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kiaakrami/An-Alternative-FWI-AFWI-Algorithm-for-Monitoring-Time-lapse-Velocity-Changes
data_generation.py
1
7604
####### We start by importing some useful packages import numpy as np import matplotlib.pyplot as plt import matplotlib as mpl import time import sys, getopt import copy from pysit import * from pysit.gallery import marmousi from pysit.util.parallel import * from mpi4py import MPI from scipy.io import savemat, loadmat ####### Here we define the plots def plot_func(fig_nr, arr_2d, x_min, x_max, z_min, z_max, x_label, z_label, title, cbar_min=None, cbar_max=None): fig = plt.figure(fig_nr) ax = fig.add_subplot(111) im = ax.imshow(arr_2d, extent=[x_min,x_max,z_max,z_min], interpolation="nearest") im.axes.yaxis.set_label_text(z_label, fontsize = 10) im.axes.xaxis.set_label_text(x_label, fontsize = 10) im.axes.set_title(title, fontsize = 10) if cbar_min !=None and cbar_max !=None: norm = mpl.colors.Normalize(vmin=cbar_min, vmax=cbar_max) im.set_norm(norm) cb = plt.colorbar(im, ticks=np.linspace(cbar_min, cbar_max, 5)) else: cb = plt.colorbar(im) return fig ####### Here we define parallel shots def make_parallel_shots(pwrap, nsources, x_pos_sources_arr_all, z_pos_sources, x_pos_receivers_arr_all, z_pos_receivers, peakfreq): min_nr_per_process = nsources / pwrap.size nr_leftover_processes = nsources % (min_nr_per_process * pwrap.size) nr_shots_this_process = min_nr_per_process if pwrap.rank < nr_leftover_processes: nr_shots_this_process += 1 local_shots = [] local_shots_indices = [] for i in xrange(nr_shots_this_process): all_shot_index = i*pwrap.size + pwrap.rank print "CREATING SHOT WITH INDEX: %i"%all_shot_index source = PointSource(m, (x_pos_sources_arr_all[all_shot_index], z_pos_sources), RickerWavelet(peakfreq), approximation='gaussian') ####### Here we define set of receivers receivers = ReceiverSet(m, [PointReceiver(m, (x, z_pos_receivers), approximation='gaussian') for x in x_pos_receivers]) ####### Here we create and store the shots shot = Shot(source, receivers) local_shots.append(shot) local_shots_indices.append(i) return local_shots, local_shots_indices if __name__ == '__main__': comm = MPI.COMM_WORLD size = comm.Get_size() rank = comm.Get_rank() print "size = %i and rank = %i"%(size, rank) pwrap = ParallelWrapShot(comm=comm) ####### Here we set the wave speed WaveSpeed.add_lower_bound(1000.0) WaveSpeed.add_upper_bound(6500.0) x_lbc = PML(600.0,100.0); x_rbc = PML(600.0,100.0); z_lbc = PML(600.0,100.0); z_rbc = PML(600.0,100.0) C, C0, m, d = marmousi(patch='mini_square', x_lbc = x_lbc, x_rbc = x_rbc, z_lbc = z_lbc, z_rbc = z_rbc) n_nodes_x = m.x.n n_nodes_z = m.z.n dx = m.x.delta dz = m.z.delta x_min = d.x.lbound x_max = d.x.rbound z_min = d.z.lbound z_max = d.z.rbound x_min_km = x_min/1000.0; x_max_km = x_max/1000.0; z_min_km = z_min/1000.0; z_max_km = z_max/1000.0 x_label = 'Horizontal coordinate (km)' z_label = 'Depth (km)' title_marm_baseline_true = 'True Marmousi baseline' title_marm_init = 'Initial Marmousi' cbar_min_vel = 1500.0 cbar_max_vel = 4600.0 nsources = 19 nreceiver = n_nodes_x source_spacing = 480.0 x_pos_sources_baseline = np.arange(0.5*source_spacing, x_max, source_spacing) x_pos_sources_monitor = x_pos_sources_baseline - 240.0 z_pos_sources = z_min + dz x_pos_receivers = np.linspace(x_min, x_max, n_nodes_x) z_pos_receivers = z_min + dz peakfreq = 6.0 local_shots_baseline, local_shots_baseline_indices = make_parallel_shots(pwrap, nsources, x_pos_sources_baseline, z_pos_sources, x_pos_receivers, z_pos_receivers, peakfreq) local_shots_monitor , local_shots_monitor_indices = make_parallel_shots(pwrap, nsources, x_pos_sources_monitor , z_pos_sources, x_pos_receivers, z_pos_receivers, peakfreq) trange = (0.0, 7.0) solver = ConstantDensityAcousticWave(m, spatial_accuracy_order=6, trange=trange, kernel_implementation='cpp') marm_baseline_true = np.reshape(marm_baseline_true_2d, (n_nodes_z*n_nodes_x, 1), 'F') marm_monitor_true = np.reshape( marm_monitor_true_2d, (n_nodes_z*n_nodes_x, 1), 'F') marm_baseline_initial_inverted = np.reshape(marm_baseline_initial_inverted_2d, (n_nodes_z*n_nodes_x, 1), 'F') marm_baseline_true_model = solver.ModelParameters(m,{'C': marm_baseline_true}) marm_monitor_true_model = solver.ModelParameters(m,{'C': marm_monitor_true}) marm_init_model_baseline = solver.ModelParameters(m,{'C': marm_baseline_initial_inverted}) marm_init_model_monitor = copy.deepcopy(marm_init_model_baseline) marm_init_model = JointModel(marm_init_model_baseline, marm_init_model_monitor) tt = time.time() generate_seismic_data(local_shots_baseline, solver, marm_baseline_true_model) print 'Baseline data generation: {0}s'.format(time.time()-tt) tt = time.time() generate_seismic_data(local_shots_monitor, solver, marm_monitor_true_model) print 'Monitor data generation: {0}s'.format(time.time()-tt) ####### Inversion algorithm objective = TemporalLeastSquares(solver, parallel_wrap_shot=pwrap) invalg_joint = LBFGS(objective, memory_length=6) tt = time.time() nsteps = 30 status_configuration = {'value_frequency' : 1, 'residual_length_frequency' : 1, 'objective_frequency' : 1, 'step_frequency' : 1, 'step_length_frequency' : 1, 'gradient_frequency' : 1, 'gradient_length_frequency' : 1, 'run_time_frequency' : 1, 'alpha_frequency' : 1, } line_search = 'backtrack' if rank == 0: print "backtrack linesearch is not optimal" beta = np.reshape(beta_2d, (n_nodes_z*n_nodes_x,1),'F') beta_normalize = beta/beta.max() beta_min = 0.001*np.max(beta_normalize) beta_normalize[np.where(beta_normalize <= beta_min)] = beta_min model_reg_term_scale = 1e4 result = invalg_joint(local_shots_baseline, local_shots_monitor, beta_normalize, model_reg_term_scale, marm_init_model, nsteps,line_search=line_search,status_configuration=status_configuration, verbose=True) result_baseline_model = result.m_0 result_monitor_model = result.m_1 if rank == 0: ###### Saving the results marm_baseline_inverted_2d = result_baseline_model.C.reshape((n_nodes_z,n_nodes_x), order='F') marm_monitor_inverted_2d = result_monitor_model.C.reshape( (n_nodes_z,n_nodes_x), order='F') marm_diff_inverted_2d = marm_monitor_inverted_2d - marm_baseline_inverted_2d out = {'marm_baseline_inverted_bounded_2d':marm_baseline_inverted_2d, 'marm_monitor_inverted_bounded_2d':marm_monitor_inverted_2d, 'marm_diff_inverted_bounded_2d':marm_diff_inverted_2d} savemat('joint_output_' + str(nsteps) + '_model_reg_term_scale_' + str(model_reg_term_scale) + '_beta_min_' + str(beta_min) + '.mat',out) print '...run time: {0}s'.format(time.time()-tt)
gpl-3.0
vsoch/nidmviewer
nidmviewer/templates.py
1
2863
''' templates.py: part of the nidmviewer package Functions to work with html templates Copyright (c) 2014-2018, Vanessa Sochat All rights reserved. Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met: * Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer. * Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution. * Neither the name of the copyright holder nor the names of its contributors may be used to endorse or promote products derived from this software without specific prior written permission. THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. ''' from nidmviewer.utils import get_package_dir import pandas import os import re def get_template(html_name): return read_template(html_name) # Add code string to end of template def add_javascript_function(function_code,template): template.append("<script>\n%s\n</script>" % (function_code)) return template # Remove scripts (css or js) from html_snippet def remove_resources(html_snippet,script_names): expression = re.compile("|".join(script_names)) filtered_template = [x for x in html_snippet if not expression.search(x)] return filtered_template def save_template(html_snippet,output_file): filey = open(output_file,"wb") filey.writelines(html_snippet) filey.close() def read_template(html_name): ppwd = get_package_dir() html_name = html_name + ".html" template_file = os.path.abspath(os.path.join(ppwd,'template', html_name)) filey = open(template_file,"r") template = "".join(filey.readlines()) filey.close() return template def add_string(tag,substitution,template): template = template.replace(tag,substitution) return template '''Get an image by name in the img directory''' def get_image(image_name): ppwd = get_package_dir() return os.path.join(ppwd,'img', image_name)
bsd-3-clause
sergeyk/vislab
vislab/dataset_viz.py
4
5470
import matplotlib as mpl import matplotlib.pyplot as plt from mpl_toolkits.axes_grid1 import make_axes_locatable import numpy as np import vislab import vislab.dataset_stats import vislab.gg def plot_column_frequencies(df, column, top_k=20): """ Plot bar chart of frequencies of top_k values of a column in the df. """ column_vals = df[column].value_counts()[:top_k] fig = plt.figure(figsize=(12, 4)) ax = fig.add_subplot(111) column_vals.plot(ax=ax, kind='bar', title='{} Frequency'.format(column)) ax.set_xlabel('') fig.autofmt_xdate() vislab.gg.rstyle(ax) return fig def plot_conditional_occurrence( df_m, size=None, cmap=plt.cm.gray_r, color_anchor=[0, 1], x_tick_rot=90, title=None, plot_vals=True, sort_by_prior=True, font_size=12): """ Plot the occurrence of the columns of the given DataFrame conditioned on the occurrence of its rows. Each row therefore sums to 1, excepting the last column, which is the prior probability of the row value. Parameters ---------- df_m: pandas.DataFrame Cells contain joint occurrences between index and column. size: tuple [None] Optional argument to figsize. cmap: matplotlib.cmap [gray] color_anchor: ? x_tick_rot: float title: string plot_vals: bool [True] If true, actual values are plotted. sort_by_prior: bool [True] """ df_m = vislab.dataset_stats.condition_df_on_row(df_m) if sort_by_prior: df_m = df_m.sort('prior', ascending=False) fig = plot_occurrence( df_m, size, cmap, color_anchor, x_tick_rot, title, plot_vals, font_size) ax = fig.get_axes()[0] # Plot line separating 'nothing' and 'prior' from rest of plot M, N = df_m.shape l = ax.add_line(mpl.lines.Line2D( [N - 1.5, N - 1.5], [-.5, M - 0.5], ls='--', c='gray', lw=2)) l.set_zorder(3) return fig def plot_occurrence( df_m, size=None, cmap=plt.cm.gray_r, color_anchor=[0, 1], x_tick_rot=90, title=None, plot_vals=True, font_size=12): """ TODO """ M, N = df_m.shape # Initialize figure of given size. if size is None: w = max(12, N) h = max(12, M) size = (w, h) fig = plt.figure(figsize=size) ax_im = fig.add_subplot(111) # Make axes for colorbar. divider = make_axes_locatable(ax_im) ax_cb = divider.new_vertical(size="5%", pad=0.1, pack_start=True) fig.add_axes(ax_cb) # The call to imshow produces the matrix plot. im = ax_im.imshow(df_m, origin='upper', interpolation='nearest', vmin=color_anchor[0], vmax=color_anchor[1], cmap=cmap) # Formatting. ax = ax_im ax.set_xticks(np.arange(N)) ax.set_xticklabels(df_m.columns) for tick in ax.xaxis.iter_ticks(): tick[0].label2On = True tick[0].label1On = False tick[0].label2.set_rotation(x_tick_rot) #tick[0].label2.set_fontsize('x-large') ax.set_yticks(np.arange(M)) ax.set_yticklabels(df_m.index) ax.yaxis.set_minor_locator( mpl.ticker.FixedLocator(np.arange(-.5, M + 0.5))) ax.xaxis.set_minor_locator( mpl.ticker.FixedLocator(np.arange(-.5, N - 0.5))) ax.grid(False, which='major') ax.grid(True, which='minor', ls='-', lw=7, c='w') # Make the major and minor tick marks invisible for line in ax.xaxis.get_ticklines() + ax.yaxis.get_ticklines(): line.set_markeredgewidth(0) for line in ax.xaxis.get_minorticklines() + ax.yaxis.get_minorticklines(): line.set_markeredgewidth(0) # Limit the area of the plot ax.set_ybound([-0.5, M - 0.5]) ax.set_xbound([-0.5, N - 0.5]) # The following produces the colorbar and sets the ticks # Set the ticks - if 0 is in the interval of values, set that, as well # as the maximal and minimal values: # Extract the minimum and maximum values for scaling max_val = np.nanmax(df_m) min_val = np.nanmin(df_m) if min_val < 0: ticks = [color_anchor[0], min_val, 0, max_val, color_anchor[1]] # Otherwise - only set the maximal value: else: ticks = [color_anchor[0], max_val, color_anchor[1]] # Display the actual values in the cells if plot_vals: for i in xrange(0, M): for j in xrange(0, N): val = float(df_m.iloc[i, j]) if np.isnan(val): continue if val / (color_anchor[1] - color_anchor[0]) > 0.5: ax.text(j - 0.25, i + 0.1, '%.2f' % val, color='w', size=font_size-2) else: ax.text(j - 0.25, i + 0.1, '%.2f' % val, color='k', size=font_size-2) # Hide the black frame around the plot # Doing ax.set_frame_on(False) results in weird thin lines # from imshow() at the edges. Instead, we set the frame to white. for spine in ax.spines.values(): spine.set_edgecolor('w') # Set title if title is not None: ax.set_title(title) # Plot the colorbar and remove its frame as well. cb = fig.colorbar(im, cax=ax_cb, orientation='horizontal', cmap=cmap, ticks=ticks, format='%.2f') cb.ax.artists.remove(cb.outline) # Set fontsize for item in ([ax.title, ax.xaxis.label, ax.yaxis.label] + ax.get_xticklabels() + ax.get_yticklabels()): item.set_fontsize(font_size) return fig
bsd-2-clause
CVML/scikit-learn
sklearn/metrics/cluster/bicluster.py
359
2797
from __future__ import division import numpy as np from sklearn.utils.linear_assignment_ import linear_assignment from sklearn.utils.validation import check_consistent_length, check_array __all__ = ["consensus_score"] def _check_rows_and_columns(a, b): """Unpacks the row and column arrays and checks their shape.""" check_consistent_length(*a) check_consistent_length(*b) checks = lambda x: check_array(x, ensure_2d=False) a_rows, a_cols = map(checks, a) b_rows, b_cols = map(checks, b) return a_rows, a_cols, b_rows, b_cols def _jaccard(a_rows, a_cols, b_rows, b_cols): """Jaccard coefficient on the elements of the two biclusters.""" intersection = ((a_rows * b_rows).sum() * (a_cols * b_cols).sum()) a_size = a_rows.sum() * a_cols.sum() b_size = b_rows.sum() * b_cols.sum() return intersection / (a_size + b_size - intersection) def _pairwise_similarity(a, b, similarity): """Computes pairwise similarity matrix. result[i, j] is the Jaccard coefficient of a's bicluster i and b's bicluster j. """ a_rows, a_cols, b_rows, b_cols = _check_rows_and_columns(a, b) n_a = a_rows.shape[0] n_b = b_rows.shape[0] result = np.array(list(list(similarity(a_rows[i], a_cols[i], b_rows[j], b_cols[j]) for j in range(n_b)) for i in range(n_a))) return result def consensus_score(a, b, similarity="jaccard"): """The similarity of two sets of biclusters. Similarity between individual biclusters is computed. Then the best matching between sets is found using the Hungarian algorithm. The final score is the sum of similarities divided by the size of the larger set. Read more in the :ref:`User Guide <biclustering>`. Parameters ---------- a : (rows, columns) Tuple of row and column indicators for a set of biclusters. b : (rows, columns) Another set of biclusters like ``a``. similarity : string or function, optional, default: "jaccard" May be the string "jaccard" to use the Jaccard coefficient, or any function that takes four arguments, each of which is a 1d indicator vector: (a_rows, a_columns, b_rows, b_columns). References ---------- * Hochreiter, Bodenhofer, et. al., 2010. `FABIA: factor analysis for bicluster acquisition <https://www.ncbi.nlm.nih.gov/pmc/articles/PMC2881408/>`__. """ if similarity == "jaccard": similarity = _jaccard matrix = _pairwise_similarity(a, b, similarity) indices = linear_assignment(1. - matrix) n_a = len(a[0]) n_b = len(b[0]) return matrix[indices[:, 0], indices[:, 1]].sum() / max(n_a, n_b)
bsd-3-clause
srowen/spark
python/pyspark/pandas/datetimes.py
15
26546
# # 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. # """ Date/Time related functions on pandas-on-Spark Series """ from typing import Any, Optional, Union, TYPE_CHECKING, no_type_check import numpy as np # noqa: F401 (SPARK-34943) import pandas as pd # noqa: F401 from pandas.tseries.offsets import DateOffset import pyspark.sql.functions as F from pyspark.sql.types import DateType, TimestampType, LongType if TYPE_CHECKING: import pyspark.pandas as ps # noqa: F401 (SPARK-34943) class DatetimeMethods(object): """Date/Time methods for pandas-on-Spark Series""" def __init__(self, series: "ps.Series"): if not isinstance(series.spark.data_type, (DateType, TimestampType)): raise ValueError( "Cannot call DatetimeMethods on type {}".format(series.spark.data_type) ) self._data = series # Properties @property def date(self) -> "ps.Series": """ Returns a Series of python datetime.date objects (namely, the date part of Timestamps without timezone information). """ # TODO: Hit a weird exception # syntax error in attribute name: `to_date(`start_date`)` with alias return self._data.spark.transform(F.to_date) @property def time(self) -> "ps.Series": raise NotImplementedError() @property def timetz(self) -> "ps.Series": raise NotImplementedError() @property def year(self) -> "ps.Series": """ The year of the datetime. """ return self._data.spark.transform(lambda c: F.year(c).cast(LongType())) @property def month(self) -> "ps.Series": """ The month of the timestamp as January = 1 December = 12. """ return self._data.spark.transform(lambda c: F.month(c).cast(LongType())) @property def day(self) -> "ps.Series": """ The days of the datetime. """ return self._data.spark.transform(lambda c: F.dayofmonth(c).cast(LongType())) @property def hour(self) -> "ps.Series": """ The hours of the datetime. """ return self._data.spark.transform(lambda c: F.hour(c).cast(LongType())) @property def minute(self) -> "ps.Series": """ The minutes of the datetime. """ return self._data.spark.transform(lambda c: F.minute(c).cast(LongType())) @property def second(self) -> "ps.Series": """ The seconds of the datetime. """ return self._data.spark.transform(lambda c: F.second(c).cast(LongType())) @property def microsecond(self) -> "ps.Series": """ The microseconds of the datetime. """ @no_type_check def pandas_microsecond(s) -> "ps.Series[np.int64]": return s.dt.microsecond return self._data.pandas_on_spark.transform_batch(pandas_microsecond) @property def nanosecond(self) -> "ps.Series": raise NotImplementedError() @property def week(self) -> "ps.Series": """ The week ordinal of the year. """ return self._data.spark.transform(lambda c: F.weekofyear(c).cast(LongType())) @property def weekofyear(self) -> "ps.Series": return self.week weekofyear.__doc__ = week.__doc__ @property def dayofweek(self) -> "ps.Series": """ The day of the week with Monday=0, Sunday=6. Return the day of the week. It is assumed the week starts on Monday, which is denoted by 0 and ends on Sunday which is denoted by 6. This method is available on both Series with datetime values (using the `dt` accessor). Returns ------- Series Containing integers indicating the day number. See Also -------- Series.dt.dayofweek : Alias. Series.dt.weekday : Alias. Series.dt.day_name : Returns the name of the day of the week. Examples -------- >>> s = ps.from_pandas(pd.date_range('2016-12-31', '2017-01-08', freq='D').to_series()) >>> s.dt.dayofweek 2016-12-31 5 2017-01-01 6 2017-01-02 0 2017-01-03 1 2017-01-04 2 2017-01-05 3 2017-01-06 4 2017-01-07 5 2017-01-08 6 dtype: int64 """ @no_type_check def pandas_dayofweek(s) -> "ps.Series[np.int64]": return s.dt.dayofweek return self._data.pandas_on_spark.transform_batch(pandas_dayofweek) @property def weekday(self) -> "ps.Series": return self.dayofweek weekday.__doc__ = dayofweek.__doc__ @property def dayofyear(self) -> "ps.Series": """ The ordinal day of the year. """ @no_type_check def pandas_dayofyear(s) -> "ps.Series[np.int64]": return s.dt.dayofyear return self._data.pandas_on_spark.transform_batch(pandas_dayofyear) @property def quarter(self) -> "ps.Series": """ The quarter of the date. """ @no_type_check def pandas_quarter(s) -> "ps.Series[np.int64]": return s.dt.quarter return self._data.pandas_on_spark.transform_batch(pandas_quarter) @property def is_month_start(self) -> "ps.Series": """ Indicates whether the date is the first day of the month. Returns ------- Series For Series, returns a Series with boolean values. See Also -------- is_month_end : Return a boolean indicating whether the date is the last day of the month. Examples -------- This method is available on Series with datetime values under the ``.dt`` accessor. >>> s = ps.Series(pd.date_range("2018-02-27", periods=3)) >>> s 0 2018-02-27 1 2018-02-28 2 2018-03-01 dtype: datetime64[ns] >>> s.dt.is_month_start 0 False 1 False 2 True dtype: bool """ @no_type_check def pandas_is_month_start(s) -> "ps.Series[bool]": return s.dt.is_month_start return self._data.pandas_on_spark.transform_batch(pandas_is_month_start) @property def is_month_end(self) -> "ps.Series": """ Indicates whether the date is the last day of the month. Returns ------- Series For Series, returns a Series with boolean values. See Also -------- is_month_start : Return a boolean indicating whether the date is the first day of the month. Examples -------- This method is available on Series with datetime values under the ``.dt`` accessor. >>> s = ps.Series(pd.date_range("2018-02-27", periods=3)) >>> s 0 2018-02-27 1 2018-02-28 2 2018-03-01 dtype: datetime64[ns] >>> s.dt.is_month_end 0 False 1 True 2 False dtype: bool """ @no_type_check def pandas_is_month_end(s) -> "ps.Series[bool]": return s.dt.is_month_end return self._data.pandas_on_spark.transform_batch(pandas_is_month_end) @property def is_quarter_start(self) -> "ps.Series": """ Indicator for whether the date is the first day of a quarter. Returns ------- is_quarter_start : Series The same type as the original data with boolean values. Series will have the same name and index. See Also -------- quarter : Return the quarter of the date. is_quarter_end : Similar property for indicating the quarter start. Examples -------- This method is available on Series with datetime values under the ``.dt`` accessor. >>> df = ps.DataFrame({'dates': pd.date_range("2017-03-30", ... periods=4)}) >>> df dates 0 2017-03-30 1 2017-03-31 2 2017-04-01 3 2017-04-02 >>> df.dates.dt.quarter 0 1 1 1 2 2 3 2 Name: dates, dtype: int64 >>> df.dates.dt.is_quarter_start 0 False 1 False 2 True 3 False Name: dates, dtype: bool """ @no_type_check def pandas_is_quarter_start(s) -> "ps.Series[bool]": return s.dt.is_quarter_start return self._data.pandas_on_spark.transform_batch(pandas_is_quarter_start) @property def is_quarter_end(self) -> "ps.Series": """ Indicator for whether the date is the last day of a quarter. Returns ------- is_quarter_end : Series The same type as the original data with boolean values. Series will have the same name and index. See Also -------- quarter : Return the quarter of the date. is_quarter_start : Similar property indicating the quarter start. Examples -------- This method is available on Series with datetime values under the ``.dt`` accessor. >>> df = ps.DataFrame({'dates': pd.date_range("2017-03-30", ... periods=4)}) >>> df dates 0 2017-03-30 1 2017-03-31 2 2017-04-01 3 2017-04-02 >>> df.dates.dt.quarter 0 1 1 1 2 2 3 2 Name: dates, dtype: int64 >>> df.dates.dt.is_quarter_start 0 False 1 False 2 True 3 False Name: dates, dtype: bool """ @no_type_check def pandas_is_quarter_end(s) -> "ps.Series[bool]": return s.dt.is_quarter_end return self._data.pandas_on_spark.transform_batch(pandas_is_quarter_end) @property def is_year_start(self) -> "ps.Series": """ Indicate whether the date is the first day of a year. Returns ------- Series The same type as the original data with boolean values. Series will have the same name and index. See Also -------- is_year_end : Similar property indicating the last day of the year. Examples -------- This method is available on Series with datetime values under the ``.dt`` accessor. >>> dates = ps.Series(pd.date_range("2017-12-30", periods=3)) >>> dates 0 2017-12-30 1 2017-12-31 2 2018-01-01 dtype: datetime64[ns] >>> dates.dt.is_year_start 0 False 1 False 2 True dtype: bool """ @no_type_check def pandas_is_year_start(s) -> "ps.Series[bool]": return s.dt.is_year_start return self._data.pandas_on_spark.transform_batch(pandas_is_year_start) @property def is_year_end(self) -> "ps.Series": """ Indicate whether the date is the last day of the year. Returns ------- Series The same type as the original data with boolean values. Series will have the same name and index. See Also -------- is_year_start : Similar property indicating the start of the year. Examples -------- This method is available on Series with datetime values under the ``.dt`` accessor. >>> dates = ps.Series(pd.date_range("2017-12-30", periods=3)) >>> dates 0 2017-12-30 1 2017-12-31 2 2018-01-01 dtype: datetime64[ns] >>> dates.dt.is_year_end 0 False 1 True 2 False dtype: bool """ @no_type_check def pandas_is_year_end(s) -> "ps.Series[bool]": return s.dt.is_year_end return self._data.pandas_on_spark.transform_batch(pandas_is_year_end) @property def is_leap_year(self) -> "ps.Series": """ Boolean indicator if the date belongs to a leap year. A leap year is a year, which has 366 days (instead of 365) including 29th of February as an intercalary day. Leap years are years which are multiples of four with the exception of years divisible by 100 but not by 400. Returns ------- Series Booleans indicating if dates belong to a leap year. Examples -------- This method is available on Series with datetime values under the ``.dt`` accessor. >>> dates_series = ps.Series(pd.date_range("2012-01-01", "2015-01-01", freq="Y")) >>> dates_series 0 2012-12-31 1 2013-12-31 2 2014-12-31 dtype: datetime64[ns] >>> dates_series.dt.is_leap_year 0 True 1 False 2 False dtype: bool """ @no_type_check def pandas_is_leap_year(s) -> "ps.Series[bool]": return s.dt.is_leap_year return self._data.pandas_on_spark.transform_batch(pandas_is_leap_year) @property def daysinmonth(self) -> "ps.Series": """ The number of days in the month. """ @no_type_check def pandas_daysinmonth(s) -> "ps.Series[np.int64]": return s.dt.daysinmonth return self._data.pandas_on_spark.transform_batch(pandas_daysinmonth) @property def days_in_month(self) -> "ps.Series": return self.daysinmonth days_in_month.__doc__ = daysinmonth.__doc__ # Methods @no_type_check def tz_localize(self, tz) -> "ps.Series": """ Localize tz-naive Datetime column to tz-aware Datetime column. """ # Neither tz-naive or tz-aware datetime exists in Spark raise NotImplementedError() @no_type_check def tz_convert(self, tz) -> "ps.Series": """ Convert tz-aware Datetime column from one time zone to another. """ # tz-aware datetime doesn't exist in Spark raise NotImplementedError() def normalize(self) -> "ps.Series": """ Convert times to midnight. The time component of the date-time is converted to midnight i.e. 00:00:00. This is useful in cases, when the time does not matter. Length is unaltered. The timezones are unaffected. This method is available on Series with datetime values under the ``.dt`` accessor, and directly on Datetime Array. Returns ------- Series The same type as the original data. Series will have the same name and index. See Also -------- floor : Floor the series to the specified freq. ceil : Ceil the series to the specified freq. round : Round the series to the specified freq. Examples -------- >>> series = ps.Series(pd.Series(pd.date_range('2012-1-1 12:45:31', periods=3, freq='M'))) >>> series.dt.normalize() 0 2012-01-31 1 2012-02-29 2 2012-03-31 dtype: datetime64[ns] """ @no_type_check def pandas_normalize(s) -> "ps.Series[np.datetime64]": return s.dt.normalize() return self._data.pandas_on_spark.transform_batch(pandas_normalize) def strftime(self, date_format: str) -> "ps.Series": """ Convert to a string Series using specified date_format. Return an series of formatted strings specified by date_format, which supports the same string format as the python standard library. Details of the string format can be found in python string format doc. Parameters ---------- date_format : str Date format string (example: "%%Y-%%m-%%d"). Returns ------- Series Series of formatted strings. See Also -------- to_datetime : Convert the given argument to datetime. normalize : Return series with times to midnight. round : Round the series to the specified freq. floor : Floor the series to the specified freq. Examples -------- >>> series = ps.Series(pd.date_range(pd.Timestamp("2018-03-10 09:00"), ... periods=3, freq='s')) >>> series 0 2018-03-10 09:00:00 1 2018-03-10 09:00:01 2 2018-03-10 09:00:02 dtype: datetime64[ns] >>> series.dt.strftime('%B %d, %Y, %r') 0 March 10, 2018, 09:00:00 AM 1 March 10, 2018, 09:00:01 AM 2 March 10, 2018, 09:00:02 AM dtype: object """ @no_type_check def pandas_strftime(s) -> "ps.Series[str]": return s.dt.strftime(date_format) return self._data.pandas_on_spark.transform_batch(pandas_strftime) def round(self, freq: Union[str, DateOffset], *args: Any, **kwargs: Any) -> "ps.Series": """ Perform round operation on the data to the specified freq. Parameters ---------- freq : str or Offset The frequency level to round the index to. Must be a fixed frequency like 'S' (second) not 'ME' (month end). nonexistent : 'shift_forward', 'shift_backward, 'NaT', timedelta, default 'raise' A nonexistent time does not exist in a particular timezone where clocks moved forward due to DST. - 'shift_forward' will shift the nonexistent time forward to the closest existing time - 'shift_backward' will shift the nonexistent time backward to the closest existing time - 'NaT' will return NaT where there are nonexistent times - timedelta objects will shift nonexistent times by the timedelta - 'raise' will raise an NonExistentTimeError if there are nonexistent times .. note:: this option only works with pandas 0.24.0+ Returns ------- Series a Series with the same index for a Series. Raises ------ ValueError if the `freq` cannot be converted. Examples -------- >>> series = ps.Series(pd.date_range('1/1/2018 11:59:00', periods=3, freq='min')) >>> series 0 2018-01-01 11:59:00 1 2018-01-01 12:00:00 2 2018-01-01 12:01:00 dtype: datetime64[ns] >>> series.dt.round("H") 0 2018-01-01 12:00:00 1 2018-01-01 12:00:00 2 2018-01-01 12:00:00 dtype: datetime64[ns] """ @no_type_check def pandas_round(s) -> "ps.Series[np.datetime64]": return s.dt.round(freq, *args, **kwargs) return self._data.pandas_on_spark.transform_batch(pandas_round) def floor(self, freq: Union[str, DateOffset], *args: Any, **kwargs: Any) -> "ps.Series": """ Perform floor operation on the data to the specified freq. Parameters ---------- freq : str or Offset The frequency level to floor the index to. Must be a fixed frequency like 'S' (second) not 'ME' (month end). nonexistent : 'shift_forward', 'shift_backward, 'NaT', timedelta, default 'raise' A nonexistent time does not exist in a particular timezone where clocks moved forward due to DST. - 'shift_forward' will shift the nonexistent time forward to the closest existing time - 'shift_backward' will shift the nonexistent time backward to the closest existing time - 'NaT' will return NaT where there are nonexistent times - timedelta objects will shift nonexistent times by the timedelta - 'raise' will raise an NonExistentTimeError if there are nonexistent times .. note:: this option only works with pandas 0.24.0+ Returns ------- Series a Series with the same index for a Series. Raises ------ ValueError if the `freq` cannot be converted. Examples -------- >>> series = ps.Series(pd.date_range('1/1/2018 11:59:00', periods=3, freq='min')) >>> series 0 2018-01-01 11:59:00 1 2018-01-01 12:00:00 2 2018-01-01 12:01:00 dtype: datetime64[ns] >>> series.dt.floor("H") 0 2018-01-01 11:00:00 1 2018-01-01 12:00:00 2 2018-01-01 12:00:00 dtype: datetime64[ns] """ @no_type_check def pandas_floor(s) -> "ps.Series[np.datetime64]": return s.dt.floor(freq, *args, **kwargs) return self._data.pandas_on_spark.transform_batch(pandas_floor) def ceil(self, freq: Union[str, DateOffset], *args: Any, **kwargs: Any) -> "ps.Series": """ Perform ceil operation on the data to the specified freq. Parameters ---------- freq : str or Offset The frequency level to round the index to. Must be a fixed frequency like 'S' (second) not 'ME' (month end). nonexistent : 'shift_forward', 'shift_backward, 'NaT', timedelta, default 'raise' A nonexistent time does not exist in a particular timezone where clocks moved forward due to DST. - 'shift_forward' will shift the nonexistent time forward to the closest existing time - 'shift_backward' will shift the nonexistent time backward to the closest existing time - 'NaT' will return NaT where there are nonexistent times - timedelta objects will shift nonexistent times by the timedelta - 'raise' will raise an NonExistentTimeError if there are nonexistent times .. note:: this option only works with pandas 0.24.0+ Returns ------- Series a Series with the same index for a Series. Raises ------ ValueError if the `freq` cannot be converted. Examples -------- >>> series = ps.Series(pd.date_range('1/1/2018 11:59:00', periods=3, freq='min')) >>> series 0 2018-01-01 11:59:00 1 2018-01-01 12:00:00 2 2018-01-01 12:01:00 dtype: datetime64[ns] >>> series.dt.ceil("H") 0 2018-01-01 12:00:00 1 2018-01-01 12:00:00 2 2018-01-01 13:00:00 dtype: datetime64[ns] """ @no_type_check def pandas_ceil(s) -> "ps.Series[np.datetime64]": return s.dt.ceil(freq, *args, **kwargs) return self._data.pandas_on_spark.transform_batch(pandas_ceil) def month_name(self, locale: Optional[str] = None) -> "ps.Series": """ Return the month names of the series with specified locale. Parameters ---------- locale : str, optional Locale determining the language in which to return the month name. Default is English locale. Returns ------- Series Series of month names. Examples -------- >>> series = ps.Series(pd.date_range(start='2018-01', freq='M', periods=3)) >>> series 0 2018-01-31 1 2018-02-28 2 2018-03-31 dtype: datetime64[ns] >>> series.dt.month_name() 0 January 1 February 2 March dtype: object """ @no_type_check def pandas_month_name(s) -> "ps.Series[str]": return s.dt.month_name(locale=locale) return self._data.pandas_on_spark.transform_batch(pandas_month_name) def day_name(self, locale: Optional[str] = None) -> "ps.Series": """ Return the day names of the series with specified locale. Parameters ---------- locale : str, optional Locale determining the language in which to return the day name. Default is English locale. Returns ------- Series Series of day names. Examples -------- >>> series = ps.Series(pd.date_range(start='2018-01-01', freq='D', periods=3)) >>> series 0 2018-01-01 1 2018-01-02 2 2018-01-03 dtype: datetime64[ns] >>> series.dt.day_name() 0 Monday 1 Tuesday 2 Wednesday dtype: object """ @no_type_check def pandas_day_name(s) -> "ps.Series[str]": return s.dt.day_name(locale=locale) return self._data.pandas_on_spark.transform_batch(pandas_day_name) def _test() -> None: import os import doctest import sys from pyspark.sql import SparkSession import pyspark.pandas.datetimes os.chdir(os.environ["SPARK_HOME"]) globs = pyspark.pandas.datetimes.__dict__.copy() globs["ps"] = pyspark.pandas spark = ( SparkSession.builder.master("local[4]") .appName("pyspark.pandas.datetimes tests") .getOrCreate() ) (failure_count, test_count) = doctest.testmod( pyspark.pandas.datetimes, globs=globs, optionflags=doctest.ELLIPSIS | doctest.NORMALIZE_WHITESPACE, ) spark.stop() if failure_count: sys.exit(-1) if __name__ == "__main__": _test()
apache-2.0
jseabold/statsmodels
statsmodels/examples/ex_outliers_influence.py
5
3868
import numpy as np import statsmodels.stats.outliers_influence as oi if __name__ == '__main__': import statsmodels.api as sm data = np.array('''\ 64 57 8 71 59 10 53 49 6 67 62 11 55 51 8 58 50 7 77 55 10 57 48 9 56 42 10 51 42 6 76 61 12 68 57 9'''.split(), float).reshape(-1,3) varnames = 'weight height age'.split() endog = data[:,0] exog = sm.add_constant(data[:,2]) res_ols = sm.OLS(endog, exog).fit() hh = (res_ols.model.exog * res_ols.model.pinv_wexog.T).sum(1) x = res_ols.model.exog hh_check = np.diag(np.dot(x, np.dot(res_ols.model.normalized_cov_params, x.T))) from numpy.testing import assert_almost_equal assert_almost_equal(hh, hh_check, decimal=13) res = res_ols #alias #http://en.wikipedia.org/wiki/PRESS_statistic #predicted residuals, leave one out predicted residuals resid_press = res.resid / (1-hh) ess_press = np.dot(resid_press, resid_press) sigma2_est = np.sqrt(res.mse_resid) #can be replace by different estimators of sigma sigma_est = np.sqrt(sigma2_est) resid_studentized = res.resid / sigma_est / np.sqrt(1 - hh) #http://en.wikipedia.org/wiki/DFFITS: dffits = resid_studentized * np.sqrt(hh / (1 - hh)) nobs, k_vars = res.model.exog.shape #Belsley, Kuh and Welsch (1980) suggest a threshold for abs(DFFITS) dffits_threshold = 2 * np.sqrt(k_vars/nobs) res_ols.df_modelwc = res_ols.df_model + 1 n_params = res.model.exog.shape[1] #http://en.wikipedia.org/wiki/Cook%27s_distance cooks_d = res.resid**2 / sigma2_est / res_ols.df_modelwc * hh / (1 - hh)**2 #or #Eubank p.93, 94 cooks_d2 = resid_studentized**2 / res_ols.df_modelwc * hh / (1 - hh) #threshold if normal, also Wikipedia from scipy import stats alpha = 0.1 #df looks wrong print(stats.f.isf(1-alpha, n_params, res.df_resid)) print(stats.f.sf(cooks_d, n_params, res.df_resid)) print('Cooks Distance') print(cooks_d) print(cooks_d2) doplot = 0 if doplot: import matplotlib.pyplot as plt fig = plt.figure() # ax = fig.add_subplot(3,1,1) # plt.plot(andrew_results.weights, 'o', label='rlm weights') # plt.legend(loc='lower left') ax = fig.add_subplot(3,1,2) plt.plot(cooks_d, 'o', label="Cook's distance") plt.legend(loc='upper left') ax2 = fig.add_subplot(3,1,3) plt.plot(resid_studentized, 'o', label='studentized_resid') plt.plot(dffits, 'o', label='DFFITS') leg = plt.legend(loc='lower left', fancybox=True) leg.get_frame().set_alpha(0.5) #, fontsize='small') ltext = leg.get_texts() # all the text.Text instance in the legend plt.setp(ltext, fontsize='small') # the legend text fontsize print(oi.reset_ramsey(res, degree=3)) #note, constant in last column for i in range(1): print(oi.variance_inflation_factor(res.model.exog, i)) infl = oi.OLSInfluence(res_ols) print(infl.resid_studentized_external) print(infl.resid_studentized_internal) print(infl.summary_table()) print(oi.summary_table(res, alpha=0.05)[0]) ''' >>> res.resid array([ 4.28571429, 4. , 0.57142857, -3.64285714, -4.71428571, 1.92857143, 10. , -6.35714286, -11. , -1.42857143, 1.71428571, 4.64285714]) >>> infl.hat_matrix_diag array([ 0.10084034, 0.11764706, 0.28571429, 0.20168067, 0.10084034, 0.16806723, 0.11764706, 0.08403361, 0.11764706, 0.28571429, 0.33613445, 0.08403361]) >>> infl.resid_press array([ 4.76635514, 4.53333333, 0.8 , -4.56315789, -5.24299065, 2.31818182, 11.33333333, -6.94036697, -12.46666667, -2. , 2.58227848, 5.06880734]) >>> infl.ess_press 465.98646628086374 '''
bsd-3-clause
russel1237/scikit-learn
examples/applications/plot_stock_market.py
227
8284
""" ======================================= Visualizing the stock market structure ======================================= This example employs several unsupervised learning techniques to extract the stock market structure from variations in historical quotes. The quantity that we use is the daily variation in quote price: quotes that are linked tend to cofluctuate during a day. .. _stock_market: Learning a graph structure -------------------------- We use sparse inverse covariance estimation to find which quotes are correlated conditionally on the others. Specifically, sparse inverse covariance gives us a graph, that is a list of connection. For each symbol, the symbols that it is connected too are those useful to explain its fluctuations. Clustering ---------- We use clustering to group together quotes that behave similarly. Here, amongst the :ref:`various clustering techniques <clustering>` available in the scikit-learn, we use :ref:`affinity_propagation` as it does not enforce equal-size clusters, and it can choose automatically the number of clusters from the data. Note that this gives us a different indication than the graph, as the graph reflects conditional relations between variables, while the clustering reflects marginal properties: variables clustered together can be considered as having a similar impact at the level of the full stock market. Embedding in 2D space --------------------- For visualization purposes, we need to lay out the different symbols on a 2D canvas. For this we use :ref:`manifold` techniques to retrieve 2D embedding. Visualization ------------- The output of the 3 models are combined in a 2D graph where nodes represents the stocks and edges the: - cluster labels are used to define the color of the nodes - the sparse covariance model is used to display the strength of the edges - the 2D embedding is used to position the nodes in the plan This example has a fair amount of visualization-related code, as visualization is crucial here to display the graph. One of the challenge is to position the labels minimizing overlap. For this we use an heuristic based on the direction of the nearest neighbor along each axis. """ print(__doc__) # Author: Gael Varoquaux [email protected] # License: BSD 3 clause import datetime import numpy as np import matplotlib.pyplot as plt from matplotlib import finance from matplotlib.collections import LineCollection from sklearn import cluster, covariance, manifold ############################################################################### # Retrieve the data from Internet # Choose a time period reasonnably calm (not too long ago so that we get # high-tech firms, and before the 2008 crash) d1 = datetime.datetime(2003, 1, 1) d2 = datetime.datetime(2008, 1, 1) # kraft symbol has now changed from KFT to MDLZ in yahoo symbol_dict = { 'TOT': 'Total', 'XOM': 'Exxon', 'CVX': 'Chevron', 'COP': 'ConocoPhillips', 'VLO': 'Valero Energy', 'MSFT': 'Microsoft', 'IBM': 'IBM', 'TWX': 'Time Warner', 'CMCSA': 'Comcast', 'CVC': 'Cablevision', 'YHOO': 'Yahoo', 'DELL': 'Dell', 'HPQ': 'HP', 'AMZN': 'Amazon', 'TM': 'Toyota', 'CAJ': 'Canon', 'MTU': 'Mitsubishi', 'SNE': 'Sony', 'F': 'Ford', 'HMC': 'Honda', 'NAV': 'Navistar', 'NOC': 'Northrop Grumman', 'BA': 'Boeing', 'KO': 'Coca Cola', 'MMM': '3M', 'MCD': 'Mc Donalds', 'PEP': 'Pepsi', 'MDLZ': 'Kraft Foods', 'K': 'Kellogg', 'UN': 'Unilever', 'MAR': 'Marriott', 'PG': 'Procter Gamble', 'CL': 'Colgate-Palmolive', 'GE': 'General Electrics', 'WFC': 'Wells Fargo', 'JPM': 'JPMorgan Chase', 'AIG': 'AIG', 'AXP': 'American express', 'BAC': 'Bank of America', 'GS': 'Goldman Sachs', 'AAPL': 'Apple', 'SAP': 'SAP', 'CSCO': 'Cisco', 'TXN': 'Texas instruments', 'XRX': 'Xerox', 'LMT': 'Lookheed Martin', 'WMT': 'Wal-Mart', 'WBA': 'Walgreen', 'HD': 'Home Depot', 'GSK': 'GlaxoSmithKline', 'PFE': 'Pfizer', 'SNY': 'Sanofi-Aventis', 'NVS': 'Novartis', 'KMB': 'Kimberly-Clark', 'R': 'Ryder', 'GD': 'General Dynamics', 'RTN': 'Raytheon', 'CVS': 'CVS', 'CAT': 'Caterpillar', 'DD': 'DuPont de Nemours'} symbols, names = np.array(list(symbol_dict.items())).T quotes = [finance.quotes_historical_yahoo(symbol, d1, d2, asobject=True) for symbol in symbols] open = np.array([q.open for q in quotes]).astype(np.float) close = np.array([q.close for q in quotes]).astype(np.float) # The daily variations of the quotes are what carry most information variation = close - open ############################################################################### # Learn a graphical structure from the correlations edge_model = covariance.GraphLassoCV() # standardize the time series: using correlations rather than covariance # is more efficient for structure recovery X = variation.copy().T X /= X.std(axis=0) edge_model.fit(X) ############################################################################### # Cluster using affinity propagation _, labels = cluster.affinity_propagation(edge_model.covariance_) n_labels = labels.max() for i in range(n_labels + 1): print('Cluster %i: %s' % ((i + 1), ', '.join(names[labels == i]))) ############################################################################### # Find a low-dimension embedding for visualization: find the best position of # the nodes (the stocks) on a 2D plane # We use a dense eigen_solver to achieve reproducibility (arpack is # initiated with random vectors that we don't control). In addition, we # use a large number of neighbors to capture the large-scale structure. node_position_model = manifold.LocallyLinearEmbedding( n_components=2, eigen_solver='dense', n_neighbors=6) embedding = node_position_model.fit_transform(X.T).T ############################################################################### # Visualization plt.figure(1, facecolor='w', figsize=(10, 8)) plt.clf() ax = plt.axes([0., 0., 1., 1.]) plt.axis('off') # Display a graph of the partial correlations partial_correlations = edge_model.precision_.copy() d = 1 / np.sqrt(np.diag(partial_correlations)) partial_correlations *= d partial_correlations *= d[:, np.newaxis] non_zero = (np.abs(np.triu(partial_correlations, k=1)) > 0.02) # Plot the nodes using the coordinates of our embedding plt.scatter(embedding[0], embedding[1], s=100 * d ** 2, c=labels, cmap=plt.cm.spectral) # Plot the edges start_idx, end_idx = np.where(non_zero) #a sequence of (*line0*, *line1*, *line2*), where:: # linen = (x0, y0), (x1, y1), ... (xm, ym) segments = [[embedding[:, start], embedding[:, stop]] for start, stop in zip(start_idx, end_idx)] values = np.abs(partial_correlations[non_zero]) lc = LineCollection(segments, zorder=0, cmap=plt.cm.hot_r, norm=plt.Normalize(0, .7 * values.max())) lc.set_array(values) lc.set_linewidths(15 * values) ax.add_collection(lc) # Add a label to each node. The challenge here is that we want to # position the labels to avoid overlap with other labels for index, (name, label, (x, y)) in enumerate( zip(names, labels, embedding.T)): dx = x - embedding[0] dx[index] = 1 dy = y - embedding[1] dy[index] = 1 this_dx = dx[np.argmin(np.abs(dy))] this_dy = dy[np.argmin(np.abs(dx))] if this_dx > 0: horizontalalignment = 'left' x = x + .002 else: horizontalalignment = 'right' x = x - .002 if this_dy > 0: verticalalignment = 'bottom' y = y + .002 else: verticalalignment = 'top' y = y - .002 plt.text(x, y, name, size=10, horizontalalignment=horizontalalignment, verticalalignment=verticalalignment, bbox=dict(facecolor='w', edgecolor=plt.cm.spectral(label / float(n_labels)), alpha=.6)) plt.xlim(embedding[0].min() - .15 * embedding[0].ptp(), embedding[0].max() + .10 * embedding[0].ptp(),) plt.ylim(embedding[1].min() - .03 * embedding[1].ptp(), embedding[1].max() + .03 * embedding[1].ptp()) plt.show()
bsd-3-clause
nghiattran/self-steering
eval.py
1
2352
from __future__ import print_function import argparse import pandas as pd import numpy as np import matplotlib.pyplot as plt import os BINS = np.linspace(-2, 2, 100) def load_data(filepath): data = pd.read_csv(filepath, usecols=['frame_id', 'steering_angle'], index_col=None) data.sort_values('frame_id') files = data['frame_id'][1:].tolist() angles = data['steering_angle'][1:].tolist() return np.array(files), np.array(angles, dtype=np.float32) if __name__ == "__main__": parser = argparse.ArgumentParser(description='Path viewer') parser.add_argument('input', type=str, help='Path to prediction file.') parser.add_argument('groundtargets', type=str, help='Path to groundtargets file.') args = parser.parse_args() pred_ids, preds = load_data(args.input) targets_ids, targets = load_data(args.groundtargets) min_shape = min(preds.shape[0], targets.shape[0]) targets = targets[:min_shape] preds = preds[:min_shape] # Sanity check pred_ids = pred_ids[:min_shape] targets_ids = targets_ids[:min_shape] if np.sum(targets_ids - pred_ids) != 0: print(np.sum(targets_ids - pred_ids) ) print('error') saved_path = 'REPORT' error = np.abs(targets - preds) rmse = np.mean(np.square(error)) ** 0.5 plotfile = os.path.join(saved_path, 'targets_vs_predictions_histogram_step.png') plt.clf() plt.xlabel('Steering angle') plt.ylabel('Frequency') plt.hist(targets, BINS, alpha=0.5, label='targets') plt.hist(preds, BINS, alpha=0.5, label='predictions') plt.legend(loc='upper right') plt.savefig(plotfile) plotfile = os.path.join(saved_path, 'targets_vs_predictions_scatter_step.png') plt.clf() start = - np.pi end = np.pi plt.scatter(targets, preds, s=10) plt.xlabel('Targets') plt.ylabel('Predictions') plt.plot([start, end], [start, end], color='red') plt.savefig(plotfile) plotfile = os.path.join(saved_path, 'angles_vs_error_scatter_step.png') plt.clf() plt.scatter(targets, error, s=10) plt.xlabel('Angle') plt.ylabel('Errors') plt.savefig(plotfile) print('Sum error', abs(np.sum(error))) print('Max error:', np.max(error)) print('Mean error:', np.mean(error)) print('Min error:', np.min(error)) print('Root-mean-square error:', rmse)
mit
sarahgrogan/scikit-learn
benchmarks/bench_plot_lasso_path.py
301
4003
"""Benchmarks of Lasso regularization path computation using Lars and CD The input data is mostly low rank but is a fat infinite tail. """ from __future__ import print_function from collections import defaultdict import gc import sys from time import time import numpy as np from sklearn.linear_model import lars_path from sklearn.linear_model import lasso_path from sklearn.datasets.samples_generator import make_regression def compute_bench(samples_range, features_range): 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('====================') dataset_kwargs = { 'n_samples': n_samples, 'n_features': n_features, 'n_informative': n_features / 10, 'effective_rank': min(n_samples, n_features) / 10, #'effective_rank': None, 'bias': 0.0, } print("n_samples: %d" % n_samples) print("n_features: %d" % n_features) X, y = make_regression(**dataset_kwargs) gc.collect() print("benchmarking lars_path (with Gram):", end='') sys.stdout.flush() tstart = time() G = np.dot(X.T, X) # precomputed Gram matrix Xy = np.dot(X.T, y) lars_path(X, y, Xy=Xy, Gram=G, method='lasso') delta = time() - tstart print("%0.3fs" % delta) results['lars_path (with Gram)'].append(delta) gc.collect() print("benchmarking lars_path (without Gram):", end='') sys.stdout.flush() tstart = time() lars_path(X, y, method='lasso') delta = time() - tstart print("%0.3fs" % delta) results['lars_path (without Gram)'].append(delta) gc.collect() print("benchmarking lasso_path (with Gram):", end='') sys.stdout.flush() tstart = time() lasso_path(X, y, precompute=True) delta = time() - tstart print("%0.3fs" % delta) results['lasso_path (with Gram)'].append(delta) gc.collect() print("benchmarking lasso_path (without Gram):", end='') sys.stdout.flush() tstart = time() lasso_path(X, y, precompute=False) delta = time() - tstart print("%0.3fs" % delta) results['lasso_path (without Gram)'].append(delta) return results if __name__ == '__main__': from mpl_toolkits.mplot3d import axes3d # register the 3d projection import matplotlib.pyplot as plt samples_range = np.linspace(10, 2000, 5).astype(np.int) features_range = np.linspace(10, 2000, 5).astype(np.int) results = compute_bench(samples_range, features_range) max_time = max(max(t) for t in results.values()) fig = plt.figure('scikit-learn Lasso path benchmark results') i = 1 for c, (label, timings) in zip('bcry', sorted(results.items())): ax = fig.add_subplot(2, 2, i, projection='3d') 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.T, cstride=1, rstride=1, color=c, alpha=0.8) # 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.set_zlim3d(0.0, max_time * 1.1) ax.set_title(label) #ax.legend() i += 1 plt.show()
bsd-3-clause
rhuelga/sms-tools
lectures/08-Sound-transformations/plots-code/hps-morph.py
2
2709
# function for doing a morph between two sounds using the hpsModel import numpy as np import matplotlib.pyplot as plt from scipy.signal import get_window import sys, os sys.path.append(os.path.join(os.path.dirname(os.path.realpath(__file__)), '../../../software/models/')) sys.path.append(os.path.join(os.path.dirname(os.path.realpath(__file__)), '../../../software/transformations/')) import hpsModel as HPS import hpsTransformations as HPST import harmonicTransformations as HT import utilFunctions as UF inputFile1='../../../sounds/violin-B3.wav' window1='blackman' M1=1001 N1=1024 t1=-100 minSineDur1=0.05 nH=60 minf01=200 maxf01=300 f0et1=10 harmDevSlope1=0.01 stocf=0.1 inputFile2='../../../sounds/soprano-E4.wav' window2='blackman' M2=901 N2=1024 t2=-100 minSineDur2=0.05 minf02=250 maxf02=500 f0et2=10 harmDevSlope2=0.01 Ns = 512 H = 128 (fs1, x1) = UF.wavread(inputFile1) (fs2, x2) = UF.wavread(inputFile2) w1 = get_window(window1, M1) w2 = get_window(window2, M2) hfreq1, hmag1, hphase1, stocEnv1 = HPS.hpsModelAnal(x1, fs1, w1, N1, H, t1, nH, minf01, maxf01, f0et1, harmDevSlope1, minSineDur1, Ns, stocf) hfreq2, hmag2, hphase2, stocEnv2 = HPS.hpsModelAnal(x2, fs2, w2, N2, H, t2, nH, minf02, maxf02, f0et2, harmDevSlope2, minSineDur2, Ns, stocf) hfreqIntp = np.array([0, .5, 1, .5]) hmagIntp = np.array([0, .5, 1, .5]) stocIntp = np.array([0, .5, 1, .5]) yhfreq, yhmag, ystocEnv = HPST.hpsMorph(hfreq1, hmag1, stocEnv1, hfreq2, hmag2, stocEnv2, hfreqIntp, hmagIntp, stocIntp) y, yh, yst = HPS.hpsModelSynth(yhfreq, yhmag, np.array([]), ystocEnv, Ns, H, fs1) UF.wavwrite(y,fs1, 'hps-morph.wav') plt.figure(figsize=(12, 9)) frame = 200 plt.subplot(2,3,1) plt.vlines(hfreq1[frame,:], -100, hmag1[frame,:], lw=1.5, color='b') plt.axis([0,5000, -80, -15]) plt.title('x1: harmonics') plt.subplot(2,3,2) plt.vlines(hfreq2[frame,:], -100, hmag2[frame,:], lw=1.5, color='r') plt.axis([0,5000, -80, -15]) plt.title('x2: harmonics') plt.subplot(2,3,3) yhfreq[frame,:][yhfreq[frame,:]==0] = np.nan plt.vlines(yhfreq[frame,:], -100, yhmag[frame,:], lw=1.5, color='c') plt.axis([0,5000, -80, -15]) plt.title('y: harmonics') stocaxis = (fs1/2)*np.arange(stocEnv1[0,:].size)/float(stocEnv1[0,:].size) plt.subplot(2,3,4) plt.plot(stocaxis, stocEnv1[frame,:], lw=1.5, marker='x', color='b') plt.axis([0,20000, -73, -27]) plt.title('x1: stochastic') plt.subplot(2,3,5) plt.plot(stocaxis, stocEnv2[frame,:], lw=1.5, marker='x', color='r') plt.axis([0,20000, -73, -27]) plt.title('x2: stochastic') plt.subplot(2,3,6) plt.plot(stocaxis, ystocEnv[frame,:], lw=1.5, marker='x', color='c') plt.axis([0,20000, -73, -27]) plt.title('y: stochastic') plt.tight_layout() plt.savefig('hps-morph.png') plt.show()
agpl-3.0
jorge2703/scikit-learn
sklearn/metrics/tests/test_regression.py
272
6066
from __future__ import division, print_function import numpy as np from itertools import product from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_almost_equal from sklearn.utils.testing import assert_array_equal from sklearn.utils.testing import assert_array_almost_equal from sklearn.metrics import explained_variance_score from sklearn.metrics import mean_absolute_error from sklearn.metrics import mean_squared_error from sklearn.metrics import median_absolute_error from sklearn.metrics import r2_score from sklearn.metrics.regression import _check_reg_targets def test_regression_metrics(n_samples=50): y_true = np.arange(n_samples) y_pred = y_true + 1 assert_almost_equal(mean_squared_error(y_true, y_pred), 1.) assert_almost_equal(mean_absolute_error(y_true, y_pred), 1.) assert_almost_equal(median_absolute_error(y_true, y_pred), 1.) assert_almost_equal(r2_score(y_true, y_pred), 0.995, 2) assert_almost_equal(explained_variance_score(y_true, y_pred), 1.) def test_multioutput_regression(): y_true = np.array([[1, 0, 0, 1], [0, 1, 1, 1], [1, 1, 0, 1]]) y_pred = np.array([[0, 0, 0, 1], [1, 0, 1, 1], [0, 0, 0, 1]]) error = mean_squared_error(y_true, y_pred) assert_almost_equal(error, (1. / 3 + 2. / 3 + 2. / 3) / 4.) # mean_absolute_error and mean_squared_error are equal because # it is a binary problem. error = mean_absolute_error(y_true, y_pred) assert_almost_equal(error, (1. / 3 + 2. / 3 + 2. / 3) / 4.) error = r2_score(y_true, y_pred, multioutput='variance_weighted') assert_almost_equal(error, 1. - 5. / 2) error = r2_score(y_true, y_pred, multioutput='uniform_average') assert_almost_equal(error, -.875) def test_regression_metrics_at_limits(): assert_almost_equal(mean_squared_error([0.], [0.]), 0.00, 2) assert_almost_equal(mean_absolute_error([0.], [0.]), 0.00, 2) assert_almost_equal(median_absolute_error([0.], [0.]), 0.00, 2) assert_almost_equal(explained_variance_score([0.], [0.]), 1.00, 2) assert_almost_equal(r2_score([0., 1], [0., 1]), 1.00, 2) def test__check_reg_targets(): # All of length 3 EXAMPLES = [ ("continuous", [1, 2, 3], 1), ("continuous", [[1], [2], [3]], 1), ("continuous-multioutput", [[1, 1], [2, 2], [3, 1]], 2), ("continuous-multioutput", [[5, 1], [4, 2], [3, 1]], 2), ("continuous-multioutput", [[1, 3, 4], [2, 2, 2], [3, 1, 1]], 3), ] for (type1, y1, n_out1), (type2, y2, n_out2) in product(EXAMPLES, repeat=2): if type1 == type2 and n_out1 == n_out2: y_type, y_check1, y_check2, multioutput = _check_reg_targets( y1, y2, None) assert_equal(type1, y_type) if type1 == 'continuous': assert_array_equal(y_check1, np.reshape(y1, (-1, 1))) assert_array_equal(y_check2, np.reshape(y2, (-1, 1))) else: assert_array_equal(y_check1, y1) assert_array_equal(y_check2, y2) else: assert_raises(ValueError, _check_reg_targets, y1, y2, None) def test_regression_multioutput_array(): y_true = [[1, 2], [2.5, -1], [4.5, 3], [5, 7]] y_pred = [[1, 1], [2, -1], [5, 4], [5, 6.5]] mse = mean_squared_error(y_true, y_pred, multioutput='raw_values') mae = mean_absolute_error(y_true, y_pred, multioutput='raw_values') r = r2_score(y_true, y_pred, multioutput='raw_values') evs = explained_variance_score(y_true, y_pred, multioutput='raw_values') assert_array_almost_equal(mse, [0.125, 0.5625], decimal=2) assert_array_almost_equal(mae, [0.25, 0.625], decimal=2) assert_array_almost_equal(r, [0.95, 0.93], decimal=2) assert_array_almost_equal(evs, [0.95, 0.93], decimal=2) # mean_absolute_error and mean_squared_error are equal because # it is a binary problem. y_true = [[0, 0]]*4 y_pred = [[1, 1]]*4 mse = mean_squared_error(y_true, y_pred, multioutput='raw_values') mae = mean_absolute_error(y_true, y_pred, multioutput='raw_values') r = r2_score(y_true, y_pred, multioutput='raw_values') assert_array_almost_equal(mse, [1., 1.], decimal=2) assert_array_almost_equal(mae, [1., 1.], decimal=2) assert_array_almost_equal(r, [0., 0.], decimal=2) r = r2_score([[0, -1], [0, 1]], [[2, 2], [1, 1]], multioutput='raw_values') assert_array_almost_equal(r, [0, -3.5], decimal=2) assert_equal(np.mean(r), r2_score([[0, -1], [0, 1]], [[2, 2], [1, 1]], multioutput='uniform_average')) evs = explained_variance_score([[0, -1], [0, 1]], [[2, 2], [1, 1]], multioutput='raw_values') assert_array_almost_equal(evs, [0, -1.25], decimal=2) # Checking for the condition in which both numerator and denominator is # zero. y_true = [[1, 3], [-1, 2]] y_pred = [[1, 4], [-1, 1]] r2 = r2_score(y_true, y_pred, multioutput='raw_values') assert_array_almost_equal(r2, [1., -3.], decimal=2) assert_equal(np.mean(r2), r2_score(y_true, y_pred, multioutput='uniform_average')) evs = explained_variance_score(y_true, y_pred, multioutput='raw_values') assert_array_almost_equal(evs, [1., -3.], decimal=2) assert_equal(np.mean(evs), explained_variance_score(y_true, y_pred)) def test_regression_custom_weights(): y_true = [[1, 2], [2.5, -1], [4.5, 3], [5, 7]] y_pred = [[1, 1], [2, -1], [5, 4], [5, 6.5]] msew = mean_squared_error(y_true, y_pred, multioutput=[0.4, 0.6]) maew = mean_absolute_error(y_true, y_pred, multioutput=[0.4, 0.6]) rw = r2_score(y_true, y_pred, multioutput=[0.4, 0.6]) evsw = explained_variance_score(y_true, y_pred, multioutput=[0.4, 0.6]) assert_almost_equal(msew, 0.39, decimal=2) assert_almost_equal(maew, 0.475, decimal=3) assert_almost_equal(rw, 0.94, decimal=2) assert_almost_equal(evsw, 0.94, decimal=2)
bsd-3-clause
pianomania/scikit-learn
sklearn/svm/tests/test_sparse.py
63
13366
import numpy as np from scipy import sparse from numpy.testing import (assert_array_almost_equal, assert_array_equal, assert_equal) from sklearn import datasets, svm, linear_model, base from sklearn.datasets import make_classification, load_digits, make_blobs from sklearn.svm.tests import test_svm from sklearn.exceptions import ConvergenceWarning from sklearn.utils.extmath import safe_sparse_dot from sklearn.utils.testing import (assert_raises, assert_true, assert_false, assert_warns, assert_raise_message, ignore_warnings) # test sample 1 X = np.array([[-2, -1], [-1, -1], [-1, -2], [1, 1], [1, 2], [2, 1]]) X_sp = sparse.lil_matrix(X) Y = [1, 1, 1, 2, 2, 2] T = np.array([[-1, -1], [2, 2], [3, 2]]) true_result = [1, 2, 2] # test sample 2 X2 = np.array([[0, 0, 0], [1, 1, 1], [2, 0, 0, ], [0, 0, 2], [3, 3, 3]]) X2_sp = sparse.dok_matrix(X2) Y2 = [1, 2, 2, 2, 3] T2 = np.array([[-1, -1, -1], [1, 1, 1], [2, 2, 2]]) true_result2 = [1, 2, 3] iris = datasets.load_iris() # permute rng = np.random.RandomState(0) perm = rng.permutation(iris.target.size) iris.data = iris.data[perm] iris.target = iris.target[perm] # sparsify iris.data = sparse.csr_matrix(iris.data) def check_svm_model_equal(dense_svm, sparse_svm, X_train, y_train, X_test): dense_svm.fit(X_train.toarray(), y_train) if sparse.isspmatrix(X_test): X_test_dense = X_test.toarray() else: X_test_dense = X_test sparse_svm.fit(X_train, y_train) assert_true(sparse.issparse(sparse_svm.support_vectors_)) assert_true(sparse.issparse(sparse_svm.dual_coef_)) assert_array_almost_equal(dense_svm.support_vectors_, sparse_svm.support_vectors_.toarray()) assert_array_almost_equal(dense_svm.dual_coef_, sparse_svm.dual_coef_.toarray()) if dense_svm.kernel == "linear": assert_true(sparse.issparse(sparse_svm.coef_)) assert_array_almost_equal(dense_svm.coef_, sparse_svm.coef_.toarray()) assert_array_almost_equal(dense_svm.support_, sparse_svm.support_) assert_array_almost_equal(dense_svm.predict(X_test_dense), sparse_svm.predict(X_test)) assert_array_almost_equal(dense_svm.decision_function(X_test_dense), sparse_svm.decision_function(X_test)) assert_array_almost_equal(dense_svm.decision_function(X_test_dense), sparse_svm.decision_function(X_test_dense)) if isinstance(dense_svm, svm.OneClassSVM): msg = "cannot use sparse input in 'OneClassSVM' trained on dense data" else: assert_array_almost_equal(dense_svm.predict_proba(X_test_dense), sparse_svm.predict_proba(X_test), 4) msg = "cannot use sparse input in 'SVC' trained on dense data" if sparse.isspmatrix(X_test): assert_raise_message(ValueError, msg, dense_svm.predict, X_test) def test_svc(): """Check that sparse SVC gives the same result as SVC""" # many class dataset: X_blobs, y_blobs = make_blobs(n_samples=100, centers=10, random_state=0) X_blobs = sparse.csr_matrix(X_blobs) datasets = [[X_sp, Y, T], [X2_sp, Y2, T2], [X_blobs[:80], y_blobs[:80], X_blobs[80:]], [iris.data, iris.target, iris.data]] kernels = ["linear", "poly", "rbf", "sigmoid"] for dataset in datasets: for kernel in kernels: clf = svm.SVC(kernel=kernel, probability=True, random_state=0, decision_function_shape='ovo') sp_clf = svm.SVC(kernel=kernel, probability=True, random_state=0, decision_function_shape='ovo') check_svm_model_equal(clf, sp_clf, *dataset) def test_unsorted_indices(): # test that the result with sorted and unsorted indices in csr is the same # we use a subset of digits as iris, blobs or make_classification didn't # show the problem digits = load_digits() X, y = digits.data[:50], digits.target[:50] X_test = sparse.csr_matrix(digits.data[50:100]) X_sparse = sparse.csr_matrix(X) coef_dense = svm.SVC(kernel='linear', probability=True, random_state=0).fit(X, y).coef_ sparse_svc = svm.SVC(kernel='linear', probability=True, random_state=0).fit(X_sparse, y) coef_sorted = sparse_svc.coef_ # make sure dense and sparse SVM give the same result assert_array_almost_equal(coef_dense, coef_sorted.toarray()) X_sparse_unsorted = X_sparse[np.arange(X.shape[0])] X_test_unsorted = X_test[np.arange(X_test.shape[0])] # make sure we scramble the indices assert_false(X_sparse_unsorted.has_sorted_indices) assert_false(X_test_unsorted.has_sorted_indices) unsorted_svc = svm.SVC(kernel='linear', probability=True, random_state=0).fit(X_sparse_unsorted, y) coef_unsorted = unsorted_svc.coef_ # make sure unsorted indices give same result assert_array_almost_equal(coef_unsorted.toarray(), coef_sorted.toarray()) assert_array_almost_equal(sparse_svc.predict_proba(X_test_unsorted), sparse_svc.predict_proba(X_test)) def test_svc_with_custom_kernel(): kfunc = lambda x, y: safe_sparse_dot(x, y.T) clf_lin = svm.SVC(kernel='linear').fit(X_sp, Y) clf_mylin = svm.SVC(kernel=kfunc).fit(X_sp, Y) assert_array_equal(clf_lin.predict(X_sp), clf_mylin.predict(X_sp)) def test_svc_iris(): # Test the sparse SVC with the iris dataset for k in ('linear', 'poly', 'rbf'): sp_clf = svm.SVC(kernel=k).fit(iris.data, iris.target) clf = svm.SVC(kernel=k).fit(iris.data.toarray(), iris.target) assert_array_almost_equal(clf.support_vectors_, sp_clf.support_vectors_.toarray()) assert_array_almost_equal(clf.dual_coef_, sp_clf.dual_coef_.toarray()) assert_array_almost_equal( clf.predict(iris.data.toarray()), sp_clf.predict(iris.data)) if k == 'linear': assert_array_almost_equal(clf.coef_, sp_clf.coef_.toarray()) def test_sparse_decision_function(): #Test decision_function #Sanity check, test that decision_function implemented in python #returns the same as the one in libsvm # multi class: svc = svm.SVC(kernel='linear', C=0.1, decision_function_shape='ovo') clf = svc.fit(iris.data, iris.target) dec = safe_sparse_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).ravel()]) expected = np.array([-1., -0.66, -1., 0.66, 1., 1.]) assert_array_almost_equal(clf.decision_function(X), expected, 2) def test_error(): # 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_sp, Y) Y2 = Y[:-1] # wrong dimensions for labels assert_raises(ValueError, clf.fit, X_sp, Y2) clf = svm.SVC() clf.fit(X_sp, Y) assert_array_equal(clf.predict(T), true_result) def test_linearsvc(): # Similar to test_SVC clf = svm.LinearSVC(random_state=0).fit(X, Y) sp_clf = svm.LinearSVC(random_state=0).fit(X_sp, Y) assert_true(sp_clf.fit_intercept) assert_array_almost_equal(clf.coef_, sp_clf.coef_, decimal=4) assert_array_almost_equal(clf.intercept_, sp_clf.intercept_, decimal=4) assert_array_almost_equal(clf.predict(X), sp_clf.predict(X_sp)) clf.fit(X2, Y2) sp_clf.fit(X2_sp, Y2) assert_array_almost_equal(clf.coef_, sp_clf.coef_, decimal=4) assert_array_almost_equal(clf.intercept_, sp_clf.intercept_, decimal=4) def test_linearsvc_iris(): # Test the sparse LinearSVC with the iris dataset sp_clf = svm.LinearSVC(random_state=0).fit(iris.data, iris.target) clf = svm.LinearSVC(random_state=0).fit(iris.data.toarray(), iris.target) assert_equal(clf.fit_intercept, sp_clf.fit_intercept) assert_array_almost_equal(clf.coef_, sp_clf.coef_, decimal=1) assert_array_almost_equal(clf.intercept_, sp_clf.intercept_, decimal=1) assert_array_almost_equal( clf.predict(iris.data.toarray()), sp_clf.predict(iris.data)) # check decision_function pred = np.argmax(sp_clf.decision_function(iris.data), 1) assert_array_almost_equal(pred, clf.predict(iris.data.toarray())) # sparsify the coefficients on both models and check that they still # produce the same results clf.sparsify() assert_array_equal(pred, clf.predict(iris.data)) sp_clf.sparsify() assert_array_equal(pred, sp_clf.predict(iris.data)) def test_weight(): # Test class weights X_, y_ = make_classification(n_samples=200, n_features=100, weights=[0.833, 0.167], random_state=0) X_ = sparse.csr_matrix(X_) for clf in (linear_model.LogisticRegression(), svm.LinearSVC(random_state=0), svm.SVC()): clf.set_params(class_weight={0: 5}) clf.fit(X_[:180], y_[:180]) y_pred = clf.predict(X_[180:]) assert_true(np.sum(y_pred == y_[180:]) >= 11) def test_sample_weights(): # Test weights on individual samples clf = svm.SVC() clf.fit(X_sp, Y) assert_array_equal(clf.predict([X[2]]), [1.]) sample_weight = [.1] * 3 + [10] * 3 clf.fit(X_sp, Y, sample_weight=sample_weight) assert_array_equal(clf.predict([X[2]]), [2.]) def test_sparse_liblinear_intercept_handling(): # Test that sparse liblinear honours intercept_scaling param test_svm.test_dense_liblinear_intercept_handling(svm.LinearSVC) def test_sparse_oneclasssvm(): """Check that sparse OneClassSVM gives the same result as dense OneClassSVM""" # many class dataset: X_blobs, _ = make_blobs(n_samples=100, centers=10, random_state=0) X_blobs = sparse.csr_matrix(X_blobs) datasets = [[X_sp, None, T], [X2_sp, None, T2], [X_blobs[:80], None, X_blobs[80:]], [iris.data, None, iris.data]] kernels = ["linear", "poly", "rbf", "sigmoid"] for dataset in datasets: for kernel in kernels: clf = svm.OneClassSVM(kernel=kernel, random_state=0) sp_clf = svm.OneClassSVM(kernel=kernel, random_state=0) check_svm_model_equal(clf, sp_clf, *dataset) def test_sparse_realdata(): # Test on a subset from the 20newsgroups dataset. # This catches some bugs if input is not correctly converted into # sparse format or weights are not correctly initialized. data = np.array([0.03771744, 0.1003567, 0.01174647, 0.027069]) indices = np.array([6, 5, 35, 31]) indptr = np.array( [0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 4, 4, 4]) X = sparse.csr_matrix((data, indices, indptr)) y = np.array( [1., 0., 2., 2., 1., 1., 1., 2., 2., 0., 1., 2., 2., 0., 2., 0., 3., 0., 3., 0., 1., 1., 3., 2., 3., 2., 0., 3., 1., 0., 2., 1., 2., 0., 1., 0., 2., 3., 1., 3., 0., 1., 0., 0., 2., 0., 1., 2., 2., 2., 3., 2., 0., 3., 2., 1., 2., 3., 2., 2., 0., 1., 0., 1., 2., 3., 0., 0., 2., 2., 1., 3., 1., 1., 0., 1., 2., 1., 1., 3.]) clf = svm.SVC(kernel='linear').fit(X.toarray(), y) sp_clf = svm.SVC(kernel='linear').fit(sparse.coo_matrix(X), y) assert_array_equal(clf.support_vectors_, sp_clf.support_vectors_.toarray()) assert_array_equal(clf.dual_coef_, sp_clf.dual_coef_.toarray()) def test_sparse_svc_clone_with_callable_kernel(): # Test that the "dense_fit" is called even though we use sparse input # meaning that everything works fine. a = svm.SVC(C=1, kernel=lambda x, y: x * y.T, probability=True, random_state=0) b = base.clone(a) b.fit(X_sp, Y) pred = b.predict(X_sp) b.predict_proba(X_sp) dense_svm = svm.SVC(C=1, kernel=lambda x, y: np.dot(x, y.T), probability=True, random_state=0) pred_dense = dense_svm.fit(X, Y).predict(X) assert_array_equal(pred_dense, pred) # b.decision_function(X_sp) # XXX : should be supported def test_timeout(): sp = svm.SVC(C=1, kernel=lambda x, y: x * y.T, probability=True, random_state=0, max_iter=1) assert_warns(ConvergenceWarning, sp.fit, X_sp, Y) def test_consistent_proba(): a = svm.SVC(probability=True, max_iter=1, random_state=0) with ignore_warnings(category=ConvergenceWarning): proba_1 = a.fit(X, Y).predict_proba(X) a = svm.SVC(probability=True, max_iter=1, random_state=0) with ignore_warnings(category=ConvergenceWarning): proba_2 = a.fit(X, Y).predict_proba(X) assert_array_almost_equal(proba_1, proba_2)
bsd-3-clause
bloyl/mne-python
doc/conf.py
1
51195
# -*- coding: utf-8 -*- # # Configuration file for the Sphinx documentation builder. # # This file only contains a selection of the most common options. For a full # list see the documentation: # https://www.sphinx-doc.org/en/master/usage/configuration.html import gc import os import sys import time import warnings from datetime import datetime, timezone from distutils.version import LooseVersion import numpy as np import matplotlib import sphinx import sphinx_gallery from sphinx_gallery.sorting import FileNameSortKey, ExplicitOrder from numpydoc import docscrape import mne from mne.tests.test_docstring_parameters import error_ignores from mne.utils import (linkcode_resolve, # noqa, analysis:ignore _assert_no_instances, sizeof_fmt) from mne.viz import Brain # noqa if LooseVersion(sphinx_gallery.__version__) < LooseVersion('0.2'): raise ImportError('Must have at least version 0.2 of sphinx-gallery, got ' f'{sphinx_gallery.__version__}') matplotlib.use('agg') # -- Path setup -------------------------------------------------------------- # 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. curdir = os.path.dirname(__file__) sys.path.append(os.path.abspath(os.path.join(curdir, '..', 'mne'))) sys.path.append(os.path.abspath(os.path.join(curdir, 'sphinxext'))) # -- Project information ----------------------------------------------------- project = 'MNE' td = datetime.now(tz=timezone.utc) # We need to triage which date type we use so that incremental builds work # (Sphinx looks at variable changes and rewrites all files if some change) copyright = ( f'2012–{td.year}, MNE Developers. Last updated <time datetime="{td.isoformat()}" class="localized">{td.strftime("%Y-%m-%d %H:%M %Z")}</time>\n' # noqa: E501 '<script type="text/javascript">$(function () { $("time.localized").each(function () { var el = $(this); el.text(new Date(el.attr("datetime")).toLocaleString([], {dateStyle: "medium", timeStyle: "long"})); }); } )</script>') # noqa: E501 if os.getenv('MNE_FULL_DATE', 'false').lower() != 'true': copyright = f'2012–{td.year}, MNE Developers. Last updated locally.' # 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. version = mne.__version__ # The full version, including alpha/beta/rc tags. release = version # -- General configuration --------------------------------------------------- # If your documentation needs a minimal Sphinx version, state it here. needs_sphinx = '2.0' # 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.autosummary', 'sphinx.ext.coverage', 'sphinx.ext.doctest', 'sphinx.ext.intersphinx', 'sphinx.ext.linkcode', 'sphinx.ext.mathjax', 'sphinx.ext.todo', 'sphinx.ext.graphviz', 'numpydoc', 'sphinx_gallery.gen_gallery', 'gen_commands', 'gh_substitutions', 'mne_substitutions', 'gen_names', 'sphinx_bootstrap_divs', 'sphinxcontrib.bibtex', 'sphinx_copybutton', ] # Add any paths that contain templates here, relative to this directory. templates_path = ['_templates'] # List of patterns, relative to source directory, that match files and # directories to ignore when looking for source files. # This pattern also affects html_static_path and html_extra_path. exclude_patterns = ['_includes'] # The suffix of source filenames. source_suffix = '.rst' # The main toctree document. master_doc = 'index' # List of documents that shouldn't be included in the build. unused_docs = [] # List of directories, relative to source directory, that shouldn't be searched # for source files. exclude_trees = ['_build'] # The reST default role (used for this markup: `text`) to use for all # documents. default_role = "py:obj" # The name of the Pygments (syntax highlighting) style to use. pygments_style = 'default' # A list of ignored prefixes for module index sorting. modindex_common_prefix = ['mne.'] # -- Intersphinx configuration ----------------------------------------------- intersphinx_mapping = { 'python': ('https://docs.python.org/3', None), 'numpy': ('https://numpy.org/devdocs', None), 'scipy': ('https://scipy.github.io/devdocs', None), 'matplotlib': ('https://matplotlib.org', None), 'sklearn': ('https://scikit-learn.org/stable', None), 'numba': ('https://numba.pydata.org/numba-doc/latest', None), 'joblib': ('https://joblib.readthedocs.io/en/latest', None), 'mayavi': ('http://docs.enthought.com/mayavi/mayavi', None), 'nibabel': ('https://nipy.org/nibabel', None), 'nilearn': ('http://nilearn.github.io', None), 'surfer': ('https://pysurfer.github.io/', None), 'mne_bids': ('https://mne.tools/mne-bids/stable', None), 'pandas': ('https://pandas.pydata.org/pandas-docs/stable', None), 'seaborn': ('https://seaborn.pydata.org/', None), 'statsmodels': ('https://www.statsmodels.org/dev', None), 'patsy': ('https://patsy.readthedocs.io/en/latest', None), 'pyvista': ('https://docs.pyvista.org', None), 'imageio': ('https://imageio.readthedocs.io/en/latest', None), 'mne_realtime': ('https://mne.tools/mne-realtime', None), 'picard': ('https://pierreablin.github.io/picard/', None), 'qdarkstyle': ('https://qdarkstylesheet.readthedocs.io/en/latest', None), 'eeglabio': ('https://eeglabio.readthedocs.io/en/latest', None) } # NumPyDoc configuration ----------------------------------------------------- # Define what extra methods numpydoc will document docscrape.ClassDoc.extra_public_methods = mne.utils._doc_special_members numpydoc_class_members_toctree = False numpydoc_attributes_as_param_list = True numpydoc_xref_param_type = True numpydoc_xref_aliases = { # Python 'file-like': ':term:`file-like <python:file object>`', # Matplotlib 'colormap': ':doc:`colormap <matplotlib:tutorials/colors/colormaps>`', 'color': ':doc:`color <matplotlib:api/colors_api>`', 'collection': ':doc:`collections <matplotlib:api/collections_api>`', 'Axes': 'matplotlib.axes.Axes', 'Figure': 'matplotlib.figure.Figure', 'Axes3D': 'mpl_toolkits.mplot3d.axes3d.Axes3D', 'ColorbarBase': 'matplotlib.colorbar.ColorbarBase', # Mayavi 'mayavi.mlab.Figure': 'mayavi.core.api.Scene', 'mlab.Figure': 'mayavi.core.api.Scene', # sklearn 'LeaveOneOut': 'sklearn.model_selection.LeaveOneOut', # joblib 'joblib.Parallel': 'joblib.Parallel', # nibabel 'Nifti1Image': 'nibabel.nifti1.Nifti1Image', 'Nifti2Image': 'nibabel.nifti2.Nifti2Image', 'SpatialImage': 'nibabel.spatialimages.SpatialImage', # MNE 'Label': 'mne.Label', 'Forward': 'mne.Forward', 'Evoked': 'mne.Evoked', 'Info': 'mne.Info', 'SourceSpaces': 'mne.SourceSpaces', 'SourceMorph': 'mne.SourceMorph', 'Epochs': 'mne.Epochs', 'Layout': 'mne.channels.Layout', 'EvokedArray': 'mne.EvokedArray', 'BiHemiLabel': 'mne.BiHemiLabel', 'AverageTFR': 'mne.time_frequency.AverageTFR', 'EpochsTFR': 'mne.time_frequency.EpochsTFR', 'Raw': 'mne.io.Raw', 'ICA': 'mne.preprocessing.ICA', 'Covariance': 'mne.Covariance', 'Annotations': 'mne.Annotations', 'DigMontage': 'mne.channels.DigMontage', 'VectorSourceEstimate': 'mne.VectorSourceEstimate', 'VolSourceEstimate': 'mne.VolSourceEstimate', 'VolVectorSourceEstimate': 'mne.VolVectorSourceEstimate', 'MixedSourceEstimate': 'mne.MixedSourceEstimate', 'MixedVectorSourceEstimate': 'mne.MixedVectorSourceEstimate', 'SourceEstimate': 'mne.SourceEstimate', 'Projection': 'mne.Projection', 'ConductorModel': 'mne.bem.ConductorModel', 'Dipole': 'mne.Dipole', 'DipoleFixed': 'mne.DipoleFixed', 'InverseOperator': 'mne.minimum_norm.InverseOperator', 'CrossSpectralDensity': 'mne.time_frequency.CrossSpectralDensity', 'SourceMorph': 'mne.SourceMorph', 'Xdawn': 'mne.preprocessing.Xdawn', 'Report': 'mne.Report', 'Forward': 'mne.Forward', 'TimeDelayingRidge': 'mne.decoding.TimeDelayingRidge', 'Vectorizer': 'mne.decoding.Vectorizer', 'UnsupervisedSpatialFilter': 'mne.decoding.UnsupervisedSpatialFilter', 'TemporalFilter': 'mne.decoding.TemporalFilter', 'SSD': 'mne.decoding.SSD', 'Scaler': 'mne.decoding.Scaler', 'SPoC': 'mne.decoding.SPoC', 'PSDEstimator': 'mne.decoding.PSDEstimator', 'LinearModel': 'mne.decoding.LinearModel', 'FilterEstimator': 'mne.decoding.FilterEstimator', 'EMS': 'mne.decoding.EMS', 'CSP': 'mne.decoding.CSP', 'Beamformer': 'mne.beamformer.Beamformer', 'Transform': 'mne.transforms.Transform', } numpydoc_xref_ignore = { # words 'instance', 'instances', 'of', 'default', 'shape', 'or', 'with', 'length', 'pair', 'matplotlib', 'optional', 'kwargs', 'in', 'dtype', 'object', 'self.verbose', # shapes 'n_vertices', 'n_faces', 'n_channels', 'm', 'n', 'n_events', 'n_colors', 'n_times', 'obj', 'n_chan', 'n_epochs', 'n_picks', 'n_ch_groups', 'n_dipoles', 'n_ica_components', 'n_pos', 'n_node_names', 'n_tapers', 'n_signals', 'n_step', 'n_freqs', 'wsize', 'Tx', 'M', 'N', 'p', 'q', 'n_observations', 'n_regressors', 'n_cols', 'n_frequencies', 'n_tests', 'n_samples', 'n_permutations', 'nchan', 'n_points', 'n_features', 'n_parts', 'n_features_new', 'n_components', 'n_labels', 'n_events_in', 'n_splits', 'n_scores', 'n_outputs', 'n_trials', 'n_estimators', 'n_tasks', 'nd_features', 'n_classes', 'n_targets', 'n_slices', 'n_hpi', 'n_fids', 'n_elp', 'n_pts', 'n_tris', 'n_nodes', 'n_nonzero', 'n_events_out', 'n_segments', 'n_orient_inv', 'n_orient_fwd', 'n_orient', 'n_dipoles_lcmv', 'n_dipoles_fwd', 'n_picks_ref', 'n_coords', 'n_meg', 'n_good_meg', 'n_moments', # Undocumented (on purpose) 'RawKIT', 'RawEximia', 'RawEGI', 'RawEEGLAB', 'RawEDF', 'RawCTF', 'RawBTi', 'RawBrainVision', 'RawCurry', 'RawNIRX', 'RawGDF', 'RawSNIRF', 'RawBOXY', 'RawPersyst', 'RawNihon', 'RawNedf', 'RawHitachi', # sklearn subclasses 'mapping', 'to', 'any', # unlinkable 'mayavi.mlab.pipeline.surface', 'CoregFrame', 'Kit2FiffFrame', 'FiducialsFrame', # dipy has resolution problems, wait for them to be solved, e.g. # https://github.com/dipy/dipy/issues/2290 'dipy.align.AffineMap', 'dipy.align.DiffeomorphicMap', } numpydoc_validate = True numpydoc_validation_checks = {'all'} | set(error_ignores) numpydoc_validation_exclude = { # set of regex # dict subclasses r'\.clear', r'\.get$', r'\.copy$', r'\.fromkeys', r'\.items', r'\.keys', r'\.pop', r'\.popitem', r'\.setdefault', r'\.update', r'\.values', # list subclasses r'\.append', r'\.count', r'\.extend', r'\.index', r'\.insert', r'\.remove', r'\.sort', # we currently don't document these properly (probably okay) r'\.__getitem__', r'\.__contains__', r'\.__hash__', r'\.__mul__', r'\.__sub__', r'\.__add__', r'\.__iter__', r'\.__div__', r'\.__neg__', # copied from sklearn r'mne\.utils\.deprecated', } # -- Sphinx-gallery configuration -------------------------------------------- class Resetter(object): """Simple class to make the str(obj) static for Sphinx build env hash.""" def __init__(self): self.t0 = time.time() def __repr__(self): return f'<{self.__class__.__name__}>' def __call__(self, gallery_conf, fname): import matplotlib.pyplot as plt try: from pyvista import Plotter # noqa except ImportError: Plotter = None # noqa try: from pyvistaqt import BackgroundPlotter # noqa except ImportError: BackgroundPlotter = None # noqa try: from vtk import vtkPolyData # noqa except ImportError: vtkPolyData = None # noqa from mne.viz.backends.renderer import backend _Renderer = backend._Renderer if backend is not None else None reset_warnings(gallery_conf, fname) # in case users have interactive mode turned on in matplotlibrc, # turn it off here (otherwise the build can be very slow) plt.ioff() plt.rcParams['animation.embed_limit'] = 30. gc.collect() _assert_no_instances(Brain, 'Brain') # calls gc.collect() if Plotter is not None: _assert_no_instances(Plotter, 'Plotter') if BackgroundPlotter is not None: _assert_no_instances(BackgroundPlotter, 'BackgroundPlotter') if vtkPolyData is not None: _assert_no_instances(vtkPolyData, 'vtkPolyData') _assert_no_instances(_Renderer, '_Renderer') # This will overwrite some Sphinx printing but it's useful # for memory timestamps if os.getenv('SG_STAMP_STARTS', '').lower() == 'true': import psutil process = psutil.Process(os.getpid()) mem = sizeof_fmt(process.memory_info().rss) print(f'{time.time() - self.t0:6.1f} s : {mem}'.ljust(22)) examples_dirs = ['../tutorials', '../examples'] gallery_dirs = ['auto_tutorials', 'auto_examples'] os.environ['_MNE_BUILDING_DOC'] = 'true' scrapers = ('matplotlib',) try: mne.viz.set_3d_backend(mne.viz.get_3d_backend()) except Exception: report_scraper = None else: backend = mne.viz.get_3d_backend() if backend == 'mayavi': from traits.api import push_exception_handler mlab = mne.utils._import_mlab() # Do not pop up any mayavi windows while running the # examples. These are very annoying since they steal the focus. mlab.options.offscreen = True # hack to initialize the Mayavi Engine mlab.test_plot3d() mlab.close() scrapers += ('mayavi',) push_exception_handler(reraise_exceptions=True) elif backend in ('notebook', 'pyvista'): with warnings.catch_warnings(): warnings.filterwarnings("ignore", category=DeprecationWarning) import pyvista pyvista.OFF_SCREEN = False brain_scraper = mne.viz._brain._BrainScraper() scrapers += (brain_scraper, 'pyvista') report_scraper = mne.report._ReportScraper() scrapers += (report_scraper,) del backend sphinx_gallery_conf = { 'doc_module': ('mne',), 'reference_url': dict(mne=None), 'examples_dirs': examples_dirs, 'subsection_order': ExplicitOrder(['../examples/io/', '../examples/simulation/', '../examples/preprocessing/', '../examples/visualization/', '../examples/time_frequency/', '../examples/stats/', '../examples/decoding/', '../examples/connectivity/', '../examples/forward/', '../examples/inverse/', '../examples/realtime/', '../examples/datasets/', '../tutorials/intro/', '../tutorials/io/', '../tutorials/raw/', '../tutorials/preprocessing/', '../tutorials/epochs/', '../tutorials/evoked/', '../tutorials/time-freq/', '../tutorials/forward/', '../tutorials/inverse/', '../tutorials/stats-sensor-space/', '../tutorials/stats-source-space/', '../tutorials/machine-learning/', '../tutorials/clinical/', '../tutorials/simulation/', '../tutorials/sample-datasets/', '../tutorials/misc/']), 'gallery_dirs': gallery_dirs, 'default_thumb_file': os.path.join('_static', 'mne_helmet.png'), 'backreferences_dir': 'generated', 'plot_gallery': 'True', # Avoid annoying Unicode/bool default warning 'thumbnail_size': (160, 112), 'remove_config_comments': True, 'min_reported_time': 1., 'abort_on_example_error': False, 'reset_modules': ('matplotlib', Resetter()), # called w/each script 'image_scrapers': scrapers, 'show_memory': not sys.platform.startswith('win'), 'line_numbers': False, # messes with style 'within_subsection_order': FileNameSortKey, 'capture_repr': ('_repr_html_',), 'junit': os.path.join('..', 'test-results', 'sphinx-gallery', 'junit.xml'), 'matplotlib_animations': True, 'compress_images': ('images', 'thumbnails'), 'filename_pattern': '^((?!sgskip).)*$', } # Files were renamed from plot_* with: # find . -type f -name 'plot_*.py' -exec sh -c 'x="{}"; xn=`basename "${x}"`; git mv "$x" `dirname "${x}"`/${xn:5}' \; # noqa def append_attr_meth_examples(app, what, name, obj, options, lines): """Append SG examples backreferences to method and attr docstrings.""" # NumpyDoc nicely embeds method and attribute docstrings for us, but it # does not respect the autodoc templates that would otherwise insert # the .. include:: lines, so we need to do it. # Eventually this could perhaps live in SG. if what in ('attribute', 'method'): size = os.path.getsize(os.path.join( os.path.dirname(__file__), 'generated', '%s.examples' % (name,))) if size > 0: lines += """ .. _sphx_glr_backreferences_{1}: .. rubric:: Examples using ``{0}``: .. minigallery:: {1} """.format(name.split('.')[-1], name).split('\n') # -- Other extension configuration ------------------------------------------- linkcheck_request_headers = dict(user_agent='Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/51.0.2704.103 Safari/537.36') # noqa: E501 linkcheck_ignore = [ # will be compiled to regex r'https://datashare.is.ed.ac.uk/handle/10283/2189\?show=full', # noqa Max retries exceeded with url: /handle/10283/2189?show=full (Caused by SSLError(SSLCertVerificationError(1, '[SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed: unable to get local issuer certificate (_ssl.c:1123)'))) 'https://doi.org/10.1002/mds.870120629', # Read timed out. 'https://doi.org/10.1088/0031-9155/32/1/004', # noqa Read timed out. (read timeout=15) 'https://doi.org/10.1088/0031-9155/40/3/001', # noqa Read timed out. (read timeout=15) 'https://doi.org/10.1088/0031-9155/51/7/008', # noqa Read timed out. (read timeout=15) 'https://doi.org/10.1088/0031-9155/57/7/1937', # noqa Read timed out. (read timeout=15) 'https://doi.org/10.1088/0967-3334/22/4/305', # noqa Read timed out. (read timeout=15) 'https://doi.org/10.1088/1741-2552/aacfe4', # noqa Read timed out. (read timeout=15) 'https://doi.org/10.1093/sleep/18.7.557', # noqa 403 Client Error: Forbidden for url: https://academic.oup.com/sleep/article-lookup/doi/10.1093/sleep/18.7.557 'https://doi.org/10.1162/089976699300016719', # noqa 403 Client Error: Forbidden for url: https://direct.mit.edu/neco/article/11/2/417-441/6242 'https://doi.org/10.1162/jocn.1993.5.2.162', # noqa 403 Client Error: Forbidden for url: https://direct.mit.edu/jocn/article/5/2/162-176/3095 'https://doi.org/10.1162/neco.1995.7.6.1129', # noqa 403 Client Error: Forbidden for url: https://direct.mit.edu/neco/article/7/6/1129-1159/5909 'https://doi.org/10.1162/jocn_a_00405', # noqa 403 Client Error: Forbidden for url: https://direct.mit.edu/jocn/article/25/9/1477-1492/27980 'https://doi.org/10.1167/15.6.4', # noqa 403 Client Error: Forbidden for url: https://jov.arvojournals.org/article.aspx?doi=10.1167/15.6.4 'https://doi.org/10.7488/ds/1556', # noqa Max retries exceeded with url: /handle/10283/2189 (Caused by SSLError(SSLCertVerificationError(1, '[SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed: unable to get local issuer certificate (_ssl.c:1122)'))) 'https://imaging.mrc-cbu.cam.ac.uk/imaging/MniTalairach', # noqa Max retries exceeded with url: /imaging/MniTalairach (Caused by SSLError(SSLCertVerificationError(1, '[SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed: unable to get local issuer certificate (_ssl.c:1122)'))) 'https://www.nyu.edu/', # noqa Max retries exceeded with url: / (Caused by SSLError(SSLError(1, '[SSL: DH_KEY_TOO_SMALL] dh key too small (_ssl.c:1122)'))) 'https://docs.python.org/3/library/.*', # noqa ('Connection aborted.', ConnectionResetError(104, 'Connection reset by peer')) 'https://hal.archives-ouvertes.fr/hal-01848442.*', # noqa Sometimes: 503 Server Error: Service Unavailable for url: https://hal.archives-ouvertes.fr/hal-01848442/ ] linkcheck_anchors = False # saves a bit of time linkcheck_timeout = 15 # some can be quite slow # autodoc / autosummary autosummary_generate = True autodoc_default_options = {'inherited-members': None} # sphinxcontrib-bibtex bibtex_bibfiles = ['./references.bib'] bibtex_style = 'unsrt' bibtex_footbibliography_header = '' # -- Nitpicky ---------------------------------------------------------------- nitpicky = True nitpick_ignore = [ ("py:class", "None. Remove all items from D."), ("py:class", "a set-like object providing a view on D's items"), ("py:class", "a set-like object providing a view on D's keys"), ("py:class", "v, remove specified key and return the corresponding value."), # noqa: E501 ("py:class", "None. Update D from dict/iterable E and F."), ("py:class", "an object providing a view on D's values"), ("py:class", "a shallow copy of D"), ("py:class", "(k, v), remove and return some (key, value) pair as a"), ("py:class", "_FuncT"), # type hint used in @verbose decorator ("py:class", "mne.utils._logging._FuncT"), ] for key in ('AcqParserFIF', 'BiHemiLabel', 'Dipole', 'DipoleFixed', 'Label', 'MixedSourceEstimate', 'MixedVectorSourceEstimate', 'Report', 'SourceEstimate', 'SourceMorph', 'VectorSourceEstimate', 'VolSourceEstimate', 'VolVectorSourceEstimate', 'channels.DigMontage', 'channels.Layout', 'decoding.CSP', 'decoding.EMS', 'decoding.FilterEstimator', 'decoding.GeneralizingEstimator', 'decoding.LinearModel', 'decoding.PSDEstimator', 'decoding.ReceptiveField', 'decoding.SSD', 'decoding.SPoC', 'decoding.Scaler', 'decoding.SlidingEstimator', 'decoding.TemporalFilter', 'decoding.TimeDelayingRidge', 'decoding.TimeFrequency', 'decoding.UnsupervisedSpatialFilter', 'decoding.Vectorizer', 'preprocessing.ICA', 'preprocessing.Xdawn', 'simulation.SourceSimulator', 'time_frequency.CrossSpectralDensity', 'utils.deprecated', 'viz.ClickableImage'): nitpick_ignore.append(('py:obj', f'mne.{key}.__hash__')) suppress_warnings = ['image.nonlocal_uri'] # we intentionally link outside # -- Options for HTML output ------------------------------------------------- # The theme to use for HTML and HTML Help pages. See the documentation for # a list of builtin themes. # html_theme = 'pydata_sphinx_theme' # Theme options are theme-specific and customize the look and feel of a theme # further. For a list of options available for each theme, see the # documentation. html_theme_options = { 'icon_links': [ dict(name='GitHub', url='https://github.com/mne-tools/mne-python', icon='fab fa-github-square'), dict(name='Twitter', url='https://twitter.com/mne_python', icon='fab fa-twitter-square'), dict(name='Discourse', url='https://mne.discourse.group/', icon='fab fa-discourse'), dict(name='Discord', url='https://discord.gg/rKfvxTuATa', icon='fab fa-discord') ], 'icon_links_label': 'Quick Links', # for screen reader 'use_edit_page_button': False, 'navigation_with_keys': False, 'show_toc_level': 1, 'navbar_end': ['version-switcher', 'navbar-icon-links'], 'footer_items': ['copyright'], 'google_analytics_id': 'UA-37225609-1', } # The name of an image file (relative to this directory) to place at the top # of the sidebar. html_logo = "_static/mne_logo_small.svg" # The name of an image file (within the static path) to use as favicon of the # docs. This file should be a Windows icon file (.ico) being 16x16 or 32x32 # pixels large. html_favicon = "_static/favicon.ico" # Add any paths that contain custom static files (such as style sheets) here, # relative to this directory. They are copied after the builtin static files, # so a file named "default.css" will overwrite the builtin "default.css". html_static_path = ['_static'] html_css_files = [ 'style.css', ] # Add any extra paths that contain custom files (such as robots.txt or # .htaccess) here, relative to this directory. These files are copied # directly to the root of the documentation. html_extra_path = [ 'contributing.html', 'documentation.html', 'getting_started.html', 'install_mne_python.html', ] # Custom sidebar templates, maps document names to template names. html_sidebars = { 'index': ['search-field.html', 'sidebar-quicklinks.html'], } # If true, links to the reST sources are added to the pages. html_show_sourcelink = False html_copy_source = False # If true, "Created using Sphinx" is shown in the HTML footer. Default is True. html_show_sphinx = False # accommodate different logo shapes (width values in rem) xs = '2' sm = '2.5' md = '3' lg = '4.5' xl = '5' xxl = '6' # variables to pass to HTML templating engine html_context = { 'build_dev_html': bool(int(os.environ.get('BUILD_DEV_HTML', False))), 'versions_dropdown': { 'dev': 'v0.24 (devel)', 'stable': 'v0.23 (stable)', '0.22': 'v0.22', '0.21': 'v0.21', '0.20': 'v0.20', '0.19': 'v0.19', '0.18': 'v0.18', '0.17': 'v0.17', '0.16': 'v0.16', '0.15': 'v0.15', '0.14': 'v0.14', '0.13': 'v0.13', '0.12': 'v0.12', '0.11': 'v0.11', }, 'funders': [ dict(img='nih.png', size='3', title='National Institutes of Health'), dict(img='nsf.png', size='3.5', title='US National Science Foundation'), dict(img='erc.svg', size='3.5', title='European Research Council'), dict(img='doe.svg', size='3', title='US Department of Energy'), dict(img='anr.svg', size='4.5', title='Agence Nationale de la Recherche'), dict(img='cds.png', size='2.25', title='Paris-Saclay Center for Data Science'), dict(img='google.svg', size='2.25', title='Google'), dict(img='amazon.svg', size='2.5', title='Amazon'), dict(img='czi.svg', size='2.5', title='Chan Zuckerberg Initiative'), ], 'institutions': [ dict(name='Massachusetts General Hospital', img='MGH.svg', url='https://www.massgeneral.org/', size=sm), dict(name='Athinoula A. Martinos Center for Biomedical Imaging', img='Martinos.png', url='https://martinos.org/', size=md), dict(name='Harvard Medical School', img='Harvard.png', url='https://hms.harvard.edu/', size=sm), dict(name='Massachusetts Institute of Technology', img='MIT.svg', url='https://web.mit.edu/', size=md), dict(name='New York University', img='NYU.png', url='https://www.nyu.edu/', size=xs), dict(name='Commissariat à l´énergie atomique et aux énergies alternatives', # noqa E501 img='CEA.png', url='http://www.cea.fr/', size=md), dict(name='Aalto-yliopiston perustieteiden korkeakoulu', img='Aalto.svg', url='https://sci.aalto.fi/', size=md), dict(name='Télécom ParisTech', img='Telecom_Paris_Tech.svg', url='https://www.telecom-paris.fr/', size=md), dict(name='University of Washington', img='Washington.png', url='https://www.washington.edu/', size=md), dict(name='Institut du Cerveau et de la Moelle épinière', img='ICM.jpg', url='https://icm-institute.org/', size=md), dict(name='Boston University', img='BU.svg', url='https://www.bu.edu/', size=lg), dict(name='Institut national de la santé et de la recherche médicale', img='Inserm.svg', url='https://www.inserm.fr/', size=xl), dict(name='Forschungszentrum Jülich', img='Julich.svg', url='https://www.fz-juelich.de/', size=xl), dict(name='Technische Universität Ilmenau', img='Ilmenau.gif', url='https://www.tu-ilmenau.de/', size=xxl), dict(name='Berkeley Institute for Data Science', img='BIDS.png', url='https://bids.berkeley.edu/', size=lg), dict(name='Institut national de recherche en informatique et en automatique', # noqa E501 img='inria.png', url='https://www.inria.fr/', size=xl), dict(name='Aarhus Universitet', img='Aarhus.png', url='https://www.au.dk/', size=xl), dict(name='Karl-Franzens-Universität Graz', img='Graz.jpg', url='https://www.uni-graz.at/', size=md), dict(name='SWPS Uniwersytet Humanistycznospołeczny', img='SWPS.svg', url='https://www.swps.pl/', size=xl), dict(name='Max-Planck-Institut für Bildungsforschung', img='MPIB.svg', url='https://www.mpib-berlin.mpg.de/', size=xxl), dict(name='Macquarie University', img='Macquarie.png', url='https://www.mq.edu.au/', size=lg), dict(name='Children’s Hospital of Philadelphia Research Institute', img='CHOP.svg', url='https://imaging.research.chop.edu/', size=xxl), ], # \u00AD is an optional hyphen (not rendered unless needed) 'carousel': [ dict(title='Source Estimation', text='Distributed, sparse, mixed-norm, beam\u00ADformers, dipole fitting, and more.', # noqa E501 url='auto_tutorials/inverse/30_mne_dspm_loreta.html', img='sphx_glr_30_mne_dspm_loreta_008.gif', alt='dSPM'), dict(title='Machine Learning', text='Advanced decoding models including time general\u00ADiza\u00ADtion.', # noqa E501 url='auto_tutorials/machine-learning/50_decoding.html', img='sphx_glr_50_decoding_006.png', alt='Decoding'), dict(title='Encoding Models', text='Receptive field estima\u00ADtion with optional smooth\u00ADness priors.', # noqa E501 url='auto_tutorials/machine-learning/30_strf.html', img='sphx_glr_30_strf_001.png', alt='STRF'), dict(title='Statistics', text='Parametric and non-parametric, permutation tests and clustering.', # noqa E501 url='auto_tutorials/stats-source-space/20_cluster_1samp_spatiotemporal.html', # noqa E501 img='sphx_glr_20_cluster_1samp_spatiotemporal_001.png', alt='Clusters'), dict(title='Connectivity', text='All-to-all spectral and effective connec\u00ADtivity measures.', # noqa E501 url='auto_examples/connectivity/mne_inverse_label_connectivity.html', # noqa E501 img='sphx_glr_mne_inverse_label_connectivity_001.png', alt='Connectivity'), dict(title='Data Visualization', text='Explore your data from multiple perspectives.', url='auto_tutorials/evoked/20_visualize_evoked.html', img='sphx_glr_20_visualize_evoked_007.png', alt='Visualization'), ] } # Output file base name for HTML help builder. htmlhelp_basename = 'mne-doc' # -- Options for LaTeX output ------------------------------------------------ # Grouping the document tree into LaTeX files. List of tuples # (source start file, target name, title, author, documentclass # [howto/manual]). latex_documents = [] # The name of an image file (relative to this directory) to place at the top of # the title page. latex_logo = "_static/logo.png" # For "manual" documents, if this is true, then toplevel headings are parts, # not chapters. latex_toplevel_sectioning = 'part' _np_print_defaults = np.get_printoptions() # -- Warnings management ----------------------------------------------------- def reset_warnings(gallery_conf, fname): """Ensure we are future compatible and ignore silly warnings.""" # In principle, our examples should produce no warnings. # Here we cause warnings to become errors, with a few exceptions. # This list should be considered alongside # setup.cfg -> [tool:pytest] -> filterwarnings # remove tweaks from other module imports or example runs warnings.resetwarnings() # restrict warnings.filterwarnings('error') # allow these, but show them warnings.filterwarnings('always', '.*non-standard config type: "foo".*') warnings.filterwarnings('always', '.*config type: "MNEE_USE_CUUDAA".*') warnings.filterwarnings('always', '.*cannot make axes width small.*') warnings.filterwarnings('always', '.*Axes that are not compatible.*') warnings.filterwarnings('always', '.*FastICA did not converge.*') # ECoG BIDS spec violations: warnings.filterwarnings('always', '.*Fiducial point nasion not found.*') warnings.filterwarnings('always', '.*DigMontage is only a subset of.*') warnings.filterwarnings( # xhemi morph (should probably update sample) 'always', '.*does not exist, creating it and saving it.*') warnings.filterwarnings('default', module='sphinx') # internal warnings warnings.filterwarnings( 'always', '.*converting a masked element to nan.*') # matplotlib? # allow these warnings, but don't show them warnings.filterwarnings( 'ignore', '.*OpenSSL\\.rand is deprecated.*') warnings.filterwarnings('ignore', '.*is currently using agg.*') warnings.filterwarnings( # SciPy-related warning (maybe 1.2.0 will fix it) 'ignore', '.*the matrix subclass is not the recommended.*') warnings.filterwarnings( # some joblib warning 'ignore', '.*semaphore_tracker: process died unexpectedly.*') warnings.filterwarnings( # needed until SciPy 1.2.0 is released 'ignore', '.*will be interpreted as an array index.*', module='scipy') for key in ('HasTraits', r'numpy\.testing', 'importlib', r'np\.loads', 'Using or importing the ABCs from', # internal modules on 3.7 r"it will be an error for 'np\.bool_'", # ndimage "DocumenterBridge requires a state object", # sphinx dev "'U' mode is deprecated", # sphinx io r"joblib is deprecated in 0\.21", # nilearn 'The usage of `cmp` is deprecated and will', # sklearn/pytest 'scipy.* is deprecated and will be removed in', # dipy r'Converting `np\.character` to a dtype is deprecated', # vtk r'sphinx\.util\.smartypants is deprecated', 'is a deprecated alias for the builtin', # NumPy 'the old name will be removed', # Jinja, via sphinx 'rcParams is deprecated', # PyVista rcParams -> global_theme 'to mean no clipping', ): warnings.filterwarnings( # deal with other modules having bad imports 'ignore', message=".*%s.*" % key, category=DeprecationWarning) warnings.filterwarnings( # deal with bootstrap-theme bug 'ignore', message=".*modify script_files in the theme.*", category=Warning) warnings.filterwarnings( # nilearn 'ignore', message=r'sklearn\.externals\.joblib is deprecated.*', category=FutureWarning) warnings.filterwarnings( # nilearn 'ignore', message=r'The sklearn.* module is.*', category=FutureWarning) warnings.filterwarnings( # nilearn 'ignore', message=r'Fetchers from the nilea.*', category=FutureWarning) warnings.filterwarnings( # deal with other modules having bad imports 'ignore', message=".*ufunc size changed.*", category=RuntimeWarning) warnings.filterwarnings( # realtime 'ignore', message=".*unclosed file.*", category=ResourceWarning) warnings.filterwarnings('ignore', message='Exception ignored in.*') # allow this ImportWarning, but don't show it warnings.filterwarnings( 'ignore', message="can't resolve package from", category=ImportWarning) warnings.filterwarnings( 'ignore', message='.*mne-realtime.*', category=DeprecationWarning) # Because we use np.set_printoptions in some tutorials, but we only # want it to affect those: np.set_printoptions(**_np_print_defaults) reset_warnings(None, None) # -- Fontawesome support ----------------------------------------------------- # here the "b" and "s" refer to "brand" and "solid" (determines which font file # to look in). "fw-" prefix indicates fixed width. icons = { 'apple': 'b', 'linux': 'b', 'windows': 'b', 'hand-paper': 's', 'question': 's', 'quote-left': 's', 'rocket': 's', 'server': 's', 'fw-book': 's', 'fw-code-branch': 's', 'fw-newspaper': 's', 'fw-question-circle': 's', 'fw-quote-left': 's', } prolog = '' for icon, cls in icons.items(): fw = ' fa-fw' if icon.startswith('fw-') else '' prolog += f''' .. |{icon}| raw:: html <i class="fa{cls} fa-{icon[3:] if fw else icon}{fw}"></i> ''' # -- website redirects -------------------------------------------------------- # Static list created 2021/04/13 based on what we needed to redirect, # since we don't need to add redirects for examples added after this date. needed_plot_redirects = { # tutorials '10_epochs_overview.py', '10_evoked_overview.py', '10_overview.py', '10_preprocessing_overview.py', '10_raw_overview.py', '10_reading_meg_data.py', '15_handling_bad_channels.py', '20_event_arrays.py', '20_events_from_raw.py', '20_reading_eeg_data.py', '20_rejecting_bad_data.py', '20_visualize_epochs.py', '20_visualize_evoked.py', '30_annotate_raw.py', '30_epochs_metadata.py', '30_filtering_resampling.py', '30_info.py', '30_reading_fnirs_data.py', '35_artifact_correction_regression.py', '40_artifact_correction_ica.py', '40_autogenerate_metadata.py', '40_sensor_locations.py', '40_visualize_raw.py', '45_projectors_background.py', '50_artifact_correction_ssp.py', '50_configure_mne.py', '50_epochs_to_data_frame.py', '55_setting_eeg_reference.py', '59_head_positions.py', '60_make_fixed_length_epochs.py', '60_maxwell_filtering_sss.py', '70_fnirs_processing.py', # examples '3d_to_2d.py', 'brainstorm_data.py', 'channel_epochs_image.py', 'cluster_stats_evoked.py', 'compute_csd.py', 'compute_mne_inverse_epochs_in_label.py', 'compute_mne_inverse_raw_in_label.py', 'compute_mne_inverse_volume.py', 'compute_source_psd_epochs.py', 'covariance_whitening_dspm.py', 'custom_inverse_solver.py', 'cwt_sensor_connectivity.py', 'decoding_csp_eeg.py', 'decoding_csp_timefreq.py', 'decoding_spatio_temporal_source.py', 'decoding_spoc_CMC.py', 'decoding_time_generalization_conditions.py', 'decoding_unsupervised_spatial_filter.py', 'decoding_xdawn_eeg.py', 'define_target_events.py', 'dics_source_power.py', 'eeg_csd.py', 'eeg_on_scalp.py', 'eeglab_head_sphere.py', 'elekta_epochs.py', 'ems_filtering.py', 'eog_artifact_histogram.py', 'evoked_arrowmap.py', 'evoked_ers_source_power.py', 'evoked_topomap.py', 'evoked_whitening.py', 'fdr_stats_evoked.py', 'find_ref_artifacts.py', 'fnirs_artifact_removal.py', 'forward_sensitivity_maps.py', 'gamma_map_inverse.py', 'hf_sef_data.py', 'ica_comparison.py', 'interpolate_bad_channels.py', 'label_activation_from_stc.py', 'label_from_stc.py', 'label_source_activations.py', 'left_cerebellum_volume_source.py', 'limo_data.py', 'linear_model_patterns.py', 'linear_regression_raw.py', 'meg_sensors.py', 'mixed_norm_inverse.py', 'mixed_source_space_connectivity.py', 'mixed_source_space_inverse.py', 'mne_cov_power.py', 'mne_helmet.py', 'mne_inverse_coherence_epochs.py', 'mne_inverse_connectivity_spectrum.py', 'mne_inverse_envelope_correlation.py', 'mne_inverse_envelope_correlation_volume.py', 'mne_inverse_label_connectivity.py', 'mne_inverse_psi_visual.py', 'morph_surface_stc.py', 'morph_volume_stc.py', 'movement_compensation.py', 'movement_detection.py', 'multidict_reweighted_tfmxne.py', 'muscle_detection.py', 'opm_data.py', 'otp.py', 'parcellation.py', 'psf_ctf_label_leakage.py', 'psf_ctf_vertices.py', 'psf_ctf_vertices_lcmv.py', 'publication_figure.py', 'rap_music.py', 'read_inverse.py', 'read_neo_format.py', 'read_noise_covariance_matrix.py', 'read_stc.py', 'receptive_field_mtrf.py', 'resolution_metrics.py', 'resolution_metrics_eegmeg.py', 'roi_erpimage_by_rt.py', 'sensor_connectivity.py', 'sensor_noise_level.py', 'sensor_permutation_test.py', 'sensor_regression.py', 'shift_evoked.py', 'simulate_evoked_data.py', 'simulate_raw_data.py', 'simulated_raw_data_using_subject_anatomy.py', 'snr_estimate.py', 'source_label_time_frequency.py', 'source_power_spectrum.py', 'source_power_spectrum_opm.py', 'source_simulator.py', 'source_space_morphing.py', 'source_space_snr.py', 'source_space_time_frequency.py', 'ssd_spatial_filters.py', 'ssp_projs_sensitivity_map.py', 'temporal_whitening.py', 'time_frequency_erds.py', 'time_frequency_global_field_power.py', 'time_frequency_mixed_norm_inverse.py', 'time_frequency_simulated.py', 'topo_compare_conditions.py', 'topo_customized.py', 'vector_mne_solution.py', 'virtual_evoked.py', 'xdawn_denoising.py', 'xhemi.py', } tu = 'auto_tutorials' di = 'discussions' sm = 'source-modeling' fw = 'forward' nv = 'inverse' sn = 'stats-sensor-space' sr = 'stats-source-space' sd = 'sample-datasets' ml = 'machine-learning' tf = 'time-freq' si = 'simulation' custom_redirects = { # Custom redirects (one HTML path to another, relative to outdir) # can be added here as fr->to key->value mappings f'{tu}/evoked/plot_eeg_erp.html': f'{tu}/evoked/30_eeg_erp.html', f'{tu}/evoked/plot_whitened.html': f'{tu}/evoked/40_whitened.html', f'{tu}/misc/plot_modifying_data_inplace.html': f'{tu}/intro/15_inplace.html', # noqa E501 f'{tu}/misc/plot_report.html': f'{tu}/intro/70_report.html', f'{tu}/misc/plot_seeg.html': f'{tu}/clinical/20_seeg.html', f'{tu}/misc/plot_ecog.html': f'{tu}/clinical/30_ecog.html', f'{tu}/{ml}/plot_receptive_field.html': f'{tu}/{ml}/30_strf.html', f'{tu}/{ml}/plot_sensors_decoding.html': f'{tu}/{ml}/50_decoding.html', f'{tu}/{sm}/plot_background_freesurfer.html': f'{tu}/{fw}/10_background_freesurfer.html', # noqa E501 f'{tu}/{sm}/plot_source_alignment.html': f'{tu}/{fw}/20_source_alignment.html', # noqa E501 f'{tu}/{sm}/plot_forward.html': f'{tu}/{fw}/30_forward.html', f'{tu}/{sm}/plot_eeg_no_mri.html': f'{tu}/{fw}/35_eeg_no_mri.html', f'{tu}/{sm}/plot_background_freesurfer_mne.html': f'{tu}/{fw}/50_background_freesurfer_mne.html', # noqa E501 f'{tu}/{sm}/plot_fix_bem_in_blender.html': f'{tu}/{fw}/80_fix_bem_in_blender.html', # noqa E501 f'{tu}/{sm}/plot_compute_covariance.html': f'{tu}/{fw}/90_compute_covariance.html', # noqa E501 f'{tu}/{sm}/plot_object_source_estimate.html': f'{tu}/{nv}/10_stc_class.html', # noqa E501 f'{tu}/{sm}/plot_dipole_fit.html': f'{tu}/{nv}/20_dipole_fit.html', f'{tu}/{sm}/plot_mne_dspm_source_localization.html': f'{tu}/{nv}/30_mne_dspm_loreta.html', # noqa E501 f'{tu}/{sm}/plot_dipole_orientations.html': f'{tu}/{nv}/35_dipole_orientations.html', # noqa E501 f'{tu}/{sm}/plot_mne_solutions.html': f'{tu}/{nv}/40_mne_fixed_free.html', f'{tu}/{sm}/plot_beamformer_lcmv.html': f'{tu}/{nv}/50_beamformer_lcmv.html', # noqa E501 f'{tu}/{sm}/plot_visualize_stc.html': f'{tu}/{nv}/60_visualize_stc.html', f'{tu}/{sm}/plot_eeg_mri_coords.html': f'{tu}/{nv}/70_eeg_mri_coords.html', f'{tu}/{sd}/plot_brainstorm_phantom_elekta.html': f'{tu}/{nv}/80_brainstorm_phantom_elekta.html', # noqa E501 f'{tu}/{sd}/plot_brainstorm_phantom_ctf.html': f'{tu}/{nv}/85_brainstorm_phantom_ctf.html', # noqa E501 f'{tu}/{sd}/plot_phantom_4DBTi.html': f'{tu}/{nv}/90_phantom_4DBTi.html', f'{tu}/{sd}/plot_brainstorm_auditory.html': f'{tu}/io/60_ctf_bst_auditory.html', # noqa E501 f'{tu}/{sd}/plot_sleep.html': f'{tu}/clinical/60_sleep.html', f'{tu}/{di}/plot_background_filtering.html': f'{tu}/preprocessing/25_background_filtering.html', # noqa E501 f'{tu}/{di}/plot_background_statistics.html': f'{tu}/{sn}/10_background_stats.html', # noqa E501 f'{tu}/{sn}/plot_stats_cluster_erp.html': f'{tu}/{sn}/20_erp_stats.html', f'{tu}/{sn}/plot_stats_cluster_1samp_test_time_frequency.html': f'{tu}/{sn}/40_cluster_1samp_time_freq.html', # noqa E501 f'{tu}/{sn}/plot_stats_cluster_time_frequency.html': f'{tu}/{sn}/50_cluster_between_time_freq.html', # noqa E501 f'{tu}/{sn}/plot_stats_spatio_temporal_cluster_sensors.html': f'{tu}/{sn}/75_cluster_ftest_spatiotemporal.html', # noqa E501 f'{tu}/{sr}/plot_stats_cluster_spatio_temporal.html': f'{tu}/{sr}/20_cluster_1samp_spatiotemporal.html', # noqa E501 f'{tu}/{sr}/plot_stats_cluster_spatio_temporal_2samp.html': f'{tu}/{sr}/30_cluster_ftest_spatiotemporal.html', # noqa E501 f'{tu}/{sr}/plot_stats_cluster_spatio_temporal_repeated_measures_anova.html': f'{tu}/{sr}/60_cluster_rmANOVA_spatiotemporal.html', # noqa E501 f'{tu}/{sr}/plot_stats_cluster_time_frequency_repeated_measures_anova.html': f'{tu}/{sr}/70_cluster_rmANOVA_time_freq.html', # noqa E501 f'{tu}/{tf}/plot_sensors_time_frequency.html': f'{tu}/{tf}/20_sensors_time_frequency.html', # noqa E501 f'{tu}/{tf}/plot_ssvep.html': f'{tu}/{tf}/50_ssvep.html', f'{tu}/{si}/plot_creating_data_structures.html': f'{tu}/{si}/10_array_objs.html', # noqa E501 f'{tu}/{si}/plot_point_spread.html': f'{tu}/{si}/70_point_spread.html', f'{tu}/{si}/plot_dics.html': f'{tu}/{si}/80_dics.html', } def make_redirects(app, exception): """Make HTML redirects.""" # https://www.sphinx-doc.org/en/master/extdev/appapi.html # Adapted from sphinxcontrib/redirects (BSD 2-clause) if not isinstance(app.builder, sphinx.builders.html.StandaloneHTMLBuilder): return logger = sphinx.util.logging.getLogger('mne') TEMPLATE = """\ <!DOCTYPE HTML> <html lang="en-US"> <head> <meta charset="UTF-8"> <meta http-equiv="refresh" content="1; url={to}"> <script type="text/javascript"> window.location.href = "{to}" </script> <title>Page Redirection</title> </head> <body> If you are not redirected automatically, follow this <a href='{to}'>link</a>. </body> </html>""" # noqa: E501 sphinx_gallery_conf = app.config['sphinx_gallery_conf'] for src_dir, out_dir in zip(sphinx_gallery_conf['examples_dirs'], sphinx_gallery_conf['gallery_dirs']): root = os.path.abspath(os.path.join(app.srcdir, src_dir)) fnames = [os.path.join(os.path.relpath(dirpath, root), fname) for dirpath, _, fnames in os.walk(root) for fname in fnames if fname in needed_plot_redirects] # plot_ redirects for fname in fnames: dirname = os.path.join(app.outdir, out_dir, os.path.dirname(fname)) to_fname = os.path.splitext(os.path.basename(fname))[0] + '.html' fr_fname = f'plot_{to_fname}' to_path = os.path.join(dirname, to_fname) fr_path = os.path.join(dirname, fr_fname) assert os.path.isfile(to_path), (fname, to_path) with open(fr_path, 'w') as fid: fid.write(TEMPLATE.format(to=to_fname)) logger.info( f'Added {len(fnames):3d} HTML plot_* redirects for {out_dir}') # custom redirects for fr, to in custom_redirects.items(): to_path = os.path.join(app.outdir, to) assert os.path.isfile(to_path), to assert to_path.endswith('html'), to_path fr_path = os.path.join(app.outdir, fr) assert fr_path.endswith('html'), fr_path # allow overwrite if existing file is just a redirect if os.path.isfile(fr_path): with open(fr_path, 'r') as fid: for _ in range(8): next(fid) line = fid.readline() assert 'Page Redirection' in line, line # handle folders that no longer exist if fr_path.split(os.path.sep)[-2] in ( 'misc', 'discussions', 'source-modeling', 'sample-datasets'): os.makedirs(os.path.dirname(fr_path), exist_ok=True) # handle links to sibling folders path_parts = to.split(os.path.sep) path_parts = ['..'] + path_parts[(path_parts.index(tu) + 1):] with open(fr_path, 'w') as fid: fid.write(TEMPLATE.format(to=os.path.join(*path_parts))) logger.info( f'Added {len(custom_redirects):3d} HTML custom redirects') # -- Connect our handlers to the main Sphinx app --------------------------- def setup(app): """Set up the Sphinx app.""" app.connect('autodoc-process-docstring', append_attr_meth_examples) if report_scraper is not None: report_scraper.app = app app.config.rst_prolog = prolog app.connect('builder-inited', report_scraper.copyfiles) app.connect('build-finished', make_redirects)
bsd-3-clause
toastedcornflakes/scikit-learn
examples/ensemble/plot_gradient_boosting_regularization.py
355
2843
""" ================================ Gradient Boosting regularization ================================ Illustration of the effect of different regularization strategies for Gradient Boosting. The example is taken from Hastie et al 2009. The loss function used is binomial deviance. Regularization via shrinkage (``learning_rate < 1.0``) improves performance considerably. In combination with shrinkage, stochastic gradient boosting (``subsample < 1.0``) can produce more accurate models by reducing the variance via bagging. Subsampling without shrinkage usually does poorly. Another strategy to reduce the variance is by subsampling the features analogous to the random splits in Random Forests (via the ``max_features`` parameter). .. [1] T. Hastie, R. Tibshirani and J. Friedman, "Elements of Statistical Learning Ed. 2", Springer, 2009. """ print(__doc__) # Author: Peter Prettenhofer <[email protected]> # # License: BSD 3 clause import numpy as np import matplotlib.pyplot as plt from sklearn import ensemble from sklearn import datasets X, y = datasets.make_hastie_10_2(n_samples=12000, random_state=1) X = X.astype(np.float32) # map labels from {-1, 1} to {0, 1} labels, y = np.unique(y, return_inverse=True) X_train, X_test = X[:2000], X[2000:] y_train, y_test = y[:2000], y[2000:] original_params = {'n_estimators': 1000, 'max_leaf_nodes': 4, 'max_depth': None, 'random_state': 2, 'min_samples_split': 5} plt.figure() for label, color, setting in [('No shrinkage', 'orange', {'learning_rate': 1.0, 'subsample': 1.0}), ('learning_rate=0.1', 'turquoise', {'learning_rate': 0.1, 'subsample': 1.0}), ('subsample=0.5', 'blue', {'learning_rate': 1.0, 'subsample': 0.5}), ('learning_rate=0.1, subsample=0.5', 'gray', {'learning_rate': 0.1, 'subsample': 0.5}), ('learning_rate=0.1, max_features=2', 'magenta', {'learning_rate': 0.1, 'max_features': 2})]: params = dict(original_params) params.update(setting) clf = ensemble.GradientBoostingClassifier(**params) clf.fit(X_train, y_train) # compute test set deviance test_deviance = np.zeros((params['n_estimators'],), dtype=np.float64) for i, y_pred in enumerate(clf.staged_decision_function(X_test)): # clf.loss_ assumes that y_test[i] in {0, 1} test_deviance[i] = clf.loss_(y_test, y_pred) plt.plot((np.arange(test_deviance.shape[0]) + 1)[::5], test_deviance[::5], '-', color=color, label=label) plt.legend(loc='upper left') plt.xlabel('Boosting Iterations') plt.ylabel('Test Set Deviance') plt.show()
bsd-3-clause
mirestrepo/voxels-at-lems
bmvc12/bof/read_min_max_accuracy.py
1
2965
from optparse import OptionParser import numpy as np from sklearn import preprocessing, neighbors, svm from sklearn.naive_bayes import MultinomialNB from sklearn.metrics import * import matplotlib.pyplot as plt import matplotlib.cm as cmt #*******************The Main Algorithm ************************# if __name__=="__main__": parser = OptionParser() parser.add_option("-r", "--radius", action="store", type="int", dest="radius", help="radius (multiple of resolution)"); parser.add_option("-p", "--percent", action="store", type="int", dest="percentile", help="percentile of original samples"); parser.add_option("-d", "--descriptor", action="store", type="string", dest="descriptor_type", help="name of the descriptor i.e FPFH"); parser.add_option("-k", "--nmeans", action="store", type="int", dest="K", help="number of means"); parser.add_option("-c", "--clf_name", action="store", type="string", dest="clf_name", help="classifier name"); (opts, args) = parser.parse_args() print opts print args ft=opts.descriptor_type; radius=opts.radius; percentile=opts.percentile; K=opts.K; clf_name = opts.clf_name; trials = (0,3,4) # trials = (0,1, 2, 3,4) # trials = (0,1, 2, 3) #************************************************************************* # Read all labels and get average confusion matrix and average report #************************************************************************* feature_name = ft + "_" + str(radius); #Where results will be saved avg_classification_dir = "/Users/isa/Experiments/bof_bmvc12/" + "/average/" + feature_name + "/percentile_" + str(percentile) avg_classification_dir = avg_classification_dir + "/classification_" + str(K); descriptor_dir = "/Users/isa/Experiments/bof_bmvc12/" + "/trial_" + str(0) + "/" + feature_name + "/percentile_" + str(percentile) classification_dir = descriptor_dir + "/classification_" + str(K) prfs_file = classification_dir +'/' + clf_name + "_prf1s.txt" fis = open(prfs_file, 'r'); prf1s = np.genfromtxt(fis) recall = prf1s[:,1]; support = prf1s[:,3]; fis.close(); for trial in trials: descriptor_dir = "/Users/isa/Experiments/bof_bmvc12/" + "/trial_" + str(trial) + "/" + feature_name + "/percentile_" + str(percentile) classification_dir = descriptor_dir + "/classification_" + str(K); prfs_file = classification_dir +'/' + clf_name + "_prf1s.txt" fis = open(prfs_file, 'r'); prf1s = np.genfromtxt(fis) recall = np.vstack((recall, prf1s[:,1])); support = np.vstack((support, prf1s[:,3])); fis.close(); #save the recall file print "Saving Recall to:" + avg_classification_dir recall_file = avg_classification_dir +'/' + clf_name + "_recall.txt" fos = open(recall_file, 'w'); np.savetxt(fos,recall); fos.close(); support_file = avg_classification_dir +'/' + clf_name + "_support.txt" fos = open(support_file, 'w'); np.savetxt(fos,support); fos.close();
bsd-2-clause
Lawrence-Liu/scikit-learn
examples/svm/plot_custom_kernel.py
171
1546
""" ====================== SVM with custom kernel ====================== Simple usage of Support Vector Machines to classify a sample. It will plot the decision surface and the support vectors. """ print(__doc__) import numpy as np import matplotlib.pyplot as plt from sklearn import svm, datasets # import some data to play with iris = datasets.load_iris() X = iris.data[:, :2] # we only take the first two features. We could # avoid this ugly slicing by using a two-dim dataset Y = iris.target def my_kernel(X, Y): """ We create a custom kernel: (2 0) k(X, Y) = X ( ) Y.T (0 1) """ M = np.array([[2, 0], [0, 1.0]]) return np.dot(np.dot(X, M), Y.T) h = .02 # step size in the mesh # we create an instance of SVM and fit out data. clf = svm.SVC(kernel=my_kernel) clf.fit(X, Y) # Plot the decision boundary. For that, we will assign a color to each # point in the mesh [x_min, m_max]x[y_min, y_max]. 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)) Z = clf.predict(np.c_[xx.ravel(), yy.ravel()]) # Put the result into a color plot Z = Z.reshape(xx.shape) plt.pcolormesh(xx, yy, Z, cmap=plt.cm.Paired) # Plot also the training points plt.scatter(X[:, 0], X[:, 1], c=Y, cmap=plt.cm.Paired) plt.title('3-Class classification using Support Vector Machine with custom' ' kernel') plt.axis('tight') plt.show()
bsd-3-clause
biorack/metatlas
metatlas/datastructures/object_helpers.py
1
24584
from __future__ import absolute_import from __future__ import print_function import logging import sys import os import getpass import six import uuid from collections import defaultdict import functools import dataset import pandas as pd import socket import os.path import yaml from six.moves import input try: from traitlets import ( HasTraits, CUnicode, List, CInt, Instance, Enum, CFloat, CBool) except ImportError: from IPython.utils.traitlets import ( HasTraits, CUnicode, List, CInt, Instance, Enum, CFloat, CBool) logger = logging.getLogger(__name__) # Whether we are running from NERSC ON_NERSC = 'METATLAS_LOCAL' not in os.environ logger.info('NERSC=%s', ON_NERSC) # Observable List from # http://stackoverflow.com/a/13259435 def callback_method(func): def notify(self, *args, **kwargs): if not hasattr(self, '_callbacks'): return func(self, *args, **kwargs) for _, callback in self._callbacks: callback() return func(self, *args, **kwargs) return notify class NotifyList(list): extend = callback_method(list.extend) append = callback_method(list.append) remove = callback_method(list.remove) pop = callback_method(list.pop) __delitem__ = callback_method(list.__delitem__) __setitem__ = callback_method(list.__setitem__) __iadd__ = callback_method(list.__iadd__) __imul__ = callback_method(list.__imul__) def __getitem__(self, item): if isinstance(item, slice): return self.__class__(list.__getitem__(self, item)) else: return list.__getitem__(self, item) def __init__(self, *args): list.__init__(self, *args) self._callbacks = [] self._callback_cntr = 0 def register_callback(self, cb): self._callbacks.append((self._callback_cntr, cb)) self._callback_cntr += 1 return self._callback_cntr - 1 def unregister_callback(self, cbid): for idx, (i, cb) in enumerate(self._callbacks): if i == cbid: self._callbacks.pop(idx) return cb else: return None def set_docstring(cls): """Set the docstring for a MetatlasObject object""" doc = cls.__doc__ if not doc: doc = cls.__name__ + ' object.' doc += '\n\nParameters\n----------\n' for (tname, trait) in sorted(cls.class_traits().items()): if tname.startswith('_'): continue descr = trait.__class__.__name__.lower() if descr.startswith('c'): descr = descr[1:] elif descr == 'enum': descr = '{' + ', '.join(trait.values) + '}' doc += '%s: %s\n' % (tname, descr) help_text = trait.help#get_metadata('help') if not help_text: help_text = '%s value.' % tname help_text = help_text.strip() if help_text.endswith('.'): help_text = help_text[:-1] if trait.metadata.get('readonly', False): help_text += ' (read only)' help_text += '.' doc += ' %s\n' % help_text cls.__doc__ = doc return cls def _get_subclasses(cls): return cls.__subclasses__() + [g for s in cls.__subclasses__() for g in _get_subclasses(s)] class Workspace(object): instance = None def __init__(self): # get metatlas directory since notebooks and scripts could be launched # from other locations # this directory contains the config files metatlas_dir = os.path.dirname(sys.modules[self.__class__.__module__].__file__) if ON_NERSC: with open(os.path.join(metatlas_dir, 'nersc_config', 'nersc.yml')) as fid: nersc_info = yaml.safe_load(fid) with open(nersc_info['db_passwd_file']) as fid: pw = fid.read().strip() self.path = 'mysql+pymysql://meta_atlas_admin:%[email protected]/%s' % (pw, nersc_info['db_name']) else: local_config_file = os.path.join(metatlas_dir, 'local_config', 'local.yml') if os.path.isfile(local_config_file): with open(local_config_file) as fid: local_info = yaml.load(fid) hostname = 'localhost' if 'db_hostname' not in local_info else local_info['db_hostname'] login = '' if 'db_username' in local_info: if 'db_password' in local_info: login = f"{local_info['db_username']}:{local_info['db_password']}@" else: login = f"{local_info['db_username']}@" self.path = f"mysql+pymysql://{login}{hostname}/{local_info['db_name']}" else: filename = f"{getpass.getuser()}_workspace.db" self.path = f"sqlite:///{filename}" if os.path.exists(filename): os.chmod(filename, 0o775) logging.debug('Using database at: %s', self.path) self.tablename_lut = dict() self.subclass_lut = dict() from .metatlas_objects import MetatlasObject for klass in _get_subclasses(MetatlasObject): name = klass.__name__.lower() self.subclass_lut[name] = klass if name.endswith('s'): self.subclass_lut[name + 'es'] = klass self.tablename_lut[klass] = name + 'es' else: self.subclass_lut[name + 's'] = klass self.tablename_lut[klass] = name + 's' # handle circular references self.seen = dict() Workspace.instance = self @classmethod def get_instance(cls): if Workspace.instance is None: return Workspace() return Workspace.instance def get_connection(self): """ Get a re-useable connection to the database. Each activity that queries the database needs to have this function preceeding it. """ try: if self.db.engine.name == 'mysql': self.db.query('show tables') else: self.db.query('SELECT name FROM sqlite_master WHERE type = "table"') except Exception: self.db = dataset.connect(self.path) def close_connection(self): self.db.close() self.db = None def convert_to_double(self, table, entry): """Convert a table column to double type.""" self.get_connection() self.db.begin() try: self.db.query('alter table `%s` modify `%s` double' % (table, entry)) self.db.commit() except Exception as e: self.db.rollback() print(e) logging.error('Transaction rollback within convert_to_double()') def save_objects(self, objects, _override=False): """Save objects to the database""" logging.debug('Entering Workspace.save_objects') if not isinstance(objects, (list, set)): objects = [objects] self._seen = dict() self._link_updates = defaultdict(list) self._updates = defaultdict(list) self._inserts = defaultdict(list) for obj in objects: self._get_save_data(obj, _override) logging.debug('Workspace._inserts=%s', self._inserts) self.get_connection() self.db.begin() try: for (table_name, updates) in self._link_updates.items(): if table_name not in self.db: continue for (uid, prev_uid) in updates: self.db.query('update `%s` set source_id = "%s" where source_id = "%s"' % (table_name, prev_uid, uid)) for (table_name, updates) in self._updates.items(): if '_' not in table_name and table_name not in self.db: self.db.create_table(table_name, primary_id='unique_id', primary_type=self.db.types.string(32)) if 'sqlite' not in self.path: self.fix_table(table_name) for (uid, prev_uid) in updates: self.db.query('update `%s` set unique_id = "%s" where unique_id = "%s"' % (table_name, prev_uid, uid)) for (table_name, inserts) in self._inserts.items(): if '_' not in table_name and table_name not in self.db: self.db.create_table(table_name, primary_id='unique_id', primary_type=self.db.types.string(32)) if 'sqlite' not in self.path: self.fix_table(table_name) self.db[table_name].insert_many(inserts) logging.debug('inserting %s', inserts) self.db.commit() except Exception: self.db.rollback() logging.error('Transaction rollback within save_objects()') def create_link_tables(self, klass): """ Create a link table in the database of the given trait klass """ name = self.table_name[klass] self.get_connection() self.db.begin() try: for (tname, trait) in klass.class_traits().items(): if isinstance(trait, MetList): table_name = '_'.join([name, tname]) if table_name not in self.db: self.db.create_table(table_name) link = dict(source_id=uuid.uuid4().hex, head_id=uuid.uuid4().hex, target_id=uuid.uuid4().hex, target_table=uuid.uuid4().hex) self.db[table_name].insert(link) self.db.commit() except Exception: self.db.rollback() logging.error('Transaction rollback within create_link_tables()') def _get_save_data(self, obj, override=False): """Get the data that will be used to save an object to the database""" if obj.unique_id in self._seen: return if isinstance(obj, Stub): return name = self.tablename_lut[obj.__class__] self._seen[obj.unique_id] = True changed, prev_uid = obj._update(override) state = dict() for (tname, trait) in obj.traits().items(): if tname.startswith('_'): continue if isinstance(trait, List): # handle a list of objects by using a Link table # create the link table if necessary table_name = '_'.join([name, tname]) if changed and prev_uid: self._link_updates[table_name].append((obj.unique_id, obj.prev_uid)) value = getattr(obj, tname) # do not store this entry in our own table if not value: continue # create an entry in the table for each item # store the item in its own table for subvalue in value: self._get_save_data(subvalue, override) link = dict(source_id=obj.unique_id, head_id=obj.head_id, target_id=subvalue.unique_id, target_table=subvalue.__class__.__name__.lower() + 's') if changed: self._inserts[table_name].append(link) elif isinstance(trait, MetInstance): value = getattr(obj, tname) # handle a sub-object # if it is not assigned, use and empty unique_id if value is None: state[tname] = '' # otherwise, store the uid and allow the object to store # itself else: state[tname] = value.unique_id self._get_save_data(value, override) elif changed: value = getattr(obj, tname) # store the raw value in this table state[tname] = value if prev_uid and changed: self._updates[name].append((obj.unique_id, obj.prev_uid)) else: state['prev_uid'] = '' if changed: self._inserts[name].append(state) def fix_table(self, table_name): """Fix a table by converting floating point values to doubles""" klass = self.subclass_lut.get(table_name, None) if not klass: return table_name = self.tablename_lut[klass] for (tname, trait) in klass.class_traits().items(): if isinstance(trait, MetFloat): self.convert_to_double(table_name, tname) def retrieve(self, object_type, **kwargs): """Retrieve an object from the database.""" object_type = object_type.lower() klass = self.subclass_lut.get(object_type, None) items = [] self.get_connection() self.db.begin() try: if object_type not in self.db: if not klass: raise ValueError('Unknown object type: %s' % object_type) object_type = self.tablename_lut[klass] if '_' not in object_type: if kwargs.get('username', '') in ['*', 'all']: kwargs.pop('username') else: kwargs.setdefault('username', getpass.getuser()) # Example query if group id is given # SELECT * # FROM tablename # WHERE (city = 'New York' AND name like 'IBM%') # Example query where unique id and group id are not given # (to avoid getting all versions of the same object) # http://stackoverflow.com/a/12102288 # SELECT * # from (SELECT * from `groups` # WHERE (name='spam') ORDER BY last_modified) # x GROUP BY head_id query = 'select * from `%s` where (' % object_type clauses = [] for (key, value) in kwargs.items(): if type(value) is list and len(value)>0: clauses.append('%s in ("%s")' % (key, '", "'.join(value))) elif not isinstance(value, six.string_types): clauses.append("%s = %s" % (key, value)) elif '%%' in value: clauses.append('%s = "%s"' % (key, value.replace('%%', '%'))) elif '%' in value: clauses.append('%s like "%s"' % (key, value.replace('*', '%'))) else: clauses.append('%s = "%s"' % (key, value)) query += ' and '.join(clauses) + ')' if not clauses: query = query.replace(' where ()', '') try: items = list(self.db.query(query)) except Exception as e: if 'Unknown column' in str(e): keys = [k for k in klass.class_traits().keys() if not k.startswith('_')] raise ValueError('Invalid column name, valid columns: %s' % keys) else: raise(e) items = [klass(**i) for i in items] uids = [i.unique_id for i in items] if not items: return [] # get stubs for each of the list items for (tname, trait) in items[0].traits().items(): if isinstance(trait, List): table_name = '_'.join([object_type, tname]) if table_name not in self.db: for i in items: setattr(i, tname, []) continue querystr = 'select * from `%s` where source_id in ("' % table_name querystr += '" , "'.join(uids) result = self.db.query(querystr + '")') sublist = defaultdict(list) for r in result: stub = Stub(unique_id=r['target_id'], object_type=r['target_table']) sublist[r['source_id']].append(stub) for i in items: setattr(i, tname, sublist[i.unique_id]) elif isinstance(trait, MetInstance): pass for i in items: if not i.prev_uid: i.prev_uid = 'origin' i._changed = False items.sort(key=lambda x: x.last_modified) self.db.commit() except Exception: self.db.rollback() logging.error('Transaction rollback within retrieve()') return items def remove(self, object_type, **kwargs): """Remove an object from the database""" override = kwargs.pop('_override', False) if not override: msg = 'Are you sure you want to delete the entries? (Y/N)' ans = eval(input(msg)) if not ans[0].lower().startswith('y'): print('Aborting') return object_type = object_type.lower() klass = self.subclass_lut.get(object_type, None) if not klass: raise ValueError('Unknown object type: %s' % object_type) object_type = self.tablename_lut[klass] kwargs.setdefault('username', getpass.getuser()) # Example query: # DELETE * # FROM tablename # WHERE (city = 'New York' AND name like 'IBM%') query = 'delete from `%s` where (' % object_type clauses = [] for (key, value) in kwargs.items(): if not isinstance(value, six.string_types): clauses.append("%s = %s" % (key, value)) continue if '%%' in value: clauses.append('%s = "%s"' % (key, value.replace('%%', '%'))) elif '%' in value: clauses.append('%s like "%s"' % (key, value.replace('*', '%'))) else: clauses.append('%s = "%s"' % (key, value)) query += ' and '.join(clauses) query += ')' if not clauses: query = query.replace(' where ()', '') self.get_connection() self.db.begin() try: # check for lists items that need removal if any([isinstance(i, MetList) for i in klass.class_traits().values()]): uid_query = query.replace('delete ', 'select unique_id ') uids = [i['unique_id'] for i in self.db.query(uid_query)] sub_query = 'delete from `%s` where source_id in ("%s")' for (tname, trait) in klass.class_traits().items(): table_name = '%s_%s' % (object_type, tname) if not uids or table_name not in self.db: continue if isinstance(trait, MetList): table_query = sub_query % (table_name, '", "'.join(uids)) try: self.db.query(table_query) except Exception as e: print(e) try: self.db.query(query) except Exception as e: if 'Unknown column' in str(e): keys = [k for k in klass.class_traits().keys() if not k.startswith('_')] raise ValueError('Invalid column name, valid columns: %s' % keys) else: raise e print('Removed') self.db.commit() except Exception: self.db.rollback() logging.error('Transaction rollback within retrieve()') def remove_objects(self, objects, all_versions=True, **kwargs): """Remove a list of objects from the database.""" if not isinstance(objects, (list, set)): objects = [objects] if not objects: print('No objects selected') return override = kwargs.pop('_override', False) if not override: msg = ('Are you sure you want to delete the %s object(s)? (Y/N)' % len(objects)) ans = eval(input(msg)) if not ans[0].lower().startswith('y'): print('Aborting') return ids = defaultdict(list) username = getpass.getuser() attr = 'head_id' if all_versions else 'unique_id' self.get_connection() self.db.begin() try: for obj in objects: if not override and obj.username != username: continue name = self.tablename_lut[obj.__class__] ids[name].append(getattr(obj, attr)) # remove list items as well for (tname, trait) in obj.traits().items(): if isinstance(trait, MetList): subname = '%s_%s' % (name, tname) ids[subname].append(getattr(obj, attr)) for (table_name, uids) in ids.items(): if table_name not in self.db: continue query = 'delete from `%s` where %s in ("' query = query % (table_name, attr) query += '" , "'.join(uids) query += '")' self.db.query(query) print(('Removed %s object(s)' % len(objects))) self.db.commit() except Exception: self.db.rollback() logging.error('Transaction rollback within remove_objects()') def format_timestamp(tstamp): """Get a formatted representation of a timestamp.""" try: ts = pd.Timestamp.fromtimestamp(int(tstamp)) return ts.isoformat() except Exception: return str(tstamp) class MetList(List): allow_none = True def validate(self, obj, value): # value = super(MetList, self).validate(obj, value) value = super().validate(obj, value) value = NotifyList(value) #value.register_callback(lambda: setattr(obj, '_changed', True)) callback = functools.partial(setattr, obj, '_changed', True) value.register_callback(callback) return value class MetUnicode(CUnicode): allow_none = True class MetFloat(CFloat): allow_none = True class MetInt(CInt): allow_none = True class MetBool(CBool): allow_none = True class Stub(HasTraits): unique_id = MetUnicode() object_type = MetUnicode() def retrieve(self): return Workspace.instance.retrieve(self.object_type, username='*', unique_id=self.unique_id)[0] def __repr__(self): return '%s %s' % (self.object_type.capitalize(), self.unique_id) def __str__(self): return str(self.unique_id) class MetInstance(Instance): allow_none = True def validate(self, obj, value): if isinstance(value, (self.klass, Stub)): return value elif isinstance(value, six.string_types): if value: return Stub(unique_id=value, object_type=self.klass.__name__) else: return None else: self.error(obj, value) class MetEnum(Enum): allow_none = True def get_from_nersc(user, relative_path): """Load a remote data file from NERSC to an H5 file Parameters ---------- user : str NERSC user account relative_path : str Path to file from "/project/projectdirs/metatlas/original_data/<user>/" """ import pexpect from IPython.display import clear_output cmd = 'scp -o StrictHostKeyChecking=no ' path = "/project/projectdirs/metatlas/original_data/%s/%s" path = path % (user, relative_path) cmd += '%[email protected]:%s . && echo "Download Complete"' cmd = cmd % (user, path) print(cmd) proc = pexpect.spawn(cmd) proc.expect("assword:*") passwd = eval(input()) clear_output() proc.send(passwd) proc.send('\r') proc.expect('Download Complete') proc.close() return os.path.abspath(os.path.basename(relative_path))
bsd-3-clause
bbfamily/abu
abupy/TLineBu/ABuTLine.py
1
32261
# -*- encoding:utf-8 -*- """ 技术线对象,对外执行,输出模块 """ from __future__ import absolute_import from __future__ import division from __future__ import print_function import itertools import logging import math from collections import Iterable from enum import Enum import numpy as np import pandas as pd from matplotlib import pyplot as plt from scipy.interpolate import interp1d from ..TLineBu.ABuTLExecute import shift_distance, bfgs_min_pos, support_resistance_pos, \ select_k_support_resistance, plot_support_resistance_trend, support_resistance_predict, regress_trend_channel, \ below_above_gen, find_percent_point, find_golden_point_ex, find_golden_point, skeleton_how from ..CoreBu import ABuEnv from ..CoreBu.ABuBase import FreezeAttrMixin from ..UtilBu import ABuRegUtil from ..UtilBu import ABuStatsUtil from ..UtilBu.ABuDTUtil import arr_to_numpy from ..UtilBu.ABuLazyUtil import LazyFunc from ..UtilBu.ABuDTUtil import plt_show __author__ = '阿布' __weixin__ = 'abu_quant' """模块打印根据环境选择logging.info或者print函数""" log_func = logging.info if ABuEnv.g_is_ipython else print """预备颜色序列集,超出序列数量应使用itertools.cycle循环绘制""" K_PLT_MAP_STYLE = [ 'r', 'g', 'c', 'k', 'm', 'r', 'y'] class ESkeletonHow(Enum): """计算骨架走势使用的how""" """使用最小值取骨架点位""" skeleton_min = 0 """使用最大值取骨架点位""" skeleton_max = 1 """使用平均值取骨架点位""" skeleton_mean = 2 """使用中位数取骨架点位""" skeleton_median = 3 """使用时间序列最后的元素取骨架点位""" skeleton_close = 4 """ 使用三角模式,即最高,最低,第三点: 确定取最大值,最小值,第三个点位how_func提供, 如果np.argmax(arr) > np.argmin(arr)即最大值位置在最小值前面, 第三点取序列起点,否则取序列终点 """ skeleton_triangle = 100 class EShiftDistanceHow(Enum): """计算位移路程比的how""" """ 使用时间序列最后的元素做为路程的计算基础: 对应序列的最后一个点位值,标准路程点位值定义 """ shift_distance_close = 0 """ 使用极限值做为路程的计算基础: 如果p_arr[0] > p_arr[-1],使用np.min(p_arr),否则np.max(p_arr),即上升趋势取max,下跌趋势取min """ shift_distance_maxmin = 1 """ 使用序列的sum和极限值为路程的计算基础: 如果abs(p_arr.max() - p_arr[-1]) > abs(p_arr[-1] - p_arr.min()) 取np.min(p_arr)否则np.max(p_arr) """ shift_distance_sum_maxmin = 2 """step_x_to_step函数中序列步长的常数单元值""" g_step_unit = 10 class AbuTLine(FreezeAttrMixin): """技术线封装执行对外操作的对象类""" def __init__(self, line, line_name, **kwargs): """ :param line: 技术线可迭代序列,内部会通过arr_to_numpy统一转换numpy :param line_name: 技术线名称,str对象 :param kwargs mean: 外部可选择通过kwargs设置mean,如不设置line.mean() :param kwargs std: 外部可选择通过kwargs设置std,如不设置line.std() :param kwargs high: 外部可选择通过kwargs设置high,如不设置self.mean + self.std :param kwargs low: 外部可选择通过kwargs设置low,如不设置self.mean - self.std :param kwargs close: 外部可选择通过kwargs设置close,如不设置line[-1] """ # 把序列的nan进行填充,实际上应该是外面根据数据逻辑把nan进行填充好了再传递进来,这里只能都使用bfill填了 line = pd.Series(line).fillna(method='bfill') self.tl = arr_to_numpy(line) self.mean = kwargs.pop('mean', self.tl.mean()) self.std = kwargs.pop('std', self.tl.std()) self.high = kwargs.pop('high', self.mean + self.std) self.low = kwargs.pop('low', self.mean - self.std) self.close = kwargs.pop('close', self.tl[-1]) self.x = np.arange(0, self.tl.shape[0]) self.line_name = line_name for k, v in kwargs: # 需要设置什么都通过kwargs设置进来,不然_freeze后无法设置 setattr(self, k, v) # 需要进行定稿,初始化好就不能动 self._freeze() @classmethod def show_kl_pd(cls, kl_pd, key='close', show=True, **kwargs): """ 类方法,针对金融时间序列中的数据列进行技术线分析,可视化最优拟合次数, 路程位移比,拟合通道曲线,骨架通道,阻力位和支撑位等技术线分析,返回 AbuTLine对象 :param kl_pd: 金融时间序列,pd.DataFrame对象 :param key: kl_pd中做为技术线的列名称,str对象 :param show: 是否可视化,可视化最优拟合次数,路程位移比,拟合通道曲线,骨架通道,阻力位和支撑位等 :param kwargs: 可视化函数涉及的其它参数 eg:step_x, only_last等 :return: 返回AbuTLine对象 """ line = cls(kl_pd[key], key) if show: # 可以通过kwargs设置show的参数,先pop出来 zoom = kwargs.pop('zoom', False) step_x = kwargs.pop('step_x', 1.0) how = kwargs.pop('how', EShiftDistanceHow.shift_distance_close) only_last = kwargs.pop('only_last', False) line.show() # 可视化技术线最优拟合次数 line.show_best_poly(zoom=zoom) # 可视化技术线'路程位移比' line.show_shift_distance(step_x=step_x, how=how) # 可视化技术线拟合曲线及上下拟合通道曲线 line.show_regress_trend_channel(step_x=step_x) # 可视化可视化技术线骨架通道 line.show_skeleton_channel(step_x=step_x) # 可视化技术线比例分割的区域 line.show_percents() # 可视化技术线黄金分割 line.show_golden() # 对技术线阻力位和支撑位进行绘制, 以及所有中间过程 line.show_support_resistance_trend(only_last=only_last) return line @LazyFunc def score(self): """ 被LazyFunc装饰: score代表当前技术线值在当前的位置, (self.close - self.low) / (self.high - self.low) eg: self.high = 100, self.low=0,self.close=80 -> (self.close - self.low) / (self.high - self.low) = 0.8 即代表当前位置在整体的0.8位置上 :return: 技术线当前score, 返回值在0-1之间 """ if self.high == self.low: score = 0.8 if self.close > self.low else 0.2 else: score = (self.close - self.low) / (self.high - self.low) return score @LazyFunc def y_zoom(self): """ 被LazyFunc装饰: 获取对象技术线tl被self.x缩放后的序列y_zoom :return: 放后的序列y_zoom """ zoom_factor = self.x.max() / self.tl.max() y_zoom = zoom_factor * self.tl return y_zoom def step_x_to_step(self, step_x): """ 针对技术线的时间范围步长选择函数,在show_shift_distance,show_regress_trend_channel, show_skeleton_channel等涉及时间步长的函数中用来控制步长范围 :param step_x: 时间步长控制参数,float :return: 最终输出被控制在2-len(self.tl), int """ if step_x <= 0: # 不正常step_x规范到正常范围中 log_func('input step_x={} is error, change to step_x=1'.format(step_x)) step_x = 1 # 如果需要调整更细的粒度,调整g_step_unit的值 step = int(math.floor(len(self.tl) / g_step_unit / step_x)) # 输出被控制在2-len(self.tl) step = len(self.tl) if step > len(self.tl) else step step = 2 if step < 2 else step return step def show(self): """可视化技术线最基本的信息,high,mean,low""" plt.subplots(figsize=ABuEnv.g_plt_figsize) # tl装载技术线本体 plt.plot(self.tl) plt.axhline(self.high, color='c') plt.axhline(self.mean, color='r') plt.axhline(self.low, color='g') _ = plt.setp(plt.gca().get_xticklabels(), rotation=30) plt.legend(['TLine', 'high', 'mean', 'low'], bbox_to_anchor=(1.05, 1), loc=2, borderaxespad=0.) plt.title(self.line_name) plt.show() def is_up_trend(self, up_deg_threshold=5, show=True): """ 判断走势是否符合上升走势: 1. 判断走势是否可以使用一次拟合进行描述 2. 如果可以使用1次拟合进行描述,计算一次拟合趋势角度 3. 如果1次拟合趋势角度 >= up_deg_threshold判定上升 :param up_deg_threshold: 判定一次拟合趋势角度为上升趋势的阀值角度,默认5 :param show: 是否显示判定过程视图 :return: 是否上升趋势 """ valid = ABuRegUtil.valid_poly(self.tl, poly=1, show=show) if valid: deg = ABuRegUtil.calc_regress_deg(self.tl, show=show) if deg >= up_deg_threshold: return True return False def is_down_trend(self, down_deg_threshold=-5, show=True): """ 判断走势是否符合下降走势: 1. 判断走势是否可以使用一次拟合进行描述 2. 如果可以使用1次拟合进行描述,计算一次拟合趋势角度 3. 如果1次拟合趋势角度 <= down_deg_threshold判定下降 :param down_deg_threshold: 判定一次拟合趋势角度为下降趋势的阀值角度,默认-5 :param show: 是否显示判定过程视图 :return: 是否下降趋势 """ valid = ABuRegUtil.valid_poly(self.tl, poly=1, show=show) # logging.debug('is_down_trend valid:{}'.format(valid)) if valid: deg = ABuRegUtil.calc_regress_deg(self.tl, show=show) if deg <= down_deg_threshold: return True return False def show_best_poly(self, zoom=False, show=show): """ 可视化技术线最优拟合次数,寻找poly(1-100)次多项式拟合回归的趋势曲线可以比较完美的代表原始曲线y的走势, 具体详情ABuRegUtil.search_best_poly :param zoom: 透传search_best_poly是否缩放x,y :param show: 是否进行可视化 """ best = ABuRegUtil.search_best_poly(self.tl, zoom=zoom, show=show) if show: log_func('best poly = {}, zoom={}'.format(best, zoom)) return best def show_least_valid_poly(self, zoom=False, show=True): """ 可视化技术线,检测至少poly次拟合曲线可以代表原始曲线y的走势, 具体详情ABuRegUtil.least_valid_poly :param zoom: 透传least_valid_poly是否缩放x,y :param show: 是否进行可视化 """ least = ABuRegUtil.least_valid_poly(self.tl, zoom=zoom, show=show) if show: log_func('least poly = {}, zoom={}'.format(least, zoom)) return least def show_shift_distance(self, how=EShiftDistanceHow.shift_distance_close, step_x=1.0, show=True, show_log=True): """ 可视化技术线'路程位移比',注意默认使用shift_distance_close对应标准路程点位值定义方法,其它方法对应的 路程终点点位值使用的计算方法并非得到最准确的'路程位移比',实现详ABuTLExecute.shift_distance :param how: EShiftDistanceHow对象或者callable即外部可自行设置方法,即计算算路程终点点位值使用的计算方法可自定义 :param step_x: 时间步长控制参数,默认1.0,float :param show: 是否进行可视化 :param show_log: 是否输出位移路程比各个段比值,默认True :return 对每一个金融序列切片进行shift_distance的返回结果序列,即每一个序列中的元素为: h_distance(三角底边距离), v_distance(三角垂直距离), distance(斜边,路程), shift(位移), sd(位移路程比:shift / distance) 所组成的tuple对象 """ # 这里使用了缩放后的y,因为确保路程位移比具有更好的适应性 y = self.y_zoom step = self.step_x_to_step(step_x) if show: plt.figure(figsize=ABuEnv.g_plt_figsize) plt.plot(y) shift_distance_list = [] for slice_end, color in zip(np.arange(step, len(y), step), itertools.cycle(K_PLT_MAP_STYLE)): slice_start = slice_end - step shift_distance_list.append( shift_distance(y, how, slice_start=slice_start, slice_end=slice_end, color=color, show=show, show_log=show_log, ps=False)) if show: plt.show() return shift_distance_list def show_regress_trend_channel(self, step_x=1.0): """ 可视化技术线拟合曲线及上下拟合通道曲线,返回三条拟合曲线,组成拟合通道 :param step_x: 时间步长控制参数,默认1.0,float """ y = self.tl step = self.step_x_to_step(step_x) with plt_show(): plt.plot(y) for slice_end, color in zip(np.arange(step, len(y), step), itertools.cycle(K_PLT_MAP_STYLE)): slice_start = slice_end - step slice_arr = y[slice_start:slice_end] # 通过regress_trend_channel获取切片段的上中下三段拟合曲线值 y_below, y_fit, y_above = regress_trend_channel(slice_arr) x = self.x[slice_start:slice_end] plt.plot(x, y_below, 'g') plt.plot(x, y_fit, 'y') plt.plot(x, y_above, 'r') def show_skeleton_channel(self, with_mean=True, step_x=1.0): """ 套接show_skeleton,可视化可视化技术线骨架通道,通道由: ESkeletonHow.skeleton_min:下通道, ESkeletonHow.skeleton_max:上通道, ESkeletonHow.skeleton_mean 中轨通道,组成 :param with_mean: 是否绘制ESkeletonHow.skeleton_mean 中轨通道,默认True :param step_x: 时间步长控制参数,默认1.0,float """ plt.figure(figsize=ABuEnv.g_plt_figsize) self.show_skeleton(how=ESkeletonHow.skeleton_min, step_x=step_x, ps=False) self.show_skeleton(how=ESkeletonHow.skeleton_max, step_x=step_x, ps=False) if with_mean: self.show_skeleton(how=ESkeletonHow.skeleton_mean, step_x=step_x, ps=False) # 前面的绘制ps都是False, 这里统一show plt.plot(self.tl) def show_skeleton(self, how=ESkeletonHow.skeleton_min, step_x=1.0, ps=True): """ 可视化技术线骨架结构 :param how: 计算数据序列骨架点位的方法,ESkeletonHow对象或者callable即外部可自行设置方法, 即计算数据序列骨架点位的方法可自定义 :param step_x: 时间步长控制参数,默认1.0,float :param ps: 是否立即执行plt.show() """ step = self.step_x_to_step(step_x) # 每个单位都先画一个点,由两个点连成一条直线形成股价骨架图 last_pos = None # 根据how映射计算数据序列骨架点位的方法 how_func = skeleton_how(how) if ps: plt.figure(figsize=ABuEnv.g_plt_figsize) for slice_end, color in zip(np.arange(step, len(self.tl), step), itertools.cycle(K_PLT_MAP_STYLE)): slice_start = slice_end - step slice_arr = self.tl[slice_start:slice_end] if how == ESkeletonHow.skeleton_triangle: """ 三角模式骨架点位:确定取最大值,最小值,第三个点位how_func提供 如果np.argmax(arr) > np.argmin(arr)即最大值位置在最小值前面,第三点取序列起点,否则取序列终点 """ max_pos = (np.argmax(slice_arr) + slice_start, np.max(slice_arr)) min_pos = (np.argmin(slice_arr) + slice_start, np.min(slice_arr)) draw_pos = how_func(slice_arr, slice_start) plt.plot([draw_pos[0], min_pos[0]], [draw_pos[1], min_pos[1]], c=color) plt.plot([draw_pos[0], max_pos[0]], [draw_pos[1], max_pos[1]], c=color) plt.plot([min_pos[0], max_pos[0]], [min_pos[1], max_pos[1]], c=color) else: # 其它骨架数据计算方法 draw_pos = (slice_start, how_func(slice_arr)) if last_pos is not None: # 将两两临近局部最小值相连,两个点连成一条直线 plt.plot([last_pos[0], draw_pos[0]], [last_pos[1], draw_pos[1]], 'o-') # 将这个步长单位内的最小值点赋予last_pos last_pos = draw_pos if ps: plt.plot(self.tl) def show_skeleton_bfgs(self, step_x=1.0): """ 可视化技术线骨架结构与show_skeleton不同,由bfgs确定骨架点位值,即通过 scipy.interpolate.interp1d插值形成模型通过sco.fmin_bfgs计算骨架点位值 :param step_x: 时间步长控制参数,默认1.0,float """ step = self.step_x_to_step(step_x) # scipy.interpolate.interp1d插值形成模型 linear_interp = interp1d(self.x, self.tl) # 每个单位都先画一个点,由两个点连成一条直线形成股价骨架图 last_pos = None with plt_show(): # 每步长step单位求一次局部最小 for find_min_pos in np.arange(step, len(self.tl), step): # sco.fmin_bfgs计算骨架点位值 local_min_pos = int(bfgs_min_pos(find_min_pos, linear_interp, len(self.tl))) if local_min_pos == -1: # 其实主要就是利用这里找不到的情况进行过滤 continue # 形成最小点位置信息(x, y) draw_pos = (local_min_pos, self.tl[local_min_pos]) # 第一个step单位last_pos=none, 之后都有值 if last_pos is not None: # 将两两临近局部最小值相连,两个点连成一条直线 plt.plot([last_pos[0], draw_pos[0]], [last_pos[1], draw_pos[1]], 'o-') # 将这个步长单位内的最小值点赋予last_pos last_pos = draw_pos def show_support_resistance_pos(self, best_poly=0, show=True): """ 可视化分析技术线阻力位和支撑位,通过sco.fmin_bfgs寻找阻力位支撑位,阻力位点也是通过sco.fmin_bfgs寻找, 但是要求传递进来的序列已经是标准化后取反的序列 eg: demean_y = ABuStatsUtil.demean(self.tl): 首先通过demean将序列去均值 resistance_y = demean_y * -1 :阻力位序列要取反 support_y = demean_y :支持位序列不需要取反 :param best_poly: 函数使用者可设置best_poly, 设置后就不使用ABuRegUtil.search_best_poly寻找了, 详细阅ABuTLExecute.support_resistance_pos :param show: 是否可视化 :return: (技术线支撑位: support_pos, 技术线阻力位: resistance_pos) """ # 首先通过demean将序列去均值 demean_y = ABuStatsUtil.demean(self.tl) # 阻力位序列要取反 resistance_y = demean_y * -1 # 支持位序列不需要取反 support_y = demean_y # 分析技术线支撑位 support_pos = support_resistance_pos(self.x, support_y, best_poly=best_poly, label='support pos') # 分析技术线阻力位 resistance_pos = support_resistance_pos(self.x, resistance_y, best_poly=best_poly, label='resistance pos') if show: plt.plot(self.x, self.tl, '--', support_pos, self.tl[support_pos], 'o', resistance_pos, self.tl[resistance_pos], 'p') plt.show() # 返回 (技术线支撑位: support_pos, 技术线阻力位: resistance_pos) return support_pos, resistance_pos def show_support_resistance_select_k(self, best_poly=0, show=True): """ 可视化分析技术线阻力位和支撑位序列从1-序列个数开始聚类,多个聚类器的方差值进行比较, 通过方差阀值等方法找到最佳聚类个数,最终得到kmean最佳分类器对象 :param best_poly: 传递show_support_resistance_pos, 函数使用者可设置best_poly, 设置后就不使用ABuRegUtil.search_best_poly寻找了 :param show: 是否可视化显示 :return: upport_est, resistance_est, support_pos, resistance_pos """ # 可视化分析技术线阻力位或者支撑位 support_pos, resistance_pos = self.show_support_resistance_pos(best_poly, show=show) support_pos = np.array([support_pos, [self.tl[support] for support in support_pos]]).T resistance_pos = np.array([resistance_pos, [self.tl[resistance] for resistance in resistance_pos]]).T support_est = None if len(support_pos) > 1: # 多个聚类器的方差值进行比较,通过方差阀值等方法找到最佳聚类个数,最终得到kmean最佳分类器对象 # 注意这里的show直接False了 support_est = select_k_support_resistance(support_pos, label='support k choice', show=False) resistance_est = None if len(resistance_pos) > 1: # 注意这里的show直接False了 resistance_est = select_k_support_resistance(resistance_pos, label='resistance k choice', show=False) return support_est, resistance_est, support_pos, resistance_pos def show_support_resistance_trend(self, best_poly=0, only_last=False, plot_org=False, show=True, show_step=False): """ 套接:show_support_resistance_select_k->support_resistance_predict ->ABuTLExecute.plot_support_resistance_trend 最终对技术线阻力位和支撑位进行绘制,注意show参数控制的是中间流程中的可视化,不包括 最终阻力位和支撑的可视化 :param best_poly: 传递show_support_resistance_pos, 函数使用者可设置best_poly, 设置后就不使用ABuRegUtil.search_best_poly寻找了 :param only_last: 透传ABuTLExecute.plot_support_resistance_trend,控制只绘制时间序列中最后一个发现的阻力或支撑 :param plot_org: 透传ABuTLExecute.plot_support_resistance_trend,控制是否绘制线段还是直线,控制是否绘制线段还是直线, plot_org=True时绘制线段,否则通过LinearRegression进行 :param show_step: show_step参数控制的是中间流程中的可视化, 不包括最终阻力位或者支撑的可视化 :param show: show: show参数控制的是最终阻力位或者支撑的可视化 """ support_est, resistance_est, support_pos, resistance_pos = self.show_support_resistance_select_k(best_poly, show=show_step) if show: plt.figure(figsize=ABuEnv.g_plt_figsize) y_trend_dict = {} if support_est is not None: # FIXME 针对极端没有找到足够绘制支撑阻力位的情况做处理 support_trend = support_resistance_predict(self.x, self.tl, support_est, support_pos, is_support=True, show=show_step) y_support_trend = plot_support_resistance_trend(self.x, self.tl, support_trend, 'support trend line', only_last=only_last, plot_org=plot_org, show=show) if y_support_trend is not None: y_trend_dict['support'] = y_support_trend else: log_func('can\'t plot support !') if resistance_est is not None: resistance_trend = support_resistance_predict(self.x, self.tl, resistance_est, resistance_pos, is_support=False, show=show_step) y_resistance_trend = plot_support_resistance_trend(self.x, self.tl, resistance_trend, 'resistance trend line', only_last=only_last, plot_org=plot_org, show=show) if y_resistance_trend is not None: y_trend_dict['resistance'] = y_resistance_trend else: log_func('can\'t plot resistance !') if show: plt.legend(loc=2) plt.show() return y_trend_dict def show_support_trend(self, best_poly=0, only_last=False, plot_org=False, show=True, show_step=False): """ 最终对技术线只对阻力位进行绘制 套接:show_support_resistance_select_k->support_resistance_predict ->ABuTLExecute.plot_support_resistance_trend :param best_poly: 传递show_support_resistance_pos, 函数使用者可设置best_poly, 设置后就不使用ABuRegUtil.search_best_poly寻找了 :param only_last: 透传ABuTLExecute.plot_support_resistance_trend,控制只绘制时间序列中最后一个发现的阻力或支撑 :param plot_org: 透传ABuTLExecute.plot_support_resistance_trend,控制是否绘制线段还是直线,控制是否绘制线段还是直线, plot_org=True时绘制线段,否则通过LinearRegression进行 :param show_step: show_step参数控制的是中间流程中的可视化, 不包括最终阻力位或者支撑的可视化 :param show: show: show参数控制的是最终阻力位或者支撑的可视化 """ if show: plt.figure(figsize=ABuEnv.g_plt_figsize) support_est, _, support_pos, _ = self.show_support_resistance_select_k(best_poly, show=show_step) y_trend_dict = {} if support_est is not None: support_trend = support_resistance_predict(self.x, self.tl, support_est, support_pos, is_support=True, show=show_step) y_support_trend = plot_support_resistance_trend(self.x, self.tl, support_trend, 'support trend line', only_last=only_last, plot_org=plot_org, show=show) if y_support_trend is not None: y_trend_dict['support'] = y_support_trend if show: plt.legend(loc=2) plt.show() return y_trend_dict def show_resistance_trend(self, best_poly=0, only_last=False, plot_org=False, show=True, show_step=False): """ 最终对技术线只对支撑位进行绘制 套接:show_support_resistance_select_k->support_resistance_predict ->ABuTLExecute.plot_support_resistance_trend :param best_poly: 传递show_support_resistance_pos, 函数使用者可设置best_poly, 设置后就不使用ABuRegUtil.search_best_poly寻找了 :param only_last: 透传ABuTLExecute.plot_support_resistance_trend,控制只绘制时间序列中最后一个发现的阻力或支撑 :param plot_org: 透传ABuTLExecute.plot_support_resistance_trend,控制是否绘制线段还是直线,控制是否绘制线段还是直线, plot_org=True时绘制线段,否则通过LinearRegression进行 :param show_step: show_step参数控制的是中间流程中的可视化, 不包括最终阻力位或者支撑的可视化 :param show: show: show参数控制的是最终阻力位或者支撑的可视化 """ _, resistance_est, _, resistance_pos = self.show_support_resistance_select_k(best_poly, show=show_step) if show: plt.figure(figsize=ABuEnv.g_plt_figsize) y_trend_dict = {} if resistance_est is not None: resistance_trend = support_resistance_predict(self.x, self.tl, resistance_est, resistance_pos, is_support=False, show=show_step) y_resistance_trend = plot_support_resistance_trend(self.x, self.tl, resistance_trend, 'resistance trend line', only_last=only_last, plot_org=plot_org, show=show) if y_resistance_trend is not None: y_trend_dict['resistance'] = y_resistance_trend if show: plt.legend(loc=2) plt.show() return y_trend_dict def show_percents(self, percents=(0.1, 0.9)): """ 可视化技术线比例分割的区域 :param percents: float值或者可迭代序列,默认使用(0.1, 0.9) :return: """ if not isinstance(percents, Iterable): # 如果不是可迭代序列,添加到list中,便于统一处理 percents = [percents] pts_dict = find_percent_point(percents, self.tl) with plt_show(): plt.plot(self.tl) """ eg: pts_dict 形如: {0.1: (15.732749999999999, 15.5075), 0.9: (31.995000000000005, 34.387500000000003)} 即返回的是一个比例地带,绘制地带的上下边界 """ for pt, color in zip(pts_dict, itertools.cycle(K_PLT_MAP_STYLE)): stats_key = 'stats:{}'.format(pt) sight_key = 'sight:{}'.format(pt) p_dict = {stats_key: pts_dict[pt][0], sight_key: pts_dict[pt][1]} plt.axhline(p_dict[stats_key], c=color, label=stats_key) plt.axhline(p_dict[sight_key], c='y', label=sight_key) below, above = below_above_gen(*pts_dict[pt]) plt.fill_between(self.x, below, above, alpha=0.5, color=color) plt.legend(loc='best') def show_golden(self, both_golden=True): """ 可视化技术线黄金分割 :param both_golden: 代表同时可视化两种分割线的计算在一个画布上 :return: """ if both_golden: # 同时可视化两种分割线的计算在一个画布上直接套接show_percents self.show_percents(percents=(0.382, 0.618)) else: # 分别可视化 find_golden_point_ex(self.x, self.tl, show=True) find_golden_point(self.x, self.tl, show=True) def __str__(self): """打印对象显示:line_name: close, below, above, mean""" return "{}: now:{} below:{} above:{}".format(self.line_name, self.close, self.low, self.high, self.mean) __repr__ = __str__
gpl-3.0
yavalvas/yav_com
build/matplotlib/examples/pylab_examples/table_demo.py
6
1719
""" Demo of table function to display a table within a plot. """ import numpy as np import matplotlib.pyplot as plt data = [[ 66386, 174296, 75131, 577908, 32015], [ 58230, 381139, 78045, 99308, 160454], [ 89135, 80552, 152558, 497981, 603535], [ 78415, 81858, 150656, 193263, 69638], [ 139361, 331509, 343164, 781380, 52269]] columns = ('Freeze', 'Wind', 'Flood', 'Quake', 'Hail') rows = ['%d year' % x for x in (100, 50, 20, 10, 5)] values = np.arange(0, 2500, 500) value_increment = 1000 # Get some pastel shades for the colors colors = plt.cm.BuPu(np.linspace(0, 0.5, len(columns))) n_rows = len(data) index = np.arange(len(columns)) + 0.3 bar_width = 0.4 # Initialize the vertical-offset for the stacked bar chart. y_offset = np.array([0.0] * len(columns)) # Plot bars and create text labels for the table cell_text = [] for row in range(n_rows): plt.bar(index, data[row], bar_width, bottom=y_offset, color=colors[row]) y_offset = y_offset + data[row] cell_text.append(['%1.1f' % (x/1000.0) for x in y_offset]) # Reverse colors and text labels to display the last value at the top. colors = colors[::-1] cell_text.reverse() # Add a table at the bottom of the axes the_table = plt.table(cellText=cell_text, rowLabels=rows, rowColours=colors, colLabels=columns, loc='bottom') # Adjust layout to make room for the table: plt.subplots_adjust(left=0.2, bottom=0.2) plt.ylabel("Loss in ${0}'s".format(value_increment)) plt.yticks(values * value_increment, ['%d' % val for val in values]) plt.xticks([]) plt.title('Loss by Disaster') plt.show()
mit
abhishekgahlot/scikit-learn
benchmarks/bench_sample_without_replacement.py
397
8008
""" Benchmarks for sampling without replacement of integer. """ from __future__ import division from __future__ import print_function import gc import sys import optparse from datetime import datetime import operator import matplotlib.pyplot as plt import numpy as np import random from sklearn.externals.six.moves import xrange from sklearn.utils.random import sample_without_replacement 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_sample(sampling, n_population, n_samples): gc.collect() # start time t_start = datetime.now() sampling(n_population, n_samples) delta = (datetime.now() - t_start) # stop time time = compute_time(t_start, delta) return time 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-population", dest="n_population", default=100000, type=int, help="Size of the population to sample from.") op.add_option("--n-step", dest="n_steps", default=5, type=int, help="Number of step interval between 0 and n_population.") default_algorithms = "custom-tracking-selection,custom-auto," \ "custom-reservoir-sampling,custom-pool,"\ "python-core-sample,numpy-permutation" op.add_option("--algorithm", dest="selected_algorithm", default=default_algorithms, type=str, help="Comma-separated list of transformer to benchmark. " "Default: %default. \nAvailable: %default") # op.add_option("--random-seed", # dest="random_seed", default=13, type=int, # help="Seed used by the random number generators.") (opts, args) = op.parse_args() if len(args) > 0: op.error("this script takes no arguments.") sys.exit(1) selected_algorithm = opts.selected_algorithm.split(',') for key in selected_algorithm: if key not in default_algorithms.split(','): raise ValueError("Unknown sampling algorithm \"%s\" not in (%s)." % (key, default_algorithms)) ########################################################################### # List sampling algorithm ########################################################################### # We assume that sampling algorithm has the following signature: # sample(n_population, n_sample) # sampling_algorithm = {} ########################################################################### # Set Python core input sampling_algorithm["python-core-sample"] = \ lambda n_population, n_sample: \ random.sample(xrange(n_population), n_sample) ########################################################################### # Set custom automatic method selection sampling_algorithm["custom-auto"] = \ lambda n_population, n_samples, random_state=None: \ sample_without_replacement(n_population, n_samples, method="auto", random_state=random_state) ########################################################################### # Set custom tracking based method sampling_algorithm["custom-tracking-selection"] = \ lambda n_population, n_samples, random_state=None: \ sample_without_replacement(n_population, n_samples, method="tracking_selection", random_state=random_state) ########################################################################### # Set custom reservoir based method sampling_algorithm["custom-reservoir-sampling"] = \ lambda n_population, n_samples, random_state=None: \ sample_without_replacement(n_population, n_samples, method="reservoir_sampling", random_state=random_state) ########################################################################### # Set custom reservoir based method sampling_algorithm["custom-pool"] = \ lambda n_population, n_samples, random_state=None: \ sample_without_replacement(n_population, n_samples, method="pool", random_state=random_state) ########################################################################### # Numpy permutation based sampling_algorithm["numpy-permutation"] = \ lambda n_population, n_sample: \ np.random.permutation(n_population)[:n_sample] ########################################################################### # Remove unspecified algorithm sampling_algorithm = dict((key, value) for key, value in sampling_algorithm.items() if key in selected_algorithm) ########################################################################### # Perform benchmark ########################################################################### time = {} n_samples = np.linspace(start=0, stop=opts.n_population, num=opts.n_steps).astype(np.int) ratio = n_samples / opts.n_population print('Benchmarks') print("===========================") for name in sorted(sampling_algorithm): print("Perform benchmarks for %s..." % name, end="") time[name] = np.zeros(shape=(opts.n_steps, opts.n_times)) for step in xrange(opts.n_steps): for it in xrange(opts.n_times): time[name][step, it] = bench_sample(sampling_algorithm[name], opts.n_population, n_samples[step]) print("done") print("Averaging results...", end="") for name in sampling_algorithm: time[name] = np.mean(time[name], axis=1) print("done\n") # 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("Sampling algorithm performance:") print("===============================") print("Results are averaged over %s repetition(s)." % opts.n_times) print("") fig = plt.figure('scikit-learn sample w/o replacement benchmark results') plt.title("n_population = %s, n_times = %s" % (opts.n_population, opts.n_times)) ax = fig.add_subplot(111) for name in sampling_algorithm: ax.plot(ratio, time[name], label=name) ax.set_xlabel('ratio of n_sample / n_population') ax.set_ylabel('Time (s)') ax.legend() # Sort legend labels handles, labels = ax.get_legend_handles_labels() hl = sorted(zip(handles, labels), key=operator.itemgetter(1)) handles2, labels2 = zip(*hl) ax.legend(handles2, labels2, loc=0) plt.show()
bsd-3-clause
466152112/scikit-learn
sklearn/tests/test_base.py
216
7045
# Author: Gael Varoquaux # License: BSD 3 clause import numpy as np import scipy.sparse as sp from sklearn.utils.testing import assert_array_equal 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_not_equal from sklearn.utils.testing import assert_raises from sklearn.base import BaseEstimator, clone, is_classifier from sklearn.svm import SVC from sklearn.pipeline import Pipeline from sklearn.grid_search import GridSearchCV from sklearn.utils import deprecated ############################################################################# # A few test classes class MyEstimator(BaseEstimator): def __init__(self, l1=0, empty=None): self.l1 = l1 self.empty = empty class K(BaseEstimator): def __init__(self, c=None, d=None): self.c = c self.d = d class T(BaseEstimator): def __init__(self, a=None, b=None): self.a = a self.b = b class DeprecatedAttributeEstimator(BaseEstimator): def __init__(self, a=None, b=None): self.a = a if b is not None: DeprecationWarning("b is deprecated and renamed 'a'") self.a = b @property @deprecated("Parameter 'b' is deprecated and renamed to 'a'") def b(self): return self._b class Buggy(BaseEstimator): " A buggy estimator that does not set its parameters right. " def __init__(self, a=None): self.a = 1 class NoEstimator(object): def __init__(self): pass def fit(self, X=None, y=None): return self def predict(self, X=None): return None class VargEstimator(BaseEstimator): """Sklearn estimators shouldn't have vargs.""" def __init__(self, *vargs): pass ############################################################################# # The tests def test_clone(): # Tests that clone creates a correct deep copy. # We create an estimator, make a copy of its original state # (which, in this case, is the current state of the estimator), # and check that the obtained copy is a correct deep copy. from sklearn.feature_selection import SelectFpr, f_classif selector = SelectFpr(f_classif, alpha=0.1) new_selector = clone(selector) assert_true(selector is not new_selector) assert_equal(selector.get_params(), new_selector.get_params()) selector = SelectFpr(f_classif, alpha=np.zeros((10, 2))) new_selector = clone(selector) assert_true(selector is not new_selector) def test_clone_2(): # Tests that clone doesn't copy everything. # We first create an estimator, give it an own attribute, and # make a copy of its original state. Then we check that the copy doesn't # have the specific attribute we manually added to the initial estimator. from sklearn.feature_selection import SelectFpr, f_classif selector = SelectFpr(f_classif, alpha=0.1) selector.own_attribute = "test" new_selector = clone(selector) assert_false(hasattr(new_selector, "own_attribute")) def test_clone_buggy(): # Check that clone raises an error on buggy estimators. buggy = Buggy() buggy.a = 2 assert_raises(RuntimeError, clone, buggy) no_estimator = NoEstimator() assert_raises(TypeError, clone, no_estimator) varg_est = VargEstimator() assert_raises(RuntimeError, clone, varg_est) def test_clone_empty_array(): # Regression test for cloning estimators with empty arrays clf = MyEstimator(empty=np.array([])) clf2 = clone(clf) assert_array_equal(clf.empty, clf2.empty) clf = MyEstimator(empty=sp.csr_matrix(np.array([[0]]))) clf2 = clone(clf) assert_array_equal(clf.empty.data, clf2.empty.data) def test_clone_nan(): # Regression test for cloning estimators with default parameter as np.nan clf = MyEstimator(empty=np.nan) clf2 = clone(clf) assert_true(clf.empty is clf2.empty) def test_repr(): # Smoke test the repr of the base estimator. my_estimator = MyEstimator() repr(my_estimator) test = T(K(), K()) assert_equal( repr(test), "T(a=K(c=None, d=None), b=K(c=None, d=None))" ) some_est = T(a=["long_params"] * 1000) assert_equal(len(repr(some_est)), 415) def test_str(): # Smoke test the str of the base estimator my_estimator = MyEstimator() str(my_estimator) def test_get_params(): test = T(K(), K()) assert_true('a__d' in test.get_params(deep=True)) assert_true('a__d' not in test.get_params(deep=False)) test.set_params(a__d=2) assert_true(test.a.d == 2) assert_raises(ValueError, test.set_params, a__a=2) def test_get_params_deprecated(): # deprecated attribute should not show up as params est = DeprecatedAttributeEstimator(a=1) assert_true('a' in est.get_params()) assert_true('a' in est.get_params(deep=True)) assert_true('a' in est.get_params(deep=False)) assert_true('b' not in est.get_params()) assert_true('b' not in est.get_params(deep=True)) assert_true('b' not in est.get_params(deep=False)) def test_is_classifier(): svc = SVC() assert_true(is_classifier(svc)) assert_true(is_classifier(GridSearchCV(svc, {'C': [0.1, 1]}))) assert_true(is_classifier(Pipeline([('svc', svc)]))) assert_true(is_classifier(Pipeline([('svc_cv', GridSearchCV(svc, {'C': [0.1, 1]}))]))) def test_set_params(): # test nested estimator parameter setting clf = Pipeline([("svc", SVC())]) # non-existing parameter in svc assert_raises(ValueError, clf.set_params, svc__stupid_param=True) # non-existing parameter of pipeline assert_raises(ValueError, clf.set_params, svm__stupid_param=True) # we don't currently catch if the things in pipeline are estimators # bad_pipeline = Pipeline([("bad", NoEstimator())]) # assert_raises(AttributeError, bad_pipeline.set_params, # bad__stupid_param=True) def test_score_sample_weight(): from sklearn.tree import DecisionTreeClassifier from sklearn.tree import DecisionTreeRegressor from sklearn import datasets rng = np.random.RandomState(0) # test both ClassifierMixin and RegressorMixin estimators = [DecisionTreeClassifier(max_depth=2), DecisionTreeRegressor(max_depth=2)] sets = [datasets.load_iris(), datasets.load_boston()] for est, ds in zip(estimators, sets): est.fit(ds.data, ds.target) # generate random sample weights sample_weight = rng.randint(1, 10, size=len(ds.target)) # check that the score with and without sample weights are different assert_not_equal(est.score(ds.data, ds.target), est.score(ds.data, ds.target, sample_weight=sample_weight), msg="Unweighted and weighted scores " "are unexpectedly equal")
bsd-3-clause
ywcui1990/htmresearch
projects/sequence_prediction/discrete_sequences/plotMultiplePredictionWithErrBar.py
12
6799
#!/usr/bin/env python # ---------------------------------------------------------------------- # Numenta Platform for Intelligent Computing (NuPIC) # Copyright (C) 2015, Numenta, Inc. Unless you have an agreement # with Numenta, Inc., for a separate license for this software code, the # following terms and conditions apply: # # This program is free software: you can redistribute it and/or modify # it under the terms of the GNU Affero Public License version 3 as # published by the Free Software Foundation. # # 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 Public License for more details. # # You should have received a copy of the GNU Affero Public License # along with this program. If not, see http://www.gnu.org/licenses. # # http://numenta.org/licenses/ # ---------------------------------------------------------------------- """ Plot multiple prediction experiment result with error bars """ import os import pickle from matplotlib import pyplot as plt import matplotlib as mpl import numpy as np from plot import movingAverage from plot import computeAccuracy from plot import readExperiment mpl.rcParams['pdf.fonttype'] = 42 plt.ion() plt.close('all') def loadExperiment(experiment): print "Loading experiment ", experiment data = readExperiment(experiment) (accuracy, x) = computeAccuracy(data['predictions'], data['truths'], data['iterations'], resets=data['resets'], randoms=data['randoms']) accuracy = movingAverage(accuracy, min(len(accuracy), 100)) return (accuracy, x) def calculateMeanStd(accuracyAll): numRepeats = len(accuracyAll) numLength = min([len(a) for a in accuracyAll]) accuracyMat = np.zeros(shape=(numRepeats, numLength)) for i in range(numRepeats): accuracyMat[i, :] = accuracyAll[i][:numLength] meanAccuracy = np.mean(accuracyMat, axis=0) stdAccuracy = np.std(accuracyMat, axis=0) return (meanAccuracy, stdAccuracy) def plotWithErrBar(x, y, error, color): plt.fill_between(x, y-error, y+error, alpha=0.3, edgecolor=color, facecolor=color) plt.plot(x, y, color, color=color, linewidth=4) plt.ylabel('Prediction Accuracy') plt.xlabel(' Number of elements seen') if __name__ == '__main__': try: # Load raw experiment results # You have to run the experiments # In ./tm/ # python tm_suite.py --experiment="high-order-distributed-random-perturbed" -d # In ./lstm/ # python suite.py --experiment="high-order-distributed-random-perturbed" -d expResults = {} tmResults = os.path.join("tm/results", "high-order-distributed-random-multiple-predictions") lstmResults = os.path.join("lstm/results", "high-order-distributed-random-multiple-predictions") elmResults = os.path.join("elm/results", "high-order-distributed-random-multiple-predictions") for numPrediction in [2, 4]: accuracyTM = [] accuracyLSTM = [] accuracyELM = [] for seed in range(10): experiment = os.path.join(tmResults, "num_predictions{:.1f}seed{:.1f}".format(numPrediction, seed), "0.log") (accuracy, x) = loadExperiment(experiment) accuracyTM.append(np.array(accuracy)) experiment = os.path.join(lstmResults, "seed{:.1f}num_predictions{:.1f}".format(seed, numPrediction), "0.log") (accuracy, x) = loadExperiment(experiment) accuracyLSTM.append(np.array(accuracy)) experiment = os.path.join(elmResults, "seed{:.1f}num_predictions{:.1f}".format(seed, numPrediction), "0.log") (accuracy, x) = loadExperiment(experiment) accuracyELM.append(np.array(accuracy)) (meanAccuracy, stdAccuracy) = calculateMeanStd(accuracyTM) expResult = {'x': x[:len(meanAccuracy)], 'meanAccuracy': meanAccuracy, 'stdAccuracy': stdAccuracy} expResults['HTMNumPrediction{:.0f}'.format(numPrediction)] = expResult (meanAccuracy, stdAccuracy) = calculateMeanStd(accuracyLSTM) expResult = {'x': x[:len(meanAccuracy)], 'meanAccuracy': meanAccuracy, 'stdAccuracy': stdAccuracy} expResults['LSTMNumPrediction{:.0f}'.format(numPrediction)] = expResult (meanAccuracy, stdAccuracy) = calculateMeanStd(accuracyELM) expResult = {'x': x[:len(meanAccuracy)], 'meanAccuracy': meanAccuracy, 'stdAccuracy': stdAccuracy} expResults['ELMNumPrediction{:.0f}'.format(numPrediction)] = expResult output = open('./result/MultiPredictionExperiment.pkl', 'wb') pickle.dump(expResults, output, -1) output.close() except: print "Cannot find raw experiment results" print "Plot using saved processed experiment results" input = open('./result/MultiPredictionExperiment.pkl', 'rb') expResults = pickle.load(input) colorList = {"HTMNumPrediction2": "r", "LSTMNumPrediction2": "g", "ELMNumPrediction2": "b", "HTMNumPrediction4": "r", "LSTMNumPrediction4": "g", "ELMNumPrediction4": "b"} modelList = ['HTMNumPrediction2', 'LSTMNumPrediction2', 'ELMNumPrediction2', 'HTMNumPrediction4', 'LSTMNumPrediction4', 'ELMNumPrediction4'] plt.figure(1) for model in ['HTMNumPrediction2', 'LSTMNumPrediction2', 'ELMNumPrediction2']: expResult = expResults[model] plotWithErrBar(expResult['x'], expResult['meanAccuracy'], expResult['stdAccuracy'], colorList[model]) plt.legend(['HTM', 'LSTM', 'ELM'], loc=4) plt.figure(2) for model in ['HTMNumPrediction4', 'LSTMNumPrediction4', 'ELMNumPrediction4']: expResult = expResults[model] plotWithErrBar(expResult['x'], expResult['meanAccuracy'], expResult['stdAccuracy'], colorList[model]) plt.legend(['HTM', 'LSTM', 'ELM'], loc=4) for fig in [1, 2]: plt.figure(fig) retrainLSTMAt = np.arange(start=1000, stop=12000, step=1000) for line in retrainLSTMAt: plt.axvline(line, color='orange') plt.ylim([-0.05, 1.05]) # plt.xlim([0, 11000]) plt.figure(1) plt.savefig('./result/model_performance_2_prediction_errbar.pdf') plt.figure(2) plt.savefig('./result/model_performance_4_prediction_errbar.pdf')
agpl-3.0
philipwangdk/HPC
HPC_bitbucket/uwhpsc/2013/solutions/homework2/hw2b.py
2
8666
""" Demonstration module for quadratic interpolation. Sample solutions for Homework 2 problems #2 through #7. """ import numpy as np import matplotlib.pyplot as plt from numpy.linalg import solve def quad_interp(xi,yi): """ Quadratic interpolation. Compute the coefficients of the polynomial interpolating the points (xi[i],yi[i]) for i = 0,1,2. Returns c, an array containing the coefficients of p(x) = c[0] + c[1]*x + c[2]*x**2. """ # check inputs and print error message if not valid: error_message = "xi and yi should have type numpy.ndarray" assert (type(xi) is np.ndarray) and (type(yi) is np.ndarray), error_message error_message = "xi and yi should have length 3" assert len(xi)==3 and len(yi)==3, error_message # Set up linear system to interpolate through data points: A = np.vstack([np.ones(3), xi, xi**2]).T c = solve(A,yi) return c def plot_quad(xi, yi): """ Perform quadratic interpolation and plot the resulting function along with the data points. """ # Compute the coefficients: c = quad_interp(xi,yi) # Plot the resulting polynomial: x = np.linspace(xi.min() - 1, xi.max() + 1, 1000) y = c[0] + c[1]*x + c[2]*x**2 plt.figure(1) # open plot figure window plt.clf() # clear figure plt.plot(x,y,'b-') # connect points with a blue line # Add data points (polynomial should go through these points!) plt.plot(xi,yi,'ro') # plot as red circles plt.ylim(-2,8) # set limits in y for plot plt.title("Data points and interpolating polynomial") plt.savefig('quadratic.png') # save figure as .png file def cubic_interp(xi,yi): """ Cubic interpolation. Compute the coefficients of the polynomial interpolating the points (xi[i],yi[i]) for i = 0,1,2,3 Returns c, an array containing the coefficients of p(x) = c[0] + c[1]*x + c[2]*x**2 + c[3]*x**3. """ # check inputs and print error message if not valid: error_message = "xi and yi should have type numpy.ndarray" assert (type(xi) is np.ndarray) and (type(yi) is np.ndarray), error_message error_message = "xi and yi should have length 4" assert len(xi)==4 and len(yi)==4, error_message # Set up linear system to interpolate through data points: A = np.vstack([np.ones(4), xi, xi**2, xi**3]).T c = solve(A,yi) return c def plot_cubic(xi, yi): """ Perform cubic interpolation and plot the resulting function along with the data points. """ # Compute the coefficients: c = cubic_interp(xi,yi) # Plot the resulting polynomial: x = np.linspace(xi.min() - 1, xi.max() + 1, 1000) y = c[0] + c[1]*x + c[2]*x**2 + c[3]*x**3 plt.figure(1) # open plot figure window plt.clf() # clear figure plt.plot(x,y,'b-') # connect points with a blue line # Add data points (polynomial should go through these points!) plt.plot(xi,yi,'ro') # plot as red circles plt.ylim(-2,8) # set limits in y for plot plt.title("Data points and interpolating polynomial") plt.savefig('cubic.png') # save figure as .png file def poly_interp(xi,yi): """ General polynomial interpolation. Compute the coefficients of the polynomial interpolating the points (xi[i],yi[i]) for i = 0,1,2,...,n-1 where n = len(xi) = len(yi). Returns c, an array containing the coefficients of p(x) = c[0] + c[1]*x + c[2]*x**2 + ... + c[N-1]*x**(N-1). """ # check inputs and print error message if not valid: error_message = "xi and yi should have type numpy.ndarray" assert (type(xi) is np.ndarray) and (type(yi) is np.ndarray), error_message error_message = "xi and yi should have the same length " assert len(xi)==len(yi), error_message # Set up linear system to interpolate through data points: # Uses a list comprehension, see # http://docs.python.org/2/tutorial/datastructures.html#list-comprehensions n = len(xi) A = np.vstack([xi**j for j in range(n)]).T c = solve(A,yi) return c def plot_poly(xi, yi): """ Perform polynomial interpolation and plot the resulting function along with the data points. """ # Compute the coefficients: c = poly_interp(xi,yi) # Plot the resulting polynomial: x = np.linspace(xi.min() - 1, xi.max() + 1, 1000) # Use Horner's rule: n = len(xi) y = c[n-1] for j in range(n-1, 0, -1): y = y*x + c[j-1] plt.figure(1) # open plot figure window plt.clf() # clear figure plt.plot(x,y,'b-') # connect points with a blue line # Add data points (polynomial should go through these points!) plt.plot(xi,yi,'ro') # plot as red circles plt.ylim(yi.min()-1, yi.max()+1) # set limits in y for plot plt.title("Data points and interpolating polynomial") plt.savefig('poly.png') # save figure as .png file def test_quad1(): """ Test code, no return value or exception if test runs properly. """ xi = np.array([-1., 0., 2.]) yi = np.array([ 1., -1., 7.]) c = quad_interp(xi,yi) c_true = np.array([-1., 0., 2.]) print "c = ", c print "c_true = ", c_true # test that all elements have small error: assert np.allclose(c, c_true), \ "Incorrect result, c = %s, Expected: c = %s" % (c,c_true) # Also produce plot: plot_quad(xi,yi) def test_quad2(): """ Test code, no return value or exception if test runs properly. """ # Generate a test by specifying c_true first: c_true = np.array([7., 2., -3.]) # Points to interpolate: xi = np.array([-1., 0., 2.]) # Function values to interpolate: yi = c_true[0] + c_true[1]*xi + c_true[2]*xi**2 # Now interpolate and check we get c_true back again. c = quad_interp(xi,yi) print "c = ", c print "c_true = ", c_true # test that all elements have small error: assert np.allclose(c, c_true), \ "Incorrect result, c = %s, Expected: c = %s" % (c,c_true) # Also produce plot: plot_quad(xi,yi) def test_cubic1(): """ Test code, no return value or exception if test runs properly. """ # Generate a test by specifying c_true first: c_true = np.array([7., -2., -3., 1.]) # Points to interpolate: xi = np.array([-1., 0., 1., 2.]) # Function values to interpolate: yi = c_true[0] + c_true[1]*xi + c_true[2]*xi**2 + c_true[3]*xi**3 # Now interpolate and check we get c_true back again. c = cubic_interp(xi,yi) print "c = ", c print "c_true = ", c_true # test that all elements have small error: assert np.allclose(c, c_true), \ "Incorrect result, c = %s, Expected: c = %s" % (c,c_true) # Also produce plot: plot_cubic(xi,yi) def test_poly1(): """ Test code, no return value or exception if test runs properly. Same points as test_cubic1. """ # Generate a test by specifying c_true first: c_true = np.array([7., -2., -3., 1.]) # Points to interpolate: xi = np.array([-1., 0., 1., 2.]) # Function values to interpolate: # Use Horner's rule: n = len(xi) yi = c_true[n-1] for j in range(n-1, 0, -1): yi = yi*xi + c_true[j-1] # Now interpolate and check we get c_true back again. c = poly_interp(xi,yi) print "c = ", c print "c_true = ", c_true # test that all elements have small error: assert np.allclose(c, c_true), \ "Incorrect result, c = %s, Expected: c = %s" % (c,c_true) # Also produce plot: plot_poly(xi,yi) def test_poly2(): """ Test code, no return value or exception if test runs properly. Test with 5 points (quartic interpolating function). """ # Generate a test by specifying c_true first: c_true = np.array([0., -6., 11., -6., 1.]) # Points to interpolate: xi = np.array([-1., 0., 1., 2., 4.]) # Function values to interpolate: # Use Horner's rule: n = len(xi) yi = c_true[n-1] for j in range(n-1, 0, -1): yi = yi*xi + c_true[j-1] # Now interpolate and check we get c_true back again. c = poly_interp(xi,yi) print "c = ", c print "c_true = ", c_true # test that all elements have small error: assert np.allclose(c, c_true), \ "Incorrect result, c = %s, Expected: c = %s" % (c,c_true) # Also produce plot: plot_poly(xi,yi) if __name__=="__main__": print "Running test..." test_quad1() test_quad2() test_cubic1() test_poly1() test_poly2()
mit
DonBeo/statsmodels
statsmodels/graphics/tukeyplot.py
33
2473
from statsmodels.compat.python import range import numpy as np import matplotlib.pyplot as plt import matplotlib.ticker as mticker import matplotlib.lines as lines def tukeyplot(results, dim=None, yticklabels=None): npairs = len(results) fig = plt.figure() fsp = fig.add_subplot(111) fsp.axis([-50,50,0.5,10.5]) fsp.set_title('95 % family-wise confidence level') fsp.title.set_y(1.025) fsp.set_yticks(np.arange(1,11)) fsp.set_yticklabels(['V-T','V-S','T-S','V-P','T-P','S-P','V-M', 'T-M','S-M','P-M']) #fsp.yaxis.set_major_locator(mticker.MaxNLocator(npairs)) fsp.yaxis.grid(True, linestyle='-', color='gray') fsp.set_xlabel('Differences in mean levels of Var', labelpad=8) fsp.xaxis.tick_bottom() fsp.yaxis.tick_left() xticklines = fsp.get_xticklines() for xtickline in xticklines: xtickline.set_marker(lines.TICKDOWN) xtickline.set_markersize(10) xlabels = fsp.get_xticklabels() for xlabel in xlabels: xlabel.set_y(-.04) yticklines = fsp.get_yticklines() for ytickline in yticklines: ytickline.set_marker(lines.TICKLEFT) ytickline.set_markersize(10) ylabels = fsp.get_yticklabels() for ylabel in ylabels: ylabel.set_x(-.04) for pair in range(npairs): data = .5+results[pair]/100. #fsp.axhline(y=npairs-pair, xmin=data[0], xmax=data[1], linewidth=1.25, fsp.axhline(y=npairs-pair, xmin=data.mean(), xmax=data[1], linewidth=1.25, color='blue', marker="|", markevery=1) fsp.axhline(y=npairs-pair, xmin=data[0], xmax=data.mean(), linewidth=1.25, color='blue', marker="|", markevery=1) #for pair in range(npairs): # data = .5+results[pair]/100. # data = results[pair] # data = np.r_[data[0],data.mean(),data[1]] # l = plt.plot(data, [npairs-pair]*len(data), color='black', # linewidth=.5, marker="|", markevery=1) fsp.axvline(x=0, linestyle="--", color='black') fig.subplots_adjust(bottom=.125) results = np.array([[-10.04391794, 26.34391794], [-21.45225794, 14.93557794], [ 5.61441206, 42.00224794], [-13.40225794, 22.98557794], [-29.60225794, 6.78557794], [ -2.53558794, 33.85224794], [-21.55225794, 14.83557794], [ 8.87275206, 45.26058794], [-10.14391794, 26.24391794], [-37.21058794, -0.82275206]]) #plt.show()
bsd-3-clause
zivy/SimpleITK-Notebooks
Python/characterize_data.py
2
20622
import SimpleITK as sitk import pandas as pd import numpy as np import os import sys import shutil import subprocess import platform # We use the multiprocess package instead of the official # multiprocessing as it currently has several issues as discussed # on the software carpentry page: https://hpc-carpentry.github.io/hpc-python/06-parallel/ import multiprocess as mp from functools import partial import argparse import hashlib import tempfile #Maximal number of parallel processes we run. MAX_PROCESSES = 15 ''' This script inspects/charachterizes images in a given directory structure. It recuresivly traverses the directories and either inspects the files one by one or if in DICOM series inspection mode, inspects the data on a per series basis (all 2D series files combined into a single 3D image). To run the script one needs to specify: 1. Root of the data directory. 2. Output file name. 3. The analysis type to perform per_file or per_series. The latter indicates we are only interested in DICOM files. When run using per_file empty lines in the results file are due to: a. The file is not an image or is a corrupt image file. b. SimpleITK was unable to read the image file (contact us with an example). 4. Optional SimpleITK imageIO to use. The default value is the empty string, indicating that all file types should be read. To see the set of ImageIO types supported by your version of SimpleITK, call ImageFileReader::GetRegisteredImageIOs() or simply print an ImageFileReader object. 5. Optional exteranl applications to run. Their return value (zero or non zero) is used to log success or failure. A nice example is the dciodvfy program from David Clunie (https://www.dclunie.com/dicom3tools.html) which validates compliance with the DICOM standard. 6. When the external applications are provided corrosponding column headings are also required. These are used in the output csv file. 7. Optional metadata keys. These are image specific keys such as DICOM tags or other metadata tags that may be found in the image. The content of the tags is written to the result file. 8. When the metadata tags are provided corrosponding column headings are also required. These are used in the output csv file. Examples: Run a generic file analysis: python characterize_data.py ../Data/ Output/generic_image_data_report.csv per_file \ --imageIO "" --external_applications ./dciodvfy --external_applications_headings "DICOM Compliant" \ --metadata_keys "0008|0060" "0018|5101" --metadata_keys_headings "modality" "radiographic view" Run a DICOM series based analysis: python characterize_data.py ../Data/ Output/DICOM_image_data_report.csv per_series \ --metadata_keys "0008|0060" "0018|5101" --metadata_keys_headings "modality" "radiographic view" ''' def inspect_image(sitk_image, image_info, current_index, meta_data_keys=[]): ''' Inspect a SimpleITK image, return a list of parameters characterizing the image. Parameters ---------- sitk_image (SimpleITK.Image): Input image for inspection. image_info (list): Image information is written to this list, starting at current_index. [,,,MD5 intensity hash, image size, image spacing, image origin, axis direction, pixel type, min intensity, max intensity, meta data_1...meta_data_n,,,] current_index (int): Starting index into the image_info list. meta_data_keys(list(str)): The image's meta-data dictionary keys whose value we want to inspect. Returns ------- index to the next empty entry in the image_info list. The image_info list is filled with the following values: MD5 intensity hash - Enable identification of duplicate images in terms of intensity. This is different from SimpleITK image equality where the same intensities with different image spacing/origin/direction cosine are considered different images as they occupy a different spatial region. image size - number of pixels in each dimension. pixel type - type of pixels (scalar - gray, vector - gray or color). min/max intensity - if a scalar image, min and max values. meta data_i - value of image's metadata dictionary for given key (e.g. . ''' image_info[current_index] = hashlib.md5(sitk.GetArrayViewFromImage(sitk_image)).hexdigest() current_index = current_index+1 image_info[current_index] = sitk_image.GetSize() current_index = current_index + 1 image_info[current_index] = sitk_image.GetSpacing() current_index = current_index + 1 image_info[current_index] = sitk_image.GetOrigin() current_index = current_index + 1 image_info[current_index] = sitk_image.GetDirection() current_index = current_index + 1 if sitk_image.GetNumberOfComponentsPerPixel() == 1: #greyscale image, get the min/max pixel values image_info[current_index] = sitk_image.GetPixelIDTypeAsString() + ' gray' current_index = current_index+1 mmfilter = sitk.MinimumMaximumImageFilter() mmfilter.Execute(sitk_image) image_info[current_index] = mmfilter.GetMinimum() current_index = current_index+1 image_info[current_index] = mmfilter.GetMaximum() current_index = current_index+1 else: # either a color image or a greyscale image masquerading as a color one pixel_type = sitk_image.GetPixelIDTypeAsString() channels = [sitk.GetArrayFromImage(sitk.VectorIndexSelectionCast(sitk_image,i)) for i in range(sitk_image.GetNumberOfComponentsPerPixel())] if np.array_equal(channels[0], channels[1]) and np.array_equal(channels[0], channels[2]): pixel_type = pixel_type + f' {sitk_image.GetNumberOfComponentsPerPixel()} channels gray' else: pixel_type = pixel_type + f' {sitk_image.GetNumberOfComponentsPerPixel()} channels color' image_info[current_index] = pixel_type current_index = current_index+3 img_keys = sitk_image.GetMetaDataKeys() for k in meta_data_keys: if k in img_keys: image_info[current_index] = sitk_image.GetMetaData(k) current_index = current_index+1 return current_index def inspect_single_file(file_name, imageIO='', meta_data_keys=[], external_programs=[]): ''' Inspect a file using the specified imageIO, returning a list with the relevant information. Parameters ---------- file_name (str): Image file name. imageIO (str): Name of image IO to use. To see the list of registered image IOs use the ImageFileReader::GetRegisteredImageIOs() or print an ImageFileReader. The empty string indicates to read all file formats supported by SimpleITK. meta_data_keys(list(str)): The image's meta-data dictionary keys whose value we want to inspect. external_programs(list(str)): A list of programs we will run with the file_name as input the return value 'succeeded' or 'failed' is recorded. This is useful for example if you need to validate conformance to a standard such as DICOM. Returns ------- list with the following entries: [file name, MD5 intensity hash, image size, image spacing, image origin, axis direction, pixel type, min intensity, max intensity, meta data_1...meta_data_n, external_program_res_1...external_program_res_m] If the given file is not readable by SimpleITK, the only meaningful entry in the list will be the file name (all other values will be either None or NaN). ''' file_info = [None]*(9+len(meta_data_keys)+len(external_programs)) file_info[0] = file_name current_index = 1 try: reader = sitk.ImageFileReader() reader.SetImageIO(imageIO) reader.SetFileName(file_name) img = reader.Execute() current_index = inspect_image(img, file_info, current_index, meta_data_keys) for p in external_programs: try: # run the external programs, check the return value, and capture all output so it # doesn't appear on screen. The CalledProcessError exception is raised if the # external program fails (returns non zero value). subprocess.run([p, file_name], check=True, capture_output=True) file_info[current_index] = 'succeeded' except: file_info[current_index] = 'failed' current_index = current_index+1 except: pass return file_info def inspect_files(root_dir, imageIO='', meta_data_keys=[], external_programs=[], additional_column_names=[]): ''' Iterate over a directory structure and return a pandas dataframe with the relevant information for the image files. This also includes non image files. The resulting dataframe will only include the file name if that file wasn't successfuly read by SimpleITK. The two reasons for failure are: (1) the user specified imageIO isn't compatible with the file format (user is only interested in reading jpg and the file format is mha) or (2) the file could not be read by the SimpleITK IO (corrupt file or unexpected limitation of SimpleITK). Parameters ---------- root_dir (str): Path to the root of the data directory. Traverse the directory structure and inspect every file (also report non image files, in which case the only valid entry will be the file name). imageIO (str): Name of image IO to use. To see the list of registered image IOs use the ImageFileReader::GetRegisteredImageIOs() or print an ImageFileReader. The empty string indicates to read all file formats supported by SimpleITK. meta_data_keys(list(str)): The image's meta-data dictionary keys whose value we want to inspect. external_programs(list(str)): A list of programs we will run with the file_name as input the return value 'succeeded' or 'failed' is recorded. This is useful for example if you need to validate conformance to a standard such as DICOM. additional_column_names (list(str)): Column names corrosponding to the contents of the meta_data_keys and external_programs lists. Returns ------- pandas DataFrame: Each row in the data frame corresponds to a single file. ''' if len(meta_data_keys) + len(external_programs) != len(additional_column_names): raise ValueError('Number of additional column names does not match expected.') column_names = ['file name', 'MD5 intensity hash', 'image size', 'image spacing', 'image origin', 'axis direction', 'pixel type', 'min intensity', 'max intensity'] + additional_column_names all_file_names = [] for dir_name, subdir_names, file_names in os.walk(root_dir): all_file_names += [os.path.join(os.path.abspath(dir_name), fname) for fname in file_names] # Get list of lists describing the results and then combine into a dataframe, faster # than appending to the dataframe one by one. Use parallel processing to speed things up. if platform.system() == 'Windows': res = map(partial(inspect_single_file, imageIO=imageIO, meta_data_keys=meta_data_keys, external_programs=external_programs), all_file_names) else: with mp.Pool(processes=MAX_PROCESSES) as pool: res = pool.map(partial(inspect_single_file, imageIO=imageIO, meta_data_keys=meta_data_keys, external_programs=external_programs), all_file_names) return pd.DataFrame(res, columns=column_names) def inspect_single_series(series_data, meta_data_keys=[]): ''' Inspect a single DICOM series (DICOM heirarchy of patient-study-series-image). This can be a single file, or multiple files such as a CT or MR volume. Parameters ---------- series_data (two entry tuple): First entry is study:series, second entry is the list of files comprising this series. meta_data_keys(list(str)): The image's meta-data dictionary keys whose value we want to inspect. Returns ------- list with the following entries: [study:series, MD5 intensity hash, image size, image spacing, image origin, axis direction, pixel type, min intensity, max intensity, meta data_1...meta_data_n] ''' series_info = [None]*(9+len(meta_data_keys)) series_info[0] = series_data[1] current_index = 1 try: reader = sitk.ImageSeriesReader() reader.MetaDataDictionaryArrayUpdateOn() reader.LoadPrivateTagsOn() _,sid = series_data[0].split(':') file_names = series_data[1] # As the files comprising a series with multiple files can reside in # separate directories and SimpleITK expects them to be in a single directory # we use a tempdir and symbolic links to enable SimpleITK to read the series as # a single image. Additionally the files are renamed as they may have resided in # separate directories with the same file name. Finally, unfortunatly on windows # we copy the files to the tempdir as the os.symlink documentation says that # "On newer versions of Windows 10, unprivileged accounts can create symlinks # if Developer Mode is enabled. When Developer Mode is not available/enabled, # the SeCreateSymbolicLinkPrivilege privilege is required, or the process must be # run as an administrator." with tempfile.TemporaryDirectory() as tmpdirname: if platform.system() == 'Windows': for i, fname in enumerate(file_names): shutil.copy(os.path.abspath(fname), os.path.join(tmpdirname,str(i))) else: for i, fname in enumerate(file_names): os.symlink(os.path.abspath(fname), os.path.join(tmpdirname,str(i))) reader.SetFileNames(sitk.ImageSeriesReader_GetGDCMSeriesFileNames(tmpdirname, sid)) img = reader.Execute() for k in meta_data_keys: if reader.HasMetaDataKey(0,k): img.SetMetaData(k,reader.GetMetaData(0,k)) inspect_image(img, series_info, current_index, meta_data_keys) except: pass return series_info def inspect_series(root_dir, meta_data_keys=[], additional_column_names=[]): ''' Inspect all series found in the directory structure. A series does not have to be in a single directory (the files are located in the subtree and combined into a single image). Parameters ---------- root_dir (str): Path to the root of the data directory. Traverse the directory structure and inspect every series. If the series is comprised of multiple image files they do not have to be in the same directory. The only expectation is that all images from the series are under the root_dir. meta_data_keys(list(str)): The series meta-data dictionary keys whose value we want to inspect. additional_column_names (list(str)): Column names corrosponding to the contents of the meta_data_keys list. Returns ------- pandas DataFrame: Each row in the data frame corresponds to a single file. ''' if len(meta_data_keys) != len(additional_column_names): raise ValueError('Number of additional column names does not match expected.') column_names = ['files', 'MD5 intensity hash', 'image size', 'image spacing', 'image origin', 'axis direction', 'pixel type', 'min intensity', 'max intensity'] + additional_column_names all_series_files = {} reader = sitk.ImageFileReader() #collect the file names of all series into a dictionary with the key being #study:series. This traversal is faster, O(n), than calling GetGDCMSeriesIDs on each #directory followed by iterating over the series and calling #GetGDCMSeriesFileNames with the seriesID on that directory, O(n^2). for dir_name, subdir_names, file_names in os.walk(root_dir): for file in file_names: try: fname = os.path.join(dir_name, file) reader.SetFileName(fname) reader.ReadImageInformation() sid = reader.GetMetaData('0020|000e') study = reader.GetMetaData('0020|000d') key = f'{study}:{sid}' if key in all_series_files: all_series_files[key].append(fname) else: all_series_files[key] = [fname] except Exception: pass # Get list of lists describing the results and then combine into a dataframe, faster # than appending to the dataframe one by one. res = [inspect_single_series(series_data, meta_data_keys) for series_data in all_series_files.items()] return pd.DataFrame(res, columns=column_names) def main(argv=None): parser = argparse.ArgumentParser() parser.add_argument('root_of_data_directory', help='path to the topmost directory containing data') parser.add_argument('output_file', help='output csv file path') parser.add_argument('analysis_type', default = 'per_file', help='type of analysis, "per_file" or "per_series"') parser.add_argument('--imageIO', default = '', help='SimpleITK imageIO to use for reading (e.g. BMPImageIO)') parser.add_argument('--external_applications', default = [], nargs='*', help='paths to external applications') parser.add_argument('--external_applications_headings', default = [], nargs='*', help='titles of the results columns for external applications') parser.add_argument('--metadata_keys', nargs='*', default = [], help='inspect values of these metadata keys (DICOM tags or other keys stored in the file)') parser.add_argument('--metadata_keys_headings', default = [], nargs='*', help='titles of the results columns for the metadata_keys') args = parser.parse_args(argv) if len(args.external_applications)!= len(args.external_applications_headings): print('Number of external applications and their headings do not match.') sys.exit(1) if len(args.metadata_keys)!= len(args.metadata_keys_headings): print('Number of metadata keys and their headings do not match.') sys.exit(1) if args.analysis_type not in ['per_file', 'per_series']: print('Unexpected analysis type.') sys.exit(1) if args.analysis_type == 'per_file': df = inspect_files(args.root_of_data_directory, imageIO=args.imageIO, meta_data_keys = args.metadata_keys, external_programs=args.external_applications, additional_column_names= args.metadata_keys_headings + args.external_applications_headings) df.to_csv(args.output_file, index=False) sys.exit(0) if args.analysis_type == 'per_series': df = inspect_series(args.root_of_data_directory, meta_data_keys = args.metadata_keys, additional_column_names=args.metadata_keys_headings) df.to_csv(args.output_file, index=False) sys.exit(0) if __name__ == "__main__": sys.exit(main())
apache-2.0
Tong-Chen/scikit-learn
sklearn/feature_selection/__init__.py
7
1056
""" The :mod:`sklearn.feature_selection` module implements feature selection algorithms. It currently includes univariate filter selection methods and the recursive feature elimination algorithm. """ from .univariate_selection import chi2 from .univariate_selection import f_classif from .univariate_selection import f_oneway from .univariate_selection import f_regression from .univariate_selection import SelectPercentile from .univariate_selection import SelectKBest from .univariate_selection import SelectFpr from .univariate_selection import SelectFdr from .univariate_selection import SelectFwe from .univariate_selection import GenericUnivariateSelect from .variance_threshold import VarianceThreshold from .rfe import RFE from .rfe import RFECV __all__ = ['GenericUnivariateSelect', 'RFE', 'RFECV', 'SelectFdr', 'SelectFpr', 'SelectFwe', 'SelectKBest', 'SelectPercentile', 'chi2', 'f_classif', 'f_oneway', 'f_regression']
bsd-3-clause
kevin-intel/scikit-learn
sklearn/cluster/_bicluster.py
2
20639
"""Spectral biclustering algorithms.""" # Authors : Kemal Eren # License: BSD 3 clause from abc import ABCMeta, abstractmethod import numpy as np from scipy.linalg import norm from scipy.sparse import dia_matrix, issparse from scipy.sparse.linalg import eigsh, svds from . import KMeans, MiniBatchKMeans from ..base import BaseEstimator, BiclusterMixin from ..utils import check_random_state from ..utils.extmath import (make_nonnegative, randomized_svd, safe_sparse_dot) from ..utils.validation import assert_all_finite __all__ = ['SpectralCoclustering', 'SpectralBiclustering'] def _scale_normalize(X): """Normalize ``X`` by scaling rows and columns independently. Returns the normalized matrix and the row and column scaling factors. """ X = make_nonnegative(X) row_diag = np.asarray(1.0 / np.sqrt(X.sum(axis=1))).squeeze() col_diag = np.asarray(1.0 / np.sqrt(X.sum(axis=0))).squeeze() row_diag = np.where(np.isnan(row_diag), 0, row_diag) col_diag = np.where(np.isnan(col_diag), 0, col_diag) if issparse(X): n_rows, n_cols = X.shape r = dia_matrix((row_diag, [0]), shape=(n_rows, n_rows)) c = dia_matrix((col_diag, [0]), shape=(n_cols, n_cols)) an = r * X * c else: an = row_diag[:, np.newaxis] * X * col_diag return an, row_diag, col_diag def _bistochastic_normalize(X, max_iter=1000, tol=1e-5): """Normalize rows and columns of ``X`` simultaneously so that all rows sum to one constant and all columns sum to a different constant. """ # According to paper, this can also be done more efficiently with # deviation reduction and balancing algorithms. X = make_nonnegative(X) X_scaled = X for _ in range(max_iter): X_new, _, _ = _scale_normalize(X_scaled) if issparse(X): dist = norm(X_scaled.data - X.data) else: dist = norm(X_scaled - X_new) X_scaled = X_new if dist is not None and dist < tol: break return X_scaled def _log_normalize(X): """Normalize ``X`` according to Kluger's log-interactions scheme.""" X = make_nonnegative(X, min_value=1) if issparse(X): raise ValueError("Cannot compute log of a sparse matrix," " because log(x) diverges to -infinity as x" " goes to 0.") L = np.log(X) row_avg = L.mean(axis=1)[:, np.newaxis] col_avg = L.mean(axis=0) avg = L.mean() return L - row_avg - col_avg + avg class BaseSpectral(BiclusterMixin, BaseEstimator, metaclass=ABCMeta): """Base class for spectral biclustering.""" @abstractmethod def __init__(self, n_clusters=3, svd_method="randomized", n_svd_vecs=None, mini_batch=False, init="k-means++", n_init=10, random_state=None): self.n_clusters = n_clusters self.svd_method = svd_method self.n_svd_vecs = n_svd_vecs self.mini_batch = mini_batch self.init = init self.n_init = n_init self.random_state = random_state def _check_parameters(self): legal_svd_methods = ('randomized', 'arpack') if self.svd_method not in legal_svd_methods: raise ValueError("Unknown SVD method: '{0}'. svd_method must be" " one of {1}.".format(self.svd_method, legal_svd_methods)) def fit(self, X, y=None): """Creates a biclustering for X. Parameters ---------- X : array-like of shape (n_samples, n_features) y : Ignored """ X = self._validate_data(X, accept_sparse='csr', dtype=np.float64) self._check_parameters() self._fit(X) return self def _svd(self, array, n_components, n_discard): """Returns first `n_components` left and right singular vectors u and v, discarding the first `n_discard`. """ if self.svd_method == 'randomized': kwargs = {} if self.n_svd_vecs is not None: kwargs['n_oversamples'] = self.n_svd_vecs u, _, vt = randomized_svd(array, n_components, random_state=self.random_state, **kwargs) elif self.svd_method == 'arpack': u, _, vt = svds(array, k=n_components, ncv=self.n_svd_vecs) if np.any(np.isnan(vt)): # some eigenvalues of A * A.T are negative, causing # sqrt() to be np.nan. This causes some vectors in vt # to be np.nan. A = safe_sparse_dot(array.T, array) random_state = check_random_state(self.random_state) # initialize with [-1,1] as in ARPACK v0 = random_state.uniform(-1, 1, A.shape[0]) _, v = eigsh(A, ncv=self.n_svd_vecs, v0=v0) vt = v.T if np.any(np.isnan(u)): A = safe_sparse_dot(array, array.T) random_state = check_random_state(self.random_state) # initialize with [-1,1] as in ARPACK v0 = random_state.uniform(-1, 1, A.shape[0]) _, u = eigsh(A, ncv=self.n_svd_vecs, v0=v0) assert_all_finite(u) assert_all_finite(vt) u = u[:, n_discard:] vt = vt[n_discard:] return u, vt.T def _k_means(self, data, n_clusters): if self.mini_batch: model = MiniBatchKMeans(n_clusters, init=self.init, n_init=self.n_init, random_state=self.random_state) else: model = KMeans(n_clusters, init=self.init, n_init=self.n_init, random_state=self.random_state) model.fit(data) centroid = model.cluster_centers_ labels = model.labels_ return centroid, labels def _more_tags(self): return { "_xfail_checks": { "check_estimators_dtypes": "raises nan error", "check_fit2d_1sample": "_scale_normalize fails", "check_fit2d_1feature": "raises apply_along_axis error", "check_estimator_sparse_data": "does not fail gracefully", "check_methods_subset_invariance": "empty array passed inside", "check_dont_overwrite_parameters": "empty array passed inside", "check_fit2d_predict1d": "emptry array passed inside", } } class SpectralCoclustering(BaseSpectral): """Spectral Co-Clustering algorithm (Dhillon, 2001). Clusters rows and columns of an array `X` to solve the relaxed normalized cut of the bipartite graph created from `X` as follows: the edge between row vertex `i` and column vertex `j` has weight `X[i, j]`. The resulting bicluster structure is block-diagonal, since each row and each column belongs to exactly one bicluster. Supports sparse matrices, as long as they are nonnegative. Read more in the :ref:`User Guide <spectral_coclustering>`. Parameters ---------- n_clusters : int, default=3 The number of biclusters to find. svd_method : {'randomized', 'arpack'}, default='randomized' Selects the algorithm for finding singular vectors. May be 'randomized' or 'arpack'. If 'randomized', use :func:`sklearn.utils.extmath.randomized_svd`, which may be faster for large matrices. If 'arpack', use :func:`scipy.sparse.linalg.svds`, which is more accurate, but possibly slower in some cases. n_svd_vecs : int, default=None Number of vectors to use in calculating the SVD. Corresponds to `ncv` when `svd_method=arpack` and `n_oversamples` when `svd_method` is 'randomized`. mini_batch : bool, default=False Whether to use mini-batch k-means, which is faster but may get different results. init : {'k-means++', 'random', or ndarray of shape \ (n_clusters, n_features), default='k-means++' Method for initialization of k-means algorithm; defaults to 'k-means++'. n_init : int, default=10 Number of random initializations that are tried with the k-means algorithm. If mini-batch k-means is used, the best initialization is chosen and the algorithm runs once. Otherwise, the algorithm is run for each initialization and the best solution chosen. random_state : int, RandomState instance, default=None Used for randomizing the singular value decomposition and the k-means initialization. Use an int to make the randomness deterministic. See :term:`Glossary <random_state>`. Attributes ---------- rows_ : array-like of shape (n_row_clusters, n_rows) Results of the clustering. `rows[i, r]` is True if cluster `i` contains row `r`. Available only after calling ``fit``. columns_ : array-like of shape (n_column_clusters, n_columns) Results of the clustering, like `rows`. row_labels_ : array-like of shape (n_rows,) The bicluster label of each row. column_labels_ : array-like of shape (n_cols,) The bicluster label of each column. biclusters_ : tuple of two ndarrays The tuple contains the `rows_` and `columns_` arrays. n_features_in_ : int Number of features seen during :term:`fit`. .. versionadded:: 0.24 Examples -------- >>> from sklearn.cluster import SpectralCoclustering >>> import numpy as np >>> X = np.array([[1, 1], [2, 1], [1, 0], ... [4, 7], [3, 5], [3, 6]]) >>> clustering = SpectralCoclustering(n_clusters=2, random_state=0).fit(X) >>> clustering.row_labels_ #doctest: +SKIP array([0, 1, 1, 0, 0, 0], dtype=int32) >>> clustering.column_labels_ #doctest: +SKIP array([0, 0], dtype=int32) >>> clustering SpectralCoclustering(n_clusters=2, random_state=0) References ---------- * Dhillon, Inderjit S, 2001. `Co-clustering documents and words using bipartite spectral graph partitioning <http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.140.3011>`__. """ def __init__(self, n_clusters=3, *, svd_method='randomized', n_svd_vecs=None, mini_batch=False, init='k-means++', n_init=10, random_state=None): super().__init__(n_clusters, svd_method, n_svd_vecs, mini_batch, init, n_init, random_state) def _fit(self, X): normalized_data, row_diag, col_diag = _scale_normalize(X) n_sv = 1 + int(np.ceil(np.log2(self.n_clusters))) u, v = self._svd(normalized_data, n_sv, n_discard=1) z = np.vstack((row_diag[:, np.newaxis] * u, col_diag[:, np.newaxis] * v)) _, labels = self._k_means(z, self.n_clusters) n_rows = X.shape[0] self.row_labels_ = labels[:n_rows] self.column_labels_ = labels[n_rows:] self.rows_ = np.vstack([self.row_labels_ == c for c in range(self.n_clusters)]) self.columns_ = np.vstack([self.column_labels_ == c for c in range(self.n_clusters)]) class SpectralBiclustering(BaseSpectral): """Spectral biclustering (Kluger, 2003). Partitions rows and columns under the assumption that the data has an underlying checkerboard structure. For instance, if there are two row partitions and three column partitions, each row will belong to three biclusters, and each column will belong to two biclusters. The outer product of the corresponding row and column label vectors gives this checkerboard structure. Read more in the :ref:`User Guide <spectral_biclustering>`. Parameters ---------- n_clusters : int or tuple (n_row_clusters, n_column_clusters), default=3 The number of row and column clusters in the checkerboard structure. method : {'bistochastic', 'scale', 'log'}, default='bistochastic' Method of normalizing and converting singular vectors into biclusters. May be one of 'scale', 'bistochastic', or 'log'. The authors recommend using 'log'. If the data is sparse, however, log normalization will not work, which is why the default is 'bistochastic'. .. warning:: if `method='log'`, the data must be sparse. n_components : int, default=6 Number of singular vectors to check. n_best : int, default=3 Number of best singular vectors to which to project the data for clustering. svd_method : {'randomized', 'arpack'}, default='randomized' Selects the algorithm for finding singular vectors. May be 'randomized' or 'arpack'. If 'randomized', uses :func:`~sklearn.utils.extmath.randomized_svd`, which may be faster for large matrices. If 'arpack', uses `scipy.sparse.linalg.svds`, which is more accurate, but possibly slower in some cases. n_svd_vecs : int, default=None Number of vectors to use in calculating the SVD. Corresponds to `ncv` when `svd_method=arpack` and `n_oversamples` when `svd_method` is 'randomized`. mini_batch : bool, default=False Whether to use mini-batch k-means, which is faster but may get different results. init : {'k-means++', 'random'} or ndarray of (n_clusters, n_features), \ default='k-means++' Method for initialization of k-means algorithm; defaults to 'k-means++'. n_init : int, default=10 Number of random initializations that are tried with the k-means algorithm. If mini-batch k-means is used, the best initialization is chosen and the algorithm runs once. Otherwise, the algorithm is run for each initialization and the best solution chosen. random_state : int, RandomState instance, default=None Used for randomizing the singular value decomposition and the k-means initialization. Use an int to make the randomness deterministic. See :term:`Glossary <random_state>`. Attributes ---------- rows_ : array-like of shape (n_row_clusters, n_rows) Results of the clustering. `rows[i, r]` is True if cluster `i` contains row `r`. Available only after calling ``fit``. columns_ : array-like of shape (n_column_clusters, n_columns) Results of the clustering, like `rows`. row_labels_ : array-like of shape (n_rows,) Row partition labels. column_labels_ : array-like of shape (n_cols,) Column partition labels. biclusters_ : tuple of two ndarrays The tuple contains the `rows_` and `columns_` arrays. n_features_in_ : int Number of features seen during :term:`fit`. .. versionadded:: 0.24 Examples -------- >>> from sklearn.cluster import SpectralBiclustering >>> import numpy as np >>> X = np.array([[1, 1], [2, 1], [1, 0], ... [4, 7], [3, 5], [3, 6]]) >>> clustering = SpectralBiclustering(n_clusters=2, random_state=0).fit(X) >>> clustering.row_labels_ array([1, 1, 1, 0, 0, 0], dtype=int32) >>> clustering.column_labels_ array([0, 1], dtype=int32) >>> clustering SpectralBiclustering(n_clusters=2, random_state=0) References ---------- * Kluger, Yuval, et. al., 2003. `Spectral biclustering of microarray data: coclustering genes and conditions <http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.135.1608>`__. """ def __init__(self, n_clusters=3, *, method='bistochastic', n_components=6, n_best=3, svd_method='randomized', n_svd_vecs=None, mini_batch=False, init='k-means++', n_init=10, random_state=None): super().__init__(n_clusters, svd_method, n_svd_vecs, mini_batch, init, n_init, random_state) self.method = method self.n_components = n_components self.n_best = n_best def _check_parameters(self): super()._check_parameters() legal_methods = ('bistochastic', 'scale', 'log') if self.method not in legal_methods: raise ValueError("Unknown method: '{0}'. method must be" " one of {1}.".format(self.method, legal_methods)) try: int(self.n_clusters) except TypeError: try: r, c = self.n_clusters int(r) int(c) except (ValueError, TypeError) as e: raise ValueError("Incorrect parameter n_clusters has value:" " {}. It should either be a single integer" " or an iterable with two integers:" " (n_row_clusters, n_column_clusters)") from e if self.n_components < 1: raise ValueError("Parameter n_components must be greater than 0," " but its value is {}".format(self.n_components)) if self.n_best < 1: raise ValueError("Parameter n_best must be greater than 0," " but its value is {}".format(self.n_best)) if self.n_best > self.n_components: raise ValueError("n_best cannot be larger than" " n_components, but {} > {}" "".format(self.n_best, self.n_components)) def _fit(self, X): n_sv = self.n_components if self.method == 'bistochastic': normalized_data = _bistochastic_normalize(X) n_sv += 1 elif self.method == 'scale': normalized_data, _, _ = _scale_normalize(X) n_sv += 1 elif self.method == 'log': normalized_data = _log_normalize(X) n_discard = 0 if self.method == 'log' else 1 u, v = self._svd(normalized_data, n_sv, n_discard) ut = u.T vt = v.T try: n_row_clusters, n_col_clusters = self.n_clusters except TypeError: n_row_clusters = n_col_clusters = self.n_clusters best_ut = self._fit_best_piecewise(ut, self.n_best, n_row_clusters) best_vt = self._fit_best_piecewise(vt, self.n_best, n_col_clusters) self.row_labels_ = self._project_and_cluster(X, best_vt.T, n_row_clusters) self.column_labels_ = self._project_and_cluster(X.T, best_ut.T, n_col_clusters) self.rows_ = np.vstack([self.row_labels_ == label for label in range(n_row_clusters) for _ in range(n_col_clusters)]) self.columns_ = np.vstack([self.column_labels_ == label for _ in range(n_row_clusters) for label in range(n_col_clusters)]) def _fit_best_piecewise(self, vectors, n_best, n_clusters): """Find the ``n_best`` vectors that are best approximated by piecewise constant vectors. The piecewise vectors are found by k-means; the best is chosen according to Euclidean distance. """ def make_piecewise(v): centroid, labels = self._k_means(v.reshape(-1, 1), n_clusters) return centroid[labels].ravel() piecewise_vectors = np.apply_along_axis(make_piecewise, axis=1, arr=vectors) dists = np.apply_along_axis(norm, axis=1, arr=(vectors - piecewise_vectors)) result = vectors[np.argsort(dists)[:n_best]] return result def _project_and_cluster(self, data, vectors, n_clusters): """Project ``data`` to ``vectors`` and cluster the result.""" projected = safe_sparse_dot(data, vectors) _, labels = self._k_means(projected, n_clusters) return labels
bsd-3-clause
nmayorov/scikit-learn
sklearn/ensemble/gradient_boosting.py
18
71095
"""Gradient Boosted Regression Trees This module contains methods for fitting gradient boosted regression trees for both classification and regression. The module structure is the following: - The ``BaseGradientBoosting`` base class implements a common ``fit`` method for all the estimators in the module. Regression and classification only differ in the concrete ``LossFunction`` used. - ``GradientBoostingClassifier`` implements gradient boosting for classification problems. - ``GradientBoostingRegressor`` implements gradient boosting for regression problems. """ # Authors: Peter Prettenhofer, Scott White, Gilles Louppe, Emanuele Olivetti, # Arnaud Joly, Jacob Schreiber # License: BSD 3 clause from __future__ import print_function from __future__ import division from abc import ABCMeta from abc import abstractmethod from .base import BaseEnsemble from ..base import BaseEstimator from ..base import ClassifierMixin from ..base import RegressorMixin from ..externals import six from ..feature_selection.from_model import _LearntSelectorMixin from ._gradient_boosting import predict_stages from ._gradient_boosting import predict_stage from ._gradient_boosting import _random_sample_mask import numbers import numpy as np from scipy import stats from scipy.sparse import csc_matrix from scipy.sparse import csr_matrix from scipy.sparse import issparse from time import time from ..tree.tree import DecisionTreeRegressor from ..tree._tree import DTYPE from ..tree._tree import TREE_LEAF from ..utils import check_random_state from ..utils import check_array from ..utils import check_X_y from ..utils import column_or_1d from ..utils import check_consistent_length from ..utils import deprecated from ..utils.extmath import logsumexp from ..utils.fixes import expit from ..utils.fixes import bincount from ..utils.stats import _weighted_percentile from ..utils.validation import check_is_fitted from ..utils.multiclass import check_classification_targets from ..exceptions import NotFittedError class QuantileEstimator(BaseEstimator): """An estimator predicting the alpha-quantile of the training targets.""" def __init__(self, alpha=0.9): if not 0 < alpha < 1.0: raise ValueError("`alpha` must be in (0, 1.0) but was %r" % alpha) self.alpha = alpha def fit(self, X, y, sample_weight=None): if sample_weight is None: self.quantile = stats.scoreatpercentile(y, self.alpha * 100.0) else: self.quantile = _weighted_percentile(y, sample_weight, self.alpha * 100.0) def predict(self, X): check_is_fitted(self, 'quantile') y = np.empty((X.shape[0], 1), dtype=np.float64) y.fill(self.quantile) return y class MeanEstimator(BaseEstimator): """An estimator predicting the mean of the training targets.""" def fit(self, X, y, sample_weight=None): if sample_weight is None: self.mean = np.mean(y) else: self.mean = np.average(y, weights=sample_weight) def predict(self, X): check_is_fitted(self, 'mean') y = np.empty((X.shape[0], 1), dtype=np.float64) y.fill(self.mean) return y class LogOddsEstimator(BaseEstimator): """An estimator predicting the log odds ratio.""" scale = 1.0 def fit(self, X, y, sample_weight=None): # pre-cond: pos, neg are encoded as 1, 0 if sample_weight is None: pos = np.sum(y) neg = y.shape[0] - pos else: pos = np.sum(sample_weight * y) neg = np.sum(sample_weight * (1 - y)) if neg == 0 or pos == 0: raise ValueError('y contains non binary labels.') self.prior = self.scale * np.log(pos / neg) def predict(self, X): check_is_fitted(self, 'prior') y = np.empty((X.shape[0], 1), dtype=np.float64) y.fill(self.prior) return y class ScaledLogOddsEstimator(LogOddsEstimator): """Log odds ratio scaled by 0.5 -- for exponential loss. """ scale = 0.5 class PriorProbabilityEstimator(BaseEstimator): """An estimator predicting the probability of each class in the training data. """ def fit(self, X, y, sample_weight=None): if sample_weight is None: sample_weight = np.ones_like(y, dtype=np.float64) class_counts = bincount(y, weights=sample_weight) self.priors = class_counts / class_counts.sum() def predict(self, X): check_is_fitted(self, 'priors') y = np.empty((X.shape[0], self.priors.shape[0]), dtype=np.float64) y[:] = self.priors return y class ZeroEstimator(BaseEstimator): """An estimator that simply predicts zero. """ def fit(self, X, y, sample_weight=None): if np.issubdtype(y.dtype, int): # classification self.n_classes = np.unique(y).shape[0] if self.n_classes == 2: self.n_classes = 1 else: # regression self.n_classes = 1 def predict(self, X): check_is_fitted(self, 'n_classes') y = np.empty((X.shape[0], self.n_classes), dtype=np.float64) y.fill(0.0) return y class LossFunction(six.with_metaclass(ABCMeta, object)): """Abstract base class for various loss functions. Attributes ---------- K : int The number of regression trees to be induced; 1 for regression and binary classification; ``n_classes`` for multi-class classification. """ is_multi_class = False def __init__(self, n_classes): self.K = n_classes def init_estimator(self): """Default ``init`` estimator for loss function. """ raise NotImplementedError() @abstractmethod def __call__(self, y, pred, sample_weight=None): """Compute the loss of prediction ``pred`` and ``y``. """ @abstractmethod def negative_gradient(self, y, y_pred, **kargs): """Compute the negative gradient. Parameters --------- y : np.ndarray, shape=(n,) The target labels. y_pred : np.ndarray, shape=(n,): The predictions. """ def update_terminal_regions(self, tree, X, y, residual, y_pred, sample_weight, sample_mask, learning_rate=1.0, k=0): """Update the terminal regions (=leaves) of the given tree and updates the current predictions of the model. Traverses tree and invokes template method `_update_terminal_region`. Parameters ---------- tree : tree.Tree The tree object. X : ndarray, shape=(n, m) The data array. y : ndarray, shape=(n,) The target labels. residual : ndarray, shape=(n,) The residuals (usually the negative gradient). y_pred : ndarray, shape=(n,) The predictions. sample_weight : ndarray, shape=(n,) The weight of each sample. sample_mask : ndarray, shape=(n,) The sample mask to be used. learning_rate : float, default=0.1 learning rate shrinks the contribution of each tree by ``learning_rate``. k : int, default 0 The index of the estimator being updated. """ # compute leaf for each sample in ``X``. terminal_regions = tree.apply(X) # mask all which are not in sample mask. masked_terminal_regions = terminal_regions.copy() masked_terminal_regions[~sample_mask] = -1 # update each leaf (= perform line search) for leaf in np.where(tree.children_left == TREE_LEAF)[0]: self._update_terminal_region(tree, masked_terminal_regions, leaf, X, y, residual, y_pred[:, k], sample_weight) # update predictions (both in-bag and out-of-bag) y_pred[:, k] += (learning_rate * tree.value[:, 0, 0].take(terminal_regions, axis=0)) @abstractmethod def _update_terminal_region(self, tree, terminal_regions, leaf, X, y, residual, pred, sample_weight): """Template method for updating terminal regions (=leaves). """ class RegressionLossFunction(six.with_metaclass(ABCMeta, LossFunction)): """Base class for regression loss functions. """ def __init__(self, n_classes): if n_classes != 1: raise ValueError("``n_classes`` must be 1 for regression but " "was %r" % n_classes) super(RegressionLossFunction, self).__init__(n_classes) class LeastSquaresError(RegressionLossFunction): """Loss function for least squares (LS) estimation. Terminal regions need not to be updated for least squares. """ def init_estimator(self): return MeanEstimator() def __call__(self, y, pred, sample_weight=None): if sample_weight is None: return np.mean((y - pred.ravel()) ** 2.0) else: return (1.0 / sample_weight.sum() * np.sum(sample_weight * ((y - pred.ravel()) ** 2.0))) def negative_gradient(self, y, pred, **kargs): return y - pred.ravel() def update_terminal_regions(self, tree, X, y, residual, y_pred, sample_weight, sample_mask, learning_rate=1.0, k=0): """Least squares does not need to update terminal regions. But it has to update the predictions. """ # update predictions y_pred[:, k] += learning_rate * tree.predict(X).ravel() def _update_terminal_region(self, tree, terminal_regions, leaf, X, y, residual, pred, sample_weight): pass class LeastAbsoluteError(RegressionLossFunction): """Loss function for least absolute deviation (LAD) regression. """ def init_estimator(self): return QuantileEstimator(alpha=0.5) def __call__(self, y, pred, sample_weight=None): if sample_weight is None: return np.abs(y - pred.ravel()).mean() else: return (1.0 / sample_weight.sum() * np.sum(sample_weight * np.abs(y - pred.ravel()))) def negative_gradient(self, y, pred, **kargs): """1.0 if y - pred > 0.0 else -1.0""" pred = pred.ravel() return 2.0 * (y - pred > 0.0) - 1.0 def _update_terminal_region(self, tree, terminal_regions, leaf, X, y, residual, pred, sample_weight): """LAD updates terminal regions to median estimates. """ terminal_region = np.where(terminal_regions == leaf)[0] sample_weight = sample_weight.take(terminal_region, axis=0) diff = y.take(terminal_region, axis=0) - pred.take(terminal_region, axis=0) tree.value[leaf, 0, 0] = _weighted_percentile(diff, sample_weight, percentile=50) class HuberLossFunction(RegressionLossFunction): """Huber loss function for robust regression. M-Regression proposed in Friedman 2001. References ---------- J. Friedman, Greedy Function Approximation: A Gradient Boosting Machine, The Annals of Statistics, Vol. 29, No. 5, 2001. """ def __init__(self, n_classes, alpha=0.9): super(HuberLossFunction, self).__init__(n_classes) self.alpha = alpha self.gamma = None def init_estimator(self): return QuantileEstimator(alpha=0.5) def __call__(self, y, pred, sample_weight=None): pred = pred.ravel() diff = y - pred gamma = self.gamma if gamma is None: if sample_weight is None: gamma = stats.scoreatpercentile(np.abs(diff), self.alpha * 100) else: gamma = _weighted_percentile(np.abs(diff), sample_weight, self.alpha * 100) gamma_mask = np.abs(diff) <= gamma if sample_weight is None: sq_loss = np.sum(0.5 * diff[gamma_mask] ** 2.0) lin_loss = np.sum(gamma * (np.abs(diff[~gamma_mask]) - gamma / 2.0)) loss = (sq_loss + lin_loss) / y.shape[0] else: sq_loss = np.sum(0.5 * sample_weight[gamma_mask] * diff[gamma_mask] ** 2.0) lin_loss = np.sum(gamma * sample_weight[~gamma_mask] * (np.abs(diff[~gamma_mask]) - gamma / 2.0)) loss = (sq_loss + lin_loss) / sample_weight.sum() return loss def negative_gradient(self, y, pred, sample_weight=None, **kargs): pred = pred.ravel() diff = y - pred if sample_weight is None: gamma = stats.scoreatpercentile(np.abs(diff), self.alpha * 100) else: gamma = _weighted_percentile(np.abs(diff), sample_weight, self.alpha * 100) gamma_mask = np.abs(diff) <= gamma residual = np.zeros((y.shape[0],), dtype=np.float64) residual[gamma_mask] = diff[gamma_mask] residual[~gamma_mask] = gamma * np.sign(diff[~gamma_mask]) self.gamma = gamma return residual def _update_terminal_region(self, tree, terminal_regions, leaf, X, y, residual, pred, sample_weight): terminal_region = np.where(terminal_regions == leaf)[0] sample_weight = sample_weight.take(terminal_region, axis=0) gamma = self.gamma diff = (y.take(terminal_region, axis=0) - pred.take(terminal_region, axis=0)) median = _weighted_percentile(diff, sample_weight, percentile=50) diff_minus_median = diff - median tree.value[leaf, 0] = median + np.mean( np.sign(diff_minus_median) * np.minimum(np.abs(diff_minus_median), gamma)) class QuantileLossFunction(RegressionLossFunction): """Loss function for quantile regression. Quantile regression allows to estimate the percentiles of the conditional distribution of the target. """ def __init__(self, n_classes, alpha=0.9): super(QuantileLossFunction, self).__init__(n_classes) assert 0 < alpha < 1.0 self.alpha = alpha self.percentile = alpha * 100.0 def init_estimator(self): return QuantileEstimator(self.alpha) def __call__(self, y, pred, sample_weight=None): pred = pred.ravel() diff = y - pred alpha = self.alpha mask = y > pred if sample_weight is None: loss = (alpha * diff[mask].sum() + (1.0 - alpha) * diff[~mask].sum()) / y.shape[0] else: loss = ((alpha * np.sum(sample_weight[mask] * diff[mask]) + (1.0 - alpha) * np.sum(sample_weight[~mask] * diff[~mask])) / sample_weight.sum()) return loss def negative_gradient(self, y, pred, **kargs): alpha = self.alpha pred = pred.ravel() mask = y > pred return (alpha * mask) - ((1.0 - alpha) * ~mask) def _update_terminal_region(self, tree, terminal_regions, leaf, X, y, residual, pred, sample_weight): terminal_region = np.where(terminal_regions == leaf)[0] diff = (y.take(terminal_region, axis=0) - pred.take(terminal_region, axis=0)) sample_weight = sample_weight.take(terminal_region, axis=0) val = _weighted_percentile(diff, sample_weight, self.percentile) tree.value[leaf, 0] = val class ClassificationLossFunction(six.with_metaclass(ABCMeta, LossFunction)): """Base class for classification loss functions. """ def _score_to_proba(self, score): """Template method to convert scores to probabilities. the does not support probabilites raises AttributeError. """ raise TypeError('%s does not support predict_proba' % type(self).__name__) @abstractmethod def _score_to_decision(self, score): """Template method to convert scores to decisions. Returns int arrays. """ class BinomialDeviance(ClassificationLossFunction): """Binomial deviance loss function for binary classification. Binary classification is a special case; here, we only need to fit one tree instead of ``n_classes`` trees. """ def __init__(self, n_classes): if n_classes != 2: raise ValueError("{0:s} requires 2 classes.".format( self.__class__.__name__)) # we only need to fit one tree for binary clf. super(BinomialDeviance, self).__init__(1) def init_estimator(self): return LogOddsEstimator() def __call__(self, y, pred, sample_weight=None): """Compute the deviance (= 2 * negative log-likelihood). """ # logaddexp(0, v) == log(1.0 + exp(v)) pred = pred.ravel() if sample_weight is None: return -2.0 * np.mean((y * pred) - np.logaddexp(0.0, pred)) else: return (-2.0 / sample_weight.sum() * np.sum(sample_weight * ((y * pred) - np.logaddexp(0.0, pred)))) def negative_gradient(self, y, pred, **kargs): """Compute the residual (= negative gradient). """ return y - expit(pred.ravel()) def _update_terminal_region(self, tree, terminal_regions, leaf, X, y, residual, pred, sample_weight): """Make a single Newton-Raphson step. our node estimate is given by: sum(w * (y - prob)) / sum(w * prob * (1 - prob)) we take advantage that: y - prob = residual """ terminal_region = np.where(terminal_regions == leaf)[0] residual = residual.take(terminal_region, axis=0) y = y.take(terminal_region, axis=0) sample_weight = sample_weight.take(terminal_region, axis=0) numerator = np.sum(sample_weight * residual) denominator = np.sum(sample_weight * (y - residual) * (1 - y + residual)) if denominator == 0.0: tree.value[leaf, 0, 0] = 0.0 else: tree.value[leaf, 0, 0] = numerator / denominator def _score_to_proba(self, score): proba = np.ones((score.shape[0], 2), dtype=np.float64) proba[:, 1] = expit(score.ravel()) proba[:, 0] -= proba[:, 1] return proba def _score_to_decision(self, score): proba = self._score_to_proba(score) return np.argmax(proba, axis=1) class MultinomialDeviance(ClassificationLossFunction): """Multinomial deviance loss function for multi-class classification. For multi-class classification we need to fit ``n_classes`` trees at each stage. """ is_multi_class = True def __init__(self, n_classes): if n_classes < 3: raise ValueError("{0:s} requires more than 2 classes.".format( self.__class__.__name__)) super(MultinomialDeviance, self).__init__(n_classes) def init_estimator(self): return PriorProbabilityEstimator() def __call__(self, y, pred, sample_weight=None): # create one-hot label encoding Y = np.zeros((y.shape[0], self.K), dtype=np.float64) for k in range(self.K): Y[:, k] = y == k if sample_weight is None: return np.sum(-1 * (Y * pred).sum(axis=1) + logsumexp(pred, axis=1)) else: return np.sum(-1 * sample_weight * (Y * pred).sum(axis=1) + logsumexp(pred, axis=1)) def negative_gradient(self, y, pred, k=0, **kwargs): """Compute negative gradient for the ``k``-th class. """ return y - np.nan_to_num(np.exp(pred[:, k] - logsumexp(pred, axis=1))) def _update_terminal_region(self, tree, terminal_regions, leaf, X, y, residual, pred, sample_weight): """Make a single Newton-Raphson step. """ terminal_region = np.where(terminal_regions == leaf)[0] residual = residual.take(terminal_region, axis=0) y = y.take(terminal_region, axis=0) sample_weight = sample_weight.take(terminal_region, axis=0) numerator = np.sum(sample_weight * residual) numerator *= (self.K - 1) / self.K denominator = np.sum(sample_weight * (y - residual) * (1.0 - y + residual)) if denominator == 0.0: tree.value[leaf, 0, 0] = 0.0 else: tree.value[leaf, 0, 0] = numerator / denominator def _score_to_proba(self, score): return np.nan_to_num( np.exp(score - (logsumexp(score, axis=1)[:, np.newaxis]))) def _score_to_decision(self, score): proba = self._score_to_proba(score) return np.argmax(proba, axis=1) class ExponentialLoss(ClassificationLossFunction): """Exponential loss function for binary classification. Same loss as AdaBoost. References ---------- Greg Ridgeway, Generalized Boosted Models: A guide to the gbm package, 2007 """ def __init__(self, n_classes): if n_classes != 2: raise ValueError("{0:s} requires 2 classes.".format( self.__class__.__name__)) # we only need to fit one tree for binary clf. super(ExponentialLoss, self).__init__(1) def init_estimator(self): return ScaledLogOddsEstimator() def __call__(self, y, pred, sample_weight=None): pred = pred.ravel() if sample_weight is None: return np.mean(np.exp(-(2. * y - 1.) * pred)) else: return (1.0 / sample_weight.sum() * np.sum(sample_weight * np.exp(-(2 * y - 1) * pred))) def negative_gradient(self, y, pred, **kargs): y_ = -(2. * y - 1.) return y_ * np.exp(y_ * pred.ravel()) def _update_terminal_region(self, tree, terminal_regions, leaf, X, y, residual, pred, sample_weight): terminal_region = np.where(terminal_regions == leaf)[0] pred = pred.take(terminal_region, axis=0) y = y.take(terminal_region, axis=0) sample_weight = sample_weight.take(terminal_region, axis=0) y_ = 2. * y - 1. numerator = np.sum(y_ * sample_weight * np.exp(-y_ * pred)) denominator = np.sum(sample_weight * np.exp(-y_ * pred)) if denominator == 0.0: tree.value[leaf, 0, 0] = 0.0 else: tree.value[leaf, 0, 0] = numerator / denominator def _score_to_proba(self, score): proba = np.ones((score.shape[0], 2), dtype=np.float64) proba[:, 1] = expit(2.0 * score.ravel()) proba[:, 0] -= proba[:, 1] return proba def _score_to_decision(self, score): return (score.ravel() >= 0.0).astype(np.int) LOSS_FUNCTIONS = {'ls': LeastSquaresError, 'lad': LeastAbsoluteError, 'huber': HuberLossFunction, 'quantile': QuantileLossFunction, 'deviance': None, # for both, multinomial and binomial 'exponential': ExponentialLoss, } INIT_ESTIMATORS = {'zero': ZeroEstimator} class VerboseReporter(object): """Reports verbose output to stdout. If ``verbose==1`` output is printed once in a while (when iteration mod verbose_mod is zero).; if larger than 1 then output is printed for each update. """ def __init__(self, verbose): self.verbose = verbose def init(self, est, begin_at_stage=0): # header fields and line format str header_fields = ['Iter', 'Train Loss'] verbose_fmt = ['{iter:>10d}', '{train_score:>16.4f}'] # do oob? if est.subsample < 1: header_fields.append('OOB Improve') verbose_fmt.append('{oob_impr:>16.4f}') header_fields.append('Remaining Time') verbose_fmt.append('{remaining_time:>16s}') # print the header line print(('%10s ' + '%16s ' * (len(header_fields) - 1)) % tuple(header_fields)) self.verbose_fmt = ' '.join(verbose_fmt) # plot verbose info each time i % verbose_mod == 0 self.verbose_mod = 1 self.start_time = time() self.begin_at_stage = begin_at_stage def update(self, j, est): """Update reporter with new iteration. """ do_oob = est.subsample < 1 # we need to take into account if we fit additional estimators. i = j - self.begin_at_stage # iteration relative to the start iter if (i + 1) % self.verbose_mod == 0: oob_impr = est.oob_improvement_[j] if do_oob else 0 remaining_time = ((est.n_estimators - (j + 1)) * (time() - self.start_time) / float(i + 1)) if remaining_time > 60: remaining_time = '{0:.2f}m'.format(remaining_time / 60.0) else: remaining_time = '{0:.2f}s'.format(remaining_time) print(self.verbose_fmt.format(iter=j + 1, train_score=est.train_score_[j], oob_impr=oob_impr, remaining_time=remaining_time)) if self.verbose == 1 and ((i + 1) // (self.verbose_mod * 10) > 0): # adjust verbose frequency (powers of 10) self.verbose_mod *= 10 class BaseGradientBoosting(six.with_metaclass(ABCMeta, BaseEnsemble, _LearntSelectorMixin)): """Abstract base class for Gradient Boosting. """ @abstractmethod def __init__(self, loss, learning_rate, n_estimators, min_samples_split, min_samples_leaf, min_weight_fraction_leaf, max_depth, init, subsample, max_features, random_state, alpha=0.9, verbose=0, max_leaf_nodes=None, warm_start=False, presort='auto'): self.n_estimators = n_estimators self.learning_rate = learning_rate self.loss = loss self.min_samples_split = min_samples_split self.min_samples_leaf = min_samples_leaf self.min_weight_fraction_leaf = min_weight_fraction_leaf self.subsample = subsample self.max_features = max_features self.max_depth = max_depth self.init = init self.random_state = random_state self.alpha = alpha self.verbose = verbose self.max_leaf_nodes = max_leaf_nodes self.warm_start = warm_start self.presort = presort self.estimators_ = np.empty((0, 0), dtype=np.object) def _fit_stage(self, i, X, y, y_pred, sample_weight, sample_mask, random_state, X_idx_sorted, X_csc=None, X_csr=None): """Fit another stage of ``n_classes_`` trees to the boosting model. """ assert sample_mask.dtype == np.bool loss = self.loss_ original_y = y for k in range(loss.K): if loss.is_multi_class: y = np.array(original_y == k, dtype=np.float64) residual = loss.negative_gradient(y, y_pred, k=k, sample_weight=sample_weight) # induce regression tree on residuals tree = DecisionTreeRegressor( criterion='friedman_mse', splitter='best', max_depth=self.max_depth, min_samples_split=self.min_samples_split, min_samples_leaf=self.min_samples_leaf, min_weight_fraction_leaf=self.min_weight_fraction_leaf, max_features=self.max_features, max_leaf_nodes=self.max_leaf_nodes, random_state=random_state, presort=self.presort) if self.subsample < 1.0: # no inplace multiplication! sample_weight = sample_weight * sample_mask.astype(np.float64) if X_csc is not None: tree.fit(X_csc, residual, sample_weight=sample_weight, check_input=False, X_idx_sorted=X_idx_sorted) else: tree.fit(X, residual, sample_weight=sample_weight, check_input=False, X_idx_sorted=X_idx_sorted) # update tree leaves if X_csr is not None: loss.update_terminal_regions(tree.tree_, X_csr, y, residual, y_pred, sample_weight, sample_mask, self.learning_rate, k=k) else: loss.update_terminal_regions(tree.tree_, X, y, residual, y_pred, sample_weight, sample_mask, self.learning_rate, k=k) # add tree to ensemble self.estimators_[i, k] = tree return y_pred def _check_params(self): """Check validity of parameters and raise ValueError if not valid. """ if self.n_estimators <= 0: raise ValueError("n_estimators must be greater than 0 but " "was %r" % self.n_estimators) if self.learning_rate <= 0.0: raise ValueError("learning_rate must be greater than 0 but " "was %r" % self.learning_rate) if (self.loss not in self._SUPPORTED_LOSS or self.loss not in LOSS_FUNCTIONS): raise ValueError("Loss '{0:s}' not supported. ".format(self.loss)) if self.loss == 'deviance': loss_class = (MultinomialDeviance if len(self.classes_) > 2 else BinomialDeviance) else: loss_class = LOSS_FUNCTIONS[self.loss] if self.loss in ('huber', 'quantile'): self.loss_ = loss_class(self.n_classes_, self.alpha) else: self.loss_ = loss_class(self.n_classes_) if not (0.0 < self.subsample <= 1.0): raise ValueError("subsample must be in (0,1] but " "was %r" % self.subsample) if self.init is not None: if isinstance(self.init, six.string_types): if self.init not in INIT_ESTIMATORS: raise ValueError('init="%s" is not supported' % self.init) else: if (not hasattr(self.init, 'fit') or not hasattr(self.init, 'predict')): raise ValueError("init=%r must be valid BaseEstimator " "and support both fit and " "predict" % self.init) if not (0.0 < self.alpha < 1.0): raise ValueError("alpha must be in (0.0, 1.0) but " "was %r" % self.alpha) if isinstance(self.max_features, six.string_types): if self.max_features == "auto": # if is_classification if self.n_classes_ > 1: max_features = max(1, int(np.sqrt(self.n_features))) else: # is regression max_features = self.n_features elif self.max_features == "sqrt": max_features = max(1, int(np.sqrt(self.n_features))) elif self.max_features == "log2": max_features = max(1, int(np.log2(self.n_features))) else: raise ValueError("Invalid value for max_features: %r. " "Allowed string values are 'auto', 'sqrt' " "or 'log2'." % self.max_features) elif self.max_features is None: max_features = self.n_features elif isinstance(self.max_features, (numbers.Integral, np.integer)): max_features = self.max_features else: # float if 0. < self.max_features <= 1.: max_features = max(int(self.max_features * self.n_features), 1) else: raise ValueError("max_features must be in (0, n_features]") self.max_features_ = max_features def _init_state(self): """Initialize model state and allocate model state data structures. """ if self.init is None: self.init_ = self.loss_.init_estimator() elif isinstance(self.init, six.string_types): self.init_ = INIT_ESTIMATORS[self.init]() else: self.init_ = self.init self.estimators_ = np.empty((self.n_estimators, self.loss_.K), dtype=np.object) self.train_score_ = np.zeros((self.n_estimators,), dtype=np.float64) # do oob? if self.subsample < 1.0: self.oob_improvement_ = np.zeros((self.n_estimators), dtype=np.float64) def _clear_state(self): """Clear the state of the gradient boosting model. """ if hasattr(self, 'estimators_'): self.estimators_ = np.empty((0, 0), dtype=np.object) if hasattr(self, 'train_score_'): del self.train_score_ if hasattr(self, 'oob_improvement_'): del self.oob_improvement_ if hasattr(self, 'init_'): del self.init_ def _resize_state(self): """Add additional ``n_estimators`` entries to all attributes. """ # self.n_estimators is the number of additional est to fit total_n_estimators = self.n_estimators if total_n_estimators < self.estimators_.shape[0]: raise ValueError('resize with smaller n_estimators %d < %d' % (total_n_estimators, self.estimators_[0])) self.estimators_.resize((total_n_estimators, self.loss_.K)) self.train_score_.resize(total_n_estimators) if (self.subsample < 1 or hasattr(self, 'oob_improvement_')): # if do oob resize arrays or create new if not available if hasattr(self, 'oob_improvement_'): self.oob_improvement_.resize(total_n_estimators) else: self.oob_improvement_ = np.zeros((total_n_estimators,), dtype=np.float64) def _is_initialized(self): return len(getattr(self, 'estimators_', [])) > 0 def _check_initialized(self): """Check that the estimator is initialized, raising an error if not.""" if self.estimators_ is None or len(self.estimators_) == 0: raise NotFittedError("Estimator not fitted, call `fit`" " before making predictions`.") def fit(self, X, y, sample_weight=None, monitor=None): """Fit the gradient boosting model. Parameters ---------- X : array-like, shape = [n_samples, n_features] Training vectors, where n_samples is the number of samples and n_features is the number of features. y : array-like, shape = [n_samples] Target values (integers in classification, real numbers in regression) For classification, labels must correspond to classes. sample_weight : array-like, shape = [n_samples] or None Sample weights. If None, then samples are equally weighted. Splits that would create child nodes with net zero or negative weight are ignored while searching for a split in each node. In the case of classification, splits are also ignored if they would result in any single class carrying a negative weight in either child node. monitor : callable, optional The monitor is called after each iteration with the current iteration, a reference to the estimator and the local variables of ``_fit_stages`` as keyword arguments ``callable(i, self, locals())``. If the callable returns ``True`` the fitting procedure is stopped. The monitor can be used for various things such as computing held-out estimates, early stopping, model introspect, and snapshoting. Returns ------- self : object Returns self. """ # if not warmstart - clear the estimator state if not self.warm_start: self._clear_state() # Check input X, y = check_X_y(X, y, accept_sparse=['csr', 'csc', 'coo'], dtype=DTYPE) n_samples, self.n_features = X.shape if sample_weight is None: sample_weight = np.ones(n_samples, dtype=np.float32) else: sample_weight = column_or_1d(sample_weight, warn=True) check_consistent_length(X, y, sample_weight) y = self._validate_y(y) random_state = check_random_state(self.random_state) self._check_params() if not self._is_initialized(): # init state self._init_state() # fit initial model - FIXME make sample_weight optional self.init_.fit(X, y, sample_weight) # init predictions y_pred = self.init_.predict(X) begin_at_stage = 0 else: # add more estimators to fitted model # invariant: warm_start = True if self.n_estimators < self.estimators_.shape[0]: raise ValueError('n_estimators=%d must be larger or equal to ' 'estimators_.shape[0]=%d when ' 'warm_start==True' % (self.n_estimators, self.estimators_.shape[0])) begin_at_stage = self.estimators_.shape[0] y_pred = self._decision_function(X) self._resize_state() X_idx_sorted = None presort = self.presort # Allow presort to be 'auto', which means True if the dataset is dense, # otherwise it will be False. if presort == 'auto' and issparse(X): presort = False elif presort == 'auto': presort = True if presort == True: if issparse(X): raise ValueError("Presorting is not supported for sparse matrices.") else: X_idx_sorted = np.asfortranarray(np.argsort(X, axis=0), dtype=np.int32) # fit the boosting stages n_stages = self._fit_stages(X, y, y_pred, sample_weight, random_state, begin_at_stage, monitor, X_idx_sorted) # change shape of arrays after fit (early-stopping or additional ests) if n_stages != self.estimators_.shape[0]: self.estimators_ = self.estimators_[:n_stages] self.train_score_ = self.train_score_[:n_stages] if hasattr(self, 'oob_improvement_'): self.oob_improvement_ = self.oob_improvement_[:n_stages] return self def _fit_stages(self, X, y, y_pred, sample_weight, random_state, begin_at_stage=0, monitor=None, X_idx_sorted=None): """Iteratively fits the stages. For each stage it computes the progress (OOB, train score) and delegates to ``_fit_stage``. Returns the number of stages fit; might differ from ``n_estimators`` due to early stopping. """ n_samples = X.shape[0] do_oob = self.subsample < 1.0 sample_mask = np.ones((n_samples, ), dtype=np.bool) n_inbag = max(1, int(self.subsample * n_samples)) loss_ = self.loss_ # Set min_weight_leaf from min_weight_fraction_leaf if self.min_weight_fraction_leaf != 0. and sample_weight is not None: min_weight_leaf = (self.min_weight_fraction_leaf * np.sum(sample_weight)) else: min_weight_leaf = 0. if self.verbose: verbose_reporter = VerboseReporter(self.verbose) verbose_reporter.init(self, begin_at_stage) X_csc = csc_matrix(X) if issparse(X) else None X_csr = csr_matrix(X) if issparse(X) else None # perform boosting iterations i = begin_at_stage for i in range(begin_at_stage, self.n_estimators): # subsampling if do_oob: sample_mask = _random_sample_mask(n_samples, n_inbag, random_state) # OOB score before adding this stage old_oob_score = loss_(y[~sample_mask], y_pred[~sample_mask], sample_weight[~sample_mask]) # fit next stage of trees y_pred = self._fit_stage(i, X, y, y_pred, sample_weight, sample_mask, random_state, X_idx_sorted, X_csc, X_csr) # track deviance (= loss) if do_oob: self.train_score_[i] = loss_(y[sample_mask], y_pred[sample_mask], sample_weight[sample_mask]) self.oob_improvement_[i] = ( old_oob_score - loss_(y[~sample_mask], y_pred[~sample_mask], sample_weight[~sample_mask])) else: # no need to fancy index w/ no subsampling self.train_score_[i] = loss_(y, y_pred, sample_weight) if self.verbose > 0: verbose_reporter.update(i, self) if monitor is not None: early_stopping = monitor(i, self, locals()) if early_stopping: break return i + 1 def _make_estimator(self, append=True): # we don't need _make_estimator raise NotImplementedError() def _init_decision_function(self, X): """Check input and compute prediction of ``init``. """ self._check_initialized() X = self.estimators_[0, 0]._validate_X_predict(X, check_input=True) if X.shape[1] != self.n_features: raise ValueError("X.shape[1] should be {0:d}, not {1:d}.".format( self.n_features, X.shape[1])) score = self.init_.predict(X).astype(np.float64) return score def _decision_function(self, X): # for use in inner loop, not raveling the output in single-class case, # not doing input validation. score = self._init_decision_function(X) predict_stages(self.estimators_, X, self.learning_rate, score) return score @deprecated(" and will be removed in 0.19") def decision_function(self, X): """Compute the decision function of ``X``. Parameters ---------- X : array-like of shape = [n_samples, n_features] The input samples. Returns ------- score : array, shape = [n_samples, n_classes] or [n_samples] The decision function of the input samples. The order of the classes corresponds to that in the attribute `classes_`. Regression and binary classification produce an array of shape [n_samples]. """ self._check_initialized() X = self.estimators_[0, 0]._validate_X_predict(X, check_input=True) score = self._decision_function(X) if score.shape[1] == 1: return score.ravel() return score def _staged_decision_function(self, X): """Compute decision function of ``X`` for each iteration. This method allows monitoring (i.e. determine error on testing set) after each stage. Parameters ---------- X : array-like of shape = [n_samples, n_features] The input samples. Returns ------- score : generator of array, shape = [n_samples, k] The decision function of the input samples. The order of the classes corresponds to that in the attribute `classes_`. Regression and binary classification are special cases with ``k == 1``, otherwise ``k==n_classes``. """ X = check_array(X, dtype=DTYPE, order="C") score = self._init_decision_function(X) for i in range(self.estimators_.shape[0]): predict_stage(self.estimators_, i, X, self.learning_rate, score) yield score.copy() @deprecated(" and will be removed in 0.19") def staged_decision_function(self, X): """Compute decision function of ``X`` for each iteration. This method allows monitoring (i.e. determine error on testing set) after each stage. Parameters ---------- X : array-like of shape = [n_samples, n_features] The input samples. Returns ------- score : generator of array, shape = [n_samples, k] The decision function of the input samples. The order of the classes corresponds to that in the attribute `classes_`. Regression and binary classification are special cases with ``k == 1``, otherwise ``k==n_classes``. """ for dec in self._staged_decision_function(X): # no yield from in Python2.X yield dec @property def feature_importances_(self): """Return the feature importances (the higher, the more important the feature). Returns ------- feature_importances_ : array, shape = [n_features] """ self._check_initialized() total_sum = np.zeros((self.n_features, ), dtype=np.float64) for stage in self.estimators_: stage_sum = sum(tree.feature_importances_ for tree in stage) / len(stage) total_sum += stage_sum importances = total_sum / len(self.estimators_) return importances def _validate_y(self, y): self.n_classes_ = 1 if y.dtype.kind == 'O': y = y.astype(np.float64) # Default implementation return y def apply(self, X): """Apply trees in the ensemble to X, return leaf indices. .. versionadded:: 0.17 Parameters ---------- X : array-like or sparse matrix, shape = [n_samples, n_features] The input samples. Internally, it will be converted to ``dtype=np.float32`` and if a sparse matrix is provided to a sparse ``csr_matrix``. Returns ------- X_leaves : array_like, shape = [n_samples, n_estimators, n_classes] For each datapoint x in X and for each tree in the ensemble, return the index of the leaf x ends up in in each estimator. In the case of binary classification n_classes is 1. """ self._check_initialized() X = self.estimators_[0, 0]._validate_X_predict(X, check_input=True) # n_classes will be equal to 1 in the binary classification or the # regression case. n_estimators, n_classes = self.estimators_.shape leaves = np.zeros((X.shape[0], n_estimators, n_classes)) for i in range(n_estimators): for j in range(n_classes): estimator = self.estimators_[i, j] leaves[:, i, j] = estimator.apply(X, check_input=False) return leaves class GradientBoostingClassifier(BaseGradientBoosting, ClassifierMixin): """Gradient Boosting for classification. GB builds an additive model in a forward stage-wise fashion; it allows for the optimization of arbitrary differentiable loss functions. In each stage ``n_classes_`` regression trees are fit on the negative gradient of the binomial or multinomial deviance loss function. Binary classification is a special case where only a single regression tree is induced. Read more in the :ref:`User Guide <gradient_boosting>`. Parameters ---------- loss : {'deviance', 'exponential'}, optional (default='deviance') loss function to be optimized. 'deviance' refers to deviance (= logistic regression) for classification with probabilistic outputs. For loss 'exponential' gradient boosting recovers the AdaBoost algorithm. learning_rate : float, optional (default=0.1) learning rate shrinks the contribution of each tree by `learning_rate`. There is a trade-off between learning_rate and n_estimators. n_estimators : int (default=100) The number of boosting stages to perform. Gradient boosting is fairly robust to over-fitting so a large number usually results in better performance. max_depth : integer, optional (default=3) maximum depth of the individual regression estimators. The maximum depth limits the number of nodes in the tree. Tune this parameter for best performance; the best value depends on the interaction of the input variables. Ignored if ``max_leaf_nodes`` is not None. min_samples_split : int, float, optional (default=2) The minimum number of samples required to split an internal node: - If int, then consider `min_samples_split` as the minimum number. - If float, then `min_samples_split` is a percentage and `ceil(min_samples_split * n_samples)` are the minimum number of samples for each split. min_samples_leaf : int, float, optional (default=1) The minimum number of samples required to be at a leaf node: - If int, then consider `min_samples_leaf` as the minimum number. - If float, then `min_samples_leaf` is a percentage and `ceil(min_samples_leaf * n_samples)` are the minimum number of samples for each node. min_weight_fraction_leaf : float, optional (default=0.) The minimum weighted fraction of the input samples required to be at a leaf node. subsample : float, optional (default=1.0) The fraction of samples to be used for fitting the individual base learners. If smaller than 1.0 this results in Stochastic Gradient Boosting. `subsample` interacts with the parameter `n_estimators`. Choosing `subsample < 1.0` leads to a reduction of variance and an increase in bias. max_features : int, float, string or None, optional (default=None) The number of features to consider when looking for the best split: - If int, then consider `max_features` features at each split. - If float, then `max_features` is a percentage and `int(max_features * n_features)` features are considered at each split. - If "auto", then `max_features=sqrt(n_features)`. - If "sqrt", then `max_features=sqrt(n_features)`. - If "log2", then `max_features=log2(n_features)`. - If None, then `max_features=n_features`. Choosing `max_features < n_features` leads to a reduction of variance and an increase in bias. Note: the search for a split does not stop until at least one valid partition of the node samples is found, even if it requires to effectively inspect more than ``max_features`` features. max_leaf_nodes : int or None, optional (default=None) Grow trees with ``max_leaf_nodes`` in best-first fashion. Best nodes are defined as relative reduction in impurity. If None then unlimited number of leaf nodes. If not None then ``max_depth`` will be ignored. init : BaseEstimator, None, optional (default=None) An estimator object that is used to compute the initial predictions. ``init`` has to provide ``fit`` and ``predict``. If None it uses ``loss.init_estimator``. verbose : int, default: 0 Enable verbose output. If 1 then it prints progress and performance once in a while (the more trees the lower the frequency). If greater than 1 then it prints progress and performance for every tree. warm_start : bool, default: False When set to ``True``, reuse the solution of the previous call to fit and add more estimators to the ensemble, otherwise, just erase the previous solution. 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`. presort : bool or 'auto', optional (default='auto') Whether to presort the data to speed up the finding of best splits in fitting. Auto mode by default will use presorting on dense data and default to normal sorting on sparse data. Setting presort to true on sparse data will raise an error. .. versionadded:: 0.17 *presort* parameter. Attributes ---------- feature_importances_ : array, shape = [n_features] The feature importances (the higher, the more important the feature). oob_improvement_ : array, shape = [n_estimators] The improvement in loss (= deviance) on the out-of-bag samples relative to the previous iteration. ``oob_improvement_[0]`` is the improvement in loss of the first stage over the ``init`` estimator. train_score_ : array, shape = [n_estimators] The i-th score ``train_score_[i]`` is the deviance (= loss) of the model at iteration ``i`` on the in-bag sample. If ``subsample == 1`` this is the deviance on the training data. loss_ : LossFunction The concrete ``LossFunction`` object. init : BaseEstimator The estimator that provides the initial predictions. Set via the ``init`` argument or ``loss.init_estimator``. estimators_ : ndarray of DecisionTreeRegressor, shape = [n_estimators, ``loss_.K``] The collection of fitted sub-estimators. ``loss_.K`` is 1 for binary classification, otherwise n_classes. See also -------- sklearn.tree.DecisionTreeClassifier, RandomForestClassifier AdaBoostClassifier References ---------- J. Friedman, Greedy Function Approximation: A Gradient Boosting Machine, The Annals of Statistics, Vol. 29, No. 5, 2001. J. Friedman, Stochastic Gradient Boosting, 1999 T. Hastie, R. Tibshirani and J. Friedman. Elements of Statistical Learning Ed. 2, Springer, 2009. """ _SUPPORTED_LOSS = ('deviance', 'exponential') def __init__(self, loss='deviance', learning_rate=0.1, n_estimators=100, subsample=1.0, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0., max_depth=3, init=None, random_state=None, max_features=None, verbose=0, max_leaf_nodes=None, warm_start=False, presort='auto'): super(GradientBoostingClassifier, self).__init__( loss=loss, learning_rate=learning_rate, n_estimators=n_estimators, min_samples_split=min_samples_split, min_samples_leaf=min_samples_leaf, min_weight_fraction_leaf=min_weight_fraction_leaf, max_depth=max_depth, init=init, subsample=subsample, max_features=max_features, random_state=random_state, verbose=verbose, max_leaf_nodes=max_leaf_nodes, warm_start=warm_start, presort=presort) def _validate_y(self, y): check_classification_targets(y) self.classes_, y = np.unique(y, return_inverse=True) self.n_classes_ = len(self.classes_) return y def decision_function(self, X): """Compute the decision function of ``X``. Parameters ---------- X : array-like of shape = [n_samples, n_features] The input samples. Returns ------- score : array, shape = [n_samples, n_classes] or [n_samples] The decision function of the input samples. The order of the classes corresponds to that in the attribute `classes_`. Regression and binary classification produce an array of shape [n_samples]. """ X = check_array(X, dtype=DTYPE, order="C") score = self._decision_function(X) if score.shape[1] == 1: return score.ravel() return score def staged_decision_function(self, X): """Compute decision function of ``X`` for each iteration. This method allows monitoring (i.e. determine error on testing set) after each stage. Parameters ---------- X : array-like of shape = [n_samples, n_features] The input samples. Returns ------- score : generator of array, shape = [n_samples, k] The decision function of the input samples. The order of the classes corresponds to that in the attribute `classes_`. Regression and binary classification are special cases with ``k == 1``, otherwise ``k==n_classes``. """ for dec in self._staged_decision_function(X): # no yield from in Python2.X yield dec def predict(self, X): """Predict class for X. Parameters ---------- X : array-like of shape = [n_samples, n_features] The input samples. Returns ------- y: array of shape = ["n_samples] The predicted values. """ score = self.decision_function(X) decisions = self.loss_._score_to_decision(score) return self.classes_.take(decisions, axis=0) def staged_predict(self, X): """Predict class at each stage for X. This method allows monitoring (i.e. determine error on testing set) after each stage. Parameters ---------- X : array-like of shape = [n_samples, n_features] The input samples. Returns ------- y : generator of array of shape = [n_samples] The predicted value of the input samples. """ for score in self._staged_decision_function(X): decisions = self.loss_._score_to_decision(score) yield self.classes_.take(decisions, axis=0) def predict_proba(self, X): """Predict class probabilities for X. Parameters ---------- X : array-like of shape = [n_samples, n_features] The input samples. Raises ------ AttributeError If the ``loss`` does not support probabilities. Returns ------- p : array of shape = [n_samples] The class probabilities of the input samples. The order of the classes corresponds to that in the attribute `classes_`. """ score = self.decision_function(X) try: return self.loss_._score_to_proba(score) except NotFittedError: raise except AttributeError: raise AttributeError('loss=%r does not support predict_proba' % self.loss) def predict_log_proba(self, X): """Predict class log-probabilities for X. Parameters ---------- X : array-like of shape = [n_samples, n_features] The input samples. Raises ------ AttributeError If the ``loss`` does not support probabilities. Returns ------- p : array of shape = [n_samples] The class log-probabilities of the input samples. The order of the classes corresponds to that in the attribute `classes_`. """ proba = self.predict_proba(X) return np.log(proba) def staged_predict_proba(self, X): """Predict class probabilities at each stage for X. This method allows monitoring (i.e. determine error on testing set) after each stage. Parameters ---------- X : array-like of shape = [n_samples, n_features] The input samples. Returns ------- y : generator of array of shape = [n_samples] The predicted value of the input samples. """ try: for score in self._staged_decision_function(X): yield self.loss_._score_to_proba(score) except NotFittedError: raise except AttributeError: raise AttributeError('loss=%r does not support predict_proba' % self.loss) class GradientBoostingRegressor(BaseGradientBoosting, RegressorMixin): """Gradient Boosting for regression. GB builds an additive model in a forward stage-wise fashion; it allows for the optimization of arbitrary differentiable loss functions. In each stage a regression tree is fit on the negative gradient of the given loss function. Read more in the :ref:`User Guide <gradient_boosting>`. Parameters ---------- loss : {'ls', 'lad', 'huber', 'quantile'}, optional (default='ls') loss function to be optimized. 'ls' refers to least squares regression. 'lad' (least absolute deviation) is a highly robust loss function solely based on order information of the input variables. 'huber' is a combination of the two. 'quantile' allows quantile regression (use `alpha` to specify the quantile). learning_rate : float, optional (default=0.1) learning rate shrinks the contribution of each tree by `learning_rate`. There is a trade-off between learning_rate and n_estimators. n_estimators : int (default=100) The number of boosting stages to perform. Gradient boosting is fairly robust to over-fitting so a large number usually results in better performance. max_depth : integer, optional (default=3) maximum depth of the individual regression estimators. The maximum depth limits the number of nodes in the tree. Tune this parameter for best performance; the best value depends on the interaction of the input variables. Ignored if ``max_leaf_nodes`` is not None. min_samples_split : int, float, optional (default=2) The minimum number of samples required to split an internal node: - If int, then consider `min_samples_split` as the minimum number. - If float, then `min_samples_split` is a percentage and `ceil(min_samples_split * n_samples)` are the minimum number of samples for each split. min_samples_leaf : int, float, optional (default=1) The minimum number of samples required to be at a leaf node: - If int, then consider `min_samples_leaf` as the minimum number. - If float, then `min_samples_leaf` is a percentage and `ceil(min_samples_leaf * n_samples)` are the minimum number of samples for each node. min_weight_fraction_leaf : float, optional (default=0.) The minimum weighted fraction of the input samples required to be at a leaf node. subsample : float, optional (default=1.0) The fraction of samples to be used for fitting the individual base learners. If smaller than 1.0 this results in Stochastic Gradient Boosting. `subsample` interacts with the parameter `n_estimators`. Choosing `subsample < 1.0` leads to a reduction of variance and an increase in bias. max_features : int, float, string or None, optional (default=None) The number of features to consider when looking for the best split: - If int, then consider `max_features` features at each split. - If float, then `max_features` is a percentage and `int(max_features * n_features)` features are considered at each split. - If "auto", then `max_features=n_features`. - If "sqrt", then `max_features=sqrt(n_features)`. - If "log2", then `max_features=log2(n_features)`. - If None, then `max_features=n_features`. Choosing `max_features < n_features` leads to a reduction of variance and an increase in bias. Note: the search for a split does not stop until at least one valid partition of the node samples is found, even if it requires to effectively inspect more than ``max_features`` features. max_leaf_nodes : int or None, optional (default=None) Grow trees with ``max_leaf_nodes`` in best-first fashion. Best nodes are defined as relative reduction in impurity. If None then unlimited number of leaf nodes. alpha : float (default=0.9) The alpha-quantile of the huber loss function and the quantile loss function. Only if ``loss='huber'`` or ``loss='quantile'``. init : BaseEstimator, None, optional (default=None) An estimator object that is used to compute the initial predictions. ``init`` has to provide ``fit`` and ``predict``. If None it uses ``loss.init_estimator``. verbose : int, default: 0 Enable verbose output. If 1 then it prints progress and performance once in a while (the more trees the lower the frequency). If greater than 1 then it prints progress and performance for every tree. warm_start : bool, default: False When set to ``True``, reuse the solution of the previous call to fit and add more estimators to the ensemble, otherwise, just erase the previous solution. 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`. presort : bool or 'auto', optional (default='auto') Whether to presort the data to speed up the finding of best splits in fitting. Auto mode by default will use presorting on dense data and default to normal sorting on sparse data. Setting presort to true on sparse data will raise an error. .. versionadded:: 0.17 optional parameter *presort*. Attributes ---------- feature_importances_ : array, shape = [n_features] The feature importances (the higher, the more important the feature). oob_improvement_ : array, shape = [n_estimators] The improvement in loss (= deviance) on the out-of-bag samples relative to the previous iteration. ``oob_improvement_[0]`` is the improvement in loss of the first stage over the ``init`` estimator. train_score_ : array, shape = [n_estimators] The i-th score ``train_score_[i]`` is the deviance (= loss) of the model at iteration ``i`` on the in-bag sample. If ``subsample == 1`` this is the deviance on the training data. loss_ : LossFunction The concrete ``LossFunction`` object. `init` : BaseEstimator The estimator that provides the initial predictions. Set via the ``init`` argument or ``loss.init_estimator``. estimators_ : ndarray of DecisionTreeRegressor, shape = [n_estimators, 1] The collection of fitted sub-estimators. See also -------- DecisionTreeRegressor, RandomForestRegressor References ---------- J. Friedman, Greedy Function Approximation: A Gradient Boosting Machine, The Annals of Statistics, Vol. 29, No. 5, 2001. J. Friedman, Stochastic Gradient Boosting, 1999 T. Hastie, R. Tibshirani and J. Friedman. Elements of Statistical Learning Ed. 2, Springer, 2009. """ _SUPPORTED_LOSS = ('ls', 'lad', 'huber', 'quantile') def __init__(self, loss='ls', learning_rate=0.1, n_estimators=100, subsample=1.0, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0., max_depth=3, init=None, random_state=None, max_features=None, alpha=0.9, verbose=0, max_leaf_nodes=None, warm_start=False, presort='auto'): super(GradientBoostingRegressor, self).__init__( loss=loss, learning_rate=learning_rate, n_estimators=n_estimators, min_samples_split=min_samples_split, min_samples_leaf=min_samples_leaf, min_weight_fraction_leaf=min_weight_fraction_leaf, max_depth=max_depth, init=init, subsample=subsample, max_features=max_features, random_state=random_state, alpha=alpha, verbose=verbose, max_leaf_nodes=max_leaf_nodes, warm_start=warm_start, presort=presort) def predict(self, X): """Predict regression target for X. Parameters ---------- X : array-like of shape = [n_samples, n_features] The input samples. Returns ------- y : array of shape = [n_samples] The predicted values. """ X = check_array(X, dtype=DTYPE, order="C") return self._decision_function(X).ravel() def staged_predict(self, X): """Predict regression target at each stage for X. This method allows monitoring (i.e. determine error on testing set) after each stage. Parameters ---------- X : array-like of shape = [n_samples, n_features] The input samples. Returns ------- y : generator of array of shape = [n_samples] The predicted value of the input samples. """ for y in self._staged_decision_function(X): yield y.ravel() def apply(self, X): """Apply trees in the ensemble to X, return leaf indices. .. versionadded:: 0.17 Parameters ---------- X : array-like or sparse matrix, shape = [n_samples, n_features] The input samples. Internally, it will be converted to ``dtype=np.float32`` and if a sparse matrix is provided to a sparse ``csr_matrix``. Returns ------- X_leaves : array_like, shape = [n_samples, n_estimators] For each datapoint x in X and for each tree in the ensemble, return the index of the leaf x ends up in in each estimator. """ leaves = super(GradientBoostingRegressor, self).apply(X) leaves = leaves.reshape(X.shape[0], self.estimators_.shape[0]) return leaves
bsd-3-clause
cauchycui/scikit-learn
sklearn/decomposition/pca.py
192
23117
""" Principal Component Analysis """ # Author: Alexandre Gramfort <[email protected]> # Olivier Grisel <[email protected]> # Mathieu Blondel <[email protected]> # Denis A. Engemann <[email protected]> # Michael Eickenberg <[email protected]> # # License: BSD 3 clause from math import log, sqrt import numpy as np from scipy import linalg from scipy.special import gammaln from ..base import BaseEstimator, TransformerMixin from ..utils import check_random_state, as_float_array from ..utils import check_array from ..utils.extmath import fast_dot, fast_logdet, randomized_svd from ..utils.validation import check_is_fitted def _assess_dimension_(spectrum, rank, n_samples, n_features): """Compute the likelihood of a rank ``rank`` dataset The dataset is assumed to be embedded in gaussian noise of shape(n, dimf) having spectrum ``spectrum``. Parameters ---------- spectrum: array of shape (n) Data spectrum. rank: int Tested rank value. n_samples: int Number of samples. n_features: int Number of features. Returns ------- ll: float, The log-likelihood Notes ----- This implements the method of `Thomas P. Minka: Automatic Choice of Dimensionality for PCA. NIPS 2000: 598-604` """ if rank > len(spectrum): raise ValueError("The tested rank cannot exceed the rank of the" " dataset") pu = -rank * log(2.) for i in range(rank): pu += (gammaln((n_features - i) / 2.) - log(np.pi) * (n_features - i) / 2.) pl = np.sum(np.log(spectrum[:rank])) pl = -pl * n_samples / 2. if rank == n_features: pv = 0 v = 1 else: v = np.sum(spectrum[rank:]) / (n_features - rank) pv = -np.log(v) * n_samples * (n_features - rank) / 2. m = n_features * rank - rank * (rank + 1.) / 2. pp = log(2. * np.pi) * (m + rank + 1.) / 2. pa = 0. spectrum_ = spectrum.copy() spectrum_[rank:n_features] = v for i in range(rank): for j in range(i + 1, len(spectrum)): pa += log((spectrum[i] - spectrum[j]) * (1. / spectrum_[j] - 1. / spectrum_[i])) + log(n_samples) ll = pu + pl + pv + pp - pa / 2. - rank * log(n_samples) / 2. return ll def _infer_dimension_(spectrum, n_samples, n_features): """Infers the dimension of a dataset of shape (n_samples, n_features) The dataset is described by its spectrum `spectrum`. """ n_spectrum = len(spectrum) ll = np.empty(n_spectrum) for rank in range(n_spectrum): ll[rank] = _assess_dimension_(spectrum, rank, n_samples, n_features) return ll.argmax() class PCA(BaseEstimator, TransformerMixin): """Principal component analysis (PCA) Linear dimensionality reduction using Singular Value Decomposition of the data and keeping only the most significant singular vectors to project the data to a lower dimensional space. This implementation uses the scipy.linalg implementation of the singular value decomposition. It only works for dense arrays and is not scalable to large dimensional data. The time complexity of this implementation is ``O(n ** 3)`` assuming n ~ n_samples ~ n_features. Read more in the :ref:`User Guide <PCA>`. Parameters ---------- n_components : int, None or string Number of components to keep. if n_components is not set all components are kept:: n_components == min(n_samples, n_features) if n_components == 'mle', Minka\'s MLE is used to guess the dimension if ``0 < n_components < 1``, select the number of components such that the amount of variance that needs to be explained is greater than the percentage specified by n_components copy : bool If False, data passed to fit are overwritten and running fit(X).transform(X) will not yield the expected results, use fit_transform(X) instead. whiten : bool, optional When True (False by default) the `components_` vectors are divided by n_samples times singular values to ensure uncorrelated outputs with unit component-wise variances. Whitening will remove some information from the transformed signal (the relative variance scales of the components) but can sometime improve the predictive accuracy of the downstream estimators by making there data respect some hard-wired assumptions. Attributes ---------- components_ : array, [n_components, n_features] Principal axes in feature space, representing the directions of maximum variance in the data. explained_variance_ratio_ : array, [n_components] Percentage of variance explained by each of the selected components. If ``n_components`` is not set then all components are stored and the sum of explained variances is equal to 1.0 mean_ : array, [n_features] Per-feature empirical mean, estimated from the training set. n_components_ : int The estimated number of components. Relevant when n_components is set to 'mle' or a number between 0 and 1 to select using explained variance. noise_variance_ : float The estimated noise covariance following the Probabilistic PCA model from Tipping and Bishop 1999. See "Pattern Recognition and Machine Learning" by C. Bishop, 12.2.1 p. 574 or http://www.miketipping.com/papers/met-mppca.pdf. It is required to computed the estimated data covariance and score samples. Notes ----- For n_components='mle', this class uses the method of `Thomas P. Minka: Automatic Choice of Dimensionality for PCA. NIPS 2000: 598-604` Implements the probabilistic PCA model from: M. Tipping and C. Bishop, Probabilistic Principal Component Analysis, Journal of the Royal Statistical Society, Series B, 61, Part 3, pp. 611-622 via the score and score_samples methods. See http://www.miketipping.com/papers/met-mppca.pdf Due to implementation subtleties of the Singular Value Decomposition (SVD), which is used in this implementation, running fit twice on the same matrix can lead to principal components with signs flipped (change in direction). For this reason, it is important to always use the same estimator object to transform data in a consistent fashion. Examples -------- >>> import numpy as np >>> from sklearn.decomposition import PCA >>> X = np.array([[-1, -1], [-2, -1], [-3, -2], [1, 1], [2, 1], [3, 2]]) >>> pca = PCA(n_components=2) >>> pca.fit(X) PCA(copy=True, n_components=2, whiten=False) >>> print(pca.explained_variance_ratio_) # doctest: +ELLIPSIS [ 0.99244... 0.00755...] See also -------- RandomizedPCA KernelPCA SparsePCA TruncatedSVD """ def __init__(self, n_components=None, copy=True, whiten=False): self.n_components = n_components self.copy = copy self.whiten = whiten def fit(self, X, y=None): """Fit the model with X. Parameters ---------- X: array-like, shape (n_samples, n_features) Training data, where n_samples in the number of samples and n_features is the number of features. Returns ------- self : object Returns the instance itself. """ self._fit(X) return self def fit_transform(self, X, y=None): """Fit the model with X and apply the dimensionality reduction on X. Parameters ---------- X : array-like, shape (n_samples, n_features) Training data, where n_samples is the number of samples and n_features is the number of features. Returns ------- X_new : array-like, shape (n_samples, n_components) """ U, S, V = self._fit(X) U = U[:, :self.n_components_] if self.whiten: # X_new = X * V / S * sqrt(n_samples) = U * sqrt(n_samples) U *= sqrt(X.shape[0]) else: # X_new = X * V = U * S * V^T * V = U * S U *= S[:self.n_components_] return U def _fit(self, X): """Fit the model on X Parameters ---------- X: array-like, shape (n_samples, n_features) Training vector, where n_samples in the number of samples and n_features is the number of features. Returns ------- U, s, V : ndarrays The SVD of the input data, copied and centered when requested. """ X = check_array(X) n_samples, n_features = X.shape X = as_float_array(X, copy=self.copy) # Center data self.mean_ = np.mean(X, axis=0) X -= self.mean_ U, S, V = linalg.svd(X, full_matrices=False) explained_variance_ = (S ** 2) / n_samples explained_variance_ratio_ = (explained_variance_ / explained_variance_.sum()) components_ = V n_components = self.n_components if n_components is None: n_components = n_features elif n_components == 'mle': if n_samples < n_features: raise ValueError("n_components='mle' is only supported " "if n_samples >= n_features") n_components = _infer_dimension_(explained_variance_, n_samples, n_features) elif not 0 <= n_components <= n_features: raise ValueError("n_components=%r invalid for n_features=%d" % (n_components, n_features)) if 0 < n_components < 1.0: # number of components for which the cumulated explained variance # percentage is superior to the desired threshold ratio_cumsum = explained_variance_ratio_.cumsum() n_components = np.sum(ratio_cumsum < n_components) + 1 # Compute noise covariance using Probabilistic PCA model # The sigma2 maximum likelihood (cf. eq. 12.46) if n_components < n_features: self.noise_variance_ = explained_variance_[n_components:].mean() else: self.noise_variance_ = 0. # store n_samples to revert whitening when getting covariance self.n_samples_ = n_samples self.components_ = components_[:n_components] self.explained_variance_ = explained_variance_[:n_components] explained_variance_ratio_ = explained_variance_ratio_[:n_components] self.explained_variance_ratio_ = explained_variance_ratio_ self.n_components_ = n_components return (U, S, V) def get_covariance(self): """Compute data covariance with the generative model. ``cov = components_.T * S**2 * components_ + sigma2 * eye(n_features)`` where S**2 contains the explained variances. Returns ------- cov : array, shape=(n_features, n_features) Estimated covariance of data. """ components_ = self.components_ exp_var = self.explained_variance_ if self.whiten: components_ = components_ * np.sqrt(exp_var[:, np.newaxis]) exp_var_diff = np.maximum(exp_var - self.noise_variance_, 0.) cov = np.dot(components_.T * exp_var_diff, components_) cov.flat[::len(cov) + 1] += self.noise_variance_ # modify diag inplace return cov def get_precision(self): """Compute data precision matrix with the generative model. Equals the inverse of the covariance but computed with the matrix inversion lemma for efficiency. Returns ------- precision : array, shape=(n_features, n_features) Estimated precision of data. """ n_features = self.components_.shape[1] # handle corner cases first if self.n_components_ == 0: return np.eye(n_features) / self.noise_variance_ if self.n_components_ == n_features: return linalg.inv(self.get_covariance()) # Get precision using matrix inversion lemma components_ = self.components_ exp_var = self.explained_variance_ exp_var_diff = np.maximum(exp_var - self.noise_variance_, 0.) precision = np.dot(components_, components_.T) / self.noise_variance_ precision.flat[::len(precision) + 1] += 1. / exp_var_diff precision = np.dot(components_.T, np.dot(linalg.inv(precision), components_)) precision /= -(self.noise_variance_ ** 2) precision.flat[::len(precision) + 1] += 1. / self.noise_variance_ return precision def transform(self, X): """Apply the dimensionality reduction on X. X is projected on the first principal components previous extracted from a training set. Parameters ---------- X : array-like, shape (n_samples, n_features) New data, where n_samples is the number of samples and n_features is the number of features. Returns ------- X_new : array-like, shape (n_samples, n_components) """ check_is_fitted(self, 'mean_') X = check_array(X) if self.mean_ is not None: X = X - self.mean_ X_transformed = fast_dot(X, self.components_.T) if self.whiten: X_transformed /= np.sqrt(self.explained_variance_) return X_transformed def inverse_transform(self, X): """Transform data back to its original space, i.e., return an input X_original whose transform would be X Parameters ---------- X : array-like, shape (n_samples, n_components) New data, where n_samples is the number of samples and n_components is the number of components. Returns ------- X_original array-like, shape (n_samples, n_features) """ check_is_fitted(self, 'mean_') if self.whiten: return fast_dot( X, np.sqrt(self.explained_variance_[:, np.newaxis]) * self.components_) + self.mean_ else: return fast_dot(X, self.components_) + self.mean_ def score_samples(self, X): """Return the log-likelihood of each sample See. "Pattern Recognition and Machine Learning" by C. Bishop, 12.2.1 p. 574 or http://www.miketipping.com/papers/met-mppca.pdf Parameters ---------- X: array, shape(n_samples, n_features) The data. Returns ------- ll: array, shape (n_samples,) Log-likelihood of each sample under the current model """ check_is_fitted(self, 'mean_') X = check_array(X) Xr = X - self.mean_ n_features = X.shape[1] log_like = np.zeros(X.shape[0]) precision = self.get_precision() log_like = -.5 * (Xr * (np.dot(Xr, precision))).sum(axis=1) log_like -= .5 * (n_features * log(2. * np.pi) - fast_logdet(precision)) return log_like def score(self, X, y=None): """Return the average log-likelihood of all samples See. "Pattern Recognition and Machine Learning" by C. Bishop, 12.2.1 p. 574 or http://www.miketipping.com/papers/met-mppca.pdf Parameters ---------- X: array, shape(n_samples, n_features) The data. Returns ------- ll: float Average log-likelihood of the samples under the current model """ return np.mean(self.score_samples(X)) class RandomizedPCA(BaseEstimator, TransformerMixin): """Principal component analysis (PCA) using randomized SVD Linear dimensionality reduction using approximated Singular Value Decomposition of the data and keeping only the most significant singular vectors to project the data to a lower dimensional space. Read more in the :ref:`User Guide <RandomizedPCA>`. Parameters ---------- n_components : int, optional Maximum number of components to keep. When not given or None, this is set to n_features (the second dimension of the training data). copy : bool If False, data passed to fit are overwritten and running fit(X).transform(X) will not yield the expected results, use fit_transform(X) instead. iterated_power : int, optional Number of iterations for the power method. 3 by default. whiten : bool, optional When True (False by default) the `components_` vectors are divided by the singular values to ensure uncorrelated outputs with unit component-wise variances. Whitening will remove some information from the transformed signal (the relative variance scales of the components) but can sometime improve the predictive accuracy of the downstream estimators by making their data respect some hard-wired assumptions. random_state : int or RandomState instance or None (default) Pseudo Random Number generator seed control. If None, use the numpy.random singleton. Attributes ---------- components_ : array, [n_components, n_features] Components with maximum variance. explained_variance_ratio_ : array, [n_components] Percentage of variance explained by each of the selected components. \ k is not set then all components are stored and the sum of explained \ variances is equal to 1.0 mean_ : array, [n_features] Per-feature empirical mean, estimated from the training set. Examples -------- >>> import numpy as np >>> from sklearn.decomposition import RandomizedPCA >>> X = np.array([[-1, -1], [-2, -1], [-3, -2], [1, 1], [2, 1], [3, 2]]) >>> pca = RandomizedPCA(n_components=2) >>> pca.fit(X) # doctest: +ELLIPSIS +NORMALIZE_WHITESPACE RandomizedPCA(copy=True, iterated_power=3, n_components=2, random_state=None, whiten=False) >>> print(pca.explained_variance_ratio_) # doctest: +ELLIPSIS [ 0.99244... 0.00755...] See also -------- PCA TruncatedSVD References ---------- .. [Halko2009] `Finding structure with randomness: Stochastic algorithms for constructing approximate matrix decompositions Halko, et al., 2009 (arXiv:909)` .. [MRT] `A randomized algorithm for the decomposition of matrices Per-Gunnar Martinsson, Vladimir Rokhlin and Mark Tygert` """ def __init__(self, n_components=None, copy=True, iterated_power=3, whiten=False, random_state=None): self.n_components = n_components self.copy = copy self.iterated_power = iterated_power self.whiten = whiten self.random_state = random_state def fit(self, X, y=None): """Fit the model with X by extracting the first principal components. Parameters ---------- X: array-like, shape (n_samples, n_features) Training data, where n_samples in the number of samples and n_features is the number of features. Returns ------- self : object Returns the instance itself. """ self._fit(check_array(X)) return self def _fit(self, X): """Fit the model to the data X. Parameters ---------- X: array-like, shape (n_samples, n_features) Training vector, where n_samples in the number of samples and n_features is the number of features. Returns ------- X : ndarray, shape (n_samples, n_features) The input data, copied, centered and whitened when requested. """ random_state = check_random_state(self.random_state) X = np.atleast_2d(as_float_array(X, copy=self.copy)) n_samples = X.shape[0] # Center data self.mean_ = np.mean(X, axis=0) X -= self.mean_ if self.n_components is None: n_components = X.shape[1] else: n_components = self.n_components U, S, V = randomized_svd(X, n_components, n_iter=self.iterated_power, random_state=random_state) self.explained_variance_ = exp_var = (S ** 2) / n_samples full_var = np.var(X, axis=0).sum() self.explained_variance_ratio_ = exp_var / full_var if self.whiten: self.components_ = V / S[:, np.newaxis] * sqrt(n_samples) else: self.components_ = V return X def transform(self, X, y=None): """Apply dimensionality reduction on X. X is projected on the first principal components previous extracted from a training set. Parameters ---------- X : array-like, shape (n_samples, n_features) New data, where n_samples in the number of samples and n_features is the number of features. Returns ------- X_new : array-like, shape (n_samples, n_components) """ check_is_fitted(self, 'mean_') X = check_array(X) if self.mean_ is not None: X = X - self.mean_ X = fast_dot(X, self.components_.T) return X def fit_transform(self, X, y=None): """Fit the model with X and apply the dimensionality reduction on X. Parameters ---------- X : array-like, shape (n_samples, n_features) New data, where n_samples in the number of samples and n_features is the number of features. Returns ------- X_new : array-like, shape (n_samples, n_components) """ X = check_array(X) X = self._fit(X) return fast_dot(X, self.components_.T) def inverse_transform(self, X, y=None): """Transform data back to its original space. Returns an array X_original whose transform would be X. Parameters ---------- X : array-like, shape (n_samples, n_components) New data, where n_samples in the number of samples and n_components is the number of components. Returns ------- X_original array-like, shape (n_samples, n_features) Notes ----- If whitening is enabled, inverse_transform does not compute the exact inverse operation of transform. """ check_is_fitted(self, 'mean_') X_original = fast_dot(X, self.components_) if self.mean_ is not None: X_original = X_original + self.mean_ return X_original
bsd-3-clause
smartscheduling/scikit-learn-categorical-tree
sklearn/cross_decomposition/tests/test_pls.py
215
11427
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_ 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_, np.multiply(pls_bysvd.x_loadings_, np.array([1, -1, 1])), decimal=5, err_msg="nipals and svd implementation lead to different x loadings") assert_array_almost_equal( pls_bynipals.y_loadings_, np.multiply(pls_bysvd.y_loadings_, np.array([1, -1, 1])), decimal=5, err_msg="nipals and svd implementation 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]]) assert_array_almost_equal(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]]) assert_array_almost_equal(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]]) assert_array_almost_equal(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]]) assert_array_almost_equal(pls_ca.y_rotations_, y_rotations) # 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]]) assert_array_almost_equal(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]]) assert_array_almost_equal(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]]) assert_array_almost_equal(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]]) assert_array_almost_equal(pls_2.y_loadings_, y_loadings) # 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]]) assert_array_almost_equal(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]]) assert_array_almost_equal(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]]) assert_array_almost_equal(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]]) assert_array_almost_equal(pls_ca.y_loadings_, y_loadings) # 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(): d = load_linnerud() X = d.data Y = d.target # causes X[:, -1].std() to be zero X[:, -1] = 1.0 for clf in [pls_.PLSCanonical(), pls_.PLSRegression(), pls_.PLSSVD()]: clf.set_params(scale=True) clf.fit(X, Y) 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
3manuek/deeppy
examples/convnet_cifar.py
4
3013
#!/usr/bin/env python """ Convnets for image classification (2) ===================================== """ import numpy as np import matplotlib import matplotlib.pyplot as plt import deeppy as dp # Fetch CIFAR10 data dataset = dp.dataset.CIFAR10() x_train, y_train, x_test, y_test = dataset.data(dp_dtypes=True) # Normalize pixel intensities scaler = dp.StandardScaler() scaler.fit(x_train) x_train = scaler.transform(x_train) x_test = scaler.transform(x_test) # Prepare network inputs batch_size = 128 train_input = dp.SupervisedInput(x_train, y_train, batch_size=batch_size) test_input = dp.SupervisedInput(x_test, y_test, batch_size=batch_size) # Setup network def conv_layer(n_filters): return dp.Convolution( n_filters=32, filter_shape=(5, 5), border_mode='full', weights=dp.Parameter(dp.AutoFiller(gain=1.25), weight_decay=0.003), ) def pool_layer(): return dp.Pool( win_shape=(3, 3), strides=(2, 2), border_mode='same', method='max', ) net = dp.NeuralNetwork( layers=[ conv_layer(32), dp.Activation('relu'), pool_layer(), conv_layer(32), dp.Activation('relu'), pool_layer(), conv_layer(64), dp.Activation('relu'), pool_layer(), dp.Flatten(), dp.DropoutFullyConnected( n_out=64, weights=dp.Parameter(dp.AutoFiller(gain=1.25), weight_decay=0.03) ), dp.Activation('relu'), dp.FullyConnected( n_out=dataset.n_classes, weights=dp.Parameter(dp.AutoFiller(gain=1.25)), ) ], loss=dp.SoftmaxCrossEntropy(), ) # Train network def val_error(): return net.error(test_input) n_epochs = [8, 8] learn_rate = 0.05 for i, max_epochs in enumerate(n_epochs): lr = learn_rate/10**i trainer = dp.StochasticGradientDescent( max_epochs=max_epochs, learn_rule=dp.Momentum(learn_rate=lr, momentum=0.9), ) trainer.train(net, train_input, val_error) # Evaluate on test data error = net.error(test_input) print('Test error rate: %.4f' % error) # Plot image examples. def plot_img(img, title): plt.figure() plt.imshow(img, interpolation='nearest') plt.title(title) plt.axis('off') plt.tight_layout() img_bhwc = np.transpose(x_train[:70], (0, 2, 3, 1)) img_tile = dp.misc.img_tile(dp.misc.img_stretch(img_bhwc), aspect_ratio=0.75, border_color=1.0) plot_img(img_tile, title='CIFAR10 example images') # Plot convolutional filters. filters = [l.weights.array for l in net.layers if isinstance(l, dp.Convolution)] fig = plt.figure() gs = matplotlib.gridspec.GridSpec(2, 2, height_ratios=[1, 3]) subplot_idxs = [0, 2, 3] for i, f in enumerate(filters): ax = plt.subplot(gs[subplot_idxs[i]]) ax.imshow(dp.misc.conv_filter_tile(f), cmap='gray', interpolation='nearest') ax.set_title('Conv layer %i' % i) ax.axis('off') plt.tight_layout()
mit
bigartm/visartm
research/models.py
1
8234
from django.db import models from datetime import datetime import traceback import os from django.conf import settings from datasets.models import Dataset from models.models import ArtmModel from assessment.models import AssessmentProblem from django.contrib.auth.models import User from django.db.models.signals import pre_delete from django.dispatch import receiver from shutil import rmtree from django.contrib import admin class Research(models.Model): dataset = models.ForeignKey(Dataset, null=True, blank=True) model = models.ForeignKey(ArtmModel, null=True, blank=True) problem = models.ForeignKey(AssessmentProblem, null=True, blank=True) researcher = models.ForeignKey(User, null=False) script_name = models.TextField(null=False) start_time = models.DateTimeField(null=False, default=datetime.now) finish_time = models.DateTimeField(null=True, blank=True) sealed = models.BooleanField(default=False) # 1-running,2-OK,3-errror,4-interrupted, 5-backup status = models.IntegerField(null=False, default=0) error_message = models.TextField(null=True, blank=True) is_private = models.BooleanField(default=False) def run(self): with open(self.get_report_file(), "w", encoding="utf-8") as f: f.write("<html>\n<head><meta charset='utf-8'></head>\n<body>") f.write("<h1>Research report</h1>\n") f.write("<p>Research id: %d<br>\n" % self.id) f.write("Dataset: %s<br>\n" % str(self.dataset)) if self.model: f.write("Model: %s (id=%d)<br>\n" % (str(self.model), self.model.id)) if self.problem: f.write("Assesment problem: %s<br>\n" % str(self.problem)) f.write("Script: %s<br>\n" % self.script_name) f.write("Researcher: %s<br>\n" % self.researcher.username) f.write("Research started: %s</p>\n" % self.start_time.strftime("%d.%m.%y %H:%M:%S")) f.write("<hr>\n") script_file_name = os.path.join( settings.BASE_DIR, "algo", "research", self.script_name) self.img_counter = 0 try: with open(script_file_name, "r", encoding="utf-8") as f: code = compile(f.read(), script_file_name, "exec") exec(code, {"research": self}) except BaseException: self.status = 3 self.error_message = traceback.format_exc() self.finish_time = datetime.now() self.save() return self.finish_time = datetime.now() self.status = 2 self.save() with open(self.get_report_file(), "a", encoding="utf-8") as f: f.write("<hr>\n") f.write("<p>Research finished: %s</p>\n" % self.finish_time.strftime("%d.%m.%y %H:%M:%S")) f.write("</body>\n</html>\n") def report_html(self, text): with open(self.get_report_file(), "a", encoding="utf-8") as f: f.write(text + "\n") def report(self, text): with open(self.get_report_file(), "a", encoding="utf-8") as f: f.write(text + "<br>\n") def log(self, text): self.report("[LOG] %s" % text) def report_p(self, text=""): with open(self.get_report_file(), "a", encoding="utf-8") as f: f.write("<p>" + text + "</p>\n") def gca(self, figsize=None): self.figure = self.get_figure(figsize=figsize) return self.figure.gca() def get_figure(self, figsize=None): import matplotlib as mpl mpl.use("Agg") import matplotlib.pyplot as plt self.figure = plt.figure(figsize=figsize) return self.figure def show_matrix(self, m): self.gca().imshow(m, interpolation="nearest") self.report_picture() def report_picture( self, height=400, width=400, align='left', bbox_extra_artists=None, name=None): self.img_counter += 1 file_name = str(self.img_counter) + '.png' eps_file_name = str(self.img_counter) + '.eps' if name: eps_file_name = name + ".eps" self.figure.savefig( os.path.join( self.get_pic_folder(), eps_file_name), bbox_extra_artists=bbox_extra_artists, bbox_inches='tight') self.figure.savefig( os.path.join( self.get_pic_folder(), file_name), bbox_extra_artists=bbox_extra_artists, bbox_inches='tight') self.figure.clf() with open(self.get_report_file(), "a", encoding="utf-8") as f: f.write( ("<div align='%s'><a href='pic/%s'>" "<img src='pic/%s' width='%d' heigth='%d' />" "</a></div>\n") % (align, eps_file_name, file_name, width, height)) del self.figure def latex_table(self, table, format): nrows = len(table) ncols = len(table[0]) ans = "\\begin{tabular}{|%s|}\n" % "|".join( ["c" for i in range(ncols)]) for row in table: ans += "\\hline\n" for i in range(ncols): ans += (format % row[i]) if i == ncols - 1: ans += " \\\\\n" else: ans += " & " ans += "\\hline\n" ans += "\\end{tabular}\n" return ans def report_table(self, table, format="%s"): with open(self.get_report_file(), "a", encoding="utf-8") as f: f.write('<table border="1" cellpadding="0" cellspacing="0">\n') for row in table: f.write("<tr>\n") for cell in row: if format: f.write("<td>") f.write(format % cell) f.write("</td>") f.write("</tr>\n") f.write("</table>\n") self.img_counter += 1 f.write( "<p><a href='pic/%d.txt'>Table in LaTeX</a></p>" % self.img_counter) table_file = os.path.join(self.get_pic_folder(), str(self.img_counter) + '.txt') with open(table_file, "w", encoding='utf-8') as f: f.write(self.latex_table(table, format)) def get_folder(self): path = os.path.join(settings.DATA_DIR, "research", str(self.id)) if not os.path.exists(path): os.makedirs(path) return path def get_pic_folder(self): path = os.path.join(settings.DATA_DIR, "research", str(self.id), "pic") if not os.path.exists(path): os.makedirs(path) return path def get_report_file(self): return os.path.join(self.get_folder(), "report.html") def __str__(self): return "Research %d (%s, %s)" % ( self.id, str(self.dataset), self.script_name) def duration(self): if self.finish_time: dt = self.finish_time - self.start_time else: dt = datetime.now() - self.start_time seconds = dt.seconds return "{:02}:{:02}".format(seconds // 60, seconds % 60) def on_start(): # print ("ENTRY POINT 2") for research in Research.objects.filter(status=1): research.status = 4 research.save() @receiver(pre_delete, sender=Research, dispatch_uid='research_delete_signal') def remove_research_files(sender, instance, using, **kwargs): if instance.sealed: backup = Research() backup.researcher = instance.researcher backup.status = 5 backup.sealed = True backup.start_time = instance.start_time backup.finish_time = instance.finish_time backup.script_name = instance.script_name backup.save() os.rename( instance.get_folder(), os.path.join( settings.DATA_DIR, "research", str( backup.id))) else: try: rmtree(instance.get_folder()) except BaseException: pass admin.site.register(Research)
bsd-3-clause
lariszakrista/EMP
src/classification/image_data.py
2
6825
import json import os from random import shuffle import cv2 import numpy as np from sklearn.model_selection import StratifiedKFold import constants as const import utils def _open_single_image(path, squash, dim): img = cv2.imread(path, cv2.IMREAD_COLOR) if img is None: raise cv2.error('Failed to open {}'.format(os.path.basename(fpath))) if not squash: sq_dim = min(img.shape[0], img.shape[1]) yshift = int((img.shape[0] - sq_dim) / 2) xshift = int((img.shape[1] - sq_dim) / 2) yadd = img.shape[0] - (2 * sq_dim) xadd = img.shape[1] - (2 * sq_dim) img = img[yshift:(img.shape[0] - yshift - yadd), xshift:(img.shape[1] - xshift - xadd)] return cv2.resize(img, dim) def _open_images(img_paths, squash, dim): images = list() for path in img_paths: images.append(_open_single_image(path, squash, dim)) return images class ImageDataBase(object): def __init__(self, one_hot=True, labels_file=None, labeled_data_file=None): self.one_hot = one_hot self.labels = None self.data = None # Labels and their corresponding indices if labels_file is not None: with open(labels_file) as f: self.labels = json.load(f) # Load data and record number of training examples if labeled_data_file is not None: with open(labeled_data_file) as f: self.data = json.load(f) def get_feature_name(self, idx): if self.labels is None: raise ValueError('Dataset features are unnamed') for k, v in self.labels.items(): if v == idx: return k raise KeyError def get_dataset(self, set_keys): xs = [] ys = [] for k in set_keys: try: x, y = self._get_xy(k) xs.append(x) ys.append(y) except Exception as e: print('Error obtaining x or y value. Skipping. Error: {}'.format(e)) pass return np.array(xs), np.array(ys) @staticmethod def get_class_name(y): try: return utils.decode_totality_prediction(y) except IndexError: return const.TOTALITY if y else const.NON_TOTALITY def get_dim(self): return self._get_in_dim(), self._get_out_dim() def _get_in_dim(self): if self.labels is None: raise ValueError('Input dimension not set') return len(self.labels) def _get_out_dim(self): if self.one_hot: return 2 else: return 1 def _get_xy(self, key): return self._get_x(key), self._get_y(key) def _get_x(self, key): """ Assumens self.labels is set. Otherwise will raise an exception. If using a subclass that does not use self.labels, this method should be overridden. """ feature_vec = np.zeros(len(self.labels)) for l in self.data[key]['labels']: feature_idx = self.labels[l[0]] feature_vec[feature_idx] = l[1] return feature_vec def _get_y(self, key): totality = (self.data[key]['classification'] == const.TOTALITY) if self.one_hot: y = [int(v) for v in (totality, not totality)] else: y = int(totality) return y class ImageDataSimpleSplit(ImageDataBase): def __init__(self, train_ratio=0.7, *args, **kwargs): super().__init__(*args, **kwargs) num_train = int(len(self.data) * train_ratio) # Shuffle keys so that data is dispersed among train/test sets keys = list(self.data.keys()) shuffle(keys) # Choose training/test examples self.train_keys = keys[:num_train] self.test_keys = keys[num_train:] def get_train(self): return self.get_dataset(self.train_keys) def get_test(self): return self.get_dataset(self.test_keys) class ImageDataKFold(ImageDataBase): def __init__(self, nfolds, custom_data=None, **kwargs): super().__init__(**kwargs) if custom_data is not None: self.xs, self.ys = custom_data else: # Convert entire dataset into feature vectors and # y labels self.xs, self.ys = self.get_dataset(self.data.keys()) skf = StratifiedKFold(nfolds, shuffle=True) # split likes Y parameter (param 2) to have shape # (n_samples, ) self.folds = skf.split(self.xs, [item[0] for item in self.ys]) def get_all(self): return self.xs, self.ys def get_folds(self): """ Generator returning k folds """ while True: # StratifiedKFold.split returns a generator # Get the next set of indices from the generator train_idx, test_idx = next(self.folds) # Get feature vectors and y labels res = list() for idx in (train_idx, test_idx): xs = [self.xs[i] for i in idx] ys = [self.ys[i] for i in idx] res.append((np.array(xs), np.array(ys))) yield res def _get_in_dim(self): return self.xs[0].shape[0] class ImageDataNP(ImageDataSimpleSplit): IMG_DIM = (224, 224, 3) def __init__(self, img_dir, squash=False, **kwargs): super().__init__(**kwargs) self.img_dir = img_dir self.squash = squash def _get_in_dim(self): return self.IMG_DIM def _get_x(self, key): fpath = os.path.join(self.img_dir, os.path.basename(key)) return self._open_img(fpath) def _open_img(self, fpath): print('Opening {}'.format(os.path.basename(fpath))) return _open_single_image(fpath, self.squash, self.IMG_DIM[:2]) class PredictionWriter(object): def __init__(self): self.predictions = dict() def add(self, key, pred, y): v = { 'labels': pred, 'classification': ImageDataBase.get_class_name(y) } self.predictions[key] = v def commit(self, fpath): with open(fpath, 'w') as f: f.write(json.dumps(self.predictions)) class ImageSet(object): def __init__(self, img_paths, squash=True, dim = (224, 224)): self.img_paths = img_paths self.squash = squash self.dim = dim def get_batches(self, batch_size=32): start = 0 end = min(batch_size, len(self.img_paths)) while start < len(self.img_paths): images = _open_images(self.img_paths[start:end], self.squash, self.dim) yield images, start, end start = end end = min(end + batch_size, len(self.img_paths)) raise StopIteration
apache-2.0
jor-/scipy
scipy/integrate/_bvp.py
4
41187
"""Boundary value problem solver.""" from __future__ import division, print_function, absolute_import from warnings import warn import numpy as np from numpy.linalg import norm, pinv from scipy.sparse import coo_matrix, csc_matrix from scipy.sparse.linalg import splu from scipy.optimize import OptimizeResult EPS = np.finfo(float).eps def estimate_fun_jac(fun, x, y, p, f0=None): """Estimate derivatives of an ODE system rhs with forward differences. Returns ------- df_dy : ndarray, shape (n, n, m) Derivatives with respect to y. An element (i, j, q) corresponds to d f_i(x_q, y_q) / d (y_q)_j. df_dp : ndarray with shape (n, k, m) or None Derivatives with respect to p. An element (i, j, q) corresponds to d f_i(x_q, y_q, p) / d p_j. If `p` is empty, None is returned. """ n, m = y.shape if f0 is None: f0 = fun(x, y, p) dtype = y.dtype df_dy = np.empty((n, n, m), dtype=dtype) h = EPS**0.5 * (1 + np.abs(y)) for i in range(n): y_new = y.copy() y_new[i] += h[i] hi = y_new[i] - y[i] f_new = fun(x, y_new, p) df_dy[:, i, :] = (f_new - f0) / hi k = p.shape[0] if k == 0: df_dp = None else: df_dp = np.empty((n, k, m), dtype=dtype) h = EPS**0.5 * (1 + np.abs(p)) for i in range(k): p_new = p.copy() p_new[i] += h[i] hi = p_new[i] - p[i] f_new = fun(x, y, p_new) df_dp[:, i, :] = (f_new - f0) / hi return df_dy, df_dp def estimate_bc_jac(bc, ya, yb, p, bc0=None): """Estimate derivatives of boundary conditions with forward differences. Returns ------- dbc_dya : ndarray, shape (n + k, n) Derivatives with respect to ya. An element (i, j) corresponds to d bc_i / d ya_j. dbc_dyb : ndarray, shape (n + k, n) Derivatives with respect to yb. An element (i, j) corresponds to d bc_i / d ya_j. dbc_dp : ndarray with shape (n + k, k) or None Derivatives with respect to p. An element (i, j) corresponds to d bc_i / d p_j. If `p` is empty, None is returned. """ n = ya.shape[0] k = p.shape[0] if bc0 is None: bc0 = bc(ya, yb, p) dtype = ya.dtype dbc_dya = np.empty((n, n + k), dtype=dtype) h = EPS**0.5 * (1 + np.abs(ya)) for i in range(n): ya_new = ya.copy() ya_new[i] += h[i] hi = ya_new[i] - ya[i] bc_new = bc(ya_new, yb, p) dbc_dya[i] = (bc_new - bc0) / hi dbc_dya = dbc_dya.T h = EPS**0.5 * (1 + np.abs(yb)) dbc_dyb = np.empty((n, n + k), dtype=dtype) for i in range(n): yb_new = yb.copy() yb_new[i] += h[i] hi = yb_new[i] - yb[i] bc_new = bc(ya, yb_new, p) dbc_dyb[i] = (bc_new - bc0) / hi dbc_dyb = dbc_dyb.T if k == 0: dbc_dp = None else: h = EPS**0.5 * (1 + np.abs(p)) dbc_dp = np.empty((k, n + k), dtype=dtype) for i in range(k): p_new = p.copy() p_new[i] += h[i] hi = p_new[i] - p[i] bc_new = bc(ya, yb, p_new) dbc_dp[i] = (bc_new - bc0) / hi dbc_dp = dbc_dp.T return dbc_dya, dbc_dyb, dbc_dp def compute_jac_indices(n, m, k): """Compute indices for the collocation system Jacobian construction. See `construct_global_jac` for the explanation. """ i_col = np.repeat(np.arange((m - 1) * n), n) j_col = (np.tile(np.arange(n), n * (m - 1)) + np.repeat(np.arange(m - 1) * n, n**2)) i_bc = np.repeat(np.arange((m - 1) * n, m * n + k), n) j_bc = np.tile(np.arange(n), n + k) i_p_col = np.repeat(np.arange((m - 1) * n), k) j_p_col = np.tile(np.arange(m * n, m * n + k), (m - 1) * n) i_p_bc = np.repeat(np.arange((m - 1) * n, m * n + k), k) j_p_bc = np.tile(np.arange(m * n, m * n + k), n + k) i = np.hstack((i_col, i_col, i_bc, i_bc, i_p_col, i_p_bc)) j = np.hstack((j_col, j_col + n, j_bc, j_bc + (m - 1) * n, j_p_col, j_p_bc)) return i, j def stacked_matmul(a, b): """Stacked matrix multiply: out[i,:,:] = np.dot(a[i,:,:], b[i,:,:]). In our case a[i, :, :] and b[i, :, :] are always square. """ # Empirical optimization. Use outer Python loop and BLAS for large # matrices, otherwise use a single einsum call. if a.shape[1] > 50: out = np.empty_like(a) for i in range(a.shape[0]): out[i] = np.dot(a[i], b[i]) return out else: return np.einsum('...ij,...jk->...ik', a, b) def construct_global_jac(n, m, k, i_jac, j_jac, h, df_dy, df_dy_middle, df_dp, df_dp_middle, dbc_dya, dbc_dyb, dbc_dp): """Construct the Jacobian of the collocation system. There are n * m + k functions: m - 1 collocations residuals, each containing n components, followed by n + k boundary condition residuals. There are n * m + k variables: m vectors of y, each containing n components, followed by k values of vector p. For example, let m = 4, n = 2 and k = 1, then the Jacobian will have the following sparsity structure: 1 1 2 2 0 0 0 0 5 1 1 2 2 0 0 0 0 5 0 0 1 1 2 2 0 0 5 0 0 1 1 2 2 0 0 5 0 0 0 0 1 1 2 2 5 0 0 0 0 1 1 2 2 5 3 3 0 0 0 0 4 4 6 3 3 0 0 0 0 4 4 6 3 3 0 0 0 0 4 4 6 Zeros denote identically zero values, other values denote different kinds of blocks in the matrix (see below). The blank row indicates the separation of collocation residuals from boundary conditions. And the blank column indicates the separation of y values from p values. Refer to [1]_ (p. 306) for the formula of n x n blocks for derivatives of collocation residuals with respect to y. Parameters ---------- n : int Number of equations in the ODE system. m : int Number of nodes in the mesh. k : int Number of the unknown parameters. i_jac, j_jac : ndarray Row and column indices returned by `compute_jac_indices`. They represent different blocks in the Jacobian matrix in the following order (see the scheme above): * 1: m - 1 diagonal n x n blocks for the collocation residuals. * 2: m - 1 off-diagonal n x n blocks for the collocation residuals. * 3 : (n + k) x n block for the dependency of the boundary conditions on ya. * 4: (n + k) x n block for the dependency of the boundary conditions on yb. * 5: (m - 1) * n x k block for the dependency of the collocation residuals on p. * 6: (n + k) x k block for the dependency of the boundary conditions on p. df_dy : ndarray, shape (n, n, m) Jacobian of f with respect to y computed at the mesh nodes. df_dy_middle : ndarray, shape (n, n, m - 1) Jacobian of f with respect to y computed at the middle between the mesh nodes. df_dp : ndarray with shape (n, k, m) or None Jacobian of f with respect to p computed at the mesh nodes. df_dp_middle: ndarray with shape (n, k, m - 1) or None Jacobian of f with respect to p computed at the middle between the mesh nodes. dbc_dya, dbc_dyb : ndarray, shape (n, n) Jacobian of bc with respect to ya and yb. dbc_dp: ndarray with shape (n, k) or None Jacobian of bc with respect to p. Returns ------- J : csc_matrix, shape (n * m + k, n * m + k) Jacobian of the collocation system in a sparse form. References ---------- .. [1] J. Kierzenka, L. F. Shampine, "A BVP Solver Based on Residual Control and the Maltab PSE", ACM Trans. Math. Softw., Vol. 27, Number 3, pp. 299-316, 2001. """ df_dy = np.transpose(df_dy, (2, 0, 1)) df_dy_middle = np.transpose(df_dy_middle, (2, 0, 1)) h = h[:, np.newaxis, np.newaxis] dtype = df_dy.dtype # Computing diagonal n x n blocks. dPhi_dy_0 = np.empty((m - 1, n, n), dtype=dtype) dPhi_dy_0[:] = -np.identity(n) dPhi_dy_0 -= h / 6 * (df_dy[:-1] + 2 * df_dy_middle) T = stacked_matmul(df_dy_middle, df_dy[:-1]) dPhi_dy_0 -= h**2 / 12 * T # Computing off-diagonal n x n blocks. dPhi_dy_1 = np.empty((m - 1, n, n), dtype=dtype) dPhi_dy_1[:] = np.identity(n) dPhi_dy_1 -= h / 6 * (df_dy[1:] + 2 * df_dy_middle) T = stacked_matmul(df_dy_middle, df_dy[1:]) dPhi_dy_1 += h**2 / 12 * T values = np.hstack((dPhi_dy_0.ravel(), dPhi_dy_1.ravel(), dbc_dya.ravel(), dbc_dyb.ravel())) if k > 0: df_dp = np.transpose(df_dp, (2, 0, 1)) df_dp_middle = np.transpose(df_dp_middle, (2, 0, 1)) T = stacked_matmul(df_dy_middle, df_dp[:-1] - df_dp[1:]) df_dp_middle += 0.125 * h * T dPhi_dp = -h/6 * (df_dp[:-1] + df_dp[1:] + 4 * df_dp_middle) values = np.hstack((values, dPhi_dp.ravel(), dbc_dp.ravel())) J = coo_matrix((values, (i_jac, j_jac))) return csc_matrix(J) def collocation_fun(fun, y, p, x, h): """Evaluate collocation residuals. This function lies in the core of the method. The solution is sought as a cubic C1 continuous spline with derivatives matching the ODE rhs at given nodes `x`. Collocation conditions are formed from the equality of the spline derivatives and rhs of the ODE system in the middle points between nodes. Such method is classified to Lobbato IIIA family in ODE literature. Refer to [1]_ for the formula and some discussion. Returns ------- col_res : ndarray, shape (n, m - 1) Collocation residuals at the middle points of the mesh intervals. y_middle : ndarray, shape (n, m - 1) Values of the cubic spline evaluated at the middle points of the mesh intervals. f : ndarray, shape (n, m) RHS of the ODE system evaluated at the mesh nodes. f_middle : ndarray, shape (n, m - 1) RHS of the ODE system evaluated at the middle points of the mesh intervals (and using `y_middle`). References ---------- .. [1] J. Kierzenka, L. F. Shampine, "A BVP Solver Based on Residual Control and the Maltab PSE", ACM Trans. Math. Softw., Vol. 27, Number 3, pp. 299-316, 2001. """ f = fun(x, y, p) y_middle = (0.5 * (y[:, 1:] + y[:, :-1]) - 0.125 * h * (f[:, 1:] - f[:, :-1])) f_middle = fun(x[:-1] + 0.5 * h, y_middle, p) col_res = y[:, 1:] - y[:, :-1] - h / 6 * (f[:, :-1] + f[:, 1:] + 4 * f_middle) return col_res, y_middle, f, f_middle def prepare_sys(n, m, k, fun, bc, fun_jac, bc_jac, x, h): """Create the function and the Jacobian for the collocation system.""" x_middle = x[:-1] + 0.5 * h i_jac, j_jac = compute_jac_indices(n, m, k) def col_fun(y, p): return collocation_fun(fun, y, p, x, h) def sys_jac(y, p, y_middle, f, f_middle, bc0): if fun_jac is None: df_dy, df_dp = estimate_fun_jac(fun, x, y, p, f) df_dy_middle, df_dp_middle = estimate_fun_jac( fun, x_middle, y_middle, p, f_middle) else: df_dy, df_dp = fun_jac(x, y, p) df_dy_middle, df_dp_middle = fun_jac(x_middle, y_middle, p) if bc_jac is None: dbc_dya, dbc_dyb, dbc_dp = estimate_bc_jac(bc, y[:, 0], y[:, -1], p, bc0) else: dbc_dya, dbc_dyb, dbc_dp = bc_jac(y[:, 0], y[:, -1], p) return construct_global_jac(n, m, k, i_jac, j_jac, h, df_dy, df_dy_middle, df_dp, df_dp_middle, dbc_dya, dbc_dyb, dbc_dp) return col_fun, sys_jac def solve_newton(n, m, h, col_fun, bc, jac, y, p, B, bvp_tol, bc_tol): """Solve the nonlinear collocation system by a Newton method. This is a simple Newton method with a backtracking line search. As advised in [1]_, an affine-invariant criterion function F = ||J^-1 r||^2 is used, where J is the Jacobian matrix at the current iteration and r is the vector or collocation residuals (values of the system lhs). The method alters between full Newton iterations and the fixed-Jacobian iterations based There are other tricks proposed in [1]_, but they are not used as they don't seem to improve anything significantly, and even break the convergence on some test problems I tried. All important parameters of the algorithm are defined inside the function. Parameters ---------- n : int Number of equations in the ODE system. m : int Number of nodes in the mesh. h : ndarray, shape (m-1,) Mesh intervals. col_fun : callable Function computing collocation residuals. bc : callable Function computing boundary condition residuals. jac : callable Function computing the Jacobian of the whole system (including collocation and boundary condition residuals). It is supposed to return csc_matrix. y : ndarray, shape (n, m) Initial guess for the function values at the mesh nodes. p : ndarray, shape (k,) Initial guess for the unknown parameters. B : ndarray with shape (n, n) or None Matrix to force the S y(a) = 0 condition for a problems with the singular term. If None, the singular term is assumed to be absent. bvp_tol : float Tolerance to which we want to solve a BVP. bc_tol : float Tolerance to which we want to satisfy the boundary conditions. Returns ------- y : ndarray, shape (n, m) Final iterate for the function values at the mesh nodes. p : ndarray, shape (k,) Final iterate for the unknown parameters. singular : bool True, if the LU decomposition failed because Jacobian turned out to be singular. References ---------- .. [1] U. Ascher, R. Mattheij and R. Russell "Numerical Solution of Boundary Value Problems for Ordinary Differential Equations" """ # We know that the solution residuals at the middle points of the mesh # are connected with collocation residuals r_middle = 1.5 * col_res / h. # As our BVP solver tries to decrease relative residuals below a certain # tolerance it seems reasonable to terminated Newton iterations by # comparison of r_middle / (1 + np.abs(f_middle)) with a certain threshold, # which we choose to be 1.5 orders lower than the BVP tolerance. We rewrite # the condition as col_res < tol_r * (1 + np.abs(f_middle)), then tol_r # should be computed as follows: tol_r = 2/3 * h * 5e-2 * bvp_tol # Maximum allowed number of Jacobian evaluation and factorization, in # other words the maximum number of full Newton iterations. A small value # is recommended in the literature. max_njev = 4 # Maximum number of iterations, considering that some of them can be # performed with the fixed Jacobian. In theory such iterations are cheap, # but it's not that simple in Python. max_iter = 8 # Minimum relative improvement of the criterion function to accept the # step (Armijo constant). sigma = 0.2 # Step size decrease factor for backtracking. tau = 0.5 # Maximum number of backtracking steps, the minimum step is then # tau ** n_trial. n_trial = 4 col_res, y_middle, f, f_middle = col_fun(y, p) bc_res = bc(y[:, 0], y[:, -1], p) res = np.hstack((col_res.ravel(order='F'), bc_res)) njev = 0 singular = False recompute_jac = True for iteration in range(max_iter): if recompute_jac: J = jac(y, p, y_middle, f, f_middle, bc_res) njev += 1 try: LU = splu(J) except RuntimeError: singular = True break step = LU.solve(res) cost = np.dot(step, step) y_step = step[:m * n].reshape((n, m), order='F') p_step = step[m * n:] alpha = 1 for trial in range(n_trial + 1): y_new = y - alpha * y_step if B is not None: y_new[:, 0] = np.dot(B, y_new[:, 0]) p_new = p - alpha * p_step col_res, y_middle, f, f_middle = col_fun(y_new, p_new) bc_res = bc(y_new[:, 0], y_new[:, -1], p_new) res = np.hstack((col_res.ravel(order='F'), bc_res)) step_new = LU.solve(res) cost_new = np.dot(step_new, step_new) if cost_new < (1 - 2 * alpha * sigma) * cost: break if trial < n_trial: alpha *= tau y = y_new p = p_new if njev == max_njev: break if (np.all(np.abs(col_res) < tol_r * (1 + np.abs(f_middle))) and np.all(np.abs(bc_res) < bc_tol)): break # If the full step was taken, then we are going to continue with # the same Jacobian. This is the approach of BVP_SOLVER. if alpha == 1: step = step_new cost = cost_new recompute_jac = False else: recompute_jac = True return y, p, singular def print_iteration_header(): print("{:^15}{:^15}{:^15}{:^15}{:^15}".format( "Iteration", "Max residual", "Max BC residual", "Total nodes", "Nodes added")) def print_iteration_progress(iteration, residual, bc_residual, total_nodes, nodes_added): print("{:^15}{:^15.2e}{:^15.2e}{:^15}{:^15}".format( iteration, residual, bc_residual, total_nodes, nodes_added)) class BVPResult(OptimizeResult): pass TERMINATION_MESSAGES = { 0: "The algorithm converged to the desired accuracy.", 1: "The maximum number of mesh nodes is exceeded.", 2: "A singular Jacobian encountered when solving the collocation system.", 3: "The solver was unable to satisfy boundary conditions tolerance on iteration 10." } def estimate_rms_residuals(fun, sol, x, h, p, r_middle, f_middle): """Estimate rms values of collocation residuals using Lobatto quadrature. The residuals are defined as the difference between the derivatives of our solution and rhs of the ODE system. We use relative residuals, i.e. normalized by 1 + np.abs(f). RMS values are computed as sqrt from the normalized integrals of the squared relative residuals over each interval. Integrals are estimated using 5-point Lobatto quadrature [1]_, we use the fact that residuals at the mesh nodes are identically zero. In [2] they don't normalize integrals by interval lengths, which gives a higher rate of convergence of the residuals by the factor of h**0.5. I chose to do such normalization for an ease of interpretation of return values as RMS estimates. Returns ------- rms_res : ndarray, shape (m - 1,) Estimated rms values of the relative residuals over each interval. References ---------- .. [1] http://mathworld.wolfram.com/LobattoQuadrature.html .. [2] J. Kierzenka, L. F. Shampine, "A BVP Solver Based on Residual Control and the Maltab PSE", ACM Trans. Math. Softw., Vol. 27, Number 3, pp. 299-316, 2001. """ x_middle = x[:-1] + 0.5 * h s = 0.5 * h * (3/7)**0.5 x1 = x_middle + s x2 = x_middle - s y1 = sol(x1) y2 = sol(x2) y1_prime = sol(x1, 1) y2_prime = sol(x2, 1) f1 = fun(x1, y1, p) f2 = fun(x2, y2, p) r1 = y1_prime - f1 r2 = y2_prime - f2 r_middle /= 1 + np.abs(f_middle) r1 /= 1 + np.abs(f1) r2 /= 1 + np.abs(f2) r1 = np.sum(np.real(r1 * np.conj(r1)), axis=0) r2 = np.sum(np.real(r2 * np.conj(r2)), axis=0) r_middle = np.sum(np.real(r_middle * np.conj(r_middle)), axis=0) return (0.5 * (32 / 45 * r_middle + 49 / 90 * (r1 + r2))) ** 0.5 def create_spline(y, yp, x, h): """Create a cubic spline given values and derivatives. Formulas for the coefficients are taken from interpolate.CubicSpline. Returns ------- sol : PPoly Constructed spline as a PPoly instance. """ from scipy.interpolate import PPoly n, m = y.shape c = np.empty((4, n, m - 1), dtype=y.dtype) slope = (y[:, 1:] - y[:, :-1]) / h t = (yp[:, :-1] + yp[:, 1:] - 2 * slope) / h c[0] = t / h c[1] = (slope - yp[:, :-1]) / h - t c[2] = yp[:, :-1] c[3] = y[:, :-1] c = np.rollaxis(c, 1) return PPoly(c, x, extrapolate=True, axis=1) def modify_mesh(x, insert_1, insert_2): """Insert nodes into a mesh. Nodes removal logic is not established, its impact on the solver is presumably negligible. So only insertion is done in this function. Parameters ---------- x : ndarray, shape (m,) Mesh nodes. insert_1 : ndarray Intervals to each insert 1 new node in the middle. insert_2 : ndarray Intervals to each insert 2 new nodes, such that divide an interval into 3 equal parts. Returns ------- x_new : ndarray New mesh nodes. Notes ----- `insert_1` and `insert_2` should not have common values. """ # Because np.insert implementation apparently varies with a version of # numpy, we use a simple and reliable approach with sorting. return np.sort(np.hstack(( x, 0.5 * (x[insert_1] + x[insert_1 + 1]), (2 * x[insert_2] + x[insert_2 + 1]) / 3, (x[insert_2] + 2 * x[insert_2 + 1]) / 3 ))) def wrap_functions(fun, bc, fun_jac, bc_jac, k, a, S, D, dtype): """Wrap functions for unified usage in the solver.""" if fun_jac is None: fun_jac_wrapped = None if bc_jac is None: bc_jac_wrapped = None if k == 0: def fun_p(x, y, _): return np.asarray(fun(x, y), dtype) def bc_wrapped(ya, yb, _): return np.asarray(bc(ya, yb), dtype) if fun_jac is not None: def fun_jac_p(x, y, _): return np.asarray(fun_jac(x, y), dtype), None if bc_jac is not None: def bc_jac_wrapped(ya, yb, _): dbc_dya, dbc_dyb = bc_jac(ya, yb) return (np.asarray(dbc_dya, dtype), np.asarray(dbc_dyb, dtype), None) else: def fun_p(x, y, p): return np.asarray(fun(x, y, p), dtype) def bc_wrapped(x, y, p): return np.asarray(bc(x, y, p), dtype) if fun_jac is not None: def fun_jac_p(x, y, p): df_dy, df_dp = fun_jac(x, y, p) return np.asarray(df_dy, dtype), np.asarray(df_dp, dtype) if bc_jac is not None: def bc_jac_wrapped(ya, yb, p): dbc_dya, dbc_dyb, dbc_dp = bc_jac(ya, yb, p) return (np.asarray(dbc_dya, dtype), np.asarray(dbc_dyb, dtype), np.asarray(dbc_dp, dtype)) if S is None: fun_wrapped = fun_p else: def fun_wrapped(x, y, p): f = fun_p(x, y, p) if x[0] == a: f[:, 0] = np.dot(D, f[:, 0]) f[:, 1:] += np.dot(S, y[:, 1:]) / (x[1:] - a) else: f += np.dot(S, y) / (x - a) return f if fun_jac is not None: if S is None: fun_jac_wrapped = fun_jac_p else: Sr = S[:, :, np.newaxis] def fun_jac_wrapped(x, y, p): df_dy, df_dp = fun_jac_p(x, y, p) if x[0] == a: df_dy[:, :, 0] = np.dot(D, df_dy[:, :, 0]) df_dy[:, :, 1:] += Sr / (x[1:] - a) else: df_dy += Sr / (x - a) return df_dy, df_dp return fun_wrapped, bc_wrapped, fun_jac_wrapped, bc_jac_wrapped def solve_bvp(fun, bc, x, y, p=None, S=None, fun_jac=None, bc_jac=None, tol=1e-3, max_nodes=1000, verbose=0, bc_tol=None): """Solve a boundary-value problem for a system of ODEs. This function numerically solves a first order system of ODEs subject to two-point boundary conditions:: dy / dx = f(x, y, p) + S * y / (x - a), a <= x <= b bc(y(a), y(b), p) = 0 Here x is a 1-dimensional independent variable, y(x) is a n-dimensional vector-valued function and p is a k-dimensional vector of unknown parameters which is to be found along with y(x). For the problem to be determined there must be n + k boundary conditions, i.e. bc must be (n + k)-dimensional function. The last singular term in the right-hand side of the system is optional. It is defined by an n-by-n matrix S, such that the solution must satisfy S y(a) = 0. This condition will be forced during iterations, so it must not contradict boundary conditions. See [2]_ for the explanation how this term is handled when solving BVPs numerically. Problems in a complex domain can be solved as well. In this case y and p are considered to be complex, and f and bc are assumed to be complex-valued functions, but x stays real. Note that f and bc must be complex differentiable (satisfy Cauchy-Riemann equations [4]_), otherwise you should rewrite your problem for real and imaginary parts separately. To solve a problem in a complex domain, pass an initial guess for y with a complex data type (see below). Parameters ---------- fun : callable Right-hand side of the system. The calling signature is ``fun(x, y)``, or ``fun(x, y, p)`` if parameters are present. All arguments are ndarray: ``x`` with shape (m,), ``y`` with shape (n, m), meaning that ``y[:, i]`` corresponds to ``x[i]``, and ``p`` with shape (k,). The return value must be an array with shape (n, m) and with the same layout as ``y``. bc : callable Function evaluating residuals of the boundary conditions. The calling signature is ``bc(ya, yb)``, or ``bc(ya, yb, p)`` if parameters are present. All arguments are ndarray: ``ya`` and ``yb`` with shape (n,), and ``p`` with shape (k,). The return value must be an array with shape (n + k,). x : array_like, shape (m,) Initial mesh. Must be a strictly increasing sequence of real numbers with ``x[0]=a`` and ``x[-1]=b``. y : array_like, shape (n, m) Initial guess for the function values at the mesh nodes, i-th column corresponds to ``x[i]``. For problems in a complex domain pass `y` with a complex data type (even if the initial guess is purely real). p : array_like with shape (k,) or None, optional Initial guess for the unknown parameters. If None (default), it is assumed that the problem doesn't depend on any parameters. S : array_like with shape (n, n) or None Matrix defining the singular term. If None (default), the problem is solved without the singular term. fun_jac : callable or None, optional Function computing derivatives of f with respect to y and p. The calling signature is ``fun_jac(x, y)``, or ``fun_jac(x, y, p)`` if parameters are present. The return must contain 1 or 2 elements in the following order: * df_dy : array_like with shape (n, n, m) where an element (i, j, q) equals to d f_i(x_q, y_q, p) / d (y_q)_j. * df_dp : array_like with shape (n, k, m) where an element (i, j, q) equals to d f_i(x_q, y_q, p) / d p_j. Here q numbers nodes at which x and y are defined, whereas i and j number vector components. If the problem is solved without unknown parameters df_dp should not be returned. If `fun_jac` is None (default), the derivatives will be estimated by the forward finite differences. bc_jac : callable or None, optional Function computing derivatives of bc with respect to ya, yb and p. The calling signature is ``bc_jac(ya, yb)``, or ``bc_jac(ya, yb, p)`` if parameters are present. The return must contain 2 or 3 elements in the following order: * dbc_dya : array_like with shape (n, n) where an element (i, j) equals to d bc_i(ya, yb, p) / d ya_j. * dbc_dyb : array_like with shape (n, n) where an element (i, j) equals to d bc_i(ya, yb, p) / d yb_j. * dbc_dp : array_like with shape (n, k) where an element (i, j) equals to d bc_i(ya, yb, p) / d p_j. If the problem is solved without unknown parameters dbc_dp should not be returned. If `bc_jac` is None (default), the derivatives will be estimated by the forward finite differences. tol : float, optional Desired tolerance of the solution. If we define ``r = y' - f(x, y)`` where y is the found solution, then the solver tries to achieve on each mesh interval ``norm(r / (1 + abs(f)) < tol``, where ``norm`` is estimated in a root mean squared sense (using a numerical quadrature formula). Default is 1e-3. max_nodes : int, optional Maximum allowed number of the mesh nodes. If exceeded, the algorithm terminates. Default is 1000. verbose : {0, 1, 2}, optional Level of algorithm's verbosity: * 0 (default) : work silently. * 1 : display a termination report. * 2 : display progress during iterations. bc_tol : float, optional Desired absolute tolerance for the boundary condition residuals: `bc` value should satisfy ``abs(bc) < bc_tol`` component-wise. Equals to `tol` by default. Up to 10 iterations are allowed to achieve this tolerance. Returns ------- Bunch object with the following fields defined: sol : PPoly Found solution for y as `scipy.interpolate.PPoly` instance, a C1 continuous cubic spline. p : ndarray or None, shape (k,) Found parameters. None, if the parameters were not present in the problem. x : ndarray, shape (m,) Nodes of the final mesh. y : ndarray, shape (n, m) Solution values at the mesh nodes. yp : ndarray, shape (n, m) Solution derivatives at the mesh nodes. rms_residuals : ndarray, shape (m - 1,) RMS values of the relative residuals over each mesh interval (see the description of `tol` parameter). niter : int Number of completed iterations. status : int Reason for algorithm termination: * 0: The algorithm converged to the desired accuracy. * 1: The maximum number of mesh nodes is exceeded. * 2: A singular Jacobian encountered when solving the collocation system. message : string Verbal description of the termination reason. success : bool True if the algorithm converged to the desired accuracy (``status=0``). Notes ----- This function implements a 4-th order collocation algorithm with the control of residuals similar to [1]_. A collocation system is solved by a damped Newton method with an affine-invariant criterion function as described in [3]_. Note that in [1]_ integral residuals are defined without normalization by interval lengths. So their definition is different by a multiplier of h**0.5 (h is an interval length) from the definition used here. .. versionadded:: 0.18.0 References ---------- .. [1] J. Kierzenka, L. F. Shampine, "A BVP Solver Based on Residual Control and the Maltab PSE", ACM Trans. Math. Softw., Vol. 27, Number 3, pp. 299-316, 2001. .. [2] L.F. Shampine, P. H. Muir and H. Xu, "A User-Friendly Fortran BVP Solver". .. [3] U. Ascher, R. Mattheij and R. Russell "Numerical Solution of Boundary Value Problems for Ordinary Differential Equations". .. [4] `Cauchy-Riemann equations <https://en.wikipedia.org/wiki/Cauchy-Riemann_equations>`_ on Wikipedia. Examples -------- In the first example we solve Bratu's problem:: y'' + k * exp(y) = 0 y(0) = y(1) = 0 for k = 1. We rewrite the equation as a first order system and implement its right-hand side evaluation:: y1' = y2 y2' = -exp(y1) >>> def fun(x, y): ... return np.vstack((y[1], -np.exp(y[0]))) Implement evaluation of the boundary condition residuals: >>> def bc(ya, yb): ... return np.array([ya[0], yb[0]]) Define the initial mesh with 5 nodes: >>> x = np.linspace(0, 1, 5) This problem is known to have two solutions. To obtain both of them we use two different initial guesses for y. We denote them by subscripts a and b. >>> y_a = np.zeros((2, x.size)) >>> y_b = np.zeros((2, x.size)) >>> y_b[0] = 3 Now we are ready to run the solver. >>> from scipy.integrate import solve_bvp >>> res_a = solve_bvp(fun, bc, x, y_a) >>> res_b = solve_bvp(fun, bc, x, y_b) Let's plot the two found solutions. We take an advantage of having the solution in a spline form to produce a smooth plot. >>> x_plot = np.linspace(0, 1, 100) >>> y_plot_a = res_a.sol(x_plot)[0] >>> y_plot_b = res_b.sol(x_plot)[0] >>> import matplotlib.pyplot as plt >>> plt.plot(x_plot, y_plot_a, label='y_a') >>> plt.plot(x_plot, y_plot_b, label='y_b') >>> plt.legend() >>> plt.xlabel("x") >>> plt.ylabel("y") >>> plt.show() We see that the two solutions have similar shape, but differ in scale significantly. In the second example we solve a simple Sturm-Liouville problem:: y'' + k**2 * y = 0 y(0) = y(1) = 0 It is known that a non-trivial solution y = A * sin(k * x) is possible for k = pi * n, where n is an integer. To establish the normalization constant A = 1 we add a boundary condition:: y'(0) = k Again we rewrite our equation as a first order system and implement its right-hand side evaluation:: y1' = y2 y2' = -k**2 * y1 >>> def fun(x, y, p): ... k = p[0] ... return np.vstack((y[1], -k**2 * y[0])) Note that parameters p are passed as a vector (with one element in our case). Implement the boundary conditions: >>> def bc(ya, yb, p): ... k = p[0] ... return np.array([ya[0], yb[0], ya[1] - k]) Setup the initial mesh and guess for y. We aim to find the solution for k = 2 * pi, to achieve that we set values of y to approximately follow sin(2 * pi * x): >>> x = np.linspace(0, 1, 5) >>> y = np.zeros((2, x.size)) >>> y[0, 1] = 1 >>> y[0, 3] = -1 Run the solver with 6 as an initial guess for k. >>> sol = solve_bvp(fun, bc, x, y, p=[6]) We see that the found k is approximately correct: >>> sol.p[0] 6.28329460046 And finally plot the solution to see the anticipated sinusoid: >>> x_plot = np.linspace(0, 1, 100) >>> y_plot = sol.sol(x_plot)[0] >>> plt.plot(x_plot, y_plot) >>> plt.xlabel("x") >>> plt.ylabel("y") >>> plt.show() """ x = np.asarray(x, dtype=float) if x.ndim != 1: raise ValueError("`x` must be 1 dimensional.") h = np.diff(x) if np.any(h <= 0): raise ValueError("`x` must be strictly increasing.") a = x[0] y = np.asarray(y) if np.issubdtype(y.dtype, np.complexfloating): dtype = complex else: dtype = float y = y.astype(dtype, copy=False) if y.ndim != 2: raise ValueError("`y` must be 2 dimensional.") if y.shape[1] != x.shape[0]: raise ValueError("`y` is expected to have {} columns, but actually " "has {}.".format(x.shape[0], y.shape[1])) if p is None: p = np.array([]) else: p = np.asarray(p, dtype=dtype) if p.ndim != 1: raise ValueError("`p` must be 1 dimensional.") if tol < 100 * EPS: warn("`tol` is too low, setting to {:.2e}".format(100 * EPS)) tol = 100 * EPS if verbose not in [0, 1, 2]: raise ValueError("`verbose` must be in [0, 1, 2].") n = y.shape[0] k = p.shape[0] if S is not None: S = np.asarray(S, dtype=dtype) if S.shape != (n, n): raise ValueError("`S` is expected to have shape {}, " "but actually has {}".format((n, n), S.shape)) # Compute I - S^+ S to impose necessary boundary conditions. B = np.identity(n) - np.dot(pinv(S), S) y[:, 0] = np.dot(B, y[:, 0]) # Compute (I - S)^+ to correct derivatives at x=a. D = pinv(np.identity(n) - S) else: B = None D = None if bc_tol is None: bc_tol = tol # Maximum number of iterations max_iteration = 10 fun_wrapped, bc_wrapped, fun_jac_wrapped, bc_jac_wrapped = wrap_functions( fun, bc, fun_jac, bc_jac, k, a, S, D, dtype) f = fun_wrapped(x, y, p) if f.shape != y.shape: raise ValueError("`fun` return is expected to have shape {}, " "but actually has {}.".format(y.shape, f.shape)) bc_res = bc_wrapped(y[:, 0], y[:, -1], p) if bc_res.shape != (n + k,): raise ValueError("`bc` return is expected to have shape {}, " "but actually has {}.".format((n + k,), bc_res.shape)) status = 0 iteration = 0 if verbose == 2: print_iteration_header() while True: m = x.shape[0] col_fun, jac_sys = prepare_sys(n, m, k, fun_wrapped, bc_wrapped, fun_jac_wrapped, bc_jac_wrapped, x, h) y, p, singular = solve_newton(n, m, h, col_fun, bc_wrapped, jac_sys, y, p, B, tol, bc_tol) iteration += 1 col_res, y_middle, f, f_middle = collocation_fun(fun_wrapped, y, p, x, h) bc_res = bc_wrapped(y[:, 0], y[:, -1], p) max_bc_res = np.max(abs(bc_res)) # This relation is not trivial, but can be verified. r_middle = 1.5 * col_res / h sol = create_spline(y, f, x, h) rms_res = estimate_rms_residuals(fun_wrapped, sol, x, h, p, r_middle, f_middle) max_rms_res = np.max(rms_res) if singular: status = 2 break insert_1, = np.nonzero((rms_res > tol) & (rms_res < 100 * tol)) insert_2, = np.nonzero(rms_res >= 100 * tol) nodes_added = insert_1.shape[0] + 2 * insert_2.shape[0] if m + nodes_added > max_nodes: status = 1 if verbose == 2: nodes_added = "({})".format(nodes_added) print_iteration_progress(iteration, max_rms_res, max_bc_res, m, nodes_added) break if verbose == 2: print_iteration_progress(iteration, max_rms_res, max_bc_res, m, nodes_added) if nodes_added > 0: x = modify_mesh(x, insert_1, insert_2) h = np.diff(x) y = sol(x) elif max_bc_res <= bc_tol: status = 0 break elif iteration >= max_iteration: status = 3 break if verbose > 0: if status == 0: print("Solved in {} iterations, number of nodes {}. \n" "Maximum relative residual: {:.2e} \n" "Maximum boundary residual: {:.2e}" .format(iteration, x.shape[0], max_rms_res, max_bc_res)) elif status == 1: print("Number of nodes is exceeded after iteration {}. \n" "Maximum relative residual: {:.2e} \n" "Maximum boundary residual: {:.2e}" .format(iteration, max_rms_res, max_bc_res)) elif status == 2: print("Singular Jacobian encountered when solving the collocation " "system on iteration {}. \n" "Maximum relative residual: {:.2e} \n" "Maximum boundary residual: {:.2e}" .format(iteration, max_rms_res, max_bc_res)) elif status == 3: print("The solver was unable to satisfy boundary conditions " "tolerance on iteration {}. \n" "Maximum relative residual: {:.2e} \n" "Maximum boundary residual: {:.2e}" .format(iteration, max_rms_res, max_bc_res)) if p.size == 0: p = None return BVPResult(sol=sol, p=p, x=x, y=y, yp=f, rms_residuals=rms_res, niter=iteration, status=status, message=TERMINATION_MESSAGES[status], success=status == 0)
bsd-3-clause
tttor/csipb-jamu-prj
predictor/connectivity/cluster/cluster.py
1
4295
# cluster.py import os import sys import time import json import numpy as np import sklearn.metrics as met from collections import defaultdict from scoop import futures as fu from scoop import shared as sh sys.path.append('../../utility') import util import yamanishi_data_util as yam # np.random.seed(0) DATASET_DIR = '../../dataset/connectivity/compound_vs_protein' def main(): if len(sys.argv)!=6: print 'USAGE:' print 'python -m scoop cluster.py [method] [nIter] [dataset#x] [compound/protein] [outDir]' return method = sys.argv[1] nIter = int(sys.argv[2]) dataset = sys.argv[3] mode = sys.argv[4] outDir = sys.argv[5] outDir = os.path.join(outDir, '-'.join([method+'#'+str(nIter),dataset,mode,util.tag()])) os.makedirs(outDir) ## print 'loading data...' dParam = dataset.split('#') disMat = None; iList = None if dParam[0]=='yamanishi': dataDir = os.path.join(DATASET_DIR,dParam[0]) simDict = yam.loadKernel2(mode,dParam[1],os.path.join(dataDir,'similarity-mat')) simMat,iList = util.makeKernelMatrix(simDict) disMat = util.kernel2distanceMatrix('naive',simMat) else: assert False,'FATAL: unknown dataset' ## print 'clustering...' paramList = [] if method=='dbscan': epsMin,epsMax = [0.0,1.0] nMin,nMax = [1,len(iList)] for i in range(nIter): eps = np.random.uniform(epsMin,epsMax,1)[0] n = np.random.randint(nMin,nMax,1)[0] paramList.append( dict(eps=eps,min_samples=n) ) else: assert False sh.setConst(method=method) sh.setConst(mat=disMat) resList = list( fu.map(_cluster,paramList) ) bestResIdxCal = _getBestResultIdx(resList,'calinski_harabaz_score') bestResIdxSil = _getBestResultIdx(resList,'silhouette_score') resDictCal = dict( zip(iList,resList[bestResIdxCal][0]) ) resDictSil = dict( zip(iList,resList[bestResIdxSil][0]) ) bestParamCal = dict(param=paramList[bestResIdxCal], score=resList[bestResIdxCal][1]) bestParamSil = dict(param=paramList[bestResIdxSil], score=resList[bestResIdxSil][1]) ## print 'writing result...' def _writeLabelAndParam(metric,resDict,paramDict): resDict2 = defaultdict(list); resDict3 = defaultdict(list) for k,v in resDict.iteritems(): resDict2[v].append(k) for k,v in resDict2.iteritems(): resDict3[k].append(len(v)) summ = sum([v[0] for v in resDict3.values()]) for k,v in resDict3.iteritems(): resDict3[k].append(float(v[0])/summ) fname = '_'.join([mode,metric]) with open(os.path.join(outDir,fname+"_bestlabels.json"),'w') as f: json.dump(resDict,f,indent=2,sort_keys=True) with open(os.path.join(outDir,fname+"_bestlabels_stat.json"),'w') as f: json.dump(resDict3,f,indent=2,sort_keys=True) with open(os.path.join(outDir,fname+"_bestparams.json"),'w') as f: json.dump(paramDict,f,indent=2,sort_keys=True) _writeLabelAndParam('calinskiharabaz',resDictCal,bestParamCal) _writeLabelAndParam('silhouette',resDictSil,bestParamSil) def _cluster(params): cls = None method = sh.getConst('method') if method=='kmedoid': assert False # from kmedoid import kmedsoid # cls = kmedoid elif method=='dbscan': from sklearn.cluster import DBSCAN cls = DBSCAN(eps=params['eps'],min_samples=params['min_samples'], metric='precomputed') else: assert False, 'FATAL: unknown cluster method' ## mat = sh.getConst('mat') labels = cls.fit_predict(mat) nLabels = len(set(labels)) ## sil = None; cal = None if (nLabels >= 2)and(nLabels <= len(labels)-1): sil = met.silhouette_score(mat,labels,'precomputed') cal = met.calinski_harabaz_score(mat,labels) perf = dict(silhouette_score=sil,calinski_harabaz_score=cal) return (labels,perf) def _getBestResultIdx(resList,metric): mets = [i[1][metric] for i in resList] return mets.index(max(mets)) if __name__ == '__main__': tic = time.time() main() print "main took: "+str(time.time()-tic)+' seconds'
mit
mendax-grip/cfdemUtilities
phillips/compareMonitorDrag.py
2
2625
#This programs compares two log file of two different openfoam cases being run (or that have finished, etc.) # The comparison that is carried out here is on the drag force # Author : Bruno Blais # Last modified : 23-01-2014 #Python imports #--------------------------------------- import os import sys import numpy import time import matplotlib.pyplot as plt import re # Ouhh regular expressions :) #----------------------------------------- #******************************** # OPTIONS AND USER PARAMETERS #******************************** #refresh frequency #============================= # READER OF LOG FILE #============================= # This function reads the log file and extracts the torque def readf(fname): t=[] dragx=[] dragy=[] dragz=[] patternVariable = re.compile('Volume CPU dragtota') patternTime = re.compile('Time =') patternTimeExclude = re.compile('Execution') infile = open(fname,'r') if (infile!=0): print "Log file opened" l_prev="init" for l in infile: if patternVariable.search(l_prev): l_str = l.split() dragx.extend([float(l_str[5])]) dragy.extend([float(l_str[6])]) dragz.extend([float(l_str[7])]) if patternTime.search(l): if not patternTimeExclude.search(l): l_str= l.split() l2_num=float(l_str[2]) t.extend([l2_num]) l_prev=l else: print "File %s could not be opened" %fname return t, dragx, dragy, dragz infile.close(); #====================== # MAIN #====================== # Get names from terminal fname=[] for i in range(0,len(sys.argv)-1) : fname.extend([sys.argv[i+1]]) #plt.ion() # interactive mode is on plt.figure() line1 = plt.plot([], [],'-k') #create structure that will be updated plt.ylabel('Drag force on the particles [N]') plt.xlabel('Time [s]') plt.title('Dynamic evolution of the average drag on the particles') #### Plot 1 [t,dragx,dragy,dragz] = readf(fname[0]) plt.plot(t,dragx[2:],'-b',label = fname[0]) #### Plot 2 [t,dragx,dragy,dragz] = readf(fname[1]) plt.plot(t,dragx[2:],'-r',label = fname[1]) #### Plot 3 if len(sys.argv) >= 4 : [t,dragx,dragy,dragz] = readf(fname[2]) plt.plot(t,dragx[2:],'-g',label = fname[2]) #### Plot 4 if len(sys.argv) >= 5 : [t,dragx,dragy,dragz] = readf(fname[3]) plt.plot(t,dragx[2:],'-y',label = fname[3]) #### Plot 5 if len(sys.argv) >= 6 : [t,dragx,dragy,dragz] = readf(fname[4]) plt.plot(t,dragx[2:],'-m',label = fname[4]) #### Plot 6 if len(sys.argv) >= 7 : [t,dragx,dragy,dragz] = readf(fname[5]) plt.plot(t,dragx[2:],'-m',label = fname[5]) plt.legend() plt.show()
lgpl-3.0
rspavel/spack
var/spack/repos/builtin/packages/py-torch-geometric/package.py
1
1971
# 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 PyTorchGeometric(PythonPackage): """PyTorch Geometric (PyG) is a geometric deep learning extension library for PyTorch. It consists of various methods for deep learning on graphs and other irregular structures, also known as geometric deep learning, from a variety of published papers. In addition, it consists of an easy-to-use mini-batch loader for many small and single giant graphs, multi gpu-support, a large number of common benchmark datasets (based on simple interfaces to create your own), and helpful transforms, both for learning on arbitrary graphs as well as on 3D meshes or point clouds.""" homepage = "https://github.com/rusty1s/pytorch_geometric" url = "https://github.com/rusty1s/pytorch_geometric/archive/1.6.0.tar.gz" version('1.6.0', sha256='7d5231cdcc2ebd4444f406cbf1537eb49bf90ab6f446eaf1b7af5cdbe105f3c9') depends_on('[email protected]:', type=('build', 'run')) depends_on('py-setuptools', type='build') depends_on('py-pytest-runner', type='build') depends_on('py-torch', type=('build', 'run')) depends_on('py-numpy', type=('build', 'run')) depends_on('py-tqdm', type=('build', 'run')) depends_on('py-scipy', type=('build', 'run')) depends_on('py-networkx', type=('build', 'run')) depends_on('py-scikit-learn', type=('build', 'run')) depends_on('py-numba', type=('build', 'run')) depends_on('py-requests', type=('build', 'run')) depends_on('py-pandas', type=('build', 'run')) depends_on('py-rdflib', type=('build', 'run')) depends_on('py-googledrivedownloader', type=('build', 'run')) depends_on('py-h5py~mpi', type=('build', 'run')) depends_on('py-ase', type=('build', 'run')) depends_on('py-jinja2', type=('build', 'run'))
lgpl-2.1
fritzo/loom
loom/preql.py
1
31258
# Copyright (c) 2014, Salesforce.com, Inc. All rights reserved. # Copyright (c) 2015, Google, Inc. # # Redistribution and use in source and binary forms, with or without # modification, are permitted provided that the following conditions # are met: # # - Redistributions of source code must retain the above copyright # notice, this list of conditions and the following disclaimer. # - Redistributions in binary form must reproduce the above copyright # notice, this list of conditions and the following disclaimer in the # documentation and/or other materials provided with the distribution. # - Neither the name of Salesforce.com nor the names of its contributors # may be used to endorse or promote products derived from this # software without specific prior written permission. # # THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS # "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT # LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS # FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE # COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, # INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, # BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS # OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND # ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR # TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE # USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. from copy import copy import csv import math from contextlib import contextmanager from itertools import izip from collections import Counter from distributions.io.stream import json_load from distributions.io.stream import open_compressed from StringIO import StringIO import numpy from sklearn.cluster import SpectralClustering from loom.format import load_decoder from loom.format import load_encoder import loom.store import loom.query import loom.group SAMPLE_COUNT = 1000 class CsvWriter(object): def __init__(self, outfile, returns=None): writer = csv.writer(outfile) self.writerow = writer.writerow self.writerows = writer.writerows self.result = returns if returns else lambda: None @contextmanager def csv_output(arg): if arg is None: outfile = StringIO() yield CsvWriter(outfile, returns=outfile.getvalue) elif hasattr(arg, 'write'): yield CsvWriter(arg) else: with open_compressed(arg, 'w') as outfile: yield CsvWriter(outfile) @contextmanager def csv_input(arg): if hasattr(arg, 'read'): yield csv.reader(arg) else: with open_compressed(arg, 'rb') as infile: yield csv.reader(infile) class PreQL(object): ''' PreQL - Predictive Query Language server object. Data are assumed to be in csv format. Data can be read from and written to file or can be passed around as StringIO objects. To convert among csv and pandas dataframes, use the transforms: input = StringIO(input_df.to_csv()) # input_df is a pandas.DataFrame output_df = pandas.read_csv(StringIO(output)) Usage in scripts: with loom.preql.get_server('/absolute/path/to/dataset') as preql: preql.predict(...) preql.relate(...) preql.refine(...) preql.support(...) preql.group(...) Usage in iPython notebooks: preql = loom.preql.get_server('/absolute/path/to/dataset') preql.predict(...) preql.relate(...) preql.refine(...) preql.support(...) preql.group(...) preql.close() Methods: predict(rows_csv, count, result_out, ...) Draw samples from the posterior conditioned on rows in rows_csv. relate(columns, result_out, ...) Quantify dependency among columns and all other features. refine(target_feature_sets, query_feature_sets, conditioning_row, ...) Determine which queries would inform target features, in context. support(target_feature_sets, known_feature_sets, conditioning_row, ...) Determine which knolwedge has informed target features, in context. group(column, result_out) Cluster rows according to target column and related columns. Properties: feature_names - a list of all feature names converters - a dict of converters for use in pandas.read_csv ''' def __init__(self, query_server, encoding=None, debug=False): self._paths = loom.store.get_paths(query_server.root) if encoding is None: encoding = self._paths['ingest']['encoding'] self._query_server = query_server self._encoders = json_load(encoding) transforms = self._paths['ingest']['transforms'] self._transform = loom.transforms.load_transforms(transforms) self._feature_names = [e['name'] for e in self._encoders] self._feature_set = frozenset(self._feature_names) self._name_to_pos = { name: i for i, name in enumerate(self._feature_names) } self._name_to_decode = { e['name']: load_decoder(e) for e in self._encoders } self._name_to_encode = { e['name']: load_encoder(e) for e in self._encoders } self._rowid_map = None self._debug = debug @property def feature_names(self): return self._feature_names[:] # copy in lieu of frozenlist @property def converters(self): convert = lambda string: string if string else None return {name: convert for name in self._feature_names} @property def rowid_map(self): if self._rowid_map is None: filename = self._paths['ingest']['rowids'] with loom.util.csv_reader(filename) as reader: self._rowid_map = { int(internal_id): external_id for internal_id, external_id in reader } return self._rowid_map def close(self): self._query_server.close() def __enter__(self): return self def __exit__(self, *unused): self.close() def _cols_to_mask(self, cols): cols = set(cols) fnames = enumerate(self._feature_names) return frozenset(i for i, fname in fnames if fname in cols) def _validate_feature_set(self, feature_set): if len(feature_set) == 0: raise ValueError('empty feature set: '.format(feature_set)) for name in feature_set: if name not in self._feature_set: raise ValueError('invalid feature: {}'.format(name)) def _validate_feature_sets(self, feature_sets): for s in feature_sets: self._validate_feature_set(s) sets = set(feature_sets) if len(sets) != len(feature_sets): raise ValueError('duplicate sets in feature sets: {}'.format(sets)) sum_len = sum(len(s) for s in feature_sets) len_sum = len(frozenset.union(*feature_sets)) if sum_len != len_sum: raise ValueError('feature sets are not disjoint: {}'.format(sets)) def _encode_row(self, row): if len(row) != len(self._feature_names): raise ValueError('invalid row (bad length): {}'.format(row)) encoded_row = [] for pos, value in enumerate(row): if value: assert isinstance(value, str), value encode = self._name_to_encode[self._feature_names[pos]] try: encoded_row.append(encode(value)) except: raise ValueError( 'bad value at position {}: {}'.format(pos, value)) else: encoded_row.append(None) return encoded_row def _decode_row(self, row): if len(row) != len(self._feature_names): raise ValueError('invalid row (bad length): {}'.format(row)) decoded_row = [] for pos, value in enumerate(row): if value is not None: decode = self._name_to_decode[self._feature_names[pos]] try: decoded_row.append(decode(value)) except: raise ValueError( 'bad value at position {}: {}'.format(pos, value)) else: decoded_row.append(None) return decoded_row def encode_set(self, feature_set): return self._feature_set & self._transform.forward_set(feature_set) def encode_row(self, row, header=None): features = self._feature_names if header is None: header = features if row is None: row = [None] * len(features) else: if isinstance(row, dict): row = self._transform.forward_dict(features, row) else: row = self._transform.forward_row(header, features, row) row = self._encode_row(row) return row def decode_row(self, row, header=None): features = self._feature_names if header is None: header = features row = self._decode_row(row) row = self._transform.backward_row(features, header, row) return row def _normalized_mutual_information( self, feature_set1, feature_set2, entropys=None, conditioning_row=None, sample_count=None): mi = self._query_server.mutual_information( feature_set1=feature_set1, feature_set2=feature_set2, entropys=entropys, conditioning_row=conditioning_row, sample_count=sample_count).mean return normalize_mutual_information(mi) def predict(self, rows_csv, count, result_out=None, id_offset=True): ''' Samples from the conditional joint distribution. Inputs: rows_csv - filename/file handle/StringIO of input conditional rows count - number of samples to generate for each input row result_out - filename/file handle/StringIO of output samples, or None to return a csv string id_offset - whether to ignore column 0 as an unused id column Outputs: A csv with filled-in data rows sampled from the joint conditional posterior distribution. Example: Assume 'rows.csv' has already been written. >>> print open('rows.csv').read() feature0,feature1,feature2 ,, 0,, 1,, >>> preql.predict('rows.csv', 2, 'result.csv', id_offset=False) >>> print open('result.csv').read() feature0,feature1,feature2 0.5,0.1,True 0.5,0.2,True 0,1.5,False 0,1.3,True 1,0.1,False 1,0.2,False ''' with csv_output(result_out) as writer: with csv_input(rows_csv) as reader: self._predict(reader, count, writer, id_offset) return writer.result() def _predict(self, reader, count, writer, id_offset): header = reader.next() if id_offset and header[0] in self._feature_names: raise ValueError('id field conflict: {}'.format(header[0])) writer.writerow(header) for row in reader: if id_offset: row_id = row[0] conditioning_row = self.encode_row(row, header) to_sample = [value is None for value in conditioning_row] samples = self._query_server.sample( to_sample, conditioning_row, count) for sample in samples: print sample sample = self.decode_row(sample, header) if id_offset: sample[0] = row_id writer.writerow(sample) def relate(self, columns, result_out=None, sample_count=SAMPLE_COUNT): ''' Compute pairwise related scores between all pairs (f1,f2) of columns where f1 in input columns and f2 in all_features. Inputs: columns - a list of target feature names. a mix of fluent and basic features is allowed result_out - filename/file handle/StringIO of output relatedness, or None to return a csv string sample_count - number of samples in Monte Carlo computations; increasing sample_count increases accuracy Outputs: A csv with columns corresponding to input columns and one row per dataset feature. The value in each cell is a relatedness number in [0,1] with 0 meaning independent and 1 meaning highly related. Related scores are defined in terms of mutual information via loom.preql.normalize_mutual_information. For multivariate Gaussian data, relatedness equals Pearson's correlation; for non-Gaussian and discrete data, relatedness captures dependence in a more general way. Example: >>> print preql.relate(['feature0', 'feature2']) ,feature0,feature2 feature0,1.0,0.5 feature1,0.0,0.5 feature2,0.5,1.0 ''' target_feature_sets = [self.encode_set([f]) for f in columns] query_feature_sets = [self.encode_set([f]) for f in columns] conditioning_row = self.encode_row(None) with csv_output(result_out) as writer: self._relate( target_feature_sets, query_feature_sets, conditioning_row, writer, sample_count) return writer.result() def refine( self, target_feature_sets=None, query_feature_sets=None, conditioning_row=None, result_out=None, sample_count=SAMPLE_COUNT): ''' Determine which queries would inform target features, in context. Specifically, compute a matrix of values relatedness values [[r(t,q) for q in query_feature_sets] for t in target_feature_sets] conditioned on conditioning_row. Inputs: target_feature_sets - list of disjoint sets of feature names; defaults to [[f] for f unobserved in conditioning_row] query_feature_sets - list of disjoint sets of feature names; defaults to [[f] for f unobserved in conditioning_row] conditioning_row - a data row or dict of contextual information result_out - filename/file handle/StringIO of output data, or None to return a csv string sample_count - number of samples in Monte Carlo computations; increasing sample_count increases accuracy Outputs: A csv with columns corresponding to query_feature_sets and rows corresponding to target_feature_sets. The value in each cell is a relatedness number in [0,1] with 0 meaning independent and 1 meaning highly related. See help(PreQL.relate) for details. Rows and columns will be labeled by the lexicographically-first feature in the respective set. Example: >>> print preql.refine( [['f0', 'f1'], ['f2']], [['f0', 'f1'], ['f2'], ['f3']], [None, None, None, 1.0]) ,f0,f2,f3 f0,1.,0.9,0.5 f2,0.8,1.,0.8 ''' conditioning_row = self.encode_row(conditioning_row) fc_zip = zip(self._feature_names, conditioning_row) if target_feature_sets is None: target_feature_sets = [[f] for f, c in fc_zip if c is None] if query_feature_sets is None: query_feature_sets = [[f] for f, c in fc_zip if c is None] target_feature_sets = map(self.encode_set, target_feature_sets) query_feature_sets = map(self.encode_set, query_feature_sets) unobserved_features = frozenset.union(*target_feature_sets) | \ frozenset.union(*query_feature_sets) mismatches = [] for feature, condition in fc_zip: if feature in unobserved_features and condition is not None: mismatches.append(feature) if mismatches: raise ValueError( 'features {} must be None in conditioning row {}'.format( mismatches, conditioning_row)) self._validate_feature_sets(target_feature_sets) self._validate_feature_sets(query_feature_sets) with csv_output(result_out) as writer: self._relate( target_feature_sets, query_feature_sets, conditioning_row, writer, sample_count) return writer.result() def support( self, target_feature_sets=None, observed_feature_sets=None, conditioning_row=None, result_out=None, sample_count=SAMPLE_COUNT): ''' Determine which observed features most inform target features, in context. Specifically, compute a matrix of values relatedness values [[r(t,o | conditioning_row - o) for o in observed_feature_sets] for t in target_feature_sets] Where `conditioning_row - o` denotes the `conditioning_row` with feature `o` set to unobserved. Note that both features in observed and features in target must be observed in conditioning row. Inputs: target_feature_sets - list of disjoint sets of feature names; defaults to [[f] for f observed in conditioning_row] observed_feature_sets - list of disjoint sets of feature names; defaults to [[f] for f observed in conditioning_row] conditioning_row - a data row of contextual information result_out - filename/file handle/StringIO of output data, or None to return a csv string sample_count - number of samples in Monte Carlo computations; increasing sample_count increases accuracy Outputs: A csv with columns corresponding to observed_feature_sets and rows corresponding to target_feature_sets. The value in each cell is a relatedness number in [0,1] with 0 meaning independent and 1 meaning highly related. See help(PreQL.relate) for details. Rows and columns will be labeled by the lexicographically-first feature in the respective set. Example: >>> print preql.support( [['f0', 'f1'], ['f3']], [['f0', 'f1'], ['f2'], ['f3']], ['a', 7, None, 1.0]) ,f0,f2,f3 f0,1.,0.9,0.5 f3,0.8,0.8,1.0 ''' conditioning_row = self.encode_row(conditioning_row) if all(c is None for c in conditioning_row): raise ValueError( 'conditioning row must have at least one observation') fc_zip = zip(self._feature_names, conditioning_row) if target_feature_sets is None: target_feature_sets = [[f] for f, c in fc_zip if c is not None] if observed_feature_sets is None: observed_feature_sets = [[f] for f, c in fc_zip if c is not None] target_feature_sets = map(self.encode_set, target_feature_sets) observed_feature_sets = map(self.encode_set, observed_feature_sets) self._validate_feature_sets(target_feature_sets) self._validate_feature_sets(observed_feature_sets) observed_features = frozenset.union(*target_feature_sets) | \ frozenset.union(*observed_feature_sets) mismatches = [] for feature, condition in fc_zip: if feature in observed_features and condition is None: mismatches.append(feature) if mismatches: raise ValueError( 'features {} must not be None in conditioning row {}'.format( mismatches, conditioning_row)) with csv_output(result_out) as writer: self._relate( target_feature_sets, observed_feature_sets, conditioning_row, writer, sample_count) return writer.result() def _relate( self, target_feature_sets, query_feature_sets, conditioning_row, writer, sample_count): ''' Compute all pairwise related scores between target_set and query_set In general it is assumed that all features in the target set and query set are unobserved in the conditioning row. If a feature is not unobserved, all related scores involving that feature will be computed with respect to a conditioning row with that feature set to unobserved. ''' for tfs in target_feature_sets: for qfs in query_feature_sets: if tfs != qfs and tfs.intersection(qfs): raise ValueError('target features and query features' ' must be disjoint or equal:' ' {} {}'.format(tfs, qfs)) target_sets = map(self._cols_to_mask, target_feature_sets) query_sets = map(self._cols_to_mask, query_feature_sets) target_labels = map(min, target_feature_sets) query_labels = map(min, query_feature_sets) entropys = self._query_server.entropy( row_sets=target_sets, col_sets=query_sets, conditioning_row=conditioning_row, sample_count=sample_count) writer.writerow([None] + query_labels) for target_label, target_set in izip(target_labels, target_sets): result_row = [target_label] for query_set in query_sets: if target_set == query_set: normalized_mi = 1.0 else: forgetful_conditioning_row = copy(conditioning_row) for feature_index in target_set | query_set: forgetful_conditioning_row[feature_index] = None if forgetful_conditioning_row != conditioning_row: normalized_mi = self._normalized_mutual_information( target_set, query_set, entropys=None, conditioning_row=forgetful_conditioning_row, sample_count=sample_count) else: normalized_mi = self._normalized_mutual_information( target_set, query_set, entropys=entropys, sample_count=sample_count) result_row.append(normalized_mi) writer.writerow(result_row) def group(self, column, result_out=None): ''' Compute consensus grouping for a single column. Inputs: column - name of a target feature to group by result_out - filename/file handle/StringIO of output groupings, or None to return a csv string Outputs: A csv file with columns [row_id, group_id, confidence] with one row per dataset row. Confidence is a real number in [0,1] meaning how confident a row is to be in a given group. Each row_id appears exactly once. Csv rows are sorted lexicographically by group_id, then confidence. Groupids are nonnegative integers. Larger groupids are listed first, so group 0 is the largest. Example: >>> print preql.group('feature0') row_id,group_id,confidence 5,0,1.0 3,0,0.5 9,0,0.1 2,1,0.9 4,1,0.1 0,2,0.4 ''' with csv_output(result_out) as writer: self._group(column, writer) return writer.result() def _group(self, column, writer): root = self._query_server.root feature_pos = self._name_to_pos[column] result = loom.group.group(root, feature_pos) rowid_map = self.rowid_map writer.writerow(loom.group.Row._fields) for row in result: external_id = rowid_map[row.row_id] writer.writerow((external_id, row.group_id, row.confidence)) def similar(self, rows, rows2=None, row_limit=None, result_out=None): ''' Compute pairwise similarity scores for all rows Inputs: rows - a list of data rows or dicts rows2 - a optional second list of data rows or dicts Outputs: A csv file with columns and rows denoting rows and entries ij giving the similarity score between row i and row j. ''' rows = map(self.encode_row, rows) if rows2 is not None: rows2 = map(self.encode_row, rows2) else: rows2 = rows with csv_output(result_out) as writer: self._similar(rows, rows2, row_limit, writer) return writer.result() def _similar(self, update_rows, score_rows, row_limit, writer): score_ids = set() update_row_results = [] for update_row in update_rows: results = self._query_server.score_derivative( update_row, score_rows, row_limit=row_limit) results_dict = dict(results) update_row_results.append(results_dict) score_ids = score_ids.union(set(results_dict.keys())) for results in update_row_results: writer.writerow([results[_id] for _id in score_ids]) def search(self, row, row_limit=None, result_out=None): ''' Find the top n most similar rows to `row` in the dataset. Inputs: row - a data row or dict Outputs A csv file with with columns row_id, score, showing the top 1000 most search rows in the dataset, sorted by score ''' row = self.encode_row(row) with csv_output(result_out) as writer: self._search(row, row_limit, writer) return writer.result() def _search(self, row, row_limit, writer): results = self._query_server.score_derivative( row, score_rows=None, row_limit=row_limit) # FIXME map through erf writer.writerow(('row_id', 'score')) for row_id, score in results: external_id = self.rowid_map[row_id] writer.writerow((external_id, score)) def cluster( self, rows_to_cluster=None, seed_rows=None, cluster_count=None, nearest_neighbors=10): if seed_rows is None: seed_rows = self._query_server.sample( [None for _ in self.feature_names], sample_count=SAMPLE_COUNT) row_limit = len(seed_rows) ** 2 + 1 similar_string = StringIO(self.similar(seed_rows, row_limit=row_limit)) similar = numpy.genfromtxt( similar_string, delimiter=',', skip_header=0) similar = similar.clip(0., 5.) similar = numpy.exp(similar) clustering = SpectralClustering( n_clusters=cluster_count, affinity='precomputed') labels = clustering.fit_predict(similar) if rows_to_cluster is None: return zip(labels, seed_rows) else: row_labels = [] for row in rows_to_cluster: similar_scores = self.similar( [row], seed_rows, row_limit=row_limit) similar_scores = numpy.genfromtxt( StringIO(similar_scores), delimiter=',', skip_header=0) assert len(similar_scores) == len(labels) label_scores = zip(similar_scores, labels) top = sorted(label_scores, reverse=True)[:nearest_neighbors] label_counts = Counter(zip(*top)[1]).items() top_label = sorted(label_counts, key=lambda x: -x[1])[0][0] row_labels.append(top_label) return zip(row_labels, rows_to_cluster) def normalize_mutual_information(mutual_info): ''' Recall that mutual information I(X; Y) = H(X) + H(Y) - H(X, Y) satisfies: I(X; Y) >= 0 I(X; Y) = 0 iff p(x, y) = p(x) p(y) # independence Definition: Define the "relatedness" of X and Y by r(X, Y) = sqrt(1 - exp(-2 I(X; Y))) = sqrt(1 - exp(-I(X; Y))^2) = sqrt(1 - exp(H(X,Y) - H(X) - H(Y))^2) Theorem: Assume X, Y have finite entropy. Then (1) 0 <= r(X, Y) < 1 (2) r(X, Y) = 0 iff p(x, y) = p(x) p(y) (3) r(X, Y) = r(Y, X) Proof: Abbreviate I = I(X; Y) and r = r(X, Y). (1) Since I >= 0, exp(-2 I) in (0, 1], and r in [0, 1). (2) r(X, Y) = 0 iff I(X; Y) = 0 iff p(x, y) = p(x) p(y) (3) r is symmetric since I is symmetric. [] Theorem: If (X,Y) ~ MVN(mu, sigma_x, sigma_y, rho) in terms of standard deviations and Pearson's correlation coefficient, then r(X,Y) = rho. Proof: The covariance matrix is Sigma = [ sigma_x^2 sigma_x sigma_y rho ] [ sigma_x sigma_y rho sigma_y^2 ] with determinant det Sigma = sigma_x^2 sigma_y^2 (1 - rho^2). The mutual information is thus I(X;Y) = H(X) + H(Y) - H(X,Y) = log(2 pi e)/2 + log sigma_x + log(2 pi e)/2 + log sigma_y - log(2 pi e) - 1/2 log det Sigma = -1/2 log (1 - rho^2) = -log sqrt(1 - rho^2) whence r(X,Y) = sqrt(1 - exp(-I(X;Y)) ** 2) = sqrt(1 - exp(-2 I(X;Y))) = rho [] ''' mutual_info = max(mutual_info, 0) # account for roundoff error r = (1.0 - math.exp(-2.0 * mutual_info)) ** 0.5 assert 0 <= r and r < 1, r return r def get_server(root, encoding=None, debug=False, profile=None, config=None): query_server = loom.query.get_server(root, config, debug, profile) return PreQL(query_server, encoding)
bsd-3-clause
dmitriz/zipline
tests/history_cases.py
5
21413
""" Test case definitions for history tests. """ import pandas as pd import numpy as np from zipline.finance.trading import TradingEnvironment, noop_load from zipline.history.history import HistorySpec from zipline.protocol import BarData from zipline.utils.test_utils import to_utc _cases_env = TradingEnvironment(load=noop_load) def mixed_frequency_expected_index(count, frequency): """ Helper for enumerating expected indices for test_mixed_frequency. """ minute = MIXED_FREQUENCY_MINUTES[count] if frequency == '1d': return [_cases_env.previous_open_and_close(minute)[1], minute] elif frequency == '1m': return [_cases_env.previous_market_minute(minute), minute] def mixed_frequency_expected_data(count, frequency): """ Helper for enumerating expected data test_mixed_frequency. """ if frequency == '1d': # First day of this test is July 3rd, which is a half day. if count < 210: return [np.nan, count] else: return [209, count] elif frequency == '1m': if count == 0: return [np.nan, count] else: return [count - 1, count] MIXED_FREQUENCY_MINUTES = _cases_env.market_minute_window( to_utc('2013-07-03 9:31AM'), 600, ) ONE_MINUTE_PRICE_ONLY_SPECS = [ HistorySpec(1, '1m', 'price', True, _cases_env, data_frequency='minute'), ] DAILY_OPEN_CLOSE_SPECS = [ HistorySpec(3, '1d', 'open_price', False, _cases_env, data_frequency='minute'), HistorySpec(3, '1d', 'close_price', False, _cases_env, data_frequency='minute'), ] ILLIQUID_PRICES_SPECS = [ HistorySpec(3, '1m', 'price', False, _cases_env, data_frequency='minute'), HistorySpec(5, '1m', 'price', True, _cases_env, data_frequency='minute'), ] MIXED_FREQUENCY_SPECS = [ HistorySpec(1, '1m', 'price', False, _cases_env, data_frequency='minute'), HistorySpec(2, '1m', 'price', False, _cases_env, data_frequency='minute'), HistorySpec(2, '1d', 'price', False, _cases_env, data_frequency='minute'), ] MIXED_FIELDS_SPECS = [ HistorySpec(3, '1m', 'price', True, _cases_env, data_frequency='minute'), HistorySpec(3, '1m', 'open_price', True, _cases_env, data_frequency='minute'), HistorySpec(3, '1m', 'close_price', True, _cases_env, data_frequency='minute'), HistorySpec(3, '1m', 'high', True, _cases_env, data_frequency='minute'), HistorySpec(3, '1m', 'low', True, _cases_env, data_frequency='minute'), HistorySpec(3, '1m', 'volume', True, _cases_env, data_frequency='minute'), ] HISTORY_CONTAINER_TEST_CASES = { # June 2013 # Su Mo Tu We Th Fr Sa # 1 # 2 3 4 5 6 7 8 # 9 10 11 12 13 14 15 # 16 17 18 19 20 21 22 # 23 24 25 26 27 28 29 # 30 'test one minute price only': { # A list of HistorySpec objects. 'specs': ONE_MINUTE_PRICE_ONLY_SPECS, # Sids for the test. 'sids': [1], # Start date for test. 'dt': to_utc('2013-06-21 9:31AM'), # Sequency of updates to the container 'updates': [ BarData( { 1: { 'price': 5, 'dt': to_utc('2013-06-21 9:31AM'), }, }, ), BarData( { 1: { 'price': 6, 'dt': to_utc('2013-06-21 9:32AM'), }, }, ), ], # Expected results 'expected': { ONE_MINUTE_PRICE_ONLY_SPECS[0].key_str: [ pd.DataFrame( data={ 1: [5], }, index=[ to_utc('2013-06-21 9:31AM'), ], ), pd.DataFrame( data={ 1: [6], }, index=[ to_utc('2013-06-21 9:32AM'), ], ), ], }, }, 'test daily open close': { # A list of HistorySpec objects. 'specs': DAILY_OPEN_CLOSE_SPECS, # Sids for the test. 'sids': [1], # Start date for test. 'dt': to_utc('2013-06-21 9:31AM'), # Sequence of updates to the container 'updates': [ BarData( { 1: { 'open_price': 10, 'close_price': 11, 'dt': to_utc('2013-06-21 10:00AM'), }, }, ), BarData( { 1: { 'open_price': 12, 'close_price': 13, 'dt': to_utc('2013-06-21 3:30PM'), }, }, ), BarData( { 1: { 'open_price': 14, 'close_price': 15, # Wait a full market day before the next bar. # We should end up with nans for Monday the 24th. 'dt': to_utc('2013-06-25 9:31AM'), }, }, ), ], # Dictionary mapping spec_key -> list of expected outputs 'expected': { # open DAILY_OPEN_CLOSE_SPECS[0].key_str: [ pd.DataFrame( data={ 1: [np.nan, np.nan, 10] }, index=[ to_utc('2013-06-19 4:00PM'), to_utc('2013-06-20 4:00PM'), to_utc('2013-06-21 10:00AM'), ], ), pd.DataFrame( data={ 1: [np.nan, np.nan, 10] }, index=[ to_utc('2013-06-19 4:00PM'), to_utc('2013-06-20 4:00PM'), to_utc('2013-06-21 3:30PM'), ], ), pd.DataFrame( data={ 1: [10, np.nan, 14] }, index=[ to_utc('2013-06-21 4:00PM'), to_utc('2013-06-24 4:00PM'), to_utc('2013-06-25 9:31AM'), ], ), ], # close DAILY_OPEN_CLOSE_SPECS[1].key_str: [ pd.DataFrame( data={ 1: [np.nan, np.nan, 11] }, index=[ to_utc('2013-06-19 4:00PM'), to_utc('2013-06-20 4:00PM'), to_utc('2013-06-21 10:00AM'), ], ), pd.DataFrame( data={ 1: [np.nan, np.nan, 13] }, index=[ to_utc('2013-06-19 4:00PM'), to_utc('2013-06-20 4:00PM'), to_utc('2013-06-21 3:30PM'), ], ), pd.DataFrame( data={ 1: [13, np.nan, 15] }, index=[ to_utc('2013-06-21 4:00PM'), to_utc('2013-06-24 4:00PM'), to_utc('2013-06-25 9:31AM'), ], ), ], }, }, 'test illiquid prices': { # A list of HistorySpec objects. 'specs': ILLIQUID_PRICES_SPECS, # Sids for the test. 'sids': [1], # Start date for test. 'dt': to_utc('2013-06-28 9:31AM'), # Sequence of updates to the container 'updates': [ BarData( { 1: { 'price': 10, 'dt': to_utc('2013-06-28 9:31AM'), }, }, ), BarData( { 1: { 'price': 11, 'dt': to_utc('2013-06-28 9:32AM'), }, }, ), BarData( { 1: { 'price': 12, 'dt': to_utc('2013-06-28 9:33AM'), }, }, ), BarData( { 1: { 'price': 13, # Note: Skipping 9:34 to simulate illiquid bar/missing # data. 'dt': to_utc('2013-06-28 9:35AM'), }, }, ), ], # Dictionary mapping spec_key -> list of expected outputs 'expected': { ILLIQUID_PRICES_SPECS[0].key_str: [ pd.DataFrame( data={ 1: [np.nan, np.nan, 10], }, index=[ to_utc('2013-06-27 3:59PM'), to_utc('2013-06-27 4:00PM'), to_utc('2013-06-28 9:31AM'), ], ), pd.DataFrame( data={ 1: [np.nan, 10, 11], }, index=[ to_utc('2013-06-27 4:00PM'), to_utc('2013-06-28 9:31AM'), to_utc('2013-06-28 9:32AM'), ], ), pd.DataFrame( data={ 1: [10, 11, 12], }, index=[ to_utc('2013-06-28 9:31AM'), to_utc('2013-06-28 9:32AM'), to_utc('2013-06-28 9:33AM'), ], ), # Since there's no update for 9:34, this is called at 9:35. pd.DataFrame( data={ 1: [12, np.nan, 13], }, index=[ to_utc('2013-06-28 9:33AM'), to_utc('2013-06-28 9:34AM'), to_utc('2013-06-28 9:35AM'), ], ), ], ILLIQUID_PRICES_SPECS[1].key_str: [ pd.DataFrame( data={ 1: [np.nan, np.nan, np.nan, np.nan, 10], }, index=[ to_utc('2013-06-27 3:57PM'), to_utc('2013-06-27 3:58PM'), to_utc('2013-06-27 3:59PM'), to_utc('2013-06-27 4:00PM'), to_utc('2013-06-28 9:31AM'), ], ), pd.DataFrame( data={ 1: [np.nan, np.nan, np.nan, 10, 11], }, index=[ to_utc('2013-06-27 3:58PM'), to_utc('2013-06-27 3:59PM'), to_utc('2013-06-27 4:00PM'), to_utc('2013-06-28 9:31AM'), to_utc('2013-06-28 9:32AM'), ], ), pd.DataFrame( data={ 1: [np.nan, np.nan, 10, 11, 12], }, index=[ to_utc('2013-06-27 3:59PM'), to_utc('2013-06-27 4:00PM'), to_utc('2013-06-28 9:31AM'), to_utc('2013-06-28 9:32AM'), to_utc('2013-06-28 9:33AM'), ], ), # Since there's no update for 9:34, this is called at 9:35. # The 12 value from 9:33 should be forward-filled. pd.DataFrame( data={ 1: [10, 11, 12, 12, 13], }, index=[ to_utc('2013-06-28 9:31AM'), to_utc('2013-06-28 9:32AM'), to_utc('2013-06-28 9:33AM'), to_utc('2013-06-28 9:34AM'), to_utc('2013-06-28 9:35AM'), ], ), ], }, }, 'test mixed frequencies': { # A list of HistorySpec objects. 'specs': MIXED_FREQUENCY_SPECS, # Sids for the test. 'sids': [1], # Start date for test. # July 2013 # Su Mo Tu We Th Fr Sa # 1 2 3 4 5 6 # 7 8 9 10 11 12 13 # 14 15 16 17 18 19 20 # 21 22 23 24 25 26 27 # 28 29 30 31 'dt': to_utc('2013-07-03 9:31AM'), # Sequence of updates to the container 'updates': [ BarData( { 1: { 'price': count, 'dt': dt, } } ) for count, dt in enumerate(MIXED_FREQUENCY_MINUTES) ], # Dictionary mapping spec_key -> list of expected outputs. 'expected': { MIXED_FREQUENCY_SPECS[0].key_str: [ pd.DataFrame( data={ 1: [count], }, index=[minute], ) for count, minute in enumerate(MIXED_FREQUENCY_MINUTES) ], MIXED_FREQUENCY_SPECS[1].key_str: [ pd.DataFrame( data={ 1: mixed_frequency_expected_data(count, '1m'), }, index=mixed_frequency_expected_index(count, '1m'), ) for count in range(len(MIXED_FREQUENCY_MINUTES)) ], MIXED_FREQUENCY_SPECS[2].key_str: [ pd.DataFrame( data={ 1: mixed_frequency_expected_data(count, '1d'), }, index=mixed_frequency_expected_index(count, '1d'), ) for count in range(len(MIXED_FREQUENCY_MINUTES)) ] }, }, 'test multiple fields and sids': { # A list of HistorySpec objects. 'specs': MIXED_FIELDS_SPECS, # Sids for the test. 'sids': [1, 10], # Start date for test. 'dt': to_utc('2013-06-28 9:31AM'), # Sequence of updates to the container 'updates': [ BarData( { 1: { 'dt': dt, 'price': count, 'open_price': count, 'close_price': count, 'high': count, 'low': count, 'volume': count, }, 10: { 'dt': dt, 'price': count * 10, 'open_price': count * 10, 'close_price': count * 10, 'high': count * 10, 'low': count * 10, 'volume': count * 10, }, }, ) for count, dt in enumerate([ to_utc('2013-06-28 9:31AM'), to_utc('2013-06-28 9:32AM'), to_utc('2013-06-28 9:33AM'), # NOTE: No update for 9:34 to_utc('2013-06-28 9:35AM'), ]) ], # Dictionary mapping spec_key -> list of expected outputs 'expected': dict( # Build a dict from a list of tuples. Doing it this way because # there are two distinct cases we want to test: forward-fillable # fields and non-forward-fillable fields. [ ( # Non forward-fill fields key, [ pd.DataFrame( data={ 1: [np.nan, np.nan, 0], 10: [np.nan, np.nan, 0], }, index=[ to_utc('2013-06-27 3:59PM'), to_utc('2013-06-27 4:00PM'), to_utc('2013-06-28 9:31AM'), ], ), pd.DataFrame( data={ 1: [np.nan, 0, 1], 10: [np.nan, 0, 10], }, index=[ to_utc('2013-06-27 4:00PM'), to_utc('2013-06-28 9:31AM'), to_utc('2013-06-28 9:32AM'), ], ), pd.DataFrame( data={ 1: [0, 1, 2], 10: [0, 10, 20], }, index=[ to_utc('2013-06-28 9:31AM'), to_utc('2013-06-28 9:32AM'), to_utc('2013-06-28 9:33AM'), ], ), pd.DataFrame( data={ 1: [2, np.nan, 3], 10: [20, np.nan, 30], }, index=[ to_utc('2013-06-28 9:33AM'), to_utc('2013-06-28 9:34AM'), to_utc('2013-06-28 9:35AM'), ], # For volume, when we are missing data, we replace # it with 0s to show that no trades occured. ).fillna(0 if 'volume' in key else np.nan), ], ) for key in [spec.key_str for spec in MIXED_FIELDS_SPECS if spec.field not in HistorySpec.FORWARD_FILLABLE] ] + # Concatenate the expected results for non-ffillable with # expected result for ffillable. [ ( # Forward-fillable fields key, [ pd.DataFrame( data={ 1: [np.nan, np.nan, 0], 10: [np.nan, np.nan, 0], }, index=[ to_utc('2013-06-27 3:59PM'), to_utc('2013-06-27 4:00PM'), to_utc('2013-06-28 9:31AM'), ], ), pd.DataFrame( data={ 1: [np.nan, 0, 1], 10: [np.nan, 0, 10], }, index=[ to_utc('2013-06-27 4:00PM'), to_utc('2013-06-28 9:31AM'), to_utc('2013-06-28 9:32AM'), ], ), pd.DataFrame( data={ 1: [0, 1, 2], 10: [0, 10, 20], }, index=[ to_utc('2013-06-28 9:31AM'), to_utc('2013-06-28 9:32AM'), to_utc('2013-06-28 9:33AM'), ], ), pd.DataFrame( data={ 1: [2, 2, 3], 10: [20, 20, 30], }, index=[ to_utc('2013-06-28 9:33AM'), to_utc('2013-06-28 9:34AM'), to_utc('2013-06-28 9:35AM'), ], ), ], ) for key in [spec.key_str for spec in MIXED_FIELDS_SPECS if spec.field in HistorySpec.FORWARD_FILLABLE] ] ), }, }
apache-2.0
18padx08/PPTex
PPTexEnv_x86_64/lib/python2.7/site-packages/matplotlib/backends/backend_pdf.py
10
94712
# -*- coding: iso-8859-1 -*- """ A PDF matplotlib backend Author: Jouni K Sepp�nen <[email protected]> """ from __future__ import (absolute_import, division, print_function, unicode_literals) import six from six.moves import map import codecs import os import re import sys import time import warnings import zlib import numpy as np from six import unichr from six import BytesIO from datetime import datetime from math import ceil, cos, floor, pi, sin try: set except NameError: from sets import Set as set import matplotlib from matplotlib import __version__, rcParams from matplotlib._pylab_helpers import Gcf from matplotlib.backend_bases import RendererBase, GraphicsContextBase,\ FigureManagerBase, FigureCanvasBase from matplotlib.backends.backend_mixed import MixedModeRenderer from matplotlib.cbook import Bunch, is_string_like, \ get_realpath_and_stat, is_writable_file_like, maxdict from matplotlib.mlab import quad2cubic from matplotlib.figure import Figure from matplotlib.font_manager import findfont, is_opentype_cff_font from matplotlib.afm import AFM import matplotlib.type1font as type1font import matplotlib.dviread as dviread from matplotlib.ft2font import FT2Font, FIXED_WIDTH, ITALIC, LOAD_NO_SCALE, \ LOAD_NO_HINTING, KERNING_UNFITTED from matplotlib.mathtext import MathTextParser from matplotlib.transforms import Affine2D, BboxBase from matplotlib.path import Path from matplotlib import ttconv # Overview # # The low-level knowledge about pdf syntax lies mainly in the pdfRepr # function and the classes Reference, Name, Operator, and Stream. The # PdfFile class knows about the overall structure of pdf documents. # It provides a "write" method for writing arbitrary strings in the # file, and an "output" method that passes objects through the pdfRepr # function before writing them in the file. The output method is # called by the RendererPdf class, which contains the various draw_foo # methods. RendererPdf contains a GraphicsContextPdf instance, and # each draw_foo calls self.check_gc before outputting commands. This # method checks whether the pdf graphics state needs to be modified # and outputs the necessary commands. GraphicsContextPdf represents # the graphics state, and its "delta" method returns the commands that # modify the state. # Add "pdf.use14corefonts: True" in your configuration file to use only # the 14 PDF core fonts. These fonts do not need to be embedded; every # PDF viewing application is required to have them. This results in very # light PDF files you can use directly in LaTeX or ConTeXt documents # generated with pdfTeX, without any conversion. # These fonts are: Helvetica, Helvetica-Bold, Helvetica-Oblique, # Helvetica-BoldOblique, Courier, Courier-Bold, Courier-Oblique, # Courier-BoldOblique, Times-Roman, Times-Bold, Times-Italic, # Times-BoldItalic, Symbol, ZapfDingbats. # # Some tricky points: # # 1. The clip path can only be widened by popping from the state # stack. Thus the state must be pushed onto the stack before narrowing # the clip path. This is taken care of by GraphicsContextPdf. # # 2. Sometimes it is necessary to refer to something (e.g., font, # image, or extended graphics state, which contains the alpha value) # in the page stream by a name that needs to be defined outside the # stream. PdfFile provides the methods fontName, imageObject, and # alphaState for this purpose. The implementations of these methods # should perhaps be generalized. # TODOs: # # * the alpha channel of images # * image compression could be improved (PDF supports png-like compression) # * encoding of fonts, including mathtext fonts and unicode support # * TTF support has lots of small TODOs, e.g., how do you know if a font # is serif/sans-serif, or symbolic/non-symbolic? # * draw_markers, draw_line_collection, etc. def fill(strings, linelen=75): """Make one string from sequence of strings, with whitespace in between. The whitespace is chosen to form lines of at most linelen characters, if possible.""" currpos = 0 lasti = 0 result = [] for i, s in enumerate(strings): length = len(s) if currpos + length < linelen: currpos += length + 1 else: result.append(b' '.join(strings[lasti:i])) lasti = i currpos = length result.append(b' '.join(strings[lasti:])) return b'\n'.join(result) # PDF strings are supposed to be able to include any eight-bit data, # except that unbalanced parens and backslashes must be escaped by a # backslash. However, sf bug #2708559 shows that the carriage return # character may get read as a newline; these characters correspond to # \gamma and \Omega in TeX's math font encoding. Escaping them fixes # the bug. _string_escape_regex = re.compile(br'([\\()\r\n])') def _string_escape(match): m = match.group(0) if m in br'\()': return b'\\' + m elif m == b'\n': return br'\n' elif m == b'\r': return br'\r' assert False def pdfRepr(obj): """Map Python objects to PDF syntax.""" # Some objects defined later have their own pdfRepr method. if hasattr(obj, 'pdfRepr'): return obj.pdfRepr() # Floats. PDF does not have exponential notation (1.0e-10) so we # need to use %f with some precision. Perhaps the precision # should adapt to the magnitude of the number? elif isinstance(obj, (float, np.floating)): if not np.isfinite(obj): raise ValueError("Can only output finite numbers in PDF") r = ("%.10f" % obj).encode('ascii') return r.rstrip(b'0').rstrip(b'.') # Booleans. Needs to be tested before integers since # isinstance(True, int) is true. elif isinstance(obj, bool): return [b'false', b'true'][obj] # Integers are written as such. elif isinstance(obj, (six.integer_types, np.integer)): return ("%d" % obj).encode('ascii') # Unicode strings are encoded in UTF-16BE with byte-order mark. elif isinstance(obj, six.text_type): try: # But maybe it's really ASCII? s = obj.encode('ASCII') return pdfRepr(s) except UnicodeEncodeError: s = codecs.BOM_UTF16_BE + obj.encode('UTF-16BE') return pdfRepr(s) # Strings are written in parentheses, with backslashes and parens # escaped. Actually balanced parens are allowed, but it is # simpler to escape them all. TODO: cut long strings into lines; # I believe there is some maximum line length in PDF. elif isinstance(obj, bytes): return b'(' + _string_escape_regex.sub(_string_escape, obj) + b')' # Dictionaries. The keys must be PDF names, so if we find strings # there, we make Name objects from them. The values may be # anything, so the caller must ensure that PDF names are # represented as Name objects. elif isinstance(obj, dict): r = [b"<<"] r.extend([Name(key).pdfRepr() + b" " + pdfRepr(val) for key, val in six.iteritems(obj)]) r.append(b">>") return fill(r) # Lists. elif isinstance(obj, (list, tuple)): r = [b"["] r.extend([pdfRepr(val) for val in obj]) r.append(b"]") return fill(r) # The null keyword. elif obj is None: return b'null' # A date. elif isinstance(obj, datetime): r = obj.strftime('D:%Y%m%d%H%M%S') if time.daylight: z = time.altzone else: z = time.timezone if z == 0: r += 'Z' elif z < 0: r += "+%02d'%02d'" % ((-z) // 3600, (-z) % 3600) else: r += "-%02d'%02d'" % (z // 3600, z % 3600) return pdfRepr(r) # A bounding box elif isinstance(obj, BboxBase): return fill([pdfRepr(val) for val in obj.bounds]) else: msg = "Don't know a PDF representation for %s objects." % type(obj) raise TypeError(msg) class Reference(object): """PDF reference object. Use PdfFile.reserveObject() to create References. """ def __init__(self, id): self.id = id def __repr__(self): return "<Reference %d>" % self.id def pdfRepr(self): return ("%d 0 R" % self.id).encode('ascii') def write(self, contents, file): write = file.write write(("%d 0 obj\n" % self.id).encode('ascii')) write(pdfRepr(contents)) write(b"\nendobj\n") class Name(object): """PDF name object.""" __slots__ = ('name',) _regex = re.compile(r'[^!-~]') def __init__(self, name): if isinstance(name, Name): self.name = name.name else: if isinstance(name, bytes): name = name.decode('ascii') self.name = self._regex.sub(Name.hexify, name).encode('ascii') def __repr__(self): return "<Name %s>" % self.name def __str__(self): return '/' + six.text_type(self.name) @staticmethod def hexify(match): return '#%02x' % ord(match.group()) def pdfRepr(self): return b'/' + self.name class Operator(object): """PDF operator object.""" __slots__ = ('op',) def __init__(self, op): self.op = op def __repr__(self): return '<Operator %s>' % self.op def pdfRepr(self): return self.op # PDF operators (not an exhaustive list) _pdfops = dict( close_fill_stroke=b'b', fill_stroke=b'B', fill=b'f', closepath=b'h', close_stroke=b's', stroke=b'S', endpath=b'n', begin_text=b'BT', end_text=b'ET', curveto=b'c', rectangle=b're', lineto=b'l', moveto=b'm', concat_matrix=b'cm', use_xobject=b'Do', setgray_stroke=b'G', setgray_nonstroke=b'g', setrgb_stroke=b'RG', setrgb_nonstroke=b'rg', setcolorspace_stroke=b'CS', setcolorspace_nonstroke=b'cs', setcolor_stroke=b'SCN', setcolor_nonstroke=b'scn', setdash=b'd', setlinejoin=b'j', setlinecap=b'J', setgstate=b'gs', gsave=b'q', grestore=b'Q', textpos=b'Td', selectfont=b'Tf', textmatrix=b'Tm', show=b'Tj', showkern=b'TJ', setlinewidth=b'w', clip=b'W', shading=b'sh') Op = Bunch(**dict([(name, Operator(value)) for name, value in six.iteritems(_pdfops)])) def _paint_path(closep, fillp, strokep): """Return the PDF operator to paint a path in the following way: closep: close the path before painting fillp: fill the path with the fill color strokep: stroke the outline of the path with the line color""" if strokep: if closep: if fillp: return Op.close_fill_stroke else: return Op.close_stroke else: if fillp: return Op.fill_stroke else: return Op.stroke else: if fillp: return Op.fill else: return Op.endpath Op.paint_path = _paint_path class Stream(object): """PDF stream object. This has no pdfRepr method. Instead, call begin(), then output the contents of the stream by calling write(), and finally call end(). """ __slots__ = ('id', 'len', 'pdfFile', 'file', 'compressobj', 'extra', 'pos') def __init__(self, id, len, file, extra=None): """id: object id of stream; len: an unused Reference object for the length of the stream, or None (to use a memory buffer); file: a PdfFile; extra: a dictionary of extra key-value pairs to include in the stream header """ self.id = id # object id self.len = len # id of length object self.pdfFile = file self.file = file.fh # file to which the stream is written self.compressobj = None # compression object if extra is None: self.extra = dict() else: self.extra = extra self.pdfFile.recordXref(self.id) if rcParams['pdf.compression']: self.compressobj = zlib.compressobj(rcParams['pdf.compression']) if self.len is None: self.file = BytesIO() else: self._writeHeader() self.pos = self.file.tell() def _writeHeader(self): write = self.file.write write(("%d 0 obj\n" % self.id).encode('ascii')) dict = self.extra dict['Length'] = self.len if rcParams['pdf.compression']: dict['Filter'] = Name('FlateDecode') write(pdfRepr(dict)) write(b"\nstream\n") def end(self): """Finalize stream.""" self._flush() if self.len is None: contents = self.file.getvalue() self.len = len(contents) self.file = self.pdfFile.fh self._writeHeader() self.file.write(contents) self.file.write(b"\nendstream\nendobj\n") else: length = self.file.tell() - self.pos self.file.write(b"\nendstream\nendobj\n") self.pdfFile.writeObject(self.len, length) def write(self, data): """Write some data on the stream.""" if self.compressobj is None: self.file.write(data) else: compressed = self.compressobj.compress(data) self.file.write(compressed) def _flush(self): """Flush the compression object.""" if self.compressobj is not None: compressed = self.compressobj.flush() self.file.write(compressed) self.compressobj = None class PdfFile(object): """PDF file object.""" def __init__(self, filename): self.nextObject = 1 # next free object id self.xrefTable = [[0, 65535, 'the zero object']] self.passed_in_file_object = False self.original_file_like = None self.tell_base = 0 if is_string_like(filename): fh = open(filename, 'wb') elif is_writable_file_like(filename): try: self.tell_base = filename.tell() except IOError: fh = BytesIO() self.original_file_like = filename else: fh = filename self.passed_in_file_object = True else: raise ValueError("filename must be a path or a file-like object") self._core14fontdir = os.path.join( rcParams['datapath'], 'fonts', 'pdfcorefonts') self.fh = fh self.currentstream = None # stream object to write to, if any fh.write(b"%PDF-1.4\n") # 1.4 is the first version to have alpha # Output some eight-bit chars as a comment so various utilities # recognize the file as binary by looking at the first few # lines (see note in section 3.4.1 of the PDF reference). fh.write(b"%\254\334 \253\272\n") self.rootObject = self.reserveObject('root') self.pagesObject = self.reserveObject('pages') self.pageList = [] self.fontObject = self.reserveObject('fonts') self.alphaStateObject = self.reserveObject('extended graphics states') self.hatchObject = self.reserveObject('tiling patterns') self.gouraudObject = self.reserveObject('Gouraud triangles') self.XObjectObject = self.reserveObject('external objects') self.resourceObject = self.reserveObject('resources') root = {'Type': Name('Catalog'), 'Pages': self.pagesObject} self.writeObject(self.rootObject, root) revision = '' self.infoDict = { 'Creator': 'matplotlib %s, http://matplotlib.org' % __version__, 'Producer': 'matplotlib pdf backend%s' % revision, 'CreationDate': datetime.today() } self.fontNames = {} # maps filenames to internal font names self.nextFont = 1 # next free internal font name self.dviFontInfo = {} # information on dvi fonts self.type1Descriptors = {} # differently encoded Type-1 fonts may # share the same descriptor self.used_characters = {} self.alphaStates = {} # maps alpha values to graphics state objects self.nextAlphaState = 1 self.hatchPatterns = {} self.nextHatch = 1 self.gouraudTriangles = [] self.images = {} self.nextImage = 1 self.markers = {} self.multi_byte_charprocs = {} self.paths = [] # The PDF spec recommends to include every procset procsets = [Name(x) for x in "PDF Text ImageB ImageC ImageI".split()] # Write resource dictionary. # Possibly TODO: more general ExtGState (graphics state dictionaries) # ColorSpace Pattern Shading Properties resources = {'Font': self.fontObject, 'XObject': self.XObjectObject, 'ExtGState': self.alphaStateObject, 'Pattern': self.hatchObject, 'Shading': self.gouraudObject, 'ProcSet': procsets} self.writeObject(self.resourceObject, resources) def newPage(self, width, height): self.endStream() self.width, self.height = width, height contentObject = self.reserveObject('page contents') thePage = {'Type': Name('Page'), 'Parent': self.pagesObject, 'Resources': self.resourceObject, 'MediaBox': [0, 0, 72 * width, 72 * height], 'Contents': contentObject, 'Group': {'Type': Name('Group'), 'S': Name('Transparency'), 'CS': Name('DeviceRGB')} } pageObject = self.reserveObject('page') self.writeObject(pageObject, thePage) self.pageList.append(pageObject) self.beginStream(contentObject.id, self.reserveObject('length of content stream')) # Initialize the pdf graphics state to match the default mpl # graphics context: currently only the join style needs to be set self.output(GraphicsContextPdf.joinstyles['round'], Op.setlinejoin) def close(self): self.endStream() # Write out the various deferred objects self.writeFonts() self.writeObject(self.alphaStateObject, dict([(val[0], val[1]) for val in six.itervalues(self.alphaStates)])) self.writeHatches() self.writeGouraudTriangles() xobjects = dict(six.itervalues(self.images)) for tup in six.itervalues(self.markers): xobjects[tup[0]] = tup[1] for name, value in six.iteritems(self.multi_byte_charprocs): xobjects[name] = value for name, path, trans, ob, join, cap, padding, filled, stroked \ in self.paths: xobjects[name] = ob self.writeObject(self.XObjectObject, xobjects) self.writeImages() self.writeMarkers() self.writePathCollectionTemplates() self.writeObject(self.pagesObject, {'Type': Name('Pages'), 'Kids': self.pageList, 'Count': len(self.pageList)}) self.writeInfoDict() # Finalize the file self.writeXref() self.writeTrailer() if self.passed_in_file_object: self.fh.flush() elif self.original_file_like is not None: self.original_file_like.write(self.fh.getvalue()) self.fh.close() else: self.fh.close() def write(self, data): if self.currentstream is None: self.fh.write(data) else: self.currentstream.write(data) def output(self, *data): self.write(fill(list(map(pdfRepr, data)))) self.write(b'\n') def beginStream(self, id, len, extra=None): assert self.currentstream is None self.currentstream = Stream(id, len, self, extra) def endStream(self): if self.currentstream is not None: self.currentstream.end() self.currentstream = None def fontName(self, fontprop): """ Select a font based on fontprop and return a name suitable for Op.selectfont. If fontprop is a string, it will be interpreted as the filename (or dvi name) of the font. """ if is_string_like(fontprop): filename = fontprop elif rcParams['pdf.use14corefonts']: filename = findfont( fontprop, fontext='afm', directory=self._core14fontdir) if filename is None: filename = findfont( "Helvetica", fontext='afm', directory=self._core14fontdir) else: filename = findfont(fontprop) Fx = self.fontNames.get(filename) if Fx is None: Fx = Name('F%d' % self.nextFont) self.fontNames[filename] = Fx self.nextFont += 1 matplotlib.verbose.report( 'Assigning font %s = %r' % (Fx, filename), 'debug') return Fx def writeFonts(self): fonts = {} for filename, Fx in six.iteritems(self.fontNames): matplotlib.verbose.report('Embedding font %s' % filename, 'debug') if filename.endswith('.afm'): # from pdf.use14corefonts matplotlib.verbose.report('Writing AFM font', 'debug') fonts[Fx] = self._write_afm_font(filename) elif filename in self.dviFontInfo: # a Type 1 font from a dvi file; # the filename is really the TeX name matplotlib.verbose.report('Writing Type-1 font', 'debug') fonts[Fx] = self.embedTeXFont(filename, self.dviFontInfo[filename]) else: # a normal TrueType font matplotlib.verbose.report('Writing TrueType font', 'debug') realpath, stat_key = get_realpath_and_stat(filename) chars = self.used_characters.get(stat_key) if chars is not None and len(chars[1]): fonts[Fx] = self.embedTTF(realpath, chars[1]) self.writeObject(self.fontObject, fonts) def _write_afm_font(self, filename): with open(filename, 'rb') as fh: font = AFM(fh) fontname = font.get_fontname() fontdict = {'Type': Name('Font'), 'Subtype': Name('Type1'), 'BaseFont': Name(fontname), 'Encoding': Name('WinAnsiEncoding')} fontdictObject = self.reserveObject('font dictionary') self.writeObject(fontdictObject, fontdict) return fontdictObject def embedTeXFont(self, texname, fontinfo): msg = ('Embedding TeX font ' + texname + ' - fontinfo=' + repr(fontinfo.__dict__)) matplotlib.verbose.report(msg, 'debug') # Widths widthsObject = self.reserveObject('font widths') self.writeObject(widthsObject, fontinfo.dvifont.widths) # Font dictionary fontdictObject = self.reserveObject('font dictionary') fontdict = { 'Type': Name('Font'), 'Subtype': Name('Type1'), 'FirstChar': 0, 'LastChar': len(fontinfo.dvifont.widths) - 1, 'Widths': widthsObject, } # Encoding (if needed) if fontinfo.encodingfile is not None: enc = dviread.Encoding(fontinfo.encodingfile) differencesArray = [Name(ch) for ch in enc] differencesArray = [0] + differencesArray fontdict['Encoding'] = \ {'Type': Name('Encoding'), 'Differences': differencesArray} # If no file is specified, stop short if fontinfo.fontfile is None: msg = ('Because of TeX configuration (pdftex.map, see updmap ' 'option pdftexDownloadBase14) the font {0} is not ' 'embedded. This is deprecated as of PDF 1.5 and it may ' 'cause the consumer application to show something that ' 'was not intended.').format(fontinfo.basefont) warnings.warn(msg) fontdict['BaseFont'] = Name(fontinfo.basefont) self.writeObject(fontdictObject, fontdict) return fontdictObject # We have a font file to embed - read it in and apply any effects t1font = type1font.Type1Font(fontinfo.fontfile) if fontinfo.effects: t1font = t1font.transform(fontinfo.effects) fontdict['BaseFont'] = Name(t1font.prop['FontName']) # Font descriptors may be shared between differently encoded # Type-1 fonts, so only create a new descriptor if there is no # existing descriptor for this font. effects = (fontinfo.effects.get('slant', 0.0), fontinfo.effects.get('extend', 1.0)) fontdesc = self.type1Descriptors.get((fontinfo.fontfile, effects)) if fontdesc is None: fontdesc = self.createType1Descriptor(t1font, fontinfo.fontfile) self.type1Descriptors[(fontinfo.fontfile, effects)] = fontdesc fontdict['FontDescriptor'] = fontdesc self.writeObject(fontdictObject, fontdict) return fontdictObject def createType1Descriptor(self, t1font, fontfile): # Create and write the font descriptor and the font file # of a Type-1 font fontdescObject = self.reserveObject('font descriptor') fontfileObject = self.reserveObject('font file') italic_angle = t1font.prop['ItalicAngle'] fixed_pitch = t1font.prop['isFixedPitch'] flags = 0 # fixed width if fixed_pitch: flags |= 1 << 0 # TODO: serif if 0: flags |= 1 << 1 # TODO: symbolic (most TeX fonts are) if 1: flags |= 1 << 2 # non-symbolic else: flags |= 1 << 5 # italic if italic_angle: flags |= 1 << 6 # TODO: all caps if 0: flags |= 1 << 16 # TODO: small caps if 0: flags |= 1 << 17 # TODO: force bold if 0: flags |= 1 << 18 ft2font = FT2Font(fontfile) descriptor = { 'Type': Name('FontDescriptor'), 'FontName': Name(t1font.prop['FontName']), 'Flags': flags, 'FontBBox': ft2font.bbox, 'ItalicAngle': italic_angle, 'Ascent': ft2font.ascender, 'Descent': ft2font.descender, 'CapHeight': 1000, # TODO: find this out 'XHeight': 500, # TODO: this one too 'FontFile': fontfileObject, 'FontFamily': t1font.prop['FamilyName'], 'StemV': 50, # TODO # (see also revision 3874; but not all TeX distros have AFM files!) #'FontWeight': a number where 400 = Regular, 700 = Bold } self.writeObject(fontdescObject, descriptor) self.beginStream(fontfileObject.id, None, {'Length1': len(t1font.parts[0]), 'Length2': len(t1font.parts[1]), 'Length3': 0}) self.currentstream.write(t1font.parts[0]) self.currentstream.write(t1font.parts[1]) self.endStream() return fontdescObject def _get_xobject_symbol_name(self, filename, symbol_name): return "%s-%s" % ( os.path.splitext(os.path.basename(filename))[0], symbol_name) _identityToUnicodeCMap = """/CIDInit /ProcSet findresource begin 12 dict begin begincmap /CIDSystemInfo << /Registry (Adobe) /Ordering (UCS) /Supplement 0 >> def /CMapName /Adobe-Identity-UCS def /CMapType 2 def 1 begincodespacerange <0000> <ffff> endcodespacerange %d beginbfrange %s endbfrange endcmap CMapName currentdict /CMap defineresource pop end end""" def embedTTF(self, filename, characters): """Embed the TTF font from the named file into the document.""" font = FT2Font(filename) fonttype = rcParams['pdf.fonttype'] def cvt(length, upe=font.units_per_EM, nearest=True): "Convert font coordinates to PDF glyph coordinates" value = length / upe * 1000 if nearest: return round(value) # Perhaps best to round away from zero for bounding # boxes and the like if value < 0: return floor(value) else: return ceil(value) def embedTTFType3(font, characters, descriptor): """The Type 3-specific part of embedding a Truetype font""" widthsObject = self.reserveObject('font widths') fontdescObject = self.reserveObject('font descriptor') fontdictObject = self.reserveObject('font dictionary') charprocsObject = self.reserveObject('character procs') differencesArray = [] firstchar, lastchar = 0, 255 bbox = [cvt(x, nearest=False) for x in font.bbox] fontdict = { 'Type': Name('Font'), 'BaseFont': ps_name, 'FirstChar': firstchar, 'LastChar': lastchar, 'FontDescriptor': fontdescObject, 'Subtype': Name('Type3'), 'Name': descriptor['FontName'], 'FontBBox': bbox, 'FontMatrix': [.001, 0, 0, .001, 0, 0], 'CharProcs': charprocsObject, 'Encoding': { 'Type': Name('Encoding'), 'Differences': differencesArray}, 'Widths': widthsObject } # Make the "Widths" array from encodings import cp1252 # The "decoding_map" was changed # to a "decoding_table" as of Python 2.5. if hasattr(cp1252, 'decoding_map'): def decode_char(charcode): return cp1252.decoding_map[charcode] or 0 else: def decode_char(charcode): return ord(cp1252.decoding_table[charcode]) def get_char_width(charcode): s = decode_char(charcode) width = font.load_char( s, flags=LOAD_NO_SCALE | LOAD_NO_HINTING).horiAdvance return cvt(width) widths = [get_char_width(charcode) for charcode in range(firstchar, lastchar+1)] descriptor['MaxWidth'] = max(widths) # Make the "Differences" array, sort the ccodes < 255 from # the multi-byte ccodes, and build the whole set of glyph ids # that we need from this font. cmap = font.get_charmap() glyph_ids = [] differences = [] multi_byte_chars = set() for c in characters: ccode = c gind = cmap.get(ccode) or 0 glyph_ids.append(gind) glyph_name = font.get_glyph_name(gind) if ccode <= 255: differences.append((ccode, glyph_name)) else: multi_byte_chars.add(glyph_name) differences.sort() last_c = -2 for c, name in differences: if c != last_c + 1: differencesArray.append(c) differencesArray.append(Name(name)) last_c = c # Make the charprocs array (using ttconv to generate the # actual outlines) rawcharprocs = ttconv.get_pdf_charprocs( filename.encode(sys.getfilesystemencoding()), glyph_ids) charprocs = {} for charname, stream in six.iteritems(rawcharprocs): charprocDict = {'Length': len(stream)} # The 2-byte characters are used as XObjects, so they # need extra info in their dictionary if charname in multi_byte_chars: charprocDict['Type'] = Name('XObject') charprocDict['Subtype'] = Name('Form') charprocDict['BBox'] = bbox # Each glyph includes bounding box information, # but xpdf and ghostscript can't handle it in a # Form XObject (they segfault!!!), so we remove it # from the stream here. It's not needed anyway, # since the Form XObject includes it in its BBox # value. stream = stream[stream.find(b"d1") + 2:] charprocObject = self.reserveObject('charProc') self.beginStream(charprocObject.id, None, charprocDict) self.currentstream.write(stream) self.endStream() # Send the glyphs with ccode > 255 to the XObject dictionary, # and the others to the font itself if charname in multi_byte_chars: name = self._get_xobject_symbol_name(filename, charname) self.multi_byte_charprocs[name] = charprocObject else: charprocs[charname] = charprocObject # Write everything out self.writeObject(fontdictObject, fontdict) self.writeObject(fontdescObject, descriptor) self.writeObject(widthsObject, widths) self.writeObject(charprocsObject, charprocs) return fontdictObject def embedTTFType42(font, characters, descriptor): """The Type 42-specific part of embedding a Truetype font""" fontdescObject = self.reserveObject('font descriptor') cidFontDictObject = self.reserveObject('CID font dictionary') type0FontDictObject = self.reserveObject('Type 0 font dictionary') cidToGidMapObject = self.reserveObject('CIDToGIDMap stream') fontfileObject = self.reserveObject('font file stream') wObject = self.reserveObject('Type 0 widths') toUnicodeMapObject = self.reserveObject('ToUnicode map') cidFontDict = { 'Type': Name('Font'), 'Subtype': Name('CIDFontType2'), 'BaseFont': ps_name, 'CIDSystemInfo': { 'Registry': 'Adobe', 'Ordering': 'Identity', 'Supplement': 0}, 'FontDescriptor': fontdescObject, 'W': wObject, 'CIDToGIDMap': cidToGidMapObject } type0FontDict = { 'Type': Name('Font'), 'Subtype': Name('Type0'), 'BaseFont': ps_name, 'Encoding': Name('Identity-H'), 'DescendantFonts': [cidFontDictObject], 'ToUnicode': toUnicodeMapObject } # Make fontfile stream descriptor['FontFile2'] = fontfileObject length1Object = self.reserveObject('decoded length of a font') self.beginStream( fontfileObject.id, self.reserveObject('length of font stream'), {'Length1': length1Object}) with open(filename, 'rb') as fontfile: length1 = 0 while True: data = fontfile.read(4096) if not data: break length1 += len(data) self.currentstream.write(data) self.endStream() self.writeObject(length1Object, length1) # Make the 'W' (Widths) array, CidToGidMap and ToUnicode CMap # at the same time cid_to_gid_map = ['\u0000'] * 65536 cmap = font.get_charmap() widths = [] max_ccode = 0 for c in characters: ccode = c gind = cmap.get(ccode) or 0 glyph = font.load_char(ccode, flags=LOAD_NO_HINTING) widths.append((ccode, glyph.horiAdvance / 6)) if ccode < 65536: cid_to_gid_map[ccode] = unichr(gind) max_ccode = max(ccode, max_ccode) widths.sort() cid_to_gid_map = cid_to_gid_map[:max_ccode + 1] last_ccode = -2 w = [] max_width = 0 unicode_groups = [] for ccode, width in widths: if ccode != last_ccode + 1: w.append(ccode) w.append([width]) unicode_groups.append([ccode, ccode]) else: w[-1].append(width) unicode_groups[-1][1] = ccode max_width = max(max_width, width) last_ccode = ccode unicode_bfrange = [] for start, end in unicode_groups: unicode_bfrange.append( "<%04x> <%04x> [%s]" % (start, end, " ".join(["<%04x>" % x for x in range(start, end+1)]))) unicode_cmap = (self._identityToUnicodeCMap % (len(unicode_groups), "\n".join(unicode_bfrange))).encode('ascii') # CIDToGIDMap stream cid_to_gid_map = "".join(cid_to_gid_map).encode("utf-16be") self.beginStream(cidToGidMapObject.id, None, {'Length': len(cid_to_gid_map)}) self.currentstream.write(cid_to_gid_map) self.endStream() # ToUnicode CMap self.beginStream(toUnicodeMapObject.id, None, {'Length': unicode_cmap}) self.currentstream.write(unicode_cmap) self.endStream() descriptor['MaxWidth'] = max_width # Write everything out self.writeObject(cidFontDictObject, cidFontDict) self.writeObject(type0FontDictObject, type0FontDict) self.writeObject(fontdescObject, descriptor) self.writeObject(wObject, w) return type0FontDictObject # Beginning of main embedTTF function... # You are lost in a maze of TrueType tables, all different... sfnt = font.get_sfnt() try: ps_name = sfnt[(1, 0, 0, 6)].decode('macroman') # Macintosh scheme except KeyError: # Microsoft scheme: ps_name = sfnt[(3, 1, 0x0409, 6)].decode('utf-16be') # (see freetype/ttnameid.h) ps_name = ps_name.encode('ascii', 'replace') ps_name = Name(ps_name) pclt = font.get_sfnt_table('pclt') or {'capHeight': 0, 'xHeight': 0} post = font.get_sfnt_table('post') or {'italicAngle': (0, 0)} ff = font.face_flags sf = font.style_flags flags = 0 symbolic = False # ps_name.name in ('Cmsy10', 'Cmmi10', 'Cmex10') if ff & FIXED_WIDTH: flags |= 1 << 0 if 0: # TODO: serif flags |= 1 << 1 if symbolic: flags |= 1 << 2 else: flags |= 1 << 5 if sf & ITALIC: flags |= 1 << 6 if 0: # TODO: all caps flags |= 1 << 16 if 0: # TODO: small caps flags |= 1 << 17 if 0: # TODO: force bold flags |= 1 << 18 descriptor = { 'Type': Name('FontDescriptor'), 'FontName': ps_name, 'Flags': flags, 'FontBBox': [cvt(x, nearest=False) for x in font.bbox], 'Ascent': cvt(font.ascender, nearest=False), 'Descent': cvt(font.descender, nearest=False), 'CapHeight': cvt(pclt['capHeight'], nearest=False), 'XHeight': cvt(pclt['xHeight']), 'ItalicAngle': post['italicAngle'][1], # ??? 'StemV': 0 # ??? } # The font subsetting to a Type 3 font does not work for # OpenType (.otf) that embed a Postscript CFF font, so avoid that -- # save as a (non-subsetted) Type 42 font instead. if is_opentype_cff_font(filename): fonttype = 42 msg = ("'%s' can not be subsetted into a Type 3 font. " "The entire font will be embedded in the output.") warnings.warn(msg % os.path.basename(filename)) if fonttype == 3: return embedTTFType3(font, characters, descriptor) elif fonttype == 42: return embedTTFType42(font, characters, descriptor) def alphaState(self, alpha): """Return name of an ExtGState that sets alpha to the given value""" state = self.alphaStates.get(alpha, None) if state is not None: return state[0] name = Name('A%d' % self.nextAlphaState) self.nextAlphaState += 1 self.alphaStates[alpha] = \ (name, {'Type': Name('ExtGState'), 'CA': alpha[0], 'ca': alpha[1]}) return name def hatchPattern(self, hatch_style): # The colors may come in as numpy arrays, which aren't hashable if hatch_style is not None: face, edge, hatch = hatch_style if face is not None: face = tuple(face) if edge is not None: edge = tuple(edge) hatch_style = (face, edge, hatch) pattern = self.hatchPatterns.get(hatch_style, None) if pattern is not None: return pattern name = Name('H%d' % self.nextHatch) self.nextHatch += 1 self.hatchPatterns[hatch_style] = name return name def writeHatches(self): hatchDict = dict() sidelen = 72.0 for hatch_style, name in six.iteritems(self.hatchPatterns): ob = self.reserveObject('hatch pattern') hatchDict[name] = ob res = {'Procsets': [Name(x) for x in "PDF Text ImageB ImageC ImageI".split()]} self.beginStream( ob.id, None, {'Type': Name('Pattern'), 'PatternType': 1, 'PaintType': 1, 'TilingType': 1, 'BBox': [0, 0, sidelen, sidelen], 'XStep': sidelen, 'YStep': sidelen, 'Resources': res}) # lst is a tuple of stroke color, fill color, # number of - lines, number of / lines, # number of | lines, number of \ lines rgb = hatch_style[0] self.output(rgb[0], rgb[1], rgb[2], Op.setrgb_stroke) if hatch_style[1] is not None: rgb = hatch_style[1] self.output(rgb[0], rgb[1], rgb[2], Op.setrgb_nonstroke, 0, 0, sidelen, sidelen, Op.rectangle, Op.fill) self.output(0.1, Op.setlinewidth) # TODO: We could make this dpi-dependent, but that would be # an API change self.output(*self.pathOperations( Path.hatch(hatch_style[2]), Affine2D().scale(sidelen), simplify=False)) self.output(Op.stroke) self.endStream() self.writeObject(self.hatchObject, hatchDict) def addGouraudTriangles(self, points, colors): name = Name('GT%d' % len(self.gouraudTriangles)) self.gouraudTriangles.append((name, points, colors)) return name def writeGouraudTriangles(self): gouraudDict = dict() for name, points, colors in self.gouraudTriangles: ob = self.reserveObject('Gouraud triangle') gouraudDict[name] = ob shape = points.shape flat_points = points.reshape((shape[0] * shape[1], 2)) flat_colors = colors.reshape((shape[0] * shape[1], 4)) points_min = np.min(flat_points, axis=0) - (1 << 8) points_max = np.max(flat_points, axis=0) + (1 << 8) factor = float(0xffffffff) / (points_max - points_min) self.beginStream( ob.id, None, {'ShadingType': 4, 'BitsPerCoordinate': 32, 'BitsPerComponent': 8, 'BitsPerFlag': 8, 'ColorSpace': Name('DeviceRGB'), 'AntiAlias': True, 'Decode': [points_min[0], points_max[0], points_min[1], points_max[1], 0, 1, 0, 1, 0, 1] }) streamarr = np.empty( (shape[0] * shape[1],), dtype=[(str('flags'), str('u1')), (str('points'), str('>u4'), (2,)), (str('colors'), str('u1'), (3,))]) streamarr['flags'] = 0 streamarr['points'] = (flat_points - points_min) * factor streamarr['colors'] = flat_colors[:, :3] * 255.0 self.write(streamarr.tostring()) self.endStream() self.writeObject(self.gouraudObject, gouraudDict) def imageObject(self, image): """Return name of an image XObject representing the given image.""" pair = self.images.get(image, None) if pair is not None: return pair[0] name = Name('I%d' % self.nextImage) ob = self.reserveObject('image %d' % self.nextImage) self.nextImage += 1 self.images[image] = (name, ob) return name ## These two from backend_ps.py ## TODO: alpha (SMask, p. 518 of pdf spec) def _rgb(self, im): h, w, s = im.as_rgba_str() rgba = np.fromstring(s, np.uint8) rgba.shape = (h, w, 4) rgb = rgba[:, :, :3] a = rgba[:, :, 3:] return h, w, rgb.tostring(), a.tostring() def _gray(self, im, rc=0.3, gc=0.59, bc=0.11): rgbat = im.as_rgba_str() rgba = np.fromstring(rgbat[2], np.uint8) rgba.shape = (rgbat[0], rgbat[1], 4) rgba_f = rgba.astype(np.float32) r = rgba_f[:, :, 0] g = rgba_f[:, :, 1] b = rgba_f[:, :, 2] gray = (r*rc + g*gc + b*bc).astype(np.uint8) return rgbat[0], rgbat[1], gray.tostring() def writeImages(self): for img, pair in six.iteritems(self.images): img.flipud_out() if img.is_grayscale: height, width, data = self._gray(img) self.beginStream( pair[1].id, self.reserveObject('length of image stream'), {'Type': Name('XObject'), 'Subtype': Name('Image'), 'Width': width, 'Height': height, 'ColorSpace': Name('DeviceGray'), 'BitsPerComponent': 8}) # TODO: predictors (i.e., output png) self.currentstream.write(data) self.endStream() else: height, width, data, adata = self._rgb(img) smaskObject = self.reserveObject("smask") self.beginStream( smaskObject.id, self.reserveObject('length of smask stream'), {'Type': Name('XObject'), 'Subtype': Name('Image'), 'Width': width, 'Height': height, 'ColorSpace': Name('DeviceGray'), 'BitsPerComponent': 8}) # TODO: predictors (i.e., output png) self.currentstream.write(adata) self.endStream() self.beginStream( pair[1].id, self.reserveObject('length of image stream'), {'Type': Name('XObject'), 'Subtype': Name('Image'), 'Width': width, 'Height': height, 'ColorSpace': Name('DeviceRGB'), 'BitsPerComponent': 8, 'SMask': smaskObject}) # TODO: predictors (i.e., output png) self.currentstream.write(data) self.endStream() img.flipud_out() def markerObject(self, path, trans, fillp, strokep, lw, joinstyle, capstyle): """Return name of a marker XObject representing the given path.""" # self.markers used by markerObject, writeMarkers, close: # mapping from (path operations, fill?, stroke?) to # [name, object reference, bounding box, linewidth] # This enables different draw_markers calls to share the XObject # if the gc is sufficiently similar: colors etc can vary, but # the choices of whether to fill and whether to stroke cannot. # We need a bounding box enclosing all of the XObject path, # but since line width may vary, we store the maximum of all # occurring line widths in self.markers. # close() is somewhat tightly coupled in that it expects the # first two components of each value in self.markers to be the # name and object reference. pathops = self.pathOperations(path, trans, simplify=False) key = (tuple(pathops), bool(fillp), bool(strokep), joinstyle, capstyle) result = self.markers.get(key) if result is None: name = Name('M%d' % len(self.markers)) ob = self.reserveObject('marker %d' % len(self.markers)) bbox = path.get_extents(trans) self.markers[key] = [name, ob, bbox, lw] else: if result[-1] < lw: result[-1] = lw name = result[0] return name def writeMarkers(self): for ((pathops, fillp, strokep, joinstyle, capstyle), (name, ob, bbox, lw)) in six.iteritems(self.markers): bbox = bbox.padded(lw * 0.5) self.beginStream( ob.id, None, {'Type': Name('XObject'), 'Subtype': Name('Form'), 'BBox': list(bbox.extents)}) self.output(GraphicsContextPdf.joinstyles[joinstyle], Op.setlinejoin) self.output(GraphicsContextPdf.capstyles[capstyle], Op.setlinecap) self.output(*pathops) self.output(Op.paint_path(False, fillp, strokep)) self.endStream() def pathCollectionObject(self, gc, path, trans, padding, filled, stroked): name = Name('P%d' % len(self.paths)) ob = self.reserveObject('path %d' % len(self.paths)) self.paths.append( (name, path, trans, ob, gc.get_joinstyle(), gc.get_capstyle(), padding, filled, stroked)) return name def writePathCollectionTemplates(self): for (name, path, trans, ob, joinstyle, capstyle, padding, filled, stroked) in self.paths: pathops = self.pathOperations(path, trans, simplify=False) bbox = path.get_extents(trans) if not np.all(np.isfinite(bbox.extents)): extents = [0, 0, 0, 0] else: bbox = bbox.padded(padding) extents = list(bbox.extents) self.beginStream( ob.id, None, {'Type': Name('XObject'), 'Subtype': Name('Form'), 'BBox': extents}) self.output(GraphicsContextPdf.joinstyles[joinstyle], Op.setlinejoin) self.output(GraphicsContextPdf.capstyles[capstyle], Op.setlinecap) self.output(*pathops) self.output(Op.paint_path(False, filled, stroked)) self.endStream() @staticmethod def pathOperations(path, transform, clip=None, simplify=None, sketch=None): cmds = [] last_points = None for points, code in path.iter_segments(transform, clip=clip, simplify=simplify, sketch=sketch): if code == Path.MOVETO: # This is allowed anywhere in the path cmds.extend(points) cmds.append(Op.moveto) elif code == Path.CLOSEPOLY: cmds.append(Op.closepath) elif last_points is None: # The other operations require a previous point raise ValueError('Path lacks initial MOVETO') elif code == Path.LINETO: cmds.extend(points) cmds.append(Op.lineto) elif code == Path.CURVE3: points = quad2cubic(*(list(last_points[-2:]) + list(points))) cmds.extend(points[2:]) cmds.append(Op.curveto) elif code == Path.CURVE4: cmds.extend(points) cmds.append(Op.curveto) last_points = points return cmds def writePath(self, path, transform, clip=False, sketch=None): if clip: clip = (0.0, 0.0, self.width * 72, self.height * 72) simplify = path.should_simplify else: clip = None simplify = False cmds = self.pathOperations(path, transform, clip, simplify=simplify, sketch=sketch) self.output(*cmds) def reserveObject(self, name=''): """Reserve an ID for an indirect object. The name is used for debugging in case we forget to print out the object with writeObject. """ id = self.nextObject self.nextObject += 1 self.xrefTable.append([None, 0, name]) return Reference(id) def recordXref(self, id): self.xrefTable[id][0] = self.fh.tell() - self.tell_base def writeObject(self, object, contents): self.recordXref(object.id) object.write(contents, self) def writeXref(self): """Write out the xref table.""" self.startxref = self.fh.tell() - self.tell_base self.write(("xref\n0 %d\n" % self.nextObject).encode('ascii')) i = 0 borken = False for offset, generation, name in self.xrefTable: if offset is None: print('No offset for object %d (%s)' % (i, name), file=sys.stderr) borken = True else: if name == 'the zero object': key = "f" else: key = "n" text = "%010d %05d %s \n" % (offset, generation, key) self.write(text.encode('ascii')) i += 1 if borken: raise AssertionError('Indirect object does not exist') def writeInfoDict(self): """Write out the info dictionary, checking it for good form""" is_date = lambda x: isinstance(x, datetime) check_trapped = (lambda x: isinstance(x, Name) and x.name in ('True', 'False', 'Unknown')) keywords = {'Title': is_string_like, 'Author': is_string_like, 'Subject': is_string_like, 'Keywords': is_string_like, 'Creator': is_string_like, 'Producer': is_string_like, 'CreationDate': is_date, 'ModDate': is_date, 'Trapped': check_trapped} for k in six.iterkeys(self.infoDict): if k not in keywords: warnings.warn('Unknown infodict keyword: %s' % k) else: if not keywords[k](self.infoDict[k]): warnings.warn('Bad value for infodict keyword %s' % k) self.infoObject = self.reserveObject('info') self.writeObject(self.infoObject, self.infoDict) def writeTrailer(self): """Write out the PDF trailer.""" self.write(b"trailer\n") self.write(pdfRepr( {'Size': self.nextObject, 'Root': self.rootObject, 'Info': self.infoObject})) # Could add 'ID' self.write(("\nstartxref\n%d\n%%%%EOF\n" % self.startxref).encode('ascii')) class RendererPdf(RendererBase): truetype_font_cache = maxdict(50) afm_font_cache = maxdict(50) def __init__(self, file, image_dpi): RendererBase.__init__(self) self.file = file self.gc = self.new_gc() self.mathtext_parser = MathTextParser("Pdf") self.image_dpi = image_dpi self.tex_font_map = None def finalize(self): self.file.output(*self.gc.finalize()) def check_gc(self, gc, fillcolor=None): orig_fill = getattr(gc, '_fillcolor', (0., 0., 0.)) gc._fillcolor = fillcolor orig_alphas = getattr(gc, '_effective_alphas', (1.0, 1.0)) if gc._forced_alpha: gc._effective_alphas = (gc._alpha, gc._alpha) elif fillcolor is None or len(fillcolor) < 4: gc._effective_alphas = (gc._rgb[3], 1.0) else: gc._effective_alphas = (gc._rgb[3], fillcolor[3]) delta = self.gc.delta(gc) if delta: self.file.output(*delta) # Restore gc to avoid unwanted side effects gc._fillcolor = orig_fill gc._effective_alphas = orig_alphas def tex_font_mapping(self, texfont): if self.tex_font_map is None: self.tex_font_map = \ dviread.PsfontsMap(dviread.find_tex_file('pdftex.map')) return self.tex_font_map[texfont] def track_characters(self, font, s): """Keeps track of which characters are required from each font.""" if isinstance(font, six.string_types): fname = font else: fname = font.fname realpath, stat_key = get_realpath_and_stat(fname) used_characters = self.file.used_characters.setdefault( stat_key, (realpath, set())) used_characters[1].update([ord(x) for x in s]) def merge_used_characters(self, other): for stat_key, (realpath, charset) in six.iteritems(other): used_characters = self.file.used_characters.setdefault( stat_key, (realpath, set())) used_characters[1].update(charset) def get_image_magnification(self): return self.image_dpi/72.0 def option_scale_image(self): """ pdf backend support arbitrary scaling of image. """ return True def draw_image(self, gc, x, y, im, dx=None, dy=None, transform=None): self.check_gc(gc) h, w = im.get_size_out() if dx is None: w = 72.0*w/self.image_dpi else: w = dx if dy is None: h = 72.0*h/self.image_dpi else: h = dy imob = self.file.imageObject(im) if transform is None: self.file.output(Op.gsave, w, 0, 0, h, x, y, Op.concat_matrix, imob, Op.use_xobject, Op.grestore) else: tr1, tr2, tr3, tr4, tr5, tr6 = transform.to_values() self.file.output(Op.gsave, tr1, tr2, tr3, tr4, tr5, tr6, Op.concat_matrix, w, 0, 0, h, x, y, Op.concat_matrix, imob, Op.use_xobject, Op.grestore) def draw_path(self, gc, path, transform, rgbFace=None): self.check_gc(gc, rgbFace) self.file.writePath( path, transform, rgbFace is None and gc.get_hatch_path() is None, gc.get_sketch_params()) self.file.output(self.gc.paint()) def draw_path_collection(self, gc, master_transform, paths, all_transforms, offsets, offsetTrans, facecolors, edgecolors, linewidths, linestyles, antialiaseds, urls, offset_position): # We can only reuse the objects if the presence of fill and # stroke (and the amount of alpha for each) is the same for # all of them can_do_optimization = True facecolors = np.asarray(facecolors) edgecolors = np.asarray(edgecolors) if not len(facecolors): filled = False can_do_optimization = not gc.get_hatch() else: if np.all(facecolors[:, 3] == facecolors[0, 3]): filled = facecolors[0, 3] != 0.0 else: can_do_optimization = False if not len(edgecolors): stroked = False else: if np.all(np.asarray(linewidths) == 0.0): stroked = False elif np.all(edgecolors[:, 3] == edgecolors[0, 3]): stroked = edgecolors[0, 3] != 0.0 else: can_do_optimization = False # Is the optimization worth it? Rough calculation: # cost of emitting a path in-line is len_path * uses_per_path # cost of XObject is len_path + 5 for the definition, # uses_per_path for the uses len_path = len(paths[0].vertices) if len(paths) > 0 else 0 uses_per_path = self._iter_collection_uses_per_path( paths, all_transforms, offsets, facecolors, edgecolors) should_do_optimization = \ len_path + uses_per_path + 5 < len_path * uses_per_path if (not can_do_optimization) or (not should_do_optimization): return RendererBase.draw_path_collection( self, gc, master_transform, paths, all_transforms, offsets, offsetTrans, facecolors, edgecolors, linewidths, linestyles, antialiaseds, urls, offset_position) padding = np.max(linewidths) path_codes = [] for i, (path, transform) in enumerate(self._iter_collection_raw_paths( master_transform, paths, all_transforms)): name = self.file.pathCollectionObject( gc, path, transform, padding, filled, stroked) path_codes.append(name) output = self.file.output output(*self.gc.push()) lastx, lasty = 0, 0 for xo, yo, path_id, gc0, rgbFace in self._iter_collection( gc, master_transform, all_transforms, path_codes, offsets, offsetTrans, facecolors, edgecolors, linewidths, linestyles, antialiaseds, urls, offset_position): self.check_gc(gc0, rgbFace) dx, dy = xo - lastx, yo - lasty output(1, 0, 0, 1, dx, dy, Op.concat_matrix, path_id, Op.use_xobject) lastx, lasty = xo, yo output(*self.gc.pop()) def draw_markers(self, gc, marker_path, marker_trans, path, trans, rgbFace=None): # Same logic as in draw_path_collection len_marker_path = len(marker_path) uses = len(path) if len_marker_path * uses < len_marker_path + uses + 5: RendererBase.draw_markers(self, gc, marker_path, marker_trans, path, trans, rgbFace) return self.check_gc(gc, rgbFace) fillp = gc.fillp(rgbFace) strokep = gc.strokep() output = self.file.output marker = self.file.markerObject( marker_path, marker_trans, fillp, strokep, self.gc._linewidth, gc.get_joinstyle(), gc.get_capstyle()) output(Op.gsave) lastx, lasty = 0, 0 for vertices, code in path.iter_segments( trans, clip=(0, 0, self.file.width*72, self.file.height*72), simplify=False): if len(vertices): x, y = vertices[-2:] if (x < 0 or y < 0 or x > self.file.width * 72 or y > self.file.height * 72): continue dx, dy = x - lastx, y - lasty output(1, 0, 0, 1, dx, dy, Op.concat_matrix, marker, Op.use_xobject) lastx, lasty = x, y output(Op.grestore) def draw_gouraud_triangle(self, gc, points, colors, trans): self.draw_gouraud_triangles(gc, points.reshape((1, 3, 2)), colors.reshape((1, 3, 4)), trans) def draw_gouraud_triangles(self, gc, points, colors, trans): assert len(points) == len(colors) assert points.ndim == 3 assert points.shape[1] == 3 assert points.shape[2] == 2 assert colors.ndim == 3 assert colors.shape[1] == 3 assert colors.shape[2] == 4 shape = points.shape points = points.reshape((shape[0] * shape[1], 2)) tpoints = trans.transform(points) tpoints = tpoints.reshape(shape) name = self.file.addGouraudTriangles(tpoints, colors) self.check_gc(gc) self.file.output(name, Op.shading) def _setup_textpos(self, x, y, angle, oldx=0, oldy=0, oldangle=0): if angle == oldangle == 0: self.file.output(x - oldx, y - oldy, Op.textpos) else: angle = angle / 180.0 * pi self.file.output(cos(angle), sin(angle), -sin(angle), cos(angle), x, y, Op.textmatrix) self.file.output(0, 0, Op.textpos) def draw_mathtext(self, gc, x, y, s, prop, angle): # TODO: fix positioning and encoding width, height, descent, glyphs, rects, used_characters = \ self.mathtext_parser.parse(s, 72, prop) self.merge_used_characters(used_characters) # When using Type 3 fonts, we can't use character codes higher # than 255, so we use the "Do" command to render those # instead. global_fonttype = rcParams['pdf.fonttype'] # Set up a global transformation matrix for the whole math expression a = angle / 180.0 * pi self.file.output(Op.gsave) self.file.output(cos(a), sin(a), -sin(a), cos(a), x, y, Op.concat_matrix) self.check_gc(gc, gc._rgb) self.file.output(Op.begin_text) prev_font = None, None oldx, oldy = 0, 0 for ox, oy, fontname, fontsize, num, symbol_name in glyphs: if is_opentype_cff_font(fontname): fonttype = 42 else: fonttype = global_fonttype if fonttype == 42 or num <= 255: self._setup_textpos(ox, oy, 0, oldx, oldy) oldx, oldy = ox, oy if (fontname, fontsize) != prev_font: self.file.output(self.file.fontName(fontname), fontsize, Op.selectfont) prev_font = fontname, fontsize self.file.output(self.encode_string(unichr(num), fonttype), Op.show) self.file.output(Op.end_text) # If using Type 3 fonts, render all of the multi-byte characters # as XObjects using the 'Do' command. if global_fonttype == 3: for ox, oy, fontname, fontsize, num, symbol_name in glyphs: if is_opentype_cff_font(fontname): fonttype = 42 else: fonttype = global_fonttype if fonttype == 3 and num > 255: self.file.fontName(fontname) self.file.output(Op.gsave, 0.001 * fontsize, 0, 0, 0.001 * fontsize, ox, oy, Op.concat_matrix) name = self.file._get_xobject_symbol_name( fontname, symbol_name) self.file.output(Name(name), Op.use_xobject) self.file.output(Op.grestore) # Draw any horizontal lines in the math layout for ox, oy, width, height in rects: self.file.output(Op.gsave, ox, oy, width, height, Op.rectangle, Op.fill, Op.grestore) # Pop off the global transformation self.file.output(Op.grestore) def draw_tex(self, gc, x, y, s, prop, angle, ismath='TeX!', mtext=None): texmanager = self.get_texmanager() fontsize = prop.get_size_in_points() dvifile = texmanager.make_dvi(s, fontsize) dvi = dviread.Dvi(dvifile, 72) page = six.next(iter(dvi)) dvi.close() # Gather font information and do some setup for combining # characters into strings. The variable seq will contain a # sequence of font and text entries. A font entry is a list # ['font', name, size] where name is a Name object for the # font. A text entry is ['text', x, y, glyphs, x+w] where x # and y are the starting coordinates, w is the width, and # glyphs is a list; in this phase it will always contain just # one one-character string, but later it may have longer # strings interspersed with kern amounts. oldfont, seq = None, [] for x1, y1, dvifont, glyph, width in page.text: if dvifont != oldfont: pdfname = self.file.fontName(dvifont.texname) if dvifont.texname not in self.file.dviFontInfo: psfont = self.tex_font_mapping(dvifont.texname) self.file.dviFontInfo[dvifont.texname] = Bunch( fontfile=psfont.filename, basefont=psfont.psname, encodingfile=psfont.encoding, effects=psfont.effects, dvifont=dvifont) seq += [['font', pdfname, dvifont.size]] oldfont = dvifont # We need to convert the glyph numbers to bytes, and the easiest # way to do this on both Python 2 and 3 is .encode('latin-1') seq += [['text', x1, y1, [six.unichr(glyph).encode('latin-1')], x1+width]] # Find consecutive text strings with constant y coordinate and # combine into a sequence of strings and kerns, or just one # string (if any kerns would be less than 0.1 points). i, curx, fontsize = 0, 0, None while i < len(seq)-1: elt, nxt = seq[i:i+2] if elt[0] == 'font': fontsize = elt[2] elif elt[0] == nxt[0] == 'text' and elt[2] == nxt[2]: offset = elt[4] - nxt[1] if abs(offset) < 0.1: elt[3][-1] += nxt[3][0] elt[4] += nxt[4]-nxt[1] else: elt[3] += [offset*1000.0/fontsize, nxt[3][0]] elt[4] = nxt[4] del seq[i+1] continue i += 1 # Create a transform to map the dvi contents to the canvas. mytrans = Affine2D().rotate_deg(angle).translate(x, y) # Output the text. self.check_gc(gc, gc._rgb) self.file.output(Op.begin_text) curx, cury, oldx, oldy = 0, 0, 0, 0 for elt in seq: if elt[0] == 'font': self.file.output(elt[1], elt[2], Op.selectfont) elif elt[0] == 'text': curx, cury = mytrans.transform((elt[1], elt[2])) self._setup_textpos(curx, cury, angle, oldx, oldy) oldx, oldy = curx, cury if len(elt[3]) == 1: self.file.output(elt[3][0], Op.show) else: self.file.output(elt[3], Op.showkern) else: assert False self.file.output(Op.end_text) # Then output the boxes (e.g., variable-length lines of square # roots). boxgc = self.new_gc() boxgc.copy_properties(gc) boxgc.set_linewidth(0) pathops = [Path.MOVETO, Path.LINETO, Path.LINETO, Path.LINETO, Path.CLOSEPOLY] for x1, y1, h, w in page.boxes: path = Path([[x1, y1], [x1+w, y1], [x1+w, y1+h], [x1, y1+h], [0, 0]], pathops) self.draw_path(boxgc, path, mytrans, gc._rgb) def encode_string(self, s, fonttype): if fonttype in (1, 3): return s.encode('cp1252', 'replace') return s.encode('utf-16be', 'replace') def draw_text(self, gc, x, y, s, prop, angle, ismath=False, mtext=None): # TODO: combine consecutive texts into one BT/ET delimited section # This function is rather complex, since there is no way to # access characters of a Type 3 font with codes > 255. (Type # 3 fonts can not have a CIDMap). Therefore, we break the # string into chunks, where each chunk contains exclusively # 1-byte or exclusively 2-byte characters, and output each # chunk a separate command. 1-byte characters use the regular # text show command (Tj), whereas 2-byte characters use the # use XObject command (Do). If using Type 42 fonts, all of # this complication is avoided, but of course, those fonts can # not be subsetted. self.check_gc(gc, gc._rgb) if ismath: return self.draw_mathtext(gc, x, y, s, prop, angle) fontsize = prop.get_size_in_points() if rcParams['pdf.use14corefonts']: font = self._get_font_afm(prop) l, b, w, h = font.get_str_bbox(s) fonttype = 1 else: font = self._get_font_ttf(prop) self.track_characters(font, s) font.set_text(s, 0.0, flags=LOAD_NO_HINTING) fonttype = rcParams['pdf.fonttype'] # We can't subset all OpenType fonts, so switch to Type 42 # in that case. if is_opentype_cff_font(font.fname): fonttype = 42 def check_simple_method(s): """Determine if we should use the simple or woven method to output this text, and chunks the string into 1-byte and 2-byte sections if necessary.""" use_simple_method = True chunks = [] if not rcParams['pdf.use14corefonts']: if fonttype == 3 and not isinstance(s, bytes) and len(s) != 0: # Break the string into chunks where each chunk is either # a string of chars <= 255, or a single character > 255. s = six.text_type(s) for c in s: if ord(c) <= 255: char_type = 1 else: char_type = 2 if len(chunks) and chunks[-1][0] == char_type: chunks[-1][1].append(c) else: chunks.append((char_type, [c])) use_simple_method = (len(chunks) == 1 and chunks[-1][0] == 1) return use_simple_method, chunks def draw_text_simple(): """Outputs text using the simple method.""" self.file.output(Op.begin_text, self.file.fontName(prop), fontsize, Op.selectfont) self._setup_textpos(x, y, angle) self.file.output(self.encode_string(s, fonttype), Op.show, Op.end_text) def draw_text_woven(chunks): """Outputs text using the woven method, alternating between chunks of 1-byte characters and 2-byte characters. Only used for Type 3 fonts.""" chunks = [(a, ''.join(b)) for a, b in chunks] cmap = font.get_charmap() # Do the rotation and global translation as a single matrix # concatenation up front self.file.output(Op.gsave) a = angle / 180.0 * pi self.file.output(cos(a), sin(a), -sin(a), cos(a), x, y, Op.concat_matrix) # Output all the 1-byte characters in a BT/ET group, then # output all the 2-byte characters. for mode in (1, 2): newx = oldx = 0 # Output a 1-byte character chunk if mode == 1: self.file.output(Op.begin_text, self.file.fontName(prop), fontsize, Op.selectfont) for chunk_type, chunk in chunks: if mode == 1 and chunk_type == 1: self._setup_textpos(newx, 0, 0, oldx, 0, 0) self.file.output(self.encode_string(chunk, fonttype), Op.show) oldx = newx lastgind = None for c in chunk: ccode = ord(c) gind = cmap.get(ccode) if gind is not None: if mode == 2 and chunk_type == 2: glyph_name = font.get_glyph_name(gind) self.file.output(Op.gsave) self.file.output(0.001 * fontsize, 0, 0, 0.001 * fontsize, newx, 0, Op.concat_matrix) name = self.file._get_xobject_symbol_name( font.fname, glyph_name) self.file.output(Name(name), Op.use_xobject) self.file.output(Op.grestore) # Move the pointer based on the character width # and kerning glyph = font.load_char(ccode, flags=LOAD_NO_HINTING) if lastgind is not None: kern = font.get_kerning( lastgind, gind, KERNING_UNFITTED) else: kern = 0 lastgind = gind newx += kern/64.0 + glyph.linearHoriAdvance/65536.0 if mode == 1: self.file.output(Op.end_text) self.file.output(Op.grestore) use_simple_method, chunks = check_simple_method(s) if use_simple_method: return draw_text_simple() else: return draw_text_woven(chunks) def get_text_width_height_descent(self, s, prop, ismath): if rcParams['text.usetex']: texmanager = self.get_texmanager() fontsize = prop.get_size_in_points() w, h, d = texmanager.get_text_width_height_descent(s, fontsize, renderer=self) return w, h, d if ismath: w, h, d, glyphs, rects, used_characters = \ self.mathtext_parser.parse(s, 72, prop) elif rcParams['pdf.use14corefonts']: font = self._get_font_afm(prop) l, b, w, h, d = font.get_str_bbox_and_descent(s) scale = prop.get_size_in_points() w *= scale / 1000 h *= scale / 1000 d *= scale / 1000 else: font = self._get_font_ttf(prop) font.set_text(s, 0.0, flags=LOAD_NO_HINTING) w, h = font.get_width_height() scale = (1.0 / 64.0) w *= scale h *= scale d = font.get_descent() d *= scale return w, h, d def _get_font_afm(self, prop): key = hash(prop) font = self.afm_font_cache.get(key) if font is None: filename = findfont( prop, fontext='afm', directory=self.file._core14fontdir) if filename is None: filename = findfont( "Helvetica", fontext='afm', directory=self.file._core14fontdir) font = self.afm_font_cache.get(filename) if font is None: with open(filename, 'rb') as fh: font = AFM(fh) self.afm_font_cache[filename] = font self.afm_font_cache[key] = font return font def _get_font_ttf(self, prop): key = hash(prop) font = self.truetype_font_cache.get(key) if font is None: filename = findfont(prop) font = self.truetype_font_cache.get(filename) if font is None: font = FT2Font(filename) self.truetype_font_cache[filename] = font self.truetype_font_cache[key] = font font.clear() font.set_size(prop.get_size_in_points(), 72) return font def flipy(self): return False def get_canvas_width_height(self): return self.file.width / 72.0, self.file.height / 72.0 def new_gc(self): return GraphicsContextPdf(self.file) class GraphicsContextPdf(GraphicsContextBase): def __init__(self, file): GraphicsContextBase.__init__(self) self._fillcolor = (0.0, 0.0, 0.0) self._effective_alphas = (1.0, 1.0) self.file = file self.parent = None def __repr__(self): d = dict(self.__dict__) del d['file'] del d['parent'] return repr(d) def strokep(self): """ Predicate: does the path need to be stroked (its outline drawn)? This tests for the various conditions that disable stroking the path, in which case it would presumably be filled. """ # _linewidth > 0: in pdf a line of width 0 is drawn at minimum # possible device width, but e.g., agg doesn't draw at all return (self._linewidth > 0 and self._alpha > 0 and (len(self._rgb) <= 3 or self._rgb[3] != 0.0)) def fillp(self, *args): """ Predicate: does the path need to be filled? An optional argument can be used to specify an alternative _fillcolor, as needed by RendererPdf.draw_markers. """ if len(args): _fillcolor = args[0] else: _fillcolor = self._fillcolor return (self._hatch or (_fillcolor is not None and (len(_fillcolor) <= 3 or _fillcolor[3] != 0.0))) def close_and_paint(self): """ Return the appropriate pdf operator to close the path and cause it to be stroked, filled, or both. """ return Op.paint_path(True, self.fillp(), self.strokep()) def paint(self): """ Return the appropriate pdf operator to cause the path to be stroked, filled, or both. """ return Op.paint_path(False, self.fillp(), self.strokep()) capstyles = {'butt': 0, 'round': 1, 'projecting': 2} joinstyles = {'miter': 0, 'round': 1, 'bevel': 2} def capstyle_cmd(self, style): return [self.capstyles[style], Op.setlinecap] def joinstyle_cmd(self, style): return [self.joinstyles[style], Op.setlinejoin] def linewidth_cmd(self, width): return [width, Op.setlinewidth] def dash_cmd(self, dashes): offset, dash = dashes if dash is None: dash = [] offset = 0 return [list(dash), offset, Op.setdash] def alpha_cmd(self, alpha, forced, effective_alphas): name = self.file.alphaState(effective_alphas) return [name, Op.setgstate] def hatch_cmd(self, hatch): if not hatch: if self._fillcolor is not None: return self.fillcolor_cmd(self._fillcolor) else: return [Name('DeviceRGB'), Op.setcolorspace_nonstroke] else: hatch_style = (self._rgb, self._fillcolor, hatch) name = self.file.hatchPattern(hatch_style) return [Name('Pattern'), Op.setcolorspace_nonstroke, name, Op.setcolor_nonstroke] def rgb_cmd(self, rgb): if rcParams['pdf.inheritcolor']: return [] if rgb[0] == rgb[1] == rgb[2]: return [rgb[0], Op.setgray_stroke] else: return list(rgb[:3]) + [Op.setrgb_stroke] def fillcolor_cmd(self, rgb): if rgb is None or rcParams['pdf.inheritcolor']: return [] elif rgb[0] == rgb[1] == rgb[2]: return [rgb[0], Op.setgray_nonstroke] else: return list(rgb[:3]) + [Op.setrgb_nonstroke] def push(self): parent = GraphicsContextPdf(self.file) parent.copy_properties(self) parent.parent = self.parent self.parent = parent return [Op.gsave] def pop(self): assert self.parent is not None self.copy_properties(self.parent) self.parent = self.parent.parent return [Op.grestore] def clip_cmd(self, cliprect, clippath): """Set clip rectangle. Calls self.pop() and self.push().""" cmds = [] # Pop graphics state until we hit the right one or the stack is empty while ((self._cliprect, self._clippath) != (cliprect, clippath) and self.parent is not None): cmds.extend(self.pop()) # Unless we hit the right one, set the clip polygon if ((self._cliprect, self._clippath) != (cliprect, clippath) or self.parent is None): cmds.extend(self.push()) if self._cliprect != cliprect: cmds.extend([cliprect, Op.rectangle, Op.clip, Op.endpath]) if self._clippath != clippath: path, affine = clippath.get_transformed_path_and_affine() cmds.extend( PdfFile.pathOperations(path, affine, simplify=False) + [Op.clip, Op.endpath]) return cmds commands = ( # must come first since may pop (('_cliprect', '_clippath'), clip_cmd), (('_alpha', '_forced_alpha', '_effective_alphas'), alpha_cmd), (('_capstyle',), capstyle_cmd), (('_fillcolor',), fillcolor_cmd), (('_joinstyle',), joinstyle_cmd), (('_linewidth',), linewidth_cmd), (('_dashes',), dash_cmd), (('_rgb',), rgb_cmd), (('_hatch',), hatch_cmd), # must come after fillcolor and rgb ) # TODO: _linestyle def delta(self, other): """ Copy properties of other into self and return PDF commands needed to transform self into other. """ cmds = [] for params, cmd in self.commands: different = False for p in params: ours = getattr(self, p) theirs = getattr(other, p) try: if (ours is None or theirs is None): different = bool(not(ours is theirs)) else: different = bool(ours != theirs) except ValueError: ours = np.asarray(ours) theirs = np.asarray(theirs) different = (ours.shape != theirs.shape or np.any(ours != theirs)) if different: break if different: theirs = [getattr(other, p) for p in params] cmds.extend(cmd(self, *theirs)) for p in params: setattr(self, p, getattr(other, p)) return cmds def copy_properties(self, other): """ Copy properties of other into self. """ GraphicsContextBase.copy_properties(self, other) fillcolor = getattr(other, '_fillcolor', self._fillcolor) effective_alphas = getattr(other, '_effective_alphas', self._effective_alphas) self._fillcolor = fillcolor self._effective_alphas = effective_alphas def finalize(self): """ Make sure every pushed graphics state is popped. """ cmds = [] while self.parent is not None: cmds.extend(self.pop()) return cmds ######################################################################## # # The following functions and classes are for pylab and implement # window/figure managers, etc... # ######################################################################## def new_figure_manager(num, *args, **kwargs): """ Create a new figure manager instance """ # if a main-level app must be created, this is the usual place to # do it -- see backend_wx, backend_wxagg and backend_tkagg for # examples. Not all GUIs require explicit instantiation of a # main-level app (egg backend_gtk, backend_gtkagg) for pylab FigureClass = kwargs.pop('FigureClass', Figure) thisFig = FigureClass(*args, **kwargs) return new_figure_manager_given_figure(num, thisFig) def new_figure_manager_given_figure(num, figure): """ Create a new figure manager instance for the given figure. """ canvas = FigureCanvasPdf(figure) manager = FigureManagerPdf(canvas, num) return manager class PdfPages(object): """ A multi-page PDF file. Examples -------- >>> import matplotlib.pyplot as plt >>> # Initialize: >>> with PdfPages('foo.pdf') as pdf: ... # As many times as you like, create a figure fig and save it: ... fig = plt.figure() ... pdf.savefig(fig) ... # When no figure is specified the current figure is saved ... pdf.savefig() Notes ----- In reality :class:`PdfPages` is a thin wrapper around :class:`PdfFile`, in order to avoid confusion when using :func:`~matplotlib.pyplot.savefig` and forgetting the format argument. """ __slots__ = ('_file', 'keep_empty') def __init__(self, filename, keep_empty=True): """ Create a new PdfPages object. Parameters ---------- filename: str Plots using :meth:`PdfPages.savefig` will be written to a file at this location. The file is opened at once and any older file with the same name is overwritten. keep_empty: bool, optional If set to False, then empty pdf files will be deleted automatically when closed. """ self._file = PdfFile(filename) self.keep_empty = keep_empty def __enter__(self): return self def __exit__(self, exc_type, exc_val, exc_tb): self.close() def close(self): """ Finalize this object, making the underlying file a complete PDF file. """ self._file.close() if (self.get_pagecount() == 0 and not self.keep_empty and not self._file.passed_in_file_object): os.remove(self._file.fh.name) self._file = None def infodict(self): """ Return a modifiable information dictionary object (see PDF reference section 10.2.1 'Document Information Dictionary'). """ return self._file.infoDict def savefig(self, figure=None, **kwargs): """ Saves a :class:`~matplotlib.figure.Figure` to this file as a new page. Any other keyword arguments are passed to :meth:`~matplotlib.figure.Figure.savefig`. Parameters ---------- figure: :class:`~matplotlib.figure.Figure` or int, optional Specifies what figure is saved to file. If not specified, the active figure is saved. If a :class:`~matplotlib.figure.Figure` instance is provided, this figure is saved. If an int is specified, the figure instance to save is looked up by number. """ if isinstance(figure, Figure): figure.savefig(self, format='pdf', **kwargs) else: if figure is None: figureManager = Gcf.get_active() else: figureManager = Gcf.get_fig_manager(figure) if figureManager is None: raise ValueError("No such figure: " + repr(figure)) else: figureManager.canvas.figure.savefig(self, format='pdf', **kwargs) def get_pagecount(self): """ Returns the current number of pages in the multipage pdf file. """ return len(self._file.pageList) class FigureCanvasPdf(FigureCanvasBase): """ The canvas the figure renders into. Calls the draw and print fig methods, creates the renderers, etc... Public attribute figure - A Figure instance """ fixed_dpi = 72 def draw(self): pass filetypes = {'pdf': 'Portable Document Format'} def get_default_filetype(self): return 'pdf' def print_pdf(self, filename, **kwargs): image_dpi = kwargs.get('dpi', 72) # dpi to use for images self.figure.set_dpi(72) # there are 72 pdf points to an inch width, height = self.figure.get_size_inches() if isinstance(filename, PdfPages): file = filename._file else: file = PdfFile(filename) try: file.newPage(width, height) _bbox_inches_restore = kwargs.pop("bbox_inches_restore", None) renderer = MixedModeRenderer( self.figure, width, height, image_dpi, RendererPdf(file, image_dpi), bbox_inches_restore=_bbox_inches_restore) self.figure.draw(renderer) renderer.finalize() finally: if isinstance(filename, PdfPages): # finish off this page file.endStream() else: # we opened the file above; now finish it off file.close() class FigureManagerPdf(FigureManagerBase): pass FigureCanvas = FigureCanvasPdf FigureManager = FigureManagerPdf
mit
evan-magnusson/dynamic
Data/Calibration/Firm_Calibration_Python/data_structures/data_class.py
6
10030
''' Data Structures (data_class.py): ------------------------------------------------------------------------------- Last updated 6/24/2015 This module defines data structures in order to keep track of firm data that is categorized by NAICS codes. Dealing with this data is made particularly difficult by the levels of detail that firms can be differentiated on. Different data sources consequently have varying levels of specificity. In order to deal with this, the module creates a *NAICS tree* data structure. The :term:`NAICS tree` is a standard tree data structure with each node corresponding to an NAICS industry. The nodes are coded in as custom "industry" objects. The industry object has a list of sub-industries and a custom pandas dataframes object. The pandas dataframes object has a dictionary of pandas dataframes as well as custom functions for maintaining it. ''' # Packages: import pandas as pd import numpy as np ''' ------------------------------------------------------------------------------- Objects defined here: pd_dfs (pandas dataframes): A dictionary of pandas dataframes. industry: A list of sub-industries, as well as a pd_dfs for pertinent data. tree: A tree of industry objects. Has a root that aggregates all the industries, as well as a list of all industries in the tree. ------------------------------------------------------------------------------- class pd_dfs: This Defines an object that contains a list of pandas dataframes. dfs: A dictionary of panda dataframes. n: The number of pandas dataframes in the list. ------------------------------------------------------------------------------- ''' class pd_dfs: """ This "pandas dataframes" object has one member: a dictionary of pandas dataframes. The class has functions for reading in and maintaining this. :param args: Data to initialize the dictionary with. This is either a dictionary of pandas dataframes, or tuple/list of keys alternated with pandas dataframes. """ def __init__(self, *args): # Initialize the dictionary: self.dfs = {} self.append(args) def append(self, *args): """ Appending to the dictionary of pandas dataframe. :param args: Data to be appendend. This is either a dictionary of pandas dataframes, or tuple/list of keys alternated with pandas dataframes. """ # *args may be nested in tuples as it goes through multiple functions: while len(args) == 1 and isinstance(args[0], (list,tuple)): args = args[0] # If the input is a dictionary: if len(args) > 0 and isinstance(args[0], dict): for key in args[0]: self.dfs[key] = args[0][key] return None # If the input is a list or tuple alternating between keys and pd_dfs: for i in xrange(len(args)): if isinstance(args[i], (list,tuple)): self.dfs[args[i][0]] = args[i][1] else: if i%2 == 0: self.dfs[args[i]] = args[i+1] def delete(self, keys=None): """ Deleting elements in dictionary of pandas dataframe. :param keys: A list of keys to be deleted.""" for key in keys: try: del self.dfs[key] except KeyError: pass class industry: ''' This object represents an industry. It has a list of the NAICS codes of the sub-industries as well as a pandas dataframes object. :param sub_ind: A list of sub-industries of this industry. :param args: Data to initialize the industry with. This is either a dictionary of pandas dataframes, or tuple/list of keys alternated with pandas dataframes. ''' def __init__(self, sub_ind, *args): self.sub_ind = sub_ind # Initialize the data: self.data = pd_dfs(args) def append_dfs(self, *args): ''' Append data. :param args: Data to append the industry with. This is either a dictionary of pandas dataframes, or tuple/list of keys alternated with pandas dataframes. ''' self.data.append(args) def delete_df(self, keys): ''' Delete data. :param args: Keys corresponding to the dataframes to be deleted. ''' self.data.delete(keys) class tree: """ Defines a tree where each node is an industry. The tree has a root, a list of all the industries, and a matching from each index of an industry to the index of the corresponding parent. :param path: The path of a csv file that has one column of NAICS codes. .. note:: In the input csv file, industries with multiple NAICS codes **must** separate the codes using periods ("."). Anything besides digits and periods will make the function crash. .. note:: The input csv file must have "Codes:" as a header on the first row of the first column. :param root: An industry object corresponding to the aggregate of all the industries. This should have a NAICS code of '1'. :param enumeration: An enumeration of all the industries. :param par: A matching from each index of an industry to the index of the corresponding parent. """ def __init__(self, path="", root=None, enum_inds=None, par=None): if path != "": self = self.load_naics(path) else: self.root = root if enum_inds == None: enum_inds = pd.DataFrame(np.zeros((0,0))) self.enum_inds = [industry([]) for i in xrange(0,len(enum_inds))] self.par = par def append_all(self, df_nm, df_cols): ''' Appends pandas dataframe to all industries in a tree. This dataframe has dimensions 1xlen(df_cols), and corresponds to key df_nm in the dataframes dictionary. :param root: An industry object that aggregates over all the industries. :param enumeration: An enumeration of all the industries. ''' for i in self.enum_inds: i.data.append((df_nm, pd.DataFrame(np.zeros((1, len(df_cols))), columns=df_cols))) def load_naics(self, path): ''' This function takes a csv file that is a column of NAICS codes and generates a *NAICS tree*. :param path: The path of a csv file that has one column of NAICS codes. .. note:: In the input csv file, industries with multiple NAICS codes **must** separate the codes using periods (".") in the csv file. Anything besides digits and periods will make the function crash. .. note:: The input csv file must have "Codes:" as a header on the first row of the first column. ''' # Reading in a list of naics codes: naics_codes = pd.read_csv(path).fillna(0) rows = naics_codes.shape[0] # Initializing the naics tree: self.enum_inds = [industry([]) for i in xrange(0,rows)] self.root = self.enum_inds[0] self.par = [0]*rows # Read the naics codes into the tree: for i in xrange(0, rows): cur_codes = pd.DataFrame(naics_codes.iloc[i,0].split("-")) if(cur_codes.shape[0] == 2): cur_codes = pd.DataFrame(range(int(cur_codes.iloc[0,0]), int(cur_codes.iloc[1,0])+1)) self.enum_inds[i].append_dfs(("Codes:", cur_codes)) cur_rows = self.enum_inds[i].data.dfs["Codes:"].shape[0] for j in xrange(0, cur_rows): code = int(self.enum_inds[i].data.dfs["Codes:"].iloc[j,0]) self.enum_inds[i].data.dfs["Codes:"].iloc[j,0] = code # Creating the tree structure: # "levels" keeps track of the path from the root to the current industry. levels = [None] levels[0] = self.enum_inds[0] levels_index = [0] cur_lvl = 0 # Going through every industry in the tree and finding the parent/children: for i in xrange(1,rows): cur_ind = self.enum_inds[i] cur_codes = cur_ind.data.dfs["Codes:"] cur_rows = cur_codes.shape[0] par_found = False while not par_found: prev_ind = levels[cur_lvl] prev_codes = prev_ind.data.dfs["Codes:"] prev_rows = prev_codes.shape[0] for j in xrange(0, cur_rows): for k in xrange(0, prev_rows): if cur_lvl == 0: # Then the industry's parent is the root. par_found = True cur_lvl += 1 levels.append(cur_ind) levels_index.append(i) levels[0].sub_ind.append(cur_ind) self.par[i] = levels_index[cur_lvl-1] break elif str(prev_codes.iloc[k,0]) in str(cur_codes.iloc[j,0]): # Then "levels[cur_lvl]" is the parent of "cur_ind": par_found = True cur_lvl += 1 levels.append(cur_ind) levels_index.append(i) prev_ind.sub_ind.append(cur_ind) self.par[i] = levels_index[cur_lvl-1] break if(par_found): break if not par_found: del levels[cur_lvl] del levels_index[cur_lvl] cur_lvl -= 1 return self
mit
rohanp/scikit-learn
benchmarks/bench_tree.py
297
3617
""" To run this, you'll need to have installed. * scikit-learn Does two benchmarks First, we fix a training set, increase the number of samples to classify and plot number of classified samples as a function of time. In the second benchmark, we increase the number of dimensions of the training set, classify a sample and plot the time taken as a function of the number of dimensions. """ import numpy as np import pylab as pl import gc from datetime import datetime # to store the results scikit_classifier_results = [] scikit_regressor_results = [] mu_second = 0.0 + 10 ** 6 # number of microseconds in a second def bench_scikit_tree_classifier(X, Y): """Benchmark with scikit-learn decision tree classifier""" from sklearn.tree import DecisionTreeClassifier gc.collect() # start time tstart = datetime.now() clf = DecisionTreeClassifier() clf.fit(X, Y).predict(X) delta = (datetime.now() - tstart) # stop time scikit_classifier_results.append( delta.seconds + delta.microseconds / mu_second) def bench_scikit_tree_regressor(X, Y): """Benchmark with scikit-learn decision tree regressor""" from sklearn.tree import DecisionTreeRegressor gc.collect() # start time tstart = datetime.now() clf = DecisionTreeRegressor() clf.fit(X, Y).predict(X) delta = (datetime.now() - tstart) # stop time scikit_regressor_results.append( delta.seconds + delta.microseconds / mu_second) if __name__ == '__main__': print('============================================') print('Warning: this is going to take a looong time') print('============================================') n = 10 step = 10000 n_samples = 10000 dim = 10 n_classes = 10 for i in range(n): print('============================================') print('Entering iteration %s of %s' % (i, n)) print('============================================') n_samples += step X = np.random.randn(n_samples, dim) Y = np.random.randint(0, n_classes, (n_samples,)) bench_scikit_tree_classifier(X, Y) Y = np.random.randn(n_samples) bench_scikit_tree_regressor(X, Y) xx = range(0, n * step, step) pl.figure('scikit-learn tree benchmark results') pl.subplot(211) pl.title('Learning with varying number of samples') pl.plot(xx, scikit_classifier_results, 'g-', label='classification') pl.plot(xx, scikit_regressor_results, 'r-', label='regression') pl.legend(loc='upper left') pl.xlabel('number of samples') pl.ylabel('Time (s)') scikit_classifier_results = [] scikit_regressor_results = [] n = 10 step = 500 start_dim = 500 n_classes = 10 dim = start_dim for i in range(0, n): print('============================================') print('Entering iteration %s of %s' % (i, n)) print('============================================') dim += step X = np.random.randn(100, dim) Y = np.random.randint(0, n_classes, (100,)) bench_scikit_tree_classifier(X, Y) Y = np.random.randn(100) bench_scikit_tree_regressor(X, Y) xx = np.arange(start_dim, start_dim + n * step, step) pl.subplot(212) pl.title('Learning in high dimensional spaces') pl.plot(xx, scikit_classifier_results, 'g-', label='classification') pl.plot(xx, scikit_regressor_results, 'r-', label='regression') pl.legend(loc='upper left') pl.xlabel('number of dimensions') pl.ylabel('Time (s)') pl.axis('tight') pl.show()
bsd-3-clause
JeanKossaifi/scikit-learn
sklearn/kernel_approximation.py
258
17973
""" The :mod:`sklearn.kernel_approximation` module implements several approximate kernel feature maps base on Fourier transforms. """ # Author: Andreas Mueller <[email protected]> # # License: BSD 3 clause import warnings import numpy as np import scipy.sparse as sp from scipy.linalg import svd from .base import BaseEstimator from .base import TransformerMixin from .utils import check_array, check_random_state, as_float_array from .utils.extmath import safe_sparse_dot from .utils.validation import check_is_fitted from .metrics.pairwise import pairwise_kernels class RBFSampler(BaseEstimator, TransformerMixin): """Approximates feature map of an RBF kernel by Monte Carlo approximation of its Fourier transform. It implements a variant of Random Kitchen Sinks.[1] Read more in the :ref:`User Guide <rbf_kernel_approx>`. Parameters ---------- gamma : float Parameter of RBF kernel: exp(-gamma * x^2) n_components : int Number of Monte Carlo samples per original feature. Equals the dimensionality of the computed feature space. random_state : {int, RandomState}, optional If int, random_state is the seed used by the random number generator; if RandomState instance, random_state is the random number generator. Notes ----- See "Random Features for Large-Scale Kernel Machines" by A. Rahimi and Benjamin Recht. [1] "Weighted Sums of Random Kitchen Sinks: Replacing minimization with randomization in learning" by A. Rahimi and Benjamin Recht. (http://www.eecs.berkeley.edu/~brecht/papers/08.rah.rec.nips.pdf) """ def __init__(self, gamma=1., n_components=100, random_state=None): self.gamma = gamma self.n_components = n_components self.random_state = random_state def fit(self, X, y=None): """Fit the model with X. Samples random projection according to n_features. Parameters ---------- X : {array-like, sparse matrix}, shape (n_samples, n_features) Training data, where n_samples in the number of samples and n_features is the number of features. Returns ------- self : object Returns the transformer. """ X = check_array(X, accept_sparse='csr') random_state = check_random_state(self.random_state) n_features = X.shape[1] self.random_weights_ = (np.sqrt(2 * self.gamma) * random_state.normal( size=(n_features, self.n_components))) self.random_offset_ = random_state.uniform(0, 2 * np.pi, size=self.n_components) return self def transform(self, X, y=None): """Apply the approximate feature map to X. Parameters ---------- X : {array-like, sparse matrix}, shape (n_samples, n_features) New data, where n_samples in the number of samples and n_features is the number of features. Returns ------- X_new : array-like, shape (n_samples, n_components) """ check_is_fitted(self, 'random_weights_') X = check_array(X, accept_sparse='csr') projection = safe_sparse_dot(X, self.random_weights_) projection += self.random_offset_ np.cos(projection, projection) projection *= np.sqrt(2.) / np.sqrt(self.n_components) return projection class SkewedChi2Sampler(BaseEstimator, TransformerMixin): """Approximates feature map of the "skewed chi-squared" kernel by Monte Carlo approximation of its Fourier transform. Read more in the :ref:`User Guide <skewed_chi_kernel_approx>`. Parameters ---------- skewedness : float "skewedness" parameter of the kernel. Needs to be cross-validated. n_components : int number of Monte Carlo samples per original feature. Equals the dimensionality of the computed feature space. random_state : {int, RandomState}, optional If int, random_state is the seed used by the random number generator; if RandomState instance, random_state is the random number generator. References ---------- See "Random Fourier Approximations for Skewed Multiplicative Histogram Kernels" by Fuxin Li, Catalin Ionescu and Cristian Sminchisescu. See also -------- AdditiveChi2Sampler : A different approach for approximating an additive variant of the chi squared kernel. sklearn.metrics.pairwise.chi2_kernel : The exact chi squared kernel. """ def __init__(self, skewedness=1., n_components=100, random_state=None): self.skewedness = skewedness self.n_components = n_components self.random_state = random_state def fit(self, X, y=None): """Fit the model with X. Samples random projection according to n_features. Parameters ---------- X : array-like, shape (n_samples, n_features) Training data, where n_samples in the number of samples and n_features is the number of features. Returns ------- self : object Returns the transformer. """ X = check_array(X) random_state = check_random_state(self.random_state) n_features = X.shape[1] uniform = random_state.uniform(size=(n_features, self.n_components)) # transform by inverse CDF of sech self.random_weights_ = (1. / np.pi * np.log(np.tan(np.pi / 2. * uniform))) self.random_offset_ = random_state.uniform(0, 2 * np.pi, size=self.n_components) return self def transform(self, X, y=None): """Apply the approximate feature map to X. Parameters ---------- X : array-like, shape (n_samples, n_features) New data, where n_samples in the number of samples and n_features is the number of features. Returns ------- X_new : array-like, shape (n_samples, n_components) """ check_is_fitted(self, 'random_weights_') X = as_float_array(X, copy=True) X = check_array(X, copy=False) if (X < 0).any(): raise ValueError("X may not contain entries smaller than zero.") X += self.skewedness np.log(X, X) projection = safe_sparse_dot(X, self.random_weights_) projection += self.random_offset_ np.cos(projection, projection) projection *= np.sqrt(2.) / np.sqrt(self.n_components) return projection class AdditiveChi2Sampler(BaseEstimator, TransformerMixin): """Approximate feature map for additive chi2 kernel. Uses sampling the fourier transform of the kernel characteristic at regular intervals. Since the kernel that is to be approximated is additive, the components of the input vectors can be treated separately. Each entry in the original space is transformed into 2*sample_steps+1 features, where sample_steps is a parameter of the method. Typical values of sample_steps include 1, 2 and 3. Optimal choices for the sampling interval for certain data ranges can be computed (see the reference). The default values should be reasonable. Read more in the :ref:`User Guide <additive_chi_kernel_approx>`. Parameters ---------- sample_steps : int, optional Gives the number of (complex) sampling points. sample_interval : float, optional Sampling interval. Must be specified when sample_steps not in {1,2,3}. Notes ----- This estimator approximates a slightly different version of the additive chi squared kernel then ``metric.additive_chi2`` computes. See also -------- SkewedChi2Sampler : A Fourier-approximation to a non-additive variant of the chi squared kernel. sklearn.metrics.pairwise.chi2_kernel : The exact chi squared kernel. sklearn.metrics.pairwise.additive_chi2_kernel : The exact additive chi squared kernel. References ---------- See `"Efficient additive kernels via explicit feature maps" <http://www.robots.ox.ac.uk/~vedaldi/assets/pubs/vedaldi11efficient.pdf>`_ A. Vedaldi and A. Zisserman, Pattern Analysis and Machine Intelligence, 2011 """ def __init__(self, sample_steps=2, sample_interval=None): self.sample_steps = sample_steps self.sample_interval = sample_interval def fit(self, X, y=None): """Set parameters.""" X = check_array(X, accept_sparse='csr') if self.sample_interval is None: # See reference, figure 2 c) if self.sample_steps == 1: self.sample_interval_ = 0.8 elif self.sample_steps == 2: self.sample_interval_ = 0.5 elif self.sample_steps == 3: self.sample_interval_ = 0.4 else: raise ValueError("If sample_steps is not in [1, 2, 3]," " you need to provide sample_interval") else: self.sample_interval_ = self.sample_interval return self def transform(self, X, y=None): """Apply approximate feature map to X. Parameters ---------- X : {array-like, sparse matrix}, shape = (n_samples, n_features) Returns ------- X_new : {array, sparse matrix}, \ shape = (n_samples, n_features * (2*sample_steps + 1)) Whether the return value is an array of sparse matrix depends on the type of the input X. """ msg = ("%(name)s is not fitted. Call fit to set the parameters before" " calling transform") check_is_fitted(self, "sample_interval_", msg=msg) X = check_array(X, accept_sparse='csr') sparse = sp.issparse(X) # check if X has negative values. Doesn't play well with np.log. if ((X.data if sparse else X) < 0).any(): raise ValueError("Entries of X must be non-negative.") # zeroth component # 1/cosh = sech # cosh(0) = 1.0 transf = self._transform_sparse if sparse else self._transform_dense return transf(X) def _transform_dense(self, X): non_zero = (X != 0.0) X_nz = X[non_zero] X_step = np.zeros_like(X) X_step[non_zero] = np.sqrt(X_nz * self.sample_interval_) X_new = [X_step] log_step_nz = self.sample_interval_ * np.log(X_nz) step_nz = 2 * X_nz * self.sample_interval_ for j in range(1, self.sample_steps): factor_nz = np.sqrt(step_nz / np.cosh(np.pi * j * self.sample_interval_)) X_step = np.zeros_like(X) X_step[non_zero] = factor_nz * np.cos(j * log_step_nz) X_new.append(X_step) X_step = np.zeros_like(X) X_step[non_zero] = factor_nz * np.sin(j * log_step_nz) X_new.append(X_step) return np.hstack(X_new) def _transform_sparse(self, X): indices = X.indices.copy() indptr = X.indptr.copy() data_step = np.sqrt(X.data * self.sample_interval_) X_step = sp.csr_matrix((data_step, indices, indptr), shape=X.shape, dtype=X.dtype, copy=False) X_new = [X_step] log_step_nz = self.sample_interval_ * np.log(X.data) step_nz = 2 * X.data * self.sample_interval_ for j in range(1, self.sample_steps): factor_nz = np.sqrt(step_nz / np.cosh(np.pi * j * self.sample_interval_)) data_step = factor_nz * np.cos(j * log_step_nz) X_step = sp.csr_matrix((data_step, indices, indptr), shape=X.shape, dtype=X.dtype, copy=False) X_new.append(X_step) data_step = factor_nz * np.sin(j * log_step_nz) X_step = sp.csr_matrix((data_step, indices, indptr), shape=X.shape, dtype=X.dtype, copy=False) X_new.append(X_step) return sp.hstack(X_new) class Nystroem(BaseEstimator, TransformerMixin): """Approximate a kernel map using a subset of the training data. Constructs an approximate feature map for an arbitrary kernel using a subset of the data as basis. Read more in the :ref:`User Guide <nystroem_kernel_approx>`. Parameters ---------- kernel : string or callable, default="rbf" Kernel map to be approximated. A callable should accept two arguments and the keyword arguments passed to this object as kernel_params, and should return a floating point number. n_components : int Number of features to construct. How many data points will be used to construct the mapping. gamma : float, default=None Gamma parameter for the RBF, polynomial, exponential chi2 and sigmoid kernels. Interpretation of the default value is left to the kernel; see the documentation for sklearn.metrics.pairwise. Ignored by other kernels. degree : float, default=3 Degree of the polynomial kernel. Ignored by other kernels. coef0 : float, default=1 Zero coefficient for polynomial and sigmoid kernels. Ignored by other kernels. kernel_params : mapping of string to any, optional Additional parameters (keyword arguments) for kernel function passed as callable object. random_state : {int, RandomState}, optional If int, random_state is the seed used by the random number generator; if RandomState instance, random_state is the random number generator. Attributes ---------- components_ : array, shape (n_components, n_features) Subset of training points used to construct the feature map. component_indices_ : array, shape (n_components) Indices of ``components_`` in the training set. normalization_ : array, shape (n_components, n_components) Normalization matrix needed for embedding. Square root of the kernel matrix on ``components_``. References ---------- * Williams, C.K.I. and Seeger, M. "Using the Nystroem method to speed up kernel machines", Advances in neural information processing systems 2001 * T. Yang, Y. Li, M. Mahdavi, R. Jin and Z. Zhou "Nystroem Method vs Random Fourier Features: A Theoretical and Empirical Comparison", Advances in Neural Information Processing Systems 2012 See also -------- RBFSampler : An approximation to the RBF kernel using random Fourier features. sklearn.metrics.pairwise.kernel_metrics : List of built-in kernels. """ def __init__(self, kernel="rbf", gamma=None, coef0=1, degree=3, kernel_params=None, n_components=100, random_state=None): self.kernel = kernel self.gamma = gamma self.coef0 = coef0 self.degree = degree self.kernel_params = kernel_params self.n_components = n_components self.random_state = random_state def fit(self, X, y=None): """Fit estimator to data. Samples a subset of training points, computes kernel on these and computes normalization matrix. Parameters ---------- X : array-like, shape=(n_samples, n_feature) Training data. """ X = check_array(X, accept_sparse='csr') rnd = check_random_state(self.random_state) n_samples = X.shape[0] # get basis vectors if self.n_components > n_samples: # XXX should we just bail? n_components = n_samples warnings.warn("n_components > n_samples. This is not possible.\n" "n_components was set to n_samples, which results" " in inefficient evaluation of the full kernel.") else: n_components = self.n_components n_components = min(n_samples, n_components) inds = rnd.permutation(n_samples) basis_inds = inds[:n_components] basis = X[basis_inds] basis_kernel = pairwise_kernels(basis, metric=self.kernel, filter_params=True, **self._get_kernel_params()) # sqrt of kernel matrix on basis vectors U, S, V = svd(basis_kernel) S = np.maximum(S, 1e-12) self.normalization_ = np.dot(U * 1. / np.sqrt(S), V) self.components_ = basis self.component_indices_ = inds return self def transform(self, X): """Apply feature map to X. Computes an approximate feature map using the kernel between some training points and X. Parameters ---------- X : array-like, shape=(n_samples, n_features) Data to transform. Returns ------- X_transformed : array, shape=(n_samples, n_components) Transformed data. """ check_is_fitted(self, 'components_') X = check_array(X, accept_sparse='csr') kernel_params = self._get_kernel_params() embedded = pairwise_kernels(X, self.components_, metric=self.kernel, filter_params=True, **kernel_params) return np.dot(embedded, self.normalization_.T) def _get_kernel_params(self): params = self.kernel_params if params is None: params = {} if not callable(self.kernel): params['gamma'] = self.gamma params['degree'] = self.degree params['coef0'] = self.coef0 return params
bsd-3-clause
anntzer/scikit-learn
sklearn/feature_selection/tests/test_feature_select.py
11
25871
""" Todo: cross-check the F-value with stats model """ import itertools import warnings import numpy as np from scipy import stats, sparse import pytest from sklearn.utils._testing import assert_almost_equal from sklearn.utils._testing import assert_array_equal from sklearn.utils._testing import assert_array_almost_equal from sklearn.utils._testing import assert_warns from sklearn.utils._testing import ignore_warnings from sklearn.utils._testing import assert_warns_message from sklearn.utils import safe_mask from sklearn.datasets import make_classification, make_regression from sklearn.feature_selection import ( chi2, f_classif, f_oneway, f_regression, mutual_info_classif, mutual_info_regression, SelectPercentile, SelectKBest, SelectFpr, SelectFdr, SelectFwe, GenericUnivariateSelect) ############################################################################## # Test the score functions def test_f_oneway_vs_scipy_stats(): # Test that our f_oneway gives the same result as scipy.stats rng = np.random.RandomState(0) X1 = rng.randn(10, 3) X2 = 1 + rng.randn(10, 3) f, pv = stats.f_oneway(X1, X2) f2, pv2 = f_oneway(X1, X2) assert np.allclose(f, f2) assert np.allclose(pv, pv2) def test_f_oneway_ints(): # Smoke test f_oneway on integers: that it does raise casting errors # with recent numpys rng = np.random.RandomState(0) X = rng.randint(10, size=(10, 10)) y = np.arange(10) fint, pint = f_oneway(X, y) # test that is gives the same result as with float f, p = f_oneway(X.astype(float), y) assert_array_almost_equal(f, fint, decimal=4) assert_array_almost_equal(p, pint, decimal=4) def test_f_classif(): # Test whether the F test yields meaningful results # on a simple simulated classification problem X, y = make_classification(n_samples=200, n_features=20, n_informative=3, n_redundant=2, n_repeated=0, n_classes=8, n_clusters_per_class=1, flip_y=0.0, class_sep=10, shuffle=False, random_state=0) F, pv = f_classif(X, y) F_sparse, pv_sparse = f_classif(sparse.csr_matrix(X), y) assert (F > 0).all() assert (pv > 0).all() assert (pv < 1).all() assert (pv[:5] < 0.05).all() assert (pv[5:] > 1.e-4).all() assert_array_almost_equal(F_sparse, F) assert_array_almost_equal(pv_sparse, pv) def test_f_regression(): # Test whether the F test yields meaningful results # on a simple simulated regression problem X, y = make_regression(n_samples=200, n_features=20, n_informative=5, shuffle=False, random_state=0) F, pv = f_regression(X, y) assert (F > 0).all() assert (pv > 0).all() assert (pv < 1).all() assert (pv[:5] < 0.05).all() assert (pv[5:] > 1.e-4).all() # with centering, compare with sparse F, pv = f_regression(X, y, center=True) F_sparse, pv_sparse = f_regression(sparse.csr_matrix(X), y, center=True) assert_array_almost_equal(F_sparse, F) assert_array_almost_equal(pv_sparse, pv) # again without centering, compare with sparse F, pv = f_regression(X, y, center=False) F_sparse, pv_sparse = f_regression(sparse.csr_matrix(X), y, center=False) assert_array_almost_equal(F_sparse, F) assert_array_almost_equal(pv_sparse, pv) def test_f_regression_input_dtype(): # Test whether f_regression returns the same value # for any numeric data_type rng = np.random.RandomState(0) X = rng.rand(10, 20) y = np.arange(10).astype(int) F1, pv1 = f_regression(X, y) F2, pv2 = f_regression(X, y.astype(float)) assert_array_almost_equal(F1, F2, 5) assert_array_almost_equal(pv1, pv2, 5) def test_f_regression_center(): # Test whether f_regression preserves dof according to 'center' argument # We use two centered variates so we have a simple relationship between # F-score with variates centering and F-score without variates centering. # Create toy example X = np.arange(-5, 6).reshape(-1, 1) # X has zero mean n_samples = X.size Y = np.ones(n_samples) Y[::2] *= -1. Y[0] = 0. # have Y mean being null F1, _ = f_regression(X, Y, center=True) F2, _ = f_regression(X, Y, center=False) assert_array_almost_equal(F1 * (n_samples - 1.) / (n_samples - 2.), F2) assert_almost_equal(F2[0], 0.232558139) # value from statsmodels OLS def test_f_classif_multi_class(): # Test whether the F test yields meaningful results # on a simple simulated classification problem X, y = make_classification(n_samples=200, n_features=20, n_informative=3, n_redundant=2, n_repeated=0, n_classes=8, n_clusters_per_class=1, flip_y=0.0, class_sep=10, shuffle=False, random_state=0) F, pv = f_classif(X, y) assert (F > 0).all() assert (pv > 0).all() assert (pv < 1).all() assert (pv[:5] < 0.05).all() assert (pv[5:] > 1.e-4).all() def test_select_percentile_classif(): # Test whether the relative univariate feature selection # gets the correct items in a simple classification problem # with the percentile heuristic X, y = make_classification(n_samples=200, n_features=20, n_informative=3, n_redundant=2, n_repeated=0, n_classes=8, n_clusters_per_class=1, flip_y=0.0, class_sep=10, shuffle=False, random_state=0) univariate_filter = SelectPercentile(f_classif, percentile=25) X_r = univariate_filter.fit(X, y).transform(X) X_r2 = GenericUnivariateSelect(f_classif, mode='percentile', param=25).fit(X, y).transform(X) assert_array_equal(X_r, X_r2) support = univariate_filter.get_support() gtruth = np.zeros(20) gtruth[:5] = 1 assert_array_equal(support, gtruth) def test_select_percentile_classif_sparse(): # Test whether the relative univariate feature selection # gets the correct items in a simple classification problem # with the percentile heuristic X, y = make_classification(n_samples=200, n_features=20, n_informative=3, n_redundant=2, n_repeated=0, n_classes=8, n_clusters_per_class=1, flip_y=0.0, class_sep=10, shuffle=False, random_state=0) X = sparse.csr_matrix(X) univariate_filter = SelectPercentile(f_classif, percentile=25) X_r = univariate_filter.fit(X, y).transform(X) X_r2 = GenericUnivariateSelect(f_classif, mode='percentile', param=25).fit(X, y).transform(X) assert_array_equal(X_r.toarray(), X_r2.toarray()) support = univariate_filter.get_support() gtruth = np.zeros(20) gtruth[:5] = 1 assert_array_equal(support, gtruth) X_r2inv = univariate_filter.inverse_transform(X_r2) assert sparse.issparse(X_r2inv) support_mask = safe_mask(X_r2inv, support) assert X_r2inv.shape == X.shape assert_array_equal(X_r2inv[:, support_mask].toarray(), X_r.toarray()) # Check other columns are empty assert X_r2inv.getnnz() == X_r.getnnz() ############################################################################## # Test univariate selection in classification settings def test_select_kbest_classif(): # Test whether the relative univariate feature selection # gets the correct items in a simple classification problem # with the k best heuristic X, y = make_classification(n_samples=200, n_features=20, n_informative=3, n_redundant=2, n_repeated=0, n_classes=8, n_clusters_per_class=1, flip_y=0.0, class_sep=10, shuffle=False, random_state=0) univariate_filter = SelectKBest(f_classif, k=5) X_r = univariate_filter.fit(X, y).transform(X) X_r2 = GenericUnivariateSelect( f_classif, mode='k_best', param=5).fit(X, y).transform(X) assert_array_equal(X_r, X_r2) support = univariate_filter.get_support() gtruth = np.zeros(20) gtruth[:5] = 1 assert_array_equal(support, gtruth) def test_select_kbest_all(): # Test whether k="all" correctly returns all features. X, y = make_classification(n_samples=20, n_features=10, shuffle=False, random_state=0) univariate_filter = SelectKBest(f_classif, k='all') X_r = univariate_filter.fit(X, y).transform(X) assert_array_equal(X, X_r) def test_select_kbest_zero(): # Test whether k=0 correctly returns no features. X, y = make_classification(n_samples=20, n_features=10, shuffle=False, random_state=0) univariate_filter = SelectKBest(f_classif, k=0) univariate_filter.fit(X, y) support = univariate_filter.get_support() gtruth = np.zeros(10, dtype=bool) assert_array_equal(support, gtruth) X_selected = assert_warns_message(UserWarning, 'No features were selected', univariate_filter.transform, X) assert X_selected.shape == (20, 0) def test_select_heuristics_classif(): # Test whether the relative univariate feature selection # gets the correct items in a simple classification problem # with the fdr, fwe and fpr heuristics X, y = make_classification(n_samples=200, n_features=20, n_informative=3, n_redundant=2, n_repeated=0, n_classes=8, n_clusters_per_class=1, flip_y=0.0, class_sep=10, shuffle=False, random_state=0) univariate_filter = SelectFwe(f_classif, alpha=0.01) X_r = univariate_filter.fit(X, y).transform(X) gtruth = np.zeros(20) gtruth[:5] = 1 for mode in ['fdr', 'fpr', 'fwe']: X_r2 = GenericUnivariateSelect( f_classif, mode=mode, param=0.01).fit(X, y).transform(X) assert_array_equal(X_r, X_r2) support = univariate_filter.get_support() assert_array_almost_equal(support, gtruth) ############################################################################## # Test univariate selection in regression settings def assert_best_scores_kept(score_filter): scores = score_filter.scores_ support = score_filter.get_support() assert_array_almost_equal(np.sort(scores[support]), np.sort(scores)[-support.sum():]) def test_select_percentile_regression(): # Test whether the relative univariate feature selection # gets the correct items in a simple regression problem # with the percentile heuristic X, y = make_regression(n_samples=200, n_features=20, n_informative=5, shuffle=False, random_state=0) univariate_filter = SelectPercentile(f_regression, percentile=25) X_r = univariate_filter.fit(X, y).transform(X) assert_best_scores_kept(univariate_filter) X_r2 = GenericUnivariateSelect( f_regression, mode='percentile', param=25).fit(X, y).transform(X) assert_array_equal(X_r, X_r2) support = univariate_filter.get_support() gtruth = np.zeros(20) gtruth[:5] = 1 assert_array_equal(support, gtruth) X_2 = X.copy() X_2[:, np.logical_not(support)] = 0 assert_array_equal(X_2, univariate_filter.inverse_transform(X_r)) # Check inverse_transform respects dtype assert_array_equal(X_2.astype(bool), univariate_filter.inverse_transform(X_r.astype(bool))) def test_select_percentile_regression_full(): # Test whether the relative univariate feature selection # selects all features when '100%' is asked. X, y = make_regression(n_samples=200, n_features=20, n_informative=5, shuffle=False, random_state=0) univariate_filter = SelectPercentile(f_regression, percentile=100) X_r = univariate_filter.fit(X, y).transform(X) assert_best_scores_kept(univariate_filter) X_r2 = GenericUnivariateSelect( f_regression, mode='percentile', param=100).fit(X, y).transform(X) assert_array_equal(X_r, X_r2) support = univariate_filter.get_support() gtruth = np.ones(20) assert_array_equal(support, gtruth) def test_invalid_percentile(): X, y = make_regression(n_samples=10, n_features=20, n_informative=2, shuffle=False, random_state=0) with pytest.raises(ValueError): SelectPercentile(percentile=-1).fit(X, y) with pytest.raises(ValueError): SelectPercentile(percentile=101).fit(X, y) with pytest.raises(ValueError): GenericUnivariateSelect(mode='percentile', param=-1).fit(X, y) with pytest.raises(ValueError): GenericUnivariateSelect(mode='percentile', param=101).fit(X, y) def test_select_kbest_regression(): # Test whether the relative univariate feature selection # gets the correct items in a simple regression problem # with the k best heuristic X, y = make_regression(n_samples=200, n_features=20, n_informative=5, shuffle=False, random_state=0, noise=10) univariate_filter = SelectKBest(f_regression, k=5) X_r = univariate_filter.fit(X, y).transform(X) assert_best_scores_kept(univariate_filter) X_r2 = GenericUnivariateSelect( f_regression, mode='k_best', param=5).fit(X, y).transform(X) assert_array_equal(X_r, X_r2) support = univariate_filter.get_support() gtruth = np.zeros(20) gtruth[:5] = 1 assert_array_equal(support, gtruth) def test_select_heuristics_regression(): # Test whether the relative univariate feature selection # gets the correct items in a simple regression problem # with the fpr, fdr or fwe heuristics X, y = make_regression(n_samples=200, n_features=20, n_informative=5, shuffle=False, random_state=0, noise=10) univariate_filter = SelectFpr(f_regression, alpha=0.01) X_r = univariate_filter.fit(X, y).transform(X) gtruth = np.zeros(20) gtruth[:5] = 1 for mode in ['fdr', 'fpr', 'fwe']: X_r2 = GenericUnivariateSelect( f_regression, mode=mode, param=0.01).fit(X, y).transform(X) assert_array_equal(X_r, X_r2) support = univariate_filter.get_support() assert_array_equal(support[:5], np.ones((5, ), dtype=bool)) assert np.sum(support[5:] == 1) < 3 def test_boundary_case_ch2(): # Test boundary case, and always aim to select 1 feature. X = np.array([[10, 20], [20, 20], [20, 30]]) y = np.array([[1], [0], [0]]) scores, pvalues = chi2(X, y) assert_array_almost_equal(scores, np.array([4., 0.71428571])) assert_array_almost_equal(pvalues, np.array([0.04550026, 0.39802472])) filter_fdr = SelectFdr(chi2, alpha=0.1) filter_fdr.fit(X, y) support_fdr = filter_fdr.get_support() assert_array_equal(support_fdr, np.array([True, False])) filter_kbest = SelectKBest(chi2, k=1) filter_kbest.fit(X, y) support_kbest = filter_kbest.get_support() assert_array_equal(support_kbest, np.array([True, False])) filter_percentile = SelectPercentile(chi2, percentile=50) filter_percentile.fit(X, y) support_percentile = filter_percentile.get_support() assert_array_equal(support_percentile, np.array([True, False])) filter_fpr = SelectFpr(chi2, alpha=0.1) filter_fpr.fit(X, y) support_fpr = filter_fpr.get_support() assert_array_equal(support_fpr, np.array([True, False])) filter_fwe = SelectFwe(chi2, alpha=0.1) filter_fwe.fit(X, y) support_fwe = filter_fwe.get_support() assert_array_equal(support_fwe, np.array([True, False])) @pytest.mark.parametrize("alpha", [0.001, 0.01, 0.1]) @pytest.mark.parametrize("n_informative", [1, 5, 10]) def test_select_fdr_regression(alpha, n_informative): # Test that fdr heuristic actually has low FDR. def single_fdr(alpha, n_informative, random_state): X, y = make_regression(n_samples=150, n_features=20, n_informative=n_informative, shuffle=False, random_state=random_state, noise=10) with warnings.catch_warnings(record=True): # Warnings can be raised when no features are selected # (low alpha or very noisy data) univariate_filter = SelectFdr(f_regression, alpha=alpha) X_r = univariate_filter.fit(X, y).transform(X) X_r2 = GenericUnivariateSelect( f_regression, mode='fdr', param=alpha).fit(X, y).transform(X) assert_array_equal(X_r, X_r2) support = univariate_filter.get_support() num_false_positives = np.sum(support[n_informative:] == 1) num_true_positives = np.sum(support[:n_informative] == 1) if num_false_positives == 0: return 0. false_discovery_rate = (num_false_positives / (num_true_positives + num_false_positives)) return false_discovery_rate # As per Benjamini-Hochberg, the expected false discovery rate # should be lower than alpha: # FDR = E(FP / (TP + FP)) <= alpha false_discovery_rate = np.mean([single_fdr(alpha, n_informative, random_state) for random_state in range(100)]) assert alpha >= false_discovery_rate # Make sure that the empirical false discovery rate increases # with alpha: if false_discovery_rate != 0: assert false_discovery_rate > alpha / 10 def test_select_fwe_regression(): # Test whether the relative univariate feature selection # gets the correct items in a simple regression problem # with the fwe heuristic X, y = make_regression(n_samples=200, n_features=20, n_informative=5, shuffle=False, random_state=0) univariate_filter = SelectFwe(f_regression, alpha=0.01) X_r = univariate_filter.fit(X, y).transform(X) X_r2 = GenericUnivariateSelect( f_regression, mode='fwe', param=0.01).fit(X, y).transform(X) assert_array_equal(X_r, X_r2) support = univariate_filter.get_support() gtruth = np.zeros(20) gtruth[:5] = 1 assert_array_equal(support[:5], np.ones((5, ), dtype=bool)) assert np.sum(support[5:] == 1) < 2 def test_selectkbest_tiebreaking(): # Test whether SelectKBest actually selects k features in case of ties. # Prior to 0.11, SelectKBest would return more features than requested. Xs = [[0, 1, 1], [0, 0, 1], [1, 0, 0], [1, 1, 0]] y = [1] dummy_score = lambda X, y: (X[0], X[0]) for X in Xs: sel = SelectKBest(dummy_score, k=1) X1 = ignore_warnings(sel.fit_transform)([X], y) assert X1.shape[1] == 1 assert_best_scores_kept(sel) sel = SelectKBest(dummy_score, k=2) X2 = ignore_warnings(sel.fit_transform)([X], y) assert X2.shape[1] == 2 assert_best_scores_kept(sel) def test_selectpercentile_tiebreaking(): # Test if SelectPercentile selects the right n_features in case of ties. Xs = [[0, 1, 1], [0, 0, 1], [1, 0, 0], [1, 1, 0]] y = [1] dummy_score = lambda X, y: (X[0], X[0]) for X in Xs: sel = SelectPercentile(dummy_score, percentile=34) X1 = ignore_warnings(sel.fit_transform)([X], y) assert X1.shape[1] == 1 assert_best_scores_kept(sel) sel = SelectPercentile(dummy_score, percentile=67) X2 = ignore_warnings(sel.fit_transform)([X], y) assert X2.shape[1] == 2 assert_best_scores_kept(sel) def test_tied_pvalues(): # Test whether k-best and percentiles work with tied pvalues from chi2. # chi2 will return the same p-values for the following features, but it # will return different scores. X0 = np.array([[10000, 9999, 9998], [1, 1, 1]]) y = [0, 1] for perm in itertools.permutations((0, 1, 2)): X = X0[:, perm] Xt = SelectKBest(chi2, k=2).fit_transform(X, y) assert Xt.shape == (2, 2) assert 9998 not in Xt Xt = SelectPercentile(chi2, percentile=67).fit_transform(X, y) assert Xt.shape == (2, 2) assert 9998 not in Xt def test_scorefunc_multilabel(): # Test whether k-best and percentiles works with multilabels with chi2. X = np.array([[10000, 9999, 0], [100, 9999, 0], [1000, 99, 0]]) y = [[1, 1], [0, 1], [1, 0]] Xt = SelectKBest(chi2, k=2).fit_transform(X, y) assert Xt.shape == (3, 2) assert 0 not in Xt Xt = SelectPercentile(chi2, percentile=67).fit_transform(X, y) assert Xt.shape == (3, 2) assert 0 not in Xt def test_tied_scores(): # Test for stable sorting in k-best with tied scores. X_train = np.array([[0, 0, 0], [1, 1, 1]]) y_train = [0, 1] for n_features in [1, 2, 3]: sel = SelectKBest(chi2, k=n_features).fit(X_train, y_train) X_test = sel.transform([[0, 1, 2]]) assert_array_equal(X_test[0], np.arange(3)[-n_features:]) def test_nans(): # Assert that SelectKBest and SelectPercentile can handle NaNs. # First feature has zero variance to confuse f_classif (ANOVA) and # make it return a NaN. X = [[0, 1, 0], [0, -1, -1], [0, .5, .5]] y = [1, 0, 1] for select in (SelectKBest(f_classif, k=2), SelectPercentile(f_classif, percentile=67)): ignore_warnings(select.fit)(X, y) assert_array_equal(select.get_support(indices=True), np.array([1, 2])) def test_score_func_error(): X = [[0, 1, 0], [0, -1, -1], [0, .5, .5]] y = [1, 0, 1] for SelectFeatures in [SelectKBest, SelectPercentile, SelectFwe, SelectFdr, SelectFpr, GenericUnivariateSelect]: with pytest.raises(TypeError): SelectFeatures(score_func=10).fit(X, y) def test_invalid_k(): X = [[0, 1, 0], [0, -1, -1], [0, .5, .5]] y = [1, 0, 1] with pytest.raises(ValueError): SelectKBest(k=-1).fit(X, y) with pytest.raises(ValueError): SelectKBest(k=4).fit(X, y) with pytest.raises(ValueError): GenericUnivariateSelect(mode='k_best', param=-1).fit(X, y) with pytest.raises(ValueError): GenericUnivariateSelect(mode='k_best', param=4).fit(X, y) def test_f_classif_constant_feature(): # Test that f_classif warns if a feature is constant throughout. X, y = make_classification(n_samples=10, n_features=5) X[:, 0] = 2.0 assert_warns(UserWarning, f_classif, X, y) def test_no_feature_selected(): rng = np.random.RandomState(0) # Generate random uncorrelated data: a strict univariate test should # rejects all the features X = rng.rand(40, 10) y = rng.randint(0, 4, size=40) strict_selectors = [ SelectFwe(alpha=0.01).fit(X, y), SelectFdr(alpha=0.01).fit(X, y), SelectFpr(alpha=0.01).fit(X, y), SelectPercentile(percentile=0).fit(X, y), SelectKBest(k=0).fit(X, y), ] for selector in strict_selectors: assert_array_equal(selector.get_support(), np.zeros(10)) X_selected = assert_warns_message( UserWarning, 'No features were selected', selector.transform, X) assert X_selected.shape == (40, 0) def test_mutual_info_classif(): X, y = make_classification(n_samples=100, n_features=5, n_informative=1, n_redundant=1, n_repeated=0, n_classes=2, n_clusters_per_class=1, flip_y=0.0, class_sep=10, shuffle=False, random_state=0) # Test in KBest mode. univariate_filter = SelectKBest(mutual_info_classif, k=2) X_r = univariate_filter.fit(X, y).transform(X) X_r2 = GenericUnivariateSelect( mutual_info_classif, mode='k_best', param=2).fit(X, y).transform(X) assert_array_equal(X_r, X_r2) support = univariate_filter.get_support() gtruth = np.zeros(5) gtruth[:2] = 1 assert_array_equal(support, gtruth) # Test in Percentile mode. univariate_filter = SelectPercentile(mutual_info_classif, percentile=40) X_r = univariate_filter.fit(X, y).transform(X) X_r2 = GenericUnivariateSelect( mutual_info_classif, mode='percentile', param=40).fit(X, y).transform(X) assert_array_equal(X_r, X_r2) support = univariate_filter.get_support() gtruth = np.zeros(5) gtruth[:2] = 1 assert_array_equal(support, gtruth) def test_mutual_info_regression(): X, y = make_regression(n_samples=100, n_features=10, n_informative=2, shuffle=False, random_state=0, noise=10) # Test in KBest mode. univariate_filter = SelectKBest(mutual_info_regression, k=2) X_r = univariate_filter.fit(X, y).transform(X) assert_best_scores_kept(univariate_filter) X_r2 = GenericUnivariateSelect( mutual_info_regression, mode='k_best', param=2).fit(X, y).transform(X) assert_array_equal(X_r, X_r2) support = univariate_filter.get_support() gtruth = np.zeros(10) gtruth[:2] = 1 assert_array_equal(support, gtruth) # Test in Percentile mode. univariate_filter = SelectPercentile(mutual_info_regression, percentile=20) X_r = univariate_filter.fit(X, y).transform(X) X_r2 = GenericUnivariateSelect(mutual_info_regression, mode='percentile', param=20).fit(X, y).transform(X) assert_array_equal(X_r, X_r2) support = univariate_filter.get_support() gtruth = np.zeros(10) gtruth[:2] = 1 assert_array_equal(support, gtruth)
bsd-3-clause
msincenselee/vnpy
vnpy/data/stock/stock_base.py
1
2934
# flake8: noqa """ # 追加/更新股票基础信息 """ import os import sys import json from typing import Any from collections import OrderedDict import pandas as pd vnpy_root = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', '..', '..')) if vnpy_root not in sys.path: sys.path.append(vnpy_root) os.environ["VNPY_TESTING"] = "1" import baostock as bs from vnpy.trader.constant import Exchange from vnpy.trader.utility import load_json, load_data_from_pkb2, save_data_to_pkb2 from vnpy.data.tdx.tdx_common import get_stock_type import baostock as bs stock_type_map = { "1": '股票', "2": "指数", "3": "其他" } STOCK_BASE_FILE = 'stock_base.pkb2' # get_stock_base 返回数据格式 # vt_symbol: { # 'exchange': 交易所代码 # 'code': 股票代码 # 'name': 中文名 # 'ipo_date': 上市日期 # 'out_date': 退市日期 # '类型': 股票,指数,其他 # 'type': stock_cn, index_cn,etf_cn,bond_cn,cb_cn # 'status': '上市' '退市' # } def get_stock_base(): """ 获取股票基础信息""" base_file_name = os.path.abspath(os.path.join(os.path.dirname(__file__), STOCK_BASE_FILE)) base_data = load_data_from_pkb2(base_file_name) if base_data is None: return update_stock_base() else: return base_data def update_stock_base(): """ 更新股票基础信息 :return: """ base_file_name = os.path.abspath(os.path.join(os.path.dirname(__file__), STOCK_BASE_FILE)) base_data = load_data_from_pkb2(base_file_name) if base_data is None: base_data = dict() login_msg = bs.login() if login_msg.error_code != '0': print(f'证券宝登录错误代码:{login_msg.error_code}, 错误信息:{login_msg.error_msg}') return base_data rs = bs.query_stock_basic() if rs.error_code != '0': print(f'证券宝获取沪深A股历史K线数据错误代码:{rs.error_code}, 错误信息:{rs.error_msg}') return # [dict] => dataframe print(f'返回字段:{rs.fields}') while (rs.error_code == '0') and rs.next(): row = rs.get_row_data() exchange_code, stock_code = row[0].split('.') exchange = Exchange.SSE if exchange_code == 'sh' else Exchange.SZSE d = { 'exchange': exchange.value, 'code': stock_code, 'name': row[1], 'ipo_date': row[2], 'out_date': row[3], '类型': stock_type_map.get(row[4], '其他'), 'type': get_stock_type(stock_code), 'status': '上市' if row[5] == '1' else '退市' } base_data.update({f'{stock_code}.{exchange.value}': d}) # print(f'{d}') save_data_to_pkb2(base_data, base_file_name) print(f'更新完毕') return base_data if __name__ == '__main__': update_stock_base()
mit
h-mayorquin/g_node_data_analysis_205
4_day/logistic_regresion.py
1
1578
import numpy as np from load_data import X, Y from sklearn.linear_model import LogisticRegression import matplotlib.pyplot as plt from mpl_toolkits.mplot3d import axes3d Y = Y.astype('int') c_set = np.arange(0.1, 1, 0.1) error_set = np.zeros(c_set.size) error_set_l1 = np.zeros(c_set.size) error_set_l2 = np.zeros(c_set.size) penalities = ['l1', 'l2'] for penality in penalities: for index, C in enumerate(c_set): # We define the logistic regression lg = LogisticRegression(penalty=penality, dual=False, tol=0.0001, C=C, fit_intercept=True, intercept_scaling=1, class_weight=None, random_state=None) # We fit the regresssion lg.fit(X, Y) class_error = lg.score(X, Y) if penality == 'l1': error_set_l1[index] = class_error if penality == 'l2': error_set_l2[index] = class_error # We calculate generalization error plt.plot(c_set, error_set_l1, label='l1') plt.hold(True) plt.plot(c_set, error_set_l2, label='l2') plt.xlabel('Percentage of correctly classified data') plt.ylabel('rsm value') plt.legend() plt.show() # Plot in 3D plot_3d = True aux_x = np.arange(-5, 5, 0.1) aux_y = np.arange(-5, 5, 0.1) grid = np.meshgrid(aux_x, aux_y) x = grid[0].ravel() y = grid[1].ravel() aux = np.vstack((x, y)).T z = lg.decision_function(aux) z = lg.predict_proba(aux) if plot_3d: fig = plt.figure() ax = fig.add_subplot(111, projection='3d') ax.plot_wireframe(x, y, z[:, 0], rstride=10, cstride=10) plt.show()
bsd-2-clause
pazagra/catkin_ws
src/Multimodal_Interaction/Obj_segment/Obj_Cand.py
1
15760
import numpy as np import cv2 import timeit import matplotlib.pyplot as plt from skimage.segmentation import felzenszwalb,slic from skimage.segmentation import mark_boundaries from skimage.color import label2rgb import multiprocessing import random import Obj_segment.Rect path = "/media/iglu/Data/DatasetIglu" u = ['user1', 'user2', 'user3', 'user4', 'user5', 'user6', 'user7', 'user8', 'user9', 'user10'] # a = ['point_1', 'point_2', 'point_3', 'point_4', 'point_5', 'point_6', 'point_7', 'point_8', 'point_9', 'point_10', 'show_1', 'show_2', 'show_3', 'show_4', 'show_5', 'show_6', 'show_7', 'show_8', 'show_9', 'show_10'] homo=np.array([[ 1.00567306e+00 , -4.85118860e-01 , -1.84060385e+01],[ 2.23046547e-02 , 2.27148983e-03 , 1.80858908e+02],[ -1.17505053e-04, -1.38922057e-03 , 1.00000000e+00]]) homo= np.array([[ 9.94775973e-01 , -4.09621743e-01 , -4.37893262e+01], [ -2.06444142e-02 , 2.43247181e-02 , 1.94859521e+02], [ -1.13045909e-04 , -1.41217334e-03 , 1.00000000e+00]]) centro = (0,0) angulo=0 def make_graph(grid): # get unique labels vertices = np.unique(grid) # map unique labels to [1,...,num_labels] reverse_dict = dict(zip(vertices, np.arange(len(vertices)))) grid2 = np.array([reverse_dict[x] for x in grid.flat]).reshape(grid.shape) # create edges down = np.c_[grid2[:-1, :].ravel(), grid2[1:, :].ravel()] right = np.c_[grid2[:, :-1].ravel(), grid2[:, 1:].ravel()] all_edges = np.vstack([right, down]) all_edges = all_edges[all_edges[:, 0] != all_edges[:, 1], :] all_edges = np.sort(all_edges, axis=1) num_vertices = len(vertices) edge_hash = all_edges[:, 0] + num_vertices * all_edges[:, 1] # find unique connections edges = np.unique(edge_hash) # undo hashing edges = [[vertices[x % num_vertices], vertices[x / num_vertices]] for x in edges] return vertices, edges def get_adj(N,segments,edges,img,n): if N[0] == n: N=N[1:] Nei = np.unique([v for v in edges if v[0] in N or v[1] in N]) # print Nei Imm = np.zeros((img.shape[0], img.shape[1]), np.uint8) for x in xrange(len(N)): sp = N[x] if sp != n: Imm[segments == sp] = 255 return Imm def inside(img,seg,p1,p2): D1 = img.copy() D2 = img.copy() D1 = D1[p1[1]:p2[1],p1[0]:p2[0]] D2[D2 ==seg ] = 0 D2[D2 != 0] = -1 D2 +=1 D1[D1 ==seg ] = 0 D1[D1 != 0] = -1 D1 +=1 Sum1= np.sum(np.sum( np.array(D1))) Sum2= np.sum(np.sum( np.array(D2))) Sum3= (p2[1]-p1[1])*(p2[0]-p1[0]) # print seg # print "% de SP: "+(Sum1*1.0/Sum2).__str__()+" S1: "+Sum1.__str__() # print Sum3*0.85 if Sum1>int(0.30*Sum2) or Sum3*0.75<=Sum1: return True return False def bbox3(img): rows = np.any(img, axis=1) cols = np.any(img, axis=0) rmin, rmax = np.where(rows)[0][[0, -1]] cmin, cmax = np.where(cols)[0][[0, -1]] return cmin, cmax, rmin, rmax def bbox2(img_sp,sp,p1,p2): im = img_sp.copy() # im = im[:,:,0]+im[:,:,1]+im[:,:,2] for seg in sp: if seg ==1: continue if inside(img_sp,seg,p1,p2): # print "added" im[im == seg] = 0 im[im!= 0] = -1 im+=1 im = np.array(im*255) if np.sum(np.sum(im)) == 0: return None,None,None,None return bbox3(im) def rotateImage(image, angle,center): rot_mat = cv2.getRotationMatrix2D(center,angle,1.0) result = cv2.warpAffine(image,rot_mat,image.shape[1::-1],flags=cv2.INTER_LINEAR) # result = cv2.warpAffine(image, rot_mat, image.shape,flags=cv2.INTER_LINEAR) return result def Homo_get(x,y,inverted=False): p1 = [float(x), float(y), 1.0] p1 = np.array(p1) if inverted: r = np.dot(p1,np.linalg.inv(homo)) else: r = np.dot(homo, p1) r = r / r[2] return r def get_images(img1, Mask1, img2, Mask2, name): Mask_1 = Mask1.copy() kernel = np.ones((7, 7), np.uint8) Mask_1 = cv2.dilate(Mask_1, kernel, 1) kernel = np.ones((4, 4), np.uint8) Mask_1 = cv2.erode(Mask_1, kernel, 1) edged = cv2.Canny(Mask_1,1,240) total = np.sum(np.sum( np.array(Mask_1[:, :, 0]))) x_ini = 0 y_ini = 0 width = 0 height= 0 (cnts, _) = cv2.findContours(edged.copy(), cv2.RETR_EXTERNAL, cv2.CHAIN_APPROX_SIMPLE) cc = 0 ind = 0 indd= 0 for cnt in cnts: if cc < cv2.contourArea(cnt): ind = indd cc=cv2.contourArea(cnt) indd+=1 if cc <0.6*total: return None,None,None x, y, w, h = cv2.boundingRect(cnts[ind]) rect = cv2.minAreaRect(cnts[ind]) angle =rect[2] Mask_1 = rotateImage(Mask_1, rect[2], (x + w / 2, y + h / 2)) p_c = (x + w / 2, y + h / 2) img1 = rotateImage(img1, angle, p_c) edged = cv2.Canny(Mask_1, 30, 200) total = np.sum(np.sum( np.array(Mask_1[:, :, 0]))) (cnts, _) = cv2.findContours(edged.copy(), cv2.RETR_EXTERNAL, cv2.CHAIN_APPROX_SIMPLE) for cnt in cnts: if cv2.contourArea(cnt) < 0.6 * total: continue x, y, w, h = cv2.boundingRect(cnt) x_ini = x y_ini = y width = w height = h Mask_1 = Mask_1[y:y + h, x:x + w] Mask_1[0:5,:,:]=255 img1 = img1[y:y + h, x:x + w].copy() break # cv2.imwrite(name + ".jpg", Mask_1) Mask_1 = cv2.bitwise_not(Mask_1) img1 = cv2.bitwise_and(img1,img1,mask=Mask_1[:,:,0]) # Mask_1 = rotateImage(Mask_1, -angle, p_c) # cv2.imwrite(name + ".jpg",img1) edged = cv2.Canny(Mask_1, 50, 200) i = 0 img2 = img2[200:480,:,:] Mask2 = Mask2[200:480,:,0] kernel = np.ones((7, 7), np.uint8) Mask2 = cv2.dilate(Mask2, kernel, 1) kernel = np.ones((4, 4), np.uint8) Mask2 = cv2.erode(Mask2, kernel, 1) ret3, Mask2 = cv2.threshold(Mask2, 0, 255, cv2.THRESH_BINARY + cv2.THRESH_OTSU) Sup1 = cv2.bitwise_and(img2,img2,mask=Mask2) Sup = cv2.cvtColor(Sup1,cv2.COLOR_BGR2RGB) segments_fz = slic(Sup, n_segments=500, compactness=10) segments_fz[Mask2!=255] = -1 segments_fz += 2 vert, edg = make_graph(segments_fz) # Img_Slic = label2rgb(segments_fz,Sup,kind='avg') # Img_Slic = cv2.cvtColor(Img_Slic, cv2.COLOR_RGB2BGR) Contornos=[] (cnts, _) = cv2.findContours(edged.copy(), cv2.RETR_EXTERNAL, cv2.CHAIN_APPROX_NONE) for cnt in cnts: if cv2.contourArea(cnt) < 50: continue col = [random.randint(0, 255), random.randint(0, 255), random.randint(0, 255)] x, y, w, h = cv2.boundingRect(cnt) if w > 320: continue cv2.rectangle(img1, (x,y),(x+w,y+h), col, 2) r = Homo_get(x_ini +x,y_ini + y-20) p1 = (min(int(r[0]),639),min(int(r[1])-200,279)) r = Homo_get(x_ini + x+w, y_ini + y +h-10) p2 = (min(int(r[0]),639),min(int(r[1])-200,279)) if p1[0] < 0 or p1[1] <0 or p2[0] < 0 or p2[1] <0: continue sp = np.unique(np.array(segments_fz[p1[1]:p2[1],p1[0]:p2[0]])) if len(sp) == 0: None elif sp[0] ==[1] and len(sp)==1: print "Empty..." else: m = (p2[1]-p1[1])/2 mm = (p2[0]-p1[0])/2 sp = np.unique(np.array(segments_fz[p1[1]+m-10:p1[1]+m+10, p1[0]+mm-10:p2[0]+mm+10])) # print sp # img2[segments_fz!=sp]=0 Im = np.array(get_adj(sp, segments_fz, edg, Sup,1)) if np.sum(np.sum(Im))==0: continue # plt.imshow(Im) # plt.show() r1, r2, c1, c2 = bbox3(Im) # masked_data = cv2.bitwise_and(masked_data, masked_data, mask=Im) Contornos.append([[ r1, c1+200, r2, c2+200, x_ini +x, y_ini+y, x_ini +x+w, y_ini+y+h] ,i] ) # Output = Img_Slic[p1[1]:p2[1],p1[0]:p2[0]] # print p # cv2.rectangle(Img_Slic,(r1,c1),(r2,c2),col,2) # cv2.imwrite(name+"_"+i.__str__()+".jpg",Img_Slic) # cv2.rectangle(Mask_1, (x, y), (x + w, y + h), (0, 255, 0)) # img2 = img[y:y + h, x:x + w, :].copy() # cv2.imwrite(name + "_" + i.__str__() + ".jpg", img2) # print name + "_" + i.__str__() + ".jpg" i+=1 # cv2.imwrite(name + ".jpg",img1) # cv2.imwrite(name + "_s.jpg", Sup1) # cv2.imwrite(name + "_Total.jpg", Img_Slic) return Contornos,angle,p_c def add_cnt(Cnts,cnt): if len(Cnts)==0: Cnts.append([cnt,1]) else: done= False for i in xrange(len(Cnts)): P = Cnts[i][0][0] p1 = cnt[0] if abs(P[4]-p1[4])<=20 and abs(P[5]-p1[5])<=20 and abs(P[6]-p1[6])<=20 and abs(P[7]-p1[7])<=20: Cnts[i][1]= Cnts[i][1] + 1 done=True if not done: Cnts.append([cnt,1]) def obtain_cand(Initial,Initial2,Nsme,user,action,Total): TT = Initial[1].copy() Rg = Initial[0].copy() Output = [] kernel = np.ones((7, 7), np.uint8) Mask2 = cv2.dilate(Initial2[1][:,:,0], kernel, 1) kernel = np.ones((4, 4), np.uint8) Mask2 = cv2.erode(Mask2, kernel, 1) Mask2 = cv2.bitwise_not(Mask2) kernel = np.ones((7, 7), np.uint8) Mask1 = cv2.dilate(Initial2[0][:,:,0], kernel, 1) kernel = np.ones((4, 4), np.uint8) Mask1 = cv2.erode(Mask1, kernel, 1) Mask1 = cv2.bitwise_not(Mask1) Rg1 = cv2.bitwise_and(Rg,Rg,mask=Mask1) Sup1 = cv2.bitwise_and(Initial[1],Initial[1],mask=Mask2) Sup = cv2.cvtColor(Sup1, cv2.COLOR_BGR2RGB) segments_fz = slic(Sup, n_segments=250, compactness=20, sigma=5) segments_fz[Mask2 < 1] = -1 segments_fz += 2 # Img_Slic = label2rgb(segments_fz, Sup, kind='avg') # Img_Slic_TT = cv2.cvtColor(Img_Slic, cv2.COLOR_RGB2BGR) # Img_Slic = cv2.cvtColor(Img_Slic, cv2.COLOR_RGB2BGR) for i in xrange(len(Total)): col = [random.randint(0, 255), random.randint(0, 255), random.randint(0, 255)] T= Total[i][0][0] x,y,x2,y2 = T[0],T[1],T[2],T[3] cv2.rectangle(Rg1, (T[4], T[5]), (T[6],T[7]), col, 2) P1 = Obj_segment.Rect.Point(T[4], T[5]) P2 = Obj_segment.Rect.Point(T[6],T[7]) Rec_top = Obj_segment.Rect.Rect(P1,P2) sp = np.array(segments_fz[y:y2,x:x2]) sp = np.unique(sp) if len(sp) == 0: # Output =Img_Slic[y:y2,x:x2] P1 = Obj_segment.Rect.Point(x,y) P2 = Obj_segment.Rect.Point(x2,y2) rec = Obj_segment.Rect.Rect(P1,P2) elif sp[0] ==[1] and len(sp)==1: # Output = Img_Slic[y:y2, x:x2] P1 = Obj_segment.Rect.Point(x, y) P2 = Obj_segment.Rect.Point(x2, y2) rec = Obj_segment.Rect.Rect(P1, P2) else: rmin, rmax,cmin, cmax = bbox2(segments_fz, sp,(x,y),(x2,y2)) if rmin is None: continue # Output = TT[cmin:cmax,rmin:rmax] P1 = Obj_segment.Rect.Point(rmin, cmin) P2 = Obj_segment.Rect.Point(rmax, cmax) rec = Obj_segment.Rect.Rect(P1, P2) Ouput_Top = Rg[T[5]:T[7],T[4]:T[6]] Output.append((rec,Rec_top)) # cv2.imwrite("Morphed/Patches_Front/"+user+"_"+action+"_"+Nsme[:-4]+"_"+i.__str__()+"_Front.jpg",Output) # cv2.imwrite("Morphed/Patches_Top/" + user + "_" + action + "_" + Nsme[:-4] + "_" + i.__str__() + "_Top.jpg", Ouput_Top) # cv2.rectangle(Img_Slic_TT,(x,y),(x2,y2),col,3) # cv2.imwrite("Morphed/Top/" + user + "_" + action + "_" + Nsme[:-4] + "_v2" + "_Top.jpg", Rg1) # cv2.imwrite("Morphed/Front/"+user+"_"+action+"_"+Nsme[:-4]+"_v2"+ "_Front.jpg",Img_Slic_TT) return Output def get_candidate(Images): def Clean_Output(Output): def getKey(item): area = abs(item[0].top-item[0].bottom)*abs(item[0].left-item[0].right) return area Out = [] Output = sorted(Output,key=getKey,reverse=True) for i in xrange(len(Output)): N=False for j in xrange(i+1,len(Output)): p1 = Output[i] p1 = p1[1] P = Output[j] P = P[1] if abs(P.bottom - p1.bottom) <= 20 and abs(P.top - p1.top) <= 20 and abs(P.left - p1.left) <= 20 and abs(P.right - p1.right) <= 20: N = True if not N: Out.append(Output[i]) return Out count = 0 Total = [] Total2 = [] Initial = [] Initial2 = [] for f in Images: RGB1,Mask1,RGB2,Mask2 = f R, angle, p_c = get_images(RGB1, Mask1, RGB2, Mask2,"") if R == [] or R is None: continue RGB1 = rotateImage(RGB1, angle, p_c) Mask1 = rotateImage(Mask1, angle, p_c) Initial.append((RGB1, RGB2)) Initial2.append((Mask1, Mask2)) for K in xrange(len(R)): add_cnt(Total, R[K]) if count > 5: break count += 1 removers = [] for i in xrange(len(Total)): if Total[i][1] < 4: removers.append(Total[i]) for i in xrange(len(removers)): Total.remove(removers[i]) for i in xrange(len(Initial)): Total2.append(obtain_cand(Initial[i], Initial2[i], "","","", Total)) Total = [item for sublist in Total2 for item in sublist] Total = Clean_Output(Total) return Total def func(arg): nu, na = arg user = u[nu] action = a[na] print user print action count=0 Total = [] f = open(path + "/" + user + "/" + action + "/k2" + "/List.txt", 'r') f2 = open(path + "/" + user + "/" + action + "/k1" + "/List.txt", 'r') Initial = [] Initial2 = [] Nsme = [] for line in f: Time = line file1 = next(f).rstrip('\n') file2 = next(f).rstrip('\n') Label = next(f).rstrip('\n') RGB1 = cv2.imread(path + "/" + user + "/" + action + "/k2" + "/RGB/" + file1) Depth1 = np.load(path + "/" + user + "/" + action + "/k2" + "/Depth/" + file2) Mask1 = cv2.imread(path + "/" + user + "/" + action + "/k2" + "/MTA/" + file1) Time = next(f2).rstrip('\n') file3 = next(f2).rstrip('\n') file4 = next(f2).rstrip('\n') Label = next(f2).rstrip('\n') RGB2 = cv2.imread(path + "/" + user + "/" + action + "/k1" + "/RGB/" + file3) Depth2 = np.load(path + "/" + user + "/" + action + "/k1" + "/Depth/" + file4) Mask2 = cv2.imread(path + "/" + user + "/" + action + "/k1" + "/MTA/" + file3) R,angle,p_c = get_images(RGB1, Mask1, RGB2,Mask2,"Morphed/"+user+"_"+action+"_"+file3[:-4]) if R is None: continue Nsme.append(file3) RGB1= rotateImage(RGB1,angle,p_c) Mask1 = rotateImage(Mask1,angle,p_c) Initial.append((RGB1,RGB2)) Initial2.append((Mask1,Mask2)) for K in xrange(len(R)): add_cnt(Total,R[K]) if count > 5: break count+=1 removers=[] for i in xrange(len(Total)): if Total[i][1] <4: removers.append(Total[i]) for i in xrange(len(removers)): Total.remove(removers[i]) for i in xrange(len(Initial)): obtain_cand(Initial[i],Initial2[i],Nsme[i],user,action,Total) return Total,user,action def In_Patch(): start_time1 = timeit.default_timer() # z = [func((aa, bb)) for aa in range(10) for bb in range(20)] # print z z = [(aa, bb) for aa in range(10) for bb in range(20)] pool = multiprocessing.Pool(6) R = pool.map(func, z,1) pool.close() pool.join() Total = [item for sublist in R for item in sublist] import joblib joblib.dump(Total,"Values_chosen.pkl",compress=9) elapsed = timeit.default_timer() - start_time1 print "Tiempo: " + elapsed.__str__()
gpl-3.0
dsullivan7/scikit-learn
sklearn/linear_model/omp.py
11
29952
"""Orthogonal matching pursuit algorithms """ # Author: Vlad Niculae # # License: BSD 3 clause import warnings from distutils.version import LooseVersion import numpy as np from scipy import linalg from scipy.linalg.lapack import get_lapack_funcs from .base import LinearModel, _pre_fit from ..base import RegressorMixin from ..utils import as_float_array, check_array, check_X_y from ..cross_validation import _check_cv as check_cv from ..externals.joblib import Parallel, delayed import scipy solve_triangular_args = {} if LooseVersion(scipy.__version__) >= LooseVersion('0.12'): # check_finite=False is an optimization available only in scipy >=0.12 solve_triangular_args = {'check_finite': False} premature = """ Orthogonal matching pursuit ended prematurely due to linear dependence in the dictionary. The requested precision might not have been met. """ def _cholesky_omp(X, y, n_nonzero_coefs, tol=None, copy_X=True, return_path=False): """Orthogonal Matching Pursuit step using the Cholesky decomposition. Parameters ---------- X : array, shape (n_samples, n_features) Input dictionary. Columns are assumed to have unit norm. y : array, shape (n_samples,) Input targets n_nonzero_coefs : int Targeted number of non-zero elements tol : float Targeted squared error, if not None overrides n_nonzero_coefs. copy_X : bool, optional Whether the design matrix X must be copied by the algorithm. A false value is only helpful if X is already Fortran-ordered, otherwise a copy is made anyway. return_path : bool, optional. Default: False Whether to return every value of the nonzero coefficients along the forward path. Useful for cross-validation. Returns ------- gamma : array, shape (n_nonzero_coefs,) Non-zero elements of the solution idx : array, shape (n_nonzero_coefs,) Indices of the positions of the elements in gamma within the solution vector coef : array, shape (n_features, n_nonzero_coefs) The first k values of column k correspond to the coefficient value for the active features at that step. The lower left triangle contains garbage. Only returned if ``return_path=True``. n_active : int Number of active features at convergence. """ if copy_X: X = X.copy('F') else: # even if we are allowed to overwrite, still copy it if bad order X = np.asfortranarray(X) min_float = np.finfo(X.dtype).eps nrm2, swap = linalg.get_blas_funcs(('nrm2', 'swap'), (X,)) potrs, = get_lapack_funcs(('potrs',), (X,)) alpha = np.dot(X.T, y) residual = y gamma = np.empty(0) n_active = 0 indices = np.arange(X.shape[1]) # keeping track of swapping max_features = X.shape[1] if tol is not None else n_nonzero_coefs if solve_triangular_args: # new scipy, don't need to initialize because check_finite=False L = np.empty((max_features, max_features), dtype=X.dtype) else: # old scipy, we need the garbage upper triangle to be non-Inf L = np.zeros((max_features, max_features), dtype=X.dtype) L[0, 0] = 1. if return_path: coefs = np.empty_like(L) while True: lam = np.argmax(np.abs(np.dot(X.T, residual))) if lam < n_active or alpha[lam] ** 2 < min_float: # atom already selected or inner product too small warnings.warn(premature, RuntimeWarning, stacklevel=2) break if n_active > 0: # Updates the Cholesky decomposition of X' X L[n_active, :n_active] = np.dot(X[:, :n_active].T, X[:, lam]) linalg.solve_triangular(L[:n_active, :n_active], L[n_active, :n_active], trans=0, lower=1, overwrite_b=True, **solve_triangular_args) v = nrm2(L[n_active, :n_active]) ** 2 if 1 - v <= min_float: # selected atoms are dependent warnings.warn(premature, RuntimeWarning, stacklevel=2) break L[n_active, n_active] = np.sqrt(1 - v) X.T[n_active], X.T[lam] = swap(X.T[n_active], X.T[lam]) alpha[n_active], alpha[lam] = alpha[lam], alpha[n_active] indices[n_active], indices[lam] = indices[lam], indices[n_active] n_active += 1 # solves LL'x = y as a composition of two triangular systems gamma, _ = potrs(L[:n_active, :n_active], alpha[:n_active], lower=True, overwrite_b=False) if return_path: coefs[:n_active, n_active - 1] = gamma residual = y - np.dot(X[:, :n_active], gamma) if tol is not None and nrm2(residual) ** 2 <= tol: break elif n_active == max_features: break if return_path: return gamma, indices[:n_active], coefs[:, :n_active], n_active else: return gamma, indices[:n_active], n_active def _gram_omp(Gram, Xy, n_nonzero_coefs, tol_0=None, tol=None, copy_Gram=True, copy_Xy=True, return_path=False): """Orthogonal Matching Pursuit step on a precomputed Gram matrix. This function uses the the Cholesky decomposition method. Parameters ---------- Gram : array, shape (n_features, n_features) Gram matrix of the input data matrix Xy : array, shape (n_features,) Input targets n_nonzero_coefs : int Targeted number of non-zero elements tol_0 : float Squared norm of y, required if tol is not None. tol : float Targeted squared error, if not None overrides n_nonzero_coefs. copy_Gram : bool, optional Whether the gram matrix must be copied by the algorithm. A false value is only helpful if it is already Fortran-ordered, otherwise a copy is made anyway. copy_Xy : bool, optional Whether the covariance vector Xy must be copied by the algorithm. If False, it may be overwritten. return_path : bool, optional. Default: False Whether to return every value of the nonzero coefficients along the forward path. Useful for cross-validation. Returns ------- gamma : array, shape (n_nonzero_coefs,) Non-zero elements of the solution idx : array, shape (n_nonzero_coefs,) Indices of the positions of the elements in gamma within the solution vector coefs : array, shape (n_features, n_nonzero_coefs) The first k values of column k correspond to the coefficient value for the active features at that step. The lower left triangle contains garbage. Only returned if ``return_path=True``. n_active : int Number of active features at convergence. """ Gram = Gram.copy('F') if copy_Gram else np.asfortranarray(Gram) if copy_Xy: Xy = Xy.copy() min_float = np.finfo(Gram.dtype).eps nrm2, swap = linalg.get_blas_funcs(('nrm2', 'swap'), (Gram,)) potrs, = get_lapack_funcs(('potrs',), (Gram,)) indices = np.arange(len(Gram)) # keeping track of swapping alpha = Xy tol_curr = tol_0 delta = 0 gamma = np.empty(0) n_active = 0 max_features = len(Gram) if tol is not None else n_nonzero_coefs L = np.empty((max_features, max_features), dtype=Gram.dtype) L[0, 0] = 1. if return_path: coefs = np.empty_like(L) while True: lam = np.argmax(np.abs(alpha)) if lam < n_active or alpha[lam] ** 2 < min_float: # selected same atom twice, or inner product too small warnings.warn(premature, RuntimeWarning, stacklevel=3) break if n_active > 0: L[n_active, :n_active] = Gram[lam, :n_active] linalg.solve_triangular(L[:n_active, :n_active], L[n_active, :n_active], trans=0, lower=1, overwrite_b=True, **solve_triangular_args) v = nrm2(L[n_active, :n_active]) ** 2 if 1 - v <= min_float: # selected atoms are dependent warnings.warn(premature, RuntimeWarning, stacklevel=3) break L[n_active, n_active] = np.sqrt(1 - v) Gram[n_active], Gram[lam] = swap(Gram[n_active], Gram[lam]) Gram.T[n_active], Gram.T[lam] = swap(Gram.T[n_active], Gram.T[lam]) indices[n_active], indices[lam] = indices[lam], indices[n_active] Xy[n_active], Xy[lam] = Xy[lam], Xy[n_active] n_active += 1 # solves LL'x = y as a composition of two triangular systems gamma, _ = potrs(L[:n_active, :n_active], Xy[:n_active], lower=True, overwrite_b=False) if return_path: coefs[:n_active, n_active - 1] = gamma beta = np.dot(Gram[:, :n_active], gamma) alpha = Xy - beta if tol is not None: tol_curr += delta delta = np.inner(gamma, beta[:n_active]) tol_curr -= delta if abs(tol_curr) <= tol: break elif n_active == max_features: break if return_path: return gamma, indices[:n_active], coefs[:, :n_active], n_active else: return gamma, indices[:n_active], n_active def orthogonal_mp(X, y, n_nonzero_coefs=None, tol=None, precompute=False, copy_X=True, return_path=False, return_n_iter=False): """Orthogonal Matching Pursuit (OMP) Solves n_targets Orthogonal Matching Pursuit problems. An instance of the problem has the form: When parametrized by the number of non-zero coefficients using `n_nonzero_coefs`: argmin ||y - X\gamma||^2 subject to ||\gamma||_0 <= n_{nonzero coefs} When parametrized by error using the parameter `tol`: argmin ||\gamma||_0 subject to ||y - X\gamma||^2 <= tol Parameters ---------- X : array, shape (n_samples, n_features) Input data. Columns are assumed to have unit norm. y : array, shape (n_samples,) or (n_samples, n_targets) Input targets n_nonzero_coefs : int Desired number of non-zero entries in the solution. If None (by default) this value is set to 10% of n_features. tol : float Maximum norm of the residual. If not None, overrides n_nonzero_coefs. precompute : {True, False, 'auto'}, Whether to perform precomputations. Improves performance when n_targets or n_samples is very large. copy_X : bool, optional Whether the design matrix X must be copied by the algorithm. A false value is only helpful if X is already Fortran-ordered, otherwise a copy is made anyway. return_path : bool, optional. Default: False Whether to return every value of the nonzero coefficients along the forward path. Useful for cross-validation. return_n_iter : bool, optional default False Whether or not to return the number of iterations. Returns ------- coef : array, shape (n_features,) or (n_features, n_targets) Coefficients of the OMP solution. If `return_path=True`, this contains the whole coefficient path. In this case its shape is (n_features, n_features) or (n_features, n_targets, n_features) and iterating over the last axis yields coefficients in increasing order of active features. n_iters : array-like or int Number of active features across every target. Returned only if `return_n_iter` is set to True. See also -------- OrthogonalMatchingPursuit orthogonal_mp_gram lars_path decomposition.sparse_encode Notes ----- Orthogonal matching pursuit was introduced in G. Mallat, Z. Zhang, Matching pursuits with time-frequency dictionaries, IEEE Transactions on Signal Processing, Vol. 41, No. 12. (December 1993), pp. 3397-3415. (http://blanche.polytechnique.fr/~mallat/papiers/MallatPursuit93.pdf) This implementation is based on Rubinstein, R., Zibulevsky, M. and Elad, M., Efficient Implementation of the K-SVD Algorithm using Batch Orthogonal Matching Pursuit Technical Report - CS Technion, April 2008. http://www.cs.technion.ac.il/~ronrubin/Publications/KSVD-OMP-v2.pdf """ X = check_array(X, order='F', copy=copy_X) copy_X = False if y.ndim == 1: y = y.reshape(-1, 1) y = check_array(y) if y.shape[1] > 1: # subsequent targets will be affected copy_X = True if n_nonzero_coefs is None and tol is None: # default for n_nonzero_coefs is 0.1 * n_features # but at least one. n_nonzero_coefs = max(int(0.1 * X.shape[1]), 1) if tol is not None and tol < 0: raise ValueError("Epsilon cannot be negative") if tol is None and n_nonzero_coefs <= 0: raise ValueError("The number of atoms must be positive") if tol is None and n_nonzero_coefs > X.shape[1]: raise ValueError("The number of atoms cannot be more than the number " "of features") if precompute == 'auto': precompute = X.shape[0] > X.shape[1] if precompute: G = np.dot(X.T, X) G = np.asfortranarray(G) Xy = np.dot(X.T, y) if tol is not None: norms_squared = np.sum((y ** 2), axis=0) else: norms_squared = None return orthogonal_mp_gram(G, Xy, n_nonzero_coefs, tol, norms_squared, copy_Gram=copy_X, copy_Xy=False, return_path=return_path) if return_path: coef = np.zeros((X.shape[1], y.shape[1], X.shape[1])) else: coef = np.zeros((X.shape[1], y.shape[1])) n_iters = [] for k in range(y.shape[1]): out = _cholesky_omp( X, y[:, k], n_nonzero_coefs, tol, copy_X=copy_X, return_path=return_path) if return_path: _, idx, coefs, n_iter = out coef = coef[:, :, :len(idx)] for n_active, x in enumerate(coefs.T): coef[idx[:n_active + 1], k, n_active] = x[:n_active + 1] else: x, idx, n_iter = out coef[idx, k] = x n_iters.append(n_iter) if y.shape[1] == 1: n_iters = n_iters[0] if return_n_iter: return np.squeeze(coef), n_iters else: return np.squeeze(coef) def orthogonal_mp_gram(Gram, Xy, n_nonzero_coefs=None, tol=None, norms_squared=None, copy_Gram=True, copy_Xy=True, return_path=False, return_n_iter=False): """Gram Orthogonal Matching Pursuit (OMP) Solves n_targets Orthogonal Matching Pursuit problems using only the Gram matrix X.T * X and the product X.T * y. Parameters ---------- Gram : array, shape (n_features, n_features) Gram matrix of the input data: X.T * X Xy : array, shape (n_features,) or (n_features, n_targets) Input targets multiplied by X: X.T * y n_nonzero_coefs : int Desired number of non-zero entries in the solution. If None (by default) this value is set to 10% of n_features. tol : float Maximum norm of the residual. If not None, overrides n_nonzero_coefs. norms_squared : array-like, shape (n_targets,) Squared L2 norms of the lines of y. Required if tol is not None. copy_Gram : bool, optional Whether the gram matrix must be copied by the algorithm. A false value is only helpful if it is already Fortran-ordered, otherwise a copy is made anyway. copy_Xy : bool, optional Whether the covariance vector Xy must be copied by the algorithm. If False, it may be overwritten. return_path : bool, optional. Default: False Whether to return every value of the nonzero coefficients along the forward path. Useful for cross-validation. return_n_iter : bool, optional default False Whether or not to return the number of iterations. Returns ------- coef : array, shape (n_features,) or (n_features, n_targets) Coefficients of the OMP solution. If `return_path=True`, this contains the whole coefficient path. In this case its shape is (n_features, n_features) or (n_features, n_targets, n_features) and iterating over the last axis yields coefficients in increasing order of active features. n_iters : array-like or int Number of active features across every target. Returned only if `return_n_iter` is set to True. See also -------- OrthogonalMatchingPursuit orthogonal_mp lars_path decomposition.sparse_encode Notes ----- Orthogonal matching pursuit was introduced in G. Mallat, Z. Zhang, Matching pursuits with time-frequency dictionaries, IEEE Transactions on Signal Processing, Vol. 41, No. 12. (December 1993), pp. 3397-3415. (http://blanche.polytechnique.fr/~mallat/papiers/MallatPursuit93.pdf) This implementation is based on Rubinstein, R., Zibulevsky, M. and Elad, M., Efficient Implementation of the K-SVD Algorithm using Batch Orthogonal Matching Pursuit Technical Report - CS Technion, April 2008. http://www.cs.technion.ac.il/~ronrubin/Publications/KSVD-OMP-v2.pdf """ Gram = check_array(Gram, order='F', copy=copy_Gram) Xy = np.asarray(Xy) if Xy.ndim > 1 and Xy.shape[1] > 1: # or subsequent target will be affected copy_Gram = True if Xy.ndim == 1: Xy = Xy[:, np.newaxis] if tol is not None: norms_squared = [norms_squared] if n_nonzero_coefs is None and tol is None: n_nonzero_coefs = int(0.1 * len(Gram)) if tol is not None and norms_squared is None: raise ValueError('Gram OMP needs the precomputed norms in order ' 'to evaluate the error sum of squares.') if tol is not None and tol < 0: raise ValueError("Epsilon cannot be negative") if tol is None and n_nonzero_coefs <= 0: raise ValueError("The number of atoms must be positive") if tol is None and n_nonzero_coefs > len(Gram): raise ValueError("The number of atoms cannot be more than the number " "of features") if return_path: coef = np.zeros((len(Gram), Xy.shape[1], len(Gram))) else: coef = np.zeros((len(Gram), Xy.shape[1])) n_iters = [] for k in range(Xy.shape[1]): out = _gram_omp( Gram, Xy[:, k], n_nonzero_coefs, norms_squared[k] if tol is not None else None, tol, copy_Gram=copy_Gram, copy_Xy=copy_Xy, return_path=return_path) if return_path: _, idx, coefs, n_iter = out coef = coef[:, :, :len(idx)] for n_active, x in enumerate(coefs.T): coef[idx[:n_active + 1], k, n_active] = x[:n_active + 1] else: x, idx, n_iter = out coef[idx, k] = x n_iters.append(n_iter) if Xy.shape[1] == 1: n_iters = n_iters[0] if return_n_iter: return np.squeeze(coef), n_iters else: return np.squeeze(coef) class OrthogonalMatchingPursuit(LinearModel, RegressorMixin): """Orthogonal Matching Pursuit model (OMP) Parameters ---------- n_nonzero_coefs : int, optional Desired number of non-zero entries in the solution. If None (by default) this value is set to 10% of n_features. tol : float, optional Maximum norm of the residual. If not None, overrides n_nonzero_coefs. fit_intercept : boolean, optional whether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (e.g. data is expected to be already centered). normalize : boolean, optional If False, the regressors X are assumed to be already normalized. precompute : {True, False, 'auto'}, default 'auto' Whether to use a precomputed Gram and Xy matrix to speed up calculations. Improves performance when `n_targets` or `n_samples` is very large. Note that if you already have such matrices, you can pass them directly to the fit method. Attributes ---------- coef_ : array, shape (n_features,) or (n_features, n_targets) parameter vector (w in the formula) intercept_ : float or array, shape (n_targets,) independent term in decision function. n_iter_ : int or array-like Number of active features across every target. Notes ----- Orthogonal matching pursuit was introduced in G. Mallat, Z. Zhang, Matching pursuits with time-frequency dictionaries, IEEE Transactions on Signal Processing, Vol. 41, No. 12. (December 1993), pp. 3397-3415. (http://blanche.polytechnique.fr/~mallat/papiers/MallatPursuit93.pdf) This implementation is based on Rubinstein, R., Zibulevsky, M. and Elad, M., Efficient Implementation of the K-SVD Algorithm using Batch Orthogonal Matching Pursuit Technical Report - CS Technion, April 2008. http://www.cs.technion.ac.il/~ronrubin/Publications/KSVD-OMP-v2.pdf See also -------- orthogonal_mp orthogonal_mp_gram lars_path Lars LassoLars decomposition.sparse_encode """ def __init__(self, n_nonzero_coefs=None, tol=None, fit_intercept=True, normalize=True, precompute='auto'): self.n_nonzero_coefs = n_nonzero_coefs self.tol = tol self.fit_intercept = fit_intercept self.normalize = normalize self.precompute = precompute def fit(self, X, y): """Fit the model using X, y as training data. Parameters ---------- X : array-like, shape (n_samples, n_features) Training data. y : array-like, shape (n_samples,) or (n_samples, n_targets) Target values. Returns ------- self : object returns an instance of self. """ X, y = check_X_y(X, y, multi_output=True, y_numeric=True) n_features = X.shape[1] X, y, X_mean, y_mean, X_std, Gram, Xy = \ _pre_fit(X, y, None, self.precompute, self.normalize, self.fit_intercept, copy=True) if y.ndim == 1: y = y[:, np.newaxis] if self.n_nonzero_coefs is None and self.tol is None: # default for n_nonzero_coefs is 0.1 * n_features # but at least one. self.n_nonzero_coefs_ = max(int(0.1 * n_features), 1) else: self.n_nonzero_coefs_ = self.n_nonzero_coefs if Gram is False: coef_, self.n_iter_ = orthogonal_mp( X, y, self.n_nonzero_coefs_, self.tol, precompute=False, copy_X=True, return_n_iter=True) else: norms_sq = np.sum(y ** 2, axis=0) if self.tol is not None else None coef_, self.n_iter_ = orthogonal_mp_gram( Gram, Xy=Xy, n_nonzero_coefs=self.n_nonzero_coefs_, tol=self.tol, norms_squared=norms_sq, copy_Gram=True, copy_Xy=True, return_n_iter=True) self.coef_ = coef_.T self._set_intercept(X_mean, y_mean, X_std) return self def _omp_path_residues(X_train, y_train, X_test, y_test, copy=True, fit_intercept=True, normalize=True, max_iter=100): """Compute the residues on left-out data for a full LARS path Parameters ----------- X_train : array, shape (n_samples, n_features) The data to fit the LARS on y_train : array, shape (n_samples) The target variable to fit LARS on X_test : array, shape (n_samples, n_features) The data to compute the residues on y_test : array, shape (n_samples) The target variable to compute the residues on copy : boolean, optional Whether X_train, X_test, y_train and y_test should be copied. If False, they may be overwritten. fit_intercept : boolean whether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (e.g. data is expected to be already centered). normalize : boolean, optional, default False If True, the regressors X will be normalized before regression. max_iter : integer, optional Maximum numbers of iterations to perform, therefore maximum features to include. 100 by default. Returns ------- residues: array, shape (n_samples, max_features) Residues of the prediction on the test data """ if copy: X_train = X_train.copy() y_train = y_train.copy() X_test = X_test.copy() y_test = y_test.copy() if fit_intercept: X_mean = X_train.mean(axis=0) X_train -= X_mean X_test -= X_mean y_mean = y_train.mean(axis=0) y_train = as_float_array(y_train, copy=False) y_train -= y_mean y_test = as_float_array(y_test, copy=False) y_test -= y_mean if normalize: norms = np.sqrt(np.sum(X_train ** 2, axis=0)) nonzeros = np.flatnonzero(norms) X_train[:, nonzeros] /= norms[nonzeros] coefs = orthogonal_mp(X_train, y_train, n_nonzero_coefs=max_iter, tol=None, precompute=False, copy_X=False, return_path=True) if coefs.ndim == 1: coefs = coefs[:, np.newaxis] if normalize: coefs[nonzeros] /= norms[nonzeros][:, np.newaxis] return np.dot(coefs.T, X_test.T) - y_test class OrthogonalMatchingPursuitCV(LinearModel, RegressorMixin): """Cross-validated Orthogonal Matching Pursuit model (OMP) Parameters ---------- copy : bool, optional Whether the design matrix X must be copied by the algorithm. A false value is only helpful if X is already Fortran-ordered, otherwise a copy is made anyway. fit_intercept : boolean, optional whether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (e.g. data is expected to be already centered). normalize : boolean, optional If False, the regressors X are assumed to be already normalized. max_iter : integer, optional Maximum numbers of iterations to perform, therefore maximum features to include. 10% of ``n_features`` but at least 5 if available. cv : cross-validation generator, optional see :mod:`sklearn.cross_validation`. If ``None`` is passed, default to a 5-fold strategy n_jobs : integer, optional Number of CPUs to use during the cross validation. If ``-1``, use all the CPUs verbose : boolean or integer, optional Sets the verbosity amount Attributes ---------- intercept_ : float or array, shape (n_targets,) Independent term in decision function. coef_ : array, shape (n_features,) or (n_features, n_targets) Parameter vector (w in the problem formulation). n_nonzero_coefs_ : int Estimated number of non-zero coefficients giving the best mean squared error over the cross-validation folds. n_iter_ : int or array-like Number of active features across every target for the model refit with the best hyperparameters got by cross-validating across all folds. See also -------- orthogonal_mp orthogonal_mp_gram lars_path Lars LassoLars OrthogonalMatchingPursuit LarsCV LassoLarsCV decomposition.sparse_encode """ def __init__(self, copy=True, fit_intercept=True, normalize=True, max_iter=None, cv=None, n_jobs=1, verbose=False): self.copy = copy self.fit_intercept = fit_intercept self.normalize = normalize self.max_iter = max_iter self.cv = cv self.n_jobs = n_jobs self.verbose = verbose def fit(self, X, y): """Fit the model using X, y as training data. Parameters ---------- X : array-like, shape [n_samples, n_features] Training data. y : array-like, shape [n_samples] Target values. Returns ------- self : object returns an instance of self. """ X, y = check_X_y(X, y, y_numeric=True) X = as_float_array(X, copy=False, force_all_finite=False) cv = check_cv(self.cv, X, y, classifier=False) max_iter = (min(max(int(0.1 * X.shape[1]), 5), X.shape[1]) if not self.max_iter else self.max_iter) cv_paths = Parallel(n_jobs=self.n_jobs, verbose=self.verbose)( delayed(_omp_path_residues)( X[train], y[train], X[test], y[test], self.copy, self.fit_intercept, self.normalize, max_iter) for train, test in cv) min_early_stop = min(fold.shape[0] for fold in cv_paths) mse_folds = np.array([(fold[:min_early_stop] ** 2).mean(axis=1) for fold in cv_paths]) best_n_nonzero_coefs = np.argmin(mse_folds.mean(axis=0)) + 1 self.n_nonzero_coefs_ = best_n_nonzero_coefs omp = OrthogonalMatchingPursuit(n_nonzero_coefs=best_n_nonzero_coefs, fit_intercept=self.fit_intercept, normalize=self.normalize) omp.fit(X, y) self.coef_ = omp.coef_ self.intercept_ = omp.intercept_ self.n_iter_ = omp.n_iter_ return self
bsd-3-clause
lbishal/scikit-learn
examples/classification/plot_lda.py
142
2419
""" ==================================================================== Normal and Shrinkage Linear Discriminant Analysis for classification ==================================================================== Shows how shrinkage improves classification. """ from __future__ import division import numpy as np import matplotlib.pyplot as plt from sklearn.datasets import make_blobs from sklearn.discriminant_analysis import LinearDiscriminantAnalysis n_train = 20 # samples for training n_test = 200 # samples for testing n_averages = 50 # how often to repeat classification n_features_max = 75 # maximum number of features step = 4 # step size for the calculation def generate_data(n_samples, n_features): """Generate random blob-ish data with noisy features. This returns an array of input data with shape `(n_samples, n_features)` and an array of `n_samples` target labels. Only one feature contains discriminative information, the other features contain only noise. """ X, y = make_blobs(n_samples=n_samples, n_features=1, centers=[[-2], [2]]) # add non-discriminative features if n_features > 1: X = np.hstack([X, np.random.randn(n_samples, n_features - 1)]) return X, y acc_clf1, acc_clf2 = [], [] n_features_range = range(1, n_features_max + 1, step) for n_features in n_features_range: score_clf1, score_clf2 = 0, 0 for _ in range(n_averages): X, y = generate_data(n_train, n_features) clf1 = LinearDiscriminantAnalysis(solver='lsqr', shrinkage='auto').fit(X, y) clf2 = LinearDiscriminantAnalysis(solver='lsqr', shrinkage=None).fit(X, y) X, y = generate_data(n_test, n_features) score_clf1 += clf1.score(X, y) score_clf2 += clf2.score(X, y) acc_clf1.append(score_clf1 / n_averages) acc_clf2.append(score_clf2 / n_averages) features_samples_ratio = np.array(n_features_range) / n_train plt.plot(features_samples_ratio, acc_clf1, linewidth=2, label="Linear Discriminant Analysis with shrinkage", color='navy') plt.plot(features_samples_ratio, acc_clf2, linewidth=2, label="Linear Discriminant Analysis", color='gold') plt.xlabel('n_features / n_samples') plt.ylabel('Classification accuracy') plt.legend(loc=1, prop={'size': 12}) plt.suptitle('Linear Discriminant Analysis vs. \ shrinkage Linear Discriminant Analysis (1 discriminative feature)') plt.show()
bsd-3-clause
hamid-omid/search_relevance
spell_corrector.py
1
1712
''' Spell checking the search_queries. It takes a rather long time to run; suitable for over-the-night runs. INPUT FILES: train.csv (raw data file) test.csv (raw data file) OUTPUTS: spell_corr.py __Author__: Ali Narimani __Veresion__: 1.2 ''' import requests import re import time from random import randint import pandas as pd # Reading input data: train = pd.read_csv('../data/train.csv', encoding="ISO-8859-1") test = pd.read_csv('../data/test.csv', encoding="ISO-8859-1") START_SPELL_CHECK="<span class=\"spell\">Showing results for</span>" END_SPELL_CHECK="<br><span class=\"spell_orig\">Search instead for" HTML_Codes = ( ("'", '&#39;'), ('"', '&quot;'), ('>', '&gt;'), ('<', '&lt;'), ('&', '&amp;'), ) def spell_check(s): q = '+'.join(s.split()) time.sleep( randint(0,2) ) #relax and don't make google angry r = requests.get("https://www.google.co.uk/search?q="+q) content = r.text start=content.find(START_SPELL_CHECK) if ( start > -1 ): start = start + len(START_SPELL_CHECK) end=content.find(END_SPELL_CHECK) search= content[start:end] search = re.sub(r'<[^>]+>', '', search) for code in HTML_Codes: search = search.replace(code[1], code[0]) search = search[1:] else: search = s return search ; ### start the spell_check : data = ['train','test'] outfile = open("spell_corr.py", "w") outfile.write('spell_check_dict={\n') for df in data: searches = eval(df)[10:20].search_term for search in searches: speel_check_search= spell_check(search) if (speel_check_search != search): outfile.write('"'+search+'"'+" : " + '"'+ speel_check_search+'"'+', \n') outfile.write('}') outfile.close() # End of code
mit
UKPLab/sentence-transformers
examples/applications/clustering/agglomerative.py
1
1733
""" This is a simple application for sentence embeddings: clustering Sentences are mapped to sentence embeddings and then agglomerative clustering with a threshold is applied. """ from sentence_transformers import SentenceTransformer from sklearn.cluster import AgglomerativeClustering import numpy as np embedder = SentenceTransformer('paraphrase-MiniLM-L6-v2') # Corpus with example sentences corpus = ['A man is eating food.', 'A man is eating a piece of bread.', 'A man is eating pasta.', 'The girl is carrying a baby.', 'The baby is carried by the woman', 'A man is riding a horse.', 'A man is riding a white horse on an enclosed ground.', 'A monkey is playing drums.', 'Someone in a gorilla costume is playing a set of drums.', 'A cheetah is running behind its prey.', 'A cheetah chases prey on across a field.' ] corpus_embeddings = embedder.encode(corpus) # Normalize the embeddings to unit length corpus_embeddings = corpus_embeddings / np.linalg.norm(corpus_embeddings, axis=1, keepdims=True) # Perform kmean clustering clustering_model = AgglomerativeClustering(n_clusters=None, distance_threshold=1.5) #, affinity='cosine', linkage='average', distance_threshold=0.4) clustering_model.fit(corpus_embeddings) cluster_assignment = clustering_model.labels_ clustered_sentences = {} for sentence_id, cluster_id in enumerate(cluster_assignment): if cluster_id not in clustered_sentences: clustered_sentences[cluster_id] = [] clustered_sentences[cluster_id].append(corpus[sentence_id]) for i, cluster in clustered_sentences.items(): print("Cluster ", i+1) print(cluster) print("")
apache-2.0
lbishal/scikit-learn
examples/manifold/plot_manifold_sphere.py
258
5101
#!/usr/bin/python # -*- coding: utf-8 -*- """ ============================================= Manifold Learning methods on a severed sphere ============================================= An application of the different :ref:`manifold` techniques on a spherical data-set. Here one can see the use of dimensionality reduction in order to gain some intuition regarding the manifold learning methods. Regarding the dataset, the poles are cut from the sphere, as well as a thin slice down its side. This enables the manifold learning techniques to 'spread it open' whilst projecting it onto two dimensions. For a similar example, where the methods are applied to the S-curve dataset, see :ref:`example_manifold_plot_compare_methods.py` Note that the purpose of the :ref:`MDS <multidimensional_scaling>` is to find a low-dimensional representation of the data (here 2D) in which the distances respect well the distances in the original high-dimensional space, unlike other manifold-learning algorithms, it does not seeks an isotropic representation of the data in the low-dimensional space. Here the manifold problem matches fairly that of representing a flat map of the Earth, as with `map projection <http://en.wikipedia.org/wiki/Map_projection>`_ """ # Author: Jaques Grobler <[email protected]> # License: BSD 3 clause print(__doc__) from time import time import numpy as np import matplotlib.pyplot as plt from mpl_toolkits.mplot3d import Axes3D from matplotlib.ticker import NullFormatter from sklearn import manifold from sklearn.utils import check_random_state # Next line to silence pyflakes. Axes3D # Variables for manifold learning. n_neighbors = 10 n_samples = 1000 # Create our sphere. random_state = check_random_state(0) p = random_state.rand(n_samples) * (2 * np.pi - 0.55) t = random_state.rand(n_samples) * np.pi # Sever the poles from the sphere. indices = ((t < (np.pi - (np.pi / 8))) & (t > ((np.pi / 8)))) colors = p[indices] x, y, z = np.sin(t[indices]) * np.cos(p[indices]), \ np.sin(t[indices]) * np.sin(p[indices]), \ np.cos(t[indices]) # Plot our dataset. fig = plt.figure(figsize=(15, 8)) plt.suptitle("Manifold Learning with %i points, %i neighbors" % (1000, n_neighbors), fontsize=14) ax = fig.add_subplot(251, projection='3d') ax.scatter(x, y, z, c=p[indices], cmap=plt.cm.rainbow) try: # compatibility matplotlib < 1.0 ax.view_init(40, -10) except: pass sphere_data = np.array([x, y, z]).T # Perform Locally Linear Embedding Manifold learning methods = ['standard', 'ltsa', 'hessian', 'modified'] labels = ['LLE', 'LTSA', 'Hessian LLE', 'Modified LLE'] for i, method in enumerate(methods): t0 = time() trans_data = manifold\ .LocallyLinearEmbedding(n_neighbors, 2, method=method).fit_transform(sphere_data).T t1 = time() print("%s: %.2g sec" % (methods[i], t1 - t0)) ax = fig.add_subplot(252 + i) plt.scatter(trans_data[0], trans_data[1], c=colors, cmap=plt.cm.rainbow) plt.title("%s (%.2g sec)" % (labels[i], t1 - t0)) ax.xaxis.set_major_formatter(NullFormatter()) ax.yaxis.set_major_formatter(NullFormatter()) plt.axis('tight') # Perform Isomap Manifold learning. t0 = time() trans_data = manifold.Isomap(n_neighbors, n_components=2)\ .fit_transform(sphere_data).T t1 = time() print("%s: %.2g sec" % ('ISO', t1 - t0)) ax = fig.add_subplot(257) plt.scatter(trans_data[0], trans_data[1], c=colors, cmap=plt.cm.rainbow) plt.title("%s (%.2g sec)" % ('Isomap', t1 - t0)) ax.xaxis.set_major_formatter(NullFormatter()) ax.yaxis.set_major_formatter(NullFormatter()) plt.axis('tight') # Perform Multi-dimensional scaling. t0 = time() mds = manifold.MDS(2, max_iter=100, n_init=1) trans_data = mds.fit_transform(sphere_data).T t1 = time() print("MDS: %.2g sec" % (t1 - t0)) ax = fig.add_subplot(258) plt.scatter(trans_data[0], trans_data[1], c=colors, cmap=plt.cm.rainbow) plt.title("MDS (%.2g sec)" % (t1 - t0)) ax.xaxis.set_major_formatter(NullFormatter()) ax.yaxis.set_major_formatter(NullFormatter()) plt.axis('tight') # Perform Spectral Embedding. t0 = time() se = manifold.SpectralEmbedding(n_components=2, n_neighbors=n_neighbors) trans_data = se.fit_transform(sphere_data).T t1 = time() print("Spectral Embedding: %.2g sec" % (t1 - t0)) ax = fig.add_subplot(259) plt.scatter(trans_data[0], trans_data[1], c=colors, cmap=plt.cm.rainbow) plt.title("Spectral Embedding (%.2g sec)" % (t1 - t0)) ax.xaxis.set_major_formatter(NullFormatter()) ax.yaxis.set_major_formatter(NullFormatter()) plt.axis('tight') # Perform t-distributed stochastic neighbor embedding. t0 = time() tsne = manifold.TSNE(n_components=2, init='pca', random_state=0) trans_data = tsne.fit_transform(sphere_data).T t1 = time() print("t-SNE: %.2g sec" % (t1 - t0)) ax = fig.add_subplot(250) plt.scatter(trans_data[0], trans_data[1], c=colors, cmap=plt.cm.rainbow) plt.title("t-SNE (%.2g sec)" % (t1 - t0)) ax.xaxis.set_major_formatter(NullFormatter()) ax.yaxis.set_major_formatter(NullFormatter()) plt.axis('tight') plt.show()
bsd-3-clause
SSG-DRD-IOT/commercial-iot-security-system
opencv/tutorials/imageProcessing/transform/fourier.py
1
4853
""" Fourier Transform -Find Fourier Transform of images using OpenCV -utilize FFT functions in Numpy -FT applications functions: cv2. dft() idft() FT used to analyze freq characteristics of filters for images 2D Discrete Fourier Transform used to find frequency domain FFT calculates DFT sinusoidal signal: x(t)=A * sin(2 * \pi *f * t) f - freq signal if freq domain taken, can see a spike at f if signal sampled to form discrete signal, get same freq domain, but periodic in range: [- \pi , \pi] or [0, 2 * \pi] (or [0, N] for N-pt DFT) consider image a signal sampled in 2 directions taking FT in both X and Y dirs gives freq representation of image for sinusoidal signal, if ampl varies fast in time -> hi freq signal for images: amplitude varies drastically at edge points or noises therefore edges and noises high freq contents of image no changes in amplitude: lo freq component """ # FT in Numpy # numpy has FFT package # np.fft.fft2 prov. freq transform which is complex array # arguments: # input image (grayscale) # size of output array; if greater than size of input image, input image padded w/ 0s before calculation of FFT # less than input image: input image cropped # no args passes: output size same as input # result: zero freq component @ top left corner # to bring to center: shift result by N/2 in both directions # done by np.fft.fftshift() # once find frequency transform -> find magnitude spectrum import cv2 import numpy as np from matplotlib import pyplot as plt img = cv2.imread('messi5.jpg', 0) f = np.fft.fft2(img) fshift = np.fft.fftshift(f) magnitude_spectrum = 20*np.log(np.abs(fshift)) plt.subplot(121), plt.imshow(img, cmap='gray') plt.title('Input Image'), plt.xticks([]), plt.yticks([]) plt.subplot(122),plt.imshow(magnitude_spectrum, cmap = 'gray') plt.title('Magnitude Spectrum'), plt.xticks([]), plt.yticks([]) plt.show() # can see whiter region at center, showing low freq content is prominent # ^ found freq transform; now, can do ops in freq domain # hi pass filtering # image reconstruction (ie find inverse DFT) # remove lo freqs with rectangular window, size 60x60 # apply inverse shift using np.fft.ifftshift() # so DC component is again at top right hand corner # find inverse FFT using np.ifft2() # result complex #; take its abs value rows, cols = img.shape crow, ccol = rows/2, cols/2 fshift[crow-30:crow+30, ccol-30:ccol+30] = 0 f_ishift = np.fft.ifftshift(fshift) img_back = np.fft.ifft2(f_ishift) img_back = np.abs(img_back) plt.subplot(131),plt.imshow(img, cmap = 'gray') plt.title('Input Image'), plt.xticks([]), plt.yticks([]) plt.subplot(132),plt.imshow(img_back, cmap = 'gray') plt.title('Image after HPF'), plt.xticks([]), plt.yticks([]) plt.subplot(133),plt.imshow(img_back) plt.title('Result in JET'), plt.xticks([]), plt.yticks([]) plt.show() # don't use rectangular filters for masking # create ripple-like ringing effects # mask converted to sinc shape, causing problem # use Gaussian window instead # Fourier Transform in OpenCV # functions: cv2.dft() and cv2.idft() # same result as before, but in 2 channels # 1st channel: real part of result # 2nd channel: imaginary part # convert input image to np.float32 first import numpy as np import cv2 from matplotlib import pyplot as plt img = cv2.imread('messi5.jpg', 0) dft = cv2.dft(np.float32(img), flags = cv2.DFT_COMPLEX_OUTPUT) dft_shift = np.fft.fftshift(dft) magnitude_spectrum = 20 * np.log(cv2.magnitude(dft_shift[:,:,0], dft_shift[:,:,1])) plt.subplot(121), plt.imshow(img, cmap = 'gray') plt.title('Input Image'), plt.xticks([]), plt.yticks([]) plt.subplot(122),plt.imshow(magnitude_spectrum, cmap = 'gray') plt.title('Magnitude Spectrum'), plt.xticks([]), plt.yticks([]) plt.show() # NOTE: use cv2.cartToPolar(), which returns both magnitude and phase # now, we do inverse DFT # previously, we created HPF # now, remove hi freq contents of image # -> apply LPF # blurs the image # create a mask first with high value, 1, @ low freq # ie pass LF content # 0 at HF region rows, cols = img.shape crow, ccol = rows/2, cols/2 # create mask first, center square is 1, all remaining zeros mask = np.zeros((rows, cols, 2), np.uint8) mask[crow-30:crow+30, ccol-30:ccol+30] = 1 # apply mask and iDFT fshift = dft_shift * mask f_ishift = np.fft.ifftshift(fshift) img_back = cv2.idft(f_ishift) img_back = cv2.magnitude(img_back[:,:,0], img_back[:,:,1]) plt.subplot(121), plt.imshow(img, cmap = 'gray) plt.title('Input Image'), plt.xticks([]), plt.yticks([]) plt.subplot(122), plt.imshow(img_back, cmap = 'gray) plt.title('Magnitude Spectrum'), plt.xticks([]), plt.yticks([]) plt.show()
mit
lbeltrame/bcbio-nextgen
bcbio/rnaseq/count.py
2
2705
""" count number of reads mapping to features of transcripts """ import os import pandas as pd from collections import defaultdict import gffutils from bcbio.log import logger from bcbio.utils import file_exists def combine_count_files(files, out_file=None, ext=".counts"): """ combine a set of count files into a single combined file ext: remove this extension from the count files """ files = list(files) files = [x for x in files if file_exists(x)] if not files: return None col_names = [os.path.basename(x.replace(ext, "")) for x in files] if not out_file: out_dir = os.path.join(os.path.dirname(files[0])) out_file = os.path.join(out_dir, "combined.counts") if file_exists(out_file): return out_file logger.info("Combining count files into %s." % out_file) row_names = [] col_vals = defaultdict(list) for i, f in enumerate(files): vals = [] if i == 0: with open(f) as in_handle: for line in in_handle: if not line.strip().startswith("#"): rname, val = line.strip().split("\t") row_names.append(rname) vals.append(val) else: with open(f) as in_handle: for line in in_handle: if not line.strip().startswith("#"): try: _, val = line.strip().split("\t") except ValueError: print(f, line) raise vals.append(val) col_vals[col_names[i]] = vals df = pd.DataFrame(col_vals, index=row_names) df.to_csv(out_file, sep="\t", index_label="id") return out_file def annotate_combined_count_file(count_file, gtf_file, out_file=None): if not count_file: return None dbfn = gtf_file + ".db" if not file_exists(dbfn): return None if not gffutils: return None db = gffutils.FeatureDB(dbfn, keep_order=True) if not out_file: out_dir = os.path.dirname(count_file) out_file = os.path.join(out_dir, "annotated_combined.counts") # if the genes don't have a gene_id or gene_name set, bail out try: symbol_lookup = {f['gene_id'][0]: f['gene_name'][0] for f in db.features_of_type('exon')} except KeyError: return None df = pd.io.parsers.read_csv(count_file, sep="\t", index_col=0, header=0) df['symbol'] = df.apply(lambda x: symbol_lookup.get(x.name, ""), axis=1) df.to_csv(out_file, sep="\t", index_label="id") return out_file
mit
valexandersaulys/airbnb_kaggle_contest
venv/lib/python3.4/site-packages/pandas/tools/merge.py
9
44730
""" SQL-style merge routines """ import numpy as np from pandas.compat import range, lrange, lzip, zip, map, filter import pandas.compat as compat from pandas.core.categorical import Categorical from pandas.core.frame import DataFrame, _merge_doc from pandas.core.generic import NDFrame from pandas.core.series import Series from pandas.core.index import (Index, MultiIndex, _get_combined_index, _ensure_index, _get_consensus_names, _all_indexes_same) from pandas.core.internals import (items_overlap_with_suffix, concatenate_block_managers) from pandas.util.decorators import Appender, Substitution from pandas.core.common import ABCSeries, isnull import pandas.core.common as com import pandas.algos as algos import pandas.hashtable as _hash @Substitution('\nleft : DataFrame') @Appender(_merge_doc, indents=0) def merge(left, right, how='inner', on=None, left_on=None, right_on=None, left_index=False, right_index=False, sort=False, suffixes=('_x', '_y'), copy=True, indicator=False): op = _MergeOperation(left, right, how=how, on=on, left_on=left_on, right_on=right_on, left_index=left_index, right_index=right_index, sort=sort, suffixes=suffixes, copy=copy, indicator=indicator) return op.get_result() if __debug__: merge.__doc__ = _merge_doc % '\nleft : DataFrame' class MergeError(ValueError): pass def ordered_merge(left, right, on=None, left_by=None, right_by=None, left_on=None, right_on=None, fill_method=None, suffixes=('_x', '_y')): """Perform merge with optional filling/interpolation designed for ordered data like time series data. Optionally perform group-wise merge (see examples) Parameters ---------- left : DataFrame right : DataFrame fill_method : {'ffill', None}, default None Interpolation method for data on : label or list Field names to join on. Must be found in both DataFrames. left_on : label or list, or array-like Field names to join on in left DataFrame. Can be a vector or list of vectors of the length of the DataFrame to use a particular vector as the join key instead of columns right_on : label or list, or array-like Field names to join on in right DataFrame or vector/list of vectors per left_on docs left_by : column name or list of column names Group left DataFrame by group columns and merge piece by piece with right DataFrame right_by : column name or list of column names Group right DataFrame by group columns and merge piece by piece with left DataFrame suffixes : 2-length sequence (tuple, list, ...) Suffix to apply to overlapping column names in the left and right side, respectively Examples -------- >>> A >>> B key lvalue group key rvalue 0 a 1 a 0 b 1 1 c 2 a 1 c 2 2 e 3 a 2 d 3 3 a 1 b 4 c 2 b 5 e 3 b >>> ordered_merge(A, B, fill_method='ffill', left_by='group') key lvalue group rvalue 0 a 1 a NaN 1 b 1 a 1 2 c 2 a 2 3 d 2 a 3 4 e 3 a 3 5 f 3 a 4 6 a 1 b NaN 7 b 1 b 1 8 c 2 b 2 9 d 2 b 3 10 e 3 b 3 11 f 3 b 4 Returns ------- merged : DataFrame The output type will the be same as 'left', if it is a subclass of DataFrame. """ def _merger(x, y): op = _OrderedMerge(x, y, on=on, left_on=left_on, right_on=right_on, # left_index=left_index, right_index=right_index, suffixes=suffixes, fill_method=fill_method) return op.get_result() if left_by is not None and right_by is not None: raise ValueError('Can only group either left or right frames') elif left_by is not None: if not isinstance(left_by, (list, tuple)): left_by = [left_by] pieces = [] for key, xpiece in left.groupby(left_by): merged = _merger(xpiece, right) for k in left_by: # May have passed ndarray try: if k in merged: merged[k] = key except: pass pieces.append(merged) return concat(pieces, ignore_index=True) elif right_by is not None: if not isinstance(right_by, (list, tuple)): right_by = [right_by] pieces = [] for key, ypiece in right.groupby(right_by): merged = _merger(left, ypiece) for k in right_by: try: if k in merged: merged[k] = key except: pass pieces.append(merged) return concat(pieces, ignore_index=True) else: return _merger(left, right) # TODO: transformations?? # TODO: only copy DataFrames when modification necessary class _MergeOperation(object): """ Perform a database (SQL) merge operation between two DataFrame objects using either columns as keys or their row indexes """ def __init__(self, left, right, how='inner', on=None, left_on=None, right_on=None, axis=1, left_index=False, right_index=False, sort=True, suffixes=('_x', '_y'), copy=True, indicator=False): self.left = self.orig_left = left self.right = self.orig_right = right self.how = how self.axis = axis self.on = com._maybe_make_list(on) self.left_on = com._maybe_make_list(left_on) self.right_on = com._maybe_make_list(right_on) self.copy = copy self.suffixes = suffixes self.sort = sort self.left_index = left_index self.right_index = right_index self.indicator = indicator if isinstance(self.indicator, compat.string_types): self.indicator_name = self.indicator elif isinstance(self.indicator, bool): self.indicator_name = '_merge' if self.indicator else None else: raise ValueError('indicator option can only accept boolean or string arguments') # note this function has side effects (self.left_join_keys, self.right_join_keys, self.join_names) = self._get_merge_keys() def get_result(self): if self.indicator: self.left, self.right = self._indicator_pre_merge(self.left, self.right) join_index, left_indexer, right_indexer = self._get_join_info() ldata, rdata = self.left._data, self.right._data lsuf, rsuf = self.suffixes llabels, rlabels = items_overlap_with_suffix(ldata.items, lsuf, rdata.items, rsuf) lindexers = {1: left_indexer} if left_indexer is not None else {} rindexers = {1: right_indexer} if right_indexer is not None else {} result_data = concatenate_block_managers( [(ldata, lindexers), (rdata, rindexers)], axes=[llabels.append(rlabels), join_index], concat_axis=0, copy=self.copy) typ = self.left._constructor result = typ(result_data).__finalize__(self, method='merge') if self.indicator: result = self._indicator_post_merge(result) self._maybe_add_join_keys(result, left_indexer, right_indexer) return result def _indicator_pre_merge(self, left, right): columns = left.columns.union(right.columns) for i in ['_left_indicator', '_right_indicator']: if i in columns: raise ValueError("Cannot use `indicator=True` option when data contains a column named {}".format(i)) if self.indicator_name in columns: raise ValueError("Cannot use name of an existing column for indicator column") left = left.copy() right = right.copy() left['_left_indicator'] = 1 left['_left_indicator'] = left['_left_indicator'].astype('int8') right['_right_indicator'] = 2 right['_right_indicator'] = right['_right_indicator'].astype('int8') return left, right def _indicator_post_merge(self, result): result['_left_indicator'] = result['_left_indicator'].fillna(0) result['_right_indicator'] = result['_right_indicator'].fillna(0) result[self.indicator_name] = Categorical((result['_left_indicator'] + result['_right_indicator']), categories=[1,2,3]) result[self.indicator_name] = result[self.indicator_name].cat.rename_categories(['left_only', 'right_only', 'both']) result = result.drop(labels=['_left_indicator', '_right_indicator'], axis=1) return result def _maybe_add_join_keys(self, result, left_indexer, right_indexer): # insert group keys keys = zip(self.join_names, self.left_on, self.right_on) for i, (name, lname, rname) in enumerate(keys): if not _should_fill(lname, rname): continue if name in result: key_indexer = result.columns.get_loc(name) if left_indexer is not None and right_indexer is not None: if name in self.left: if len(self.left) == 0: continue na_indexer = (left_indexer == -1).nonzero()[0] if len(na_indexer) == 0: continue right_na_indexer = right_indexer.take(na_indexer) result.iloc[na_indexer,key_indexer] = com.take_1d(self.right_join_keys[i], right_na_indexer) elif name in self.right: if len(self.right) == 0: continue na_indexer = (right_indexer == -1).nonzero()[0] if len(na_indexer) == 0: continue left_na_indexer = left_indexer.take(na_indexer) result.iloc[na_indexer,key_indexer] = com.take_1d(self.left_join_keys[i], left_na_indexer) elif left_indexer is not None \ and isinstance(self.left_join_keys[i], np.ndarray): if name is None: name = 'key_%d' % i # a faster way? key_col = com.take_1d(self.left_join_keys[i], left_indexer) na_indexer = (left_indexer == -1).nonzero()[0] right_na_indexer = right_indexer.take(na_indexer) key_col.put(na_indexer, com.take_1d(self.right_join_keys[i], right_na_indexer)) result.insert(i, name, key_col) def _get_join_info(self): left_ax = self.left._data.axes[self.axis] right_ax = self.right._data.axes[self.axis] if self.left_index and self.right_index: join_index, left_indexer, right_indexer = \ left_ax.join(right_ax, how=self.how, return_indexers=True) elif self.right_index and self.how == 'left': join_index, left_indexer, right_indexer = \ _left_join_on_index(left_ax, right_ax, self.left_join_keys, sort=self.sort) elif self.left_index and self.how == 'right': join_index, right_indexer, left_indexer = \ _left_join_on_index(right_ax, left_ax, self.right_join_keys, sort=self.sort) else: (left_indexer, right_indexer) = _get_join_indexers(self.left_join_keys, self.right_join_keys, sort=self.sort, how=self.how) if self.right_index: if len(self.left) > 0: join_index = self.left.index.take(left_indexer) else: join_index = self.right.index.take(right_indexer) left_indexer = np.array([-1] * len(join_index)) elif self.left_index: if len(self.right) > 0: join_index = self.right.index.take(right_indexer) else: join_index = self.left.index.take(left_indexer) right_indexer = np.array([-1] * len(join_index)) else: join_index = Index(np.arange(len(left_indexer))) if len(join_index) == 0: join_index = join_index.astype(object) return join_index, left_indexer, right_indexer def _get_merge_data(self): """ Handles overlapping column names etc. """ ldata, rdata = self.left._data, self.right._data lsuf, rsuf = self.suffixes llabels, rlabels = items_overlap_with_suffix( ldata.items, lsuf, rdata.items, rsuf) if not llabels.equals(ldata.items): ldata = ldata.copy(deep=False) ldata.set_axis(0, llabels) if not rlabels.equals(rdata.items): rdata = rdata.copy(deep=False) rdata.set_axis(0, rlabels) return ldata, rdata def _get_merge_keys(self): """ Note: has side effects (copy/delete key columns) Parameters ---------- left right on Returns ------- left_keys, right_keys """ self._validate_specification() left_keys = [] right_keys = [] join_names = [] right_drop = [] left_drop = [] left, right = self.left, self.right is_lkey = lambda x: isinstance(x, (np.ndarray, ABCSeries)) and len(x) == len(left) is_rkey = lambda x: isinstance(x, (np.ndarray, ABCSeries)) and len(x) == len(right) # ugh, spaghetti re #733 if _any(self.left_on) and _any(self.right_on): for lk, rk in zip(self.left_on, self.right_on): if is_lkey(lk): left_keys.append(lk) if is_rkey(rk): right_keys.append(rk) join_names.append(None) # what to do? else: right_keys.append(right[rk]._values) join_names.append(rk) else: if not is_rkey(rk): right_keys.append(right[rk]._values) if lk == rk: # avoid key upcast in corner case (length-0) if len(left) > 0: right_drop.append(rk) else: left_drop.append(lk) else: right_keys.append(rk) left_keys.append(left[lk]._values) join_names.append(lk) elif _any(self.left_on): for k in self.left_on: if is_lkey(k): left_keys.append(k) join_names.append(None) else: left_keys.append(left[k]._values) join_names.append(k) if isinstance(self.right.index, MultiIndex): right_keys = [lev._values.take(lab) for lev, lab in zip(self.right.index.levels, self.right.index.labels)] else: right_keys = [self.right.index.values] elif _any(self.right_on): for k in self.right_on: if is_rkey(k): right_keys.append(k) join_names.append(None) else: right_keys.append(right[k]._values) join_names.append(k) if isinstance(self.left.index, MultiIndex): left_keys = [lev._values.take(lab) for lev, lab in zip(self.left.index.levels, self.left.index.labels)] else: left_keys = [self.left.index.values] if left_drop: self.left = self.left.drop(left_drop, axis=1) if right_drop: self.right = self.right.drop(right_drop, axis=1) return left_keys, right_keys, join_names def _validate_specification(self): # Hm, any way to make this logic less complicated?? if (self.on is None and self.left_on is None and self.right_on is None): if self.left_index and self.right_index: self.left_on, self.right_on = (), () elif self.left_index: if self.right_on is None: raise MergeError('Must pass right_on or right_index=True') elif self.right_index: if self.left_on is None: raise MergeError('Must pass left_on or left_index=True') else: # use the common columns common_cols = self.left.columns.intersection( self.right.columns) if len(common_cols) == 0: raise MergeError('No common columns to perform merge on') if not common_cols.is_unique: raise MergeError("Data columns not unique: %s" % repr(common_cols)) self.left_on = self.right_on = common_cols elif self.on is not None: if self.left_on is not None or self.right_on is not None: raise MergeError('Can only pass on OR left_on and ' 'right_on') self.left_on = self.right_on = self.on elif self.left_on is not None: n = len(self.left_on) if self.right_index: if len(self.left_on) != self.right.index.nlevels: raise ValueError('len(left_on) must equal the number ' 'of levels in the index of "right"') self.right_on = [None] * n elif self.right_on is not None: n = len(self.right_on) if self.left_index: if len(self.right_on) != self.left.index.nlevels: raise ValueError('len(right_on) must equal the number ' 'of levels in the index of "left"') self.left_on = [None] * n if len(self.right_on) != len(self.left_on): raise ValueError("len(right_on) must equal len(left_on)") def _get_join_indexers(left_keys, right_keys, sort=False, how='inner'): """ Parameters ---------- Returns ------- """ from functools import partial assert len(left_keys) == len(right_keys), \ 'left_key and right_keys must be the same length' # bind `sort` arg. of _factorize_keys fkeys = partial(_factorize_keys, sort=sort) # get left & right join labels and num. of levels at each location llab, rlab, shape = map(list, zip( * map(fkeys, left_keys, right_keys))) # get flat i8 keys from label lists lkey, rkey = _get_join_keys(llab, rlab, shape, sort) # factorize keys to a dense i8 space # `count` is the num. of unique keys # set(lkey) | set(rkey) == range(count) lkey, rkey, count = fkeys(lkey, rkey) # preserve left frame order if how == 'left' and sort == False kwargs = {'sort':sort} if how == 'left' else {} join_func = _join_functions[how] return join_func(lkey, rkey, count, **kwargs) class _OrderedMerge(_MergeOperation): def __init__(self, left, right, on=None, by=None, left_on=None, right_on=None, axis=1, left_index=False, right_index=False, suffixes=('_x', '_y'), copy=True, fill_method=None): self.fill_method = fill_method _MergeOperation.__init__(self, left, right, on=on, left_on=left_on, right_on=right_on, axis=axis, left_index=left_index, right_index=right_index, how='outer', suffixes=suffixes, sort=True # sorts when factorizing ) def get_result(self): join_index, left_indexer, right_indexer = self._get_join_info() # this is a bit kludgy ldata, rdata = self.left._data, self.right._data lsuf, rsuf = self.suffixes llabels, rlabels = items_overlap_with_suffix(ldata.items, lsuf, rdata.items, rsuf) if self.fill_method == 'ffill': left_join_indexer = algos.ffill_indexer(left_indexer) right_join_indexer = algos.ffill_indexer(right_indexer) else: left_join_indexer = left_indexer right_join_indexer = right_indexer lindexers = {1: left_join_indexer} if left_join_indexer is not None else {} rindexers = {1: right_join_indexer} if right_join_indexer is not None else {} result_data = concatenate_block_managers( [(ldata, lindexers), (rdata, rindexers)], axes=[llabels.append(rlabels), join_index], concat_axis=0, copy=self.copy) typ = self.left._constructor result = typ(result_data).__finalize__(self, method='ordered_merge') self._maybe_add_join_keys(result, left_indexer, right_indexer) return result def _get_multiindex_indexer(join_keys, index, sort): from functools import partial # bind `sort` argument fkeys = partial(_factorize_keys, sort=sort) # left & right join labels and num. of levels at each location rlab, llab, shape = map(list, zip( * map(fkeys, index.levels, join_keys))) if sort: rlab = list(map(np.take, rlab, index.labels)) else: i8copy = lambda a: a.astype('i8', subok=False, copy=True) rlab = list(map(i8copy, index.labels)) # fix right labels if there were any nulls for i in range(len(join_keys)): mask = index.labels[i] == -1 if mask.any(): # check if there already was any nulls at this location # if there was, it is factorized to `shape[i] - 1` a = join_keys[i][llab[i] == shape[i] - 1] if a.size == 0 or not a[0] != a[0]: shape[i] += 1 rlab[i][mask] = shape[i] - 1 # get flat i8 join keys lkey, rkey = _get_join_keys(llab, rlab, shape, sort) # factorize keys to a dense i8 space lkey, rkey, count = fkeys(lkey, rkey) return algos.left_outer_join(lkey, rkey, count, sort=sort) def _get_single_indexer(join_key, index, sort=False): left_key, right_key, count = _factorize_keys(join_key, index, sort=sort) left_indexer, right_indexer = \ algos.left_outer_join(com._ensure_int64(left_key), com._ensure_int64(right_key), count, sort=sort) return left_indexer, right_indexer def _left_join_on_index(left_ax, right_ax, join_keys, sort=False): if len(join_keys) > 1: if not ((isinstance(right_ax, MultiIndex) and len(join_keys) == right_ax.nlevels)): raise AssertionError("If more than one join key is given then " "'right_ax' must be a MultiIndex and the " "number of join keys must be the number of " "levels in right_ax") left_indexer, right_indexer = \ _get_multiindex_indexer(join_keys, right_ax, sort=sort) else: jkey = join_keys[0] left_indexer, right_indexer = \ _get_single_indexer(jkey, right_ax, sort=sort) if sort or len(left_ax) != len(left_indexer): # if asked to sort or there are 1-to-many matches join_index = left_ax.take(left_indexer) return join_index, left_indexer, right_indexer # left frame preserves order & length of its index return left_ax, None, right_indexer def _right_outer_join(x, y, max_groups): right_indexer, left_indexer = algos.left_outer_join(y, x, max_groups) return left_indexer, right_indexer _join_functions = { 'inner': algos.inner_join, 'left': algos.left_outer_join, 'right': _right_outer_join, 'outer': algos.full_outer_join, } def _factorize_keys(lk, rk, sort=True): if com.is_datetime64tz_dtype(lk) and com.is_datetime64tz_dtype(rk): lk = lk.values rk = rk.values if com.is_int_or_datetime_dtype(lk) and com.is_int_or_datetime_dtype(rk): klass = _hash.Int64Factorizer lk = com._ensure_int64(com._values_from_object(lk)) rk = com._ensure_int64(com._values_from_object(rk)) else: klass = _hash.Factorizer lk = com._ensure_object(lk) rk = com._ensure_object(rk) rizer = klass(max(len(lk), len(rk))) llab = rizer.factorize(lk) rlab = rizer.factorize(rk) count = rizer.get_count() if sort: uniques = rizer.uniques.to_array() llab, rlab = _sort_labels(uniques, llab, rlab) # NA group lmask = llab == -1 lany = lmask.any() rmask = rlab == -1 rany = rmask.any() if lany or rany: if lany: np.putmask(llab, lmask, count) if rany: np.putmask(rlab, rmask, count) count += 1 return llab, rlab, count def _sort_labels(uniques, left, right): if not isinstance(uniques, np.ndarray): # tuplesafe uniques = Index(uniques).values sorter = uniques.argsort() reverse_indexer = np.empty(len(sorter), dtype=np.int64) reverse_indexer.put(sorter, np.arange(len(sorter))) new_left = reverse_indexer.take(com._ensure_platform_int(left)) np.putmask(new_left, left == -1, -1) new_right = reverse_indexer.take(com._ensure_platform_int(right)) np.putmask(new_right, right == -1, -1) return new_left, new_right def _get_join_keys(llab, rlab, shape, sort): from pandas.core.groupby import _int64_overflow_possible # how many levels can be done without overflow pred = lambda i: not _int64_overflow_possible(shape[:i]) nlev = next(filter(pred, range(len(shape), 0, -1))) # get keys for the first `nlev` levels stride = np.prod(shape[1:nlev], dtype='i8') lkey = stride * llab[0].astype('i8', subok=False, copy=False) rkey = stride * rlab[0].astype('i8', subok=False, copy=False) for i in range(1, nlev): stride //= shape[i] lkey += llab[i] * stride rkey += rlab[i] * stride if nlev == len(shape): # all done! return lkey, rkey # densify current keys to avoid overflow lkey, rkey, count = _factorize_keys(lkey, rkey, sort=sort) llab = [lkey] + llab[nlev:] rlab = [rkey] + rlab[nlev:] shape = [count] + shape[nlev:] return _get_join_keys(llab, rlab, shape, sort) #---------------------------------------------------------------------- # Concatenate DataFrame objects def concat(objs, axis=0, join='outer', join_axes=None, ignore_index=False, keys=None, levels=None, names=None, verify_integrity=False, copy=True): """ Concatenate pandas objects along a particular axis with optional set logic along the other axes. Can also add a layer of hierarchical indexing on the concatenation axis, which may be useful if the labels are the same (or overlapping) on the passed axis number Parameters ---------- objs : a sequence or mapping of Series, DataFrame, or Panel objects If a dict is passed, the sorted keys will be used as the `keys` argument, unless it is passed, in which case the values will be selected (see below). Any None objects will be dropped silently unless they are all None in which case a ValueError will be raised axis : {0, 1, ...}, default 0 The axis to concatenate along join : {'inner', 'outer'}, default 'outer' How to handle indexes on other axis(es) join_axes : list of Index objects Specific indexes to use for the other n - 1 axes instead of performing inner/outer set logic verify_integrity : boolean, default False Check whether the new concatenated axis contains duplicates. This can be very expensive relative to the actual data concatenation keys : sequence, default None If multiple levels passed, should contain tuples. Construct hierarchical index using the passed keys as the outermost level levels : list of sequences, default None Specific levels (unique values) to use for constructing a MultiIndex. Otherwise they will be inferred from the keys names : list, default None Names for the levels in the resulting hierarchical index ignore_index : boolean, default False If True, do not use the index values along the concatenation axis. The resulting axis will be labeled 0, ..., n - 1. This is useful if you are concatenating objects where the concatenation axis does not have meaningful indexing information. Note the the index values on the other axes are still respected in the join. copy : boolean, default True If False, do not copy data unnecessarily Notes ----- The keys, levels, and names arguments are all optional Returns ------- concatenated : type of objects """ op = _Concatenator(objs, axis=axis, join_axes=join_axes, ignore_index=ignore_index, join=join, keys=keys, levels=levels, names=names, verify_integrity=verify_integrity, copy=copy) return op.get_result() class _Concatenator(object): """ Orchestrates a concatenation operation for BlockManagers """ def __init__(self, objs, axis=0, join='outer', join_axes=None, keys=None, levels=None, names=None, ignore_index=False, verify_integrity=False, copy=True): if isinstance(objs, (NDFrame, compat.string_types)): raise TypeError('first argument must be an iterable of pandas ' 'objects, you passed an object of type ' '"{0}"'.format(type(objs).__name__)) if join == 'outer': self.intersect = False elif join == 'inner': self.intersect = True else: # pragma: no cover raise ValueError('Only can inner (intersect) or outer (union) ' 'join the other axis') if isinstance(objs, dict): if keys is None: keys = sorted(objs) objs = [objs[k] for k in keys] else: objs = list(objs) if len(objs) == 0: raise ValueError('No objects to concatenate') if keys is None: objs = [obj for obj in objs if obj is not None] else: # #1649 clean_keys = [] clean_objs = [] for k, v in zip(keys, objs): if v is None: continue clean_keys.append(k) clean_objs.append(v) objs = clean_objs keys = clean_keys if len(objs) == 0: raise ValueError('All objects passed were None') # consolidate data & figure out what our result ndim is going to be ndims = set() for obj in objs: if not isinstance(obj, NDFrame): raise TypeError("cannot concatenate a non-NDFrame object") # consolidate obj.consolidate(inplace=True) ndims.add(obj.ndim) # get the sample # want the higest ndim that we have, and must be non-empty # unless all objs are empty sample = None if len(ndims) > 1: max_ndim = max(ndims) for obj in objs: if obj.ndim == max_ndim and np.sum(obj.shape): sample = obj break else: # filter out the empties # if we have not multi-index possibiltes df = DataFrame([ obj.shape for obj in objs ]).sum(1) non_empties = df[df!=0] if len(non_empties) and (keys is None and names is None and levels is None and join_axes is None): objs = [ objs[i] for i in non_empties.index ] sample = objs[0] if sample is None: sample = objs[0] self.objs = objs # Need to flip BlockManager axis in the DataFrame special case self._is_frame = isinstance(sample, DataFrame) if self._is_frame: axis = 1 if axis == 0 else 0 self._is_series = isinstance(sample, ABCSeries) if not 0 <= axis <= sample.ndim: raise AssertionError("axis must be between 0 and {0}, " "input was {1}".format(sample.ndim, axis)) # if we have mixed ndims, then convert to highest ndim # creating column numbers as needed if len(ndims) > 1: current_column = 0 max_ndim = sample.ndim self.objs, objs = [], self.objs for obj in objs: ndim = obj.ndim if ndim == max_ndim: pass elif ndim != max_ndim-1: raise ValueError("cannot concatenate unaligned mixed " "dimensional NDFrame objects") else: name = getattr(obj,'name',None) if ignore_index or name is None: name = current_column current_column += 1 # doing a row-wise concatenation so need everything # to line up if self._is_frame and axis == 1: name = 0 obj = sample._constructor({ name : obj }) self.objs.append(obj) # note: this is the BlockManager axis (since DataFrame is transposed) self.axis = axis self.join_axes = join_axes self.keys = keys self.names = names self.levels = levels self.ignore_index = ignore_index self.verify_integrity = verify_integrity self.copy = copy self.new_axes = self._get_new_axes() def get_result(self): # series only if self._is_series: # stack blocks if self.axis == 0: new_data = com._concat_compat([x._values for x in self.objs]) name = com._consensus_name_attr(self.objs) return Series(new_data, index=self.new_axes[0], name=name).__finalize__(self, method='concat') # combine as columns in a frame else: data = dict(zip(range(len(self.objs)), self.objs)) index, columns = self.new_axes tmpdf = DataFrame(data, index=index) # checks if the column variable already stores valid column names (because set via the 'key' argument # in the 'concat' function call. If that's not the case, use the series names as column names if columns.equals(Index(np.arange(len(self.objs)))) and not self.ignore_index: columns = np.array([ data[i].name for i in range(len(data)) ], dtype='object') indexer = isnull(columns) if indexer.any(): columns[indexer] = np.arange(len(indexer[indexer])) tmpdf.columns = columns return tmpdf.__finalize__(self, method='concat') # combine block managers else: mgrs_indexers = [] for obj in self.objs: mgr = obj._data indexers = {} for ax, new_labels in enumerate(self.new_axes): if ax == self.axis: # Suppress reindexing on concat axis continue obj_labels = mgr.axes[ax] if not new_labels.equals(obj_labels): indexers[ax] = obj_labels.reindex(new_labels)[1] mgrs_indexers.append((obj._data, indexers)) new_data = concatenate_block_managers( mgrs_indexers, self.new_axes, concat_axis=self.axis, copy=self.copy) if not self.copy: new_data._consolidate_inplace() return self.objs[0]._from_axes(new_data, self.new_axes).__finalize__(self, method='concat') def _get_result_dim(self): if self._is_series and self.axis == 1: return 2 else: return self.objs[0].ndim def _get_new_axes(self): ndim = self._get_result_dim() new_axes = [None] * ndim if self.join_axes is None: for i in range(ndim): if i == self.axis: continue new_axes[i] = self._get_comb_axis(i) else: if len(self.join_axes) != ndim - 1: raise AssertionError("length of join_axes must not be " "equal to {0}".format(ndim - 1)) # ufff... indices = lrange(ndim) indices.remove(self.axis) for i, ax in zip(indices, self.join_axes): new_axes[i] = ax new_axes[self.axis] = self._get_concat_axis() return new_axes def _get_comb_axis(self, i): if self._is_series: all_indexes = [x.index for x in self.objs] else: try: all_indexes = [x._data.axes[i] for x in self.objs] except IndexError: types = [type(x).__name__ for x in self.objs] raise TypeError("Cannot concatenate list of %s" % types) return _get_combined_index(all_indexes, intersect=self.intersect) def _get_concat_axis(self): """ Return index to be used along concatenation axis. """ if self._is_series: if self.axis == 0: indexes = [x.index for x in self.objs] elif self.ignore_index: idx = Index(np.arange(len(self.objs))) idx.is_unique = True # arange is always unique return idx elif self.keys is None: names = [] for x in self.objs: if not isinstance(x, Series): raise TypeError("Cannot concatenate type 'Series' " "with object of type " "%r" % type(x).__name__) if x.name is not None: names.append(x.name) else: idx = Index(np.arange(len(self.objs))) idx.is_unique = True return idx return Index(names) else: return _ensure_index(self.keys) else: indexes = [x._data.axes[self.axis] for x in self.objs] if self.ignore_index: idx = Index(np.arange(sum(len(i) for i in indexes))) idx.is_unique = True return idx if self.keys is None: concat_axis = _concat_indexes(indexes) else: concat_axis = _make_concat_multiindex(indexes, self.keys, self.levels, self.names) self._maybe_check_integrity(concat_axis) return concat_axis def _maybe_check_integrity(self, concat_index): if self.verify_integrity: if not concat_index.is_unique: overlap = concat_index.get_duplicates() raise ValueError('Indexes have overlapping values: %s' % str(overlap)) def _concat_indexes(indexes): return indexes[0].append(indexes[1:]) def _make_concat_multiindex(indexes, keys, levels=None, names=None): if ((levels is None and isinstance(keys[0], tuple)) or (levels is not None and len(levels) > 1)): zipped = lzip(*keys) if names is None: names = [None] * len(zipped) if levels is None: levels = [Categorical.from_array(zp, ordered=True).categories for zp in zipped] else: levels = [_ensure_index(x) for x in levels] else: zipped = [keys] if names is None: names = [None] if levels is None: levels = [_ensure_index(keys)] else: levels = [_ensure_index(x) for x in levels] if not _all_indexes_same(indexes): label_list = [] # things are potentially different sizes, so compute the exact labels # for each level and pass those to MultiIndex.from_arrays for hlevel, level in zip(zipped, levels): to_concat = [] for key, index in zip(hlevel, indexes): try: i = level.get_loc(key) except KeyError: raise ValueError('Key %s not in level %s' % (str(key), str(level))) to_concat.append(np.repeat(i, len(index))) label_list.append(np.concatenate(to_concat)) concat_index = _concat_indexes(indexes) # these go at the end if isinstance(concat_index, MultiIndex): levels.extend(concat_index.levels) label_list.extend(concat_index.labels) else: factor = Categorical.from_array(concat_index, ordered=True) levels.append(factor.categories) label_list.append(factor.codes) if len(names) == len(levels): names = list(names) else: # make sure that all of the passed indices have the same nlevels if not len(set([ i.nlevels for i in indexes ])) == 1: raise AssertionError("Cannot concat indices that do" " not have the same number of levels") # also copies names = names + _get_consensus_names(indexes) return MultiIndex(levels=levels, labels=label_list, names=names, verify_integrity=False) new_index = indexes[0] n = len(new_index) kpieces = len(indexes) # also copies new_names = list(names) new_levels = list(levels) # construct labels new_labels = [] # do something a bit more speedy for hlevel, level in zip(zipped, levels): hlevel = _ensure_index(hlevel) mapped = level.get_indexer(hlevel) mask = mapped == -1 if mask.any(): raise ValueError('Values not found in passed level: %s' % str(hlevel[mask])) new_labels.append(np.repeat(mapped, n)) if isinstance(new_index, MultiIndex): new_levels.extend(new_index.levels) new_labels.extend([np.tile(lab, kpieces) for lab in new_index.labels]) else: new_levels.append(new_index) new_labels.append(np.tile(np.arange(n), kpieces)) if len(new_names) < len(new_levels): new_names.extend(new_index.names) return MultiIndex(levels=new_levels, labels=new_labels, names=new_names, verify_integrity=False) def _should_fill(lname, rname): if not isinstance(lname, compat.string_types) or not isinstance(rname, compat.string_types): return True return lname == rname def _any(x): return x is not None and len(x) > 0 and any([y is not None for y in x])
gpl-2.0
sci-wms/sci-wms
wms/tests/test_ugrid.py
2
9966
# -*- coding: utf-8 -*- from copy import copy from django.test import TestCase import pandas as pd from wms.tests import add_server, add_group, add_user, add_dataset, image_path from wms.models import Dataset, UGridDataset from wms import logger # noqa import pytest xfail = pytest.mark.xfail class TestUgrid(TestCase): @classmethod def setUpClass(cls): add_server() add_group() add_user() add_dataset("ugrid_testing", "ugrid", "selfe_ugrid.nc") @classmethod def tearDownClass(cls): d = Dataset.objects.get(slug="ugrid_testing") d.delete() def setUp(self): self.dataset_slug = 'ugrid_testing' self.url_params = dict( service = 'WMS', request = 'GetMap', version = '1.1.1', layers = 'surface_salt', format = 'image/png', transparent = 'true', height = 256, width = 256, srs = 'EPSG:3857', bbox = '-13756219.106426599,5811660.1345785195,-13736651.227185594,5831228.013819524' ) self.gfi_params = dict( service = 'WMS', request = 'GetFeatureInfo', version = '1.1.1', query_layers = 'surface_salt', info_format = 'text/csv', srs = 'EPSG:3857', bbox = '-13756219.106426599,5811660.1345785195,-13736651.227185594,5831228.013819524', height = 256, width = 256, x = 128, # middle y = 128 # middle ) self.gmd_params = dict( service = 'WMS', request = 'GetMetadata', version = '1.1.1', query_layers = 'surface_salt', srs = 'EPSG:3857', bbox = '-13756219.106426599,5811660.1345785195,-13736651.227185594,5831228.013819524', height = 256, width = 256 ) def image_name(self, fmt): return '{}.{}'.format(self.id().split('.')[-1], fmt) def test_identify(self): d = Dataset.objects.get(name=self.dataset_slug) klass = Dataset.identify(d.uri) assert klass == UGridDataset def do_test(self, params, fmt=None, write=True): fmt = fmt or 'png' response = self.client.get('/wms/datasets/{}'.format(self.dataset_slug), params) self.assertEqual(response.status_code, 200) outfile = image_path(self.__class__.__name__, self.image_name(fmt)) if write is True: with open(outfile, "wb") as f: f.write(response.content) return outfile def test_ugrid_default_styles(self): params = copy(self.url_params) self.do_test(params) def test_ugrid_filledcontours(self): params = copy(self.url_params) params.update(styles='filledcontours_cubehelix') self.do_test(params) def test_ugrid_filledcontours_50(self): params = copy(self.url_params) params.update(styles='filledcontours_cubehelix', numcontours=50) self.do_test(params) def test_ugrid_pcolor(self): params = copy(self.url_params) params.update(styles='pcolor_cubehelix') self.do_test(params) def test_ugrid_pcolor_logscale(self): params = copy(self.url_params) params.update(styles='pcolor_cubehelix', logscale=True) self.do_test(params) @xfail(reason="facets is not yet implemeted for UGRID datasets") def test_ugrid_facets(self): params = copy(self.url_params) params.update(styles='facets_cubehelix') self.do_test(params) def test_ugrid_contours(self): params = copy(self.url_params) params.update(styles='contours_cubehelix') self.do_test(params) def test_ugrid_contours_50(self): params = copy(self.url_params) params.update(styles='contours_cubehelix', numcontours=50) self.do_test(params) def test_ugrid_gfi_single_variable_csv(self): params = copy(self.gfi_params) r = self.do_test(params, fmt='csv') df = pd.read_csv(r) assert df['time'][0] == '2015-04-28 02:45:00' assert df['x'][0] == -123.4863 assert df['y'][0] == 46.256 assert df['surface_salt'][0] == 0 def test_ugrid_gfi_single_variable_csv_4326(self): params = copy(self.gfi_params) params['srs'] = 'EPSG:4326' params['bbox'] = '-123.57421875,46.1950421087,-123.3984375,46.3165841818' r = self.do_test(params, fmt='csv') df = pd.read_csv(r) assert df['time'][0] == '2015-04-28 02:45:00' assert df['x'][0] == -123.4863 assert df['y'][0] == 46.256 assert df['surface_salt'][0] == 0 def test_ugrid_gfi_single_variable_tsv(self): params = copy(self.gfi_params) params['info_format'] = 'text/tsv' params['query_layers'] = 'surface_temp' self.do_test(params, fmt='tsv') def test_ugrid_gfi_single_variable_json(self): params = copy(self.gfi_params) params['info_format'] = 'application/json' self.do_test(params, fmt='json') def test_ugrid_getmetadata_minmax(self): params = copy(self.gmd_params) params['item'] = 'minmax' self.do_test(params, fmt='json') def test_getCaps(self): params = dict(request='GetCapabilities') self.do_test(params, write=False) def test_create_layers(self): d = Dataset.objects.get(name=self.dataset_slug) assert d.layer_set.count() == 30 def test_delete_cache_signal(self): d = add_dataset("ugrid_deleting", "ugrid", "selfe_ugrid.nc") self.assertTrue(d.has_cache()) d.clear_cache() self.assertFalse(d.has_cache()) class TestFVCOM(TestCase): @classmethod def setUpClass(cls): add_server() add_group() add_user() add_dataset("fvcom_testing", "ugrid", "fvcom_vectors.nc") @classmethod def tearDownClass(cls): d = Dataset.objects.get(slug="fvcom_testing") d.delete() def setUp(self): self.dataset_slug = 'fvcom_testing' self.url_params = dict( service = 'WMS', request = 'GetMap', version = '1.1.1', layers = 'u,v', format = 'image/png', transparent = 'true', height = 256, width = 256, srs = 'EPSG:3857', bbox = '-10018754.171394622,2504688.5428486555,-8766409.899970293,3757032.814272983' ) self.gfi_params = dict( service = 'WMS', request = 'GetFeatureInfo', version = '1.1.1', query_layers = 'u,v', info_format = 'text/csv', srs = 'EPSG:3857', bbox = '-10018754.171394622,2504688.5428486555,-8766409.899970293,3757032.814272983', height = 256, width = 256, x = 256, # Top right y = 0 # Top right ) self.gmd_params = dict( service = 'WMS', request = 'GetMetadata', version = '1.1.1', query_layers = 'u,v', srs = 'EPSG:3857', bbox = '-10018754.171394622,2504688.5428486555,-8766409.899970293,3757032.814272983', height = 256, width = 256 ) def image_name(self, fmt): return '{}.{}'.format(self.id().split('.')[-1], fmt) def test_identify(self): d = Dataset.objects.get(name=self.dataset_slug) klass = Dataset.identify(d.uri) assert klass == UGridDataset def do_test(self, params, fmt=None, write=True): fmt = fmt or 'png' response = self.client.get('/wms/datasets/{}'.format(self.dataset_slug), params) self.assertEqual(response.status_code, 200) outfile = image_path(self.__class__.__name__, self.image_name(fmt)) if write is True: with open(outfile, "wb") as f: f.write(response.content) return outfile def test_fvcom_filledcontours(self): params = copy(self.url_params) params.update(styles='filledcontours_cubehelix', layers='u') self.do_test(params) def test_fvcom_pcolor(self): params = copy(self.url_params) params.update(styles='pcolor_cubehelix', layers='u') self.do_test(params) @xfail(reason="facets is not yet implemeted for UGRID datasets") def test_fvcom_facets(self): params = copy(self.url_params) params.update(styles='facets_cubehelix', layers='u') self.do_test(params) def test_fvcom_contours(self): params = copy(self.url_params) params.update(styles='contours_cubehelix', layers='u') self.do_test(params) def test_fvcom_gfi_single_variable_csv(self): params = copy(self.gfi_params) r = self.do_test(params, fmt='csv') df = pd.read_csv(r, index_col='time') assert df['x'][0] == -82.8046 assert df['y'][0] == 29.1632 assert df['u'][0] == -0.0467 assert df['v'][0] == 0.0521 def test_fvcom_vectorscale(self): params = copy(self.url_params) params['vectorscale'] = 10 params['styles'] = 'vectors_cubehelix' self.do_test(params) def test_fvcom_vectorstep(self): params = copy(self.url_params) params['vectorstep'] = 10 params['styles'] = 'vectors_cubehelix' self.do_test(params) def test_fvcom_getCaps(self): params = dict(request='GetCapabilities') self.do_test(params, write=False)
gpl-3.0
larsmans/scikit-learn
sklearn/linear_model/tests/test_perceptron.py
378
1815
import numpy as np import scipy.sparse as sp from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_true from sklearn.utils.testing import assert_raises from sklearn.utils import check_random_state from sklearn.datasets import load_iris from sklearn.linear_model import Perceptron iris = load_iris() random_state = check_random_state(12) indices = np.arange(iris.data.shape[0]) random_state.shuffle(indices) X = iris.data[indices] y = iris.target[indices] X_csr = sp.csr_matrix(X) X_csr.sort_indices() class MyPerceptron(object): def __init__(self, n_iter=1): self.n_iter = n_iter def fit(self, X, y): n_samples, n_features = X.shape self.w = np.zeros(n_features, dtype=np.float64) self.b = 0.0 for t in range(self.n_iter): for i in range(n_samples): if self.predict(X[i])[0] != y[i]: self.w += y[i] * X[i] self.b += y[i] def project(self, X): return np.dot(X, self.w) + self.b def predict(self, X): X = np.atleast_2d(X) return np.sign(self.project(X)) def test_perceptron_accuracy(): for data in (X, X_csr): clf = Perceptron(n_iter=30, shuffle=False) clf.fit(data, y) score = clf.score(data, y) assert_true(score >= 0.7) def test_perceptron_correctness(): y_bin = y.copy() y_bin[y != 1] = -1 clf1 = MyPerceptron(n_iter=2) clf1.fit(X, y_bin) clf2 = Perceptron(n_iter=2, shuffle=False) clf2.fit(X, y_bin) assert_array_almost_equal(clf1.w, clf2.coef_.ravel()) def test_undefined_methods(): clf = Perceptron() for meth in ("predict_proba", "predict_log_proba"): assert_raises(AttributeError, lambda x: getattr(clf, x), meth)
bsd-3-clause
tmilicic/networkx
examples/drawing/sampson.py
4
1389
#!/usr/bin/env python """ Sampson's monastery data. Shows how to read data from a zip file and plot multiple frames. """ __author__ = """Aric Hagberg ([email protected])""" # Copyright (C) 2010 by # Aric Hagberg <[email protected]> # Dan Schult <[email protected]> # Pieter Swart <[email protected]> # All rights reserved. # BSD license. import zipfile, cStringIO import networkx as nx import matplotlib.pyplot as plt zf = zipfile.ZipFile('sampson_data.zip') # zipfile object e1=cStringIO.StringIO(zf.read('samplike1.txt')) # read info file e2=cStringIO.StringIO(zf.read('samplike2.txt')) # read info file e3=cStringIO.StringIO(zf.read('samplike3.txt')) # read info file G1=nx.read_edgelist(e1,delimiter='\t') G2=nx.read_edgelist(e2,delimiter='\t') G3=nx.read_edgelist(e3,delimiter='\t') pos=nx.spring_layout(G3,iterations=100) plt.clf() plt.subplot(221) plt.title('samplike1') nx.draw(G1,pos,node_size=50,with_labels=False) plt.subplot(222) plt.title('samplike2') nx.draw(G2,pos,node_size=50,with_labels=False) plt.subplot(223) plt.title('samplike3') nx.draw(G3,pos,node_size=50,with_labels=False) plt.subplot(224) plt.title('samplike1,2,3') nx.draw(G3, pos, edgelist=list(G3.edges()), node_size=50, with_labels=False) nx.draw_networkx_edges(G1,pos,alpha=0.25) nx.draw_networkx_edges(G2,pos,alpha=0.25) plt.savefig("sampson.png") # save as png plt.show() # display
bsd-3-clause
vkuznet/rep
rep/metaml/stacking.py
4
4905
""" This module contains stacking strategies (meta-algorithms of machine learning). """ from __future__ import division, print_function, absolute_import import numpy from sklearn.base import clone from ..estimators import Classifier from ..estimators.utils import check_inputs, _get_features __author__ = 'Alex Rogozhnikov' class FeatureSplitter(Classifier): """ Dataset is split by values of `split_feature`, for each value of feature, new classifier is trained. When building predictions, classifier predicts the events with the same value of `split_feature` it was trained on. :param str split_feature: the name of key feature, :param base_estimator: the classifier, its' copies are trained on parts of dataset :param list[str] features: list of columns classifier uses .. note:: `split_feature` must be in list of `features` """ def __init__(self, split_feature, base_estimator, train_features=None): self.base_estimator = base_estimator self.split_feature = split_feature self.train_features = train_features Classifier.__init__(self, features=self._features()) def _features(self): if self.train_features is None: return None else: return list(self.train_features) + [self.split_feature] def _get_features(self, X, allow_nans=False): """ :param pandas.DataFrame X: train dataset :return: pandas.DataFrame with used features """ split_column_values, _ = _get_features([self.split_feature], X, allow_nans=allow_nans) split_column_values = numpy.ravel(numpy.array(split_column_values)) X_prepared, self.train_features = _get_features(self.train_features, X, allow_nans=allow_nans) self.features = self._features() return split_column_values, X_prepared def fit(self, X, y, sample_weight=None): """ Fit dataset. :param X: pandas.DataFrame of shape [n_samples, n_features] with features :param y: array-like of shape [n_samples] with targets :param sample_weight: array-like of shape [n_samples] with events weights or None. :return: self """ if hasattr(self.base_estimator, 'features'): assert self.base_estimator.features is None, 'Base estimator must have None features! ' \ 'Use features parameter in Folding to fix it' X, y, sample_weight = check_inputs(X, y, sample_weight=sample_weight, allow_none_weights=True) # TODO cover the case of missing labels in subsets. split_column_values, X = self._get_features(X) self._set_classes(y) self.base_estimators = {} for value in numpy.unique(split_column_values): rows = numpy.array(split_column_values) == value base_classifier = clone(self.base_estimator) if sample_weight is None: base_classifier.fit(X.iloc[rows, :], y[rows]) else: base_classifier.fit(X.iloc[rows, :], y[rows], sample_weight=sample_weight[rows]) self.base_estimators[value] = base_classifier return self def predict_proba(self, X): """ Predict probabilities. Each event will be predicted by the classifier with trained on corresponding value of `split_feature` :param X: pandas.DataFrame of shape [n_samples, n_features] :return: probabilities of shape [n_samples, n_classes] """ split_column_values, X = self._get_features(X) result = numpy.zeros([len(X), self.n_classes_]) for value, estimator in self.base_estimators.items(): mask = split_column_values == value result[mask, :] = estimator.predict_proba(X.loc[mask, :]) return result def staged_predict_proba(self, X): """ Predict probabilities after each stage of base classifier. Each event will be predicted by the classifier with trained on corresponding value of `split_feature` :param X: pandas.DataFrame of shape [n_samples, n_features] :return: iterable sequence of numpy.arrays of shape [n_samples, n_classes] """ split_column_values, X = self._get_features(X) result = numpy.zeros([len(X), self.n_classes_]) masks_iterators = [] for value, estimator in self.base_estimators.items(): mask = split_column_values == value prediction_iterator = estimator.staged_predict_proba(X.loc[mask, :]) masks_iterators.append([mask, prediction_iterator]) try: while True: for mask, prediction_iterator in masks_iterators: result[mask, :] = next(prediction_iterator) yield result except StopIteration: pass
apache-2.0
hsiaoyi0504/scikit-learn
benchmarks/bench_plot_nmf.py
206
5890
""" Benchmarks of Non-Negative Matrix Factorization """ from __future__ import print_function from collections import defaultdict import gc from time import time import numpy as np from scipy.linalg import norm from sklearn.decomposition.nmf import NMF, _initialize_nmf from sklearn.datasets.samples_generator import make_low_rank_matrix from sklearn.externals.six.moves import xrange def alt_nnmf(V, r, max_iter=1000, tol=1e-3, R=None): ''' A, S = nnmf(X, r, tol=1e-3, R=None) Implement Lee & Seung's algorithm Parameters ---------- V : 2-ndarray, [n_samples, n_features] input matrix r : integer number of latent features max_iter : integer, optional maximum number of iterations (default: 1000) tol : double tolerance threshold for early exit (when the update factor is within tol of 1., the function exits) R : integer, optional random seed Returns ------- A : 2-ndarray, [n_samples, r] Component part of the factorization S : 2-ndarray, [r, n_features] Data part of the factorization Reference --------- "Algorithms for Non-negative Matrix Factorization" by Daniel D Lee, Sebastian H Seung (available at http://citeseer.ist.psu.edu/lee01algorithms.html) ''' # Nomenclature in the function follows Lee & Seung eps = 1e-5 n, m = V.shape if R == "svd": W, H = _initialize_nmf(V, r) elif R is None: R = np.random.mtrand._rand W = np.abs(R.standard_normal((n, r))) H = np.abs(R.standard_normal((r, m))) for i in xrange(max_iter): updateH = np.dot(W.T, V) / (np.dot(np.dot(W.T, W), H) + eps) H *= updateH updateW = np.dot(V, H.T) / (np.dot(W, np.dot(H, H.T)) + eps) W *= updateW if i % 10 == 0: max_update = max(updateW.max(), updateH.max()) if abs(1. - max_update) < tol: break return W, H def report(error, time): print("Frobenius loss: %.5f" % error) print("Took: %.2fs" % time) print() def benchmark(samples_range, features_range, rank=50, tolerance=1e-5): it = 0 timeset = defaultdict(lambda: []) err = defaultdict(lambda: []) max_it = len(samples_range) * len(features_range) for n_samples in samples_range: for n_features in features_range: print("%2d samples, %2d features" % (n_samples, n_features)) print('=======================') X = np.abs(make_low_rank_matrix(n_samples, n_features, effective_rank=rank, tail_strength=0.2)) gc.collect() print("benchmarking nndsvd-nmf: ") tstart = time() m = NMF(n_components=30, tol=tolerance, init='nndsvd').fit(X) tend = time() - tstart timeset['nndsvd-nmf'].append(tend) err['nndsvd-nmf'].append(m.reconstruction_err_) report(m.reconstruction_err_, tend) gc.collect() print("benchmarking nndsvda-nmf: ") tstart = time() m = NMF(n_components=30, init='nndsvda', tol=tolerance).fit(X) tend = time() - tstart timeset['nndsvda-nmf'].append(tend) err['nndsvda-nmf'].append(m.reconstruction_err_) report(m.reconstruction_err_, tend) gc.collect() print("benchmarking nndsvdar-nmf: ") tstart = time() m = NMF(n_components=30, init='nndsvdar', tol=tolerance).fit(X) tend = time() - tstart timeset['nndsvdar-nmf'].append(tend) err['nndsvdar-nmf'].append(m.reconstruction_err_) report(m.reconstruction_err_, tend) gc.collect() print("benchmarking random-nmf") tstart = time() m = NMF(n_components=30, init=None, max_iter=1000, tol=tolerance).fit(X) tend = time() - tstart timeset['random-nmf'].append(tend) err['random-nmf'].append(m.reconstruction_err_) report(m.reconstruction_err_, tend) gc.collect() print("benchmarking alt-random-nmf") tstart = time() W, H = alt_nnmf(X, r=30, R=None, tol=tolerance) tend = time() - tstart timeset['alt-random-nmf'].append(tend) err['alt-random-nmf'].append(np.linalg.norm(X - np.dot(W, H))) report(norm(X - np.dot(W, H)), tend) return timeset, err if __name__ == '__main__': from mpl_toolkits.mplot3d import axes3d # register the 3d projection axes3d import matplotlib.pyplot as plt samples_range = np.linspace(50, 500, 3).astype(np.int) features_range = np.linspace(50, 500, 3).astype(np.int) timeset, err = benchmark(samples_range, features_range) for i, results in enumerate((timeset, err)): fig = plt.figure('scikit-learn Non-Negative Matrix Factorization benchmark results') ax = fig.gca(projection='3d') for c, (label, timings) in zip('rbgcm', sorted(results.iteritems())): 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') zlabel = 'Time (s)' if i == 0 else 'reconstruction error' ax.set_zlabel(zlabel) ax.legend() plt.show()
bsd-3-clause
gokulvk99/ColorPrism
SvmColorizer.py
1
14629
from __future__ import division import numpy as np import cv import cv2 import itertools from sklearn.svm import SVC, LinearSVC from sklearn import preprocessing import pdb import pygco from scipy.cluster.vq import kmeans,vq from sklearn.decomposition import PCA import scipy.ndimage.filters from datetime import datetime import time from threading import Thread from Queue import Queue import colorsys from random import randint, uniform from skimage.color import rgb2lab #from numba import autojit class SvmColorizer(object): def __init__(self, ncolors=16, probability=False, npca=32, svmgamma=0.1, svmC=1, graphcut_lambda=1, ntrain=3000, selfcolor=False, window_size = 10, surf_window_size = 20): self.surf_window = surf_window_size self.window_size = window_size self.levels = int(np.floor(np.sqrt(ncolors))) self.ncolors = ncolors self.ntrain = ntrain # declare classifiers self.svm = [SVC(probability=probability, gamma=svmgamma, C=svmC) for i in range(self.ncolors)] #self.svm = [LinearSVC() for i in range(self.ncolors)] self.scaler = preprocessing.MinMaxScaler() # Scaling object -- Normalizes feature array self.pca = PCA(npca) self.centroids = [] self.probability = probability self.colors_present = [] self.surf = cv2.DescriptorExtractor_create('SURF') self.surf.setBool('extended', True) #use the 128-length descriptors self.graphcut_lambda=graphcut_lambda self.concurrent=200 self.selfcolor = selfcolor print " ncolors: %d pca: %d ntrain:%d selfcolor:%s window: %d surf_window: %d"%(self.ncolors,npca, self.ntrain, self.selfcolor, self.window_size, self.surf_window) #self.setupQueue() #self.numba_init() def getMean(self, img, pos): xlim = (max(pos[0] - self.window_size,0), min(pos[0] + self.window_size,img.shape[1])) ylim = (max(pos[1] - self.window_size,0), min(pos[1] + self.window_size,img.shape[0])) return np.mean(img[ylim[0]:ylim[1],xlim[0]:xlim[1]]) def getVariance(self, img, pos): xlim = (max(pos[0] - self.window_size,0), min(pos[0] + self.window_size,img.shape[1])) ylim = (max(pos[1] - self.window_size,0), min(pos[1] + self.window_size,img.shape[0])) return np.var(img[ylim[0]:ylim[1],xlim[0]:xlim[1]])/1000 #switched to Standard Deviation --A def feature_surf(self, img, pos): octave2 = cv2.GaussianBlur(img, (0, 0), 1) octave3 = cv2.GaussianBlur(img, (0, 0), 2) kp = cv2.KeyPoint(pos[0], pos[1], self.surf_window) _, des1 = self.surf.compute(img, [kp]) _, des2 = self.surf.compute(octave2, [kp]) _, des3 = self.surf.compute(octave3, [kp]) return np.concatenate((des1[0], des2[0], des3[0])) def feature_dft(self, img, pos): xlim = (max(pos[0] - self.window_size,0), min(pos[0] + self.window_size,img.shape[1])) ylim = (max(pos[1] - self.window_size,0), min(pos[1] + self.window_size,img.shape[0])) patch = img[ylim[0]:ylim[1],xlim[0]:xlim[1]] l = (2*self.window_size + 1)**2 #return all zeros for now if we're at the edge if patch.shape[0]*patch.shape[1] != l: return np.zeros(l) return np.abs(np.fft(patch.flatten())) #@autojit def get_features(self, img, pos): meanvar = np.array([self.getMean(img, pos), self.getVariance(img, pos)]) #variance is giving NaN feat = np.concatenate((meanvar, self.feature_surf(img, pos), self.feature_dft(img, pos))) return feat def train(self, files): features = [] self.local_grads = [] classes = [] kmap_a = [] kmap_b = [] # compute color map for f in files: print ("Training with " + f) _,a,b = self.load_image(f) kmap_a = np.concatenate([kmap_a, a.flatten()]) kmap_b = np.concatenate([kmap_b, b.flatten()]) startMillis = int(round(time.time() * 1000)) self.train_kmeans(kmap_a,kmap_b,self.ncolors) endMillis = int(round(time.time() * 1000)) print (" K-Means (ms)" + str((endMillis - startMillis))) for f in files: l,a,b = self.load_image(f) a,b = self.quantize_kmeans(a,b) #dimensions of image m,n = l.shape startMillis = int(round(time.time() * 1000)) for i in xrange(self.ntrain): #choose random pixel in training image x = int(np.random.uniform(n)) y = int(np.random.uniform(m)) features.append(self.get_features(l, (x,y))) classes.append(self.color_to_label_map[(a[y,x], b[y,x])]) #print ("Processing DONE " + f + " " + str(datetime.now())) endMillis = int(round(time.time() * 1000)) print (" Training random pixes (ms)" + str((endMillis - startMillis))) # normalize features to use and use PCA to minimize their # self.features = self.scaler.fit_transform(np.array(features)) classes = np.array(classes) self.features = self.pca.fit_transform(self.features) for i in range(self.ncolors): if len(np.where(classes==i)[0])>0: curr_class = (classes==i).astype(np.int32) #print("CURR i " + str(i) + " " + str(curr_class)) self.colors_present.append(i) self.svm[i].fit(self.features,(classes==i).astype(np.int32)) return self #@autojit def input_image_feature_task(self, img, x, y, label_costs, skip, num_classes, count): #innerLoopTime = int(round(time.time() * 1000)) if (0 == count % 10000): print ("Processing "+str(count) + " " + str(datetime.now())); feat = self.scaler.transform(self.get_features(img, (x,y))) feat = self.pca.transform(feat) #count += 1 # Hard-but-correct way to get g # self.g[y-int(skip/2):y+int(skip/2)+1,x-int(skip/2):x+int(skip/2)+1] = self.color_variation(feat) #get margins to estimate confidence for each class for i in range(num_classes): distance = self.svm[self.colors_present[i]].decision_function(feat) cost = -1*self.svm[self.colors_present[i]].decision_function(feat)[0] #print(" i " + str(i) + " COST "+str(cost) + " distance "+ str(distance)) label_costs[y-int(skip/2):y+int(skip/2)+1,x-int(skip/2):x+int(skip/2)+1,i] = cost #def numba_init(self): # self.savethread = pythonapi.PyEval_SaveThread # self.savethread.argtypes = [] # self.savethread.restype = c_void_p # self.restorethread = pythonapi.PyEval_RestoreThread # self.restorethread.argtypes = [c_void_p] # self.restorethread.restype = None def doWork(self): #print(" **** SETTING UP TASK " ) while True: (img, x, y, label_costs, skip, num_classes, count) = self.queue.get() self.input_image_feature_task(img, x, y, label_costs, skip, num_classes, count) self.queue.task_done() def setupQueue(self): self.queue = Queue(self.concurrent * 4) print("TASKS CREATED concurrent = "+str(self.concurrent)) for i in range(self.concurrent): #print("TASKS CREATED "+str(i)) t = Thread(target=self.doWork) t.daemon = True t.start() #print("TASKS CREATED ") def enqueue(self, img, x, y, label_costs, skip, num_classes, count): self.queue.put((img, x, y, label_costs, skip, num_classes, count)) #@autojit def loop2d(self, img, n, m, skip, num_classes, label_costs): count = 0 for x in xrange(0,n,skip): for y in xrange(0,m,skip): count = count+1 #self.enqueue(img, x, y, label_costs, skip, num_classes, count) self.input_image_feature_task(img, x, y, label_costs, skip, num_classes, count) def colorize(self, img, skip=4): print "Skipping %d pixels" %(skip) m,n = img.shape num_classified = 0 _,raw_output_a,raw_output_b = cv2.split(cv2.cvtColor(cv2.merge((img, img, img)), cv.CV_RGB2Lab)) #default a and b for a grayscale image output_a = np.zeros(raw_output_a.shape) output_b = np.zeros(raw_output_b.shape) num_classes = len(self.colors_present) label_costs = np.zeros((m,n,num_classes)) self.g = np.zeros(raw_output_a.shape) count=0 print("colorize() start =" + str(m) + ", n=" + str(n) + " Total iterations " + str(m/skip * n/skip)+ " at " + str(datetime.now())) count=0 self.loop2d(img, n,m, skip, num_classes, label_costs) #for x in xrange(0,n,skip): #print("Coloring " + str(count) + " " + str(datetime.now())) #fullInnerLoopTime = int(round(time.time() * 1000)) # for y in xrange(0,m,skip): #self.input_image_feature_task(img, x, y, label_costs, skip, num_classes) # count = count+1 #self.enqueue(img, x, y, label_costs, skip, num_classes, count) # self.input_image_feature_task(img, x, y, label_costs, skip, num_classes, count) #fulllInnerLoopEndTime = int(round(time.time() * 1000)) #print (" One Outer iteration time (secs)"+ str((fulllInnerLoopEndTime - fullInnerLoopTime)/1000)) #self.queue.join() #edges = self.get_edges(img) #self.g = np.sqrt(edges[0]**2 + edges[1]**2) self.g = self.get_edges(img) #self.g = np.log10(self.g) print("input image features done for " + str(count) + " " + str(datetime.now())) #postprocess using graphcut optimization output_labels = self.graphcut(label_costs, l=self.graphcut_lambda) print("graphcut done " + str(datetime.now())) for i in range(m): for j in range(n): a,b = self.label_to_color_map[self.colors_present[output_labels[i,j]]] output_a[i,j] = a output_b[i,j] = b output_img = cv2.cvtColor(cv2.merge((img, np.uint8(output_a), np.uint8(output_b))), cv.CV_Lab2RGB) print("colors applied " + str(datetime.now())) return output_img, self.g def load_image(self, path): img = cv2.imread(path) #convert to L*a*b* space and split into channels l, a, b = cv2.split(cv2.cvtColor(img, cv.CV_BGR2Lab)) if (self.selfcolor == True): a = l b = l return l, a, b def get_edges(self, img, blur_width=3): img_blurred = cv2.GaussianBlur(img, (0, 0), blur_width) vh = cv2.Sobel(img_blurred, -1, 1, 0) vv = cv2.Sobel(img_blurred, -1, 0, 1) #vh = vh/np.max(vh) #vv = vv/np.max(vv) #v = np.sqrt(vv**2 + vh**2) v = 0.5*vv + 0.5*vh return v def graphcut(self, label_costs, l=100): num_classes = len(self.colors_present) print(" Label costs "+str(label_costs.shape) + " num_classes "+str(num_classes)) #calculate pariwise potiential costs (distance between color classes) pairwise_costs = np.zeros((num_classes, num_classes)) for ii in range(num_classes): for jj in range(num_classes): c1 = np.array(self.label_to_color_map[ii]) c2 = np.array(self.label_to_color_map[jj]) pairwise_costs[ii,jj] = np.linalg.norm(c1-c2) label_costs_int32 = (100*label_costs).astype('int32') pairwise_costs_int32 = (l*pairwise_costs).astype('int32') vv_int32 = (self.g).astype('int32') vh_int32 = (self.g).astype('int32') new_labels = pygco.cut_simple_vh(label_costs_int32, pairwise_costs_int32, vv_int32, vh_int32, n_iter=10, algorithm='swap') print("NEW LABELS " + str(new_labels.shape)) return new_labels # use golden ratio def generateSelfLabColorsFromHsv(self, count): golden_ratio_conjugate = 0.618033988749895 ignore = randint(0, 20) for i in range(ignore): h = randint(1,360) # use random start value s = uniform(0.01,0.9) v = uniform(0.01,0.9) print(" IGNORE "+str(ignore) + " starting h "+ str(h) + " s "+ str(s) + " v " + str(v)) rgbColors = np.zeros((1, count, 3), dtype=np.float) for i in range(count): r,g,b = colorsys.hsv_to_rgb(h, s, v) rgbColors[0, i] = [r,g,b] h += golden_ratio_conjugate + 1 lab = rgb2lab(rgbColors) _,a,b = cv2.split(lab) #print("LABB " + str(lab) + "\naaa " + str(a.flatten()) + "\nbbbb " + str(b.flatten())) labColors =np.column_stack((a.flatten(),b.flatten())) #print("SHAPE " + str(labColors.shape) + "\nfinal " + str(labColors)) return labColors def generateSelfLabColors(self, count): a = np.ones((count), dtype=float) b = np.ones((count), dtype=float) for i in range(count): a[i] = a[i] * randint(0,127) b[i] = b[i] * randint(128,255) labColors =np.column_stack((a.flatten(),b.flatten())) #print("SHAPE " + str(labColors.shape) + "\nfinal " + str(labColors)) return labColors def train_kmeans(self, a, b, k): pixel = np.squeeze(cv2.merge((a.flatten(),b.flatten()))) if (self.selfcolor == True): self.centroids = self.generateSelfLabColors(k) else: self.centroids,_ = kmeans(pixel,k) # six colors will be found qnt,_ = vq(pixel,self.centroids) #print("CENTROIDS " + str(self.centroids)) #color-mapping lookup tables self.color_to_label_map = {c:i for i,c in enumerate([tuple(i) for i in self.centroids])} #this maps the color pair to the index of the color #print("color_to_label_map "+str(self.color_to_label_map)) self.label_to_color_map = dict(zip(self.color_to_label_map.values(),self.color_to_label_map.keys())) #takes a label and returns a,b def quantize_kmeans(self, a, b): w,h = np.shape(a) # reshape matrix pixel = np.reshape((cv2.merge((a,b))),(w * h,2)) # quantization qnt,_ = vq(pixel,self.centroids) # reshape the result of the quantization centers_idx = np.reshape(qnt,(w,h)) clustered = self.centroids[centers_idx] a_quant = clustered[:,:,0] b_quant = clustered[:,:,1] return a_quant, b_quant
apache-2.0
youprofit/scikit-image
doc/examples/plot_medial_transform.py
14
2220
""" =========================== Medial axis skeletonization =========================== The medial axis of an object is the set of all points having more than one closest point on the object's boundary. It is often called the **topological skeleton**, because it is a 1-pixel wide skeleton of the object, with the same connectivity as the original object. Here, we use the medial axis transform to compute the width of the foreground objects. As the function ``medial_axis`` (``skimage.morphology.medial_axis``) returns the distance transform in addition to the medial axis (with the keyword argument ``return_distance=True``), it is possible to compute the distance to the background for all points of the medial axis with this function. This gives an estimate of the local width of the objects. For a skeleton with fewer branches, there exists another skeletonization algorithm in ``skimage``: ``skimage.morphology.skeletonize``, that computes a skeleton by iterative morphological thinnings. """ import numpy as np from scipy import ndimage as ndi from skimage.morphology import medial_axis import matplotlib.pyplot as plt def microstructure(l=256): """ Synthetic binary data: binary microstructure with blobs. Parameters ---------- l: int, optional linear size of the returned image """ n = 5 x, y = np.ogrid[0:l, 0:l] mask = np.zeros((l, l)) generator = np.random.RandomState(1) points = l * generator.rand(2, n**2) mask[(points[0]).astype(np.int), (points[1]).astype(np.int)] = 1 mask = ndi.gaussian_filter(mask, sigma=l/(4.*n)) return mask > mask.mean() data = microstructure(l=64) # Compute the medial axis (skeleton) and the distance transform skel, distance = medial_axis(data, return_distance=True) # Distance to the background for pixels of the skeleton dist_on_skel = distance * skel fig, (ax1, ax2) = plt.subplots(1, 2, figsize=(8, 4)) ax1.imshow(data, cmap=plt.cm.gray, interpolation='nearest') ax1.axis('off') ax2.imshow(dist_on_skel, cmap=plt.cm.spectral, interpolation='nearest') ax2.contour(data, [0.5], colors='w') ax2.axis('off') fig.subplots_adjust(hspace=0.01, wspace=0.01, top=1, bottom=0, left=0, right=1) plt.show()
bsd-3-clause
Myasuka/scikit-learn
examples/linear_model/plot_lasso_coordinate_descent_path.py
254
2639
""" ===================== Lasso and Elastic Net ===================== Lasso and elastic net (L1 and L2 penalisation) implemented using a coordinate descent. The coefficients can be forced to be positive. """ print(__doc__) # Author: Alexandre Gramfort <[email protected]> # License: BSD 3 clause import numpy as np import matplotlib.pyplot as plt from sklearn.linear_model import lasso_path, enet_path from sklearn import datasets diabetes = datasets.load_diabetes() X = diabetes.data y = diabetes.target X /= X.std(axis=0) # Standardize data (easier to set the l1_ratio parameter) # Compute paths eps = 5e-3 # the smaller it is the longer is the path print("Computing regularization path using the lasso...") alphas_lasso, coefs_lasso, _ = lasso_path(X, y, eps, fit_intercept=False) print("Computing regularization path using the positive lasso...") alphas_positive_lasso, coefs_positive_lasso, _ = lasso_path( X, y, eps, positive=True, fit_intercept=False) print("Computing regularization path using the elastic net...") alphas_enet, coefs_enet, _ = enet_path( X, y, eps=eps, l1_ratio=0.8, fit_intercept=False) print("Computing regularization path using the positve elastic net...") alphas_positive_enet, coefs_positive_enet, _ = enet_path( X, y, eps=eps, l1_ratio=0.8, positive=True, fit_intercept=False) # Display results plt.figure(1) ax = plt.gca() ax.set_color_cycle(2 * ['b', 'r', 'g', 'c', 'k']) l1 = plt.plot(-np.log10(alphas_lasso), coefs_lasso.T) l2 = plt.plot(-np.log10(alphas_enet), coefs_enet.T, linestyle='--') plt.xlabel('-Log(alpha)') plt.ylabel('coefficients') plt.title('Lasso and Elastic-Net Paths') plt.legend((l1[-1], l2[-1]), ('Lasso', 'Elastic-Net'), loc='lower left') plt.axis('tight') plt.figure(2) ax = plt.gca() ax.set_color_cycle(2 * ['b', 'r', 'g', 'c', 'k']) l1 = plt.plot(-np.log10(alphas_lasso), coefs_lasso.T) l2 = plt.plot(-np.log10(alphas_positive_lasso), coefs_positive_lasso.T, linestyle='--') plt.xlabel('-Log(alpha)') plt.ylabel('coefficients') plt.title('Lasso and positive Lasso') plt.legend((l1[-1], l2[-1]), ('Lasso', 'positive Lasso'), loc='lower left') plt.axis('tight') plt.figure(3) ax = plt.gca() ax.set_color_cycle(2 * ['b', 'r', 'g', 'c', 'k']) l1 = plt.plot(-np.log10(alphas_enet), coefs_enet.T) l2 = plt.plot(-np.log10(alphas_positive_enet), coefs_positive_enet.T, linestyle='--') plt.xlabel('-Log(alpha)') plt.ylabel('coefficients') plt.title('Elastic-Net and positive Elastic-Net') plt.legend((l1[-1], l2[-1]), ('Elastic-Net', 'positive Elastic-Net'), loc='lower left') plt.axis('tight') plt.show()
bsd-3-clause
jakobworldpeace/scikit-learn
sklearn/linear_model/tests/test_perceptron.py
378
1815
import numpy as np import scipy.sparse as sp from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_true from sklearn.utils.testing import assert_raises from sklearn.utils import check_random_state from sklearn.datasets import load_iris from sklearn.linear_model import Perceptron iris = load_iris() random_state = check_random_state(12) indices = np.arange(iris.data.shape[0]) random_state.shuffle(indices) X = iris.data[indices] y = iris.target[indices] X_csr = sp.csr_matrix(X) X_csr.sort_indices() class MyPerceptron(object): def __init__(self, n_iter=1): self.n_iter = n_iter def fit(self, X, y): n_samples, n_features = X.shape self.w = np.zeros(n_features, dtype=np.float64) self.b = 0.0 for t in range(self.n_iter): for i in range(n_samples): if self.predict(X[i])[0] != y[i]: self.w += y[i] * X[i] self.b += y[i] def project(self, X): return np.dot(X, self.w) + self.b def predict(self, X): X = np.atleast_2d(X) return np.sign(self.project(X)) def test_perceptron_accuracy(): for data in (X, X_csr): clf = Perceptron(n_iter=30, shuffle=False) clf.fit(data, y) score = clf.score(data, y) assert_true(score >= 0.7) def test_perceptron_correctness(): y_bin = y.copy() y_bin[y != 1] = -1 clf1 = MyPerceptron(n_iter=2) clf1.fit(X, y_bin) clf2 = Perceptron(n_iter=2, shuffle=False) clf2.fit(X, y_bin) assert_array_almost_equal(clf1.w, clf2.coef_.ravel()) def test_undefined_methods(): clf = Perceptron() for meth in ("predict_proba", "predict_log_proba"): assert_raises(AttributeError, lambda x: getattr(clf, x), meth)
bsd-3-clause
dl1ksv/gnuradio
gr-digital/examples/snr_estimators.py
6
5753
#!/usr/bin/env python # # Copyright 2011-2013 Free Software Foundation, Inc. # # This file is part of GNU Radio # # SPDX-License-Identifier: GPL-3.0-or-later # # import sys try: import scipy from scipy import stats except ImportError: print("Error: Program requires scipy (www.scipy.org).") sys.exit(1) try: from matplotlib import pyplot except ImportError: print("Error: Program requires Matplotlib (matplotlib.sourceforge.net).") sys.exit(1) from gnuradio import gr, digital, filter from gnuradio import blocks from gnuradio import channels from optparse import OptionParser from gnuradio.eng_option import eng_option ''' This example program uses Python and GNU Radio to calculate SNR of a noise BPSK signal to compare them. For an explination of the online algorithms, see: http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Higher-order_statistics ''' def online_skewness(data): n = 0 mean = 0 M2 = 0 M3 = 0 for n in range(len(data)): delta = data[n] - mean delta_n = delta / (n+1) term1 = delta * delta_n * n mean = mean + delta_n M3 = M3 + term1 * delta_n * (n - 1) - 3 * delta_n * M2 M2 = M2 + term1 return scipy.sqrt(len(data))*M3 / scipy.power(M2, 3.0 / 2.0); def snr_est_simple(signal): s = scipy.mean(abs(signal)**2) n = 2*scipy.var(abs(signal)) snr_rat = s / n return 10.0*scipy.log10(snr_rat), snr_rat def snr_est_skew(signal): y1 = scipy.mean(abs(signal)) y2 = scipy.mean(scipy.real(signal**2)) y3 = (y1*y1 - y2) y4 = online_skewness(signal.real) #y4 = stats.skew(abs(signal.real)) skw = y4*y4 / (y2*y2*y2); s = y1*y1 n = 2*(y3 + skw*s) snr_rat = s / n return 10.0*scipy.log10(snr_rat), snr_rat def snr_est_m2m4(signal): M2 = scipy.mean(abs(signal)**2) M4 = scipy.mean(abs(signal)**4) snr_rat = scipy.sqrt(2*M2*M2 - M4) / (M2 - scipy.sqrt(2*M2*M2 - M4)) return 10.0*scipy.log10(snr_rat), snr_rat def snr_est_svr(signal): N = len(signal) ssum = 0 msum = 0 for i in range(1, N): ssum += (abs(signal[i])**2)*(abs(signal[i-1])**2) msum += (abs(signal[i])**4) savg = (1.0 / (float(N-1.0)))*ssum mavg = (1.0 / (float(N-1.0)))*msum beta = savg / (mavg - savg) snr_rat = ((beta - 1) + scipy.sqrt(beta*(beta-1))) return 10.0*scipy.log10(snr_rat), snr_rat def main(): gr_estimators = {"simple": digital.SNR_EST_SIMPLE, "skew": digital.SNR_EST_SKEW, "m2m4": digital.SNR_EST_M2M4, "svr": digital.SNR_EST_SVR} py_estimators = {"simple": snr_est_simple, "skew": snr_est_skew, "m2m4": snr_est_m2m4, "svr": snr_est_svr} parser = OptionParser(option_class=eng_option, conflict_handler="resolve") parser.add_option("-N", "--nsamples", type="int", default=10000, help="Set the number of samples to process [default=%default]") parser.add_option("", "--snr-min", type="float", default=-5, help="Minimum SNR [default=%default]") parser.add_option("", "--snr-max", type="float", default=20, help="Maximum SNR [default=%default]") parser.add_option("", "--snr-step", type="float", default=0.5, help="SNR step amount [default=%default]") parser.add_option("-t", "--type", type="choice", choices=list(gr_estimators.keys()), default="simple", help="Estimator type {0} [default=%default]".format( list(gr_estimators.keys()))) (options, args) = parser.parse_args () N = options.nsamples xx = scipy.random.randn(N) xy = scipy.random.randn(N) bits =2*scipy.complex64(scipy.random.randint(0, 2, N)) - 1 #bits =(2*scipy.complex64(scipy.random.randint(0, 2, N)) - 1) + \ # 1j*(2*scipy.complex64(scipy.random.randint(0, 2, N)) - 1) snr_known = list() snr_python = list() snr_gr = list() # when to issue an SNR tag; can be ignored in this example. ntag = 10000 n_cpx = xx + 1j*xy py_est = py_estimators[options.type] gr_est = gr_estimators[options.type] SNR_min = options.snr_min SNR_max = options.snr_max SNR_step = options.snr_step SNR_dB = scipy.arange(SNR_min, SNR_max+SNR_step, SNR_step) for snr in SNR_dB: SNR = 10.0**(snr / 10.0) scale = scipy.sqrt(2*SNR) yy = bits + n_cpx / scale print("SNR: ", snr) Sknown = scipy.mean(yy**2) Nknown = scipy.var(n_cpx / scale) snr0 = Sknown / Nknown snr0dB = 10.0*scipy.log10(snr0) snr_known.append(float(snr0dB)) snrdB, snr = py_est(yy) snr_python.append(snrdB) gr_src = blocks.vector_source_c(bits.tolist(), False) gr_snr = digital.mpsk_snr_est_cc(gr_est, ntag, 0.001) gr_chn = channels.channel_model(1.0 / scale) gr_snk = blocks.null_sink(gr.sizeof_gr_complex) tb = gr.top_block() tb.connect(gr_src, gr_chn, gr_snr, gr_snk) tb.run() snr_gr.append(gr_snr.snr()) f1 = pyplot.figure(1) s1 = f1.add_subplot(1,1,1) s1.plot(SNR_dB, snr_known, "k-o", linewidth=2, label="Known") s1.plot(SNR_dB, snr_python, "b-o", linewidth=2, label="Python") s1.plot(SNR_dB, snr_gr, "g-o", linewidth=2, label="GNU Radio") s1.grid(True) s1.set_title('SNR Estimators') s1.set_xlabel('SNR (dB)') s1.set_ylabel('Estimated SNR') s1.legend() f2 = pyplot.figure(2) s2 = f2.add_subplot(1,1,1) s2.plot(yy.real, yy.imag, 'o') pyplot.show() if __name__ == "__main__": main()
gpl-3.0
johannfaouzi/pyts
doc/conf.py
1
11170
# -*- coding: utf-8 -*- # # project-template documentation build configuration file, created by # sphinx-quickstart on Mon Jan 18 14:44:12 2016. # # 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 import warnings import sphinx_gallery # 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('.')) # -- General configuration ------------------------------------------------ # If your documentation needs a minimal Sphinx version, state it here. #needs_sphinx = '1.0' # Add any Sphinx extension module names here, as strings. They can be # extensions coming with Sphinx (named 'sphinx.ext.*') or your custom # ones. sys.path.insert(0, os.path.abspath(os.path.dirname(__file__))) extensions = [ 'sphinx.ext.autodoc', 'sphinx.ext.autosummary', 'sphinx.ext.doctest', 'sphinx.ext.intersphinx', 'sphinx.ext.viewcode', 'numpydoc', 'pytsdtwdoc', 'sphinx_gallery.gen_gallery', ] # Use svg images for math stuff extensions.append('sphinx.ext.imgmath') imgmath_image_format = 'svg' # this is needed for some reason... # see https://github.com/numpy/numpydoc/issues/69 numpydoc_show_class_members = False # pngmath / imgmath compatibility layer for different sphinx versions import sphinx from distutils.version import LooseVersion if LooseVersion(sphinx.__version__) < LooseVersion('1.4'): extensions.append('sphinx.ext.pngmath') else: extensions.append('sphinx.ext.imgmath') autodoc_default_flags = ['members', 'inherited-members'] # Add any paths that contain templates here, relative to this directory. templates_path = ['_templates'] # generate autosummary even if no references autosummary_generate = True # The suffix of source filenames. source_suffix = '.rst' # The encoding of source files. #source_encoding = 'utf-8-sig' # Generate the plots for the gallery plot_gallery = 'True' # The master toctree document. master_doc = 'index' # General information about the project. project = u'pyts' copyright = u'2017-2021, Johann Faouzi and all pyts contributors' # 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 pyts import __version__ version = __version__ # The full version, including alpha/beta/rc tags. release = __version__ # The language for content autogenerated by Sphinx. Refer to documentation # for a list of supported languages. #language = None # There are two options for replacing |today|: either, you set today to some # non-false value, then it is used: #today = '' # Else, today_fmt is used as the format for a strftime call. #today_fmt = '%B %d, %Y' # List of patterns, relative to source directory, that match files and # directories to ignore when looking for source files. exclude_patterns = ['_build', '_templates'] # The reST default role (used for this markup: `text`) to use for all # documents. #default_role = None # If true, '()' will be appended to :func: etc. cross-reference text. #add_function_parentheses = True # If true, the current module name will be prepended to all description # unit titles (such as .. function::). #add_module_names = True # If true, sectionauthor and moduleauthor directives will be shown in the # output. They are ignored by default. #show_authors = False # The name of the Pygments (syntax highlighting) style to use. pygments_style = 'sphinx' # Custom style #html_style = 'css/pyts.css' # A list of ignored prefixes for module index sorting. #modindex_common_prefix = [] # If true, keep warnings as "system message" paragraphs in the built documents. #keep_warnings = False # -- Options for HTML output ---------------------------------------------- # The theme to use for HTML and HTML Help pages. See the documentation for # a list of builtin themes. html_theme = 'alabaster' # Theme options are theme-specific and customize the look and feel of a theme # further. For a list of options available for each theme, see the # documentation. html_theme_options = { # Logo and description 'description': 'A Python Package for Time Series Classification', 'logo': 'img/logo.png', 'logo_name': 'false', 'logo_text_align': 'center', # GitHub stuff 'github_banner': 'true', 'github_repo': 'pyts', 'github_type': 'star', 'github_user': 'johannfaouzi', # Page and sidebar widths 'page_width': '1300px', 'body_max_width': '850px', 'sidebar_width': '250px', # Related links 'show_related': 'true', 'show_relbar_bottom': 'true', # Font sizes 'font_size': '15px', 'code_font_size': '13px' } # Add any paths that contain custom themes here, relative to this directory. #html_theme_path = [alabaster.get_path()] # The name for this set of Sphinx documents. If None, it defaults to # "<project> v<release> documentation". #html_title = None # A shorter title for the navigation bar. Default is the same as html_title. #html_short_title = None # The name of an image file (relative to this directory) to place at the top # of the sidebar. #html_logo = '_static/img/logo.png' # The name of an image file (within the static path) to use as favicon of the # docs. This file should be a Windows icon file (.ico) being 16x16 or 32x32 # pixels large. #html_favicon = None # Add any paths that contain custom static files (such as style sheets) here, # relative to this directory. They are copied after the builtin static files, # so a file named "default.css" will overwrite the builtin "default.css". html_static_path = ['_static'] # Add any extra paths that contain custom files (such as robots.txt or # .htaccess) here, relative to this directory. These files are copied # directly to the root of the documentation. #html_extra_path = [] # If not '', a 'Last updated on:' timestamp is inserted at every page bottom, # using the given strftime format. #html_last_updated_fmt = '%b %d, %Y' # If true, SmartyPants will be used to convert quotes and dashes to # typographically correct entities. #html_use_smartypants = True # Custom sidebar templates, maps document names to template names. html_sidebars = { '**': [ 'about.html', 'navigation.html', 'relations.html', 'searchbox.html', 'donate.html', ] } # Custom CSS files html_css_files = [ 'custom.css', ] # HTML context #html_context = {} # Additional templates that should be rendered to pages, maps page names to # template names. #html_additional_pages = {} # If false, no module index is generated. #html_domain_indices = True # If false, no index is generated. #html_use_index = True # If true, the index is split into individual pages for each letter. #html_split_index = False # If true, links to the reST sources are added to the pages. #html_show_sourcelink = True # If true, "Created using Sphinx" is shown in the HTML footer. Default is True. #html_show_sphinx = True # If true, "(C) Copyright ..." is shown in the HTML footer. Default is True. #html_show_copyright = True # If true, an OpenSearch description file will be output, and all pages will # contain a <link> tag referring to it. The value of this option must be the # base URL from which the finished HTML is served. #html_use_opensearch = '' # This is the file name suffix for HTML files (e.g. ".xhtml"). #html_file_suffix = None # Output file base name for HTML help builder. htmlhelp_basename = 'pytsdoc' # -- Options for LaTeX output --------------------------------------------- latex_engine = 'pdflatex' 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. } # Grouping the document tree into LaTeX files. List of tuples # (source start file, target name, title, # author, documentclass [howto, manual, or own class]). latex_documents = [ ('index', 'pyts.tex', u'pyts Documentation', u'Johann Faouzi', 'manual'), ] # The name of an image file (relative to this directory) to place at the top of # the title page. #latex_logo = None # For "manual" documents, if this is true, then toplevel headings are parts, # not chapters. #latex_use_parts = False # If true, show page references after internal links. #latex_show_pagerefs = False # If true, show URL addresses after external links. #latex_show_urls = False # Documents to append as an appendix to all manuals. #latex_appendices = [] # If false, no module index is generated. #latex_domain_indices = True # -- Options for manual page output --------------------------------------- # One entry per manual page. List of tuples # (source start file, name, description, authors, manual section). man_pages = [ ('index', 'pyts', u'pyts Documentation', [u'Johann Faouzi'], 1) ] # If true, show URL addresses after external links. #man_show_urls = False # -- 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', 'pyts', u'pyts Documentation', u'Johann Faouzi', 'pyts', 'A python package for time series transformation and classification', 'Miscellaneous'), ] # Documents to append as an appendix to all manuals. #texinfo_appendices = [] # If false, no module index is generated. #texinfo_domain_indices = True # How to display URL addresses: 'footnote', 'no', or 'inline'. #texinfo_show_urls = 'footnote' # If true, do not generate a @detailmenu in the "Top" node's menu. #texinfo_no_detailmenu = False # Example configuration for intersphinx: refer to the Python standard library. # intersphinx configuration intersphinx_mapping = { 'python': ('https://docs.python.org/{.major}'.format( sys.version_info), None), 'numpy': ('https://docs.scipy.org/doc/numpy/', None), 'scipy': ('https://docs.scipy.org/doc/scipy/reference', None), 'matplotlib': ('https://matplotlib.org/', None), 'sklearn': ('https://scikit-learn.org/stable', None) } # sphinx-gallery configuration sphinx_gallery_conf = { 'doc_module': 'pyts', 'backreferences_dir': os.path.join('generated'), 'reference_url': { 'pyts': None} } def setup(app): app.add_stylesheet('custom.css') app.add_javascript('js/copybutton.js') # Filter Matplotlib warning warnings.filterwarnings("ignore", category=UserWarning, message='Matplotlib is currently using agg, which is a' ' non-GUI backend, so cannot show the figure.')
bsd-3-clause
jmetzen/scikit-learn
sklearn/tests/test_common.py
27
8388
""" General tests for all estimators in sklearn. """ # Authors: Andreas Mueller <[email protected]> # Gael Varoquaux [email protected] # License: BSD 3 clause from __future__ import print_function import os import warnings import sys import pkgutil from sklearn.externals.six import PY3 from sklearn.utils.testing import assert_false, clean_warning_registry from sklearn.utils.testing import all_estimators from sklearn.utils.testing import assert_greater from sklearn.utils.testing import assert_in from sklearn.utils.testing import ignore_warnings import sklearn from sklearn.cluster.bicluster import BiclusterMixin from sklearn.decomposition import ProjectedGradientNMF from sklearn.linear_model.base import LinearClassifierMixin from sklearn.utils.estimator_checks import ( _yield_all_checks, CROSS_DECOMPOSITION, check_parameters_default_constructible, check_class_weight_balanced_linear_classifier, check_transformer_n_iter, check_non_transformer_estimators_n_iter, check_get_params_invariance, check_fit2d_predict1d, check_fit1d_1sample) def test_all_estimator_no_base_class(): # test that all_estimators doesn't find abstract classes. for name, Estimator in all_estimators(): msg = ("Base estimators such as {0} should not be included" " in all_estimators").format(name) assert_false(name.lower().startswith('base'), msg=msg) def test_all_estimators(): # Test that estimators are default-constructible, clonable # and have working repr. estimators = all_estimators(include_meta_estimators=True) # Meta sanity-check to make sure that the estimator introspection runs # properly assert_greater(len(estimators), 0) for name, Estimator in estimators: # some can just not be sensibly default constructed yield check_parameters_default_constructible, name, Estimator def test_non_meta_estimators(): # input validation etc for non-meta estimators estimators = all_estimators() for name, Estimator in estimators: if issubclass(Estimator, BiclusterMixin): continue if name.startswith("_"): continue for check in _yield_all_checks(name, Estimator): if issubclass(Estimator, ProjectedGradientNMF): # The ProjectedGradientNMF class is deprecated with ignore_warnings(): yield check, name, Estimator else: yield check, name, Estimator def test_configure(): # Smoke test the 'configure' step of setup, this tests all the # 'configure' functions in the setup.pys in the scikit cwd = os.getcwd() setup_path = os.path.abspath(os.path.join(sklearn.__path__[0], '..')) setup_filename = os.path.join(setup_path, 'setup.py') if not os.path.exists(setup_filename): return try: os.chdir(setup_path) old_argv = sys.argv sys.argv = ['setup.py', 'config'] clean_warning_registry() with warnings.catch_warnings(): # The configuration spits out warnings when not finding # Blas/Atlas development headers warnings.simplefilter('ignore', UserWarning) if PY3: with open('setup.py') as f: exec(f.read(), dict(__name__='__main__')) else: execfile('setup.py', dict(__name__='__main__')) finally: sys.argv = old_argv os.chdir(cwd) def test_class_weight_balanced_linear_classifiers(): classifiers = all_estimators(type_filter='classifier') clean_warning_registry() with warnings.catch_warnings(record=True): linear_classifiers = [ (name, clazz) for name, clazz in classifiers if 'class_weight' in clazz().get_params().keys() and issubclass(clazz, LinearClassifierMixin)] for name, Classifier in linear_classifiers: yield check_class_weight_balanced_linear_classifier, name, Classifier @ignore_warnings def test_import_all_consistency(): # Smoke test to check that any name in a __all__ list is actually defined # in the namespace of the module or package. pkgs = pkgutil.walk_packages(path=sklearn.__path__, prefix='sklearn.', onerror=lambda _: None) submods = [modname for _, modname, _ in pkgs] for modname in submods + ['sklearn']: if ".tests." in modname: continue package = __import__(modname, fromlist="dummy") for name in getattr(package, '__all__', ()): if getattr(package, name, None) is None: raise AttributeError( "Module '{0}' has no attribute '{1}'".format( modname, name)) def test_root_import_all_completeness(): EXCEPTIONS = ('utils', 'tests', 'base', 'setup') for _, modname, _ in pkgutil.walk_packages(path=sklearn.__path__, onerror=lambda _: None): if '.' in modname or modname.startswith('_') or modname in EXCEPTIONS: continue assert_in(modname, sklearn.__all__) def test_non_transformer_estimators_n_iter(): # Test that all estimators of type which are non-transformer # and which have an attribute of max_iter, return the attribute # of n_iter atleast 1. for est_type in ['regressor', 'classifier', 'cluster']: regressors = all_estimators(type_filter=est_type) for name, Estimator in regressors: # LassoLars stops early for the default alpha=1.0 for # the iris dataset. if name == 'LassoLars': estimator = Estimator(alpha=0.) else: estimator = Estimator() if hasattr(estimator, "max_iter"): # These models are dependent on external solvers like # libsvm and accessing the iter parameter is non-trivial. if name in (['Ridge', 'SVR', 'NuSVR', 'NuSVC', 'RidgeClassifier', 'SVC', 'RandomizedLasso', 'LogisticRegressionCV']): continue # Tested in test_transformer_n_iter below elif (name in CROSS_DECOMPOSITION or name in ['LinearSVC', 'LogisticRegression']): continue else: # Multitask models related to ENet cannot handle # if y is mono-output. yield (check_non_transformer_estimators_n_iter, name, estimator, 'Multi' in name) def test_transformer_n_iter(): transformers = all_estimators(type_filter='transformer') for name, Estimator in transformers: if issubclass(Estimator, ProjectedGradientNMF): # The ProjectedGradientNMF class is deprecated with ignore_warnings(): estimator = Estimator() else: estimator = Estimator() # Dependent on external solvers and hence accessing the iter # param is non-trivial. external_solver = ['Isomap', 'KernelPCA', 'LocallyLinearEmbedding', 'RandomizedLasso', 'LogisticRegressionCV'] if hasattr(estimator, "max_iter") and name not in external_solver: if isinstance(estimator, ProjectedGradientNMF): # The ProjectedGradientNMF class is deprecated with ignore_warnings(): yield check_transformer_n_iter, name, estimator else: yield check_transformer_n_iter, name, estimator def test_get_params_invariance(): # Test for estimators that support get_params, that # get_params(deep=False) is a subset of get_params(deep=True) # Related to issue #4465 estimators = all_estimators(include_meta_estimators=False, include_other=True) for name, Estimator in estimators: if hasattr(Estimator, 'get_params'): # The ProjectedGradientNMF class is deprecated if issubclass(Estimator, ProjectedGradientNMF): with ignore_warnings(): yield check_get_params_invariance, name, Estimator else: yield check_get_params_invariance, name, Estimator
bsd-3-clause
pv/scikit-learn
sklearn/metrics/setup.py
299
1024
import os import os.path import numpy from numpy.distutils.misc_util import Configuration from sklearn._build_utils import get_blas_info def configuration(parent_package="", top_path=None): config = Configuration("metrics", parent_package, top_path) cblas_libs, blas_info = get_blas_info() if os.name == 'posix': cblas_libs.append('m') config.add_extension("pairwise_fast", sources=["pairwise_fast.c"], include_dirs=[os.path.join('..', 'src', 'cblas'), numpy.get_include(), blas_info.pop('include_dirs', [])], libraries=cblas_libs, extra_compile_args=blas_info.pop('extra_compile_args', []), **blas_info) return config if __name__ == "__main__": from numpy.distutils.core import setup setup(**configuration().todict())
bsd-3-clause
PanDAWMS/panda-server
pandaserver/configurator/db_interface.py
1
14380
#Standard python libraries import sys #Specific python libraries import sqlalchemy from sqlalchemy.orm import sessionmaker from sqlalchemy import exc, func #PanDA server libraries from pandaserver.config import panda_config from pandacommon.pandalogger.PandaLogger import PandaLogger #Configurator libraries from .models import Site, PandaSite, DdmEndpoint, Schedconfig, Jobsactive4, SiteStats, PandaDdmRelation #Read connection parameters __host = panda_config.dbhost __user = panda_config.dbuser __passwd = panda_config.dbpasswd __dbname = panda_config.dbname #Instantiate logger _logger = PandaLogger().getLogger('configurator_dbif') #Log the SQL produced by SQLAlchemy __echo = False #Create the SQLAlchemy engine try: if panda_config.backend == 'postgres': if panda_config.dbport: __host = '{}:{}'.format(__host, panda_config.dbport) __engine = sqlalchemy.create_engine("postgresql://{}:{}@{}/{}".format(__user, __passwd, __host, __dbname), echo=__echo, max_identifier_length=30) else: __engine = sqlalchemy.create_engine("oracle://%s:%s@%s"%(__user, __passwd, __host), echo=__echo, max_identifier_length=30) except exc.SQLAlchemyError: _logger.critical("Could not load the DB engine: %s"%sys.exc_info()) raise def get_session(): return sessionmaker(bind=__engine)() def engine_dispose(): __engine.dispose() # TODO: The performance of all write methods could significantly be improved by writing in bulks. # The current implementation was the fastest way to get it done with the merge method and avoiding # issues with duplicate keys def write_sites_db(session, sites_list): """ Cache the AGIS site information in the PanDA database """ try: _logger.debug("Starting write_sites_db") for site in sites_list: _logger.debug("Site: {0}".format(site['site_name'])) session.merge(Site(site_name = site['site_name'], role = site['role'], tier_level = site['tier_level'])) session.commit() _logger.debug("Done with write_sites_db") except exc.SQLAlchemyError: session.rollback() _logger.critical('write_sites_db: Could not persist information --> {0}'.format(sys.exc_info())) def write_panda_sites_db(session, panda_sites_list): """ Cache the AGIS panda site information in the PanDA database """ _logger.debug("Starting write_panda_sites_db") for panda_site in panda_sites_list: try: _logger.debug("panda_site: {0}".format(panda_site['panda_site_name'])) session.merge(PandaSite(panda_site_name = panda_site['panda_site_name'], site_name = panda_site['site_name'], default_ddm_endpoint = None, storage_site_name = None, is_local = None)) session.commit() _logger.debug("Done with write_panda_sites_db") except exc.SQLAlchemyError: session.rollback() _logger.critical('write_panda_sites_db: Could not persist information --> {0}'.format(sys.exc_info())) def write_ddm_endpoints_db(session, ddm_endpoints_list): """ Cache the AGIS ddm endpoints in the PanDA database """ try: _logger.debug("Starting write_ddm_endpoints_db") for ddm_endpoint in ddm_endpoints_list: session.merge(DdmEndpoint(ddm_endpoint_name = ddm_endpoint['ddm_endpoint_name'], site_name = ddm_endpoint['site_name'], ddm_spacetoken_name = ddm_endpoint['ddm_spacetoken_name'], type = ddm_endpoint['type'], is_tape = ddm_endpoint['is_tape'], blacklisted = ddm_endpoint['blacklisted'], blacklisted_write=ddm_endpoint['blacklisted_write'], blacklisted_read=ddm_endpoint['blacklisted_read'], space_used = ddm_endpoint['space_used'], space_free = ddm_endpoint['space_free'], space_total = ddm_endpoint['space_total'], space_expired = ddm_endpoint['space_expired'], space_timestamp = ddm_endpoint['space_timestamp'] ) ) session.commit() _logger.debug("Done with write_ddm_endpoints_db") except exc.SQLAlchemyError: session.rollback() _logger.critical('write_ddm_endpoints_db: Could not persist information --> {0}'.format(sys.exc_info())) def write_panda_ddm_relation_db(session, relation_list): """ Store the relationship between Panda sites and DDM endpoints """ try: _logger.debug("Starting write_panda_ddm_relation_db") # Reset the relations. Important to do this inside the transaction session.query(PandaDdmRelation).delete() # Insert the relations for ddm_endpoint_dict in relation_list: session.merge(PandaDdmRelation(panda_site_name=ddm_endpoint_dict['panda_site_name'], ddm_endpoint_name=ddm_endpoint_dict['ddm_site'], roles=ddm_endpoint_dict['roles'], is_local=ddm_endpoint_dict['is_local'], order_read=ddm_endpoint_dict['order_read'], order_write=ddm_endpoint_dict['order_write'], default_read=ddm_endpoint_dict['default_read'], default_write=ddm_endpoint_dict['default_write'], scope = ddm_endpoint_dict['scope'] ) ) # Finish the transactions session.commit() _logger.debug("Done with write_panda_ddm_relation_db") except exc.SQLAlchemyError: session.rollback() _logger.critical('write_panda_ddm_relation_db: Could not persist information --> {0}'.format(sys.exc_info())) def read_panda_ddm_relation_schedconfig(session): """ Read the PanDA - DDM relationships from schedconfig """ try: _logger.debug("Starting read_panda_ddm_relation_schedconfig") schedconfig = session.query(Schedconfig.site, Schedconfig.siteid, Schedconfig.ddm).all() relationship_tuples = [] for entry in schedconfig: site = entry.site panda_site = entry.siteid # Schedconfig stores DDM endpoints as a comma separated string. Strip just in case if entry.ddm: ddm_endpoints = [ddm_endpoint.strip() for ddm_endpoint in entry.ddm.split(',')] # Return the tuples and let the caller mingle it the way he wants relationship_tuples.append((site, panda_site, ddm_endpoints)) _logger.debug("Done with read_panda_ddm_relation_schedconfig") return relationship_tuples except exc.SQLAlchemyError: session.rollback() _logger.critical('read_panda_ddm_relation_schedconfig excepted --> {0}'.format(sys.exc_info())) return [] def read_configurator_sites(session): """ Read the site names from the configurator tables """ try: _logger.debug("Starting read_configurator_sites") site_object_list = session.query(Site.site_name).all() site_set = set([entry.site_name for entry in site_object_list]) _logger.debug("Done with read_configurator_sites") return site_set except exc.SQLAlchemyError: session.rollback() _logger.critical('read_configurator_sites excepted --> {0}'.format(sys.exc_info())) return set() def read_configurator_panda_sites(session): """ Read the panda site names from the configurator tables """ try: _logger.debug("Starting read_configurator_panda_sites") panda_site_object_list = session.query(PandaSite.panda_site_name).all() panda_site_set = set([entry.panda_site_name for entry in panda_site_object_list]) _logger.debug("Done with read_configurator_panda_sites") return panda_site_set except exc.SQLAlchemyError: session.rollback() _logger.critical('read_configurator_panda_sites excepted --> {0}'.format(sys.exc_info())) return set() def read_configurator_ddm_endpoints(session): """ Read the DDM endpoint names from the configurator tables """ try: _logger.debug("Starting read_configurator_ddm_endpoints") ddm_endpoint_object_list = session.query(DdmEndpoint.ddm_endpoint_name).all() ddm_endpoint_set = set([entry.ddm_endpoint_name for entry in ddm_endpoint_object_list]) _logger.debug("Done with read_configurator_ddm_endpoints") return ddm_endpoint_set except exc.SQLAlchemyError: session.rollback() _logger.critical('read_configurator_ddm_endpoints excepted --> {0}'.format(sys.exc_info())) return set() def read_schedconfig_sites(session): """ Read the site names from the schedconfig table """ try: _logger.debug("Starting read_schedconfig_sites") site_object_list = session.query(Schedconfig.site).all() site_set = set([entry.site for entry in site_object_list]) _logger.debug("Done with read_schedconfig_sites") return site_set except exc.SQLAlchemyError: session.rollback() _logger.critical('read_schedconfig_sites excepted --> {0}'.format(sys.exc_info())) return set() def read_schedconfig_panda_sites(session): """ Read the panda site names from the schedconfig table """ try: _logger.debug("Starting read_schedconfig_panda_sites") panda_site_object_list = session.query(Schedconfig.siteid).all() panda_site_set = set([entry.siteid for entry in panda_site_object_list]) _logger.debug("Done with read_schedconfig_panda_sites") return panda_site_set except exc.SQLAlchemyError: session.rollback() _logger.critical('read_schedconfig_panda_sites excepted --> {0}'.format(sys.exc_info())) return set() def update_storage(session, ddm_endpoint_name, rse_usage): """ Updates the storage of a DDM endpoint """ try: _logger.debug("Starting update_storage for {0} with usage {1}".format(ddm_endpoint_name, rse_usage)) ddm_endpoint = session.query(DdmEndpoint).filter(DdmEndpoint.ddm_endpoint_name==ddm_endpoint_name).one() ddm_endpoint.space_total = rse_usage['total'] ddm_endpoint.space_free = rse_usage['free'] ddm_endpoint.space_used = rse_usage['used'] ddm_endpoint.space_expired = rse_usage['expired'] ddm_endpoint.space_timestamp = rse_usage['space_timestamp'] session.commit() _logger.debug("Done with update_storage") except exc.SQLAlchemyError: session.rollback() _logger.critical('update_storage excepted --> {0}'.format(sys.exc_info())) def delete_sites(session, sites_to_delete): """ Delete sites and all dependent entries (panda_sites, ddm_endpoints, panda_ddm_relations). Deletion of dependent entries is done through cascade definition in models """ if not sites_to_delete: _logger.debug("delete_sites: nothing to delete") return site_objects = session.query(Site).filter(Site.site_name.in_(sites_to_delete)).all() for site_object in site_objects: site_name = site_object.site_name try: _logger.debug('Going to delete site --> {0}'.format(site_name)) session.delete(site_object) session.commit() _logger.debug('Deleted site --> {0}'.format(site_name)) except exc.SQLAlchemyError: session.rollback() _logger.critical('delete_sites excepted for site {0} with {1}'.format(site_name, sys.exc_info())) return def delete_panda_sites(session, panda_sites_to_delete): """ Delete PanDA sites and dependent entries in panda_ddm_relations """ if not panda_sites_to_delete: _logger.debug("delete_panda_sites: nothing to delete") return panda_site_objects = session.query(PandaSite).filter(PandaSite.panda_site_name.in_(panda_sites_to_delete)).all() for panda_site_object in panda_site_objects: panda_site_name = panda_site_object.panda_site_name try: _logger.debug('Going to delete panda_site --> {0}'.format(panda_site_name)) session.delete(panda_site_object) session.commit() _logger.debug('Deleted panda_site --> {0}'.format(panda_site_name)) except exc.SQLAlchemyError: session.rollback() _logger.critical('delete_panda_sites excepted for panda_site {0} with {1}'.format(panda_site_name, sys.exc_info())) def delete_ddm_endpoints(session, ddm_endpoints_to_delete): """ Delete DDM endpoints dependent entries in panda_ddm_relations """ if not ddm_endpoints_to_delete: _logger.debug("delete_ddm_endpoints: nothing to delete") return ddm_endpoint_objects = session.query(DdmEndpoint).filter(DdmEndpoint.ddm_endpoint_name.in_(ddm_endpoints_to_delete)).all() for ddm_endpoint_object in ddm_endpoint_objects: ddm_endpoint_name = ddm_endpoint_object.ddm_endpoint_name try: _logger.debug('Going to delete ddm_endpoint --> {0}'.format(ddm_endpoint_name)) session.delete(ddm_endpoint_object) session.commit() _logger.debug('Deleted ddm_endpoint --> {0}'.format(ddm_endpoint_name)) except exc.SQLAlchemyError: session.rollback() _logger.critical('delete_ddm_endpoints excepted for ddm_endpoint {0} with {1}'.format(ddm_endpoint_name, sys.exc_info()))
apache-2.0
wazeerzulfikar/scikit-learn
sklearn/tests/test_discriminant_analysis.py
37
11979
import numpy as np from sklearn.utils.testing import assert_array_equal from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_almost_equal from sklearn.utils.testing import assert_true from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_raise_message from sklearn.utils.testing import assert_warns from sklearn.utils.testing import assert_greater from sklearn.utils.testing import ignore_warnings from sklearn.datasets import make_blobs from sklearn.discriminant_analysis import LinearDiscriminantAnalysis from sklearn.discriminant_analysis import QuadraticDiscriminantAnalysis from sklearn.discriminant_analysis import _cov # Data is just 6 separable points in the plane X = np.array([[-2, -1], [-1, -1], [-1, -2], [1, 1], [1, 2], [2, 1]], dtype='f') y = np.array([1, 1, 1, 2, 2, 2]) y3 = np.array([1, 1, 2, 2, 3, 3]) # Degenerate data with only one feature (still should be separable) X1 = np.array([[-2, ], [-1, ], [-1, ], [1, ], [1, ], [2, ]], dtype='f') # Data is just 9 separable points in the plane X6 = np.array([[0, 0], [-2, -2], [-2, -1], [-1, -1], [-1, -2], [1, 3], [1, 2], [2, 1], [2, 2]]) y6 = np.array([1, 1, 1, 1, 1, 2, 2, 2, 2]) y7 = np.array([1, 2, 3, 2, 3, 1, 2, 3, 1]) # Degenerate data with 1 feature (still should be separable) X7 = np.array([[-3, ], [-2, ], [-1, ], [-1, ], [0, ], [1, ], [1, ], [2, ], [3, ]]) # Data that has zero variance in one dimension and needs regularization X2 = np.array([[-3, 0], [-2, 0], [-1, 0], [-1, 0], [0, 0], [1, 0], [1, 0], [2, 0], [3, 0]]) # One element class y4 = np.array([1, 1, 1, 1, 1, 1, 1, 1, 2]) # Data with less samples in a class than n_features X5 = np.c_[np.arange(8), np.zeros((8, 3))] y5 = np.array([0, 0, 0, 0, 0, 1, 1, 1]) solver_shrinkage = [('svd', None), ('lsqr', None), ('eigen', None), ('lsqr', 'auto'), ('lsqr', 0), ('lsqr', 0.43), ('eigen', 'auto'), ('eigen', 0), ('eigen', 0.43)] def test_lda_predict(): # Test LDA classification. # This checks that LDA implements fit and predict and returns correct # values for simple toy data. for test_case in solver_shrinkage: solver, shrinkage = test_case clf = LinearDiscriminantAnalysis(solver=solver, shrinkage=shrinkage) y_pred = clf.fit(X, y).predict(X) assert_array_equal(y_pred, y, 'solver %s' % solver) # Assert that it works with 1D data y_pred1 = clf.fit(X1, y).predict(X1) assert_array_equal(y_pred1, y, 'solver %s' % solver) # Test probability estimates y_proba_pred1 = clf.predict_proba(X1) assert_array_equal((y_proba_pred1[:, 1] > 0.5) + 1, y, 'solver %s' % solver) y_log_proba_pred1 = clf.predict_log_proba(X1) assert_array_almost_equal(np.exp(y_log_proba_pred1), y_proba_pred1, 8, 'solver %s' % solver) # Primarily test for commit 2f34950 -- "reuse" of priors y_pred3 = clf.fit(X, y3).predict(X) # LDA shouldn't be able to separate those assert_true(np.any(y_pred3 != y3), 'solver %s' % solver) # Test invalid shrinkages clf = LinearDiscriminantAnalysis(solver="lsqr", shrinkage=-0.2231) assert_raises(ValueError, clf.fit, X, y) clf = LinearDiscriminantAnalysis(solver="eigen", shrinkage="dummy") assert_raises(ValueError, clf.fit, X, y) clf = LinearDiscriminantAnalysis(solver="svd", shrinkage="auto") assert_raises(NotImplementedError, clf.fit, X, y) # Test unknown solver clf = LinearDiscriminantAnalysis(solver="dummy") assert_raises(ValueError, clf.fit, X, y) def test_lda_priors(): # Test priors (negative priors) priors = np.array([0.5, -0.5]) clf = LinearDiscriminantAnalysis(priors=priors) msg = "priors must be non-negative" assert_raise_message(ValueError, msg, clf.fit, X, y) # Test that priors passed as a list are correctly handled (run to see if # failure) clf = LinearDiscriminantAnalysis(priors=[0.5, 0.5]) clf.fit(X, y) # Test that priors always sum to 1 priors = np.array([0.5, 0.6]) prior_norm = np.array([0.45, 0.55]) clf = LinearDiscriminantAnalysis(priors=priors) assert_warns(UserWarning, clf.fit, X, y) assert_array_almost_equal(clf.priors_, prior_norm, 2) def test_lda_coefs(): # Test if the coefficients of the solvers are approximately the same. n_features = 2 n_classes = 2 n_samples = 1000 X, y = make_blobs(n_samples=n_samples, n_features=n_features, centers=n_classes, random_state=11) clf_lda_svd = LinearDiscriminantAnalysis(solver="svd") clf_lda_lsqr = LinearDiscriminantAnalysis(solver="lsqr") clf_lda_eigen = LinearDiscriminantAnalysis(solver="eigen") clf_lda_svd.fit(X, y) clf_lda_lsqr.fit(X, y) clf_lda_eigen.fit(X, y) assert_array_almost_equal(clf_lda_svd.coef_, clf_lda_lsqr.coef_, 1) assert_array_almost_equal(clf_lda_svd.coef_, clf_lda_eigen.coef_, 1) assert_array_almost_equal(clf_lda_eigen.coef_, clf_lda_lsqr.coef_, 1) def test_lda_transform(): # Test LDA transform. clf = LinearDiscriminantAnalysis(solver="svd", n_components=1) X_transformed = clf.fit(X, y).transform(X) assert_equal(X_transformed.shape[1], 1) clf = LinearDiscriminantAnalysis(solver="eigen", n_components=1) X_transformed = clf.fit(X, y).transform(X) assert_equal(X_transformed.shape[1], 1) clf = LinearDiscriminantAnalysis(solver="lsqr", n_components=1) clf.fit(X, y) msg = "transform not implemented for 'lsqr'" assert_raise_message(NotImplementedError, msg, clf.transform, X) def test_lda_explained_variance_ratio(): # Test if the sum of the normalized eigen vectors values equals 1, # Also tests whether the explained_variance_ratio_ formed by the # eigen solver is the same as the explained_variance_ratio_ formed # by the svd solver state = np.random.RandomState(0) X = state.normal(loc=0, scale=100, size=(40, 20)) y = state.randint(0, 3, size=(40,)) clf_lda_eigen = LinearDiscriminantAnalysis(solver="eigen") clf_lda_eigen.fit(X, y) assert_almost_equal(clf_lda_eigen.explained_variance_ratio_.sum(), 1.0, 3) assert_equal(clf_lda_eigen.explained_variance_ratio_.shape, (2,), "Unexpected length for explained_variance_ratio_") clf_lda_svd = LinearDiscriminantAnalysis(solver="svd") clf_lda_svd.fit(X, y) assert_almost_equal(clf_lda_svd.explained_variance_ratio_.sum(), 1.0, 3) assert_equal(clf_lda_svd.explained_variance_ratio_.shape, (2,), "Unexpected length for explained_variance_ratio_") assert_array_almost_equal(clf_lda_svd.explained_variance_ratio_, clf_lda_eigen.explained_variance_ratio_) def test_lda_orthogonality(): # arrange four classes with their means in a kite-shaped pattern # the longer distance should be transformed to the first component, and # the shorter distance to the second component. means = np.array([[0, 0, -1], [0, 2, 0], [0, -2, 0], [0, 0, 5]]) # We construct perfectly symmetric distributions, so the LDA can estimate # precise means. scatter = np.array([[0.1, 0, 0], [-0.1, 0, 0], [0, 0.1, 0], [0, -0.1, 0], [0, 0, 0.1], [0, 0, -0.1]]) X = (means[:, np.newaxis, :] + scatter[np.newaxis, :, :]).reshape((-1, 3)) y = np.repeat(np.arange(means.shape[0]), scatter.shape[0]) # Fit LDA and transform the means clf = LinearDiscriminantAnalysis(solver="svd").fit(X, y) means_transformed = clf.transform(means) d1 = means_transformed[3] - means_transformed[0] d2 = means_transformed[2] - means_transformed[1] d1 /= np.sqrt(np.sum(d1 ** 2)) d2 /= np.sqrt(np.sum(d2 ** 2)) # the transformed within-class covariance should be the identity matrix assert_almost_equal(np.cov(clf.transform(scatter).T), np.eye(2)) # the means of classes 0 and 3 should lie on the first component assert_almost_equal(np.abs(np.dot(d1[:2], [1, 0])), 1.0) # the means of classes 1 and 2 should lie on the second component assert_almost_equal(np.abs(np.dot(d2[:2], [0, 1])), 1.0) def test_lda_scaling(): # Test if classification works correctly with differently scaled features. n = 100 rng = np.random.RandomState(1234) # use uniform distribution of features to make sure there is absolutely no # overlap between classes. x1 = rng.uniform(-1, 1, (n, 3)) + [-10, 0, 0] x2 = rng.uniform(-1, 1, (n, 3)) + [10, 0, 0] x = np.vstack((x1, x2)) * [1, 100, 10000] y = [-1] * n + [1] * n for solver in ('svd', 'lsqr', 'eigen'): clf = LinearDiscriminantAnalysis(solver=solver) # should be able to separate the data perfectly assert_equal(clf.fit(x, y).score(x, y), 1.0, 'using covariance: %s' % solver) def test_qda(): # QDA classification. # This checks that QDA implements fit and predict and returns # correct values for a simple toy dataset. clf = QuadraticDiscriminantAnalysis() y_pred = clf.fit(X6, y6).predict(X6) assert_array_equal(y_pred, y6) # Assure that it works with 1D data y_pred1 = clf.fit(X7, y6).predict(X7) assert_array_equal(y_pred1, y6) # Test probas estimates y_proba_pred1 = clf.predict_proba(X7) assert_array_equal((y_proba_pred1[:, 1] > 0.5) + 1, y6) y_log_proba_pred1 = clf.predict_log_proba(X7) assert_array_almost_equal(np.exp(y_log_proba_pred1), y_proba_pred1, 8) y_pred3 = clf.fit(X6, y7).predict(X6) # QDA shouldn't be able to separate those assert_true(np.any(y_pred3 != y7)) # Classes should have at least 2 elements assert_raises(ValueError, clf.fit, X6, y4) def test_qda_priors(): clf = QuadraticDiscriminantAnalysis() y_pred = clf.fit(X6, y6).predict(X6) n_pos = np.sum(y_pred == 2) neg = 1e-10 clf = QuadraticDiscriminantAnalysis(priors=np.array([neg, 1 - neg])) y_pred = clf.fit(X6, y6).predict(X6) n_pos2 = np.sum(y_pred == 2) assert_greater(n_pos2, n_pos) def test_qda_store_covariances(): # The default is to not set the covariances_ attribute clf = QuadraticDiscriminantAnalysis().fit(X6, y6) assert_true(not hasattr(clf, 'covariances_')) # Test the actual attribute: clf = QuadraticDiscriminantAnalysis(store_covariances=True).fit(X6, y6) assert_true(hasattr(clf, 'covariances_')) assert_array_almost_equal( clf.covariances_[0], np.array([[0.7, 0.45], [0.45, 0.7]]) ) assert_array_almost_equal( clf.covariances_[1], np.array([[0.33333333, -0.33333333], [-0.33333333, 0.66666667]]) ) def test_qda_regularization(): # the default is reg_param=0. and will cause issues # when there is a constant variable clf = QuadraticDiscriminantAnalysis() with ignore_warnings(): y_pred = clf.fit(X2, y6).predict(X2) assert_true(np.any(y_pred != y6)) # adding a little regularization fixes the problem clf = QuadraticDiscriminantAnalysis(reg_param=0.01) with ignore_warnings(): clf.fit(X2, y6) y_pred = clf.predict(X2) assert_array_equal(y_pred, y6) # Case n_samples_in_a_class < n_features clf = QuadraticDiscriminantAnalysis(reg_param=0.1) with ignore_warnings(): clf.fit(X5, y5) y_pred5 = clf.predict(X5) assert_array_equal(y_pred5, y5) def test_covariance(): x, y = make_blobs(n_samples=100, n_features=5, centers=1, random_state=42) # make features correlated x = np.dot(x, np.arange(x.shape[1] ** 2).reshape(x.shape[1], x.shape[1])) c_e = _cov(x, 'empirical') assert_almost_equal(c_e, c_e.T) c_s = _cov(x, 'auto') assert_almost_equal(c_s, c_s.T)
bsd-3-clause
GuessWhoSamFoo/pandas
pandas/tests/resample/test_datetime_index.py
1
51241
from datetime import datetime, timedelta from functools import partial from warnings import catch_warnings, simplefilter import numpy as np import pytest import pytz from pandas.compat import StringIO, range from pandas.errors import UnsupportedFunctionCall import pandas as pd from pandas import DataFrame, Panel, Series, Timedelta, Timestamp, isna, notna from pandas.core.indexes.datetimes import date_range from pandas.core.indexes.period import Period, period_range from pandas.core.resample import ( DatetimeIndex, TimeGrouper, _get_timestamp_range_edges) import pandas.util.testing as tm from pandas.util.testing import ( assert_almost_equal, assert_frame_equal, assert_series_equal) import pandas.tseries.offsets as offsets from pandas.tseries.offsets import BDay, Minute @pytest.fixture() def _index_factory(): return date_range @pytest.fixture def _index_freq(): return 'Min' @pytest.fixture def _static_values(index): return np.random.rand(len(index)) def test_custom_grouper(index): dti = index s = Series(np.array([1] * len(dti)), index=dti, dtype='int64') b = TimeGrouper(Minute(5)) g = s.groupby(b) # check all cython functions work funcs = ['add', 'mean', 'prod', 'ohlc', 'min', 'max', 'var'] for f in funcs: g._cython_agg_general(f) b = TimeGrouper(Minute(5), closed='right', label='right') g = s.groupby(b) # check all cython functions work funcs = ['add', 'mean', 'prod', 'ohlc', 'min', 'max', 'var'] for f in funcs: g._cython_agg_general(f) assert g.ngroups == 2593 assert notna(g.mean()).all() # construct expected val arr = [1] + [5] * 2592 idx = dti[0:-1:5] idx = idx.append(dti[-1:]) expect = Series(arr, index=idx) # GH2763 - return in put dtype if we can result = g.agg(np.sum) assert_series_equal(result, expect) df = DataFrame(np.random.rand(len(dti), 10), index=dti, dtype='float64') r = df.groupby(b).agg(np.sum) assert len(r.columns) == 10 assert len(r.index) == 2593 @pytest.mark.parametrize( '_index_start,_index_end,_index_name', [('1/1/2000 00:00:00', '1/1/2000 00:13:00', 'index')]) @pytest.mark.parametrize('closed, expected', [ ('right', lambda s: Series( [s[0], s[1:6].mean(), s[6:11].mean(), s[11:].mean()], index=date_range( '1/1/2000', periods=4, freq='5min', name='index'))), ('left', lambda s: Series( [s[:5].mean(), s[5:10].mean(), s[10:].mean()], index=date_range( '1/1/2000 00:05', periods=3, freq='5min', name='index')) ) ]) def test_resample_basic(series, closed, expected): s = series expected = expected(s) result = s.resample('5min', closed=closed, label='right').mean() assert_series_equal(result, expected) def test_resample_basic_grouper(series): s = series result = s.resample('5Min').last() grouper = TimeGrouper(Minute(5), closed='left', label='left') expected = s.groupby(grouper).agg(lambda x: x[-1]) assert_series_equal(result, expected) @pytest.mark.parametrize( '_index_start,_index_end,_index_name', [('1/1/2000 00:00:00', '1/1/2000 00:13:00', 'index')]) @pytest.mark.parametrize('keyword,value', [ ('label', 'righttt'), ('closed', 'righttt'), ('convention', 'starttt') ]) def test_resample_string_kwargs(series, keyword, value): # see gh-19303 # Check that wrong keyword argument strings raise an error msg = "Unsupported value {value} for `{keyword}`".format( value=value, keyword=keyword) with pytest.raises(ValueError, match=msg): series.resample('5min', **({keyword: value})) @pytest.mark.parametrize( '_index_start,_index_end,_index_name', [('1/1/2000 00:00:00', '1/1/2000 00:13:00', 'index')]) def test_resample_how(series, downsample_method): if downsample_method == 'ohlc': pytest.skip('covered by test_resample_how_ohlc') s = series grouplist = np.ones_like(s) grouplist[0] = 0 grouplist[1:6] = 1 grouplist[6:11] = 2 grouplist[11:] = 3 expected = s.groupby(grouplist).agg(downsample_method) expected.index = date_range( '1/1/2000', periods=4, freq='5min', name='index') result = getattr(s.resample( '5min', closed='right', label='right'), downsample_method)() assert_series_equal(result, expected) @pytest.mark.parametrize( '_index_start,_index_end,_index_name', [('1/1/2000 00:00:00', '1/1/2000 00:13:00', 'index')]) def test_resample_how_ohlc(series): s = series grouplist = np.ones_like(s) grouplist[0] = 0 grouplist[1:6] = 1 grouplist[6:11] = 2 grouplist[11:] = 3 def _ohlc(group): if isna(group).all(): return np.repeat(np.nan, 4) return [group[0], group.max(), group.min(), group[-1]] expected = DataFrame( s.groupby(grouplist).agg(_ohlc).values.tolist(), index=date_range('1/1/2000', periods=4, freq='5min', name='index'), columns=['open', 'high', 'low', 'close']) result = s.resample('5min', closed='right', label='right').ohlc() assert_frame_equal(result, expected) @pytest.mark.parametrize( 'func', ['min', 'max', 'sum', 'prod', 'mean', 'var', 'std']) def test_numpy_compat(func): # see gh-12811 s = Series([1, 2, 3, 4, 5], index=date_range( '20130101', periods=5, freq='s')) r = s.resample('2s') msg = "numpy operations are not valid with resample" with pytest.raises(UnsupportedFunctionCall, match=msg): getattr(r, func)(func, 1, 2, 3) with pytest.raises(UnsupportedFunctionCall, match=msg): getattr(r, func)(axis=1) def test_resample_how_callables(): # GH#7929 data = np.arange(5, dtype=np.int64) ind = date_range(start='2014-01-01', periods=len(data), freq='d') df = DataFrame({"A": data, "B": data}, index=ind) def fn(x, a=1): return str(type(x)) class FnClass(object): def __call__(self, x): return str(type(x)) df_standard = df.resample("M").apply(fn) df_lambda = df.resample("M").apply(lambda x: str(type(x))) df_partial = df.resample("M").apply(partial(fn)) df_partial2 = df.resample("M").apply(partial(fn, a=2)) df_class = df.resample("M").apply(FnClass()) assert_frame_equal(df_standard, df_lambda) assert_frame_equal(df_standard, df_partial) assert_frame_equal(df_standard, df_partial2) assert_frame_equal(df_standard, df_class) def test_resample_rounding(): # GH 8371 # odd results when rounding is needed data = """date,time,value 11-08-2014,00:00:01.093,1 11-08-2014,00:00:02.159,1 11-08-2014,00:00:02.667,1 11-08-2014,00:00:03.175,1 11-08-2014,00:00:07.058,1 11-08-2014,00:00:07.362,1 11-08-2014,00:00:08.324,1 11-08-2014,00:00:08.830,1 11-08-2014,00:00:08.982,1 11-08-2014,00:00:09.815,1 11-08-2014,00:00:10.540,1 11-08-2014,00:00:11.061,1 11-08-2014,00:00:11.617,1 11-08-2014,00:00:13.607,1 11-08-2014,00:00:14.535,1 11-08-2014,00:00:15.525,1 11-08-2014,00:00:17.960,1 11-08-2014,00:00:20.674,1 11-08-2014,00:00:21.191,1""" df = pd.read_csv(StringIO(data), parse_dates={'timestamp': [ 'date', 'time']}, index_col='timestamp') df.index.name = None result = df.resample('6s').sum() expected = DataFrame({'value': [ 4, 9, 4, 2 ]}, index=date_range('2014-11-08', freq='6s', periods=4)) assert_frame_equal(result, expected) result = df.resample('7s').sum() expected = DataFrame({'value': [ 4, 10, 4, 1 ]}, index=date_range('2014-11-08', freq='7s', periods=4)) assert_frame_equal(result, expected) result = df.resample('11s').sum() expected = DataFrame({'value': [ 11, 8 ]}, index=date_range('2014-11-08', freq='11s', periods=2)) assert_frame_equal(result, expected) result = df.resample('13s').sum() expected = DataFrame({'value': [ 13, 6 ]}, index=date_range('2014-11-08', freq='13s', periods=2)) assert_frame_equal(result, expected) result = df.resample('17s').sum() expected = DataFrame({'value': [ 16, 3 ]}, index=date_range('2014-11-08', freq='17s', periods=2)) assert_frame_equal(result, expected) def test_resample_basic_from_daily(): # from daily dti = date_range(start=datetime(2005, 1, 1), end=datetime(2005, 1, 10), freq='D', name='index') s = Series(np.random.rand(len(dti)), dti) # to weekly result = s.resample('w-sun').last() assert len(result) == 3 assert (result.index.dayofweek == [6, 6, 6]).all() assert result.iloc[0] == s['1/2/2005'] assert result.iloc[1] == s['1/9/2005'] assert result.iloc[2] == s.iloc[-1] result = s.resample('W-MON').last() assert len(result) == 2 assert (result.index.dayofweek == [0, 0]).all() assert result.iloc[0] == s['1/3/2005'] assert result.iloc[1] == s['1/10/2005'] result = s.resample('W-TUE').last() assert len(result) == 2 assert (result.index.dayofweek == [1, 1]).all() assert result.iloc[0] == s['1/4/2005'] assert result.iloc[1] == s['1/10/2005'] result = s.resample('W-WED').last() assert len(result) == 2 assert (result.index.dayofweek == [2, 2]).all() assert result.iloc[0] == s['1/5/2005'] assert result.iloc[1] == s['1/10/2005'] result = s.resample('W-THU').last() assert len(result) == 2 assert (result.index.dayofweek == [3, 3]).all() assert result.iloc[0] == s['1/6/2005'] assert result.iloc[1] == s['1/10/2005'] result = s.resample('W-FRI').last() assert len(result) == 2 assert (result.index.dayofweek == [4, 4]).all() assert result.iloc[0] == s['1/7/2005'] assert result.iloc[1] == s['1/10/2005'] # to biz day result = s.resample('B').last() assert len(result) == 7 assert (result.index.dayofweek == [4, 0, 1, 2, 3, 4, 0]).all() assert result.iloc[0] == s['1/2/2005'] assert result.iloc[1] == s['1/3/2005'] assert result.iloc[5] == s['1/9/2005'] assert result.index.name == 'index' def test_resample_upsampling_picked_but_not_correct(): # Test for issue #3020 dates = date_range('01-Jan-2014', '05-Jan-2014', freq='D') series = Series(1, index=dates) result = series.resample('D').mean() assert result.index[0] == dates[0] # GH 5955 # incorrect deciding to upsample when the axis frequency matches the # resample frequency s = Series(np.arange(1., 6), index=[datetime( 1975, 1, i, 12, 0) for i in range(1, 6)]) expected = Series(np.arange(1., 6), index=date_range( '19750101', periods=5, freq='D')) result = s.resample('D').count() assert_series_equal(result, Series(1, index=expected.index)) result1 = s.resample('D').sum() result2 = s.resample('D').mean() assert_series_equal(result1, expected) assert_series_equal(result2, expected) def test_resample_frame_basic(): df = tm.makeTimeDataFrame() b = TimeGrouper('M') g = df.groupby(b) # check all cython functions work funcs = ['add', 'mean', 'prod', 'min', 'max', 'var'] for f in funcs: g._cython_agg_general(f) result = df.resample('A').mean() assert_series_equal(result['A'], df['A'].resample('A').mean()) result = df.resample('M').mean() assert_series_equal(result['A'], df['A'].resample('M').mean()) df.resample('M', kind='period').mean() df.resample('W-WED', kind='period').mean() @pytest.mark.parametrize('loffset', [timedelta(minutes=1), '1min', Minute(1), np.timedelta64(1, 'm')]) def test_resample_loffset(loffset): # GH 7687 rng = date_range('1/1/2000 00:00:00', '1/1/2000 00:13:00', freq='min') s = Series(np.random.randn(14), index=rng) result = s.resample('5min', closed='right', label='right', loffset=loffset).mean() idx = date_range('1/1/2000', periods=4, freq='5min') expected = Series([s[0], s[1:6].mean(), s[6:11].mean(), s[11:].mean()], index=idx + timedelta(minutes=1)) assert_series_equal(result, expected) assert result.index.freq == Minute(5) # from daily dti = date_range(start=datetime(2005, 1, 1), end=datetime(2005, 1, 10), freq='D') ser = Series(np.random.rand(len(dti)), dti) # to weekly result = ser.resample('w-sun').last() business_day_offset = BDay() expected = ser.resample('w-sun', loffset=-business_day_offset).last() assert result.index[0] - business_day_offset == expected.index[0] def test_resample_loffset_upsample(): # GH 20744 rng = date_range('1/1/2000 00:00:00', '1/1/2000 00:13:00', freq='min') s = Series(np.random.randn(14), index=rng) result = s.resample('5min', closed='right', label='right', loffset=timedelta(minutes=1)).ffill() idx = date_range('1/1/2000', periods=4, freq='5min') expected = Series([s[0], s[5], s[10], s[-1]], index=idx + timedelta(minutes=1)) assert_series_equal(result, expected) def test_resample_loffset_count(): # GH 12725 start_time = '1/1/2000 00:00:00' rng = date_range(start_time, periods=100, freq='S') ts = Series(np.random.randn(len(rng)), index=rng) result = ts.resample('10S', loffset='1s').count() expected_index = ( date_range(start_time, periods=10, freq='10S') + timedelta(seconds=1) ) expected = Series(10, index=expected_index) assert_series_equal(result, expected) # Same issue should apply to .size() since it goes through # same code path result = ts.resample('10S', loffset='1s').size() assert_series_equal(result, expected) def test_resample_upsample(): # from daily dti = date_range(start=datetime(2005, 1, 1), end=datetime(2005, 1, 10), freq='D', name='index') s = Series(np.random.rand(len(dti)), dti) # to minutely, by padding result = s.resample('Min').pad() assert len(result) == 12961 assert result[0] == s[0] assert result[-1] == s[-1] assert result.index.name == 'index' def test_resample_how_method(): # GH9915 s = Series([11, 22], index=[Timestamp('2015-03-31 21:48:52.672000'), Timestamp('2015-03-31 21:49:52.739000')]) expected = Series([11, np.NaN, np.NaN, np.NaN, np.NaN, np.NaN, 22], index=[Timestamp('2015-03-31 21:48:50'), Timestamp('2015-03-31 21:49:00'), Timestamp('2015-03-31 21:49:10'), Timestamp('2015-03-31 21:49:20'), Timestamp('2015-03-31 21:49:30'), Timestamp('2015-03-31 21:49:40'), Timestamp('2015-03-31 21:49:50')]) assert_series_equal(s.resample("10S").mean(), expected) def test_resample_extra_index_point(): # GH#9756 index = date_range(start='20150101', end='20150331', freq='BM') expected = DataFrame({'A': Series([21, 41, 63], index=index)}) index = date_range(start='20150101', end='20150331', freq='B') df = DataFrame( {'A': Series(range(len(index)), index=index)}, dtype='int64') result = df.resample('BM').last() assert_frame_equal(result, expected) def test_upsample_with_limit(): rng = date_range('1/1/2000', periods=3, freq='5t') ts = Series(np.random.randn(len(rng)), rng) result = ts.resample('t').ffill(limit=2) expected = ts.reindex(result.index, method='ffill', limit=2) assert_series_equal(result, expected) def test_nearest_upsample_with_limit(): rng = date_range('1/1/2000', periods=3, freq='5t') ts = Series(np.random.randn(len(rng)), rng) result = ts.resample('t').nearest(limit=2) expected = ts.reindex(result.index, method='nearest', limit=2) assert_series_equal(result, expected) def test_resample_ohlc(series): s = series grouper = TimeGrouper(Minute(5)) expect = s.groupby(grouper).agg(lambda x: x[-1]) result = s.resample('5Min').ohlc() assert len(result) == len(expect) assert len(result.columns) == 4 xs = result.iloc[-2] assert xs['open'] == s[-6] assert xs['high'] == s[-6:-1].max() assert xs['low'] == s[-6:-1].min() assert xs['close'] == s[-2] xs = result.iloc[0] assert xs['open'] == s[0] assert xs['high'] == s[:5].max() assert xs['low'] == s[:5].min() assert xs['close'] == s[4] def test_resample_ohlc_result(): # GH 12332 index = pd.date_range('1-1-2000', '2-15-2000', freq='h') index = index.union(pd.date_range('4-15-2000', '5-15-2000', freq='h')) s = Series(range(len(index)), index=index) a = s.loc[:'4-15-2000'].resample('30T').ohlc() assert isinstance(a, DataFrame) b = s.loc[:'4-14-2000'].resample('30T').ohlc() assert isinstance(b, DataFrame) # GH12348 # raising on odd period rng = date_range('2013-12-30', '2014-01-07') index = rng.drop([Timestamp('2014-01-01'), Timestamp('2013-12-31'), Timestamp('2014-01-04'), Timestamp('2014-01-05')]) df = DataFrame(data=np.arange(len(index)), index=index) result = df.resample('B').mean() expected = df.reindex(index=date_range(rng[0], rng[-1], freq='B')) assert_frame_equal(result, expected) def test_resample_ohlc_dataframe(): df = ( DataFrame({ 'PRICE': { Timestamp('2011-01-06 10:59:05', tz=None): 24990, Timestamp('2011-01-06 12:43:33', tz=None): 25499, Timestamp('2011-01-06 12:54:09', tz=None): 25499}, 'VOLUME': { Timestamp('2011-01-06 10:59:05', tz=None): 1500000000, Timestamp('2011-01-06 12:43:33', tz=None): 5000000000, Timestamp('2011-01-06 12:54:09', tz=None): 100000000}}) ).reindex(['VOLUME', 'PRICE'], axis=1) res = df.resample('H').ohlc() exp = pd.concat([df['VOLUME'].resample('H').ohlc(), df['PRICE'].resample('H').ohlc()], axis=1, keys=['VOLUME', 'PRICE']) assert_frame_equal(exp, res) df.columns = [['a', 'b'], ['c', 'd']] res = df.resample('H').ohlc() exp.columns = pd.MultiIndex.from_tuples([ ('a', 'c', 'open'), ('a', 'c', 'high'), ('a', 'c', 'low'), ('a', 'c', 'close'), ('b', 'd', 'open'), ('b', 'd', 'high'), ('b', 'd', 'low'), ('b', 'd', 'close')]) assert_frame_equal(exp, res) # dupe columns fail atm # df.columns = ['PRICE', 'PRICE'] def test_resample_dup_index(): # GH 4812 # dup columns with resample raising df = DataFrame(np.random.randn(4, 12), index=[2000, 2000, 2000, 2000], columns=[Period(year=2000, month=i + 1, freq='M') for i in range(12)]) df.iloc[3, :] = np.nan result = df.resample('Q', axis=1).mean() expected = df.groupby(lambda x: int((x.month - 1) / 3), axis=1).mean() expected.columns = [ Period(year=2000, quarter=i + 1, freq='Q') for i in range(4)] assert_frame_equal(result, expected) def test_resample_reresample(): dti = date_range(start=datetime(2005, 1, 1), end=datetime(2005, 1, 10), freq='D') s = Series(np.random.rand(len(dti)), dti) bs = s.resample('B', closed='right', label='right').mean() result = bs.resample('8H').mean() assert len(result) == 22 assert isinstance(result.index.freq, offsets.DateOffset) assert result.index.freq == offsets.Hour(8) def test_resample_timestamp_to_period(simple_date_range_series): ts = simple_date_range_series('1/1/1990', '1/1/2000') result = ts.resample('A-DEC', kind='period').mean() expected = ts.resample('A-DEC').mean() expected.index = period_range('1990', '2000', freq='a-dec') assert_series_equal(result, expected) result = ts.resample('A-JUN', kind='period').mean() expected = ts.resample('A-JUN').mean() expected.index = period_range('1990', '2000', freq='a-jun') assert_series_equal(result, expected) result = ts.resample('M', kind='period').mean() expected = ts.resample('M').mean() expected.index = period_range('1990-01', '2000-01', freq='M') assert_series_equal(result, expected) result = ts.resample('M', kind='period').mean() expected = ts.resample('M').mean() expected.index = period_range('1990-01', '2000-01', freq='M') assert_series_equal(result, expected) def test_ohlc_5min(): def _ohlc(group): if isna(group).all(): return np.repeat(np.nan, 4) return [group[0], group.max(), group.min(), group[-1]] rng = date_range('1/1/2000 00:00:00', '1/1/2000 5:59:50', freq='10s') ts = Series(np.random.randn(len(rng)), index=rng) resampled = ts.resample('5min', closed='right', label='right').ohlc() assert (resampled.loc['1/1/2000 00:00'] == ts[0]).all() exp = _ohlc(ts[1:31]) assert (resampled.loc['1/1/2000 00:05'] == exp).all() exp = _ohlc(ts['1/1/2000 5:55:01':]) assert (resampled.loc['1/1/2000 6:00:00'] == exp).all() def test_downsample_non_unique(): rng = date_range('1/1/2000', '2/29/2000') rng2 = rng.repeat(5).values ts = Series(np.random.randn(len(rng2)), index=rng2) result = ts.resample('M').mean() expected = ts.groupby(lambda x: x.month).mean() assert len(result) == 2 assert_almost_equal(result[0], expected[1]) assert_almost_equal(result[1], expected[2]) def test_asfreq_non_unique(): # GH #1077 rng = date_range('1/1/2000', '2/29/2000') rng2 = rng.repeat(2).values ts = Series(np.random.randn(len(rng2)), index=rng2) msg = 'cannot reindex from a duplicate axis' with pytest.raises(ValueError, match=msg): ts.asfreq('B') def test_resample_axis1(): rng = date_range('1/1/2000', '2/29/2000') df = DataFrame(np.random.randn(3, len(rng)), columns=rng, index=['a', 'b', 'c']) result = df.resample('M', axis=1).mean() expected = df.T.resample('M').mean().T tm.assert_frame_equal(result, expected) def test_resample_panel(): rng = date_range('1/1/2000', '6/30/2000') n = len(rng) with catch_warnings(record=True): simplefilter("ignore", FutureWarning) panel = Panel(np.random.randn(3, n, 5), items=['one', 'two', 'three'], major_axis=rng, minor_axis=['a', 'b', 'c', 'd', 'e']) result = panel.resample('M', axis=1).mean() def p_apply(panel, f): result = {} for item in panel.items: result[item] = f(panel[item]) return Panel(result, items=panel.items) expected = p_apply(panel, lambda x: x.resample('M').mean()) tm.assert_panel_equal(result, expected) panel2 = panel.swapaxes(1, 2) result = panel2.resample('M', axis=2).mean() expected = p_apply(panel2, lambda x: x.resample('M', axis=1).mean()) tm.assert_panel_equal(result, expected) @pytest.mark.filterwarnings("ignore:\\nPanel:FutureWarning") def test_resample_panel_numpy(): rng = date_range('1/1/2000', '6/30/2000') n = len(rng) with catch_warnings(record=True): panel = Panel(np.random.randn(3, n, 5), items=['one', 'two', 'three'], major_axis=rng, minor_axis=['a', 'b', 'c', 'd', 'e']) result = panel.resample('M', axis=1).apply(lambda x: x.mean(1)) expected = panel.resample('M', axis=1).mean() tm.assert_panel_equal(result, expected) panel = panel.swapaxes(1, 2) result = panel.resample('M', axis=2).apply(lambda x: x.mean(2)) expected = panel.resample('M', axis=2).mean() tm.assert_panel_equal(result, expected) def test_resample_anchored_ticks(): # If a fixed delta (5 minute, 4 hour) evenly divides a day, we should # "anchor" the origin at midnight so we get regular intervals rather # than starting from the first timestamp which might start in the # middle of a desired interval rng = date_range('1/1/2000 04:00:00', periods=86400, freq='s') ts = Series(np.random.randn(len(rng)), index=rng) ts[:2] = np.nan # so results are the same freqs = ['t', '5t', '15t', '30t', '4h', '12h'] for freq in freqs: result = ts[2:].resample(freq, closed='left', label='left').mean() expected = ts.resample(freq, closed='left', label='left').mean() assert_series_equal(result, expected) def test_resample_single_group(): mysum = lambda x: x.sum() rng = date_range('2000-1-1', '2000-2-10', freq='D') ts = Series(np.random.randn(len(rng)), index=rng) assert_series_equal(ts.resample('M').sum(), ts.resample('M').apply(mysum)) rng = date_range('2000-1-1', '2000-1-10', freq='D') ts = Series(np.random.randn(len(rng)), index=rng) assert_series_equal(ts.resample('M').sum(), ts.resample('M').apply(mysum)) # GH 3849 s = Series([30.1, 31.6], index=[Timestamp('20070915 15:30:00'), Timestamp('20070915 15:40:00')]) expected = Series([0.75], index=[Timestamp('20070915')]) result = s.resample('D').apply(lambda x: np.std(x)) assert_series_equal(result, expected) def test_resample_base(): rng = date_range('1/1/2000 00:00:00', '1/1/2000 02:00', freq='s') ts = Series(np.random.randn(len(rng)), index=rng) resampled = ts.resample('5min', base=2).mean() exp_rng = date_range('12/31/1999 23:57:00', '1/1/2000 01:57', freq='5min') tm.assert_index_equal(resampled.index, exp_rng) def test_resample_daily_anchored(): rng = date_range('1/1/2000 0:00:00', periods=10000, freq='T') ts = Series(np.random.randn(len(rng)), index=rng) ts[:2] = np.nan # so results are the same result = ts[2:].resample('D', closed='left', label='left').mean() expected = ts.resample('D', closed='left', label='left').mean() assert_series_equal(result, expected) def test_resample_to_period_monthly_buglet(): # GH #1259 rng = date_range('1/1/2000', '12/31/2000') ts = Series(np.random.randn(len(rng)), index=rng) result = ts.resample('M', kind='period').mean() exp_index = period_range('Jan-2000', 'Dec-2000', freq='M') tm.assert_index_equal(result.index, exp_index) def test_period_with_agg(): # aggregate a period resampler with a lambda s2 = Series(np.random.randint(0, 5, 50), index=pd.period_range('2012-01-01', freq='H', periods=50), dtype='float64') expected = s2.to_timestamp().resample('D').mean().to_period() result = s2.resample('D').agg(lambda x: x.mean()) assert_series_equal(result, expected) def test_resample_segfault(): # GH 8573 # segfaulting in older versions all_wins_and_wagers = [ (1, datetime(2013, 10, 1, 16, 20), 1, 0), (2, datetime(2013, 10, 1, 16, 10), 1, 0), (2, datetime(2013, 10, 1, 18, 15), 1, 0), (2, datetime(2013, 10, 1, 16, 10, 31), 1, 0)] df = DataFrame.from_records(all_wins_and_wagers, columns=("ID", "timestamp", "A", "B") ).set_index("timestamp") result = df.groupby("ID").resample("5min").sum() expected = df.groupby("ID").apply(lambda x: x.resample("5min").sum()) assert_frame_equal(result, expected) def test_resample_dtype_preservation(): # GH 12202 # validation tests for dtype preservation df = DataFrame({'date': pd.date_range(start='2016-01-01', periods=4, freq='W'), 'group': [1, 1, 2, 2], 'val': Series([5, 6, 7, 8], dtype='int32')} ).set_index('date') result = df.resample('1D').ffill() assert result.val.dtype == np.int32 result = df.groupby('group').resample('1D').ffill() assert result.val.dtype == np.int32 def test_resample_dtype_coerceion(): pytest.importorskip('scipy.interpolate') # GH 16361 df = {"a": [1, 3, 1, 4]} df = DataFrame(df, index=pd.date_range("2017-01-01", "2017-01-04")) expected = (df.astype("float64") .resample("H") .mean() ["a"] .interpolate("cubic") ) result = df.resample("H")["a"].mean().interpolate("cubic") tm.assert_series_equal(result, expected) result = df.resample("H").mean()["a"].interpolate("cubic") tm.assert_series_equal(result, expected) def test_weekly_resample_buglet(): # #1327 rng = date_range('1/1/2000', freq='B', periods=20) ts = Series(np.random.randn(len(rng)), index=rng) resampled = ts.resample('W').mean() expected = ts.resample('W-SUN').mean() assert_series_equal(resampled, expected) def test_monthly_resample_error(): # #1451 dates = date_range('4/16/2012 20:00', periods=5000, freq='h') ts = Series(np.random.randn(len(dates)), index=dates) # it works! ts.resample('M') def test_nanosecond_resample_error(): # GH 12307 - Values falls after last bin when # Resampling using pd.tseries.offsets.Nano as period start = 1443707890427 exp_start = 1443707890400 indx = pd.date_range( start=pd.to_datetime(start), periods=10, freq='100n' ) ts = Series(range(len(indx)), index=indx) r = ts.resample(pd.tseries.offsets.Nano(100)) result = r.agg('mean') exp_indx = pd.date_range( start=pd.to_datetime(exp_start), periods=10, freq='100n' ) exp = Series(range(len(exp_indx)), index=exp_indx) assert_series_equal(result, exp) def test_resample_anchored_intraday(simple_date_range_series): # #1471, #1458 rng = date_range('1/1/2012', '4/1/2012', freq='100min') df = DataFrame(rng.month, index=rng) result = df.resample('M').mean() expected = df.resample( 'M', kind='period').mean().to_timestamp(how='end') expected.index += Timedelta(1, 'ns') - Timedelta(1, 'D') tm.assert_frame_equal(result, expected) result = df.resample('M', closed='left').mean() exp = df.tshift(1, freq='D').resample('M', kind='period').mean() exp = exp.to_timestamp(how='end') exp.index = exp.index + Timedelta(1, 'ns') - Timedelta(1, 'D') tm.assert_frame_equal(result, exp) rng = date_range('1/1/2012', '4/1/2012', freq='100min') df = DataFrame(rng.month, index=rng) result = df.resample('Q').mean() expected = df.resample( 'Q', kind='period').mean().to_timestamp(how='end') expected.index += Timedelta(1, 'ns') - Timedelta(1, 'D') tm.assert_frame_equal(result, expected) result = df.resample('Q', closed='left').mean() expected = df.tshift(1, freq='D').resample('Q', kind='period', closed='left').mean() expected = expected.to_timestamp(how='end') expected.index += Timedelta(1, 'ns') - Timedelta(1, 'D') tm.assert_frame_equal(result, expected) ts = simple_date_range_series('2012-04-29 23:00', '2012-04-30 5:00', freq='h') resampled = ts.resample('M').mean() assert len(resampled) == 1 def test_resample_anchored_monthstart(simple_date_range_series): ts = simple_date_range_series('1/1/2000', '12/31/2002') freqs = ['MS', 'BMS', 'QS-MAR', 'AS-DEC', 'AS-JUN'] for freq in freqs: ts.resample(freq).mean() def test_resample_anchored_multiday(): # When resampling a range spanning multiple days, ensure that the # start date gets used to determine the offset. Fixes issue where # a one day period is not a multiple of the frequency. # # See: https://github.com/pandas-dev/pandas/issues/8683 index = pd.date_range( '2014-10-14 23:06:23.206', periods=3, freq='400L' ) | pd.date_range( '2014-10-15 23:00:00', periods=2, freq='2200L') s = Series(np.random.randn(5), index=index) # Ensure left closing works result = s.resample('2200L').mean() assert result.index[-1] == Timestamp('2014-10-15 23:00:02.000') # Ensure right closing works result = s.resample('2200L', label='right').mean() assert result.index[-1] == Timestamp('2014-10-15 23:00:04.200') def test_corner_cases(simple_period_range_series, simple_date_range_series): # miscellaneous test coverage rng = date_range('1/1/2000', periods=12, freq='t') ts = Series(np.random.randn(len(rng)), index=rng) result = ts.resample('5t', closed='right', label='left').mean() ex_index = date_range('1999-12-31 23:55', periods=4, freq='5t') tm.assert_index_equal(result.index, ex_index) len0pts = simple_period_range_series( '2007-01', '2010-05', freq='M')[:0] # it works result = len0pts.resample('A-DEC').mean() assert len(result) == 0 # resample to periods ts = simple_date_range_series( '2000-04-28', '2000-04-30 11:00', freq='h') result = ts.resample('M', kind='period').mean() assert len(result) == 1 assert result.index[0] == Period('2000-04', freq='M') def test_anchored_lowercase_buglet(): dates = date_range('4/16/2012 20:00', periods=50000, freq='s') ts = Series(np.random.randn(len(dates)), index=dates) # it works! ts.resample('d').mean() def test_upsample_apply_functions(): # #1596 rng = pd.date_range('2012-06-12', periods=4, freq='h') ts = Series(np.random.randn(len(rng)), index=rng) result = ts.resample('20min').aggregate(['mean', 'sum']) assert isinstance(result, DataFrame) def test_resample_not_monotonic(): rng = pd.date_range('2012-06-12', periods=200, freq='h') ts = Series(np.random.randn(len(rng)), index=rng) ts = ts.take(np.random.permutation(len(ts))) result = ts.resample('D').sum() exp = ts.sort_index().resample('D').sum() assert_series_equal(result, exp) def test_resample_median_bug_1688(): for dtype in ['int64', 'int32', 'float64', 'float32']: df = DataFrame([1, 2], index=[datetime(2012, 1, 1, 0, 0, 0), datetime(2012, 1, 1, 0, 5, 0)], dtype=dtype) result = df.resample("T").apply(lambda x: x.mean()) exp = df.asfreq('T') tm.assert_frame_equal(result, exp) result = df.resample("T").median() exp = df.asfreq('T') tm.assert_frame_equal(result, exp) def test_how_lambda_functions(simple_date_range_series): ts = simple_date_range_series('1/1/2000', '4/1/2000') result = ts.resample('M').apply(lambda x: x.mean()) exp = ts.resample('M').mean() tm.assert_series_equal(result, exp) foo_exp = ts.resample('M').mean() foo_exp.name = 'foo' bar_exp = ts.resample('M').std() bar_exp.name = 'bar' result = ts.resample('M').apply( [lambda x: x.mean(), lambda x: x.std(ddof=1)]) result.columns = ['foo', 'bar'] tm.assert_series_equal(result['foo'], foo_exp) tm.assert_series_equal(result['bar'], bar_exp) # this is a MI Series, so comparing the names of the results # doesn't make sense result = ts.resample('M').aggregate({'foo': lambda x: x.mean(), 'bar': lambda x: x.std(ddof=1)}) tm.assert_series_equal(result['foo'], foo_exp, check_names=False) tm.assert_series_equal(result['bar'], bar_exp, check_names=False) def test_resample_unequal_times(): # #1772 start = datetime(1999, 3, 1, 5) # end hour is less than start end = datetime(2012, 7, 31, 4) bad_ind = date_range(start, end, freq="30min") df = DataFrame({'close': 1}, index=bad_ind) # it works! df.resample('AS').sum() def test_resample_consistency(): # GH 6418 # resample with bfill / limit / reindex consistency i30 = pd.date_range('2002-02-02', periods=4, freq='30T') s = Series(np.arange(4.), index=i30) s[2] = np.NaN # Upsample by factor 3 with reindex() and resample() methods: i10 = pd.date_range(i30[0], i30[-1], freq='10T') s10 = s.reindex(index=i10, method='bfill') s10_2 = s.reindex(index=i10, method='bfill', limit=2) rl = s.reindex_like(s10, method='bfill', limit=2) r10_2 = s.resample('10Min').bfill(limit=2) r10 = s.resample('10Min').bfill() # s10_2, r10, r10_2, rl should all be equal assert_series_equal(s10_2, r10) assert_series_equal(s10_2, r10_2) assert_series_equal(s10_2, rl) def test_resample_timegrouper(): # GH 7227 dates1 = [datetime(2014, 10, 1), datetime(2014, 9, 3), datetime(2014, 11, 5), datetime(2014, 9, 5), datetime(2014, 10, 8), datetime(2014, 7, 15)] dates2 = dates1[:2] + [pd.NaT] + dates1[2:4] + [pd.NaT] + dates1[4:] dates3 = [pd.NaT] + dates1 + [pd.NaT] for dates in [dates1, dates2, dates3]: df = DataFrame(dict(A=dates, B=np.arange(len(dates)))) result = df.set_index('A').resample('M').count() exp_idx = pd.DatetimeIndex(['2014-07-31', '2014-08-31', '2014-09-30', '2014-10-31', '2014-11-30'], freq='M', name='A') expected = DataFrame({'B': [1, 0, 2, 2, 1]}, index=exp_idx) assert_frame_equal(result, expected) result = df.groupby(pd.Grouper(freq='M', key='A')).count() assert_frame_equal(result, expected) df = DataFrame(dict(A=dates, B=np.arange(len(dates)), C=np.arange( len(dates)))) result = df.set_index('A').resample('M').count() expected = DataFrame({'B': [1, 0, 2, 2, 1], 'C': [1, 0, 2, 2, 1]}, index=exp_idx, columns=['B', 'C']) assert_frame_equal(result, expected) result = df.groupby(pd.Grouper(freq='M', key='A')).count() assert_frame_equal(result, expected) def test_resample_nunique(): # GH 12352 df = DataFrame({ 'ID': {Timestamp('2015-06-05 00:00:00'): '0010100903', Timestamp('2015-06-08 00:00:00'): '0010150847'}, 'DATE': {Timestamp('2015-06-05 00:00:00'): '2015-06-05', Timestamp('2015-06-08 00:00:00'): '2015-06-08'}}) r = df.resample('D') g = df.groupby(pd.Grouper(freq='D')) expected = df.groupby(pd.Grouper(freq='D')).ID.apply(lambda x: x.nunique()) assert expected.name == 'ID' for t in [r, g]: result = r.ID.nunique() assert_series_equal(result, expected) result = df.ID.resample('D').nunique() assert_series_equal(result, expected) result = df.ID.groupby(pd.Grouper(freq='D')).nunique() assert_series_equal(result, expected) def test_resample_nunique_with_date_gap(): # GH 13453 index = pd.date_range('1-1-2000', '2-15-2000', freq='h') index2 = pd.date_range('4-15-2000', '5-15-2000', freq='h') index3 = index.append(index2) s = Series(range(len(index3)), index=index3, dtype='int64') r = s.resample('M') # Since all elements are unique, these should all be the same results = [ r.count(), r.nunique(), r.agg(Series.nunique), r.agg('nunique') ] assert_series_equal(results[0], results[1]) assert_series_equal(results[0], results[2]) assert_series_equal(results[0], results[3]) @pytest.mark.parametrize('n', [10000, 100000]) @pytest.mark.parametrize('k', [10, 100, 1000]) def test_resample_group_info(n, k): # GH10914 dr = date_range(start='2015-08-27', periods=n // 10, freq='T') ts = Series(np.random.randint(0, n // k, n).astype('int64'), index=np.random.choice(dr, n)) left = ts.resample('30T').nunique() ix = date_range(start=ts.index.min(), end=ts.index.max(), freq='30T') vals = ts.values bins = np.searchsorted(ix.values, ts.index, side='right') sorter = np.lexsort((vals, bins)) vals, bins = vals[sorter], bins[sorter] mask = np.r_[True, vals[1:] != vals[:-1]] mask |= np.r_[True, bins[1:] != bins[:-1]] arr = np.bincount(bins[mask] - 1, minlength=len(ix)).astype('int64', copy=False) right = Series(arr, index=ix) assert_series_equal(left, right) def test_resample_size(): n = 10000 dr = date_range('2015-09-19', periods=n, freq='T') ts = Series(np.random.randn(n), index=np.random.choice(dr, n)) left = ts.resample('7T').size() ix = date_range(start=left.index.min(), end=ts.index.max(), freq='7T') bins = np.searchsorted(ix.values, ts.index.values, side='right') val = np.bincount(bins, minlength=len(ix) + 1)[1:].astype('int64', copy=False) right = Series(val, index=ix) assert_series_equal(left, right) def test_resample_across_dst(): # The test resamples a DatetimeIndex with values before and after a # DST change # Issue: 14682 # The DatetimeIndex we will start with # (note that DST happens at 03:00+02:00 -> 02:00+01:00) # 2016-10-30 02:23:00+02:00, 2016-10-30 02:23:00+01:00 df1 = DataFrame([1477786980, 1477790580], columns=['ts']) dti1 = DatetimeIndex(pd.to_datetime(df1.ts, unit='s') .dt.tz_localize('UTC') .dt.tz_convert('Europe/Madrid')) # The expected DatetimeIndex after resampling. # 2016-10-30 02:00:00+02:00, 2016-10-30 02:00:00+01:00 df2 = DataFrame([1477785600, 1477789200], columns=['ts']) dti2 = DatetimeIndex(pd.to_datetime(df2.ts, unit='s') .dt.tz_localize('UTC') .dt.tz_convert('Europe/Madrid')) df = DataFrame([5, 5], index=dti1) result = df.resample(rule='H').sum() expected = DataFrame([5, 5], index=dti2) assert_frame_equal(result, expected) def test_groupby_with_dst_time_change(): # GH 24972 index = pd.DatetimeIndex([1478064900001000000, 1480037118776792000], tz='UTC').tz_convert('America/Chicago') df = pd.DataFrame([1, 2], index=index) result = df.groupby(pd.Grouper(freq='1d')).last() expected_index_values = pd.date_range('2016-11-02', '2016-11-24', freq='d', tz='America/Chicago') index = pd.DatetimeIndex(expected_index_values) expected = pd.DataFrame([1.0] + ([np.nan] * 21) + [2.0], index=index) assert_frame_equal(result, expected) def test_resample_dst_anchor(): # 5172 dti = DatetimeIndex([datetime(2012, 11, 4, 23)], tz='US/Eastern') df = DataFrame([5], index=dti) assert_frame_equal(df.resample(rule='D').sum(), DataFrame([5], index=df.index.normalize())) df.resample(rule='MS').sum() assert_frame_equal( df.resample(rule='MS').sum(), DataFrame([5], index=DatetimeIndex([datetime(2012, 11, 1)], tz='US/Eastern'))) dti = date_range('2013-09-30', '2013-11-02', freq='30Min', tz='Europe/Paris') values = range(dti.size) df = DataFrame({"a": values, "b": values, "c": values}, index=dti, dtype='int64') how = {"a": "min", "b": "max", "c": "count"} assert_frame_equal( df.resample("W-MON").agg(how)[["a", "b", "c"]], DataFrame({"a": [0, 48, 384, 720, 1056, 1394], "b": [47, 383, 719, 1055, 1393, 1586], "c": [48, 336, 336, 336, 338, 193]}, index=date_range('9/30/2013', '11/4/2013', freq='W-MON', tz='Europe/Paris')), 'W-MON Frequency') assert_frame_equal( df.resample("2W-MON").agg(how)[["a", "b", "c"]], DataFrame({"a": [0, 48, 720, 1394], "b": [47, 719, 1393, 1586], "c": [48, 672, 674, 193]}, index=date_range('9/30/2013', '11/11/2013', freq='2W-MON', tz='Europe/Paris')), '2W-MON Frequency') assert_frame_equal( df.resample("MS").agg(how)[["a", "b", "c"]], DataFrame({"a": [0, 48, 1538], "b": [47, 1537, 1586], "c": [48, 1490, 49]}, index=date_range('9/1/2013', '11/1/2013', freq='MS', tz='Europe/Paris')), 'MS Frequency') assert_frame_equal( df.resample("2MS").agg(how)[["a", "b", "c"]], DataFrame({"a": [0, 1538], "b": [1537, 1586], "c": [1538, 49]}, index=date_range('9/1/2013', '11/1/2013', freq='2MS', tz='Europe/Paris')), '2MS Frequency') df_daily = df['10/26/2013':'10/29/2013'] assert_frame_equal( df_daily.resample("D").agg({"a": "min", "b": "max", "c": "count"}) [["a", "b", "c"]], DataFrame({"a": [1248, 1296, 1346, 1394], "b": [1295, 1345, 1393, 1441], "c": [48, 50, 48, 48]}, index=date_range('10/26/2013', '10/29/2013', freq='D', tz='Europe/Paris')), 'D Frequency') def test_downsample_across_dst(): # GH 8531 tz = pytz.timezone('Europe/Berlin') dt = datetime(2014, 10, 26) dates = date_range(tz.localize(dt), periods=4, freq='2H') result = Series(5, index=dates).resample('H').mean() expected = Series([5., np.nan] * 3 + [5.], index=date_range(tz.localize(dt), periods=7, freq='H')) tm.assert_series_equal(result, expected) def test_downsample_across_dst_weekly(): # GH 9119, GH 21459 df = DataFrame(index=DatetimeIndex([ '2017-03-25', '2017-03-26', '2017-03-27', '2017-03-28', '2017-03-29' ], tz='Europe/Amsterdam'), data=[11, 12, 13, 14, 15]) result = df.resample('1W').sum() expected = DataFrame([23, 42], index=pd.DatetimeIndex([ '2017-03-26', '2017-04-02' ], tz='Europe/Amsterdam')) tm.assert_frame_equal(result, expected) idx = pd.date_range("2013-04-01", "2013-05-01", tz='Europe/London', freq='H') s = Series(index=idx) result = s.resample('W').mean() expected = Series(index=pd.date_range( '2013-04-07', freq='W', periods=5, tz='Europe/London' )) tm.assert_series_equal(result, expected) def test_resample_with_nat(): # GH 13020 index = DatetimeIndex([pd.NaT, '1970-01-01 00:00:00', pd.NaT, '1970-01-01 00:00:01', '1970-01-01 00:00:02']) frame = DataFrame([2, 3, 5, 7, 11], index=index) index_1s = DatetimeIndex(['1970-01-01 00:00:00', '1970-01-01 00:00:01', '1970-01-01 00:00:02']) frame_1s = DataFrame([3, 7, 11], index=index_1s) assert_frame_equal(frame.resample('1s').mean(), frame_1s) index_2s = DatetimeIndex(['1970-01-01 00:00:00', '1970-01-01 00:00:02']) frame_2s = DataFrame([5, 11], index=index_2s) assert_frame_equal(frame.resample('2s').mean(), frame_2s) index_3s = DatetimeIndex(['1970-01-01 00:00:00']) frame_3s = DataFrame([7], index=index_3s) assert_frame_equal(frame.resample('3s').mean(), frame_3s) assert_frame_equal(frame.resample('60s').mean(), frame_3s) def test_resample_datetime_values(): # GH 13119 # check that datetime dtype is preserved when NaT values are # introduced by the resampling dates = [datetime(2016, 1, 15), datetime(2016, 1, 19)] df = DataFrame({'timestamp': dates}, index=dates) exp = Series([datetime(2016, 1, 15), pd.NaT, datetime(2016, 1, 19)], index=date_range('2016-01-15', periods=3, freq='2D'), name='timestamp') res = df.resample('2D').first()['timestamp'] tm.assert_series_equal(res, exp) res = df['timestamp'].resample('2D').first() tm.assert_series_equal(res, exp) def test_resample_apply_with_additional_args(series): # GH 14615 def f(data, add_arg): return np.mean(data) * add_arg multiplier = 10 result = series.resample('D').apply(f, multiplier) expected = series.resample('D').mean().multiply(multiplier) tm.assert_series_equal(result, expected) # Testing as kwarg result = series.resample('D').apply(f, add_arg=multiplier) expected = series.resample('D').mean().multiply(multiplier) tm.assert_series_equal(result, expected) # Testing dataframe df = pd.DataFrame({"A": 1, "B": 2}, index=pd.date_range('2017', periods=10)) result = df.groupby("A").resample("D").agg(f, multiplier) expected = df.groupby("A").resample('D').mean().multiply(multiplier) assert_frame_equal(result, expected) @pytest.mark.parametrize('k', [1, 2, 3]) @pytest.mark.parametrize('n1, freq1, n2, freq2', [ (30, 'S', 0.5, 'Min'), (60, 'S', 1, 'Min'), (3600, 'S', 1, 'H'), (60, 'Min', 1, 'H'), (21600, 'S', 0.25, 'D'), (86400, 'S', 1, 'D'), (43200, 'S', 0.5, 'D'), (1440, 'Min', 1, 'D'), (12, 'H', 0.5, 'D'), (24, 'H', 1, 'D'), ]) def test_resample_equivalent_offsets(n1, freq1, n2, freq2, k): # GH 24127 n1_ = n1 * k n2_ = n2 * k s = pd.Series(0, index=pd.date_range('19910905 13:00', '19911005 07:00', freq=freq1)) s = s + range(len(s)) result1 = s.resample(str(n1_) + freq1).mean() result2 = s.resample(str(n2_) + freq2).mean() assert_series_equal(result1, result2) @pytest.mark.parametrize('first,last,offset,exp_first,exp_last', [ ('19910905', '19920406', 'D', '19910905', '19920407'), ('19910905 00:00', '19920406 06:00', 'D', '19910905', '19920407'), ('19910905 06:00', '19920406 06:00', 'H', '19910905 06:00', '19920406 07:00'), ('19910906', '19920406', 'M', '19910831', '19920430'), ('19910831', '19920430', 'M', '19910831', '19920531'), ('1991-08', '1992-04', 'M', '19910831', '19920531'), ]) def test_get_timestamp_range_edges(first, last, offset, exp_first, exp_last): first = pd.Period(first) first = first.to_timestamp(first.freq) last = pd.Period(last) last = last.to_timestamp(last.freq) exp_first = pd.Timestamp(exp_first, freq=offset) exp_last = pd.Timestamp(exp_last, freq=offset) offset = pd.tseries.frequencies.to_offset(offset) result = _get_timestamp_range_edges(first, last, offset) expected = (exp_first, exp_last) assert result == expected
bsd-3-clause
pianomania/scikit-learn
sklearn/cluster/birch.py
23
23648
# Authors: Manoj Kumar <[email protected]> # Alexandre Gramfort <[email protected]> # Joel Nothman <[email protected]> # License: BSD 3 clause from __future__ import division import warnings import numpy as np from scipy import sparse from math import sqrt from ..metrics.pairwise import euclidean_distances from ..base import TransformerMixin, ClusterMixin, BaseEstimator from ..externals.six.moves import xrange from ..utils import check_array from ..utils.extmath import row_norms, safe_sparse_dot from ..utils.validation import check_is_fitted from ..exceptions import NotFittedError from .hierarchical import AgglomerativeClustering def _iterate_sparse_X(X): """This little hack returns a densified row when iterating over a sparse matrix, instead of constructing a sparse matrix for every row that is expensive. """ n_samples = X.shape[0] X_indices = X.indices X_data = X.data X_indptr = X.indptr for i in xrange(n_samples): row = np.zeros(X.shape[1]) startptr, endptr = X_indptr[i], X_indptr[i + 1] nonzero_indices = X_indices[startptr:endptr] row[nonzero_indices] = X_data[startptr:endptr] yield row def _split_node(node, threshold, branching_factor): """The node has to be split if there is no place for a new subcluster in the node. 1. Two empty nodes and two empty subclusters are initialized. 2. The pair of distant subclusters are found. 3. The properties of the empty subclusters and nodes are updated according to the nearest distance between the subclusters to the pair of distant subclusters. 4. The two nodes are set as children to the two subclusters. """ new_subcluster1 = _CFSubcluster() new_subcluster2 = _CFSubcluster() new_node1 = _CFNode( threshold, branching_factor, is_leaf=node.is_leaf, n_features=node.n_features) new_node2 = _CFNode( threshold, branching_factor, is_leaf=node.is_leaf, n_features=node.n_features) new_subcluster1.child_ = new_node1 new_subcluster2.child_ = new_node2 if node.is_leaf: if node.prev_leaf_ is not None: node.prev_leaf_.next_leaf_ = new_node1 new_node1.prev_leaf_ = node.prev_leaf_ new_node1.next_leaf_ = new_node2 new_node2.prev_leaf_ = new_node1 new_node2.next_leaf_ = node.next_leaf_ if node.next_leaf_ is not None: node.next_leaf_.prev_leaf_ = new_node2 dist = euclidean_distances( node.centroids_, Y_norm_squared=node.squared_norm_, squared=True) n_clusters = dist.shape[0] farthest_idx = np.unravel_index( dist.argmax(), (n_clusters, n_clusters)) node1_dist, node2_dist = dist[[farthest_idx]] node1_closer = node1_dist < node2_dist for idx, subcluster in enumerate(node.subclusters_): if node1_closer[idx]: new_node1.append_subcluster(subcluster) new_subcluster1.update(subcluster) else: new_node2.append_subcluster(subcluster) new_subcluster2.update(subcluster) return new_subcluster1, new_subcluster2 class _CFNode(object): """Each node in a CFTree is called a CFNode. The CFNode can have a maximum of branching_factor number of CFSubclusters. Parameters ---------- threshold : float Threshold needed for a new subcluster to enter a CFSubcluster. branching_factor : int Maximum number of CF subclusters in each node. is_leaf : bool We need to know if the CFNode is a leaf or not, in order to retrieve the final subclusters. n_features : int The number of features. Attributes ---------- subclusters_ : array-like list of subclusters for a particular CFNode. prev_leaf_ : _CFNode prev_leaf. Useful only if is_leaf is True. next_leaf_ : _CFNode next_leaf. Useful only if is_leaf is True. the final subclusters. init_centroids_ : ndarray, shape (branching_factor + 1, n_features) manipulate ``init_centroids_`` throughout rather than centroids_ since the centroids are just a view of the ``init_centroids_`` . init_sq_norm_ : ndarray, shape (branching_factor + 1,) manipulate init_sq_norm_ throughout. similar to ``init_centroids_``. centroids_ : ndarray view of ``init_centroids_``. squared_norm_ : ndarray view of ``init_sq_norm_``. """ def __init__(self, threshold, branching_factor, is_leaf, n_features): self.threshold = threshold self.branching_factor = branching_factor self.is_leaf = is_leaf self.n_features = n_features # The list of subclusters, centroids and squared norms # to manipulate throughout. self.subclusters_ = [] self.init_centroids_ = np.zeros((branching_factor + 1, n_features)) self.init_sq_norm_ = np.zeros((branching_factor + 1)) self.squared_norm_ = [] self.prev_leaf_ = None self.next_leaf_ = None def append_subcluster(self, subcluster): n_samples = len(self.subclusters_) self.subclusters_.append(subcluster) self.init_centroids_[n_samples] = subcluster.centroid_ self.init_sq_norm_[n_samples] = subcluster.sq_norm_ # Keep centroids and squared norm as views. In this way # if we change init_centroids and init_sq_norm_, it is # sufficient, self.centroids_ = self.init_centroids_[:n_samples + 1, :] self.squared_norm_ = self.init_sq_norm_[:n_samples + 1] def update_split_subclusters(self, subcluster, new_subcluster1, new_subcluster2): """Remove a subcluster from a node and update it with the split subclusters. """ ind = self.subclusters_.index(subcluster) self.subclusters_[ind] = new_subcluster1 self.init_centroids_[ind] = new_subcluster1.centroid_ self.init_sq_norm_[ind] = new_subcluster1.sq_norm_ self.append_subcluster(new_subcluster2) def insert_cf_subcluster(self, subcluster): """Insert a new subcluster into the node.""" if not self.subclusters_: self.append_subcluster(subcluster) return False threshold = self.threshold branching_factor = self.branching_factor # We need to find the closest subcluster among all the # subclusters so that we can insert our new subcluster. dist_matrix = np.dot(self.centroids_, subcluster.centroid_) dist_matrix *= -2. dist_matrix += self.squared_norm_ closest_index = np.argmin(dist_matrix) closest_subcluster = self.subclusters_[closest_index] # If the subcluster has a child, we need a recursive strategy. if closest_subcluster.child_ is not None: split_child = closest_subcluster.child_.insert_cf_subcluster( subcluster) if not split_child: # If it is determined that the child need not be split, we # can just update the closest_subcluster closest_subcluster.update(subcluster) self.init_centroids_[closest_index] = \ self.subclusters_[closest_index].centroid_ self.init_sq_norm_[closest_index] = \ self.subclusters_[closest_index].sq_norm_ return False # things not too good. we need to redistribute the subclusters in # our child node, and add a new subcluster in the parent # subcluster to accommodate the new child. else: new_subcluster1, new_subcluster2 = _split_node( closest_subcluster.child_, threshold, branching_factor) self.update_split_subclusters( closest_subcluster, new_subcluster1, new_subcluster2) if len(self.subclusters_) > self.branching_factor: return True return False # good to go! else: merged = closest_subcluster.merge_subcluster( subcluster, self.threshold) if merged: self.init_centroids_[closest_index] = \ closest_subcluster.centroid_ self.init_sq_norm_[closest_index] = \ closest_subcluster.sq_norm_ return False # not close to any other subclusters, and we still # have space, so add. elif len(self.subclusters_) < self.branching_factor: self.append_subcluster(subcluster) return False # We do not have enough space nor is it closer to an # other subcluster. We need to split. else: self.append_subcluster(subcluster) return True class _CFSubcluster(object): """Each subcluster in a CFNode is called a CFSubcluster. A CFSubcluster can have a CFNode has its child. Parameters ---------- linear_sum : ndarray, shape (n_features,), optional Sample. This is kept optional to allow initialization of empty subclusters. Attributes ---------- n_samples_ : int Number of samples that belong to each subcluster. linear_sum_ : ndarray Linear sum of all the samples in a subcluster. Prevents holding all sample data in memory. squared_sum_ : float Sum of the squared l2 norms of all samples belonging to a subcluster. centroid_ : ndarray Centroid of the subcluster. Prevent recomputing of centroids when ``CFNode.centroids_`` is called. child_ : _CFNode Child Node of the subcluster. Once a given _CFNode is set as the child of the _CFNode, it is set to ``self.child_``. sq_norm_ : ndarray Squared norm of the subcluster. Used to prevent recomputing when pairwise minimum distances are computed. """ def __init__(self, linear_sum=None): if linear_sum is None: self.n_samples_ = 0 self.squared_sum_ = 0.0 self.linear_sum_ = 0 else: self.n_samples_ = 1 self.centroid_ = self.linear_sum_ = linear_sum self.squared_sum_ = self.sq_norm_ = np.dot( self.linear_sum_, self.linear_sum_) self.child_ = None def update(self, subcluster): self.n_samples_ += subcluster.n_samples_ self.linear_sum_ += subcluster.linear_sum_ self.squared_sum_ += subcluster.squared_sum_ self.centroid_ = self.linear_sum_ / self.n_samples_ self.sq_norm_ = np.dot(self.centroid_, self.centroid_) def merge_subcluster(self, nominee_cluster, threshold): """Check if a cluster is worthy enough to be merged. If yes then merge. """ new_ss = self.squared_sum_ + nominee_cluster.squared_sum_ new_ls = self.linear_sum_ + nominee_cluster.linear_sum_ new_n = self.n_samples_ + nominee_cluster.n_samples_ new_centroid = (1 / new_n) * new_ls new_norm = np.dot(new_centroid, new_centroid) dot_product = (-2 * new_n) * new_norm sq_radius = (new_ss + dot_product) / new_n + new_norm if sq_radius <= threshold ** 2: (self.n_samples_, self.linear_sum_, self.squared_sum_, self.centroid_, self.sq_norm_) = \ new_n, new_ls, new_ss, new_centroid, new_norm return True return False @property def radius(self): """Return radius of the subcluster""" dot_product = -2 * np.dot(self.linear_sum_, self.centroid_) return sqrt( ((self.squared_sum_ + dot_product) / self.n_samples_) + self.sq_norm_) class Birch(BaseEstimator, TransformerMixin, ClusterMixin): """Implements the Birch clustering algorithm. It is a memory-efficient, online-learning algorithm provided as an alternative to :class:`MiniBatchKMeans`. It constructs a tree data structure with the cluster centroids being read off the leaf. These can be either the final cluster centroids or can be provided as input to another clustering algorithm such as :class:`AgglomerativeClustering`. Read more in the :ref:`User Guide <birch>`. Parameters ---------- threshold : float, default 0.5 The radius of the subcluster obtained by merging a new sample and the closest subcluster should be lesser than the threshold. Otherwise a new subcluster is started. Setting this value to be very low promotes splitting and vice-versa. branching_factor : int, default 50 Maximum number of CF subclusters in each node. If a new samples enters such that the number of subclusters exceed the branching_factor then that node is split into two nodes with the subclusters redistributed in each. The parent subcluster of that node is removed and two new subclusters are added as parents of the 2 split nodes. n_clusters : int, instance of sklearn.cluster model, default 3 Number of clusters after the final clustering step, which treats the subclusters from the leaves as new samples. - `None` : the final clustering step is not performed and the subclusters are returned as they are. - `sklearn.cluster` Estimator : If a model is provided, the model is fit treating the subclusters as new samples and the initial data is mapped to the label of the closest subcluster. - `int` : the model fit is :class:`AgglomerativeClustering` with `n_clusters` set to be equal to the int. compute_labels : bool, default True Whether or not to compute labels for each fit. copy : bool, default True Whether or not to make a copy of the given data. If set to False, the initial data will be overwritten. Attributes ---------- root_ : _CFNode Root of the CFTree. dummy_leaf_ : _CFNode Start pointer to all the leaves. subcluster_centers_ : ndarray, Centroids of all subclusters read directly from the leaves. subcluster_labels_ : ndarray, Labels assigned to the centroids of the subclusters after they are clustered globally. labels_ : ndarray, shape (n_samples,) Array of labels assigned to the input data. if partial_fit is used instead of fit, they are assigned to the last batch of data. Examples -------- >>> from sklearn.cluster import Birch >>> X = [[0, 1], [0.3, 1], [-0.3, 1], [0, -1], [0.3, -1], [-0.3, -1]] >>> brc = Birch(branching_factor=50, n_clusters=None, threshold=0.5, ... compute_labels=True) >>> brc.fit(X) Birch(branching_factor=50, compute_labels=True, copy=True, n_clusters=None, threshold=0.5) >>> brc.predict(X) array([0, 0, 0, 1, 1, 1]) References ---------- * Tian Zhang, Raghu Ramakrishnan, Maron Livny BIRCH: An efficient data clustering method for large databases. http://www.cs.sfu.ca/CourseCentral/459/han/papers/zhang96.pdf * Roberto Perdisci JBirch - Java implementation of BIRCH clustering algorithm https://code.google.com/archive/p/jbirch Notes ----- The tree data structure consists of nodes with each node consisting of a number of subclusters. The maximum number of subclusters in a node is determined by the branching factor. Each subcluster maintains a linear sum, squared sum and the number of samples in that subcluster. In addition, each subcluster can also have a node as its child, if the subcluster is not a member of a leaf node. For a new point entering the root, it is merged with the subcluster closest to it and the linear sum, squared sum and the number of samples of that subcluster are updated. This is done recursively till the properties of the leaf node are updated. """ def __init__(self, threshold=0.5, branching_factor=50, n_clusters=3, compute_labels=True, copy=True): self.threshold = threshold self.branching_factor = branching_factor self.n_clusters = n_clusters self.compute_labels = compute_labels self.copy = copy def fit(self, X, y=None): """ Build a CF Tree for the input data. Parameters ---------- X : {array-like, sparse matrix}, shape (n_samples, n_features) Input data. """ self.fit_, self.partial_fit_ = True, False return self._fit(X) def _fit(self, X): X = check_array(X, accept_sparse='csr', copy=self.copy) threshold = self.threshold branching_factor = self.branching_factor if branching_factor <= 1: raise ValueError("Branching_factor should be greater than one.") n_samples, n_features = X.shape # If partial_fit is called for the first time or fit is called, we # start a new tree. partial_fit = getattr(self, 'partial_fit_') has_root = getattr(self, 'root_', None) if getattr(self, 'fit_') or (partial_fit and not has_root): # The first root is the leaf. Manipulate this object throughout. self.root_ = _CFNode(threshold, branching_factor, is_leaf=True, n_features=n_features) # To enable getting back subclusters. self.dummy_leaf_ = _CFNode(threshold, branching_factor, is_leaf=True, n_features=n_features) self.dummy_leaf_.next_leaf_ = self.root_ self.root_.prev_leaf_ = self.dummy_leaf_ # Cannot vectorize. Enough to convince to use cython. if not sparse.issparse(X): iter_func = iter else: iter_func = _iterate_sparse_X for sample in iter_func(X): subcluster = _CFSubcluster(linear_sum=sample) split = self.root_.insert_cf_subcluster(subcluster) if split: new_subcluster1, new_subcluster2 = _split_node( self.root_, threshold, branching_factor) del self.root_ self.root_ = _CFNode(threshold, branching_factor, is_leaf=False, n_features=n_features) self.root_.append_subcluster(new_subcluster1) self.root_.append_subcluster(new_subcluster2) centroids = np.concatenate([ leaf.centroids_ for leaf in self._get_leaves()]) self.subcluster_centers_ = centroids self._global_clustering(X) return self def _get_leaves(self): """ Retrieve the leaves of the CF Node. Returns ------- leaves : array-like List of the leaf nodes. """ leaf_ptr = self.dummy_leaf_.next_leaf_ leaves = [] while leaf_ptr is not None: leaves.append(leaf_ptr) leaf_ptr = leaf_ptr.next_leaf_ return leaves def partial_fit(self, X=None, y=None): """ Online learning. Prevents rebuilding of CFTree from scratch. Parameters ---------- X : {array-like, sparse matrix}, shape (n_samples, n_features), None Input data. If X is not provided, only the global clustering step is done. """ self.partial_fit_, self.fit_ = True, False if X is None: # Perform just the final global clustering step. self._global_clustering() return self else: self._check_fit(X) return self._fit(X) def _check_fit(self, X): is_fitted = hasattr(self, 'subcluster_centers_') # Called by partial_fit, before fitting. has_partial_fit = hasattr(self, 'partial_fit_') # Should raise an error if one does not fit before predicting. if not (is_fitted or has_partial_fit): raise NotFittedError("Fit training data before predicting") if is_fitted and X.shape[1] != self.subcluster_centers_.shape[1]: raise ValueError( "Training data and predicted data do " "not have same number of features.") def predict(self, X): """ Predict data using the ``centroids_`` of subclusters. Avoid computation of the row norms of X. Parameters ---------- X : {array-like, sparse matrix}, shape (n_samples, n_features) Input data. Returns ------- labels : ndarray, shape(n_samples) Labelled data. """ X = check_array(X, accept_sparse='csr') self._check_fit(X) reduced_distance = safe_sparse_dot(X, self.subcluster_centers_.T) reduced_distance *= -2 reduced_distance += self._subcluster_norms return self.subcluster_labels_[np.argmin(reduced_distance, axis=1)] def transform(self, X, y=None): """ Transform X into subcluster centroids dimension. Each dimension represents the distance from the sample point to each cluster centroid. Parameters ---------- X : {array-like, sparse matrix}, shape (n_samples, n_features) Input data. Returns ------- X_trans : {array-like, sparse matrix}, shape (n_samples, n_clusters) Transformed data. """ check_is_fitted(self, 'subcluster_centers_') return euclidean_distances(X, self.subcluster_centers_) def _global_clustering(self, X=None): """ Global clustering for the subclusters obtained after fitting """ clusterer = self.n_clusters centroids = self.subcluster_centers_ compute_labels = (X is not None) and self.compute_labels # Preprocessing for the global clustering. not_enough_centroids = False if isinstance(clusterer, int): clusterer = AgglomerativeClustering( n_clusters=self.n_clusters) # There is no need to perform the global clustering step. if len(centroids) < self.n_clusters: not_enough_centroids = True elif (clusterer is not None and not hasattr(clusterer, 'fit_predict')): raise ValueError("n_clusters should be an instance of " "ClusterMixin or an int") # To use in predict to avoid recalculation. self._subcluster_norms = row_norms( self.subcluster_centers_, squared=True) if clusterer is None or not_enough_centroids: self.subcluster_labels_ = np.arange(len(centroids)) if not_enough_centroids: warnings.warn( "Number of subclusters found (%d) by Birch is less " "than (%d). Decrease the threshold." % (len(centroids), self.n_clusters)) else: # The global clustering step that clusters the subclusters of # the leaves. It assumes the centroids of the subclusters as # samples and finds the final centroids. self.subcluster_labels_ = clusterer.fit_predict( self.subcluster_centers_) if compute_labels: self.labels_ = self.predict(X)
bsd-3-clause
erdc-cm/air-water-vv
2d/hydraulicStructures/sluice_gate/postprocess/dischargePlot_sluice.py
1
2656
from numpy import * from scipy import * from pylab import * import collections as cll import csv import os import matplotlib.pyplot as plt ##################################################################################### ## Reading probes into the file folder = "../output" os.chdir(folder) filename='combined_column_gauge.csv' def readProbeFile(filename): with open (filename, 'rb') as csvfile: data=np.loadtxt(csvfile, delimiter=",",skiprows=1) time=data[:,0] data = data[:,1:] csvfile.seek(0) header = csvfile.readline() header = header.replace("time","") header = header.replace("[","") header = header.replace("]","") header = header.replace(","," ") header = header.split() probeType = [] probex = [] probey = [] probez = [] for ii in range(0,len(header),4): probeType.append(header[ii]) probex.append(float(header[ii+1])) probey.append(float(header[ii+2])) probez.append(float(header[ii+3])) probeCoord = zip(np.array(probex),np.array(probey),np.array(probez)) datalist = [probeType,probeCoord,time,data] return datalist ##################################################################################### # Extracts the datas from the function readProbeFile datalist = readProbeFile(filename) time = datalist[2] # Calculates the time-average discharge over the crest U = [] for i in range(0,len(datalist[3])): U.append(np.mean(datalist[3][i])) U = np.array(U) Q = U*0.25 ##################################################################################### # Plotting the probes plt.plot(time, Q) plt.xlabel('time [sec]') plt.ylabel('Q [m^2/s]') plt.suptitle('Time-averaged discharge under the gate of the sluice gate') plt.ylim((0.6,1.4)) plt.xlim((-1.0,30.0)) plt.grid(True) plt.savefig('CrumpWeir_discharge.png') plt.show() ##################################################################################### # Validation of the result Q_th = 1.037 #Theoretical discharge between 20 s and 30 s T = time.tolist() T_20 = T.index(20.0) T_30 = T.index(30.0) T_20_to_30 = [] for i in range(T_20,T_30): T_20_to_30.append(Q[i]) Q_pr = np.mean(T_20_to_30) #Discharge between 20 s and 30 s obtained with PROTEUS err = 100*abs(Q_th-Q_pr)/Q_th val = open('validation_discharge_sluice.txt', 'w') val.write('Gauges taken under the gate.'+'\n') val.write('Average discharge between 20 s and 30 s.'+'\n') val.write('Theory'+'\t'+'Simulation'+'\t'+'Error (%)'+'\n') val.write(str(Q_th)+'\t'+str(Q_pr)+'\t'+str(err)) val.close()
mit
Tarskin/LaCyTools
LaCyTools.py
1
178953
#! /usr/bin/env python # # Copyright 2014-2016 Bas C. Jansen # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # # 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. # # You should have received a coyp of the Apache 2.0 license along # with this program; if not, see # http://www.apache.org/licenses/LICENSE-2.0 from datetime import datetime from matplotlib.backends.backend_tkagg import ( FigureCanvasTkAgg, NavigationToolbar2Tk ) from scipy.interpolate import InterpolatedUnivariateSpline import scipy.optimize from scipy.optimize import curve_fit #from Tkinter import * import tkinter as tk from tkinter import filedialog from tkinter import messagebox from tkinter import ttk import base64 import collections import glob import itertools import linecache import math import matplotlib.pyplot as plt import matplotlib import numpy import os import struct import sys import zlib import tables # Dev Imports #import timeit #import inspect tables.parameters.MAX_NUMEXPR_THREADS = None tables.parameters.MAX_BLOSC_THREADS = None # File Parameters EXTENSION = ".mzXML" # File types that will be used by MassyTools EXTRACTION = "aligned" # Pre-fix required for files to be extracted OUTPUT = "Summary.txt" # Name of the output file SETTINGS_FILE = "Settings.txt" # Name of the settings file OVERWRITE_ANALYTES = True # This option specifies if LaCyTools should overwrite an existing analytes.ref file or not # Alignment Parameters ALIGNMENT_TIME_WINDOW = 10 # The +/- time window that the program is allowed to look for the feature for alignment (EIC time axis) ALIGNMENT_MASS_WINDOW = 0.1 # The +/- m/z window (not charge state corrected) that is used to detect the feature used for alignment. Afterwards a spline fit is used to detect the measured time ALIGNMENT_BACKGROUND_MULTIPLIER = 2 # The multiplier of the timewindow used for background determination ALIGNMENT_S_N_CUTOFF = 9 # The minimum S/N value of a feature to be used for alignment ALIGNMENT_MIN_PEAK = 5 # The minimum number of features used for alignment # Calibration Parameters SUM_SPECTRUM_RESOLUTION = 100 # Number of data points per 1 whole m/z unit CALIB_MASS_WINDOW = 0.5 # This +/- mass window (in Dalton) used to detect the accurate mass of a calibra CALIB_S_N_CUTOFF = 9 # The minimum S/N value of a feature to be used for calibration CALIB_MIN_PEAK = 3 # Minimum number of calibrants # PARAMETERS MASS_MODIFIERS = [] # The mass modifiers refer to changes to the analyte CHARGE_CARRIER = ['proton'] # The charge carrier that is used for ionization # Extraction Parameters EXTRACTION_TYPE = 2 # 1 = Max, 0 = Total and 2 = Area MASS_WINDOW = 0.2 # The +/- m/z window used around each feature for extraction TIME_WINDOW = 8 # The +/- time window that will be used around a cluster, to create the sum spectrum EXTRACTION_PADDING = 2 # total number of additional windows to be examined and quantified (for IPQ) MIN_CHARGE = 2 # The minimum charge state that the program will integrate for all features (unless overwritten in the composition file) MAX_CHARGE = 3 # The maximum charge state that the program will integrate for all features (unless overwritten in the composition file) #MIN_CONTRIBUTION = 0.01 # Minimum contribution to isotopic distrubition to be included (NOT BEING USED ATM) MIN_TOTAL = 0.95 # Desired contribution of extracted isotopes of total isotopic pattern BACKGROUND_WINDOW = 10 # Total m/z window (+ and -) to search for background S_N_CUTOFF = 9 # Minimum signal to noise value of an analyte to be included in the percentage QC # The maximum distance between distinct isotopic masses to be 'pooled' EPSILON = 0.5 # DO NOT TOUCH THIS UNLESS YOU KNOW WTF YOU ARE DOING! Read below if you truly want to know the meaning: # This value represents the maximum distance (in Da) for which the element specific isotopic mass defect will be combined # Isotopic Mass Differences C = [('13C',0.0107,1.00335)] H = [('2H',0.00012,1.00628)] N = [('15N',0.00364,0.99703)] O18 = [('18O',0.00205,2.00425)] O17 = [('17O',0.00038,1.00422)] S33 = [('33S',0.0076,0.99939)] S34 = [('34S',0.0429,1.9958)] S36 = [('36S',0.0002,3.99501)] # Read the building blocks # TODO: Move this inside the app BLOCKS = {} for file in glob.glob("./blocks/*.block"): block = os.path.splitext(os.path.basename(file))[0] keys = [] values = [] with open(file,'r') as fr: for line in fr: key, value = line.rstrip().split() keys.append(key) try: value = int(value) except ValueError: value = float(value) values.append(value) BLOCKS[block] = dict(zip(keys,values)) # Verify the blocks for k,v in BLOCKS.items(): try: if type(v['mass']) != float: raise TypeError('Mass is not a float.') if type(v['carbons']) != int: raise TypeError('Carbons is not an integer.') if type(v['hydrogens']) != int: raise TypeError('Hydrogens is not an integer.') if type(v['nitrogens']) != int: raise TypeError('Nitrogens is not an integer.') if type(v['oxygens']) != int: raise TypeError('Oxygens is not an integer.') if type(v['sulfurs']) != int: raise TypeError('Sulfurs is not an integer.') if type(v['available_for_charge_carrier']) != int: raise TypeError('Charge carrier is not an integer.') if v['available_for_charge_carrier'] not in [0,1]: raise TypeError('Charge carrier is not 0 or 1.') except: root = tk.Tk() root.withdraw() messagebox.showinfo("Block Error","An error was observed in block "+str(k)+ ". Please correct this block before running LaCyTools again.") sys.exit() UNITS = BLOCKS.keys() ################### # DATA STRUCTURES # ################### class Analyte(): def __init__(self): self.composition = None self.mass = None self.massWindow = None self.time = None self.timeWindow = None self.minCharge = None self.maxCharge = None self.isotopes = None class Isotope(): def __init__(self): self.isotope = None self.charge = None self.mass = None self.obsInt = None self.obsMax = None self.expInt = None self.qc = None self.background = None self.backgroundPoint = None self.noise = None ################################################################################################ # Tooltip code - Taken from http://www.voidspace.org.uk/python/weblog/arch_d7_2006_07_01.shtml # ################################################################################################ class ToolTip(object): def __init__(self, widget): self.widget = widget self.tipwindow = None self.id = None self.x = self.y = 0 def showtip(self, text): "Display text in tooltip window" self.text = text if self.tipwindow or not self.text: return x, y, cx, cy = self.widget.bbox("insert") x = x + self.widget.winfo_rootx() + 27 y = y + cy + self.widget.winfo_rooty() +27 self.tipwindow = tw = tk.Toplevel(self.widget) tw.wm_overrideredirect(1) tw.wm_geometry("+%d+%d" % (x, y)) try: # For Mac OS tw.tk.call("::tk::unsupported::MacWindowStyle", "style", tw._w, "help", "noActivates") except tk.TclError: pass label = tk.Label(tw, text=self.text, justify=tk.LEFT, background="#ffffe0", relief=tk.SOLID, borderwidth=1, wraplength=500, font=("tahoma", "8", "normal")) label.pack(ipadx=1) def hidetip(self): tw = self.tipwindow self.tipwindow = None if tw: tw.destroy() def createToolTip(widget, text): toolTip = ToolTip(widget) def enter(event): toolTip.showtip(text) def leave(event): toolTip.hidetip() widget.bind('<Enter>', enter) widget.bind('<Leave>', leave) ############################### # Start of actual application # ############################### class App(): def __init__(self,master): # VARIABLES self.master = master self.version = "1.1.0-alpha" self.build = "190207b" self.inputFile = "" self.inputFileIdx = 0 self.refFile = "" self.alFile = "" self.calFile = tk.IntVar() self.ptFile = None self.rmMZXML = tk.IntVar() self.batchFolder = "" self.batchProcessing = 0 self.batchWindow = 0 self.dataWindow = 0 self.outputWindow = 0 self.analyteIntensity = tk.IntVar() self.analyteRelIntensity = tk.IntVar() self.analyteBackground = tk.IntVar() self.analyteNoise = tk.IntVar() self.analytePerCharge = tk.IntVar() self.analyteBckSub = tk.IntVar() self.normalizeCluster = tk.IntVar() self.alignmentQC = tk.IntVar() self.qualityControl = tk.IntVar() self.spectraQualityControl = tk.IntVar() self.log = True # Background can be determined in two ways # Options are 'MIN', 'MEDIAN' and 'NOBAN' self.background = "MIN" # Nose can be determined in multiple ways # Options are 'RMS' and 'MM' self.noise = "RMS" self.fig = matplotlib.figure.Figure(figsize=(12, 6)) # Attempt to retrieve previously saved settings from settingsfile if os.path.isfile('./'+str(SETTINGS_FILE)): self.getSettings() # The LacyTools Logo (Placeholder figure) if os.path.isfile('./UI/LaCyTools.png'): background_image = self.fig.add_subplot(111) image = matplotlib.image.imread('./ui/LaCyTools.png') background_image.axis('off') self.fig.set_tight_layout(True) background_image.imshow(image) # The Canvas self.canvas = FigureCanvasTkAgg(self.fig, master = master) self.toolbar = NavigationToolbar2Tk(self.canvas, root) self.canvas.get_tk_widget().pack(fill=tk.BOTH,expand=tk.YES) self.canvas.draw() # FRAME frame = tk.Frame(master) master.title("LaCyTools") # MENU menu = tk.Menu(root) root.config(menu = menu) filemenu = tk.Menu(menu,tearoff=0) menu.add_cascade(label="File", menu=filemenu) filemenu.add_command(label="Open Input File", command = self.openFile) extractmenu = tk.Menu(menu,tearoff=0) menu.add_cascade(label="Extraction", menu=extractmenu) extractmenu.add_command(label="Open ref file", command = self.openRefFile) extractmenu.add_command(label="Extract", command = self.extractData) menu.add_command(label="Batch Process", command = lambda: self.batchPopup(self)) menu.add_command(label="Data Storage", command = lambda: self.dataPopup(self)) menu.add_command(label="Settings", command = lambda: self.settingsPopup(self)) def selectIsotopes(self, results): """ TODO """ # Sort by increasing m/z (x[0]) results.sort(key=lambda x: x[0]) # Add index of the isotope foo = [] for index,i in enumerate(results): foo.append((i[0],i[1],index)) # Sort by decreasing fraction (x[1]) results = foo results.sort(key=lambda x: x[1], reverse=True) contribution = 0.0 foo = [] # Take only the highest fraction isotopes until the contribution # exceeds the MIN_TOTAL for i in results: contribution += float(i[1]) foo.append(i) if contribution > MIN_TOTAL: break results = foo # Sort by increasing m/z (x[0]) results.sort(key=lambda x: x[0]) return results def settingsPopup(self,master): """ This function creates a window in which the user can change all the parameters that are for normal use. Certain advanced settings such as the extraction type and noise determination method remain hidden from the user through this window. """ def close(self): """ This function closes the settings popup and applies all the entered values to the parameters. """ global ALIGNMENT_TIME_WINDOW global ALIGNMENT_MASS_WINDOW global ALIGNMENT_S_N_CUTOFF global ALIGNMENT_MIN_PEAK global CALIB_MASS_WINDOW global CALIB_S_N_CUTOFF global CALIB_MIN_PEAK global SUM_SPECTRUM_RESOLUTION global MASS_WINDOW global TIME_WINDOW global MIN_CHARGE global MAX_CHARGE global CHARGE_CARRIER global MIN_TOTAL global BACKGROUND_WINDOW global S_N_CUTOFF global EXTRACTION_PADDING ALIGNMENT_TIME_WINDOW = float(self.alignTimeWindow.get()) ALIGNMENT_MASS_WINDOW = float(self.alignMassWindow.get()) ALIGNMENT_S_N_CUTOFF = int(self.alignSn.get()) ALIGNMENT_MIN_PEAK = int(self.alignMin.get()) CALIB_MASS_WINDOW = float(self.calibMassWindow.get()) CALIB_S_N_CUTOFF = int(self.calibSn.get()) CALIB_MIN_PEAK = int(self.calibMin.get()) SUM_SPECTRUM_RESOLUTION = int(self.sumSpec.get()) MASS_WINDOW = float(self.extracMassWindow.get()) TIME_WINDOW = float(self.extracTimeWindow.get()) MIN_CHARGE = int(self.extracMinCharge.get()) MAX_CHARGE = int(self.extracMaxCharge.get()) EXTRACTION_PADDING = int(self.extracPad.get()) CHARGE_CARRIER = [] for i in UNITS: if str(i) == master.chargeCarrierVar.get() and BLOCKS[i]['available_for_charge_carrier'] == 1: CHARGE_CARRIER.append(i) MIN_TOTAL = float(self.extracMinTotal.get()) BACKGROUND_WINDOW = int(self.extracBack.get()) S_N_CUTOFF = int(self.extracSnCutoff.get()) master.measurementWindow = 0 top.destroy() def save(self): """ This function saves all changed settings to the settings file. """ global CHARGE_CARRIER CHARGE_CARRIER = [] for i in UNITS: if str(i) == master.chargeCarrierVar.get() and BLOCKS[i]['available_for_charge_carrier'] == 1: CHARGE_CARRIER.append(i) with open(SETTINGS_FILE,'w') as fw: fw.write("ALIGNMENT_TIME_WINDOW\t"+str(float(self.alignTimeWindow.get()))+"\n") fw.write("ALIGNMENT_MASS_WINDOW\t"+str(float(self.alignMassWindow.get()))+"\n") fw.write("ALIGNMENT_S_N_CUTOFF\t"+str(int(self.alignSn.get()))+"\n") fw.write("ALIGNMENT_MIN_PEAK\t"+str(int(self.alignMin.get()))+"\n") fw.write("CALIB_MASS_WINDOW\t"+str(float(self.calibMassWindow.get()))+"\n") fw.write("CALIB_S_N_CUTOFF\t"+str(int(self.calibSn.get()))+"\n") fw.write("CALIB_MIN_PEAK\t"+str(int(self.calibMin.get()))+"\n") fw.write("SUM_SPECTRUM_RESOLUTION\t"+str(int(self.sumSpec.get()))+"\n") fw.write("MASS_WINDOW\t"+str(float(self.extracMassWindow.get()))+"\n") fw.write("TIME_WINDOW\t"+str(float(self.extracTimeWindow.get()))+"\n") fw.write("MIN_CHARGE\t"+str(int(self.extracMinCharge.get()))+"\n") fw.write("MAX_CHARGE\t"+str(int(self.extracMaxCharge.get()))+"\n") fw.write("CHARGE_CARRIER\t"+str(CHARGE_CARRIER[0])+"\n") fw.write("MIN_TOTAL\t"+str(float(self.extracMinTotal.get()))+"\n") fw.write("BACKGROUND_TOTAL\t"+str(int(self.extracBack.get()))+"\n") fw.write("S_N_CUTOFF\t"+str(int(self.extracSnCutoff.get()))+"\n") fw.write("EXTRACTION_PADDING\t"+str(int(self.extracPad.get()))+"\n") master.measurementWindow = 1 top = self.top = tk.Toplevel() self.chargeCarrierVar = tk.StringVar() self.chargeCarrierVar.set(CHARGE_CARRIER[0]) options = [] top.protocol( "WM_DELETE_WINDOW", lambda: close(self)) self.alignmentLabel = tk.Label(top, text="Alignment parameters", font="bold") self.alignmentLabel.grid(row=0, columnspan=2, sticky=tk.W) self.alignTimeWindowLabel = tk.Label(top, text="Alignment time window") self.alignTimeWindowLabel.grid(row=1, column=0, sticky=tk.W) self.alignTimeWindow = tk.Entry(top) self.alignTimeWindow.insert(0, ALIGNMENT_TIME_WINDOW) self.alignTimeWindow.grid(row=1, column=1, sticky=tk.W) self.alignMassWindowLabel = tk.Label(top, text="Alignment m/z window") self.alignMassWindowLabel.grid(row=2, column=0, sticky=tk.W) self.alignMassWindow = tk.Entry(top) self.alignMassWindow.insert(0, ALIGNMENT_MASS_WINDOW) self.alignMassWindow.grid(row=2, column=1, sticky=tk.W) self.alignSnLabel = tk.Label(top, text="Minimal S/N for alignment") self.alignSnLabel.grid(row=3, column=0, sticky=tk.W) self.alignSn = tk.Entry(top) self.alignSn.insert(0, ALIGNMENT_S_N_CUTOFF) self.alignSn.grid(row=3, column=1, sticky=tk.W) self.alignMinLabel = tk.Label(top, text="Minimal features for alignment") self.alignMinLabel.grid(row=4, column=0, sticky=tk.W) self.alignMin = tk.Entry(top) self.alignMin.insert(0, ALIGNMENT_MIN_PEAK) self.alignMin.grid(row=4, column=1, sticky=tk.W) self.calibrationLabel = tk.Label(top, text="Calibration parameters", font="bold") self.calibrationLabel.grid(row=5, columnspan=2, sticky=tk.W) self.calibMassWindowLabel = tk.Label(top, text="Calibration mass window") self.calibMassWindowLabel.grid(row=6, column=0, sticky=tk.W) self.calibMassWindow = tk.Entry(top) self.calibMassWindow.insert(0, CALIB_MASS_WINDOW) self.calibMassWindow.grid(row=6, column=1, sticky=tk.W) self.calibSnLabel = tk.Label(top, text="Minimal S/N for calibration") self.calibSnLabel.grid(row=7, column=0, sticky=tk.W) self.calibSn = tk.Entry(top) self.calibSn.insert(0, CALIB_S_N_CUTOFF) self.calibSn.grid(row=7, column=1, sticky=tk.W) self.calibMinLabel = tk.Label(top, text="Minimal number of calibrants") self.calibMinLabel.grid(row=8, column=0, sticky=tk.W) self.calibMin = tk.Entry(top) self.calibMin.insert(0, CALIB_MIN_PEAK) self.calibMin.grid(row=8, column=1, sticky=tk.W) self.extractionLabel = tk.Label(top, text="Extraction parameters", font="bold") self.extractionLabel.grid(row=9, columnspan=2, sticky=tk.W) self.sumSpecLabel = tk.Label(top, text="Data points per 1 m/z") self.sumSpecLabel.grid(row=10, column=0, sticky=tk.W) self.sumSpec = tk.Entry(top) self.sumSpec.insert(0, SUM_SPECTRUM_RESOLUTION) self.sumSpec.grid(row=10, column=1, sticky=tk.W) self.extracMassWindowLabel = tk.Label(top, text="Extraction m/z window") self.extracMassWindowLabel.grid(row=12, column=0, sticky=tk.W) self.extracMassWindow = tk.Entry(top) self.extracMassWindow.insert(0, MASS_WINDOW) self.extracMassWindow.grid(row=12, column=1, sticky=tk.W) self.extracTimeWindowLabel = tk.Label(top, text="Extraction time window") self.extracTimeWindowLabel.grid(row=13, column=0, sticky=tk.W) self.extracTimeWindow = tk.Entry(top) self.extracTimeWindow.insert(0, TIME_WINDOW) self.extracTimeWindow.grid(row=13, column=1, sticky=tk.W) self.extracPadLabel = tk.Label(top, text="Extraction window padding") self.extracPadLabel.grid(row=14, column=0, sticky=tk.W) self.extracPad = tk.Entry(top) self.extracPad.insert(0, EXTRACTION_PADDING) self.extracPad.grid(row=14, column=1, sticky=tk.W) self.extracMinChargeLabel = tk.Label(top, text="Minimum charge state") self.extracMinChargeLabel.grid(row=15, column=0, sticky=tk.W) self.extracMinCharge = tk.Entry(top) self.extracMinCharge.insert(0, MIN_CHARGE) self.extracMinCharge.grid(row=15, column=1, sticky=tk.W) self.extracMaxChargeLabel = tk.Label(top, text="Maximum charge state") self.extracMaxChargeLabel.grid(row=16, column=0, sticky=tk.W) self.extracMaxCharge = tk.Entry(top) self.extracMaxCharge.insert(0, MAX_CHARGE) self.extracMaxCharge.grid(row=16, column=1, sticky=tk.W) for i in UNITS: if BLOCKS[i]['available_for_charge_carrier'] == 1: options.append(i) self.chargeCarrierLabel = tk.Label(top, text="Charge carrier") self.chargeCarrierLabel.grid(row=17, column=0, sticky=tk.W) self.chargeCarrier = tk.OptionMenu(top, self.chargeCarrierVar, *options) self.chargeCarrier.grid(row=17, column=1, sticky=tk.W) self.extracMinTotalLabel = tk.Label(top, text="Minimum isotopic fraction") self.extracMinTotalLabel.grid(row=18, column=0, sticky=tk.W) self.extracMinTotal = tk.Entry(top) self.extracMinTotal.insert(0, MIN_TOTAL) self.extracMinTotal.grid(row=18, column=1, sticky=tk.W) self.extracBackLabel = tk.Label(top, text="Background detection window") self.extracBackLabel.grid(row=19, column=0, sticky=tk.W) self.extracBack = tk.Entry(top) self.extracBack.insert(0, BACKGROUND_WINDOW) self.extracBack.grid(row=19, column=1, sticky=tk.W) self.extracSnCutoffLabel = tk.Label(top, text="Spectra QC S/N cutoff") self.extracSnCutoffLabel.grid(row=20, column=0, sticky=tk.W) self.extracSnCutoff = tk.Entry(top) self.extracSnCutoff.insert(0, S_N_CUTOFF) self.extracSnCutoff.grid(row=20,column=1, sticky=tk.W) self.ok = tk.Button(top,text = 'Ok', command = lambda: close(self)) self.ok.grid(row = 21, column = 0, sticky = tk.W) self.save = tk.Button(top, text = 'Save', command = lambda: save(self)) self.save.grid(row = 21, column = 1, sticky = tk.E) # Tooltips createToolTip(self.alignTimeWindowLabel,"The time window in seconds around the specified time of an alignment feature that LaCyTools is allowed to look for the maximum intensity of each feature.") createToolTip(self.alignMassWindowLabel,"The m/z window in Thompson around the specified exact m/z of an alignment feature, that LaCyTools will use to find the maximum of each feature.") createToolTip(self.alignSnLabel,"The minimum S/N of an alignment feature to be included in the alignment.") createToolTip(self.alignMinLabel,"The minimum number of features that have a S/N higher than the minimum S/N for alignment to occur.") createToolTip(self.calibMassWindowLabel,"The mass window in Dalton around the specified exact m/z of a calibrant, that LaCyTools uses to determine the uncalibrated accurate mass. This value will be charge state corrected, i.e. for a triple charged analyte the used window will be the value specified here divided by 3.") createToolTip(self.calibSnLabel,"The minimum S/N of a calibrant to be included in the calibration.") createToolTip(self.calibMinLabel,"The minimum number of calibrants that have a S/N higher than the minimum S/N for calibration to occur.") createToolTip(self.sumSpecLabel,"The number of bins per m/z that will be used in the sum spectrum. A value of 100 means that each data point in the sum spectrum is spaced at 0.01 m/z.") createToolTip(self.extracMassWindowLabel,"The m/z window in Thompson around the specified exact m/z of a feature that LaCyTools will use for quantitation. For example, a value of 0.1 results in LaCyTools quantifying 999.9 to 1000.1 for a feature with an m/z value of 1000.") createToolTip(self.extracTimeWindowLabel,"The rt window in seconds around the specified elution time of each cluster that contains features for quantitation. For example, a value of 10 will result in LaCyTools creating a sum spectrum from 90 s. to 110 s. for a cluster eluting at 100s.") createToolTip(self.extracMinChargeLabel,"The minimum charge state that LaCyTools will attempt to use in calibration and quantitation for all features listed in the analyte reference file.") createToolTip(self.extracMaxChargeLabel,"The maximum charge state that LaCyTools will attempt to use in calibration and quantitation for all features listed in the analyte reference file.") createToolTip(self.chargeCarrierLabel,"The charge carrier that is applied to all specified analytes for quantitation.") createToolTip(self.extracPadLabel,"The number of windows before the regular analyte windows that will be examined to determine the IPQ.") createToolTip(self.extracMinTotalLabel,"The minimum fraction of the theoretical isotopic pattern that LaCyTools will use for quantitation. For example, a value of 0.95 means that LaCyTools will quantify isotopes until the sum of the quantified isotopes exceeds 0.95 of the total theoretcal isotopic pattern.") createToolTip(self.extracBackLabel,"The mass window in Dalton that LaCyTools is allowed to look for the local background and noise for each analyte. For example, a value of 10 means that LaCyTools will look from 990 m/z to 1010 m/z for an analyte with an m/z of 1000.") createToolTip(self.extracSnCutoffLabel,"The minimum S/N of an analyte to be included in the spectral QC. Specifically, for the output that lists what fraction of the total quantified analytes passed the here specified S/N value.") def getSettings(self): """ This function reads the settings file as specified in the program, applying them to the program. """ with open(SETTINGS_FILE,'r') as fr: for line in fr: line = line.rstrip('\n') chunks = line.split() if chunks[0] == "ALIGNMENT_TIME_WINDOW": global ALIGNMENT_TIME_WINDOW ALIGNMENT_TIME_WINDOW = float(chunks[1]) if chunks[0] == "ALIGNMENT_MASS_WINDOW": global ALIGNMENT_MASS_WINDOW ALIGNMENT_MASS_WINDOW = float(chunks[1]) if chunks[0] == "ALIGNMENT_S_N_CUTOFF": global ALIGNMENT_S_N_CUTOFF ALIGNMENT_S_N_CUTOFF = int(chunks[1]) if chunks[0] == "ALIGNMENT_MIN_PEAK": global ALIGNMENT_MIN_PEAK ALIGNMENT_MIN_PEAK = int(chunks[1]) if chunks[0] == "CALIB_MASS_WINDOW": global CALIB_MASS_WINDOW CALIB_MASS_WINDOW = float(chunks[1]) if chunks[0] == "CALIB_S_N_CUTOFF": global CALIB_S_N_CUTOFF CALIB_S_N_CUTOFF = int(chunks[1]) if chunks[0] == "CALIB_MIN_PEAK": global CALIB_MIN_PEAK CALIB_MIN_PEAK = int(chunks[1]) if chunks[0] == "SUM_SPECTRUM_RESOLUTION": global SUM_SPECTRUM_RESOLUTION SUM_SPECTRUM_RESOLUTION = int(chunks[1]) if chunks[0] == "MASS_WINDOW": global MASS_WINDOW MASS_WINDOW = float(chunks[1]) if chunks[0] == "TIME_WINDOW": global TIME_WINDOW TIME_WINDOW = float(chunks[1]) if chunks[0] == "MIN_CHARGE": global MIN_CHARGE MIN_CHARGE = int(chunks[1]) if chunks[0] == "MAX_CHARGE": global MAX_CHARGE MAX_CHARGE = int(chunks[1]) if chunks[0] == "MIN_TOTAL": global MIN_TOTAL MIN_TOTAL = float(chunks[1]) if chunks[0] == "BACKGROUND_TOTAL": global BACKGROUND_TOTAL BACKGROUND_TOTAL = int(chunks[1]) if chunks[0] == "S_N_CUTOFF": global S_N_CUTOFF S_N_CUTOFF = int(chunks[1]) def feature_reader(self,file): """ This reads the contents of the alignmen features file and stores the relevant values in a list. INPUT: A filename OUTPUT: A list of m/z,retention lists (elements are type float) """ features = [] with open(file,'r') as fr: for line in fr: try: if line[0][0].isdigit(): line = line.rstrip().split() features.append([float(x) for x in line]) except IndexError: print ("Incorrect line observed in: ")+str(file) if self.log == True: with open('LaCyTools.log', 'a') as flog: flog.write(str(datetime.now())+ "\tIncorrect line observed in: "+str(analyteFile)+"\n") except: print ("Unexpected Error: "), sys.exc_info()[0] return features def fitFunc(self, x,a,b,c): penalty = 0 if b > 2.: penalty = abs(b-1.)*10000 if b < 0.: penalty = abs(2.-b)*10000 return a*x**b + c + penalty def fitFuncLin(self, x,a,b): return a*x + b def calcQuadratic(self,data,func): """ This function fits the specified function in 'fitFunc' to the data, using the curve_fit package from scipy.optimize. INPUT: A list of (m/z,int) tuples OUTPUT: The parameters for the fitted function """ expected = [] observed = [] for i in data: expected.append(i[0]) observed.append(i[1]) try: if func == "PowerLaw": z = curve_fit(self.fitFunc, observed, expected)#,maxfev=10000) elif func == "Linear": z = curve_fit(self.fitFuncLin,observed,expected) name = self.inputFile.split(".")[0] name = os.path.join(self.batchFolder,name) ############# # Plot Code # ############# minX = min(expected)-0.1*min(expected) maxX = max(expected)+0.1*max(expected) newX = numpy.linspace(minX,maxX,2500*(maxX-minX)) linY = newX if func == "PowerLaw": yNew = self.fitFunc(newX,*z[0]) minY = self.fitFunc(minX,*z[0]) maxY = self.fitFunc(maxX,*z[0]) elif func == "Linear": yNew = self.fitFuncLin(newX,*z[0]) minY = self.fitFuncLin(minX,*z[0]) maxY = self.fitFuncLin(maxX,*z[0]) fig = plt.figure(figsize=(8,6)) ax = fig.add_subplot(111) plt.scatter(expected,observed,c='b',label='Raw',alpha=0.5) observedCalibrated = [] for index, j in enumerate(observed): if func == "PowerLaw": observedCalibrated.append(self.fitFunc(j,*z[0])) elif func == "Linear": observedCalibrated.append(self.fitFuncLin(j,*z[0])) plt.scatter(expected,observedCalibrated,c='r',label='Calibrated',marker='s',alpha=0.5) numbers = ["%.2f" % number for number in z[0]] if func == "PowerLaw": if float(numbers[2]) > 0.0: plt.plot(newX,yNew,label="Fit, Function: "+str(numbers[0])+"x"+"$^{"+str(numbers[1])+"}$+"+str(numbers[2]),c='b') else: plt.plot(newX,yNew,label="Fit, Function: "+str(numbers[0])+"x"+"$^{"+str(numbers[1])+"}$"+str(numbers[2]),c='b') elif func == "Linear": if float(numbers[1]) > 0.0: plt.plot(newX,yNew, label="Fit, Function: "+str(numbers[0])+"x+"+str(numbers[1]),c='b') else: plt.plot(newX,yNew, label="Fit, Function: "+str(numbers[0])+"x"+str(numbers[1]),c='b') plt.plot(newX,linY,label='Target',c='r',linestyle='--') plt.legend(loc='best') plt.xlabel("Expected rt (s.)") plt.ylabel("Observed rt (s.)") plt.xlim(minX,maxX) plt.ylim(minY,maxY) fig.savefig(name,dpi=800) plt.close() ############### # end of plot # ############### except RuntimeError: z = None return z def dataPopup(self,master): """ This function creates a popup window belonging to the HD5 data format. The window has a button where the user has to select the location of his mzXML files, a checkbox indicating if the mzXML files can be deleted afterwards and lastly a run button. INPUT: None OUTPUT: None """ if master.dataWindow == 1: return master.dataWindow = 1 self.folder = tk.StringVar() self.ptFileName = tk.StringVar() def close(self): master.dataWindow = 0 top.destroy() def batchButton(): master.openBatchFolder() self.folder.set(master.batchFolder) top = self.top = tk.Toplevel() top.protocol( "WM_DELETE_WINDOW", lambda: close(self)) self.batchDir = tk.Button(top, text = "Batch Directory", width = 25, command = lambda: batchButton()) self.batchDir.grid(row = 0, column = 0, sticky = tk.W) self.batch = tk.Label(top, textvariable = self.folder, width = 25) self.batch.grid(row = 0, column = 1) self.remove = tk.Checkbutton(top, text = "Remove mzXML files", variable = master.rmMZXML, onvalue = 1, offvalue = 0) self.remove.grid(row = 1, column = 0, sticky = tk.W) self.convertButton = tk.Button(top, text = "Batch Convert to pyTables", width = 25, command = lambda: master.batchConvert(master)) self.convertButton.grid(row = 2, column = 0,columnspan = 2) def batchConvert(self,master): """ TODO: COMMENT THIS FUNCTION PLEASE. This function does x, using Y INPUT: stuff OUTPUT: stuff """ import time start_time = time.time() filenames = glob.glob(str(self.batchFolder)+"/*" + EXTENSION) print ("Converting...") filename = filenames[0] array = [] self.inputFile = filename self.readData(array,None) nscans = len(array) size = 0 for rt, spectrum in array: size = max(size, len(spectrum)) SCAN_SIZE = int(size * 1.1) try: rawfile = tables.open_file(os.path.join(self.batchFolder, "pytables.h5"), "w", filters=tables.Filters(complevel=4, complib="blosc:lz4")) except tables.HDF5ExtError: print ("Error creating pyTables file") raise class Scan(tables.IsDescription): sample = tables.Int64Col(pos=0) scan = tables.Int64Col(pos=1) rt = tables.Float64Col(pos=2) art = tables.Float64Col(pos=3) # aligned retention time idx = tables.Int64Col(pos=4) size = tables.Int64Col(pos=5) rawfile.create_vlarray('/', 'filenames', atom=tables.VLUnicodeAtom(), expectedrows=len(filenames)) rawfile.create_table('/', 'scans', description=Scan, expectedrows=len(filenames)*nscans) rawfile.create_earray('/', 'mzs', atom=tables.Float64Atom((SCAN_SIZE,)), shape=(0,), chunkshape=(1,)) rawfile.create_earray('/', 'Is', atom=tables.Int64Atom((SCAN_SIZE,)), shape=(0,), chunkshape=(1,)) row = rawfile.root.scans.row idx = 0 # main loop for count, filename in enumerate(filenames): self.inputFile = filename if count >= 1: array = [] self.readData(array,None) mzs = numpy.zeros((len(array), SCAN_SIZE), numpy.float64) Is = numpy.zeros((len(array), SCAN_SIZE), numpy.int64) # loop over spectra for scan, spectrum in enumerate(array): rt, spectrum = spectrum size = min(len(spectrum), SCAN_SIZE) spectrum = numpy.array(spectrum).T spectrum[0, 1:] = numpy.diff(spectrum[0]) mzs[scan, :size], Is[scan, :size] = spectrum[:, :size] row['sample'] = count row['scan'] = scan row['rt'] = rt row['idx'] = idx row['size'] = size row.append() idx += 1 rawfile.root.mzs.append(mzs) rawfile.root.Is.append(Is) rawfile.root.filenames.append(filename) if self.rmMZXML.get() == 1: try: os.remove(filename) except: raise rawfile.close() if self.log == True: with open('LaCyTools.log', 'a') as flog: flog.write(str(datetime.now())+ "\tFinished converting\n") end_time = time.time() print ("Batch conversion lasted for ", str((end_time - start_time) / 60.), "minutes, or", str((end_time - start_time) / len(filenames)), "seconds per sample.") messagebox.showinfo("Status Message","Batch Convert finished on "+str(datetime.now())) def batchProcess(self,master): """ This is the main controller function for batch processing. First, the function checks if any reference or alignment file was selected, producing a message box if this is not the case. Afterwards, the function checks whether or not it has to read from HD5 files or other accepted file formats. Subsequently, it performs alignment if an alignment file is selected, followed by quantitation (and calibration) if a reference list is selected. Finally, it will combine all the individual results into a summary file before cleaning up. INPUT: None OUTPUT: A summary file """ import time start = time.time() # Safety feature (prevents batchProcess from being started multiple times) if self.batchProcessing == 1: messagebox.showinfo("Error Message", "Batch Process already running") return self.batchProcessing = 1 ##################### # PROGRESS BAR CODE # ##################### self.alPerc = tk.StringVar() self.extPerc = tk.StringVar() self.alPerc.set("0%") self.extPerc.set("0%") # barWindow = Tk() barWindow = self.top = tk.Toplevel() barWindow.title("Progress Bar") al = tk.Label(barWindow, text="Alignment", padx=25) al.grid(row=0, column=0, sticky=tk.W) ft = ttk.Frame(barWindow) ft.grid(row=1, columnspan=2) perc1 = tk.Label(barWindow, textvariable=self.alPerc) perc1.grid(row=0, column=1, padx=25) progressbar = ttk.Progressbar(ft, length=100, mode='determinate') progressbar.grid(row=1, columnspan=2) ext = tk.Label(barWindow, text="Quantitation", padx=25) ext.grid(row=2, column=0, sticky=tk.W) ft2 = ttk.Frame(barWindow) ft2.grid(row=3, columnspan=2) perc2 = tk.Label(barWindow, textvariable=self.extPerc) perc2.grid(row=2, column=1, padx=25) progressbar2 = ttk.Progressbar(ft2, length=100, mode='determinate') progressbar2.grid(row=3, columnspan=2) ################### # END OF BAR CODE # ################### # Check if reference or alignment file was selected if self.refFile == "" and self.alFile == "" and self.calFile == "": messagebox.showinfo("File Error","No reference or alignment file selected") # Check for pytables file if os.path.isfile(os.path.join(self.batchFolder,"pytables.h5")): ptFileName = os.path.join(self.batchFolder,"pytables.h5") if self.ptFile is None: self.ptFile = tables.open_file(ptFileName, mode='a') filenames = self.ptFile.root.filenames[:] self.readData = self.readPTData self.transform_mzXML = self.alignRTs filenames2idx = dict([(filename, idx) for idx, filename in enumerate(filenames)]) print ('Found "pytables.h5" in batch folder.') else: filenames = glob.glob(os.path.join(str(self.batchFolder),"*"+EXTENSION)) filenames2idx = dict([(filename, idx) for idx, filename in enumerate(filenames)]) # ALIGNMENT if self.alFile != "": features = [] features = self.feature_reader(self.alFile) features = sorted(features, key = lambda tup: tup[1]) # reset aligned rts to 0 if self.ptFile is not None and self.ptFile.isopen: for scan in self.ptFile.root.scans: scan['art'] = 0 scan.update() self.ptFile.flush() for index,file in enumerate(filenames): self.alPerc.set(str(int( (float(index) / float(len(filenames) ) ) *100))+"%") progressbar["value"] = int( (float(index) / float(len(filenames) ) ) *100) progressbar.update() array = [] timePairs = [] self.inputFile = file self.inputFileIdx = filenames2idx[file] readTimes = self.matchFeatureTimes(features) self.readData(array,readTimes) strippedFeatures = [] for i in features: peakTime = 0 peakIntensity = 0 dataPoints = [] leftPoints = [] rightPoints = [] signalPoints = [] for j in array: if j[0] > i[1] - 2*ALIGNMENT_TIME_WINDOW and j[0] < i[1] - ALIGNMENT_TIME_WINDOW: dataPoints.append(self.feature_finder(j[1],i[0]-ALIGNMENT_MASS_WINDOW,i[0]+ALIGNMENT_MASS_WINDOW)) leftPoints.append(self.feature_finder(j[1],i[0]-ALIGNMENT_MASS_WINDOW,i[0]+ALIGNMENT_MASS_WINDOW)) if j[0] > i[1] + ALIGNMENT_TIME_WINDOW and j[0] < i[1] + 2*ALIGNMENT_TIME_WINDOW: dataPoints.append(self.feature_finder(j[1],i[0]-ALIGNMENT_MASS_WINDOW,i[0]+ALIGNMENT_MASS_WINDOW)) rightPoints.append(self.feature_finder(j[1],i[0]-ALIGNMENT_MASS_WINDOW,i[0]+ALIGNMENT_MASS_WINDOW)) if j[0] < i[1] + ALIGNMENT_TIME_WINDOW and j[0] > i[1] - ALIGNMENT_TIME_WINDOW: signalPoints.append(self.feature_finder(j[1],i[0]-ALIGNMENT_MASS_WINDOW,i[0]+ALIGNMENT_MASS_WINDOW)) if self.feature_finder(j[1],i[0]-ALIGNMENT_MASS_WINDOW,i[0]+ALIGNMENT_MASS_WINDOW) > peakIntensity: peakIntensity = self.feature_finder(j[1],i[0]-ALIGNMENT_MASS_WINDOW,i[0]+ALIGNMENT_MASS_WINDOW) peakTime = j[0] ############################################################################################ # Awesome cool method (with milk and cookies!) to determine background and noise in an EIC # ############################################################################################ sortedData = sorted(dataPoints) startSize = int(0.25 * float(len(sortedData))) currSize = startSize currAverage = numpy.average(sortedData[0:currSize]) if self.noise == "MM": currNoise = max(sortedData[0:currSize]) - min(sortedData[0:currSize]) elif self.noise == "RMS": currNoise = numpy.std(sortedData[0:currSize]) directionFlag = 0 for k in range(0,len(sortedData)-(startSize+1)): if sortedData[currSize+1] < currAverage + 3 * currNoise: directionFlag == 1 currSize += 1 currAverage = numpy.average(sortedData[0:currSize]) if self.noise == "MM": currNoise = max(sortedData[0:currSize]) - min(sortedData[0:currSize]) elif self.noise == "RMS": currNoise = numpy.std(sortedData[0:currSize]) else: if sortedData[currSize-1] > currAverage + 3 * currNoise and directionFlag == 0: currSize -= 1 currAverage = numpy.average(sortedData[0:currSize]) if self.noise == "MM": currNoise = max(sortedData[0:currSize]) - min(sortedData[0:currSize]) elif self.noise == "RMS": currNoise = numpy.std(sortedData[0:currSize]) else: break background = currAverage noise = currNoise ###################### # End of awesomeness # ###################### # Plot Code # ############# """plotPoints = leftPoints + signalPoints + rightPoints fig = plt.figure() ax = fig.add_subplot(111) plt.plot(sorted(plotPoints)) #plt.plot(plotPoints) plt.axhline(y=currAverage, color ='k') plt.axhline(y=currAverage + 3* currNoise, color = 'r') #plt.axvline(x=len(plotPoints)/3, color = 'r') #plt.axvline(x=(len(plotPoints)/3)*2, color = 'r') plt.show()""" ############### # end of plot # ############### if peakIntensity > background + ALIGNMENT_S_N_CUTOFF * noise: timePairs.append((i[1],peakTime)) strippedFeatures.append(i) else: if self.log == True: with open('LaCyTools.log', 'a') as flog: flog.write(str(datetime.now())+"\tFeature: "+str(i)+" was not above alignment S/N cutoff: "+str(ALIGNMENT_S_N_CUTOFF)+" in file: "+str(file)+"\n") # Make sure that enough features are used for alignment if len(timePairs) >= ALIGNMENT_MIN_PEAK: warnUser = False # Attempt advanced alignment (PowerLaw) alignFunction = self.calcQuadratic(timePairs,"PowerLaw") # Fall back to basic alignment (Linear) if alignFunction == None: if self.log == True: with open('LaCyTools.log', 'a') as flog: flog.write(str(datetime.now())+ "\tAdvanced alignment failed on file: "+str(file)+", switching to basic alignment\n") alignFunction = self.calcQuadratic(timePairs,"Linear") if alignFunction == None: if self.log == True: with open('LaCyTools.log', 'a') as flog: flog.write(str(datetime.now())+"\tFile: "+str(file)+" could not be aligned. Both advanced and basic alignment fits failed\n") outFile = os.path.split(file)[-1] outFile = "unaligned_"+outFile outFile = os.path.join(self.batchFolder,outFile) open(outFile,'w').close() continue # Bind correct fit function to fit (PowerLaw or Linear) if len(alignFunction[0]) == 3: fit = self.fitFunc elif len(alignFunction[0]) == 2: fit = self.fitFuncLin # Create alignment output file alignmentOutput = self.inputFile.split(".")[0] alignmentOutput = alignmentOutput + ".alignment" with open(alignmentOutput,'w') as falign: lsq = 0 falign.write("Peak\tExpected RT\tOriginal RT\tAligned RT\n") for index,timePair in enumerate(timePairs): falign.write(str(strippedFeatures[index][0])+"\t"+str(timePair[0])+"\t"+str(timePair[1])+"\t"+str(fit(float(timePair[1]),*alignFunction[0]))+"\n") lsq += float(strippedFeatures[index][0]) - fit(float(timePair[1]),*alignFunction[0]) self.transform_mzXML(file,fit,alignFunction[0]) else: if self.log == True: with open('LaCyTools.log', 'a') as flog: flog.write(str(datetime.now())+ "\tFile not aligned due to lack of features\n") outFile = os.path.split(file)[-1] outFile = "unaligned_"+outFile outFile = os.path.join(self.batchFolder,outFile) open(outFile,'w').close() self.alPerc.set("100%") progressbar["value"] = 100 # (CALIBRATION AND) EXTRACTION if self.refFile != "": if self.analyteIntensity.get() == 0 and self.analyteRelIntensity.get() == 0 and self.analyteBackground.get() == 0 and self.analyteNoise.get() == 0 and self.alignmentQC.get() == 0 and self.qualityControl.get() == 0 and self.spectraQualityControl.get() == 0: messagebox.showinfo("Output Error","No outputs selected") self.initCompositionMasses(self.refFile) ref = [] self.refParser(ref) times = [] for i in ref: times.append((i[4],i[5])) chunks = collections.OrderedDict() for i in times: if i not in chunks.keys(): chunks['%s' % '-'.join(i)] = [] for i in ref: chunks['%s' % '-'.join((i[4],i[5]))].append(i) if os.path.isfile(os.path.join(self.batchFolder,"pytables.h5")) == False: filenames = glob.glob(os.path.join(str(self.batchFolder),EXTRACTION+"*"+EXTENSION)) filenames2idx = dict([(filename, idx) for idx, filename in enumerate(filenames)]) for index,file in enumerate(filenames): self.extPerc.set(str(int( (float(index) / float(len(filenames) ) ) *100))+"%") progressbar2["value"] = int( (float(index) / float(len(filenames) ) ) *100) progressbar2.update() results = [] self.inputFile = file self.inputFileIdx = filenames2idx[file] array = [] readTimes = self.matchAnalyteTimes(ref) self.readData(array, readTimes) for index,i in enumerate(chunks.keys()): spectrum = self.sumSpectrum(i,array) # Dirty hack to now get rid of the time window again rt = tuple(i.split('-'))[0] calibrants = [] # Calibrate the sum spectrum if self.calFile.get() == 1: for j in ref: if j[6] == "True" and int(round(float(j[4]))) == int(round(float(rt))): charge = j[0].split("_")[-2] calibrants.append((float(j[1]),int(charge))) measuredMaxima = self.getLocalMaxima(calibrants,spectrum) presentCalibrants = self.getObservedCalibrants(measuredMaxima,calibrants) measuredMaximaMZ = [] # Strip the m/z values from the maxima for j in measuredMaxima: measuredMaximaMZ.append(j[0]) # Perform 2d degree polynomial fit if len(measuredMaximaMZ) >= CALIB_MIN_PEAK: z = numpy.polyfit(measuredMaximaMZ,presentCalibrants,2) # This should be the correct one else: if self.log == True: with open('LaCyTools.log', 'a') as flog: flog.write(str(datetime.now())+ "\tUnable to calibrate the sum spectrum at "+str(i)+" seconds\n") # Adjust filename (old, new) = os.path.split(self.inputFile) old = os.path.abspath(old) new = os.path.splitext(new)[0] new = "Uncalibrated_sumSpectrum_"+str(i)+"_"+str(new)+".xy" new = os.path.join(old,new) outFile = "\\\\?\\"+new # Write with open(outFile,'w') as fw: fw.write("\n".join(str(j[0])+"\t"+str(j[1]) for j in spectrum)) continue f = numpy.poly1d(z) calOut = str(file.split(".")[0])+"_"+str(index)+".calibration" with open(calOut,'w') as fw2: for index,j in enumerate(measuredMaximaMZ): fw2.write("accurate mass: "+str(presentCalibrants[index])+" measured at "+str(j) +" being calibrated to: "+str(f(j))+"\n") mzList = [] intList = [] for j in spectrum: mzList.append(float(j[0])) intList.append(int(j[1])) # Transform python list into numpy array mzArray = numpy.array(mzList) newArray = f(mzArray) newSpectrum = [] for index,j in enumerate(newArray): newSpectrum.append((j,intList[index])) spectrum = newSpectrum # Adjust filename (old, new) = os.path.split(self.inputFile) old = os.path.abspath(old) new = os.path.splitext(new)[0] new = "sumSpectrum_"+str(i)+"_"+str(new)+".xy" new = os.path.join(old,new) outFile = "\\\\?\\"+new # Write with open(outFile,'w') as fw: fw.write("\n".join(str(j[0])+"\t"+str(j[1]) for j in spectrum)) else: # Adjust filename (old, new) = os.path.split(self.inputFile) old = os.path.abspath(old) new = os.path.splitext(new)[0] new = "sumSpectrum_"+str(i)+"_"+str(new)+".xy" new = os.path.join(old,new) outFile = "\\\\?\\"+new # Write with open(outFile,'w') as fw: fw.write("\n".join(str(j[0])+"\t"+str(j[1]) for j in spectrum)) self.extractData(chunks[i],spectrum,results) self.writeResults(results,file) # Wrap up stuff self.extPerc.set("100%") progressbar2["value"] = 100 barWindow.destroy() self.combineResults() if self.ptFile is not None: self.ptFile.close() self.batchProcessing = 0 end = time.time() if self.log == True: with open('LaCyTools.log', 'a') as flog: flog.write(str(datetime.now())+ "\tBatch process lasted for "+str((end - start) / 60.)+"minutes\n") messagebox.showinfo("Status Message","Batch Process finished on "+str(datetime.now())) def writeCalibration(self,function,array): """ This function creates a calibrated mzXML file. However, the function is currently not being used and might be removed in the future. INPUT: Calibration function and the raw data in an array OUTPUT: A calibrated mzXML file """ endian = "!" started = False with open(self.inputFile,'r') as fr: name = os.path.split(str(self.inputFile))[-1] name = name.split(".")[0] name = "calibrated_"+name+".mzXML" # TODO: Make the extension dynamic with open(name,'w') as fw: counter = 0 mzList = [] intList = [] values = [] for line in fr: if 'zlib' in line: fw.write(line) compression = True elif 'byteOrder' in line: fw.write(line) byteOrder = line.split("byteOrder")[1] byteOrder = byteOrder.split("\"")[1] endian = "!" if byteOrder == 'little': endian = '<' elif byteOrder == 'big': endian = '>' elif 'precision' in line: fw.write(line) precision = line.split("precision")[1] precision = precision.split("\"")[1] if int(precision) == 64: precision = 'd' else: precision = 'f' elif 'contentType="m/z-int">' in line: mzList = [] intList = [] values = [] for i in array[counter][1]: mzList.append(i[0]) intList.append(i[1]) mzArray = numpy.array(mzList) newArray = function(mzArray) for index, i in enumerate(newArray): values.append(i) values.append(intList[index]) format = str(endian)+str(len(values))+precision data = struct.pack(format, *values) if compression == True: data = zlib.compress(data) data = base64.b64encode(data) fw.write('contentType="m/z-int">'+str(data)+'</peaks>\n') counter += 1 else: fw.write(line) def getObservedCalibrants(self,maxima,potentialCalibrants): """ This function compares the list of local maxima with the expected calibrants. The function will perceive the observed local maxima that is closest to a desired calibrant as being the m/z where the calibrant was observed in the spectrum. The function then appends the theoretical m/z value of a calibrants that were actually observed to a list (actualCalibrants) which is returned at the end of the function. INPUT 1: A list of floats containg the observed local maxima (of the spline fit within each inclusion range, assuming that they were above user specified S/N cut off). INPUT 2: A list of floats containing the theoretical m/z of all calibrants. OUTPUT: A list of floats containing the theoretical m/z of the calibrants which were near an oberved local maxima. """ actualCalibrants = [] for i in maxima: diff = 4.0 closest = 0 for j in potentialCalibrants: if abs(float(j[0])-float(i[0])) < diff: diff = abs(float(j[0])-float(i[0])) closest = float(j[0]) actualCalibrants.append(closest) return actualCalibrants def getLocalMaxima(self,features,spectrum): """ This function takes a list of potential calibrants and will identify the m/z value that shows the maximum intensity. The function will determine the accurate mass from a interpolated univariate spline that is fitted through the data points, yielding improved post calibration mass accuracy. INPUT: A spectrum and a list of features (mass,charge) OUTPUT: A containing (accurate mass, intensity) tuples for the calibrants that passed the user specified S/N cutoff. """ maxima = [] for i in features: mass, charge = i window = CALIB_MASS_WINDOW / charge lowMz = self.binarySearch(spectrum,float(mass)-float(window),len(spectrum)-1,'left') highMz = self.binarySearch(spectrum,float(mass)+float(window),len(spectrum)-1,'right') x_points = [] y_points = [] for j in spectrum[lowMz:highMz]: x_points.append(j[0]) y_points.append(j[1]) newX = numpy.linspace(x_points[0],x_points[-1],2500*(x_points[-1]-x_points[0])) maximum = (newX[int(len(newX)/2)],0) try: f = InterpolatedUnivariateSpline(x_points,y_points) ySPLINE = f(newX) for index, j in enumerate(ySPLINE): if j > maximum[1]: maximum = (newX[index],j) except ValueError: data = zip(x_points,y_points) if self.log == True: with open('LaCyTools.log', 'a') as flog: flog.write(str(datetime.now())+ "\tGuassian Curve Fit failed for analyte: "+str(i[0])+", reverting to non fitted local maximum\n") for j in data: if j[1] > maximum[1]: maximum = (j[0],j[1]) except: print ("Analyte: "+str(i[0])+" is being troublesome, kill it") # Plot Code (for testing purposes) """fig = plt.figure() ax = fig.add_subplot(111) plt.plot(x_points, y_points, 'b*') #plt.plot(newX,newY, 'b--') #plt.plot(newX,ySPLINE,'r--') plt.plot(newX,yINTER,'r--') plt.plot(newX,yUNIVAR,'g--') #plt.legend(['Raw Data','Guassian (All Points)','Cubic Spline'], loc='best') #plt.legend(['Raw Data','Cubic Spline'], loc='best') plt.legend(['Raw Data','Interp1d','Univariate Spline'], loc='best') plt.show()""" # Check if maxima above S/N cut-off values = self.getBackground(spectrum, maximum[0], charge, window) background,noise = values[0], values[2] if maximum[1] > background + CALIB_S_N_CUTOFF * noise: maxima.append(maximum) return maxima def readCalibrationFeatures(self): """ This function reads the calibration file and returns the features in a tuple containg the lower time and upper time values followed by a list of the m/z coordinates INPUT: None OUTPUT: Tuple containing (lowTime, highTime, [m/z coordinatse]) """ with open(self.calFile,'r') as fr: firstLine = fr.readline() lowTime, highTime = firstLine.strip().split("\t") mz = [] for line in fr: mz.append(float(line.strip())) return (float(lowTime), float(highTime), mz) def sumSpectrum(self,time,array): """ This function creates a summed spectrum and returns the resulting spectrum back to the calling function. INPUT: The retention time-time window and an array containing the entire measurement OUTPUT: A sum spectrum in array form (m/z, intensity) """ time = tuple(time.split('-')) # This is returning None's now lowTime = self.binarySearch(array,float(time[0])-float(time[1]),len(array)-1,'left') highTime = self.binarySearch(array,float(time[0])+float(time[1]),len(array)-1,'right') LOW_MZ = 25000.0 HIGH_MZ = 0.0 for i in array[lowTime:highTime]: if i[1][0][0] < LOW_MZ: LOW_MZ = i[1][0][0] if i[1][-1][0] > HIGH_MZ: HIGH_MZ = i[1][-1][0] # This should be dynamically determined arraySize = (float(HIGH_MZ) - float(LOW_MZ)) * float(SUM_SPECTRUM_RESOLUTION) combinedSpectra = numpy.zeros(shape=(int(arraySize+2),2)) bins = [] for index, i in enumerate(combinedSpectra): i[0] = float(LOW_MZ) + index*(float(1)/float(SUM_SPECTRUM_RESOLUTION)) bins.append(float(LOW_MZ) + index*(float(1)/float(SUM_SPECTRUM_RESOLUTION))) fullSet = [] mz = [] start = datetime.now() for i in array[lowTime:highTime]: for j in i[1]: fullSet.append(j) mz.append(j[0]) fullSet.sort(key = lambda tup: tup[0]) mz.sort() mzArray = numpy.asarray(mz) binsArray = numpy.asarray(bins) test = numpy.searchsorted(binsArray,mzArray) for index, i in enumerate(fullSet): try: combinedSpectra[test[index]][1] += i[1] except: # We ignore the data points at m/z edge, if they are important # then the user should do a proper measurement. pass #from scipy.signal import savgol_filter #new = savgol_filter(combinedSpectra,21,3) #return new return combinedSpectra def findNearest(self,array,value): """ A depracated function, will most likely be removed in the near future. """ if value >= array[0][0] and value <= array[-1][0]: diff = 1 # First Pass a = 0 b = len(array) while a < b: mid = (a+b)//2 if array[mid][0] > value: b = mid else: a = mid+1 if array[a][0] - value < diff: diff = array[a][0] - value index = a # Second Pass a = 0 b = len(array) while a < b: mid = (a+b)//2 if array[mid][0] < value: a=mid+1 else: b=mid if array[a][0] - value < diff: diff = array[a][0] - value index = a return a def transform_mzXML(self,file,fit,alignFunction): """Reads the mzXML file and transforms the reported retention time by the specified polynomial function. INPUT: A filename, alignment function and fitting model OUTPUT: An aligned mzXML file """ with open(file,'r') as fr: outFile = os.path.split(file)[-1] # Use * to indicate files that were aligned using the basic alignment if len(alignFunction) == 3: outFile = "aligned_"+outFile elif len(alignFunction) == 2: outFile = "alignedLin_"+outFile outFile = os.path.join(self.batchFolder,outFile) if self.log == True: with open('LaCyTools.log', 'a') as flog: flog.write(str(datetime.now())+ "\tWriting output file: "+outFile+"\n") with open(outFile,'w') as fw: for line in fr: if 'retentionTime' in line: time = line.strip() time = time.split("\"") for index,i in enumerate(time): if 'retentionTime' in i: time=time[index+1] break if time[0] == 'P': time = time[2:-1] # The below line is only to make it work with mzMine if fit(float(time),*alignFunction) < 0: newTime = str(0) else: newTime = str(fit(float(time),*alignFunction)) line = line.replace(time,newTime) fw.write(line) else: fw.write(line) def alignRTs(self,file,polynomial): """Reads the mzXML file and transforms the reported retention time by the specified polynomial function. INPUT: A filename and the alignment function OUTPUT: An aligned mzXML file """ if self.log == True: with open('LaCyTools.log', 'a') as flog: flog.write(str(datetime.now())+ "\tAligning file: "+str(self.inputFile)+"\n") i = self.inputFileIdx for row in self.ptFile.root.scans.where("sample == i"): time = row['rt'] # The below line is only to make it work with mzMine if self.fitFunc(time,*polynomial) > 0: row['art'] = self.fitFunc(time,*polynomial) row.update() self.ptFile.flush() def feature_finder(self,data,lowMass,highMass): # Proper fix intensity = 0 start = self.binarySearch(data,lowMass,len(data)-1,'left') end = self.binarySearch(data,highMass,len(data)-1,'right') for i in data[start:end]: if i[1] > intensity: intensity = i[1] return intensity def createHeader(self, compositions, reference, chargestate=None): """Creates a generic header for both combined and separate charge states. The function uses the initial reference list, the extracted compositions and the optional chargestate. INPUT 1: A list of tuples (analyte composition, analyte retention time) INPUT 2: A list of analyte reference tuples (analyte, m/z, relative area, m/z window, rt, rt window and calibration) INPUT 3: An integer OUTPUT: A string containing the header for the final summary """ header = "" for i in compositions: header += "\t"+str(i[0]) header += "\n" # List of theoretical areas header += "Fraction" for i in compositions: sumInt = 0. for j in reference: analyte = "_".join(j[0].split("_")[:-2]) charge = j[0].split("_")[-2] isotope = j[0].split("_")[-1] time = j[4] timewindow = j[5] if chargestate == None: if str(analyte) == str(i[0]) and float(time) == float(i[1]) and float(timewindow) == float(i[2]): sumInt += float(j[2]) else: if str(analyte) == str(i[0]) and float(time) == float(i[1]) and float(timewindow) == float(i[2]) and int(chargestate) == int(charge): sumInt += float(j[2]) header += "\t" if sumInt > 0.: header += str(sumInt) header += "\n" # List of monoisotopic masses header += "Monoisotopic Mass" for i in compositions: masses = [] current_relative_intensity = 0. # Retrieve highest relative intensity for j in reference: analyte = "_".join(j[0].split("_")[:-2]) charge = j[0].split("_")[-2] isotope = j[0].split("_")[-1] relative_intensity = float(j[2]) time = j[4] timewindow = j[5] if str(analyte) == str(i[0]) and float(time) == float(i[1]) and float(timewindow) == float(i[2]) and relative_intensity >= current_relative_intensity: current_relative_intensity = relative_intensity # Get actual data for j in reference: analyte = "_".join(j[0].split("_")[:-2]) charge = j[0].split("_")[-2] isotope = j[0].split("_")[-1] relative_intensity = float(j[2]) time = j[4] timewindow = j[5] if chargestate == None: if str(analyte) == str(i[0]) and float(time) == float(i[1]) and float(timewindow) == float(i[2]) and relative_intensity == current_relative_intensity: masses.append(float(j[1])) else: if str(analyte) == str(i[0]) and float(time) == float(i[1]) and float(timewindow) == float(i[2]) and relative_intensity == current_relative_intensity and int(chargestate) == int(charge): masses.append(float(j[1])) if masses: masses = "["+", ".join(map(str, masses))+"]" else: masses = "" try: header += "\t"+masses except TypeError: header += "\tNA" header += "\n" return header def combineResults(self): """ This function reads all the raw files and creates the summary output file. INPUT: None OUTPUT: A summary file """ total = [] ref = [] self.refParser(ref) for file in glob.glob(os.path.join(str(self.batchFolder),"*.raw")): compositions = [] trigger = 0 results = [] with open(file,'r') as fr: name = str(file) name = os.path.split(str(name))[-1] current = None for _ in range(2): next(fr) for line in fr: if not line: break line = line.strip().split("\t") if current: if current.composition == line[0] and current.time == line[5] and current.timeWindow == line[8]: foo = Isotope() foo.isotope = line[2] foo.mass = float(line[3]) foo.measMass = float(line[4]) foo.charge = line[1] foo.obsInt = float(line[9]) foo.obsMax = float(line[13]) foo.expInt = float(line[6]) foo.background = float(line[10]) foo.backgroundPoint = float(line[11]) foo.noise = float(line[12]) current.isotopes.append(foo) else: results.append(current) current = Analyte() current.composition = line[0] current.time = line[5] current.timeWindow = line[8] current.massWindow = line[7] current.isotopes = [] foo = Isotope() foo.isotope = line[2] foo.mass = float(line[3]) foo.measMass = float(line[4]) foo.charge = line[1] foo.obsInt = float(line[9]) foo.obsMax = float(line[13]) foo.expInt = float(line[6]) foo.background = float(line[10]) foo.backgroundPoint = float(line[11]) foo.noise = float(line[12]) current.isotopes.append(foo) else: current = Analyte() current.composition = line[0] current.time = line[5] current.timeWindow = line[8] current.massWindow = line[7] current.isotopes = [] foo = Isotope() foo.isotope = line[2] foo.mass = float(line[3]) foo.measMass = float(line[4]) foo.charge = line[1] foo.obsInt = float(line[9]) foo.obsMax = float(line[13]) foo.expInt = float(line[6]) foo.background = float(line[10]) foo.backgroundPoint = float(line[11]) foo.noise = float(line[12]) current.isotopes.append(foo) results.append(current) total.append((name,results)) for file in glob.glob(str(self.batchFolder)+"/unaligned*"+EXTENSION): name = str(file) name = os.path.split(str(name))[-1] total.append((name,[])) total.sort() # Test chunk to see if class conversion worked """for i in total: for j in i[1]: print j.composition if j.composition == "IgGI1H3N4F1": for k in j.isotopes: print k.isotope, k.charge, k.obsInt""" ################################# # Generate the summaryFile name # ################################# utc_datetime = datetime.utcnow() s = utc_datetime.strftime("%Y-%m-%d-%H%MZ") filename = s +"_"+OUTPUT summaryFile = os.path.join(self.batchFolder,filename) #################################################################### # Get list of analytes, required for correct alignment of clusters # #################################################################### compositions = [] with open(self.refFile,'r') as fr: for line in fr: if line[0] == "#": continue parts=line.rstrip('\n').split('\t') if not parts[3]: parts[3] = TIME_WINDOW compositions.append((parts[0],parts[1],parts[3])) ############################# # Start writing the results # ############################# with open(summaryFile,'w') as fw: ############## # Parameters # ############## fw.write("Parameter Settings\n") fw.write("LaCyTools Version\t"+str(self.version)+"\n") fw.write("LaCyTools Build\t"+str(self.build)+"\n") if self.alFile != "": fw.write("Alignment Parameters\n") fw.write("ALIGNMENT_TIME_WINDOW\t"+str(ALIGNMENT_TIME_WINDOW)+"\n") fw.write("ALIGNMENT_MASS_WINDOW\t"+str(ALIGNMENT_MASS_WINDOW)+"\n") fw.write("ALIGNMENT_S_N_CUTOFF\t"+str(ALIGNMENT_S_N_CUTOFF)+"\n") fw.write("ALIGNMENT_MIN_PEAK\t"+str(ALIGNMENT_MIN_PEAK)+"\n") if self.calFile.get() == 1: fw.write("Calibration Parameters\n") fw.write("CALIB_MASS_WINDOW\t"+str(CALIB_MASS_WINDOW)+"\n") fw.write("CALIB_S_N_CUTOFF\t"+str(CALIB_S_N_CUTOFF)+"\n") fw.write("CALIB_MIN_PEAK\t"+str(CALIB_MIN_PEAK)+"\n") if self.refFile != "": fw.write("Extraction Parameters\n") fw.write("SUM_SPECTRUM_RESOLUTION\t"+str(SUM_SPECTRUM_RESOLUTION)+"\n") fw.write("MASS_WINDOW\t"+str(MASS_WINDOW)+"\n") fw.write("TIME_WINDOW\t"+str(TIME_WINDOW)+"\n") fw.write("MIN_CHARGE\t"+str(MIN_CHARGE)+"\n") fw.write("MAX_CHARGE\t"+str(MAX_CHARGE)+"\n") fw.write("MIN_TOTAL\t"+str(MIN_TOTAL)+"\n") fw.write("BACKGROUND_WINDOW\t"+str(BACKGROUND_WINDOW)+"\n\n") ############################## # Analyte Absolute Intensity # ############################## if self.analyteIntensity.get() == 1 and self.analyteBckSub.get() == 0: ########################## # Combined charge states # ########################## if self.analytePerCharge.get() == 0: # Header header = "Absolute Intensity"+self.createHeader(compositions, ref) fw.write(header) # Actual data for i in total: fw.write(str(i[0])) for j in compositions: sumInt = 0 for k in i[1]: try: if k.composition == j[0] and float(k.time) == float(j[1]) and float(k.timeWindow) == float(j[2]): for l in k.isotopes: sumInt += max(0, l.obsInt) except AttributeError: pass if sumInt > 0: fw.write("\t"+str(sumInt)) else: fw.write("\t") fw.write("\n") fw.write("\n") #################### # Per charge state # #################### if self.analytePerCharge.get() == 1: minCharge = sys.maxsize maxCharge = 0 for i in total: for j in compositions: for k in i[1]: try: if k.composition == j[0] and float(k.time) == float(j[1]) and float(k.timeWindow) == float(j[2]): for l in k.isotopes: if int(l.charge) < minCharge: minCharge = int(l.charge) elif int(l.charge) > maxCharge: maxCharge = int(l.charge) except AttributeError: pass for i in range(minCharge,maxCharge+1): # This is a time intensive function # Header header = "Absolute Intensity ("+str(i)+"+)"+self.createHeader(compositions, ref, i) fw.write(header) # Actual data for j in total: fw.write(str(j[0])) for k in compositions: sumInt = 0 for l in j[1]: try: if l.composition == k[0] and float(l.time) == float(k[1]) and float(l.timeWindow) == float(k[2]): for m in l.isotopes: if int(m.charge) == i: sumInt += max(0, m.obsInt) except AttributeError: pass if sumInt > 0: fw.write("\t"+str(sumInt)) else: fw.write("\t") fw.write("\n") fw.write("\n") ###################################################### # Analyte Absolute Intensity (Background subtracted) # ###################################################### if self.analyteIntensity.get() == 1 and self.analyteBckSub.get() == 1: ######################### # Combined charge state # ######################### if self.analytePerCharge.get() == 0: # Header header = "Absolute Intensity (Background Subtracted)"+self.createHeader(compositions, ref) fw.write(header) # Actual data for i in total: fw.write(str(i[0])) for j in compositions: sumInt = 0 for k in i[1]: try: if k.composition == j[0] and float(k.time) == float(j[1]) and float(k.timeWindow) == float(j[2]): for l in k.isotopes: sumInt += max(0, l.obsInt - l.background) except AttributeError: pass if sumInt > 0: fw.write("\t"+str(sumInt)) else: fw.write("\t") fw.write("\n") fw.write("\n") #################### # Per charge state # #################### if self.analytePerCharge.get() == 1: minCharge = sys.maxsize maxCharge = 0 for i in total: for j in compositions: for k in i[1]: try: if k.composition == j[0] and float(k.time) == float(j[1]) and float(k.timeWindow) == float(j[2]): for l in k.isotopes: if int(l.charge) < minCharge: minCharge = int(l.charge) elif int(l.charge) > maxCharge: maxCharge = int(l.charge) except AttributeError: pass for i in range(minCharge,maxCharge+1): # This is a time intensive function # Header header = "Absolute Intensity (Background Subtracted, "+str(i)+"+)"+self.createHeader(compositions, ref, i) fw.write(header) # Actual data for j in total: fw.write(str(j[0])) for k in compositions: sumInt = 0 for l in j[1]: try: if l.composition == k[0] and float(l.time) == float(k[1]) and float(l.timeWindow) == float(k[2]): for m in l.isotopes: if int(m.charge) == i: sumInt += max(0, m.obsInt - m.background) except AttributeError: pass if sumInt > 0: fw.write("\t"+str(sumInt)) else: fw.write("\t") fw.write("\n") fw.write("\n") #################################################### # Analyte Relative Intensity (Total Normalization) # #################################################### if self.analyteRelIntensity.get() == 1 and self.analyteBckSub.get() == 0 and self.normalizeCluster.get() == 0: ######################### # Combined charge state # ######################### if self.analytePerCharge.get() == 0: # Header header = "Relative Intensity"+self.createHeader(compositions, ref) fw.write(header) # Actual data for i in total: fw.write(str(i[0])) totalIntensity = 1 for j in compositions: for k in i[1]: try: if k.composition == j[0] and float(k.time) == float(j[1]) and float(k.timeWindow) == float(j[2]): for l in k.isotopes: totalIntensity += max(0, l.obsInt) except AttributeError: pass for j in compositions: sumInt = 0 for k in i[1]: try: if k.composition == j[0] and float(k.time) == float(j[1]) and float(k.timeWindow) == float(j[2]): for l in k.isotopes: sumInt += max(0, l.obsInt) except AttributeError: pass if sumInt > 0: fw.write("\t"+str(float(sumInt)/float(totalIntensity))) else: fw.write("\t") fw.write("\n") fw.write("\n") #################### # Per charge state # #################### if self.analytePerCharge.get() == 1: minCharge = sys.maxsize maxCharge = 0 for i in total: for j in compositions: for k in i[1]: try: if k.composition == j[0] and float(k.time) == float(j[1]) and float(k.timeWindow) == float(j[2]): for l in k.isotopes: if int(l.charge) < minCharge: minCharge = int(l.charge) elif int(l.charge) > maxCharge: maxCharge = int(l.charge) except AttributeError: pass for i in range(minCharge,maxCharge+1): # This is a time intensive function # Header header = "Relative Intensity ("+str(i)+"+)"+self.createHeader(compositions, ref) fw.write(header) # Actual data for j in total: fw.write(str(j[0])) totalIntensity = 1 for k in compositions: for l in j[1]: try: if l.composition == k[0] and float(l.time) == float(k[1]) and float(l.timeWindow) == float(k[2]): for m in l.isotopes: if int(m.charge) == i: totalIntensity += max(0, m.obsInt) except AttributeError: pass for k in compositions: sumInt = 0 for l in j[1]: try: if l.composition == k[0] and float(l.time) == float(k[1]) and float(l.timeWindow) == float(k[2]): for m in l.isotopes: if int(m.charge) == i: sumInt += max(0, m.obsInt) except AttributeError: pass if sumInt > 0: fw.write("\t"+str(float(sumInt)/float(totalIntensity))) else: fw.write("\t") fw.write("\n") fw.write("\n") ###################################################### # Analyte Relative Intensity (Cluster Normalization) # ################################################################################################ # TODO: Check if this can not be simplified now that we have timewindow in compositions as [2] # ################################################################################################ if self.analyteRelIntensity.get() == 1 and self.analyteBckSub.get() == 0 and self.normalizeCluster.get() == 1: ######################### # Combined charge state # ######################### if self.analytePerCharge.get() == 0: # Header header = "Relative Intensity (Cluster Normalization)"+self.createHeader(compositions, ref) fw.write(header) # Actual Data clusters = [] for i in total: for j in compositions: for k in i[1]: try: currentCluster = "-".join((k.time, k.timeWindow)) if currentCluster not in clusters: clusters.append(currentCluster) except AttributeError: continue for i in total: clusterValues = [] fw.write(str(i[0])) for j in clusters: clusterTime = float(j.split("-")[0]) clusterWindow = float(j.split("-")[1]) totalIntensity = 1 for k in compositions: for l in i[1]: try: if l.composition == k[0] and float(l.time) == clusterTime and float(l.timeWindow) == clusterWindow and float(k[1]) == float(l.time) and float(k[2]) == float(l.timeWindow): for m in l.isotopes: totalIntensity += max(0, m.obsInt) except AttributeError: pass clusterValues.append((clusterTime, clusterWindow, totalIntensity)) for j in compositions: flag = 0 sumInt = 0 for k in i[1]: for l in clusterValues: try: if k.composition == j[0] and float(k.time) == l[0] and float(k.timeWindow) == l[1] and float(j[1]) == float(k.time) and float(j[2]) == float(k.timeWindow): flag = 1 for m in k.isotopes: sumInt += max(0, m.obsInt) if sumInt > 0: fw.write("\t"+str(float(sumInt)/float(l[2]))) else: fw.write("\t") except AttributeError: pass if flag == 0: fw.write("\t") fw.write("\n") fw.write("\n") #################### # Per charge state # #################### if self.analytePerCharge.get() == 1: minCharge = sys.maxsize maxCharge = 0 for i in total: for j in compositions: for k in i[1]: try: if k.composition == j[0] and float(k.time) == float(j[1]) and float(k.timeWindow) == float(j[2]): for l in k.isotopes: if int(l.charge) < minCharge: minCharge = int(l.charge) elif int(l.charge) > maxCharge: maxCharge = int(l.charge) except AttributeError: pass for i in range(minCharge,maxCharge+1): # This is a time intensive function # Header header = "Relative Intensity (Cluster Normalization, "+str(i)+"+)"+self.createHeader(compositions, ref, i) fw.write(header) # Actual data clusters = [] for j in total: for k in compositions: for l in j[1]: try: currentCluster = "-".join((l.time, l.timeWindow)) if currentCluster not in clusters: clusters.append(currentCluster) except AttributeError: continue for j in total: clusterValues = [] fw.write(str(j[0])) for k in clusters: clusterTime = float(k.split("-")[0]) clusterWindow = float(k.split("-")[1]) totalIntensity = 1 for l in compositions: for m in j[1]: try: if m.composition == l[0] and float(m.time) == clusterTime and float(m.timeWindow) == clusterWindow and float(l[1]) == float(m.time) and float(l[2]) == float(m.timeWindow): for n in m.isotopes: if int(n.charge) == i: totalIntensity += max(0, n.obsInt) except AttributeError: pass clusterValues.append((clusterTime, clusterWindow, totalIntensity)) for k in compositions: flag = 0 sumInt = 0 for l in j[1]: for m in clusterValues: try: if l.composition == k[0] and float(l.time) == m[0] and float(l.timeWindow) == m[1] and float(k[1]) == float(l.time) and float(k[2]) == float(l.timeWindow): flag = 1 for n in l.isotopes: if int(n.charge) == i: sumInt += max(0, n.obsInt) if sumInt > 0: fw.write("\t"+str(float(sumInt)/float(m[2]))) else: fw.write("\t") except AttributeError: pass if flag == 0: fw.write("\t") fw.write("\n") fw.write("\n") ################################################################## # Background Subtracted Relative Intensity (Total Normalization) # ################################################################## if self.analyteRelIntensity.get() == 1 and self.analyteBckSub.get() == 1 and self.normalizeCluster.get() == 0: ######################### # Combined charge state # ######################### if self.analytePerCharge.get() == 0: # Header header = "Relative Intensity (Background Subtracted)"+self.createHeader(compositions, ref) fw.write(header) # Actual data for i in total: fw.write(str(i[0])) totalIntensity = 1 for j in compositions: for k in i[1]: try: if k.composition == j[0] and float(k.time) == float(j[1]) and float(k.timeWindow) == float(j[2]): for l in k.isotopes: totalIntensity += max(0, l.obsInt - l.background) except AttributeError: pass for j in compositions: sumInt = 0 for k in i[1]: try: if k.composition == j[0] and float(k.time) == float(j[1]) and float(k.timeWindow) == float(j[2]): for l in k.isotopes: sumInt += max(0, l.obsInt - l.background) except AttributeError: pass if sumInt > 0: fw.write("\t"+str(float(sumInt)/float(totalIntensity))) else: fw.write("\t") fw.write("\n") fw.write("\n") #################### # Per charge state # #################### if self.analytePerCharge.get() == 1: minCharge = sys.maxsize maxCharge = 0 for i in total: for j in compositions: for k in i[1]: try: if k.composition == j[0] and float(k.time) == float(j[1]) and float(k.timeWindow) == float(j[2]): for l in k.isotopes: if int(l.charge) < minCharge: minCharge = int(l.charge) elif int(l.charge) > maxCharge: maxCharge = int(l.charge) except AttributeError: pass for i in range(minCharge,maxCharge+1): # This is a time intensive function # Header header = "Relative Intensity (Background Subtracted, "+str(i)+"+)"+self.createHeader(compositions, ref, i) fw.write(header) # Actual data for j in total: fw.write(str(j[0])) totalIntensity = 1 for k in compositions: for l in j[1]: try: if l.composition == k[0] and float(l.time) == float(k[1]) and float(l.timeWindow) == float(k[2]): for m in l.isotopes: if int(m.charge) == i: totalIntensity += max(0, m.obsInt - m.background) except AttributeError: pass for k in compositions: sumInt = 0 for l in j[1]: try: if l.composition == k[0] and float(l.time) == float(k[1]) and float(l.timeWindow) == float(k[2]): for m in l.isotopes: if int(m.charge) == i: sumInt += max(0, m.obsInt - m.background) except AttributeError: pass if sumInt > 0: fw.write("\t"+str(float(sumInt)/float(totalIntensity))) else: fw.write("\t") fw.write("\n") fw.write("\n") ##################################################################### # Background Subtracted Relative Intensity (Cluster Normalization) # ##################################################################### if self.analyteRelIntensity.get() == 1 and self.analyteBckSub.get() == 1 and self.normalizeCluster.get() == 1: ######################### # Combined charge state # ######################### if self.analytePerCharge.get() == 0: # Header header = "Relative Intensity (Background Subtracted, Cluster Normalization)"+self.createHeader(compositions, ref) fw.write(header) # Actual Data clusters = [] for i in total: for j in compositions: for k in i[1]: try: currentCluster = "-".join((k.time, k.timeWindow)) if currentCluster not in clusters: clusters.append(currentCluster) except AttributeError: continue for i in total: fw.write(str(i[0])) clusterValues = [] for j in clusters: clusterTime = float(j.split("-")[0]) clusterWindow = float(j.split("-")[1]) totalIntensity = 1 for k in compositions: for l in i[1]: try: if l.composition == k[0] and float(l.time) == clusterTime and float(l.timeWindow) == clusterWindow and float(k[1]) == float(l.time) and float(k[2]) == float(l.timeWindow): for m in l.isotopes: totalIntensity += max(0, m.obsInt - m.background) except AttributeError: pass clusterValues.append((clusterTime, clusterWindow, totalIntensity)) for j in compositions: flag = 0 sumInt = 0 for k in i[1]: for l in clusterValues: try: if k.composition == j[0] and float(k.time) == l[0] and float(k.timeWindow) == l[1] and float(j[1]) == float(k.time) and float(j[2]) == float(k.timeWindow): flag = 1 for m in k.isotopes: sumInt += max(0, m.obsInt - m.background) if sumInt > 0: fw.write("\t"+str(float(sumInt)/float(l[2]))) else: fw.write("\t") except AttributeError: pass if flag == 0: fw.write("\t") fw.write("\n") fw.write("\n") #################### # Per charge state # #################### if self.analytePerCharge.get() == 1: minCharge = sys.maxsize maxCharge = 0 for i in total: for j in compositions: for k in i[1]: try: if k.composition == j[0] and float(k.time) == float(j[1]) and float(k.timeWindow) == float(j[2]): for l in k.isotopes: if int(l.charge) < minCharge: minCharge = int(l.charge) elif int(l.charge) > maxCharge: maxCharge = int(l.charge) except AttributeError: pass for i in range(minCharge,maxCharge+1): # This is a time intensive function # Header header = "Relative Intensity (Background Subtracted, Cluster Normalization, "+str(i)+"+)"+self.createHeader(compositions, ref, i) fw.write(header) # Actual data clusters = [] for j in total: for k in compositions: for l in j[1]: try: currentCluster = "-".join((l.time, l.timeWindow)) if currentCluster not in clusters: clusters.append(currentCluster) except AttributeError: continue for j in total: clusterValues = [] fw.write(str(j[0])) for k in clusters: clusterTime = float(k.split("-")[0]) clusterWindow = float(k.split("-")[1]) totalIntensity = 1 for l in compositions: for m in j[1]: try: if m.composition == l[0] and float(m.time) == clusterTime and float(m.timeWindow) == clusterWindow and float(l[1]) == float(m.time) and float(l[2]) == float(m.timeWindow): for n in m.isotopes: if int(n.charge) == i: totalIntensity += max(0, n.obsInt - n.background) except AttributeError: pass clusterValues.append((clusterTime, clusterWindow, totalIntensity)) for k in compositions: flag = 0 sumInt = 0 for l in j[1]: for m in clusterValues: try: if l.composition == k[0] and float(l.time) == m[0] and float(l.timeWindow) == m[1] and float(k[1]) == float(l.time) and float(k[2]) == float(l.timeWindow): flag = 1 for n in l.isotopes: if int(n.charge) == i: sumInt += max(0, n.obsInt - n.background) if sumInt > 0: fw.write("\t"+str(float(sumInt)/float(m[2]))) else: fw.write("\t") except AttributeError: pass if flag == 0: fw.write("\t") fw.write("\n") fw.write("\n") ################################ # Analyte Background Intensity # ################################ if self.analyteBackground.get() == 1: ######################### # Combined charge state # ######################### if self.analytePerCharge.get() == 0: # Header header = "Background"+self.createHeader(compositions, ref) fw.write(header) # Actual data for i in total: fw.write(str(i[0])) for j in compositions: sumInt = 0 for k in i[1]: try: if k.composition == j[0] and float(k.time) == float(j[1]) and float(k.timeWindow) == float(j[2]): for l in k.isotopes: sumInt += l.background except AttributeError: pass fw.write("\t"+str(sumInt)) fw.write("\n") fw.write("\n") #################### # Per charge state # #################### if self.analytePerCharge.get() == 1: minCharge = sys.maxsize maxCharge = 0 for i in total: for j in compositions: for k in i[1]: try: if k.composition == j[0] and float(k.time) == float(j[1]) and float(k.timeWindow) == float(j[2]): for l in k.isotopes: if int(l.charge) < minCharge: minCharge = int(l.charge) elif int(l.charge) > maxCharge: maxCharge = int(l.charge) except AttributeError: pass for i in range(minCharge,maxCharge+1): # This is a time intensive function # Header header = "Background ("+str(i)+"+)"+str(i)+"+)"+self.createHeader(compositions, ref, i) fw.write(header) # Actual data for j in total: fw.write(str(j[0])) for k in compositions: sumInt = 0 for l in j[1]: try: if l.composition == k[0] and float(l.time) == float(k[1]) and float(l.timeWindow) == float(k[2]): for m in l.isotopes: if int(m.charge) == i: sumInt += m.background except AttributeError: pass fw.write("\t"+str(sumInt)) fw.write("\n") fw.write("\n") ####################### # Analyte Noise Value # ####################### if self.analyteNoise.get() == 1: ######################### # Combined charge state # ######################### if self.analytePerCharge.get() == 0: # Header header = "Noise"+self.createHeader(compositions, ref) fw.write(header) # Actual data for i in total: fw.write(str(i[0])) for j in compositions: sumInt = 0 for k in i[1]: try: if k.composition == j[0] and float(k.time) == float(j[1]) and float(k.timeWindow) == float(j[2]): for l in k.isotopes: sumInt += l.noise except AttributeError: pass fw.write("\t"+str(sumInt)) fw.write("\n") fw.write("\n") #################### # Per charge state # #################### if self.analytePerCharge.get() == 1: minCharge = sys.maxsize maxCharge = 0 for i in total: for j in compositions: for k in i[1]: try: if k.composition == j[0] and float(k.time) == float(j[1]) and float(k.timeWindow) == float(j[2]): for l in k.isotopes: if int(l.charge) < minCharge: minCharge = int(l.charge) elif int(l.charge) > maxCharge: maxCharge = int(l.charge) except AttributeError: pass for i in range(minCharge,maxCharge+1): # This is a time intensive function # Header header = "Noise ("+str(i)+"+)"+self.createHeader(compositions, ref, i) fw.write(header) # Actual data for j in total: fw.write(str(j[0])) for k in compositions: sumInt = 0 for l in j[1]: try: if l.composition == k[0] and float(l.time) == float(k[1]) and float(l.timeWindow) == float(k[2]): for m in l.isotopes: if int(m.charge) == i: sumInt += m.noise except AttributeError: pass fw.write("\t"+str(sumInt)) fw.write("\n") fw.write("\n") ####################### # Alignment Residuals # ####################### if self.alignmentQC.get() == 1: # Get results totalResults = [] for file in glob.glob(os.path.join(str(self.batchFolder),"*.alignment")): resultBuffer = [] with open (file,'r') as fr: for line in fr: line = line.strip().split() resultBuffer.append(line) totalResults.append((file,resultBuffer)) # Header header = [] for i in totalResults: if len(i[1]) > len(header): header = i[1][:] fw.write("Alignment Features Residual") for i in header[1:]: fw.write("\t"+str(i[0])) fw.write("\tRMS\n") # Actual Data for i in totalResults: RMS = 0 fw.write(str(i[0])) for j in header[1:]: flag = 0 for k in i[1]: if j[0] == k[0]: fw.write("\t"+str(float(k[3])-float(k[1]))) RMS += (float(k[3])-float(k[1]))**2 flag = 1 if flag == 0: fw.write("\t") fw.write("\t"+str(math.sqrt(RMS))+"\n") fw.write("\n") ##################################### # Alignment Features Retention Time # ##################################### if self.alignmentQC.get() == 1: # Get results totalResults = [] for file in glob.glob(os.path.join(str(self.batchFolder),"*.alignment")): resultBuffer = [] with open (file,'r') as fr: for line in fr: line = line.strip().split() resultBuffer.append(line) totalResults.append((file,resultBuffer)) # Header header = [] for i in totalResults: if len(i[1]) > len(header): header = i[1][:] fw.write("Alignment Features Retention Time") for i in header[1:]: fw.write("\t"+str(i[0])) # Actual Data for i in totalResults: fw.write(str(i[0])) for j in header[1:]: flag = 0 for k in i[1]: if j[0] == k[0]: fw.write("\t"+str(float(k[3]))) flag = 1 if flag == 0: fw.write("\t") fw.write("\n") fw.write("\n") ################################## # Analyte Mass Accuracy (in PPM) # ################################## if self.qualityControl.get() == 1: minCharge = sys.maxsize maxCharge = 0 for i in total: for j in compositions: for k in i[1]: try: if k.composition == j[0] and float(k.time) == float(j[1]) and float(k.timeWindow) == float(j[2]): for l in k.isotopes: if int(l.charge) < minCharge: minCharge = int(l.charge) elif int(l.charge) > maxCharge: maxCharge = int(l.charge) except AttributeError: pass for i in range(minCharge,maxCharge+1): # This is a time intensive function # Header header = "Mass Accuracy [ppm] ("+str(i)+"+)"+self.createHeader(compositions, ref, i) fw.write(header) # Actual Data for j in total: fw.write(str(j[0])) for k in compositions: relContribution = 0.0 targetMass = 0.0 actualMass = 0.0 for l in j[1]: try: if l.composition == k[0] and float(l.time) == float(k[1]) and float(l.timeWindow) == float(k[2]): for m in l.isotopes: if m.expInt > relContribution and int(m.charge) == i: relContribution = m.expInt targetMass = m.mass actualMass = m.measMass except AttributeError: pass try: ppm = ((actualMass - targetMass) / targetMass) * 1000000 fw.write("\t"+str(ppm)) except ZeroDivisionError: fw.write("\t") fw.write("\n") fw.write("\n") ############################ # Isotopic Pattern Quality # ############################ if self.qualityControl.get() == 1: minCharge = sys.maxsize maxCharge = 0 for i in total: for j in compositions: for k in i[1]: try: if k.composition == j[0] and float(k.time) == float(j[1]) and float(k.timeWindow) == float(j[2]): for l in k.isotopes: if int(l.charge) < minCharge: minCharge = int(l.charge) elif int(l.charge) > maxCharge: maxCharge = int(l.charge) except AttributeError: pass for i in range(minCharge,maxCharge+1): # This is a time intensive function # Header header = "Isotopic Pattern Quality ("+str(i)+"+)"+self.createHeader(compositions, ref, i) fw.write(header) # Actual data for j in total: fw.write(str(j[0])) for k in compositions: sumInt = 0 totalExpInt = 0 qc = 0 for l in j[1]: try: if l.composition == k[0] and float(l.time) == float(k[1]) and float(l.timeWindow) == float(k[2]): for m in l.isotopes: if int(m.charge) == i: sumInt += max(float(m.obsInt) - float(m.background),0) totalExpInt += float(m.expInt) for m in l.isotopes: if int(m.charge) == i: try: maxIntensityBackCorrected = max(float(m.obsInt) - float(m.background),0) qc += abs((maxIntensityBackCorrected / float(sumInt)) - (m.expInt/totalExpInt)) except ZeroDivisionError: pass except AttributeError: pass if qc > 0: fw.write("\t"+str(qc)) else: fw.write("\t") fw.write("\n") fw.write("\n") ######################### # Signal to Noise ratio # ######################### if self.qualityControl.get() == 1: minCharge = sys.maxsize maxCharge = 0 for i in total: for j in compositions: for k in i[1]: try: if k.composition == j[0] and float(k.time) == float(j[1]) and float(k.timeWindow) == float(j[2]): for l in k.isotopes: if int(l.charge) < minCharge: minCharge = int(l.charge) elif int(l.charge) > maxCharge: maxCharge = int(l.charge) except AttributeError: pass for i in range(minCharge,maxCharge+1): # This is a time intensive function # Header header = "S/N ("+str(i)+"+)"+self.createHeader(compositions, ref, i) fw.write(header) # Actual data for j in total: fw.write(str(j[0])) for k in compositions: expInt = 0 SN = 0 for l in j[1]: try: if l.composition == k[0] and float(l.time) == float(k[1]) and float(l.timeWindow) == float(k[2]): for m in l.isotopes: if m.expInt > expInt and int(m.charge) == i: try: SN = (m.obsMax - m.backgroundPoint) / m.noise except ZeroDivisionError: pass expInt = m.expInt except AttributeError: pass if SN > 0: fw.write("\t"+str(SN)) else: fw.write("\t") fw.write("\n") fw.write("\n") ######################################### # Fraction of analytes above S/N cutoff # ######################################### if self.spectraQualityControl.get() == 1: ref = [] self.refParser(ref) times = [] for i in ref: times.append((i[4],i[5])) chunks = collections.OrderedDict() for i in times: if i not in chunks.keys(): chunks['%s' % '-'.join(i)] = [] for i in ref: chunks['%s' % '-'.join((i[4],i[5]))].append(i) # Header fw.write("Fraction of analytes above S/N Cutoff") for index,i in enumerate(chunks.keys()): fw.write("\t"+str(i)) fw.write("\n") #for index,i in enumerate(chunks.keys()): # Actual data for j in total: fw.write(str(j[0])) for index,i in enumerate(chunks.keys()): numberTotal = 0 numberPass = 0 for k in compositions: expInt = 0 SN = 0 for l in j[1]: try: if l.composition == k[0] and float(l.time) == float(i.split("-")[0]) and float(l.timeWindow) == float(i.split("-")[1]): numberTotal += 1 for m in l.isotopes: if m.expInt > expInt: # and int(m.charge) == i: try: SN = (m.obsMax - m.backgroundPoint) / m.noise except ZeroDivisionError: pass expInt = m.expInt if SN > S_N_CUTOFF: numberPass += 1 except AttributeError: pass if numberTotal > 0: fw.write("\t"+str(float(numberPass)/float(numberTotal))) else: fw.write("\t") fw.write("\n") fw.write("\n") def writeResults(self,results,file): """ This function writes the resultes per file away to a raw file. INPUT: A file name and a list of results OUTPUT: A raw file per measurement """ outFile = os.path.split(file)[-1] outFile = outFile.split(".")[0] outFile = outFile+".raw" outFile = os.path.join(self.batchFolder,outFile) with open(outFile,'w') as fw: fw.write(str(file)+"\n") fw.write("Composition\tCharge\tIsotope\tExact Mass\tAccurate Mass\tTime\tTheor Area\tMass Window\tTime Window\tArea\tBackground Area\tBackground Point\tNoise\tMax Intensity\n") for index,i in enumerate(results): composition, charge, isotope = "_".join(i[4][0].split("_")[:-2]), i[4][0].split("_")[-2], i[4][0].split("_")[-1] fw.write(str(composition)+"\t"+str(charge)+"\t"+str(isotope)+"\t"+str(i[4][1])+"\t"+str(i[2])+"\t"+str(i[4][4])+"\t"+str(i[4][2])+"\t"+str(i[4][3])+"\t"+str(i[4][5])+"\t"+str(i[0])+"\t"+str(i[1][1])+"\t"+str(i[1][0])+"\t"+str(i[1][2])+"\t"+str(i[3])+"\n") def batchPopup(self,master): """ This function creates a pop up box in which all the parameters for a batch process can be set and visualized. The window can access and set the masters alFile, refFile and batchFolder. The window can also call the outputPopup function (to specify the contents of final summary) and start the actual batchProcess function. INPUT: None OUTPUT: None """ if master.batchWindow == 1: return master.batchWindow = 1 self.al = tk.StringVar() self.ref = tk.StringVar() self.folder = tk.StringVar() if master.alFile: self.al.set(master.alFile) if master.refFile: self.ref.set(master.refFile) if master.batchFolder: self.folder.set(master.batchFolder) def alButton(): master.openAlFile() self.al.set(master.alFile) def refButton(): master.openRefFile() self.ref.set(master.refFile) def batchButton(): master.openBatchFolder() self.folder.set(master.batchFolder) def close(self): master.batchWindow = 0 top.destroy() def run(): master.batchWindow = 0 top.destroy() master.batchProcess(master) top = self.top = tk.Toplevel() top.protocol( "WM_DELETE_WINDOW", lambda: close(self)) self.aligns = tk.Button(top, text = "Alignment File", widt = 25, command = lambda: alButton()) self.aligns.grid(row = 2, column = 0, sticky = tk.W) self.alLabel = tk.Label(top, textvariable = self.al, width = 25) self.alLabel.grid(row = 2, column = 1) self.calibrate = tk.Checkbutton(top, text = "Calibration", variable = master.calFile, onvalue = 1, offvalue = 0) self.calibrate.grid(row = 3, column = 0, sticky = tk.W) self.compos = tk.Button(top, text = "Reference File", width = 25, command = lambda: refButton()) self.compos.grid(row = 4, column = 0, sticky = tk.W) self.com = tk.Label(top, textvariable = self.ref, width = 25) self.com.grid(row = 4, column = 1) self.batchDir = tk.Button(top, text = "Batch Directory", width = 25, command = lambda: batchButton()) self.batchDir.grid(row = 5, column = 0, sticky = tk.W) self.batch = tk.Label(top, textvariable = self.folder, width = 25) self.batch.grid(row = 5, column = 1) self.output = tk.Button(top, text = "Output Format", width = 25, command = lambda: master.outputPopup(master)) self.output.grid(row = 6, column = 0,columnspan = 2) self.run = tk.Button(top, text = "Run Batch Process", width = 25, command = lambda: run()) self.run.grid(row = 7, column = 0, columnspan = 2) #top.lift() # Couple the attributes to button presses top.attributes("-topmost", True) def outputPopup(self,master): """ This function creates a pop up box to specify what output should be shown in the final summary. The default value for all variables is off (0) and by ticking a box it is set to on (1). INPUT: None OUTPUT: None """ if master.outputWindow == 1: return master.outputWindow = 1 def select_all(self): master.analyteIntensity.set(1) master.analyteRelIntensity.set(1) master.analyteBackground.set(1) master.analyteNoise.set(1) master.analytePerCharge.set(1) master.analyteBckSub.set(1) master.normalizeCluster.set(1) master.alignmentQC.set(1) master.qualityControl.set(1) master.spectraQualityControl.set(1) def select_none(self): master.analyteIntensity.set(0) master.analyteRelIntensity.set(0) master.analyteBackground.set(0) master.analyteNoise.set(0) master.analytePerCharge.set(0) master.analyteBckSub.set(0) master.normalizeCluster.set(0) master.alignmentQC.set(0) master.qualityControl.set(0) master.spectraQualityControl.set(0) def close(self): master.outputWindow = 0 top.destroy() top = self.top = tk.Toplevel() top.protocol( "WM_DELETE_WINDOW", lambda: close(self)) self.all = tk.Button(top, text = "Select All", command = lambda: select_all(self)) self.all.grid(row = 0, column = 0, sticky = tk.W) self.none = tk.Button(top, text = "Select None", command = lambda: select_none(self)) self.none.grid(row = 0, column = 1, sticky = tk.E) self.text1 = tk.Label(top, text = "Base Outputs", font="bold") self.text1.grid(row = 1, column = 0, sticky = tk.W) self.text2 = tk.Label(top, text = "Output Modifiers", font="bold") self.text2.grid(row = 1, column = 1, sticky = tk.W) # Analyte Intensity (*,#) self.ai = tk.Checkbutton(top, text = u"Analyte Intensity\u00B9\u00B7\u00B2", variable = master.analyteIntensity, onvalue = 1, offvalue = 0) self.ai.grid(row = 2, column = 0, sticky = tk.W) self.ri = tk.Checkbutton(top, text = u"Relative Intensity\u00B9\u00B7\u00B2\u00B7\u00B3", variable = master.analyteRelIntensity, onvalue = 1, offvalue = 0) self.ri.grid(row = 3, column = 0, sticky = tk.W) self.back = tk.Checkbutton(top, text = u"Analyte Background\u00B9", variable = master.analyteBackground, onvalue = 1, offvalue = 0) self.back.grid(row = 4, column = 0, sticky = tk.W) self.analNoise = tk.Checkbutton(top, text = u"Analyte Noise\u00B9", variable = master.analyteNoise, onvalue = 1, offvalue = 0) self.analNoise.grid(row = 5, column = 0, sticky = tk.W) self.chargeState = tk.Checkbutton(top, text = u"\u00B9Intensities per Charge State", variable = master.analytePerCharge, onvalue = 1, offvalue = 0) self.chargeState.grid(row = 2, column = 1, sticky = tk.W) self.bckSub = tk.Checkbutton(top, text = u"\u00B2Background subtracted Intensities", variable = master.analyteBckSub, onvalue = 1, offvalue = 0) self.bckSub.grid(row = 3, column = 1, sticky = tk.W) self.norClus = tk.Checkbutton(top, text = u"\u00B3Normalization per cluster", variable = master.normalizeCluster, onvalue = 1, offvalue = 0) self.norClus.grid(row = 4, column = 1, sticky = tk.W) self.align = tk.Checkbutton(top, text="Alignment QC", variable=master.alignmentQC, onvalue=1, offvalue=0) self.align.grid(row = 6, column=0, sticky=tk.W) self.qc = tk.Checkbutton(top, text = "Analyte QC", variable = master.qualityControl, onvalue = 1, offvalue = 0) self.qc.grid(row = 7, column = 0, sticky = tk.W) self.specQC = tk.Checkbutton(top, text="Spectral QC", variable = master.spectraQualityControl, onvalue=1, offvalue=0) self.specQC.grid(row = 8, column = 0, sticky = tk.W) self.button = tk.Button(top,text='Ok',command = lambda: close(self)) self.button.grid(row = 9, column = 0, columnspan = 2) top.lift() def binarySearch(self, array, target, high, direction): """Returns element number directly to the left in array 'array' of specified element 'target', assuming 'array[x][0]' is sorted, if direction is set as 'left'. The return value a is such that all elements in array[:a] have element < target, and all e in array[a:] have element >= target. Returns element number directly to the right in array 'array' of specified element 'target', assuming 'array[x][0]' is sorted, if direction is set as 'right' The return value a is such that all elements in array[:a] have element <= target, and all e in array[a:] have element > target. former left""" if target >= array[0][0] and target <= array[high][0]: a = 0 b = high while a < b: mid=(a+b)//2 if direction == 'left': if array[mid][0] < target: a=mid+1 else: b=mid if direction == 'right': if array[mid][0] > target: b = mid else: a = mid+1 return a def openFile(self): """ This function opens a Tkinter filedialog, asking the user to select a file. The chosen file is then read (by the readData function) and the read data is used to plot the selected spectrum on the screen (by the plotData function). INPUT: None OUTPUT: None """ file_path = filedialog.askopenfilename() if not file_path: pass else: setattr(self,'inputFile',file_path) def openCalFile(self): """ This function opens a Tkinter filedialog, asking the user to select a file. The chosen file is then set to the self.calFile variable. INPUT: None OUTPUT: None """ file_path = filedialog.askopenfilename() if not file_path: pass else: setattr(self,'calFile',file_path) def openBatchFolder(self): """ This function opens a Tkinter filedialog, asking the user to select a directory. The chosen directory is then set to the self.batchFolder variable. INPUT: None OUTPUT: None """ folder_path = filedialog.askdirectory() if not folder_path: pass else: setattr(self,'batchFolder',folder_path) def openRefFile(self): """ This function opens a Tkinter filedialog, asking the user to select a file. The chosen file is then set to the self.refFile variable. INPUT: None OUTPUT: None """ file_path = filedialog.askopenfilename() if not file_path: pass else: setattr(self,'refFile',file_path) def openAlFile(self): """ This function opens a Tkinter filedialog, asking the user to select a file. The chosen file is then set to the self.alFile variable. INPUT: None OUTPUT: None """ file_path = filedialog.askopenfilename() if not file_path: pass else: setattr(self,'alFile',file_path) def processBlock(self, block, array, readTimes): """ This function processes a data block as taken from the input file. INPUT: A data block from the mzXML file OUTPUT: None """ #if "scan num" in block: # scan = block.split("scan num")[1] # scan = scan.split("\"")[1] if "retentionTime" in block: rt = block.split("retentionTime")[1] rt = rt.split("\"")[1] if rt[0] == 'P': rt = rt[2:-1] #if "peaksCount" in block: # peaks = block.split("peaksCount")[1] # FIX not to catch zlib in encoded data if '"zlib"' in block: compression = True # FIX for implicit no compression else: compression = False if "byteOrder" in block: byteOrder = block.split("byteOrder")[1] byteOrder = byteOrder.split("\"")[1] if "precision" in block: precision = block.split("precision")[1] precision = precision.split("\"")[1] # FIX pairOrder is Bruker format bending if "contentType" in block or "pairOrder" in block: peaks = block.split('"m/z-int">')[1] peaks = peaks.split("</peaks>")[0] if peaks: if readTimes: flag = 0 for i in readTimes: if float(rt) >= i[0] and float(rt) <= i[1]: self.mzXMLDecoder(rt, peaks, precision, compression, byteOrder, array) flag = 1 if flag == 0: array.append((float(rt),None)) else: self.mzXMLDecoder(rt, peaks, precision, compression, byteOrder, array) ###################################################### # START OF FUNCTIONS RELATED TO PARSING ANALYTE FILE # ###################################################### #def getChanceNetwork(self,(mass,carbons,hydrogens,nitrogens,oxygens17,oxygens18,sulfurs33,sulfurs34,sulfurs36)): def getChanceNetwork(self, foo): """ This function calculates the total chance network based on all the individual distributions. The function multiplies all the chances to get a single chance for a single option. INPUT: A list containing the Analyte m/z followed by several other lists (1 for each isotopic state). OUTPUT: A list of float tuples (isotopic m/z, isotopic chance) """ mass,carbons,hydrogens,nitrogens,oxygens17,oxygens18,sulfurs33,sulfurs34,sulfurs36 = foo totals = [] for x in itertools.product(carbons,hydrogens,nitrogens,oxygens17,oxygens18,sulfurs33,sulfurs34,sulfurs36): i, j, k, l, m, n, o, p = x totals.append((mass+i[0]+j[0]+k[0]+l[0]+m[0]+n[0]+o[0]+p[0], i[1]*j[1]*k[1]*l[1]*m[1]*n[1]*o[1]*p[1])) return totals def mergeChances(self,totals): """ This function merges all the isotopic chances based on the specified resolution of the machine. INPUT: A list of float tuples (isotopic m/z, isotopic chance) OUTPUT: A sorted list of float tuples (isotopic m/z, isotopic chance). """ results = [] newdata = {d: True for d in totals} for k, v in totals: if not newdata[(k,v)]: continue newdata[(k,v)] = False # use each piece of data only once keys,values = [k*v],[v] for kk, vv in [d for d in totals if newdata[d]]: if abs(k-kk) < EPSILON: keys.append(kk*vv) values.append(vv) newdata[(kk,vv)] = False results.append((sum(keys)/sum(values),sum(values))) return results def calcDistribution(self, element, number): """ This function calculates the fraction of the total intensity that is present in each isotope of the given element based on a binomial distribution. The function takes the name of the element and the number of atoms of said element as an input and returns a list of (m/z,fraction) tuples. The number of isotopes that is returned is dependant on the distribution, once fractions fall below 0.001 the function stops. INPUT1: A string containing the code for the element (ie 33S) INPUT2: An integer listing the number of atoms OUTPUT: A list of float tuples (isotope m/z, isotope fraction). """ fractions = [] for i in element: lastFraction = 0. j = 0 while j <= number: nCk = math.factorial(number) / (math.factorial(j) * math.factorial(number - j)) f = nCk * i[1]**j * (1 - i[1])**(number-j) fractions.append((i[2]*j,f)) j+= 1 if f < 0.001 and f < lastFraction: break lastFraction = f return fractions def parseAnalyte(self,Analyte): """ This function splits the Analyte input string into a parts and calculates the total number of each element of interest per Analyte. The function will then attach further elements based on the user specified mass modifiers before calling the isotopic distribution function. The function finally returns a list containing the analyte mass and distribution lists for each isotopic state. INPUT: A string containing the Analyte (ie 'H4N4') OUTPUT: A list containing the Analyte m/z followed by several other lists (1 for each isotopic state). """ results = [] mass = 0 numCarbons = 0 numHydrogens = 0 numNitrogens = 0 numOxygens = 0 numSulfurs = 0 totalElements = 0 units = ["".join(x) for _,x in itertools.groupby(Analyte,key=str.isdigit)] # Calculate the bass composition values for index,j in enumerate(units): present_flag = False for k in UNITS: if j == k: try: int(units[index+1]) except: messagebox.showinfo( "Error Message","There is no number "+ "specified for building block "+ str(j)) sys.exit() mass += float(BLOCKS[k]['mass']) * float(units[index+1]) numCarbons += int(BLOCKS[k]['carbons']) * int(units[index+1]) numHydrogens += int(BLOCKS[k]['hydrogens']) * int(units[index+1]) numNitrogens += int(BLOCKS[k]['nitrogens']) * int(units[index+1]) numOxygens += int(BLOCKS[k]['oxygens']) * int(units[index+1]) numSulfurs += int(BLOCKS[k]['sulfurs']) * int(units[index+1]) present_flag = True if present_flag == False and j.isalpha(): messagebox.showinfo( "Error Message","The specified building block of "+ str(j)+" is unknown. Did you create the building "+ "block in the LaCyTools blocks directory?") sys.exit() # Attach the mass modifier values for j in MASS_MODIFIERS: mass += float(BLOCKS[j]['mass']) numCarbons += float(BLOCKS[j]['carbons']) numHydrogens += int(BLOCKS[j]['hydrogens']) numNitrogens += int(BLOCKS[j]['nitrogens']) numOxygens += int(BLOCKS[j]['oxygens']) numSulfurs += int(BLOCKS[j]['sulfurs']) # Calculate the distribution for the given value carbons = self.calcDistribution(C,numCarbons) hydrogens = self.calcDistribution(H,numHydrogens) nitrogens = self.calcDistribution(N,numNitrogens) oxygens17 = self.calcDistribution(O17,numOxygens) oxygens18 = self.calcDistribution(O18,numOxygens) sulfurs33 = self.calcDistribution(S33,numSulfurs) sulfurs34 = self.calcDistribution(S34,numSulfurs) sulfurs36 = self.calcDistribution(S36,numSulfurs) return ((mass,carbons,hydrogens,nitrogens,oxygens17,oxygens18,sulfurs33,sulfurs34,sulfurs36)) def initCompositionMasses(self, file): """ This function reads the composition file. Calculates the masses for the compositions read from the composition file. The function then calculates the mass and fraction of total ions that should be theoretically present in. The final output is a modified reference list containing each analyte's structure and window followed by a list of isotope m/z and isotopic fraction. INPUT: A string containing the path of the composition file OUTPUT: None """ lines = [] with open(file,'r') as fr: for line in fr: line = line.rstrip() lines.append(line) # Chop composition into sub units and get exact mass & carbon count analyteFile = os.path.join(self.batchFolder,"analytes.ref") if OVERWRITE_ANALYTES == False: print ("USING EXISTING REFERENCE FILE") return elif OVERWRITE_ANALYTES == True: if self.log == True: with open('LaCyTools.log', 'a') as flog: flog.write(str(datetime.now())+ "\tPRE-PROCESSING REFERENCE FILE\n") with open(analyteFile,'w') as fw: fw.write("# Peak\tm/z\tRel Area\twindow\trt\ttime window\tCalibration\n") for i in lines: try: if i[0] == "#": continue except IndexError: if self.log == True: with open('LaCyTools.log', 'a') as flog: flog.write(str(datetime.now())+ "\tIncorrect line observed in: "+str(analyteFile)+"\n") except: if self.log == True: with open('LaCyTools.log', 'a') as flog: flog.write(str(datetime.now())+ "\tUnexpected Error: "+str(sys.exc_info()[0])+"\n") i = i.split("\t") # Initialize variables massWindow = MASS_WINDOW timeWindow = TIME_WINDOW minCharge = MIN_CHARGE maxCharge = MAX_CHARGE calibration = False # Check optional variables if len(i) >= 2: time = float(i[1]) if len(i) > 2: if i[2]: massWindow = float(i[2]) if len(i) > 3: if i[3]: timeWindow = int(i[3]) if len(i) > 4: if i[4]: minCharge = int(i[4]) if len(i) > 5: if i[5]: maxCharge = int(i[5]) if len(i) > 6: if i[6]: calibration = True # End of variable check values = self.parseAnalyte(i[0]) totals = self.getChanceNetwork(values) results = self.mergeChances(totals) results = self.selectIsotopes(results) # Write analyte file for j in range(minCharge,maxCharge+1): # Adding the padding windows to determine IPQ for k in range(-EXTRACTION_PADDING, 0): fw.write(str(i[0])+"_"+str(j)+"_"+str(k)+"\t"+str((results[0][0]+k*BLOCKS[CHARGE_CARRIER[0]]['mass']+j*BLOCKS[CHARGE_CARRIER[0]]['mass'])/j)+"\t"+str(0)+"\t"+str(massWindow)+"\t"+str(time)+"\t"+str(timeWindow)+"\tFalse\n") maxIsotope = max(results,key=lambda tup:tup[1])[1] for k in results: if calibration == True and k[1] == maxIsotope: fw.write(str(i[0])+"_"+str(j)+"_"+str(k[2])+"\t"+str((k[0]+j*BLOCKS[CHARGE_CARRIER[0]]['mass'])/j)+"\t"+str(k[1])+"\t"+str(massWindow)+"\t"+str(time)+"\t"+str(timeWindow)+"\tTrue\n") else: fw.write(str(i[0])+"_"+str(j)+"_"+str(k[2])+"\t"+str((k[0]+j*BLOCKS[CHARGE_CARRIER[0]]['mass'])/j)+"\t"+str(k[1])+"\t"+str(massWindow)+"\t"+str(time)+"\t"+str(timeWindow)+"\tFalse\n") if self.log == True: with open('LaCyTools.log', 'a') as flog: flog.write(str(datetime.now())+ "\tPRE-PROCESSING COMPLETE\n") else: print ("Incorrect value for the OVERWRITE_ANALYTES parameter") #################################################### # END OF FUNCTIONS RELATED TO PARSING ANALYTE FILE # #################################################### def extractData(self,ref,array,results): """ This is the controller function for quantitation of data. INPUT: A ref file and input file OUTPUT: A list of results consisting of (area, 'background', accurate mass, maximum intensity point and the current analyte) """ if self.refFile == "": messagebox.showinfo("Error Message","No reference file selected") return if self.inputFile == "": messagebox.showinfo("Error Message","No input file selected") return analyteBuffer = "" for i in ref: intensity = 0 x_points = [] y_points = [] maximum = (0,0) maxInt = 0 # Not pretty but it fixes the charge not being taken into account # with extraction and background determination charge = int(i[0].split("_")[-2]) if '#' in i[0]: pass else: lowMz = self.binarySearch(array,float(i[1])-float(i[3]),len(array)-1,'left') highMz = self.binarySearch(array,float(i[1])+float(i[3]),len(array)-1,'right') if "_".join(i[0].split("_")[:-1]) == analyteBuffer: pass else: background = self.getBackground(array, float(i[1]), charge, float(i[3])) analyteBuffer = "_".join(i[0].split("_")[:-1]) if lowMz and highMz: try: range(lowMz,highMz) except TypeError: print ("\nReference: "+str(i[0])+" has incorrect m/z parameters") input("Press ENTER to exit") sys.exit() for k in range(lowMz, highMz): # Get maximum point for S/N calculation if int(array[k][1]) > maxInt: maxInt = int(array[k][1]) if EXTRACTION_TYPE == 1: if int(array[k][1]) > intensity: intensity = int(array[k][1]) elif EXTRACTION_TYPE == 0: intensity += int(array[k][1]) elif EXTRACTION_TYPE == 2: intensity += array[k][1] * ((array[highMz][0] - array[lowMz][0]) / (highMz - lowMz)) # We need these to get the local maxima x_points.append(array[k][0]) y_points.append(array[k][1]) ###################################################################### # Only spend time on doing this if we actually wanted the PPM Errors # # This is not being used yet, but should! # ###################################################################### if self.qualityControl.get() == 1: try: newX = numpy.linspace(x_points[0],x_points[-1],2500*(x_points[-1]-x_points[0])) f = InterpolatedUnivariateSpline(x_points,y_points) ySPLINE = f(newX) for index, j in enumerate(ySPLINE): if j > maximum[1]: maximum = (newX[index],j) except ValueError: data = zip(x_points,y_points) if self.log == True: with open('LaCyTools.log', 'a') as flog: flog.write(str(datetime.now())+ "\tGuassian Curve Fit failed for analyte: "+str(i[0])+", reverting to non fitted local maximum\n") for j in data: if j[1] > maximum[1]: maximum = (j[0],j[1]) except: print ("Analyte: "+str(i[0])+" is being troublesome, kill it") else: intensity = 0 background = (0,0,0) maximum = (0,0) # Check if maxima above S/N cut-off results.append((intensity,background,maximum[0],maxInt,i)) if self.batchProcessing == 1: return results else: for i in results: print (i) def getBackground(self, array, target, charge, width): """ This functin will determine the background and noise for a given analyte. INPUT: The spectrum in array form, the exact m/z of the analyte, the charge of the analyte and the m/z window OUTPUT: A list of (the average background, the background area and the noise) """ backgroundPoint = 1000000000000000000000000000000000000000000000000000 # Ridiculous start value totals = [] for i in numpy.arange(-BACKGROUND_WINDOW,BACKGROUND_WINDOW,1.0/charge): windowAreas = [] windowIntensities = [] windowMz = [] begin = self.binarySearch(array,(float(target)-i*C[0][2])-float(width),len(array)-1,'left') end = self.binarySearch(array,(float(target)-i*C[0][2])+float(width),len(array)-1,'right') if begin == None or end == None: print ("Specified m/z value of " +str((float(target)-i*C[0][2])-float(width)) + " or " + str((float(target)-i*C[0][2])+float(width))+ " outside of spectra range") input("Press enter to exit") sys.exit() for j in array[begin:end]: windowAreas.append(j[1] * ((array[end][0] - array[begin][0]) / (end - begin))) windowIntensities.append(j[1]) windowMz.append(j[0]) totals.append((windowAreas,windowIntensities,windowMz)) # Find the set of 5 consecutive windows with lowest average intensity if self.background == "MIN": for i in range(0,(2*BACKGROUND_WINDOW)-4): mix = totals[i][1]+totals[i+1][1]+totals[i+2][1]+totals[i+3][1]+totals[i+4][1] avgBackground = numpy.average([sum(totals[i][0]),sum(totals[i+1][0]),sum(totals[i+2][0]),sum(totals[i+3][0]),sum(totals[i+4][0])]) dev = numpy.std(mix) avg = numpy.average(mix) if avg < backgroundPoint: backgroundPoint = avg backgroundArea = avgBackground if self.noise == "RMS": noise = dev elif self.noise == "MM": noise = max(mix) - min(mix) # Find the set of 5 consecutive windows with median average intensity elif self.background == "MEDIAN": values = [] for i in range(0, (2*BACKGROUND_WINDOW)-4): mix = totals[i][1]+totals[i+1][1]+totals[i+2][1]+totals[i+3][1]+totals[i+4][1] avgBackground = numpy.average([sum(totals[i][0]), sum(totals[i+1][0]), sum(totals[i+2][0]), sum(totals[i+3][0]), sum(totals[i+4][0])]) dev = numpy.std(mix) avg = numpy.average(mix) if self.noise == "RMS": noise = dev elif self.noise == "MM": noise = max(mix) - min(mix) values.append((avg, avgBackground, noise)) sortedValues = sorted(values, key=lambda x: x[0]) a, b, c = zip(*sortedValues) backgroundPoint = a[len(a)//2] backgroundArea = b[len(b)//2] noise = c[len(c)//2] # NOBAN METHOD elif self.background == "NOBAN": dataPoints = [] for i in range(0, (2*BACKGROUND_WINDOW)): dataPoints.extend(totals[i][1]) sortedData = sorted(dataPoints) startSize = int(0.25 * float(len(sortedData))) currSize = startSize currAverage = numpy.average(sortedData[0:currSize]) if self.noise == "MM": currNoise = max(sortedData[0:currSize]) - min(sortedData[0:currSize]) elif self.noise == "RMS": currNoise = numpy.std(sortedData[0:currSize]) directionFlag = 0 for k in range(0,len(sortedData)-(startSize+1)): if sortedData[currSize+1] < currAverage + 3 * currNoise: directionFlag == 1 currSize += 1 currAverage = numpy.average(sortedData[0:currSize]) if self.noise == "MM": currNoise = max(sortedData[0:currSize]) - min(sortedData[0:currSize]) elif self.noise == "RMS": currNoise = numpy.std(sortedData[0:currSize]) else: if sortedData[currSize-1] > currAverage + 3 * currNoise and directionFlag == 0: currSize -= 1 currAverage = numpy.average(sortedData[0:currSize]) if self.noise == "MM": currNoise = max(sortedData[0:currSize]) - min(sortedData[0:currSize]) elif self.noise == "RMS": currNoise = numpy.std(sortedData[0:currSize]) else: break # Get Area # Get length and spacing of window windowLength = 0 for i in range(0, (2*BACKGROUND_WINDOW)): if len(totals[i][1]) > windowLength: windowLength = len(totals[i][1]) spacing = (max(totals[i][2])-min(totals[i][2])) / windowLength currArea = windowLength * (currAverage * spacing) # Assign values to generic names backgroundPoint = currAverage backgroundArea = currArea noise = currNoise return (backgroundPoint,backgroundArea,noise) def matchFeatureTimes(self, features): """ This function takes a list of features/times and combines them into a singe list, useful for reading only relevant scans later in the program. INPUT: A list of (m/z,rt) tuples OUTPUT: A list of (rt,rt) tuples """ wanted = [] features = sorted(features, key=lambda x:x[1]) current = (float(features[0][1])-ALIGNMENT_BACKGROUND_MULTIPLIER*ALIGNMENT_TIME_WINDOW, float(features[0][1])+ALIGNMENT_BACKGROUND_MULTIPLIER*ALIGNMENT_TIME_WINDOW) for i in features: if float(i[1])-ALIGNMENT_BACKGROUND_MULTIPLIER*ALIGNMENT_TIME_WINDOW >= current[0] and float(i[1])-ALIGNMENT_BACKGROUND_MULTIPLIER*ALIGNMENT_TIME_WINDOW < current[1]: if float(i[1])+ALIGNMENT_BACKGROUND_MULTIPLIER*ALIGNMENT_TIME_WINDOW > current[1]: current = (current[0],float(i[1])+ALIGNMENT_BACKGROUND_MULTIPLIER*ALIGNMENT_TIME_WINDOW) else: wanted.append(current) current = (float(i[1])-ALIGNMENT_BACKGROUND_MULTIPLIER*ALIGNMENT_TIME_WINDOW, float(i[1])+ALIGNMENT_BACKGROUND_MULTIPLIER*ALIGNMENT_TIME_WINDOW) wanted.append(current) return wanted def matchAnalyteTimes(self, ref): """ This function takes a list of references and creates a list of time tuples, that is needed to read only relevant scans later in the program. INPUT: A list of references (name, mz, int, window and so forth) OUTPUT: A list of (rt,rt) tuples """ wanted = [] ref = sorted(ref,key=lambda x:x[4]) for i in ref: if (float(i[4])-float(i[5])) not in wanted: wanted.append((float(i[4])-float(i[5]),float(i[4])+float(i[5]))) return list(self.merge_ranges(wanted)) def merge_ranges(self,ranges): """ Merge overlapping and adjacent ranges and yield the merged ranges in order. The argument must be an iterable of pairs (start, stop). >>> list(merge_ranges([(5,7), (3,5), (-1,3)])) [(-1, 7)] >>> list(merge_ranges([(5,6), (3,4), (1,2)])) [(1, 2), (3, 4), (5, 6)] >>> list(merge_ranges([])) [] Source = http://stackoverflow.com/questions/24130745/convert-generator-object-to-list-for-debugging """ ranges = iter(sorted(ranges)) current_start, current_stop = next(ranges) for start, stop in ranges: if start > current_stop: # Gap between segments: output current segment and start a new one. yield current_start, current_stop current_start, current_stop = start, stop else: # Segments adjacent or overlapping: merge. current_stop = max(current_stop, stop) yield current_start, current_stop def readData(self, array, readTimes): """ This function reads mzXML files and has the scans decoded on a per scan basis. The scans are identified by getting the line number of the beginning and ending tag for a scan. INPUT: file handle OUTPUT: TBA """ header = True started = False block = "" with open(self.inputFile,'r') as fr: if self.log == True: with open('LaCyTools.log', 'a') as flog: flog.write(str(datetime.now())+ "\tProcessing "+str(self.inputFile)+"\n") for number, line in enumerate(fr): if '</dataProcessing>' in line: header = False if '<scan num="' in line and header == False: started = True if started == True: block +=line if '</scan>' in line and header == False and started == True: self.processBlock(block, array, readTimes) started = False block = "" #print "Finished processing "+str(self.inputFile) def readPTData(self, array, readTimes): """ TODO by Genadij Razdorov """ if self.log == True: with open('LaCyTools.log', 'a') as flog: flog.write(str(datetime.now())+ "\tProcessing "+str(self.inputFile)+"\n") i = self.inputFileIdx for row in self.ptFile.root.scans.where("sample == i"): rt, art, idx, size = row[2:] if art != 0: rt = art if readTimes: for s, e in readTimes: if rt >= s and rt <= e: break else: array.append((rt, None)) continue mzs = self.ptFile.root.mzs[idx][:size] Is = self.ptFile.root.Is[idx][:size] array.append((rt, numpy.vstack((numpy.cumsum(mzs), Is)).T)) def refParser(self, ref): """Reads the reference file and fills the list 'ref' with names and parameters inherent to the chosen analytes to be integrated. INPUT: An empty ref list OUTPUT: A filled ref list """ with open(os.path.join(self.batchFolder,"analytes.ref"),'r') as fr: for line in fr: if line[0] == "#": continue parts=line.rstrip('\n').split('\t') ref.append(parts) def mzXMLDecoder(self, rt, peaks, precision, compression, byteOrder, array): """ This function parses the encoded string from an mzXML file. The decoded data is finally added to the data array containing the entire measurement. INPUT: An encoded string and the data array containing all of the measuremen that has been processed up to this point OUTPUT: A data array containing all of the measuremen that has been processed up to this point """ endian = ">" if byteOrder == 'little': endian = '<' elif byteOrder == 'big': endian = '>' # get precision if int(precision) == 64: precision = '8' else: precision = '4' # decode data data = base64.b64decode(peaks) # decompression if compression == True: data = zlib.decompress(data) data = numpy.frombuffer(data, dtype=endian + 'f' + precision) # format new = numpy.vstack((data[::2], data[1::2])).T # list notation array.append((float(rt),new)) # Call the main app root = tk.Tk() app = App(root) root.mainloop()
apache-2.0
aminert/scikit-learn
sklearn/tests/test_kernel_approximation.py
244
7588
import numpy as np from scipy.sparse import csr_matrix from sklearn.utils.testing import assert_array_equal, assert_equal, assert_true from sklearn.utils.testing import assert_not_equal from sklearn.utils.testing import assert_array_almost_equal, assert_raises from sklearn.utils.testing import assert_less_equal from sklearn.metrics.pairwise import kernel_metrics from sklearn.kernel_approximation import RBFSampler from sklearn.kernel_approximation import AdditiveChi2Sampler from sklearn.kernel_approximation import SkewedChi2Sampler from sklearn.kernel_approximation import Nystroem from sklearn.metrics.pairwise import polynomial_kernel, rbf_kernel # generate data rng = np.random.RandomState(0) X = rng.random_sample(size=(300, 50)) Y = rng.random_sample(size=(300, 50)) X /= X.sum(axis=1)[:, np.newaxis] Y /= Y.sum(axis=1)[:, np.newaxis] def test_additive_chi2_sampler(): # test that AdditiveChi2Sampler approximates kernel on random data # compute exact kernel # appreviations for easier formular X_ = X[:, np.newaxis, :] Y_ = Y[np.newaxis, :, :] large_kernel = 2 * X_ * Y_ / (X_ + Y_) # reduce to n_samples_x x n_samples_y by summing over features kernel = (large_kernel.sum(axis=2)) # approximate kernel mapping transform = AdditiveChi2Sampler(sample_steps=3) X_trans = transform.fit_transform(X) Y_trans = transform.transform(Y) kernel_approx = np.dot(X_trans, Y_trans.T) assert_array_almost_equal(kernel, kernel_approx, 1) X_sp_trans = transform.fit_transform(csr_matrix(X)) Y_sp_trans = transform.transform(csr_matrix(Y)) assert_array_equal(X_trans, X_sp_trans.A) assert_array_equal(Y_trans, Y_sp_trans.A) # test error is raised on negative input Y_neg = Y.copy() Y_neg[0, 0] = -1 assert_raises(ValueError, transform.transform, Y_neg) # test error on invalid sample_steps transform = AdditiveChi2Sampler(sample_steps=4) assert_raises(ValueError, transform.fit, X) # test that the sample interval is set correctly sample_steps_available = [1, 2, 3] for sample_steps in sample_steps_available: # test that the sample_interval is initialized correctly transform = AdditiveChi2Sampler(sample_steps=sample_steps) assert_equal(transform.sample_interval, None) # test that the sample_interval is changed in the fit method transform.fit(X) assert_not_equal(transform.sample_interval_, None) # test that the sample_interval is set correctly sample_interval = 0.3 transform = AdditiveChi2Sampler(sample_steps=4, sample_interval=sample_interval) assert_equal(transform.sample_interval, sample_interval) transform.fit(X) assert_equal(transform.sample_interval_, sample_interval) def test_skewed_chi2_sampler(): # test that RBFSampler approximates kernel on random data # compute exact kernel c = 0.03 # appreviations for easier formular X_c = (X + c)[:, np.newaxis, :] Y_c = (Y + c)[np.newaxis, :, :] # we do it in log-space in the hope that it's more stable # this array is n_samples_x x n_samples_y big x n_features log_kernel = ((np.log(X_c) / 2.) + (np.log(Y_c) / 2.) + np.log(2.) - np.log(X_c + Y_c)) # reduce to n_samples_x x n_samples_y by summing over features in log-space kernel = np.exp(log_kernel.sum(axis=2)) # approximate kernel mapping transform = SkewedChi2Sampler(skewedness=c, n_components=1000, random_state=42) X_trans = transform.fit_transform(X) Y_trans = transform.transform(Y) kernel_approx = np.dot(X_trans, Y_trans.T) assert_array_almost_equal(kernel, kernel_approx, 1) # test error is raised on negative input Y_neg = Y.copy() Y_neg[0, 0] = -1 assert_raises(ValueError, transform.transform, Y_neg) def test_rbf_sampler(): # test that RBFSampler approximates kernel on random data # compute exact kernel gamma = 10. kernel = rbf_kernel(X, Y, gamma=gamma) # approximate kernel mapping rbf_transform = RBFSampler(gamma=gamma, n_components=1000, random_state=42) X_trans = rbf_transform.fit_transform(X) Y_trans = rbf_transform.transform(Y) kernel_approx = np.dot(X_trans, Y_trans.T) error = kernel - kernel_approx assert_less_equal(np.abs(np.mean(error)), 0.01) # close to unbiased np.abs(error, out=error) assert_less_equal(np.max(error), 0.1) # nothing too far off assert_less_equal(np.mean(error), 0.05) # mean is fairly close def test_input_validation(): # Regression test: kernel approx. transformers should work on lists # No assertions; the old versions would simply crash X = [[1, 2], [3, 4], [5, 6]] AdditiveChi2Sampler().fit(X).transform(X) SkewedChi2Sampler().fit(X).transform(X) RBFSampler().fit(X).transform(X) X = csr_matrix(X) RBFSampler().fit(X).transform(X) def test_nystroem_approximation(): # some basic tests rnd = np.random.RandomState(0) X = rnd.uniform(size=(10, 4)) # With n_components = n_samples this is exact X_transformed = Nystroem(n_components=X.shape[0]).fit_transform(X) K = rbf_kernel(X) assert_array_almost_equal(np.dot(X_transformed, X_transformed.T), K) trans = Nystroem(n_components=2, random_state=rnd) X_transformed = trans.fit(X).transform(X) assert_equal(X_transformed.shape, (X.shape[0], 2)) # test callable kernel linear_kernel = lambda X, Y: np.dot(X, Y.T) trans = Nystroem(n_components=2, kernel=linear_kernel, random_state=rnd) X_transformed = trans.fit(X).transform(X) assert_equal(X_transformed.shape, (X.shape[0], 2)) # test that available kernels fit and transform kernels_available = kernel_metrics() for kern in kernels_available: trans = Nystroem(n_components=2, kernel=kern, random_state=rnd) X_transformed = trans.fit(X).transform(X) assert_equal(X_transformed.shape, (X.shape[0], 2)) def test_nystroem_singular_kernel(): # test that nystroem works with singular kernel matrix rng = np.random.RandomState(0) X = rng.rand(10, 20) X = np.vstack([X] * 2) # duplicate samples gamma = 100 N = Nystroem(gamma=gamma, n_components=X.shape[0]).fit(X) X_transformed = N.transform(X) K = rbf_kernel(X, gamma=gamma) assert_array_almost_equal(K, np.dot(X_transformed, X_transformed.T)) assert_true(np.all(np.isfinite(Y))) def test_nystroem_poly_kernel_params(): # Non-regression: Nystroem should pass other parameters beside gamma. rnd = np.random.RandomState(37) X = rnd.uniform(size=(10, 4)) K = polynomial_kernel(X, degree=3.1, coef0=.1) nystroem = Nystroem(kernel="polynomial", n_components=X.shape[0], degree=3.1, coef0=.1) X_transformed = nystroem.fit_transform(X) assert_array_almost_equal(np.dot(X_transformed, X_transformed.T), K) def test_nystroem_callable(): # Test Nystroem on a callable. rnd = np.random.RandomState(42) n_samples = 10 X = rnd.uniform(size=(n_samples, 4)) def logging_histogram_kernel(x, y, log): """Histogram kernel that writes to a log.""" log.append(1) return np.minimum(x, y).sum() kernel_log = [] X = list(X) # test input validation Nystroem(kernel=logging_histogram_kernel, n_components=(n_samples - 1), kernel_params={'log': kernel_log}).fit(X) assert_equal(len(kernel_log), n_samples * (n_samples - 1) / 2)
bsd-3-clause
ahmadia/bokeh
bokeh/charts/builder/timeseries_builder.py
17
6098
"""This is the Bokeh charts interface. It gives you a high level API to build complex plot is a simple way. This is the TimeSeries class which lets you build your TimeSeries charts just passing the arguments to the Chart class and calling the proper functions. """ #----------------------------------------------------------------------------- # Copyright (c) 2012 - 2014, Continuum Analytics, Inc. All rights reserved. # # Powered by the Bokeh Development Team. # # The full license is in the file LICENSE.txt, distributed with this software. #----------------------------------------------------------------------------- #----------------------------------------------------------------------------- # Imports #----------------------------------------------------------------------------- from __future__ import absolute_import from six import string_types try: import pandas as pd except ImportError: pd = None from ..utils import chunk, cycle_colors from .._builder import Builder, create_and_build from ...models import ColumnDataSource, DataRange1d, GlyphRenderer, Range1d from ...models.glyphs import Line from ...properties import Any #----------------------------------------------------------------------------- # Classes and functions #----------------------------------------------------------------------------- def TimeSeries(values, index=None, xscale='datetime', **kws): """ Create a timeseries chart using :class:`TimeSeriesBuilder <bokeh.charts.builder.timeseries_builder.TimeSeriesBuilder>` to render the lines from values and index. Args: values (iterable): iterable 2d representing the data series values matrix. index (str|1d iterable, optional): can be used to specify a common custom index for all data series as an **1d iterable** of any sort that will be used as series common index or a **string** that corresponds to the key of the mapping to be used as index (and not as data series) if area.values is a mapping (like a dict, an OrderedDict or a pandas DataFrame) In addition the the parameters specific to this chart, :ref:`userguide_charts_generic_arguments` are also accepted as keyword parameters. Returns: a new :class:`Chart <bokeh.charts.Chart>` Examples: .. bokeh-plot:: :source-position: above from collections import OrderedDict import datetime from bokeh.charts import TimeSeries, output_file, show # (dict, OrderedDict, lists, arrays and DataFrames are valid inputs) now = datetime.datetime.now() delta = datetime.timedelta(minutes=1) dts = [now + delta*i for i in range(5)] xyvalues = OrderedDict({'Date': dts}) y_python = xyvalues['python'] = [2, 3, 7, 5, 26] y_pypy = xyvalues['pypy'] = [12, 33, 47, 15, 126] y_jython = xyvalues['jython'] = [22, 43, 10, 25, 26] ts = TimeSeries(xyvalues, index='Date', title="TimeSeries", legend="top_left", ylabel='Languages') output_file('timeseries.html') show(ts) """ return create_and_build( TimeSeriesBuilder, values, index=index, xscale=xscale, **kws ) class TimeSeriesBuilder(Builder): """This is the TimeSeries class and it is in charge of plotting TimeSeries charts in an easy and intuitive way. Essentially, we provide a way to ingest the data, make the proper calculations and push the references into a source object. We additionally make calculations for the ranges. And finally add the needed lines taking the references from the source. """ index = Any(help=""" An index to be used for all data series as follows: - A 1d iterable of any sort that will be used as series common index - As a string that corresponds to the key of the mapping to be used as index (and not as data series) if area.values is a mapping (like a dict, an OrderedDict or a pandas DataFrame) """) def _process_data(self): """Take the x/y data from the timeseries values. It calculates the chart properties accordingly. Then build a dict containing references to all the points to be used by the line glyph inside the ``_yield_renderers`` method. """ self._data = dict() # list to save all the attributes we are going to create self._attr = [] # necessary to make all formats and encoder happy with array, blaze, ... xs = list([x for x in self._values_index]) for col, values in self._values.items(): if isinstance(self.index, string_types) \ and col == self.index: continue # save every the groups available in the incomming input self._groups.append(col) self.set_and_get("x_", col, xs) self.set_and_get("y_", col, values) def _set_sources(self): """Push the TimeSeries data into the ColumnDataSource and calculate the proper ranges. """ self._source = ColumnDataSource(self._data) self.x_range = DataRange1d() y_names = self._attr[1::2] endy = max(max(self._data[i]) for i in y_names) starty = min(min(self._data[i]) for i in y_names) self.y_range = Range1d( start=starty - 0.1 * (endy - starty), end=endy + 0.1 * (endy - starty) ) def _yield_renderers(self): """Use the line glyphs to connect the xy points in the time series. Takes reference points from the data loaded at the ColumnDataSource. """ self._duplet = list(chunk(self._attr, 2)) colors = cycle_colors(self._duplet, self.palette) for i, (x, y) in enumerate(self._duplet, start=1): glyph = Line(x=x, y=y, line_color=colors[i - 1]) renderer = GlyphRenderer(data_source=self._source, glyph=glyph) self._legends.append((self._groups[i-1], [renderer])) yield renderer
bsd-3-clause
Myasuka/scikit-learn
examples/linear_model/plot_ols_ridge_variance.py
387
2060
#!/usr/bin/python # -*- coding: utf-8 -*- """ ========================================================= Ordinary Least Squares and Ridge Regression Variance ========================================================= Due to the few points in each dimension and the straight line that linear regression uses to follow these points as well as it can, noise on the observations will cause great variance as shown in the first plot. Every line's slope can vary quite a bit for each prediction due to the noise induced in the observations. Ridge regression is basically minimizing a penalised version of the least-squared function. The penalising `shrinks` the value of the regression coefficients. Despite the few data points in each dimension, the slope of the prediction is much more stable and the variance in the line itself is greatly reduced, in comparison to that of the standard linear regression """ print(__doc__) # Code source: Gaël Varoquaux # Modified for documentation by Jaques Grobler # License: BSD 3 clause import numpy as np import matplotlib.pyplot as plt from sklearn import linear_model X_train = np.c_[.5, 1].T y_train = [.5, 1] X_test = np.c_[0, 2].T np.random.seed(0) classifiers = dict(ols=linear_model.LinearRegression(), ridge=linear_model.Ridge(alpha=.1)) fignum = 1 for name, clf in classifiers.items(): fig = plt.figure(fignum, figsize=(4, 3)) plt.clf() plt.title(name) ax = plt.axes([.12, .12, .8, .8]) for _ in range(6): this_X = .1 * np.random.normal(size=(2, 1)) + X_train clf.fit(this_X, y_train) ax.plot(X_test, clf.predict(X_test), color='.5') ax.scatter(this_X, y_train, s=3, c='.5', marker='o', zorder=10) clf.fit(X_train, y_train) ax.plot(X_test, clf.predict(X_test), linewidth=2, color='blue') ax.scatter(X_train, y_train, s=30, c='r', marker='+', zorder=10) ax.set_xticks(()) ax.set_yticks(()) ax.set_ylim((0, 1.6)) ax.set_xlabel('X') ax.set_ylabel('y') ax.set_xlim(0, 2) fignum += 1 plt.show()
bsd-3-clause
zuku1985/scikit-learn
sklearn/linear_model/tests/test_perceptron.py
378
1815
import numpy as np import scipy.sparse as sp from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_true from sklearn.utils.testing import assert_raises from sklearn.utils import check_random_state from sklearn.datasets import load_iris from sklearn.linear_model import Perceptron iris = load_iris() random_state = check_random_state(12) indices = np.arange(iris.data.shape[0]) random_state.shuffle(indices) X = iris.data[indices] y = iris.target[indices] X_csr = sp.csr_matrix(X) X_csr.sort_indices() class MyPerceptron(object): def __init__(self, n_iter=1): self.n_iter = n_iter def fit(self, X, y): n_samples, n_features = X.shape self.w = np.zeros(n_features, dtype=np.float64) self.b = 0.0 for t in range(self.n_iter): for i in range(n_samples): if self.predict(X[i])[0] != y[i]: self.w += y[i] * X[i] self.b += y[i] def project(self, X): return np.dot(X, self.w) + self.b def predict(self, X): X = np.atleast_2d(X) return np.sign(self.project(X)) def test_perceptron_accuracy(): for data in (X, X_csr): clf = Perceptron(n_iter=30, shuffle=False) clf.fit(data, y) score = clf.score(data, y) assert_true(score >= 0.7) def test_perceptron_correctness(): y_bin = y.copy() y_bin[y != 1] = -1 clf1 = MyPerceptron(n_iter=2) clf1.fit(X, y_bin) clf2 = Perceptron(n_iter=2, shuffle=False) clf2.fit(X, y_bin) assert_array_almost_equal(clf1.w, clf2.coef_.ravel()) def test_undefined_methods(): clf = Perceptron() for meth in ("predict_proba", "predict_log_proba"): assert_raises(AttributeError, lambda x: getattr(clf, x), meth)
bsd-3-clause
0asa/scikit-learn
examples/classification/plot_lda_qda.py
164
4806
""" ==================================================================== Linear and Quadratic Discriminant Analysis with confidence ellipsoid ==================================================================== Plot the confidence ellipsoids of each class and decision boundary """ print(__doc__) from scipy import linalg import numpy as np import matplotlib.pyplot as plt import matplotlib as mpl from matplotlib import colors from sklearn.lda import LDA from sklearn.qda import QDA ############################################################################### # colormap cmap = colors.LinearSegmentedColormap( 'red_blue_classes', {'red': [(0, 1, 1), (1, 0.7, 0.7)], 'green': [(0, 0.7, 0.7), (1, 0.7, 0.7)], 'blue': [(0, 0.7, 0.7), (1, 1, 1)]}) plt.cm.register_cmap(cmap=cmap) ############################################################################### # generate datasets def dataset_fixed_cov(): '''Generate 2 Gaussians samples with the same covariance matrix''' n, dim = 300, 2 np.random.seed(0) C = np.array([[0., -0.23], [0.83, .23]]) X = np.r_[np.dot(np.random.randn(n, dim), C), np.dot(np.random.randn(n, dim), C) + np.array([1, 1])] y = np.hstack((np.zeros(n), np.ones(n))) return X, y def dataset_cov(): '''Generate 2 Gaussians samples with different covariance matrices''' n, dim = 300, 2 np.random.seed(0) C = np.array([[0., -1.], [2.5, .7]]) * 2. X = np.r_[np.dot(np.random.randn(n, dim), C), np.dot(np.random.randn(n, dim), C.T) + np.array([1, 4])] y = np.hstack((np.zeros(n), np.ones(n))) return X, y ############################################################################### # plot functions def plot_data(lda, X, y, y_pred, fig_index): splot = plt.subplot(2, 2, fig_index) if fig_index == 1: plt.title('Linear Discriminant Analysis') plt.ylabel('Data with fixed covariance') elif fig_index == 2: plt.title('Quadratic Discriminant Analysis') elif fig_index == 3: plt.ylabel('Data with varying covariances') tp = (y == y_pred) # True Positive tp0, tp1 = tp[y == 0], tp[y == 1] X0, X1 = X[y == 0], X[y == 1] X0_tp, X0_fp = X0[tp0], X0[~tp0] X1_tp, X1_fp = X1[tp1], X1[~tp1] xmin, xmax = X[:, 0].min(), X[:, 0].max() ymin, ymax = X[:, 1].min(), X[:, 1].max() # class 0: dots plt.plot(X0_tp[:, 0], X0_tp[:, 1], 'o', color='red') plt.plot(X0_fp[:, 0], X0_fp[:, 1], '.', color='#990000') # dark red # class 1: dots plt.plot(X1_tp[:, 0], X1_tp[:, 1], 'o', color='blue') plt.plot(X1_fp[:, 0], X1_fp[:, 1], '.', color='#000099') # dark blue # class 0 and 1 : areas nx, ny = 200, 100 x_min, x_max = plt.xlim() y_min, y_max = plt.ylim() xx, yy = np.meshgrid(np.linspace(x_min, x_max, nx), np.linspace(y_min, y_max, ny)) Z = lda.predict_proba(np.c_[xx.ravel(), yy.ravel()]) Z = Z[:, 1].reshape(xx.shape) plt.pcolormesh(xx, yy, Z, cmap='red_blue_classes', norm=colors.Normalize(0., 1.)) plt.contour(xx, yy, Z, [0.5], linewidths=2., colors='k') # means plt.plot(lda.means_[0][0], lda.means_[0][1], 'o', color='black', markersize=10) plt.plot(lda.means_[1][0], lda.means_[1][1], 'o', color='black', markersize=10) return splot def plot_ellipse(splot, mean, cov, color): v, w = linalg.eigh(cov) u = w[0] / linalg.norm(w[0]) angle = np.arctan(u[1] / u[0]) angle = 180 * angle / np.pi # convert to degrees # filled Gaussian at 2 standard deviation ell = mpl.patches.Ellipse(mean, 2 * v[0] ** 0.5, 2 * v[1] ** 0.5, 180 + angle, color=color) ell.set_clip_box(splot.bbox) ell.set_alpha(0.5) splot.add_artist(ell) splot.set_xticks(()) splot.set_yticks(()) def plot_lda_cov(lda, splot): plot_ellipse(splot, lda.means_[0], lda.covariance_, 'red') plot_ellipse(splot, lda.means_[1], lda.covariance_, 'blue') def plot_qda_cov(qda, splot): plot_ellipse(splot, qda.means_[0], qda.covariances_[0], 'red') plot_ellipse(splot, qda.means_[1], qda.covariances_[1], 'blue') ############################################################################### for i, (X, y) in enumerate([dataset_fixed_cov(), dataset_cov()]): # LDA lda = LDA(solver="svd", store_covariance=True) y_pred = lda.fit(X, y).predict(X) splot = plot_data(lda, X, y, y_pred, fig_index=2 * i + 1) plot_lda_cov(lda, splot) plt.axis('tight') # QDA qda = QDA() y_pred = qda.fit(X, y, store_covariances=True).predict(X) splot = plot_data(qda, X, y, y_pred, fig_index=2 * i + 2) plot_qda_cov(qda, splot) plt.axis('tight') plt.suptitle('LDA vs QDA') plt.show()
bsd-3-clause
hristo-vrigazov/behavioral-cloning
model.py
1
2572
# See models/nvidia_pipeline.py for the model architecture import sys import cv2 import pandas as pd import numpy as np from sklearn.utils import shuffle from models.nvidia_pipeline import NvidiaPipeLine from models.vgg_pipeline import VGGPipeline from models.small_image_pipeline import SmallImagePipeline from models.comma_ai_pipeline import CommaAiPipeline from PIL import Image from utils import get_driving_log_dataframe from utils import get_callbacks from keras.models import load_model # Instead of implementing here, the model is in the # models/ directory, because this allows to quickly # switch between different pipelines pipeline = NvidiaPipeLine() BATCH_SIZE = 32 EPOCHS = 2 # this function is also used in drive.py, # this way when switching the pipeline the # preprocessing for driving is also changed # appropriately def preprocess(image): return pipeline.preprocess_image(image) def train(data_folder, validation_folder, restart_model_path=None): if restart_model_path: model = load_model(restart_model_path) print("Using existing model") else: model = pipeline.get_model() model.compile("adam", "mse") print("Using new model") samples = pipeline.get_train_samples(get_driving_log_dataframe(data_folder)) train_generator = pipeline.get_train_generator(data_folder, batch_size=BATCH_SIZE) model.summary() image_generator = train_generator validation_generator = pipeline.get_validation_generator(validation_folder, batch_size=BATCH_SIZE) nb_val_samples = pipeline.get_validation_samples(get_driving_log_dataframe(validation_folder)) # callbacks that save weights after each epoch callbacks_list = get_callbacks() model.fit_generator(image_generator, samples_per_epoch=samples, nb_epoch=EPOCHS, callbacks=callbacks_list, validation_data=validation_generator, nb_val_samples=nb_val_samples) # save everything for possible finetuning in the future model.save('model-compiled.h5') json_string = model.to_json() with open('model.json', 'w') as model_json_file: model_json_file.write(json_string) model.save_weights('model.h5') if __name__ == "__main__": if len(sys.argv) < 3: print('Usage: python model.py train_folder valid_folder [exising_model_to_finetune]') elif len(sys.argv) < 4: train(sys.argv[1], sys.argv[2]) else: train(sys.argv[1], sys.argv[2], sys.argv[3])
mit
kdebrab/pandas
pandas/plotting/_tools.py
5
12814
# being a bit too dynamic # pylint: disable=E1101 from __future__ import division import warnings from math import ceil import numpy as np from pandas.core.dtypes.common import is_list_like from pandas.core.dtypes.generic import ABCSeries, ABCIndexClass, ABCDataFrame from pandas.compat import range def format_date_labels(ax, rot): # mini version of autofmt_xdate try: for label in ax.get_xticklabels(): label.set_ha('right') label.set_rotation(rot) fig = ax.get_figure() fig.subplots_adjust(bottom=0.2) except Exception: # pragma: no cover pass def table(ax, data, rowLabels=None, colLabels=None, **kwargs): """ Helper function to convert DataFrame and Series to matplotlib.table Parameters ---------- `ax`: Matplotlib axes object `data`: DataFrame or Series data for table contents `kwargs`: keywords, optional keyword arguments which passed to matplotlib.table.table. If `rowLabels` or `colLabels` is not specified, data index or column name will be used. Returns ------- matplotlib table object """ if isinstance(data, ABCSeries): data = data.to_frame() elif isinstance(data, ABCDataFrame): pass else: raise ValueError('Input data must be DataFrame or Series') if rowLabels is None: rowLabels = data.index if colLabels is None: colLabels = data.columns cellText = data.values import matplotlib.table table = matplotlib.table.table(ax, cellText=cellText, rowLabels=rowLabels, colLabels=colLabels, **kwargs) return table def _get_layout(nplots, layout=None, layout_type='box'): if layout is not None: if not isinstance(layout, (tuple, list)) or len(layout) != 2: raise ValueError('Layout must be a tuple of (rows, columns)') nrows, ncols = layout # Python 2 compat ceil_ = lambda x: int(ceil(x)) if nrows == -1 and ncols > 0: layout = nrows, ncols = (ceil_(float(nplots) / ncols), ncols) elif ncols == -1 and nrows > 0: layout = nrows, ncols = (nrows, ceil_(float(nplots) / nrows)) elif ncols <= 0 and nrows <= 0: msg = "At least one dimension of layout must be positive" raise ValueError(msg) if nrows * ncols < nplots: raise ValueError('Layout of {nrows}x{ncols} must be larger ' 'than required size {nplots}'.format( nrows=nrows, ncols=ncols, nplots=nplots)) return layout if layout_type == 'single': return (1, 1) elif layout_type == 'horizontal': return (1, nplots) elif layout_type == 'vertical': return (nplots, 1) layouts = {1: (1, 1), 2: (1, 2), 3: (2, 2), 4: (2, 2)} try: return layouts[nplots] except KeyError: k = 1 while k ** 2 < nplots: k += 1 if (k - 1) * k >= nplots: return k, (k - 1) else: return k, k # copied from matplotlib/pyplot.py and modified for pandas.plotting def _subplots(naxes=None, sharex=False, sharey=False, squeeze=True, subplot_kw=None, ax=None, layout=None, layout_type='box', **fig_kw): """Create a figure with a set of subplots already made. This utility wrapper makes it convenient to create common layouts of subplots, including the enclosing figure object, in a single call. Keyword arguments: naxes : int Number of required axes. Exceeded axes are set invisible. Default is nrows * ncols. sharex : bool If True, the X axis will be shared amongst all subplots. sharey : bool If True, the Y axis will be shared amongst all subplots. squeeze : bool If True, extra dimensions are squeezed out from the returned axis object: - if only one subplot is constructed (nrows=ncols=1), the resulting single Axis object is returned as a scalar. - for Nx1 or 1xN subplots, the returned object is a 1-d numpy object array of Axis objects are returned as numpy 1-d arrays. - for NxM subplots with N>1 and M>1 are returned as a 2d array. If False, no squeezing is done: the returned axis object is always a 2-d array containing Axis instances, even if it ends up being 1x1. subplot_kw : dict Dict with keywords passed to the add_subplot() call used to create each subplots. ax : Matplotlib axis object, optional layout : tuple Number of rows and columns of the subplot grid. If not specified, calculated from naxes and layout_type layout_type : {'box', 'horziontal', 'vertical'}, default 'box' Specify how to layout the subplot grid. fig_kw : Other keyword arguments to be passed to the figure() call. Note that all keywords not recognized above will be automatically included here. Returns: fig, ax : tuple - fig is the Matplotlib Figure object - ax can be either a single axis object or an array of axis objects if more than one subplot was created. The dimensions of the resulting array can be controlled with the squeeze keyword, see above. **Examples:** x = np.linspace(0, 2*np.pi, 400) y = np.sin(x**2) # Just a figure and one subplot f, ax = plt.subplots() ax.plot(x, y) ax.set_title('Simple plot') # Two subplots, unpack the output array immediately f, (ax1, ax2) = plt.subplots(1, 2, sharey=True) ax1.plot(x, y) ax1.set_title('Sharing Y axis') ax2.scatter(x, y) # Four polar axes plt.subplots(2, 2, subplot_kw=dict(polar=True)) """ import matplotlib.pyplot as plt if subplot_kw is None: subplot_kw = {} if ax is None: fig = plt.figure(**fig_kw) else: if is_list_like(ax): ax = _flatten(ax) if layout is not None: warnings.warn("When passing multiple axes, layout keyword is " "ignored", UserWarning) if sharex or sharey: warnings.warn("When passing multiple axes, sharex and sharey " "are ignored. These settings must be specified " "when creating axes", UserWarning, stacklevel=4) if len(ax) == naxes: fig = ax[0].get_figure() return fig, ax else: raise ValueError("The number of passed axes must be {0}, the " "same as the output plot".format(naxes)) fig = ax.get_figure() # if ax is passed and a number of subplots is 1, return ax as it is if naxes == 1: if squeeze: return fig, ax else: return fig, _flatten(ax) else: warnings.warn("To output multiple subplots, the figure containing " "the passed axes is being cleared", UserWarning, stacklevel=4) fig.clear() nrows, ncols = _get_layout(naxes, layout=layout, layout_type=layout_type) nplots = nrows * ncols # Create empty object array to hold all axes. It's easiest to make it 1-d # so we can just append subplots upon creation, and then axarr = np.empty(nplots, dtype=object) # Create first subplot separately, so we can share it if requested ax0 = fig.add_subplot(nrows, ncols, 1, **subplot_kw) if sharex: subplot_kw['sharex'] = ax0 if sharey: subplot_kw['sharey'] = ax0 axarr[0] = ax0 # Note off-by-one counting because add_subplot uses the MATLAB 1-based # convention. for i in range(1, nplots): kwds = subplot_kw.copy() # Set sharex and sharey to None for blank/dummy axes, these can # interfere with proper axis limits on the visible axes if # they share axes e.g. issue #7528 if i >= naxes: kwds['sharex'] = None kwds['sharey'] = None ax = fig.add_subplot(nrows, ncols, i + 1, **kwds) axarr[i] = ax if naxes != nplots: for ax in axarr[naxes:]: ax.set_visible(False) _handle_shared_axes(axarr, nplots, naxes, nrows, ncols, sharex, sharey) if squeeze: # Reshape the array to have the final desired dimension (nrow,ncol), # though discarding unneeded dimensions that equal 1. If we only have # one subplot, just return it instead of a 1-element array. if nplots == 1: axes = axarr[0] else: axes = axarr.reshape(nrows, ncols).squeeze() else: # returned axis array will be always 2-d, even if nrows=ncols=1 axes = axarr.reshape(nrows, ncols) return fig, axes def _remove_labels_from_axis(axis): for t in axis.get_majorticklabels(): t.set_visible(False) try: # set_visible will not be effective if # minor axis has NullLocator and NullFormattor (default) import matplotlib.ticker as ticker if isinstance(axis.get_minor_locator(), ticker.NullLocator): axis.set_minor_locator(ticker.AutoLocator()) if isinstance(axis.get_minor_formatter(), ticker.NullFormatter): axis.set_minor_formatter(ticker.FormatStrFormatter('')) for t in axis.get_minorticklabels(): t.set_visible(False) except Exception: # pragma no cover raise axis.get_label().set_visible(False) def _handle_shared_axes(axarr, nplots, naxes, nrows, ncols, sharex, sharey): if nplots > 1: if nrows > 1: try: # first find out the ax layout, # so that we can correctly handle 'gaps" layout = np.zeros((nrows + 1, ncols + 1), dtype=np.bool) for ax in axarr: layout[ax.rowNum, ax.colNum] = ax.get_visible() for ax in axarr: # only the last row of subplots should get x labels -> all # other off layout handles the case that the subplot is # the last in the column, because below is no subplot/gap. if not layout[ax.rowNum + 1, ax.colNum]: continue if sharex or len(ax.get_shared_x_axes() .get_siblings(ax)) > 1: _remove_labels_from_axis(ax.xaxis) except IndexError: # if gridspec is used, ax.rowNum and ax.colNum may different # from layout shape. in this case, use last_row logic for ax in axarr: if ax.is_last_row(): continue if sharex or len(ax.get_shared_x_axes() .get_siblings(ax)) > 1: _remove_labels_from_axis(ax.xaxis) if ncols > 1: for ax in axarr: # only the first column should get y labels -> set all other to # off as we only have labels in the first column and we always # have a subplot there, we can skip the layout test if ax.is_first_col(): continue if sharey or len(ax.get_shared_y_axes().get_siblings(ax)) > 1: _remove_labels_from_axis(ax.yaxis) def _flatten(axes): if not is_list_like(axes): return np.array([axes]) elif isinstance(axes, (np.ndarray, ABCIndexClass)): return axes.ravel() return np.array(axes) def _get_all_lines(ax): lines = ax.get_lines() if hasattr(ax, 'right_ax'): lines += ax.right_ax.get_lines() if hasattr(ax, 'left_ax'): lines += ax.left_ax.get_lines() return lines def _get_xlim(lines): left, right = np.inf, -np.inf for l in lines: x = l.get_xdata(orig=False) left = min(np.nanmin(x), left) right = max(np.nanmax(x), right) return left, right def _set_ticks_props(axes, xlabelsize=None, xrot=None, ylabelsize=None, yrot=None): import matplotlib.pyplot as plt for ax in _flatten(axes): if xlabelsize is not None: plt.setp(ax.get_xticklabels(), fontsize=xlabelsize) if xrot is not None: plt.setp(ax.get_xticklabels(), rotation=xrot) if ylabelsize is not None: plt.setp(ax.get_yticklabels(), fontsize=ylabelsize) if yrot is not None: plt.setp(ax.get_yticklabels(), rotation=yrot) return axes
bsd-3-clause
astropy/astropy
astropy/visualization/wcsaxes/tests/test_display_world_coordinates.py
8
6507
# Licensed under a 3-clause BSD style license - see LICENSE.rst import matplotlib.pyplot as plt import pytest from matplotlib.backend_bases import KeyEvent import numpy as np import astropy.units as u from astropy.coordinates import FK5, SkyCoord from astropy.io import fits from astropy.time import Time from astropy.utils.data import get_pkg_data_filename from astropy.visualization.wcsaxes.core import WCSAxes from astropy.wcs import WCS from astropy.coordinates import galactocentric_frame_defaults from .test_images import BaseImageTests class TestDisplayWorldCoordinate(BaseImageTests): def teardown_method(self, method): plt.close('all') def test_overlay_coords(self, ignore_matplotlibrc, tmpdir): wcs = WCS(self.msx_header) fig = plt.figure(figsize=(4, 4)) canvas = fig.canvas ax = WCSAxes(fig, [0.1, 0.1, 0.8, 0.8], wcs=wcs) fig.add_axes(ax) # On some systems, fig.canvas.draw is not enough to force a draw, so we # save to a temporary file. fig.savefig(tmpdir.join('test1.png').strpath) # Testing default displayed world coordinates string_world = ax._display_world_coords(0.523412, 0.518311) assert string_world == '0\xb029\'45" -0\xb029\'20" (world)' # Test pixel coordinates event1 = KeyEvent('test_pixel_coords', canvas, 'w') fig.canvas.key_press_event(event1.key, guiEvent=event1) string_pixel = ax._display_world_coords(0.523412, 0.523412) assert string_pixel == "0.523412 0.523412 (pixel)" event3 = KeyEvent('test_pixel_coords', canvas, 'w') fig.canvas.key_press_event(event3.key, guiEvent=event3) # Test that it still displays world coords when there are no overlay coords string_world2 = ax._display_world_coords(0.523412, 0.518311) assert string_world2 == '0\xb029\'45" -0\xb029\'20" (world)' overlay = ax.get_coords_overlay('fk5') # Regression test for bug that caused format to always be taken from # main world coordinates. overlay[0].set_major_formatter('d.ddd') # On some systems, fig.canvas.draw is not enough to force a draw, so we # save to a temporary file. fig.savefig(tmpdir.join('test2.png').strpath) event4 = KeyEvent('test_pixel_coords', canvas, 'w') fig.canvas.key_press_event(event4.key, guiEvent=event4) # Test that it displays the overlay world coordinates string_world3 = ax._display_world_coords(0.523412, 0.518311) assert string_world3 == '267.176\xb0 -28\xb045\'56" (world, overlay 1)' overlay = ax.get_coords_overlay(FK5()) # Regression test for bug that caused format to always be taken from # main world coordinates. overlay[0].set_major_formatter('d.ddd') # On some systems, fig.canvas.draw is not enough to force a draw, so we # save to a temporary file. fig.savefig(tmpdir.join('test3.png').strpath) event5 = KeyEvent('test_pixel_coords', canvas, 'w') fig.canvas.key_press_event(event4.key, guiEvent=event4) # Test that it displays the overlay world coordinates string_world4 = ax._display_world_coords(0.523412, 0.518311) assert string_world4 == '267.176\xb0 -28\xb045\'56" (world, overlay 2)' overlay = ax.get_coords_overlay(FK5(equinox=Time("J2030"))) # Regression test for bug that caused format to always be taken from # main world coordinates. overlay[0].set_major_formatter('d.ddd') # On some systems, fig.canvas.draw is not enough to force a draw, so we # save to a temporary file. fig.savefig(tmpdir.join('test4.png').strpath) event6 = KeyEvent('test_pixel_coords', canvas, 'w') fig.canvas.key_press_event(event5.key, guiEvent=event6) # Test that it displays the overlay world coordinates string_world5 = ax._display_world_coords(0.523412, 0.518311) assert string_world5 == '267.652\xb0 -28\xb046\'23" (world, overlay 3)' def test_cube_coords(self, ignore_matplotlibrc, tmpdir): wcs = WCS(self.cube_header) fig = plt.figure(figsize=(4, 4)) canvas = fig.canvas ax = WCSAxes(fig, [0.1, 0.1, 0.8, 0.8], wcs=wcs, slices=('y', 50, 'x')) fig.add_axes(ax) # On some systems, fig.canvas.draw is not enough to force a draw, so we # save to a temporary file. fig.savefig(tmpdir.join('test.png').strpath) # Testing default displayed world coordinates string_world = ax._display_world_coords(0.523412, 0.518311) assert string_world == '3h26m52.0s 30\xb037\'17\" 2563 (world)' # Test pixel coordinates event1 = KeyEvent('test_pixel_coords', canvas, 'w') fig.canvas.key_press_event(event1.key, guiEvent=event1) string_pixel = ax._display_world_coords(0.523412, 0.523412) assert string_pixel == "0.523412 0.523412 (pixel)" def test_cube_coords_uncorr_slicing(self, ignore_matplotlibrc, tmpdir): # Regression test for a bug that occurred with coordinate formatting if # some dimensions were uncorrelated and sliced out. wcs = WCS(self.cube_header) fig = plt.figure(figsize=(4, 4)) canvas = fig.canvas ax = WCSAxes(fig, [0.1, 0.1, 0.8, 0.8], wcs=wcs, slices=('x', 'y', 2)) fig.add_axes(ax) # On some systems, fig.canvas.draw is not enough to force a draw, so we # save to a temporary file. fig.savefig(tmpdir.join('test.png').strpath) # Testing default displayed world coordinates string_world = ax._display_world_coords(0.523412, 0.518311) assert string_world == '3h26m56.6s 30\xb018\'19\" (world)' # Test pixel coordinates event1 = KeyEvent('test_pixel_coords', canvas, 'w') fig.canvas.key_press_event(event1.key, guiEvent=event1) string_pixel = ax._display_world_coords(0.523412, 0.523412) assert string_pixel == "0.523412 0.523412 (pixel)" def test_plot_coord_3d_transform(self): wcs = WCS(self.msx_header) with galactocentric_frame_defaults.set('latest'): coord = SkyCoord(0 * u.kpc, 0 * u.kpc, 0 * u.kpc, frame='galactocentric') fig = plt.figure() ax = fig.add_subplot(1, 1, 1, projection=wcs) point, = ax.plot_coord(coord, 'ro') np.testing.assert_allclose(point.get_xydata()[0], [0, 0], atol=1e-4)
bsd-3-clause
Agent007/deepchem
contrib/dragonn/models.py
6
16267
from __future__ import absolute_import, division, print_function import matplotlib import numpy as np import os import subprocess import sys import tempfile matplotlib.use('pdf') import matplotlib.pyplot as plt from dragonn.metrics import ClassificationResult from keras.layers.core import (Activation, Dense, Dropout, Flatten, Permute, Reshape, TimeDistributedDense) from keras.layers.convolutional import Convolution2D, MaxPooling2D from keras.layers.recurrent import GRU from keras.regularizers import l1 from keras.layers.core import (Activation, Dense, Flatten, TimeDistributedDense) from keras.layers.recurrent import GRU from keras.callbacks import EarlyStopping #class SequenceDNN(Model): # """ # Sequence DNN models. # # Parameters # ---------- # seq_length : int, optional # length of input sequence. # keras_model : instance of keras.models.Sequential, optional # seq_length or keras_model must be specified. # num_tasks : int, optional # number of tasks. Default: 1. # num_filters : list[int] | tuple[int] # number of convolutional filters in each layer. Default: (15,). # conv_width : list[int] | tuple[int] # width of each layer's convolutional filters. Default: (15,). # pool_width : int # width of max pooling after the last layer. Default: 35. # L1 : float # strength of L1 penalty. # dropout : float # dropout probability in every convolutional layer. Default: 0. # verbose: int # Verbosity level during training. Valida values: 0, 1, 2. # # Returns # ------- # Compiled DNN model. # """ # # def __init__(self, # seq_length=None, # keras_model=None, # use_RNN=False, # num_tasks=1, # num_filters=(15, 15, 15), # conv_width=(15, 15, 15), # pool_width=35, # GRU_size=35, # TDD_size=15, # L1=0, # dropout=0.0, # num_epochs=100, # verbose=1): # self.num_tasks = num_tasks # self.num_epochs = num_epochs # self.verbose = verbose # self.train_metrics = [] # self.valid_metrics = [] # if keras_model is not None and seq_length is None: # self.model = keras_model # self.num_tasks = keras_model.layers[-1].output_shape[-1] # elif seq_length is not None and keras_model is None: # self.model = Sequential() # assert len(num_filters) == len(conv_width) # for i, (nb_filter, nb_col) in enumerate(zip(num_filters, conv_width)): # conv_height = 4 if i == 0 else 1 # self.model.add( # Convolution2D( # nb_filter=nb_filter, # nb_row=conv_height, # nb_col=nb_col, # activation='linear', # init='he_normal', # input_shape=(1, 4, seq_length), # W_regularizer=l1(L1), # b_regularizer=l1(L1))) # self.model.add(Activation('relu')) # self.model.add(Dropout(dropout)) # self.model.add(MaxPooling2D(pool_size=(1, pool_width))) # if use_RNN: # num_max_pool_outputs = self.model.layers[-1].output_shape[-1] # self.model.add(Reshape((num_filters[-1], num_max_pool_outputs))) # self.model.add(Permute((2, 1))) # self.model.add(GRU(GRU_size, return_sequences=True)) # self.model.add(TimeDistributedDense(TDD_size, activation='relu')) # self.model.add(Flatten()) # self.model.add(Dense(output_dim=self.num_tasks)) # self.model.add(Activation('sigmoid')) # self.model.compile(optimizer='adam', loss='binary_crossentropy') # else: # raise ValueError( # "Exactly one of seq_length or keras_model must be specified!") # # def train(self, # X, # y, # validation_data, # early_stopping_metric='Loss', # early_stopping_patience=5, # save_best_model_to_prefix=None): # if y.dtype != bool: # assert set(np.unique(y)) == {0, 1} # y = y.astype(bool) # multitask = y.shape[1] > 1 # if not multitask: # num_positives = y.sum() # num_sequences = len(y) # num_negatives = num_sequences - num_positives # if self.verbose >= 1: # print('Training model (* indicates new best result)...') # X_valid, y_valid = validation_data # early_stopping_wait = 0 # best_metric = np.inf if early_stopping_metric == 'Loss' else -np.inf # for epoch in range(1, self.num_epochs + 1): # self.model.fit( # X, # y, # batch_size=128, # nb_epoch=1, # class_weight={ # True: num_sequences / num_positives, # False: num_sequences / num_negatives # } if not multitask else None, # verbose=self.verbose >= 2) # epoch_train_metrics = self.test(X, y) # epoch_valid_metrics = self.test(X_valid, y_valid) # self.train_metrics.append(epoch_train_metrics) # self.valid_metrics.append(epoch_valid_metrics) # if self.verbose >= 1: # print('Epoch {}:'.format(epoch)) # print('Train {}'.format(epoch_train_metrics)) # print('Valid {}'.format(epoch_valid_metrics), end='') # current_metric = epoch_valid_metrics[early_stopping_metric].mean() # if (early_stopping_metric == 'Loss') == (current_metric <= best_metric): # if self.verbose >= 1: # print(' *') # best_metric = current_metric # best_epoch = epoch # early_stopping_wait = 0 # if save_best_model_to_prefix is not None: # self.save(save_best_model_to_prefix) # else: # if self.verbose >= 1: # print() # if early_stopping_wait >= early_stopping_patience: # break # early_stopping_wait += 1 # if self.verbose >= 1: # print('Finished training after {} epochs.'.format(epoch)) # if save_best_model_to_prefix is not None: # print("The best model's architecture and weights (from epoch {0}) " # 'were saved to {1}.arch.json and {1}.weights.h5'.format( # best_epoch, save_best_model_to_prefix)) # # def predict(self, X): # return self.model.predict(X, batch_size=128, verbose=False) # # def get_sequence_filters(self): # """ # Returns 3D array of 2D sequence filters. # """ # return self.model.layers[0].get_weights()[0].squeeze(axis=1) # # def deeplift(self, X, batch_size=200): # """ # Returns (num_task, num_samples, 1, num_bases, sequence_length) deeplift score array. # """ # assert len(np.shape(X)) == 4 and np.shape(X)[1] == 1 # from deeplift.conversion import keras_conversion as kc # # # convert to deeplift model and get scoring function # deeplift_model = kc.convert_sequential_model(self.model, verbose=False) # score_func = deeplift_model.get_target_contribs_func( # find_scores_layer_idx=0) # # use a 40% GC reference # input_references = [np.array([0.3, 0.2, 0.2, 0.3])[None, None, :, None]] # # get deeplift scores # deeplift_scores = np.zeros((self.num_tasks,) + X.shape) # for i in range(self.num_tasks): # deeplift_scores[i] = score_func( # task_idx=i, # input_data_list=[X], # batch_size=batch_size, # progress_update=None, # input_references_list=input_references) # return deeplift_scores # # def in_silico_mutagenesis(self, X): # """ # Returns (num_task, num_samples, 1, num_bases, sequence_length) ISM score array. # """ # mutagenesis_scores = np.empty(X.shape + (self.num_tasks,), dtype=np.float32) # wild_type_predictions = self.predict(X) # wild_type_predictions = wild_type_predictions[:, np.newaxis, np.newaxis, # np.newaxis] # for sequence_index, (sequence, wild_type_prediction) in enumerate( # zip(X, wild_type_predictions)): # mutated_sequences = np.repeat( # sequence[np.newaxis], np.prod(sequence.shape), axis=0) # # remove wild-type # arange = np.arange(len(mutated_sequences)) # horizontal_cycle = np.tile( # np.arange(sequence.shape[-1]), sequence.shape[-2]) # mutated_sequences[arange, :, :, horizontal_cycle] = 0 # # add mutant # vertical_repeat = np.repeat( # np.arange(sequence.shape[-2]), sequence.shape[-1]) # mutated_sequences[arange, :, vertical_repeat, horizontal_cycle] = 1 # # make mutant predictions # mutated_predictions = self.predict(mutated_sequences) # mutated_predictions = mutated_predictions.reshape(sequence.shape + # (self.num_tasks,)) # mutagenesis_scores[ # sequence_index] = wild_type_prediction - mutated_predictions # return np.rollaxis(mutagenesis_scores, -1) # # @staticmethod # def _plot_scores(X, output_directory, peak_width, score_func, score_name): # from dragonn.plot import plot_bases_on_ax # scores = score_func(X).squeeze( # axis=2) # (num_task, num_samples, num_bases, sequence_length) # try: # os.makedirs(output_directory) # except OSError: # pass # num_tasks = len(scores) # for task_index, task_scores in enumerate(scores): # for sequence_index, sequence_scores in enumerate(task_scores): # # sequence_scores is num_bases x sequence_length # basewise_max_sequence_scores = sequence_scores.max(axis=0) # plt.clf() # figure, (top_axis, bottom_axis) = plt.subplots(2) # top_axis.plot( # range(1, # len(basewise_max_sequence_scores) + 1), # basewise_max_sequence_scores) # top_axis.set_title('{} scores (motif highlighted)'.format(score_name)) # peak_position = basewise_max_sequence_scores.argmax() # top_axis.axvspan( # peak_position - peak_width, # peak_position + peak_width, # color='grey', # alpha=0.1) # peak_sequence_scores = sequence_scores[:, peak_position - peak_width: # peak_position + peak_width].T # # Set non-max letter_heights to zero # letter_heights = np.zeros_like(peak_sequence_scores) # letter_heights[np.arange(len(letter_heights)), # peak_sequence_scores.argmax(axis=1)] = \ # basewise_max_sequence_scores[peak_position - peak_width : # peak_position + peak_width] # plot_bases_on_ax(letter_heights, bottom_axis) # bottom_axis.set_xticklabels( # tuple( # map(str, # np.arange(peak_position - peak_width, # peak_position + peak_width + 1)))) # bottom_axis.tick_params(axis='x', labelsize='small') # plt.xlabel('Position') # plt.ylabel('Score') # plt.savefig( # os.path.join(output_directory, 'sequence_{}{}'.format( # sequence_index, '_task_{}'.format(task_index) # if num_tasks > 1 else ''))) # plt.close() # # def plot_deeplift(self, X, output_directory, peak_width=10): # self._plot_scores( # X, # output_directory, # peak_width, # score_func=self.deeplift, # score_name='DeepLift') # # def plot_in_silico_mutagenesis(self, X, output_directory, peak_width=10): # self._plot_scores( # X, # output_directory, # peak_width, # score_func=self.in_silico_mutagenesis, # score_name='ISM') # # def plot_architecture(self, output_file): # from dragonn.visualize_util import plot as plot_keras_model # plot_keras_model(self.model, output_file, show_shape=True) # # def save(self, save_best_model_to_prefix): # arch_fname = save_best_model_to_prefix + '.arch.json' # weights_fname = save_best_model_to_prefix + '.weights.h5' # open(arch_fname, 'w').write(self.model.to_json()) # self.model.save_weights(weights_fname, overwrite=True) # # @staticmethod # def load(arch_fname, weights_fname=None): # model_json_string = open(arch_fname).read() # sequence_dnn = SequenceDNN(keras_model=model_from_json(model_json_string)) # if weights_fname is not None: # sequence_dnn.model.load_weights(weights_fname) # return sequence_dnn class MotifScoreRNN(Model): def __init__(self, input_shape, gru_size=10, tdd_size=4): self.model = Sequential() self.model.add( GRU(gru_size, return_sequences=True, input_shape=input_shape)) if tdd_size is not None: self.model.add(TimeDistributedDense(tdd_size)) self.model.add(Flatten()) self.model.add(Dense(1)) self.model.add(Activation('sigmoid')) print('Compiling model...') self.model.compile(optimizer='adam', loss='binary_crossentropy') def train(self, X, y, validation_data): print('Training model...') multitask = y.shape[1] > 1 if not multitask: num_positives = y.sum() num_sequences = len(y) num_negatives = num_sequences - num_positives self.model.fit( X, y, batch_size=128, nb_epoch=100, validation_data=validation_data, class_weight={ True: num_sequences / num_positives, False: num_sequences / num_negatives } if not multitask else None, callbacks=[EarlyStopping(monitor='val_loss', patience=10)], verbose=True) def predict(self, X): return self.model.predict(X, batch_size=128, verbose=False) class gkmSVM(Model): def __init__(self, prefix='./gkmSVM', word_length=11, mismatches=3, C=1, threads=1, cache_memory=100, verbosity=4): self.word_length = word_length self.mismatches = mismatches self.C = C self.threads = threads self.prefix = '_'.join(map(str, (prefix, word_length, mismatches, C))) options_list = zip( ['-l', '-d', '-c', '-T', '-m', '-v'], map(str, (word_length, mismatches, C, threads, cache_memory, verbosity))) self.options = ' '.join([' '.join(option) for option in options_list]) @property def model_file(self): model_fname = '{}.model.txt'.format(self.prefix) return model_fname if os.path.isfile(model_fname) else None @staticmethod def encode_sequence_into_fasta_file(sequence_iterator, ofname): """writes sequences into fasta file """ with open(ofname, "w") as wf: for i, seq in enumerate(sequence_iterator): print('>{}'.format(i), file=wf) print(seq, file=wf) def train(self, X, y, validation_data=None): """ Trains gkm-svm, saves model file. """ y = y.squeeze() pos_sequence = X[y] neg_sequence = X[~y] pos_fname = "%s.pos_seq.fa" % self.prefix neg_fname = "%s.neg_seq.fa" % self.prefix # create temporary fasta files self.encode_sequence_into_fasta_file(pos_sequence, pos_fname) self.encode_sequence_into_fasta_file(neg_sequence, neg_fname) # run command command = ' '.join(('gkmtrain', self.options, pos_fname, neg_fname, self.prefix)) process = subprocess.Popen(command, stdout=subprocess.PIPE, shell=True) process.wait() # wait for it to finish # remove fasta files os.system("rm %s" % pos_fname) os.system("rm %s" % neg_fname) def predict(self, X): if self.model_file is None: raise RuntimeError("GkmSvm hasn't been trained!") # write test fasta file test_fname = "%s.test.fa" % self.prefix self.encode_sequence_into_fasta_file(X, test_fname) # test gkmsvm temp_ofp = tempfile.NamedTemporaryFile() threads_option = '-T %s' % (str(self.threads)) command = ' '.join([ 'gkmpredict', test_fname, self.model_file, temp_ofp.name, threads_option ]) process = subprocess.Popen(command, shell=True) process.wait() # wait for it to finish os.system("rm %s" % test_fname) # remove fasta file # get classification results temp_ofp.seek(0) y = np.array([line.split()[-1] for line in temp_ofp], dtype=float) temp_ofp.close() return np.expand_dims(y, 1)
mit
maaskola/GPy
GPy/examples/dimensionality_reduction.py
7
23628
# Copyright (c) 2012-2014, GPy authors (see AUTHORS.txt). # Licensed under the BSD 3-clause license (see LICENSE.txt) import numpy as _np default_seed = 123344 # default_seed = _np.random.seed(123344) def bgplvm_test_model(optimize=False, verbose=1, plot=False, output_dim=200, nan=False): """ model for testing purposes. Samples from a GP with rbf kernel and learns the samples with a new kernel. Normally not for optimization, just model cheking """ import GPy num_inputs = 13 num_inducing = 5 if plot: output_dim = 1 input_dim = 3 else: input_dim = 2 output_dim = output_dim # generate GPLVM-like data X = _np.random.rand(num_inputs, input_dim) lengthscales = _np.random.rand(input_dim) k = GPy.kern.RBF(input_dim, .5, lengthscales, ARD=True) K = k.K(X) Y = _np.random.multivariate_normal(_np.zeros(num_inputs), K, (output_dim,)).T # k = GPy.kern.RBF_inv(input_dim, .5, _np.ones(input_dim) * 2., ARD=True) + GPy.kern.bias(input_dim) + GPy.kern.white(input_dim) # k = GPy.kern.linear(input_dim)# + GPy.kern.bias(input_dim) + GPy.kern.white(input_dim, 0.00001) # k = GPy.kern.RBF(input_dim, ARD = False) + GPy.kern.white(input_dim, 0.00001) # k = GPy.kern.RBF(input_dim, .5, _np.ones(input_dim) * 2., ARD=True) + GPy.kern.RBF(input_dim, .3, _np.ones(input_dim) * .2, ARD=True) # k = GPy.kern.RBF(input_dim, .5, 2., ARD=0) + GPy.kern.RBF(input_dim, .3, .2, ARD=0) # k = GPy.kern.RBF(input_dim, .5, _np.ones(input_dim) * 2., ARD=True) + GPy.kern.linear(input_dim, _np.ones(input_dim) * .2, ARD=True) p = .3 m = GPy.models.BayesianGPLVM(Y, input_dim, kernel=k, num_inducing=num_inducing) if nan: m.inference_method = GPy.inference.latent_function_inference.var_dtc.VarDTCMissingData() m.Y[_np.random.binomial(1, p, size=(Y.shape)).astype(bool)] = _np.nan m.parameters_changed() #=========================================================================== # randomly obstruct data with percentage p #=========================================================================== # m2 = GPy.models.BayesianGPLVMWithMissingData(Y_obstruct, input_dim, kernel=k, num_inducing=num_inducing) # m.lengthscales = lengthscales if plot: import matplotlib.pyplot as pb m.plot() pb.title('PCA initialisation') # m2.plot() # pb.title('PCA initialisation') if optimize: m.optimize('scg', messages=verbose) # m2.optimize('scg', messages=verbose) if plot: m.plot() pb.title('After optimisation') # m2.plot() # pb.title('After optimisation') return m def gplvm_oil_100(optimize=True, verbose=1, plot=True): import GPy import pods data = pods.datasets.oil_100() Y = data['X'] # create simple GP model kernel = GPy.kern.RBF(6, ARD=True) + GPy.kern.Bias(6) m = GPy.models.GPLVM(Y, 6, kernel=kernel) m.data_labels = data['Y'].argmax(axis=1) if optimize: m.optimize('scg', messages=verbose) if plot: m.plot_latent(labels=m.data_labels) return m def sparse_gplvm_oil(optimize=True, verbose=0, plot=True, N=100, Q=6, num_inducing=15, max_iters=50): import GPy import pods _np.random.seed(0) data = pods.datasets.oil() Y = data['X'][:N] Y = Y - Y.mean(0) Y /= Y.std(0) # Create the model kernel = GPy.kern.RBF(Q, ARD=True) + GPy.kern.Bias(Q) m = GPy.models.SparseGPLVM(Y, Q, kernel=kernel, num_inducing=num_inducing) m.data_labels = data['Y'][:N].argmax(axis=1) if optimize: m.optimize('scg', messages=verbose, max_iters=max_iters) if plot: m.plot_latent(labels=m.data_labels) m.kern.plot_ARD() return m def swiss_roll(optimize=True, verbose=1, plot=True, N=1000, num_inducing=25, Q=4, sigma=.2): import GPy from pods.datasets import swiss_roll_generated from GPy.models import BayesianGPLVM data = swiss_roll_generated(num_samples=N, sigma=sigma) Y = data['Y'] Y -= Y.mean() Y /= Y.std() t = data['t'] c = data['colors'] try: from sklearn.manifold.isomap import Isomap iso = Isomap().fit(Y) X = iso.embedding_ if Q > 2: X = _np.hstack((X, _np.random.randn(N, Q - 2))) except ImportError: X = _np.random.randn(N, Q) if plot: import matplotlib.pyplot as plt from mpl_toolkits.mplot3d import Axes3D # @UnusedImport fig = plt.figure("Swiss Roll Data") ax = fig.add_subplot(121, projection='3d') ax.scatter(*Y.T, c=c) ax.set_title("Swiss Roll") ax = fig.add_subplot(122) ax.scatter(*X.T[:2], c=c) ax.set_title("BGPLVM init") var = .5 S = (var * _np.ones_like(X) + _np.clip(_np.random.randn(N, Q) * var ** 2, - (1 - var), (1 - var))) + .001 Z = _np.random.permutation(X)[:num_inducing] kernel = GPy.kern.RBF(Q, ARD=True) + GPy.kern.Bias(Q, _np.exp(-2)) + GPy.kern.White(Q, _np.exp(-2)) m = BayesianGPLVM(Y, Q, X=X, X_variance=S, num_inducing=num_inducing, Z=Z, kernel=kernel) m.data_colors = c m.data_t = t if optimize: m.optimize('bfgs', messages=verbose, max_iters=2e3) if plot: fig = plt.figure('fitted') ax = fig.add_subplot(111) s = m.input_sensitivity().argsort()[::-1][:2] ax.scatter(*m.X.mean.T[s], c=c) return m def bgplvm_oil(optimize=True, verbose=1, plot=True, N=200, Q=7, num_inducing=40, max_iters=1000, **k): import GPy from matplotlib import pyplot as plt import numpy as np _np.random.seed(0) try: import pods data = pods.datasets.oil() except ImportError: data = GPy.util.datasets.oil() kernel = GPy.kern.RBF(Q, 1., 1. / _np.random.uniform(0, 1, (Q,)), ARD=True) # + GPy.kern.Bias(Q, _np.exp(-2)) Y = data['X'][:N] m = GPy.models.BayesianGPLVM(Y, Q, kernel=kernel, num_inducing=num_inducing, **k) m.data_labels = data['Y'][:N].argmax(axis=1) if optimize: m.optimize('bfgs', messages=verbose, max_iters=max_iters, gtol=.05) if plot: fig, (latent_axes, sense_axes) = plt.subplots(1, 2) m.plot_latent(ax=latent_axes, labels=m.data_labels) data_show = GPy.plotting.matplot_dep.visualize.vector_show((m.Y[0, :])) lvm_visualizer = GPy.plotting.matplot_dep.visualize.lvm_dimselect(m.X.mean.values[0:1, :], # @UnusedVariable m, data_show, latent_axes=latent_axes, sense_axes=sense_axes, labels=m.data_labels) raw_input('Press enter to finish') plt.close(fig) return m def ssgplvm_oil(optimize=True, verbose=1, plot=True, N=200, Q=7, num_inducing=40, max_iters=1000, **k): import GPy from matplotlib import pyplot as plt import pods _np.random.seed(0) data = pods.datasets.oil() kernel = GPy.kern.RBF(Q, 1., 1. / _np.random.uniform(0, 1, (Q,)), ARD=True) # + GPy.kern.Bias(Q, _np.exp(-2)) Y = data['X'][:N] m = GPy.models.SSGPLVM(Y, Q, kernel=kernel, num_inducing=num_inducing, **k) m.data_labels = data['Y'][:N].argmax(axis=1) if optimize: m.optimize('bfgs', messages=verbose, max_iters=max_iters, gtol=.05) if plot: fig, (latent_axes, sense_axes) = plt.subplots(1, 2) m.plot_latent(ax=latent_axes, labels=m.data_labels) data_show = GPy.plotting.matplot_dep.visualize.vector_show((m.Y[0, :])) lvm_visualizer = GPy.plotting.matplot_dep.visualize.lvm_dimselect(m.X.mean.values[0:1, :], # @UnusedVariable m, data_show, latent_axes=latent_axes, sense_axes=sense_axes, labels=m.data_labels) raw_input('Press enter to finish') plt.close(fig) return m def _simulate_matern(D1, D2, D3, N, num_inducing, plot_sim=False): """Simulate some data drawn from a matern covariance and a periodic exponential for use in MRD demos.""" Q_signal = 4 import GPy import numpy as np np.random.seed(3000) k = GPy.kern.Matern32(Q_signal, 1., lengthscale=(np.random.uniform(1, 6, Q_signal)), ARD=1) for i in range(Q_signal): k += GPy.kern.PeriodicExponential(1, variance=1., active_dims=[i], period=3., lower=-2, upper=6) t = np.c_[[np.linspace(-1, 5, N) for _ in range(Q_signal)]].T K = k.K(t) s2, s1, s3, sS = np.random.multivariate_normal(np.zeros(K.shape[0]), K, size=(4))[:, :, None] Y1, Y2, Y3, S1, S2, S3 = _generate_high_dimensional_output(D1, D2, D3, s1, s2, s3, sS) slist = [sS, s1, s2, s3] slist_names = ["sS", "s1", "s2", "s3"] Ylist = [Y1, Y2, Y3] if plot_sim: from matplotlib import pyplot as plt import matplotlib.cm as cm import itertools fig = plt.figure("MRD Simulation Data", figsize=(8, 6)) fig.clf() ax = fig.add_subplot(2, 1, 1) labls = slist_names for S, lab in itertools.izip(slist, labls): ax.plot(S, label=lab) ax.legend() for i, Y in enumerate(Ylist): ax = fig.add_subplot(2, len(Ylist), len(Ylist) + 1 + i) ax.imshow(Y, aspect='auto', cmap=cm.gray) # @UndefinedVariable ax.set_title("Y{}".format(i + 1)) plt.draw() plt.tight_layout() return slist, [S1, S2, S3], Ylist def _simulate_sincos(D1, D2, D3, N, num_inducing, plot_sim=False): """Simulate some data drawn from sine and cosine for use in demos of MRD""" _np.random.seed(1234) x = _np.linspace(0, 4 * _np.pi, N)[:, None] s1 = _np.vectorize(lambda x: _np.sin(x)) s2 = _np.vectorize(lambda x: _np.cos(x) ** 2) s3 = _np.vectorize(lambda x:-_np.exp(-_np.cos(2 * x))) sS = _np.vectorize(lambda x: _np.cos(x)) s1 = s1(x) s2 = s2(x) s3 = s3(x) sS = sS(x) s1 -= s1.mean(); s1 /= s1.std(0) s2 -= s2.mean(); s2 /= s2.std(0) s3 -= s3.mean(); s3 /= s3.std(0) sS -= sS.mean(); sS /= sS.std(0) Y1, Y2, Y3, S1, S2, S3 = _generate_high_dimensional_output(D1, D2, D3, s1, s2, s3, sS) slist = [sS, s1, s2, s3] slist_names = ["sS", "s1", "s2", "s3"] Ylist = [Y1, Y2, Y3] if plot_sim: from matplotlib import pyplot as plt import matplotlib.cm as cm import itertools fig = plt.figure("MRD Simulation Data", figsize=(8, 6)) fig.clf() ax = fig.add_subplot(2, 1, 1) labls = slist_names for S, lab in itertools.izip(slist, labls): ax.plot(S, label=lab) ax.legend() for i, Y in enumerate(Ylist): ax = fig.add_subplot(2, len(Ylist), len(Ylist) + 1 + i) ax.imshow(Y, aspect='auto', cmap=cm.gray) # @UndefinedVariable ax.set_title("Y{}".format(i + 1)) plt.draw() plt.tight_layout() return slist, [S1, S2, S3], Ylist def _generate_high_dimensional_output(D1, D2, D3, s1, s2, s3, sS): S1 = _np.hstack([s1, sS]) S2 = _np.hstack([s2, s3, sS]) S3 = _np.hstack([s3, sS]) Y1 = S1.dot(_np.random.randn(S1.shape[1], D1)) Y2 = S2.dot(_np.random.randn(S2.shape[1], D2)) Y3 = S3.dot(_np.random.randn(S3.shape[1], D3)) Y1 += .3 * _np.random.randn(*Y1.shape) Y2 += .2 * _np.random.randn(*Y2.shape) Y3 += .25 * _np.random.randn(*Y3.shape) Y1 -= Y1.mean(0) Y2 -= Y2.mean(0) Y3 -= Y3.mean(0) Y1 /= Y1.std(0) Y2 /= Y2.std(0) Y3 /= Y3.std(0) return Y1, Y2, Y3, S1, S2, S3 def bgplvm_simulation(optimize=True, verbose=1, plot=True, plot_sim=False, max_iters=2e4, ): from GPy import kern from GPy.models import BayesianGPLVM D1, D2, D3, N, num_inducing, Q = 13, 5, 8, 45, 3, 9 _, _, Ylist = _simulate_matern(D1, D2, D3, N, num_inducing, plot_sim) Y = Ylist[0] k = kern.Linear(Q, ARD=True) # + kern.white(Q, _np.exp(-2)) # + kern.bias(Q) # k = kern.RBF(Q, ARD=True, lengthscale=10.) m = BayesianGPLVM(Y, Q, init="PCA", num_inducing=num_inducing, kernel=k) m.X.variance[:] = _np.random.uniform(0, .01, m.X.shape) m.likelihood.variance = .1 if optimize: print("Optimizing model:") m.optimize('bfgs', messages=verbose, max_iters=max_iters, gtol=.05) if plot: m.X.plot("BGPLVM Latent Space 1D") m.kern.plot_ARD('BGPLVM Simulation ARD Parameters') return m def ssgplvm_simulation(optimize=True, verbose=1, plot=True, plot_sim=False, max_iters=2e4, useGPU=False ): from GPy import kern from GPy.models import SSGPLVM D1, D2, D3, N, num_inducing, Q = 13, 5, 8, 45, 3, 9 _, _, Ylist = _simulate_matern(D1, D2, D3, N, num_inducing, plot_sim) Y = Ylist[0] k = kern.Linear(Q, ARD=True) # + kern.white(Q, _np.exp(-2)) # + kern.bias(Q) # k = kern.RBF(Q, ARD=True, lengthscale=10.) m = SSGPLVM(Y, Q, init="rand", num_inducing=num_inducing, kernel=k, group_spike=True) m.X.variance[:] = _np.random.uniform(0, .01, m.X.shape) m.likelihood.variance = .01 if optimize: print("Optimizing model:") m.optimize('bfgs', messages=verbose, max_iters=max_iters, gtol=.05) if plot: m.X.plot("SSGPLVM Latent Space 1D") m.kern.plot_ARD('SSGPLVM Simulation ARD Parameters') return m def bgplvm_simulation_missing_data(optimize=True, verbose=1, plot=True, plot_sim=False, max_iters=2e4, percent_missing=.1, ): from GPy import kern from GPy.models.bayesian_gplvm_minibatch import BayesianGPLVMMiniBatch D1, D2, D3, N, num_inducing, Q = 13, 5, 8, 400, 3, 4 _, _, Ylist = _simulate_matern(D1, D2, D3, N, num_inducing, plot_sim) Y = Ylist[0] k = kern.Linear(Q, ARD=True) # + kern.white(Q, _np.exp(-2)) # + kern.bias(Q) inan = _np.random.binomial(1, percent_missing, size=Y.shape).astype(bool) # 80% missing data Ymissing = Y.copy() Ymissing[inan] = _np.nan m = BayesianGPLVMMiniBatch(Ymissing, Q, init="random", num_inducing=num_inducing, kernel=k, missing_data=True) m.Yreal = Y if optimize: print("Optimizing model:") m.optimize('bfgs', messages=verbose, max_iters=max_iters, gtol=.05) if plot: m.X.plot("BGPLVM Latent Space 1D") m.kern.plot_ARD('BGPLVM Simulation ARD Parameters') return m def mrd_simulation(optimize=True, verbose=True, plot=True, plot_sim=True, **kw): from GPy import kern from GPy.models import MRD D1, D2, D3, N, num_inducing, Q = 60, 20, 36, 60, 6, 5 _, _, Ylist = _simulate_sincos(D1, D2, D3, N, num_inducing, plot_sim) # Ylist = [Ylist[0]] k = kern.Linear(Q, ARD=True) m = MRD(Ylist, input_dim=Q, num_inducing=num_inducing, kernel=k, initx="PCA_concat", initz='permute', **kw) m['.*noise'] = [Y.var() / 40. for Y in Ylist] if optimize: print("Optimizing Model:") m.optimize(messages=verbose, max_iters=8e3) if plot: m.X.plot("MRD Latent Space 1D") m.plot_scales("MRD Scales") return m def mrd_simulation_missing_data(optimize=True, verbose=True, plot=True, plot_sim=True, **kw): from GPy import kern from GPy.models import MRD D1, D2, D3, N, num_inducing, Q = 60, 20, 36, 60, 6, 5 _, _, Ylist = _simulate_matern(D1, D2, D3, N, num_inducing, plot_sim) # Ylist = [Ylist[0]] k = kern.Linear(Q, ARD=True) inanlist = [] for Y in Ylist: inan = _np.random.binomial(1, .6, size=Y.shape).astype(bool) inanlist.append(inan) Y[inan] = _np.nan m = MRD(Ylist, input_dim=Q, num_inducing=num_inducing, kernel=k, inference_method=None, initx="random", initz='permute', **kw) if optimize: print("Optimizing Model:") m.optimize('bfgs', messages=verbose, max_iters=8e3, gtol=.1) if plot: m.X.plot("MRD Latent Space 1D") m.plot_scales("MRD Scales") return m def brendan_faces(optimize=True, verbose=True, plot=True): import GPy import pods data = pods.datasets.brendan_faces() Q = 2 Y = data['Y'] Yn = Y - Y.mean() Yn /= Yn.std() m = GPy.models.BayesianGPLVM(Yn, Q, num_inducing=20) # optimize if optimize: m.optimize('bfgs', messages=verbose, max_iters=1000) if plot: ax = m.plot_latent(which_indices=(0, 1)) y = m.Y[0, :] data_show = GPy.plotting.matplot_dep.visualize.image_show(y[None, :], dimensions=(20, 28), transpose=True, order='F', invert=False, scale=False) lvm = GPy.plotting.matplot_dep.visualize.lvm(m.X.mean[0, :].copy(), m, data_show, ax) raw_input('Press enter to finish') return m def olivetti_faces(optimize=True, verbose=True, plot=True): import GPy import pods data = pods.datasets.olivetti_faces() Q = 2 Y = data['Y'] Yn = Y - Y.mean() Yn /= Yn.std() m = GPy.models.BayesianGPLVM(Yn, Q, num_inducing=20) if optimize: m.optimize('bfgs', messages=verbose, max_iters=1000) if plot: ax = m.plot_latent(which_indices=(0, 1)) y = m.Y[0, :] data_show = GPy.plotting.matplot_dep.visualize.image_show(y[None, :], dimensions=(112, 92), transpose=False, invert=False, scale=False) lvm = GPy.plotting.matplot_dep.visualize.lvm(m.X.mean[0, :].copy(), m, data_show, ax) raw_input('Press enter to finish') return m def stick_play(range=None, frame_rate=15, optimize=False, verbose=True, plot=True): import GPy import pods data = pods.datasets.osu_run1() # optimize if range == None: Y = data['Y'].copy() else: Y = data['Y'][range[0]:range[1], :].copy() if plot: y = Y[0, :] data_show = GPy.plotting.matplot_dep.visualize.stick_show(y[None, :], connect=data['connect']) GPy.plotting.matplot_dep.visualize.data_play(Y, data_show, frame_rate) return Y def stick(kernel=None, optimize=True, verbose=True, plot=True): from matplotlib import pyplot as plt import GPy import pods data = pods.datasets.osu_run1() # optimize m = GPy.models.GPLVM(data['Y'], 2, kernel=kernel) if optimize: m.optimize('bfgs', messages=verbose, max_f_eval=10000) if plot: plt.clf ax = m.plot_latent() y = m.Y[0, :] data_show = GPy.plotting.matplot_dep.visualize.stick_show(y[None, :], connect=data['connect']) lvm_visualizer = GPy.plotting.matplot_dep.visualize.lvm(m.X[:1, :].copy(), m, data_show, latent_axes=ax) raw_input('Press enter to finish') lvm_visualizer.close() data_show.close() return m def bcgplvm_linear_stick(kernel=None, optimize=True, verbose=True, plot=True): from matplotlib import pyplot as plt import GPy import pods data = pods.datasets.osu_run1() # optimize mapping = GPy.mappings.Linear(data['Y'].shape[1], 2) m = GPy.models.BCGPLVM(data['Y'], 2, kernel=kernel, mapping=mapping) if optimize: m.optimize(messages=verbose, max_f_eval=10000) if plot and GPy.plotting.matplot_dep.visualize.visual_available: plt.clf ax = m.plot_latent() y = m.likelihood.Y[0, :] data_show = GPy.plotting.matplot_dep.visualize.stick_show(y[None, :], connect=data['connect']) GPy.plotting.matplot_dep.visualize.lvm(m.X[0, :].copy(), m, data_show, ax) raw_input('Press enter to finish') return m def bcgplvm_stick(kernel=None, optimize=True, verbose=True, plot=True): from matplotlib import pyplot as plt import GPy import pods data = pods.datasets.osu_run1() # optimize back_kernel = GPy.kern.RBF(data['Y'].shape[1], lengthscale=5.) mapping = GPy.mappings.Kernel(X=data['Y'], output_dim=2, kernel=back_kernel) m = GPy.models.BCGPLVM(data['Y'], 2, kernel=kernel, mapping=mapping) if optimize: m.optimize(messages=verbose, max_f_eval=10000) if plot and GPy.plotting.matplot_dep.visualize.visual_available: plt.clf ax = m.plot_latent() y = m.likelihood.Y[0, :] data_show = GPy.plotting.matplot_dep.visualize.stick_show(y[None, :], connect=data['connect']) GPy.plotting.matplot_dep.visualize.lvm(m.X[0, :].copy(), m, data_show, ax) # raw_input('Press enter to finish') return m def robot_wireless(optimize=True, verbose=True, plot=True): from matplotlib import pyplot as plt import GPy import pods data = pods.datasets.robot_wireless() # optimize m = GPy.models.BayesianGPLVM(data['Y'], 4, num_inducing=25) if optimize: m.optimize(messages=verbose, max_f_eval=10000) if plot: m.plot_latent() return m def stick_bgplvm(model=None, optimize=True, verbose=True, plot=True): """Interactive visualisation of the Stick Man data from Ohio State University with the Bayesian GPLVM.""" from GPy.models import BayesianGPLVM from matplotlib import pyplot as plt import numpy as np import GPy import pods data = pods.datasets.osu_run1() Q = 6 kernel = GPy.kern.RBF(Q, lengthscale=np.repeat(.5, Q), ARD=True) m = BayesianGPLVM(data['Y'], Q, init="PCA", num_inducing=20, kernel=kernel) m.data = data m.likelihood.variance = 0.001 # optimize try: if optimize: m.optimize('bfgs', messages=verbose, max_iters=5e3, bfgs_factor=10) except KeyboardInterrupt: print("Keyboard interrupt, continuing to plot and return") if plot: fig, (latent_axes, sense_axes) = plt.subplots(1, 2) plt.sca(latent_axes) m.plot_latent(ax=latent_axes) y = m.Y[:1, :].copy() data_show = GPy.plotting.matplot_dep.visualize.stick_show(y, connect=data['connect']) dim_select = GPy.plotting.matplot_dep.visualize.lvm_dimselect(m.X.mean[:1, :].copy(), m, data_show, latent_axes=latent_axes, sense_axes=sense_axes) fig.canvas.draw() # Canvas.show doesn't work on OSX. #fig.canvas.show() raw_input('Press enter to finish') return m def cmu_mocap(subject='35', motion=['01'], in_place=True, optimize=True, verbose=True, plot=True): import GPy import pods data = pods.datasets.cmu_mocap(subject, motion) if in_place: # Make figure move in place. data['Y'][:, 0:3] = 0.0 Y = data['Y'] Y_mean = Y.mean(0) Y_std = Y.std(0) m = GPy.models.GPLVM((Y - Y_mean) / Y_std, 2) if optimize: m.optimize(messages=verbose, max_f_eval=10000) if plot: ax = m.plot_latent() y = m.Y[0, :] data_show = GPy.plotting.matplot_dep.visualize.skeleton_show(y[None, :], data['skel']) lvm_visualizer = GPy.plotting.matplot_dep.visualize.lvm(m.X[0].copy(), m, data_show, latent_axes=ax) raw_input('Press enter to finish') lvm_visualizer.close() data_show.close() return m def ssgplvm_simulation_linear(): import numpy as np import GPy N, D, Q = 1000, 20, 5 pi = 0.2 def sample_X(Q, pi): x = np.empty(Q) dies = np.random.rand(Q) for q in range(Q): if dies[q] < pi: x[q] = np.random.randn() else: x[q] = 0. return x Y = np.empty((N, D)) X = np.empty((N, Q)) # Generate data from random sampled weight matrices for n in range(N): X[n] = sample_X(Q, pi) w = np.random.randn(D, Q) Y[n] = np.dot(w, X[n])
bsd-3-clause
ssh0/growing-string
triangular_lattice/vicsek/vicsek.py
1
6304
#!/usr/bin/env python # -*- coding:utf-8 -*- # # written by Shotaro Fujimoto # 2016-05-15 import os import sys sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__)))) from triangular import LatticeTriangular as LT import matplotlib.pyplot as plt import matplotlib.tri as tri import matplotlib.animation as animation import numpy as np from numpy import linalg as la import random import time rint = random.randint randm = random.random class Point: def __init__(self, id, ix, iy): self.id, self.x, self.y = id, ix, iy # vel is unified and the value of it implies the direction of the # velocity self.vel = rint(0, 5) self.priority = randm() class Main: def __init__(self, Lx=20, Ly=20, rho=0.9, lattice_scale=10, T=0.4, plot=True, frames=100): self.lattice = LT(- np.ones((Lx, Ly), dtype=np.int), scale=lattice_scale) self.N = int(Lx * Ly * rho) self.points = [Point(n, rint(0, Lx - 1), rint(0, Ly - 1)) for n in range(self.N)] self.T = T self.plot = plot self.beta = 1. / self.T self.order_param = [] self.num = 0 angs = [i * np.pi / 3. for i in range(6)] self.velx = [np.cos(ang) for ang in angs] self.vely = [-np.sin(ang) for ang in angs] self.u = [np.array([vx, -vy]) for vx, vy in zip(self.velx, self.vely)] self.lattice_X = self.lattice.coordinates_x self.lattice_Y = self.lattice.coordinates_y self.lattice_X = np.array(self.lattice_X).reshape(Lx, Ly) self.lattice_Y = np.array(self.lattice_Y).reshape(Lx, Ly) X_min, X_max = np.min(self.lattice_X), np.max(self.lattice_X) Y_min, Y_max = np.min(self.lattice_Y), np.max(self.lattice_Y) if self.plot: self.fig, (self.ax1, self.ax2) = plt.subplots( 1, 2, figsize=(8, 10)) self.ax1.set_xlim([X_min, X_max]) self.ax1.set_ylim([Y_min, Y_max]) self.ax1.set_xticklabels([]) self.ax1.set_yticklabels([]) self.ax1.set_aspect('equal') self.ax1.set_title("Lattice-Gas model for collective motion") self.triang = tri.Triangulation(self.lattice_X.flatten(), self.lattice_Y.flatten()) self.ax1.triplot(self.triang, color='whitesmoke', lw=0.5) self.l, = self.ax2.plot([], [], 'b-') self.ax2.set_title(r"Order parameter $m=\frac{1}{N} |\sum \vec{u}_{i}|$ ($T = %.2f$)" % self.T) self.ax2.set_ylim([0, 1]) def init_func(*arg): return self.l, ani = animation.FuncAnimation(self.fig, self.update, frames=frames, init_func=init_func, interval=1, blit=True, repeat=False) plt.show() else: for i in range(100): self.update(i) print self.order_param[-1] def update(self, num): lowest, upper = {}, [] # 同じサイトにいるものを検出 for point in self.points: if not lowest.has_key((point.x, point.y)): lowest[(point.x, point.y)] = point elif lowest[(point.x, point.y)].priority > point.priority: upper.append(lowest[(point.x, point.y)]) lowest[(point.x, point.y)] = point else: upper.append(point) # priority値最小のものだけ最近接効果(decided by Boltzmann eq)をうける for point in lowest.values(): # 最近接の速度の合計を求める velocities = np.array([0., 0.]) nnx, nny = self.lattice.neighbor_of(point.x, point.y) for x, y in zip(nnx, nny): if lowest.has_key((x, y)): ang = lowest[(x, y)].vel velocities += np.array([self.velx[ang], -self.vely[ang]]) # ボルツマン分布に従って確率的に方向を決定 A = [np.exp(self.beta * np.dot(u, velocities)) for u in self.u] rand = randm() * sum(A) p = 0 for i, P in enumerate(A): p += P if rand < p: point.vel = i break # それ以外はランダムに向きを変えるように for point in upper: # change the velocity of the point point.vel = rint(0, 5) # 各点の座標とベクトルを更新し,描画 self.update_quivers() # オーダーパラメーターをプロット self.plot_order_param(num) return self.quiver, self.l def update_quivers(self): # Get information to plot X, Y = [], [] for point in self.points: # Get possible direction newx, newy = self.lattice.neighbor_of(point.x, point.y) # Choose one by its velocity point.x, point.y = newx[point.vel], newy[point.vel] X.append(self.lattice_X[point.x, point.y]) Y.append(self.lattice_Y[point.x, point.y]) vel_x = [self.velx[p.vel] for p in self.points] vel_y = [self.vely[p.vel] for p in self.points] if self.plot: self.quiver = self.ax1.quiver(X, Y, vel_x, vel_y, units='xy', angles='xy', color='k') def plot_order_param(self, num): # nwidth = 20 self.order_param.append(self.cal_order_param()) self.num += 1 if self.plot: nl = max(self.num - 20, 0) nr = 1.25 * 20 + nl self.ax2.set_xlim([nl, nr]) self.l.set_data(np.arange(nl, self.num), self.order_param[nl:]) def cal_order_param(self): # return order parameter velx = sum([self.velx[p.vel] for p in self.points]) vely = sum([self.vely[p.vel] for p in self.points]) return la.norm([velx, vely]) / self.N if __name__ == '__main__': main = Main(Lx=40, Ly=40, rho=0.9, T=0.41, frames=300, plot=True) # main = Main(Lx=40, Ly=40, T=0.6, frames=1000, plot=True)
mit
hdmetor/scikit-learn
sklearn/metrics/__init__.py
52
3394
""" The :mod:`sklearn.metrics` module includes score functions, performance metrics and pairwise metrics and distance computations. """ from .ranking import auc from .ranking import average_precision_score from .ranking import coverage_error from .ranking import label_ranking_average_precision_score from .ranking import label_ranking_loss from .ranking import precision_recall_curve from .ranking import roc_auc_score from .ranking import roc_curve from .classification import accuracy_score from .classification import classification_report from .classification import confusion_matrix from .classification import f1_score from .classification import fbeta_score from .classification import hamming_loss from .classification import hinge_loss from .classification import jaccard_similarity_score from .classification import log_loss from .classification import matthews_corrcoef from .classification import precision_recall_fscore_support from .classification import precision_score from .classification import recall_score from .classification import zero_one_loss from .classification import brier_score_loss from . import cluster from .cluster import adjusted_mutual_info_score from .cluster import adjusted_rand_score from .cluster import completeness_score from .cluster import consensus_score from .cluster import homogeneity_completeness_v_measure from .cluster import homogeneity_score from .cluster import mutual_info_score from .cluster import normalized_mutual_info_score from .cluster import silhouette_samples from .cluster import silhouette_score from .cluster import v_measure_score from .pairwise import euclidean_distances from .pairwise import pairwise_distances from .pairwise import pairwise_distances_argmin from .pairwise import pairwise_distances_argmin_min from .pairwise import pairwise_kernels from .regression import explained_variance_score from .regression import mean_absolute_error from .regression import mean_squared_error from .regression import median_absolute_error from .regression import r2_score from .scorer import make_scorer from .scorer import SCORERS from .scorer import get_scorer __all__ = [ 'accuracy_score', 'adjusted_mutual_info_score', 'adjusted_rand_score', 'auc', 'average_precision_score', 'classification_report', 'cluster', 'completeness_score', 'confusion_matrix', 'consensus_score', 'coverage_error', 'euclidean_distances', 'explained_variance_score', 'f1_score', 'fbeta_score', 'get_scorer', 'hamming_loss', 'hinge_loss', 'homogeneity_completeness_v_measure', 'homogeneity_score', 'jaccard_similarity_score', 'label_ranking_average_precision_score', 'label_ranking_loss', 'log_loss', 'make_scorer', 'matthews_corrcoef', 'mean_absolute_error', 'mean_squared_error', 'median_absolute_error', 'mutual_info_score', 'normalized_mutual_info_score', 'pairwise_distances', 'pairwise_distances_argmin', 'pairwise_distances_argmin_min', 'pairwise_distances_argmin_min', 'pairwise_kernels', 'precision_recall_curve', 'precision_recall_fscore_support', 'precision_score', 'r2_score', 'recall_score', 'roc_auc_score', 'roc_curve', 'SCORERS', 'silhouette_samples', 'silhouette_score', 'v_measure_score', 'zero_one_loss', 'brier_score_loss', ]
bsd-3-clause
PascalSteger/twiddle
act/vis_part_proj_dm.py
1
1231
#!/usr/bin/env python2 ## \file # Plot raw positions of DM particles # (c) 2014 ETHZ, Pascal Steger, [email protected] import sys, matplotlib matplotlib.use('Agg') from matplotlib import rc rc('text',usetex=True) #import pylab from pylab import figure,xticks,yticks,grid,savefig import matplotlib.pyplot as plt i = len(sys.argv) if i!=7: print("usage: vis_part_dm.py xc yc zc r infile outfile") print("ex: vis_part_dm.py 0.5 0.5 0.5 0.01 dm.dat mov/dm.png") exit(1) xc = float(sys.argv[1]); yc = float(sys.argv[2]); zc = float(sys.argv[3]); r = float(sys.argv[4]) infile=sys.argv[5] outfile=sys.argv[6] f = open(infile,'r') x=[];y=[];z=[] for line in f: values = line.split() xcheck = float(values[1])-xc ycheck = float(values[2])-yc zcheck = float(values[3])-zc if(abs(xcheck)<r and abs(ycheck) < r and abs(zcheck)<r): x.append(xcheck) y.append(ycheck) z.append(zcheck) f.close() fig = figure() #xticks([-0.002,-0.001,0.0,0.001,0.002]) #yticks([-0.002,-0.001,0.0,0.001,0.002]) grid() #ax = fig.add_subplot(111) #imshow(x,y) print(len(x)) plt.scatter(x, y,alpha=0.3,marker='d') plt.xlabel(r'r\quad[{\rm Mpc}/h]') plt.ylabel(r'r\quad[{\rm Mpc}/h]') savefig(outfile)
gpl-2.0
seanbechhofer/arduino
python/animated_bar_serial.py
1
1174
# Reads csv data from the serial line and plots it on a bar chart, import matplotlib matplotlib.use('TKAgg') import matplotlib.pyplot as plt import numpy as np import time import random import serial from sys import stdin port = '/dev/cu.usbserial-AL00U1X7' ser = serial.Serial(port, 9600) def animated_barplot(): stuff = ser.readline().split(",") print stuff data = [] val = 0 for st in stuff: try: val = int(st) except Exception, e: val = 0 data.append(val) plt.xlim(-1,len(data)+1) plt.ylim(0, 400) rects = plt.bar(range(len(data)), data, align = 'center', color= 'b', alpha=0.4) fig.canvas.draw() while (True): stuff = ser.readline().split(",") data = [] for st in stuff: try: val = int(st) except Exception, e: val = 0 data.append(val) #print ("tick") for rect, value in zip(rects,data): rect.set_height(int(value)) fig.canvas.draw() fig = plt.figure(figsize=(12,6)) win = fig.canvas.manager.window win.after(100, animated_barplot) plt.show()
mit
sys-bio/tellurium
tellurium/tests/sedml/test_data.py
2
8722
""" Testing of SED-ML data support, i.e., DataDescription. """ from __future__ import print_function, absolute_import import os import pytest import matplotlib from tellurium.tests.testdata import TESTDATA_DIR from tellurium.sedml.data import DataDescriptionParser from tellurium.sedml.tesedml import SEDMLTools try: import libsedml except ImportError: import tesedml as libsedml from tellurium.sedml import tesedml # --------------------------------------------------------------------------------- BASE_DIR = os.path.join(TESTDATA_DIR, 'sedml', 'data') SOURCE_CSV = os.path.join(BASE_DIR, "oscli.csv") SOURCE_TSV = os.path.join(BASE_DIR, "oscli.tsv") SOURCE_NUML = os.path.join(BASE_DIR, "./oscli.xml") SOURCE_NUML_1D = os.path.join(BASE_DIR, "./numlData1D.xml") SOURCE_NUML_2D = os.path.join(BASE_DIR, "./numlData2D.xml") SOURCE_NUML_2DRC = os.path.join(BASE_DIR, "./numlData2DRC.xml") SEDML_READ_CSV = os.path.join(BASE_DIR, "reading-oscli-csv.xml") SEDML_READ_TSV = os.path.join(BASE_DIR, "reading-oscli-tsv.xml") SEDML_READ_NUML = os.path.join(BASE_DIR, "reading-oscli-numl.xml") SEDML_READ_NUML_1D = os.path.join(BASE_DIR, "reading-numlData1D.xml") SEDML_READ_NUML_2D = os.path.join(BASE_DIR, "reading-numlData2D.xml") SEDML_READ_NUML_2DRC = os.path.join(BASE_DIR, "reading-numlData2DRC.xml") OMEX_PLOT_CSV = os.path.join(BASE_DIR, 'omex', "plot_csv.omex") OMEX_PLOT_CSV_WITH_MODEL = os.path.join(BASE_DIR, 'omex', "plot_csv_with_model.omex") OMEX_PLOT_NUML = os.path.join(BASE_DIR, 'omex', "plot_numl.omex") OMEX_PLOT_NUML_WITH_MODEL = os.path.join(BASE_DIR, 'omex', "plot_numl_with_model.omex") SOURCE_CSV_PARAMETERS = os.path.join(BASE_DIR, "parameters.csv") SEDML_CSV_PARAMETERS = os.path.join(BASE_DIR, "parameter-from-data-csv.xml") OMEX_CSV_PARAMETERS = os.path.join(BASE_DIR, 'omex', "parameter_from_data_csv.omex") OMEX_CSV_JWS_ADLUNG2017_FIG2G = os.path.join(BASE_DIR, 'omex', "jws_adlung2017_fig2g.omex") # --------------------------------------------------------------------------------- MPL_BACKEND = None def setup_module(module): """ setup any state specific to the execution of the given module.""" global MPL_BACKEND # Create a temporary directory MPL_BACKEND = matplotlib.rcParams['backend'] matplotlib.pyplot.switch_backend("Agg") def teardown_module(module): """ teardown any state that was previously setup with a setup_module method. """ matplotlib.pyplot.switch_backend(MPL_BACKEND) matplotlib.pyplot.close('all') def test_load_csv(): data = DataDescriptionParser._load_csv(SOURCE_CSV) assert data is not None assert data.shape[0] == 200 assert data.shape[1] == 3 def test_load_tsv(): data = DataDescriptionParser._load_tsv(SOURCE_TSV) assert data is not None assert data.shape[0] == 200 assert data.shape[1] == 3 def test_load_numl(): data = DataDescriptionParser._load_numl(SOURCE_NUML) assert data is not None def test_load_csv_parameters(): data = DataDescriptionParser._load_csv(SOURCE_CSV_PARAMETERS) assert data is not None assert data.shape[0] == 10 assert data.shape[1] == 1 def test_load_numl_1D(): data = DataDescriptionParser._load_numl(SOURCE_NUML_1D) assert data is not None def test_load_numl_2D(): data = DataDescriptionParser._load_numl(SOURCE_NUML_2D) assert data is not None def test_load_numl_2DRC(): data = DataDescriptionParser._load_numl(SOURCE_NUML_2D) assert data is not None def parseDataDescriptions(sedml_path): """ Test helper functions. Tries to parse all DataDescriptions in the SED-ML file. """ print('parseDataDescriptions:', sedml_path) # load sedml document assert os.path.exists(sedml_path) doc_sedml = libsedml.readSedMLFromFile(sedml_path) SEDMLTools.checkSEDMLDocument(doc_sedml) # parse DataDescriptions list_dd = doc_sedml.getListOfDataDescriptions() # print(list_dd) # print(len(list_dd)) assert len(list_dd) > 0 for dd in list_dd: data_sources = DataDescriptionParser.parse(dd, workingDir=BASE_DIR) assert data_sources is not None assert type(data_sources) == dict assert len(data_sources) > 0 return data_sources def test_parse_csv(): data_sources = parseDataDescriptions(SEDML_READ_CSV) assert "dataTime" in data_sources assert "dataS1" in data_sources assert len(data_sources["dataTime"]) == 200 assert len(data_sources["dataS1"]) == 200 def test_parse_csv_parameters(): data_sources = parseDataDescriptions(SEDML_CSV_PARAMETERS) assert "dataIndex" in data_sources assert "dataMu" in data_sources assert len(data_sources["dataIndex"]) == 10 assert len(data_sources["dataMu"]) == 10 def test_parse_tsv(): data_sources = parseDataDescriptions(SEDML_READ_TSV) assert "dataTime" in data_sources assert "dataS1" in data_sources assert len(data_sources["dataTime"]) == 200 assert len(data_sources["dataS1"]) == 200 def test_parse_numl(): data_sources = parseDataDescriptions(SEDML_READ_NUML) assert "dataTime" in data_sources assert "dataS1" in data_sources assert len(data_sources["dataTime"]) == 200 assert len(data_sources["dataS1"]) == 200 def test_parse_numl_1D(): data_sources = parseDataDescriptions(SEDML_READ_NUML_1D) assert data_sources is not None assert len(data_sources) == 6 assert 'data_s_glu' in data_sources assert 'data_s_pyr' in data_sources assert 'data_s_acetate' in data_sources assert 'data_s_acetald' in data_sources assert 'data_s_EtOH' in data_sources assert 'data_x' in data_sources assert len(data_sources['data_s_glu']) == 1 def test_parse_numl_2D(): data_sources = parseDataDescriptions(SEDML_READ_NUML_2D) assert data_sources is not None assert len(data_sources) == 4 assert 'dataBL' in data_sources assert 'dataB' in data_sources assert 'dataS1' in data_sources assert 'dataTime' in data_sources assert len(data_sources['dataB']) == 6 def test_parse_numl_2DRC(): data_sources = parseDataDescriptions(SEDML_READ_NUML_2DRC) assert data_sources is not None assert len(data_sources) == 4 assert 'dataBL' in data_sources assert 'dataB' in data_sources assert 'dataS1' in data_sources assert 'dataTime' in data_sources assert len(data_sources['dataB']) == 6 def test_omex_plot_csv(tmpdir): results = tesedml.executeCombineArchive(OMEX_PLOT_CSV, workingDir=str(tmpdir)) result = list(results.values())[0] dg_dict = result['dataGenerators'] assert len(dg_dict) == 2 assert "dgDataS1" in dg_dict assert "dgDataTime" in dg_dict assert len(dg_dict["dgDataS1"]) == 200 assert len(dg_dict["dgDataTime"]) == 200 def test_omex_plot_csv_with_model(tmpdir): results = tesedml.executeCombineArchive(OMEX_PLOT_CSV_WITH_MODEL, workingDir=str(tmpdir)) result = list(results.values())[0] dg_dict = result['dataGenerators'] assert len(dg_dict) == 5 assert "dgDataS1" in dg_dict assert "dgDataTime" in dg_dict assert len(dg_dict["dgDataS1"]) == 200 assert len(dg_dict["dgDataTime"]) == 200 def test_omex_plot_numl(tmpdir): results = tesedml.executeCombineArchive(OMEX_PLOT_NUML, workingDir=str(tmpdir)) result = list(results.values())[0] dg_dict = result['dataGenerators'] assert len(dg_dict) == 2 assert "dgDataS1" in dg_dict assert "dgDataTime" in dg_dict assert len(dg_dict["dgDataS1"]) == 200 assert len(dg_dict["dgDataTime"]) == 200 def test_omex_plot_numl_with_model(tmpdir): results = tesedml.executeCombineArchive(OMEX_PLOT_NUML_WITH_MODEL, workingDir=str(tmpdir)) result = list(results.values())[0] dg_dict = result['dataGenerators'] assert len(dg_dict) == 5 assert "dgDataS1" in dg_dict assert "dgDataTime" in dg_dict assert len(dg_dict["dgDataS1"]) == 200 assert len(dg_dict["dgDataTime"]) == 200 def test_omex_jws_adlung2017_fig2gl(tmpdir): results = tesedml.executeCombineArchive(OMEX_CSV_JWS_ADLUNG2017_FIG2G, workingDir=str(tmpdir)) result = list(results.values())[0] dg_dict = result['dataGenerators'] assert len(dg_dict) == 40 @pytest.mark.skip("Not supported in L1V3, will be part of L1V4") def test_omex_csv_parameters(tmpdir): results = tesedml.executeCombineArchive(OMEX_CSV_PARAMETERS, workingDir=str(tmpdir)) result = list(results.values())[0] dgs = result['dataGenerators'] dg_dict = list(dgs.values())[0] assert len(dg_dict) == 2 assert "dgDataIndex" in dg_dict assert "dgDataMu" in dg_dict assert len(dg_dict["dgDataIndex"]) == 10 assert len(dg_dict["dgDataMu"]) == 10
apache-2.0
macks22/scikit-learn
examples/linear_model/plot_sgd_comparison.py
167
1659
""" ================================== Comparing various online solvers ================================== An example showing how different online solvers perform on the hand-written digits dataset. """ # Author: Rob Zinkov <rob at zinkov dot com> # License: BSD 3 clause import numpy as np import matplotlib.pyplot as plt from sklearn import datasets from sklearn.cross_validation import train_test_split from sklearn.linear_model import SGDClassifier, Perceptron from sklearn.linear_model import PassiveAggressiveClassifier heldout = [0.95, 0.90, 0.75, 0.50, 0.01] rounds = 20 digits = datasets.load_digits() X, y = digits.data, digits.target classifiers = [ ("SGD", SGDClassifier()), ("ASGD", SGDClassifier(average=True)), ("Perceptron", Perceptron()), ("Passive-Aggressive I", PassiveAggressiveClassifier(loss='hinge', C=1.0)), ("Passive-Aggressive II", PassiveAggressiveClassifier(loss='squared_hinge', C=1.0)), ] xx = 1. - np.array(heldout) for name, clf in classifiers: rng = np.random.RandomState(42) yy = [] for i in heldout: yy_ = [] for r in range(rounds): X_train, X_test, y_train, y_test = \ train_test_split(X, y, test_size=i, random_state=rng) clf.fit(X_train, y_train) y_pred = clf.predict(X_test) yy_.append(1 - np.mean(y_pred == y_test)) yy.append(np.mean(yy_)) plt.plot(xx, yy, label=name) plt.legend(loc="upper right") plt.xlabel("Proportion train") plt.ylabel("Test Error Rate") plt.show()
bsd-3-clause
DonBeo/statsmodels
statsmodels/examples/ex_kernel_regression2.py
34
1511
# -*- coding: utf-8 -*- """ Created on Wed Jan 02 13:43:44 2013 Author: Josef Perktold """ from __future__ import print_function import numpy as np import numpy.testing as npt import statsmodels.nonparametric.api as nparam if __name__ == '__main__': np.random.seed(500) nobs = [250, 1000][0] sig_fac = 1 x = np.random.uniform(-2, 2, size=nobs) x.sort() y_true = np.sin(x*5)/x + 2*x y = y_true + sig_fac * (np.sqrt(np.abs(3+x))) * np.random.normal(size=nobs) model = nparam.KernelReg(endog=[y], exog=[x], reg_type='lc', var_type='c', bw='cv_ls', defaults=nparam.EstimatorSettings(efficient=True)) sm_bw = model.bw sm_mean, sm_mfx = model.fit() model1 = nparam.KernelReg(endog=[y], exog=[x], reg_type='lc', var_type='c', bw='cv_ls') mean1, mfx1 = model1.fit() model2 = nparam.KernelReg(endog=[y], exog=[x], reg_type='ll', var_type='c', bw='cv_ls') mean2, mfx2 = model2.fit() print(model.bw) print(model1.bw) print(model2.bw) import matplotlib.pyplot as plt fig = plt.figure() ax = fig.add_subplot(1,1,1) ax.plot(x, y, 'o', alpha=0.5) ax.plot(x, y_true, lw=2, label='DGP mean') ax.plot(x, sm_mean, lw=2, label='kernel mean') ax.plot(x, mean2, lw=2, label='kernel mean') ax.legend() plt.show()
bsd-3-clause
aalmah/pylearn2
pylearn2/packaged_dependencies/theano_linear/unshared_conv/test_localdot.py
44
5013
from __future__ import print_function import nose import unittest import numpy as np from theano.compat.six.moves import xrange import theano from .localdot import LocalDot from ..test_matrixmul import SymbolicSelfTestMixin class TestLocalDot32x32(unittest.TestCase, SymbolicSelfTestMixin): channels = 3 bsize = 10 # batch size imshp = (32, 32) ksize = 5 nkern_per_group = 16 subsample_stride = 1 ngroups = 1 def rand(self, shp): return np.random.rand(*shp).astype('float32') def setUp(self): np.random.seed(234) assert self.imshp[0] == self.imshp[1] fModulesR = (self.imshp[0] - self.ksize + 1) // self.subsample_stride #fModulesR += 1 # XXX GpuImgActs crashes w/o this?? fModulesC = fModulesR self.fshape = (fModulesR, fModulesC, self.channels // self.ngroups, self.ksize, self.ksize, self.ngroups, self.nkern_per_group) self.ishape = (self.ngroups, self.channels // self.ngroups, self.imshp[0], self.imshp[1], self.bsize) self.hshape = (self.ngroups, self.nkern_per_group, fModulesR, fModulesC, self.bsize) filters = theano.shared(self.rand(self.fshape)) self.A = LocalDot(filters, self.imshp[0], self.imshp[1], subsample=(self.subsample_stride, self.subsample_stride)) self.xlval = self.rand((self.hshape[-1],) + self.hshape[:-1]) self.xrval = self.rand(self.ishape) self.xl = theano.shared(self.xlval) self.xr = theano.shared(self.xrval) # N.B. the tests themselves come from SymbolicSelfTestMixin class TestLocalDotLargeGray(TestLocalDot32x32): channels = 1 bsize = 128 imshp = (256, 256) ksize = 9 nkern_per_group = 16 subsample_stride = 2 ngroups = 1 n_patches = 3000 def rand(self, shp): return np.random.rand(*shp).astype('float32') # not really a test, but important code to support # Currently exposes error, by e.g.: # CUDA_LAUNCH_BLOCKING=1 # THEANO_FLAGS=device=gpu,mode=DEBUG_MODE # nosetests -sd test_localdot.py:TestLocalDotLargeGray.run_autoencoder def run_autoencoder( self, n_train_iter=10000, # -- make this small to be a good unit test rf_shape=(9, 9), n_filters=1024, dtype='float32', module_stride=2, lr=0.01, show_filters=True, ): if show_filters: # import here to fail right away import matplotlib.pyplot as plt try: import skdata.vanhateren.dataset except ImportError: raise nose.SkipTest() # 1. Get a set of image patches from the van Hateren data set print('Loading van Hateren images') n_images = 50 vh = skdata.vanhateren.dataset.Calibrated(n_images) patches = vh.raw_patches((self.n_patches,) + self.imshp, items=vh.meta[:n_images], rng=np.random.RandomState(123), ) patches = patches.astype('float32') patches /= patches.reshape(self.n_patches, self.imshp[0] * self.imshp[1])\ .max(axis=1)[:, None, None] # TODO: better local contrast normalization if 0 and show_filters: plt.subplot(2, 2, 1); plt.imshow(patches[0], cmap='gray') plt.subplot(2, 2, 2); plt.imshow(patches[1], cmap='gray') plt.subplot(2, 2, 3); plt.imshow(patches[2], cmap='gray') plt.subplot(2, 2, 4); plt.imshow(patches[3], cmap='gray') plt.show() # -- Convert patches to localdot format: # groups x colors x rows x cols x images patches5 = patches[:, :, :, None, None].transpose(3, 4, 1, 2, 0) print('Patches shape', patches.shape, self.n_patches, patches5.shape) # 2. Set up an autoencoder print('Setting up autoencoder') hid = theano.tensor.tanh(self.A.rmul(self.xl)) out = self.A.rmul_T(hid) cost = ((out - self.xl) ** 2).sum() params = self.A.params() gparams = theano.tensor.grad(cost, params) train_updates = [(p, p - lr / self.bsize * gp) for (p, gp) in zip(params, gparams)] if 1: train_fn = theano.function([], [cost], updates=train_updates) else: train_fn = theano.function([], [], updates=train_updates) theano.printing.debugprint(train_fn) # 3. Train it params[0].set_value(0.001 * params[0].get_value()) for ii in xrange(0, self.n_patches, self.bsize): self.xl.set_value(patches5[:, :, :, :, ii:ii + self.bsize], borrow=True) cost_ii, = train_fn() print('Cost', ii, cost_ii) if 0 and show_filters: self.A.imshow_gray() plt.show() assert cost_ii < 0 # TODO: determine a threshold for detecting regression bugs
bsd-3-clause
olebole/astrometry.net
blind/test_tweak_plots.py
2
5115
# This file is part of the Astrometry.net suite. # Licensed under a 3-clause BSD style license - see LICENSE from __future__ import print_function import matplotlib matplotlib.use('Agg') import os.path from pylab import * from numpy import * # test_tweak 2>tt.py import tt def savefig(fn): from pylab import savefig as sf print('Saving', fn) sf(fn) if __name__ == '__main__': #print 'me:', __file__ #tt = os.path.join(os.path.dirname(__file__), 'test_tweak') for run in [2,3]: tanxy = getattr(tt, 'origxy_%i' % run) xy = getattr(tt, 'xy_%i' % run) noisyxy = getattr(tt, 'noisyxy_%i' % run) gridx = getattr(tt, 'gridx_%i' % run) gridy = getattr(tt, 'gridy_%i' % run) truesip_a = getattr(tt, 'truesip_a_%i' % run) truesip_b = getattr(tt, 'truesip_b_%i' % run) sip_a = getattr(tt, 'sip_a_%i' % run) sip_b = getattr(tt, 'sip_b_%i' % run) x0,y0 = tt.x0, tt.y0 truedxy = xy - tanxy obsdxy = noisyxy - tanxy xlo,xhi = -500, 2500 ylo,yhi = -500, 2500 X1 = linspace(xlo, xhi, 100) Y1 = gridy X1,Y1 = meshgrid(X1,Y1) X1 = X1.T Y1 = Y1.T X2 = gridx Y2 = linspace(ylo, yhi, 100) X2,Y2 = meshgrid(X2,Y2) truesipx_x = zeros_like(X1) truesipy_x = zeros_like(X1) truesipx_y = zeros_like(Y2) truesipy_y = zeros_like(Y2) for xo,yo,c in truesip_a: truesipx_y += c * (X2 - x0)**xo * (Y2 - y0)**yo truesipx_x += c * (X1 - x0)**xo * (Y1 - y0)**yo for xo,yo,c in truesip_b: truesipy_y += c * (X2 - x0)**xo * (Y2 - y0)**yo truesipy_x += c * (X1 - x0)**xo * (Y1 - y0)**yo x = xy[:,0] y = xy[:,1] truedx = truedxy[:,0] truedy = truedxy[:,1] obsdx = obsdxy[:,0] obsdy = obsdxy[:,1] for order in range(2,6): clf() sipx_x = zeros_like(X1) sipy_x = zeros_like(X1) sipx_y = zeros_like(Y2) sipy_y = zeros_like(Y2) for xo,yo,c in sip_a[order]: sipx_y += c * (X2 - x0)**xo * (Y2 - y0)**yo sipx_x += c * (X1 - x0)**xo * (Y1 - y0)**yo for xo,yo,c in sip_b[order]: sipy_y += c * (X2 - x0)**xo * (Y2 - y0)**yo sipy_x += c * (X1 - x0)**xo * (Y1 - y0)**yo subplot(2,2,1) plot(x, truedx, 'bs', mec='b', mfc='None') plot(x, obsdx, 'r.') plot(X1, -truesipx_x, 'b-', alpha=0.2) plot(X1, -sipx_x, 'r-', alpha=0.2) xlabel('x') ylabel('dx') xlim(xlo, xhi) subplot(2,2,2) plot(x, truedy, 'bs', mec='b', mfc='None') plot(x, obsdy, 'r.') plot(X1, -truesipy_x, 'b-', alpha=0.2) plot(X1, -sipy_x, 'r-', alpha=0.2) xlabel('x') ylabel('dy') xlim(xlo, xhi) subplot(2,2,3) plot(y, truedx, 'bs', mec='b', mfc='None') plot(y, obsdx, 'r.') plot(Y2, -truesipx_y, 'b-', alpha=0.2) plot(Y2, -sipx_y, 'r-', alpha=0.2) xlabel('y') ylabel('dx') xlim(xlo, xhi) subplot(2,2,4) plot(y, truedy, 'bs', mec='b', mfc='None') plot(y, obsdy, 'r.') plot(Y2, -truesipy_y, 'b-', alpha=0.2) plot(Y2, -sipy_y, 'r-', alpha=0.2) xlabel('y') ylabel('dy') xlim(xlo, xhi) savefig('tt%i-%i.png' % (run, order)) clf() subplot(111) plot(tanxy[:,0], tanxy[:,1], 'b.') plot(noisyxy[:,0], noisyxy[:,1], 'r.') plot(xy[:,0], xy[:,1], 'bo', mec='b', mfc='None') if False: X3,Y3 = meshgrid(linspace(xlo, xhi, 11), linspace(ylo, yhi, 11)) truesipx = X3 truesipy = Y3 for xo,yo,c in truesip_a: truesipx += c * (X3 - x0)**xo * (Y3 - y0)**yo for xo,yo,c in truesip_b: truesipy += c * (X3 - x0)**xo * (Y3 - y0)**yo sipx = X3 sipy = Y3 for xo,yo,c in sip_a[order]: sipx += c * (X3 - x0)**xo * (Y3 - y0)**yo for xo,yo,c in sip_b[order]: sipy += c * (X3 - x0)**xo * (Y3 - y0)**yo plot(truesipx, truesipy, 'bs', mec='b', mfc='None') plot(sipx, sipy, 'ms', mec='m', mfc='None') plot(X1, Y1, 'g-', alpha=0.25) plot(X2, Y2, 'g-', alpha=0.25) plot(truesipx_x + X1, truesipy_x + Y1, 'b-', alpha=0.25) plot(truesipx_y + X2, truesipy_y + Y2, 'b-', alpha=0.25) plot(sipx_x + X1, sipy_x + Y1, 'r-', alpha=0.25) plot(sipx_y + X2, sipy_y + Y2, 'r-', alpha=0.25) xlim(xlo,xhi) ylim(ylo,yhi) savefig('ttxy%i-%i.png' % (run,order))
bsd-3-clause
dismalpy/dismalpy
dismalpy/ssm/tests/test_univariate.py
1
8811
""" Tests for univariate treatment of multivariate models TODO skips the tests for measurement disturbance and measurement disturbance covariance, which do not pass. The univariate smoother *appears* to be correctly implemented against Durbin and Koopman (2012) chapter 6, yet still gives a different answer from the conventional smoother. It's not clear if this is intended (i.e. it has to be at least slightly different, since the conventional smoother can return a non-diagonal covariance matrix whereas the univariate smoother must return a diagonal covariance matrix). Author: Chad Fulton License: Simplified-BSD """ from __future__ import division, absolute_import, print_function import numpy as np import pandas as pd import os from dismalpy import ssm import dismalpy.ssm.tests.results_kalman as results_kalman_filter from numpy.testing import assert_almost_equal, assert_allclose from nose.exc import SkipTest current_path = os.path.dirname(os.path.abspath(__file__)) class TestClark1989(object): """ Clark's (1989) bivariate unobserved components model of real GDP (as presented in Kim and Nelson, 1999) Tests two-dimensional observation data. Test data produced using GAUSS code described in Kim and Nelson (1999) and found at http://econ.korea.ac.kr/~cjkim/SSMARKOV.htm See `results.results_kalman_filter` for more information. """ def __init__(self, dtype=float, alternate_timing=False, **kwargs): self.true = results_kalman_filter.uc_bi self.true_states = pd.DataFrame(self.true['states']) # GDP and Unemployment, Quarterly, 1948.1 - 1995.3 data = pd.DataFrame( self.true['data'], index=pd.date_range('1947-01-01', '1995-07-01', freq='QS'), columns=['GDP', 'UNEMP'] )[4:] data['GDP'] = np.log(data['GDP']) data['UNEMP'] = (data['UNEMP']/100) k_states = 6 self.model = ssm.Model(data, k_states=k_states, **kwargs) # Statespace representation self.model.design[:, :, 0] = [[1, 1, 0, 0, 0, 0], [0, 0, 0, 0, 0, 1]] self.model.transition[ ([0, 0, 1, 1, 2, 3, 4, 5], [0, 4, 1, 2, 1, 2, 4, 5], [0, 0, 0, 0, 0, 0, 0, 0]) ] = [1, 1, 0, 0, 1, 1, 1, 1] self.model.selection = np.eye(self.model.k_states) # Update matrices with given parameters (sigma_v, sigma_e, sigma_w, sigma_vl, sigma_ec, phi_1, phi_2, alpha_1, alpha_2, alpha_3) = np.array( self.true['parameters'], ) self.model.design[([1, 1, 1], [1, 2, 3], [0, 0, 0])] = [ alpha_1, alpha_2, alpha_3 ] self.model.transition[([1, 1], [1, 2], [0, 0])] = [phi_1, phi_2] self.model.obs_cov[1, 1, 0] = sigma_ec**2 self.model.state_cov[ np.diag_indices(k_states)+(np.zeros(k_states, dtype=int),)] = [ sigma_v**2, sigma_e**2, 0, 0, sigma_w**2, sigma_vl**2 ] # Initialization initial_state = np.zeros((k_states,)) initial_state_cov = np.eye(k_states)*100 # Initialization: self.modification if not alternate_timing: initial_state_cov = np.dot( np.dot(self.model.transition[:, :, 0], initial_state_cov), self.model.transition[:, :, 0].T ) else: self.model.timing_init_filtered = True self.model.initialize_known(initial_state, initial_state_cov) # Conventional filtering, smoothing, and simulation smoothing self.model.filter_conventional = True self.conventional_results = self.model.smooth() n_disturbance_variates = ( (self.model.k_endog + self.model.k_posdef) * self.model.nobs ) self.conventional_sim = self.model.simulation_smoother( disturbance_variates=np.zeros(n_disturbance_variates), initial_state_variates=np.zeros(self.model.k_states) ) # Univariate filtering, smoothing, and simulation smoothing self.model.filter_univariate = True self.univariate_results = self.model.smooth() self.univariate_sim = self.model.simulation_smoother( disturbance_variates=np.zeros(n_disturbance_variates), initial_state_variates=np.zeros(self.model.k_states) ) def test_using_univariate(self): # Regression test to make sure the univariate_results actually # used the univariate Kalman filtering approach (i.e. that the flag # being set actually caused the filter to not use the conventional # filter) assert not self.conventional_results.filter_univariate assert self.univariate_results.filter_univariate assert_allclose( self.conventional_results.forecasts_error_cov[1,1,0], 143.03724478030821 ) assert_allclose( self.univariate_results.forecasts_error_cov[1,1,0], 120.66208525029386 ) def test_forecasts(self): assert_almost_equal( self.conventional_results.forecasts[0,:], self.univariate_results.forecasts[0,:], 9 ) def test_forecasts_error(self): assert_almost_equal( self.conventional_results.forecasts_error[0,:], self.univariate_results.forecasts_error[0,:], 9 ) def test_forecasts_error_cov(self): assert_almost_equal( self.conventional_results.forecasts_error_cov[0,0,:], self.univariate_results.forecasts_error_cov[0,0,:], 9 ) def test_filtered_state(self): assert_almost_equal( self.conventional_results.filtered_state, self.univariate_results.filtered_state, 8 ) def test_filtered_state_cov(self): assert_almost_equal( self.conventional_results.filtered_state_cov, self.univariate_results.filtered_state_cov, 9 ) def test_predicted_state(self): assert_almost_equal( self.conventional_results.predicted_state, self.univariate_results.predicted_state, 8 ) def test_predicted_state_cov(self): assert_almost_equal( self.conventional_results.predicted_state_cov, self.univariate_results.predicted_state_cov, 9 ) def test_loglike(self): assert_allclose( self.conventional_results.llf_obs, self.univariate_results.llf_obs ) def test_smoothed_states(self): assert_almost_equal( self.conventional_results.smoothed_state, self.univariate_results.smoothed_state, 8 ) def test_smoothed_states_cov(self): assert_almost_equal( self.conventional_results.smoothed_state_cov, self.univariate_results.smoothed_state_cov, 6 ) @SkipTest def test_smoothed_measurement_disturbance(self): assert_almost_equal( self.conventional_results.smoothed_measurement_disturbance, self.univariate_results.smoothed_measurement_disturbance, 9 ) @SkipTest def test_smoothed_measurement_disturbance_cov(self): assert_almost_equal( self.conventional_results.smoothed_measurement_disturbance_cov, self.univariate_results.smoothed_measurement_disturbance_cov, 9 ) def test_smoothed_state_disturbance(self): assert_allclose( self.conventional_results.smoothed_state_disturbance, self.univariate_results.smoothed_state_disturbance, atol=1e-7 ) def test_smoothed_state_disturbance_cov(self): assert_almost_equal( self.conventional_results.smoothed_state_disturbance_cov, self.univariate_results.smoothed_state_disturbance_cov, 9 ) def test_simulation_smoothed_state(self): assert_almost_equal( self.conventional_sim.simulated_state, self.univariate_sim.simulated_state, 9 ) def test_simulation_smoothed_measurement_disturbance(self): assert_almost_equal( self.conventional_sim.simulated_measurement_disturbance, self.univariate_sim.simulated_measurement_disturbance, 9 ) def test_simulation_smoothed_state_disturbance(self): assert_almost_equal( self.conventional_sim.simulated_state_disturbance, self.univariate_sim.simulated_state_disturbance, 9 ) class TestClark1989Alternate(TestClark1989): def __init__(self, *args, **kwargs): super(TestClark1989Alternate, self).__init__(alternate_timing=True, *args, **kwargs) def test_using_alterate(self): assert(self.model._kalman_filter.filter_timing == 1)
bsd-2-clause
pv/scikit-learn
examples/classification/plot_lda_qda.py
164
4806
""" ==================================================================== Linear and Quadratic Discriminant Analysis with confidence ellipsoid ==================================================================== Plot the confidence ellipsoids of each class and decision boundary """ print(__doc__) from scipy import linalg import numpy as np import matplotlib.pyplot as plt import matplotlib as mpl from matplotlib import colors from sklearn.lda import LDA from sklearn.qda import QDA ############################################################################### # colormap cmap = colors.LinearSegmentedColormap( 'red_blue_classes', {'red': [(0, 1, 1), (1, 0.7, 0.7)], 'green': [(0, 0.7, 0.7), (1, 0.7, 0.7)], 'blue': [(0, 0.7, 0.7), (1, 1, 1)]}) plt.cm.register_cmap(cmap=cmap) ############################################################################### # generate datasets def dataset_fixed_cov(): '''Generate 2 Gaussians samples with the same covariance matrix''' n, dim = 300, 2 np.random.seed(0) C = np.array([[0., -0.23], [0.83, .23]]) X = np.r_[np.dot(np.random.randn(n, dim), C), np.dot(np.random.randn(n, dim), C) + np.array([1, 1])] y = np.hstack((np.zeros(n), np.ones(n))) return X, y def dataset_cov(): '''Generate 2 Gaussians samples with different covariance matrices''' n, dim = 300, 2 np.random.seed(0) C = np.array([[0., -1.], [2.5, .7]]) * 2. X = np.r_[np.dot(np.random.randn(n, dim), C), np.dot(np.random.randn(n, dim), C.T) + np.array([1, 4])] y = np.hstack((np.zeros(n), np.ones(n))) return X, y ############################################################################### # plot functions def plot_data(lda, X, y, y_pred, fig_index): splot = plt.subplot(2, 2, fig_index) if fig_index == 1: plt.title('Linear Discriminant Analysis') plt.ylabel('Data with fixed covariance') elif fig_index == 2: plt.title('Quadratic Discriminant Analysis') elif fig_index == 3: plt.ylabel('Data with varying covariances') tp = (y == y_pred) # True Positive tp0, tp1 = tp[y == 0], tp[y == 1] X0, X1 = X[y == 0], X[y == 1] X0_tp, X0_fp = X0[tp0], X0[~tp0] X1_tp, X1_fp = X1[tp1], X1[~tp1] xmin, xmax = X[:, 0].min(), X[:, 0].max() ymin, ymax = X[:, 1].min(), X[:, 1].max() # class 0: dots plt.plot(X0_tp[:, 0], X0_tp[:, 1], 'o', color='red') plt.plot(X0_fp[:, 0], X0_fp[:, 1], '.', color='#990000') # dark red # class 1: dots plt.plot(X1_tp[:, 0], X1_tp[:, 1], 'o', color='blue') plt.plot(X1_fp[:, 0], X1_fp[:, 1], '.', color='#000099') # dark blue # class 0 and 1 : areas nx, ny = 200, 100 x_min, x_max = plt.xlim() y_min, y_max = plt.ylim() xx, yy = np.meshgrid(np.linspace(x_min, x_max, nx), np.linspace(y_min, y_max, ny)) Z = lda.predict_proba(np.c_[xx.ravel(), yy.ravel()]) Z = Z[:, 1].reshape(xx.shape) plt.pcolormesh(xx, yy, Z, cmap='red_blue_classes', norm=colors.Normalize(0., 1.)) plt.contour(xx, yy, Z, [0.5], linewidths=2., colors='k') # means plt.plot(lda.means_[0][0], lda.means_[0][1], 'o', color='black', markersize=10) plt.plot(lda.means_[1][0], lda.means_[1][1], 'o', color='black', markersize=10) return splot def plot_ellipse(splot, mean, cov, color): v, w = linalg.eigh(cov) u = w[0] / linalg.norm(w[0]) angle = np.arctan(u[1] / u[0]) angle = 180 * angle / np.pi # convert to degrees # filled Gaussian at 2 standard deviation ell = mpl.patches.Ellipse(mean, 2 * v[0] ** 0.5, 2 * v[1] ** 0.5, 180 + angle, color=color) ell.set_clip_box(splot.bbox) ell.set_alpha(0.5) splot.add_artist(ell) splot.set_xticks(()) splot.set_yticks(()) def plot_lda_cov(lda, splot): plot_ellipse(splot, lda.means_[0], lda.covariance_, 'red') plot_ellipse(splot, lda.means_[1], lda.covariance_, 'blue') def plot_qda_cov(qda, splot): plot_ellipse(splot, qda.means_[0], qda.covariances_[0], 'red') plot_ellipse(splot, qda.means_[1], qda.covariances_[1], 'blue') ############################################################################### for i, (X, y) in enumerate([dataset_fixed_cov(), dataset_cov()]): # LDA lda = LDA(solver="svd", store_covariance=True) y_pred = lda.fit(X, y).predict(X) splot = plot_data(lda, X, y, y_pred, fig_index=2 * i + 1) plot_lda_cov(lda, splot) plt.axis('tight') # QDA qda = QDA() y_pred = qda.fit(X, y, store_covariances=True).predict(X) splot = plot_data(qda, X, y, y_pred, fig_index=2 * i + 2) plot_qda_cov(qda, splot) plt.axis('tight') plt.suptitle('LDA vs QDA') plt.show()
bsd-3-clause
pbhalesain/kafka
system_test/utils/metrics.py
89
13937
# 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. #!/usr/bin/env python # =================================== # file: metrics.py # =================================== import inspect import json import logging import os import signal import subprocess import sys import traceback import csv import time import matplotlib as mpl mpl.use('Agg') import matplotlib.pyplot as plt from collections import namedtuple import numpy from pyh import * import kafka_system_test_utils import system_test_utils logger = logging.getLogger("namedLogger") thisClassName = '(metrics)' d = {'name_of_class': thisClassName} attributeNameToNameInReportedFileMap = { 'Min': 'min', 'Max': 'max', 'Mean': 'mean', '50thPercentile': 'median', 'StdDev': 'stddev', '95thPercentile': '95%', '99thPercentile': '99%', '999thPercentile': '99.9%', 'Count': 'count', 'OneMinuteRate': '1 min rate', 'MeanRate': 'mean rate', 'FiveMinuteRate': '5 min rate', 'FifteenMinuteRate': '15 min rate', 'Value': 'value' } def getCSVFileNameFromMetricsMbeanName(mbeanName): return mbeanName.replace(":type=", ".").replace(",name=", ".") + ".csv" def read_metrics_definition(metricsFile): metricsFileData = open(metricsFile, "r").read() metricsJsonData = json.loads(metricsFileData) allDashboards = metricsJsonData['dashboards'] allGraphs = [] for dashboard in allDashboards: dashboardName = dashboard['name'] graphs = dashboard['graphs'] for graph in graphs: bean = graph['bean_name'] allGraphs.append(graph) attributes = graph['attributes'] #print "Filtering on attributes " + attributes return allGraphs def get_dashboard_definition(metricsFile, role): metricsFileData = open(metricsFile, "r").read() metricsJsonData = json.loads(metricsFileData) allDashboards = metricsJsonData['dashboards'] dashboardsForRole = [] for dashboard in allDashboards: if dashboard['role'] == role: dashboardsForRole.append(dashboard) return dashboardsForRole def ensure_valid_headers(headers, attributes): if headers[0] != "# time": raise Exception("First column should be time") for header in headers: logger.debug(header, extra=d) # there should be exactly one column with a name that matches attributes try: attributeColumnIndex = headers.index(attributes) return attributeColumnIndex except ValueError as ve: #print "#### attributes : ", attributes #print "#### headers : ", headers raise Exception("There should be exactly one column that matches attribute: {0} in".format(attributes) + " headers: {0}".format(",".join(headers))) def plot_graphs(inputCsvFiles, labels, title, xLabel, yLabel, attribute, outputGraphFile): if not inputCsvFiles: return # create empty plot fig=plt.figure() fig.subplots_adjust(bottom=0.2) ax=fig.add_subplot(111) labelx = -0.3 # axes coords ax.set_xlabel(xLabel) ax.set_ylabel(yLabel) ax.grid() #ax.yaxis.set_label_coords(labelx, 0.5) Coordinates = namedtuple("Coordinates", 'x y') plots = [] coordinates = [] # read data for all files, organize by label in a dict for fileAndLabel in zip(inputCsvFiles, labels): inputCsvFile = fileAndLabel[0] label = fileAndLabel[1] csv_reader = list(csv.reader(open(inputCsvFile, "rb"))) x,y = [],[] xticks_labels = [] try: # read first line as the headers headers = csv_reader.pop(0) attributeColumnIndex = ensure_valid_headers(headers, attributeNameToNameInReportedFileMap[attribute]) logger.debug("Column index for attribute {0} is {1}".format(attribute, attributeColumnIndex), extra=d) start_time = (int)(os.path.getctime(inputCsvFile) * 1000) int(csv_reader[0][0]) for line in csv_reader: if(len(line) == 0): continue yVal = float(line[attributeColumnIndex]) xVal = int(line[0]) y.append(yVal) epoch= start_time + int(line[0]) x.append(xVal) xticks_labels.append(time.strftime("%H:%M:%S", time.localtime(epoch))) coordinates.append(Coordinates(xVal, yVal)) p1 = ax.plot(x,y) plots.append(p1) except Exception as e: logger.error("ERROR while plotting data for {0}: {1}".format(inputCsvFile, e), extra=d) traceback.print_exc() # find xmin, xmax, ymin, ymax from all csv files xmin = min(map(lambda coord: coord.x, coordinates)) xmax = max(map(lambda coord: coord.x, coordinates)) ymin = min(map(lambda coord: coord.y, coordinates)) ymax = max(map(lambda coord: coord.y, coordinates)) # set x and y axes limits plt.xlim(xmin, xmax) plt.ylim(ymin, ymax) # set ticks accordingly xticks = numpy.arange(xmin, xmax, 0.2*xmax) # yticks = numpy.arange(ymin, ymax) plt.xticks(xticks,xticks_labels,rotation=17) # plt.yticks(yticks) plt.legend(plots,labels, loc=2) plt.title(title) plt.savefig(outputGraphFile) def draw_all_graphs(metricsDescriptionFile, testcaseEnv, clusterConfig): # go through each role and plot graphs for the role's metrics roles = set(map(lambda config: config['role'], clusterConfig)) for role in roles: dashboards = get_dashboard_definition(metricsDescriptionFile, role) entities = kafka_system_test_utils.get_entities_for_role(clusterConfig, role) for dashboard in dashboards: graphs = dashboard['graphs'] # draw each graph for all entities draw_graph_for_role(graphs, entities, role, testcaseEnv) def draw_graph_for_role(graphs, entities, role, testcaseEnv): for graph in graphs: graphName = graph['graph_name'] yLabel = graph['y_label'] inputCsvFiles = [] graphLegendLabels = [] for entity in entities: entityMetricsDir = kafka_system_test_utils.get_testcase_config_log_dir_pathname(testcaseEnv, role, entity['entity_id'], "metrics") entityMetricCsvFile = entityMetricsDir + "/" + getCSVFileNameFromMetricsMbeanName(graph['bean_name']) if(not os.path.exists(entityMetricCsvFile)): logger.warn("The file {0} does not exist for plotting".format(entityMetricCsvFile), extra=d) else: inputCsvFiles.append(entityMetricCsvFile) graphLegendLabels.append(role + "-" + entity['entity_id']) # print "Plotting graph for metric {0} on entity {1}".format(graph['graph_name'], entity['entity_id']) try: # plot one graph per mbean attribute labels = graph['y_label'].split(',') fullyQualifiedAttributeNames = map(lambda attribute: graph['bean_name'] + ':' + attribute, graph['attributes'].split(',')) attributes = graph['attributes'].split(',') for labelAndAttribute in zip(labels, fullyQualifiedAttributeNames, attributes): outputGraphFile = testcaseEnv.testCaseDashboardsDir + "/" + role + "/" + labelAndAttribute[1] + ".svg" plot_graphs(inputCsvFiles, graphLegendLabels, graph['graph_name'] + '-' + labelAndAttribute[2], "time", labelAndAttribute[0], labelAndAttribute[2], outputGraphFile) # print "Finished plotting graph for metric {0} on entity {1}".format(graph['graph_name'], entity['entity_id']) except Exception as e: logger.error("ERROR while plotting graph {0}: {1}".format(outputGraphFile, e), extra=d) traceback.print_exc() def build_all_dashboards(metricsDefinitionFile, testcaseDashboardsDir, clusterConfig): metricsHtmlFile = testcaseDashboardsDir + "/metrics.html" centralDashboard = PyH('Kafka Metrics Dashboard') centralDashboard << h1('Kafka Metrics Dashboard', cl='center') roles = set(map(lambda config: config['role'], clusterConfig)) for role in roles: entities = kafka_system_test_utils.get_entities_for_role(clusterConfig, role) dashboardPagePath = build_dashboard_for_role(metricsDefinitionFile, role, entities, testcaseDashboardsDir) centralDashboard << a(role, href = dashboardPagePath) centralDashboard << br() centralDashboard.printOut(metricsHtmlFile) def build_dashboard_for_role(metricsDefinitionFile, role, entities, testcaseDashboardsDir): # build all dashboards for the input entity's based on its role. It can be one of kafka, zookeeper, producer # consumer dashboards = get_dashboard_definition(metricsDefinitionFile, role) entityDashboard = PyH('Kafka Metrics Dashboard for ' + role) entityDashboard << h1('Kafka Metrics Dashboard for ' + role, cl='center') entityDashboardHtml = testcaseDashboardsDir + "/" + role + "-dashboards.html" for dashboard in dashboards: # place the graph svg files in this dashboard allGraphs = dashboard['graphs'] for graph in allGraphs: attributes = map(lambda attribute: graph['bean_name'] + ':' + attribute, graph['attributes'].split(',')) for attribute in attributes: graphFileLocation = testcaseDashboardsDir + "/" + role + "/" + attribute + ".svg" entityDashboard << embed(src = graphFileLocation, type = "image/svg+xml") entityDashboard.printOut(entityDashboardHtml) return entityDashboardHtml def start_metrics_collection(jmxHost, jmxPort, role, entityId, systemTestEnv, testcaseEnv): logger.info("starting metrics collection on jmx port : " + jmxPort, extra=d) jmxUrl = "service:jmx:rmi:///jndi/rmi://" + jmxHost + ":" + jmxPort + "/jmxrmi" clusterConfig = systemTestEnv.clusterEntityConfigDictList metricsDefinitionFile = systemTestEnv.METRICS_PATHNAME entityMetricsDir = kafka_system_test_utils.get_testcase_config_log_dir_pathname(testcaseEnv, role, entityId, "metrics") dashboardsForRole = get_dashboard_definition(metricsDefinitionFile, role) mbeansForRole = get_mbeans_for_role(dashboardsForRole) kafkaHome = system_test_utils.get_data_by_lookup_keyval(clusterConfig, "entity_id", entityId, "kafka_home") javaHome = system_test_utils.get_data_by_lookup_keyval(clusterConfig, "entity_id", entityId, "java_home") for mbean in mbeansForRole: outputCsvFile = entityMetricsDir + "/" + mbean + ".csv" startMetricsCmdList = ["ssh " + jmxHost, "'JAVA_HOME=" + javaHome, "JMX_PORT= " + kafkaHome + "/bin/kafka-run-class.sh kafka.tools.JmxTool", "--jmx-url " + jmxUrl, "--object-name " + mbean + " 1> ", outputCsvFile + " & echo pid:$! > ", entityMetricsDir + "/entity_pid'"] startMetricsCommand = " ".join(startMetricsCmdList) logger.debug("executing command: [" + startMetricsCommand + "]", extra=d) system_test_utils.async_sys_call(startMetricsCommand) time.sleep(1) pidCmdStr = "ssh " + jmxHost + " 'cat " + entityMetricsDir + "/entity_pid' 2> /dev/null" logger.debug("executing command: [" + pidCmdStr + "]", extra=d) subproc = system_test_utils.sys_call_return_subproc(pidCmdStr) # keep track of JMX ppid in a dictionary of entity_id to list of JMX ppid # testcaseEnv.entityJmxParentPidDict: # key: entity_id # val: list of JMX ppid associated to that entity_id # { 1: [1234, 1235, 1236], 2: [2234, 2235, 2236], ... } for line in subproc.stdout.readlines(): line = line.rstrip('\n') logger.debug("line: [" + line + "]", extra=d) if line.startswith("pid"): logger.debug("found pid line: [" + line + "]", extra=d) tokens = line.split(':') thisPid = tokens[1] if entityId not in testcaseEnv.entityJmxParentPidDict: testcaseEnv.entityJmxParentPidDict[entityId] = [] testcaseEnv.entityJmxParentPidDict[entityId].append(thisPid) #print "\n#### testcaseEnv.entityJmxParentPidDict ", testcaseEnv.entityJmxParentPidDict, "\n" def stop_metrics_collection(jmxHost, jmxPort): logger.info("stopping metrics collection on " + jmxHost + ":" + jmxPort, extra=d) system_test_utils.sys_call("ps -ef | grep JmxTool | grep -v grep | grep " + jmxPort + " | awk '{print $2}' | xargs kill -9") def get_mbeans_for_role(dashboardsForRole): graphs = reduce(lambda x,y: x+y, map(lambda dashboard: dashboard['graphs'], dashboardsForRole)) return set(map(lambda metric: metric['bean_name'], graphs))
apache-2.0
fatadama/estimation
challenge_problem/trials/enkf_trials.py
1
8275
"""@package enkf_trials loads data, passes through ensemble Kalman Filter """ import numpy as np import math import matplotlib.pyplot as plt import sys import time import scipy.stats as stats sys.path.append('../') import cp_dynamics sys.path.append('../../filters/python/enkf') sys.path.append('../../filters/python/lib') import enkf sys.path.append('../sim_data') import data_loader import trials_processing def eqom_enkf(x,t,u,v): return cp_dynamics.eqom_stoch(x,t,v) def enkf_test(dt,tf,mux0,P0,YK,Qk,Rk,flag_adapt=False): global nameBit # measurement influence matrix Hk = np.array([ [1.0,0.0] ]) if nameBit == 1: eqom_use = eqom_enkf if nameBit == 2: eqom_use = eqom_enkf if nameBit == 3: eqom_use = eqom_enkf if flag_adapt: ENKF = enkf.adaptive_enkf(2,0,eqom_use,Hk,Qk,Rk,Ns=100) else: # create nonadaptive EnKF object ENKF = enkf.enkf(2,0,eqom_use,Hk,Qk,Rk,Ns=100) nSteps = int(tf/dt)+1 ts = 0.0 #initialize EnKF ENKF.init(mux0,P0,ts) xf = np.zeros((nSteps,2)) Pf = np.zeros((nSteps,4)) Nf = np.zeros(nSteps) XK = np.zeros((nSteps,2,ENKF._N)) tk = np.arange(0.0,tf,dt) #get the mean and covariance estimates Nf[0] = ENKF.get_N() xf[0,:] = np.mean(ENKF.xk,axis=1) Pxx = np.zeros((2,2)) for k in range(ENKF.get_N()): Pxx = Pxx + 1.0/(1.0+float(ENKF._N))*np.outer(ENKF.xk[:,k]-xf[0,:],ENKF.xk[:,k]-xf[0,:]) Pf[0,:] = Pxx.reshape((4,)) t1 = time.time() for k in range(1,nSteps): # get the new measurement ym = np.array([YK[k]]) ts = ts + dt # sync the ENKF, with continuous-time integration # propagate filter ENKF.propagateOde(dt) #ENKF.propagate(dt) # update ENKF.update(ym) # resample ?? #ENKF.resample() # log xf[k,:] = np.mean(ENKF.xk,axis=1) Pxx = np.zeros((2,2)) for kj in range(ENKF.get_N()): Pxx = Pxx + 1.0/(float(ENKF._N)-1.0)*np.outer(ENKF.xk[:,kj]-xf[k,:],ENKF.xk[:,kj]-xf[k,:]) Pf[k,:] = Pxx.reshape((4,)) Nf[k] = ENKF.get_N() if not flag_adapt: XK[k,:,:] = ENKF.xk.copy() t2 = time.time() print("Elapsed time: %f sec" % (t2-t1)) return(xf,Pf,Nf,XK) def main(): global nameBit names = ['sims_10_fast'] #names = ['sims_01_slow','sims_01_medium','sims_10_slow','sims_10_medium','sims_11_slow','sims_11_medium']# test case flag_adapt = False for namecounter in range(len(names)): nameNow = names[namecounter] (tsim,XK,YK,mu0,P0,Ns,dt,tf) = data_loader.load_data(nameNow,'../sim_data/') Ns = 1 nameBit = int(nameNow[5:7],2) # parse the name if nameBit == 1: # tuned noise levels for the ENKF with white noise forcing if dt > 0.9:# slow sampling Qk = np.array([[1.0]]) elif dt > 0.09:# medium sampling Qk = np.array([[0.1]]) else:# fast sampling Qk = np.array([[0.001]]) Rk = np.array([[1.0]]) if nameBit == 2: # tuned noise levels for the ENKF with cosine forcing if dt > 0.9:# slow sampling Qk = np.array([[6.0]]) elif dt > 0.09:# medium sampling Qk = np.array([[30.0]]) else:# fast sampling Qk = np.array([[100.0]]) Rk = np.array([[1.0]]) if nameBit == 3: # tuned noise levels for the ENKF with cosine forcing and white noise if dt > 0.9:# slow sampling Qk = np.array([[5.0]]) elif dt > 0.09:# medium sampling Qk = np.array([[20.0]]) else:# fast sampling Qk = np.array([[160.0]]) Rk = np.array([[1.0]]) # number of steps in each simulation print(Qk[0,0]) nSteps = len(tsim) nees_history = np.zeros((nSteps,Ns)) Nf_history = np.zeros((nSteps,Ns)) e_sims = np.zeros((Ns*nSteps,2)) for counter in range(Ns): xk = XK[:,(2*counter):(2*counter+2)] yk = YK[:,counter] (xf,Pf,Nf,XKO) = enkf_test(dt,tf,mu0,P0,yk,Qk,Rk,flag_adapt) # store the number of particles, relevant if adaptive Nf_history[:,counter] = Nf.copy() # compute the unit variance transformation of the error e1 = np.zeros((nSteps,2)) chi2 = np.zeros(nSteps) for k in range(nSteps): P = Pf[k,:].reshape((2,2)) Pinv = np.linalg.inv(P) chi2[k] = np.dot(xk[k,:]-xf[k,:],np.dot(Pinv,xk[k,:]-xf[k,:])) # chi2 is the NEES statistic. Take the mean nees_history[:,counter] = chi2.copy() mean_nees = np.sum(chi2)/float(nSteps) print(mean_nees) # mean NEES mse = np.sum(np.power(xk-xf,2.0),axis=0)/float(nSteps) e_sims[(counter*nSteps):(counter*nSteps+nSteps),:] = xk-xf print("MSE: %f,%f" % (mse[0],mse[1])) print("ENKF sim %d/%d case %d/%d" % (counter+1,Ns,namecounter+1,len(names))) if Ns < 2: fig1 = plt.figure() ax = [] for k in range(6): if k < 2: nam = 'x' + str(k+1) elif k < 4: nam = 'e' + str(k-1) else: nam = 'xp' + str(k-3) ax.append(fig1.add_subplot(3,2,k+1,ylabel=nam)) if k < 2: ax[k].plot(tsim,xk[:,k],'b-') ax[k].plot(tsim,xf[:,k],'m--') if k == 0: ax[k].plot(tsim,yk,'r--') elif k < 4: ax[k].plot(tsim,xk[:,k-2]-xf[:,k-2]) ax[k].plot(tsim,3.0*np.sqrt(Pf[:,3*(k-2)]),'r--') ax[k].plot(tsim,-3.0*np.sqrt(Pf[:,3*(k-2)]),'r--') else: ax[k].plot(tsim,xk[:,k-4],'b-') ax[k].plot(tsim,XKO[:,k-4,:],'d') ax[k].grid() fig1.show() if flag_adapt: trials_processing.errorParsing(e_sims,nees_history,'aenkf',nameNow) else: trials_processing.errorParsing(e_sims,nees_history,'enkf',nameNow) mse_tot = np.mean(np.power(e_sims,2.0),axis=0) print("mse_tot: %f,%f" % (mse_tot[0],mse_tot[1])) # get the mean NEES value versus simulation time across all sims nees_mean = np.sum(nees_history,axis=1)/Ns # get the mean number of particles in time Nf_mean = np.sum(Nf_history,axis=1)/Ns # get 95% confidence bounds for chi-sqaured... the df is the number of sims times the dimension of the state chiUpper = stats.chi2.ppf(.975,2.0*Ns)/float(Ns) chiLower = stats.chi2.ppf(.025,2.0*Ns)/float(Ns) # plot the mean NEES with the 95% confidence bounds fig2 = plt.figure(figsize=(6.0,3.37)) #figsize tuple is width, height if flag_adapt: tilt = "AENKF, Ts = %.2f, %d sims, " % (dt, Ns) else: tilt = "ENKF, Ts = %.2f, %d sims, " % (dt, Ns) if nameBit == 0: tilt = tilt + 'unforced' if nameBit == 1: #white-noise only tilt = tilt + 'white-noise forcing' if nameBit == 2: tilt = tilt + 'cosine forcing' if nameBit == 3: #white-noise and cosine forcing tilt = tilt + 'white-noise and cosine forcing' ax = fig2.add_subplot(111,ylabel='mean NEES',title=tilt) ax.plot(tsim,chiUpper*np.ones(nSteps),'r--') ax.plot(tsim,chiLower*np.ones(nSteps),'r--') ax.plot(tsim,nees_mean,'b-') ax.grid() fig2.show() # save the figure if flag_adapt: fig2.savefig('nees_aenkf_' + nameNow + '.png') else: fig2.savefig('nees_enkf_' + nameNow + '.png') # find fraction of inliers l1 = (nees_mean < chiUpper).nonzero()[0] l2 = (nees_mean > chiLower).nonzero()[0] # get number of inliers len_in = len(set(l1).intersection(l2)) # get number of super (above) liers (sic) len_super = len((nees_mean > chiUpper).nonzero()[0]) # get number of sub-liers (below) len_sub = len((nees_mean < chiLower).nonzero()[0]) print("Conservative (below 95%% bounds): %f" % (float(len_sub)/float(nSteps))) print("Optimistic (above 95%% bounds): %f" % (float(len_super)/float(nSteps))) # save metrics if flag_adapt: FID = open('metrics_aenkf_' + nameNow + '.txt','w') else: FID = open('metrics_enkf_' + nameNow + '.txt','w') FID.write("mse1,mse2,nees_below95,nees_above95\n") FID.write("%f,%f,%f,%f\n" % (mse_tot[0],mse_tot[1],float(len_sub)/float(nSteps),float(len_super)/float(nSteps))) FID.close() # plot the mean number of particles if flag_adapt: fig = plt.figure(figsize=(6.0,3.37)) #figsize tuple is width, height tilt = "AENKF, Ts = %.2f, %d sims, " % (dt, Ns) if nameBit == 0: tilt = tilt + 'unforced' if nameBit == 1: #white-noise only tilt = tilt + 'white-noise forcing' if nameBit == 2: tilt = tilt + 'cosine forcing' if nameBit == 3: #white-noise and cosine forcing tilt = tilt + 'white-noise and cosine forcing' ax = fig.add_subplot(111,ylabel='mean particles',title=tilt) ax.plot(tsim,Nf_mean,'b-') ax.grid() fig.show() # save the figure fig.savefig('Nf_aenkf_' + nameNow + '.png') raw_input("Return to exit") return if __name__ == "__main__": main()
gpl-2.0
jamlamberti/bogo_probe
learner/naive_bayes.py
1
1051
"""An Naive Bayes Implementation""" from sklearn.naive_bayes import GaussianNB from .learner import Learner class NaiveBayes(Learner): """Naive Bayes Wrapper""" def __init__(self): super(NaiveBayes, self).__init__() self.classifier = GaussianNB() self.log.debug("Naive Bayes classifier initialized.") def train(self, train_x, train_y): """ Train Naive Bayes classifier """ self.log.info("Training Naive Bayes classifier") self.classifier.fit(train_x, train_y) self.log.info("Done training Naive Bayes classifier") def predict(self, test_x): """ Return predicted class labels """ self.log.info("Computing Naive Bayes predictions") return self.classifier.predict(test_x) def predict_proba(self, test_x): """ Return predicted probabilities from Naive Bayes classifier """ self.log.info("Computing Naive Bayes probabilities") return self.classifier.predict_proba(test_x)
gpl-3.0
bnaul/scikit-learn
sklearn/model_selection/_split.py
2
81255
""" The :mod:`sklearn.model_selection._split` module includes classes and functions to split the data based on a preset strategy. """ # Author: Alexandre Gramfort <[email protected]>, # Gael Varoquaux <[email protected]>, # Olivier Grisel <[email protected]> # Raghav RV <[email protected]> # License: BSD 3 clause from collections.abc import Iterable import warnings from itertools import chain, combinations from math import ceil, floor import numbers from abc import ABCMeta, abstractmethod from inspect import signature import numpy as np from scipy.special import comb from ..utils import indexable, check_random_state, _safe_indexing from ..utils import _approximate_mode from ..utils.validation import _num_samples, column_or_1d from ..utils.validation import check_array from ..utils.validation import _deprecate_positional_args from ..utils.multiclass import type_of_target from ..base import _pprint __all__ = ['BaseCrossValidator', 'KFold', 'GroupKFold', 'LeaveOneGroupOut', 'LeaveOneOut', 'LeavePGroupsOut', 'LeavePOut', 'RepeatedStratifiedKFold', 'RepeatedKFold', 'ShuffleSplit', 'GroupShuffleSplit', 'StratifiedKFold', 'StratifiedShuffleSplit', 'PredefinedSplit', 'train_test_split', 'check_cv'] class BaseCrossValidator(metaclass=ABCMeta): """Base class for all cross-validators Implementations must define `_iter_test_masks` or `_iter_test_indices`. """ def split(self, X, y=None, groups=None): """Generate indices to split data into training and test set. Parameters ---------- X : array-like of shape (n_samples, n_features) Training data, where n_samples is the number of samples and n_features is the number of features. y : array-like of shape (n_samples,) The target variable for supervised learning problems. groups : array-like of shape (n_samples,), default=None Group labels for the samples used while splitting the dataset into train/test set. Yields ------ train : ndarray The training set indices for that split. test : ndarray The testing set indices for that split. """ X, y, groups = indexable(X, y, groups) indices = np.arange(_num_samples(X)) for test_index in self._iter_test_masks(X, y, groups): train_index = indices[np.logical_not(test_index)] test_index = indices[test_index] yield train_index, test_index # Since subclasses must implement either _iter_test_masks or # _iter_test_indices, neither can be abstract. def _iter_test_masks(self, X=None, y=None, groups=None): """Generates boolean masks corresponding to test sets. By default, delegates to _iter_test_indices(X, y, groups) """ for test_index in self._iter_test_indices(X, y, groups): test_mask = np.zeros(_num_samples(X), dtype=bool) test_mask[test_index] = True yield test_mask def _iter_test_indices(self, X=None, y=None, groups=None): """Generates integer indices corresponding to test sets.""" raise NotImplementedError @abstractmethod def get_n_splits(self, X=None, y=None, groups=None): """Returns the number of splitting iterations in the cross-validator""" def __repr__(self): return _build_repr(self) class LeaveOneOut(BaseCrossValidator): """Leave-One-Out cross-validator Provides train/test indices to split data in train/test sets. Each sample is used once as a test set (singleton) while the remaining samples form the training set. Note: ``LeaveOneOut()`` is equivalent to ``KFold(n_splits=n)`` and ``LeavePOut(p=1)`` where ``n`` is the number of samples. Due to the high number of test sets (which is the same as the number of samples) this cross-validation method can be very costly. For large datasets one should favor :class:`KFold`, :class:`ShuffleSplit` or :class:`StratifiedKFold`. Read more in the :ref:`User Guide <cross_validation>`. Examples -------- >>> import numpy as np >>> from sklearn.model_selection import LeaveOneOut >>> X = np.array([[1, 2], [3, 4]]) >>> y = np.array([1, 2]) >>> loo = LeaveOneOut() >>> loo.get_n_splits(X) 2 >>> print(loo) LeaveOneOut() >>> for train_index, test_index in loo.split(X): ... print("TRAIN:", train_index, "TEST:", test_index) ... X_train, X_test = X[train_index], X[test_index] ... y_train, y_test = y[train_index], y[test_index] ... print(X_train, X_test, y_train, y_test) TRAIN: [1] TEST: [0] [[3 4]] [[1 2]] [2] [1] TRAIN: [0] TEST: [1] [[1 2]] [[3 4]] [1] [2] See also -------- LeaveOneGroupOut For splitting the data according to explicit, domain-specific stratification of the dataset. GroupKFold: K-fold iterator variant with non-overlapping groups. """ def _iter_test_indices(self, X, y=None, groups=None): n_samples = _num_samples(X) if n_samples <= 1: raise ValueError( 'Cannot perform LeaveOneOut with n_samples={}.'.format( n_samples) ) return range(n_samples) def get_n_splits(self, X, y=None, groups=None): """Returns the number of splitting iterations in the cross-validator Parameters ---------- X : array-like of shape (n_samples, n_features) Training data, where n_samples is the number of samples and n_features is the number of features. y : object Always ignored, exists for compatibility. groups : object Always ignored, exists for compatibility. Returns ------- n_splits : int Returns the number of splitting iterations in the cross-validator. """ if X is None: raise ValueError("The 'X' parameter should not be None.") return _num_samples(X) class LeavePOut(BaseCrossValidator): """Leave-P-Out cross-validator Provides train/test indices to split data in train/test sets. This results in testing on all distinct samples of size p, while the remaining n - p samples form the training set in each iteration. Note: ``LeavePOut(p)`` is NOT equivalent to ``KFold(n_splits=n_samples // p)`` which creates non-overlapping test sets. Due to the high number of iterations which grows combinatorically with the number of samples this cross-validation method can be very costly. For large datasets one should favor :class:`KFold`, :class:`StratifiedKFold` or :class:`ShuffleSplit`. Read more in the :ref:`User Guide <cross_validation>`. Parameters ---------- p : int Size of the test sets. Must be strictly less than the number of samples. Examples -------- >>> import numpy as np >>> from sklearn.model_selection import LeavePOut >>> X = np.array([[1, 2], [3, 4], [5, 6], [7, 8]]) >>> y = np.array([1, 2, 3, 4]) >>> lpo = LeavePOut(2) >>> lpo.get_n_splits(X) 6 >>> print(lpo) LeavePOut(p=2) >>> for train_index, test_index in lpo.split(X): ... print("TRAIN:", train_index, "TEST:", test_index) ... X_train, X_test = X[train_index], X[test_index] ... y_train, y_test = y[train_index], y[test_index] TRAIN: [2 3] TEST: [0 1] TRAIN: [1 3] TEST: [0 2] TRAIN: [1 2] TEST: [0 3] TRAIN: [0 3] TEST: [1 2] TRAIN: [0 2] TEST: [1 3] TRAIN: [0 1] TEST: [2 3] """ def __init__(self, p): self.p = p def _iter_test_indices(self, X, y=None, groups=None): n_samples = _num_samples(X) if n_samples <= self.p: raise ValueError( 'p={} must be strictly less than the number of ' 'samples={}'.format(self.p, n_samples) ) for combination in combinations(range(n_samples), self.p): yield np.array(combination) def get_n_splits(self, X, y=None, groups=None): """Returns the number of splitting iterations in the cross-validator Parameters ---------- X : array-like of shape (n_samples, n_features) Training data, where n_samples is the number of samples and n_features is the number of features. y : object Always ignored, exists for compatibility. groups : object Always ignored, exists for compatibility. """ if X is None: raise ValueError("The 'X' parameter should not be None.") return int(comb(_num_samples(X), self.p, exact=True)) class _BaseKFold(BaseCrossValidator, metaclass=ABCMeta): """Base class for KFold, GroupKFold, and StratifiedKFold""" @abstractmethod @_deprecate_positional_args def __init__(self, n_splits, *, shuffle, random_state): if not isinstance(n_splits, numbers.Integral): raise ValueError('The number of folds must be of Integral type. ' '%s of type %s was passed.' % (n_splits, type(n_splits))) n_splits = int(n_splits) if n_splits <= 1: raise ValueError( "k-fold cross-validation requires at least one" " train/test split by setting n_splits=2 or more," " got n_splits={0}.".format(n_splits)) if not isinstance(shuffle, bool): raise TypeError("shuffle must be True or False;" " got {0}".format(shuffle)) if not shuffle and random_state is not None: # None is the default raise ValueError( 'Setting a random_state has no effect since shuffle is ' 'False. You should leave ' 'random_state to its default (None), or set shuffle=True.', ) self.n_splits = n_splits self.shuffle = shuffle self.random_state = random_state def split(self, X, y=None, groups=None): """Generate indices to split data into training and test set. Parameters ---------- X : array-like of shape (n_samples, n_features) Training data, where n_samples is the number of samples and n_features is the number of features. y : array-like of shape (n_samples,), default=None The target variable for supervised learning problems. groups : array-like of shape (n_samples,), default=None Group labels for the samples used while splitting the dataset into train/test set. Yields ------ train : ndarray The training set indices for that split. test : ndarray The testing set indices for that split. """ X, y, groups = indexable(X, y, groups) n_samples = _num_samples(X) if self.n_splits > n_samples: raise ValueError( ("Cannot have number of splits n_splits={0} greater" " than the number of samples: n_samples={1}.") .format(self.n_splits, n_samples)) for train, test in super().split(X, y, groups): yield train, test def get_n_splits(self, X=None, y=None, groups=None): """Returns the number of splitting iterations in the cross-validator Parameters ---------- X : object Always ignored, exists for compatibility. y : object Always ignored, exists for compatibility. groups : object Always ignored, exists for compatibility. Returns ------- n_splits : int Returns the number of splitting iterations in the cross-validator. """ return self.n_splits class KFold(_BaseKFold): """K-Folds cross-validator Provides train/test indices to split data in train/test sets. Split dataset into k consecutive folds (without shuffling by default). Each fold is then used once as a validation while the k - 1 remaining folds form the training set. Read more in the :ref:`User Guide <cross_validation>`. Parameters ---------- n_splits : int, default=5 Number of folds. Must be at least 2. .. versionchanged:: 0.22 ``n_splits`` default value changed from 3 to 5. shuffle : bool, default=False Whether to shuffle the data before splitting into batches. Note that the samples within each split will not be shuffled. random_state : int or RandomState instance, default=None When `shuffle` is True, `random_state` affects the ordering of the indices, which controls the randomness of each fold. Otherwise, this parameter has no effect. Pass an int for reproducible output across multiple function calls. See :term:`Glossary <random_state>`. Examples -------- >>> import numpy as np >>> from sklearn.model_selection import KFold >>> X = np.array([[1, 2], [3, 4], [1, 2], [3, 4]]) >>> y = np.array([1, 2, 3, 4]) >>> kf = KFold(n_splits=2) >>> kf.get_n_splits(X) 2 >>> print(kf) KFold(n_splits=2, random_state=None, shuffle=False) >>> for train_index, test_index in kf.split(X): ... print("TRAIN:", train_index, "TEST:", test_index) ... X_train, X_test = X[train_index], X[test_index] ... y_train, y_test = y[train_index], y[test_index] TRAIN: [2 3] TEST: [0 1] TRAIN: [0 1] TEST: [2 3] Notes ----- The first ``n_samples % n_splits`` folds have size ``n_samples // n_splits + 1``, other folds have size ``n_samples // n_splits``, where ``n_samples`` is the number of samples. Randomized CV splitters may return different results for each call of split. You can make the results identical by setting `random_state` to an integer. See also -------- StratifiedKFold Takes group information into account to avoid building folds with imbalanced class distributions (for binary or multiclass classification tasks). GroupKFold: K-fold iterator variant with non-overlapping groups. RepeatedKFold: Repeats K-Fold n times. """ @_deprecate_positional_args def __init__(self, n_splits=5, *, shuffle=False, random_state=None): super().__init__(n_splits=n_splits, shuffle=shuffle, random_state=random_state) def _iter_test_indices(self, X, y=None, groups=None): n_samples = _num_samples(X) indices = np.arange(n_samples) if self.shuffle: check_random_state(self.random_state).shuffle(indices) n_splits = self.n_splits fold_sizes = np.full(n_splits, n_samples // n_splits, dtype=int) fold_sizes[:n_samples % n_splits] += 1 current = 0 for fold_size in fold_sizes: start, stop = current, current + fold_size yield indices[start:stop] current = stop class GroupKFold(_BaseKFold): """K-fold iterator variant with non-overlapping groups. The same group will not appear in two different folds (the number of distinct groups has to be at least equal to the number of folds). The folds are approximately balanced in the sense that the number of distinct groups is approximately the same in each fold. Parameters ---------- n_splits : int, default=5 Number of folds. Must be at least 2. .. versionchanged:: 0.22 ``n_splits`` default value changed from 3 to 5. Examples -------- >>> import numpy as np >>> from sklearn.model_selection import GroupKFold >>> X = np.array([[1, 2], [3, 4], [5, 6], [7, 8]]) >>> y = np.array([1, 2, 3, 4]) >>> groups = np.array([0, 0, 2, 2]) >>> group_kfold = GroupKFold(n_splits=2) >>> group_kfold.get_n_splits(X, y, groups) 2 >>> print(group_kfold) GroupKFold(n_splits=2) >>> for train_index, test_index in group_kfold.split(X, y, groups): ... print("TRAIN:", train_index, "TEST:", test_index) ... X_train, X_test = X[train_index], X[test_index] ... y_train, y_test = y[train_index], y[test_index] ... print(X_train, X_test, y_train, y_test) ... TRAIN: [0 1] TEST: [2 3] [[1 2] [3 4]] [[5 6] [7 8]] [1 2] [3 4] TRAIN: [2 3] TEST: [0 1] [[5 6] [7 8]] [[1 2] [3 4]] [3 4] [1 2] See also -------- LeaveOneGroupOut For splitting the data according to explicit domain-specific stratification of the dataset. """ def __init__(self, n_splits=5): super().__init__(n_splits, shuffle=False, random_state=None) def _iter_test_indices(self, X, y, groups): if groups is None: raise ValueError("The 'groups' parameter should not be None.") groups = check_array(groups, ensure_2d=False, dtype=None) unique_groups, groups = np.unique(groups, return_inverse=True) n_groups = len(unique_groups) if self.n_splits > n_groups: raise ValueError("Cannot have number of splits n_splits=%d greater" " than the number of groups: %d." % (self.n_splits, n_groups)) # Weight groups by their number of occurrences n_samples_per_group = np.bincount(groups) # Distribute the most frequent groups first indices = np.argsort(n_samples_per_group)[::-1] n_samples_per_group = n_samples_per_group[indices] # Total weight of each fold n_samples_per_fold = np.zeros(self.n_splits) # Mapping from group index to fold index group_to_fold = np.zeros(len(unique_groups)) # Distribute samples by adding the largest weight to the lightest fold for group_index, weight in enumerate(n_samples_per_group): lightest_fold = np.argmin(n_samples_per_fold) n_samples_per_fold[lightest_fold] += weight group_to_fold[indices[group_index]] = lightest_fold indices = group_to_fold[groups] for f in range(self.n_splits): yield np.where(indices == f)[0] def split(self, X, y=None, groups=None): """Generate indices to split data into training and test set. Parameters ---------- X : array-like of shape (n_samples, n_features) Training data, where n_samples is the number of samples and n_features is the number of features. y : array-like of shape (n_samples,), default=None The target variable for supervised learning problems. groups : array-like of shape (n_samples,) Group labels for the samples used while splitting the dataset into train/test set. Yields ------ train : ndarray The training set indices for that split. test : ndarray The testing set indices for that split. """ return super().split(X, y, groups) class StratifiedKFold(_BaseKFold): """Stratified K-Folds cross-validator Provides train/test indices to split data in train/test sets. This cross-validation object is a variation of KFold that returns stratified folds. The folds are made by preserving the percentage of samples for each class. Read more in the :ref:`User Guide <cross_validation>`. Parameters ---------- n_splits : int, default=5 Number of folds. Must be at least 2. .. versionchanged:: 0.22 ``n_splits`` default value changed from 3 to 5. shuffle : bool, default=False Whether to shuffle each class's samples before splitting into batches. Note that the samples within each split will not be shuffled. random_state : int or RandomState instance, default=None When `shuffle` is True, `random_state` affects the ordering of the indices, which controls the randomness of each fold for each class. Otherwise, leave `random_state` as `None`. Pass an int for reproducible output across multiple function calls. See :term:`Glossary <random_state>`. Examples -------- >>> import numpy as np >>> from sklearn.model_selection import StratifiedKFold >>> X = np.array([[1, 2], [3, 4], [1, 2], [3, 4]]) >>> y = np.array([0, 0, 1, 1]) >>> skf = StratifiedKFold(n_splits=2) >>> skf.get_n_splits(X, y) 2 >>> print(skf) StratifiedKFold(n_splits=2, random_state=None, shuffle=False) >>> for train_index, test_index in skf.split(X, y): ... print("TRAIN:", train_index, "TEST:", test_index) ... X_train, X_test = X[train_index], X[test_index] ... y_train, y_test = y[train_index], y[test_index] TRAIN: [1 3] TEST: [0 2] TRAIN: [0 2] TEST: [1 3] Notes ----- The implementation is designed to: * Generate test sets such that all contain the same distribution of classes, or as close as possible. * Be invariant to class label: relabelling ``y = ["Happy", "Sad"]`` to ``y = [1, 0]`` should not change the indices generated. * Preserve order dependencies in the dataset ordering, when ``shuffle=False``: all samples from class k in some test set were contiguous in y, or separated in y by samples from classes other than k. * Generate test sets where the smallest and largest differ by at most one sample. .. versionchanged:: 0.22 The previous implementation did not follow the last constraint. See also -------- RepeatedStratifiedKFold: Repeats Stratified K-Fold n times. """ @_deprecate_positional_args def __init__(self, n_splits=5, *, shuffle=False, random_state=None): super().__init__(n_splits=n_splits, shuffle=shuffle, random_state=random_state) def _make_test_folds(self, X, y=None): rng = check_random_state(self.random_state) y = np.asarray(y) type_of_target_y = type_of_target(y) allowed_target_types = ('binary', 'multiclass') if type_of_target_y not in allowed_target_types: raise ValueError( 'Supported target types are: {}. Got {!r} instead.'.format( allowed_target_types, type_of_target_y)) y = column_or_1d(y) _, y_idx, y_inv = np.unique(y, return_index=True, return_inverse=True) # y_inv encodes y according to lexicographic order. We invert y_idx to # map the classes so that they are encoded by order of appearance: # 0 represents the first label appearing in y, 1 the second, etc. _, class_perm = np.unique(y_idx, return_inverse=True) y_encoded = class_perm[y_inv] n_classes = len(y_idx) y_counts = np.bincount(y_encoded) min_groups = np.min(y_counts) if np.all(self.n_splits > y_counts): raise ValueError("n_splits=%d cannot be greater than the" " number of members in each class." % (self.n_splits)) if self.n_splits > min_groups: warnings.warn(("The least populated class in y has only %d" " members, which is less than n_splits=%d." % (min_groups, self.n_splits)), UserWarning) # Determine the optimal number of samples from each class in each fold, # using round robin over the sorted y. (This can be done direct from # counts, but that code is unreadable.) y_order = np.sort(y_encoded) allocation = np.asarray( [np.bincount(y_order[i::self.n_splits], minlength=n_classes) for i in range(self.n_splits)]) # To maintain the data order dependencies as best as possible within # the stratification constraint, we assign samples from each class in # blocks (and then mess that up when shuffle=True). test_folds = np.empty(len(y), dtype='i') for k in range(n_classes): # since the kth column of allocation stores the number of samples # of class k in each test set, this generates blocks of fold # indices corresponding to the allocation for class k. folds_for_class = np.arange(self.n_splits).repeat(allocation[:, k]) if self.shuffle: rng.shuffle(folds_for_class) test_folds[y_encoded == k] = folds_for_class return test_folds def _iter_test_masks(self, X, y=None, groups=None): test_folds = self._make_test_folds(X, y) for i in range(self.n_splits): yield test_folds == i def split(self, X, y, groups=None): """Generate indices to split data into training and test set. Parameters ---------- X : array-like of shape (n_samples, n_features) Training data, where n_samples is the number of samples and n_features is the number of features. Note that providing ``y`` is sufficient to generate the splits and hence ``np.zeros(n_samples)`` may be used as a placeholder for ``X`` instead of actual training data. y : array-like of shape (n_samples,) The target variable for supervised learning problems. Stratification is done based on the y labels. groups : object Always ignored, exists for compatibility. Yields ------ train : ndarray The training set indices for that split. test : ndarray The testing set indices for that split. Notes ----- Randomized CV splitters may return different results for each call of split. You can make the results identical by setting `random_state` to an integer. """ y = check_array(y, ensure_2d=False, dtype=None) return super().split(X, y, groups) class TimeSeriesSplit(_BaseKFold): """Time Series cross-validator .. versionadded:: 0.18 Provides train/test indices to split time series data samples that are observed at fixed time intervals, in train/test sets. In each split, test indices must be higher than before, and thus shuffling in cross validator is inappropriate. This cross-validation object is a variation of :class:`KFold`. In the kth split, it returns first k folds as train set and the (k+1)th fold as test set. Note that unlike standard cross-validation methods, successive training sets are supersets of those that come before them. Read more in the :ref:`User Guide <cross_validation>`. Parameters ---------- n_splits : int, default=5 Number of splits. Must be at least 2. .. versionchanged:: 0.22 ``n_splits`` default value changed from 3 to 5. max_train_size : int, default=None Maximum size for a single training set. test_size : int, default=None Used to limit the size of the test set. Defaults to ``n_samples // (n_splits + 1)``, which is the maximum allowed value with ``gap=0``. gap : int, default=0 Number of samples to exclude from the end of each train set before the test set. Examples -------- >>> import numpy as np >>> from sklearn.model_selection import TimeSeriesSplit >>> X = np.array([[1, 2], [3, 4], [1, 2], [3, 4], [1, 2], [3, 4]]) >>> y = np.array([1, 2, 3, 4, 5, 6]) >>> tscv = TimeSeriesSplit() >>> print(tscv) TimeSeriesSplit(gap=0, max_train_size=None, n_splits=5, test_size=None) >>> for train_index, test_index in tscv.split(X): ... print("TRAIN:", train_index, "TEST:", test_index) ... X_train, X_test = X[train_index], X[test_index] ... y_train, y_test = y[train_index], y[test_index] TRAIN: [0] TEST: [1] TRAIN: [0 1] TEST: [2] TRAIN: [0 1 2] TEST: [3] TRAIN: [0 1 2 3] TEST: [4] TRAIN: [0 1 2 3 4] TEST: [5] >>> # Fix test_size to 2 with 12 samples >>> X = np.random.randn(12, 2) >>> y = np.random.randint(0, 2, 12) >>> tscv = TimeSeriesSplit(n_splits=3, test_size=2) >>> for train_index, test_index in tscv.split(X): ... print("TRAIN:", train_index, "TEST:", test_index) ... X_train, X_test = X[train_index], X[test_index] ... y_train, y_test = y[train_index], y[test_index] TRAIN: [0 1 2 3 4 5] TEST: [6 7] TRAIN: [0 1 2 3 4 5 6 7] TEST: [8 9] TRAIN: [0 1 2 3 4 5 6 7 8 9] TEST: [10 11] >>> # Add in a 2 period gap >>> tscv = TimeSeriesSplit(n_splits=3, test_size=2, gap=2) >>> for train_index, test_index in tscv.split(X): ... print("TRAIN:", train_index, "TEST:", test_index) ... X_train, X_test = X[train_index], X[test_index] ... y_train, y_test = y[train_index], y[test_index] TRAIN: [0 1 2 3] TEST: [6 7] TRAIN: [0 1 2 3 4 5] TEST: [8 9] TRAIN: [0 1 2 3 4 5 6 7] TEST: [10 11] Notes ----- The training set has size ``i * n_samples // (n_splits + 1) + n_samples % (n_splits + 1)`` in the ``i``th split, with a test set of size ``n_samples//(n_splits + 1)`` by default, where ``n_samples`` is the number of samples. """ @_deprecate_positional_args def __init__(self, n_splits=5, *, max_train_size=None, test_size=None, gap=0): super().__init__(n_splits, shuffle=False, random_state=None) self.max_train_size = max_train_size self.test_size = test_size self.gap = gap def split(self, X, y=None, groups=None): """Generate indices to split data into training and test set. Parameters ---------- X : array-like of shape (n_samples, n_features) Training data, where n_samples is the number of samples and n_features is the number of features. y : array-like of shape (n_samples,) Always ignored, exists for compatibility. groups : array-like of shape (n_samples,) Always ignored, exists for compatibility. Yields ------ train : ndarray The training set indices for that split. test : ndarray The testing set indices for that split. """ X, y, groups = indexable(X, y, groups) n_samples = _num_samples(X) n_splits = self.n_splits n_folds = n_splits + 1 gap = self.gap test_size = self.test_size if self.test_size is not None \ else n_samples // n_folds # Make sure we have enough samples for the given split parameters if n_folds > n_samples: raise ValueError( (f"Cannot have number of folds={n_folds} greater" f" than the number of samples={n_samples}.")) if n_samples - gap - (test_size * n_splits) <= 0: raise ValueError( (f"Too many splits={n_splits} for number of samples" f"={n_samples} with test_size={test_size} and gap={gap}.")) indices = np.arange(n_samples) test_starts = range(n_samples - n_splits * test_size, n_samples, test_size) for test_start in test_starts: train_end = test_start - gap if self.max_train_size and self.max_train_size < train_end: yield (indices[train_end - self.max_train_size:train_end], indices[test_start:test_start + test_size]) else: yield (indices[:train_end], indices[test_start:test_start + test_size]) class LeaveOneGroupOut(BaseCrossValidator): """Leave One Group Out cross-validator Provides train/test indices to split data according to a third-party provided group. This group information can be used to encode arbitrary domain specific stratifications of the samples as integers. For instance the groups could be the year of collection of the samples and thus allow for cross-validation against time-based splits. Read more in the :ref:`User Guide <cross_validation>`. Examples -------- >>> import numpy as np >>> from sklearn.model_selection import LeaveOneGroupOut >>> X = np.array([[1, 2], [3, 4], [5, 6], [7, 8]]) >>> y = np.array([1, 2, 1, 2]) >>> groups = np.array([1, 1, 2, 2]) >>> logo = LeaveOneGroupOut() >>> logo.get_n_splits(X, y, groups) 2 >>> logo.get_n_splits(groups=groups) # 'groups' is always required 2 >>> print(logo) LeaveOneGroupOut() >>> for train_index, test_index in logo.split(X, y, groups): ... print("TRAIN:", train_index, "TEST:", test_index) ... X_train, X_test = X[train_index], X[test_index] ... y_train, y_test = y[train_index], y[test_index] ... print(X_train, X_test, y_train, y_test) TRAIN: [2 3] TEST: [0 1] [[5 6] [7 8]] [[1 2] [3 4]] [1 2] [1 2] TRAIN: [0 1] TEST: [2 3] [[1 2] [3 4]] [[5 6] [7 8]] [1 2] [1 2] """ def _iter_test_masks(self, X, y, groups): if groups is None: raise ValueError("The 'groups' parameter should not be None.") # We make a copy of groups to avoid side-effects during iteration groups = check_array(groups, copy=True, ensure_2d=False, dtype=None) unique_groups = np.unique(groups) if len(unique_groups) <= 1: raise ValueError( "The groups parameter contains fewer than 2 unique groups " "(%s). LeaveOneGroupOut expects at least 2." % unique_groups) for i in unique_groups: yield groups == i def get_n_splits(self, X=None, y=None, groups=None): """Returns the number of splitting iterations in the cross-validator Parameters ---------- X : object Always ignored, exists for compatibility. y : object Always ignored, exists for compatibility. groups : array-like of shape (n_samples,) Group labels for the samples used while splitting the dataset into train/test set. This 'groups' parameter must always be specified to calculate the number of splits, though the other parameters can be omitted. Returns ------- n_splits : int Returns the number of splitting iterations in the cross-validator. """ if groups is None: raise ValueError("The 'groups' parameter should not be None.") groups = check_array(groups, ensure_2d=False, dtype=None) return len(np.unique(groups)) def split(self, X, y=None, groups=None): """Generate indices to split data into training and test set. Parameters ---------- X : array-like of shape (n_samples, n_features) Training data, where n_samples is the number of samples and n_features is the number of features. y : array-like of shape (n_samples,), default=None The target variable for supervised learning problems. groups : array-like of shape (n_samples,) Group labels for the samples used while splitting the dataset into train/test set. Yields ------ train : ndarray The training set indices for that split. test : ndarray The testing set indices for that split. """ return super().split(X, y, groups) class LeavePGroupsOut(BaseCrossValidator): """Leave P Group(s) Out cross-validator Provides train/test indices to split data according to a third-party provided group. This group information can be used to encode arbitrary domain specific stratifications of the samples as integers. For instance the groups could be the year of collection of the samples and thus allow for cross-validation against time-based splits. The difference between LeavePGroupsOut and LeaveOneGroupOut is that the former builds the test sets with all the samples assigned to ``p`` different values of the groups while the latter uses samples all assigned the same groups. Read more in the :ref:`User Guide <cross_validation>`. Parameters ---------- n_groups : int Number of groups (``p``) to leave out in the test split. Examples -------- >>> import numpy as np >>> from sklearn.model_selection import LeavePGroupsOut >>> X = np.array([[1, 2], [3, 4], [5, 6]]) >>> y = np.array([1, 2, 1]) >>> groups = np.array([1, 2, 3]) >>> lpgo = LeavePGroupsOut(n_groups=2) >>> lpgo.get_n_splits(X, y, groups) 3 >>> lpgo.get_n_splits(groups=groups) # 'groups' is always required 3 >>> print(lpgo) LeavePGroupsOut(n_groups=2) >>> for train_index, test_index in lpgo.split(X, y, groups): ... print("TRAIN:", train_index, "TEST:", test_index) ... X_train, X_test = X[train_index], X[test_index] ... y_train, y_test = y[train_index], y[test_index] ... print(X_train, X_test, y_train, y_test) TRAIN: [2] TEST: [0 1] [[5 6]] [[1 2] [3 4]] [1] [1 2] TRAIN: [1] TEST: [0 2] [[3 4]] [[1 2] [5 6]] [2] [1 1] TRAIN: [0] TEST: [1 2] [[1 2]] [[3 4] [5 6]] [1] [2 1] See also -------- GroupKFold: K-fold iterator variant with non-overlapping groups. """ def __init__(self, n_groups): self.n_groups = n_groups def _iter_test_masks(self, X, y, groups): if groups is None: raise ValueError("The 'groups' parameter should not be None.") groups = check_array(groups, copy=True, ensure_2d=False, dtype=None) unique_groups = np.unique(groups) if self.n_groups >= len(unique_groups): raise ValueError( "The groups parameter contains fewer than (or equal to) " "n_groups (%d) numbers of unique groups (%s). LeavePGroupsOut " "expects that at least n_groups + 1 (%d) unique groups be " "present" % (self.n_groups, unique_groups, self.n_groups + 1)) combi = combinations(range(len(unique_groups)), self.n_groups) for indices in combi: test_index = np.zeros(_num_samples(X), dtype=bool) for l in unique_groups[np.array(indices)]: test_index[groups == l] = True yield test_index def get_n_splits(self, X=None, y=None, groups=None): """Returns the number of splitting iterations in the cross-validator Parameters ---------- X : object Always ignored, exists for compatibility. y : object Always ignored, exists for compatibility. groups : array-like of shape (n_samples,) Group labels for the samples used while splitting the dataset into train/test set. This 'groups' parameter must always be specified to calculate the number of splits, though the other parameters can be omitted. Returns ------- n_splits : int Returns the number of splitting iterations in the cross-validator. """ if groups is None: raise ValueError("The 'groups' parameter should not be None.") groups = check_array(groups, ensure_2d=False, dtype=None) return int(comb(len(np.unique(groups)), self.n_groups, exact=True)) def split(self, X, y=None, groups=None): """Generate indices to split data into training and test set. Parameters ---------- X : array-like of shape (n_samples, n_features) Training data, where n_samples is the number of samples and n_features is the number of features. y : array-like of shape (n_samples,), default=None The target variable for supervised learning problems. groups : array-like of shape (n_samples,) Group labels for the samples used while splitting the dataset into train/test set. Yields ------ train : ndarray The training set indices for that split. test : ndarray The testing set indices for that split. """ return super().split(X, y, groups) class _RepeatedSplits(metaclass=ABCMeta): """Repeated splits for an arbitrary randomized CV splitter. Repeats splits for cross-validators n times with different randomization in each repetition. Parameters ---------- cv : callable Cross-validator class. n_repeats : int, default=10 Number of times cross-validator needs to be repeated. random_state : int or RandomState instance, default=None Passes `random_state` to the arbitrary repeating cross validator. Pass an int for reproducible output across multiple function calls. See :term:`Glossary <random_state>`. **cvargs : additional params Constructor parameters for cv. Must not contain random_state and shuffle. """ @_deprecate_positional_args def __init__(self, cv, *, n_repeats=10, random_state=None, **cvargs): if not isinstance(n_repeats, numbers.Integral): raise ValueError("Number of repetitions must be of Integral type.") if n_repeats <= 0: raise ValueError("Number of repetitions must be greater than 0.") if any(key in cvargs for key in ('random_state', 'shuffle')): raise ValueError( "cvargs must not contain random_state or shuffle.") self.cv = cv self.n_repeats = n_repeats self.random_state = random_state self.cvargs = cvargs def split(self, X, y=None, groups=None): """Generates indices to split data into training and test set. Parameters ---------- X : array-like, shape (n_samples, n_features) Training data, where n_samples is the number of samples and n_features is the number of features. y : array-like of length n_samples The target variable for supervised learning problems. groups : array-like of shape (n_samples,), default=None Group labels for the samples used while splitting the dataset into train/test set. Yields ------ train : ndarray The training set indices for that split. test : ndarray The testing set indices for that split. """ n_repeats = self.n_repeats rng = check_random_state(self.random_state) for idx in range(n_repeats): cv = self.cv(random_state=rng, shuffle=True, **self.cvargs) for train_index, test_index in cv.split(X, y, groups): yield train_index, test_index def get_n_splits(self, X=None, y=None, groups=None): """Returns the number of splitting iterations in the cross-validator Parameters ---------- X : object Always ignored, exists for compatibility. ``np.zeros(n_samples)`` may be used as a placeholder. y : object Always ignored, exists for compatibility. ``np.zeros(n_samples)`` may be used as a placeholder. groups : array-like of shape (n_samples,), default=None Group labels for the samples used while splitting the dataset into train/test set. Returns ------- n_splits : int Returns the number of splitting iterations in the cross-validator. """ rng = check_random_state(self.random_state) cv = self.cv(random_state=rng, shuffle=True, **self.cvargs) return cv.get_n_splits(X, y, groups) * self.n_repeats def __repr__(self): return _build_repr(self) class RepeatedKFold(_RepeatedSplits): """Repeated K-Fold cross validator. Repeats K-Fold n times with different randomization in each repetition. Read more in the :ref:`User Guide <cross_validation>`. Parameters ---------- n_splits : int, default=5 Number of folds. Must be at least 2. n_repeats : int, default=10 Number of times cross-validator needs to be repeated. random_state : int or RandomState instance, default=None Controls the randomness of each repeated cross-validation instance. Pass an int for reproducible output across multiple function calls. See :term:`Glossary <random_state>`. Examples -------- >>> import numpy as np >>> from sklearn.model_selection import RepeatedKFold >>> X = np.array([[1, 2], [3, 4], [1, 2], [3, 4]]) >>> y = np.array([0, 0, 1, 1]) >>> rkf = RepeatedKFold(n_splits=2, n_repeats=2, random_state=2652124) >>> for train_index, test_index in rkf.split(X): ... print("TRAIN:", train_index, "TEST:", test_index) ... X_train, X_test = X[train_index], X[test_index] ... y_train, y_test = y[train_index], y[test_index] ... TRAIN: [0 1] TEST: [2 3] TRAIN: [2 3] TEST: [0 1] TRAIN: [1 2] TEST: [0 3] TRAIN: [0 3] TEST: [1 2] Notes ----- Randomized CV splitters may return different results for each call of split. You can make the results identical by setting `random_state` to an integer. See also -------- RepeatedStratifiedKFold: Repeats Stratified K-Fold n times. """ @_deprecate_positional_args def __init__(self, *, n_splits=5, n_repeats=10, random_state=None): super().__init__( KFold, n_repeats=n_repeats, random_state=random_state, n_splits=n_splits) class RepeatedStratifiedKFold(_RepeatedSplits): """Repeated Stratified K-Fold cross validator. Repeats Stratified K-Fold n times with different randomization in each repetition. Read more in the :ref:`User Guide <cross_validation>`. Parameters ---------- n_splits : int, default=5 Number of folds. Must be at least 2. n_repeats : int, default=10 Number of times cross-validator needs to be repeated. random_state : int or RandomState instance, default=None Controls the generation of the random states for each repetition. Pass an int for reproducible output across multiple function calls. See :term:`Glossary <random_state>`. Examples -------- >>> import numpy as np >>> from sklearn.model_selection import RepeatedStratifiedKFold >>> X = np.array([[1, 2], [3, 4], [1, 2], [3, 4]]) >>> y = np.array([0, 0, 1, 1]) >>> rskf = RepeatedStratifiedKFold(n_splits=2, n_repeats=2, ... random_state=36851234) >>> for train_index, test_index in rskf.split(X, y): ... print("TRAIN:", train_index, "TEST:", test_index) ... X_train, X_test = X[train_index], X[test_index] ... y_train, y_test = y[train_index], y[test_index] ... TRAIN: [1 2] TEST: [0 3] TRAIN: [0 3] TEST: [1 2] TRAIN: [1 3] TEST: [0 2] TRAIN: [0 2] TEST: [1 3] Notes ----- Randomized CV splitters may return different results for each call of split. You can make the results identical by setting `random_state` to an integer. See also -------- RepeatedKFold: Repeats K-Fold n times. """ @_deprecate_positional_args def __init__(self, *, n_splits=5, n_repeats=10, random_state=None): super().__init__( StratifiedKFold, n_repeats=n_repeats, random_state=random_state, n_splits=n_splits) class BaseShuffleSplit(metaclass=ABCMeta): """Base class for ShuffleSplit and StratifiedShuffleSplit""" @_deprecate_positional_args def __init__(self, n_splits=10, *, test_size=None, train_size=None, random_state=None): self.n_splits = n_splits self.test_size = test_size self.train_size = train_size self.random_state = random_state self._default_test_size = 0.1 def split(self, X, y=None, groups=None): """Generate indices to split data into training and test set. Parameters ---------- X : array-like of shape (n_samples, n_features) Training data, where n_samples is the number of samples and n_features is the number of features. y : array-like of shape (n_samples,) The target variable for supervised learning problems. groups : array-like of shape (n_samples,), default=None Group labels for the samples used while splitting the dataset into train/test set. Yields ------ train : ndarray The training set indices for that split. test : ndarray The testing set indices for that split. Notes ----- Randomized CV splitters may return different results for each call of split. You can make the results identical by setting `random_state` to an integer. """ X, y, groups = indexable(X, y, groups) for train, test in self._iter_indices(X, y, groups): yield train, test @abstractmethod def _iter_indices(self, X, y=None, groups=None): """Generate (train, test) indices""" def get_n_splits(self, X=None, y=None, groups=None): """Returns the number of splitting iterations in the cross-validator Parameters ---------- X : object Always ignored, exists for compatibility. y : object Always ignored, exists for compatibility. groups : object Always ignored, exists for compatibility. Returns ------- n_splits : int Returns the number of splitting iterations in the cross-validator. """ return self.n_splits def __repr__(self): return _build_repr(self) class ShuffleSplit(BaseShuffleSplit): """Random permutation cross-validator Yields indices to split data into training and test sets. Note: contrary to other cross-validation strategies, random splits do not guarantee that all folds will be different, although this is still very likely for sizeable datasets. Read more in the :ref:`User Guide <cross_validation>`. Parameters ---------- n_splits : int, default=10 Number of re-shuffling & splitting iterations. test_size : float or int, default=None If float, should be between 0.0 and 1.0 and represent the proportion of the dataset to include in the test split. If int, represents the absolute number of test samples. If None, the value is set to the complement of the train size. If ``train_size`` is also None, it will be set to 0.1. train_size : float or int, default=None If float, should be between 0.0 and 1.0 and represent the proportion of the dataset to include in the train split. If int, represents the absolute number of train samples. If None, the value is automatically set to the complement of the test size. random_state : int or RandomState instance, default=None Controls the randomness of the training and testing indices produced. Pass an int for reproducible output across multiple function calls. See :term:`Glossary <random_state>`. Examples -------- >>> import numpy as np >>> from sklearn.model_selection import ShuffleSplit >>> X = np.array([[1, 2], [3, 4], [5, 6], [7, 8], [3, 4], [5, 6]]) >>> y = np.array([1, 2, 1, 2, 1, 2]) >>> rs = ShuffleSplit(n_splits=5, test_size=.25, random_state=0) >>> rs.get_n_splits(X) 5 >>> print(rs) ShuffleSplit(n_splits=5, random_state=0, test_size=0.25, train_size=None) >>> for train_index, test_index in rs.split(X): ... print("TRAIN:", train_index, "TEST:", test_index) TRAIN: [1 3 0 4] TEST: [5 2] TRAIN: [4 0 2 5] TEST: [1 3] TRAIN: [1 2 4 0] TEST: [3 5] TRAIN: [3 4 1 0] TEST: [5 2] TRAIN: [3 5 1 0] TEST: [2 4] >>> rs = ShuffleSplit(n_splits=5, train_size=0.5, test_size=.25, ... random_state=0) >>> for train_index, test_index in rs.split(X): ... print("TRAIN:", train_index, "TEST:", test_index) TRAIN: [1 3 0] TEST: [5 2] TRAIN: [4 0 2] TEST: [1 3] TRAIN: [1 2 4] TEST: [3 5] TRAIN: [3 4 1] TEST: [5 2] TRAIN: [3 5 1] TEST: [2 4] """ @_deprecate_positional_args def __init__(self, n_splits=10, *, test_size=None, train_size=None, random_state=None): super().__init__( n_splits=n_splits, test_size=test_size, train_size=train_size, random_state=random_state) self._default_test_size = 0.1 def _iter_indices(self, X, y=None, groups=None): n_samples = _num_samples(X) n_train, n_test = _validate_shuffle_split( n_samples, self.test_size, self.train_size, default_test_size=self._default_test_size) rng = check_random_state(self.random_state) for i in range(self.n_splits): # random partition permutation = rng.permutation(n_samples) ind_test = permutation[:n_test] ind_train = permutation[n_test:(n_test + n_train)] yield ind_train, ind_test class GroupShuffleSplit(ShuffleSplit): '''Shuffle-Group(s)-Out cross-validation iterator Provides randomized train/test indices to split data according to a third-party provided group. This group information can be used to encode arbitrary domain specific stratifications of the samples as integers. For instance the groups could be the year of collection of the samples and thus allow for cross-validation against time-based splits. The difference between LeavePGroupsOut and GroupShuffleSplit is that the former generates splits using all subsets of size ``p`` unique groups, whereas GroupShuffleSplit generates a user-determined number of random test splits, each with a user-determined fraction of unique groups. For example, a less computationally intensive alternative to ``LeavePGroupsOut(p=10)`` would be ``GroupShuffleSplit(test_size=10, n_splits=100)``. Note: The parameters ``test_size`` and ``train_size`` refer to groups, and not to samples, as in ShuffleSplit. Parameters ---------- n_splits : int, default=5 Number of re-shuffling & splitting iterations. test_size : float, int, default=0.2 If float, should be between 0.0 and 1.0 and represent the proportion of groups to include in the test split (rounded up). If int, represents the absolute number of test groups. If None, the value is set to the complement of the train size. The default will change in version 0.21. It will remain 0.2 only if ``train_size`` is unspecified, otherwise it will complement the specified ``train_size``. train_size : float or int, default=None If float, should be between 0.0 and 1.0 and represent the proportion of the groups to include in the train split. If int, represents the absolute number of train groups. If None, the value is automatically set to the complement of the test size. random_state : int or RandomState instance, default=None Controls the randomness of the training and testing indices produced. Pass an int for reproducible output across multiple function calls. See :term:`Glossary <random_state>`. Examples -------- >>> import numpy as np >>> from sklearn.model_selection import GroupShuffleSplit >>> X = np.ones(shape=(8, 2)) >>> y = np.ones(shape=(8, 1)) >>> groups = np.array([1, 1, 2, 2, 2, 3, 3, 3]) >>> print(groups.shape) (8,) >>> gss = GroupShuffleSplit(n_splits=2, train_size=.7, random_state=42) >>> gss.get_n_splits() 2 >>> for train_idx, test_idx in gss.split(X, y, groups): ... print("TRAIN:", train_idx, "TEST:", test_idx) TRAIN: [2 3 4 5 6 7] TEST: [0 1] TRAIN: [0 1 5 6 7] TEST: [2 3 4] ''' @_deprecate_positional_args def __init__(self, n_splits=5, *, test_size=None, train_size=None, random_state=None): super().__init__( n_splits=n_splits, test_size=test_size, train_size=train_size, random_state=random_state) self._default_test_size = 0.2 def _iter_indices(self, X, y, groups): if groups is None: raise ValueError("The 'groups' parameter should not be None.") groups = check_array(groups, ensure_2d=False, dtype=None) classes, group_indices = np.unique(groups, return_inverse=True) for group_train, group_test in super()._iter_indices(X=classes): # these are the indices of classes in the partition # invert them into data indices train = np.flatnonzero(np.in1d(group_indices, group_train)) test = np.flatnonzero(np.in1d(group_indices, group_test)) yield train, test def split(self, X, y=None, groups=None): """Generate indices to split data into training and test set. Parameters ---------- X : array-like of shape (n_samples, n_features) Training data, where n_samples is the number of samples and n_features is the number of features. y : array-like of shape (n_samples,), default=None The target variable for supervised learning problems. groups : array-like of shape (n_samples,) Group labels for the samples used while splitting the dataset into train/test set. Yields ------ train : ndarray The training set indices for that split. test : ndarray The testing set indices for that split. Notes ----- Randomized CV splitters may return different results for each call of split. You can make the results identical by setting `random_state` to an integer. """ return super().split(X, y, groups) class StratifiedShuffleSplit(BaseShuffleSplit): """Stratified ShuffleSplit cross-validator Provides train/test indices to split data in train/test sets. This cross-validation object is a merge of StratifiedKFold and ShuffleSplit, which returns stratified randomized folds. The folds are made by preserving the percentage of samples for each class. Note: like the ShuffleSplit strategy, stratified random splits do not guarantee that all folds will be different, although this is still very likely for sizeable datasets. Read more in the :ref:`User Guide <cross_validation>`. Parameters ---------- n_splits : int, default=10 Number of re-shuffling & splitting iterations. test_size : float or int, default=None If float, should be between 0.0 and 1.0 and represent the proportion of the dataset to include in the test split. If int, represents the absolute number of test samples. If None, the value is set to the complement of the train size. If ``train_size`` is also None, it will be set to 0.1. train_size : float or int, default=None If float, should be between 0.0 and 1.0 and represent the proportion of the dataset to include in the train split. If int, represents the absolute number of train samples. If None, the value is automatically set to the complement of the test size. random_state : int or RandomState instance, default=None Controls the randomness of the training and testing indices produced. Pass an int for reproducible output across multiple function calls. See :term:`Glossary <random_state>`. Examples -------- >>> import numpy as np >>> from sklearn.model_selection import StratifiedShuffleSplit >>> X = np.array([[1, 2], [3, 4], [1, 2], [3, 4], [1, 2], [3, 4]]) >>> y = np.array([0, 0, 0, 1, 1, 1]) >>> sss = StratifiedShuffleSplit(n_splits=5, test_size=0.5, random_state=0) >>> sss.get_n_splits(X, y) 5 >>> print(sss) StratifiedShuffleSplit(n_splits=5, random_state=0, ...) >>> for train_index, test_index in sss.split(X, y): ... print("TRAIN:", train_index, "TEST:", test_index) ... X_train, X_test = X[train_index], X[test_index] ... y_train, y_test = y[train_index], y[test_index] TRAIN: [5 2 3] TEST: [4 1 0] TRAIN: [5 1 4] TEST: [0 2 3] TRAIN: [5 0 2] TEST: [4 3 1] TRAIN: [4 1 0] TEST: [2 3 5] TRAIN: [0 5 1] TEST: [3 4 2] """ @_deprecate_positional_args def __init__(self, n_splits=10, *, test_size=None, train_size=None, random_state=None): super().__init__( n_splits=n_splits, test_size=test_size, train_size=train_size, random_state=random_state) self._default_test_size = 0.1 def _iter_indices(self, X, y, groups=None): n_samples = _num_samples(X) y = check_array(y, ensure_2d=False, dtype=None) n_train, n_test = _validate_shuffle_split( n_samples, self.test_size, self.train_size, default_test_size=self._default_test_size) if y.ndim == 2: # for multi-label y, map each distinct row to a string repr # using join because str(row) uses an ellipsis if len(row) > 1000 y = np.array([' '.join(row.astype('str')) for row in y]) classes, y_indices = np.unique(y, return_inverse=True) n_classes = classes.shape[0] class_counts = np.bincount(y_indices) if np.min(class_counts) < 2: raise ValueError("The least populated class in y has only 1" " member, which is too few. The minimum" " number of groups for any class cannot" " be less than 2.") if n_train < n_classes: raise ValueError('The train_size = %d should be greater or ' 'equal to the number of classes = %d' % (n_train, n_classes)) if n_test < n_classes: raise ValueError('The test_size = %d should be greater or ' 'equal to the number of classes = %d' % (n_test, n_classes)) # Find the sorted list of instances for each class: # (np.unique above performs a sort, so code is O(n logn) already) class_indices = np.split(np.argsort(y_indices, kind='mergesort'), np.cumsum(class_counts)[:-1]) rng = check_random_state(self.random_state) for _ in range(self.n_splits): # if there are ties in the class-counts, we want # to make sure to break them anew in each iteration n_i = _approximate_mode(class_counts, n_train, rng) class_counts_remaining = class_counts - n_i t_i = _approximate_mode(class_counts_remaining, n_test, rng) train = [] test = [] for i in range(n_classes): permutation = rng.permutation(class_counts[i]) perm_indices_class_i = class_indices[i].take(permutation, mode='clip') train.extend(perm_indices_class_i[:n_i[i]]) test.extend(perm_indices_class_i[n_i[i]:n_i[i] + t_i[i]]) train = rng.permutation(train) test = rng.permutation(test) yield train, test def split(self, X, y, groups=None): """Generate indices to split data into training and test set. Parameters ---------- X : array-like of shape (n_samples, n_features) Training data, where n_samples is the number of samples and n_features is the number of features. Note that providing ``y`` is sufficient to generate the splits and hence ``np.zeros(n_samples)`` may be used as a placeholder for ``X`` instead of actual training data. y : array-like of shape (n_samples,) or (n_samples, n_labels) The target variable for supervised learning problems. Stratification is done based on the y labels. groups : object Always ignored, exists for compatibility. Yields ------ train : ndarray The training set indices for that split. test : ndarray The testing set indices for that split. Notes ----- Randomized CV splitters may return different results for each call of split. You can make the results identical by setting `random_state` to an integer. """ y = check_array(y, ensure_2d=False, dtype=None) return super().split(X, y, groups) def _validate_shuffle_split(n_samples, test_size, train_size, default_test_size=None): """ Validation helper to check if the test/test sizes are meaningful wrt to the size of the data (n_samples) """ if test_size is None and train_size is None: test_size = default_test_size test_size_type = np.asarray(test_size).dtype.kind train_size_type = np.asarray(train_size).dtype.kind if (test_size_type == 'i' and (test_size >= n_samples or test_size <= 0) or test_size_type == 'f' and (test_size <= 0 or test_size >= 1)): raise ValueError('test_size={0} should be either positive and smaller' ' than the number of samples {1} or a float in the ' '(0, 1) range'.format(test_size, n_samples)) if (train_size_type == 'i' and (train_size >= n_samples or train_size <= 0) or train_size_type == 'f' and (train_size <= 0 or train_size >= 1)): raise ValueError('train_size={0} should be either positive and smaller' ' than the number of samples {1} or a float in the ' '(0, 1) range'.format(train_size, n_samples)) if train_size is not None and train_size_type not in ('i', 'f'): raise ValueError("Invalid value for train_size: {}".format(train_size)) if test_size is not None and test_size_type not in ('i', 'f'): raise ValueError("Invalid value for test_size: {}".format(test_size)) if (train_size_type == 'f' and test_size_type == 'f' and train_size + test_size > 1): raise ValueError( 'The sum of test_size and train_size = {}, should be in the (0, 1)' ' range. Reduce test_size and/or train_size.' .format(train_size + test_size)) if test_size_type == 'f': n_test = ceil(test_size * n_samples) elif test_size_type == 'i': n_test = float(test_size) if train_size_type == 'f': n_train = floor(train_size * n_samples) elif train_size_type == 'i': n_train = float(train_size) if train_size is None: n_train = n_samples - n_test elif test_size is None: n_test = n_samples - n_train if n_train + n_test > n_samples: raise ValueError('The sum of train_size and test_size = %d, ' 'should be smaller than the number of ' 'samples %d. Reduce test_size and/or ' 'train_size.' % (n_train + n_test, n_samples)) n_train, n_test = int(n_train), int(n_test) if n_train == 0: raise ValueError( 'With n_samples={}, test_size={} and train_size={}, the ' 'resulting train set will be empty. Adjust any of the ' 'aforementioned parameters.'.format(n_samples, test_size, train_size) ) return n_train, n_test class PredefinedSplit(BaseCrossValidator): """Predefined split cross-validator Provides train/test indices to split data into train/test sets using a predefined scheme specified by the user with the ``test_fold`` parameter. Read more in the :ref:`User Guide <cross_validation>`. .. versionadded:: 0.16 Parameters ---------- test_fold : array-like of shape (n_samples,) The entry ``test_fold[i]`` represents the index of the test set that sample ``i`` belongs to. It is possible to exclude sample ``i`` from any test set (i.e. include sample ``i`` in every training set) by setting ``test_fold[i]`` equal to -1. Examples -------- >>> import numpy as np >>> from sklearn.model_selection import PredefinedSplit >>> X = np.array([[1, 2], [3, 4], [1, 2], [3, 4]]) >>> y = np.array([0, 0, 1, 1]) >>> test_fold = [0, 1, -1, 1] >>> ps = PredefinedSplit(test_fold) >>> ps.get_n_splits() 2 >>> print(ps) PredefinedSplit(test_fold=array([ 0, 1, -1, 1])) >>> for train_index, test_index in ps.split(): ... print("TRAIN:", train_index, "TEST:", test_index) ... X_train, X_test = X[train_index], X[test_index] ... y_train, y_test = y[train_index], y[test_index] TRAIN: [1 2 3] TEST: [0] TRAIN: [0 2] TEST: [1 3] """ def __init__(self, test_fold): self.test_fold = np.array(test_fold, dtype=int) self.test_fold = column_or_1d(self.test_fold) self.unique_folds = np.unique(self.test_fold) self.unique_folds = self.unique_folds[self.unique_folds != -1] def split(self, X=None, y=None, groups=None): """Generate indices to split data into training and test set. Parameters ---------- X : object Always ignored, exists for compatibility. y : object Always ignored, exists for compatibility. groups : object Always ignored, exists for compatibility. Yields ------ train : ndarray The training set indices for that split. test : ndarray The testing set indices for that split. """ ind = np.arange(len(self.test_fold)) for test_index in self._iter_test_masks(): train_index = ind[np.logical_not(test_index)] test_index = ind[test_index] yield train_index, test_index def _iter_test_masks(self): """Generates boolean masks corresponding to test sets.""" for f in self.unique_folds: test_index = np.where(self.test_fold == f)[0] test_mask = np.zeros(len(self.test_fold), dtype=bool) test_mask[test_index] = True yield test_mask def get_n_splits(self, X=None, y=None, groups=None): """Returns the number of splitting iterations in the cross-validator Parameters ---------- X : object Always ignored, exists for compatibility. y : object Always ignored, exists for compatibility. groups : object Always ignored, exists for compatibility. Returns ------- n_splits : int Returns the number of splitting iterations in the cross-validator. """ return len(self.unique_folds) class _CVIterableWrapper(BaseCrossValidator): """Wrapper class for old style cv objects and iterables.""" def __init__(self, cv): self.cv = list(cv) def get_n_splits(self, X=None, y=None, groups=None): """Returns the number of splitting iterations in the cross-validator Parameters ---------- X : object Always ignored, exists for compatibility. y : object Always ignored, exists for compatibility. groups : object Always ignored, exists for compatibility. Returns ------- n_splits : int Returns the number of splitting iterations in the cross-validator. """ return len(self.cv) def split(self, X=None, y=None, groups=None): """Generate indices to split data into training and test set. Parameters ---------- X : object Always ignored, exists for compatibility. y : object Always ignored, exists for compatibility. groups : object Always ignored, exists for compatibility. Yields ------ train : ndarray The training set indices for that split. test : ndarray The testing set indices for that split. """ for train, test in self.cv: yield train, test @_deprecate_positional_args def check_cv(cv=5, y=None, *, classifier=False): """Input checker utility for building a cross-validator Parameters ---------- cv : int, cross-validation generator or an iterable, default=None Determines the cross-validation splitting strategy. Possible inputs for cv are: - None, to use the default 5-fold cross validation, - integer, to specify the number of folds. - :term:`CV splitter`, - An iterable yielding (train, test) splits as arrays of indices. For integer/None inputs, if classifier is True and ``y`` is either binary or multiclass, :class:`StratifiedKFold` is used. In all other cases, :class:`KFold` is used. Refer :ref:`User Guide <cross_validation>` for the various cross-validation strategies that can be used here. .. versionchanged:: 0.22 ``cv`` default value changed from 3-fold to 5-fold. y : array-like, default=None The target variable for supervised learning problems. classifier : bool, default=False Whether the task is a classification task, in which case stratified KFold will be used. Returns ------- checked_cv : a cross-validator instance. The return value is a cross-validator which generates the train/test splits via the ``split`` method. """ cv = 5 if cv is None else cv if isinstance(cv, numbers.Integral): if (classifier and (y is not None) and (type_of_target(y) in ('binary', 'multiclass'))): return StratifiedKFold(cv) else: return KFold(cv) if not hasattr(cv, 'split') or isinstance(cv, str): if not isinstance(cv, Iterable) or isinstance(cv, str): raise ValueError("Expected cv as an integer, cross-validation " "object (from sklearn.model_selection) " "or an iterable. Got %s." % cv) return _CVIterableWrapper(cv) return cv # New style cv objects are passed without any modification def train_test_split(*arrays, test_size=None, train_size=None, random_state=None, shuffle=True, stratify=None): """Split arrays or matrices into random train and test subsets Quick utility that wraps input validation and ``next(ShuffleSplit().split(X, y))`` and application to input data into a single call for splitting (and optionally subsampling) data in a oneliner. Read more in the :ref:`User Guide <cross_validation>`. Parameters ---------- *arrays : sequence of indexables with same length / shape[0] Allowed inputs are lists, numpy arrays, scipy-sparse matrices or pandas dataframes. test_size : float or int, default=None If float, should be between 0.0 and 1.0 and represent the proportion of the dataset to include in the test split. If int, represents the absolute number of test samples. If None, the value is set to the complement of the train size. If ``train_size`` is also None, it will be set to 0.25. train_size : float or int, default=None If float, should be between 0.0 and 1.0 and represent the proportion of the dataset to include in the train split. If int, represents the absolute number of train samples. If None, the value is automatically set to the complement of the test size. random_state : int or RandomState instance, default=None Controls the shuffling applied to the data before applying the split. Pass an int for reproducible output across multiple function calls. See :term:`Glossary <random_state>`. shuffle : bool, default=True Whether or not to shuffle the data before splitting. If shuffle=False then stratify must be None. stratify : array-like, default=None If not None, data is split in a stratified fashion, using this as the class labels. Returns ------- splitting : list, length=2 * len(arrays) List containing train-test split of inputs. .. versionadded:: 0.16 If the input is sparse, the output will be a ``scipy.sparse.csr_matrix``. Else, output type is the same as the input type. Examples -------- >>> import numpy as np >>> from sklearn.model_selection import train_test_split >>> X, y = np.arange(10).reshape((5, 2)), range(5) >>> X array([[0, 1], [2, 3], [4, 5], [6, 7], [8, 9]]) >>> list(y) [0, 1, 2, 3, 4] >>> X_train, X_test, y_train, y_test = train_test_split( ... X, y, test_size=0.33, random_state=42) ... >>> X_train array([[4, 5], [0, 1], [6, 7]]) >>> y_train [2, 0, 3] >>> X_test array([[2, 3], [8, 9]]) >>> y_test [1, 4] >>> train_test_split(y, shuffle=False) [[0, 1, 2], [3, 4]] """ n_arrays = len(arrays) if n_arrays == 0: raise ValueError("At least one array required as input") arrays = indexable(*arrays) n_samples = _num_samples(arrays[0]) n_train, n_test = _validate_shuffle_split(n_samples, test_size, train_size, default_test_size=0.25) if shuffle is False: if stratify is not None: raise ValueError( "Stratified train/test split is not implemented for " "shuffle=False") train = np.arange(n_train) test = np.arange(n_train, n_train + n_test) else: if stratify is not None: CVClass = StratifiedShuffleSplit else: CVClass = ShuffleSplit cv = CVClass(test_size=n_test, train_size=n_train, random_state=random_state) train, test = next(cv.split(X=arrays[0], y=stratify)) return list(chain.from_iterable((_safe_indexing(a, train), _safe_indexing(a, test)) for a in arrays)) # Tell nose that train_test_split is not a test. # (Needed for external libraries that may use nose.) # Use setattr to avoid mypy errors when monkeypatching. setattr(train_test_split, '__test__', False) def _build_repr(self): # XXX This is copied from BaseEstimator's get_params cls = self.__class__ init = getattr(cls.__init__, 'deprecated_original', cls.__init__) # Ignore varargs, kw and default values and pop self init_signature = signature(init) # Consider the constructor parameters excluding 'self' if init is object.__init__: args = [] else: args = sorted([p.name for p in init_signature.parameters.values() if p.name != 'self' and p.kind != p.VAR_KEYWORD]) class_name = self.__class__.__name__ params = dict() for key in args: # We need deprecation warnings to always be on in order to # catch deprecated param values. # This is set in utils/__init__.py but it gets overwritten # when running under python3 somehow. warnings.simplefilter("always", FutureWarning) try: with warnings.catch_warnings(record=True) as w: value = getattr(self, key, None) if value is None and hasattr(self, 'cvargs'): value = self.cvargs.get(key, None) if len(w) and w[0].category == FutureWarning: # if the parameter is deprecated, don't show it continue finally: warnings.filters.pop(0) params[key] = value return '%s(%s)' % (class_name, _pprint(params, offset=len(class_name)))
bsd-3-clause
par2/lamana-test
lamana/models/Wilson_LT.py
1
9624
#------------------------------------------------------------------------------ # Class-style model # Users can define classes for custom laminate theory models. # Additionally, users can define custom defaults. import math import collections as ct import pandas as pd from lamana.input_ import BaseDefaults from lamana.theories import BaseModel from lamana.lt_exceptions import IndeterminateError class Model(BaseModel): '''A modified laminate theory for circular biaxial flexure disks, loaded with a flat piston punch on 3-ball support having two distinct materials (polymer and ceramic).''' '''Accept extra args and kwds here''' def __init__(self): self.Laminate = None self.FeatureInput = None self.LaminateModel = None def _use_model_(self, Laminate, adjusted_z=False): '''Return updated DataFrame and FeatureInput Return None if exceptions raised. Variables ========= df : DataFrame LaminateModel with IDs and Dimensional Variables. FeatureInut : dict Geometry, laminate parameters and more. Updates Globals dict for parameters in the dashboard output. adjusted_z: bool; default=False If True, uses z(m)* values instead; different assumption for internal calc. ''' self.Laminate = Laminate df = Laminate.LFrame.copy() FeatureInput = Laminate.FeatureInput # Dev-defined Exception Handling if (FeatureInput['Parameters']['r'] == 0): raise ZeroDivisionError('r=0 is invalid for log in the moment eqn.') elif (FeatureInput['Parameters']['a'] == 0): raise ZeroDivisionError('a=0 is invalid for log in the moment eqn.') elif (FeatureInput['Parameters']['r'] < 0) | (FeatureInput['Parameters']['a'] < 0): raise ValueError('Negative numbers are invalid for the log term ' 'in moment eqn.') elif FeatureInput['Parameters']['a'] > FeatureInput['Parameters']['R']: raise ValueError('Support radius is larger than sample radius.') elif df['side'].str.contains('INDET').any(): print('INDET value found. Rolling back...') raise IndeterminateError('INDET value found. Unable to accurately calculate stress.') #raise AssertionError('Indeterminate value found. Unable to accurately calculate stress.') # Calling functions to calculate Qs and Ds df.loc[:,'Q_11'] = self.calc_stiffness(df, FeatureInput['Properties']).q_11 df.loc[:,'Q_12'] = self.calc_stiffness(df, FeatureInput['Properties']).q_12 df.loc[:,'D_11'] = self.calc_bending(df, adj_z=adjusted_z).d_11 df.loc[:,'D_12'] = self.calc_bending(df, adj_z=adjusted_z).d_12 # Global Variable Update if (FeatureInput['Parameters']['p'] == 1) & (Laminate.nplies%2 == 0): D_11T = sum(df['D_11']) D_12T = sum(df['D_12']) else: D_11T = sum(df.loc[df['label'] == 'interface','D_11']) # total D11 D_12T = sum(df.loc[df['label'] == 'interface','D_12']) #print(FeatureInput['Geometric']['p']) D_11p = (1./((D_11T**2 - D_12T**2))*D_11T) # ... D_12n = -(1./((D_11T**2 - D_12T**2))*D_12T) # ... v_eq = D_12T/D_11T # equiv. Poisson's ratio M_r = self.calc_moment(df, FeatureInput['Parameters'], v_eq).m_r M_t = self.calc_moment(df, FeatureInput['Parameters'], v_eq).m_t K_r = (D_11p*M_r) + (D_12n*M_t) # curvatures K_t = (D_12n*M_r) + (D_11p*M_t) # Update FeatureInput global_params = {'D_11T': D_11T, 'D_12T': D_12T, 'D_11p': D_11p, 'D_12n': D_12n, 'v_eq ': v_eq, 'M_r': M_r, 'M_t': M_t, 'K_r': K_r, 'K_t:': K_t, } FeatureInput['Globals'] = global_params self.FeatureInput = FeatureInput # update with Globals #print(FeatureInput) # Calculate Strains and Stresses and Update DataFrame df.loc[:,'strain_r'] = K_r * df.loc[:, 'Z(m)'] df.loc[:,'strain_t'] = K_t * df.loc[:, 'Z(m)'] df.loc[:, 'stress_r (Pa/N)'] = (df.loc[:,'strain_r'] * df.loc[:, 'Q_11'] ) + (df.loc[:,'strain_t'] * df.loc[:, 'Q_12']) df.loc[:,'stress_t (Pa/N)'] = (df.loc[:,'strain_t'] * df.loc[:,'Q_11'] ) + (df.loc[:,'strain_r'] * df.loc[:,'Q_12']) df.loc[:,'stress_f (MPa/N)'] = df.loc[:,'stress_t (Pa/N)']/1e6 del df['Modulus'] del df['Poissons'] self.LaminateModel = df return (df, FeatureInput) #------------------------------------------------------------------------------ '''Prefer staticmethods here. Add formulas to doc strings.''' def calc_stiffness(self, df, mat_props): '''Return tuple of Series of (Q11, Q12) floats per lamina.''' # Iterate to Apply Modulus and Poisson's to correct Material '''Prefer cleaner ways to parse materials from mat_props''' df_mat_props = pd.DataFrame(mat_props) # df easier to munge df_mat_props.index.name = 'materials' for material in df_mat_props.index: #for material in mat_props.index: mat_idx = df['matl'] == material df.loc[mat_idx, 'Modulus'] = df_mat_props.loc[material, 'Modulus'] df.loc[mat_idx, 'Poissons'] = df_mat_props.loc[material, 'Poissons'] E = df['Modulus'] # series of moduli v = df['Poissons'] stiffness = ct.namedtuple('stiffness', ['q_11', 'q_12']) q_11 = E/(1-(v**2)) q_12 = (v*E)/(1-(v**2)) return stiffness(q_11, q_12) def calc_bending(self, df, adj_z=False): '''Return tuple of Series of (D11, D12) floats.''' q_11 = df['Q_11'] q_12 = df['Q_12'] h = df['h(m)'] if not adj_z: z = df['z(m)'] else: z = df['z(m)*'] bending = ct.namedtuple('bending', ['d_11', 'd_12']) d_11 = ((q_11*(h**3))/12.) + (q_11*h*(z**2)) d_12 = ((q_12*(h**3))/12.) + (q_12*h*(z**2)) return bending(d_11 , d_12) def calc_moment(self, df, load_params, v_eq): '''Return tuple of moments (radial and tangential); floats. See Timishenko-Woinowsky: Eq. 91; default''' P_a = load_params['P_a'] a = load_params['a'] r = load_params['r'] moments = ct.namedtuple('moments', ['m_r', 'm_t']) m_r = ((P_a/(4*math.pi))*((1+v_eq)*math.log10(a/r))) m_t = ((P_a/(4*math.pi))*(((1+v_eq)*math.log10(a/r))+(1-v_eq))) return moments(m_r, m_t) class Defaults(BaseDefaults): '''Return parameters for building distributions cases. Useful for consistent testing. Dimensional defaults are inherited from utils.BaseDefaults(). Material-specific parameters are defined here by he user. - Default geometric and materials parameters - Default FeatureInputs Examples ======== >>>dft = Defaults() >>>dft.load_params {'R' : 12e-3, 'a' : 7.5e-3, 'p' : 1, 'P_a' : 1, 'r' : 2e-4,} >>>dft.mat_props {'Modulus': {'HA': 5.2e10, 'PSu': 2.7e9}, 'Poissons': {'HA': 0.25, 'PSu': 0.33}} >>>dft.FeatureInput {'Geometry' : '400-[200]-800', 'Geometric' : {'R' : 12e-3, 'a' : 7.5e-3, 'p' : 1, 'P_a' : 1, 'r' : 2e-4,}, 'Materials' : {'HA' : [5.2e10, 0.25], 'PSu' : [2.7e9, 0.33],}, 'Custom' : None, 'Model' : Wilson_LT, } ''' def __init__(self): BaseDefaults.__init__(self) '''DEV: Add defaults first. Then adjust attributes.''' # DEFAULTS ------------------------------------------------------------ # Build dicts of geometric and material parameters self.load_params = {'R' : 12e-3, # specimen radius 'a' : 7.5e-3, # support ring radius 'p' : 5, # points/layer 'P_a' : 1, # applied load 'r' : 2e-4, # radial distance from center loading } self.mat_props = {'Modulus': {'HA': 5.2e10, 'PSu': 2.7e9}, 'Poissons': {'HA': 0.25, 'PSu': 0.33}} # ATTRIBUTES ---------------------------------------------------------- # FeatureInput self.FeatureInput = self.get_FeatureInput(self.Geo_objects['standard'][0], load_params=self.load_params, mat_props=self.mat_props, ##custom_matls=None, model='Wilson_LT', global_vars=None)
bsd-3-clause