ('index', 'cobra', u'cobra Documentation', [u'Daniel Robert Hyduke and Ali Ebrahim'], 1) ] # -- Options for Texinfo output ------------------------------------------------ # Grouping the document tree into Texinfo files. List of tuples # (source start file, target name, title, author, # dir menu entry, description, category) texinfo_documents = [ ('index', 'cobra', u'cobra Documentation', u'Daniel Robert Hyduke and Ali Ebrahim', 'cobra', 'A package for constraints-based modeling of biological networks', 'Miscellaneous'), ] # Example configuration for intersphinx: refer to the Python standard library. intersphinx_mapping = {"http://docs.python.org/": None, "http://docs.scipy.org/doc/numpy/": None, "http://docs.scipy.org/doc/scipy/reference": None} intersphinx_cache_limit = 10 # days to keep the cached inventories
gpl-2.0
trustswz/IRTK
wrapping/cython/scripts/learn_mser.py
5
8173
#!/usr/bin/python import cv2 import sys import csv import numpy as np from math import cos,sin import math import SimpleITK as sitk import argparse from glob import glob from sklearn import cluster from sklearn import neighbors from sklearn import svm from sklearn.externals import joblib from joblib import Parallel, delayed from scipy.stats.mstats import mquantiles ###################################################################### def is_in_ellipse( (x,y), ((xe,ye),(we,he),theta)): theta = theta / 180 * np.pi u = cos(theta)*(x-xe)+ sin(theta)*(y-ye) v = -sin(theta)*(x-xe)+cos(theta)*(y-ye) # http://answers.opencv.org/question/497/extract-a-rotatedrect-area/ # http://felix.abecassis.me/2011/10/opencv-rotation-deskewing/ # if theta < -45: # tmp = we # we = he # he = we a = we/2 b = he/2 return (u/a)**2 + (v/b)**2 <= 1 def process_file( raw_file, ga, coordinates, size, classifier, N, NEW_SAMPLING, DEBUG=False ): X = [] Y = [] ofd_model = np.array([ -4.97315445e-03, 3.19846853e-01, -2.60839214e+00, 2.62679565e+01]) OFD = 0 for k in range(4): OFD += ofd_model[3-k]*ga**k OFD /= NEW_SAMPLING mser = cv2.MSER( _delta=5, _min_area=60, _max_area=14400, _max_variation=0.15, _min_diversity=.1, _max_evolution=200, _area_threshold=1.01, _min_margin=0.003, _edge_blur_size=5) sift = cv2.SIFT( nfeatures=0, nOctaveLayers=3, contrastThreshold=0.04, edgeThreshold=10, sigma=0.8) siftExtractor = cv2.DescriptorExtractor_create("SIFT") coordinates = np.array(map(float,coordinates.split(',')),dtype='float') size = np.array(map(float,size.split(',')),dtype='float') sitk_img = sitk.ReadImage( raw_file ) raw_spacing = sitk_img.GetSpacing() ## Resample resample = sitk.ResampleImageFilter() resample.SetOutputDirection(sitk_img.GetDirection()) resample.SetOutputOrigin(sitk_img.GetOrigin()) resample.SetOutputSpacing([NEW_SAMPLING,NEW_SAMPLING,raw_spacing[2]]) resample.SetSize([int(sitk_img.GetSize()[0]*raw_spacing[0]/NEW_SAMPLING), int(sitk_img.GetSize()[1]*raw_spacing[1]/NEW_SAMPLING), sitk_img.GetSize()[2]]) sitk_img = resample.Execute(sitk_img) # Adjust coordinates and size box = coordinates * np.array([1.0,raw_spacing[1]/NEW_SAMPLING,raw_spacing[0]/NEW_SAMPLING],dtype='float') box_size = size * np.array([1.0,raw_spacing[1]/NEW_SAMPLING,raw_spacing[0]/NEW_SAMPLING],dtype='float') z0,y0,x0 = box.astype('int') d0,h0,w0 = box_size.astype('int') brain_center = (x0 + w0/2, y0 + h0/2) data = sitk.GetArrayFromImage( sitk_img ).astype("float") ## Contrast-stretch with saturation q = mquantiles(data.flatten(),[0.01,0.99]) data[data<q[0]] = q[0] data[data>q[1]] = q[1] data -= data.min() data /= data.max() data *= 255 data = data.astype('uint8') for z in range(data.shape[0]): contours = mser.detect(data[z,:,:]) keypoints = sift.detect(data[z,:,:]) if keypoints is None or len(keypoints) == 0: continue (keypoints, descriptors) = siftExtractor.compute(data[z,:,:],keypoints) for i,c in enumerate(contours): hist = np.zeros(N, dtype='float') ellipse = cv2.fitEllipse(np.array(map(lambda x:[x], c),dtype='int32')) # filter by size if ( ellipse[1][0] > OFD or ellipse[1][1] > OFD or ellipse[1][0] < 0.5*OFD or ellipse[1][1] < 0.5*OFD ) : continue # filter by eccentricity # if math.sqrt(1-(np.min(ellipse[1])/np.max(ellipse[1]))**2) > 0.75: # continue distance = math.sqrt((ellipse[0][0]-brain_center[0])**2 +(ellipse[0][1]-brain_center[1])**2) if max(w0,h0)/2 >= distance >= min(w0,h0)/8: continue for k,d in zip(keypoints,descriptors): if is_in_ellipse(k.pt,ellipse): c = classifier.kneighbors(d, return_distance=False) hist[c] += 1 # Normalize histogram norm = np.linalg.norm(hist) if norm > 0: hist /= norm if distance > max(w0,h0)/4: if DEBUG: print 0 X.append(hist) Y.append(0) else: if distance < min(w0,h0)/8 and z0 + d0/8 <= z <= z0+7*d0/8: if DEBUG: print 1 X.append(hist) Y.append(1) else: continue if DEBUG: img_color = cv2.cvtColor( data[z,:,:], cv2.cv.CV_GRAY2RGB ) cv2.ellipse( img_color, (ellipse[0], (ellipse[1][0],ellipse[1][1]), ellipse[2]) , (0,0,255)) for k_id,k in enumerate(keypoints): if is_in_ellipse(k.pt,ellipse): if Y[-1] == 1: cv2.circle( img_color, (int(k.pt[0]),int(k.pt[1])), 2, (0,255,0), -1) else: cv2.circle( img_color, (int(k.pt[0]),int(k.pt[1])), 2, (0,0,255), -1) cv2.imwrite("/tmp/"+str(z) + '_' +str(i) +'_'+str(k_id)+".png",img_color) # cv2.imshow("show",img_color) # cv2.waitKey(0) return X,Y ###################################################################### parser = argparse.ArgumentParser( description='Learn MSER classifier using SIFT BOW.' ) parser.add_argument( '--training_patients' ) parser.add_argument( '--original_folder' ) parser.add_argument( '--ga_file' ) parser.add_argument( '--clean_brainboxes' ) parser.add_argument( '--new_sampling', type=float ) parser.add_argument( '--vocabulary' ) parser.add_argument( '--output' ) parser.add_argument( '--debug', action="store_true", default=False ) args = parser.parse_args() vocabulary = open(args.vocabulary, 'rb') voca = np.load(vocabulary) classifier = neighbors.NearestNeighbors(1) N = voca.shape[0] classifier.fit(voca) f = open( args.training_patients, "r" ) patients = [] for p in f: patients.append(p.rstrip()) f.close() reader = csv.reader( open( args.ga_file, "rb"), delimiter=" " ) all_ga = {} for patient_id, ga in reader: all_ga[patient_id] = float(ga) reader = csv.reader( open( args.clean_brainboxes, "r" ), delimiter='\t' ) training_patients = [] for patient_id, raw_file, cl, coordinates, size in reader: if patient_id not in patients: print "Skipping testing patient: " + patient_id continue training_patients.append((args.original_folder + '/' + raw_file,all_ga[patient_id],coordinates, size)) XY = Parallel(n_jobs=-1)(delayed(process_file)(raw_file,ga,coordinates, size, classifier,N,args.new_sampling,args.debug) for raw_file,ga,coordinates, size in training_patients ) print len(XY) X = [] Y = [] for x,y in XY: X.extend(x) Y.extend(y) print "RATIO = ", np.sum(Y), len(Y) X = np.array(X,dtype='float') Y = np.array(Y,dtype='float') # svc = svm.SVC() svc = svm.LinearSVC(dual=False,) svc.fit(X, Y) print svc.score(X, Y) joblib.dump(svc, args.output)
bsd-3-clause
pmeier82/spikeval
spikeval/plot/plot_waveforms.py
1
4681
# -*- coding: utf-8 -*- # # spikeval - plot.plot_waveforms.py # # Philipp Meier <pmeier82 at googlemail dot com> # 2012-08-27 # """waveform plot for extracted spike waveforms""" __docformat__ = 'restructuredtext' __all__ = ['waveforms'] ##---IMPORTS import scipy as sp from .common import COLOURS, gen_fig ##---FUNCTION def waveforms(waveforms, samples_per_second=None, tf=None, plot_mean=False, plot_single_waveforms=True, set_y_range=False, plot_separate=True, templates=None, colours=None, title=None): """plot one set of spiketrains or two sets of spkitrains with their interspike alignment :type waveforms: dict :param waveforms: dict of ndarray, holding the waveforms for different units. :type samples_per_second: int :param samples_per_second: Scale factor for the axis. :type tf: int :param tf: The template length of the waveforms :type plot_mean: bool :param plot_mean: If True, plot the mean-waveform per unit. :type plot_single_waveforms: bool :param plot_single_waveforms: If True, plot the single waveforms per unit. :type plot_separate: bool :param plot_separate: If True, plot each units waveforms in a separate axis. :type templates: dict :param templates: dict holding one concatenates waveform per key :type set_y_range: bool :param set_y_range: Adjust the y-axis range so waveforms fit in nicely. :type colours: list :param colours: A list of matplotlib conform color values (rgb 3-tuples). If None the common.plot.COLORS set is used. :type title: str :param title: Title for the plot. No title if None or ''. :rtype: matplotlib.figure.Figure """ # init and checks col_lst = colours or COLOURS fig = gen_fig() if plot_separate is False: ax = fig.add_subplot(111) else: ax = None if type(waveforms) is not dict: waveforms = {'0': waveforms} srate = samples_per_second or 1.0 for k in waveforms.keys(): if waveforms[k].ndim == 3: waveforms[k] = sp.vstack( [sp.hstack( [waveforms[k][i, :, j] for j in xrange(waveforms[k].shape[-1])]) for i in xrange(waveforms[k].shape[0])]) firstKey = waveforms.keys()[0] nunits = len(waveforms) my_ymin = waveforms[firstKey].min() my_ymax = waveforms[firstKey].max() my_xmax = waveforms[firstKey].shape[1] - 1 nc = 1 if tf is not None: nc = int(waveforms[firstKey].shape[1] / tf) # plot single waveforms if plot_single_waveforms is True: col_idx = 0 for u, k in enumerate(sorted(waveforms.keys())): if plot_separate is True: ax = fig.add_subplot(nunits, 1, u + 1, sharex=ax, sharey=ax) nevent, nsample = waveforms[k].shape my_ymin = min(my_ymin, waveforms[k].min()) my_ymax = max(my_ymax, waveforms[k].max()) my_xmax = max(my_xmax, waveforms[k].shape[1] - 1) col = col_lst[col_idx % len(col_lst)] if plot_mean is True: col = 'gray' for i in xrange(waveforms[k].shape[0]): ax.plot(sp.arange(nsample) / srate, waveforms[k][i, :], color=col) col_idx += 1 # addition: per axis event count ax.set_ylabel('n:%s' % nevent) # plot mean waveforms if plot_mean is True: col_idx = 0 for u, k in enumerate(sorted(waveforms.keys())): if plot_separate is True: ax = fig.axes[u] if templates is not None and k in templates: my_mean = templates[k] else: my_mean = waveforms[k].mean(axis=0) my_ymin = min(my_ymin, my_mean.min()) my_ymax = max(my_ymax, my_mean.max()) my_xmax = max(my_xmax, my_mean.size - 1) ax.plot(sp.arange(my_mean.size) / srate, my_mean, c=col_lst[col_idx % len(col_lst)], lw=2) col_idx += 1 # if multichannel waveforms, plot vertical lines at channel borders if tf is not None: for i in xrange(1, nc): for a in fig.axes: a.axvline((tf * i) / srate, ls='dashed', color='y') # fancy stuff if title is not None: fig.suptitle(title) if samples_per_second is not None: ax.set_xlabel('time [s]') else: ax.set_xlabel('time [samples]') ax.set_xlim(0, my_xmax) if set_y_range is True: ax.set_ylim((1.01 * my_ymin, 1.01 * my_ymax)) # return return fig ##---MAIN if __name__ == '__main__': pass
mit
jajcayn/pyclits
pyclits/mutual_inf.py
1
22903
""" created on May 6, 2015 @author: Nikola Jajcay, jajcay(at)cs.cas.cz last update on Sep 22, 2017 """ import numpy as np def get_time_series_condition(ts, tau=1, reversed=False, dim_of_condition=1, eta=0, close_condition=False, phase_diff=False, add_cond=None): """ Returns time series for CMI as list in the sense I(x; y | z), where x = x(t); y = y(t+tau) | z = [y(t), y(t-eta), y(t-2eta), ...] up to dim_of_condition so x -- master time series, y -- slave time series, z -- list of condtions (slave time series in the past) tau and eta are forward and backward time lags, respectively. If reversed is True, the master (ts[0, :]) and the slave (ts[1, :]) are reversed (for CMI in other direction). If close_condition is True, the conditions are returned as z = [y(t+tau-1), y(t+tau-1-eta), y(t+tau-1-2eta), ...] up to dim_of_condition, so the conditions are closer in temporal sense to the slave time series. If phase_diff is True, as y, the phase differences (future - first cond.) will be used (use only with phase data, not raw). add_cond if None, is time series of shape [x, len] where x is number of additional time series to be put into the condition as of 'now', thus without any backward lag. These additional conditions are NOT counted in the dimension of condition parameter. """ if isinstance(ts, list) and len(ts) > 1: if len(ts) != 2: raise Exception("Input must be a list of 1D arrays (or a 2 x length array).") if ts[0].shape != ts[1].shape: raise Exception("Both time series must be the same length.") master = ts[1].copy() if reversed else ts[0].copy() slave = ts[0].copy() if reversed else ts[1].copy() elif isinstance(ts, np.ndarray): if np.squeeze(ts).ndim != 2: raise Exception("Input must be 2 x length array (or a list of 1D arrays).") master = ts[1, :].copy() if reversed else ts[0, :].copy() slave = ts[0, :].copy() if reversed else ts[1, :].copy() else: raise Exception("Input not understood. Use either list of 1D arrays or 2 x length array.") if add_cond is not None: add_cond = np.atleast_2d(add_cond) assert add_cond.shape[1] == master.shape[0] if dim_of_condition > 4: print("** WARNING -- for %d dimensional condition the estimation might be biased." % (dim_of_condition)) if (dim_of_condition > 1 and eta == 0): raise Exception("For multidimensional condition the backward lag eta must be chosen.") n_eta = dim_of_condition - 1 n = master.shape[0] - tau - n_eta*eta if eta is None: eta = 0 else: eta = int(eta) x = master[n_eta*eta : -tau] # "now" if x.shape[0] != n: raise Exception("Something went wrong! Check input data.") y = slave[n_eta*eta+tau :] # "tau future" if y.shape[0] != n: raise Exception("Something went wrong! Check input data.") z = [] for i in range(dim_of_condition): if close_condition: cond = slave[(n_eta-i)*eta+tau-1 : -1-i*eta] # "almost future" until ... else: cond = slave[(n_eta-i)*eta : -tau-i*eta] # "now" until "n_eta eta past" if cond.shape[0] != n: raise Exception("Something went wrong! Check input data.") z.append(cond) if add_cond is not None: for condextra in range(add_cond.shape[0]): if close_condition: extra_cond = add_cond[condextra, n_eta*eta+tau-1 : -1] else: extra_cond = add_cond[condextra, n_eta*eta : -tau] # "now" if extra_cond.shape[0] != n: raise Exception("Something went wrong! Check input data.") z.append(extra_cond) if phase_diff: y = y - z[0] y[y < -np.pi] += 2*np.pi return (x, y, z) def mutual_information(x, y, algorithm='EQQ', bins=8, log2=True): """ Computes mutual information between two time series x and y as I(x; y) = sum( p(x,y) * log( p(x,y) / p(x)p(y) ), where p(x), p(y) and p(x, y) are probability distributions. The probability distributions could be estimated using these algorithms: equiquantal binning - algorithm keyword 'EQQ' or 'EQQ2' EQQ - equiquantality is forced (even if many samples have the same value at and near the bin edge), can happen that samples with same value fall into different bin EQQ2 - if more than one sample has the same value at the bin edge, the edge is shifted, so that all samples with the same value fall into the same bin, can happen that bins do not necessarily contain the same amount of samples equidistant binning - algorithm keyword 'EQD' (preparing more...) If log2 is True (default), the units of mutual information are bits, if False the mutual information is be estimated using natural logarithm and therefore units are nats. """ log_f = np.log2 if log2 else np.log if algorithm == 'EQD': x_bins = bins y_bins = bins xy_bins = bins elif algorithm == 'EQQ': # create EQQ bins x_sorted = np.sort(x) x_bins = [x.min()] [x_bins.append(x_sorted[i*x.shape[0]/bins]) for i in range(1, bins)] x_bins.append(x.max()) y_sorted = np.sort(y) y_bins = [y.min()] [y_bins.append(y_sorted[i*y.shape[0]/bins]) for i in range(1, bins)] y_bins.append(y.max()) xy_bins = [x_bins, y_bins] elif algorithm == 'EQQ2': x_sorted = np.sort(x) x_bins = [x.min()] one_bin_count = x.shape[0] / bins for i in range(1, bins): idx = i * one_bin_count if np.all(np.diff(x_sorted[idx-1:idx+2]) != 0): x_bins.append(x_sorted[idx]) elif np.any(np.diff(x_sorted[idx-1:idx+2]) == 0): where = np.where(np.diff(x_sorted[idx-1:idx+2]) != 0)[0] expand_idx = 1 while where.size == 0: where = np.where(np.diff(x_sorted[idx-expand_idx:idx+1+expand_idx]) != 0)[0] expand_idx += 1 if where[0] == 0: x_bins.append(x_sorted[idx-expand_idx]) else: x_bins.append(x_sorted[idx+expand_idx]) x_bins.append(x.max()) y_sorted = np.sort(y) y_bins = [y.min()] one_bin_count = y.shape[0] / bins for i in range(1, bins): idx = i * one_bin_count if np.all(np.diff(y_sorted[idx-1:idx+2]) != 0): y_bins.append(y_sorted[idx]) elif np.any(np.diff(y_sorted[idx-1:idx+2]) == 0): where = np.where(np.diff(y_sorted[idx-1:idx+2]) != 0)[0] expand_idx = 1 while where.size == 0: where = np.where(np.diff(y_sorted[idx-expand_idx:idx+1+expand_idx]) != 0)[0] expand_idx += 1 if where[0] == 0: y_bins.append(y_sorted[idx-expand_idx]) else: y_bins.append(y_sorted[idx+expand_idx]) y_bins.append(y.max()) xy_bins = [x_bins, y_bins] # histo count_x = np.histogramdd([x], bins = [x_bins])[0] count_y = np.histogramdd([y], bins = [y_bins])[0] count_xy = np.histogramdd([x, y], bins = xy_bins)[0] # normalise count_xy /= np.float(np.sum(count_xy)) count_x /= np.float(np.sum(count_x)) count_y /= np.float(np.sum(count_y)) # sum mi = 0 for i in range(bins): for j in range(bins): if count_x[i] != 0 and count_y[j] != 0 and count_xy[i, j] != 0: mi += count_xy[i, j] * log_f(count_xy[i, j] / (count_x[i] * count_y[j])) return mi def knn_mutual_information(x, y, k, standardize = True, symm_algorithm = True, dualtree = True): """ Computes mutual information between two time series x and y as I(x; y) = sum( p(x,y) * log( p(x,y) / p(x)p(y) ), where p(x), p(y) and p(x, y) are probability distributions. Performs k-nearest neighbours search using k-dimensional tree. Uses sklearn.neighbors for KDTree class. standardize - whether transform data to zero mean and unit variance symm_algorithm True - use symmetric algorithm with one eps in both dimensions False - use different eps_x and eps_y in respective dimensions -- SOME PROBLEMS, DON'T USE NOW dualtree - whether to use dualtree formalism in k-d tree for the k-NN search could lead to better performance with large N According to Kraskov A., Stogbauer H. and Grassberger P., Phys. Rev. E, 69, 2004. """ from sklearn.neighbors import KDTree from scipy.special import digamma # prepare data if standardize: x = _center_ts(x) y = _center_ts(y) data = np.vstack([x, y]).T # build k-d tree using the maximum (Chebyshev) norm tree = KDTree(data, leaf_size = 15, metric = "chebyshev") # find k-nearest neighbour indices for each point dist, ind = tree.query(data, k = k + 1, return_distance = True, dualtree = dualtree) sum_ = 0 for n in range(data.shape[0]): # find x and y distances between nth point and its k-nearest neighbour eps_x = np.abs(data[n, 0] - data[ind[n, -1], 0]) eps_y = np.abs(data[n, 1] - data[ind[n, -1], 1]) if symm_algorithm: # use symmetric algorithm with one eps - see the paper eps = np.max((eps_x, eps_y)) # find number of points within eps distance n_x = np.sum(np.less(np.abs(x - x[n]), eps)) - 1 n_y = np.sum(np.less(np.abs(y - y[n]), eps)) - 1 # add to digamma sum sum_ += digamma(n_x + 1) + digamma(n_y + 1) else: # use asymmetric algorithm with eps_x and eps_y - see the paper # find number of points within eps distance n_x = np.sum(np.less(np.abs(x - x[n]), eps_x)) - 1 n_y = np.sum(np.less(np.abs(y - y[n]), eps_y)) - 1 # add to digamma sum if n_x != 0: sum_ += digamma(n_x) if n_y != 0: sum_ += digamma(n_y) sum_ /= data.shape[0] if symm_algorithm: return digamma(k) - sum_ + digamma(data.shape[0]) else: return digamma(k) - 1./k - sum_ + digamma(data.shape[0]) def _center_ts(ts): """ Returns centered time series with zero mean and unit variance. """ if np.squeeze(ts).ndim != 1: raise Exception("Only 1D time series can be centered") ts -= np.mean(ts) ts /= np.std(ts, ddof = 1) return ts def _get_corr_entropy(list_ts, log2 = True): """ Returns modified entropy to use in Gaussian correlation matrix CMI computation. H = -0.5 * sum( log(eigvals) ) where eigvals are eigenvalues of correlation matrix between time series. """ log_f = np.log2 if log2 else np.log corr_matrix = np.corrcoef(list_ts) eigvals = np.linalg.eigvals(corr_matrix) eigvals = eigvals[eigvals > 0.] return -0.5 * np.nansum(log_f(eigvals)) def cond_mutual_information(x, y, z, algorithm = 'EQQ', bins = 8, log2 = True): """ Computes conditional mutual information between two time series x and y conditioned on a third z (which can be multi-dimensional) as I(x; y | z) = sum( p(x,y,z) * log( p(z)*p(x,y,z) / p(x,z)*p(y,z) ), where p(z), p(x,z), p(y,z) and p(x,y,z) are probability distributions. The probability distributions could be estimated using these algorithms: equiquantal binning - algorithm keyword 'EQQ' or 'EQQ2' EQQ - equiquantality is forced (even if many samples have the same value at and near the bin edge), can happen that samples with same value fall into different bin EQQ2 - if more than one sample has the same value at the bin edge, the edge is shifted, so that all samples with the same value fall into the same bin, can happen that bins do not necessarily contain the same amount of samples equidistant binning - algorithm keyword 'EQD' Gaussian correlation matrix - algorithm keyword 'GCM' (for phase - amplitude dependence) (preparing more...) If log2 is True (default), the units of cond. mutual information are bits, if False the mutual information is estimated using natural logarithm and therefore units are nats. """ log_f = np.log2 if log2 else np.log # binning algorithms if 'EQ' in algorithm: # for multi-dimensional condition -- create array from list as (dim x length of ts) x = np.atleast_2d(x) y = np.atleast_2d(y) z = np.atleast_2d(z) if algorithm == 'EQQ': # create EQQ bins -- condition [possibly multidimensional] z_bins = [] # arrays of bins for all conditions for cond in range(z.shape[0]): z_sorted = np.sort(z[cond, :]) z_bin = [z_sorted.min()] [z_bin.append(z_sorted[i*z_sorted.shape[0]/bins]) for i in range(1, bins)] z_bin.append(z_sorted.max()) z_bins.append(np.array(z_bin)) # create EQQ bins -- variables x_bins = [] for cond in range(x.shape[0]): x_sorted = np.sort(x[cond, :]) x_bin = [x_sorted.min()] [x_bin.append(x_sorted[i*x_sorted.shape[0]/bins]) for i in range(1, bins)] x_bin.append(x_sorted.max()) x_bins.append(np.array(x_bin)) y_bins = [] for cond in range(y.shape[0]): y_sorted = np.sort(y[cond, :]) y_bin = [y_sorted.min()] [y_bin.append(y_sorted[i*y_sorted.shape[0]/bins]) for i in range(1, bins)] y_bin.append(y_sorted.max()) y_bins.append(np.array(y_bin)) # create multidim bins for histogram xyz_bins = x_bins + y_bins + z_bins xz_bins = x_bins + z_bins yz_bins = y_bins + z_bins elif algorithm == 'EQQ2': # create EQQ bins -- condition [possibly multidimensional] z_bins = [] # arrays of bins for all conditions for cond in range(z.shape[0]): z_sorted = np.sort(z[cond, :]) z_bin = [z_sorted.min()] one_bin_count = z_sorted.shape[0] / bins for i in range(1, bins): idx = i * one_bin_count if np.all(np.diff(z_sorted[idx-1:idx+2]) != 0): z_bin.append(z_sorted[idx]) elif np.any(np.diff(z_sorted[idx-1:idx+2]) == 0): where = np.where(np.diff(z_sorted[idx-1:idx+2]) != 0)[0] expand_idx = 1 while where.size == 0: where = np.where(np.diff(z_sorted[idx-expand_idx:idx+1+expand_idx]) != 0)[0] expand_idx += 1 if where[0] == 0: z_bin.append(z_sorted[idx-expand_idx]) else: z_bin.append(z_sorted[idx+expand_idx]) z_bin.append(z_sorted.max()) z_bin = np.array(z_bin) z_bins.append(np.array(z_bin)) # create EQQ bins -- variables x_bins = [] # arrays of bins for all conditions for cond in range(x.shape[0]): x_sorted = np.sort(x[cond, :]) x_bin = [x_sorted.min()] one_bin_count = x_sorted.shape[0] / bins for i in range(1, bins): idx = i * one_bin_count if np.all(np.diff(x_sorted[idx-1:idx+2]) != 0): x_bin.append(x_sorted[idx]) elif np.any(np.diff(x_sorted[idx-1:idx+2]) == 0): where = np.where(np.diff(x_sorted[idx-1:idx+2]) != 0)[0] expand_idx = 1 while where.size == 0: where = np.where(np.diff(x_sorted[idx-expand_idx:idx+1+expand_idx]) != 0)[0] expand_idx += 1 if where[0] == 0: x_bin.append(x_sorted[idx-expand_idx]) else: x_bin.append(x_sorted[idx+expand_idx]) x_bin.append(x_sorted.max()) x_bin = np.array(x_bin) x_bins.append(np.array(x_bin)) y_bins = [] # arrays of bins for all conditions for cond in range(y.shape[0]): y_sorted = np.sort(y[cond, :]) y_bin = [y_sorted.min()] one_bin_count = y_sorted.shape[0] / bins for i in range(1, bins): idx = i * one_bin_count if np.all(np.diff(y_sorted[idx-1:idx+2]) != 0): y_bin.append(y_sorted[idx]) elif np.any(np.diff(y_sorted[idx-1:idx+2]) == 0): where = np.where(np.diff(y_sorted[idx-1:idx+2]) != 0)[0] expand_idx = 1 while where.size == 0: where = np.where(np.diff(y_sorted[idx-expand_idx:idx+1+expand_idx]) != 0)[0] expand_idx += 1 if where[0] == 0: y_bin.append(y_sorted[idx-expand_idx]) else: y_bin.append(y_sorted[idx+expand_idx]) y_bin.append(y_sorted.max()) y_bin = np.array(y_bin) y_bins.append(np.array(y_bin)) # create multidim bins for histogram xyz_bins = x_bins + y_bins + z_bins xz_bins = x_bins + z_bins yz_bins = y_bins + z_bins elif algorithm == 'EQD': # bins are just integer xyz_bins = bins xz_bins = bins yz_bins = bins z_bins = bins # histo count_z = np.histogramdd(z.T, bins = z_bins)[0] xyz = np.vstack((x, y, z)) count_xyz = np.histogramdd(xyz.T, bins = xyz_bins)[0] xz = np.vstack((x, z)) count_xz = np.histogramdd(xz.T, bins = xz_bins)[0] yz = np.vstack((y, z)) count_yz = np.histogramdd(yz.T, bins = yz_bins)[0] # normalise count_z /= np.float(np.sum(count_z)) count_xyz /= np.float(np.sum(count_xyz)) count_xz /= np.float(np.sum(count_xz)) count_yz /= np.float(np.sum(count_yz)) # sum cmi = 0 iterator = np.nditer(count_xyz, flags = ['multi_index']) while not iterator.finished: idx = iterator.multi_index xz_idx = tuple([ item for sublist in [idx[:len(x)], idx[-len(z):]] for item in sublist ]) # creates index for xz histo yz_idx = idx[-len(z)-len(y):] z_idx = idx[-len(z):] if count_xyz[idx] == 0 or count_z[z_idx] == 0 or count_xz[xz_idx] == 0 or count_yz[yz_idx] == 0: iterator.iternext() continue else: cmi += count_xyz[idx] * log_f(count_z[z_idx] * count_xyz[idx] / (count_xz[xz_idx] * count_yz[yz_idx])) iterator.iternext() elif algorithm == 'GCM': if len(z) <= 1: raise Exception("Gaussian correlation matrix method should be used with multidimensional condition.") # center time series - zero mean, unit variance x = _center_ts(x) y = _center_ts(y) for cond_ts in z: cond_ts = _center_ts(cond_ts) # get CMI Hall = _get_corr_entropy([x, y] + list(z), log2 = log2) Hxz = _get_corr_entropy([x] + list(z), log2 = log2) Hyz = _get_corr_entropy([y] + list(z), log2 = log2) Hz = _get_corr_entropy(z, log2 = log2) cmi = Hall - Hxz - Hyz + Hz return cmi def _neg_harmonic(n): """ Returns a negative Nth harmonic number. For knn CMI computation """ return -np.sum(1./np.arange(1,n+1)) def knn_cond_mutual_information(x, y, z, k, standardize = True, dualtree = True): """ Computes conditional mutual information between two time series x and y conditioned on a third z (which can be multi-dimensional) as I(x; y | z) = sum( p(x,y,z) * log( p(z)*p(x,y,z) / p(x,z)*p(y,z) ), where p(z), p(x,z), p(y,z) and p(x,y,z) are probability distributions. Performs k-nearest neighbours search using k-dimensional tree. Uses sklearn.neighbors for KDTree class. standardize - whether transform data to zero mean and unit variance dualtree - whether to use dualtree formalism in k-d tree for the k-NN search could lead to better performance with large N According to Frenzel S. and Pompe B., Phys. Rev. Lett., 99, 2007. """ from sklearn.neighbors import KDTree # prepare data if standardize: x = _center_ts(x) y = _center_ts(y) if isinstance(z, np.ndarray): z = _center_ts(z) elif isinstance(z, list): for cond_ts in z: cond_ts = _center_ts(cond_ts) z = np.atleast_2d(z) data = np.vstack([x, y, z]).T # build k-d tree using the maximum (Chebyshev) norm tree = KDTree(data, leaf_size = 15, metric = "chebyshev") # find distance to k-nearest neighbour per point dist, _ = tree.query(data, k = k + 1, return_distance = True, dualtree = dualtree) sum_ = 0 # prepare marginal vectors xz, yz and z n_x_z_data = np.delete(data, 1, axis = 1) n_y_z_data = np.delete(data, 0, axis = 1) n_z_data = np.delete(data, [0, 1], axis = 1) # build and query k-d trees in marginal spaces for number of points in a given dist from a point tree_x_z = KDTree(n_x_z_data, leaf_size = 15, metric = "chebyshev") n_x_z = tree_x_z.query_radius(n_x_z_data, r = dist[:, -1], count_only = True) - 2 tree_y_z = KDTree(n_y_z_data, leaf_size = 15, metric = "chebyshev") n_y_z = tree_y_z.query_radius(n_y_z_data, r = dist[:, -1], count_only = True) - 2 tree_z = KDTree(n_z_data, leaf_size = 15, metric = "chebyshev") n_z = tree_z.query_radius(n_z_data, r = dist[:, -1], count_only = True) - 2 # count points for n in range(data.shape[0]): sum_ += _neg_harmonic(n_x_z[n]) + _neg_harmonic(n_y_z[n]) - _neg_harmonic(n_z[n]) sum_ /= data.shape[0] return sum_ - _neg_harmonic(k-1)
mit
phdowling/scikit-learn
sklearn/neighbors/approximate.py
128
22351
"""Approximate nearest neighbor search""" # Author: Maheshakya Wijewardena <[email protected]> # Joel Nothman <[email protected]> import numpy as np import warnings from scipy import sparse from .base import KNeighborsMixin, RadiusNeighborsMixin from ..base import BaseEstimator from ..utils.validation import check_array from ..utils import check_random_state from ..metrics.pairwise import pairwise_distances from ..random_projection import GaussianRandomProjection __all__ = ["LSHForest"] HASH_DTYPE = '>u4' MAX_HASH_SIZE = np.dtype(HASH_DTYPE).itemsize * 8 def _find_matching_indices(tree, bin_X, left_mask, right_mask): """Finds indices in sorted array of integers. Most significant h bits in the binary representations of the integers are matched with the items' most significant h bits. """ left_index = np.searchsorted(tree, bin_X & left_mask) right_index = np.searchsorted(tree, bin_X | right_mask, side='right') return left_index, right_index def _find_longest_prefix_match(tree, bin_X, hash_size, left_masks, right_masks): """Find the longest prefix match in tree for each query in bin_X Most significant bits are considered as the prefix. """ hi = np.empty_like(bin_X, dtype=np.intp) hi.fill(hash_size) lo = np.zeros_like(bin_X, dtype=np.intp) res = np.empty_like(bin_X, dtype=np.intp) left_idx, right_idx = _find_matching_indices(tree, bin_X, left_masks[hi], right_masks[hi]) found = right_idx > left_idx res[found] = lo[found] = hash_size r = np.arange(bin_X.shape[0]) kept = r[lo < hi] # indices remaining in bin_X mask while kept.shape[0]: mid = (lo.take(kept) + hi.take(kept)) // 2 left_idx, right_idx = _find_matching_indices(tree, bin_X.take(kept), left_masks[mid], right_masks[mid]) found = right_idx > left_idx mid_found = mid[found] lo[kept[found]] = mid_found + 1 res[kept[found]] = mid_found hi[kept[~found]] = mid[~found] kept = r[lo < hi] return res class ProjectionToHashMixin(object): """Turn a transformed real-valued array into a hash""" @staticmethod def _to_hash(projected): if projected.shape[1] % 8 != 0: raise ValueError('Require reduced dimensionality to be a multiple ' 'of 8 for hashing') # XXX: perhaps non-copying operation better out = np.packbits((projected > 0).astype(int)).view(dtype=HASH_DTYPE) return out.reshape(projected.shape[0], -1) def fit_transform(self, X, y=None): self.fit(X) return self.transform(X) def transform(self, X, y=None): return self._to_hash(super(ProjectionToHashMixin, self).transform(X)) class GaussianRandomProjectionHash(ProjectionToHashMixin, GaussianRandomProjection): """Use GaussianRandomProjection to produce a cosine LSH fingerprint""" def __init__(self, n_components=8, random_state=None): super(GaussianRandomProjectionHash, self).__init__( n_components=n_components, random_state=random_state) def _array_of_arrays(list_of_arrays): """Creates an array of array from list of arrays.""" out = np.empty(len(list_of_arrays), dtype=object) out[:] = list_of_arrays return out class LSHForest(BaseEstimator, KNeighborsMixin, RadiusNeighborsMixin): """Performs approximate nearest neighbor search using LSH forest. LSH Forest: Locality Sensitive Hashing forest [1] is an alternative method for vanilla approximate nearest neighbor search methods. LSH forest data structure has been implemented using sorted arrays and binary search and 32 bit fixed-length hashes. Random projection is used as the hash family which approximates cosine distance. The cosine distance is defined as ``1 - cosine_similarity``: the lowest value is 0 (identical point) but it is bounded above by 2 for the farthest points. Its value does not depend on the norm of the vector points but only on their relative angles. Read more in the :ref:`User Guide <approximate_nearest_neighbors>`. Parameters ---------- n_estimators : int (default = 10) Number of trees in the LSH Forest. min_hash_match : int (default = 4) lowest hash length to be searched when candidate selection is performed for nearest neighbors. n_candidates : int (default = 10) Minimum number of candidates evaluated per estimator, assuming enough items meet the `min_hash_match` constraint. n_neighbors : int (default = 5) Number of neighbors to be returned from query function when it is not provided to the :meth:`kneighbors` method. radius : float, optinal (default = 1.0) Radius from the data point to its neighbors. This is the parameter space to use by default for the :meth`radius_neighbors` queries. radius_cutoff_ratio : float, optional (default = 0.9) A value ranges from 0 to 1. Radius neighbors will be searched until the ratio between total neighbors within the radius and the total candidates becomes less than this value unless it is terminated by hash length reaching `min_hash_match`. random_state : int, RandomState instance or None, optional (default=None) If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by `np.random`. Attributes ---------- hash_functions_ : list of GaussianRandomProjectionHash objects Hash function g(p,x) for a tree is an array of 32 randomly generated float arrays with the same dimenstion as the data set. This array is stored in GaussianRandomProjectionHash object and can be obtained from ``components_`` attribute. trees_ : array, shape (n_estimators, n_samples) Each tree (corresponding to a hash function) contains an array of sorted hashed values. The array representation may change in future versions. original_indices_ : array, shape (n_estimators, n_samples) Original indices of sorted hashed values in the fitted index. References ---------- .. [1] M. Bawa, T. Condie and P. Ganesan, "LSH Forest: Self-Tuning Indexes for Similarity Search", WWW '05 Proceedings of the 14th international conference on World Wide Web, 651-660, 2005. Examples -------- >>> from sklearn.neighbors import LSHForest >>> X_train = [[5, 5, 2], [21, 5, 5], [1, 1, 1], [8, 9, 1], [6, 10, 2]] >>> X_test = [[9, 1, 6], [3, 1, 10], [7, 10, 3]] >>> lshf = LSHForest() >>> lshf.fit(X_train) # doctest: +NORMALIZE_WHITESPACE LSHForest(min_hash_match=4, n_candidates=50, n_estimators=10, n_neighbors=5, radius=1.0, radius_cutoff_ratio=0.9, random_state=None) >>> distances, indices = lshf.kneighbors(X_test, n_neighbors=2) >>> distances # doctest: +ELLIPSIS array([[ 0.069..., 0.149...], [ 0.229..., 0.481...], [ 0.004..., 0.014...]]) >>> indices array([[1, 2], [2, 0], [4, 0]]) """ def __init__(self, n_estimators=10, radius=1.0, n_candidates=50, n_neighbors=5, min_hash_match=4, radius_cutoff_ratio=.9, random_state=None): self.n_estimators = n_estimators self.radius = radius self.random_state = random_state self.n_candidates = n_candidates self.n_neighbors = n_neighbors self.min_hash_match = min_hash_match self.radius_cutoff_ratio = radius_cutoff_ratio def _compute_distances(self, query, candidates): """Computes the cosine distance. Distance is from the query to points in the candidates array. Returns argsort of distances in the candidates array and sorted distances. """ if candidates.shape == (0,): # needed since _fit_X[np.array([])] doesn't work if _fit_X sparse return np.empty(0, dtype=np.int), np.empty(0, dtype=float) if sparse.issparse(self._fit_X): candidate_X = self._fit_X[candidates] else: candidate_X = self._fit_X.take(candidates, axis=0, mode='clip') distances = pairwise_distances(query, candidate_X, metric='cosine')[0] distance_positions = np.argsort(distances) distances = distances.take(distance_positions, mode='clip', axis=0) return distance_positions, distances def _generate_masks(self): """Creates left and right masks for all hash lengths.""" tri_size = MAX_HASH_SIZE + 1 # Called once on fitting, output is independent of hashes left_mask = np.tril(np.ones((tri_size, tri_size), dtype=int))[:, 1:] right_mask = left_mask[::-1, ::-1] self._left_mask = np.packbits(left_mask).view(dtype=HASH_DTYPE) self._right_mask = np.packbits(right_mask).view(dtype=HASH_DTYPE) def _get_candidates(self, query, max_depth, bin_queries, n_neighbors): """Performs the Synchronous ascending phase. Returns an array of candidates, their distance ranks and distances. """ index_size = self._fit_X.shape[0] # Number of candidates considered including duplicates # XXX: not sure whether this is being calculated correctly wrt # duplicates from different iterations through a single tree n_candidates = 0 candidate_set = set() min_candidates = self.n_candidates * self.n_estimators while (max_depth > self.min_hash_match and (n_candidates < min_candidates or len(candidate_set) < n_neighbors)): left_mask = self._left_mask[max_depth] right_mask = self._right_mask[max_depth] for i in range(self.n_estimators): start, stop = _find_matching_indices(self.trees_[i], bin_queries[i], left_mask, right_mask) n_candidates += stop - start candidate_set.update( self.original_indices_[i][start:stop].tolist()) max_depth -= 1 candidates = np.fromiter(candidate_set, count=len(candidate_set), dtype=np.intp) # For insufficient candidates, candidates are filled. # Candidates are filled from unselected indices uniformly. if candidates.shape[0] < n_neighbors: warnings.warn( "Number of candidates is not sufficient to retrieve" " %i neighbors with" " min_hash_match = %i. Candidates are filled up" " uniformly from unselected" " indices." % (n_neighbors, self.min_hash_match)) remaining = np.setdiff1d(np.arange(0, index_size), candidates) to_fill = n_neighbors - candidates.shape[0] candidates = np.concatenate((candidates, remaining[:to_fill])) ranks, distances = self._compute_distances(query, candidates.astype(int)) return (candidates[ranks[:n_neighbors]], distances[:n_neighbors]) def _get_radius_neighbors(self, query, max_depth, bin_queries, radius): """Finds radius neighbors from the candidates obtained. Their distances from query are smaller than radius. Returns radius neighbors and distances. """ ratio_within_radius = 1 threshold = 1 - self.radius_cutoff_ratio total_candidates = np.array([], dtype=int) total_neighbors = np.array([], dtype=int) total_distances = np.array([], dtype=float) while (max_depth > self.min_hash_match and ratio_within_radius > threshold): left_mask = self._left_mask[max_depth] right_mask = self._right_mask[max_depth] candidates = [] for i in range(self.n_estimators): start, stop = _find_matching_indices(self.trees_[i], bin_queries[i], left_mask, right_mask) candidates.extend( self.original_indices_[i][start:stop].tolist()) candidates = np.setdiff1d(candidates, total_candidates) total_candidates = np.append(total_candidates, candidates) ranks, distances = self._compute_distances(query, candidates) m = np.searchsorted(distances, radius, side='right') positions = np.searchsorted(total_distances, distances[:m]) total_neighbors = np.insert(total_neighbors, positions, candidates[ranks[:m]]) total_distances = np.insert(total_distances, positions, distances[:m]) ratio_within_radius = (total_neighbors.shape[0] / float(total_candidates.shape[0])) max_depth = max_depth - 1 return total_neighbors, total_distances def fit(self, X, y=None): """Fit the LSH forest on the data. This creates binary hashes of input data points by getting the dot product of input points and hash_function then transforming the projection into a binary string array based on the sign (positive/negative) of the projection. A sorted array of binary hashes is created. Parameters ---------- X : array_like or sparse (CSR) matrix, shape (n_samples, n_features) List of n_features-dimensional data points. Each row corresponds to a single data point. Returns ------- self : object Returns self. """ self._fit_X = check_array(X, accept_sparse='csr') # Creates a g(p,x) for each tree self.hash_functions_ = [] self.trees_ = [] self.original_indices_ = [] rng = check_random_state(self.random_state) int_max = np.iinfo(np.int32).max for i in range(self.n_estimators): # This is g(p,x) for a particular tree. # Builds a single tree. Hashing is done on an array of data points. # `GaussianRandomProjection` is used for hashing. # `n_components=hash size and n_features=n_dim. hasher = GaussianRandomProjectionHash(MAX_HASH_SIZE, rng.randint(0, int_max)) hashes = hasher.fit_transform(self._fit_X)[:, 0] original_index = np.argsort(hashes) bin_hashes = hashes[original_index] self.original_indices_.append(original_index) self.trees_.append(bin_hashes) self.hash_functions_.append(hasher) self._generate_masks() return self def _query(self, X): """Performs descending phase to find maximum depth.""" # Calculate hashes of shape (n_samples, n_estimators, [hash_size]) bin_queries = np.asarray([hasher.transform(X)[:, 0] for hasher in self.hash_functions_]) bin_queries = np.rollaxis(bin_queries, 1) # descend phase depths = [_find_longest_prefix_match(tree, tree_queries, MAX_HASH_SIZE, self._left_mask, self._right_mask) for tree, tree_queries in zip(self.trees_, np.rollaxis(bin_queries, 1))] return bin_queries, np.max(depths, axis=0) def kneighbors(self, X, n_neighbors=None, return_distance=True): """Returns n_neighbors of approximate nearest neighbors. Parameters ---------- X : array_like or sparse (CSR) matrix, shape (n_samples, n_features) List of n_features-dimensional data points. Each row corresponds to a single query. n_neighbors : int, opitonal (default = None) Number of neighbors required. If not provided, this will return the number specified at the initialization. return_distance : boolean, optional (default = False) Returns the distances of neighbors if set to True. Returns ------- dist : array, shape (n_samples, n_neighbors) Array representing the cosine distances to each point, only present if return_distance=True. ind : array, shape (n_samples, n_neighbors) Indices of the approximate nearest points in the population matrix. """ if not hasattr(self, 'hash_functions_'): raise ValueError("estimator should be fitted.") if n_neighbors is None: n_neighbors = self.n_neighbors X = check_array(X, accept_sparse='csr') neighbors, distances = [], [] bin_queries, max_depth = self._query(X) for i in range(X.shape[0]): neighs, dists = self._get_candidates(X[i], max_depth[i], bin_queries[i], n_neighbors) neighbors.append(neighs) distances.append(dists) if return_distance: return np.array(distances), np.array(neighbors) else: return np.array(neighbors) def radius_neighbors(self, X, radius=None, return_distance=True): """Finds the neighbors within a given radius of a point or points. Return the indices and distances of some points from the dataset lying in a ball with size ``radius`` around the points of the query array. Points lying on the boundary are included in the results. The result points are *not* necessarily sorted by distance to their query point. LSH Forest being an approximate method, some true neighbors from the indexed dataset might be missing from the results. Parameters ---------- X : array_like or sparse (CSR) matrix, shape (n_samples, n_features) List of n_features-dimensional data points. Each row corresponds to a single query. radius : float Limiting distance of neighbors to return. (default is the value passed to the constructor). return_distance : boolean, optional (default = False) Returns the distances of neighbors if set to True. Returns ------- dist : array, shape (n_samples,) of arrays Each element is an array representing the cosine distances to some points found within ``radius`` of the respective query. Only present if ``return_distance=True``. ind : array, shape (n_samples,) of arrays Each element is an array of indices for neighbors within ``radius`` of the respective query. """ if not hasattr(self, 'hash_functions_'): raise ValueError("estimator should be fitted.") if radius is None: radius = self.radius X = check_array(X, accept_sparse='csr') neighbors, distances = [], [] bin_queries, max_depth = self._query(X) for i in range(X.shape[0]): neighs, dists = self._get_radius_neighbors(X[i], max_depth[i], bin_queries[i], radius) neighbors.append(neighs) distances.append(dists) if return_distance: return _array_of_arrays(distances), _array_of_arrays(neighbors) else: return _array_of_arrays(neighbors) def partial_fit(self, X, y=None): """ Inserts new data into the already fitted LSH Forest. Cost is proportional to new total size, so additions should be batched. Parameters ---------- X : array_like or sparse (CSR) matrix, shape (n_samples, n_features) New data point to be inserted into the LSH Forest. """ X = check_array(X, accept_sparse='csr') if not hasattr(self, 'hash_functions_'): return self.fit(X) if X.shape[1] != self._fit_X.shape[1]: raise ValueError("Number of features in X and" " fitted array does not match.") n_samples = X.shape[0] n_indexed = self._fit_X.shape[0] for i in range(self.n_estimators): bin_X = self.hash_functions_[i].transform(X)[:, 0] # gets the position to be added in the tree. positions = self.trees_[i].searchsorted(bin_X) # adds the hashed value into the tree. self.trees_[i] = np.insert(self.trees_[i], positions, bin_X) # add the entry into the original_indices_. self.original_indices_[i] = np.insert(self.original_indices_[i], positions, np.arange(n_indexed, n_indexed + n_samples)) # adds the entry into the input_array. if sparse.issparse(X) or sparse.issparse(self._fit_X): self._fit_X = sparse.vstack((self._fit_X, X)) else: self._fit_X = np.row_stack((self._fit_X, X)) return self
bsd-3-clause
plissonf/scikit-learn
sklearn/datasets/tests/test_mldata.py
384
5221
"""Test functionality of mldata fetching utilities.""" import os import shutil import tempfile import scipy as sp from sklearn import datasets from sklearn.datasets import mldata_filename, fetch_mldata from sklearn.utils.testing import assert_in from sklearn.utils.testing import assert_not_in from sklearn.utils.testing import mock_mldata_urlopen from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_raises from sklearn.utils.testing import with_setup from sklearn.utils.testing import assert_array_equal tmpdir = None def setup_tmpdata(): # create temporary dir global tmpdir tmpdir = tempfile.mkdtemp() os.makedirs(os.path.join(tmpdir, 'mldata')) def teardown_tmpdata(): # remove temporary dir if tmpdir is not None: shutil.rmtree(tmpdir) def test_mldata_filename(): cases = [('datasets-UCI iris', 'datasets-uci-iris'), ('news20.binary', 'news20binary'), ('book-crossing-ratings-1.0', 'book-crossing-ratings-10'), ('Nile Water Level', 'nile-water-level'), ('MNIST (original)', 'mnist-original')] for name, desired in cases: assert_equal(mldata_filename(name), desired) @with_setup(setup_tmpdata, teardown_tmpdata) def test_download(): """Test that fetch_mldata is able to download and cache a data set.""" _urlopen_ref = datasets.mldata.urlopen datasets.mldata.urlopen = mock_mldata_urlopen({ 'mock': { 'label': sp.ones((150,)), 'data': sp.ones((150, 4)), }, }) try: mock = fetch_mldata('mock', data_home=tmpdir) for n in ["COL_NAMES", "DESCR", "target", "data"]: assert_in(n, mock) assert_equal(mock.target.shape, (150,)) assert_equal(mock.data.shape, (150, 4)) assert_raises(datasets.mldata.HTTPError, fetch_mldata, 'not_existing_name') finally: datasets.mldata.urlopen = _urlopen_ref @with_setup(setup_tmpdata, teardown_tmpdata) def test_fetch_one_column(): _urlopen_ref = datasets.mldata.urlopen try: dataname = 'onecol' # create fake data set in cache x = sp.arange(6).reshape(2, 3) datasets.mldata.urlopen = mock_mldata_urlopen({dataname: {'x': x}}) dset = fetch_mldata(dataname, data_home=tmpdir) for n in ["COL_NAMES", "DESCR", "data"]: assert_in(n, dset) assert_not_in("target", dset) assert_equal(dset.data.shape, (2, 3)) assert_array_equal(dset.data, x) # transposing the data array dset = fetch_mldata(dataname, transpose_data=False, data_home=tmpdir) assert_equal(dset.data.shape, (3, 2)) finally: datasets.mldata.urlopen = _urlopen_ref @with_setup(setup_tmpdata, teardown_tmpdata) def test_fetch_multiple_column(): _urlopen_ref = datasets.mldata.urlopen try: # create fake data set in cache x = sp.arange(6).reshape(2, 3) y = sp.array([1, -1]) z = sp.arange(12).reshape(4, 3) # by default dataname = 'threecol-default' datasets.mldata.urlopen = mock_mldata_urlopen({ dataname: ( { 'label': y, 'data': x, 'z': z, }, ['z', 'data', 'label'], ), }) dset = fetch_mldata(dataname, data_home=tmpdir) for n in ["COL_NAMES", "DESCR", "target", "data", "z"]: assert_in(n, dset) assert_not_in("x", dset) assert_not_in("y", dset) assert_array_equal(dset.data, x) assert_array_equal(dset.target, y) assert_array_equal(dset.z, z.T) # by order dataname = 'threecol-order' datasets.mldata.urlopen = mock_mldata_urlopen({ dataname: ({'y': y, 'x': x, 'z': z}, ['y', 'x', 'z']), }) dset = fetch_mldata(dataname, data_home=tmpdir) for n in ["COL_NAMES", "DESCR", "target", "data", "z"]: assert_in(n, dset) assert_not_in("x", dset) assert_not_in("y", dset) assert_array_equal(dset.data, x) assert_array_equal(dset.target, y) assert_array_equal(dset.z, z.T) # by number dataname = 'threecol-number' datasets.mldata.urlopen = mock_mldata_urlopen({ dataname: ({'y': y, 'x': x, 'z': z}, ['z', 'x', 'y']), }) dset = fetch_mldata(dataname, target_name=2, data_name=0, data_home=tmpdir) for n in ["COL_NAMES", "DESCR", "target", "data", "x"]: assert_in(n, dset) assert_not_in("y", dset) assert_not_in("z", dset) assert_array_equal(dset.data, z) assert_array_equal(dset.target, y) # by name dset = fetch_mldata(dataname, target_name='y', data_name='z', data_home=tmpdir) for n in ["COL_NAMES", "DESCR", "target", "data", "x"]: assert_in(n, dset) assert_not_in("y", dset) assert_not_in("z", dset) finally: datasets.mldata.urlopen = _urlopen_ref
bsd-3-clause
pombreda/nmrglue
examples/plotting/2d_spectrum/plot_spectrum_pts.py
10
1340
#! /usr/bin/env python # Create contour plots of a 2D NMRPipe spectrum import nmrglue as ng import numpy as np import matplotlib.pyplot as plt import matplotlib.cm # plot parameters cmap = matplotlib.cm.Blues_r # contour map (colors to use for contours) contour_start = 30000 # contour level start value contour_num = 20 # number of contour levels contour_factor = 1.20 # scaling factor between contour levels # calculate contour levels cl = [contour_start*contour_factor**x for x in xrange(contour_num)] # read in the data from a NMRPipe file dic,data = ng.pipe.read("../../common_data/2d_pipe/test.ft2") # create the figure fig = plt.figure() ax = fig.add_subplot(111) # plot the contours ax.contour(data,cl,cmap=cmap,extent=(0,data.shape[1]-1,0,data.shape[0]-1)) # add some labels ax.text(2006,1322,"T49",size=8,color='r') ax.text(2010,1290,"T11",size=8,color='k') # plot slices in each direction xslice = data[1187,:] ax.plot(xrange(data.shape[1]),xslice/3.e3+1187) yslice = data[:,1976] ax.plot(-yslice/3.e3+1976,xrange(data.shape[0])) # decorate the axes ax.set_ylabel("15N (points)") ax.set_xlabel("13C (points)") ax.set_title("Protein 2D NCa Spectrum") ax.set_xlim(1900,2200) ax.set_ylim(750,1400) # save the figure fig.savefig("spectrum_pts.png") #change to .pdf, .ps, etc for different formats
bsd-3-clause
rednaxelafx/apache-spark
python/pyspark/sql/pandas/group_ops.py
2
14199
# # Licensed to the Apache Software Foundation (ASF) under one or more # contributor license agreements. See the NOTICE file distributed with # this work for additional information regarding copyright ownership. # The ASF licenses this file to You under the Apache License, Version 2.0 # (the "License"); you may not use this file except in compliance with # the License. You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. # import sys import warnings from pyspark import since from pyspark.rdd import PythonEvalType from pyspark.sql.column import Column from pyspark.sql.dataframe import DataFrame class PandasGroupedOpsMixin(object): """ Min-in for pandas grouped operations. Currently, only :class:`GroupedData` can use this class. """ @since(2.3) def apply(self, udf): """ It is an alias of :meth:`pyspark.sql.GroupedData.applyInPandas`; however, it takes a :meth:`pyspark.sql.functions.pandas_udf` whereas :meth:`pyspark.sql.GroupedData.applyInPandas` takes a Python native function. .. note:: It is preferred to use :meth:`pyspark.sql.GroupedData.applyInPandas` over this API. This API will be deprecated in the future releases. :param udf: a grouped map user-defined function returned by :func:`pyspark.sql.functions.pandas_udf`. >>> from pyspark.sql.functions import pandas_udf, PandasUDFType >>> df = spark.createDataFrame( ... [(1, 1.0), (1, 2.0), (2, 3.0), (2, 5.0), (2, 10.0)], ... ("id", "v")) >>> @pandas_udf("id long, v double", PandasUDFType.GROUPED_MAP) # doctest: +SKIP ... def normalize(pdf): ... v = pdf.v ... return pdf.assign(v=(v - v.mean()) / v.std()) >>> df.groupby("id").apply(normalize).show() # doctest: +SKIP +---+-------------------+ | id| v| +---+-------------------+ | 1|-0.7071067811865475| | 1| 0.7071067811865475| | 2|-0.8320502943378437| | 2|-0.2773500981126146| | 2| 1.1094003924504583| +---+-------------------+ .. seealso:: :meth:`pyspark.sql.functions.pandas_udf` """ # Columns are special because hasattr always return True if isinstance(udf, Column) or not hasattr(udf, 'func') \ or udf.evalType != PythonEvalType.SQL_GROUPED_MAP_PANDAS_UDF: raise ValueError("Invalid udf: the udf argument must be a pandas_udf of type " "GROUPED_MAP.") warnings.warn( "It is preferred to use 'applyInPandas' over this " "API. This API will be deprecated in the future releases. See SPARK-28264 for " "more details.", UserWarning) return self.applyInPandas(udf.func, schema=udf.returnType) @since(3.0) def applyInPandas(self, func, schema): """ Maps each group of the current :class:`DataFrame` using a pandas udf and returns the result as a `DataFrame`. The function should take a `pandas.DataFrame` and return another `pandas.DataFrame`. For each group, all columns are passed together as a `pandas.DataFrame` to the user-function and the returned `pandas.DataFrame` are combined as a :class:`DataFrame`. The `schema` should be a :class:`StructType` describing the schema of the returned `pandas.DataFrame`. The column labels of the returned `pandas.DataFrame` must either match the field names in the defined schema if specified as strings, or match the field data types by position if not strings, e.g. integer indices. The length of the returned `pandas.DataFrame` can be arbitrary. :param func: a Python native function that takes a `pandas.DataFrame`, and outputs a `pandas.DataFrame`. :param schema: the return type of the `func` in PySpark. The value can be either a :class:`pyspark.sql.types.DataType` object or a DDL-formatted type string. >>> import pandas as pd # doctest: +SKIP >>> from pyspark.sql.functions import pandas_udf, ceil >>> df = spark.createDataFrame( ... [(1, 1.0), (1, 2.0), (2, 3.0), (2, 5.0), (2, 10.0)], ... ("id", "v")) # doctest: +SKIP >>> def normalize(pdf): ... v = pdf.v ... return pdf.assign(v=(v - v.mean()) / v.std()) >>> df.groupby("id").applyInPandas( ... normalize, schema="id long, v double").show() # doctest: +SKIP +---+-------------------+ | id| v| +---+-------------------+ | 1|-0.7071067811865475| | 1| 0.7071067811865475| | 2|-0.8320502943378437| | 2|-0.2773500981126146| | 2| 1.1094003924504583| +---+-------------------+ Alternatively, the user can pass a function that takes two arguments. In this case, the grouping key(s) will be passed as the first argument and the data will be passed as the second argument. The grouping key(s) will be passed as a tuple of numpy data types, e.g., `numpy.int32` and `numpy.float64`. The data will still be passed in as a `pandas.DataFrame` containing all columns from the original Spark DataFrame. This is useful when the user does not want to hardcode grouping key(s) in the function. >>> df = spark.createDataFrame( ... [(1, 1.0), (1, 2.0), (2, 3.0), (2, 5.0), (2, 10.0)], ... ("id", "v")) # doctest: +SKIP >>> def mean_func(key, pdf): ... # key is a tuple of one numpy.int64, which is the value ... # of 'id' for the current group ... return pd.DataFrame([key + (pdf.v.mean(),)]) >>> df.groupby('id').applyInPandas( ... mean_func, schema="id long, v double").show() # doctest: +SKIP +---+---+ | id| v| +---+---+ | 1|1.5| | 2|6.0| +---+---+ >>> def sum_func(key, pdf): ... # key is a tuple of two numpy.int64s, which is the values ... # of 'id' and 'ceil(df.v / 2)' for the current group ... return pd.DataFrame([key + (pdf.v.sum(),)]) >>> df.groupby(df.id, ceil(df.v / 2)).applyInPandas( ... sum_func, schema="id long, `ceil(v / 2)` long, v double").show() # doctest: +SKIP +---+-----------+----+ | id|ceil(v / 2)| v| +---+-----------+----+ | 2| 5|10.0| | 1| 1| 3.0| | 2| 3| 5.0| | 2| 2| 3.0| +---+-----------+----+ .. note:: This function requires a full shuffle. All the data of a group will be loaded into memory, so the user should be aware of the potential OOM risk if data is skewed and certain groups are too large to fit in memory. .. note:: If returning a new `pandas.DataFrame` constructed with a dictionary, it is recommended to explicitly index the columns by name to ensure the positions are correct, or alternatively use an `OrderedDict`. For example, `pd.DataFrame({'id': ids, 'a': data}, columns=['id', 'a'])` or `pd.DataFrame(OrderedDict([('id', ids), ('a', data)]))`. .. note:: Experimental .. seealso:: :meth:`pyspark.sql.functions.pandas_udf` """ from pyspark.sql import GroupedData from pyspark.sql.functions import pandas_udf, PandasUDFType assert isinstance(self, GroupedData) udf = pandas_udf( func, returnType=schema, functionType=PandasUDFType.GROUPED_MAP) df = self._df udf_column = udf(*[df[col] for col in df.columns]) jdf = self._jgd.flatMapGroupsInPandas(udf_column._jc.expr()) return DataFrame(jdf, self.sql_ctx) @since(3.0) def cogroup(self, other): """ Cogroups this group with another group so that we can run cogrouped operations. See :class:`PandasCogroupedOps` for the operations that can be run. """ from pyspark.sql import GroupedData assert isinstance(self, GroupedData) return PandasCogroupedOps(self, other) class PandasCogroupedOps(object): """ A logical grouping of two :class:`GroupedData`, created by :func:`GroupedData.cogroup`. .. note:: Experimental .. versionadded:: 3.0 """ def __init__(self, gd1, gd2): self._gd1 = gd1 self._gd2 = gd2 self.sql_ctx = gd1.sql_ctx @since(3.0) def applyInPandas(self, func, schema): """ Applies a function to each cogroup using pandas and returns the result as a `DataFrame`. The function should take two `pandas.DataFrame`\\s and return another `pandas.DataFrame`. For each side of the cogroup, all columns are passed together as a `pandas.DataFrame` to the user-function and the returned `pandas.DataFrame` are combined as a :class:`DataFrame`. The `schema` should be a :class:`StructType` describing the schema of the returned `pandas.DataFrame`. The column labels of the returned `pandas.DataFrame` must either match the field names in the defined schema if specified as strings, or match the field data types by position if not strings, e.g. integer indices. The length of the returned `pandas.DataFrame` can be arbitrary. :param func: a Python native function that takes two `pandas.DataFrame`\\s, and outputs a `pandas.DataFrame`, or that takes one tuple (grouping keys) and two pandas ``DataFrame``\\s, and outputs a pandas ``DataFrame``. :param schema: the return type of the `func` in PySpark. The value can be either a :class:`pyspark.sql.types.DataType` object or a DDL-formatted type string. >>> from pyspark.sql.functions import pandas_udf >>> df1 = spark.createDataFrame( ... [(20000101, 1, 1.0), (20000101, 2, 2.0), (20000102, 1, 3.0), (20000102, 2, 4.0)], ... ("time", "id", "v1")) >>> df2 = spark.createDataFrame( ... [(20000101, 1, "x"), (20000101, 2, "y")], ... ("time", "id", "v2")) >>> def asof_join(l, r): ... return pd.merge_asof(l, r, on="time", by="id") >>> df1.groupby("id").cogroup(df2.groupby("id")).applyInPandas( ... asof_join, schema="time int, id int, v1 double, v2 string" ... ).show() # doctest: +SKIP +--------+---+---+---+ | time| id| v1| v2| +--------+---+---+---+ |20000101| 1|1.0| x| |20000102| 1|3.0| x| |20000101| 2|2.0| y| |20000102| 2|4.0| y| +--------+---+---+---+ Alternatively, the user can define a function that takes three arguments. In this case, the grouping key(s) will be passed as the first argument and the data will be passed as the second and third arguments. The grouping key(s) will be passed as a tuple of numpy data types, e.g., `numpy.int32` and `numpy.float64`. The data will still be passed in as two `pandas.DataFrame` containing all columns from the original Spark DataFrames. >>> def asof_join(k, l, r): ... if k == (1,): ... return pd.merge_asof(l, r, on="time", by="id") ... else: ... return pd.DataFrame(columns=['time', 'id', 'v1', 'v2']) >>> df1.groupby("id").cogroup(df2.groupby("id")).applyInPandas( ... asof_join, "time int, id int, v1 double, v2 string").show() # doctest: +SKIP +--------+---+---+---+ | time| id| v1| v2| +--------+---+---+---+ |20000101| 1|1.0| x| |20000102| 1|3.0| x| +--------+---+---+---+ .. note:: This function requires a full shuffle. All the data of a cogroup will be loaded into memory, so the user should be aware of the potential OOM risk if data is skewed and certain groups are too large to fit in memory. .. note:: If returning a new `pandas.DataFrame` constructed with a dictionary, it is recommended to explicitly index the columns by name to ensure the positions are correct, or alternatively use an `OrderedDict`. For example, `pd.DataFrame({'id': ids, 'a': data}, columns=['id', 'a'])` or `pd.DataFrame(OrderedDict([('id', ids), ('a', data)]))`. .. note:: Experimental .. seealso:: :meth:`pyspark.sql.functions.pandas_udf` """ from pyspark.sql.pandas.functions import pandas_udf udf = pandas_udf( func, returnType=schema, functionType=PythonEvalType.SQL_COGROUPED_MAP_PANDAS_UDF) all_cols = self._extract_cols(self._gd1) + self._extract_cols(self._gd2) udf_column = udf(*all_cols) jdf = self._gd1._jgd.flatMapCoGroupsInPandas(self._gd2._jgd, udf_column._jc.expr()) return DataFrame(jdf, self.sql_ctx) @staticmethod def _extract_cols(gd): df = gd._df return [df[col] for col in df.columns] def _test(): import doctest from pyspark.sql import SparkSession import pyspark.sql.pandas.group_ops globs = pyspark.sql.pandas.group_ops.__dict__.copy() spark = SparkSession.builder\ .master("local[4]")\ .appName("sql.pandas.group tests")\ .getOrCreate() globs['spark'] = spark (failure_count, test_count) = doctest.testmod( pyspark.sql.pandas.group_ops, globs=globs, optionflags=doctest.ELLIPSIS | doctest.NORMALIZE_WHITESPACE | doctest.REPORT_NDIFF) spark.stop() if failure_count: sys.exit(-1) if __name__ == "__main__": _test()
apache-2.0
jaidevd/scikit-learn
sklearn/model_selection/tests/test_validation.py
2
41903
"""Test the validation module""" from __future__ import division import sys import warnings import tempfile import os from time import sleep import numpy as np from scipy.sparse import coo_matrix, csr_matrix from sklearn.utils.testing import assert_true from sklearn.utils.testing import assert_false from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_almost_equal from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_raise_message from sklearn.utils.testing import assert_greater from sklearn.utils.testing import assert_less from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_array_equal from sklearn.utils.testing import assert_warns from sklearn.utils.mocking import CheckingClassifier, MockDataFrame from sklearn.model_selection import cross_val_score from sklearn.model_selection import cross_val_predict from sklearn.model_selection import permutation_test_score from sklearn.model_selection import KFold from sklearn.model_selection import StratifiedKFold from sklearn.model_selection import LeaveOneOut from sklearn.model_selection import LeaveOneGroupOut from sklearn.model_selection import LeavePGroupsOut from sklearn.model_selection import GroupKFold from sklearn.model_selection import GroupShuffleSplit from sklearn.model_selection import learning_curve from sklearn.model_selection import validation_curve from sklearn.model_selection._validation import _check_is_permutation from sklearn.datasets import make_regression from sklearn.datasets import load_boston from sklearn.datasets import load_iris from sklearn.metrics import explained_variance_score from sklearn.metrics import make_scorer from sklearn.metrics import precision_score from sklearn.linear_model import Ridge, LogisticRegression from sklearn.linear_model import PassiveAggressiveClassifier from sklearn.neighbors import KNeighborsClassifier from sklearn.svm import SVC from sklearn.cluster import KMeans from sklearn.preprocessing import Imputer from sklearn.preprocessing import LabelEncoder from sklearn.pipeline import Pipeline from sklearn.externals.six.moves import cStringIO as StringIO from sklearn.base import BaseEstimator from sklearn.multiclass import OneVsRestClassifier from sklearn.utils import shuffle from sklearn.datasets import make_classification from sklearn.datasets import make_multilabel_classification from sklearn.model_selection.tests.common import OneTimeSplitter try: WindowsError except NameError: WindowsError = None class MockImprovingEstimator(BaseEstimator): """Dummy classifier to test the learning curve""" def __init__(self, n_max_train_sizes): self.n_max_train_sizes = n_max_train_sizes self.train_sizes = 0 self.X_subset = None def fit(self, X_subset, y_subset=None): self.X_subset = X_subset self.train_sizes = X_subset.shape[0] return self def predict(self, X): raise NotImplementedError def score(self, X=None, Y=None): # training score becomes worse (2 -> 1), test error better (0 -> 1) if self._is_training_data(X): return 2. - float(self.train_sizes) / self.n_max_train_sizes else: return float(self.train_sizes) / self.n_max_train_sizes def _is_training_data(self, X): return X is self.X_subset class MockIncrementalImprovingEstimator(MockImprovingEstimator): """Dummy classifier that provides partial_fit""" def __init__(self, n_max_train_sizes): super(MockIncrementalImprovingEstimator, self).__init__(n_max_train_sizes) self.x = None def _is_training_data(self, X): return self.x in X def partial_fit(self, X, y=None, **params): self.train_sizes += X.shape[0] self.x = X[0] class MockEstimatorWithParameter(BaseEstimator): """Dummy classifier to test the validation curve""" def __init__(self, param=0.5): self.X_subset = None self.param = param def fit(self, X_subset, y_subset): self.X_subset = X_subset self.train_sizes = X_subset.shape[0] return self def predict(self, X): raise NotImplementedError def score(self, X=None, y=None): return self.param if self._is_training_data(X) else 1 - self.param def _is_training_data(self, X): return X is self.X_subset class MockClassifier(object): """Dummy classifier to test the cross-validation""" def __init__(self, a=0, allow_nd=False): self.a = a self.allow_nd = allow_nd def fit(self, X, Y=None, sample_weight=None, class_prior=None, sparse_sample_weight=None, sparse_param=None, dummy_int=None, dummy_str=None, dummy_obj=None, callback=None): """The dummy arguments are to test that this fit function can accept non-array arguments through cross-validation, such as: - int - str (this is actually array-like) - object - function """ self.dummy_int = dummy_int self.dummy_str = dummy_str self.dummy_obj = dummy_obj if callback is not None: callback(self) if self.allow_nd: X = X.reshape(len(X), -1) if X.ndim >= 3 and not self.allow_nd: raise ValueError('X cannot be d') if sample_weight is not None: assert_true(sample_weight.shape[0] == X.shape[0], 'MockClassifier extra fit_param sample_weight.shape[0]' ' is {0}, should be {1}'.format(sample_weight.shape[0], X.shape[0])) if class_prior is not None: assert_true(class_prior.shape[0] == len(np.unique(y)), 'MockClassifier extra fit_param class_prior.shape[0]' ' is {0}, should be {1}'.format(class_prior.shape[0], len(np.unique(y)))) if sparse_sample_weight is not None: fmt = ('MockClassifier extra fit_param sparse_sample_weight' '.shape[0] is {0}, should be {1}') assert_true(sparse_sample_weight.shape[0] == X.shape[0], fmt.format(sparse_sample_weight.shape[0], X.shape[0])) if sparse_param is not None: fmt = ('MockClassifier extra fit_param sparse_param.shape ' 'is ({0}, {1}), should be ({2}, {3})') assert_true(sparse_param.shape == P_sparse.shape, fmt.format(sparse_param.shape[0], sparse_param.shape[1], P_sparse.shape[0], P_sparse.shape[1])) return self def predict(self, T): if self.allow_nd: T = T.reshape(len(T), -1) return T[:, 0] def score(self, X=None, Y=None): return 1. / (1 + np.abs(self.a)) def get_params(self, deep=False): return {'a': self.a, 'allow_nd': self.allow_nd} # XXX: use 2D array, since 1D X is being detected as a single sample in # check_consistent_length X = np.ones((10, 2)) X_sparse = coo_matrix(X) y = np.array([0, 0, 1, 1, 2, 2, 3, 3, 4, 4]) # The number of samples per class needs to be > n_splits, # for StratifiedKFold(n_splits=3) y2 = np.array([1, 1, 1, 2, 2, 2, 3, 3, 3, 3]) P_sparse = coo_matrix(np.eye(5)) def test_cross_val_score(): clf = MockClassifier() for a in range(-10, 10): clf.a = a # Smoke test scores = cross_val_score(clf, X, y2) assert_array_equal(scores, clf.score(X, y2)) # test with multioutput y multioutput_y = np.column_stack([y2, y2[::-1]]) scores = cross_val_score(clf, X_sparse, multioutput_y) assert_array_equal(scores, clf.score(X_sparse, multioutput_y)) scores = cross_val_score(clf, X_sparse, y2) assert_array_equal(scores, clf.score(X_sparse, y2)) # test with multioutput y scores = cross_val_score(clf, X_sparse, multioutput_y) assert_array_equal(scores, clf.score(X_sparse, multioutput_y)) # test with X and y as list list_check = lambda x: isinstance(x, list) clf = CheckingClassifier(check_X=list_check) scores = cross_val_score(clf, X.tolist(), y2.tolist()) clf = CheckingClassifier(check_y=list_check) scores = cross_val_score(clf, X, y2.tolist()) assert_raises(ValueError, cross_val_score, clf, X, y2, scoring="sklearn") # test with 3d X and X_3d = X[:, :, np.newaxis] clf = MockClassifier(allow_nd=True) scores = cross_val_score(clf, X_3d, y2) clf = MockClassifier(allow_nd=False) assert_raises(ValueError, cross_val_score, clf, X_3d, y2) def test_cross_val_score_predict_groups(): # Check if ValueError (when groups is None) propagates to cross_val_score # and cross_val_predict # And also check if groups is correctly passed to the cv object X, y = make_classification(n_samples=20, n_classes=2, random_state=0) clf = SVC(kernel="linear") group_cvs = [LeaveOneGroupOut(), LeavePGroupsOut(2), GroupKFold(), GroupShuffleSplit()] for cv in group_cvs: assert_raise_message(ValueError, "The groups parameter should not be None", cross_val_score, estimator=clf, X=X, y=y, cv=cv) assert_raise_message(ValueError, "The groups parameter should not be None", cross_val_predict, estimator=clf, X=X, y=y, cv=cv) def test_cross_val_score_pandas(): # check cross_val_score doesn't destroy pandas dataframe types = [(MockDataFrame, MockDataFrame)] try: from pandas import Series, DataFrame types.append((Series, DataFrame)) except ImportError: pass for TargetType, InputFeatureType in types: # X dataframe, y series # 3 fold cross val is used so we need atleast 3 samples per class X_df, y_ser = InputFeatureType(X), TargetType(y2) check_df = lambda x: isinstance(x, InputFeatureType) check_series = lambda x: isinstance(x, TargetType) clf = CheckingClassifier(check_X=check_df, check_y=check_series) cross_val_score(clf, X_df, y_ser) def test_cross_val_score_mask(): # test that cross_val_score works with boolean masks svm = SVC(kernel="linear") iris = load_iris() X, y = iris.data, iris.target kfold = KFold(5) scores_indices = cross_val_score(svm, X, y, cv=kfold) kfold = KFold(5) cv_masks = [] for train, test in kfold.split(X, y): mask_train = np.zeros(len(y), dtype=np.bool) mask_test = np.zeros(len(y), dtype=np.bool) mask_train[train] = 1 mask_test[test] = 1 cv_masks.append((train, test)) scores_masks = cross_val_score(svm, X, y, cv=cv_masks) assert_array_equal(scores_indices, scores_masks) def test_cross_val_score_precomputed(): # test for svm with precomputed kernel svm = SVC(kernel="precomputed") iris = load_iris() X, y = iris.data, iris.target linear_kernel = np.dot(X, X.T) score_precomputed = cross_val_score(svm, linear_kernel, y) svm = SVC(kernel="linear") score_linear = cross_val_score(svm, X, y) assert_array_almost_equal(score_precomputed, score_linear) # test with callable svm = SVC(kernel=lambda x, y: np.dot(x, y.T)) score_callable = cross_val_score(svm, X, y) assert_array_almost_equal(score_precomputed, score_callable) # Error raised for non-square X svm = SVC(kernel="precomputed") assert_raises(ValueError, cross_val_score, svm, X, y) # test error is raised when the precomputed kernel is not array-like # or sparse assert_raises(ValueError, cross_val_score, svm, linear_kernel.tolist(), y) def test_cross_val_score_fit_params(): clf = MockClassifier() n_samples = X.shape[0] n_classes = len(np.unique(y)) W_sparse = coo_matrix((np.array([1]), (np.array([1]), np.array([0]))), shape=(10, 1)) P_sparse = coo_matrix(np.eye(5)) DUMMY_INT = 42 DUMMY_STR = '42' DUMMY_OBJ = object() def assert_fit_params(clf): # Function to test that the values are passed correctly to the # classifier arguments for non-array type assert_equal(clf.dummy_int, DUMMY_INT) assert_equal(clf.dummy_str, DUMMY_STR) assert_equal(clf.dummy_obj, DUMMY_OBJ) fit_params = {'sample_weight': np.ones(n_samples), 'class_prior': np.ones(n_classes) / n_classes, 'sparse_sample_weight': W_sparse, 'sparse_param': P_sparse, 'dummy_int': DUMMY_INT, 'dummy_str': DUMMY_STR, 'dummy_obj': DUMMY_OBJ, 'callback': assert_fit_params} cross_val_score(clf, X, y, fit_params=fit_params) def test_cross_val_score_score_func(): clf = MockClassifier() _score_func_args = [] def score_func(y_test, y_predict): _score_func_args.append((y_test, y_predict)) return 1.0 with warnings.catch_warnings(record=True): scoring = make_scorer(score_func) score = cross_val_score(clf, X, y, scoring=scoring) assert_array_equal(score, [1.0, 1.0, 1.0]) assert len(_score_func_args) == 3 def test_cross_val_score_errors(): class BrokenEstimator: pass assert_raises(TypeError, cross_val_score, BrokenEstimator(), X) def test_cross_val_score_with_score_func_classification(): iris = load_iris() clf = SVC(kernel='linear') # Default score (should be the accuracy score) scores = cross_val_score(clf, iris.data, iris.target, cv=5) assert_array_almost_equal(scores, [0.97, 1., 0.97, 0.97, 1.], 2) # Correct classification score (aka. zero / one score) - should be the # same as the default estimator score zo_scores = cross_val_score(clf, iris.data, iris.target, scoring="accuracy", cv=5) assert_array_almost_equal(zo_scores, [0.97, 1., 0.97, 0.97, 1.], 2) # F1 score (class are balanced so f1_score should be equal to zero/one # score f1_scores = cross_val_score(clf, iris.data, iris.target, scoring="f1_weighted", cv=5) assert_array_almost_equal(f1_scores, [0.97, 1., 0.97, 0.97, 1.], 2) def test_cross_val_score_with_score_func_regression(): X, y = make_regression(n_samples=30, n_features=20, n_informative=5, random_state=0) reg = Ridge() # Default score of the Ridge regression estimator scores = cross_val_score(reg, X, y, cv=5) assert_array_almost_equal(scores, [0.94, 0.97, 0.97, 0.99, 0.92], 2) # R2 score (aka. determination coefficient) - should be the # same as the default estimator score r2_scores = cross_val_score(reg, X, y, scoring="r2", cv=5) assert_array_almost_equal(r2_scores, [0.94, 0.97, 0.97, 0.99, 0.92], 2) # Mean squared error; this is a loss function, so "scores" are negative neg_mse_scores = cross_val_score(reg, X, y, cv=5, scoring="neg_mean_squared_error") expected_neg_mse = np.array([-763.07, -553.16, -274.38, -273.26, -1681.99]) assert_array_almost_equal(neg_mse_scores, expected_neg_mse, 2) # Explained variance scoring = make_scorer(explained_variance_score) ev_scores = cross_val_score(reg, X, y, cv=5, scoring=scoring) assert_array_almost_equal(ev_scores, [0.94, 0.97, 0.97, 0.99, 0.92], 2) def test_permutation_score(): iris = load_iris() X = iris.data X_sparse = coo_matrix(X) y = iris.target svm = SVC(kernel='linear') cv = StratifiedKFold(2) score, scores, pvalue = permutation_test_score( svm, X, y, n_permutations=30, cv=cv, scoring="accuracy") assert_greater(score, 0.9) assert_almost_equal(pvalue, 0.0, 1) score_group, _, pvalue_group = permutation_test_score( svm, X, y, n_permutations=30, cv=cv, scoring="accuracy", groups=np.ones(y.size), random_state=0) assert_true(score_group == score) assert_true(pvalue_group == pvalue) # check that we obtain the same results with a sparse representation svm_sparse = SVC(kernel='linear') cv_sparse = StratifiedKFold(2) score_group, _, pvalue_group = permutation_test_score( svm_sparse, X_sparse, y, n_permutations=30, cv=cv_sparse, scoring="accuracy", groups=np.ones(y.size), random_state=0) assert_true(score_group == score) assert_true(pvalue_group == pvalue) # test with custom scoring object def custom_score(y_true, y_pred): return (((y_true == y_pred).sum() - (y_true != y_pred).sum()) / y_true.shape[0]) scorer = make_scorer(custom_score) score, _, pvalue = permutation_test_score( svm, X, y, n_permutations=100, scoring=scorer, cv=cv, random_state=0) assert_almost_equal(score, .93, 2) assert_almost_equal(pvalue, 0.01, 3) # set random y y = np.mod(np.arange(len(y)), 3) score, scores, pvalue = permutation_test_score( svm, X, y, n_permutations=30, cv=cv, scoring="accuracy") assert_less(score, 0.5) assert_greater(pvalue, 0.2) def test_permutation_test_score_allow_nans(): # Check that permutation_test_score allows input data with NaNs X = np.arange(200, dtype=np.float64).reshape(10, -1) X[2, :] = np.nan y = np.repeat([0, 1], X.shape[0] / 2) p = Pipeline([ ('imputer', Imputer(strategy='mean', missing_values='NaN')), ('classifier', MockClassifier()), ]) permutation_test_score(p, X, y, cv=5) def test_cross_val_score_allow_nans(): # Check that cross_val_score allows input data with NaNs X = np.arange(200, dtype=np.float64).reshape(10, -1) X[2, :] = np.nan y = np.repeat([0, 1], X.shape[0] / 2) p = Pipeline([ ('imputer', Imputer(strategy='mean', missing_values='NaN')), ('classifier', MockClassifier()), ]) cross_val_score(p, X, y, cv=5) def test_cross_val_score_multilabel(): X = np.array([[-3, 4], [2, 4], [3, 3], [0, 2], [-3, 1], [-2, 1], [0, 0], [-2, -1], [-1, -2], [1, -2]]) y = np.array([[1, 1], [0, 1], [0, 1], [0, 1], [1, 1], [0, 1], [1, 0], [1, 1], [1, 0], [0, 0]]) clf = KNeighborsClassifier(n_neighbors=1) scoring_micro = make_scorer(precision_score, average='micro') scoring_macro = make_scorer(precision_score, average='macro') scoring_samples = make_scorer(precision_score, average='samples') score_micro = cross_val_score(clf, X, y, scoring=scoring_micro, cv=5) score_macro = cross_val_score(clf, X, y, scoring=scoring_macro, cv=5) score_samples = cross_val_score(clf, X, y, scoring=scoring_samples, cv=5) assert_almost_equal(score_micro, [1, 1 / 2, 3 / 4, 1 / 2, 1 / 3]) assert_almost_equal(score_macro, [1, 1 / 2, 3 / 4, 1 / 2, 1 / 4]) assert_almost_equal(score_samples, [1, 1 / 2, 3 / 4, 1 / 2, 1 / 4]) def test_cross_val_predict(): boston = load_boston() X, y = boston.data, boston.target cv = KFold() est = Ridge() # Naive loop (should be same as cross_val_predict): preds2 = np.zeros_like(y) for train, test in cv.split(X, y): est.fit(X[train], y[train]) preds2[test] = est.predict(X[test]) preds = cross_val_predict(est, X, y, cv=cv) assert_array_almost_equal(preds, preds2) preds = cross_val_predict(est, X, y) assert_equal(len(preds), len(y)) cv = LeaveOneOut() preds = cross_val_predict(est, X, y, cv=cv) assert_equal(len(preds), len(y)) Xsp = X.copy() Xsp *= (Xsp > np.median(Xsp)) Xsp = coo_matrix(Xsp) preds = cross_val_predict(est, Xsp, y) assert_array_almost_equal(len(preds), len(y)) preds = cross_val_predict(KMeans(), X) assert_equal(len(preds), len(y)) class BadCV(): def split(self, X, y=None, groups=None): for i in range(4): yield np.array([0, 1, 2, 3]), np.array([4, 5, 6, 7, 8]) assert_raises(ValueError, cross_val_predict, est, X, y, cv=BadCV()) def test_cross_val_predict_input_types(): iris = load_iris() X, y = iris.data, iris.target X_sparse = coo_matrix(X) multioutput_y = np.column_stack([y, y[::-1]]) clf = Ridge(fit_intercept=False, random_state=0) # 3 fold cv is used --> atleast 3 samples per class # Smoke test predictions = cross_val_predict(clf, X, y) assert_equal(predictions.shape, (150,)) # test with multioutput y predictions = cross_val_predict(clf, X_sparse, multioutput_y) assert_equal(predictions.shape, (150, 2)) predictions = cross_val_predict(clf, X_sparse, y) assert_array_equal(predictions.shape, (150,)) # test with multioutput y predictions = cross_val_predict(clf, X_sparse, multioutput_y) assert_array_equal(predictions.shape, (150, 2)) # test with X and y as list list_check = lambda x: isinstance(x, list) clf = CheckingClassifier(check_X=list_check) predictions = cross_val_predict(clf, X.tolist(), y.tolist()) clf = CheckingClassifier(check_y=list_check) predictions = cross_val_predict(clf, X, y.tolist()) # test with 3d X and X_3d = X[:, :, np.newaxis] check_3d = lambda x: x.ndim == 3 clf = CheckingClassifier(check_X=check_3d) predictions = cross_val_predict(clf, X_3d, y) assert_array_equal(predictions.shape, (150,)) def test_cross_val_predict_pandas(): # check cross_val_score doesn't destroy pandas dataframe types = [(MockDataFrame, MockDataFrame)] try: from pandas import Series, DataFrame types.append((Series, DataFrame)) except ImportError: pass for TargetType, InputFeatureType in types: # X dataframe, y series X_df, y_ser = InputFeatureType(X), TargetType(y2) check_df = lambda x: isinstance(x, InputFeatureType) check_series = lambda x: isinstance(x, TargetType) clf = CheckingClassifier(check_X=check_df, check_y=check_series) cross_val_predict(clf, X_df, y_ser) def test_cross_val_score_sparse_fit_params(): iris = load_iris() X, y = iris.data, iris.target clf = MockClassifier() fit_params = {'sparse_sample_weight': coo_matrix(np.eye(X.shape[0]))} a = cross_val_score(clf, X, y, fit_params=fit_params) assert_array_equal(a, np.ones(3)) def test_learning_curve(): n_samples = 30 n_splits = 3 X, y = make_classification(n_samples=n_samples, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) estimator = MockImprovingEstimator(n_samples * ((n_splits - 1) / n_splits)) for shuffle_train in [False, True]: with warnings.catch_warnings(record=True) as w: train_sizes, train_scores, test_scores = learning_curve( estimator, X, y, cv=KFold(n_splits=n_splits), train_sizes=np.linspace(0.1, 1.0, 10), shuffle=shuffle_train) if len(w) > 0: raise RuntimeError("Unexpected warning: %r" % w[0].message) assert_equal(train_scores.shape, (10, 3)) assert_equal(test_scores.shape, (10, 3)) assert_array_equal(train_sizes, np.linspace(2, 20, 10)) assert_array_almost_equal(train_scores.mean(axis=1), np.linspace(1.9, 1.0, 10)) assert_array_almost_equal(test_scores.mean(axis=1), np.linspace(0.1, 1.0, 10)) # Test a custom cv splitter that can iterate only once with warnings.catch_warnings(record=True) as w: train_sizes2, train_scores2, test_scores2 = learning_curve( estimator, X, y, cv=OneTimeSplitter(n_splits=n_splits, n_samples=n_samples), train_sizes=np.linspace(0.1, 1.0, 10), shuffle=shuffle_train) if len(w) > 0: raise RuntimeError("Unexpected warning: %r" % w[0].message) assert_array_almost_equal(train_scores2, train_scores) assert_array_almost_equal(test_scores2, test_scores) def test_learning_curve_unsupervised(): X, _ = make_classification(n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) estimator = MockImprovingEstimator(20) train_sizes, train_scores, test_scores = learning_curve( estimator, X, y=None, cv=3, train_sizes=np.linspace(0.1, 1.0, 10)) assert_array_equal(train_sizes, np.linspace(2, 20, 10)) assert_array_almost_equal(train_scores.mean(axis=1), np.linspace(1.9, 1.0, 10)) assert_array_almost_equal(test_scores.mean(axis=1), np.linspace(0.1, 1.0, 10)) def test_learning_curve_verbose(): X, y = make_classification(n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) estimator = MockImprovingEstimator(20) old_stdout = sys.stdout sys.stdout = StringIO() try: train_sizes, train_scores, test_scores = \ learning_curve(estimator, X, y, cv=3, verbose=1) finally: out = sys.stdout.getvalue() sys.stdout.close() sys.stdout = old_stdout assert("[learning_curve]" in out) def test_learning_curve_incremental_learning_not_possible(): X, y = make_classification(n_samples=2, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) # The mockup does not have partial_fit() estimator = MockImprovingEstimator(1) assert_raises(ValueError, learning_curve, estimator, X, y, exploit_incremental_learning=True) def test_learning_curve_incremental_learning(): X, y = make_classification(n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) estimator = MockIncrementalImprovingEstimator(20) for shuffle_train in [False, True]: train_sizes, train_scores, test_scores = learning_curve( estimator, X, y, cv=3, exploit_incremental_learning=True, train_sizes=np.linspace(0.1, 1.0, 10), shuffle=shuffle_train) assert_array_equal(train_sizes, np.linspace(2, 20, 10)) assert_array_almost_equal(train_scores.mean(axis=1), np.linspace(1.9, 1.0, 10)) assert_array_almost_equal(test_scores.mean(axis=1), np.linspace(0.1, 1.0, 10)) def test_learning_curve_incremental_learning_unsupervised(): X, _ = make_classification(n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) estimator = MockIncrementalImprovingEstimator(20) train_sizes, train_scores, test_scores = learning_curve( estimator, X, y=None, cv=3, exploit_incremental_learning=True, train_sizes=np.linspace(0.1, 1.0, 10)) assert_array_equal(train_sizes, np.linspace(2, 20, 10)) assert_array_almost_equal(train_scores.mean(axis=1), np.linspace(1.9, 1.0, 10)) assert_array_almost_equal(test_scores.mean(axis=1), np.linspace(0.1, 1.0, 10)) def test_learning_curve_batch_and_incremental_learning_are_equal(): X, y = make_classification(n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) train_sizes = np.linspace(0.2, 1.0, 5) estimator = PassiveAggressiveClassifier(n_iter=1, shuffle=False) train_sizes_inc, train_scores_inc, test_scores_inc = \ learning_curve( estimator, X, y, train_sizes=train_sizes, cv=3, exploit_incremental_learning=True) train_sizes_batch, train_scores_batch, test_scores_batch = \ learning_curve( estimator, X, y, cv=3, train_sizes=train_sizes, exploit_incremental_learning=False) assert_array_equal(train_sizes_inc, train_sizes_batch) assert_array_almost_equal(train_scores_inc.mean(axis=1), train_scores_batch.mean(axis=1)) assert_array_almost_equal(test_scores_inc.mean(axis=1), test_scores_batch.mean(axis=1)) def test_learning_curve_n_sample_range_out_of_bounds(): X, y = make_classification(n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) estimator = MockImprovingEstimator(20) assert_raises(ValueError, learning_curve, estimator, X, y, cv=3, train_sizes=[0, 1]) assert_raises(ValueError, learning_curve, estimator, X, y, cv=3, train_sizes=[0.0, 1.0]) assert_raises(ValueError, learning_curve, estimator, X, y, cv=3, train_sizes=[0.1, 1.1]) assert_raises(ValueError, learning_curve, estimator, X, y, cv=3, train_sizes=[0, 20]) assert_raises(ValueError, learning_curve, estimator, X, y, cv=3, train_sizes=[1, 21]) def test_learning_curve_remove_duplicate_sample_sizes(): X, y = make_classification(n_samples=3, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) estimator = MockImprovingEstimator(2) train_sizes, _, _ = assert_warns( RuntimeWarning, learning_curve, estimator, X, y, cv=3, train_sizes=np.linspace(0.33, 1.0, 3)) assert_array_equal(train_sizes, [1, 2]) def test_learning_curve_with_boolean_indices(): X, y = make_classification(n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) estimator = MockImprovingEstimator(20) cv = KFold(n_splits=3) train_sizes, train_scores, test_scores = learning_curve( estimator, X, y, cv=cv, train_sizes=np.linspace(0.1, 1.0, 10)) assert_array_equal(train_sizes, np.linspace(2, 20, 10)) assert_array_almost_equal(train_scores.mean(axis=1), np.linspace(1.9, 1.0, 10)) assert_array_almost_equal(test_scores.mean(axis=1), np.linspace(0.1, 1.0, 10)) def test_learning_curve_with_shuffle(): # Following test case was designed this way to verify the code # changes made in pull request: #7506. X = np.array([[1, 2], [3, 4], [5, 6], [7, 8], [11, 12], [13, 14], [15, 16], [17, 18], [19, 20], [7, 8], [9, 10], [11, 12], [13, 14], [15, 16], [17, 18]]) y = np.array([1, 1, 1, 2, 3, 4, 1, 1, 2, 3, 4, 1, 2, 3, 4]) groups = np.array([1, 1, 1, 1, 1, 1, 3, 3, 3, 3, 3, 4, 4, 4, 4]) # Splits on these groups fail without shuffle as the first iteration # of the learning curve doesn't contain label 4 in the training set. estimator = PassiveAggressiveClassifier(shuffle=False) cv = GroupKFold(n_splits=2) train_sizes_batch, train_scores_batch, test_scores_batch = learning_curve( estimator, X, y, cv=cv, n_jobs=1, train_sizes=np.linspace(0.3, 1.0, 3), groups=groups, shuffle=True, random_state=2) assert_array_almost_equal(train_scores_batch.mean(axis=1), np.array([0.75, 0.3, 0.36111111])) assert_array_almost_equal(test_scores_batch.mean(axis=1), np.array([0.36111111, 0.25, 0.25])) assert_raises(ValueError, learning_curve, estimator, X, y, cv=cv, n_jobs=1, train_sizes=np.linspace(0.3, 1.0, 3), groups=groups) train_sizes_inc, train_scores_inc, test_scores_inc = learning_curve( estimator, X, y, cv=cv, n_jobs=1, train_sizes=np.linspace(0.3, 1.0, 3), groups=groups, shuffle=True, random_state=2, exploit_incremental_learning=True) assert_array_almost_equal(train_scores_inc.mean(axis=1), train_scores_batch.mean(axis=1)) assert_array_almost_equal(test_scores_inc.mean(axis=1), test_scores_batch.mean(axis=1)) def test_validation_curve(): X, y = make_classification(n_samples=2, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) param_range = np.linspace(0, 1, 10) with warnings.catch_warnings(record=True) as w: train_scores, test_scores = validation_curve( MockEstimatorWithParameter(), X, y, param_name="param", param_range=param_range, cv=2 ) if len(w) > 0: raise RuntimeError("Unexpected warning: %r" % w[0].message) assert_array_almost_equal(train_scores.mean(axis=1), param_range) assert_array_almost_equal(test_scores.mean(axis=1), 1 - param_range) def test_validation_curve_cv_splits_consistency(): n_samples = 100 n_splits = 5 X, y = make_classification(n_samples=100, random_state=0) scores1 = validation_curve(SVC(kernel='linear', random_state=0), X, y, 'C', [0.1, 0.1, 0.2, 0.2], cv=OneTimeSplitter(n_splits=n_splits, n_samples=n_samples)) # The OneTimeSplitter is a non-re-entrant cv splitter. Unless, the # `split` is called for each parameter, the following should produce # identical results for param setting 1 and param setting 2 as both have # the same C value. assert_array_almost_equal(*np.vsplit(np.hstack(scores1)[(0, 2, 1, 3), :], 2)) scores2 = validation_curve(SVC(kernel='linear', random_state=0), X, y, 'C', [0.1, 0.1, 0.2, 0.2], cv=KFold(n_splits=n_splits, shuffle=True)) # For scores2, compare the 1st and 2nd parameter's scores # (Since the C value for 1st two param setting is 0.1, they must be # consistent unless the train test folds differ between the param settings) assert_array_almost_equal(*np.vsplit(np.hstack(scores2)[(0, 2, 1, 3), :], 2)) scores3 = validation_curve(SVC(kernel='linear', random_state=0), X, y, 'C', [0.1, 0.1, 0.2, 0.2], cv=KFold(n_splits=n_splits)) # OneTimeSplitter is basically unshuffled KFold(n_splits=5). Sanity check. assert_array_almost_equal(np.array(scores3), np.array(scores1)) def test_check_is_permutation(): rng = np.random.RandomState(0) p = np.arange(100) rng.shuffle(p) assert_true(_check_is_permutation(p, 100)) assert_false(_check_is_permutation(np.delete(p, 23), 100)) p[0] = 23 assert_false(_check_is_permutation(p, 100)) # Check if the additional duplicate indices are caught assert_false(_check_is_permutation(np.hstack((p, 0)), 100)) def test_cross_val_predict_sparse_prediction(): # check that cross_val_predict gives same result for sparse and dense input X, y = make_multilabel_classification(n_classes=2, n_labels=1, allow_unlabeled=False, return_indicator=True, random_state=1) X_sparse = csr_matrix(X) y_sparse = csr_matrix(y) classif = OneVsRestClassifier(SVC(kernel='linear')) preds = cross_val_predict(classif, X, y, cv=10) preds_sparse = cross_val_predict(classif, X_sparse, y_sparse, cv=10) preds_sparse = preds_sparse.toarray() assert_array_almost_equal(preds_sparse, preds) def test_cross_val_predict_with_method(): iris = load_iris() X, y = iris.data, iris.target X, y = shuffle(X, y, random_state=0) classes = len(set(y)) kfold = KFold(len(iris.target)) methods = ['decision_function', 'predict_proba', 'predict_log_proba'] for method in methods: est = LogisticRegression() predictions = cross_val_predict(est, X, y, method=method) assert_equal(len(predictions), len(y)) expected_predictions = np.zeros([len(y), classes]) func = getattr(est, method) # Naive loop (should be same as cross_val_predict): for train, test in kfold.split(X, y): est.fit(X[train], y[train]) expected_predictions[test] = func(X[test]) predictions = cross_val_predict(est, X, y, method=method, cv=kfold) assert_array_almost_equal(expected_predictions, predictions) # Test alternative representations of y predictions_y1 = cross_val_predict(est, X, y + 1, method=method, cv=kfold) assert_array_equal(predictions, predictions_y1) predictions_y2 = cross_val_predict(est, X, y - 2, method=method, cv=kfold) assert_array_equal(predictions, predictions_y2) predictions_ystr = cross_val_predict(est, X, y.astype('str'), method=method, cv=kfold) assert_array_equal(predictions, predictions_ystr) def get_expected_predictions(X, y, cv, classes, est, method): expected_predictions = np.zeros([len(y), classes]) func = getattr(est, method) for train, test in cv.split(X, y): est.fit(X[train], y[train]) expected_predictions_ = func(X[test]) # To avoid 2 dimensional indexing exp_pred_test = np.zeros((len(test), classes)) if method is 'decision_function' and len(est.classes_) == 2: exp_pred_test[:, est.classes_[-1]] = expected_predictions_ else: exp_pred_test[:, est.classes_] = expected_predictions_ expected_predictions[test] = exp_pred_test return expected_predictions def test_cross_val_predict_class_subset(): X = np.arange(8).reshape(4, 2) y = np.array([0, 0, 1, 2]) classes = 3 kfold3 = KFold(n_splits=3) kfold4 = KFold(n_splits=4) le = LabelEncoder() methods = ['decision_function', 'predict_proba', 'predict_log_proba'] for method in methods: est = LogisticRegression() # Test with n_splits=3 predictions = cross_val_predict(est, X, y, method=method, cv=kfold3) # Runs a naive loop (should be same as cross_val_predict): expected_predictions = get_expected_predictions(X, y, kfold3, classes, est, method) assert_array_almost_equal(expected_predictions, predictions) # Test with n_splits=4 predictions = cross_val_predict(est, X, y, method=method, cv=kfold4) expected_predictions = get_expected_predictions(X, y, kfold4, classes, est, method) assert_array_almost_equal(expected_predictions, predictions) # Testing unordered labels y = [1, 1, -4, 6] predictions = cross_val_predict(est, X, y, method=method, cv=kfold3) y = le.fit_transform(y) expected_predictions = get_expected_predictions(X, y, kfold3, classes, est, method) assert_array_almost_equal(expected_predictions, predictions) def test_score_memmap(): # Ensure a scalar score of memmap type is accepted iris = load_iris() X, y = iris.data, iris.target clf = MockClassifier() tf = tempfile.NamedTemporaryFile(mode='wb', delete=False) tf.write(b'Hello world!!!!!') tf.close() scores = np.memmap(tf.name, dtype=np.float64) score = np.memmap(tf.name, shape=(), mode='r', dtype=np.float64) try: cross_val_score(clf, X, y, scoring=lambda est, X, y: score) # non-scalar should still fail assert_raises(ValueError, cross_val_score, clf, X, y, scoring=lambda est, X, y: scores) finally: # Best effort to release the mmap file handles before deleting the # backing file under Windows scores, score = None, None for _ in range(3): try: os.unlink(tf.name) break except WindowsError: sleep(1.) def test_permutation_test_score_pandas(): # check permutation_test_score doesn't destroy pandas dataframe types = [(MockDataFrame, MockDataFrame)] try: from pandas import Series, DataFrame types.append((Series, DataFrame)) except ImportError: pass for TargetType, InputFeatureType in types: # X dataframe, y series iris = load_iris() X, y = iris.data, iris.target X_df, y_ser = InputFeatureType(X), TargetType(y) check_df = lambda x: isinstance(x, InputFeatureType) check_series = lambda x: isinstance(x, TargetType) clf = CheckingClassifier(check_X=check_df, check_y=check_series) permutation_test_score(clf, X_df, y_ser)
bsd-3-clause
henridwyer/scikit-learn
benchmarks/bench_random_projections.py
397
8900
""" =========================== Random projection benchmark =========================== Benchmarks for random projections. """ from __future__ import division from __future__ import print_function import gc import sys import optparse from datetime import datetime import collections import numpy as np import scipy.sparse as sp from sklearn import clone from sklearn.externals.six.moves import xrange from sklearn.random_projection import (SparseRandomProjection, GaussianRandomProjection, johnson_lindenstrauss_min_dim) def type_auto_or_float(val): if val == "auto": return "auto" else: return float(val) def type_auto_or_int(val): if val == "auto": return "auto" else: return int(val) def compute_time(t_start, delta): mu_second = 0.0 + 10 ** 6 # number of microseconds in a second return delta.seconds + delta.microseconds / mu_second def bench_scikit_transformer(X, transfomer): gc.collect() clf = clone(transfomer) # start time t_start = datetime.now() clf.fit(X) delta = (datetime.now() - t_start) # stop time time_to_fit = compute_time(t_start, delta) # start time t_start = datetime.now() clf.transform(X) delta = (datetime.now() - t_start) # stop time time_to_transform = compute_time(t_start, delta) return time_to_fit, time_to_transform # Make some random data with uniformly located non zero entries with # Gaussian distributed values def make_sparse_random_data(n_samples, n_features, n_nonzeros, random_state=None): rng = np.random.RandomState(random_state) data_coo = sp.coo_matrix( (rng.randn(n_nonzeros), (rng.randint(n_samples, size=n_nonzeros), rng.randint(n_features, size=n_nonzeros))), shape=(n_samples, n_features)) return data_coo.toarray(), data_coo.tocsr() def print_row(clf_type, time_fit, time_transform): print("%s | %s | %s" % (clf_type.ljust(30), ("%.4fs" % time_fit).center(12), ("%.4fs" % time_transform).center(12))) if __name__ == "__main__": ########################################################################### # Option parser ########################################################################### op = optparse.OptionParser() op.add_option("--n-times", dest="n_times", default=5, type=int, help="Benchmark results are average over n_times experiments") op.add_option("--n-features", dest="n_features", default=10 ** 4, type=int, help="Number of features in the benchmarks") op.add_option("--n-components", dest="n_components", default="auto", help="Size of the random subspace." " ('auto' or int > 0)") op.add_option("--ratio-nonzeros", dest="ratio_nonzeros", default=10 ** -3, type=float, help="Number of features in the benchmarks") op.add_option("--n-samples", dest="n_samples", default=500, type=int, help="Number of samples in the benchmarks") op.add_option("--random-seed", dest="random_seed", default=13, type=int, help="Seed used by the random number generators.") op.add_option("--density", dest="density", default=1 / 3, help="Density used by the sparse random projection." " ('auto' or float (0.0, 1.0]") op.add_option("--eps", dest="eps", default=0.5, type=float, help="See the documentation of the underlying transformers.") op.add_option("--transformers", dest="selected_transformers", default='GaussianRandomProjection,SparseRandomProjection', type=str, help="Comma-separated list of transformer to benchmark. " "Default: %default. Available: " "GaussianRandomProjection,SparseRandomProjection") op.add_option("--dense", dest="dense", default=False, action="store_true", help="Set input space as a dense matrix.") (opts, args) = op.parse_args() if len(args) > 0: op.error("this script takes no arguments.") sys.exit(1) opts.n_components = type_auto_or_int(opts.n_components) opts.density = type_auto_or_float(opts.density) selected_transformers = opts.selected_transformers.split(',') ########################################################################### # Generate dataset ########################################################################### n_nonzeros = int(opts.ratio_nonzeros * opts.n_features) print('Dataset statics') print("===========================") print('n_samples \t= %s' % opts.n_samples) print('n_features \t= %s' % opts.n_features) if opts.n_components == "auto": print('n_components \t= %s (auto)' % johnson_lindenstrauss_min_dim(n_samples=opts.n_samples, eps=opts.eps)) else: print('n_components \t= %s' % opts.n_components) print('n_elements \t= %s' % (opts.n_features * opts.n_samples)) print('n_nonzeros \t= %s per feature' % n_nonzeros) print('ratio_nonzeros \t= %s' % opts.ratio_nonzeros) print('') ########################################################################### # Set transformer input ########################################################################### transformers = {} ########################################################################### # Set GaussianRandomProjection input gaussian_matrix_params = { "n_components": opts.n_components, "random_state": opts.random_seed } transformers["GaussianRandomProjection"] = \ GaussianRandomProjection(**gaussian_matrix_params) ########################################################################### # Set SparseRandomProjection input sparse_matrix_params = { "n_components": opts.n_components, "random_state": opts.random_seed, "density": opts.density, "eps": opts.eps, } transformers["SparseRandomProjection"] = \ SparseRandomProjection(**sparse_matrix_params) ########################################################################### # Perform benchmark ########################################################################### time_fit = collections.defaultdict(list) time_transform = collections.defaultdict(list) print('Benchmarks') print("===========================") print("Generate dataset benchmarks... ", end="") X_dense, X_sparse = make_sparse_random_data(opts.n_samples, opts.n_features, n_nonzeros, random_state=opts.random_seed) X = X_dense if opts.dense else X_sparse print("done") for name in selected_transformers: print("Perform benchmarks for %s..." % name) for iteration in xrange(opts.n_times): print("\titer %s..." % iteration, end="") time_to_fit, time_to_transform = bench_scikit_transformer(X_dense, transformers[name]) time_fit[name].append(time_to_fit) time_transform[name].append(time_to_transform) print("done") print("") ########################################################################### # Print results ########################################################################### print("Script arguments") print("===========================") arguments = vars(opts) print("%s \t | %s " % ("Arguments".ljust(16), "Value".center(12),)) print(25 * "-" + ("|" + "-" * 14) * 1) for key, value in arguments.items(): print("%s \t | %s " % (str(key).ljust(16), str(value).strip().center(12))) print("") print("Transformer performance:") print("===========================") print("Results are averaged over %s repetition(s)." % opts.n_times) print("") print("%s | %s | %s" % ("Transformer".ljust(30), "fit".center(12), "transform".center(12))) print(31 * "-" + ("|" + "-" * 14) * 2) for name in sorted(selected_transformers): print_row(name, np.mean(time_fit[name]), np.mean(time_transform[name])) print("") print("")
bsd-3-clause
wangsharp/trading-with-python
lib/widgets.py
78
3012
# -*- coding: utf-8 -*- """ A collection of widgets for gui building Copyright: Jev Kuznetsov License: BSD """ from __future__ import division import sys from PyQt4.QtCore import * from PyQt4.QtGui import * import numpy as np from matplotlib.backends.backend_qt4agg import FigureCanvasQTAgg as FigureCanvas from matplotlib.backends.backend_qt4agg import NavigationToolbar2QTAgg as NavigationToolbar from matplotlib.figure import Figure import matplotlib.pyplot as plt class MatplotlibWidget(QWidget): def __init__(self,parent=None,grid=True): QWidget.__init__(self,parent) self.grid = grid self.fig = Figure() self.canvas =FigureCanvas(self.fig) self.canvas.setParent(self) self.canvas.mpl_connect('button_press_event', self.onPick) # bind pick event #self.axes = self.fig.add_subplot(111) margins = [0.05,0.1,0.9,0.8] self.axes = self.fig.add_axes(margins) self.toolbar = NavigationToolbar(self.canvas,self) #self.initFigure() layout = QVBoxLayout() layout.addWidget(self.toolbar) layout.addWidget(self.canvas) self.setLayout(layout) def onPick(self,event): print 'Pick event' print 'you pressed', event.button, event.xdata, event.ydata def update(self): self.canvas.draw() def plot(self,*args,**kwargs): self.axes.plot(*args,**kwargs) self.axes.grid(self.grid) self.update() def clear(self): self.axes.clear() def initFigure(self): self.axes.grid(True) x = np.linspace(-1,1) y = x**2 self.axes.plot(x,y,'o-') class PlotWindow(QMainWindow): ''' a stand-alone window with embedded matplotlib widget ''' def __init__(self,parent=None): super(PlotWindow,self).__init__(parent) self.setAttribute(Qt.WA_DeleteOnClose) self.mplWidget = MatplotlibWidget() self.setCentralWidget(self.mplWidget) def plot(self,dataFrame): ''' plot dataframe ''' dataFrame.plot(ax=self.mplWidget.axes) def getAxes(self): return self.mplWidget.axes def getFigure(self): return self.mplWidget.fig def update(self): self.mplWidget.update() class MainForm(QMainWindow): def __init__(self, parent=None): QMainWindow.__init__(self, parent) self.setWindowTitle('Demo: PyQt with matplotlib') self.plot = MatplotlibWidget() self.setCentralWidget(self.plot) self.plot.clear() self.plot.plot(np.random.rand(10),'x-') #--------------------- if __name__=='__main__': app = QApplication(sys.argv) form = MainForm() form.show() app.exec_()
bsd-3-clause
CVML/hyperopt
hyperopt/plotting.py
3
19940
""" Functions to visualize an Experiment. """ __authors__ = "James Bergstra" __license__ = "3-clause BSD License" __contact__ = "James Bergstra <[email protected]>" import math import sys # -- don't import this here because it locks in the backend # and we want the unittests to be able to set the backend ##import matplotlib.pyplot as plt import numpy as np from . import base from .base import miscs_to_idxs_vals default_status_colors = { base.STATUS_NEW: 'k', base.STATUS_RUNNING: 'g', base.STATUS_OK:'b', base.STATUS_FAIL:'r'} def algo_as_str(algo): if isinstance(algo, basestring): return algo return str(algo) def main_plot_history(trials, bandit=None, algo=None, do_show=True, status_colors=None): # -- import here because file-level import is too early import matplotlib.pyplot as plt # self is an Experiment if status_colors is None: status_colors = default_status_colors Xs = trials.specs # XXX: show the un-finished or error trials Ys, colors = zip(*[(y, status_colors[s]) for y, s in zip(trials.losses(bandit), trials.statuses(bandit)) if y is not None]) plt.scatter(range(len(Ys)), Ys, c=colors) plt.xlabel('time') plt.ylabel('loss') if bandit is not None and bandit.loss_target is not None: plt.axhline(bandit.loss_target) ymin = min(np.min(Ys), bandit.loss_target) ymax = max(np.max(Ys), bandit.loss_target) yrange = ymax - ymin ymean = (ymax + ymin) / 2.0 plt.ylim( ymean - 0.53 * yrange, ymean + 0.53 * yrange, ) best_err = trials.average_best_error(bandit) print "avg best error:", best_err plt.axhline(best_err, c='g') plt.title('bandit: %s algo: %s' % ( bandit.short_str() if bandit else '-', algo_as_str(algo))) if do_show: plt.show() def main_plot_histogram(trials, bandit=None, algo=None, do_show=True): # -- import here because file-level import is too early import matplotlib.pyplot as plt status_colors = default_status_colors Xs, Ys, Ss, Cs= zip(*[(x, y, s, status_colors[s]) for (x, y, s) in zip(trials.specs, trials.losses(bandit), trials.statuses(bandit)) if y is not None ]) # XXX: deal with ok vs. un-finished vs. error trials print 'Showing Histogram of %i jobs' % len(Ys) plt.hist(Ys) plt.xlabel('loss') plt.ylabel('frequency') plt.title('bandit: %s algo: %s' % ( bandit.short_str() if bandit else '-', algo_as_str(algo))) if do_show: plt.show() def main_plot_vars(trials, bandit=None, do_show=True, fontsize=10, colorize_best=None, columns=5, ): # -- import here because file-level import is too early import matplotlib.pyplot as plt idxs, vals = miscs_to_idxs_vals(trials.miscs) losses = trials.losses() finite_losses = [y for y in losses if y not in (None, float('inf'))] asrt = np.argsort(finite_losses) if colorize_best != None: colorize_thresh = finite_losses[asrt[colorize_best + 1]] else: # -- set to lower than best (disabled) colorize_thresh = finite_losses[asrt[0]] - 1 loss_min = min(finite_losses) loss_max = max(finite_losses) print 'finite loss range', loss_min, loss_max, colorize_thresh loss_by_tid = dict(zip(trials.tids, losses)) def color_fn(lossval): if lossval is None: return (1, 1, 1) else: t = 4 * (lossval - loss_min) / (loss_max - loss_min + .0001) if t < 1: return t, 0, 0 if t < 2: return 2-t, t-1, 0 if t < 3: return 0, 3-t, t-2 return 0, 0, 4-t def color_fn_bw(lossval): if lossval in (None, float('inf')): return (1, 1, 1) else: t = (lossval - loss_min) / (loss_max - loss_min + .0001) if lossval < colorize_thresh: return (0., 1. - t, 0.) # -- red best black worst else: return (t, t, t) # -- white=worst, black=best all_labels = list(idxs.keys()) titles = ['%s (%s)' % (label, bandit.params[label].name) for label in all_labels] order = np.argsort(titles) C = columns R = int(np.ceil(len(all_labels) / float(C))) for plotnum, varnum in enumerate(order): #print varnum, titles[varnum] label = all_labels[varnum] plt.subplot(R, C, plotnum + 1) #print '-' * 80 #print 'Node', label # hide x ticks ticks_num, ticks_txt = plt.xticks() plt.xticks(ticks_num, ['' for i in xrange(len(ticks_num))]) dist_name = bandit.params[label].name x = idxs[label] if 'log' in dist_name: y = np.log(vals[label]) else: y = vals[label] plt.title(titles[varnum], fontsize=fontsize) c = map(color_fn_bw, [loss_by_tid[ii] for ii in idxs[label]]) if len(y): plt.scatter(x, y, c=c) if 'log' in dist_name: nums, texts = plt.yticks() plt.yticks(nums, ['%.2e' % np.exp(t) for t in nums]) if do_show: plt.show() if 0: def erf(x): """Erf impl that doesn't require scipy. """ # from http://www.math.sfu.ca/~cbm/aands/frameindex.htm # via # http://stackoverflow.com/questions/457408/ # is-there-an-easily-available-implementation-of-erf-for-python # # # save the sign of x sign = 1 if x < 0: sign = -1 x = abs(x) # constants a1 = 0.254829592 a2 = -0.284496736 a3 = 1.421413741 a4 = -1.453152027 a5 = 1.061405429 p = 0.3275911 # A&S formula 7.1.26 t = 1.0/(1.0 + p*x) y = 1.0 - (((((a5*t + a4)*t) + a3)*t + a2)*t + a1)*t*math.exp(-x*x) return sign*y # erf(-x) = -erf(x) def mixed_max_erf(scores, n_valid): scores = list(scores) # shallow copy scores.sort() # sort the copy scores.reverse() # reverse the order #this is valid for classification # where the scores are the means of Bernoulli variables. best_mean = scores[0][0] best_variance = best_mean * (1.0 - best_mean) / (n_valid - 1) rval = 0.0 rval_denom = 0.0 for i, (vscore,tscore) in enumerate(scores): mean = vscore variance = mean * (1.0 - mean) / (n_valid - 1) diff_mean = mean - best_mean diff_variance = variance + best_variance # for scores, which should approach 1, the diff here will be negative (or zero). # so the probability of the current point being the best is the probability that # the current gaussian puts on positive values. assert diff_mean <= 0.0 p_current_is_best = 0.5 - 0.5 * erf(-diff_mean / math.sqrt(diff_variance)) rval += p_current_is_best * tscore rval_denom += p_current_is_best if p_current_is_best < 0.001: #print 'breaking after',i, 'examples' break return rval / rval_denom def mixed_max_sampled(scores, n_valid, n_samples=100, rng=None): scores = list(scores) # shallow copy scores.sort() # sort the copy scores.reverse() # reverse the order # this is valid for classification # where the scores are the means of Bernoulli variables. best_mean = scores[0][0] best_variance = best_mean * (1.0 - best_mean) / (n_valid - 1) mu = [] sigma = [] tscores = [] for i, (vscore,tscore) in enumerate(scores): mean = vscore variance = mean * (1.0 - mean) / (n_valid - 1) diff_mean = mean - best_mean diff_variance = variance + best_variance # for scores, which should approach 1, the diff here will be negative (or zero). # so the probability of the current point being the best is the probability that # the current gaussian puts on positive values. if -diff_mean / np.sqrt(diff_variance) > 3: #print 'breaking after', len(tscores), len(scores) break else: mu.append(diff_mean) sigma.append(np.sqrt(diff_variance)) tscores.append(tscore) if rng is None: rng = np.random.RandomState(232342) mu = np.asarray(mu) sigma = np.asarray(sigma) tscores = np.asarray(tscores) nrml = rng.randn(n_samples, len(mu)) * sigma + mu winners = (nrml.T == nrml.max(axis=1)) p_best_ = winners.sum(axis=0) p_best = p_best_ / p_best_.sum() return np.dot(p_best, t_scores), p_best if 0: def rexp_plot_acc(scores, n_valid, n_test, pbest_n_samples=100, rng=None): """ Uses the current pyplot figure to show efficiency of random experiment. :type scores: a list of (validation accuracy, test accuracy) pairs :param scores: results from the trials of a random experiment :type n_valid: integer :param n_valid: size of the validation set :type n_test: integer :param n_test: size of the test set :type mixed_max: function like mixed_max_erf or mixed_max_sampled :param mixed_max: the function to estimate the maximum of a validation sample """ if rng is None: rng = np.random.RandomState(232342) K = 1 scatter_x = [] scatter_y = [] scatter_c = [] box_x = [] log_K = 0 while K < len(scores): n_batches_of_K = len(scores)//K if n_batches_of_K < 2: break def best_score(i): scores_i = scores[i*K:(i+1)*K] rval= np.dot( [tscore for (vscore,tscore) in scores_i], pbest_sampled( [vscore for (vscore,tscore) in scores_i], n_valid, n_samples=pbest_n_samples, rng=rng)) #print rval return rval if n_batches_of_K < 10: # use scatter plot for i in xrange(n_batches_of_K): scatter_x.append(log_K+1) scatter_y.append(best_score(i)) scatter_c.append((0,0,0)) box_x.append([]) else: # use box plot box_x.append([best_score(i) for i in xrange(n_batches_of_K)]) K *= 2 log_K += 1 plt.scatter( scatter_x, scatter_y, c=scatter_c, marker='+', linewidths=0.2, edgecolors=scatter_c) boxplot_lines = plt.boxplot(box_x) for key in boxplot_lines: plt.setp(boxplot_lines[key], color='black') #plt.setp(boxplot_lines['medians'], color=(.5,.5,.5)) # draw the spans # # the 'test performance of the best model' is a mixture of gaussian-distributed quantity # with components comp_mean, and comp_var and weights w # # w[i] is prob. of i'th model being best in validation w = pbest_sampled([vs for (vs,ts) in scores], n_valid, n_samples=pbest_n_samples, rng=rng) comp_mean = np.asarray([ts for (vs,ts) in scores]) comp_var = (comp_mean * (1-comp_mean)) / (n_test-1) # the mean of the mixture is mean = np.dot(w, comp_mean) #the variance of the mixture is var = np.dot(w, comp_mean**2 + comp_var) - mean**2 # test average is distributed according to a mixture of gaussians, so we have to use the following fo std = math.sqrt(var) #plt.axhline(mean, color=(1.0,1.0,1.0), linestyle='--', linewidth=0.1) #plt.axhspan(mean-1.96*std, mean+1.96*std, color=(0.5,0.5,0.5)) plt.axhline(mean-1.96*std, color=(0.0,0.0,0.0)) plt.axhline(mean+1.96*std, color=(0.0,0.0,0.0)) # get margin: if 0: margin = 1.0 - mean plt.ylim(0.5-margin, 1.0 ) # set ticks ticks_num, ticks_txt = plt.xticks() plt.xticks(ticks_num, ['%i'%(2**i) for i in xrange(len(ticks_num))]) def rexp_pairs_raw(x, y, vscores): if len(x) != len(y): raise ValueError() if len(x) != len(vscores): raise ValueError() vxy = zip(vscores, x, y) vxy.sort() vscores, x, y = zip(*vxy) vscores = np.asarray(vscores) max_score = vscores.max() min_score = vscores.min() colors = np.outer(0.9 - 0.89*(vscores - min_score)/(max_score- min_score), [1,1,1]) plt.scatter( x, y, c=colors, marker='o', linewidths=0.1) #remove ticks labels nums, texts = plt.xticks() plt.xticks(nums, ['']*len(nums)) nums, texts = plt.yticks() plt.yticks(nums, ['']*len(nums)) class CoordType(object):pass class RealCoord(CoordType): @staticmethod def preimage(x): return np.asarray(x) class LogCoord(CoordType): @staticmethod def preimage(x): return np.log(x) class Log0Coord(CoordType): @staticmethod def preimage(x): x = np.asarray(x) return np.log(x+(x==0)*x.min()/2) IntCoord = RealCoord LogIntCoord = LogCoord class CategoryCoord(CoordType): def __init__(self, categories=None): self.categories = categories def preimage(self, x): if self.categories: return np.asarray([self.categories.index(xi) for xi in x]) else: return x def rexp_pairs(x, y, vscores, xtype, ytype): return rexp_pairs_raw(xtype.preimage(x), ytype.preimage(y), vscores) class MultiHistory(object): """ Show the history of multiple optimization algorithms. """ def __init__(self): self.histories = [] def add_experiment(self, mj, y_fn, start=0, stop=sys.maxint, color=None, label=None): trials = [(job['book_time'], job, y_fn(job)) for job in mj if ('book_time' in job and y_fn(job) is not None and np.isfinite(y_fn(job)))] trials.sort() trials = trials[start:stop] if trials: self.histories.append(( [t[1] for t in trials], [t[2] for t in trials], color, label)) else: print 'NO TRIALS' def add_scatters(self): for t, y, c, l in self.histories: print 'setting label', l plt.scatter( np.arange(len(y)), y, c=c, label=l, s=12) def main_show(self, title=None): self.add_scatters() if title: plt.title(title) #plt.axvline(25) # make a parameter #plt.axhline(.2) #plt.axhline(.3) plt.show() def main_plot_histories(cls): import plotting conn_str_template = sys.argv[2] algos = sys.argv[3].split(',') dataset_name = sys.argv[4] start = int(sys.argv[5]) if len(sys.argv)>5 else 0 stop = int(sys.argv[6]) if len(sys.argv)>6 else sys.maxint mh = plotting.MultiHistory() colors = ['r', 'y', 'b', 'g', 'c', 'k'] def custom_err_fn(trial): if 2 == trial['status']: rval = 1.0 - trial['result']['best_epoch_valid'] if rval > dict( convex=.4, mnist_rotated_background_images=2)[dataset_name]: return None else: return rval for c, algo in zip(colors, algos): conn_str = conn_str_template % (algo, dataset_name) print 'algo', algo mh.add_experiment( mj=MongoJobs.new_from_connection_str(conn_str), y_fn=custom_err_fn, color=c, label=algo, start=start, stop=stop) plt = plotting.plt plt.axhline( 1.0 - icml07.dbn3_scores[dataset_name], c='k',label='manual+grid')#, dashes=[0,1]) mh.add_scatters() plt.legend() plt.title(dataset_name) plt.show() class ScatterByConf(object): trial_color_dict = {0:'k', 1:'g', 2:'b', 3:'r'} def __init__(self, conf_template, confs, status, y): self.conf_template = conf_template self.confs = confs self.y = np.asarray(y) assert self.y.ndim == 1 self.status = status self.colors = np.asarray( [self.trial_color_dict.get(s, None) for s in self.status]) self.a_choices = np.array([[e['choice'] for e in t.flatten()] for t in confs]) self.nones = np.array([[None for e in t.flatten()] for t in confs]) self.a_names = conf_template.flatten_names() self.a_vars = [not np.all(self.a_choices[:,i]==self.nones[:,i]) for i,name in enumerate(self.a_names)] assert len(self.y) == len(self.a_choices) assert len(self.y) == len(self.colors) def trial_color(self, t): return self.trial_color_dict.get(t['status'], None) def scatter_one(self, column): assert self.a_vars[column] non_missing = self.a_choices[:,column] != self.nones[:,column] x = self.a_choices[non_missing, column] y = self.y[non_missing] c = self.colors[non_missing] plt.xlabel(self.a_names[column]) plt.scatter(x, y, c=c) def main_show_one(self, column): # show all conf effects in a grid of scatter-plots self.scatter_one(column) plt.show() def main_show_all(self, columns=None): if columns == None: columns = range(len(self.a_vars)) columns = [c for c in columns if c < len(self.a_vars)] n_vars = np.sum(self.a_vars[c] for c in columns) print n_vars n_rows = 1 n_cols = 10000 n_vars -= 1 while n_cols > 5 and n_cols > 3 * n_rows: # while "is ugly" n_vars += 1 # leave one more space at the end... n_rows = int(np.sqrt(n_vars)) while n_vars % n_rows: n_rows -= 1 n_cols = n_vars / n_rows print n_rows, n_cols subplot_idx = 0 for var_idx in columns: if self.a_vars[var_idx]: plt.subplot(n_rows, n_cols, subplot_idx+1) self.scatter_one(var_idx) subplot_idx += 1 plt.show() def main_plot_scatter(self, argv): low_col = int(argv[0]) high_col = int(argv[1]) # upgrade jobs in db to ht_dist2-compatible things scatter_by_conf = ScatterByConf( self.bandit.template, self.trials, status = self.statuses(), y = self.losses()) return scatter_by_conf.main_show_all(range(low_col, high_col))
bsd-3-clause