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cccfran/sympy
doc/ext/docscrape_sphinx.py
52
7983
import re import inspect import textwrap import pydoc import sphinx from docscrape import NumpyDocString, FunctionDoc, ClassDoc class SphinxDocString(NumpyDocString): def __init__(self, docstring, config={}): self.use_plots = config.get('use_plots', False) NumpyDocString.__init__(self, docstring, config=config) # string conversion routines def _str_header(self, name, symbol='`'): return ['.. rubric:: ' + name, ''] def _str_field_list(self, name): return [':' + name + ':'] def _str_indent(self, doc, indent=4): out = [] for line in doc: out += [' '*indent + line] return out def _str_signature(self): return [''] if self['Signature']: return ['``%s``' % self['Signature']] + [''] else: return [''] def _str_summary(self): return self['Summary'] + [''] def _str_extended_summary(self): return self['Extended Summary'] + [''] def _str_param_list(self, name): out = [] if self[name]: out += self._str_field_list(name) out += [''] for param, param_type, desc in self[name]: out += self._str_indent(['**%s** : %s' % (param.strip(), param_type)]) out += [''] out += self._str_indent(desc, 8) out += [''] return out @property def _obj(self): if hasattr(self, '_cls'): return self._cls elif hasattr(self, '_f'): return self._f return None def _str_member_list(self, name): """ Generate a member listing, autosummary:: table where possible, and a table where not. """ out = [] if self[name]: out += ['.. rubric:: %s' % name, ''] prefix = getattr(self, '_name', '') if prefix: prefix = '~%s.' % prefix ## Lines that are commented out are used to make the ## autosummary:: table. Since SymPy does not use the ## autosummary:: functionality, it is easiest to just comment it ## out. #autosum = [] others = [] for param, param_type, desc in self[name]: param = param.strip() #if not self._obj or hasattr(self._obj, param): # autosum += [" %s%s" % (prefix, param)] #else: others.append((param, param_type, desc)) #if autosum: # out += ['.. autosummary::', ' :toctree:', ''] # out += autosum if others: maxlen_0 = max([len(x[0]) for x in others]) maxlen_1 = max([len(x[1]) for x in others]) hdr = "="*maxlen_0 + " " + "="*maxlen_1 + " " + "="*10 fmt = '%%%ds %%%ds ' % (maxlen_0, maxlen_1) n_indent = maxlen_0 + maxlen_1 + 4 out += [hdr] for param, param_type, desc in others: out += [fmt % (param.strip(), param_type)] out += self._str_indent(desc, n_indent) out += [hdr] out += [''] return out def _str_section(self, name): out = [] if self[name]: out += self._str_header(name) out += [''] content = textwrap.dedent("\n".join(self[name])).split("\n") out += content out += [''] return out def _str_see_also(self, func_role): out = [] if self['See Also']: see_also = super(SphinxDocString, self)._str_see_also(func_role) out = ['.. seealso::', ''] out += self._str_indent(see_also[2:]) return out def _str_warnings(self): out = [] if self['Warnings']: out = ['.. warning::', ''] out += self._str_indent(self['Warnings']) return out def _str_index(self): idx = self['index'] out = [] if len(idx) == 0: return out out += ['.. index:: %s' % idx.get('default', '')] for section, references in idx.items(): if section == 'default': continue elif section == 'refguide': out += [' single: %s' % (', '.join(references))] else: out += [' %s: %s' % (section, ','.join(references))] return out def _str_references(self): out = [] if self['References']: out += self._str_header('References') if isinstance(self['References'], str): self['References'] = [self['References']] out.extend(self['References']) out += [''] # Latex collects all references to a separate bibliography, # so we need to insert links to it if sphinx.__version__ >= "0.6": out += ['.. only:: latex', ''] else: out += ['.. latexonly::', ''] items = [] for line in self['References']: m = re.match(r'.. \[([a-z0-9._-]+)\]', line, re.I) if m: items.append(m.group(1)) out += [' ' + ", ".join(["[%s]_" % item for item in items]), ''] return out def _str_examples(self): examples_str = "\n".join(self['Examples']) if (self.use_plots and 'import matplotlib' in examples_str and 'plot::' not in examples_str): out = [] out += self._str_header('Examples') out += ['.. plot::', ''] out += self._str_indent(self['Examples']) out += [''] return out else: return self._str_section('Examples') def __str__(self, indent=0, func_role="obj"): out = [] out += self._str_signature() out += self._str_index() + [''] out += self._str_summary() out += self._str_extended_summary() for param_list in ('Parameters', 'Returns', 'Other Parameters', 'Raises', 'Warns'): out += self._str_param_list(param_list) out += self._str_warnings() out += self._str_see_also(func_role) out += self._str_section('Notes') out += self._str_references() out += self._str_examples() for s in self._other_keys: out += self._str_section(s) out += self._str_member_list('Attributes') out = self._str_indent(out, indent) return '\n'.join(out) class SphinxFunctionDoc(SphinxDocString, FunctionDoc): def __init__(self, obj, doc=None, config={}): self.use_plots = config.get('use_plots', False) FunctionDoc.__init__(self, obj, doc=doc, config=config) class SphinxClassDoc(SphinxDocString, ClassDoc): def __init__(self, obj, doc=None, func_doc=None, config={}): self.use_plots = config.get('use_plots', False) ClassDoc.__init__(self, obj, doc=doc, func_doc=None, config=config) class SphinxObjDoc(SphinxDocString): def __init__(self, obj, doc=None, config={}): self._f = obj SphinxDocString.__init__(self, doc, config=config) def get_doc_object(obj, what=None, doc=None, config={}): if inspect.isclass(obj): what = 'class' elif inspect.ismodule(obj): what = 'module' elif callable(obj): what = 'function' else: what = 'object' if what == 'class': return SphinxClassDoc(obj, func_doc=SphinxFunctionDoc, doc=doc, config=config) elif what in ('function', 'method'): return SphinxFunctionDoc(obj, doc=doc, config=config) else: if doc is None: doc = pydoc.getdoc(obj) return SphinxObjDoc(obj, doc, config=config)
bsd-3-clause
mlyundin/scikit-learn
examples/svm/plot_weighted_samples.py
188
1943
""" ===================== SVM: Weighted samples ===================== Plot decision function of a weighted dataset, where the size of points is proportional to its weight. The sample weighting rescales the C parameter, which means that the classifier puts more emphasis on getting these points right. The effect might often be subtle. To emphasize the effect here, we particularly weight outliers, making the deformation of the decision boundary very visible. """ print(__doc__) import numpy as np import matplotlib.pyplot as plt from sklearn import svm def plot_decision_function(classifier, sample_weight, axis, title): # plot the decision function xx, yy = np.meshgrid(np.linspace(-4, 5, 500), np.linspace(-4, 5, 500)) Z = classifier.decision_function(np.c_[xx.ravel(), yy.ravel()]) Z = Z.reshape(xx.shape) # plot the line, the points, and the nearest vectors to the plane axis.contourf(xx, yy, Z, alpha=0.75, cmap=plt.cm.bone) axis.scatter(X[:, 0], X[:, 1], c=Y, s=100 * sample_weight, alpha=0.9, cmap=plt.cm.bone) axis.axis('off') axis.set_title(title) # we create 20 points np.random.seed(0) X = np.r_[np.random.randn(10, 2) + [1, 1], np.random.randn(10, 2)] Y = [1] * 10 + [-1] * 10 sample_weight_last_ten = abs(np.random.randn(len(X))) sample_weight_constant = np.ones(len(X)) # and bigger weights to some outliers sample_weight_last_ten[15:] *= 5 sample_weight_last_ten[9] *= 15 # for reference, first fit without class weights # fit the model clf_weights = svm.SVC() clf_weights.fit(X, Y, sample_weight=sample_weight_last_ten) clf_no_weights = svm.SVC() clf_no_weights.fit(X, Y) fig, axes = plt.subplots(1, 2, figsize=(14, 6)) plot_decision_function(clf_no_weights, sample_weight_constant, axes[0], "Constant weights") plot_decision_function(clf_weights, sample_weight_last_ten, axes[1], "Modified weights") plt.show()
bsd-3-clause
adammenges/statsmodels
statsmodels/base/tests/test_generic_methods.py
25
16558
# -*- coding: utf-8 -*- """Tests that use cross-checks for generic methods Should be easy to check consistency across models Does not cover tsa Initial cases copied from test_shrink_pickle Created on Wed Oct 30 14:01:27 2013 Author: Josef Perktold """ from statsmodels.compat.python import range import numpy as np import statsmodels.api as sm from statsmodels.compat.scipy import NumpyVersion from numpy.testing import assert_, assert_allclose, assert_equal from nose import SkipTest import platform iswin = platform.system() == 'Windows' npversionless15 = NumpyVersion(np.__version__) < '1.5.0' winoldnp = iswin & npversionless15 class CheckGenericMixin(object): def __init__(self): self.predict_kwds = {} @classmethod def setup_class(self): nobs = 500 np.random.seed(987689) x = np.random.randn(nobs, 3) x = sm.add_constant(x) self.exog = x self.xf = 0.25 * np.ones((2, 4)) def test_ttest_tvalues(self): # test that t_test has same results a params, bse, tvalues, ... res = self.results mat = np.eye(len(res.params)) tt = res.t_test(mat) assert_allclose(tt.effect, res.params, rtol=1e-12) # TODO: tt.sd and tt.tvalue are 2d also for single regressor, squeeze assert_allclose(np.squeeze(tt.sd), res.bse, rtol=1e-10) assert_allclose(np.squeeze(tt.tvalue), res.tvalues, rtol=1e-12) assert_allclose(tt.pvalue, res.pvalues, rtol=5e-10) assert_allclose(tt.conf_int(), res.conf_int(), rtol=1e-10) # test params table frame returned by t_test table_res = np.column_stack((res.params, res.bse, res.tvalues, res.pvalues, res.conf_int())) table1 = np.column_stack((tt.effect, tt.sd, tt.tvalue, tt.pvalue, tt.conf_int())) table2 = tt.summary_frame().values assert_allclose(table2, table_res, rtol=1e-12) # move this to test_attributes ? assert_(hasattr(res, 'use_t')) tt = res.t_test(mat[0]) tt.summary() # smoke test for #1323 assert_allclose(tt.pvalue, res.pvalues[0], rtol=5e-10) def test_ftest_pvalues(self): res = self.results use_t = res.use_t k_vars = len(res.params) # check default use_t pvals = [res.wald_test(np.eye(k_vars)[k], use_f=use_t).pvalue for k in range(k_vars)] assert_allclose(pvals, res.pvalues, rtol=5e-10, atol=1e-25) # sutomatic use_f based on results class use_t pvals = [res.wald_test(np.eye(k_vars)[k]).pvalue for k in range(k_vars)] assert_allclose(pvals, res.pvalues, rtol=5e-10, atol=1e-25) # label for pvalues in summary string_use_t = 'P>|z|' if use_t is False else 'P>|t|' summ = str(res.summary()) assert_(string_use_t in summ) # try except for models that don't have summary2 try: summ2 = str(res.summary2()) except AttributeError: summ2 = None if summ2 is not None: assert_(string_use_t in summ2) # TODO The following is not (yet) guaranteed across models #@knownfailureif(True) def test_fitted(self): # ignore wrapper for isinstance check from statsmodels.genmod.generalized_linear_model import GLMResults from statsmodels.discrete.discrete_model import DiscreteResults # FIXME: work around GEE has no wrapper if hasattr(self.results, '_results'): results = self.results._results else: results = self.results if (isinstance(results, GLMResults) or isinstance(results, DiscreteResults)): raise SkipTest res = self.results fitted = res.fittedvalues assert_allclose(res.model.endog - fitted, res.resid, rtol=1e-12) assert_allclose(fitted, res.predict(), rtol=1e-12) def test_predict_types(self): res = self.results # squeeze to make 1d for single regressor test case p_exog = np.squeeze(np.asarray(res.model.exog[:2])) # ignore wrapper for isinstance check from statsmodels.genmod.generalized_linear_model import GLMResults from statsmodels.discrete.discrete_model import DiscreteResults # FIXME: work around GEE has no wrapper if hasattr(self.results, '_results'): results = self.results._results else: results = self.results if (isinstance(results, GLMResults) or isinstance(results, DiscreteResults)): # SMOKE test only TODO res.predict(p_exog) res.predict(p_exog.tolist()) res.predict(p_exog[0].tolist()) else: fitted = res.fittedvalues[:2] assert_allclose(fitted, res.predict(p_exog), rtol=1e-12) # this needs reshape to column-vector: assert_allclose(fitted, res.predict(np.squeeze(p_exog).tolist()), rtol=1e-12) # only one prediction: assert_allclose(fitted[:1], res.predict(p_exog[0].tolist()), rtol=1e-12) assert_allclose(fitted[:1], res.predict(p_exog[0]), rtol=1e-12) # predict doesn't preserve DataFrame, e.g. dot converts to ndarray # import pandas # predicted = res.predict(pandas.DataFrame(p_exog)) # assert_(isinstance(predicted, pandas.DataFrame)) # assert_allclose(predicted, fitted, rtol=1e-12) ######### subclasses for individual models, unchanged from test_shrink_pickle # TODO: check if setup_class is faster than setup class TestGenericOLS(CheckGenericMixin): def setup(self): #fit for each test, because results will be changed by test x = self.exog np.random.seed(987689) y = x.sum(1) + np.random.randn(x.shape[0]) self.results = sm.OLS(y, self.exog).fit() class TestGenericOLSOneExog(CheckGenericMixin): # check with single regressor (no constant) def setup(self): #fit for each test, because results will be changed by test x = self.exog[:, 1] np.random.seed(987689) y = x + np.random.randn(x.shape[0]) self.results = sm.OLS(y, x).fit() class TestGenericWLS(CheckGenericMixin): def setup(self): #fit for each test, because results will be changed by test x = self.exog np.random.seed(987689) y = x.sum(1) + np.random.randn(x.shape[0]) self.results = sm.WLS(y, self.exog, weights=np.ones(len(y))).fit() class TestGenericPoisson(CheckGenericMixin): def setup(self): #fit for each test, because results will be changed by test x = self.exog np.random.seed(987689) y_count = np.random.poisson(np.exp(x.sum(1) - x.mean())) model = sm.Poisson(y_count, x) #, exposure=np.ones(nobs), offset=np.zeros(nobs)) #bug with default # use start_params to converge faster start_params = np.array([0.75334818, 0.99425553, 1.00494724, 1.00247112]) self.results = model.fit(start_params=start_params, method='bfgs', disp=0) #TODO: temporary, fixed in master self.predict_kwds = dict(exposure=1, offset=0) class TestGenericNegativeBinomial(CheckGenericMixin): def setup(self): #fit for each test, because results will be changed by test np.random.seed(987689) data = sm.datasets.randhie.load() exog = sm.add_constant(data.exog, prepend=False) mod = sm.NegativeBinomial(data.endog, data.exog) start_params = np.array([-0.0565406 , -0.21213599, 0.08783076, -0.02991835, 0.22901974, 0.0621026, 0.06799283, 0.08406688, 0.18530969, 1.36645452]) self.results = mod.fit(start_params=start_params, disp=0) class TestGenericLogit(CheckGenericMixin): def setup(self): #fit for each test, because results will be changed by test x = self.exog nobs = x.shape[0] np.random.seed(987689) y_bin = (np.random.rand(nobs) < 1.0 / (1 + np.exp(x.sum(1) - x.mean()))).astype(int) model = sm.Logit(y_bin, x) #, exposure=np.ones(nobs), offset=np.zeros(nobs)) #bug with default # use start_params to converge faster start_params = np.array([-0.73403806, -1.00901514, -0.97754543, -0.95648212]) self.results = model.fit(start_params=start_params, method='bfgs', disp=0) class TestGenericRLM(CheckGenericMixin): def setup(self): #fit for each test, because results will be changed by test x = self.exog np.random.seed(987689) y = x.sum(1) + np.random.randn(x.shape[0]) self.results = sm.RLM(y, self.exog).fit() class TestGenericGLM(CheckGenericMixin): def setup(self): #fit for each test, because results will be changed by test x = self.exog np.random.seed(987689) y = x.sum(1) + np.random.randn(x.shape[0]) self.results = sm.GLM(y, self.exog).fit() class TestGenericGEEPoisson(CheckGenericMixin): def setup(self): #fit for each test, because results will be changed by test x = self.exog np.random.seed(987689) y_count = np.random.poisson(np.exp(x.sum(1) - x.mean())) groups = np.random.randint(0, 4, size=x.shape[0]) # use start_params to speed up test, difficult convergence not tested start_params = np.array([0., 1., 1., 1.]) vi = sm.cov_struct.Independence() family = sm.families.Poisson() self.results = sm.GEE(y_count, self.exog, groups, family=family, cov_struct=vi).fit(start_params=start_params) class TestGenericGEEPoissonNaive(CheckGenericMixin): def setup(self): #fit for each test, because results will be changed by test x = self.exog np.random.seed(987689) #y_count = np.random.poisson(np.exp(x.sum(1) - x.mean())) y_count = np.random.poisson(np.exp(x.sum(1) - x.sum(1).mean(0))) groups = np.random.randint(0, 4, size=x.shape[0]) # use start_params to speed up test, difficult convergence not tested start_params = np.array([0., 1., 1., 1.]) vi = sm.cov_struct.Independence() family = sm.families.Poisson() self.results = sm.GEE(y_count, self.exog, groups, family=family, cov_struct=vi).fit(start_params=start_params, cov_type='naive') class TestGenericGEEPoissonBC(CheckGenericMixin): def setup(self): #fit for each test, because results will be changed by test x = self.exog np.random.seed(987689) #y_count = np.random.poisson(np.exp(x.sum(1) - x.mean())) y_count = np.random.poisson(np.exp(x.sum(1) - x.sum(1).mean(0))) groups = np.random.randint(0, 4, size=x.shape[0]) # use start_params to speed up test, difficult convergence not tested start_params = np.array([0., 1., 1., 1.]) # params_est = np.array([-0.0063238 , 0.99463752, 1.02790201, 0.98080081]) vi = sm.cov_struct.Independence() family = sm.families.Poisson() mod = sm.GEE(y_count, self.exog, groups, family=family, cov_struct=vi) self.results = mod.fit(start_params=start_params, cov_type='bias_reduced') # Other test classes class CheckAnovaMixin(object): @classmethod def setup_class(cls): import statsmodels.stats.tests.test_anova as ttmod test = ttmod.TestAnova3() test.setupClass() cls.data = test.data.drop([0,1,2]) cls.initialize() def test_combined(self): res = self.res wa = res.wald_test_terms(skip_single=False, combine_terms=['Duration', 'Weight']) eye = np.eye(len(res.params)) c_const = eye[0] c_w = eye[[2,3]] c_d = eye[1] c_dw = eye[[4,5]] c_weight = eye[2:6] c_duration = eye[[1, 4, 5]] compare_waldres(res, wa, [c_const, c_d, c_w, c_dw, c_duration, c_weight]) def test_categories(self): # test only multicolumn terms res = self.res wa = res.wald_test_terms(skip_single=True) eye = np.eye(len(res.params)) c_w = eye[[2,3]] c_dw = eye[[4,5]] compare_waldres(res, wa, [c_w, c_dw]) def compare_waldres(res, wa, constrasts): for i, c in enumerate(constrasts): wt = res.wald_test(c) assert_allclose(wa.table.values[i, 0], wt.statistic) assert_allclose(wa.table.values[i, 1], wt.pvalue) df = c.shape[0] if c.ndim == 2 else 1 assert_equal(wa.table.values[i, 2], df) # attributes assert_allclose(wa.statistic[i], wt.statistic) assert_allclose(wa.pvalues[i], wt.pvalue) assert_equal(wa.df_constraints[i], df) if res.use_t: assert_equal(wa.df_denom[i], res.df_resid) col_names = wa.col_names if res.use_t: assert_equal(wa.distribution, 'F') assert_equal(col_names[0], 'F') assert_equal(col_names[1], 'P>F') else: assert_equal(wa.distribution, 'chi2') assert_equal(col_names[0], 'chi2') assert_equal(col_names[1], 'P>chi2') # SMOKETEST wa.summary_frame() class TestWaldAnovaOLS(CheckAnovaMixin): @classmethod def initialize(cls): from statsmodels.formula.api import ols, glm, poisson from statsmodels.discrete.discrete_model import Poisson mod = ols("np.log(Days+1) ~ C(Duration, Sum)*C(Weight, Sum)", cls.data) cls.res = mod.fit(use_t=False) def test_noformula(self): endog = self.res.model.endog exog = self.res.model.data.orig_exog del exog.design_info res = sm.OLS(endog, exog).fit() wa = res.wald_test_terms(skip_single=True, combine_terms=['Duration', 'Weight']) eye = np.eye(len(res.params)) c_weight = eye[2:6] c_duration = eye[[1, 4, 5]] compare_waldres(res, wa, [c_duration, c_weight]) class TestWaldAnovaOLSF(CheckAnovaMixin): @classmethod def initialize(cls): from statsmodels.formula.api import ols, glm, poisson from statsmodels.discrete.discrete_model import Poisson mod = ols("np.log(Days+1) ~ C(Duration, Sum)*C(Weight, Sum)", cls.data) cls.res = mod.fit() # default use_t=True class TestWaldAnovaGLM(CheckAnovaMixin): @classmethod def initialize(cls): from statsmodels.formula.api import ols, glm, poisson from statsmodels.discrete.discrete_model import Poisson mod = glm("np.log(Days+1) ~ C(Duration, Sum)*C(Weight, Sum)", cls.data) cls.res = mod.fit(use_t=False) class TestWaldAnovaPoisson(CheckAnovaMixin): @classmethod def initialize(cls): from statsmodels.discrete.discrete_model import Poisson mod = Poisson.from_formula("Days ~ C(Duration, Sum)*C(Weight, Sum)", cls.data) cls.res = mod.fit(cov_type='HC0') class TestWaldAnovaNegBin(CheckAnovaMixin): @classmethod def initialize(cls): from statsmodels.discrete.discrete_model import NegativeBinomial formula = "Days ~ C(Duration, Sum)*C(Weight, Sum)" mod = NegativeBinomial.from_formula(formula, cls.data, loglike_method='nb2') cls.res = mod.fit() class TestWaldAnovaNegBin1(CheckAnovaMixin): @classmethod def initialize(cls): from statsmodels.discrete.discrete_model import NegativeBinomial formula = "Days ~ C(Duration, Sum)*C(Weight, Sum)" mod = NegativeBinomial.from_formula(formula, cls.data, loglike_method='nb1') cls.res = mod.fit(cov_type='HC0') class T_estWaldAnovaOLSNoFormula(object): @classmethod def initialize(cls): from statsmodels.formula.api import ols, glm, poisson from statsmodels.discrete.discrete_model import Poisson mod = ols("np.log(Days+1) ~ C(Duration, Sum)*C(Weight, Sum)", cls.data) cls.res = mod.fit() # default use_t=True if __name__ == '__main__': pass
bsd-3-clause
edhuckle/statsmodels
statsmodels/examples/ex_feasible_gls_het.py
34
4267
# -*- coding: utf-8 -*- """Examples for linear model with heteroscedasticity estimated by feasible GLS These are examples to check the results during developement. The assumptions: We have a linear model y = X*beta where the variance of an observation depends on some explanatory variable Z (`exog_var`). linear_model.WLS estimated the model for a given weight matrix here we want to estimate also the weight matrix by two step or iterative WLS Created on Wed Dec 21 12:28:17 2011 Author: Josef Perktold There might be something fishy with the example, but I don't see it. Or maybe it's supposed to be this way because in the first case I don't include a constant and in the second case I include some of the same regressors as in the main equation. """ from __future__ import print_function import numpy as np from numpy.testing import assert_almost_equal from statsmodels.regression.linear_model import OLS, WLS, GLS from statsmodels.regression.feasible_gls import GLSHet, GLSHet2 examples = ['ex1'] if 'ex1' in examples: #from tut_ols_wls nsample = 1000 sig = 0.5 x1 = np.linspace(0, 20, nsample) X = np.c_[x1, (x1-5)**2, np.ones(nsample)] np.random.seed(0)#9876789) #9876543) beta = [0.5, -0.015, 1.] y_true2 = np.dot(X, beta) w = np.ones(nsample) w[nsample*6//10:] = 4 #Note this is the squared value #y2[:nsample*6/10] = y_true2[:nsample*6/10] + sig*1. * np.random.normal(size=nsample*6/10) #y2[nsample*6/10:] = y_true2[nsample*6/10:] + sig*4. * np.random.normal(size=nsample*4/10) y2 = y_true2 + sig*np.sqrt(w)* np.random.normal(size=nsample) X2 = X[:,[0,2]] X2 = X res_ols = OLS(y2, X2).fit() print('OLS beta estimates') print(res_ols.params) print('OLS stddev of beta') print(res_ols.bse) print('\nWLS') mod0 = GLSHet2(y2, X2, exog_var=w) res0 = mod0.fit() print('new version') mod1 = GLSHet(y2, X2, exog_var=w) res1 = mod1.iterative_fit(2) print('WLS beta estimates') print(res1.params) print(res0.params) print('WLS stddev of beta') print(res1.bse) #compare with previous version GLSHet2, refactoring check #assert_almost_equal(res1.params, np.array([ 0.37642521, 1.51447662])) #this fails ??? more iterations? different starting weights? print(res1.model.weights/res1.model.weights.max()) #why is the error so small in the estimated weights ? assert_almost_equal(res1.model.weights/res1.model.weights.max(), 1./w, 14) print('residual regression params') print(res1.results_residual_regression.params) print('scale of model ?') print(res1.scale) print('unweighted residual variance, note unweighted mean is not zero') print(res1.resid.var()) #Note weighted mean is zero: #(res1.model.weights * res1.resid).mean() doplots = False if doplots: import matplotlib.pyplot as plt plt.figure() plt.plot(x1, y2, 'o') plt.plot(x1, y_true2, 'b-', label='true') plt.plot(x1, res1.fittedvalues, 'r-', label='fwls') plt.plot(x1, res_ols.fittedvalues, '--', label='ols') plt.legend() #z = (w[:,None] == [1,4]).astype(float) #dummy variable z = (w[:,None] == np.unique(w)).astype(float) #dummy variable mod2 = GLSHet(y2, X2, exog_var=z) res2 = mod2.iterative_fit(2) print(res2.params) import statsmodels.api as sm z = sm.add_constant(w) mod3 = GLSHet(y2, X2, exog_var=z) res3 = mod3.iterative_fit(8) print(res3.params) print("np.array(res3.model.history['ols_params'])") print(np.array(res3.model.history['ols_params'])) print("np.array(res3.model.history['self_params'])") print(np.array(res3.model.history['self_params'])) print(np.unique(res2.model.weights)) #for discrete z only, only a few uniques print(np.unique(res3.model.weights)) if doplots: plt.figure() plt.plot(x1, y2, 'o') plt.plot(x1, y_true2, 'b-', label='true') plt.plot(x1, res1.fittedvalues, '-', label='fwls1') plt.plot(x1, res2.fittedvalues, '-', label='fwls2') plt.plot(x1, res3.fittedvalues, '-', label='fwls3') plt.plot(x1, res_ols.fittedvalues, '--', label='ols') plt.legend() plt.show()
bsd-3-clause
mne-tools/mne-tools.github.io
0.18/_downloads/02105ee74aef45a8882996e7ea2860fe/plot_temporal_whitening.py
15
1840
""" ================================ Temporal whitening with AR model ================================ Here we fit an AR model to the data and use it to temporally whiten the signals. """ # Authors: Alexandre Gramfort <[email protected]> # # License: BSD (3-clause) import numpy as np from scipy import signal import matplotlib.pyplot as plt import mne from mne.time_frequency import fit_iir_model_raw from mne.datasets import sample print(__doc__) data_path = sample.data_path() raw_fname = data_path + '/MEG/sample/sample_audvis_raw.fif' proj_fname = data_path + '/MEG/sample/sample_audvis_ecg-proj.fif' raw = mne.io.read_raw_fif(raw_fname) proj = mne.read_proj(proj_fname) raw.info['projs'] += proj raw.info['bads'] = ['MEG 2443', 'EEG 053'] # mark bad channels # Set up pick list: Gradiometers - bad channels picks = mne.pick_types(raw.info, meg='grad', exclude='bads') order = 5 # define model order picks = picks[:1] # Estimate AR models on raw data b, a = fit_iir_model_raw(raw, order=order, picks=picks, tmin=60, tmax=180) d, times = raw[0, 10000:20000] # look at one channel from now on d = d.ravel() # make flat vector innovation = signal.convolve(d, a, 'valid') d_ = signal.lfilter(b, a, innovation) # regenerate the signal d_ = np.r_[d_[0] * np.ones(order), d_] # dummy samples to keep signal length ############################################################################### # Plot the different time series and PSDs plt.close('all') plt.figure() plt.plot(d[:100], label='signal') plt.plot(d_[:100], label='regenerated signal') plt.legend() plt.figure() plt.psd(d, Fs=raw.info['sfreq'], NFFT=2048) plt.psd(innovation, Fs=raw.info['sfreq'], NFFT=2048) plt.psd(d_, Fs=raw.info['sfreq'], NFFT=2048, linestyle='--') plt.legend(('Signal', 'Innovation', 'Regenerated signal')) plt.show()
bsd-3-clause
jblackburne/scikit-learn
sklearn/tests/test_pipeline.py
7
24571
""" Test the pipeline module. """ import numpy as np from scipy import sparse from sklearn.externals.six.moves import zip from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_raises_regex from sklearn.utils.testing import assert_raise_message from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_false from sklearn.utils.testing import assert_true from sklearn.utils.testing import assert_array_equal from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_warns_message from sklearn.utils.testing import assert_dict_equal from sklearn.base import clone, BaseEstimator from sklearn.pipeline import Pipeline, FeatureUnion, make_pipeline, make_union from sklearn.svm import SVC from sklearn.linear_model import LogisticRegression from sklearn.linear_model import LinearRegression from sklearn.cluster import KMeans from sklearn.feature_selection import SelectKBest, f_classif from sklearn.decomposition import PCA, TruncatedSVD from sklearn.datasets import load_iris from sklearn.preprocessing import StandardScaler from sklearn.feature_extraction.text import CountVectorizer JUNK_FOOD_DOCS = ( "the pizza pizza beer copyright", "the pizza burger beer copyright", "the the pizza beer beer copyright", "the burger beer beer copyright", "the coke burger coke copyright", "the coke burger burger", ) class NoFit(object): """Small class to test parameter dispatching. """ def __init__(self, a=None, b=None): self.a = a self.b = b class NoTrans(NoFit): def fit(self, X, y): return self def get_params(self, deep=False): return {'a': self.a, 'b': self.b} def set_params(self, **params): self.a = params['a'] return self class NoInvTransf(NoTrans): def transform(self, X, y=None): return X class Transf(NoInvTransf): def transform(self, X, y=None): return X def inverse_transform(self, X): return X class Mult(BaseEstimator): def __init__(self, mult=1): self.mult = mult def fit(self, X, y): return self def transform(self, X): return np.asarray(X) * self.mult def inverse_transform(self, X): return np.asarray(X) / self.mult def predict(self, X): return (np.asarray(X) * self.mult).sum(axis=1) predict_proba = predict_log_proba = decision_function = predict def score(self, X, y=None): return np.sum(X) class FitParamT(BaseEstimator): """Mock classifier """ def __init__(self): self.successful = False def fit(self, X, y, should_succeed=False): self.successful = should_succeed def predict(self, X): return self.successful def test_pipeline_init(): # Test the various init parameters of the pipeline. assert_raises(TypeError, Pipeline) # Check that we can't instantiate pipelines with objects without fit # method assert_raises_regex(TypeError, 'Last step of Pipeline should implement fit. ' '.*NoFit.*', Pipeline, [('clf', NoFit())]) # Smoke test with only an estimator clf = NoTrans() pipe = Pipeline([('svc', clf)]) assert_equal(pipe.get_params(deep=True), dict(svc__a=None, svc__b=None, svc=clf, **pipe.get_params(deep=False))) # Check that params are set pipe.set_params(svc__a=0.1) assert_equal(clf.a, 0.1) assert_equal(clf.b, None) # Smoke test the repr: repr(pipe) # Test with two objects clf = SVC() filter1 = SelectKBest(f_classif) pipe = Pipeline([('anova', filter1), ('svc', clf)]) # Check that we can't instantiate with non-transformers on the way # Note that NoTrans implements fit, but not transform assert_raises_regex(TypeError, 'All intermediate steps should be transformers' '.*\\bNoTrans\\b.*', Pipeline, [('t', NoTrans()), ('svc', clf)]) # Check that params are set pipe.set_params(svc__C=0.1) assert_equal(clf.C, 0.1) # Smoke test the repr: repr(pipe) # Check that params are not set when naming them wrong assert_raises(ValueError, pipe.set_params, anova__C=0.1) # Test clone pipe2 = clone(pipe) assert_false(pipe.named_steps['svc'] is pipe2.named_steps['svc']) # Check that apart from estimators, the parameters are the same params = pipe.get_params(deep=True) params2 = pipe2.get_params(deep=True) for x in pipe.get_params(deep=False): params.pop(x) for x in pipe2.get_params(deep=False): params2.pop(x) # Remove estimators that where copied params.pop('svc') params.pop('anova') params2.pop('svc') params2.pop('anova') assert_equal(params, params2) def test_pipeline_methods_anova(): # Test the various methods of the pipeline (anova). iris = load_iris() X = iris.data y = iris.target # Test with Anova + LogisticRegression clf = LogisticRegression() filter1 = SelectKBest(f_classif, k=2) pipe = Pipeline([('anova', filter1), ('logistic', clf)]) pipe.fit(X, y) pipe.predict(X) pipe.predict_proba(X) pipe.predict_log_proba(X) pipe.score(X, y) def test_pipeline_fit_params(): # Test that the pipeline can take fit parameters pipe = Pipeline([('transf', Transf()), ('clf', FitParamT())]) pipe.fit(X=None, y=None, clf__should_succeed=True) # classifier should return True assert_true(pipe.predict(None)) # and transformer params should not be changed assert_true(pipe.named_steps['transf'].a is None) assert_true(pipe.named_steps['transf'].b is None) def test_pipeline_raise_set_params_error(): # Test pipeline raises set params error message for nested models. pipe = Pipeline([('cls', LinearRegression())]) # expected error message error_msg = ('Invalid parameter %s for estimator %s. ' 'Check the list of available parameters ' 'with `estimator.get_params().keys()`.') assert_raise_message(ValueError, error_msg % ('fake', 'Pipeline'), pipe.set_params, fake='nope') # nested model check assert_raise_message(ValueError, error_msg % ("fake", pipe), pipe.set_params, fake__estimator='nope') def test_pipeline_methods_pca_svm(): # Test the various methods of the pipeline (pca + svm). iris = load_iris() X = iris.data y = iris.target # Test with PCA + SVC clf = SVC(probability=True, random_state=0) pca = PCA(svd_solver='full', n_components='mle', whiten=True) pipe = Pipeline([('pca', pca), ('svc', clf)]) pipe.fit(X, y) pipe.predict(X) pipe.predict_proba(X) pipe.predict_log_proba(X) pipe.score(X, y) def test_pipeline_methods_preprocessing_svm(): # Test the various methods of the pipeline (preprocessing + svm). iris = load_iris() X = iris.data y = iris.target n_samples = X.shape[0] n_classes = len(np.unique(y)) scaler = StandardScaler() pca = PCA(n_components=2, svd_solver='randomized', whiten=True) clf = SVC(probability=True, random_state=0, decision_function_shape='ovr') for preprocessing in [scaler, pca]: pipe = Pipeline([('preprocess', preprocessing), ('svc', clf)]) pipe.fit(X, y) # check shapes of various prediction functions predict = pipe.predict(X) assert_equal(predict.shape, (n_samples,)) proba = pipe.predict_proba(X) assert_equal(proba.shape, (n_samples, n_classes)) log_proba = pipe.predict_log_proba(X) assert_equal(log_proba.shape, (n_samples, n_classes)) decision_function = pipe.decision_function(X) assert_equal(decision_function.shape, (n_samples, n_classes)) pipe.score(X, y) def test_fit_predict_on_pipeline(): # test that the fit_predict method is implemented on a pipeline # test that the fit_predict on pipeline yields same results as applying # transform and clustering steps separately iris = load_iris() scaler = StandardScaler() km = KMeans(random_state=0) # first compute the transform and clustering step separately scaled = scaler.fit_transform(iris.data) separate_pred = km.fit_predict(scaled) # use a pipeline to do the transform and clustering in one step pipe = Pipeline([('scaler', scaler), ('Kmeans', km)]) pipeline_pred = pipe.fit_predict(iris.data) assert_array_almost_equal(pipeline_pred, separate_pred) def test_fit_predict_on_pipeline_without_fit_predict(): # tests that a pipeline does not have fit_predict method when final # step of pipeline does not have fit_predict defined scaler = StandardScaler() pca = PCA(svd_solver='full') pipe = Pipeline([('scaler', scaler), ('pca', pca)]) assert_raises_regex(AttributeError, "'PCA' object has no attribute 'fit_predict'", getattr, pipe, 'fit_predict') def test_feature_union(): # basic sanity check for feature union iris = load_iris() X = iris.data X -= X.mean(axis=0) y = iris.target svd = TruncatedSVD(n_components=2, random_state=0) select = SelectKBest(k=1) fs = FeatureUnion([("svd", svd), ("select", select)]) fs.fit(X, y) X_transformed = fs.transform(X) assert_equal(X_transformed.shape, (X.shape[0], 3)) # check if it does the expected thing assert_array_almost_equal(X_transformed[:, :-1], svd.fit_transform(X)) assert_array_equal(X_transformed[:, -1], select.fit_transform(X, y).ravel()) # test if it also works for sparse input # We use a different svd object to control the random_state stream fs = FeatureUnion([("svd", svd), ("select", select)]) X_sp = sparse.csr_matrix(X) X_sp_transformed = fs.fit_transform(X_sp, y) assert_array_almost_equal(X_transformed, X_sp_transformed.toarray()) # test setting parameters fs.set_params(select__k=2) assert_equal(fs.fit_transform(X, y).shape, (X.shape[0], 4)) # test it works with transformers missing fit_transform fs = FeatureUnion([("mock", Transf()), ("svd", svd), ("select", select)]) X_transformed = fs.fit_transform(X, y) assert_equal(X_transformed.shape, (X.shape[0], 8)) # test error if some elements do not support transform assert_raises_regex(TypeError, 'All estimators should implement fit and ' 'transform.*\\bNoTrans\\b', FeatureUnion, [("transform", Transf()), ("no_transform", NoTrans())]) def test_make_union(): pca = PCA(svd_solver='full') mock = Transf() fu = make_union(pca, mock) names, transformers = zip(*fu.transformer_list) assert_equal(names, ("pca", "transf")) assert_equal(transformers, (pca, mock)) def test_pipeline_transform(): # Test whether pipeline works with a transformer at the end. # Also test pipeline.transform and pipeline.inverse_transform iris = load_iris() X = iris.data pca = PCA(n_components=2, svd_solver='full') pipeline = Pipeline([('pca', pca)]) # test transform and fit_transform: X_trans = pipeline.fit(X).transform(X) X_trans2 = pipeline.fit_transform(X) X_trans3 = pca.fit_transform(X) assert_array_almost_equal(X_trans, X_trans2) assert_array_almost_equal(X_trans, X_trans3) X_back = pipeline.inverse_transform(X_trans) X_back2 = pca.inverse_transform(X_trans) assert_array_almost_equal(X_back, X_back2) def test_pipeline_fit_transform(): # Test whether pipeline works with a transformer missing fit_transform iris = load_iris() X = iris.data y = iris.target transf = Transf() pipeline = Pipeline([('mock', transf)]) # test fit_transform: X_trans = pipeline.fit_transform(X, y) X_trans2 = transf.fit(X, y).transform(X) assert_array_almost_equal(X_trans, X_trans2) def test_set_pipeline_steps(): transf1 = Transf() transf2 = Transf() pipeline = Pipeline([('mock', transf1)]) assert_true(pipeline.named_steps['mock'] is transf1) # Directly setting attr pipeline.steps = [('mock2', transf2)] assert_true('mock' not in pipeline.named_steps) assert_true(pipeline.named_steps['mock2'] is transf2) assert_equal([('mock2', transf2)], pipeline.steps) # Using set_params pipeline.set_params(steps=[('mock', transf1)]) assert_equal([('mock', transf1)], pipeline.steps) # Using set_params to replace single step pipeline.set_params(mock=transf2) assert_equal([('mock', transf2)], pipeline.steps) # With invalid data pipeline.set_params(steps=[('junk', ())]) assert_raises(TypeError, pipeline.fit, [[1]], [1]) assert_raises(TypeError, pipeline.fit_transform, [[1]], [1]) def test_set_pipeline_step_none(): # Test setting Pipeline steps to None X = np.array([[1]]) y = np.array([1]) mult2 = Mult(mult=2) mult3 = Mult(mult=3) mult5 = Mult(mult=5) def make(): return Pipeline([('m2', mult2), ('m3', mult3), ('last', mult5)]) pipeline = make() exp = 2 * 3 * 5 assert_array_equal([[exp]], pipeline.fit_transform(X, y)) assert_array_equal([exp], pipeline.fit(X).predict(X)) assert_array_equal(X, pipeline.inverse_transform([[exp]])) pipeline.set_params(m3=None) exp = 2 * 5 assert_array_equal([[exp]], pipeline.fit_transform(X, y)) assert_array_equal([exp], pipeline.fit(X).predict(X)) assert_array_equal(X, pipeline.inverse_transform([[exp]])) assert_dict_equal(pipeline.get_params(deep=True), {'steps': pipeline.steps, 'm2': mult2, 'm3': None, 'last': mult5, 'm2__mult': 2, 'last__mult': 5, }) pipeline.set_params(m2=None) exp = 5 assert_array_equal([[exp]], pipeline.fit_transform(X, y)) assert_array_equal([exp], pipeline.fit(X).predict(X)) assert_array_equal(X, pipeline.inverse_transform([[exp]])) # for other methods, ensure no AttributeErrors on None: other_methods = ['predict_proba', 'predict_log_proba', 'decision_function', 'transform', 'score'] for method in other_methods: getattr(pipeline, method)(X) pipeline.set_params(m2=mult2) exp = 2 * 5 assert_array_equal([[exp]], pipeline.fit_transform(X, y)) assert_array_equal([exp], pipeline.fit(X).predict(X)) assert_array_equal(X, pipeline.inverse_transform([[exp]])) pipeline = make() pipeline.set_params(last=None) # mult2 and mult3 are active exp = 6 assert_array_equal([[exp]], pipeline.fit(X, y).transform(X)) assert_array_equal([[exp]], pipeline.fit_transform(X, y)) assert_array_equal(X, pipeline.inverse_transform([[exp]])) assert_raise_message(AttributeError, "'NoneType' object has no attribute 'predict'", getattr, pipeline, 'predict') # Check None step at construction time exp = 2 * 5 pipeline = Pipeline([('m2', mult2), ('m3', None), ('last', mult5)]) assert_array_equal([[exp]], pipeline.fit_transform(X, y)) assert_array_equal([exp], pipeline.fit(X).predict(X)) assert_array_equal(X, pipeline.inverse_transform([[exp]])) def test_pipeline_ducktyping(): pipeline = make_pipeline(Mult(5)) pipeline.predict pipeline.transform pipeline.inverse_transform pipeline = make_pipeline(Transf()) assert_false(hasattr(pipeline, 'predict')) pipeline.transform pipeline.inverse_transform pipeline = make_pipeline(None) assert_false(hasattr(pipeline, 'predict')) pipeline.transform pipeline.inverse_transform pipeline = make_pipeline(Transf(), NoInvTransf()) assert_false(hasattr(pipeline, 'predict')) pipeline.transform assert_false(hasattr(pipeline, 'inverse_transform')) pipeline = make_pipeline(NoInvTransf(), Transf()) assert_false(hasattr(pipeline, 'predict')) pipeline.transform assert_false(hasattr(pipeline, 'inverse_transform')) def test_make_pipeline(): t1 = Transf() t2 = Transf() pipe = make_pipeline(t1, t2) assert_true(isinstance(pipe, Pipeline)) assert_equal(pipe.steps[0][0], "transf-1") assert_equal(pipe.steps[1][0], "transf-2") pipe = make_pipeline(t1, t2, FitParamT()) assert_true(isinstance(pipe, Pipeline)) assert_equal(pipe.steps[0][0], "transf-1") assert_equal(pipe.steps[1][0], "transf-2") assert_equal(pipe.steps[2][0], "fitparamt") def test_feature_union_weights(): # test feature union with transformer weights iris = load_iris() X = iris.data y = iris.target pca = PCA(n_components=2, svd_solver='randomized', random_state=0) select = SelectKBest(k=1) # test using fit followed by transform fs = FeatureUnion([("pca", pca), ("select", select)], transformer_weights={"pca": 10}) fs.fit(X, y) X_transformed = fs.transform(X) # test using fit_transform fs = FeatureUnion([("pca", pca), ("select", select)], transformer_weights={"pca": 10}) X_fit_transformed = fs.fit_transform(X, y) # test it works with transformers missing fit_transform fs = FeatureUnion([("mock", Transf()), ("pca", pca), ("select", select)], transformer_weights={"mock": 10}) X_fit_transformed_wo_method = fs.fit_transform(X, y) # check against expected result # We use a different pca object to control the random_state stream assert_array_almost_equal(X_transformed[:, :-1], 10 * pca.fit_transform(X)) assert_array_equal(X_transformed[:, -1], select.fit_transform(X, y).ravel()) assert_array_almost_equal(X_fit_transformed[:, :-1], 10 * pca.fit_transform(X)) assert_array_equal(X_fit_transformed[:, -1], select.fit_transform(X, y).ravel()) assert_equal(X_fit_transformed_wo_method.shape, (X.shape[0], 7)) def test_feature_union_parallel(): # test that n_jobs work for FeatureUnion X = JUNK_FOOD_DOCS fs = FeatureUnion([ ("words", CountVectorizer(analyzer='word')), ("chars", CountVectorizer(analyzer='char')), ]) fs_parallel = FeatureUnion([ ("words", CountVectorizer(analyzer='word')), ("chars", CountVectorizer(analyzer='char')), ], n_jobs=2) fs_parallel2 = FeatureUnion([ ("words", CountVectorizer(analyzer='word')), ("chars", CountVectorizer(analyzer='char')), ], n_jobs=2) fs.fit(X) X_transformed = fs.transform(X) assert_equal(X_transformed.shape[0], len(X)) fs_parallel.fit(X) X_transformed_parallel = fs_parallel.transform(X) assert_equal(X_transformed.shape, X_transformed_parallel.shape) assert_array_equal( X_transformed.toarray(), X_transformed_parallel.toarray() ) # fit_transform should behave the same X_transformed_parallel2 = fs_parallel2.fit_transform(X) assert_array_equal( X_transformed.toarray(), X_transformed_parallel2.toarray() ) # transformers should stay fit after fit_transform X_transformed_parallel2 = fs_parallel2.transform(X) assert_array_equal( X_transformed.toarray(), X_transformed_parallel2.toarray() ) def test_feature_union_feature_names(): word_vect = CountVectorizer(analyzer="word") char_vect = CountVectorizer(analyzer="char_wb", ngram_range=(3, 3)) ft = FeatureUnion([("chars", char_vect), ("words", word_vect)]) ft.fit(JUNK_FOOD_DOCS) feature_names = ft.get_feature_names() for feat in feature_names: assert_true("chars__" in feat or "words__" in feat) assert_equal(len(feature_names), 35) ft = FeatureUnion([("tr1", Transf())]).fit([[1]]) assert_raise_message(AttributeError, 'Transformer tr1 (type Transf) does not provide ' 'get_feature_names', ft.get_feature_names) def test_classes_property(): iris = load_iris() X = iris.data y = iris.target reg = make_pipeline(SelectKBest(k=1), LinearRegression()) reg.fit(X, y) assert_raises(AttributeError, getattr, reg, "classes_") clf = make_pipeline(SelectKBest(k=1), LogisticRegression(random_state=0)) assert_raises(AttributeError, getattr, clf, "classes_") clf.fit(X, y) assert_array_equal(clf.classes_, np.unique(y)) def test_X1d_inverse_transform(): transformer = Transf() pipeline = make_pipeline(transformer) X = np.ones(10) msg = "1d X will not be reshaped in pipeline.inverse_transform" assert_warns_message(FutureWarning, msg, pipeline.inverse_transform, X) def test_set_feature_union_steps(): mult2 = Mult(2) mult2.get_feature_names = lambda: ['x2'] mult3 = Mult(3) mult3.get_feature_names = lambda: ['x3'] mult5 = Mult(5) mult5.get_feature_names = lambda: ['x5'] ft = FeatureUnion([('m2', mult2), ('m3', mult3)]) assert_array_equal([[2, 3]], ft.transform(np.asarray([[1]]))) assert_equal(['m2__x2', 'm3__x3'], ft.get_feature_names()) # Directly setting attr ft.transformer_list = [('m5', mult5)] assert_array_equal([[5]], ft.transform(np.asarray([[1]]))) assert_equal(['m5__x5'], ft.get_feature_names()) # Using set_params ft.set_params(transformer_list=[('mock', mult3)]) assert_array_equal([[3]], ft.transform(np.asarray([[1]]))) assert_equal(['mock__x3'], ft.get_feature_names()) # Using set_params to replace single step ft.set_params(mock=mult5) assert_array_equal([[5]], ft.transform(np.asarray([[1]]))) assert_equal(['mock__x5'], ft.get_feature_names()) def test_set_feature_union_step_none(): mult2 = Mult(2) mult2.get_feature_names = lambda: ['x2'] mult3 = Mult(3) mult3.get_feature_names = lambda: ['x3'] X = np.asarray([[1]]) ft = FeatureUnion([('m2', mult2), ('m3', mult3)]) assert_array_equal([[2, 3]], ft.fit(X).transform(X)) assert_array_equal([[2, 3]], ft.fit_transform(X)) assert_equal(['m2__x2', 'm3__x3'], ft.get_feature_names()) ft.set_params(m2=None) assert_array_equal([[3]], ft.fit(X).transform(X)) assert_array_equal([[3]], ft.fit_transform(X)) assert_equal(['m3__x3'], ft.get_feature_names()) ft.set_params(m3=None) assert_array_equal([[]], ft.fit(X).transform(X)) assert_array_equal([[]], ft.fit_transform(X)) assert_equal([], ft.get_feature_names()) # check we can change back ft.set_params(m3=mult3) assert_array_equal([[3]], ft.fit(X).transform(X)) def test_step_name_validation(): bad_steps1 = [('a__q', Mult(2)), ('b', Mult(3))] bad_steps2 = [('a', Mult(2)), ('a', Mult(3))] for cls, param in [(Pipeline, 'steps'), (FeatureUnion, 'transformer_list')]: # we validate in construction (despite scikit-learn convention) bad_steps3 = [('a', Mult(2)), (param, Mult(3))] for bad_steps, message in [ (bad_steps1, "Step names must not contain __: got ['a__q']"), (bad_steps2, "Names provided are not unique: ['a', 'a']"), (bad_steps3, "Step names conflict with constructor " "arguments: ['%s']" % param), ]: # three ways to make invalid: # - construction assert_raise_message(ValueError, message, cls, **{param: bad_steps}) # - setattr est = cls(**{param: [('a', Mult(1))]}) setattr(est, param, bad_steps) assert_raise_message(ValueError, message, est.fit, [[1]], [1]) assert_raise_message(ValueError, message, est.fit_transform, [[1]], [1]) # - set_params est = cls(**{param: [('a', Mult(1))]}) est.set_params(**{param: bad_steps}) assert_raise_message(ValueError, message, est.fit, [[1]], [1]) assert_raise_message(ValueError, message, est.fit_transform, [[1]], [1])
bsd-3-clause
pradyu1993/scikit-learn
sklearn/cluster/tests/test_hierarchical.py
1
6638
""" Several basic tests for hierarchical clustering procedures """ # Authors: Vincent Michel, 2010, Gael Varoquaux 2012 # License: BSD-like import warnings import numpy as np from scipy import sparse from scipy.cluster import hierarchy from sklearn.utils.testing import assert_true from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_equal from sklearn.cluster import Ward, WardAgglomeration, ward_tree from sklearn.cluster.hierarchical import _hc_cut from sklearn.feature_extraction.image import grid_to_graph def test_structured_ward_tree(): """ Check that we obtain the correct solution for structured ward tree. """ rnd = np.random.RandomState(0) mask = np.ones([10, 10], dtype=np.bool) # Avoiding a mask with only 'True' entries mask[4:7, 4:7] = 0 X = rnd.randn(50, 100) connectivity = grid_to_graph(*mask.shape) children, n_components, n_leaves, parent = ward_tree(X.T, connectivity) n_nodes = 2 * X.shape[1] - 1 assert_true(len(children) + n_leaves == n_nodes) # Check that ward_tree raises a ValueError with a connectivity matrix # of the wrong shape assert_raises(ValueError, ward_tree, X.T, np.ones((4, 4))) def test_unstructured_ward_tree(): """ Check that we obtain the correct solution for unstructured ward tree. """ rnd = np.random.RandomState(0) X = rnd.randn(50, 100) for this_X in (X, X[0]): with warnings.catch_warnings(record=True) as warning_list: warnings.simplefilter("always", UserWarning) # With specified a number of clusters just for the sake of # raising a warning and testing the warning code children, n_nodes, n_leaves, parent = ward_tree(this_X.T, n_clusters=10) assert_equal(len(warning_list), 1) n_nodes = 2 * X.shape[1] - 1 assert_equal(len(children) + n_leaves, n_nodes) def test_height_ward_tree(): """ Check that the height of ward tree is sorted. """ rnd = np.random.RandomState(0) mask = np.ones([10, 10], dtype=np.bool) X = rnd.randn(50, 100) connectivity = grid_to_graph(*mask.shape) children, n_nodes, n_leaves, parent = ward_tree(X.T, connectivity) n_nodes = 2 * X.shape[1] - 1 assert_true(len(children) + n_leaves == n_nodes) def test_ward_clustering(): """ Check that we obtain the correct number of clusters with Ward clustering. """ rnd = np.random.RandomState(0) mask = np.ones([10, 10], dtype=np.bool) X = rnd.randn(100, 50) connectivity = grid_to_graph(*mask.shape) clustering = Ward(n_clusters=10, connectivity=connectivity) clustering.fit(X) labels = clustering.labels_ assert_true(np.size(np.unique(labels)) == 10) # Check that we obtain the same solution with early-stopping of the # tree building clustering.compute_full_tree = False clustering.fit(X) np.testing.assert_array_equal(clustering.labels_, labels) clustering.connectivity = None clustering.fit(X) assert_true(np.size(np.unique(clustering.labels_)) == 10) # Check that we raise a TypeError on dense matrices clustering = Ward(n_clusters=10, connectivity=connectivity.todense()) assert_raises(TypeError, clustering.fit, X) clustering = Ward(n_clusters=10, connectivity=sparse.lil_matrix( connectivity.todense()[:10, :10])) assert_raises(ValueError, clustering.fit, X) def test_ward_agglomeration(): """ Check that we obtain the correct solution in a simplistic case """ rnd = np.random.RandomState(0) mask = np.ones([10, 10], dtype=np.bool) X = rnd.randn(50, 100) connectivity = grid_to_graph(*mask.shape) ward = WardAgglomeration(n_clusters=5, connectivity=connectivity) ward.fit(X) assert_true(np.size(np.unique(ward.labels_)) == 5) Xred = ward.transform(X) assert_true(Xred.shape[1] == 5) Xfull = ward.inverse_transform(Xred) assert_true(np.unique(Xfull[0]).size == 5) def assess_same_labelling(cut1, cut2): """Util for comparison with scipy""" co_clust = [] for cut in [cut1, cut2]: n = len(cut) k = cut.max() + 1 ecut = np.zeros((n, k)) ecut[np.arange(n), cut] = 1 co_clust.append(np.dot(ecut, ecut.T)) assert_true((co_clust[0] == co_clust[1]).all()) def test_scikit_vs_scipy(): """Test scikit ward with full connectivity (i.e. unstructured) vs scipy """ from scipy.sparse import lil_matrix n, p, k = 10, 5, 3 rnd = np.random.RandomState(0) connectivity = lil_matrix(np.ones((n, n))) for i in range(5): X = .1 * rnd.normal(size=(n, p)) X -= 4 * np.arange(n)[:, np.newaxis] X -= X.mean(axis=1)[:, np.newaxis] out = hierarchy.ward(X) children_ = out[:, :2].astype(np.int) children, _, n_leaves, _ = ward_tree(X, connectivity) cut = _hc_cut(k, children, n_leaves) cut_ = _hc_cut(k, children_, n_leaves) assess_same_labelling(cut, cut_) # Test error management in _hc_cut assert_raises(ValueError, _hc_cut, n_leaves + 1, children, n_leaves) def test_connectivity_popagation(): """ Check that connectivity in the ward tree is propagated correctly during merging. """ from sklearn.neighbors import NearestNeighbors X = np.array([(.014, .120), (.014, .099), (.014, .097), (.017, .153), (.017, .153), (.018, .153), (.018, .153), (.018, .153), (.018, .153), (.018, .153), (.018, .153), (.018, .153), (.018, .152), (.018, .149), (.018, .144), ]) nn = NearestNeighbors(n_neighbors=10, warn_on_equidistant=False).fit(X) connectivity = nn.kneighbors_graph(X) ward = Ward(n_clusters=4, connectivity=connectivity) # If changes are not propagated correctly, fit crashes with an # IndexError ward.fit(X) def test_connectivity_fixing_non_lil(): """ Check non regression of a bug if a non item assignable connectivity is provided with more than one component. """ # create dummy data x = np.array([[0, 0], [1, 1]]) # create a mask with several components to force connectivity fixing m = np.array([[True, False], [False, True]]) c = grid_to_graph(n_x=2, n_y=2, mask=m) w = Ward(connectivity=c) with warnings.catch_warnings(record=True): w.fit(x) if __name__ == '__main__': import nose nose.run(argv=['', __file__])
bsd-3-clause
IPGP/DSM-Kernel
util/vrac/multiplekernel_write_vtk.py
1
3343
#!/usr/bin/env python #!/Users/fujinobuaki/anaconda/bin/python """ This is a very simple plot script that reads a 3D DSM-Kernel sensitivity kernel file and make a plot of it. """ import matplotlib.pyplot as plt import numpy as np from pyevtk.hl import gridToVTK #from scipy.io import FortranFile head=("head","<i") tail=("tail","<i") def read_fortran_record(binfile, count, dtype, filetype): """reads a sequential fortran binary file record""" if filetype=='sequential': rec_start = np.fromfile(binfile, count=1, dtype=np.int32) content = np.fromfile(binfile, count=count, dtype=dtype) rec_end = np.fromfile(binfile, count=1, dtype=np.int32) assert rec_start == rec_end, 'record incomplete. wrong count or datatype' else: content = np.fromfile(binfile, count=count, dtype=dtype) return content #fname_kernel = 'output/STA90.Explosion.some.Z.100s30s.kernel' #fname_kernel = 'output/STA.Explosion.some.Z.100s10s.kernel' #fname_kernel='outputvideo/STA90.Explosion.some.Z.100s30s.0000007.video' fname_grid = 'tmp2/STA91.Explosion.some1.Z.grid' #fname_grid = 'tmp2/STA89.Explosion.some.Z.grid' fname_plot = 'kernel.png' for itime in range (1,102): num_snap=str(itime).zfill(7) fname_kernel='tmp2/STA91.Explosion.some1.Z.100s30s.'+num_snap+'.video' fname_vtk='ker'+num_snap kernelfile = open(fname_kernel, 'rb') gridfile = open(fname_grid, 'rb') # read grid info: nr, nphi, ntheta, nktype = read_fortran_record(gridfile, count=4, dtype=np.int32,filetype='sequential') nktype += 1 # starts counting from zero (should be changed in the code?) radii = read_fortran_record(gridfile, count=nr, dtype=np.float32,filetype='sequential') phis = read_fortran_record(gridfile, count=nphi * ntheta, dtype=np.float32,filetype='sequential') thetas = read_fortran_record(gridfile, count=nphi * ntheta, dtype=np.float32,filetype='sequential') gridfile.close() # read kernel npoints = nr * nphi * ntheta kernel = read_fortran_record(kernelfile, count=npoints * nktype, dtype=np.float32,filetype='direct') kernel = kernel.reshape(nktype, ntheta, nphi, nr) kernelfile.close() # write vtk file xgrid = np.outer(np.sin(np.radians(thetas)) * np.cos(np.radians(phis)), radii) ygrid = np.outer(np.sin(np.radians(thetas)) * np.sin(np.radians(phis)), radii) zgrid = np.outer(np.cos(np.radians(thetas)), radii) xgrid = xgrid.reshape(ntheta, nphi, nr) ygrid = ygrid.reshape(ntheta, nphi, nr) zgrid = zgrid.reshape(ntheta, nphi, nr) point_data = {'{:d}'.format(name): data for name, data in zip(range(nktype), kernel)} gridToVTK(fname_vtk, xgrid, ygrid, zgrid, pointData=point_data) phis = phis.reshape(ntheta, nphi) thetas = phis.reshape(ntheta, nphi) # read kernel data: # write some output information r_min, r_max = radii[0], radii[-1] phi_min, phi_max = phis[0, 0], phis[0, -1] theta_min, theta_max = thetas[0, 0], thetas[-1, 0] print ('kernel dimensions (nr={}, nphi={}, ntheta={})'.format(nr, nphi, ntheta)) print ('kernel types: {}'.format(nktype)) print ('radius range = {} -> {}'.format(r_min, r_max)) print ('phis range = {} -> {}'.format(phi_min, phi_max)) print ('thetas range = {} -> {}'.format(theta_min, theta_max))
gpl-3.0
maxhutch/rti-split-scales
process.py
1
3928
""" Plot planes from joint analysis files. Usage: plot.py join <base_path> plot.py plot <files>... [--output=<dir>] Options: --output=<dir> Output directory [default: ./frames] """ import h5py import numpy as np import matplotlib matplotlib.use('Agg') import matplotlib.pyplot as plt import matplotlib.ticker as ticker from mpi4py import MPI MPI_RANK = MPI.COMM_WORLD.rank from dedalus2.extras import plot_tools even_scale = True def main(filename, start, count, output): # Layout nrows, ncols = 4, 1 image = plot_tools.Box(4, 1.1) pad = plot_tools.Frame(0.2, 0.1, 0.1, 0.1) margin = plot_tools.Frame(0.2, 0.1, 0.1, 0.1) scale = 3. # Plot settings dpi = 100 # Create multifigure mfig = plot_tools.MultiFigure(nrows, ncols, image, pad, margin, scale) with h5py.File(filename, mode='r') as file: for index in range(start, start+count): print(MPI_RANK, filename, start, index, start+count) # Plot datasets #taskkey = lambda taskname: write[taskname].attrs['task_number'] #for k, taskname in enumerate(sorted(write, key=taskkey)): for k, task in enumerate(file['tasks']): dset = file['tasks'][task] pcolormesh(mfig, k, task, dset, index) # Title title = 't = %g' %file['scales/sim_time'][index] title_height = 1 - 0.5 * mfig.margin.top / mfig.fig.y mfig.figure.suptitle(title, y=title_height) # Save write = file['scales']['write_number'][index] savename = lambda index: 'write_%06i.png' %write fig_path = output.joinpath(savename(write)) mfig.figure.savefig(str(fig_path), dpi=dpi) mfig.figure.clear() plt.close(mfig.figure) def pcolormesh(mfig, k, taskname, dset, index): # Pick data axes for x and y plot axes # Note: we use the full time-space data array, so remember that axis 0 is time xi, yi = (1, 2) # Slices for data. # First is time axis, here sliced by the "index" argument. # The "xi" and "yi" entries should be "slice(None)", # Others (for >2 spatial dimensions) should be an integer. datslices = (index, slice(None), slice(None)) # Create axes i, j = divmod(k, mfig.ncols) paxes = mfig.add_axes(i, j, [0., 0., 1., 0.91]) caxes = mfig.add_axes(i, j, [0., 0.93, 1., 0.05]) # Get vertices xmesh, ymesh, data = plot_tools.get_plane(dset, xi, yi, datslices) # Colormap cmap = matplotlib.cm.get_cmap('RdBu_r') cmap.set_bad('0.7') # Plot plot = paxes.pcolormesh(xmesh, ymesh, data, cmap=cmap, zorder=1) paxes.axis(plot_tools.pad_limits(xmesh, ymesh, ypad=0.0, square=False)) paxes.tick_params(length=0, width=0) if even_scale: lim = max(abs(data.min()), abs(data.max())) plot.set_clim(-lim, lim) # Colorbar cbar = mfig.figure.colorbar(plot, cax=caxes, orientation='horizontal', ticks=ticker.MaxNLocator(nbins=5)) cbar.outline.set_visible(False) caxes.xaxis.set_ticks_position('top') # Labels caxes.set_xlabel(taskname) caxes.xaxis.set_label_position('top') paxes.set_ylabel(dset.dims[yi].label) paxes.set_xlabel(dset.dims[xi].label) if __name__ == "__main__": import pathlib from docopt import docopt from dedalus2.tools import logging from dedalus2.tools import post from dedalus2.tools.parallel import Sync args = docopt(__doc__) if args['join']: post.merge_analysis(args['<base_path>']) elif args['plot']: output_path = pathlib.Path(args['--output']).absolute() # Create output directory if needed with Sync() as sync: if sync.comm.rank == 0: if not output_path.exists(): output_path.mkdir() post.visit(args['<files>'], main, output=output_path)
gpl-3.0
reychil/project-alpha-1
code/utils/tests/test_noise_correction.py
1
1882
""" Tests for noise_correction functions in noise_correction.py This checks the convolution function against the np.convolve build in function when data follows the assumptions under np.convolve. Run at the project directory with: nosetests code/utils/tests/test_noise_correction.py """ # Loading modules. from __future__ import absolute_import, division, print_function import numpy as np import numpy.linalg as npl import matplotlib.pyplot as plt import nibabel as nib import pandas as pd # new import sys import os import scipy.stats from scipy.stats import gamma from numpy.testing import assert_almost_equal, assert_array_equal from nose.tools import assert_not_equals # Path to the subject 009 fMRI data used in class. location_of_data="data/ds009/" location_of_subject001=location_of_data+"sub001/" location_to_class_data="data/ds114/" # Add path to functions to the system path. sys.path.append(os.path.join(os.path.dirname(__file__), "../functions/")) # Load our noise correction functions. from noise_correction import mean_underlying_noise,fourier_creation,fourier_predict_underlying_noise # Load GLM functions. from glm import glm, glm_diagnostics, glm_multiple def test_noise_correction(): # tests mean_underlying_noise # Case where there is noise. test=np.arange(256) test=test.reshape((4,4,4,4)) val=np.mean(np.arange(0,256,4)) y_mean = mean_underlying_noise(test) assert(all(y_mean==(np.tile(val,4)+np.array([0,1,2,3])) )) # Case where there is no noise. test_2=np.ones(256) test_2=test_2.reshape((4,4,4,4)) y_mean2 = mean_underlying_noise(test_2) assert(all(y_mean2==np.ones(4))) # Test predicting noise with Fourier series. fourier_X, fourier_MRSS, fourier_fitted, fourier_residuals = fourier_predict_underlying_noise(y_mean, 10) naive_resid = y_mean-y_mean.mean() assert_not_equals(naive_resid[0], fourier_residuals[0])
bsd-3-clause
endolith/scipy
scipy/stats/_multivariate.py
5
153946
# # Author: Joris Vankerschaver 2013 # import math import numpy as np from numpy import asarray_chkfinite, asarray import scipy.linalg from scipy._lib import doccer from scipy.special import gammaln, psi, multigammaln, xlogy, entr, betaln from scipy._lib._util import check_random_state from scipy.linalg.blas import drot from scipy.linalg.misc import LinAlgError from scipy.linalg.lapack import get_lapack_funcs from ._discrete_distns import binom from . import mvn __all__ = ['multivariate_normal', 'matrix_normal', 'dirichlet', 'wishart', 'invwishart', 'multinomial', 'special_ortho_group', 'ortho_group', 'random_correlation', 'unitary_group', 'multivariate_t', 'multivariate_hypergeom'] _LOG_2PI = np.log(2 * np.pi) _LOG_2 = np.log(2) _LOG_PI = np.log(np.pi) _doc_random_state = """\ random_state : {None, int, `numpy.random.Generator`, `numpy.random.RandomState`}, optional If `seed` is None (or `np.random`), the `numpy.random.RandomState` singleton is used. If `seed` is an int, a new ``RandomState`` instance is used, seeded with `seed`. If `seed` is already a ``Generator`` or ``RandomState`` instance then that instance is used. """ def _squeeze_output(out): """ Remove single-dimensional entries from array and convert to scalar, if necessary. """ out = out.squeeze() if out.ndim == 0: out = out[()] return out def _eigvalsh_to_eps(spectrum, cond=None, rcond=None): """Determine which eigenvalues are "small" given the spectrum. This is for compatibility across various linear algebra functions that should agree about whether or not a Hermitian matrix is numerically singular and what is its numerical matrix rank. This is designed to be compatible with scipy.linalg.pinvh. Parameters ---------- spectrum : 1d ndarray Array of eigenvalues of a Hermitian matrix. cond, rcond : float, optional Cutoff for small eigenvalues. Singular values smaller than rcond * largest_eigenvalue are considered zero. If None or -1, suitable machine precision is used. Returns ------- eps : float Magnitude cutoff for numerical negligibility. """ if rcond is not None: cond = rcond if cond in [None, -1]: t = spectrum.dtype.char.lower() factor = {'f': 1E3, 'd': 1E6} cond = factor[t] * np.finfo(t).eps eps = cond * np.max(abs(spectrum)) return eps def _pinv_1d(v, eps=1e-5): """A helper function for computing the pseudoinverse. Parameters ---------- v : iterable of numbers This may be thought of as a vector of eigenvalues or singular values. eps : float Values with magnitude no greater than eps are considered negligible. Returns ------- v_pinv : 1d float ndarray A vector of pseudo-inverted numbers. """ return np.array([0 if abs(x) <= eps else 1/x for x in v], dtype=float) class _PSD: """ Compute coordinated functions of a symmetric positive semidefinite matrix. This class addresses two issues. Firstly it allows the pseudoinverse, the logarithm of the pseudo-determinant, and the rank of the matrix to be computed using one call to eigh instead of three. Secondly it allows these functions to be computed in a way that gives mutually compatible results. All of the functions are computed with a common understanding as to which of the eigenvalues are to be considered negligibly small. The functions are designed to coordinate with scipy.linalg.pinvh() but not necessarily with np.linalg.det() or with np.linalg.matrix_rank(). Parameters ---------- M : array_like Symmetric positive semidefinite matrix (2-D). cond, rcond : float, optional Cutoff for small eigenvalues. Singular values smaller than rcond * largest_eigenvalue are considered zero. If None or -1, suitable machine precision is used. lower : bool, optional Whether the pertinent array data is taken from the lower or upper triangle of M. (Default: lower) check_finite : bool, optional Whether to check that the input matrices contain only finite numbers. Disabling may give a performance gain, but may result in problems (crashes, non-termination) if the inputs do contain infinities or NaNs. allow_singular : bool, optional Whether to allow a singular matrix. (Default: True) Notes ----- The arguments are similar to those of scipy.linalg.pinvh(). """ def __init__(self, M, cond=None, rcond=None, lower=True, check_finite=True, allow_singular=True): # Compute the symmetric eigendecomposition. # Note that eigh takes care of array conversion, chkfinite, # and assertion that the matrix is square. s, u = scipy.linalg.eigh(M, lower=lower, check_finite=check_finite) eps = _eigvalsh_to_eps(s, cond, rcond) if np.min(s) < -eps: raise ValueError('the input matrix must be positive semidefinite') d = s[s > eps] if len(d) < len(s) and not allow_singular: raise np.linalg.LinAlgError('singular matrix') s_pinv = _pinv_1d(s, eps) U = np.multiply(u, np.sqrt(s_pinv)) # Initialize the eagerly precomputed attributes. self.rank = len(d) self.U = U self.log_pdet = np.sum(np.log(d)) # Initialize an attribute to be lazily computed. self._pinv = None @property def pinv(self): if self._pinv is None: self._pinv = np.dot(self.U, self.U.T) return self._pinv class multi_rv_generic: """ Class which encapsulates common functionality between all multivariate distributions. """ def __init__(self, seed=None): super().__init__() self._random_state = check_random_state(seed) @property def random_state(self): """ Get or set the Generator object for generating random variates. If `seed` is None (or `np.random`), the `numpy.random.RandomState` singleton is used. If `seed` is an int, a new ``RandomState`` instance is used, seeded with `seed`. If `seed` is already a ``Generator`` or ``RandomState`` instance then that instance is used. """ return self._random_state @random_state.setter def random_state(self, seed): self._random_state = check_random_state(seed) def _get_random_state(self, random_state): if random_state is not None: return check_random_state(random_state) else: return self._random_state class multi_rv_frozen: """ Class which encapsulates common functionality between all frozen multivariate distributions. """ @property def random_state(self): return self._dist._random_state @random_state.setter def random_state(self, seed): self._dist._random_state = check_random_state(seed) _mvn_doc_default_callparams = """\ mean : array_like, optional Mean of the distribution (default zero) cov : array_like, optional Covariance matrix of the distribution (default one) allow_singular : bool, optional Whether to allow a singular covariance matrix. (Default: False) """ _mvn_doc_callparams_note = \ """Setting the parameter `mean` to `None` is equivalent to having `mean` be the zero-vector. The parameter `cov` can be a scalar, in which case the covariance matrix is the identity times that value, a vector of diagonal entries for the covariance matrix, or a two-dimensional array_like. """ _mvn_doc_frozen_callparams = "" _mvn_doc_frozen_callparams_note = \ """See class definition for a detailed description of parameters.""" mvn_docdict_params = { '_mvn_doc_default_callparams': _mvn_doc_default_callparams, '_mvn_doc_callparams_note': _mvn_doc_callparams_note, '_doc_random_state': _doc_random_state } mvn_docdict_noparams = { '_mvn_doc_default_callparams': _mvn_doc_frozen_callparams, '_mvn_doc_callparams_note': _mvn_doc_frozen_callparams_note, '_doc_random_state': _doc_random_state } class multivariate_normal_gen(multi_rv_generic): r"""A multivariate normal random variable. The `mean` keyword specifies the mean. The `cov` keyword specifies the covariance matrix. Methods ------- ``pdf(x, mean=None, cov=1, allow_singular=False)`` Probability density function. ``logpdf(x, mean=None, cov=1, allow_singular=False)`` Log of the probability density function. ``cdf(x, mean=None, cov=1, allow_singular=False, maxpts=1000000*dim, abseps=1e-5, releps=1e-5)`` Cumulative distribution function. ``logcdf(x, mean=None, cov=1, allow_singular=False, maxpts=1000000*dim, abseps=1e-5, releps=1e-5)`` Log of the cumulative distribution function. ``rvs(mean=None, cov=1, size=1, random_state=None)`` Draw random samples from a multivariate normal distribution. ``entropy()`` Compute the differential entropy of the multivariate normal. Parameters ---------- x : array_like Quantiles, with the last axis of `x` denoting the components. %(_mvn_doc_default_callparams)s %(_doc_random_state)s Alternatively, the object may be called (as a function) to fix the mean and covariance parameters, returning a "frozen" multivariate normal random variable: rv = multivariate_normal(mean=None, cov=1, allow_singular=False) - Frozen object with the same methods but holding the given mean and covariance fixed. Notes ----- %(_mvn_doc_callparams_note)s The covariance matrix `cov` must be a (symmetric) positive semi-definite matrix. The determinant and inverse of `cov` are computed as the pseudo-determinant and pseudo-inverse, respectively, so that `cov` does not need to have full rank. The probability density function for `multivariate_normal` is .. math:: f(x) = \frac{1}{\sqrt{(2 \pi)^k \det \Sigma}} \exp\left( -\frac{1}{2} (x - \mu)^T \Sigma^{-1} (x - \mu) \right), where :math:`\mu` is the mean, :math:`\Sigma` the covariance matrix, and :math:`k` is the dimension of the space where :math:`x` takes values. .. versionadded:: 0.14.0 Examples -------- >>> import matplotlib.pyplot as plt >>> from scipy.stats import multivariate_normal >>> x = np.linspace(0, 5, 10, endpoint=False) >>> y = multivariate_normal.pdf(x, mean=2.5, cov=0.5); y array([ 0.00108914, 0.01033349, 0.05946514, 0.20755375, 0.43939129, 0.56418958, 0.43939129, 0.20755375, 0.05946514, 0.01033349]) >>> fig1 = plt.figure() >>> ax = fig1.add_subplot(111) >>> ax.plot(x, y) The input quantiles can be any shape of array, as long as the last axis labels the components. This allows us for instance to display the frozen pdf for a non-isotropic random variable in 2D as follows: >>> x, y = np.mgrid[-1:1:.01, -1:1:.01] >>> pos = np.dstack((x, y)) >>> rv = multivariate_normal([0.5, -0.2], [[2.0, 0.3], [0.3, 0.5]]) >>> fig2 = plt.figure() >>> ax2 = fig2.add_subplot(111) >>> ax2.contourf(x, y, rv.pdf(pos)) """ def __init__(self, seed=None): super().__init__(seed) self.__doc__ = doccer.docformat(self.__doc__, mvn_docdict_params) def __call__(self, mean=None, cov=1, allow_singular=False, seed=None): """Create a frozen multivariate normal distribution. See `multivariate_normal_frozen` for more information. """ return multivariate_normal_frozen(mean, cov, allow_singular=allow_singular, seed=seed) def _process_parameters(self, dim, mean, cov): """ Infer dimensionality from mean or covariance matrix, ensure that mean and covariance are full vector resp. matrix. """ # Try to infer dimensionality if dim is None: if mean is None: if cov is None: dim = 1 else: cov = np.asarray(cov, dtype=float) if cov.ndim < 2: dim = 1 else: dim = cov.shape[0] else: mean = np.asarray(mean, dtype=float) dim = mean.size else: if not np.isscalar(dim): raise ValueError("Dimension of random variable must be " "a scalar.") # Check input sizes and return full arrays for mean and cov if # necessary if mean is None: mean = np.zeros(dim) mean = np.asarray(mean, dtype=float) if cov is None: cov = 1.0 cov = np.asarray(cov, dtype=float) if dim == 1: mean.shape = (1,) cov.shape = (1, 1) if mean.ndim != 1 or mean.shape[0] != dim: raise ValueError("Array 'mean' must be a vector of length %d." % dim) if cov.ndim == 0: cov = cov * np.eye(dim) elif cov.ndim == 1: cov = np.diag(cov) elif cov.ndim == 2 and cov.shape != (dim, dim): rows, cols = cov.shape if rows != cols: msg = ("Array 'cov' must be square if it is two dimensional," " but cov.shape = %s." % str(cov.shape)) else: msg = ("Dimension mismatch: array 'cov' is of shape %s," " but 'mean' is a vector of length %d.") msg = msg % (str(cov.shape), len(mean)) raise ValueError(msg) elif cov.ndim > 2: raise ValueError("Array 'cov' must be at most two-dimensional," " but cov.ndim = %d" % cov.ndim) return dim, mean, cov def _process_quantiles(self, x, dim): """ Adjust quantiles array so that last axis labels the components of each data point. """ x = np.asarray(x, dtype=float) if x.ndim == 0: x = x[np.newaxis] elif x.ndim == 1: if dim == 1: x = x[:, np.newaxis] else: x = x[np.newaxis, :] return x def _logpdf(self, x, mean, prec_U, log_det_cov, rank): """Log of the multivariate normal probability density function. Parameters ---------- x : ndarray Points at which to evaluate the log of the probability density function mean : ndarray Mean of the distribution prec_U : ndarray A decomposition such that np.dot(prec_U, prec_U.T) is the precision matrix, i.e. inverse of the covariance matrix. log_det_cov : float Logarithm of the determinant of the covariance matrix rank : int Rank of the covariance matrix. Notes ----- As this function does no argument checking, it should not be called directly; use 'logpdf' instead. """ dev = x - mean maha = np.sum(np.square(np.dot(dev, prec_U)), axis=-1) return -0.5 * (rank * _LOG_2PI + log_det_cov + maha) def logpdf(self, x, mean=None, cov=1, allow_singular=False): """Log of the multivariate normal probability density function. Parameters ---------- x : array_like Quantiles, with the last axis of `x` denoting the components. %(_mvn_doc_default_callparams)s Returns ------- pdf : ndarray or scalar Log of the probability density function evaluated at `x` Notes ----- %(_mvn_doc_callparams_note)s """ dim, mean, cov = self._process_parameters(None, mean, cov) x = self._process_quantiles(x, dim) psd = _PSD(cov, allow_singular=allow_singular) out = self._logpdf(x, mean, psd.U, psd.log_pdet, psd.rank) return _squeeze_output(out) def pdf(self, x, mean=None, cov=1, allow_singular=False): """Multivariate normal probability density function. Parameters ---------- x : array_like Quantiles, with the last axis of `x` denoting the components. %(_mvn_doc_default_callparams)s Returns ------- pdf : ndarray or scalar Probability density function evaluated at `x` Notes ----- %(_mvn_doc_callparams_note)s """ dim, mean, cov = self._process_parameters(None, mean, cov) x = self._process_quantiles(x, dim) psd = _PSD(cov, allow_singular=allow_singular) out = np.exp(self._logpdf(x, mean, psd.U, psd.log_pdet, psd.rank)) return _squeeze_output(out) def _cdf(self, x, mean, cov, maxpts, abseps, releps): """Log of the multivariate normal cumulative distribution function. Parameters ---------- x : ndarray Points at which to evaluate the cumulative distribution function. mean : ndarray Mean of the distribution cov : array_like Covariance matrix of the distribution maxpts : integer The maximum number of points to use for integration abseps : float Absolute error tolerance releps : float Relative error tolerance Notes ----- As this function does no argument checking, it should not be called directly; use 'cdf' instead. .. versionadded:: 1.0.0 """ lower = np.full(mean.shape, -np.inf) # mvnun expects 1-d arguments, so process points sequentially func1d = lambda x_slice: mvn.mvnun(lower, x_slice, mean, cov, maxpts, abseps, releps)[0] out = np.apply_along_axis(func1d, -1, x) return _squeeze_output(out) def logcdf(self, x, mean=None, cov=1, allow_singular=False, maxpts=None, abseps=1e-5, releps=1e-5): """Log of the multivariate normal cumulative distribution function. Parameters ---------- x : array_like Quantiles, with the last axis of `x` denoting the components. %(_mvn_doc_default_callparams)s maxpts : integer, optional The maximum number of points to use for integration (default `1000000*dim`) abseps : float, optional Absolute error tolerance (default 1e-5) releps : float, optional Relative error tolerance (default 1e-5) Returns ------- cdf : ndarray or scalar Log of the cumulative distribution function evaluated at `x` Notes ----- %(_mvn_doc_callparams_note)s .. versionadded:: 1.0.0 """ dim, mean, cov = self._process_parameters(None, mean, cov) x = self._process_quantiles(x, dim) # Use _PSD to check covariance matrix _PSD(cov, allow_singular=allow_singular) if not maxpts: maxpts = 1000000 * dim out = np.log(self._cdf(x, mean, cov, maxpts, abseps, releps)) return out def cdf(self, x, mean=None, cov=1, allow_singular=False, maxpts=None, abseps=1e-5, releps=1e-5): """Multivariate normal cumulative distribution function. Parameters ---------- x : array_like Quantiles, with the last axis of `x` denoting the components. %(_mvn_doc_default_callparams)s maxpts : integer, optional The maximum number of points to use for integration (default `1000000*dim`) abseps : float, optional Absolute error tolerance (default 1e-5) releps : float, optional Relative error tolerance (default 1e-5) Returns ------- cdf : ndarray or scalar Cumulative distribution function evaluated at `x` Notes ----- %(_mvn_doc_callparams_note)s .. versionadded:: 1.0.0 """ dim, mean, cov = self._process_parameters(None, mean, cov) x = self._process_quantiles(x, dim) # Use _PSD to check covariance matrix _PSD(cov, allow_singular=allow_singular) if not maxpts: maxpts = 1000000 * dim out = self._cdf(x, mean, cov, maxpts, abseps, releps) return out def rvs(self, mean=None, cov=1, size=1, random_state=None): """Draw random samples from a multivariate normal distribution. Parameters ---------- %(_mvn_doc_default_callparams)s size : integer, optional Number of samples to draw (default 1). %(_doc_random_state)s Returns ------- rvs : ndarray or scalar Random variates of size (`size`, `N`), where `N` is the dimension of the random variable. Notes ----- %(_mvn_doc_callparams_note)s """ dim, mean, cov = self._process_parameters(None, mean, cov) random_state = self._get_random_state(random_state) out = random_state.multivariate_normal(mean, cov, size) return _squeeze_output(out) def entropy(self, mean=None, cov=1): """Compute the differential entropy of the multivariate normal. Parameters ---------- %(_mvn_doc_default_callparams)s Returns ------- h : scalar Entropy of the multivariate normal distribution Notes ----- %(_mvn_doc_callparams_note)s """ dim, mean, cov = self._process_parameters(None, mean, cov) _, logdet = np.linalg.slogdet(2 * np.pi * np.e * cov) return 0.5 * logdet multivariate_normal = multivariate_normal_gen() class multivariate_normal_frozen(multi_rv_frozen): def __init__(self, mean=None, cov=1, allow_singular=False, seed=None, maxpts=None, abseps=1e-5, releps=1e-5): """Create a frozen multivariate normal distribution. Parameters ---------- mean : array_like, optional Mean of the distribution (default zero) cov : array_like, optional Covariance matrix of the distribution (default one) allow_singular : bool, optional If this flag is True then tolerate a singular covariance matrix (default False). seed : {None, int, `numpy.random.Generator`, `numpy.random.RandomState`}, optional If `seed` is None (or `np.random`), the `numpy.random.RandomState` singleton is used. If `seed` is an int, a new ``RandomState`` instance is used, seeded with `seed`. If `seed` is already a ``Generator`` or ``RandomState`` instance then that instance is used. maxpts : integer, optional The maximum number of points to use for integration of the cumulative distribution function (default `1000000*dim`) abseps : float, optional Absolute error tolerance for the cumulative distribution function (default 1e-5) releps : float, optional Relative error tolerance for the cumulative distribution function (default 1e-5) Examples -------- When called with the default parameters, this will create a 1D random variable with mean 0 and covariance 1: >>> from scipy.stats import multivariate_normal >>> r = multivariate_normal() >>> r.mean array([ 0.]) >>> r.cov array([[1.]]) """ self._dist = multivariate_normal_gen(seed) self.dim, self.mean, self.cov = self._dist._process_parameters( None, mean, cov) self.cov_info = _PSD(self.cov, allow_singular=allow_singular) if not maxpts: maxpts = 1000000 * self.dim self.maxpts = maxpts self.abseps = abseps self.releps = releps def logpdf(self, x): x = self._dist._process_quantiles(x, self.dim) out = self._dist._logpdf(x, self.mean, self.cov_info.U, self.cov_info.log_pdet, self.cov_info.rank) return _squeeze_output(out) def pdf(self, x): return np.exp(self.logpdf(x)) def logcdf(self, x): return np.log(self.cdf(x)) def cdf(self, x): x = self._dist._process_quantiles(x, self.dim) out = self._dist._cdf(x, self.mean, self.cov, self.maxpts, self.abseps, self.releps) return _squeeze_output(out) def rvs(self, size=1, random_state=None): return self._dist.rvs(self.mean, self.cov, size, random_state) def entropy(self): """Computes the differential entropy of the multivariate normal. Returns ------- h : scalar Entropy of the multivariate normal distribution """ log_pdet = self.cov_info.log_pdet rank = self.cov_info.rank return 0.5 * (rank * (_LOG_2PI + 1) + log_pdet) # Set frozen generator docstrings from corresponding docstrings in # multivariate_normal_gen and fill in default strings in class docstrings for name in ['logpdf', 'pdf', 'logcdf', 'cdf', 'rvs']: method = multivariate_normal_gen.__dict__[name] method_frozen = multivariate_normal_frozen.__dict__[name] method_frozen.__doc__ = doccer.docformat(method.__doc__, mvn_docdict_noparams) method.__doc__ = doccer.docformat(method.__doc__, mvn_docdict_params) _matnorm_doc_default_callparams = """\ mean : array_like, optional Mean of the distribution (default: `None`) rowcov : array_like, optional Among-row covariance matrix of the distribution (default: `1`) colcov : array_like, optional Among-column covariance matrix of the distribution (default: `1`) """ _matnorm_doc_callparams_note = \ """If `mean` is set to `None` then a matrix of zeros is used for the mean. The dimensions of this matrix are inferred from the shape of `rowcov` and `colcov`, if these are provided, or set to `1` if ambiguous. `rowcov` and `colcov` can be two-dimensional array_likes specifying the covariance matrices directly. Alternatively, a one-dimensional array will be be interpreted as the entries of a diagonal matrix, and a scalar or zero-dimensional array will be interpreted as this value times the identity matrix. """ _matnorm_doc_frozen_callparams = "" _matnorm_doc_frozen_callparams_note = \ """See class definition for a detailed description of parameters.""" matnorm_docdict_params = { '_matnorm_doc_default_callparams': _matnorm_doc_default_callparams, '_matnorm_doc_callparams_note': _matnorm_doc_callparams_note, '_doc_random_state': _doc_random_state } matnorm_docdict_noparams = { '_matnorm_doc_default_callparams': _matnorm_doc_frozen_callparams, '_matnorm_doc_callparams_note': _matnorm_doc_frozen_callparams_note, '_doc_random_state': _doc_random_state } class matrix_normal_gen(multi_rv_generic): r"""A matrix normal random variable. The `mean` keyword specifies the mean. The `rowcov` keyword specifies the among-row covariance matrix. The 'colcov' keyword specifies the among-column covariance matrix. Methods ------- ``pdf(X, mean=None, rowcov=1, colcov=1)`` Probability density function. ``logpdf(X, mean=None, rowcov=1, colcov=1)`` Log of the probability density function. ``rvs(mean=None, rowcov=1, colcov=1, size=1, random_state=None)`` Draw random samples. Parameters ---------- X : array_like Quantiles, with the last two axes of `X` denoting the components. %(_matnorm_doc_default_callparams)s %(_doc_random_state)s Alternatively, the object may be called (as a function) to fix the mean and covariance parameters, returning a "frozen" matrix normal random variable: rv = matrix_normal(mean=None, rowcov=1, colcov=1) - Frozen object with the same methods but holding the given mean and covariance fixed. Notes ----- %(_matnorm_doc_callparams_note)s The covariance matrices specified by `rowcov` and `colcov` must be (symmetric) positive definite. If the samples in `X` are :math:`m \times n`, then `rowcov` must be :math:`m \times m` and `colcov` must be :math:`n \times n`. `mean` must be the same shape as `X`. The probability density function for `matrix_normal` is .. math:: f(X) = (2 \pi)^{-\frac{mn}{2}}|U|^{-\frac{n}{2}} |V|^{-\frac{m}{2}} \exp\left( -\frac{1}{2} \mathrm{Tr}\left[ U^{-1} (X-M) V^{-1} (X-M)^T \right] \right), where :math:`M` is the mean, :math:`U` the among-row covariance matrix, :math:`V` the among-column covariance matrix. The `allow_singular` behaviour of the `multivariate_normal` distribution is not currently supported. Covariance matrices must be full rank. The `matrix_normal` distribution is closely related to the `multivariate_normal` distribution. Specifically, :math:`\mathrm{Vec}(X)` (the vector formed by concatenating the columns of :math:`X`) has a multivariate normal distribution with mean :math:`\mathrm{Vec}(M)` and covariance :math:`V \otimes U` (where :math:`\otimes` is the Kronecker product). Sampling and pdf evaluation are :math:`\mathcal{O}(m^3 + n^3 + m^2 n + m n^2)` for the matrix normal, but :math:`\mathcal{O}(m^3 n^3)` for the equivalent multivariate normal, making this equivalent form algorithmically inefficient. .. versionadded:: 0.17.0 Examples -------- >>> from scipy.stats import matrix_normal >>> M = np.arange(6).reshape(3,2); M array([[0, 1], [2, 3], [4, 5]]) >>> U = np.diag([1,2,3]); U array([[1, 0, 0], [0, 2, 0], [0, 0, 3]]) >>> V = 0.3*np.identity(2); V array([[ 0.3, 0. ], [ 0. , 0.3]]) >>> X = M + 0.1; X array([[ 0.1, 1.1], [ 2.1, 3.1], [ 4.1, 5.1]]) >>> matrix_normal.pdf(X, mean=M, rowcov=U, colcov=V) 0.023410202050005054 >>> # Equivalent multivariate normal >>> from scipy.stats import multivariate_normal >>> vectorised_X = X.T.flatten() >>> equiv_mean = M.T.flatten() >>> equiv_cov = np.kron(V,U) >>> multivariate_normal.pdf(vectorised_X, mean=equiv_mean, cov=equiv_cov) 0.023410202050005054 """ def __init__(self, seed=None): super().__init__(seed) self.__doc__ = doccer.docformat(self.__doc__, matnorm_docdict_params) def __call__(self, mean=None, rowcov=1, colcov=1, seed=None): """Create a frozen matrix normal distribution. See `matrix_normal_frozen` for more information. """ return matrix_normal_frozen(mean, rowcov, colcov, seed=seed) def _process_parameters(self, mean, rowcov, colcov): """ Infer dimensionality from mean or covariance matrices. Handle defaults. Ensure compatible dimensions. """ # Process mean if mean is not None: mean = np.asarray(mean, dtype=float) meanshape = mean.shape if len(meanshape) != 2: raise ValueError("Array `mean` must be two dimensional.") if np.any(meanshape == 0): raise ValueError("Array `mean` has invalid shape.") # Process among-row covariance rowcov = np.asarray(rowcov, dtype=float) if rowcov.ndim == 0: if mean is not None: rowcov = rowcov * np.identity(meanshape[0]) else: rowcov = rowcov * np.identity(1) elif rowcov.ndim == 1: rowcov = np.diag(rowcov) rowshape = rowcov.shape if len(rowshape) != 2: raise ValueError("`rowcov` must be a scalar or a 2D array.") if rowshape[0] != rowshape[1]: raise ValueError("Array `rowcov` must be square.") if rowshape[0] == 0: raise ValueError("Array `rowcov` has invalid shape.") numrows = rowshape[0] # Process among-column covariance colcov = np.asarray(colcov, dtype=float) if colcov.ndim == 0: if mean is not None: colcov = colcov * np.identity(meanshape[1]) else: colcov = colcov * np.identity(1) elif colcov.ndim == 1: colcov = np.diag(colcov) colshape = colcov.shape if len(colshape) != 2: raise ValueError("`colcov` must be a scalar or a 2D array.") if colshape[0] != colshape[1]: raise ValueError("Array `colcov` must be square.") if colshape[0] == 0: raise ValueError("Array `colcov` has invalid shape.") numcols = colshape[0] # Ensure mean and covariances compatible if mean is not None: if meanshape[0] != numrows: raise ValueError("Arrays `mean` and `rowcov` must have the " "same number of rows.") if meanshape[1] != numcols: raise ValueError("Arrays `mean` and `colcov` must have the " "same number of columns.") else: mean = np.zeros((numrows, numcols)) dims = (numrows, numcols) return dims, mean, rowcov, colcov def _process_quantiles(self, X, dims): """ Adjust quantiles array so that last two axes labels the components of each data point. """ X = np.asarray(X, dtype=float) if X.ndim == 2: X = X[np.newaxis, :] if X.shape[-2:] != dims: raise ValueError("The shape of array `X` is not compatible " "with the distribution parameters.") return X def _logpdf(self, dims, X, mean, row_prec_rt, log_det_rowcov, col_prec_rt, log_det_colcov): """Log of the matrix normal probability density function. Parameters ---------- dims : tuple Dimensions of the matrix variates X : ndarray Points at which to evaluate the log of the probability density function mean : ndarray Mean of the distribution row_prec_rt : ndarray A decomposition such that np.dot(row_prec_rt, row_prec_rt.T) is the inverse of the among-row covariance matrix log_det_rowcov : float Logarithm of the determinant of the among-row covariance matrix col_prec_rt : ndarray A decomposition such that np.dot(col_prec_rt, col_prec_rt.T) is the inverse of the among-column covariance matrix log_det_colcov : float Logarithm of the determinant of the among-column covariance matrix Notes ----- As this function does no argument checking, it should not be called directly; use 'logpdf' instead. """ numrows, numcols = dims roll_dev = np.rollaxis(X-mean, axis=-1, start=0) scale_dev = np.tensordot(col_prec_rt.T, np.dot(roll_dev, row_prec_rt), 1) maha = np.sum(np.sum(np.square(scale_dev), axis=-1), axis=0) return -0.5 * (numrows*numcols*_LOG_2PI + numcols*log_det_rowcov + numrows*log_det_colcov + maha) def logpdf(self, X, mean=None, rowcov=1, colcov=1): """Log of the matrix normal probability density function. Parameters ---------- X : array_like Quantiles, with the last two axes of `X` denoting the components. %(_matnorm_doc_default_callparams)s Returns ------- logpdf : ndarray Log of the probability density function evaluated at `X` Notes ----- %(_matnorm_doc_callparams_note)s """ dims, mean, rowcov, colcov = self._process_parameters(mean, rowcov, colcov) X = self._process_quantiles(X, dims) rowpsd = _PSD(rowcov, allow_singular=False) colpsd = _PSD(colcov, allow_singular=False) out = self._logpdf(dims, X, mean, rowpsd.U, rowpsd.log_pdet, colpsd.U, colpsd.log_pdet) return _squeeze_output(out) def pdf(self, X, mean=None, rowcov=1, colcov=1): """Matrix normal probability density function. Parameters ---------- X : array_like Quantiles, with the last two axes of `X` denoting the components. %(_matnorm_doc_default_callparams)s Returns ------- pdf : ndarray Probability density function evaluated at `X` Notes ----- %(_matnorm_doc_callparams_note)s """ return np.exp(self.logpdf(X, mean, rowcov, colcov)) def rvs(self, mean=None, rowcov=1, colcov=1, size=1, random_state=None): """Draw random samples from a matrix normal distribution. Parameters ---------- %(_matnorm_doc_default_callparams)s size : integer, optional Number of samples to draw (default 1). %(_doc_random_state)s Returns ------- rvs : ndarray or scalar Random variates of size (`size`, `dims`), where `dims` is the dimension of the random matrices. Notes ----- %(_matnorm_doc_callparams_note)s """ size = int(size) dims, mean, rowcov, colcov = self._process_parameters(mean, rowcov, colcov) rowchol = scipy.linalg.cholesky(rowcov, lower=True) colchol = scipy.linalg.cholesky(colcov, lower=True) random_state = self._get_random_state(random_state) std_norm = random_state.standard_normal(size=(dims[1], size, dims[0])) roll_rvs = np.tensordot(colchol, np.dot(std_norm, rowchol.T), 1) out = np.rollaxis(roll_rvs.T, axis=1, start=0) + mean[np.newaxis, :, :] if size == 1: out = out.reshape(mean.shape) return out matrix_normal = matrix_normal_gen() class matrix_normal_frozen(multi_rv_frozen): """Create a frozen matrix normal distribution. Parameters ---------- %(_matnorm_doc_default_callparams)s seed : {None, int, `numpy.random.Generator`, `numpy.random.RandomState`}, optional If `seed` is None (or `np.random`), the `numpy.random.RandomState` singleton is used. If `seed` is an int, a new ``RandomState`` instance is used, seeded with `seed`. If `seed` is already a ``Generator`` or ``RandomState`` instance then that instance is used. Examples -------- >>> from scipy.stats import matrix_normal >>> distn = matrix_normal(mean=np.zeros((3,3))) >>> X = distn.rvs(); X array([[-0.02976962, 0.93339138, -0.09663178], [ 0.67405524, 0.28250467, -0.93308929], [-0.31144782, 0.74535536, 1.30412916]]) >>> distn.pdf(X) 2.5160642368346784e-05 >>> distn.logpdf(X) -10.590229595124615 """ def __init__(self, mean=None, rowcov=1, colcov=1, seed=None): self._dist = matrix_normal_gen(seed) self.dims, self.mean, self.rowcov, self.colcov = \ self._dist._process_parameters(mean, rowcov, colcov) self.rowpsd = _PSD(self.rowcov, allow_singular=False) self.colpsd = _PSD(self.colcov, allow_singular=False) def logpdf(self, X): X = self._dist._process_quantiles(X, self.dims) out = self._dist._logpdf(self.dims, X, self.mean, self.rowpsd.U, self.rowpsd.log_pdet, self.colpsd.U, self.colpsd.log_pdet) return _squeeze_output(out) def pdf(self, X): return np.exp(self.logpdf(X)) def rvs(self, size=1, random_state=None): return self._dist.rvs(self.mean, self.rowcov, self.colcov, size, random_state) # Set frozen generator docstrings from corresponding docstrings in # matrix_normal_gen and fill in default strings in class docstrings for name in ['logpdf', 'pdf', 'rvs']: method = matrix_normal_gen.__dict__[name] method_frozen = matrix_normal_frozen.__dict__[name] method_frozen.__doc__ = doccer.docformat(method.__doc__, matnorm_docdict_noparams) method.__doc__ = doccer.docformat(method.__doc__, matnorm_docdict_params) _dirichlet_doc_default_callparams = """\ alpha : array_like The concentration parameters. The number of entries determines the dimensionality of the distribution. """ _dirichlet_doc_frozen_callparams = "" _dirichlet_doc_frozen_callparams_note = \ """See class definition for a detailed description of parameters.""" dirichlet_docdict_params = { '_dirichlet_doc_default_callparams': _dirichlet_doc_default_callparams, '_doc_random_state': _doc_random_state } dirichlet_docdict_noparams = { '_dirichlet_doc_default_callparams': _dirichlet_doc_frozen_callparams, '_doc_random_state': _doc_random_state } def _dirichlet_check_parameters(alpha): alpha = np.asarray(alpha) if np.min(alpha) <= 0: raise ValueError("All parameters must be greater than 0") elif alpha.ndim != 1: raise ValueError("Parameter vector 'a' must be one dimensional, " "but a.shape = %s." % (alpha.shape, )) return alpha def _dirichlet_check_input(alpha, x): x = np.asarray(x) if x.shape[0] + 1 != alpha.shape[0] and x.shape[0] != alpha.shape[0]: raise ValueError("Vector 'x' must have either the same number " "of entries as, or one entry fewer than, " "parameter vector 'a', but alpha.shape = %s " "and x.shape = %s." % (alpha.shape, x.shape)) if x.shape[0] != alpha.shape[0]: xk = np.array([1 - np.sum(x, 0)]) if xk.ndim == 1: x = np.append(x, xk) elif xk.ndim == 2: x = np.vstack((x, xk)) else: raise ValueError("The input must be one dimensional or a two " "dimensional matrix containing the entries.") if np.min(x) < 0: raise ValueError("Each entry in 'x' must be greater than or equal " "to zero.") if np.max(x) > 1: raise ValueError("Each entry in 'x' must be smaller or equal one.") # Check x_i > 0 or alpha_i > 1 xeq0 = (x == 0) alphalt1 = (alpha < 1) if x.shape != alpha.shape: alphalt1 = np.repeat(alphalt1, x.shape[-1], axis=-1).reshape(x.shape) chk = np.logical_and(xeq0, alphalt1) if np.sum(chk): raise ValueError("Each entry in 'x' must be greater than zero if its " "alpha is less than one.") if (np.abs(np.sum(x, 0) - 1.0) > 10e-10).any(): raise ValueError("The input vector 'x' must lie within the normal " "simplex. but np.sum(x, 0) = %s." % np.sum(x, 0)) return x def _lnB(alpha): r"""Internal helper function to compute the log of the useful quotient. .. math:: B(\alpha) = \frac{\prod_{i=1}{K}\Gamma(\alpha_i)} {\Gamma\left(\sum_{i=1}^{K} \alpha_i \right)} Parameters ---------- %(_dirichlet_doc_default_callparams)s Returns ------- B : scalar Helper quotient, internal use only """ return np.sum(gammaln(alpha)) - gammaln(np.sum(alpha)) class dirichlet_gen(multi_rv_generic): r"""A Dirichlet random variable. The ``alpha`` keyword specifies the concentration parameters of the distribution. .. versionadded:: 0.15.0 Methods ------- ``pdf(x, alpha)`` Probability density function. ``logpdf(x, alpha)`` Log of the probability density function. ``rvs(alpha, size=1, random_state=None)`` Draw random samples from a Dirichlet distribution. ``mean(alpha)`` The mean of the Dirichlet distribution ``var(alpha)`` The variance of the Dirichlet distribution ``entropy(alpha)`` Compute the differential entropy of the Dirichlet distribution. Parameters ---------- x : array_like Quantiles, with the last axis of `x` denoting the components. %(_dirichlet_doc_default_callparams)s %(_doc_random_state)s Alternatively, the object may be called (as a function) to fix concentration parameters, returning a "frozen" Dirichlet random variable: rv = dirichlet(alpha) - Frozen object with the same methods but holding the given concentration parameters fixed. Notes ----- Each :math:`\alpha` entry must be positive. The distribution has only support on the simplex defined by .. math:: \sum_{i=1}^{K} x_i = 1 where :math:`0 < x_i < 1`. If the quantiles don't lie within the simplex, a ValueError is raised. The probability density function for `dirichlet` is .. math:: f(x) = \frac{1}{\mathrm{B}(\boldsymbol\alpha)} \prod_{i=1}^K x_i^{\alpha_i - 1} where .. math:: \mathrm{B}(\boldsymbol\alpha) = \frac{\prod_{i=1}^K \Gamma(\alpha_i)} {\Gamma\bigl(\sum_{i=1}^K \alpha_i\bigr)} and :math:`\boldsymbol\alpha=(\alpha_1,\ldots,\alpha_K)`, the concentration parameters and :math:`K` is the dimension of the space where :math:`x` takes values. Note that the dirichlet interface is somewhat inconsistent. The array returned by the rvs function is transposed with respect to the format expected by the pdf and logpdf. Examples -------- >>> from scipy.stats import dirichlet Generate a dirichlet random variable >>> quantiles = np.array([0.2, 0.2, 0.6]) # specify quantiles >>> alpha = np.array([0.4, 5, 15]) # specify concentration parameters >>> dirichlet.pdf(quantiles, alpha) 0.2843831684937255 The same PDF but following a log scale >>> dirichlet.logpdf(quantiles, alpha) -1.2574327653159187 Once we specify the dirichlet distribution we can then calculate quantities of interest >>> dirichlet.mean(alpha) # get the mean of the distribution array([0.01960784, 0.24509804, 0.73529412]) >>> dirichlet.var(alpha) # get variance array([0.00089829, 0.00864603, 0.00909517]) >>> dirichlet.entropy(alpha) # calculate the differential entropy -4.3280162474082715 We can also return random samples from the distribution >>> dirichlet.rvs(alpha, size=1, random_state=1) array([[0.00766178, 0.24670518, 0.74563305]]) >>> dirichlet.rvs(alpha, size=2, random_state=2) array([[0.01639427, 0.1292273 , 0.85437844], [0.00156917, 0.19033695, 0.80809388]]) """ def __init__(self, seed=None): super().__init__(seed) self.__doc__ = doccer.docformat(self.__doc__, dirichlet_docdict_params) def __call__(self, alpha, seed=None): return dirichlet_frozen(alpha, seed=seed) def _logpdf(self, x, alpha): """Log of the Dirichlet probability density function. Parameters ---------- x : ndarray Points at which to evaluate the log of the probability density function %(_dirichlet_doc_default_callparams)s Notes ----- As this function does no argument checking, it should not be called directly; use 'logpdf' instead. """ lnB = _lnB(alpha) return - lnB + np.sum((xlogy(alpha - 1, x.T)).T, 0) def logpdf(self, x, alpha): """Log of the Dirichlet probability density function. Parameters ---------- x : array_like Quantiles, with the last axis of `x` denoting the components. %(_dirichlet_doc_default_callparams)s Returns ------- pdf : ndarray or scalar Log of the probability density function evaluated at `x`. """ alpha = _dirichlet_check_parameters(alpha) x = _dirichlet_check_input(alpha, x) out = self._logpdf(x, alpha) return _squeeze_output(out) def pdf(self, x, alpha): """The Dirichlet probability density function. Parameters ---------- x : array_like Quantiles, with the last axis of `x` denoting the components. %(_dirichlet_doc_default_callparams)s Returns ------- pdf : ndarray or scalar The probability density function evaluated at `x`. """ alpha = _dirichlet_check_parameters(alpha) x = _dirichlet_check_input(alpha, x) out = np.exp(self._logpdf(x, alpha)) return _squeeze_output(out) def mean(self, alpha): """Compute the mean of the dirichlet distribution. Parameters ---------- %(_dirichlet_doc_default_callparams)s Returns ------- mu : ndarray or scalar Mean of the Dirichlet distribution. """ alpha = _dirichlet_check_parameters(alpha) out = alpha / (np.sum(alpha)) return _squeeze_output(out) def var(self, alpha): """Compute the variance of the dirichlet distribution. Parameters ---------- %(_dirichlet_doc_default_callparams)s Returns ------- v : ndarray or scalar Variance of the Dirichlet distribution. """ alpha = _dirichlet_check_parameters(alpha) alpha0 = np.sum(alpha) out = (alpha * (alpha0 - alpha)) / ((alpha0 * alpha0) * (alpha0 + 1)) return _squeeze_output(out) def entropy(self, alpha): """Compute the differential entropy of the dirichlet distribution. Parameters ---------- %(_dirichlet_doc_default_callparams)s Returns ------- h : scalar Entropy of the Dirichlet distribution """ alpha = _dirichlet_check_parameters(alpha) alpha0 = np.sum(alpha) lnB = _lnB(alpha) K = alpha.shape[0] out = lnB + (alpha0 - K) * scipy.special.psi(alpha0) - np.sum( (alpha - 1) * scipy.special.psi(alpha)) return _squeeze_output(out) def rvs(self, alpha, size=1, random_state=None): """Draw random samples from a Dirichlet distribution. Parameters ---------- %(_dirichlet_doc_default_callparams)s size : int, optional Number of samples to draw (default 1). %(_doc_random_state)s Returns ------- rvs : ndarray or scalar Random variates of size (`size`, `N`), where `N` is the dimension of the random variable. """ alpha = _dirichlet_check_parameters(alpha) random_state = self._get_random_state(random_state) return random_state.dirichlet(alpha, size=size) dirichlet = dirichlet_gen() class dirichlet_frozen(multi_rv_frozen): def __init__(self, alpha, seed=None): self.alpha = _dirichlet_check_parameters(alpha) self._dist = dirichlet_gen(seed) def logpdf(self, x): return self._dist.logpdf(x, self.alpha) def pdf(self, x): return self._dist.pdf(x, self.alpha) def mean(self): return self._dist.mean(self.alpha) def var(self): return self._dist.var(self.alpha) def entropy(self): return self._dist.entropy(self.alpha) def rvs(self, size=1, random_state=None): return self._dist.rvs(self.alpha, size, random_state) # Set frozen generator docstrings from corresponding docstrings in # multivariate_normal_gen and fill in default strings in class docstrings for name in ['logpdf', 'pdf', 'rvs', 'mean', 'var', 'entropy']: method = dirichlet_gen.__dict__[name] method_frozen = dirichlet_frozen.__dict__[name] method_frozen.__doc__ = doccer.docformat( method.__doc__, dirichlet_docdict_noparams) method.__doc__ = doccer.docformat(method.__doc__, dirichlet_docdict_params) _wishart_doc_default_callparams = """\ df : int Degrees of freedom, must be greater than or equal to dimension of the scale matrix scale : array_like Symmetric positive definite scale matrix of the distribution """ _wishart_doc_callparams_note = "" _wishart_doc_frozen_callparams = "" _wishart_doc_frozen_callparams_note = \ """See class definition for a detailed description of parameters.""" wishart_docdict_params = { '_doc_default_callparams': _wishart_doc_default_callparams, '_doc_callparams_note': _wishart_doc_callparams_note, '_doc_random_state': _doc_random_state } wishart_docdict_noparams = { '_doc_default_callparams': _wishart_doc_frozen_callparams, '_doc_callparams_note': _wishart_doc_frozen_callparams_note, '_doc_random_state': _doc_random_state } class wishart_gen(multi_rv_generic): r"""A Wishart random variable. The `df` keyword specifies the degrees of freedom. The `scale` keyword specifies the scale matrix, which must be symmetric and positive definite. In this context, the scale matrix is often interpreted in terms of a multivariate normal precision matrix (the inverse of the covariance matrix). These arguments must satisfy the relationship ``df > scale.ndim - 1``, but see notes on using the `rvs` method with ``df < scale.ndim``. Methods ------- ``pdf(x, df, scale)`` Probability density function. ``logpdf(x, df, scale)`` Log of the probability density function. ``rvs(df, scale, size=1, random_state=None)`` Draw random samples from a Wishart distribution. ``entropy()`` Compute the differential entropy of the Wishart distribution. Parameters ---------- x : array_like Quantiles, with the last axis of `x` denoting the components. %(_doc_default_callparams)s %(_doc_random_state)s Alternatively, the object may be called (as a function) to fix the degrees of freedom and scale parameters, returning a "frozen" Wishart random variable: rv = wishart(df=1, scale=1) - Frozen object with the same methods but holding the given degrees of freedom and scale fixed. See Also -------- invwishart, chi2 Notes ----- %(_doc_callparams_note)s The scale matrix `scale` must be a symmetric positive definite matrix. Singular matrices, including the symmetric positive semi-definite case, are not supported. The Wishart distribution is often denoted .. math:: W_p(\nu, \Sigma) where :math:`\nu` is the degrees of freedom and :math:`\Sigma` is the :math:`p \times p` scale matrix. The probability density function for `wishart` has support over positive definite matrices :math:`S`; if :math:`S \sim W_p(\nu, \Sigma)`, then its PDF is given by: .. math:: f(S) = \frac{|S|^{\frac{\nu - p - 1}{2}}}{2^{ \frac{\nu p}{2} } |\Sigma|^\frac{\nu}{2} \Gamma_p \left ( \frac{\nu}{2} \right )} \exp\left( -tr(\Sigma^{-1} S) / 2 \right) If :math:`S \sim W_p(\nu, \Sigma)` (Wishart) then :math:`S^{-1} \sim W_p^{-1}(\nu, \Sigma^{-1})` (inverse Wishart). If the scale matrix is 1-dimensional and equal to one, then the Wishart distribution :math:`W_1(\nu, 1)` collapses to the :math:`\chi^2(\nu)` distribution. The algorithm [2]_ implemented by the `rvs` method may produce numerically singular matrices with :math:`p - 1 < \nu < p`; the user may wish to check for this condition and generate replacement samples as necessary. .. versionadded:: 0.16.0 References ---------- .. [1] M.L. Eaton, "Multivariate Statistics: A Vector Space Approach", Wiley, 1983. .. [2] W.B. Smith and R.R. Hocking, "Algorithm AS 53: Wishart Variate Generator", Applied Statistics, vol. 21, pp. 341-345, 1972. Examples -------- >>> import matplotlib.pyplot as plt >>> from scipy.stats import wishart, chi2 >>> x = np.linspace(1e-5, 8, 100) >>> w = wishart.pdf(x, df=3, scale=1); w[:5] array([ 0.00126156, 0.10892176, 0.14793434, 0.17400548, 0.1929669 ]) >>> c = chi2.pdf(x, 3); c[:5] array([ 0.00126156, 0.10892176, 0.14793434, 0.17400548, 0.1929669 ]) >>> plt.plot(x, w) The input quantiles can be any shape of array, as long as the last axis labels the components. """ def __init__(self, seed=None): super().__init__(seed) self.__doc__ = doccer.docformat(self.__doc__, wishart_docdict_params) def __call__(self, df=None, scale=None, seed=None): """Create a frozen Wishart distribution. See `wishart_frozen` for more information. """ return wishart_frozen(df, scale, seed) def _process_parameters(self, df, scale): if scale is None: scale = 1.0 scale = np.asarray(scale, dtype=float) if scale.ndim == 0: scale = scale[np.newaxis, np.newaxis] elif scale.ndim == 1: scale = np.diag(scale) elif scale.ndim == 2 and not scale.shape[0] == scale.shape[1]: raise ValueError("Array 'scale' must be square if it is two" " dimensional, but scale.scale = %s." % str(scale.shape)) elif scale.ndim > 2: raise ValueError("Array 'scale' must be at most two-dimensional," " but scale.ndim = %d" % scale.ndim) dim = scale.shape[0] if df is None: df = dim elif not np.isscalar(df): raise ValueError("Degrees of freedom must be a scalar.") elif df <= dim - 1: raise ValueError("Degrees of freedom must be greater than the " "dimension of scale matrix minus 1.") return dim, df, scale def _process_quantiles(self, x, dim): """ Adjust quantiles array so that last axis labels the components of each data point. """ x = np.asarray(x, dtype=float) if x.ndim == 0: x = x * np.eye(dim)[:, :, np.newaxis] if x.ndim == 1: if dim == 1: x = x[np.newaxis, np.newaxis, :] else: x = np.diag(x)[:, :, np.newaxis] elif x.ndim == 2: if not x.shape[0] == x.shape[1]: raise ValueError("Quantiles must be square if they are two" " dimensional, but x.shape = %s." % str(x.shape)) x = x[:, :, np.newaxis] elif x.ndim == 3: if not x.shape[0] == x.shape[1]: raise ValueError("Quantiles must be square in the first two" " dimensions if they are three dimensional" ", but x.shape = %s." % str(x.shape)) elif x.ndim > 3: raise ValueError("Quantiles must be at most two-dimensional with" " an additional dimension for multiple" "components, but x.ndim = %d" % x.ndim) # Now we have 3-dim array; should have shape [dim, dim, *] if not x.shape[0:2] == (dim, dim): raise ValueError('Quantiles have incompatible dimensions: should' ' be %s, got %s.' % ((dim, dim), x.shape[0:2])) return x def _process_size(self, size): size = np.asarray(size) if size.ndim == 0: size = size[np.newaxis] elif size.ndim > 1: raise ValueError('Size must be an integer or tuple of integers;' ' thus must have dimension <= 1.' ' Got size.ndim = %s' % str(tuple(size))) n = size.prod() shape = tuple(size) return n, shape def _logpdf(self, x, dim, df, scale, log_det_scale, C): """Log of the Wishart probability density function. Parameters ---------- x : ndarray Points at which to evaluate the log of the probability density function dim : int Dimension of the scale matrix df : int Degrees of freedom scale : ndarray Scale matrix log_det_scale : float Logarithm of the determinant of the scale matrix C : ndarray Cholesky factorization of the scale matrix, lower triagular. Notes ----- As this function does no argument checking, it should not be called directly; use 'logpdf' instead. """ # log determinant of x # Note: x has components along the last axis, so that x.T has # components alone the 0-th axis. Then since det(A) = det(A'), this # gives us a 1-dim vector of determinants # Retrieve tr(scale^{-1} x) log_det_x = np.empty(x.shape[-1]) scale_inv_x = np.empty(x.shape) tr_scale_inv_x = np.empty(x.shape[-1]) for i in range(x.shape[-1]): _, log_det_x[i] = self._cholesky_logdet(x[:, :, i]) scale_inv_x[:, :, i] = scipy.linalg.cho_solve((C, True), x[:, :, i]) tr_scale_inv_x[i] = scale_inv_x[:, :, i].trace() # Log PDF out = ((0.5 * (df - dim - 1) * log_det_x - 0.5 * tr_scale_inv_x) - (0.5 * df * dim * _LOG_2 + 0.5 * df * log_det_scale + multigammaln(0.5*df, dim))) return out def logpdf(self, x, df, scale): """Log of the Wishart probability density function. Parameters ---------- x : array_like Quantiles, with the last axis of `x` denoting the components. Each quantile must be a symmetric positive definite matrix. %(_doc_default_callparams)s Returns ------- pdf : ndarray Log of the probability density function evaluated at `x` Notes ----- %(_doc_callparams_note)s """ dim, df, scale = self._process_parameters(df, scale) x = self._process_quantiles(x, dim) # Cholesky decomposition of scale, get log(det(scale)) C, log_det_scale = self._cholesky_logdet(scale) out = self._logpdf(x, dim, df, scale, log_det_scale, C) return _squeeze_output(out) def pdf(self, x, df, scale): """Wishart probability density function. Parameters ---------- x : array_like Quantiles, with the last axis of `x` denoting the components. Each quantile must be a symmetric positive definite matrix. %(_doc_default_callparams)s Returns ------- pdf : ndarray Probability density function evaluated at `x` Notes ----- %(_doc_callparams_note)s """ return np.exp(self.logpdf(x, df, scale)) def _mean(self, dim, df, scale): """Mean of the Wishart distribution. Parameters ---------- dim : int Dimension of the scale matrix %(_doc_default_callparams)s Notes ----- As this function does no argument checking, it should not be called directly; use 'mean' instead. """ return df * scale def mean(self, df, scale): """Mean of the Wishart distribution. Parameters ---------- %(_doc_default_callparams)s Returns ------- mean : float The mean of the distribution """ dim, df, scale = self._process_parameters(df, scale) out = self._mean(dim, df, scale) return _squeeze_output(out) def _mode(self, dim, df, scale): """Mode of the Wishart distribution. Parameters ---------- dim : int Dimension of the scale matrix %(_doc_default_callparams)s Notes ----- As this function does no argument checking, it should not be called directly; use 'mode' instead. """ if df >= dim + 1: out = (df-dim-1) * scale else: out = None return out def mode(self, df, scale): """Mode of the Wishart distribution Only valid if the degrees of freedom are greater than the dimension of the scale matrix. Parameters ---------- %(_doc_default_callparams)s Returns ------- mode : float or None The Mode of the distribution """ dim, df, scale = self._process_parameters(df, scale) out = self._mode(dim, df, scale) return _squeeze_output(out) if out is not None else out def _var(self, dim, df, scale): """Variance of the Wishart distribution. Parameters ---------- dim : int Dimension of the scale matrix %(_doc_default_callparams)s Notes ----- As this function does no argument checking, it should not be called directly; use 'var' instead. """ var = scale**2 diag = scale.diagonal() # 1 x dim array var += np.outer(diag, diag) var *= df return var def var(self, df, scale): """Variance of the Wishart distribution. Parameters ---------- %(_doc_default_callparams)s Returns ------- var : float The variance of the distribution """ dim, df, scale = self._process_parameters(df, scale) out = self._var(dim, df, scale) return _squeeze_output(out) def _standard_rvs(self, n, shape, dim, df, random_state): """ Parameters ---------- n : integer Number of variates to generate shape : iterable Shape of the variates to generate dim : int Dimension of the scale matrix df : int Degrees of freedom random_state : {None, int, `numpy.random.Generator`, `numpy.random.RandomState`}, optional If `seed` is None (or `np.random`), the `numpy.random.RandomState` singleton is used. If `seed` is an int, a new ``RandomState`` instance is used, seeded with `seed`. If `seed` is already a ``Generator`` or ``RandomState`` instance then that instance is used. Notes ----- As this function does no argument checking, it should not be called directly; use 'rvs' instead. """ # Random normal variates for off-diagonal elements n_tril = dim * (dim-1) // 2 covariances = random_state.normal( size=n*n_tril).reshape(shape+(n_tril,)) # Random chi-square variates for diagonal elements variances = (np.r_[[random_state.chisquare(df-(i+1)+1, size=n)**0.5 for i in range(dim)]].reshape((dim,) + shape[::-1]).T) # Create the A matri(ces) - lower triangular A = np.zeros(shape + (dim, dim)) # Input the covariances size_idx = tuple([slice(None, None, None)]*len(shape)) tril_idx = np.tril_indices(dim, k=-1) A[size_idx + tril_idx] = covariances # Input the variances diag_idx = np.diag_indices(dim) A[size_idx + diag_idx] = variances return A def _rvs(self, n, shape, dim, df, C, random_state): """Draw random samples from a Wishart distribution. Parameters ---------- n : integer Number of variates to generate shape : iterable Shape of the variates to generate dim : int Dimension of the scale matrix df : int Degrees of freedom C : ndarray Cholesky factorization of the scale matrix, lower triangular. %(_doc_random_state)s Notes ----- As this function does no argument checking, it should not be called directly; use 'rvs' instead. """ random_state = self._get_random_state(random_state) # Calculate the matrices A, which are actually lower triangular # Cholesky factorizations of a matrix B such that B ~ W(df, I) A = self._standard_rvs(n, shape, dim, df, random_state) # Calculate SA = C A A' C', where SA ~ W(df, scale) # Note: this is the product of a (lower) (lower) (lower)' (lower)' # or, denoting B = AA', it is C B C' where C is the lower # triangular Cholesky factorization of the scale matrix. # this appears to conflict with the instructions in [1]_, which # suggest that it should be D' B D where D is the lower # triangular factorization of the scale matrix. However, it is # meant to refer to the Bartlett (1933) representation of a # Wishart random variate as L A A' L' where L is lower triangular # so it appears that understanding D' to be upper triangular # is either a typo in or misreading of [1]_. for index in np.ndindex(shape): CA = np.dot(C, A[index]) A[index] = np.dot(CA, CA.T) return A def rvs(self, df, scale, size=1, random_state=None): """Draw random samples from a Wishart distribution. Parameters ---------- %(_doc_default_callparams)s size : integer or iterable of integers, optional Number of samples to draw (default 1). %(_doc_random_state)s Returns ------- rvs : ndarray Random variates of shape (`size`) + (`dim`, `dim), where `dim` is the dimension of the scale matrix. Notes ----- %(_doc_callparams_note)s """ n, shape = self._process_size(size) dim, df, scale = self._process_parameters(df, scale) # Cholesky decomposition of scale C = scipy.linalg.cholesky(scale, lower=True) out = self._rvs(n, shape, dim, df, C, random_state) return _squeeze_output(out) def _entropy(self, dim, df, log_det_scale): """Compute the differential entropy of the Wishart. Parameters ---------- dim : int Dimension of the scale matrix df : int Degrees of freedom log_det_scale : float Logarithm of the determinant of the scale matrix Notes ----- As this function does no argument checking, it should not be called directly; use 'entropy' instead. """ return ( 0.5 * (dim+1) * log_det_scale + 0.5 * dim * (dim+1) * _LOG_2 + multigammaln(0.5*df, dim) - 0.5 * (df - dim - 1) * np.sum( [psi(0.5*(df + 1 - (i+1))) for i in range(dim)] ) + 0.5 * df * dim ) def entropy(self, df, scale): """Compute the differential entropy of the Wishart. Parameters ---------- %(_doc_default_callparams)s Returns ------- h : scalar Entropy of the Wishart distribution Notes ----- %(_doc_callparams_note)s """ dim, df, scale = self._process_parameters(df, scale) _, log_det_scale = self._cholesky_logdet(scale) return self._entropy(dim, df, log_det_scale) def _cholesky_logdet(self, scale): """Compute Cholesky decomposition and determine (log(det(scale)). Parameters ---------- scale : ndarray Scale matrix. Returns ------- c_decomp : ndarray The Cholesky decomposition of `scale`. logdet : scalar The log of the determinant of `scale`. Notes ----- This computation of ``logdet`` is equivalent to ``np.linalg.slogdet(scale)``. It is ~2x faster though. """ c_decomp = scipy.linalg.cholesky(scale, lower=True) logdet = 2 * np.sum(np.log(c_decomp.diagonal())) return c_decomp, logdet wishart = wishart_gen() class wishart_frozen(multi_rv_frozen): """Create a frozen Wishart distribution. Parameters ---------- df : array_like Degrees of freedom of the distribution scale : array_like Scale matrix of the distribution seed : {None, int, `numpy.random.Generator`, `numpy.random.RandomState`}, optional If `seed` is None (or `np.random`), the `numpy.random.RandomState` singleton is used. If `seed` is an int, a new ``RandomState`` instance is used, seeded with `seed`. If `seed` is already a ``Generator`` or ``RandomState`` instance then that instance is used. """ def __init__(self, df, scale, seed=None): self._dist = wishart_gen(seed) self.dim, self.df, self.scale = self._dist._process_parameters( df, scale) self.C, self.log_det_scale = self._dist._cholesky_logdet(self.scale) def logpdf(self, x): x = self._dist._process_quantiles(x, self.dim) out = self._dist._logpdf(x, self.dim, self.df, self.scale, self.log_det_scale, self.C) return _squeeze_output(out) def pdf(self, x): return np.exp(self.logpdf(x)) def mean(self): out = self._dist._mean(self.dim, self.df, self.scale) return _squeeze_output(out) def mode(self): out = self._dist._mode(self.dim, self.df, self.scale) return _squeeze_output(out) if out is not None else out def var(self): out = self._dist._var(self.dim, self.df, self.scale) return _squeeze_output(out) def rvs(self, size=1, random_state=None): n, shape = self._dist._process_size(size) out = self._dist._rvs(n, shape, self.dim, self.df, self.C, random_state) return _squeeze_output(out) def entropy(self): return self._dist._entropy(self.dim, self.df, self.log_det_scale) # Set frozen generator docstrings from corresponding docstrings in # Wishart and fill in default strings in class docstrings for name in ['logpdf', 'pdf', 'mean', 'mode', 'var', 'rvs', 'entropy']: method = wishart_gen.__dict__[name] method_frozen = wishart_frozen.__dict__[name] method_frozen.__doc__ = doccer.docformat( method.__doc__, wishart_docdict_noparams) method.__doc__ = doccer.docformat(method.__doc__, wishart_docdict_params) def _cho_inv_batch(a, check_finite=True): """ Invert the matrices a_i, using a Cholesky factorization of A, where a_i resides in the last two dimensions of a and the other indices describe the index i. Overwrites the data in a. Parameters ---------- a : array Array of matrices to invert, where the matrices themselves are stored in the last two dimensions. check_finite : bool, optional Whether to check that the input matrices contain only finite numbers. Disabling may give a performance gain, but may result in problems (crashes, non-termination) if the inputs do contain infinities or NaNs. Returns ------- x : array Array of inverses of the matrices ``a_i``. See Also -------- scipy.linalg.cholesky : Cholesky factorization of a matrix """ if check_finite: a1 = asarray_chkfinite(a) else: a1 = asarray(a) if len(a1.shape) < 2 or a1.shape[-2] != a1.shape[-1]: raise ValueError('expected square matrix in last two dimensions') potrf, potri = get_lapack_funcs(('potrf', 'potri'), (a1,)) triu_rows, triu_cols = np.triu_indices(a.shape[-2], k=1) for index in np.ndindex(a1.shape[:-2]): # Cholesky decomposition a1[index], info = potrf(a1[index], lower=True, overwrite_a=False, clean=False) if info > 0: raise LinAlgError("%d-th leading minor not positive definite" % info) if info < 0: raise ValueError('illegal value in %d-th argument of internal' ' potrf' % -info) # Inversion a1[index], info = potri(a1[index], lower=True, overwrite_c=False) if info > 0: raise LinAlgError("the inverse could not be computed") if info < 0: raise ValueError('illegal value in %d-th argument of internal' ' potrf' % -info) # Make symmetric (dpotri only fills in the lower triangle) a1[index][triu_rows, triu_cols] = a1[index][triu_cols, triu_rows] return a1 class invwishart_gen(wishart_gen): r"""An inverse Wishart random variable. The `df` keyword specifies the degrees of freedom. The `scale` keyword specifies the scale matrix, which must be symmetric and positive definite. In this context, the scale matrix is often interpreted in terms of a multivariate normal covariance matrix. Methods ------- ``pdf(x, df, scale)`` Probability density function. ``logpdf(x, df, scale)`` Log of the probability density function. ``rvs(df, scale, size=1, random_state=None)`` Draw random samples from an inverse Wishart distribution. Parameters ---------- x : array_like Quantiles, with the last axis of `x` denoting the components. %(_doc_default_callparams)s %(_doc_random_state)s Alternatively, the object may be called (as a function) to fix the degrees of freedom and scale parameters, returning a "frozen" inverse Wishart random variable: rv = invwishart(df=1, scale=1) - Frozen object with the same methods but holding the given degrees of freedom and scale fixed. See Also -------- wishart Notes ----- %(_doc_callparams_note)s The scale matrix `scale` must be a symmetric positive definite matrix. Singular matrices, including the symmetric positive semi-definite case, are not supported. The inverse Wishart distribution is often denoted .. math:: W_p^{-1}(\nu, \Psi) where :math:`\nu` is the degrees of freedom and :math:`\Psi` is the :math:`p \times p` scale matrix. The probability density function for `invwishart` has support over positive definite matrices :math:`S`; if :math:`S \sim W^{-1}_p(\nu, \Sigma)`, then its PDF is given by: .. math:: f(S) = \frac{|\Sigma|^\frac{\nu}{2}}{2^{ \frac{\nu p}{2} } |S|^{\frac{\nu + p + 1}{2}} \Gamma_p \left(\frac{\nu}{2} \right)} \exp\left( -tr(\Sigma S^{-1}) / 2 \right) If :math:`S \sim W_p^{-1}(\nu, \Psi)` (inverse Wishart) then :math:`S^{-1} \sim W_p(\nu, \Psi^{-1})` (Wishart). If the scale matrix is 1-dimensional and equal to one, then the inverse Wishart distribution :math:`W_1(\nu, 1)` collapses to the inverse Gamma distribution with parameters shape = :math:`\frac{\nu}{2}` and scale = :math:`\frac{1}{2}`. .. versionadded:: 0.16.0 References ---------- .. [1] M.L. Eaton, "Multivariate Statistics: A Vector Space Approach", Wiley, 1983. .. [2] M.C. Jones, "Generating Inverse Wishart Matrices", Communications in Statistics - Simulation and Computation, vol. 14.2, pp.511-514, 1985. Examples -------- >>> import matplotlib.pyplot as plt >>> from scipy.stats import invwishart, invgamma >>> x = np.linspace(0.01, 1, 100) >>> iw = invwishart.pdf(x, df=6, scale=1) >>> iw[:3] array([ 1.20546865e-15, 5.42497807e-06, 4.45813929e-03]) >>> ig = invgamma.pdf(x, 6/2., scale=1./2) >>> ig[:3] array([ 1.20546865e-15, 5.42497807e-06, 4.45813929e-03]) >>> plt.plot(x, iw) The input quantiles can be any shape of array, as long as the last axis labels the components. """ def __init__(self, seed=None): super().__init__(seed) self.__doc__ = doccer.docformat(self.__doc__, wishart_docdict_params) def __call__(self, df=None, scale=None, seed=None): """Create a frozen inverse Wishart distribution. See `invwishart_frozen` for more information. """ return invwishart_frozen(df, scale, seed) def _logpdf(self, x, dim, df, scale, log_det_scale): """Log of the inverse Wishart probability density function. Parameters ---------- x : ndarray Points at which to evaluate the log of the probability density function. dim : int Dimension of the scale matrix df : int Degrees of freedom scale : ndarray Scale matrix log_det_scale : float Logarithm of the determinant of the scale matrix Notes ----- As this function does no argument checking, it should not be called directly; use 'logpdf' instead. """ log_det_x = np.empty(x.shape[-1]) x_inv = np.copy(x).T if dim > 1: _cho_inv_batch(x_inv) # works in-place else: x_inv = 1./x_inv tr_scale_x_inv = np.empty(x.shape[-1]) for i in range(x.shape[-1]): C, lower = scipy.linalg.cho_factor(x[:, :, i], lower=True) log_det_x[i] = 2 * np.sum(np.log(C.diagonal())) tr_scale_x_inv[i] = np.dot(scale, x_inv[i]).trace() # Log PDF out = ((0.5 * df * log_det_scale - 0.5 * tr_scale_x_inv) - (0.5 * df * dim * _LOG_2 + 0.5 * (df + dim + 1) * log_det_x) - multigammaln(0.5*df, dim)) return out def logpdf(self, x, df, scale): """Log of the inverse Wishart probability density function. Parameters ---------- x : array_like Quantiles, with the last axis of `x` denoting the components. Each quantile must be a symmetric positive definite matrix. %(_doc_default_callparams)s Returns ------- pdf : ndarray Log of the probability density function evaluated at `x` Notes ----- %(_doc_callparams_note)s """ dim, df, scale = self._process_parameters(df, scale) x = self._process_quantiles(x, dim) _, log_det_scale = self._cholesky_logdet(scale) out = self._logpdf(x, dim, df, scale, log_det_scale) return _squeeze_output(out) def pdf(self, x, df, scale): """Inverse Wishart probability density function. Parameters ---------- x : array_like Quantiles, with the last axis of `x` denoting the components. Each quantile must be a symmetric positive definite matrix. %(_doc_default_callparams)s Returns ------- pdf : ndarray Probability density function evaluated at `x` Notes ----- %(_doc_callparams_note)s """ return np.exp(self.logpdf(x, df, scale)) def _mean(self, dim, df, scale): """Mean of the inverse Wishart distribution. Parameters ---------- dim : int Dimension of the scale matrix %(_doc_default_callparams)s Notes ----- As this function does no argument checking, it should not be called directly; use 'mean' instead. """ if df > dim + 1: out = scale / (df - dim - 1) else: out = None return out def mean(self, df, scale): """Mean of the inverse Wishart distribution. Only valid if the degrees of freedom are greater than the dimension of the scale matrix plus one. Parameters ---------- %(_doc_default_callparams)s Returns ------- mean : float or None The mean of the distribution """ dim, df, scale = self._process_parameters(df, scale) out = self._mean(dim, df, scale) return _squeeze_output(out) if out is not None else out def _mode(self, dim, df, scale): """Mode of the inverse Wishart distribution. Parameters ---------- dim : int Dimension of the scale matrix %(_doc_default_callparams)s Notes ----- As this function does no argument checking, it should not be called directly; use 'mode' instead. """ return scale / (df + dim + 1) def mode(self, df, scale): """Mode of the inverse Wishart distribution. Parameters ---------- %(_doc_default_callparams)s Returns ------- mode : float The Mode of the distribution """ dim, df, scale = self._process_parameters(df, scale) out = self._mode(dim, df, scale) return _squeeze_output(out) def _var(self, dim, df, scale): """Variance of the inverse Wishart distribution. Parameters ---------- dim : int Dimension of the scale matrix %(_doc_default_callparams)s Notes ----- As this function does no argument checking, it should not be called directly; use 'var' instead. """ if df > dim + 3: var = (df - dim + 1) * scale**2 diag = scale.diagonal() # 1 x dim array var += (df - dim - 1) * np.outer(diag, diag) var /= (df - dim) * (df - dim - 1)**2 * (df - dim - 3) else: var = None return var def var(self, df, scale): """Variance of the inverse Wishart distribution. Only valid if the degrees of freedom are greater than the dimension of the scale matrix plus three. Parameters ---------- %(_doc_default_callparams)s Returns ------- var : float The variance of the distribution """ dim, df, scale = self._process_parameters(df, scale) out = self._var(dim, df, scale) return _squeeze_output(out) if out is not None else out def _rvs(self, n, shape, dim, df, C, random_state): """Draw random samples from an inverse Wishart distribution. Parameters ---------- n : integer Number of variates to generate shape : iterable Shape of the variates to generate dim : int Dimension of the scale matrix df : int Degrees of freedom C : ndarray Cholesky factorization of the scale matrix, lower triagular. %(_doc_random_state)s Notes ----- As this function does no argument checking, it should not be called directly; use 'rvs' instead. """ random_state = self._get_random_state(random_state) # Get random draws A such that A ~ W(df, I) A = super()._standard_rvs(n, shape, dim, df, random_state) # Calculate SA = (CA)'^{-1} (CA)^{-1} ~ iW(df, scale) eye = np.eye(dim) trtrs = get_lapack_funcs(('trtrs'), (A,)) for index in np.ndindex(A.shape[:-2]): # Calculate CA CA = np.dot(C, A[index]) # Get (C A)^{-1} via triangular solver if dim > 1: CA, info = trtrs(CA, eye, lower=True) if info > 0: raise LinAlgError("Singular matrix.") if info < 0: raise ValueError('Illegal value in %d-th argument of' ' internal trtrs' % -info) else: CA = 1. / CA # Get SA A[index] = np.dot(CA.T, CA) return A def rvs(self, df, scale, size=1, random_state=None): """Draw random samples from an inverse Wishart distribution. Parameters ---------- %(_doc_default_callparams)s size : integer or iterable of integers, optional Number of samples to draw (default 1). %(_doc_random_state)s Returns ------- rvs : ndarray Random variates of shape (`size`) + (`dim`, `dim), where `dim` is the dimension of the scale matrix. Notes ----- %(_doc_callparams_note)s """ n, shape = self._process_size(size) dim, df, scale = self._process_parameters(df, scale) # Invert the scale eye = np.eye(dim) L, lower = scipy.linalg.cho_factor(scale, lower=True) inv_scale = scipy.linalg.cho_solve((L, lower), eye) # Cholesky decomposition of inverted scale C = scipy.linalg.cholesky(inv_scale, lower=True) out = self._rvs(n, shape, dim, df, C, random_state) return _squeeze_output(out) def entropy(self): # Need to find reference for inverse Wishart entropy raise AttributeError invwishart = invwishart_gen() class invwishart_frozen(multi_rv_frozen): def __init__(self, df, scale, seed=None): """Create a frozen inverse Wishart distribution. Parameters ---------- df : array_like Degrees of freedom of the distribution scale : array_like Scale matrix of the distribution seed : {None, int, `numpy.random.Generator`}, optional If `seed` is None the `numpy.random.Generator` singleton is used. If `seed` is an int, a new ``Generator`` instance is used, seeded with `seed`. If `seed` is already a ``Generator`` instance then that instance is used. """ self._dist = invwishart_gen(seed) self.dim, self.df, self.scale = self._dist._process_parameters( df, scale ) # Get the determinant via Cholesky factorization C, lower = scipy.linalg.cho_factor(self.scale, lower=True) self.log_det_scale = 2 * np.sum(np.log(C.diagonal())) # Get the inverse using the Cholesky factorization eye = np.eye(self.dim) self.inv_scale = scipy.linalg.cho_solve((C, lower), eye) # Get the Cholesky factorization of the inverse scale self.C = scipy.linalg.cholesky(self.inv_scale, lower=True) def logpdf(self, x): x = self._dist._process_quantiles(x, self.dim) out = self._dist._logpdf(x, self.dim, self.df, self.scale, self.log_det_scale) return _squeeze_output(out) def pdf(self, x): return np.exp(self.logpdf(x)) def mean(self): out = self._dist._mean(self.dim, self.df, self.scale) return _squeeze_output(out) if out is not None else out def mode(self): out = self._dist._mode(self.dim, self.df, self.scale) return _squeeze_output(out) def var(self): out = self._dist._var(self.dim, self.df, self.scale) return _squeeze_output(out) if out is not None else out def rvs(self, size=1, random_state=None): n, shape = self._dist._process_size(size) out = self._dist._rvs(n, shape, self.dim, self.df, self.C, random_state) return _squeeze_output(out) def entropy(self): # Need to find reference for inverse Wishart entropy raise AttributeError # Set frozen generator docstrings from corresponding docstrings in # inverse Wishart and fill in default strings in class docstrings for name in ['logpdf', 'pdf', 'mean', 'mode', 'var', 'rvs']: method = invwishart_gen.__dict__[name] method_frozen = wishart_frozen.__dict__[name] method_frozen.__doc__ = doccer.docformat( method.__doc__, wishart_docdict_noparams) method.__doc__ = doccer.docformat(method.__doc__, wishart_docdict_params) _multinomial_doc_default_callparams = """\ n : int Number of trials p : array_like Probability of a trial falling into each category; should sum to 1 """ _multinomial_doc_callparams_note = \ """`n` should be a positive integer. Each element of `p` should be in the interval :math:`[0,1]` and the elements should sum to 1. If they do not sum to 1, the last element of the `p` array is not used and is replaced with the remaining probability left over from the earlier elements. """ _multinomial_doc_frozen_callparams = "" _multinomial_doc_frozen_callparams_note = \ """See class definition for a detailed description of parameters.""" multinomial_docdict_params = { '_doc_default_callparams': _multinomial_doc_default_callparams, '_doc_callparams_note': _multinomial_doc_callparams_note, '_doc_random_state': _doc_random_state } multinomial_docdict_noparams = { '_doc_default_callparams': _multinomial_doc_frozen_callparams, '_doc_callparams_note': _multinomial_doc_frozen_callparams_note, '_doc_random_state': _doc_random_state } class multinomial_gen(multi_rv_generic): r"""A multinomial random variable. Methods ------- ``pmf(x, n, p)`` Probability mass function. ``logpmf(x, n, p)`` Log of the probability mass function. ``rvs(n, p, size=1, random_state=None)`` Draw random samples from a multinomial distribution. ``entropy(n, p)`` Compute the entropy of the multinomial distribution. ``cov(n, p)`` Compute the covariance matrix of the multinomial distribution. Parameters ---------- x : array_like Quantiles, with the last axis of `x` denoting the components. %(_doc_default_callparams)s %(_doc_random_state)s Notes ----- %(_doc_callparams_note)s Alternatively, the object may be called (as a function) to fix the `n` and `p` parameters, returning a "frozen" multinomial random variable: The probability mass function for `multinomial` is .. math:: f(x) = \frac{n!}{x_1! \cdots x_k!} p_1^{x_1} \cdots p_k^{x_k}, supported on :math:`x=(x_1, \ldots, x_k)` where each :math:`x_i` is a nonnegative integer and their sum is :math:`n`. .. versionadded:: 0.19.0 Examples -------- >>> from scipy.stats import multinomial >>> rv = multinomial(8, [0.3, 0.2, 0.5]) >>> rv.pmf([1, 3, 4]) 0.042000000000000072 The multinomial distribution for :math:`k=2` is identical to the corresponding binomial distribution (tiny numerical differences notwithstanding): >>> from scipy.stats import binom >>> multinomial.pmf([3, 4], n=7, p=[0.4, 0.6]) 0.29030399999999973 >>> binom.pmf(3, 7, 0.4) 0.29030400000000012 The functions ``pmf``, ``logpmf``, ``entropy``, and ``cov`` support broadcasting, under the convention that the vector parameters (``x`` and ``p``) are interpreted as if each row along the last axis is a single object. For instance: >>> multinomial.pmf([[3, 4], [3, 5]], n=[7, 8], p=[.3, .7]) array([0.2268945, 0.25412184]) Here, ``x.shape == (2, 2)``, ``n.shape == (2,)``, and ``p.shape == (2,)``, but following the rules mentioned above they behave as if the rows ``[3, 4]`` and ``[3, 5]`` in ``x`` and ``[.3, .7]`` in ``p`` were a single object, and as if we had ``x.shape = (2,)``, ``n.shape = (2,)``, and ``p.shape = ()``. To obtain the individual elements without broadcasting, we would do this: >>> multinomial.pmf([3, 4], n=7, p=[.3, .7]) 0.2268945 >>> multinomial.pmf([3, 5], 8, p=[.3, .7]) 0.25412184 This broadcasting also works for ``cov``, where the output objects are square matrices of size ``p.shape[-1]``. For example: >>> multinomial.cov([4, 5], [[.3, .7], [.4, .6]]) array([[[ 0.84, -0.84], [-0.84, 0.84]], [[ 1.2 , -1.2 ], [-1.2 , 1.2 ]]]) In this example, ``n.shape == (2,)`` and ``p.shape == (2, 2)``, and following the rules above, these broadcast as if ``p.shape == (2,)``. Thus the result should also be of shape ``(2,)``, but since each output is a :math:`2 \times 2` matrix, the result in fact has shape ``(2, 2, 2)``, where ``result[0]`` is equal to ``multinomial.cov(n=4, p=[.3, .7])`` and ``result[1]`` is equal to ``multinomial.cov(n=5, p=[.4, .6])``. See also -------- scipy.stats.binom : The binomial distribution. numpy.random.Generator.multinomial : Sampling from the multinomial distribution. scipy.stats.multivariate_hypergeom : The multivariate hypergeometric distribution. """ # noqa: E501 def __init__(self, seed=None): super().__init__(seed) self.__doc__ = \ doccer.docformat(self.__doc__, multinomial_docdict_params) def __call__(self, n, p, seed=None): """Create a frozen multinomial distribution. See `multinomial_frozen` for more information. """ return multinomial_frozen(n, p, seed) def _process_parameters(self, n, p): """Returns: n_, p_, npcond. n_ and p_ are arrays of the correct shape; npcond is a boolean array flagging values out of the domain. """ p = np.array(p, dtype=np.float64, copy=True) p[..., -1] = 1. - p[..., :-1].sum(axis=-1) # true for bad p pcond = np.any(p < 0, axis=-1) pcond |= np.any(p > 1, axis=-1) n = np.array(n, dtype=np.int_, copy=True) # true for bad n ncond = n <= 0 return n, p, ncond | pcond def _process_quantiles(self, x, n, p): """Returns: x_, xcond. x_ is an int array; xcond is a boolean array flagging values out of the domain. """ xx = np.asarray(x, dtype=np.int_) if xx.ndim == 0: raise ValueError("x must be an array.") if xx.size != 0 and not xx.shape[-1] == p.shape[-1]: raise ValueError("Size of each quantile should be size of p: " "received %d, but expected %d." % (xx.shape[-1], p.shape[-1])) # true for x out of the domain cond = np.any(xx != x, axis=-1) cond |= np.any(xx < 0, axis=-1) cond = cond | (np.sum(xx, axis=-1) != n) return xx, cond def _checkresult(self, result, cond, bad_value): result = np.asarray(result) if cond.ndim != 0: result[cond] = bad_value elif cond: if result.ndim == 0: return bad_value result[...] = bad_value return result def _logpmf(self, x, n, p): return gammaln(n+1) + np.sum(xlogy(x, p) - gammaln(x+1), axis=-1) def logpmf(self, x, n, p): """Log of the Multinomial probability mass function. Parameters ---------- x : array_like Quantiles, with the last axis of `x` denoting the components. %(_doc_default_callparams)s Returns ------- logpmf : ndarray or scalar Log of the probability mass function evaluated at `x` Notes ----- %(_doc_callparams_note)s """ n, p, npcond = self._process_parameters(n, p) x, xcond = self._process_quantiles(x, n, p) result = self._logpmf(x, n, p) # replace values for which x was out of the domain; broadcast # xcond to the right shape xcond_ = xcond | np.zeros(npcond.shape, dtype=np.bool_) result = self._checkresult(result, xcond_, np.NINF) # replace values bad for n or p; broadcast npcond to the right shape npcond_ = npcond | np.zeros(xcond.shape, dtype=np.bool_) return self._checkresult(result, npcond_, np.NAN) def pmf(self, x, n, p): """Multinomial probability mass function. Parameters ---------- x : array_like Quantiles, with the last axis of `x` denoting the components. %(_doc_default_callparams)s Returns ------- pmf : ndarray or scalar Probability density function evaluated at `x` Notes ----- %(_doc_callparams_note)s """ return np.exp(self.logpmf(x, n, p)) def mean(self, n, p): """Mean of the Multinomial distribution. Parameters ---------- %(_doc_default_callparams)s Returns ------- mean : float The mean of the distribution """ n, p, npcond = self._process_parameters(n, p) result = n[..., np.newaxis]*p return self._checkresult(result, npcond, np.NAN) def cov(self, n, p): """Covariance matrix of the multinomial distribution. Parameters ---------- %(_doc_default_callparams)s Returns ------- cov : ndarray The covariance matrix of the distribution """ n, p, npcond = self._process_parameters(n, p) nn = n[..., np.newaxis, np.newaxis] result = nn * np.einsum('...j,...k->...jk', -p, p) # change the diagonal for i in range(p.shape[-1]): result[..., i, i] += n*p[..., i] return self._checkresult(result, npcond, np.nan) def entropy(self, n, p): r"""Compute the entropy of the multinomial distribution. The entropy is computed using this expression: .. math:: f(x) = - \log n! - n\sum_{i=1}^k p_i \log p_i + \sum_{i=1}^k \sum_{x=0}^n \binom n x p_i^x(1-p_i)^{n-x} \log x! Parameters ---------- %(_doc_default_callparams)s Returns ------- h : scalar Entropy of the Multinomial distribution Notes ----- %(_doc_callparams_note)s """ n, p, npcond = self._process_parameters(n, p) x = np.r_[1:np.max(n)+1] term1 = n*np.sum(entr(p), axis=-1) term1 -= gammaln(n+1) n = n[..., np.newaxis] new_axes_needed = max(p.ndim, n.ndim) - x.ndim + 1 x.shape += (1,)*new_axes_needed term2 = np.sum(binom.pmf(x, n, p)*gammaln(x+1), axis=(-1, -1-new_axes_needed)) return self._checkresult(term1 + term2, npcond, np.nan) def rvs(self, n, p, size=None, random_state=None): """Draw random samples from a Multinomial distribution. Parameters ---------- %(_doc_default_callparams)s size : integer or iterable of integers, optional Number of samples to draw (default 1). %(_doc_random_state)s Returns ------- rvs : ndarray or scalar Random variates of shape (`size`, `len(p)`) Notes ----- %(_doc_callparams_note)s """ n, p, npcond = self._process_parameters(n, p) random_state = self._get_random_state(random_state) return random_state.multinomial(n, p, size) multinomial = multinomial_gen() class multinomial_frozen(multi_rv_frozen): r"""Create a frozen Multinomial distribution. Parameters ---------- n : int number of trials p: array_like probability of a trial falling into each category; should sum to 1 seed : {None, int, `numpy.random.Generator`, `numpy.random.RandomState`}, optional If `seed` is None (or `np.random`), the `numpy.random.RandomState` singleton is used. If `seed` is an int, a new ``RandomState`` instance is used, seeded with `seed`. If `seed` is already a ``Generator`` or ``RandomState`` instance then that instance is used. """ def __init__(self, n, p, seed=None): self._dist = multinomial_gen(seed) self.n, self.p, self.npcond = self._dist._process_parameters(n, p) # monkey patch self._dist def _process_parameters(n, p): return self.n, self.p, self.npcond self._dist._process_parameters = _process_parameters def logpmf(self, x): return self._dist.logpmf(x, self.n, self.p) def pmf(self, x): return self._dist.pmf(x, self.n, self.p) def mean(self): return self._dist.mean(self.n, self.p) def cov(self): return self._dist.cov(self.n, self.p) def entropy(self): return self._dist.entropy(self.n, self.p) def rvs(self, size=1, random_state=None): return self._dist.rvs(self.n, self.p, size, random_state) # Set frozen generator docstrings from corresponding docstrings in # multinomial and fill in default strings in class docstrings for name in ['logpmf', 'pmf', 'mean', 'cov', 'rvs']: method = multinomial_gen.__dict__[name] method_frozen = multinomial_frozen.__dict__[name] method_frozen.__doc__ = doccer.docformat( method.__doc__, multinomial_docdict_noparams) method.__doc__ = doccer.docformat(method.__doc__, multinomial_docdict_params) class special_ortho_group_gen(multi_rv_generic): r"""A matrix-valued SO(N) random variable. Return a random rotation matrix, drawn from the Haar distribution (the only uniform distribution on SO(n)). The `dim` keyword specifies the dimension N. Methods ------- ``rvs(dim=None, size=1, random_state=None)`` Draw random samples from SO(N). Parameters ---------- dim : scalar Dimension of matrices Notes ----- This class is wrapping the random_rot code from the MDP Toolkit, https://github.com/mdp-toolkit/mdp-toolkit Return a random rotation matrix, drawn from the Haar distribution (the only uniform distribution on SO(n)). The algorithm is described in the paper Stewart, G.W., "The efficient generation of random orthogonal matrices with an application to condition estimators", SIAM Journal on Numerical Analysis, 17(3), pp. 403-409, 1980. For more information see https://en.wikipedia.org/wiki/Orthogonal_matrix#Randomization See also the similar `ortho_group`. For a random rotation in three dimensions, see `scipy.spatial.transform.Rotation.random`. Examples -------- >>> from scipy.stats import special_ortho_group >>> x = special_ortho_group.rvs(3) >>> np.dot(x, x.T) array([[ 1.00000000e+00, 1.13231364e-17, -2.86852790e-16], [ 1.13231364e-17, 1.00000000e+00, -1.46845020e-16], [ -2.86852790e-16, -1.46845020e-16, 1.00000000e+00]]) >>> import scipy.linalg >>> scipy.linalg.det(x) 1.0 This generates one random matrix from SO(3). It is orthogonal and has a determinant of 1. See Also -------- ortho_group, scipy.spatial.transform.Rotation.random """ def __init__(self, seed=None): super().__init__(seed) self.__doc__ = doccer.docformat(self.__doc__) def __call__(self, dim=None, seed=None): """Create a frozen SO(N) distribution. See `special_ortho_group_frozen` for more information. """ return special_ortho_group_frozen(dim, seed=seed) def _process_parameters(self, dim): """Dimension N must be specified; it cannot be inferred.""" if dim is None or not np.isscalar(dim) or dim <= 1 or dim != int(dim): raise ValueError("""Dimension of rotation must be specified, and must be a scalar greater than 1.""") return dim def rvs(self, dim, size=1, random_state=None): """Draw random samples from SO(N). Parameters ---------- dim : integer Dimension of rotation space (N). size : integer, optional Number of samples to draw (default 1). Returns ------- rvs : ndarray or scalar Random size N-dimensional matrices, dimension (size, dim, dim) """ random_state = self._get_random_state(random_state) size = int(size) if size > 1: return np.array([self.rvs(dim, size=1, random_state=random_state) for i in range(size)]) dim = self._process_parameters(dim) H = np.eye(dim) D = np.empty((dim,)) for n in range(dim-1): x = random_state.normal(size=(dim-n,)) norm2 = np.dot(x, x) x0 = x[0].item() D[n] = np.sign(x[0]) if x[0] != 0 else 1 x[0] += D[n]*np.sqrt(norm2) x /= np.sqrt((norm2 - x0**2 + x[0]**2) / 2.) # Householder transformation H[:, n:] -= np.outer(np.dot(H[:, n:], x), x) D[-1] = (-1)**(dim-1)*D[:-1].prod() # Equivalent to np.dot(np.diag(D), H) but faster, apparently H = (D*H.T).T return H special_ortho_group = special_ortho_group_gen() class special_ortho_group_frozen(multi_rv_frozen): def __init__(self, dim=None, seed=None): """Create a frozen SO(N) distribution. Parameters ---------- dim : scalar Dimension of matrices seed : {None, int, `numpy.random.Generator`, `numpy.random.RandomState`}, optional If `seed` is None (or `np.random`), the `numpy.random.RandomState` singleton is used. If `seed` is an int, a new ``RandomState`` instance is used, seeded with `seed`. If `seed` is already a ``Generator`` or ``RandomState`` instance then that instance is used. Examples -------- >>> from scipy.stats import special_ortho_group >>> g = special_ortho_group(5) >>> x = g.rvs() """ self._dist = special_ortho_group_gen(seed) self.dim = self._dist._process_parameters(dim) def rvs(self, size=1, random_state=None): return self._dist.rvs(self.dim, size, random_state) class ortho_group_gen(multi_rv_generic): r"""A matrix-valued O(N) random variable. Return a random orthogonal matrix, drawn from the O(N) Haar distribution (the only uniform distribution on O(N)). The `dim` keyword specifies the dimension N. Methods ------- ``rvs(dim=None, size=1, random_state=None)`` Draw random samples from O(N). Parameters ---------- dim : scalar Dimension of matrices Notes ----- This class is closely related to `special_ortho_group`. Some care is taken to avoid numerical error, as per the paper by Mezzadri. References ---------- .. [1] F. Mezzadri, "How to generate random matrices from the classical compact groups", :arXiv:`math-ph/0609050v2`. Examples -------- >>> from scipy.stats import ortho_group >>> x = ortho_group.rvs(3) >>> np.dot(x, x.T) array([[ 1.00000000e+00, 1.13231364e-17, -2.86852790e-16], [ 1.13231364e-17, 1.00000000e+00, -1.46845020e-16], [ -2.86852790e-16, -1.46845020e-16, 1.00000000e+00]]) >>> import scipy.linalg >>> np.fabs(scipy.linalg.det(x)) 1.0 This generates one random matrix from O(3). It is orthogonal and has a determinant of +1 or -1. """ def __init__(self, seed=None): super().__init__(seed) self.__doc__ = doccer.docformat(self.__doc__) def _process_parameters(self, dim): """Dimension N must be specified; it cannot be inferred.""" if dim is None or not np.isscalar(dim) or dim <= 1 or dim != int(dim): raise ValueError("Dimension of rotation must be specified," "and must be a scalar greater than 1.") return dim def rvs(self, dim, size=1, random_state=None): """Draw random samples from O(N). Parameters ---------- dim : integer Dimension of rotation space (N). size : integer, optional Number of samples to draw (default 1). Returns ------- rvs : ndarray or scalar Random size N-dimensional matrices, dimension (size, dim, dim) """ random_state = self._get_random_state(random_state) size = int(size) if size > 1: return np.array([self.rvs(dim, size=1, random_state=random_state) for i in range(size)]) dim = self._process_parameters(dim) H = np.eye(dim) for n in range(dim): x = random_state.normal(size=(dim-n,)) norm2 = np.dot(x, x) x0 = x[0].item() # random sign, 50/50, but chosen carefully to avoid roundoff error D = np.sign(x[0]) if x[0] != 0 else 1 x[0] += D * np.sqrt(norm2) x /= np.sqrt((norm2 - x0**2 + x[0]**2) / 2.) # Householder transformation H[:, n:] = -D * (H[:, n:] - np.outer(np.dot(H[:, n:], x), x)) return H ortho_group = ortho_group_gen() class random_correlation_gen(multi_rv_generic): r"""A random correlation matrix. Return a random correlation matrix, given a vector of eigenvalues. The `eigs` keyword specifies the eigenvalues of the correlation matrix, and implies the dimension. Methods ------- ``rvs(eigs=None, random_state=None)`` Draw random correlation matrices, all with eigenvalues eigs. Parameters ---------- eigs : 1d ndarray Eigenvalues of correlation matrix. Notes ----- Generates a random correlation matrix following a numerically stable algorithm spelled out by Davies & Higham. This algorithm uses a single O(N) similarity transformation to construct a symmetric positive semi-definite matrix, and applies a series of Givens rotations to scale it to have ones on the diagonal. References ---------- .. [1] Davies, Philip I; Higham, Nicholas J; "Numerically stable generation of correlation matrices and their factors", BIT 2000, Vol. 40, No. 4, pp. 640 651 Examples -------- >>> from scipy.stats import random_correlation >>> rng = np.random.default_rng() >>> x = random_correlation.rvs((.5, .8, 1.2, 1.5), random_state=rng) >>> x array([[ 1. , -0.07198934, -0.20411041, -0.24385796], [-0.07198934, 1. , 0.12968613, -0.29471382], [-0.20411041, 0.12968613, 1. , 0.2828693 ], [-0.24385796, -0.29471382, 0.2828693 , 1. ]]) >>> import scipy.linalg >>> e, v = scipy.linalg.eigh(x) >>> e array([ 0.5, 0.8, 1.2, 1.5]) """ def __init__(self, seed=None): super().__init__(seed) self.__doc__ = doccer.docformat(self.__doc__) def _process_parameters(self, eigs, tol): eigs = np.asarray(eigs, dtype=float) dim = eigs.size if eigs.ndim != 1 or eigs.shape[0] != dim or dim <= 1: raise ValueError("Array 'eigs' must be a vector of length " "greater than 1.") if np.fabs(np.sum(eigs) - dim) > tol: raise ValueError("Sum of eigenvalues must equal dimensionality.") for x in eigs: if x < -tol: raise ValueError("All eigenvalues must be non-negative.") return dim, eigs def _givens_to_1(self, aii, ajj, aij): """Computes a 2x2 Givens matrix to put 1's on the diagonal. The input matrix is a 2x2 symmetric matrix M = [ aii aij ; aij ajj ]. The output matrix g is a 2x2 anti-symmetric matrix of the form [ c s ; -s c ]; the elements c and s are returned. Applying the output matrix to the input matrix (as b=g.T M g) results in a matrix with bii=1, provided tr(M) - det(M) >= 1 and floating point issues do not occur. Otherwise, some other valid rotation is returned. When tr(M)==2, also bjj=1. """ aiid = aii - 1. ajjd = ajj - 1. if ajjd == 0: # ajj==1, so swap aii and ajj to avoid division by zero return 0., 1. dd = math.sqrt(max(aij**2 - aiid*ajjd, 0)) # The choice of t should be chosen to avoid cancellation [1] t = (aij + math.copysign(dd, aij)) / ajjd c = 1. / math.sqrt(1. + t*t) if c == 0: # Underflow s = 1.0 else: s = c*t return c, s def _to_corr(self, m): """ Given a psd matrix m, rotate to put one's on the diagonal, turning it into a correlation matrix. This also requires the trace equal the dimensionality. Note: modifies input matrix """ # Check requirements for in-place Givens if not (m.flags.c_contiguous and m.dtype == np.float64 and m.shape[0] == m.shape[1]): raise ValueError() d = m.shape[0] for i in range(d-1): if m[i, i] == 1: continue elif m[i, i] > 1: for j in range(i+1, d): if m[j, j] < 1: break else: for j in range(i+1, d): if m[j, j] > 1: break c, s = self._givens_to_1(m[i, i], m[j, j], m[i, j]) # Use BLAS to apply Givens rotations in-place. Equivalent to: # g = np.eye(d) # g[i, i] = g[j,j] = c # g[j, i] = -s; g[i, j] = s # m = np.dot(g.T, np.dot(m, g)) mv = m.ravel() drot(mv, mv, c, -s, n=d, offx=i*d, incx=1, offy=j*d, incy=1, overwrite_x=True, overwrite_y=True) drot(mv, mv, c, -s, n=d, offx=i, incx=d, offy=j, incy=d, overwrite_x=True, overwrite_y=True) return m def rvs(self, eigs, random_state=None, tol=1e-13, diag_tol=1e-7): """Draw random correlation matrices. Parameters ---------- eigs : 1d ndarray Eigenvalues of correlation matrix tol : float, optional Tolerance for input parameter checks diag_tol : float, optional Tolerance for deviation of the diagonal of the resulting matrix. Default: 1e-7 Raises ------ RuntimeError Floating point error prevented generating a valid correlation matrix. Returns ------- rvs : ndarray or scalar Random size N-dimensional matrices, dimension (size, dim, dim), each having eigenvalues eigs. """ dim, eigs = self._process_parameters(eigs, tol=tol) random_state = self._get_random_state(random_state) m = ortho_group.rvs(dim, random_state=random_state) m = np.dot(np.dot(m, np.diag(eigs)), m.T) # Set the trace of m m = self._to_corr(m) # Carefully rotate to unit diagonal # Check diagonal if abs(m.diagonal() - 1).max() > diag_tol: raise RuntimeError("Failed to generate a valid correlation matrix") return m random_correlation = random_correlation_gen() class unitary_group_gen(multi_rv_generic): r"""A matrix-valued U(N) random variable. Return a random unitary matrix. The `dim` keyword specifies the dimension N. Methods ------- ``rvs(dim=None, size=1, random_state=None)`` Draw random samples from U(N). Parameters ---------- dim : scalar Dimension of matrices Notes ----- This class is similar to `ortho_group`. References ---------- .. [1] F. Mezzadri, "How to generate random matrices from the classical compact groups", :arXiv:`math-ph/0609050v2`. Examples -------- >>> from scipy.stats import unitary_group >>> x = unitary_group.rvs(3) >>> np.dot(x, x.conj().T) array([[ 1.00000000e+00, 1.13231364e-17, -2.86852790e-16], [ 1.13231364e-17, 1.00000000e+00, -1.46845020e-16], [ -2.86852790e-16, -1.46845020e-16, 1.00000000e+00]]) This generates one random matrix from U(3). The dot product confirms that it is unitary up to machine precision. """ def __init__(self, seed=None): super().__init__(seed) self.__doc__ = doccer.docformat(self.__doc__) def _process_parameters(self, dim): """Dimension N must be specified; it cannot be inferred.""" if dim is None or not np.isscalar(dim) or dim <= 1 or dim != int(dim): raise ValueError("Dimension of rotation must be specified," "and must be a scalar greater than 1.") return dim def rvs(self, dim, size=1, random_state=None): """Draw random samples from U(N). Parameters ---------- dim : integer Dimension of space (N). size : integer, optional Number of samples to draw (default 1). Returns ------- rvs : ndarray or scalar Random size N-dimensional matrices, dimension (size, dim, dim) """ random_state = self._get_random_state(random_state) size = int(size) if size > 1: return np.array([self.rvs(dim, size=1, random_state=random_state) for i in range(size)]) dim = self._process_parameters(dim) z = 1/math.sqrt(2)*(random_state.normal(size=(dim, dim)) + 1j*random_state.normal(size=(dim, dim))) q, r = scipy.linalg.qr(z) d = r.diagonal() q *= d/abs(d) return q unitary_group = unitary_group_gen() _mvt_doc_default_callparams = \ """ loc : array_like, optional Location of the distribution. (default ``0``) shape : array_like, optional Positive semidefinite matrix of the distribution. (default ``1``) df : float, optional Degrees of freedom of the distribution; must be greater than zero. If ``np.inf`` then results are multivariate normal. The default is ``1``. allow_singular : bool, optional Whether to allow a singular matrix. (default ``False``) """ _mvt_doc_callparams_note = \ """Setting the parameter `loc` to ``None`` is equivalent to having `loc` be the zero-vector. The parameter `shape` can be a scalar, in which case the shape matrix is the identity times that value, a vector of diagonal entries for the shape matrix, or a two-dimensional array_like. """ _mvt_doc_frozen_callparams_note = \ """See class definition for a detailed description of parameters.""" mvt_docdict_params = { '_mvt_doc_default_callparams': _mvt_doc_default_callparams, '_mvt_doc_callparams_note': _mvt_doc_callparams_note, '_doc_random_state': _doc_random_state } mvt_docdict_noparams = { '_mvt_doc_default_callparams': "", '_mvt_doc_callparams_note': _mvt_doc_frozen_callparams_note, '_doc_random_state': _doc_random_state } class multivariate_t_gen(multi_rv_generic): r"""A multivariate t-distributed random variable. The `loc` parameter specifies the location. The `shape` parameter specifies the positive semidefinite shape matrix. The `df` parameter specifies the degrees of freedom. In addition to calling the methods below, the object itself may be called as a function to fix the location, shape matrix, and degrees of freedom parameters, returning a "frozen" multivariate t-distribution random. Methods ------- ``pdf(x, loc=None, shape=1, df=1, allow_singular=False)`` Probability density function. ``logpdf(x, loc=None, shape=1, df=1, allow_singular=False)`` Log of the probability density function. ``rvs(loc=None, shape=1, df=1, size=1, random_state=None)`` Draw random samples from a multivariate t-distribution. Parameters ---------- x : array_like Quantiles, with the last axis of `x` denoting the components. %(_mvt_doc_default_callparams)s %(_doc_random_state)s Notes ----- %(_mvt_doc_callparams_note)s The matrix `shape` must be a (symmetric) positive semidefinite matrix. The determinant and inverse of `shape` are computed as the pseudo-determinant and pseudo-inverse, respectively, so that `shape` does not need to have full rank. The probability density function for `multivariate_t` is .. math:: f(x) = \frac{\Gamma(\nu + p)/2}{\Gamma(\nu/2)\nu^{p/2}\pi^{p/2}|\Sigma|^{1/2}} \exp\left[1 + \frac{1}{\nu} (\mathbf{x} - \boldsymbol{\mu})^{\top} \boldsymbol{\Sigma}^{-1} (\mathbf{x} - \boldsymbol{\mu}) \right]^{-(\nu + p)/2}, where :math:`p` is the dimension of :math:`\mathbf{x}`, :math:`\boldsymbol{\mu}` is the :math:`p`-dimensional location, :math:`\boldsymbol{\Sigma}` the :math:`p \times p`-dimensional shape matrix, and :math:`\nu` is the degrees of freedom. .. versionadded:: 1.6.0 Examples -------- >>> import matplotlib.pyplot as plt >>> from scipy.stats import multivariate_t >>> x, y = np.mgrid[-1:3:.01, -2:1.5:.01] >>> pos = np.dstack((x, y)) >>> rv = multivariate_t([1.0, -0.5], [[2.1, 0.3], [0.3, 1.5]], df=2) >>> fig, ax = plt.subplots(1, 1) >>> ax.set_aspect('equal') >>> plt.contourf(x, y, rv.pdf(pos)) """ def __init__(self, seed=None): """Initialize a multivariate t-distributed random variable. Parameters ---------- seed : Random state. """ super().__init__(seed) self.__doc__ = doccer.docformat(self.__doc__, mvt_docdict_params) self._random_state = check_random_state(seed) def __call__(self, loc=None, shape=1, df=1, allow_singular=False, seed=None): """Create a frozen multivariate t-distribution. See `multivariate_t_frozen` for parameters. """ if df == np.inf: return multivariate_normal_frozen(mean=loc, cov=shape, allow_singular=allow_singular, seed=seed) return multivariate_t_frozen(loc=loc, shape=shape, df=df, allow_singular=allow_singular, seed=seed) def pdf(self, x, loc=None, shape=1, df=1, allow_singular=False): """Multivariate t-distribution probability density function. Parameters ---------- x : array_like Points at which to evaluate the probability density function. %(_mvt_doc_default_callparams)s Returns ------- pdf : Probability density function evaluated at `x`. Examples -------- >>> from scipy.stats import multivariate_t >>> x = [0.4, 5] >>> loc = [0, 1] >>> shape = [[1, 0.1], [0.1, 1]] >>> df = 7 >>> multivariate_t.pdf(x, loc, shape, df) array([0.00075713]) """ dim, loc, shape, df = self._process_parameters(loc, shape, df) x = self._process_quantiles(x, dim) shape_info = _PSD(shape, allow_singular=allow_singular) logpdf = self._logpdf(x, loc, shape_info.U, shape_info.log_pdet, df, dim, shape_info.rank) return np.exp(logpdf) def logpdf(self, x, loc=None, shape=1, df=1): """Log of the multivariate t-distribution probability density function. Parameters ---------- x : array_like Points at which to evaluate the log of the probability density function. %(_mvt_doc_default_callparams)s Returns ------- logpdf : Log of the probability density function evaluated at `x`. Examples -------- >>> from scipy.stats import multivariate_t >>> x = [0.4, 5] >>> loc = [0, 1] >>> shape = [[1, 0.1], [0.1, 1]] >>> df = 7 >>> multivariate_t.logpdf(x, loc, shape, df) array([-7.1859802]) See Also -------- pdf : Probability density function. """ dim, loc, shape, df = self._process_parameters(loc, shape, df) x = self._process_quantiles(x, dim) shape_info = _PSD(shape) return self._logpdf(x, loc, shape_info.U, shape_info.log_pdet, df, dim, shape_info.rank) def _logpdf(self, x, loc, prec_U, log_pdet, df, dim, rank): """Utility method `pdf`, `logpdf` for parameters. Parameters ---------- x : ndarray Points at which to evaluate the log of the probability density function. loc : ndarray Location of the distribution. prec_U : ndarray A decomposition such that `np.dot(prec_U, prec_U.T)` is the inverse of the shape matrix. log_pdet : float Logarithm of the determinant of the shape matrix. df : float Degrees of freedom of the distribution. dim : int Dimension of the quantiles x. rank : int Rank of the shape matrix. Notes ----- As this function does no argument checking, it should not be called directly; use 'logpdf' instead. """ if df == np.inf: return multivariate_normal._logpdf(x, loc, prec_U, log_pdet, rank) dev = x - loc maha = np.square(np.dot(dev, prec_U)).sum(axis=-1) t = 0.5 * (df + dim) A = gammaln(t) B = gammaln(0.5 * df) C = dim/2. * np.log(df * np.pi) D = 0.5 * log_pdet E = -t * np.log(1 + (1./df) * maha) return _squeeze_output(A - B - C - D + E) def rvs(self, loc=None, shape=1, df=1, size=1, random_state=None): """Draw random samples from a multivariate t-distribution. Parameters ---------- %(_mvt_doc_default_callparams)s size : integer, optional Number of samples to draw (default 1). %(_doc_random_state)s Returns ------- rvs : ndarray or scalar Random variates of size (`size`, `P`), where `P` is the dimension of the random variable. Examples -------- >>> from scipy.stats import multivariate_t >>> x = [0.4, 5] >>> loc = [0, 1] >>> shape = [[1, 0.1], [0.1, 1]] >>> df = 7 >>> multivariate_t.rvs(loc, shape, df) array([[0.93477495, 3.00408716]]) """ # For implementation details, see equation (3): # # Hofert, "On Sampling from the Multivariatet Distribution", 2013 # http://rjournal.github.io/archive/2013-2/hofert.pdf # dim, loc, shape, df = self._process_parameters(loc, shape, df) if random_state is not None: rng = check_random_state(random_state) else: rng = self._random_state if np.isinf(df): x = np.ones(size) else: x = rng.chisquare(df, size=size) / df z = rng.multivariate_normal(np.zeros(dim), shape, size=size) samples = loc + z / np.sqrt(x)[..., None] return _squeeze_output(samples) def _process_quantiles(self, x, dim): """ Adjust quantiles array so that last axis labels the components of each data point. """ x = np.asarray(x, dtype=float) if x.ndim == 0: x = x[np.newaxis] elif x.ndim == 1: if dim == 1: x = x[:, np.newaxis] else: x = x[np.newaxis, :] return x def _process_parameters(self, loc, shape, df): """ Infer dimensionality from location array and shape matrix, handle defaults, and ensure compatible dimensions. """ if loc is None and shape is None: loc = np.asarray(0, dtype=float) shape = np.asarray(1, dtype=float) dim = 1 elif loc is None: shape = np.asarray(shape, dtype=float) if shape.ndim < 2: dim = 1 else: dim = shape.shape[0] loc = np.zeros(dim) elif shape is None: loc = np.asarray(loc, dtype=float) dim = loc.size shape = np.eye(dim) else: shape = np.asarray(shape, dtype=float) loc = np.asarray(loc, dtype=float) dim = loc.size if dim == 1: loc.shape = (1,) shape.shape = (1, 1) if loc.ndim != 1 or loc.shape[0] != dim: raise ValueError("Array 'loc' must be a vector of length %d." % dim) if shape.ndim == 0: shape = shape * np.eye(dim) elif shape.ndim == 1: shape = np.diag(shape) elif shape.ndim == 2 and shape.shape != (dim, dim): rows, cols = shape.shape if rows != cols: msg = ("Array 'cov' must be square if it is two dimensional," " but cov.shape = %s." % str(shape.shape)) else: msg = ("Dimension mismatch: array 'cov' is of shape %s," " but 'loc' is a vector of length %d.") msg = msg % (str(shape.shape), len(loc)) raise ValueError(msg) elif shape.ndim > 2: raise ValueError("Array 'cov' must be at most two-dimensional," " but cov.ndim = %d" % shape.ndim) # Process degrees of freedom. if df is None: df = 1 elif df <= 0: raise ValueError("'df' must be greater than zero.") elif np.isnan(df): raise ValueError("'df' is 'nan' but must be greater than zero or 'np.inf'.") return dim, loc, shape, df class multivariate_t_frozen(multi_rv_frozen): def __init__(self, loc=None, shape=1, df=1, allow_singular=False, seed=None): """Create a frozen multivariate t distribution. Parameters ---------- %(_mvt_doc_default_callparams)s Examples -------- >>> loc = np.zeros(3) >>> shape = np.eye(3) >>> df = 10 >>> dist = multivariate_t(loc, shape, df) >>> dist.rvs() array([[ 0.81412036, -1.53612361, 0.42199647]]) >>> dist.pdf([1, 1, 1]) array([0.01237803]) """ self._dist = multivariate_t_gen(seed) dim, loc, shape, df = self._dist._process_parameters(loc, shape, df) self.dim, self.loc, self.shape, self.df = dim, loc, shape, df self.shape_info = _PSD(shape, allow_singular=allow_singular) def logpdf(self, x): x = self._dist._process_quantiles(x, self.dim) U = self.shape_info.U log_pdet = self.shape_info.log_pdet return self._dist._logpdf(x, self.loc, U, log_pdet, self.df, self.dim, self.shape_info.rank) def pdf(self, x): return np.exp(self.logpdf(x)) def rvs(self, size=1, random_state=None): return self._dist.rvs(loc=self.loc, shape=self.shape, df=self.df, size=size, random_state=random_state) multivariate_t = multivariate_t_gen() # Set frozen generator docstrings from corresponding docstrings in # matrix_normal_gen and fill in default strings in class docstrings for name in ['logpdf', 'pdf', 'rvs']: method = multivariate_t_gen.__dict__[name] method_frozen = multivariate_t_frozen.__dict__[name] method_frozen.__doc__ = doccer.docformat(method.__doc__, mvt_docdict_noparams) method.__doc__ = doccer.docformat(method.__doc__, mvt_docdict_params) _mhg_doc_default_callparams = """\ m : array_like The number of each type of object in the population. That is, :math:`m[i]` is the number of objects of type :math:`i`. n : array_like The number of samples taken from the population. """ _mhg_doc_callparams_note = """\ `m` must be an array of positive integers. If the quantile :math:`i` contains values out of the range :math:`[0, m_i]` where :math:`m_i` is the number of objects of type :math:`i` in the population or if the parameters are inconsistent with one another (e.g. ``x.sum() != n``), methods return the appropriate value (e.g. ``0`` for ``pmf``). If `m` or `n` contain negative values, the result will contain ``nan`` there. """ _mhg_doc_frozen_callparams = "" _mhg_doc_frozen_callparams_note = \ """See class definition for a detailed description of parameters.""" mhg_docdict_params = { '_doc_default_callparams': _mhg_doc_default_callparams, '_doc_callparams_note': _mhg_doc_callparams_note, '_doc_random_state': _doc_random_state } mhg_docdict_noparams = { '_doc_default_callparams': _mhg_doc_frozen_callparams, '_doc_callparams_note': _mhg_doc_frozen_callparams_note, '_doc_random_state': _doc_random_state } class multivariate_hypergeom_gen(multi_rv_generic): r"""A multivariate hypergeometric random variable. Methods ------- ``pmf(x, m, n)`` Probability mass function. ``logpmf(x, m, n)`` Log of the probability mass function. ``rvs(m, n, size=1, random_state=None)`` Draw random samples from a multivariate hypergeometric distribution. ``mean(m, n)`` Mean of the multivariate hypergeometric distribution. ``var(m, n)`` Variance of the multivariate hypergeometric distribution. ``cov(m, n)`` Compute the covariance matrix of the multivariate hypergeometric distribution. Parameters ---------- %(_doc_default_callparams)s %(_doc_random_state)s Notes ----- %(_doc_callparams_note)s The probability mass function for `multivariate_hypergeom` is .. math:: P(X_1 = x_1, X_2 = x_2, \ldots, X_k = x_k) = \frac{\binom{m_1}{x_1} \binom{m_2}{x_2} \cdots \binom{m_k}{x_k}}{\binom{M}{n}}, \\ \quad (x_1, x_2, \ldots, x_k) \in \mathbb{N}^k \text{ with } \sum_{i=1}^k x_i = n where :math:`m_i` are the number of objects of type :math:`i`, :math:`M` is the total number of objects in the population (sum of all the :math:`m_i`), and :math:`n` is the size of the sample to be taken from the population. .. versionadded:: 1.6.0 Examples -------- To evaluate the probability mass function of the multivariate hypergeometric distribution, with a dichotomous population of size :math:`10` and :math:`20`, at a sample of size :math:`12` with :math:`8` objects of the first type and :math:`4` objects of the second type, use: >>> from scipy.stats import multivariate_hypergeom >>> multivariate_hypergeom.pmf(x=[8, 4], m=[10, 20], n=12) 0.0025207176631464523 The `multivariate_hypergeom` distribution is identical to the corresponding `hypergeom` distribution (tiny numerical differences notwithstanding) when only two types (good and bad) of objects are present in the population as in the example above. Consider another example for a comparison with the hypergeometric distribution: >>> from scipy.stats import hypergeom >>> multivariate_hypergeom.pmf(x=[3, 1], m=[10, 5], n=4) 0.4395604395604395 >>> hypergeom.pmf(k=3, M=15, n=4, N=10) 0.43956043956044005 The functions ``pmf``, ``logpmf``, ``mean``, ``var``, ``cov``, and ``rvs`` support broadcasting, under the convention that the vector parameters (``x``, ``m``, and ``n``) are interpreted as if each row along the last axis is a single object. For instance, we can combine the previous two calls to `multivariate_hypergeom` as >>> multivariate_hypergeom.pmf(x=[[8, 4], [3, 1]], m=[[10, 20], [10, 5]], ... n=[12, 4]) array([0.00252072, 0.43956044]) This broadcasting also works for ``cov``, where the output objects are square matrices of size ``m.shape[-1]``. For example: >>> multivariate_hypergeom.cov(m=[[7, 9], [10, 15]], n=[8, 12]) array([[[ 1.05, -1.05], [-1.05, 1.05]], [[ 1.56, -1.56], [-1.56, 1.56]]]) That is, ``result[0]`` is equal to ``multivariate_hypergeom.cov(m=[7, 9], n=8)`` and ``result[1]`` is equal to ``multivariate_hypergeom.cov(m=[10, 15], n=12)``. Alternatively, the object may be called (as a function) to fix the `m` and `n` parameters, returning a "frozen" multivariate hypergeometric random variable. >>> rv = multivariate_hypergeom(m=[10, 20], n=12) >>> rv.pmf(x=[8, 4]) 0.0025207176631464523 See Also -------- scipy.stats.hypergeom : The hypergeometric distribution. scipy.stats.multinomial : The multinomial distribution. References ---------- .. [1] The Multivariate Hypergeometric Distribution, http://www.randomservices.org/random/urn/MultiHypergeometric.html .. [2] Thomas J. Sargent and John Stachurski, 2020, Multivariate Hypergeometric Distribution https://python.quantecon.org/_downloads/pdf/multi_hyper.pdf """ def __init__(self, seed=None): super().__init__(seed) self.__doc__ = doccer.docformat(self.__doc__, mhg_docdict_params) def __call__(self, m, n, seed=None): """Create a frozen multivariate_hypergeom distribution. See `multivariate_hypergeom_frozen` for more information. """ return multivariate_hypergeom_frozen(m, n, seed=seed) def _process_parameters(self, m, n): m = np.asarray(m) n = np.asarray(n) if m.size == 0: m = m.astype(int) if n.size == 0: n = n.astype(int) if not np.issubdtype(m.dtype, np.integer): raise TypeError("'m' must an array of integers.") if not np.issubdtype(n.dtype, np.integer): raise TypeError("'n' must an array of integers.") if m.ndim == 0: raise ValueError("'m' must be an array with" " at least one dimension.") # check for empty arrays if m.size != 0: n = n[..., np.newaxis] m, n = np.broadcast_arrays(m, n) # check for empty arrays if m.size != 0: n = n[..., 0] mcond = m < 0 M = m.sum(axis=-1) ncond = (n < 0) | (n > M) return M, m, n, mcond, ncond, np.any(mcond, axis=-1) | ncond def _process_quantiles(self, x, M, m, n): x = np.asarray(x) if not np.issubdtype(x.dtype, np.integer): raise TypeError("'x' must an array of integers.") if x.ndim == 0: raise ValueError("'x' must be an array with" " at least one dimension.") if not x.shape[-1] == m.shape[-1]: raise ValueError(f"Size of each quantile must be size of 'm': " f"received {x.shape[-1]}, " f"but expected {m.shape[-1]}.") # check for empty arrays if m.size != 0: n = n[..., np.newaxis] M = M[..., np.newaxis] x, m, n, M = np.broadcast_arrays(x, m, n, M) # check for empty arrays if m.size != 0: n, M = n[..., 0], M[..., 0] xcond = (x < 0) | (x > m) return (x, M, m, n, xcond, np.any(xcond, axis=-1) | (x.sum(axis=-1) != n)) def _checkresult(self, result, cond, bad_value): result = np.asarray(result) if cond.ndim != 0: result[cond] = bad_value elif cond: return bad_value if result.ndim == 0: return result[()] return result def _logpmf(self, x, M, m, n, mxcond, ncond): # This equation of the pmf comes from the relation, # n combine r = beta(n+1, 1) / beta(r+1, n-r+1) num = np.zeros_like(m, dtype=np.float_) den = np.zeros_like(n, dtype=np.float_) m, x = m[~mxcond], x[~mxcond] M, n = M[~ncond], n[~ncond] num[~mxcond] = (betaln(m+1, 1) - betaln(x+1, m-x+1)) den[~ncond] = (betaln(M+1, 1) - betaln(n+1, M-n+1)) num[mxcond] = np.nan den[ncond] = np.nan num = num.sum(axis=-1) return num - den def logpmf(self, x, m, n): """Log of the multivariate hypergeometric probability mass function. Parameters ---------- x : array_like Quantiles, with the last axis of `x` denoting the components. %(_doc_default_callparams)s Returns ------- logpmf : ndarray or scalar Log of the probability mass function evaluated at `x` Notes ----- %(_doc_callparams_note)s """ M, m, n, mcond, ncond, mncond = self._process_parameters(m, n) (x, M, m, n, xcond, xcond_reduced) = self._process_quantiles(x, M, m, n) mxcond = mcond | xcond ncond = ncond | np.zeros(n.shape, dtype=np.bool_) result = self._logpmf(x, M, m, n, mxcond, ncond) # replace values for which x was out of the domain; broadcast # xcond to the right shape xcond_ = xcond_reduced | np.zeros(mncond.shape, dtype=np.bool_) result = self._checkresult(result, xcond_, np.NINF) # replace values bad for n or m; broadcast # mncond to the right shape mncond_ = mncond | np.zeros(xcond_reduced.shape, dtype=np.bool_) return self._checkresult(result, mncond_, np.nan) def pmf(self, x, m, n): """Multivariate hypergeometric probability mass function. Parameters ---------- x : array_like Quantiles, with the last axis of `x` denoting the components. %(_doc_default_callparams)s Returns ------- pmf : ndarray or scalar Probability density function evaluated at `x` Notes ----- %(_doc_callparams_note)s """ out = np.exp(self.logpmf(x, m, n)) return out def mean(self, m, n): """Mean of the multivariate hypergeometric distribution. Parameters ---------- %(_doc_default_callparams)s Returns ------- mean : array_like or scalar The mean of the distribution """ M, m, n, _, _, mncond = self._process_parameters(m, n) # check for empty arrays if m.size != 0: M, n = M[..., np.newaxis], n[..., np.newaxis] cond = (M == 0) M = np.ma.masked_array(M, mask=cond) mu = n*(m/M) if m.size != 0: mncond = (mncond[..., np.newaxis] | np.zeros(mu.shape, dtype=np.bool_)) return self._checkresult(mu, mncond, np.nan) def var(self, m, n): """Variance of the multivariate hypergeometric distribution. Parameters ---------- %(_doc_default_callparams)s Returns ------- array_like The variances of the components of the distribution. This is the diagonal of the covariance matrix of the distribution """ M, m, n, _, _, mncond = self._process_parameters(m, n) # check for empty arrays if m.size != 0: M, n = M[..., np.newaxis], n[..., np.newaxis] cond = (M == 0) & (M-1 == 0) M = np.ma.masked_array(M, mask=cond) output = n * m/M * (M-m)/M * (M-n)/(M-1) if m.size != 0: mncond = (mncond[..., np.newaxis] | np.zeros(output.shape, dtype=np.bool_)) return self._checkresult(output, mncond, np.nan) def cov(self, m, n): """Covariance matrix of the multivariate hypergeometric distribution. Parameters ---------- %(_doc_default_callparams)s Returns ------- cov : array_like The covariance matrix of the distribution """ # see [1]_ for the formula and [2]_ for implementation # cov( x_i,x_j ) = -n * (M-n)/(M-1) * (K_i*K_j) / (M**2) M, m, n, _, _, mncond = self._process_parameters(m, n) # check for empty arrays if m.size != 0: M = M[..., np.newaxis, np.newaxis] n = n[..., np.newaxis, np.newaxis] cond = (M == 0) & (M-1 == 0) M = np.ma.masked_array(M, mask=cond) output = (-n * (M-n)/(M-1) * np.einsum("...i,...j->...ij", m, m) / (M**2)) # check for empty arrays if m.size != 0: M, n = M[..., 0, 0], n[..., 0, 0] cond = cond[..., 0, 0] dim = m.shape[-1] # diagonal entries need to be computed differently for i in range(dim): output[..., i, i] = (n * (M-n) * m[..., i]*(M-m[..., i])) output[..., i, i] = output[..., i, i] / (M-1) output[..., i, i] = output[..., i, i] / (M**2) if m.size != 0: mncond = (mncond[..., np.newaxis, np.newaxis] | np.zeros(output.shape, dtype=np.bool_)) return self._checkresult(output, mncond, np.nan) def rvs(self, m, n, size=None, random_state=None): """Draw random samples from a multivariate hypergeometric distribution. Parameters ---------- %(_doc_default_callparams)s size : integer or iterable of integers, optional Number of samples to draw. Default is ``None``, in which case a single variate is returned as an array with shape ``m.shape``. %(_doc_random_state)s Returns ------- rvs : array_like Random variates of shape ``size`` or ``m.shape`` (if ``size=None``). Notes ----- %(_doc_callparams_note)s Also note that NumPy's `multivariate_hypergeometric` sampler is not used as it doesn't support broadcasting. """ M, m, n, _, _, _ = self._process_parameters(m, n) random_state = self._get_random_state(random_state) if size is not None and isinstance(size, int): size = (size, ) if size is None: rvs = np.empty(m.shape, dtype=m.dtype) else: rvs = np.empty(size + (m.shape[-1], ), dtype=m.dtype) rem = M # This sampler has been taken from numpy gh-13794 # https://github.com/numpy/numpy/pull/13794 for c in range(m.shape[-1] - 1): rem = rem - m[..., c] rvs[..., c] = ((n != 0) * random_state.hypergeometric(m[..., c], rem, n + (n == 0), size=size)) n = n - rvs[..., c] rvs[..., m.shape[-1] - 1] = n return rvs multivariate_hypergeom = multivariate_hypergeom_gen() class multivariate_hypergeom_frozen(multi_rv_frozen): def __init__(self, m, n, seed=None): self._dist = multivariate_hypergeom_gen(seed) (self.M, self.m, self.n, self.mcond, self.ncond, self.mncond) = self._dist._process_parameters(m, n) # monkey patch self._dist def _process_parameters(m, n): return (self.M, self.m, self.n, self.mcond, self.ncond, self.mncond) self._dist._process_parameters = _process_parameters def logpmf(self, x): return self._dist.logpmf(x, self.m, self.n) def pmf(self, x): return self._dist.pmf(x, self.m, self.n) def mean(self): return self._dist.mean(self.m, self.n) def var(self): return self._dist.var(self.m, self.n) def cov(self): return self._dist.cov(self.m, self.n) def rvs(self, size=1, random_state=None): return self._dist.rvs(self.m, self.n, size=size, random_state=random_state) # Set frozen generator docstrings from corresponding docstrings in # multivariate_hypergeom and fill in default strings in class docstrings for name in ['logpmf', 'pmf', 'mean', 'var', 'cov', 'rvs']: method = multivariate_hypergeom_gen.__dict__[name] method_frozen = multivariate_hypergeom_frozen.__dict__[name] method_frozen.__doc__ = doccer.docformat( method.__doc__, mhg_docdict_noparams) method.__doc__ = doccer.docformat(method.__doc__, mhg_docdict_params)
bsd-3-clause
tapomayukh/projects_in_python
rapid_categorization/segmentation/taxel_based_segmentation.py
1
5453
import math, numpy as np import matplotlib.pyplot as pp import scipy.linalg as lin import scipy.ndimage as ni import roslib; roslib.load_manifest('sandbox_tapo_darpa_m3') import rospy import tf import os import hrl_lib.util as ut import hrl_lib.transforms as tr import hrl_lib.matplotlib_util as mpu import pickle from hrl_haptic_manipulation_in_clutter_msgs.msg import SkinContact from hrl_haptic_manipulation_in_clutter_msgs.msg import TaxelArray from m3skin_ros.msg import TaxelArray as TaxelArray_Meka def callback(data, callback_args): rospy.loginfo('Getting data!') # Fixing Transforms tf_lstnr = callback_args sc = SkinContact() sc.header.frame_id = '/torso_lift_link' # has to be this and no other coord frame. sc.header.stamp = data.header.stamp t1, q1 = tf_lstnr.lookupTransform(sc.header.frame_id, data.header.frame_id, rospy.Time(0)) t1 = np.matrix(t1).reshape(3,1) r1 = tr.quaternion_to_matrix(q1) # Gathering Force Data force_vectors = np.row_stack([data.values_x, data.values_y, data.values_z]) fmags_instant = ut.norm(force_vectors) threshold = 0.01 force_arr = fmags_instant.reshape((16,24)) fmags_tuned = fmags_instant - threshold fmags_tuned[np.where(fmags_tuned<0)]=0 fmags_instant_tuned = fmags_tuned global fmags for i in range(len(fmags_instant_tuned)): fmags[i].append(fmags_instant_tuned[i]) # Gathering Contact Data for Haptic Mapping global global_contact_vector for i in range(len(fmags_instant_tuned)): global_contact_vector[i].append(r1*((np.column_stack([data.centers_x[i], data.centers_y[i], data.centers_z[i]])).T) + t1) def processdata(): rospy.loginfo('Processing data!') global fmags global global_contact_vector for key in fmags: temp_force_store = [] temp_contact_motion = [] init_contact = 0 init_contact_store = 0.0 max_temp = max(fmags[key]) if max_temp > 0.0: print key print '#####' for i in range(len(fmags[key])): if fmags[key][i] > 0.0: init_contact = init_contact + 1 temp_force_store.append(fmags[key][i]) if init_contact == 1: print "Started Contact !" init_contact_store = global_contact_vector[key][i] temp_contact_motion.append(0.0) else: temp_contact_motion.append(abs(lin.norm(global_contact_vector[key][i] - init_contact_store))) else: if len(temp_force_store) > 0: print "Broke Contact !" savedata(temp_force_store, temp_contact_motion) temp_force_store = [] temp_contact_motion = [] init_contact = 0 init_contact_store = 0.0 def savedata(force, motion): global trial_index global directory time = [] contact_area = [] if len(force) > 10: rospy.loginfo('Saving data!') time_len = len(force) while len(time) < time_len: if len(time) == 0: time.append(0.0) contact_area.append(1.0) else: time.append(time[len(time)-1] + 0.01) contact_area.append(1.0) if not os.path.exists(directory): os.makedirs(directory) ut.save_pickle([time, force, contact_area, motion], directory + '/trial_' + np.str(trial_index) +'.pkl') trial_index = trial_index + 1 else: print "Too few samples, Not saving the data" def plotdata(): rospy.loginfo('Plotting data!') global directory global trial_index for trial_num in range(1, trial_index): ta = ut.load_pickle(directory + '/trial_' + np.str(trial_num) +'.pkl') mpu.figure(3*trial_num-2) pp.title('Time-Varying Force') pp.xlabel('Time (s)') pp.ylabel('Max Force') pp.plot(ta[0], ta[1]) pp.grid('on') mpu.figure(3*trial_num-1) pp.title('Time-Varying Contact') pp.xlabel('Time (s)') pp.ylabel('No. of Contact Regions') pp.plot(ta[0], ta[2]) pp.grid('on') mpu.figure(3*trial_num) pp.title('Point Tracker') pp.xlabel('Time (s)') pp.ylabel('Contact Point Distance') pp.plot(ta[0], ta[3]) pp.grid('on') def getdata(): rospy.loginfo('Initializing the Node !') rospy.init_node('Taxel_Based_Segmentation', anonymous=True) tf_lstnr = tf.TransformListener() rospy.loginfo('Waiting to Subscribe to the Skin Message...') rospy.Subscriber("/skin_patch_forearm_right/taxels/forces", TaxelArray_Meka, callback, callback_args = (tf_lstnr)) rospy.spin() if __name__ == '__main__': # Global Params trial_index = 1 num = 54 directory = '/home/tapo/svn/robot1_data/usr/tapo/data/rapid_categorization/Taxel_Based/Trunk/'+np.str(num) # Global Data dicts fmags = {} for i in range(384): fmags[i] = [] global_contact_vector = {} for i in range(384): global_contact_vector[i] = [] # Function Calls getdata() processdata() #plotdata() #pp.show()
mit
khyrulimam/pemrograman-linear-optimasi-gizi-anak-kos
giapetto.py
1
2575
import numpy as np import pulp # create the LP object, set up as a maximization problem prob = pulp.LpProblem('Giapetto', pulp.LpMaximize) # set up decision variables soldiers = pulp.LpVariable('soldiers', lowBound=0, cat='Integer') trains = pulp.LpVariable('trains', lowBound=0, cat='Integer') # model weekly production costs raw_material_costs = 10 * soldiers + 9 * trains variable_costs = 14 * soldiers + 10 * trains # model weekly revenues from toy sales revenues = 27 * soldiers + 21 * trains # use weekly profit as the objective function to maximize profit = revenues - (raw_material_costs + variable_costs) prob += profit # here's where we actually add it to the obj function # add constraints for available labor hours carpentry_hours = soldiers + trains prob += (carpentry_hours <= 80) finishing_hours = 2*soldiers + trains prob += (finishing_hours <= 100) # add constraint representing demand for soldiers prob += (soldiers <= 40) # solve the LP using the default solver optimization_result = prob.solve() # make sure we got an optimal solution assert optimization_result == pulp.LpStatusOptimal # display the results for var in (soldiers, trains): print('Optimal weekly number of {} to produce: {:1.0f}'.format(var.name, var.value())) from matplotlib import pyplot as plt from matplotlib.path import Path from matplotlib.patches import PathPatch # use seaborn to change the default graphics to something nicer # and set a nice color palette import seaborn as sns sns.set_palette('Set1') # create the plot object fig, ax = plt.subplots(figsize=(8, 8)) s = np.linspace(0, 100) # add carpentry constraint: trains <= 80 - soldiers plt.plot(s, 80 - s, lw=3, label='carpentry') plt.fill_between(s, 0, 80 - s, alpha=0.1) # add finishing constraint: trains <= 100 - 2*soldiers plt.plot(s, 100 - 2 * s, lw=3, label='finishing') plt.fill_between(s, 0, 100 - 2 * s, alpha=0.1) # add demains constraint: soldiers <= 40 plt.plot(40 * np.ones_like(s), s, lw=3, label='demand') plt.fill_betweenx(s, 0, 40, alpha=0.1) # add non-negativity constraints plt.plot(np.zeros_like(s), s, lw=3, label='t non-negative') plt.plot(s, np.zeros_like(s), lw=3, label='s non-negative') # highlight the feasible region path = Path([ (0., 0.), (0., 80.), (20., 60.), (40., 20.), (40., 0.), (0., 0.), ]) patch = PathPatch(path, label='feasible region', alpha=0.5) ax.add_patch(patch) # labels and stuff plt.xlabel('soldiers', fontsize=16) plt.ylabel('trains', fontsize=16) plt.xlim(-0.5, 100) plt.ylim(-0.5, 100) plt.legend(fontsize=14) plt.show()
apache-2.0
shikhardb/scikit-learn
examples/linear_model/plot_ols_3d.py
350
2040
#!/usr/bin/python # -*- coding: utf-8 -*- """ ========================================================= Sparsity Example: Fitting only features 1 and 2 ========================================================= Features 1 and 2 of the diabetes-dataset are fitted and plotted below. It illustrates that although feature 2 has a strong coefficient on the full model, it does not give us much regarding `y` when compared to just feature 1 """ print(__doc__) # Code source: Gaël Varoquaux # Modified for documentation by Jaques Grobler # License: BSD 3 clause import matplotlib.pyplot as plt import numpy as np from mpl_toolkits.mplot3d import Axes3D from sklearn import datasets, linear_model diabetes = datasets.load_diabetes() indices = (0, 1) X_train = diabetes.data[:-20, indices] X_test = diabetes.data[-20:, indices] y_train = diabetes.target[:-20] y_test = diabetes.target[-20:] ols = linear_model.LinearRegression() ols.fit(X_train, y_train) ############################################################################### # Plot the figure def plot_figs(fig_num, elev, azim, X_train, clf): fig = plt.figure(fig_num, figsize=(4, 3)) plt.clf() ax = Axes3D(fig, elev=elev, azim=azim) ax.scatter(X_train[:, 0], X_train[:, 1], y_train, c='k', marker='+') ax.plot_surface(np.array([[-.1, -.1], [.15, .15]]), np.array([[-.1, .15], [-.1, .15]]), clf.predict(np.array([[-.1, -.1, .15, .15], [-.1, .15, -.1, .15]]).T ).reshape((2, 2)), alpha=.5) ax.set_xlabel('X_1') ax.set_ylabel('X_2') ax.set_zlabel('Y') ax.w_xaxis.set_ticklabels([]) ax.w_yaxis.set_ticklabels([]) ax.w_zaxis.set_ticklabels([]) #Generate the three different figures from different views elev = 43.5 azim = -110 plot_figs(1, elev, azim, X_train, ols) elev = -.5 azim = 0 plot_figs(2, elev, azim, X_train, ols) elev = -.5 azim = 90 plot_figs(3, elev, azim, X_train, ols) plt.show()
bsd-3-clause
energyPATHWAYS/energyPATHWAYS
model_building_tools/scenario_builder/scenario_builder.py
1
60144
# -*- coding: utf-8 -*- # WARNING: If you try to import something that isn't in your python path, # xlwings will fail silently when called from Excel (at least on Excel 2016 for Mac)! import os import subprocess import traceback import json import string from datetime import datetime import platform import xlwings as xw import sys import pandas as pd import psycopg2 import psycopg2.extras import numpy as np from collections import OrderedDict, defaultdict import csv import time class PathwaysLookupError(KeyError): def __init__(self, val, table, col): message = "Save failed: '{}' is not a valid value for {}.{}".format(val, table, col) # Call the base class constructor with the parameters it needs super(PathwaysLookupError, self).__init__(message) class SequenceError(Exception): pass def handle_exception(exc_type, exc_value, exc_traceback): if issubclass(exc_type, KeyboardInterrupt): sys.__excepthook__(exc_type, exc_value, exc_traceback) return elif exc_type == PathwaysLookupError: _msg(str(exc_value).strip('"')) return exception_lines = [[line] for line in traceback.format_exception(exc_type, exc_value, exc_traceback)] exception_lines.insert(0, ["Python encountered an exception at {}".format(datetime.now().strftime('%c'))]) wb.sheets['exception'].cells.value = exception_lines wb.sheets['exception'].activate() _msg("Python encountered an exception; see 'exception' worksheet.") sys.excepthook = handle_exception wb = xw.Book('scenario_builder.xlsm') sht = wb.sheets.active con = None cur = None directory = os.getcwd() SENSITIVITIES = {"DemandDriversData": {'side': 'd', 'parent_table': "DemandDrivers"}, "DemandTechsCapitalCostNewData": {'side': 'd', 'parent_table': "DemandTechs"}, "DemandTechsCapitalCostReplacementData": {'side': 'd', 'parent_table': "DemandTechs"}, "DemandTechsMainEfficiencyData": {'side': 'd', 'parent_table': "DemandTechs"}, "DemandTechsAuxEfficiencyData": {'side': 'd', 'parent_table': "DemandTechs"}, "DemandTechsFixedMaintenanceCostData": {'side': 'd', 'parent_table': "DemandTechs"}, "DemandTechsFuelSwitchCostData": {'side': 'd', 'parent_table': "DemandTechs"}, "DemandTechsInstallationCostNewData": {'side': 'd', 'parent_table': "DemandTechs"}, "DemandTechsInstallationCostReplacementData": {'side': 'd', 'parent_table': "DemandTechs"}, "DemandTechsParasiticEnergyData": {'side': 'd', 'parent_table': "DemandTechs"}, "PrimaryCostData": {'side': 's', 'parent_table': "SupplyNodes"}, "ImportCostData": {'side': 's', 'parent_table': "SupplyNodes"}, "DemandEnergyDemandsData": {'side': 'd', 'parent_table': "DemandSubsectors"}, "SupplyPotentialData": {'side': 's', 'parent_table': "SupplyNodes"}, "SupplyEmissionsData": {'side': 's', 'parent_table': "SupplyNodes"}, "SupplyStockData": {'side': 's', 'parent_table': "SupplyNodes"}, "StorageTechsCapacityCapitalCostNewData": {'side': 's', 'parent_table': "SupplyTechs"}, "DispatchTransmissionConstraintData": {'side': 's', 'parent_table': "DispatchTransmissionConstraint"}, "DispatchTransmissionHurdleRate": {'side': 's', 'parent_table': "DispatchTransmissionConstraint"}, "DispatchTransmissionLosses": {'side': 's', 'parent_table': "DispatchTransmissionConstraint"} } PARENT_COLUMN_NAMES = ('parent_id', 'subsector_id', 'supply_node_id', 'primary_node_id', 'import_node_id', 'demand_tech_id', 'demand_technology_id', 'supply_tech_id', 'supply_technology_id') MEASURE_CATEGORIES = ("CO2PriceMeasures", "DemandEnergyEfficiencyMeasures", "DemandFlexibleLoadMeasures", "DemandFuelSwitchingMeasures", "DemandServiceDemandMeasures", "DemandSalesShareMeasures", "DemandStockMeasures", "BlendNodeBlendMeasures", "SupplyExportMeasures", "SupplySalesMeasures", "SupplySalesShareMeasures", "SupplyStockMeasures") SENSITIVTY_LABEL = 'sensitivity' def _msg(message): wb.sheets['scenarios'].range('python_msg').value = message def _clear_msg(): wb.sheets['scenarios'].range('python_msg').clear_contents() wb.sheets['exception'].clear_contents() def _get_columns(table): cur.execute("""SELECT column_name FROM information_schema.columns WHERE table_schema = 'public' AND table_name = %s""", (table,)) cols = [row[0] for row in cur] assert cols, "Could not find any columns for table {}. Did you misspell the table name?".format(table) return cols def _get_parent_col(data_table): """Returns the name of the column in the data table that references the parent table""" # These are one-off exceptions to our general preference order for parent columns if data_table == 'DemandSalesData': return 'demand_technology_id' if data_table == 'SupplyTechsEfficiencyData': return 'supply_tech_id' if data_table in ('SupplySalesData', 'SupplySalesShareData'): return 'supply_technology_id' cols = _get_columns(data_table) # We do it this way so that we use a column earlier in the PARENT_COLUMN_NAMES list over one that's later parent_cols = [col for col in PARENT_COLUMN_NAMES if col in cols] if not parent_cols: raise ValueError("Could not find any known parent-referencing columns in {}. " "Are you sure it's a table that references a parent table?".format(data_table)) return parent_cols[0] def _get_id_col_of_parent(parent_table): """Some tables identify their members by something more elaborate than 'id', e.g. 'demand_tech_id'""" return 'id' if 'id' in _get_columns(parent_table) else _get_parent_col(parent_table) def _get_config(key): try: return _get_config.config.get(key, None) except AttributeError: _get_config.config = dict() for line in open(os.path.join(directory, 'scenario_builder_config.txt'), 'r'): k, v = (part.strip() for part in line.split(':', 2)) # This "if v" is here because if v is the empty string we don't want to store a value for this config # option; it should be gotten as "None" if v: _get_config.config[k] = v return _get_config.config.get(key, None) def query_all_measures(): measures = [] for table in MEASURE_CATEGORIES: if table.startswith("Demand"): id_name = 'subsector_id' parent_name = 'DemandSubsectors' side = 'd' else: id_name = 'blend_node_id' if table == 'BlendNodeBlendMeasures' else 'supply_node_id' parent_name = 'SupplyNodes' side = 's' cur.execute('SELECT "{}"."{}", "{}"."name", "{}"."id", "{}"."name" FROM "{}" INNER JOIN "{}" ON "{}".{} = "{}"."id";'.format( table, id_name, parent_name, table, table, table, parent_name, table, id_name, parent_name)) for row in cur.fetchall(): measures.append([side, row[0], row[1], table, row[2], row[3]]) return pd.DataFrame(measures, columns=['side', 'sub-node id', 'sub-node name', 'measure type', 'measure id', 'measure name']) def _query_name_from_parent(id, data_table): parent_table = SENSITIVITIES[data_table]['parent_table'] parent_table_primary_column = _get_parent_col(parent_table) cur.execute('SELECT name FROM "{}" WHERE {}={};'.format(parent_table, parent_table_primary_column, id)) name = cur.fetchone() return name[0] if name else None def query_all_sensitivities(): sensitivities = [] for table in SENSITIVITIES: side = SENSITIVITIES[table]['side'] primary_column = _get_parent_col(table) parent_table = SENSITIVITIES[table]['parent_table'] parent_pri_col = _get_id_col_of_parent(parent_table) cur.execute(""" SELECT DISTINCT "{table}".{pri_col}, "{parent}".name, sensitivity FROM "{table}" JOIN "{parent}" ON "{table}".{pri_col} = "{parent}".{parent_pri_col} WHERE sensitivity IS NOT NULL; """.format(table=table, pri_col=primary_column, parent=parent_table, parent_pri_col=parent_pri_col)) unique_sensitivities = cur.fetchall() sensitivities += [[side, row[0], row[1], table, SENSITIVTY_LABEL, row[2]] for row in unique_sensitivities] return pd.DataFrame(sensitivities, columns=['side', 'sub-node id', 'sub-node name', 'measure type', 'measure id', 'measure name']) def _pull_measures(json_dict): result = [] for key1, value1 in json_dict.iteritems(): if type(value1) is dict: result += _pull_measures(value1) elif key1 in MEASURE_CATEGORIES: result += [[v, key1] for v in value1] return result def _pull_measures_df(json_dict, scenario): result = _pull_measures(json_dict) scenario_measures = pd.DataFrame(result, columns=['measure id', 'measure type']) scenario_measures[scenario + '.json'] = 'x' return scenario_measures # this is where we make each measure that is in a scenario show up with an x def _pull_descriptions(json_dict, sub_node_list): result = [] for key1, value1 in json_dict.iteritems(): if key1 in sub_node_list: if 'description' in value1.keys(): # dollar sign is added to make it sort first result += [[sub_node_list[key1]['side'], sub_node_list[key1]['id'], '$description', key1, value1['description']]] elif type(value1) is dict: result += _pull_descriptions(value1, sub_node_list) return result def _pull_descriptions_df(json_dict, sub_node_list, scenario): result = _pull_descriptions(json_dict, sub_node_list) scenario_descriptions = pd.DataFrame(result, columns=['side', 'sub-node id', 'measure type', 'sub-node name', scenario + '.json']) return scenario_descriptions def _pull_sensitivities(json_dict): result = [] for key1, value1 in json_dict.iteritems(): if type(value1) is dict: result += _pull_sensitivities(value1) elif key1 == "Sensitivities": result += [(SENSITIVITIES[v['table']]['side'], v['parent_id'], v['table'], 'sensitivity', v['sensitivity']) for v in value1] return result def _pull_sensitivities_df(json_dict, scenario): result = _pull_sensitivities(json_dict) scenario_sensitivities = pd.DataFrame(result, columns=['side', 'sub-node id', 'measure type', 'measure id', 'measure name']) scenario_sensitivities[scenario + '.json'] = 'x' return scenario_sensitivities def _inspect_scenario_and_case_names(json_dict, meta_data): meta_data['scenario_names'].append(json_dict.keys()[0]) demand_case, supply_case, demand_description, supply_description, scenario_description = None, None, None, None, None for key, value in json_dict.values()[0].items(): if key.lower().startswith('demand case: ') and type(value) is dict: demand_case = key[13:] if 'description' in value: demand_description = value['description'] elif key.lower().startswith('supply case: ') and type(value) is dict: supply_case = key[13:] if 'description' in value: supply_description = value['description'] elif key == 'description': scenario_description = value meta_data['demand_cases'].append(demand_case) meta_data['supply_cases'].append(supply_case) meta_data['demand_case_description'].append(demand_description) meta_data['supply_case_description'].append(supply_description) meta_data['scenario_description'].append(scenario_description) return meta_data def _get_list_of_db_nodes_and_subsectors(): cur.execute('SELECT name, id FROM "DemandSubsectors";') subsectors = [(r[0], {'id': r[1], 'side': 'd'}) for r in cur.fetchall()] cur.execute('SELECT name, id FROM "SupplyNodes";') nodes = [(r[0], {'id': r[1], 'side': 's'}) for r in cur.fetchall()] return dict(subsectors + nodes) def _get_scenarios_df(scenarios, merge_by_override=None): folder = sht.range('scenario_folder').value base_path = os.path.join(directory, folder) measures_df, description_df, sensitivity_df, meta_data = None, None, None, defaultdict(list) sub_node_list = _get_list_of_db_nodes_and_subsectors() for scenario in scenarios: path = os.path.join(base_path, scenario + '.json') if not os.path.isfile(path): _msg("error: cannot find path {}".format(path)) sys.exit() json_dict = _load_json(path) scenario_measures = _pull_measures_df(json_dict, scenario) measures_df = scenario_measures if measures_df is None else pd.merge(measures_df, scenario_measures, how='outer') scenario_descriptions = _pull_descriptions_df(json_dict, sub_node_list, scenario) description_df = scenario_descriptions if description_df is None else pd.merge(description_df, scenario_descriptions, how='outer') scenario_sensitivities = _pull_sensitivities_df(json_dict, scenario) sensitivity_df = scenario_sensitivities if sensitivity_df is None else pd.merge(sensitivity_df, scenario_sensitivities, how='outer') meta_data = _inspect_scenario_and_case_names(json_dict, meta_data) all_measures = query_all_measures() all_sensitivities = query_all_sensitivities() merge_by = sht.range('merge_by').value if merge_by_override is None else merge_by_override values_m = pd.merge(all_measures, measures_df, how=merge_by) values_s = pd.merge(all_sensitivities, sensitivity_df, how=merge_by) values_s = values_s.set_index(['side', 'sub-node id', 'sub-node name', 'measure type', 'measure id', 'measure name'], append=False).sort_index(level=['measure type', 'sub-node id', 'measure name']) values = pd.merge(values_m, description_df, how='outer') values = values.set_index(['side', 'sub-node id', 'sub-node name', 'measure type', 'measure id', 'measure name'], append=False).sort_index() values = values.append(values_s) return values, meta_data def _helper_load_scenarios(scenarios): values, meta_data = _get_scenarios_df(scenarios) sht.range('values').clear_contents() sht.range('values').value = values for meta_name in meta_data: sht.range(meta_name).clear_contents() sht.range(meta_name).value = meta_data[meta_name] _msg("sucessfully loaded {} scenarios from folder {}".format(len(scenarios), sht.range('scenario_folder').value)) def error_check_scenarios(): _connect_to_db() scenarios = [s for s in sht.range('scenario_list').value if s] values, meta_data = _get_scenarios_df(scenarios, merge_by_override='outer') bad_index = np.nonzero([(v is None or v is np.NaN) for v in values.index.get_level_values('sub-node id')])[0] values = values.iloc[bad_index] sht.range('values').clear_contents() sht.range('values').value = values for meta_name in meta_data: sht.range(meta_name).clear_contents() sht.range(meta_name).value = meta_data[meta_name] if len(bad_index): _msg("measures not in the database are displayed below") else: _msg("all measures were found in the database!") def load_scenario(): _connect_to_db() scenarios = [wb.app.selection.value] _helper_load_scenarios(scenarios) def load_scenarios(): _connect_to_db() scenarios = [s for s in sht.range('scenario_list').value if s] _helper_load_scenarios(scenarios) def chunks(l, n): """Yield successive n-sized chunks from l.""" for i in range(0, len(l), n): yield l[i:i + n] # Adapted from https://github.com/skywind3000/terminal/blob/master/terminal.py def darwin_osascript(script): for line in script: # print line pass if type(script) == type([]): script = '\n'.join(script) p = subprocess.Popen(['/usr/bin/osascript'], shell=False, stdin=subprocess.PIPE, stdout=subprocess.PIPE, stderr=subprocess.STDOUT) p.stdin.write(script) p.stdin.flush() p.stdin.close() text = p.stdout.read() p.stdout.close() code = p.wait() # print text return code, text # Adapted from https://github.com/skywind3000/terminal/blob/master/terminal.py def run_on_darwin(command, working_dir): command = ' '.join(command) command = 'cd "{}"; '.format(working_dir) + command command = command.replace('\\', '\\\\') command = command.replace('"', '\\"') command = command.replace("'", "\\'") osascript = [ 'tell application "Terminal"', ' do script "%s"' % command, ' activate', 'end tell' ] return darwin_osascript(osascript) def run_on_windows(command, working_dir): os.chdir(working_dir) command = ["start", "cmd", "/k"] + command subprocess.call(command, shell=True); def start_energypathways(): _connect_to_db() folder = sht.range('scenario_folder_controls').value working_dir = os.path.join(directory, folder) base_args = ['EnergyPATHWAYS'] if _get_config('conda_env'): base_args = ['source', 'activate', _get_config('conda_env') + ';'] + base_args if sht.range('configINI_name').value != 'config.INI': base_args += ['-c', sht.range('configINI_name').value] if sht.range('ep_load_demand').value is True: base_args.append('-ld') if sht.range('ep_load_supply').value is True: base_args.append('-ls') if sht.range('ep_solve_demand').value is False: base_args.append('--no_solve_demand') if sht.range('ep_solve_supply').value is False: base_args.append('--no_solve_supply') if sht.range('ep_export_results').value is False: base_args.append('--no_export_results') if sht.range('ep_clear_results').value is True: base_args.append('--clear_results') if sht.range('ep_save_models').value is False: base_args.append('--no_save_models') scenarios = [s for s in sht.range('scenario_list_controls').value if s] ep_cmd_window_count = int(sht.range('ep_cmd_window_count').value) run = run_on_darwin if platform.system() == 'Darwin' else run_on_windows for scenario_chunk in np.array_split(scenarios, ep_cmd_window_count): args = base_args + [val for pair in zip(['-s']*len(scenario_chunk), scenario_chunk) for val in pair] run(args, working_dir) time.sleep(int(sht.range('sleep_between_run_start').value)) _msg("sucessfully launched {} scenarios".format(len(scenarios))) def load_config(): _make_connections() _clear_msg() sht.range('configINI').clear_contents() folder = sht.range('scenario_folder_controls').value config_name = sht.range('configINI_name').value path = os.path.join(directory, folder, config_name) if not os.path.isfile(path): _msg("error: cannot find file {}".format(path)) sys.exit() config = [] with open(path, 'rb') as infile: for row in infile: split_row = row.rstrip().replace('=', ':').split(':') split_row = [split_row[0].rstrip(), split_row[1].lstrip()] if len(split_row)==2 else split_row+[''] config.append(split_row) sht.range('configINI').value = config _msg("sucessfully loaded config file") def is_strnumeric(s): try: float(s) return True except ValueError: return False def save_config(): _make_connections() folder = sht.range('scenario_folder_controls').value config_name = sht.range('configINI_name').value path = os.path.join(directory, folder, config_name) if not os.path.exists(os.path.join(directory, folder)): os.makedirs(os.path.join(directory, folder)) config = [row for row in sht.range('configINI').value if (row is not None and row[0] is not None and row[0]!='')] with open(path, 'wb') as outfile: csvwriter = csv.writer(outfile, delimiter=':') for i, row in enumerate(config): if row[1] is None: if row[0][0]=='#' or row[0][0]=='[': csvwriter.writerow([row[0]]) else: csvwriter.writerow((row[0],'')) else: key, value = row value = ('True' if value else 'False') if type(value) is bool else value value = str(int(value)) if is_strnumeric(str(value)) and (int(value) - value == 0) else str(value) csvwriter.writerow([key, ' ' + value]) next_row = config[i + 1] if i + 1 < len(config) else None if next_row is not None and next_row[0][0]=='[' and next_row[0][-1]==']': csvwriter.writerow([]) _msg("sucessfully saved config file") def _make_connections(): global wb, sht, directory wb = xw.Book.caller() sht = wb.sheets.active directory = os.path.dirname(wb.fullname) def _connect_to_db(): _make_connections() global con, cur _clear_msg() pg_host = _get_config('pg_host') if not pg_host: pg_host = 'localhost' pg_user = _get_config('pg_user') pg_password = _get_config('pg_password') pg_database = _get_config('pg_database') conn_str = "host='%s' dbname='%s' user='%s'" % (pg_host, pg_database, pg_user) if pg_password: conn_str += " password='%s'" % pg_password # Open pathways database con = psycopg2.connect(conn_str) cur = con.cursor() _msg("connection to db successful") def _get_scenario_list(scenario_folder_range): folder = sht.range(scenario_folder_range).value path = os.path.join(directory, folder) if not os.path.exists(path): _msg("error: cannot find path {}".format(path)) sys.exit() # os.path.getmtime(path) # http://stackoverflow.com/questions/237079/how-to-get-file-creation-modification-date-times-in-python scenarios = sorted([f[:-5] for f in os.listdir(path) if f[-5:] == '.json']) return scenarios def refresh_scenario_list(): _make_connections() _clear_msg() scenarios = _get_scenario_list('scenario_folder') sht.range('scenario_list').clear_contents() sht.range('scenario_list').value = [[s] for s in scenarios] # stack _msg("scenario list successfully refreshed") def refresh_scenario_list_controls(): _make_connections() _clear_msg() scenarios = _get_scenario_list('scenario_folder_controls') sht.range('scenario_list_controls').clear_contents() sht.range('scenario_list_controls').value = [[s] for s in scenarios] # stack _msg("scenario list successfully refreshed") def delete_scenario(): _make_connections() scenario_to_delete = wb.app.selection.value folder = sht.range('scenario_folder').value path = os.path.join(directory, folder, scenario_to_delete + '.json') if not os.path.isfile(path): _msg("error: cannot find path {}".format(path)) sys.exit() else: os.remove(path) _msg("file {} has been deleted".format(scenario_to_delete)) scenarios = _get_scenario_list() sht.range('scenario_list').clear_contents() sht.range('scenario_list').value = [[s] for s in scenarios] # stack def pop_open_json_file(): _make_connections() folder = sht.range('scenario_folder').value file_name = wb.app.selection.value path = os.path.join(directory, folder, file_name + '.json') try: # http://stackoverflow.com/questions/17317219/is-there-an-platform-independent-equivalent-of-os-startfile if sys.platform == "win32": os.startfile(path) else: opener = "open" if sys.platform == "darwin" else "xdg-open" subprocess.call([opener, path]) _msg("JSON opened for file {}".format(file_name)) except: _msg("error: unable to open JSON from path {}".format(path)) def _load_json(path): with open(path, 'rb') as infile: loaded = json.load(infile) return loaded def save_scenarios(): _connect_to_db() index_count = 6 # first 6 rows are an index values = sht.range('values').value num_good_columns = sum([v is not None for v in values[0]]) values = [row[:num_good_columns] for row in values if row[0] is not None] num_good_scenarios = num_good_columns - index_count meta_data = {} meta_data['d'] = dict(zip(range(num_good_scenarios), ['Demand Case: ' + n for n in sht.range('demand_cases').value[:num_good_scenarios]])) meta_data['demand_case_description'] = dict( zip(range(num_good_scenarios), sht.range('demand_case_description').value[:num_good_scenarios])) meta_data['s'] = dict(zip(range(num_good_scenarios), ['Supply Case: ' + n for n in sht.range('supply_cases').value[:num_good_scenarios]])) meta_data['supply_case_description'] = dict( zip(range(num_good_scenarios), sht.range('supply_case_description').value[:num_good_scenarios])) meta_data['scenario_names'] = dict( zip(range(num_good_scenarios), sht.range('scenario_names').value[:num_good_scenarios])) meta_data['scenario_description'] = dict( zip(range(num_good_scenarios), sht.range('scenario_description').value[:num_good_scenarios])) # set up JSON structure json_files = OrderedDict() for s in range(num_good_scenarios): json_files[meta_data['scenario_names'][s]] = OrderedDict() if meta_data['scenario_description'][s]: json_files[meta_data['scenario_names'][s]]["description"] = meta_data['scenario_description'][s] json_files[meta_data['scenario_names'][s]][meta_data['d'][s]] = OrderedDict() if meta_data['demand_case_description'][s]: json_files[meta_data['scenario_names'][s]][meta_data['d'][s]]["description"] = \ meta_data['demand_case_description'][s] json_files[meta_data['scenario_names'][s]][meta_data['s'][s]] = OrderedDict() if meta_data['supply_case_description'][s]: json_files[meta_data['scenario_names'][s]][meta_data['s'][s]]["description"] = \ meta_data['supply_case_description'][s] for row in values[1:]: side, node_id, node_name, measure_type, measure_id, measure_name = row[:index_count] x_marks_spot = row[index_count:] for s, x in zip(range(num_good_scenarios), x_marks_spot): if measure_id == SENSITIVTY_LABEL: if x == 'x': if not json_files[meta_data['scenario_names'][s]][meta_data[side][s]].has_key('Sensitivities'): json_files[meta_data['scenario_names'][s]][meta_data[side][s]]['Sensitivities'] = [] sensitivity = OrderedDict([('table', measure_type), ('parent_id', int(node_id)), ('sensitivity', measure_name)]) json_files[meta_data['scenario_names'][s]][meta_data[side][s]]['Sensitivities'].append(sensitivity) elif measure_type == '$description': # the dollar sign was added when loading to make it sort first in excel if x: # if the description is empty, we just want to skip it if not json_files[meta_data['scenario_names'][s]][meta_data[side][s]].has_key(node_name): json_files[meta_data['scenario_names'][s]][meta_data[side][s]][node_name] = OrderedDict() json_files[meta_data['scenario_names'][s]][meta_data[side][s]][node_name]["description"] = x elif x == 'x': # x means we include the measure in the JSON if not json_files[meta_data['scenario_names'][s]][meta_data[side][s]].has_key(node_name): json_files[meta_data['scenario_names'][s]][meta_data[side][s]][node_name] = OrderedDict() if not json_files[meta_data['scenario_names'][s]][meta_data[side][s]][node_name].has_key(measure_type): json_files[meta_data['scenario_names'][s]][meta_data[side][s]][node_name][measure_type] = [] # they will already be in order as we add them json_files[meta_data['scenario_names'][s]][meta_data[side][s]][node_name][measure_type].append(int(measure_id)) write_folder = sht.range('scenario_folder').value base_path = os.path.join(directory, write_folder) if not os.path.exists(base_path): os.makedirs(base_path) for header, name, content in zip(values[0][index_count:], json_files.keys(), json_files.values()): file_name = header if header[-5:].lower() == '.json' else header + '.json' path = os.path.join(base_path, file_name) with open(path, 'wb') as outfile: json.dump({name: content}, outfile, indent=4, separators=(',', ': ')) _msg("successfully saved all scenarios!") ############## # Table CRUD # ############## MEASURE_SHEET_DESCRIPTION_STR = 'C1:C2' MEASURE_PARENT_NAME_RANGE_STR = 'C5' MEASURE_PARENT_DATA_RANGE_STR = 'B7:C32' MEASURE_SUBTABLE_NAME_RANGE_STR = 'F5' MEASURE_SUBTABLE_DATA_RANGE_STR = 'E7:F32' MEASURE_DATA_TABLE_NAME_RANGE_STR = 'I5' # Note that measure data is limited to 1,000 rows; more than that may display, but beyond that will not save! MEASURE_DATA_RANGE_STR = 'H6:P1012' PYTHON_MSG_LABEL_STR = 'B3' PYTHON_MSG_STR = 'C3' MEASURE_DESCRIPTION_LABEL_STR = 'B1:B2' PARENT_TABLE_LABEL_STR = 'B5' SUBTABLE_LABEL_STR = 'E5' DATA_TABLE_LABEL_STR = 'H5' PARENT_TABLE_HEADERS_STR = 'B6:F6' OPTIONS_LABEL_STR = 'R5' OPTIONS_COLUMN_HEADER_STR = 'S5' OPTIONS_COLUMN_STR = 'S6:S1006' FIRST_MEASURE_SHEET = 2 MEASURE_SHEET_COUNT = 3 SUBNODE_COL = 7 MEASURE_TABLE_COL = 9 MEASURE_ID_COL = 10 MEASURE_NAME_COL = 11 # This tells us any special associated subtables. # "None" means include the usual parent-table-with-"Data"-on-the-end table. MEASURE_SUBTABLES = { 'DemandFuelSwitchingMeasures': ( 'DemandFuelSwitchingMeasuresCost', 'DemandFuelSwitchingMeasuresEnergyIntensity', 'DemandFuelSwitchingMeasuresImpact' ), 'DemandServiceDemandMeasures': (None, 'DemandServiceDemandMeasuresCost'), 'DemandEnergyEfficiencyMeasures': (None, 'DemandEnergyEfficiencyMeasuresCost') } # This tells us what id:name lookup table to use for a given column name LOOKUP_MAP = { 'gau_id': 'GeographiesData', 'oth_1_id': 'OtherIndexesData', 'oth_2_id': 'OtherIndexesData', 'final_energy': 'FinalEnergy', 'final_energy_id': 'FinalEnergy', 'final_energy_from_id': 'FinalEnergy', 'final_energy_to_id': 'FinalEnergy', 'demand_tech_id': 'DemandTechs', 'demand_technology_id': 'DemandTechs', 'supply_tech_id': 'SupplyTechs', 'supply_technology_id': 'SupplyTechs', 'efficiency_type_id': 'EfficiencyTypes', 'supply_node_id': 'SupplyNodes', 'blend_node_id': 'SupplyNodes', 'import_node_id': 'SupplyNodes', 'demand_sector_id': 'DemandSectors', 'ghg_type_id': 'GreenhouseGasEmissionsType', 'ghg_id': 'GreenhouseGases', 'dispatch_feeder_id': 'DispatchFeeders', 'dispatch_constraint_id': 'DispatchConstraintTypes', 'day_type_id': 'DayType', 'timeshift_type_id': 'FlexibleLoadShiftTypes', 'subsector_id': 'DemandSubsectors', 'geography_id': 'Geographies', 'other_index_1_id': 'OtherIndexes', 'other_index_2_id': 'OtherIndexes', 'replaced_demand_tech_id': 'DemandTechs', 'input_type_id': 'InputTypes', 'interpolation_method_id': 'CleaningMethods', 'extrapolation_method_id': 'CleaningMethods', 'stock_decay_function_id': 'StockDecayFunctions', 'currency_id': 'Currencies', 'demand_tech_efficiency_types': 'DemandTechEfficiencyTypes', 'definition_id': 'Definitions', 'demand_tech_unit_type_id': 'DemandTechUnitTypes', 'shape_id': 'Shapes', 'linked_id': 'DemandTechs', 'supply_type_id': 'SupplyTypes', 'tradable_geography_id': 'Geographies' } # These hold lookup tables that are static for our purposes, so can be shared at the module level # (no sense in going back to the database for these lookup tables for each individual chunk) name_lookups = {} id_lookups = {} def _lookup_for(table, key_col='id', filter_col=None, filter_value=None): """ Provides dictionaries of id: name or key_col: id from a table, depending on which column is specified as the key_col. Optionally filters the table by another column first, which is needed when we're only interested in, e.g. the geographical units within a particular geography. """ if key_col == 'id': fields = 'id, name' else: fields = '{}, id'.format(key_col) query = 'SELECT {} FROM "{}"'.format(fields, table) if filter_col: query += ' WHERE {} = %s'.format(filter_col) cur.execute(query, (filter_value,)) else: cur.execute(query) rows = cur.fetchall() keys = [row[0] for row in rows] if len(keys) != len(set(keys)): filter_str = ", filtering on {} = {}".format(filter_col, filter_value) if filter_col else '' raise ValueError("Duplicate keys creating lookup for {} using key column {}{}.".format( table, key_col, filter_str )) return {row[0]: row[1] for row in rows} def _name_for(table, id): """Look up the name for a common item like a geographical unit or an other index value""" try: return name_lookups[table][id] except KeyError: name_lookups[table] = _lookup_for(table) return name_lookups[table][id] def _id_for(table, name): """ Look up the id of an item by its name. Note that this does NOT do any filtering of the source table, so if you need to make sure the lookup is only done on a subset of the table (e.g., because different subsets may re-use the same name), you'll need to use lookup_for() directly """ try: return id_lookups[table][name] except KeyError: id_lookups[table] = _lookup_for(table, 'name') return id_lookups[table][name] def _data_header(cols, parent_dict): """Constructs a header row for the worksheet based on the columns in the table and contents of the parent row""" out = [] for col in cols: if col == 'gau_id': out.append(parent_dict['geography_id']) elif col == 'oth_1_id': out.append(parent_dict['other_index_1_id']) elif col == 'oth_2_id': out.append(parent_dict['other_index_2_id']) else: out.append(col) return out def _load_parent_row(table, parent_id): parent_id_col = _get_id_col_of_parent(table) parent_query = 'SELECT * FROM "{}" WHERE {} = %s'.format(table, parent_id_col) cur.execute(parent_query, (parent_id,)) parent_col_names = [desc[0] for desc in cur.description] row = cur.fetchone() values = [] if row: for i, val in enumerate(row): if val and parent_col_names[i] in LOOKUP_MAP: values.append(_name_for(LOOKUP_MAP[parent_col_names[i]], val)) elif val in (True, False): values.append(str(val)) else: values.append(val) return zip(parent_col_names, values) def _clear_measure_sheet_contents(): for measure_sheet_index in range(FIRST_MEASURE_SHEET, FIRST_MEASURE_SHEET + MEASURE_SHEET_COUNT): sheet = wb.sheets[measure_sheet_index] sheet.clear_contents() sheet.range(PYTHON_MSG_LABEL_STR).value = 'PYTHON MSG' sheet.range(PYTHON_MSG_STR).formula = '=python_msg' sheet.range(MEASURE_DESCRIPTION_LABEL_STR).value = [['Measure Description:'], ['Data Table Description:']] sheet.range(PARENT_TABLE_LABEL_STR).value = 'Parent Table:' sheet.range(SUBTABLE_LABEL_STR).value = 'Sub Table:' sheet.range(DATA_TABLE_LABEL_STR).value = 'Data Table:' sheet.range(PARENT_TABLE_HEADERS_STR).value = ['Column Name', 'Value', None, 'Column Name', 'Value'] sheet.range(OPTIONS_LABEL_STR).value = 'Options:' wb.sheets[FIRST_MEASURE_SHEET + 1].name = '(no data)' # Sheet names can't be identical, thus the trailing space wb.sheets[FIRST_MEASURE_SHEET + 2].name = '(no data) ' def _load_measure_sheet(measure_sheet, table, parent_id, parent_data, subtable=None, data_table=None): # Assumption: all of the measure data sheets have had their contents cleared before entering this function sheet_description_range = measure_sheet.range(MEASURE_SHEET_DESCRIPTION_STR) parent_name_range = measure_sheet.range(MEASURE_PARENT_NAME_RANGE_STR) parent_data_range = measure_sheet.range(MEASURE_PARENT_DATA_RANGE_STR) subtable_name_range = measure_sheet.range(MEASURE_SUBTABLE_NAME_RANGE_STR) subtable_data_range = measure_sheet.range(MEASURE_SUBTABLE_DATA_RANGE_STR) data_table_name_range = measure_sheet.range(MEASURE_DATA_TABLE_NAME_RANGE_STR) data_range = measure_sheet.range(MEASURE_DATA_RANGE_STR) # Extract some useful info from the parent_data parent_dict = dict(parent_data) # Show user the name of the data table, within the sheet and in the worksheet name itself if data_table is None: data_table = subtable + 'Data' if subtable else table + 'Data' # Populate metadata about table and data for parent object title = "{} for {} #{}".format(data_table, table, parent_id) if 'name' in parent_dict: title += ', "{}"'.format(parent_dict['name']) cur.execute(""" SELECT obj_description(pg_class.oid) FROM pg_class JOIN pg_namespace ON pg_namespace.oid = pg_class.relnamespace WHERE relkind = 'r' AND nspname = 'public' AND relname = %s; """, (data_table,)) table_desc = cur.fetchone()[0] sheet_description_range.value = [[title], [table_desc]] parent_name_range.value = table parent_data_range.value = parent_data # Excel worksheet names are limited to 31 characters; this takes the rightmost 31 characters, # then strips any dangling word endings off the beginning measure_sheet.name = data_table[-31:].lstrip(string.ascii_lowercase) # This might seem a little redundant, but we need it for saving later on data_table_name_range.value = data_table # Load subtable "parent" information if subtable: subtable_name_range.value = subtable subtable_data = _load_parent_row(subtable, parent_id) if subtable_data: subtable_data_range.value = subtable_data # If there's a subtable we overwrite the previous parent_dict with the subtable's values because the # subtable is what will have, e.g. the geography_id for the data table parent_dict = dict(subtable_data) else: # If there was no data in the subtable, there won't be (or shouldn't be!) any data in the data table, # so we can abort. subtable_data_range.value = ['(no data found in this table for this measure or sensitivity)'] return else: subtable_name_range.value = '(N/A)' # Populate time series data parent_col = _get_parent_col(data_table) data_query = 'SELECT * FROM "{}" WHERE {} = %s'.format(data_table, parent_col) cur.execute(data_query, (parent_id,)) data_col_names = [desc[0] for desc in cur.description] rows = cur.fetchall() if len(rows): # Any column that's empty in the first row is one that this chunk doesn't use, so we'll skip it. # (Columns must be always used or never used within a given chunk -- "sensitivity" is the one exception.) skip_indexes = set(i for i, val in enumerate(rows[0]) if val is None and data_col_names[i] != 'sensitivity') skip_indexes.add(data_col_names.index('id')) skip_indexes.add(data_col_names.index(parent_col)) header_cols = [col for i, col in enumerate(data_col_names) if i not in skip_indexes] data = [] for row in rows: xl_row = [] for i, val in enumerate(row): if i in skip_indexes: continue if data_col_names[i] in LOOKUP_MAP: xl_row.append(_name_for(LOOKUP_MAP[data_col_names[i]], val)) else: xl_row.append(val) data.append(xl_row) data.sort() data.insert(0, _data_header(header_cols, parent_dict)) data_range.value = data else: # TODO: instead of doing nothing, try to populate column headers for the data table so the user can enter data pass def load_measure(): _connect_to_db() _clear_measure_sheet_contents() # Handle the row differently depending on whether it's a sensitivity or not if sht.range((wb.app.selection.row, MEASURE_ID_COL)).value == SENSITIVTY_LABEL: data_table = sht.range((wb.app.selection.row, MEASURE_TABLE_COL)).value table = SENSITIVITIES[data_table]['parent_table'] for suffix in ('NewData', 'ReplacementData', 'Data'): if data_table.endswith(suffix): subtable = data_table[:-len(suffix)] break parent_id = int(sht.range((wb.app.selection.row, SUBNODE_COL)).value) parent_data = _load_parent_row(table, parent_id) _load_measure_sheet(wb.sheets[FIRST_MEASURE_SHEET], table, parent_id, parent_data, subtable, data_table) _msg("Sensitivity loaded") else: table = sht.range((wb.app.selection.row, MEASURE_TABLE_COL)).value parent_id = int(sht.range((wb.app.selection.row, MEASURE_ID_COL)).value) parent_data = _load_parent_row(table, parent_id) measure_sheet_offset = 0 subtables = MEASURE_SUBTABLES.get(table, [None]) for subtable in subtables: _load_measure_sheet(wb.sheets[FIRST_MEASURE_SHEET + measure_sheet_offset], table, parent_id, parent_data, subtable) measure_sheet_offset += 1 _msg("{} measure data sheet(s) loaded".format(measure_sheet_offset)) wb.sheets[FIRST_MEASURE_SHEET].activate() def _fix_sequence(table): print table con.rollback() seq_fix_query = """ SELECT setval(pg_get_serial_sequence('"{table}"', 'id'), MAX(id)) FROM "{table}"; """.format(table=table) cur.execute(seq_fix_query) def _duplicate_rows(table, old_parent_id, new_parent_id=None): pri_col = _get_id_col_of_parent(table) # If there's no new_parent_id yet, this must be the top parent table that we're duplicating parent_col = _get_parent_col(table) copy_key_col = parent_col if new_parent_id else pri_col cols_to = [] cols_from = [] for col in _get_columns(table): if col == pri_col and pri_col != parent_col: continue cols_to.append(col) if col == 'name': cols_from.append("COALESCE('copy of ' || name, 'copy of unnamed measure #' || id)") elif col == parent_col and new_parent_id: cols_from.append(str(new_parent_id)) else: cols_from.append(col) query = """ INSERT INTO "{table}" ({cols_to}) SELECT {cols_from} FROM "{table}" WHERE {copy_key_col} = %s RETURNING {pri_col} """.format(table=table, cols_to=', '.join(cols_to), cols_from=', '.join(cols_from), copy_key_col=copy_key_col, pri_col=pri_col) try: cur.execute(query, (old_parent_id,)) except psycopg2.IntegrityError as e: _fix_sequence(table) raise SequenceError inserted_id = cur.fetchone()[0] return inserted_id # This is the method that actually duplicates the measure; it's separate from duplicate_measure() # so that we don't keep reconnecting to the database if we need to retry due to a sequence problem def _duplicate_measure(retries=0): table = sht.range((wb.app.selection.row, MEASURE_TABLE_COL)).value parent_id = int(sht.range((wb.app.selection.row, MEASURE_ID_COL)).value) parent_dict = dict(_load_parent_row(table, parent_id)) try: new_parent_id = _duplicate_rows(table, parent_id) subtables = MEASURE_SUBTABLES.get(table, [None]) for subtable in subtables: if subtable is None: _duplicate_rows(table + 'Data', parent_id, new_parent_id) else: old_subparent_row = _load_parent_row(subtable, parent_id) # Occasionally it happens that a subtable doesn't have any data for a particular measure, # so we need this "if" to guard against trying to copy None if old_subparent_row: old_subparent_id = dict(old_subparent_row)[_get_id_col_of_parent(subtable)] new_subparent_id = _duplicate_rows(subtable, parent_id, new_parent_id) _duplicate_rows(subtable + 'Data', old_subparent_id, new_subparent_id) except SequenceError: # We had to fix a sequence in one of the tables. This means our transaction got rolled back, # any data we previously inserted is gone and we need to start over assert retries <= 10, "duplicate_measures() seems to be stuck in a sequence-fixing loop; aborting." _duplicate_measure(retries + 1) con.commit() _msg("Duplicated {} #{}. Compare scenarios with 'merge by: left' to see the new measure.".format(table, parent_id)) def duplicate_measure(): if sht.range((wb.app.selection.row, MEASURE_ID_COL)).value == SENSITIVTY_LABEL: _msg("Can't duplicate sensitivities, only measures") return _connect_to_db() _duplicate_measure() def _parent_data_to_dict(parent_data): """Make a dict out of the column names and values for the parent data, discarding any unused rows""" parent_dict = {} for (col, val) in parent_data: if col: parent_dict[col] = val return parent_dict def _update_parent_table(parent_table, parent_dict): update_cols = [] update_vals = [] id_col_of_parent = _get_id_col_of_parent(parent_table) if id_col_of_parent in LOOKUP_MAP: parent_id = _id_for(LOOKUP_MAP[id_col_of_parent], parent_dict[id_col_of_parent]) else: parent_id = parent_dict[id_col_of_parent] for col, val in parent_dict.iteritems(): if col != id_col_of_parent: update_cols.append(col) if val is None or val == '': update_vals.append(None) elif col in LOOKUP_MAP: try: update_vals.append(_id_for(LOOKUP_MAP[col], val)) except KeyError: raise PathwaysLookupError(val, parent_table, col) else: update_vals.append(val) val_placeholder = ', '.join(["%s"] * len(update_vals)) parent_update_query = 'UPDATE "{}" SET ({}) = ({}) WHERE {} = %s'.format( parent_table, ', '.join(update_cols), val_placeholder, id_col_of_parent ) cur.execute(parent_update_query, update_vals + [parent_id]) def save_measure_sheet(): assert hasattr(psycopg2.extras, 'execute_values'), "Scenario builder requires psycopg2 version 2.7 or greater " \ "in order to save data; please use conda or pip to upgrade " \ "your psycopg2 package" _connect_to_db() top_parent_name = sht.range(MEASURE_PARENT_NAME_RANGE_STR).value parent_data_range = sht.range(MEASURE_PARENT_DATA_RANGE_STR) subtable_name = sht.range(MEASURE_SUBTABLE_NAME_RANGE_STR).value subtable_data_range = sht.range(MEASURE_SUBTABLE_DATA_RANGE_STR) data_table_name_range = sht.range(MEASURE_DATA_TABLE_NAME_RANGE_STR) data_range = sht.range(MEASURE_DATA_RANGE_STR) top_parent_dict = _parent_data_to_dict(parent_data_range.value) subtable_dict = _parent_data_to_dict(subtable_data_range.value) id_col_of_parent = _get_id_col_of_parent(top_parent_name) parent_id = top_parent_dict[id_col_of_parent] # To get the effective parent row for the data table, we use the "nearest" table -- that is, use the subtable # if there is one, otherwise use the top level parent parent_dict = subtable_dict or top_parent_dict data_table = data_table_name_range.value # Load the measure data into a list of lists, discarding unused rows and columns measure_data = data_range.value used_cols = set(i for i, val in enumerate(measure_data[0]) if val) measure_data = [[val for i, val in enumerate(row) if i in used_cols] for row in measure_data if any(row)] if not measure_data: _msg("Save failed: could not find measure data to save") return header = measure_data.pop(0) # Convert the column names shown in Excel back to the actual database column names db_cols = [_get_parent_col(data_table)] for col in header: if col == parent_dict['geography_id']: db_cols.append('gau_id') # Note: This will now accept foreign GAUs by not filtering by geography_id with creating the geographies_data id lookup. # It is possible because the name column of GeographiesData is itself unique. This feature is for advanced users only. geographies_data = _lookup_for('GeographiesData', 'name') elif 'other_index_1_id' in parent_dict and parent_dict['other_index_1_id'] and col == parent_dict['other_index_1_id']: db_cols.append('oth_1_id') other_index_1_data = _lookup_for('OtherIndexesData', 'name', 'other_index_id', _id_for('OtherIndexes', parent_dict['other_index_1_id'])) elif 'other_index_2_id' in parent_dict and parent_dict['other_index_2_id'] and col == parent_dict['other_index_2_id']: db_cols.append('oth_2_id') other_index_2_data = _lookup_for('OtherIndexesData', 'name', 'other_index_id', _id_for('OtherIndexes', parent_dict['other_index_2_id'])) else: db_cols.append(col) # Convert the text values shown in the data table back into database ids db_rows = [] for row in measure_data: db_row = [parent_id] for i, val in enumerate(row): # + 1 here because we need to skip past the parent_id column col = db_cols[i + 1] if col == 'gau_id': try: db_row.append(geographies_data[val]) except KeyError: raise PathwaysLookupError(val, data_table, parent_dict['geography_id']) elif col == 'oth_1_id': try: db_row.append(other_index_1_data[val]) except KeyError: raise PathwaysLookupError(val, data_table, parent_dict['other_index_1_id']) elif col == 'oth_2_id': try: db_row.append(other_index_2_data[val]) except KeyError: raise PathwaysLookupError(val, data_table, parent_dict['other_index_2_id']) elif col in LOOKUP_MAP: try: db_row.append(_id_for(LOOKUP_MAP[col], val)) except KeyError: raise PathwaysLookupError(val, data_table, col) else: db_row.append(val) db_rows.append(db_row) # Clean out the old data from the data table for this parent_id del_query = 'DELETE FROM "{}" WHERE {} = %s'.format(data_table, db_cols[0]) cur.execute(del_query, (parent_id,)) # Insert the new data from the worksheet ins_query = 'INSERT INTO "{}" ({}) VALUES %s'.format(data_table, ', '.join(db_cols)) try: # This requires psycopg2 >=2.7 psycopg2.extras.execute_values(cur, ins_query, db_rows) except psycopg2.IntegrityError: _fix_sequence(data_table) # Now redo the delete and insert that we were originally trying to do cur.execute(del_query, (parent_id,)) psycopg2.extras.execute_values(cur, ins_query, db_rows) # Update the parent tables _update_parent_table(top_parent_name, top_parent_dict) if subtable_dict: _update_parent_table(subtable_name, subtable_dict) con.commit() _msg('Successfully saved {} for parent_id {}'.format(data_table, int(parent_id))) def _range_contains(container, cell): # Check if cell is inside container. "Cell" may actually be a multi-cell range, in which case we're just # checking the top-left cell, not looking at its entire extent. return (container.column <= cell.column <= container.last_cell.column and container.row <= cell.row <= container.last_cell.row) def _replace_options(msg, new_header=None, new_options=None): _msg(msg) # Replaces the contents of the options area. If no header or options are passed in, they're just cleared header = sht.range(OPTIONS_COLUMN_HEADER_STR) options = sht.range(OPTIONS_COLUMN_STR) if new_header: header.value = new_header else: header.clear_contents() options.clear_contents() if new_options: options.value = [[option] for option in new_options] def get_options(): _connect_to_db() parent_data_range = sht.range(MEASURE_PARENT_DATA_RANGE_STR) subtable_data_range = sht.range(MEASURE_SUBTABLE_DATA_RANGE_STR) data_table_range = sht.range(MEASURE_DATA_RANGE_STR) selection = wb.app.selection lookup = None inside_range = None if _range_contains(parent_data_range, selection): inside_range = 'parent' elif _range_contains(subtable_data_range, selection): inside_range = 'subtable' elif _range_contains(data_table_range, selection): inside_range = 'data' if inside_range: if inside_range == 'data': table = sht.range(MEASURE_DATA_TABLE_NAME_RANGE_STR).value lookup_col = sht.range((data_table_range.row, selection.column)).value if not lookup_col: _replace_options("Select a column with a column name at the top to get options.") return top_parent_dict = _parent_data_to_dict(parent_data_range.value) subtable_dict = _parent_data_to_dict(subtable_data_range.value) # To get the effective parent row for the data table, we use the "nearest" table -- that is, use the subtable # if there is one, otherwise use the top level parent parent_dict = subtable_dict or top_parent_dict # Special case lookups if the "column" isn't a real column but rather a value from the parent # table's geography or other index if lookup_col == parent_dict['geography_id']: # because using foreign GAUs is an advanced feature and we have 1000s of geographies in the model, # it makes sense here to still filter by geography_id even though it will technically support foreign GAUs as an input. lookup = _lookup_for('GeographiesData', 'name', 'geography_id', _id_for('Geographies', parent_dict['geography_id'])) elif 'other_index_1_id' in parent_dict and parent_dict['other_index_1_id'] and lookup_col == parent_dict[ 'other_index_1_id']: lookup = _lookup_for('OtherIndexesData', 'name', 'other_index_id', _id_for('OtherIndexes', parent_dict['other_index_1_id'])) elif 'other_index_2_id' in parent_dict and parent_dict['other_index_2_id'] and lookup_col == parent_dict[ 'other_index_2_id']: lookup = _lookup_for('OtherIndexesData', 'name', 'other_index_id', _id_for('OtherIndexes', parent_dict['other_index_2_id'])) else: if inside_range == 'parent': lookup_xl_col = parent_data_range.column table = sht.range(MEASURE_PARENT_NAME_RANGE_STR).value else: lookup_xl_col = subtable_data_range.column table = sht.range(MEASURE_SUBTABLE_NAME_RANGE_STR).value lookup_col = sht.range((selection.row, lookup_xl_col)).value if not lookup_col: _replace_options("Select a row containing a column name to get options.") return qualified_col = "{}.{}".format(table, lookup_col) if not lookup: # We haven't already retrieved the lookup table due to one of the special cases above try: lookup_table = LOOKUP_MAP[lookup_col] except KeyError: _replace_options("No preset options to show for {}.".format(qualified_col)) return lookup = _lookup_for(lookup_table, 'name') options = sorted(lookup.keys()) _replace_options("Options loaded for {}".format(qualified_col), qualified_col, options) else: _replace_options("To get options select a row within a table.") def delete_measure(): _connect_to_db() table = sht.range((wb.app.selection.row, MEASURE_TABLE_COL)).value if sht.range((wb.app.selection.row, MEASURE_ID_COL)).value == SENSITIVTY_LABEL: parent_id = int(sht.range((wb.app.selection.row, SUBNODE_COL)).value) parent_col = _get_parent_col(table) sensitivity = sht.range((wb.app.selection.row, MEASURE_NAME_COL)).value query = 'DELETE FROM "{}" WHERE {} = %s AND sensitivity = %s'.format(table, parent_col) cur.execute(query, (parent_id, sensitivity)) deleted_count = cur.rowcount con.commit() _msg('{} "{}" rows deleted from {} #{}'.format(deleted_count, sensitivity, table, parent_id)) else: parent_id = int(sht.range((wb.app.selection.row, MEASURE_ID_COL)).value) parent_id_col = _get_id_col_of_parent(table) query = 'DELETE FROM "{}" WHERE {} = %s'.format(table, parent_id_col) cur.execute(query, (parent_id,)) deleted_count = cur.rowcount if deleted_count == 1: con.commit() _msg("{} #{} deleted.".format(table, parent_id)) else: con.rollback() raise IOError("Canceling deletion because {} measures would have been deleted.".format(deleted_count)) # This tricksiness enables us to debug from the command line, e.g. using ipdb if __name__ == '__main__': xw.Book('scenario_builder.xlsm').set_mock_caller() import ipdb with ipdb.launch_ipdb_on_exception(): # This is just an example; call whatever you're trying to debug here delete_measure()
mit
sem-geologist/hyperspy
hyperspy/_signals/lazy.py
3
36898
# -*- coding: utf-8 -*- # Copyright 2007-2016 The HyperSpy developers # # This file is part of HyperSpy. # # HyperSpy is free software: you can redistribute it and/or modify # it under the terms of the GNU General Public License as published by # the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # # HyperSpy is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU General Public License for more details. # # You should have received a copy of the GNU General Public License # along with HyperSpy. If not, see <http://www.gnu.org/licenses/>. import logging from functools import partial import warnings import numpy as np import dask.array as da import dask.delayed as dd from dask import threaded from dask.diagnostics import ProgressBar from itertools import product from ..signal import BaseSignal from ..misc.utils import multiply, dummy_context_manager from ..external.progressbar import progressbar from ..external.astroML.histtools import dasky_histogram from hyperspy.misc.array_tools import _requires_linear_rebin from hyperspy.exceptions import VisibleDeprecationWarning _logger = logging.getLogger(__name__) lazyerror = NotImplementedError('This method is not available in lazy signals') def to_array(thing, chunks=None): """Accepts BaseSignal, dask or numpy arrays and always produces either numpy or dask array. Parameters ---------- thing : {BaseSignal, dask.array.Array, numpy.ndarray} the thing to be converted chunks : {None, tuple of tuples} If None, the returned value is a numpy array. Otherwise returns dask array with the chunks as specified. Returns ------- res : {numpy.ndarray, dask.array.Array} """ if thing is None: return None if isinstance(thing, BaseSignal): thing = thing.data if chunks is None: if isinstance(thing, da.Array): thing = thing.compute() if isinstance(thing, np.ndarray): return thing else: raise ValueError else: if isinstance(thing, np.ndarray): thing = da.from_array(thing, chunks=chunks) if isinstance(thing, da.Array): if thing.chunks != chunks: thing = thing.rechunk(chunks) return thing else: raise ValueError class LazySignal(BaseSignal): """A Lazy Signal instance that delays computation until explicitly saved (assuming storing the full result of computation in memory is not feasible) """ _lazy = True def compute(self, progressbar=True, close_file=False): """Attempt to store the full signal in memory. close_file: bool If True, attemp to close the file associated with the dask array data if any. Note that closing the file will make all other associated lazy signals inoperative. """ if progressbar: cm = ProgressBar else: cm = dummy_context_manager with cm(): da = self.data data = da.compute() if close_file: self.close_file() self.data = data self._lazy = False self._assign_subclass() def close_file(self): """Closes the associated data file if any. Currently it only supports closing the file associated with a dask array created from an h5py DataSet (default HyperSpy hdf5 reader). """ arrkey = None for key in self.data.dask.keys(): if "array-original" in key: arrkey = key break if arrkey: try: self.data.dask[arrkey].file.close() except AttributeError as e: _logger.exception("Failed to close lazy Signal file") def _get_dask_chunks(self, axis=None, dtype=None): """Returns dask chunks Aims: - Have at least one signal (or specified axis) in a single chunk, or as many as fit in memory Parameters ---------- axis : {int, string, None, axis, tuple} If axis is None (default), returns chunks for current data shape so that at least one signal is in the chunk. If an axis is specified, only that particular axis is guaranteed to be "not sliced". dtype : {string, np.dtype} The dtype of target chunks. Returns ------- Tuple of tuples, dask chunks """ dc = self.data dcshape = dc.shape for _axis in self.axes_manager._axes: if _axis.index_in_array < len(dcshape): _axis.size = int(dcshape[_axis.index_in_array]) if axis is not None: need_axes = self.axes_manager[axis] if not np.iterable(need_axes): need_axes = [need_axes, ] else: need_axes = self.axes_manager.signal_axes if dtype is None: dtype = dc.dtype elif not isinstance(dtype, np.dtype): dtype = np.dtype(dtype) typesize = max(dtype.itemsize, dc.dtype.itemsize) want_to_keep = multiply([ax.size for ax in need_axes]) * typesize # @mrocklin reccomends to have around 100MB chunks, so we do that: num_that_fit = int(100. * 2.**20 / want_to_keep) # want to have at least one "signal" per chunk if num_that_fit < 2: chunks = [tuple(1 for _ in range(i)) for i in dc.shape] for ax in need_axes: chunks[ax.index_in_array] = dc.shape[ax.index_in_array], return tuple(chunks) sizes = [ ax.size for ax in self.axes_manager._axes if ax not in need_axes ] indices = [ ax.index_in_array for ax in self.axes_manager._axes if ax not in need_axes ] while True: if multiply(sizes) <= num_that_fit: break i = np.argmax(sizes) sizes[i] = np.floor(sizes[i] / 2) chunks = [] ndim = len(dc.shape) for i in range(ndim): if i in indices: size = float(dc.shape[i]) split_array = np.array_split( np.arange(size), np.ceil(size / sizes[indices.index(i)])) chunks.append(tuple(len(sp) for sp in split_array)) else: chunks.append((dc.shape[i], )) return tuple(chunks) def _make_lazy(self, axis=None, rechunk=False, dtype=None): self.data = self._lazy_data(axis=axis, rechunk=rechunk, dtype=dtype) def change_dtype(self, dtype, rechunk=True): from hyperspy.misc import rgb_tools if not isinstance(dtype, np.dtype) and (dtype not in rgb_tools.rgb_dtypes): dtype = np.dtype(dtype) self._make_lazy(rechunk=rechunk, dtype=dtype) super().change_dtype(dtype) change_dtype.__doc__ = BaseSignal.change_dtype.__doc__ def _lazy_data(self, axis=None, rechunk=True, dtype=None): """Return the data as a dask array, rechunked if necessary. Parameters ---------- axis: None, DataAxis or tuple of data axes The data axis that must not be broken into chunks when `rechunk` is `True`. If None, it defaults to the current signal axes. rechunk: bool, "dask_auto" If `True`, it rechunks the data if necessary making sure that the axes in ``axis`` are not split into chunks. If `False` it does not rechunk at least the data is not a dask array, in which case it chunks as if rechunk was `True`. If "dask_auto", rechunk if necessary using dask's automatic chunk guessing. """ if rechunk == "dask_auto": new_chunks = "auto" else: new_chunks = self._get_dask_chunks(axis=axis, dtype=dtype) if isinstance(self.data, da.Array): res = self.data if self.data.chunks != new_chunks and rechunk: _logger.info( "Rechunking.\nOriginal chunks: %s" % str(self.data.chunks)) res = self.data.rechunk(new_chunks) _logger.info( "Final chunks: %s " % str(res.chunks)) else: if isinstance(self.data, np.ma.masked_array): data = np.where(self.data.mask, np.nan, self.data) else: data = self.data res = da.from_array(data, chunks=new_chunks) assert isinstance(res, da.Array) return res def _apply_function_on_data_and_remove_axis(self, function, axes, out=None, rechunk=True): def get_dask_function(numpy_name): # Translate from the default numpy to dask functions translations = {'amax': 'max', 'amin': 'min'} if numpy_name in translations: numpy_name = translations[numpy_name] return getattr(da, numpy_name) function = get_dask_function(function.__name__) axes = self.axes_manager[axes] if not np.iterable(axes): axes = (axes, ) ar_axes = tuple(ax.index_in_array for ax in axes) if len(ar_axes) == 1: ar_axes = ar_axes[0] # For reduce operations the actual signal and navigation # axes configuration does not matter. Hence we leave # dask guess the chunks if rechunk is True: rechunk = "dask_auto" current_data = self._lazy_data(rechunk=rechunk) # Apply reducing function new_data = function(current_data, axis=ar_axes) if not new_data.ndim: new_data = new_data.reshape((1, )) if out: if out.data.shape == new_data.shape: out.data = new_data out.events.data_changed.trigger(obj=out) else: raise ValueError( "The output shape %s does not match the shape of " "`out` %s" % (new_data.shape, out.data.shape)) else: s = self._deepcopy_with_new_data(new_data) s._remove_axis([ax.index_in_axes_manager for ax in axes]) return s def rebin(self, new_shape=None, scale=None, crop=False, out=None, rechunk=True): factors = self._validate_rebin_args_and_get_factors( new_shape=new_shape, scale=scale) if _requires_linear_rebin(arr=self.data, scale=factors): if new_shape: raise NotImplementedError( "Lazy rebin requires that the new shape is a divisor " "of the original signal shape e.g. if original shape " "(10| 6), new_shape=(5| 3) is valid, (3 | 4) is not.") else: raise NotImplementedError( "Lazy rebin requires scale to be integer and divisor of the " "original signal shape") axis = {ax.index_in_array: ax for ax in self.axes_manager._axes}[factors.argmax()] self._make_lazy(axis=axis, rechunk=rechunk) return super().rebin(new_shape=new_shape, scale=scale, crop=crop, out=out) rebin.__doc__ = BaseSignal.rebin.__doc__ def __array__(self, dtype=None): return self.data.__array__(dtype=dtype) def _make_sure_data_is_contiguous(self): self._make_lazy(rechunk=True) def diff(self, axis, order=1, out=None, rechunk=True): arr_axis = self.axes_manager[axis].index_in_array def dask_diff(arr, n, axis): # assume arr is da.Array already n = int(n) if n == 0: return arr if n < 0: raise ValueError("order must be positive") nd = len(arr.shape) slice1 = [slice(None)] * nd slice2 = [slice(None)] * nd slice1[axis] = slice(1, None) slice2[axis] = slice(None, -1) slice1 = tuple(slice1) slice2 = tuple(slice2) if n > 1: return dask_diff(arr[slice1] - arr[slice2], n - 1, axis=axis) else: return arr[slice1] - arr[slice2] current_data = self._lazy_data(axis=axis, rechunk=rechunk) new_data = dask_diff(current_data, order, arr_axis) if not new_data.ndim: new_data = new_data.reshape((1, )) s = out or self._deepcopy_with_new_data(new_data) if out: if out.data.shape == new_data.shape: out.data = new_data else: raise ValueError( "The output shape %s does not match the shape of " "`out` %s" % (new_data.shape, out.data.shape)) axis2 = s.axes_manager[axis] new_offset = self.axes_manager[axis].offset + (order * axis2.scale / 2) axis2.offset = new_offset s.get_dimensions_from_data() if out is None: return s else: out.events.data_changed.trigger(obj=out) diff.__doc__ = BaseSignal.diff.__doc__ def integrate_simpson(self, axis, out=None): axis = self.axes_manager[axis] from scipy import integrate axis = self.axes_manager[axis] data = self._lazy_data(axis=axis, rechunk=True) new_data = data.map_blocks( integrate.simps, x=axis.axis, axis=axis.index_in_array, drop_axis=axis.index_in_array, dtype=data.dtype) s = out or self._deepcopy_with_new_data(new_data) if out: if out.data.shape == new_data.shape: out.data = new_data out.events.data_changed.trigger(obj=out) else: raise ValueError( "The output shape %s does not match the shape of " "`out` %s" % (new_data.shape, out.data.shape)) else: s._remove_axis(axis.index_in_axes_manager) return s integrate_simpson.__doc__ = BaseSignal.integrate_simpson.__doc__ def valuemax(self, axis, out=None, rechunk=True): idx = self.indexmax(axis, rechunk=rechunk) old_data = idx.data data = old_data.map_blocks( lambda x: self.axes_manager[axis].index2value(x)) if out is None: idx.data = data return idx else: out.data = data out.events.data_changed.trigger(obj=out) valuemax.__doc__ = BaseSignal.valuemax.__doc__ def valuemin(self, axis, out=None, rechunk=True): idx = self.indexmin(axis, rechunk=rechunk) old_data = idx.data data = old_data.map_blocks( lambda x: self.axes_manager[axis].index2value(x)) if out is None: idx.data = data return idx else: out.data = data out.events.data_changed.trigger(obj=out) valuemin.__doc__ = BaseSignal.valuemin.__doc__ def get_histogram(self, bins='freedman', out=None, rechunk=True, **kwargs): if 'range_bins' in kwargs: _logger.warning("'range_bins' argument not supported for lazy " "signals") del kwargs['range_bins'] from hyperspy.signals import Signal1D data = self._lazy_data(rechunk=rechunk).flatten() hist, bin_edges = dasky_histogram(data, bins=bins, **kwargs) if out is None: hist_spec = Signal1D(hist) hist_spec._lazy = True hist_spec._assign_subclass() else: hist_spec = out # we always overwrite the data because the computation is lazy -> # the result signal is lazy. Assume that the `out` is already lazy hist_spec.data = hist hist_spec.axes_manager[0].scale = bin_edges[1] - bin_edges[0] hist_spec.axes_manager[0].offset = bin_edges[0] hist_spec.axes_manager[0].size = hist.shape[-1] hist_spec.axes_manager[0].name = 'value' hist_spec.metadata.General.title = ( self.metadata.General.title + " histogram") hist_spec.metadata.Signal.binned = True if out is None: return hist_spec else: out.events.data_changed.trigger(obj=out) get_histogram.__doc__ = BaseSignal.get_histogram.__doc__ @staticmethod def _estimate_poissonian_noise_variance(dc, gain_factor, gain_offset, correlation_factor): variance = (dc * gain_factor + gain_offset) * correlation_factor # The lower bound of the variance is the gaussian noise. variance = da.clip(variance, gain_offset * correlation_factor, np.inf) return variance # def _get_navigation_signal(self, data=None, dtype=None): # return super()._get_navigation_signal(data=data, dtype=dtype).as_lazy() # _get_navigation_signal.__doc__ = BaseSignal._get_navigation_signal.__doc__ # def _get_signal_signal(self, data=None, dtype=None): # return super()._get_signal_signal(data=data, dtype=dtype).as_lazy() # _get_signal_signal.__doc__ = BaseSignal._get_signal_signal.__doc__ def _calculate_summary_statistics(self, rechunk=True): if rechunk is True: # Use dask auto rechunk instead of HyperSpy's one, what should be # better for these operations rechunk = "dask_auto" data = self._lazy_data(rechunk=rechunk) _raveled = data.ravel() _mean, _std, _min, _q1, _q2, _q3, _max = da.compute( da.nanmean(data), da.nanstd(data), da.nanmin(data), da.percentile(_raveled, [25, ]), da.percentile(_raveled, [50, ]), da.percentile(_raveled, [75, ]), da.nanmax(data), ) return _mean, _std, _min, _q1, _q2, _q3, _max def _map_all(self, function, inplace=True, **kwargs): calc_result = dd(function)(self.data, **kwargs) if inplace: self.data = da.from_delayed(calc_result, shape=self.data.shape, dtype=self.data.dtype) return None return self._deepcopy_with_new_data(calc_result) def _map_iterate(self, function, iterating_kwargs=(), show_progressbar=None, parallel=None, ragged=None, inplace=True, **kwargs): if ragged not in (True, False): raise ValueError('"ragged" kwarg has to be bool for lazy signals') _logger.debug("Entering '_map_iterate'") size = max(1, self.axes_manager.navigation_size) from hyperspy.misc.utils import (create_map_objects, map_result_construction) func, iterators = create_map_objects(function, size, iterating_kwargs, **kwargs) iterators = (self._iterate_signal(), ) + iterators res_shape = self.axes_manager._navigation_shape_in_array # no navigation if not len(res_shape) and ragged: res_shape = (1,) all_delayed = [dd(func)(data) for data in zip(*iterators)] if ragged: sig_shape = () sig_dtype = np.dtype('O') else: one_compute = all_delayed[0].compute() sig_shape = one_compute.shape sig_dtype = one_compute.dtype pixels = [ da.from_delayed( res, shape=sig_shape, dtype=sig_dtype) for res in all_delayed ] for step in reversed(res_shape): _len = len(pixels) starts = range(0, _len, step) ends = range(step, _len + step, step) pixels = [ da.stack( pixels[s:e], axis=0) for s, e in zip(starts, ends) ] result = pixels[0] res = map_result_construction( self, inplace, result, ragged, sig_shape, lazy=True) return res def _iterate_signal(self): if self.axes_manager.navigation_size < 2: yield self() return nav_dim = self.axes_manager.navigation_dimension sig_dim = self.axes_manager.signal_dimension nav_indices = self.axes_manager.navigation_indices_in_array[::-1] nav_lengths = np.atleast_1d( np.array(self.data.shape)[list(nav_indices)]) getitem = [slice(None)] * (nav_dim + sig_dim) data = self._lazy_data() for indices in product(*[range(l) for l in nav_lengths]): for res, ind in zip(indices, nav_indices): getitem[ind] = res yield data[tuple(getitem)] def _block_iterator(self, flat_signal=True, get=threaded.get, navigation_mask=None, signal_mask=None): """A function that allows iterating lazy signal data by blocks, defining the dask.Array. Parameters ---------- flat_signal: bool returns each block flattened, such that the shape (for the particular block) is (navigation_size, signal_size), with optionally masked elements missing. If false, returns the equivalent of s.inav[{blocks}].data, where masked elements are set to np.nan or 0. get : dask scheduler the dask scheduler to use for computations; default `dask.threaded.get` navigation_mask : {BaseSignal, numpy array, dask array} The navigation locations marked as True are not returned (flat) or set to NaN or 0. signal_mask : {BaseSignal, numpy array, dask array} The signal locations marked as True are not returned (flat) or set to NaN or 0. """ self._make_lazy() data = self._data_aligned_with_axes nav_chunks = data.chunks[:self.axes_manager.navigation_dimension] indices = product(*[range(len(c)) for c in nav_chunks]) signalsize = self.axes_manager.signal_size sig_reshape = (signalsize,) if signalsize else () data = data.reshape((self.axes_manager.navigation_shape[::-1] + sig_reshape)) if signal_mask is None: signal_mask = slice(None) if flat_signal else \ np.zeros(self.axes_manager.signal_size, dtype='bool') else: try: signal_mask = to_array(signal_mask).ravel() except ValueError: # re-raise with a message raise ValueError("signal_mask has to be a signal, numpy or" " dask array, but " "{} was given".format(type(signal_mask))) if flat_signal: signal_mask = ~signal_mask if navigation_mask is None: nav_mask = da.zeros( self.axes_manager.navigation_shape[::-1], chunks=nav_chunks, dtype='bool') else: try: nav_mask = to_array(navigation_mask, chunks=nav_chunks) except ValueError: # re-raise with a message raise ValueError("navigation_mask has to be a signal, numpy or" " dask array, but " "{} was given".format(type(navigation_mask))) if flat_signal: nav_mask = ~nav_mask for ind in indices: chunk = get(data.dask, (data.name, ) + ind + (0,) * bool(signalsize)) n_mask = get(nav_mask.dask, (nav_mask.name, ) + ind) if flat_signal: yield chunk[n_mask, ...][..., signal_mask] else: chunk = chunk.copy() value = np.nan if np.can_cast('float', chunk.dtype) else 0 chunk[n_mask, ...] = value chunk[..., signal_mask] = value yield chunk.reshape(chunk.shape[:-1] + self.axes_manager.signal_shape[::-1]) def decomposition(self, normalize_poissonian_noise=False, algorithm='svd', output_dimension=None, signal_mask=None, navigation_mask=None, get=threaded.get, num_chunks=None, reproject=True, bounds=False, **kwargs): """Perform Incremental (Batch) decomposition on the data, keeping n significant components. Parameters ---------- normalize_poissonian_noise : bool If True, scale the SI to normalize Poissonian noise algorithm : str One of ('svd', 'PCA', 'ORPCA', 'ONMF'). By default 'svd', lazy SVD decomposition from dask. output_dimension : int the number of significant components to keep. If None, keep all (only valid for SVD) get : dask scheduler the dask scheduler to use for computations; default `dask.threaded.get` num_chunks : int the number of dask chunks to pass to the decomposition model. More chunks require more memory, but should run faster. Will be increased to contain atleast output_dimension signals. navigation_mask : {BaseSignal, numpy array, dask array} The navigation locations marked as True are not used in the decompostion. signal_mask : {BaseSignal, numpy array, dask array} The signal locations marked as True are not used in the decomposition. reproject : bool Reproject data on the learnt components (factors) after learning. **kwargs passed to the partial_fit/fit functions. Notes ----- Various algorithm parameters and their default values: ONMF: lambda1=1, kappa=1, robust=False, store_r=False batch_size=None ORPCA: fast=True, lambda1=None, lambda2=None, method=None, learning_rate=None, init=None, training_samples=None, momentum=None PCA: batch_size=None, copy=True, white=False """ if bounds: msg = ( "The `bounds` keyword is deprecated and will be removed " "in v2.0. Since version > 1.3 this has no effect.") warnings.warn(msg, VisibleDeprecationWarning) explained_variance = None explained_variance_ratio = None _al_data = self._data_aligned_with_axes nav_chunks = _al_data.chunks[:self.axes_manager.navigation_dimension] sig_chunks = _al_data.chunks[self.axes_manager.navigation_dimension:] num_chunks = 1 if num_chunks is None else num_chunks blocksize = np.min([multiply(ar) for ar in product(*nav_chunks)]) nblocks = multiply([len(c) for c in nav_chunks]) if algorithm != "svd" and output_dimension is None: raise ValueError("With the %s the output_dimension " "must be specified" % algorithm) if output_dimension and blocksize / output_dimension < num_chunks: num_chunks = np.ceil(blocksize / output_dimension) blocksize *= num_chunks # LEARN if algorithm == 'PCA': from sklearn.decomposition import IncrementalPCA obj = IncrementalPCA(n_components=output_dimension) method = partial(obj.partial_fit, **kwargs) reproject = True elif algorithm == 'ORPCA': from hyperspy.learn.rpca import ORPCA kwg = {'fast': True} kwg.update(kwargs) obj = ORPCA(output_dimension, **kwg) method = partial(obj.fit, iterating=True) elif algorithm == 'ONMF': from hyperspy.learn.onmf import ONMF batch_size = kwargs.pop('batch_size', None) obj = ONMF(output_dimension, **kwargs) method = partial(obj.fit, batch_size=batch_size) elif algorithm != "svd": raise ValueError('algorithm not known') original_data = self.data try: if normalize_poissonian_noise: data = self._data_aligned_with_axes ndim = self.axes_manager.navigation_dimension sdim = self.axes_manager.signal_dimension nm = da.logical_not( da.zeros( self.axes_manager.navigation_shape[::-1], chunks=nav_chunks) if navigation_mask is None else to_array( navigation_mask, chunks=nav_chunks)) sm = da.logical_not( da.zeros( self.axes_manager.signal_shape[::-1], chunks=sig_chunks) if signal_mask is None else to_array( signal_mask, chunks=sig_chunks)) ndim = self.axes_manager.navigation_dimension sdim = self.axes_manager.signal_dimension bH, aG = da.compute( data.sum(axis=tuple(range(ndim))), data.sum(axis=tuple(range(ndim, ndim + sdim)))) bH = da.where(sm, bH, 1) aG = da.where(nm, aG, 1) raG = da.sqrt(aG) rbH = da.sqrt(bH) coeff = raG[(..., ) + (None, ) * rbH.ndim] *\ rbH[(None, ) * raG.ndim + (...,)] coeff.map_blocks(np.nan_to_num) coeff = da.where(coeff == 0, 1, coeff) data = data / coeff self.data = data # LEARN if algorithm == "svd": reproject = False from dask.array.linalg import svd try: self._unfolded4decomposition = self.unfold() # TODO: implement masking if navigation_mask or signal_mask: raise NotImplemented( "Masking is not yet implemented for lazy SVD." ) U, S, V = svd(self.data) factors = V.T explained_variance = S ** 2 / self.data.shape[0] loadings = U * S finally: if self._unfolded4decomposition is True: self.fold() self._unfolded4decomposition is False else: this_data = [] try: for chunk in progressbar( self._block_iterator( flat_signal=True, get=get, signal_mask=signal_mask, navigation_mask=navigation_mask), total=nblocks, leave=True, desc='Learn'): this_data.append(chunk) if len(this_data) == num_chunks: thedata = np.concatenate(this_data, axis=0) method(thedata) this_data = [] if len(this_data): thedata = np.concatenate(this_data, axis=0) method(thedata) except KeyboardInterrupt: pass # GET ALREADY CALCULATED RESULTS if algorithm == 'PCA': explained_variance = obj.explained_variance_ explained_variance_ratio = obj.explained_variance_ratio_ factors = obj.components_.T elif algorithm == 'ORPCA': _, _, U, S, V = obj.finish() factors = U * S loadings = V explained_variance = S**2 / len(factors) elif algorithm == 'ONMF': factors, loadings = obj.finish() loadings = loadings.T # REPROJECT if reproject: if algorithm == 'PCA': method = obj.transform def post(a): return np.concatenate(a, axis=0) elif algorithm == 'ORPCA': method = obj.project obj.R = [] def post(a): return obj.finish()[4] elif algorithm == 'ONMF': method = obj.project def post(a): return np.concatenate(a, axis=1).T _map = map(lambda thing: method(thing), self._block_iterator( flat_signal=True, get=get, signal_mask=signal_mask, navigation_mask=navigation_mask)) H = [] try: for thing in progressbar( _map, total=nblocks, desc='Project'): H.append(thing) except KeyboardInterrupt: pass loadings = post(H) if explained_variance is not None and \ explained_variance_ratio is None: explained_variance_ratio = \ explained_variance / explained_variance.sum() # RESHUFFLE "blocked" LOADINGS ndim = self.axes_manager.navigation_dimension if algorithm != "svd": # Only needed for online algorithms try: loadings = _reshuffle_mixed_blocks( loadings, ndim, (output_dimension,), nav_chunks).reshape((-1, output_dimension)) except ValueError: # In case the projection step was not finished, it's left # as scrambled pass finally: self.data = original_data target = self.learning_results target.decomposition_algorithm = algorithm target.output_dimension = output_dimension if algorithm != "svd": target._object = obj target.factors = factors target.loadings = loadings target.explained_variance = explained_variance target.explained_variance_ratio = explained_variance_ratio # Rescale the results if the noise was normalized if normalize_poissonian_noise is True: target.factors = target.factors * rbH.ravel()[:, np.newaxis] target.loadings = target.loadings * raG.ravel()[:, np.newaxis] def _reshuffle_mixed_blocks(array, ndim, sshape, nav_chunks): """Reshuffles dask block-shuffled array Parameters ---------- array : np.ndarray the array to reshuffle ndim : int the number of navigation (shuffled) dimensions sshape : tuple of ints The shape """ splits = np.cumsum([multiply(ar) for ar in product(*nav_chunks)][:-1]).tolist() if splits: all_chunks = [ ar.reshape(shape + sshape) for shape, ar in zip( product(*nav_chunks), np.split(array, splits)) ] def split_stack_list(what, step, axis): total = len(what) if total != step: return [ np.concatenate( what[i:i + step], axis=axis) for i in range(0, total, step) ] else: return np.concatenate(what, axis=axis) for chunks, axis in zip(nav_chunks[::-1], range(ndim - 1, -1, -1)): step = len(chunks) all_chunks = split_stack_list(all_chunks, step, axis) return all_chunks else: return array
gpl-3.0
sriharshams/mlnd
smartcab/visuals.py
17
7709
########################################### # Suppress matplotlib user warnings # Necessary for newer version of matplotlib import warnings warnings.filterwarnings("ignore", category = UserWarning, module = "matplotlib") ########################################### # # Display inline matplotlib plots with IPython from IPython import get_ipython get_ipython().run_line_magic('matplotlib', 'inline') ########################################### import matplotlib.pyplot as plt import numpy as np import pandas as pd import os import ast def calculate_safety(data): """ Calculates the safety rating of the smartcab during testing. """ good_ratio = data['good_actions'].sum() * 1.0 / \ (data['initial_deadline'] - data['final_deadline']).sum() if good_ratio == 1: # Perfect driving return ("A+", "green") else: # Imperfect driving if data['actions'].apply(lambda x: ast.literal_eval(x)[4]).sum() > 0: # Major accident return ("F", "red") elif data['actions'].apply(lambda x: ast.literal_eval(x)[3]).sum() > 0: # Minor accident return ("D", "#EEC700") elif data['actions'].apply(lambda x: ast.literal_eval(x)[2]).sum() > 0: # Major violation return ("C", "#EEC700") else: # Minor violation minor = data['actions'].apply(lambda x: ast.literal_eval(x)[1]).sum() if minor >= len(data)/2: # Minor violation in at least half of the trials return ("B", "green") else: return ("A", "green") def calculate_reliability(data): """ Calculates the reliability rating of the smartcab during testing. """ success_ratio = data['success'].sum() * 1.0 / len(data) if success_ratio == 1: # Always meets deadline return ("A+", "green") else: if success_ratio >= 0.90: return ("A", "green") elif success_ratio >= 0.80: return ("B", "green") elif success_ratio >= 0.70: return ("C", "#EEC700") elif success_ratio >= 0.60: return ("D", "#EEC700") else: return ("F", "red") def plot_trials(csv): """ Plots the data from logged metrics during a simulation.""" data = pd.read_csv(os.path.join("logs", csv)) if len(data) < 10: print "Not enough data collected to create a visualization." print "At least 20 trials are required." return # Create additional features data['average_reward'] = (data['net_reward'] / (data['initial_deadline'] - data['final_deadline'])).rolling(window=10, center=False).mean() data['reliability_rate'] = (data['success']*100).rolling(window=10, center=False).mean() # compute avg. net reward with window=10 data['good_actions'] = data['actions'].apply(lambda x: ast.literal_eval(x)[0]) data['good'] = (data['good_actions'] * 1.0 / \ (data['initial_deadline'] - data['final_deadline'])).rolling(window=10, center=False).mean() data['minor'] = (data['actions'].apply(lambda x: ast.literal_eval(x)[1]) * 1.0 / \ (data['initial_deadline'] - data['final_deadline'])).rolling(window=10, center=False).mean() data['major'] = (data['actions'].apply(lambda x: ast.literal_eval(x)[2]) * 1.0 / \ (data['initial_deadline'] - data['final_deadline'])).rolling(window=10, center=False).mean() data['minor_acc'] = (data['actions'].apply(lambda x: ast.literal_eval(x)[3]) * 1.0 / \ (data['initial_deadline'] - data['final_deadline'])).rolling(window=10, center=False).mean() data['major_acc'] = (data['actions'].apply(lambda x: ast.literal_eval(x)[4]) * 1.0 / \ (data['initial_deadline'] - data['final_deadline'])).rolling(window=10, center=False).mean() data['epsilon'] = data['parameters'].apply(lambda x: ast.literal_eval(x)['e']) data['alpha'] = data['parameters'].apply(lambda x: ast.literal_eval(x)['a']) # Create training and testing subsets training_data = data[data['testing'] == False] testing_data = data[data['testing'] == True] plt.figure(figsize=(12,8)) ############### ### Average step reward plot ############### ax = plt.subplot2grid((6,6), (0,3), colspan=3, rowspan=2) ax.set_title("10-Trial Rolling Average Reward per Action") ax.set_ylabel("Reward per Action") ax.set_xlabel("Trial Number") ax.set_xlim((10, len(training_data))) # Create plot-specific data step = training_data[['trial','average_reward']].dropna() ax.axhline(xmin = 0, xmax = 1, y = 0, color = 'black', linestyle = 'dashed') ax.plot(step['trial'], step['average_reward']) ############### ### Parameters Plot ############### ax = plt.subplot2grid((6,6), (2,3), colspan=3, rowspan=2) # Check whether the agent was expected to learn if csv != 'sim_no-learning.csv': ax.set_ylabel("Parameter Value") ax.set_xlabel("Trial Number") ax.set_xlim((1, len(training_data))) ax.set_ylim((0, 1.05)) ax.plot(training_data['trial'], training_data['epsilon'], color='blue', label='Exploration factor') ax.plot(training_data['trial'], training_data['alpha'], color='green', label='Learning factor') ax.legend(bbox_to_anchor=(0.5,1.19), fancybox=True, ncol=2, loc='upper center', fontsize=10) else: ax.axis('off') ax.text(0.52, 0.30, "Simulation completed\nwith learning disabled.", fontsize=24, ha='center', style='italic') ############### ### Bad Actions Plot ############### actions = training_data[['trial','good', 'minor','major','minor_acc','major_acc']].dropna() maximum = (1 - actions['good']).values.max() ax = plt.subplot2grid((6,6), (0,0), colspan=3, rowspan=4) ax.set_title("10-Trial Rolling Relative Frequency of Bad Actions") ax.set_ylabel("Relative Frequency") ax.set_xlabel("Trial Number") ax.set_ylim((0, maximum + 0.01)) ax.set_xlim((10, len(training_data))) ax.set_yticks(np.linspace(0, maximum+0.01, 10)) ax.plot(actions['trial'], (1 - actions['good']), color='black', label='Total Bad Actions', linestyle='dotted', linewidth=3) ax.plot(actions['trial'], actions['minor'], color='orange', label='Minor Violation', linestyle='dashed') ax.plot(actions['trial'], actions['major'], color='orange', label='Major Violation', linewidth=2) ax.plot(actions['trial'], actions['minor_acc'], color='red', label='Minor Accident', linestyle='dashed') ax.plot(actions['trial'], actions['major_acc'], color='red', label='Major Accident', linewidth=2) ax.legend(loc='upper right', fancybox=True, fontsize=10) ############### ### Rolling Success-Rate plot ############### ax = plt.subplot2grid((6,6), (4,0), colspan=4, rowspan=2) ax.set_title("10-Trial Rolling Rate of Reliability") ax.set_ylabel("Rate of Reliability") ax.set_xlabel("Trial Number") ax.set_xlim((10, len(training_data))) ax.set_ylim((-5, 105)) ax.set_yticks(np.arange(0, 101, 20)) ax.set_yticklabels(['0%', '20%', '40%', '60%', '80%', '100%']) # Create plot-specific data trial = training_data.dropna()['trial'] rate = training_data.dropna()['reliability_rate'] # Rolling success rate ax.plot(trial, rate, label="Reliability Rate", color='blue') ############### ### Test results ############### ax = plt.subplot2grid((6,6), (4,4), colspan=2, rowspan=2) ax.axis('off') if len(testing_data) > 0: safety_rating, safety_color = calculate_safety(testing_data) reliability_rating, reliability_color = calculate_reliability(testing_data) # Write success rate ax.text(0.40, .9, "{} testing trials simulated.".format(len(testing_data)), fontsize=14, ha='center') ax.text(0.40, 0.7, "Safety Rating:", fontsize=16, ha='center') ax.text(0.40, 0.42, "{}".format(safety_rating), fontsize=40, ha='center', color=safety_color) ax.text(0.40, 0.27, "Reliability Rating:", fontsize=16, ha='center') ax.text(0.40, 0, "{}".format(reliability_rating), fontsize=40, ha='center', color=reliability_color) else: ax.text(0.36, 0.30, "Simulation completed\nwith testing disabled.", fontsize=20, ha='center', style='italic') plt.tight_layout() plt.show()
apache-2.0
lthurlow/Network-Grapher
proj/external/matplotlib-1.2.1/examples/user_interfaces/embedding_in_qt.py
3
4389
#! /usr/bin/env python # embedding_in_qt.py --- Simple Qt application embedding matplotlib canvases # # Copyright (C) 2005 Florent Rougon # # This file is an example program for matplotlib. It may be used and # modified with no restriction; raw copies as well as modified versions # may be distributed without limitation. from __future__ import unicode_literals import sys, os, random from qt import * from numpy import arange, sin, pi from matplotlib.backends.backend_qtagg import FigureCanvasQTAgg as FigureCanvas from matplotlib.figure import Figure # This seems to be what PyQt expects, according to the examples shipped in # its distribution. TRUE = 1 FALSE = 0 progname = os.path.basename(sys.argv[0]) progversion = "0.1" # Note: color-intensive applications may require a different color allocation # strategy. #QApplication.setColorSpec(QApplication.NormalColor) app = QApplication(sys.argv) class MyMplCanvas(FigureCanvas): """Ultimately, this is a QWidget (as well as a FigureCanvasAgg, etc.).""" def __init__(self, parent=None, width=5, height=4, dpi=100): self.fig = Figure(figsize=(width, height), dpi=dpi) self.axes = self.fig.add_subplot(111) # We want the axes cleared every time plot() is called self.axes.hold(False) self.compute_initial_figure() FigureCanvas.__init__(self, self.fig) self.reparent(parent, QPoint(0, 0)) FigureCanvas.setSizePolicy(self, QSizePolicy.Expanding, QSizePolicy.Expanding) FigureCanvas.updateGeometry(self) def sizeHint(self): w, h = self.get_width_height() return QSize(w, h) def minimumSizeHint(self): return QSize(10, 10) class MyStaticMplCanvas(MyMplCanvas): """Simple canvas with a sine plot.""" def compute_initial_figure(self): t = arange(0.0, 3.0, 0.01) s = sin(2*pi*t) self.axes.plot(t, s) class MyDynamicMplCanvas(MyMplCanvas): """A canvas that updates itself every second with a new plot.""" def __init__(self, *args, **kwargs): MyMplCanvas.__init__(self, *args, **kwargs) timer = QTimer(self, "canvas update timer") QObject.connect(timer, SIGNAL("timeout()"), self.update_figure) timer.start(1000, FALSE) def compute_initial_figure(self): self.axes.plot([0, 1, 2, 3], [1, 2, 0, 4], 'r') def update_figure(self): # Build a list of 4 random integers between 0 and 10 (both inclusive) l = [ random.randint(0, 10) for i in range(4) ] self.axes.plot([0, 1, 2, 3], l, 'r') self.draw() class ApplicationWindow(QMainWindow): def __init__(self): QMainWindow.__init__(self, None, "application main window", Qt.WType_TopLevel | Qt.WDestructiveClose) self.file_menu = QPopupMenu(self) self.file_menu.insertItem('&Quit', self.fileQuit, Qt.CTRL + Qt.Key_Q) self.menuBar().insertItem('&File', self.file_menu) self.help_menu = QPopupMenu(self) self.menuBar().insertSeparator() self.menuBar().insertItem('&Help', self.help_menu) self.help_menu.insertItem('&About', self.about) self.main_widget = QWidget(self, "Main widget") l = QVBoxLayout(self.main_widget) sc = MyStaticMplCanvas(self.main_widget, width=5, height=4, dpi=100) dc = MyDynamicMplCanvas(self.main_widget, width=5, height=4, dpi=100) l.addWidget(sc) l.addWidget(dc) self.main_widget.setFocus() self.setCentralWidget(self.main_widget) self.statusBar().message("All hail matplotlib!", 2000) def fileQuit(self): qApp.exit(0) def closeEvent(self, ce): self.fileQuit() def about(self): QMessageBox.about(self, "About %s" % progname, """%(prog)s version %(version)s Copyright \N{COPYRIGHT SIGN} 2005 Florent Rougon This program is a simple example of a Qt application embedding matplotlib canvases. It may be used and modified with no restriction; raw copies as well as modified versions may be distributed without limitation.""" % {"prog": progname, "version": progversion}) aw = ApplicationWindow() aw.setCaption("%s" % progname) qApp.setMainWidget(aw) aw.show() sys.exit(qApp.exec_loop())
mit
jereze/scikit-learn
examples/model_selection/grid_search_text_feature_extraction.py
253
4158
""" ========================================================== Sample pipeline for text feature extraction and evaluation ========================================================== The dataset used in this example is the 20 newsgroups dataset which will be automatically downloaded and then cached and reused for the document classification example. You can adjust the number of categories by giving their names to the dataset loader or setting them to None to get the 20 of them. Here is a sample output of a run on a quad-core machine:: Loading 20 newsgroups dataset for categories: ['alt.atheism', 'talk.religion.misc'] 1427 documents 2 categories Performing grid search... pipeline: ['vect', 'tfidf', 'clf'] parameters: {'clf__alpha': (1.0000000000000001e-05, 9.9999999999999995e-07), 'clf__n_iter': (10, 50, 80), 'clf__penalty': ('l2', 'elasticnet'), 'tfidf__use_idf': (True, False), 'vect__max_n': (1, 2), 'vect__max_df': (0.5, 0.75, 1.0), 'vect__max_features': (None, 5000, 10000, 50000)} done in 1737.030s Best score: 0.940 Best parameters set: clf__alpha: 9.9999999999999995e-07 clf__n_iter: 50 clf__penalty: 'elasticnet' tfidf__use_idf: True vect__max_n: 2 vect__max_df: 0.75 vect__max_features: 50000 """ # Author: Olivier Grisel <[email protected]> # Peter Prettenhofer <[email protected]> # Mathieu Blondel <[email protected]> # License: BSD 3 clause from __future__ import print_function from pprint import pprint from time import time import logging from sklearn.datasets import fetch_20newsgroups from sklearn.feature_extraction.text import CountVectorizer from sklearn.feature_extraction.text import TfidfTransformer from sklearn.linear_model import SGDClassifier from sklearn.grid_search import GridSearchCV from sklearn.pipeline import Pipeline print(__doc__) # Display progress logs on stdout logging.basicConfig(level=logging.INFO, format='%(asctime)s %(levelname)s %(message)s') ############################################################################### # Load some categories from the training set categories = [ 'alt.atheism', 'talk.religion.misc', ] # Uncomment the following to do the analysis on all the categories #categories = None print("Loading 20 newsgroups dataset for categories:") print(categories) data = fetch_20newsgroups(subset='train', categories=categories) print("%d documents" % len(data.filenames)) print("%d categories" % len(data.target_names)) print() ############################################################################### # define a pipeline combining a text feature extractor with a simple # classifier pipeline = Pipeline([ ('vect', CountVectorizer()), ('tfidf', TfidfTransformer()), ('clf', SGDClassifier()), ]) # uncommenting more parameters will give better exploring power but will # increase processing time in a combinatorial way parameters = { 'vect__max_df': (0.5, 0.75, 1.0), #'vect__max_features': (None, 5000, 10000, 50000), 'vect__ngram_range': ((1, 1), (1, 2)), # unigrams or bigrams #'tfidf__use_idf': (True, False), #'tfidf__norm': ('l1', 'l2'), 'clf__alpha': (0.00001, 0.000001), 'clf__penalty': ('l2', 'elasticnet'), #'clf__n_iter': (10, 50, 80), } if __name__ == "__main__": # multiprocessing requires the fork to happen in a __main__ protected # block # find the best parameters for both the feature extraction and the # classifier grid_search = GridSearchCV(pipeline, parameters, n_jobs=-1, verbose=1) print("Performing grid search...") print("pipeline:", [name for name, _ in pipeline.steps]) print("parameters:") pprint(parameters) t0 = time() grid_search.fit(data.data, data.target) print("done in %0.3fs" % (time() - t0)) print() print("Best score: %0.3f" % grid_search.best_score_) print("Best parameters set:") best_parameters = grid_search.best_estimator_.get_params() for param_name in sorted(parameters.keys()): print("\t%s: %r" % (param_name, best_parameters[param_name]))
bsd-3-clause
kenshay/ImageScript
ProgramData/SystemFiles/Python/Lib/site-packages/ipykernel/eventloops.py
5
9098
# encoding: utf-8 """Event loop integration for the ZeroMQ-based kernels.""" # Copyright (c) IPython Development Team. # Distributed under the terms of the Modified BSD License. import os import sys import platform import zmq from distutils.version import LooseVersion as V from traitlets.config.application import Application from IPython.utils import io def _use_appnope(): """Should we use appnope for dealing with OS X app nap? Checks if we are on OS X 10.9 or greater. """ return sys.platform == 'darwin' and V(platform.mac_ver()[0]) >= V('10.9') def _notify_stream_qt(kernel, stream): from IPython.external.qt_for_kernel import QtCore if _use_appnope() and kernel._darwin_app_nap: from appnope import nope_scope as context else: from contextlib import contextmanager @contextmanager def context(): yield def process_stream_events(): while stream.getsockopt(zmq.EVENTS) & zmq.POLLIN: with context(): kernel.do_one_iteration() fd = stream.getsockopt(zmq.FD) notifier = QtCore.QSocketNotifier(fd, QtCore.QSocketNotifier.Read, kernel.app) notifier.activated.connect(process_stream_events) # mapping of keys to loop functions loop_map = { 'inline': None, 'nbagg': None, 'notebook': None, 'ipympl': None, None : None, } def register_integration(*toolkitnames): """Decorator to register an event loop to integrate with the IPython kernel The decorator takes names to register the event loop as for the %gui magic. You can provide alternative names for the same toolkit. The decorated function should take a single argument, the IPython kernel instance, arrange for the event loop to call ``kernel.do_one_iteration()`` at least every ``kernel._poll_interval`` seconds, and start the event loop. :mod:`ipykernel.eventloops` provides and registers such functions for a few common event loops. """ def decorator(func): for name in toolkitnames: loop_map[name] = func return func return decorator @register_integration('qt', 'qt4') def loop_qt4(kernel): """Start a kernel with PyQt4 event loop integration.""" from IPython.lib.guisupport import get_app_qt4, start_event_loop_qt4 kernel.app = get_app_qt4([" "]) kernel.app.setQuitOnLastWindowClosed(False) for s in kernel.shell_streams: _notify_stream_qt(kernel, s) start_event_loop_qt4(kernel.app) @register_integration('qt5') def loop_qt5(kernel): """Start a kernel with PyQt5 event loop integration.""" os.environ['QT_API'] = 'pyqt5' return loop_qt4(kernel) @register_integration('wx') def loop_wx(kernel): """Start a kernel with wx event loop support.""" import wx from IPython.lib.guisupport import start_event_loop_wx if _use_appnope() and kernel._darwin_app_nap: # we don't hook up App Nap contexts for Wx, # just disable it outright. from appnope import nope nope() doi = kernel.do_one_iteration # Wx uses milliseconds poll_interval = int(1000*kernel._poll_interval) # We have to put the wx.Timer in a wx.Frame for it to fire properly. # We make the Frame hidden when we create it in the main app below. class TimerFrame(wx.Frame): def __init__(self, func): wx.Frame.__init__(self, None, -1) self.timer = wx.Timer(self) # Units for the timer are in milliseconds self.timer.Start(poll_interval) self.Bind(wx.EVT_TIMER, self.on_timer) self.func = func def on_timer(self, event): self.func() # We need a custom wx.App to create our Frame subclass that has the # wx.Timer to drive the ZMQ event loop. class IPWxApp(wx.App): def OnInit(self): self.frame = TimerFrame(doi) self.frame.Show(False) return True # The redirect=False here makes sure that wx doesn't replace # sys.stdout/stderr with its own classes. kernel.app = IPWxApp(redirect=False) # The import of wx on Linux sets the handler for signal.SIGINT # to 0. This is a bug in wx or gtk. We fix by just setting it # back to the Python default. import signal if not callable(signal.getsignal(signal.SIGINT)): signal.signal(signal.SIGINT, signal.default_int_handler) start_event_loop_wx(kernel.app) @register_integration('tk') def loop_tk(kernel): """Start a kernel with the Tk event loop.""" try: from tkinter import Tk # Py 3 except ImportError: from Tkinter import Tk # Py 2 doi = kernel.do_one_iteration # Tk uses milliseconds poll_interval = int(1000*kernel._poll_interval) # For Tkinter, we create a Tk object and call its withdraw method. class Timer(object): def __init__(self, func): self.app = Tk() self.app.withdraw() self.func = func def on_timer(self): self.func() self.app.after(poll_interval, self.on_timer) def start(self): self.on_timer() # Call it once to get things going. self.app.mainloop() kernel.timer = Timer(doi) kernel.timer.start() @register_integration('gtk') def loop_gtk(kernel): """Start the kernel, coordinating with the GTK event loop""" from .gui.gtkembed import GTKEmbed gtk_kernel = GTKEmbed(kernel) gtk_kernel.start() @register_integration('gtk3') def loop_gtk3(kernel): """Start the kernel, coordinating with the GTK event loop""" from .gui.gtk3embed import GTKEmbed gtk_kernel = GTKEmbed(kernel) gtk_kernel.start() @register_integration('osx') def loop_cocoa(kernel): """Start the kernel, coordinating with the Cocoa CFRunLoop event loop via the matplotlib MacOSX backend. """ import matplotlib if matplotlib.__version__ < '1.1.0': kernel.log.warn( "MacOSX backend in matplotlib %s doesn't have a Timer, " "falling back on Tk for CFRunLoop integration. Note that " "even this won't work if Tk is linked against X11 instead of " "Cocoa (e.g. EPD). To use the MacOSX backend in the kernel, " "you must use matplotlib >= 1.1.0, or a native libtk." ) return loop_tk(kernel) from matplotlib.backends.backend_macosx import TimerMac, show # scale interval for sec->ms poll_interval = int(1000*kernel._poll_interval) real_excepthook = sys.excepthook def handle_int(etype, value, tb): """don't let KeyboardInterrupts look like crashes""" if etype is KeyboardInterrupt: io.raw_print("KeyboardInterrupt caught in CFRunLoop") else: real_excepthook(etype, value, tb) # add doi() as a Timer to the CFRunLoop def doi(): # restore excepthook during IPython code sys.excepthook = real_excepthook kernel.do_one_iteration() # and back: sys.excepthook = handle_int t = TimerMac(poll_interval) t.add_callback(doi) t.start() # but still need a Poller for when there are no active windows, # during which time mainloop() returns immediately poller = zmq.Poller() if kernel.control_stream: poller.register(kernel.control_stream.socket, zmq.POLLIN) for stream in kernel.shell_streams: poller.register(stream.socket, zmq.POLLIN) while True: try: # double nested try/except, to properly catch KeyboardInterrupt # due to pyzmq Issue #130 try: # don't let interrupts during mainloop invoke crash_handler: sys.excepthook = handle_int show.mainloop() sys.excepthook = real_excepthook # use poller if mainloop returned (no windows) # scale by extra factor of 10, since it's a real poll poller.poll(10*poll_interval) kernel.do_one_iteration() except: raise except KeyboardInterrupt: # Ctrl-C shouldn't crash the kernel io.raw_print("KeyboardInterrupt caught in kernel") finally: # ensure excepthook is restored sys.excepthook = real_excepthook def enable_gui(gui, kernel=None): """Enable integration with a given GUI""" if gui not in loop_map: e = "Invalid GUI request %r, valid ones are:%s" % (gui, loop_map.keys()) raise ValueError(e) if kernel is None: if Application.initialized(): kernel = getattr(Application.instance(), 'kernel', None) if kernel is None: raise RuntimeError("You didn't specify a kernel," " and no IPython Application with a kernel appears to be running." ) loop = loop_map[gui] if loop and kernel.eventloop is not None and kernel.eventloop is not loop: raise RuntimeError("Cannot activate multiple GUI eventloops") kernel.eventloop = loop
gpl-3.0
BhallaLab/moose
moose-examples/neuroml/LIF/twoLIFxml_firing.py
2
3087
# -*- coding: utf-8 -*- ## all SI units ######################################################################################## ## Plot the membrane potential for a leaky integrate and fire neuron with current injection ## Author: Aditya Gilra ## Creation Date: 2012-06-08 ## Modification Date: 2012-06-08 ######################################################################################## #import os #os.environ['NUMPTHREADS'] = '1' import sys sys.path.append('../../../python') ## simulation parameters SIMDT = 5e-5 # seconds PLOTDT = 5e-5 # seconds RUNTIME = 2.0 # seconds injectI = 1e-8#2.5e-12 # Amperes ## moose imports import moose from moose.neuroml import * from moose.utils import * # has setupTable(), resetSim() etc import math ## import numpy and matplotlib in matlab style commands from pylab import * def create_twoLIFs(): NML = NetworkML({'temperature':37.0,'model_dir':'.'}) ## Below returns populationDict = { 'populationname1':(cellname,{instanceid1:moosecell, ... }) , ... } ## and projectionDict = { 'projectionname1':(source,target,[(syn_name1,pre_seg_path,post_seg_path),...]) , ... } (populationDict,projectionDict) = \ NML.readNetworkMLFromFile('twoLIFs.net.xml', {}, params={}) return populationDict,projectionDict def run_twoLIFs(): ## reset and run the simulation print("Reinit MOOSE.") ## from moose_utils.py sets clocks and resets resetSim(['/cells[0]'], SIMDT, PLOTDT, simmethod='ee') print("Running now...") moose.start(RUNTIME) if __name__ == '__main__': populationDict,projectionDict = create_twoLIFs() ## element returns the right element and error if not present IF1Soma = moose.element(populationDict['LIFs'][1][0].path+'/soma_0') IF1Soma.inject = injectI IF2Soma = moose.element(populationDict['LIFs'][1][1].path+'/soma_0') IF2Soma.inject = 0.0#injectI*2.0 #IF2Soma.inject = injectI IF1vmTable = setupTable("vmTableIF1",IF1Soma,'Vm') IF2vmTable = setupTable("vmTableIF2",IF2Soma,'Vm') table_path = moose.element(IF1Soma.path+'/data').path IF1spikesTable = moose.Table(table_path+'/spikesTable') moose.connect(IF1Soma,'spikeOut',IF1spikesTable,'input') ## spikeGen gives spiketimes ## record Gk of the synapse on IF2 #print IF2Soma.children IF2SynChanTable = moose.Table(table_path+'/synChanTable') moose.connect(IF2SynChanTable,'requestOut',IF2Soma.path+'/exc_syn','getIk') run_twoLIFs() print(("Spiketimes :",IF1spikesTable.vector)) ## plot the membrane potential of the neuron timevec = arange(0.0,RUNTIME+PLOTDT/2.0,PLOTDT) figure(facecolor='w') plot(timevec, IF1vmTable.vector*1000,'r-') xlabel('time(s)') ylabel('Vm (mV)') title('Vm of presynaptic IntFire') figure(facecolor='w') plot(timevec, IF2vmTable.vector*1000,'b-') xlabel('time(s)') ylabel('Vm (mV)') title('Vm of postsynaptic IntFire') figure(facecolor='w') plot(timevec, IF2SynChanTable.vector*1e12,'b-') xlabel('time(s)') ylabel('Ik (pA)') title('Ik entering postsynaptic IntFire') show()
gpl-3.0
cesans/mapache
doc/source/conf.py
1
10103
#!/usr/bin/env python3 # -*- coding: utf-8 -*- # # mapache documentation build configuration file, created by # sphinx-quickstart on Sat Jun 4 19:22:40 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. # 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. # import os import sys import mock sys.path.insert(0, os.path.abspath('../../')) MOCK_MODULES = ['numpy', 'scipy', 'matplotlib', 'matplotlib.pylab', 'sklearn', 'sklearn.cluster', 'sklearn.utils', 'sklearn.gaussian_process'] for mod_name in MOCK_MODULES: sys.modules[mod_name] = mock.Mock() # -- 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. extensions = [ 'sphinx.ext.autodoc', 'sphinxcontrib.napoleon', 'sphinx.ext.todo', 'sphinx.ext.coverage', 'sphinx.ext.mathjax', 'sphinx.ext.viewcode', 'sphinx.ext.githubpages', ] # Add any paths that contain templates here, relative to this directory. templates_path = ['_templates'] # The suffix(es) of source filenames. # You can specify multiple suffix as a list of string: # # source_suffix = ['.rst', '.md'] source_suffix = '.rst' # The encoding of source files. # # source_encoding = 'utf-8-sig' # The master toctree document. master_doc = 'index' # General information about the project. project = 'mapache' copyright = '2016, Carlos Sanchez' author = 'Carlos Sanchez' # 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 = '0.1' # The full version, including alpha/beta/rc tags. release = '0.1' # The language for content autogenerated by Sphinx. Refer to documentation # for a list of supported languages. # # This is also used if you do content translation via gettext catalogs. # Usually you set "language" from the command line for these cases. 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. # This patterns also effect to html_static_path and html_extra_path exclude_patterns = [] # 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' # 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 # If true, `todo` and `todoList` produce output, else they produce nothing. todo_include_todos = True # -- 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 = 'sphinx_rtd_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 = {} # Add any paths that contain custom themes here, relative to this directory. # html_theme_path = [] # The name for this set of Sphinx documents. # "<project> v<release> documentation" by default. # # html_title = 'mapache v0.1' # 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 = None # The name of an image file (relative to this directory) to use as a 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 None, a 'Last updated on:' timestamp is inserted at every page # bottom, using the given strftime format. # The empty string is equivalent to '%b %d, %Y'. # # html_last_updated_fmt = None # 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 = {} # 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 # Language to be used for generating the HTML full-text search index. # Sphinx supports the following languages: # 'da', 'de', 'en', 'es', 'fi', 'fr', 'h', 'it', 'ja' # 'nl', 'no', 'pt', 'ro', 'r', 'sv', 'tr', 'zh' # # html_search_language = 'en' # A dictionary with options for the search language support, empty by default. # 'ja' uses this config value. # 'zh' user can custom change `jieba` dictionary path. # # html_search_options = {'type': 'default'} # The name of a javascript file (relative to the configuration directory) that # implements a search results scorer. If empty, the default will be used. # # html_search_scorer = 'scorer.js' # Output file base name for HTML help builder. htmlhelp_basename = 'mapachedoc' # -- Options for LaTeX output --------------------------------------------- latex_elements = { # The paper size ('letterpaper' or 'a4paper'). # # 'papersize': 'letterpaper', # The font size ('10pt', '11pt' or '12pt'). # # 'pointsize': '10pt', # Additional stuff for the LaTeX preamble. # # 'preamble': '', # Latex figure (float) alignment # # 'figure_align': 'htbp', } # 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 = [ (master_doc, 'mapache.tex', 'mapache Documentation', 'Carlos Sanchez', '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 = [ (master_doc, 'mapache', 'mapache Documentation', [author], 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 = [ (master_doc, 'mapache', 'mapache Documentation', author, 'mapache', 'One line description of project.', '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 from recommonmark.parser import CommonMarkParser source_parsers = { '.md': CommonMarkParser, } source_suffix = ['.rst', '.md']
bsd-3-clause
harkrish1/sp17-i524
project/S17-IO-3017/code/projectearth/kmeansplot.py
14
3018
import requests import time import dblayer import plotly import plotly.graph_objs as go import pandas as pd import numpy as np import random from sklearn.cluster import KMeans import testfile NUM_CLUSTER = 3 def generate_color(): color = '#{:02x}{:02x}{:02x}'.format(*map(lambda x: random.randint(0, 255), range(NUM_CLUSTER))) return color # Create random colors in list color_list = [] for i in range(NUM_CLUSTER): color_list.append(generate_color()) def showMagnitudesInCluster(data): kmeans = KMeans(n_clusters=NUM_CLUSTER) kmeans.fit(data) labels = kmeans.labels_ centroids = kmeans.cluster_centers_ plot_data = [] for i in range(NUM_CLUSTER): ds = data[np.where(labels == i)] clustername = "Cluster " + str(i+1) trace = go.Scatter(x=ds[:, 0], y=ds[:, 1], mode='markers', showlegend='false', name=clustername, marker=dict(size=5, color=color_list[i])) plot_data.append(trace) # plot the centroids trace = go.Scatter(x=centroids[i, 0], y=centroids[i, 1], mode='markers', marker=dict(size=10, color='black')) plot_data.append(trace) layout = go.Layout(title='Magnitude Vs. Depth - K-Means Clusters', titlefont=dict(family='Courier New, monospace',size=20,color='#7f7f7f'), xaxis=dict(title='Depth of Earthquake', titlefont=dict(family='Courier New, monospace',size=18,color='#7f7f7f')), yaxis=dict(title='Magnitude',titlefont=dict(family='Courier New, monospace',size=18,color='#7f7f7f')) ) fig = go.Figure(data=plot_data, layout=layout) div = plotly.offline.plot(fig, include_plotlyjs=True, output_type='div') return div def mkMag(): #### TME: Get start time start_time = time.time() #### sess = requests.Session() dbobj = dblayer.classDBLayer() projection = [ {"$project": {"_id": 0, "mag": "$properties.mag", "depth": {"$arrayElemAt": ["$geometry.coordinates", 2]}}}] dframe_mag = pd.DataFrame(list(dbobj.doaggregate(projection))) #### TME: Elapsed time taken to read data from MongoDB fileobj = testfile.classFileWrite() elapsed = time.time() - start_time fileobj.writeline() str1 = str(elapsed) + " secs required to read " + str(dframe_mag['depth'].count()) + " records from database." fileobj.writelog("Reading Magnitude and Depth data") fileobj.writelog(str1) #### #### TME: Get start time start_time = time.time() #### div = showMagnitudesInCluster(dframe_mag.values) response = """<html><title></title><head><meta charset=\"utf8\"> </head> <body>""" + div + """</body> </html>""" #### TME: Elapsed time taken to cluster and plot data elapsed = time.time() - start_time fileobj.writeline() str1 = "Applying K-Means clustering and plotting its output \n" + "Time taken: " + str(elapsed) fileobj.writelog(str1) fileobj.writeline() fileobj.closefile() dbobj.closedb() return response
apache-2.0
johannes-scharlach/pod-control
src/analysis.py
1
16379
"""Analyze how well a system can be reduced by POD methods. Evaluate pod.py and how well it fits a particular problem. This file contains helper functions to compare reductions, create plots and creat TeX tables. Notes ----- This file should also take care of profiling in the future. """ from __future__ import division, print_function import random import math import numpy as np from scipy import linalg from matplotlib.pyplot import plot, subplot, legend, figure, semilogy from matplotlib import cm from mpl_toolkits.mplot3d import axes3d import example2sys as e2s import pod import time font_options = {} def _systemsToReduce(k_bal_trunc, k_cont_trunc): red_sys = [] for k in k_bal_trunc: if k: with_k_str = "\nwith k = {}".format(k) else: with_k_str = "" red_sys.append({"name": "balanced truncation" + with_k_str, "shortname": "BT", "reduction": "truncation_square_root_trans_matrix", "k": k}) for k in k_cont_trunc: with_k_str = "\nwith k = {}".format(k) red_sys.append({"name": "controllability truncation" + with_k_str, "shortname": "CT", "reduction": "controllability_truncation", "k": k}) return red_sys def _relativeErrors(Y, Yhat, min_error=0.): diff = Y - Yhat Y_above_min = np.where(abs(diff) <= min_error, np.copysign(np.inf, diff), np.copysign(Y, diff)) err = diff / Y_above_min return diff, err def reducedAnalysis1D(unred_sys, k=10, k2=28, T0=0., T=1., number_of_steps=100): print("REDUCTIONS\n--------------") k_bal_trunc = [None, k] k_cont_trunc = [k2] * (k2 is not None) + [k] red_sys = _systemsToReduce(k_bal_trunc, k_cont_trunc) red_sys = reduce(unred_sys[0]["sys"], red_sys) print("===============\nEVALUATIONS\n===============") timeSteps = list(np.linspace(T0, T, number_of_steps)) systems = unred_sys + red_sys for system in systems: print(system["name"]) with Timer(): system["Y"] = system["sys"](timeSteps) print("===============\nERRORS\n===============") norm_order = np.inf Y = systems[0]["Y"] for system in systems: print(system["name"], "has order", system["sys"].order) system["diff"], system["rel_eps"] = \ zip(*[_relativeErrors(y, yhat, system.get("error_bound", 0.)) for y, yhat in zip(Y, system["Y"])]) system["eps"] = [linalg.norm(diff, ord=norm_order) for diff in system["diff"]] print("and a maximal error of {}".format(max(system["eps"]))) print("and an error at t=T of {}".format(system["eps"][-1])) print("==============\nPLOTS\n==============") figure(1) for system in systems: plot(timeSteps, system["Y"], label=system["name"]) legend(loc="lower right") figure(2) for system in systems[1:4]: subplot(1, 2, 1) plot(timeSteps, system["eps"], label=system["name"]) legend(loc="upper left") for system in systems[4:]: subplot(1, 2, 2) plot(timeSteps, system["eps"], label=system["name"]) legend(loc="upper left") markers = ['o', 'v', '*', 'x', 'd'] figure(3) for system, marker in zip(systems[1:], markers): sv = list(system["sys"].hsv) semilogy(range(len(sv)), sv, marker=marker, label=system["name"]) legend(loc="lower left") return systems def reducedAnalysis2D(unred_sys, control, k=10, k2=None, T0=0., T=1., L=1., number_of_steps=100, picture_destination= "../plots/plot_{}_t{:.2f}_azim_{}.png"): print("REDUCTIONS\n--------------") k_bal_trunc = [None, k] k_cont_trunc = [k2] * (k2 is not None) + [k] red_sys = _systemsToReduce(k_bal_trunc, k_cont_trunc) red_sys = reduce(unred_sys[0]["sys"], red_sys) print("============\nEVALUATIONS\n===============") timeSteps = list(np.linspace(T0, T, number_of_steps)) systems = unred_sys + red_sys for system in systems: print(system["name"]) with Timer(): system["Y"] = system["sys"](timeSteps) print("===============\nERRORS\n===============") norm_order = np.inf Y = systems[0]["Y"] for system in systems: print(system["name"], "has order", system["sys"].order) system["diff"], system["rel_eps"] = \ zip(*[_relativeErrors(y, yhat, system.get("error_bound", 0.)) for y, yhat in zip(Y, system["Y"])]) system["eps"] = [linalg.norm(diff, ord=norm_order) for diff in system["diff"]] print("and a maximal error of {}".format(max(system["eps"]))) print("and an error at t=T of {}".format(system["eps"][-1])) print("==============\nPLOTS\n==============") draw_figures = raw_input("Do you want to draw figures? (y/N) ") if draw_figures == "y": figure(2) for system in systems[1:]: plot(timeSteps, system["eps"], label=system["name"]) legend(loc="upper left") fig = figure() number_of_outputs = len(Y[0]) X, Y = [], [] for i in range(len(timeSteps)): X.append([timeSteps[i] for _ in range(number_of_outputs)]) Y.append([j*L/(number_of_outputs-1) for j in range(number_of_outputs)]) axes = [] for system in range(len(systems)): axes.append(fig.add_subplot(221+system+10*(len(systems) > 4), projection='3d')) Z = [] for i in range(len(timeSteps)): Z.append(list(systems[system]["Y"][i])) axes[-1].plot_surface(X, Y, Z, rstride=1, cstride=1, cmap=cm.coolwarm, linewidth=0, antialiased=False) axes[-1].set_title(systems[system]["name"]) axes[-1].set_xlabel("t") axes[-1].set_ylabel("l") axes[-1].set_zlabel("temperature") save_figures = raw_input("Do you want to save the figures? (y/N) ") if save_figures == "y": for ii in xrange(360, 0, -10): for ax in axes: ax.azim = ii fig.savefig(picture_destination.format(control, T, axes[0].azim)) return systems def controllableHeatSystemComparison(N=1000, k=None, k2=None, r=0.05, T0=0., T=1., L=1., number_of_steps=100, control="sin", integrator="dopri5", integrator_options={}): if k is None: k = max(1, int(N/50)) print("SETUP\n====================") unred_sys = [{"name": "Controllable heat equation"}] print(unred_sys[0]["name"]) with Timer(): unred_sys[0]["sys"] = e2s.controllableHeatSystem(N=N, L=L, control=control) unred_sys[0]["sys"].integrator = integrator unred_sys[0]["sys"].integrator_options = integrator_options pic_path = "../plots/controllable_heat_{}_t{:.2f}_azim_{}.png" reducedAnalysis2D(unred_sys, control, k, k2, T0, T, L, number_of_steps, picture_destination=pic_path) def optionPricingComparison(N=1000, k=None, option="put", r=0.05, T=1., K=10., L=None, integrator="dopri5", integrator_options={}): if k is None: k = max(1, int(N/50)) if L is None: L = 3 * K print("SETUP\n====================") unred_sys = [{"name": ("Heat equation for {} option pricing" + " with n = {}").format(option, N)}] print(unred_sys[0]["name"]) with Timer(): unred_sys[0]["sys"] = e2s.optionPricing(N=N, option=option, r=r, T=T, K=K, L=L) unred_sys[0]["sys"].integrator = integrator unred_sys[0]["sys"].integrator_options = integrator_options print("REDUCTIONS\n--------------") k_bal_trunc = [None, k] k_cont_trunc = [k] red_sys = _systemsToReduce(k_bal_trunc, k_cont_trunc) red_sys = reduce(unred_sys[0]["sys"], red_sys) print("============\nEVALUATIONS\n===============") timeSteps = list(np.linspace(0, T, 30)) systems = unred_sys + red_sys for system in systems: print(system["name"]) with Timer(): system["Y"] = system["sys"](timeSteps) print("===============\nERRORS\n===============") norm_order = np.inf Y = systems[0]["Y"] for system in systems: print(system["name"], "has order", system["sys"].order) system["eps"] = [0.] + [linalg.norm(y-yhat, ord=norm_order) for y, yhat in zip(Y[1:], system["Y"][1:])] print("and a maximal error of", max(system["eps"])) print("==============\nPLOTS\n==============") fig = figure(1) N2 = int(1.5*K*N/L) X, Y = [], [] for i in range(len(timeSteps)): X.append([timeSteps[i] for _ in range(N2)]) Y.append([j*L/N for j in range(N2)]) axes = [] for system in range(6): axes.append(fig.add_subplot(221+system, projection='3d')) Z = [] for i in range(len(timeSteps)): Z.append(list(systems[system]["Y"][i])[:N2]) axes[-1].plot_surface(X, Y, Z, rstride=1, cstride=1, cmap=cm.coolwarm, linewidth=0, antialiased=False) axes[-1].set_title(systems[system]["name"], **font_options) axes[-1].set_xlabel("t", **font_options) axes[-1].set_ylabel("K", **font_options) axes[-1].set_zlabel("Lambda(K)", **font_options) for ax in axes: ax.azim = 26 fig.savefig("../plots/{}_option_azim_{}.png".format(option, axes[0].azim)) figure(2) for system in systems[1:]: plot(timeSteps, system["eps"], label=system["name"]) legend(loc="upper left") def thermalRCNetworkComparison(R=1e90, C=1e87, n=100, k=10, k2=28, r=3, T0=0., T=1., omega=math.pi, number_of_steps=100, control="sin", input_scale=1., integrator="dopri5", integrator_options={}): u = lambda t, x=None: np.array([e2s.simple_functions[control](omega*t)]) print("===============\nSETUP\n===============") unred_sys = [{"name": "Thermal RC Netwok with n = {}".format(n)}] print(unred_sys[0]["name"]) with Timer(): C0, unred_sys[0]["sys"] = e2s.thermalRCNetwork(R, C, n, r, u, input_scale=input_scale) unred_sys[0]["sys"].integrator = integrator unred_sys[0]["sys"].integrator_options = integrator_options reducedAnalysis1D(unred_sys, k, k2, T0, T, number_of_steps) def loadHeat(k=10, k2=28, T0=0., T=1., number_of_steps=100, control="sin", omega=math.pi, control_scale=1., all_state_vars=False, integrator="dopri5", integrator_options={}): u = lambda t, x=None: np.array([e2s.simple_functions[control](omega*t) * control_scale]) unred_sys = [{"name": "Heat equation from\nthe SLICOT benchmarks", "shortname": "Heat eq"}] print(unred_sys[0]["name"]) with Timer(): unred_sys[0]["sys"] = e2s.example2sys("heat-cont.mat") unred_sys[0]["sys"].control = u unred_sys[0]["sys"].integrator = integrator unred_sys[0]["sys"].integrator_options = integrator_options if all_state_vars: unred_sys[0]["sys"].C = np.eye(unred_sys[0]["sys"].order) return unred_sys def compareHeat(k=10, k2=28, T0=0., T=10., number_of_steps=300, control="sin", omega=math.pi, control_scale=1., integrator="dopri5", integrator_options={}): unred_sys = loadHeat(k, k2, T0, T, number_of_steps, control, omega, control_scale, False, integrator, integrator_options) systems = reducedAnalysis1D(unred_sys, k, k2, T0, T, number_of_steps) return systems def compareHeatStates(k=10, k2=37, T0=0., T=10., number_of_steps=300, control="sin", omega=math.pi, control_scale=1., integrator="dopri5", integrator_options={}): unred_sys = loadHeat(k, k2, T0, T, number_of_steps, control, omega, control_scale, True, integrator, integrator_options) L = 1. pic_path = "../plots/slicot_heat_{}_t{:.2f}_azim_{}.png" systems = reducedAnalysis2D(unred_sys, control, k, k2, T0, T, L, number_of_steps, picture_destination=pic_path) return systems def reduce(sys, red_sys): for system in red_sys: print(system["name"]) with Timer(): system["sys"] = \ pod.lss(sys, reduction=system.get("reduction", None), k=system.get("k", None)) system["error_bound"] = system["sys"].hsv[0] * \ np.finfo(float).eps * sys.order return red_sys def tableFormat(systems, eps=True, rel_eps=False, solving_time=False, hankel_norm=False, min_tol=False): th = ("Reduction" " & Order") tb_template = ("\\\\\midrule\n{:7s}" " & \\num{{{:3d}}}") if (eps + rel_eps) == 2: th += (" & \\multicolumn{2}{r|}{\\specialcell[r]{Max. \\& Rel. Error" "\\\\at $0\\leq t \\leq T$}}" " & \\multicolumn{2}{r|}{\\specialcell[r]{Max. \\& Rel. Error" "\\\\at $t=T$}}") tb_template += (" & \\num{{{:15.10e}}} & \\num{{{:15.10e}}}" " & \\num{{{:15.10e}}} & \\num{{{:15.10e}}}") elif eps: th += (" & \\specialcell[r]{Max. Error\\\\at $0\\leq t \\leq T$}" " & \\specialcell[r]{Max. Error\\\\at $t=T$}") tb_template += " & \\num{{{:15.10e}}} & \\num{{{:15.10e}}}" elif rel_eps: th += (" & \\specialcell[r]{Rel. Error\\\\at $0\\leq t \\leq T$}" " & \\specialcell[r]{Rel. Error\\\\at $t=T$}") tb_template += " & \\num{{{:15.10e}}} & \\num{{{:15.10e}}}" if solving_time: th += " & \\specialcell[r]{Solving Time}" tb_template += " & \\SI{{{:8.3e}}}{{\\second}}" if hankel_norm: th += " & Hankel Norm" tb_template += " & \\num{{{:15.10e}}}" if min_tol: th += " & Minimal Tolerance" tb_template += " & \\num{{{:15.10e}}}" tb = [] for system in systems: results = [ system.get("shortname", "Original"), system["sys"].order ] if eps: try: results.append(max(system["eps"])) except KeyError: results.append(0.) if rel_eps: try: results.append(max(map(max, system["rel_eps"]))) except KeyError: results.append(0.) if eps: try: results.append(system["eps"][-1]) except KeyError: results.append(0.) if rel_eps: try: results.append(max(system["rel_eps"][-1])) except KeyError: results.append(0.) if solving_time: results.append(0.) if hankel_norm: results.append(system["sys"].hsv[0]) if min_tol: try: results.append(system["error_bound"]) except KeyError: results.append(0.) tb.append(tb_template.format(*results)) table = th for line in tb: table += line print(table)
mit
aetilley/scikit-learn
sklearn/utils/tests/test_class_weight.py
140
11909
import numpy as np from sklearn.linear_model import LogisticRegression from sklearn.datasets import make_blobs from sklearn.utils.class_weight import compute_class_weight from sklearn.utils.class_weight import compute_sample_weight from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_almost_equal from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_true from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_warns def test_compute_class_weight(): # Test (and demo) compute_class_weight. y = np.asarray([2, 2, 2, 3, 3, 4]) classes = np.unique(y) cw = assert_warns(DeprecationWarning, compute_class_weight, "auto", classes, y) assert_almost_equal(cw.sum(), classes.shape) assert_true(cw[0] < cw[1] < cw[2]) cw = compute_class_weight("balanced", classes, y) # total effect of samples is preserved class_counts = np.bincount(y)[2:] assert_almost_equal(np.dot(cw, class_counts), y.shape[0]) assert_true(cw[0] < cw[1] < cw[2]) def test_compute_class_weight_not_present(): # Raise error when y does not contain all class labels classes = np.arange(4) y = np.asarray([0, 0, 0, 1, 1, 2]) assert_raises(ValueError, compute_class_weight, "auto", classes, y) assert_raises(ValueError, compute_class_weight, "balanced", classes, y) def test_compute_class_weight_invariance(): # Test that results with class_weight="balanced" is invariant wrt # class imbalance if the number of samples is identical. # The test uses a balanced two class dataset with 100 datapoints. # It creates three versions, one where class 1 is duplicated # resulting in 150 points of class 1 and 50 of class 0, # one where there are 50 points in class 1 and 150 in class 0, # and one where there are 100 points of each class (this one is balanced # again). # With balancing class weights, all three should give the same model. X, y = make_blobs(centers=2, random_state=0) # create dataset where class 1 is duplicated twice X_1 = np.vstack([X] + [X[y == 1]] * 2) y_1 = np.hstack([y] + [y[y == 1]] * 2) # create dataset where class 0 is duplicated twice X_0 = np.vstack([X] + [X[y == 0]] * 2) y_0 = np.hstack([y] + [y[y == 0]] * 2) # cuplicate everything X_ = np.vstack([X] * 2) y_ = np.hstack([y] * 2) # results should be identical logreg1 = LogisticRegression(class_weight="balanced").fit(X_1, y_1) logreg0 = LogisticRegression(class_weight="balanced").fit(X_0, y_0) logreg = LogisticRegression(class_weight="balanced").fit(X_, y_) assert_array_almost_equal(logreg1.coef_, logreg0.coef_) assert_array_almost_equal(logreg.coef_, logreg0.coef_) def test_compute_class_weight_auto_negative(): # Test compute_class_weight when labels are negative # Test with balanced class labels. classes = np.array([-2, -1, 0]) y = np.asarray([-1, -1, 0, 0, -2, -2]) cw = assert_warns(DeprecationWarning, compute_class_weight, "auto", classes, y) assert_almost_equal(cw.sum(), classes.shape) assert_equal(len(cw), len(classes)) assert_array_almost_equal(cw, np.array([1., 1., 1.])) cw = compute_class_weight("balanced", classes, y) assert_equal(len(cw), len(classes)) assert_array_almost_equal(cw, np.array([1., 1., 1.])) # Test with unbalanced class labels. y = np.asarray([-1, 0, 0, -2, -2, -2]) cw = assert_warns(DeprecationWarning, compute_class_weight, "auto", classes, y) assert_almost_equal(cw.sum(), classes.shape) assert_equal(len(cw), len(classes)) assert_array_almost_equal(cw, np.array([0.545, 1.636, 0.818]), decimal=3) cw = compute_class_weight("balanced", classes, y) assert_equal(len(cw), len(classes)) class_counts = np.bincount(y + 2) assert_almost_equal(np.dot(cw, class_counts), y.shape[0]) assert_array_almost_equal(cw, [2. / 3, 2., 1.]) def test_compute_class_weight_auto_unordered(): # Test compute_class_weight when classes are unordered classes = np.array([1, 0, 3]) y = np.asarray([1, 0, 0, 3, 3, 3]) cw = assert_warns(DeprecationWarning, compute_class_weight, "auto", classes, y) assert_almost_equal(cw.sum(), classes.shape) assert_equal(len(cw), len(classes)) assert_array_almost_equal(cw, np.array([1.636, 0.818, 0.545]), decimal=3) cw = compute_class_weight("balanced", classes, y) class_counts = np.bincount(y)[classes] assert_almost_equal(np.dot(cw, class_counts), y.shape[0]) assert_array_almost_equal(cw, [2., 1., 2. / 3]) def test_compute_sample_weight(): # Test (and demo) compute_sample_weight. # Test with balanced classes y = np.asarray([1, 1, 1, 2, 2, 2]) sample_weight = assert_warns(DeprecationWarning, compute_sample_weight, "auto", y) assert_array_almost_equal(sample_weight, [1., 1., 1., 1., 1., 1.]) sample_weight = compute_sample_weight("balanced", y) assert_array_almost_equal(sample_weight, [1., 1., 1., 1., 1., 1.]) # Test with user-defined weights sample_weight = compute_sample_weight({1: 2, 2: 1}, y) assert_array_almost_equal(sample_weight, [2., 2., 2., 1., 1., 1.]) # Test with column vector of balanced classes y = np.asarray([[1], [1], [1], [2], [2], [2]]) sample_weight = assert_warns(DeprecationWarning, compute_sample_weight, "auto", y) assert_array_almost_equal(sample_weight, [1., 1., 1., 1., 1., 1.]) sample_weight = compute_sample_weight("balanced", y) assert_array_almost_equal(sample_weight, [1., 1., 1., 1., 1., 1.]) # Test with unbalanced classes y = np.asarray([1, 1, 1, 2, 2, 2, 3]) sample_weight = assert_warns(DeprecationWarning, compute_sample_weight, "auto", y) expected_auto = np.asarray([.6, .6, .6, .6, .6, .6, 1.8]) assert_array_almost_equal(sample_weight, expected_auto) sample_weight = compute_sample_weight("balanced", y) expected_balanced = np.array([0.7777, 0.7777, 0.7777, 0.7777, 0.7777, 0.7777, 2.3333]) assert_array_almost_equal(sample_weight, expected_balanced, decimal=4) # Test with `None` weights sample_weight = compute_sample_weight(None, y) assert_array_almost_equal(sample_weight, [1., 1., 1., 1., 1., 1., 1.]) # Test with multi-output of balanced classes y = np.asarray([[1, 0], [1, 0], [1, 0], [2, 1], [2, 1], [2, 1]]) sample_weight = assert_warns(DeprecationWarning, compute_sample_weight, "auto", y) assert_array_almost_equal(sample_weight, [1., 1., 1., 1., 1., 1.]) sample_weight = compute_sample_weight("balanced", y) assert_array_almost_equal(sample_weight, [1., 1., 1., 1., 1., 1.]) # Test with multi-output with user-defined weights y = np.asarray([[1, 0], [1, 0], [1, 0], [2, 1], [2, 1], [2, 1]]) sample_weight = compute_sample_weight([{1: 2, 2: 1}, {0: 1, 1: 2}], y) assert_array_almost_equal(sample_weight, [2., 2., 2., 2., 2., 2.]) # Test with multi-output of unbalanced classes y = np.asarray([[1, 0], [1, 0], [1, 0], [2, 1], [2, 1], [2, 1], [3, -1]]) sample_weight = assert_warns(DeprecationWarning, compute_sample_weight, "auto", y) assert_array_almost_equal(sample_weight, expected_auto ** 2) sample_weight = compute_sample_weight("balanced", y) assert_array_almost_equal(sample_weight, expected_balanced ** 2, decimal=3) def test_compute_sample_weight_with_subsample(): # Test compute_sample_weight with subsamples specified. # Test with balanced classes and all samples present y = np.asarray([1, 1, 1, 2, 2, 2]) sample_weight = assert_warns(DeprecationWarning, compute_sample_weight, "auto", y) assert_array_almost_equal(sample_weight, [1., 1., 1., 1., 1., 1.]) sample_weight = compute_sample_weight("balanced", y, range(6)) assert_array_almost_equal(sample_weight, [1., 1., 1., 1., 1., 1.]) # Test with column vector of balanced classes and all samples present y = np.asarray([[1], [1], [1], [2], [2], [2]]) sample_weight = assert_warns(DeprecationWarning, compute_sample_weight, "auto", y) assert_array_almost_equal(sample_weight, [1., 1., 1., 1., 1., 1.]) sample_weight = compute_sample_weight("balanced", y, range(6)) assert_array_almost_equal(sample_weight, [1., 1., 1., 1., 1., 1.]) # Test with a subsample y = np.asarray([1, 1, 1, 2, 2, 2]) sample_weight = assert_warns(DeprecationWarning, compute_sample_weight, "auto", y, range(4)) assert_array_almost_equal(sample_weight, [.5, .5, .5, 1.5, 1.5, 1.5]) sample_weight = compute_sample_weight("balanced", y, range(4)) assert_array_almost_equal(sample_weight, [2. / 3, 2. / 3, 2. / 3, 2., 2., 2.]) # Test with a bootstrap subsample y = np.asarray([1, 1, 1, 2, 2, 2]) sample_weight = assert_warns(DeprecationWarning, compute_sample_weight, "auto", y, [0, 1, 1, 2, 2, 3]) expected_auto = np.asarray([1 / 3., 1 / 3., 1 / 3., 5 / 3., 5 / 3., 5 / 3.]) assert_array_almost_equal(sample_weight, expected_auto) sample_weight = compute_sample_weight("balanced", y, [0, 1, 1, 2, 2, 3]) expected_balanced = np.asarray([0.6, 0.6, 0.6, 3., 3., 3.]) assert_array_almost_equal(sample_weight, expected_balanced) # Test with a bootstrap subsample for multi-output y = np.asarray([[1, 0], [1, 0], [1, 0], [2, 1], [2, 1], [2, 1]]) sample_weight = assert_warns(DeprecationWarning, compute_sample_weight, "auto", y, [0, 1, 1, 2, 2, 3]) assert_array_almost_equal(sample_weight, expected_auto ** 2) sample_weight = compute_sample_weight("balanced", y, [0, 1, 1, 2, 2, 3]) assert_array_almost_equal(sample_weight, expected_balanced ** 2) # Test with a missing class y = np.asarray([1, 1, 1, 2, 2, 2, 3]) sample_weight = assert_warns(DeprecationWarning, compute_sample_weight, "auto", y, range(6)) assert_array_almost_equal(sample_weight, [1., 1., 1., 1., 1., 1., 0.]) sample_weight = compute_sample_weight("balanced", y, range(6)) assert_array_almost_equal(sample_weight, [1., 1., 1., 1., 1., 1., 0.]) # Test with a missing class for multi-output y = np.asarray([[1, 0], [1, 0], [1, 0], [2, 1], [2, 1], [2, 1], [2, 2]]) sample_weight = assert_warns(DeprecationWarning, compute_sample_weight, "auto", y, range(6)) assert_array_almost_equal(sample_weight, [1., 1., 1., 1., 1., 1., 0.]) sample_weight = compute_sample_weight("balanced", y, range(6)) assert_array_almost_equal(sample_weight, [1., 1., 1., 1., 1., 1., 0.]) def test_compute_sample_weight_errors(): # Test compute_sample_weight raises errors expected. # Invalid preset string y = np.asarray([1, 1, 1, 2, 2, 2]) y_ = np.asarray([[1, 0], [1, 0], [1, 0], [2, 1], [2, 1], [2, 1]]) assert_raises(ValueError, compute_sample_weight, "ni", y) assert_raises(ValueError, compute_sample_weight, "ni", y, range(4)) assert_raises(ValueError, compute_sample_weight, "ni", y_) assert_raises(ValueError, compute_sample_weight, "ni", y_, range(4)) # Not "auto" for subsample assert_raises(ValueError, compute_sample_weight, {1: 2, 2: 1}, y, range(4)) # Not a list or preset for multi-output assert_raises(ValueError, compute_sample_weight, {1: 2, 2: 1}, y_) # Incorrect length list for multi-output assert_raises(ValueError, compute_sample_weight, [{1: 2, 2: 1}], y_)
bsd-3-clause
weixuanfu2016/tpot
tpot/config/classifier_sparse.py
3
3726
# -*- coding: utf-8 -*- """This file is part of the TPOT library. TPOT was primarily developed at the University of Pennsylvania by: - Randal S. Olson ([email protected]) - Weixuan Fu ([email protected]) - Daniel Angell ([email protected]) - and many more generous open source contributors TPOT is free software: you can redistribute it and/or modify it under the terms of the GNU Lesser General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. TPOT is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License for more details. You should have received a copy of the GNU Lesser General Public License along with TPOT. If not, see <http://www.gnu.org/licenses/>. """ import numpy as np classifier_config_sparse = { 'tpot.builtins.OneHotEncoder': { 'minimum_fraction': [0.05, 0.1, 0.15, 0.2, 0.25] }, 'sklearn.neighbors.KNeighborsClassifier': { 'n_neighbors': range(1, 101), 'weights': ["uniform", "distance"], 'p': [1, 2] }, 'sklearn.ensemble.RandomForestClassifier': { 'n_estimators': [100], 'criterion': ["gini", "entropy"], 'max_features': np.arange(0.05, 1.01, 0.05), 'min_samples_split': range(2, 21), 'min_samples_leaf': range(1, 21), 'bootstrap': [True, False] }, 'sklearn.feature_selection.SelectFwe': { 'alpha': np.arange(0, 0.05, 0.001), 'score_func': { 'sklearn.feature_selection.f_classif': None } }, 'sklearn.feature_selection.SelectPercentile': { 'percentile': range(1, 100), 'score_func': { 'sklearn.feature_selection.f_classif': None } }, 'sklearn.feature_selection.VarianceThreshold': { 'threshold': np.arange(0.05, 1.01, 0.05) }, 'sklearn.feature_selection.RFE': { 'step': np.arange(0.05, 1.01, 0.05), 'estimator': { 'sklearn.ensemble.ExtraTreesClassifier': { 'n_estimators': [100], 'criterion': ['gini', 'entropy'], 'max_features': np.arange(0.05, 1.01, 0.05) } } }, 'sklearn.feature_selection.SelectFromModel': { 'threshold': np.arange(0, 1.01, 0.05), 'estimator': { 'sklearn.ensemble.ExtraTreesClassifier': { 'n_estimators': [100], 'criterion': ['gini', 'entropy'], 'max_features': np.arange(0.05, 1.01, 0.05) } } }, 'sklearn.linear_model.LogisticRegression': { 'penalty': ["l1", "l2"], 'C': [1e-4, 1e-3, 1e-2, 1e-1, 0.5, 1., 5., 10., 15., 20., 25.], 'dual': [True, False] }, 'sklearn.naive_bayes.BernoulliNB': { 'alpha': [1e-3, 1e-2, 1e-1, 1., 10., 100.], 'fit_prior': [True, False] }, 'sklearn.naive_bayes.MultinomialNB': { 'alpha': [1e-3, 1e-2, 1e-1, 1., 10., 100.], 'fit_prior': [True, False] }, 'sklearn.svm.LinearSVC': { 'penalty': ["l1", "l2"], 'loss': ["hinge", "squared_hinge"], 'dual': [True, False], 'tol': [1e-5, 1e-4, 1e-3, 1e-2, 1e-1], 'C': [1e-4, 1e-3, 1e-2, 1e-1, 0.5, 1., 5., 10., 15., 20., 25.] }, 'xgboost.XGBClassifier': { 'n_estimators': [100], 'max_depth': range(1, 11), 'learning_rate': [1e-3, 1e-2, 1e-1, 0.5, 1.], 'subsample': np.arange(0.05, 1.01, 0.05), 'min_child_weight': range(1, 21), 'nthread': [1] } }
lgpl-3.0
mdhaber/scipy
scipy/interpolate/_rbfinterp.py
7
16523
"""Module for RBF interpolation.""" import warnings from itertools import combinations_with_replacement import numpy as np from numpy.linalg import LinAlgError from scipy.spatial import KDTree from scipy.special import comb from scipy.linalg.lapack import dgesv # type: ignore[attr-defined] from ._rbfinterp_pythran import _build_system, _evaluate, _polynomial_matrix __all__ = ["RBFInterpolator"] # These RBFs are implemented. _AVAILABLE = { "linear", "thin_plate_spline", "cubic", "quintic", "multiquadric", "inverse_multiquadric", "inverse_quadratic", "gaussian" } # The shape parameter does not need to be specified when using these RBFs. _SCALE_INVARIANT = {"linear", "thin_plate_spline", "cubic", "quintic"} # For RBFs that are conditionally positive definite of order m, the interpolant # should include polynomial terms with degree >= m - 1. Define the minimum # degrees here. These values are from Chapter 8 of Fasshauer's "Meshfree # Approximation Methods with MATLAB". The RBFs that are not in this dictionary # are positive definite and do not need polynomial terms. _NAME_TO_MIN_DEGREE = { "multiquadric": 0, "linear": 0, "thin_plate_spline": 1, "cubic": 1, "quintic": 2 } def _monomial_powers(ndim, degree): """Return the powers for each monomial in a polynomial. Parameters ---------- ndim : int Number of variables in the polynomial. degree : int Degree of the polynomial. Returns ------- (nmonos, ndim) int ndarray Array where each row contains the powers for each variable in a monomial. """ nmonos = comb(degree + ndim, ndim, exact=True) out = np.zeros((nmonos, ndim), dtype=int) count = 0 for deg in range(degree + 1): for mono in combinations_with_replacement(range(ndim), deg): # `mono` is a tuple of variables in the current monomial with # multiplicity indicating power (e.g., (0, 1, 1) represents x*y**2) for var in mono: out[count, var] += 1 count += 1 return out def _build_and_solve_system(y, d, smoothing, kernel, epsilon, powers): """Build and solve the RBF interpolation system of equations. Parameters ---------- y : (P, N) float ndarray Data point coordinates. d : (P, S) float ndarray Data values at `y`. smoothing : (P,) float ndarray Smoothing parameter for each data point. kernel : str Name of the RBF. epsilon : float Shape parameter. powers : (R, N) int ndarray The exponents for each monomial in the polynomial. Returns ------- coeffs : (P + R, S) float ndarray Coefficients for each RBF and monomial. shift : (N,) float ndarray Domain shift used to create the polynomial matrix. scale : (N,) float ndarray Domain scaling used to create the polynomial matrix. """ lhs, rhs, shift, scale = _build_system( y, d, smoothing, kernel, epsilon, powers ) _, _, coeffs, info = dgesv(lhs, rhs, overwrite_a=True, overwrite_b=True) if info < 0: raise ValueError(f"The {-info}-th argument had an illegal value.") elif info > 0: msg = "Singular matrix." nmonos = powers.shape[0] if nmonos > 0: pmat = _polynomial_matrix((y - shift)/scale, powers) rank = np.linalg.matrix_rank(pmat) if rank < nmonos: msg = ( "Singular matrix. The matrix of monomials evaluated at " "the data point coordinates does not have full column " f"rank ({rank}/{nmonos})." ) raise LinAlgError(msg) return shift, scale, coeffs class RBFInterpolator: """Radial basis function (RBF) interpolation in N dimensions. Parameters ---------- y : (P, N) array_like Data point coordinates. d : (P, ...) array_like Data values at `y`. neighbors : int, optional If specified, the value of the interpolant at each evaluation point will be computed using only this many nearest data points. All the data points are used by default. smoothing : float or (P,) array_like, optional Smoothing parameter. The interpolant perfectly fits the data when this is set to 0. For large values, the interpolant approaches a least squares fit of a polynomial with the specified degree. Default is 0. kernel : str, optional Type of RBF. This should be one of - 'linear' : ``-r`` - 'thin_plate_spline' : ``r**2 * log(r)`` - 'cubic' : ``r**3`` - 'quintic' : ``-r**5`` - 'multiquadric' : ``-sqrt(1 + r**2)`` - 'inverse_multiquadric' : ``1/sqrt(1 + r**2)`` - 'inverse_quadratic' : ``1/(1 + r**2)`` - 'gaussian' : ``exp(-r**2)`` Default is 'thin_plate_spline'. epsilon : float, optional Shape parameter that scales the input to the RBF. If `kernel` is 'linear', 'thin_plate_spline', 'cubic', or 'quintic', this defaults to 1 and can be ignored because it has the same effect as scaling the smoothing parameter. Otherwise, this must be specified. degree : int, optional Degree of the added polynomial. For some RBFs the interpolant may not be well-posed if the polynomial degree is too small. Those RBFs and their corresponding minimum degrees are - 'multiquadric' : 0 - 'linear' : 0 - 'thin_plate_spline' : 1 - 'cubic' : 1 - 'quintic' : 2 The default value is the minimum degree for `kernel` or 0 if there is no minimum degree. Set this to -1 for no added polynomial. Notes ----- An RBF is a scalar valued function in N-dimensional space whose value at :math:`x` can be expressed in terms of :math:`r=||x - c||`, where :math:`c` is the center of the RBF. An RBF interpolant for the vector of data values :math:`d`, which are from locations :math:`y`, is a linear combination of RBFs centered at :math:`y` plus a polynomial with a specified degree. The RBF interpolant is written as .. math:: f(x) = K(x, y) a + P(x) b, where :math:`K(x, y)` is a matrix of RBFs with centers at :math:`y` evaluated at the points :math:`x`, and :math:`P(x)` is a matrix of monomials, which span polynomials with the specified degree, evaluated at :math:`x`. The coefficients :math:`a` and :math:`b` are the solution to the linear equations .. math:: (K(y, y) + \\lambda I) a + P(y) b = d and .. math:: P(y)^T a = 0, where :math:`\\lambda` is a non-negative smoothing parameter that controls how well we want to fit the data. The data are fit exactly when the smoothing parameter is 0. The above system is uniquely solvable if the following requirements are met: - :math:`P(y)` must have full column rank. :math:`P(y)` always has full column rank when `degree` is -1 or 0. When `degree` is 1, :math:`P(y)` has full column rank if the data point locations are not all collinear (N=2), coplanar (N=3), etc. - If `kernel` is 'multiquadric', 'linear', 'thin_plate_spline', 'cubic', or 'quintic', then `degree` must not be lower than the minimum value listed above. - If `smoothing` is 0, then each data point location must be distinct. When using an RBF that is not scale invariant ('multiquadric', 'inverse_multiquadric', 'inverse_quadratic', or 'gaussian'), an appropriate shape parameter must be chosen (e.g., through cross validation). Smaller values for the shape parameter correspond to wider RBFs. The problem can become ill-conditioned or singular when the shape parameter is too small. The memory required to solve for the RBF interpolation coefficients increases quadratically with the number of data points, which can become impractical when interpolating more than about a thousand data points. To overcome memory limitations for large interpolation problems, the `neighbors` argument can be specified to compute an RBF interpolant for each evaluation point using only the nearest data points. .. versionadded:: 1.7.0 See Also -------- NearestNDInterpolator LinearNDInterpolator CloughTocher2DInterpolator References ---------- .. [1] Fasshauer, G., 2007. Meshfree Approximation Methods with Matlab. World Scientific Publishing Co. .. [2] http://amadeus.math.iit.edu/~fass/603_ch3.pdf .. [3] Wahba, G., 1990. Spline Models for Observational Data. SIAM. .. [4] http://pages.stat.wisc.edu/~wahba/stat860public/lect/lect8/lect8.pdf Examples -------- Demonstrate interpolating scattered data to a grid in 2-D. >>> import matplotlib.pyplot as plt >>> from scipy.interpolate import RBFInterpolator >>> from scipy.stats.qmc import Halton >>> rng = np.random.default_rng() >>> xobs = 2*Halton(2, seed=rng).random(100) - 1 >>> yobs = np.sum(xobs, axis=1)*np.exp(-6*np.sum(xobs**2, axis=1)) >>> xgrid = np.mgrid[-1:1:50j, -1:1:50j] >>> xflat = xgrid.reshape(2, -1).T >>> yflat = RBFInterpolator(xobs, yobs)(xflat) >>> ygrid = yflat.reshape(50, 50) >>> fig, ax = plt.subplots() >>> ax.pcolormesh(*xgrid, ygrid, vmin=-0.25, vmax=0.25, shading='gouraud') >>> p = ax.scatter(*xobs.T, c=yobs, s=50, ec='k', vmin=-0.25, vmax=0.25) >>> fig.colorbar(p) >>> plt.show() """ def __init__(self, y, d, neighbors=None, smoothing=0.0, kernel="thin_plate_spline", epsilon=None, degree=None): y = np.asarray(y, dtype=float, order="C") if y.ndim != 2: raise ValueError("`y` must be a 2-dimensional array.") ny, ndim = y.shape d_dtype = complex if np.iscomplexobj(d) else float d = np.asarray(d, dtype=d_dtype, order="C") if d.shape[0] != ny: raise ValueError( f"Expected the first axis of `d` to have length {ny}." ) d_shape = d.shape[1:] d = d.reshape((ny, -1)) # If `d` is complex, convert it to a float array with twice as many # columns. Otherwise, the LHS matrix would need to be converted to # complex and take up 2x more memory than necessary. d = d.view(float) if np.isscalar(smoothing): smoothing = np.full(ny, smoothing, dtype=float) else: smoothing = np.asarray(smoothing, dtype=float, order="C") if smoothing.shape != (ny,): raise ValueError( "Expected `smoothing` to be a scalar or have shape " f"({ny},)." ) kernel = kernel.lower() if kernel not in _AVAILABLE: raise ValueError(f"`kernel` must be one of {_AVAILABLE}.") if epsilon is None: if kernel in _SCALE_INVARIANT: epsilon = 1.0 else: raise ValueError( "`epsilon` must be specified if `kernel` is not one of " f"{_SCALE_INVARIANT}." ) else: epsilon = float(epsilon) min_degree = _NAME_TO_MIN_DEGREE.get(kernel, -1) if degree is None: degree = max(min_degree, 0) else: degree = int(degree) if degree < -1: raise ValueError("`degree` must be at least -1.") elif degree < min_degree: warnings.warn( f"`degree` should not be below {min_degree} when `kernel` " f"is '{kernel}'. The interpolant may not be uniquely " "solvable, and the smoothing parameter may have an " "unintuitive effect.", UserWarning ) if neighbors is None: nobs = ny else: # Make sure the number of nearest neighbors used for interpolation # does not exceed the number of observations. neighbors = int(min(neighbors, ny)) nobs = neighbors powers = _monomial_powers(ndim, degree) # The polynomial matrix must have full column rank in order for the # interpolant to be well-posed, which is not possible if there are # fewer observations than monomials. if powers.shape[0] > nobs: raise ValueError( f"At least {powers.shape[0]} data points are required when " f"`degree` is {degree} and the number of dimensions is {ndim}." ) if neighbors is None: shift, scale, coeffs = _build_and_solve_system( y, d, smoothing, kernel, epsilon, powers ) # Make these attributes private since they do not always exist. self._shift = shift self._scale = scale self._coeffs = coeffs else: self._tree = KDTree(y) self.y = y self.d = d self.d_shape = d_shape self.d_dtype = d_dtype self.neighbors = neighbors self.smoothing = smoothing self.kernel = kernel self.epsilon = epsilon self.powers = powers def __call__(self, x): """Evaluate the interpolant at `x`. Parameters ---------- x : (Q, N) array_like Evaluation point coordinates. Returns ------- (Q, ...) ndarray Values of the interpolant at `x`. """ x = np.asarray(x, dtype=float, order="C") if x.ndim != 2: raise ValueError("`x` must be a 2-dimensional array.") nx, ndim = x.shape if ndim != self.y.shape[1]: raise ValueError( "Expected the second axis of `x` to have length " f"{self.y.shape[1]}." ) if self.neighbors is None: out = _evaluate( x, self.y, self.kernel, self.epsilon, self.powers, self._shift, self._scale, self._coeffs ) else: # Get the indices of the k nearest observation points to each # evaluation point. _, yindices = self._tree.query(x, self.neighbors) if self.neighbors == 1: # `KDTree` squeezes the output when neighbors=1. yindices = yindices[:, None] # Multiple evaluation points may have the same neighborhood of # observation points. Make the neighborhoods unique so that we only # compute the interpolation coefficients once for each # neighborhood. yindices = np.sort(yindices, axis=1) yindices, inv = np.unique(yindices, return_inverse=True, axis=0) # `inv` tells us which neighborhood will be used by each evaluation # point. Now we find which evaluation points will be using each # neighborhood. xindices = [[] for _ in range(len(yindices))] for i, j in enumerate(inv): xindices[j].append(i) out = np.empty((nx, self.d.shape[1]), dtype=float) for xidx, yidx in zip(xindices, yindices): # `yidx` are the indices of the observations in this # neighborhood. `xidx` are the indices of the evaluation points # that are using this neighborhood. xnbr = x[xidx] ynbr = self.y[yidx] dnbr = self.d[yidx] snbr = self.smoothing[yidx] shift, scale, coeffs = _build_and_solve_system( ynbr, dnbr, snbr, self.kernel, self.epsilon, self.powers, ) out[xidx] = _evaluate( xnbr, ynbr, self.kernel, self.epsilon, self.powers, shift, scale, coeffs ) out = out.view(self.d_dtype) out = out.reshape((nx,) + self.d_shape) return out
bsd-3-clause
QUANTAXIS/QUANTAXIS
QUANTAXIS/QAIndicator/hurst.py
2
4264
import numpy as np import math import os import sys import matplotlib.pyplot as plt class RSanalysis: '''Performs RS analysis on data stored in a List()''' def __init__(self): pass def run(self, series, exponent=None): ''' :type series: List :type exponent: int :rtype: float ''' try: return self.calculateHurst(series, exponent) except Exception as e: print(" Error: %s" % e) def bestExponent(self, seriesLenght): ''' :type seriesLenght: int :rtype: int ''' i = 0 cont = True while(cont): if(int(seriesLenght/int(math.pow(2, i))) <= 1): cont = False else: i += 1 return int(i-1) def mean(self, series, start, limit): ''' :type start: int :type limit: int :rtype: float ''' return float(np.mean(series[start:limit])) def sumDeviation(self, deviation): ''' :type deviation: list() :rtype: list() ''' return np.cumsum(deviation) def deviation(self, series, start, limit, mean): ''' :type start: int :type limit: int :type mean: int :rtype: list() ''' d = [] for x in range(start, limit): d.append(float(series[x] - mean)) return d def standartDeviation(self, series, start, limit): ''' :type start: int :type limit: int :rtype: float ''' return float(np.std(series[start:limit])) def calculateHurst(self, series, exponent=None): ''' :type series: List :type exponent: int :rtype: float ''' rescaledRange = list() sizeRange = list() rescaledRangeMean = list() if(exponent is None): exponent = self.bestExponent(len(series)) for i in range(0, exponent): partsNumber = int(math.pow(2, i)) size = int(len(series)/partsNumber) sizeRange.append(size) rescaledRange.append(0) rescaledRangeMean.append(0) for x in range(0, partsNumber): start = int(size*(x)) limit = int(size*(x+1)) deviationAcumulative = self.sumDeviation(self.deviation( series, start, limit, self.mean(series, start, limit))) deviationsDifference = float( max(deviationAcumulative) - min(deviationAcumulative)) standartDeviation = self.standartDeviation( series, start, limit) if(deviationsDifference != 0 and standartDeviation != 0): rescaledRange[i] += (deviationsDifference / standartDeviation) y = 0 for x in rescaledRange: rescaledRangeMean[y] = x/int(math.pow(2, y)) y = y+1 # log calculation rescaledRangeLog = list() sizeRangeLog = list() for i in range(0, exponent): rescaledRangeLog.append(math.log(rescaledRangeMean[i], 10)) sizeRangeLog.append(math.log(sizeRange[i], 10)) slope, intercept = np.polyfit(sizeRangeLog, rescaledRangeLog, 1) ablineValues = [slope * i + intercept for i in sizeRangeLog] plt.plot(sizeRangeLog, rescaledRangeLog, '--') plt.plot(sizeRangeLog, ablineValues, 'b') plt.title(slope) # graphic dimension settings limitUp = 0 if(max(sizeRangeLog) > max(rescaledRangeLog)): limitUp = max(sizeRangeLog) else: limitUp = max(rescaledRangeLog) limitDown = 0 if(min(sizeRangeLog) > min(rescaledRangeLog)): limitDown = min(rescaledRangeLog) else: limitDown = min(sizeRangeLog) plt.gca().set_xlim(limitDown, limitUp) plt.gca().set_ylim(limitDown, limitUp) print("Hurst exponent: " + str(slope)) plt.show() return slope def quit(self): raise SystemExit() if __name__ == "__main__": RSanalysis().run(sys.argv[1:])
mit
anizz-rocks/HR-Data-Analysis_kaggleData
HR Analysis.py
1
4638
# coding: utf-8 # <h1> Human Resource Analysis # In[91]: import pandas as pd import numpy as np import seaborn as sns import matplotlib.pyplot as plt get_ipython().magic('matplotlib inline') from sklearn.tree import DecisionTreeClassifier as dtclf from sklearn.model_selection import train_test_split from sklearn.metrics import confusion_matrix from sklearn.metrics import accuracy_score from sklearn.metrics import f1_score from sklearn.ensemble import AdaBoostClassifier as adaBoost from sklearn.ensemble import GradientBoostingClassifier as GrdBoost from sklearn.feature_selection import SelectKBest from sklearn.feature_selection import chi2 from sklearn.linear_model import LogisticRegression as Logistic # In[92]: path = "HR_comma_sep.csv" data=pd.read_csv(path) data.columns # In[93]: dept = {'sales' : 1 , 'marketing': 2,'technical' : 3 , 'support': 4,'product_mng' : 5 , 'IT': 6,'hr' : 7 , 'management': 8,'accounting' : 9,'RandD':10 } salary = {'low':0,'medium':1,'high':2} df=data.replace({'sales':dept}) df=df.replace({'salary':salary}) data = df # In[94]: #Data Describe data_Info = df.info() df.head(5) # <h2>#Distribution of Independent Variables # In[101]: plt.figure(figsize=(9, 8)) sns.distplot(df['satisfaction_level'], color='r', bins=10, hist_kws={'alpha': 0.4}); print(df['satisfaction_level'].describe()) plt.figure(figsize=(9, 8)) sns.distplot(df['last_evaluation'], color='b', bins=10, hist_kws={'alpha': 0.4}); print(df['last_evaluation'].describe()) plt.figure(figsize=(9, 8)) sns.distplot(df['time_spend_company'], color='y', bins=10, hist_kws={'alpha': 0.4}); print(df['time_spend_company'].describe()) plt.figure(figsize=(9, 8)) sns.distplot(df['number_project'], color='c', bins=10, hist_kws={'alpha': 0.4}); print(df['number_project'].describe()) plt.figure(figsize=(9, 8)) sns.distplot(df['salary'], color='c', bins=10, hist_kws={'alpha': 0.4}); print(df['salary'].describe()) plt.figure(figsize=(9, 8)) sns.distplot(df['promotion_last_5years'], color='c', bins=10, hist_kws={'alpha': 0.4}); print(df['promotion_last_5years'].describe()) plt.figure(figsize=(9, 8)) sns.distplot(df['average_montly_hours'], color='c', bins=10, hist_kws={'alpha': 0.4}); print(df['average_montly_hours'].describe()) plt.figure(figsize=(9, 8)) sns.distplot(df['Work_accident'], color='c', bins=10, hist_kws={'alpha': 0.4}); print(df['Work_accident'].describe()) plt.figure(figsize=(9, 8)) sns.distplot(df['sales'], color='c', bins=10, hist_kws={'alpha': 0.4}); print(df['sales'].describe()) plt.figure(figsize=(9, 8)) sns.distplot(df['left'], color='c', bins=10, hist_kws={'alpha': 0.4}); print(df['left'].describe()) # In[100]: df_num = df.select_dtypes(include = ['float64', 'int64']) df_num.head() df_num.hist(figsize=(16, 20), bins=50, xlabelsize=8, ylabelsize=8); # <h2> Check the Multi-Coliniarity # In[23]: g = sns.pairplot(data) g.savefig("Mult_colinear.png") # In[5]: X = data[['satisfaction_level', 'last_evaluation', 'number_project', 'average_montly_hours', 'time_spend_company', 'Work_accident', 'promotion_last_5years', 'sales', 'salary']] Y = data[['left']] # <h2># feature extraction</h2> # <h3> SelectKBest </h3> # In[102]: # feature extraction test = SelectKBest(score_func=chi2, k=9) fit = test.fit(X,Y) np.set_printoptions(precision=3) print(fit.scores_) feature_vect = fit.transform(X) feature_vect # In[103]: X_train, X_test, y_train, y_test = train_test_split(feature_vect,Y, test_size=0.40, random_state=42) # <h2> Decision Tree # In[9]: model = dtclf() model.fit(X_train , y_train) # In[10]: y_pred = model.predict(X_test) confusion_matrix(y_test, y_pred) # In[11]: accuracy_score(y_test, y_pred) # In[12]: f1_score(y_test, y_pred,average='macro') # <h2> <b> Ada-Boost with decision Tree as base-estimator ( An ensemble Approach) # In[13]: Model = adaBoost(n_estimators=100,base_estimator=dtclf(),learning_rate=0.98) Model.fit(X_train , y_train) y_pred = model.predict(X_test) # In[14]: confusion_matrix(y_test, y_pred) # In[15]: accuracy_score(y_test, y_pred) # In[16]: f1_score(y_test, y_pred,average='macro') # <h2> Logistic Regression # In[17]: Model = Logistic(penalty='l2', dual=False, tol=0.0001, C=1.0, fit_intercept=True, intercept_scaling=1, class_weight=None, random_state=None, solver='liblinear', max_iter=100, multi_class='ovr', verbose=0, warm_start=False, n_jobs=1) Model.fit(X_train , y_train) y_pred = model.predict(X_test) # In[18]: confusion_matrix(y_test, y_pred) # In[19]: accuracy_score(y_test, y_pred) # In[20]: f1_score(y_test, y_pred,average='macro')
gpl-3.0
metaml/nupic
external/linux32/lib/python2.6/site-packages/matplotlib/__init__.py
69
28184
""" This is an object-orient plotting library. A procedural interface is provided by the companion pylab module, which may be imported directly, e.g:: from pylab import * or using ipython:: ipython -pylab For the most part, direct use of the object-oriented library is encouraged when programming rather than working interactively. The exceptions are the pylab commands :func:`~matplotlib.pyplot.figure`, :func:`~matplotlib.pyplot.subplot`, :func:`~matplotlib.backends.backend_qt4agg.show`, and :func:`~pyplot.savefig`, which can greatly simplify scripting. Modules include: :mod:`matplotlib.axes` defines the :class:`~matplotlib.axes.Axes` class. Most pylab commands are wrappers for :class:`~matplotlib.axes.Axes` methods. The axes module is the highest level of OO access to the library. :mod:`matplotlib.figure` defines the :class:`~matplotlib.figure.Figure` class. :mod:`matplotlib.artist` defines the :class:`~matplotlib.artist.Artist` base class for all classes that draw things. :mod:`matplotlib.lines` defines the :class:`~matplotlib.lines.Line2D` class for drawing lines and markers :mod`matplotlib.patches` defines classes for drawing polygons :mod:`matplotlib.text` defines the :class:`~matplotlib.text.Text`, :class:`~matplotlib.text.TextWithDash`, and :class:`~matplotlib.text.Annotate` classes :mod:`matplotlib.image` defines the :class:`~matplotlib.image.AxesImage` and :class:`~matplotlib.image.FigureImage` classes :mod:`matplotlib.collections` classes for efficient drawing of groups of lines or polygons :mod:`matplotlib.colors` classes for interpreting color specifications and for making colormaps :mod:`matplotlib.cm` colormaps and the :class:`~matplotlib.image.ScalarMappable` mixin class for providing color mapping functionality to other classes :mod:`matplotlib.ticker` classes for calculating tick mark locations and for formatting tick labels :mod:`matplotlib.backends` a subpackage with modules for various gui libraries and output formats The base matplotlib namespace includes: :data:`~matplotlib.rcParams` a global dictionary of default configuration settings. It is initialized by code which may be overridded by a matplotlibrc file. :func:`~matplotlib.rc` a function for setting groups of rcParams values :func:`~matplotlib.use` a function for setting the matplotlib backend. If used, this function must be called immediately after importing matplotlib for the first time. In particular, it must be called **before** importing pylab (if pylab is imported). matplotlib is written by John D. Hunter (jdh2358 at gmail.com) and a host of others. """ from __future__ import generators __version__ = '0.98.5.2' __revision__ = '$Revision: 6660 $' __date__ = '$Date: 2008-12-18 06:10:51 -0600 (Thu, 18 Dec 2008) $' import os, re, shutil, subprocess, sys, warnings import distutils.sysconfig import distutils.version NEWCONFIG = False # Needed for toolkit setuptools support if 0: try: __import__('pkg_resources').declare_namespace(__name__) except ImportError: pass # must not have setuptools if not hasattr(sys, 'argv'): # for modpython sys.argv = ['modpython'] """ Manage user customizations through a rc file. The default file location is given in the following order - environment variable MATPLOTLIBRC - HOME/.matplotlib/matplotlibrc if HOME is defined - PATH/matplotlibrc where PATH is the return value of get_data_path() """ import sys, os, tempfile from rcsetup import defaultParams, validate_backend, validate_toolbar from rcsetup import validate_cairo_format major, minor1, minor2, s, tmp = sys.version_info _python24 = major>=2 and minor1>=4 # the havedate check was a legacy from old matplotlib which preceeded # datetime support _havedate = True #try: # import pkg_resources # pkg_resources is part of setuptools #except ImportError: _have_pkg_resources = False #else: _have_pkg_resources = True if not _python24: raise ImportError('matplotlib requires Python 2.4 or later') import numpy nn = numpy.__version__.split('.') if not (int(nn[0]) >= 1 and int(nn[1]) >= 1): raise ImportError( 'numpy 1.1 or later is required; you have %s' % numpy.__version__) def is_string_like(obj): if hasattr(obj, 'shape'): return 0 try: obj + '' except (TypeError, ValueError): return 0 return 1 def _is_writable_dir(p): """ p is a string pointing to a putative writable dir -- return True p is such a string, else False """ try: p + '' # test is string like except TypeError: return False try: t = tempfile.TemporaryFile(dir=p) t.write('1') t.close() except OSError: return False else: return True class Verbose: """ A class to handle reporting. Set the fileo attribute to any file instance to handle the output. Default is sys.stdout """ levels = ('silent', 'helpful', 'debug', 'debug-annoying') vald = dict( [(level, i) for i,level in enumerate(levels)]) # parse the verbosity from the command line; flags look like # --verbose-silent or --verbose-helpful _commandLineVerbose = None for arg in sys.argv[1:]: if not arg.startswith('--verbose-'): continue _commandLineVerbose = arg[10:] def __init__(self): self.set_level('silent') self.fileo = sys.stdout def set_level(self, level): 'set the verbosity to one of the Verbose.levels strings' if self._commandLineVerbose is not None: level = self._commandLineVerbose if level not in self.levels: raise ValueError('Illegal verbose string "%s". Legal values are %s'%(level, self.levels)) self.level = level def set_fileo(self, fname): std = { 'sys.stdout': sys.stdout, 'sys.stderr': sys.stderr, } if fname in std: self.fileo = std[fname] else: try: fileo = file(fname, 'w') except IOError: raise ValueError('Verbose object could not open log file "%s" for writing.\nCheck your matplotlibrc verbose.fileo setting'%fname) else: self.fileo = fileo def report(self, s, level='helpful'): """ print message s to self.fileo if self.level>=level. Return value indicates whether a message was issued """ if self.ge(level): print >>self.fileo, s return True return False def wrap(self, fmt, func, level='helpful', always=True): """ return a callable function that wraps func and reports it output through the verbose handler if current verbosity level is higher than level if always is True, the report will occur on every function call; otherwise only on the first time the function is called """ assert callable(func) def wrapper(*args, **kwargs): ret = func(*args, **kwargs) if (always or not wrapper._spoke): spoke = self.report(fmt%ret, level) if not wrapper._spoke: wrapper._spoke = spoke return ret wrapper._spoke = False wrapper.__doc__ = func.__doc__ return wrapper def ge(self, level): 'return true if self.level is >= level' return self.vald[self.level]>=self.vald[level] verbose=Verbose() def checkdep_dvipng(): try: s = subprocess.Popen(['dvipng','-version'], stdout=subprocess.PIPE, stderr=subprocess.PIPE) line = s.stdout.readlines()[1] v = line.split()[-1] return v except (IndexError, ValueError, OSError): return None def checkdep_ghostscript(): try: if sys.platform == 'win32': command_args = ['gswin32c', '--version'] else: command_args = ['gs', '--version'] s = subprocess.Popen(command_args, stdout=subprocess.PIPE, stderr=subprocess.PIPE) v = s.stdout.read()[:-1] return v except (IndexError, ValueError, OSError): return None def checkdep_tex(): try: s = subprocess.Popen(['tex','-version'], stdout=subprocess.PIPE, stderr=subprocess.PIPE) line = s.stdout.readlines()[0] pattern = '3\.1\d+' match = re.search(pattern, line) v = match.group(0) return v except (IndexError, ValueError, AttributeError, OSError): return None def checkdep_pdftops(): try: s = subprocess.Popen(['pdftops','-v'], stdout=subprocess.PIPE, stderr=subprocess.PIPE) for line in s.stderr: if 'version' in line: v = line.split()[-1] return v except (IndexError, ValueError, UnboundLocalError, OSError): return None def compare_versions(a, b): "return True if a is greater than or equal to b" if a: a = distutils.version.LooseVersion(a) b = distutils.version.LooseVersion(b) if a>=b: return True else: return False else: return False def checkdep_ps_distiller(s): if not s: return False flag = True gs_req = '7.07' gs_sugg = '7.07' gs_v = checkdep_ghostscript() if compare_versions(gs_v, gs_sugg): pass elif compare_versions(gs_v, gs_req): verbose.report(('ghostscript-%s found. ghostscript-%s or later ' 'is recommended to use the ps.usedistiller option.') % (gs_v, gs_sugg)) else: flag = False warnings.warn(('matplotlibrc ps.usedistiller option can not be used ' 'unless ghostscript-%s or later is installed on your system') % gs_req) if s == 'xpdf': pdftops_req = '3.0' pdftops_req_alt = '0.9' # poppler version numbers, ugh pdftops_v = checkdep_pdftops() if compare_versions(pdftops_v, pdftops_req): pass elif compare_versions(pdftops_v, pdftops_req_alt) and not \ compare_versions(pdftops_v, '1.0'): pass else: flag = False warnings.warn(('matplotlibrc ps.usedistiller can not be set to ' 'xpdf unless xpdf-%s or later is installed on your system') % pdftops_req) if flag: return s else: return False def checkdep_usetex(s): if not s: return False tex_req = '3.1415' gs_req = '7.07' gs_sugg = '7.07' dvipng_req = '1.5' flag = True tex_v = checkdep_tex() if compare_versions(tex_v, tex_req): pass else: flag = False warnings.warn(('matplotlibrc text.usetex option can not be used ' 'unless TeX-%s or later is ' 'installed on your system') % tex_req) dvipng_v = checkdep_dvipng() if compare_versions(dvipng_v, dvipng_req): pass else: flag = False warnings.warn( 'matplotlibrc text.usetex can not be used with *Agg ' 'backend unless dvipng-1.5 or later is ' 'installed on your system') gs_v = checkdep_ghostscript() if compare_versions(gs_v, gs_sugg): pass elif compare_versions(gs_v, gs_req): verbose.report(('ghostscript-%s found. ghostscript-%s or later is ' 'recommended for use with the text.usetex ' 'option.') % (gs_v, gs_sugg)) else: flag = False warnings.warn(('matplotlibrc text.usetex can not be used ' 'unless ghostscript-%s or later is ' 'installed on your system') % gs_req) return flag def _get_home(): """Find user's home directory if possible. Otherwise raise error. :see: http://mail.python.org/pipermail/python-list/2005-February/263921.html """ path='' try: path=os.path.expanduser("~") except: pass if not os.path.isdir(path): for evar in ('HOME', 'USERPROFILE', 'TMP'): try: path = os.environ[evar] if os.path.isdir(path): break except: pass if path: return path else: raise RuntimeError('please define environment variable $HOME') get_home = verbose.wrap('$HOME=%s', _get_home, always=False) def _get_configdir(): """ Return the string representing the configuration dir. default is HOME/.matplotlib. you can override this with the MPLCONFIGDIR environment variable """ configdir = os.environ.get('MPLCONFIGDIR') if configdir is not None: if not _is_writable_dir(configdir): raise RuntimeError('Could not write to MPLCONFIGDIR="%s"'%configdir) return configdir h = get_home() p = os.path.join(get_home(), '.matplotlib') if os.path.exists(p): if not _is_writable_dir(p): raise RuntimeError("'%s' is not a writable dir; you must set %s/.matplotlib to be a writable dir. You can also set environment variable MPLCONFIGDIR to any writable directory where you want matplotlib data stored "% (h, h)) else: if not _is_writable_dir(h): raise RuntimeError("Failed to create %s/.matplotlib; consider setting MPLCONFIGDIR to a writable directory for matplotlib configuration data"%h) os.mkdir(p) return p get_configdir = verbose.wrap('CONFIGDIR=%s', _get_configdir, always=False) def _get_data_path(): 'get the path to matplotlib data' if 'MATPLOTLIBDATA' in os.environ: path = os.environ['MATPLOTLIBDATA'] if not os.path.isdir(path): raise RuntimeError('Path in environment MATPLOTLIBDATA not a directory') return path path = os.sep.join([os.path.dirname(__file__), 'mpl-data']) if os.path.isdir(path): return path # setuptools' namespace_packages may highjack this init file # so need to try something known to be in matplotlib, not basemap import matplotlib.afm path = os.sep.join([os.path.dirname(matplotlib.afm.__file__), 'mpl-data']) if os.path.isdir(path): return path # py2exe zips pure python, so still need special check if getattr(sys,'frozen',None): path = os.path.join(os.path.split(sys.path[0])[0], 'mpl-data') if os.path.isdir(path): return path else: # Try again assuming we need to step up one more directory path = os.path.join(os.path.split(os.path.split(sys.path[0])[0])[0], 'mpl-data') if os.path.isdir(path): return path else: # Try again assuming sys.path[0] is a dir not a exe path = os.path.join(sys.path[0], 'mpl-data') if os.path.isdir(path): return path raise RuntimeError('Could not find the matplotlib data files') def _get_data_path_cached(): if defaultParams['datapath'][0] is None: defaultParams['datapath'][0] = _get_data_path() return defaultParams['datapath'][0] get_data_path = verbose.wrap('matplotlib data path %s', _get_data_path_cached, always=False) def get_example_data(fname): """ return a filehandle to one of the example files in mpl-data/example *fname* the name of one of the files in mpl-data/example """ datadir = os.path.join(get_data_path(), 'example') fullpath = os.path.join(datadir, fname) if not os.path.exists(fullpath): raise IOError('could not find matplotlib example file "%s" in data directory "%s"'%( fname, datadir)) return file(fullpath, 'rb') def get_py2exe_datafiles(): datapath = get_data_path() head, tail = os.path.split(datapath) d = {} for root, dirs, files in os.walk(datapath): # Need to explicitly remove cocoa_agg files or py2exe complains # NOTE I dont know why, but do as previous version if 'Matplotlib.nib' in files: files.remove('Matplotlib.nib') files = [os.path.join(root, filename) for filename in files] root = root.replace(tail, 'mpl-data') root = root[root.index('mpl-data'):] d[root] = files return d.items() def matplotlib_fname(): """ Return the path to the rc file Search order: * current working dir * environ var MATPLOTLIBRC * HOME/.matplotlib/matplotlibrc * MATPLOTLIBDATA/matplotlibrc """ oldname = os.path.join( os.getcwd(), '.matplotlibrc') if os.path.exists(oldname): print >> sys.stderr, """\ WARNING: Old rc filename ".matplotlibrc" found in working dir and and renamed to new default rc file name "matplotlibrc" (no leading"dot"). """ shutil.move('.matplotlibrc', 'matplotlibrc') home = get_home() oldname = os.path.join( home, '.matplotlibrc') if os.path.exists(oldname): configdir = get_configdir() newname = os.path.join(configdir, 'matplotlibrc') print >> sys.stderr, """\ WARNING: Old rc filename "%s" found and renamed to new default rc file name "%s"."""%(oldname, newname) shutil.move(oldname, newname) fname = os.path.join( os.getcwd(), 'matplotlibrc') if os.path.exists(fname): return fname if 'MATPLOTLIBRC' in os.environ: path = os.environ['MATPLOTLIBRC'] if os.path.exists(path): fname = os.path.join(path, 'matplotlibrc') if os.path.exists(fname): return fname fname = os.path.join(get_configdir(), 'matplotlibrc') if os.path.exists(fname): return fname path = get_data_path() # guaranteed to exist or raise fname = os.path.join(path, 'matplotlibrc') if not os.path.exists(fname): warnings.warn('Could not find matplotlibrc; using defaults') return fname _deprecated_map = { 'text.fontstyle': 'font.style', 'text.fontangle': 'font.style', 'text.fontvariant': 'font.variant', 'text.fontweight': 'font.weight', 'text.fontsize': 'font.size', 'tick.size' : 'tick.major.size', } class RcParams(dict): """ A dictionary object including validation validating functions are defined and associated with rc parameters in :mod:`matplotlib.rcsetup` """ validate = dict([ (key, converter) for key, (default, converter) in \ defaultParams.iteritems() ]) def __setitem__(self, key, val): try: if key in _deprecated_map.keys(): alt = _deprecated_map[key] warnings.warn('%s is deprecated in matplotlibrc. Use %s \ instead.'% (key, alt)) key = alt cval = self.validate[key](val) dict.__setitem__(self, key, cval) except KeyError: raise KeyError('%s is not a valid rc parameter.\ See rcParams.keys() for a list of valid parameters.'%key) def rc_params(fail_on_error=False): 'Return the default params updated from the values in the rc file' fname = matplotlib_fname() if not os.path.exists(fname): # this should never happen, default in mpl-data should always be found message = 'could not find rc file; returning defaults' ret = RcParams([ (key, default) for key, (default, converter) in \ defaultParams.iteritems() ]) warnings.warn(message) return ret cnt = 0 rc_temp = {} for line in file(fname): cnt += 1 strippedline = line.split('#',1)[0].strip() if not strippedline: continue tup = strippedline.split(':',1) if len(tup) !=2: warnings.warn('Illegal line #%d\n\t%s\n\tin file "%s"'%\ (cnt, line, fname)) continue key, val = tup key = key.strip() val = val.strip() if key in rc_temp: warnings.warn('Duplicate key in file "%s", line #%d'%(fname,cnt)) rc_temp[key] = (val, line, cnt) ret = RcParams([ (key, default) for key, (default, converter) in \ defaultParams.iteritems() ]) for key in ('verbose.level', 'verbose.fileo'): if key in rc_temp: val, line, cnt = rc_temp.pop(key) if fail_on_error: ret[key] = val # try to convert to proper type or raise else: try: ret[key] = val # try to convert to proper type or skip except Exception, msg: warnings.warn('Bad val "%s" on line #%d\n\t"%s"\n\tin file \ "%s"\n\t%s' % (val, cnt, line, fname, msg)) verbose.set_level(ret['verbose.level']) verbose.set_fileo(ret['verbose.fileo']) for key, (val, line, cnt) in rc_temp.iteritems(): if key in defaultParams: if fail_on_error: ret[key] = val # try to convert to proper type or raise else: try: ret[key] = val # try to convert to proper type or skip except Exception, msg: warnings.warn('Bad val "%s" on line #%d\n\t"%s"\n\tin file \ "%s"\n\t%s' % (val, cnt, line, fname, msg)) else: print >> sys.stderr, """ Bad key "%s" on line %d in %s. You probably need to get an updated matplotlibrc file from http://matplotlib.sf.net/_static/matplotlibrc or from the matplotlib source distribution""" % (key, cnt, fname) if ret['datapath'] is None: ret['datapath'] = get_data_path() if not ret['text.latex.preamble'] == ['']: verbose.report(""" ***************************************************************** You have the following UNSUPPORTED LaTeX preamble customizations: %s Please do not ask for support with these customizations active. ***************************************************************** """% '\n'.join(ret['text.latex.preamble']), 'helpful') verbose.report('loaded rc file %s'%fname) return ret # this is the instance used by the matplotlib classes rcParams = rc_params() rcParamsDefault = RcParams([ (key, default) for key, (default, converter) in \ defaultParams.iteritems() ]) rcParams['ps.usedistiller'] = checkdep_ps_distiller(rcParams['ps.usedistiller']) rcParams['text.usetex'] = checkdep_usetex(rcParams['text.usetex']) def rc(group, **kwargs): """ Set the current rc params. Group is the grouping for the rc, eg. for ``lines.linewidth`` the group is ``lines``, for ``axes.facecolor``, the group is ``axes``, and so on. Group may also be a list or tuple of group names, eg. (*xtick*, *ytick*). *kwargs* is a dictionary attribute name/value pairs, eg:: rc('lines', linewidth=2, color='r') sets the current rc params and is equivalent to:: rcParams['lines.linewidth'] = 2 rcParams['lines.color'] = 'r' The following aliases are available to save typing for interactive users: ===== ================= Alias Property ===== ================= 'lw' 'linewidth' 'ls' 'linestyle' 'c' 'color' 'fc' 'facecolor' 'ec' 'edgecolor' 'mew' 'markeredgewidth' 'aa' 'antialiased' ===== ================= Thus you could abbreviate the above rc command as:: rc('lines', lw=2, c='r') Note you can use python's kwargs dictionary facility to store dictionaries of default parameters. Eg, you can customize the font rc as follows:: font = {'family' : 'monospace', 'weight' : 'bold', 'size' : 'larger'} rc('font', **font) # pass in the font dict as kwargs This enables you to easily switch between several configurations. Use :func:`~matplotlib.pyplot.rcdefaults` to restore the default rc params after changes. """ aliases = { 'lw' : 'linewidth', 'ls' : 'linestyle', 'c' : 'color', 'fc' : 'facecolor', 'ec' : 'edgecolor', 'mew' : 'markeredgewidth', 'aa' : 'antialiased', } if is_string_like(group): group = (group,) for g in group: for k,v in kwargs.items(): name = aliases.get(k) or k key = '%s.%s' % (g, name) if key not in rcParams: raise KeyError('Unrecognized key "%s" for group "%s" and name "%s"' % (key, g, name)) rcParams[key] = v def rcdefaults(): """ Restore the default rc params - the ones that were created at matplotlib load time. """ rcParams.update(rcParamsDefault) if NEWCONFIG: #print "importing from reorganized config system!" try: from config import rcParams, rcdefaults, mplConfig, save_config verbose.set_level(rcParams['verbose.level']) verbose.set_fileo(rcParams['verbose.fileo']) except: from config import rcParams, rcdefaults _use_error_msg = """ This call to matplotlib.use() has no effect because the the backend has already been chosen; matplotlib.use() must be called *before* pylab, matplotlib.pyplot, or matplotlib.backends is imported for the first time. """ def use(arg, warn=True): """ Set the matplotlib backend to one of the known backends. The argument is case-insensitive. For the Cairo backend, the argument can have an extension to indicate the type of output. Example: use('cairo.pdf') will specify a default of pdf output generated by Cairo. Note: this function must be called *before* importing pylab for the first time; or, if you are not using pylab, it must be called before importing matplotlib.backends. If warn is True, a warning is issued if you try and callthis after pylab or pyplot have been loaded. In certain black magic use cases, eg pyplot.switch_backends, we are doing the reloading necessary to make the backend switch work (in some cases, eg pure image backends) so one can set warn=False to supporess the warnings """ if 'matplotlib.backends' in sys.modules: if warn: warnings.warn(_use_error_msg) return arg = arg.lower() if arg.startswith('module://'): name = arg else: be_parts = arg.split('.') name = validate_backend(be_parts[0]) rcParams['backend'] = name if name == 'cairo' and len(be_parts) > 1: rcParams['cairo.format'] = validate_cairo_format(be_parts[1]) def get_backend(): "Returns the current backend" return rcParams['backend'] def interactive(b): """ Set interactive mode to boolean b. If b is True, then draw after every plotting command, eg, after xlabel """ rcParams['interactive'] = b def is_interactive(): 'Return true if plot mode is interactive' b = rcParams['interactive'] return b def tk_window_focus(): """Return true if focus maintenance under TkAgg on win32 is on. This currently works only for python.exe and IPython.exe. Both IDLE and Pythonwin.exe fail badly when tk_window_focus is on.""" if rcParams['backend'] != 'TkAgg': return False return rcParams['tk.window_focus'] # Now allow command line to override # Allow command line access to the backend with -d (matlab compatible # flag) for s in sys.argv[1:]: if s.startswith('-d') and len(s) > 2: # look for a -d flag try: use(s[2:]) except (KeyError, ValueError): pass # we don't want to assume all -d flags are backends, eg -debug verbose.report('matplotlib version %s'%__version__) verbose.report('verbose.level %s'%verbose.level) verbose.report('interactive is %s'%rcParams['interactive']) verbose.report('units is %s'%rcParams['units']) verbose.report('platform is %s'%sys.platform) verbose.report('loaded modules: %s'%sys.modules.keys(), 'debug')
agpl-3.0
jakejhansen/minesweeper_solver
evolutionary/generateplots.py
1
1317
import matplotlib.pyplot as plt import os import pickle try: with open(os.path.join('results.pkl'), 'rb') as f: results = pickle.load(f) except: print("Failed to load checkpoint") raise fig = plt.figure() plt.plot(results['steps'], results['mean_pop_rewards']) plt.plot(results['steps'], results['test_rewards']) plt.xlabel('Environment steps') plt.ylabel('Reward') plt.legend(['Mean population reward', 'Test reward']) plt.tight_layout() plt.grid() plt.savefig(os.path.join('progress1.pdf')) plt.close(fig) fig = plt.figure(figsize=(4, 8)) plt.subplot(3, 1, 1) plt.plot(results['steps'], results['mean_pop_rewards']) plt.ylabel('Mean population reward') plt.grid() plt.subplot(3, 1, 2) plt.plot(results['steps'], results['test_rewards']) plt.ylabel('Test reward') plt.grid() plt.subplot(3, 1, 3) plt.plot(results['steps'], results['weight_norm']) plt.ylabel('Weight norm') plt.xlabel('Environment steps') plt.tight_layout() plt.grid() plt.savefig(os.path.join('progress2.pdf')) plt.close(fig) try: fig = plt.figure() plt.plot(results['steps'], results['win_rate']) plt.xlabel('Environment steps') plt.ylabel('Win rate') plt.tight_layout() plt.grid() plt.savefig(os.path.join('progress2.pdf')) plt.close(fig) except KeyError: print('No win rate logged')
mit
yask123/scikit-learn
sklearn/utils/tests/test_multiclass.py
128
12853
from __future__ import division import numpy as np import scipy.sparse as sp from itertools import product from sklearn.externals.six.moves import xrange from sklearn.externals.six import iteritems from scipy.sparse import issparse from scipy.sparse import csc_matrix from scipy.sparse import csr_matrix from scipy.sparse import coo_matrix from scipy.sparse import dok_matrix from scipy.sparse import lil_matrix 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_true from sklearn.utils.testing import assert_false from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_raises_regex from sklearn.utils.multiclass import unique_labels from sklearn.utils.multiclass import is_multilabel from sklearn.utils.multiclass import type_of_target from sklearn.utils.multiclass import class_distribution class NotAnArray(object): """An object that is convertable to an array. This is useful to simulate a Pandas timeseries.""" def __init__(self, data): self.data = data def __array__(self): return self.data EXAMPLES = { 'multilabel-indicator': [ # valid when the data is formated as sparse or dense, identified # by CSR format when the testing takes place csr_matrix(np.random.RandomState(42).randint(2, size=(10, 10))), csr_matrix(np.array([[0, 1], [1, 0]])), csr_matrix(np.array([[0, 1], [1, 0]], dtype=np.bool)), csr_matrix(np.array([[0, 1], [1, 0]], dtype=np.int8)), csr_matrix(np.array([[0, 1], [1, 0]], dtype=np.uint8)), csr_matrix(np.array([[0, 1], [1, 0]], dtype=np.float)), csr_matrix(np.array([[0, 1], [1, 0]], dtype=np.float32)), csr_matrix(np.array([[0, 0], [0, 0]])), csr_matrix(np.array([[0, 1]])), # Only valid when data is dense np.array([[-1, 1], [1, -1]]), np.array([[-3, 3], [3, -3]]), NotAnArray(np.array([[-3, 3], [3, -3]])), ], 'multiclass': [ [1, 0, 2, 2, 1, 4, 2, 4, 4, 4], np.array([1, 0, 2]), np.array([1, 0, 2], dtype=np.int8), np.array([1, 0, 2], dtype=np.uint8), np.array([1, 0, 2], dtype=np.float), np.array([1, 0, 2], dtype=np.float32), np.array([[1], [0], [2]]), NotAnArray(np.array([1, 0, 2])), [0, 1, 2], ['a', 'b', 'c'], np.array([u'a', u'b', u'c']), np.array([u'a', u'b', u'c'], dtype=object), np.array(['a', 'b', 'c'], dtype=object), ], 'multiclass-multioutput': [ np.array([[1, 0, 2, 2], [1, 4, 2, 4]]), np.array([[1, 0, 2, 2], [1, 4, 2, 4]], dtype=np.int8), np.array([[1, 0, 2, 2], [1, 4, 2, 4]], dtype=np.uint8), np.array([[1, 0, 2, 2], [1, 4, 2, 4]], dtype=np.float), np.array([[1, 0, 2, 2], [1, 4, 2, 4]], dtype=np.float32), np.array([['a', 'b'], ['c', 'd']]), np.array([[u'a', u'b'], [u'c', u'd']]), np.array([[u'a', u'b'], [u'c', u'd']], dtype=object), np.array([[1, 0, 2]]), NotAnArray(np.array([[1, 0, 2]])), ], 'binary': [ [0, 1], [1, 1], [], [0], np.array([0, 1, 1, 1, 0, 0, 0, 1, 1, 1]), np.array([0, 1, 1, 1, 0, 0, 0, 1, 1, 1], dtype=np.bool), np.array([0, 1, 1, 1, 0, 0, 0, 1, 1, 1], dtype=np.int8), np.array([0, 1, 1, 1, 0, 0, 0, 1, 1, 1], dtype=np.uint8), np.array([0, 1, 1, 1, 0, 0, 0, 1, 1, 1], dtype=np.float), np.array([0, 1, 1, 1, 0, 0, 0, 1, 1, 1], dtype=np.float32), np.array([[0], [1]]), NotAnArray(np.array([[0], [1]])), [1, -1], [3, 5], ['a'], ['a', 'b'], ['abc', 'def'], np.array(['abc', 'def']), [u'a', u'b'], np.array(['abc', 'def'], dtype=object), ], 'continuous': [ [1e-5], [0, .5], np.array([[0], [.5]]), np.array([[0], [.5]], dtype=np.float32), ], 'continuous-multioutput': [ np.array([[0, .5], [.5, 0]]), np.array([[0, .5], [.5, 0]], dtype=np.float32), np.array([[0, .5]]), ], 'unknown': [ [[]], [()], # sequence of sequences that were'nt supported even before deprecation np.array([np.array([]), np.array([1, 2, 3])], dtype=object), [np.array([]), np.array([1, 2, 3])], [set([1, 2, 3]), set([1, 2])], [frozenset([1, 2, 3]), frozenset([1, 2])], # and also confusable as sequences of sequences [{0: 'a', 1: 'b'}, {0: 'a'}], # empty second dimension np.array([[], []]), # 3d np.array([[[0, 1], [2, 3]], [[4, 5], [6, 7]]]), ] } NON_ARRAY_LIKE_EXAMPLES = [ set([1, 2, 3]), {0: 'a', 1: 'b'}, {0: [5], 1: [5]}, 'abc', frozenset([1, 2, 3]), None, ] MULTILABEL_SEQUENCES = [ [[1], [2], [0, 1]], [(), (2), (0, 1)], np.array([[], [1, 2]], dtype='object'), NotAnArray(np.array([[], [1, 2]], dtype='object')) ] def test_unique_labels(): # Empty iterable assert_raises(ValueError, unique_labels) # Multiclass problem assert_array_equal(unique_labels(xrange(10)), np.arange(10)) assert_array_equal(unique_labels(np.arange(10)), np.arange(10)) assert_array_equal(unique_labels([4, 0, 2]), np.array([0, 2, 4])) # Multilabel indicator assert_array_equal(unique_labels(np.array([[0, 0, 1], [1, 0, 1], [0, 0, 0]])), np.arange(3)) assert_array_equal(unique_labels(np.array([[0, 0, 1], [0, 0, 0]])), np.arange(3)) # Several arrays passed assert_array_equal(unique_labels([4, 0, 2], xrange(5)), np.arange(5)) assert_array_equal(unique_labels((0, 1, 2), (0,), (2, 1)), np.arange(3)) # Border line case with binary indicator matrix assert_raises(ValueError, unique_labels, [4, 0, 2], np.ones((5, 5))) assert_raises(ValueError, unique_labels, np.ones((5, 4)), np.ones((5, 5))) assert_array_equal(unique_labels(np.ones((4, 5)), np.ones((5, 5))), np.arange(5)) def test_unique_labels_non_specific(): # Test unique_labels with a variety of collected examples # Smoke test for all supported format for format in ["binary", "multiclass", "multilabel-indicator"]: for y in EXAMPLES[format]: unique_labels(y) # We don't support those format at the moment for example in NON_ARRAY_LIKE_EXAMPLES: assert_raises(ValueError, unique_labels, example) for y_type in ["unknown", "continuous", 'continuous-multioutput', 'multiclass-multioutput']: for example in EXAMPLES[y_type]: assert_raises(ValueError, unique_labels, example) def test_unique_labels_mixed_types(): # Mix with binary or multiclass and multilabel mix_clf_format = product(EXAMPLES["multilabel-indicator"], EXAMPLES["multiclass"] + EXAMPLES["binary"]) for y_multilabel, y_multiclass in mix_clf_format: assert_raises(ValueError, unique_labels, y_multiclass, y_multilabel) assert_raises(ValueError, unique_labels, y_multilabel, y_multiclass) assert_raises(ValueError, unique_labels, [[1, 2]], [["a", "d"]]) assert_raises(ValueError, unique_labels, ["1", 2]) assert_raises(ValueError, unique_labels, [["1", 2], [1, 3]]) assert_raises(ValueError, unique_labels, [["1", "2"], [2, 3]]) def test_is_multilabel(): for group, group_examples in iteritems(EXAMPLES): if group in ['multilabel-indicator']: dense_assert_, dense_exp = assert_true, 'True' else: dense_assert_, dense_exp = assert_false, 'False' for example in group_examples: # Only mark explicitly defined sparse examples as valid sparse # multilabel-indicators if group == 'multilabel-indicator' and issparse(example): sparse_assert_, sparse_exp = assert_true, 'True' else: sparse_assert_, sparse_exp = assert_false, 'False' if (issparse(example) or (hasattr(example, '__array__') and np.asarray(example).ndim == 2 and np.asarray(example).dtype.kind in 'biuf' and np.asarray(example).shape[1] > 0)): examples_sparse = [sparse_matrix(example) for sparse_matrix in [coo_matrix, csc_matrix, csr_matrix, dok_matrix, lil_matrix]] for exmpl_sparse in examples_sparse: sparse_assert_(is_multilabel(exmpl_sparse), msg=('is_multilabel(%r)' ' should be %s') % (exmpl_sparse, sparse_exp)) # Densify sparse examples before testing if issparse(example): example = example.toarray() dense_assert_(is_multilabel(example), msg='is_multilabel(%r) should be %s' % (example, dense_exp)) def test_type_of_target(): for group, group_examples in iteritems(EXAMPLES): for example in group_examples: assert_equal(type_of_target(example), group, msg=('type_of_target(%r) should be %r, got %r' % (example, group, type_of_target(example)))) for example in NON_ARRAY_LIKE_EXAMPLES: msg_regex = 'Expected array-like \(array or non-string sequence\).*' assert_raises_regex(ValueError, msg_regex, type_of_target, example) for example in MULTILABEL_SEQUENCES: msg = ('You appear to be using a legacy multi-label data ' 'representation. Sequence of sequences are no longer supported;' ' use a binary array or sparse matrix instead.') assert_raises_regex(ValueError, msg, type_of_target, example) def test_class_distribution(): y = np.array([[1, 0, 0, 1], [2, 2, 0, 1], [1, 3, 0, 1], [4, 2, 0, 1], [2, 0, 0, 1], [1, 3, 0, 1]]) # Define the sparse matrix with a mix of implicit and explicit zeros data = np.array([1, 2, 1, 4, 2, 1, 0, 2, 3, 2, 3, 1, 1, 1, 1, 1, 1]) indices = np.array([0, 1, 2, 3, 4, 5, 0, 1, 2, 3, 5, 0, 1, 2, 3, 4, 5]) indptr = np.array([0, 6, 11, 11, 17]) y_sp = sp.csc_matrix((data, indices, indptr), shape=(6, 4)) classes, n_classes, class_prior = class_distribution(y) classes_sp, n_classes_sp, class_prior_sp = class_distribution(y_sp) classes_expected = [[1, 2, 4], [0, 2, 3], [0], [1]] n_classes_expected = [3, 3, 1, 1] class_prior_expected = [[3/6, 2/6, 1/6], [1/3, 1/3, 1/3], [1.0], [1.0]] for k in range(y.shape[1]): assert_array_almost_equal(classes[k], classes_expected[k]) assert_array_almost_equal(n_classes[k], n_classes_expected[k]) assert_array_almost_equal(class_prior[k], class_prior_expected[k]) assert_array_almost_equal(classes_sp[k], classes_expected[k]) assert_array_almost_equal(n_classes_sp[k], n_classes_expected[k]) assert_array_almost_equal(class_prior_sp[k], class_prior_expected[k]) # Test again with explicit sample weights (classes, n_classes, class_prior) = class_distribution(y, [1.0, 2.0, 1.0, 2.0, 1.0, 2.0]) (classes_sp, n_classes_sp, class_prior_sp) = class_distribution(y, [1.0, 2.0, 1.0, 2.0, 1.0, 2.0]) class_prior_expected = [[4/9, 3/9, 2/9], [2/9, 4/9, 3/9], [1.0], [1.0]] for k in range(y.shape[1]): assert_array_almost_equal(classes[k], classes_expected[k]) assert_array_almost_equal(n_classes[k], n_classes_expected[k]) assert_array_almost_equal(class_prior[k], class_prior_expected[k]) assert_array_almost_equal(classes_sp[k], classes_expected[k]) assert_array_almost_equal(n_classes_sp[k], n_classes_expected[k]) assert_array_almost_equal(class_prior_sp[k], class_prior_expected[k])
bsd-3-clause
YinongLong/scikit-learn
sklearn/metrics/classification.py
1
71650
"""Metrics to assess performance on classification task given class prediction Functions named as ``*_score`` return a scalar value to maximize: the higher the better Function named as ``*_error`` or ``*_loss`` return a scalar value to minimize: the lower the better """ # Authors: Alexandre Gramfort <[email protected]> # Mathieu Blondel <[email protected]> # Olivier Grisel <[email protected]> # Arnaud Joly <[email protected]> # Jochen Wersdorfer <[email protected]> # Lars Buitinck # Joel Nothman <[email protected]> # Noel Dawe <[email protected]> # Jatin Shah <[email protected]> # Saurabh Jha <[email protected]> # Bernardo Stein <[email protected]> # License: BSD 3 clause from __future__ import division import warnings import numpy as np from scipy.sparse import coo_matrix from scipy.sparse import csr_matrix from ..preprocessing import LabelBinarizer, label_binarize from ..preprocessing import LabelEncoder from ..utils import assert_all_finite from ..utils import check_array from ..utils import check_consistent_length from ..utils import column_or_1d from ..utils.multiclass import unique_labels from ..utils.multiclass import type_of_target from ..utils.validation import _num_samples from ..utils.sparsefuncs import count_nonzero from ..utils.fixes import bincount from ..exceptions import UndefinedMetricWarning def _check_targets(y_true, y_pred): """Check that y_true and y_pred belong to the same classification task This converts multiclass or binary types to a common shape, and raises a ValueError for a mix of multilabel and multiclass targets, a mix of multilabel formats, for the presence of continuous-valued or multioutput targets, or for targets of different lengths. Column vectors are squeezed to 1d, while multilabel formats are returned as CSR sparse label indicators. Parameters ---------- y_true : array-like y_pred : array-like Returns ------- type_true : one of {'multilabel-indicator', 'multiclass', 'binary'} The type of the true target data, as output by ``utils.multiclass.type_of_target`` y_true : array or indicator matrix y_pred : array or indicator matrix """ check_consistent_length(y_true, y_pred) type_true = type_of_target(y_true) type_pred = type_of_target(y_pred) y_type = set([type_true, type_pred]) if y_type == set(["binary", "multiclass"]): y_type = set(["multiclass"]) if len(y_type) > 1: raise ValueError("Can't handle mix of {0} and {1}" "".format(type_true, type_pred)) # We can't have more than one value on y_type => The set is no more needed y_type = y_type.pop() # No metrics support "multiclass-multioutput" format if (y_type not in ["binary", "multiclass", "multilabel-indicator"]): raise ValueError("{0} is not supported".format(y_type)) if y_type in ["binary", "multiclass"]: y_true = column_or_1d(y_true) y_pred = column_or_1d(y_pred) if y_type.startswith('multilabel'): y_true = csr_matrix(y_true) y_pred = csr_matrix(y_pred) y_type = 'multilabel-indicator' return y_type, y_true, y_pred def _weighted_sum(sample_score, sample_weight, normalize=False): if normalize: return np.average(sample_score, weights=sample_weight) elif sample_weight is not None: return np.dot(sample_score, sample_weight) else: return sample_score.sum() def accuracy_score(y_true, y_pred, normalize=True, sample_weight=None): """Accuracy classification score. In multilabel classification, this function computes subset accuracy: the set of labels predicted for a sample must *exactly* match the corresponding set of labels in y_true. Read more in the :ref:`User Guide <accuracy_score>`. Parameters ---------- y_true : 1d array-like, or label indicator array / sparse matrix Ground truth (correct) labels. y_pred : 1d array-like, or label indicator array / sparse matrix Predicted labels, as returned by a classifier. normalize : bool, optional (default=True) If ``False``, return the number of correctly classified samples. Otherwise, return the fraction of correctly classified samples. sample_weight : array-like of shape = [n_samples], optional Sample weights. Returns ------- score : float If ``normalize == True``, return the correctly classified samples (float), else it returns the number of correctly classified samples (int). The best performance is 1 with ``normalize == True`` and the number of samples with ``normalize == False``. See also -------- jaccard_similarity_score, hamming_loss, zero_one_loss Notes ----- In binary and multiclass classification, this function is equal to the ``jaccard_similarity_score`` function. Examples -------- >>> import numpy as np >>> from sklearn.metrics import accuracy_score >>> y_pred = [0, 2, 1, 3] >>> y_true = [0, 1, 2, 3] >>> accuracy_score(y_true, y_pred) 0.5 >>> accuracy_score(y_true, y_pred, normalize=False) 2 In the multilabel case with binary label indicators: >>> accuracy_score(np.array([[0, 1], [1, 1]]), np.ones((2, 2))) 0.5 """ # Compute accuracy for each possible representation y_type, y_true, y_pred = _check_targets(y_true, y_pred) if y_type.startswith('multilabel'): differing_labels = count_nonzero(y_true - y_pred, axis=1) score = differing_labels == 0 else: score = y_true == y_pred return _weighted_sum(score, sample_weight, normalize) def confusion_matrix(y_true, y_pred, labels=None, sample_weight=None): """Compute confusion matrix to evaluate the accuracy of a classification By definition a confusion matrix :math:`C` is such that :math:`C_{i, j}` is equal to the number of observations known to be in group :math:`i` but predicted to be in group :math:`j`. Read more in the :ref:`User Guide <confusion_matrix>`. Parameters ---------- y_true : array, shape = [n_samples] Ground truth (correct) target values. y_pred : array, shape = [n_samples] Estimated targets as returned by a classifier. labels : array, shape = [n_classes], optional List of labels to index the matrix. This may be used to reorder or select a subset of labels. If none is given, those that appear at least once in ``y_true`` or ``y_pred`` are used in sorted order. sample_weight : array-like of shape = [n_samples], optional Sample weights. Returns ------- C : array, shape = [n_classes, n_classes] Confusion matrix References ---------- .. [1] `Wikipedia entry for the Confusion matrix <https://en.wikipedia.org/wiki/Confusion_matrix>`_ Examples -------- >>> from sklearn.metrics import confusion_matrix >>> y_true = [2, 0, 2, 2, 0, 1] >>> y_pred = [0, 0, 2, 2, 0, 2] >>> confusion_matrix(y_true, y_pred) array([[2, 0, 0], [0, 0, 1], [1, 0, 2]]) >>> y_true = ["cat", "ant", "cat", "cat", "ant", "bird"] >>> y_pred = ["ant", "ant", "cat", "cat", "ant", "cat"] >>> confusion_matrix(y_true, y_pred, labels=["ant", "bird", "cat"]) array([[2, 0, 0], [0, 0, 1], [1, 0, 2]]) """ y_type, y_true, y_pred = _check_targets(y_true, y_pred) if y_type not in ("binary", "multiclass"): raise ValueError("%s is not supported" % y_type) if labels is None: labels = unique_labels(y_true, y_pred) else: labels = np.asarray(labels) if np.all([l not in y_true for l in labels]): raise ValueError("At least one label specified must be in y_true") if sample_weight is None: sample_weight = np.ones(y_true.shape[0], dtype=np.int) else: sample_weight = np.asarray(sample_weight) check_consistent_length(sample_weight, y_true, y_pred) n_labels = labels.size label_to_ind = dict((y, x) for x, y in enumerate(labels)) # convert yt, yp into index y_pred = np.array([label_to_ind.get(x, n_labels + 1) for x in y_pred]) y_true = np.array([label_to_ind.get(x, n_labels + 1) for x in y_true]) # intersect y_pred, y_true with labels, eliminate items not in labels ind = np.logical_and(y_pred < n_labels, y_true < n_labels) y_pred = y_pred[ind] y_true = y_true[ind] # also eliminate weights of eliminated items sample_weight = sample_weight[ind] CM = coo_matrix((sample_weight, (y_true, y_pred)), shape=(n_labels, n_labels) ).toarray() return CM def cohen_kappa_score(y1, y2, labels=None, weights=None): """Cohen's kappa: a statistic that measures inter-annotator agreement. This function computes Cohen's kappa [1]_, a score that expresses the level of agreement between two annotators on a classification problem. It is defined as .. math:: \kappa = (p_o - p_e) / (1 - p_e) where :math:`p_o` is the empirical probability of agreement on the label assigned to any sample (the observed agreement ratio), and :math:`p_e` is the expected agreement when both annotators assign labels randomly. :math:`p_e` is estimated using a per-annotator empirical prior over the class labels [2]_. Read more in the :ref:`User Guide <cohen_kappa>`. Parameters ---------- y1 : array, shape = [n_samples] Labels assigned by the first annotator. y2 : array, shape = [n_samples] Labels assigned by the second annotator. The kappa statistic is symmetric, so swapping ``y1`` and ``y2`` doesn't change the value. labels : array, shape = [n_classes], optional List of labels to index the matrix. This may be used to select a subset of labels. If None, all labels that appear at least once in ``y1`` or ``y2`` are used. weights : str, optional List of weighting type to calculate the score. None means no weighted; "linear" means linear weighted; "quadratic" means quadratic weighted. Returns ------- kappa : float The kappa statistic, which is a number between -1 and 1. The maximum value means complete agreement; zero or lower means chance agreement. References ---------- .. [1] J. Cohen (1960). "A coefficient of agreement for nominal scales". Educational and Psychological Measurement 20(1):37-46. doi:10.1177/001316446002000104. .. [2] `R. Artstein and M. Poesio (2008). "Inter-coder agreement for computational linguistics". Computational Linguistics 34(4):555-596. <http://www.mitpressjournals.org/doi/abs/10.1162/coli.07-034-R2#.V0J1MJMrIWo>`_ .. [3] `Wikipedia entry for the Cohen's kappa. <https://en.wikipedia.org/wiki/Cohen%27s_kappa>`_ """ confusion = confusion_matrix(y1, y2, labels=labels) n_classes = confusion.shape[0] sum0 = np.sum(confusion, axis=0) sum1 = np.sum(confusion, axis=1) expected = np.outer(sum0, sum1) / np.sum(sum0) if weights is None: w_mat = np.ones([n_classes, n_classes], dtype=np.int) w_mat.flat[:: n_classes + 1] = 0 elif weights == "linear" or weights == "quadratic": w_mat = np.zeros([n_classes, n_classes], dtype=np.int) w_mat += np.arange(n_classes) if weights == "linear": w_mat = np.abs(w_mat - w_mat.T) else: w_mat = (w_mat - w_mat.T) ** 2 else: raise ValueError("Unknown kappa weighting type.") k = np.sum(w_mat * confusion) / np.sum(w_mat * expected) return 1 - k def jaccard_similarity_score(y_true, y_pred, normalize=True, sample_weight=None): """Jaccard similarity coefficient score The Jaccard index [1], or Jaccard similarity coefficient, defined as the size of the intersection divided by the size of the union of two label sets, is used to compare set of predicted labels for a sample to the corresponding set of labels in ``y_true``. Read more in the :ref:`User Guide <jaccard_similarity_score>`. Parameters ---------- y_true : 1d array-like, or label indicator array / sparse matrix Ground truth (correct) labels. y_pred : 1d array-like, or label indicator array / sparse matrix Predicted labels, as returned by a classifier. normalize : bool, optional (default=True) If ``False``, return the sum of the Jaccard similarity coefficient over the sample set. Otherwise, return the average of Jaccard similarity coefficient. sample_weight : array-like of shape = [n_samples], optional Sample weights. Returns ------- score : float If ``normalize == True``, return the average Jaccard similarity coefficient, else it returns the sum of the Jaccard similarity coefficient over the sample set. The best performance is 1 with ``normalize == True`` and the number of samples with ``normalize == False``. See also -------- accuracy_score, hamming_loss, zero_one_loss Notes ----- In binary and multiclass classification, this function is equivalent to the ``accuracy_score``. It differs in the multilabel classification problem. References ---------- .. [1] `Wikipedia entry for the Jaccard index <https://en.wikipedia.org/wiki/Jaccard_index>`_ Examples -------- >>> import numpy as np >>> from sklearn.metrics import jaccard_similarity_score >>> y_pred = [0, 2, 1, 3] >>> y_true = [0, 1, 2, 3] >>> jaccard_similarity_score(y_true, y_pred) 0.5 >>> jaccard_similarity_score(y_true, y_pred, normalize=False) 2 In the multilabel case with binary label indicators: >>> jaccard_similarity_score(np.array([[0, 1], [1, 1]]),\ np.ones((2, 2))) 0.75 """ # Compute accuracy for each possible representation y_type, y_true, y_pred = _check_targets(y_true, y_pred) if y_type.startswith('multilabel'): with np.errstate(divide='ignore', invalid='ignore'): # oddly, we may get an "invalid" rather than a "divide" error here pred_or_true = count_nonzero(y_true + y_pred, axis=1) pred_and_true = count_nonzero(y_true.multiply(y_pred), axis=1) score = pred_and_true / pred_or_true # If there is no label, it results in a Nan instead, we set # the jaccard to 1: lim_{x->0} x/x = 1 # Note with py2.6 and np 1.3: we can't check safely for nan. score[pred_or_true == 0.0] = 1.0 else: score = y_true == y_pred return _weighted_sum(score, sample_weight, normalize) def matthews_corrcoef(y_true, y_pred, sample_weight=None): """Compute the Matthews correlation coefficient (MCC) for binary classes The Matthews correlation coefficient is used in machine learning as a measure of the quality of binary (two-class) classifications. It takes into account true and false positives and negatives and is generally regarded as a balanced measure which can be used even if the classes are of very different sizes. The MCC is in essence a correlation coefficient value between -1 and +1. A coefficient of +1 represents a perfect prediction, 0 an average random prediction and -1 an inverse prediction. The statistic is also known as the phi coefficient. [source: Wikipedia] Only in the binary case does this relate to information about true and false positives and negatives. See references below. Read more in the :ref:`User Guide <matthews_corrcoef>`. Parameters ---------- y_true : array, shape = [n_samples] Ground truth (correct) target values. y_pred : array, shape = [n_samples] Estimated targets as returned by a classifier. sample_weight : array-like of shape = [n_samples], default None Sample weights. Returns ------- mcc : float The Matthews correlation coefficient (+1 represents a perfect prediction, 0 an average random prediction and -1 and inverse prediction). References ---------- .. [1] `Baldi, Brunak, Chauvin, Andersen and Nielsen, (2000). Assessing the accuracy of prediction algorithms for classification: an overview <http://dx.doi.org/10.1093/bioinformatics/16.5.412>`_ .. [2] `Wikipedia entry for the Matthews Correlation Coefficient <https://en.wikipedia.org/wiki/Matthews_correlation_coefficient>`_ Examples -------- >>> from sklearn.metrics import matthews_corrcoef >>> y_true = [+1, +1, +1, -1] >>> y_pred = [+1, -1, +1, +1] >>> matthews_corrcoef(y_true, y_pred) # doctest: +ELLIPSIS -0.33... """ y_type, y_true, y_pred = _check_targets(y_true, y_pred) if y_type != "binary": raise ValueError("%s is not supported" % y_type) lb = LabelEncoder() lb.fit(np.hstack([y_true, y_pred])) y_true = lb.transform(y_true) y_pred = lb.transform(y_pred) mean_yt = np.average(y_true, weights=sample_weight) mean_yp = np.average(y_pred, weights=sample_weight) y_true_u_cent = y_true - mean_yt y_pred_u_cent = y_pred - mean_yp cov_ytyp = np.average(y_true_u_cent * y_pred_u_cent, weights=sample_weight) var_yt = np.average(y_true_u_cent ** 2, weights=sample_weight) var_yp = np.average(y_pred_u_cent ** 2, weights=sample_weight) mcc = cov_ytyp / np.sqrt(var_yt * var_yp) if np.isnan(mcc): return 0. else: return mcc def zero_one_loss(y_true, y_pred, normalize=True, sample_weight=None): """Zero-one classification loss. If normalize is ``True``, return the fraction of misclassifications (float), else it returns the number of misclassifications (int). The best performance is 0. Read more in the :ref:`User Guide <zero_one_loss>`. Parameters ---------- y_true : 1d array-like, or label indicator array / sparse matrix Ground truth (correct) labels. y_pred : 1d array-like, or label indicator array / sparse matrix Predicted labels, as returned by a classifier. normalize : bool, optional (default=True) If ``False``, return the number of misclassifications. Otherwise, return the fraction of misclassifications. sample_weight : array-like of shape = [n_samples], optional Sample weights. Returns ------- loss : float or int, If ``normalize == True``, return the fraction of misclassifications (float), else it returns the number of misclassifications (int). Notes ----- In multilabel classification, the zero_one_loss function corresponds to the subset zero-one loss: for each sample, the entire set of labels must be correctly predicted, otherwise the loss for that sample is equal to one. See also -------- accuracy_score, hamming_loss, jaccard_similarity_score Examples -------- >>> from sklearn.metrics import zero_one_loss >>> y_pred = [1, 2, 3, 4] >>> y_true = [2, 2, 3, 4] >>> zero_one_loss(y_true, y_pred) 0.25 >>> zero_one_loss(y_true, y_pred, normalize=False) 1 In the multilabel case with binary label indicators: >>> zero_one_loss(np.array([[0, 1], [1, 1]]), np.ones((2, 2))) 0.5 """ score = accuracy_score(y_true, y_pred, normalize=normalize, sample_weight=sample_weight) if normalize: return 1 - score else: if sample_weight is not None: n_samples = np.sum(sample_weight) else: n_samples = _num_samples(y_true) return n_samples - score def f1_score(y_true, y_pred, labels=None, pos_label=1, average='binary', sample_weight=None): """Compute the F1 score, also known as balanced F-score or F-measure The F1 score can be interpreted as a weighted average of the precision and recall, where an F1 score reaches its best value at 1 and worst score at 0. The relative contribution of precision and recall to the F1 score are equal. The formula for the F1 score is:: F1 = 2 * (precision * recall) / (precision + recall) In the multi-class and multi-label case, this is the weighted average of the F1 score of each class. Read more in the :ref:`User Guide <precision_recall_f_measure_metrics>`. Parameters ---------- y_true : 1d array-like, or label indicator array / sparse matrix Ground truth (correct) target values. y_pred : 1d array-like, or label indicator array / sparse matrix Estimated targets as returned by a classifier. labels : list, optional The set of labels to include when ``average != 'binary'``, and their order if ``average is None``. Labels present in the data can be excluded, for example to calculate a multiclass average ignoring a majority negative class, while labels not present in the data will result in 0 components in a macro average. For multilabel targets, labels are column indices. By default, all labels in ``y_true`` and ``y_pred`` are used in sorted order. .. versionchanged:: 0.17 parameter *labels* improved for multiclass problem. pos_label : str or int, 1 by default The class to report if ``average='binary'`` and the data is binary. If the data are multiclass or multilabel, this will be ignored; setting ``labels=[pos_label]`` and ``average != 'binary'`` will report scores for that label only. average : string, [None, 'binary' (default), 'micro', 'macro', 'samples', \ 'weighted'] This parameter is required for multiclass/multilabel targets. If ``None``, the scores for each class are returned. Otherwise, this determines the type of averaging performed on the data: ``'binary'``: Only report results for the class specified by ``pos_label``. This is applicable only if targets (``y_{true,pred}``) are binary. ``'micro'``: Calculate metrics globally by counting the total true positives, false negatives and false positives. ``'macro'``: Calculate metrics for each label, and find their unweighted mean. This does not take label imbalance into account. ``'weighted'``: Calculate metrics for each label, and find their average, weighted by support (the number of true instances for each label). This alters 'macro' to account for label imbalance; it can result in an F-score that is not between precision and recall. ``'samples'``: Calculate metrics for each instance, and find their average (only meaningful for multilabel classification where this differs from :func:`accuracy_score`). sample_weight : array-like of shape = [n_samples], optional Sample weights. Returns ------- f1_score : float or array of float, shape = [n_unique_labels] F1 score of the positive class in binary classification or weighted average of the F1 scores of each class for the multiclass task. References ---------- .. [1] `Wikipedia entry for the F1-score <https://en.wikipedia.org/wiki/F1_score>`_ Examples -------- >>> from sklearn.metrics import f1_score >>> y_true = [0, 1, 2, 0, 1, 2] >>> y_pred = [0, 2, 1, 0, 0, 1] >>> f1_score(y_true, y_pred, average='macro') # doctest: +ELLIPSIS 0.26... >>> f1_score(y_true, y_pred, average='micro') # doctest: +ELLIPSIS 0.33... >>> f1_score(y_true, y_pred, average='weighted') # doctest: +ELLIPSIS 0.26... >>> f1_score(y_true, y_pred, average=None) array([ 0.8, 0. , 0. ]) """ return fbeta_score(y_true, y_pred, 1, labels=labels, pos_label=pos_label, average=average, sample_weight=sample_weight) def fbeta_score(y_true, y_pred, beta, labels=None, pos_label=1, average='binary', sample_weight=None): """Compute the F-beta score The F-beta score is the weighted harmonic mean of precision and recall, reaching its optimal value at 1 and its worst value at 0. The `beta` parameter determines the weight of precision in the combined score. ``beta < 1`` lends more weight to precision, while ``beta > 1`` favors recall (``beta -> 0`` considers only precision, ``beta -> inf`` only recall). Read more in the :ref:`User Guide <precision_recall_f_measure_metrics>`. Parameters ---------- y_true : 1d array-like, or label indicator array / sparse matrix Ground truth (correct) target values. y_pred : 1d array-like, or label indicator array / sparse matrix Estimated targets as returned by a classifier. beta: float Weight of precision in harmonic mean. labels : list, optional The set of labels to include when ``average != 'binary'``, and their order if ``average is None``. Labels present in the data can be excluded, for example to calculate a multiclass average ignoring a majority negative class, while labels not present in the data will result in 0 components in a macro average. For multilabel targets, labels are column indices. By default, all labels in ``y_true`` and ``y_pred`` are used in sorted order. .. versionchanged:: 0.17 parameter *labels* improved for multiclass problem. pos_label : str or int, 1 by default The class to report if ``average='binary'`` and the data is binary. If the data are multiclass or multilabel, this will be ignored; setting ``labels=[pos_label]`` and ``average != 'binary'`` will report scores for that label only. average : string, [None, 'binary' (default), 'micro', 'macro', 'samples', \ 'weighted'] This parameter is required for multiclass/multilabel targets. If ``None``, the scores for each class are returned. Otherwise, this determines the type of averaging performed on the data: ``'binary'``: Only report results for the class specified by ``pos_label``. This is applicable only if targets (``y_{true,pred}``) are binary. ``'micro'``: Calculate metrics globally by counting the total true positives, false negatives and false positives. ``'macro'``: Calculate metrics for each label, and find their unweighted mean. This does not take label imbalance into account. ``'weighted'``: Calculate metrics for each label, and find their average, weighted by support (the number of true instances for each label). This alters 'macro' to account for label imbalance; it can result in an F-score that is not between precision and recall. ``'samples'``: Calculate metrics for each instance, and find their average (only meaningful for multilabel classification where this differs from :func:`accuracy_score`). sample_weight : array-like of shape = [n_samples], optional Sample weights. Returns ------- fbeta_score : float (if average is not None) or array of float, shape =\ [n_unique_labels] F-beta score of the positive class in binary classification or weighted average of the F-beta score of each class for the multiclass task. References ---------- .. [1] R. Baeza-Yates and B. Ribeiro-Neto (2011). Modern Information Retrieval. Addison Wesley, pp. 327-328. .. [2] `Wikipedia entry for the F1-score <https://en.wikipedia.org/wiki/F1_score>`_ Examples -------- >>> from sklearn.metrics import fbeta_score >>> y_true = [0, 1, 2, 0, 1, 2] >>> y_pred = [0, 2, 1, 0, 0, 1] >>> fbeta_score(y_true, y_pred, average='macro', beta=0.5) ... # doctest: +ELLIPSIS 0.23... >>> fbeta_score(y_true, y_pred, average='micro', beta=0.5) ... # doctest: +ELLIPSIS 0.33... >>> fbeta_score(y_true, y_pred, average='weighted', beta=0.5) ... # doctest: +ELLIPSIS 0.23... >>> fbeta_score(y_true, y_pred, average=None, beta=0.5) ... # doctest: +ELLIPSIS array([ 0.71..., 0. , 0. ]) """ _, _, f, _ = precision_recall_fscore_support(y_true, y_pred, beta=beta, labels=labels, pos_label=pos_label, average=average, warn_for=('f-score',), sample_weight=sample_weight) return f def _prf_divide(numerator, denominator, metric, modifier, average, warn_for): """Performs division and handles divide-by-zero. On zero-division, sets the corresponding result elements to zero and raises a warning. The metric, modifier and average arguments are used only for determining an appropriate warning. """ result = numerator / denominator mask = denominator == 0.0 if not np.any(mask): return result # remove infs result[mask] = 0.0 # build appropriate warning # E.g. "Precision and F-score are ill-defined and being set to 0.0 in # labels with no predicted samples" axis0 = 'sample' axis1 = 'label' if average == 'samples': axis0, axis1 = axis1, axis0 if metric in warn_for and 'f-score' in warn_for: msg_start = '{0} and F-score are'.format(metric.title()) elif metric in warn_for: msg_start = '{0} is'.format(metric.title()) elif 'f-score' in warn_for: msg_start = 'F-score is' else: return result msg = ('{0} ill-defined and being set to 0.0 {{0}} ' 'no {1} {2}s.'.format(msg_start, modifier, axis0)) if len(mask) == 1: msg = msg.format('due to') else: msg = msg.format('in {0}s with'.format(axis1)) warnings.warn(msg, UndefinedMetricWarning, stacklevel=2) return result def precision_recall_fscore_support(y_true, y_pred, beta=1.0, labels=None, pos_label=1, average=None, warn_for=('precision', 'recall', 'f-score'), sample_weight=None): """Compute precision, recall, F-measure and support for each class The precision is the ratio ``tp / (tp + fp)`` where ``tp`` is the number of true positives and ``fp`` the number of false positives. The precision is intuitively the ability of the classifier not to label as positive a sample that is negative. The recall is the ratio ``tp / (tp + fn)`` where ``tp`` is the number of true positives and ``fn`` the number of false negatives. The recall is intuitively the ability of the classifier to find all the positive samples. The F-beta score can be interpreted as a weighted harmonic mean of the precision and recall, where an F-beta score reaches its best value at 1 and worst score at 0. The F-beta score weights recall more than precision by a factor of ``beta``. ``beta == 1.0`` means recall and precision are equally important. The support is the number of occurrences of each class in ``y_true``. If ``pos_label is None`` and in binary classification, this function returns the average precision, recall and F-measure if ``average`` is one of ``'micro'``, ``'macro'``, ``'weighted'`` or ``'samples'``. Read more in the :ref:`User Guide <precision_recall_f_measure_metrics>`. Parameters ---------- y_true : 1d array-like, or label indicator array / sparse matrix Ground truth (correct) target values. y_pred : 1d array-like, or label indicator array / sparse matrix Estimated targets as returned by a classifier. beta : float, 1.0 by default The strength of recall versus precision in the F-score. labels : list, optional The set of labels to include when ``average != 'binary'``, and their order if ``average is None``. Labels present in the data can be excluded, for example to calculate a multiclass average ignoring a majority negative class, while labels not present in the data will result in 0 components in a macro average. For multilabel targets, labels are column indices. By default, all labels in ``y_true`` and ``y_pred`` are used in sorted order. pos_label : str or int, 1 by default The class to report if ``average='binary'`` and the data is binary. If the data are multiclass or multilabel, this will be ignored; setting ``labels=[pos_label]`` and ``average != 'binary'`` will report scores for that label only. average : string, [None (default), 'binary', 'micro', 'macro', 'samples', \ 'weighted'] If ``None``, the scores for each class are returned. Otherwise, this determines the type of averaging performed on the data: ``'binary'``: Only report results for the class specified by ``pos_label``. This is applicable only if targets (``y_{true,pred}``) are binary. ``'micro'``: Calculate metrics globally by counting the total true positives, false negatives and false positives. ``'macro'``: Calculate metrics for each label, and find their unweighted mean. This does not take label imbalance into account. ``'weighted'``: Calculate metrics for each label, and find their average, weighted by support (the number of true instances for each label). This alters 'macro' to account for label imbalance; it can result in an F-score that is not between precision and recall. ``'samples'``: Calculate metrics for each instance, and find their average (only meaningful for multilabel classification where this differs from :func:`accuracy_score`). warn_for : tuple or set, for internal use This determines which warnings will be made in the case that this function is being used to return only one of its metrics. sample_weight : array-like of shape = [n_samples], optional Sample weights. Returns ------- precision: float (if average is not None) or array of float, shape =\ [n_unique_labels] recall: float (if average is not None) or array of float, , shape =\ [n_unique_labels] fbeta_score: float (if average is not None) or array of float, shape =\ [n_unique_labels] support: int (if average is not None) or array of int, shape =\ [n_unique_labels] The number of occurrences of each label in ``y_true``. References ---------- .. [1] `Wikipedia entry for the Precision and recall <https://en.wikipedia.org/wiki/Precision_and_recall>`_ .. [2] `Wikipedia entry for the F1-score <https://en.wikipedia.org/wiki/F1_score>`_ .. [3] `Discriminative Methods for Multi-labeled Classification Advances in Knowledge Discovery and Data Mining (2004), pp. 22-30 by Shantanu Godbole, Sunita Sarawagi <http://www.godbole.net/shantanu/pubs/multilabelsvm-pakdd04.pdf>` Examples -------- >>> from sklearn.metrics import precision_recall_fscore_support >>> y_true = np.array(['cat', 'dog', 'pig', 'cat', 'dog', 'pig']) >>> y_pred = np.array(['cat', 'pig', 'dog', 'cat', 'cat', 'dog']) >>> precision_recall_fscore_support(y_true, y_pred, average='macro') ... # doctest: +ELLIPSIS (0.22..., 0.33..., 0.26..., None) >>> precision_recall_fscore_support(y_true, y_pred, average='micro') ... # doctest: +ELLIPSIS (0.33..., 0.33..., 0.33..., None) >>> precision_recall_fscore_support(y_true, y_pred, average='weighted') ... # doctest: +ELLIPSIS (0.22..., 0.33..., 0.26..., None) It is possible to compute per-label precisions, recalls, F1-scores and supports instead of averaging: >>> precision_recall_fscore_support(y_true, y_pred, average=None, ... labels=['pig', 'dog', 'cat']) ... # doctest: +ELLIPSIS,+NORMALIZE_WHITESPACE (array([ 0. , 0. , 0.66...]), array([ 0., 0., 1.]), array([ 0. , 0. , 0.8]), array([2, 2, 2])) """ average_options = (None, 'micro', 'macro', 'weighted', 'samples') if average not in average_options and average != 'binary': raise ValueError('average has to be one of ' + str(average_options)) if beta <= 0: raise ValueError("beta should be >0 in the F-beta score") y_type, y_true, y_pred = _check_targets(y_true, y_pred) present_labels = unique_labels(y_true, y_pred) if average == 'binary': if y_type == 'binary': if pos_label not in present_labels: if len(present_labels) < 2: # Only negative labels return (0., 0., 0., 0) else: raise ValueError("pos_label=%r is not a valid label: %r" % (pos_label, present_labels)) labels = [pos_label] else: raise ValueError("Target is %s but average='binary'. Please " "choose another average setting." % y_type) elif pos_label not in (None, 1): warnings.warn("Note that pos_label (set to %r) is ignored when " "average != 'binary' (got %r). You may use " "labels=[pos_label] to specify a single positive class." % (pos_label, average), UserWarning) if labels is None: labels = present_labels n_labels = None else: n_labels = len(labels) labels = np.hstack([labels, np.setdiff1d(present_labels, labels, assume_unique=True)]) # Calculate tp_sum, pred_sum, true_sum ### if y_type.startswith('multilabel'): sum_axis = 1 if average == 'samples' else 0 # All labels are index integers for multilabel. # Select labels: if not np.all(labels == present_labels): if np.max(labels) > np.max(present_labels): raise ValueError('All labels must be in [0, n labels). ' 'Got %d > %d' % (np.max(labels), np.max(present_labels))) if np.min(labels) < 0: raise ValueError('All labels must be in [0, n labels). ' 'Got %d < 0' % np.min(labels)) y_true = y_true[:, labels[:n_labels]] y_pred = y_pred[:, labels[:n_labels]] # calculate weighted counts true_and_pred = y_true.multiply(y_pred) tp_sum = count_nonzero(true_and_pred, axis=sum_axis, sample_weight=sample_weight) pred_sum = count_nonzero(y_pred, axis=sum_axis, sample_weight=sample_weight) true_sum = count_nonzero(y_true, axis=sum_axis, sample_weight=sample_weight) elif average == 'samples': raise ValueError("Sample-based precision, recall, fscore is " "not meaningful outside multilabel " "classification. See the accuracy_score instead.") else: le = LabelEncoder() le.fit(labels) y_true = le.transform(y_true) y_pred = le.transform(y_pred) sorted_labels = le.classes_ # labels are now from 0 to len(labels) - 1 -> use bincount tp = y_true == y_pred tp_bins = y_true[tp] if sample_weight is not None: tp_bins_weights = np.asarray(sample_weight)[tp] else: tp_bins_weights = None if len(tp_bins): tp_sum = bincount(tp_bins, weights=tp_bins_weights, minlength=len(labels)) else: # Pathological case true_sum = pred_sum = tp_sum = np.zeros(len(labels)) if len(y_pred): pred_sum = bincount(y_pred, weights=sample_weight, minlength=len(labels)) if len(y_true): true_sum = bincount(y_true, weights=sample_weight, minlength=len(labels)) # Retain only selected labels indices = np.searchsorted(sorted_labels, labels[:n_labels]) tp_sum = tp_sum[indices] true_sum = true_sum[indices] pred_sum = pred_sum[indices] if average == 'micro': tp_sum = np.array([tp_sum.sum()]) pred_sum = np.array([pred_sum.sum()]) true_sum = np.array([true_sum.sum()]) # Finally, we have all our sufficient statistics. Divide! # beta2 = beta ** 2 with np.errstate(divide='ignore', invalid='ignore'): # Divide, and on zero-division, set scores to 0 and warn: # Oddly, we may get an "invalid" rather than a "divide" error # here. precision = _prf_divide(tp_sum, pred_sum, 'precision', 'predicted', average, warn_for) recall = _prf_divide(tp_sum, true_sum, 'recall', 'true', average, warn_for) # Don't need to warn for F: either P or R warned, or tp == 0 where pos # and true are nonzero, in which case, F is well-defined and zero f_score = ((1 + beta2) * precision * recall / (beta2 * precision + recall)) f_score[tp_sum == 0] = 0.0 # Average the results if average == 'weighted': weights = true_sum if weights.sum() == 0: return 0, 0, 0, None elif average == 'samples': weights = sample_weight else: weights = None if average is not None: assert average != 'binary' or len(precision) == 1 precision = np.average(precision, weights=weights) recall = np.average(recall, weights=weights) f_score = np.average(f_score, weights=weights) true_sum = None # return no support return precision, recall, f_score, true_sum def precision_score(y_true, y_pred, labels=None, pos_label=1, average='binary', sample_weight=None): """Compute the precision The precision is the ratio ``tp / (tp + fp)`` where ``tp`` is the number of true positives and ``fp`` the number of false positives. The precision is intuitively the ability of the classifier not to label as positive a sample that is negative. The best value is 1 and the worst value is 0. Read more in the :ref:`User Guide <precision_recall_f_measure_metrics>`. Parameters ---------- y_true : 1d array-like, or label indicator array / sparse matrix Ground truth (correct) target values. y_pred : 1d array-like, or label indicator array / sparse matrix Estimated targets as returned by a classifier. labels : list, optional The set of labels to include when ``average != 'binary'``, and their order if ``average is None``. Labels present in the data can be excluded, for example to calculate a multiclass average ignoring a majority negative class, while labels not present in the data will result in 0 components in a macro average. For multilabel targets, labels are column indices. By default, all labels in ``y_true`` and ``y_pred`` are used in sorted order. .. versionchanged:: 0.17 parameter *labels* improved for multiclass problem. pos_label : str or int, 1 by default The class to report if ``average='binary'`` and the data is binary. If the data are multiclass or multilabel, this will be ignored; setting ``labels=[pos_label]`` and ``average != 'binary'`` will report scores for that label only. average : string, [None, 'binary' (default), 'micro', 'macro', 'samples', \ 'weighted'] This parameter is required for multiclass/multilabel targets. If ``None``, the scores for each class are returned. Otherwise, this determines the type of averaging performed on the data: ``'binary'``: Only report results for the class specified by ``pos_label``. This is applicable only if targets (``y_{true,pred}``) are binary. ``'micro'``: Calculate metrics globally by counting the total true positives, false negatives and false positives. ``'macro'``: Calculate metrics for each label, and find their unweighted mean. This does not take label imbalance into account. ``'weighted'``: Calculate metrics for each label, and find their average, weighted by support (the number of true instances for each label). This alters 'macro' to account for label imbalance; it can result in an F-score that is not between precision and recall. ``'samples'``: Calculate metrics for each instance, and find their average (only meaningful for multilabel classification where this differs from :func:`accuracy_score`). sample_weight : array-like of shape = [n_samples], optional Sample weights. Returns ------- precision : float (if average is not None) or array of float, shape =\ [n_unique_labels] Precision of the positive class in binary classification or weighted average of the precision of each class for the multiclass task. Examples -------- >>> from sklearn.metrics import precision_score >>> y_true = [0, 1, 2, 0, 1, 2] >>> y_pred = [0, 2, 1, 0, 0, 1] >>> precision_score(y_true, y_pred, average='macro') # doctest: +ELLIPSIS 0.22... >>> precision_score(y_true, y_pred, average='micro') # doctest: +ELLIPSIS 0.33... >>> precision_score(y_true, y_pred, average='weighted') ... # doctest: +ELLIPSIS 0.22... >>> precision_score(y_true, y_pred, average=None) # doctest: +ELLIPSIS array([ 0.66..., 0. , 0. ]) """ p, _, _, _ = precision_recall_fscore_support(y_true, y_pred, labels=labels, pos_label=pos_label, average=average, warn_for=('precision',), sample_weight=sample_weight) return p def recall_score(y_true, y_pred, labels=None, pos_label=1, average='binary', sample_weight=None): """Compute the recall The recall is the ratio ``tp / (tp + fn)`` where ``tp`` is the number of true positives and ``fn`` the number of false negatives. The recall is intuitively the ability of the classifier to find all the positive samples. The best value is 1 and the worst value is 0. Read more in the :ref:`User Guide <precision_recall_f_measure_metrics>`. Parameters ---------- y_true : 1d array-like, or label indicator array / sparse matrix Ground truth (correct) target values. y_pred : 1d array-like, or label indicator array / sparse matrix Estimated targets as returned by a classifier. labels : list, optional The set of labels to include when ``average != 'binary'``, and their order if ``average is None``. Labels present in the data can be excluded, for example to calculate a multiclass average ignoring a majority negative class, while labels not present in the data will result in 0 components in a macro average. For multilabel targets, labels are column indices. By default, all labels in ``y_true`` and ``y_pred`` are used in sorted order. .. versionchanged:: 0.17 parameter *labels* improved for multiclass problem. pos_label : str or int, 1 by default The class to report if ``average='binary'`` and the data is binary. If the data are multiclass or multilabel, this will be ignored; setting ``labels=[pos_label]`` and ``average != 'binary'`` will report scores for that label only. average : string, [None, 'binary' (default), 'micro', 'macro', 'samples', \ 'weighted'] This parameter is required for multiclass/multilabel targets. If ``None``, the scores for each class are returned. Otherwise, this determines the type of averaging performed on the data: ``'binary'``: Only report results for the class specified by ``pos_label``. This is applicable only if targets (``y_{true,pred}``) are binary. ``'micro'``: Calculate metrics globally by counting the total true positives, false negatives and false positives. ``'macro'``: Calculate metrics for each label, and find their unweighted mean. This does not take label imbalance into account. ``'weighted'``: Calculate metrics for each label, and find their average, weighted by support (the number of true instances for each label). This alters 'macro' to account for label imbalance; it can result in an F-score that is not between precision and recall. ``'samples'``: Calculate metrics for each instance, and find their average (only meaningful for multilabel classification where this differs from :func:`accuracy_score`). sample_weight : array-like of shape = [n_samples], optional Sample weights. Returns ------- recall : float (if average is not None) or array of float, shape =\ [n_unique_labels] Recall of the positive class in binary classification or weighted average of the recall of each class for the multiclass task. Examples -------- >>> from sklearn.metrics import recall_score >>> y_true = [0, 1, 2, 0, 1, 2] >>> y_pred = [0, 2, 1, 0, 0, 1] >>> recall_score(y_true, y_pred, average='macro') # doctest: +ELLIPSIS 0.33... >>> recall_score(y_true, y_pred, average='micro') # doctest: +ELLIPSIS 0.33... >>> recall_score(y_true, y_pred, average='weighted') # doctest: +ELLIPSIS 0.33... >>> recall_score(y_true, y_pred, average=None) array([ 1., 0., 0.]) """ _, r, _, _ = precision_recall_fscore_support(y_true, y_pred, labels=labels, pos_label=pos_label, average=average, warn_for=('recall',), sample_weight=sample_weight) return r def classification_report(y_true, y_pred, labels=None, target_names=None, sample_weight=None, digits=2): """Build a text report showing the main classification metrics Read more in the :ref:`User Guide <classification_report>`. Parameters ---------- y_true : 1d array-like, or label indicator array / sparse matrix Ground truth (correct) target values. y_pred : 1d array-like, or label indicator array / sparse matrix Estimated targets as returned by a classifier. labels : array, shape = [n_labels] Optional list of label indices to include in the report. target_names : list of strings Optional display names matching the labels (same order). sample_weight : array-like of shape = [n_samples], optional Sample weights. digits : int Number of digits for formatting output floating point values Returns ------- report : string Text summary of the precision, recall, F1 score for each class. Examples -------- >>> from sklearn.metrics import classification_report >>> y_true = [0, 1, 2, 2, 2] >>> y_pred = [0, 0, 2, 2, 1] >>> target_names = ['class 0', 'class 1', 'class 2'] >>> print(classification_report(y_true, y_pred, target_names=target_names)) precision recall f1-score support <BLANKLINE> class 0 0.50 1.00 0.67 1 class 1 0.00 0.00 0.00 1 class 2 1.00 0.67 0.80 3 <BLANKLINE> avg / total 0.70 0.60 0.61 5 <BLANKLINE> """ if labels is None: labels = unique_labels(y_true, y_pred) else: labels = np.asarray(labels) last_line_heading = 'avg / total' if target_names is None: target_names = ['%s' % l for l in labels] name_width = max(len(cn) for cn in target_names) width = max(name_width, len(last_line_heading), digits) headers = ["precision", "recall", "f1-score", "support"] fmt = '%% %ds' % width # first column: class name fmt += ' ' fmt += ' '.join(['% 9s' for _ in headers]) fmt += '\n' headers = [""] + headers report = fmt % tuple(headers) report += '\n' p, r, f1, s = precision_recall_fscore_support(y_true, y_pred, labels=labels, average=None, sample_weight=sample_weight) for i, label in enumerate(labels): values = [target_names[i]] for v in (p[i], r[i], f1[i]): values += ["{0:0.{1}f}".format(v, digits)] values += ["{0}".format(s[i])] report += fmt % tuple(values) report += '\n' # compute averages values = [last_line_heading] for v in (np.average(p, weights=s), np.average(r, weights=s), np.average(f1, weights=s)): values += ["{0:0.{1}f}".format(v, digits)] values += ['{0}'.format(np.sum(s))] report += fmt % tuple(values) return report def hamming_loss(y_true, y_pred, labels=None, sample_weight=None, classes=None): """Compute the average Hamming loss. The Hamming loss is the fraction of labels that are incorrectly predicted. Read more in the :ref:`User Guide <hamming_loss>`. Parameters ---------- y_true : 1d array-like, or label indicator array / sparse matrix Ground truth (correct) labels. y_pred : 1d array-like, or label indicator array / sparse matrix Predicted labels, as returned by a classifier. labels : array, shape = [n_labels], optional (default=None) Integer array of labels. If not provided, labels will be inferred from y_true and y_pred. .. versionadded:: 0.18 sample_weight : array-like of shape = [n_samples], optional Sample weights. classes : array, shape = [n_labels], optional (deprecated) Integer array of labels. This parameter has been renamed to ``labels`` in version 0.18 and will be removed in 0.20. Returns ------- loss : float or int, Return the average Hamming loss between element of ``y_true`` and ``y_pred``. See Also -------- accuracy_score, jaccard_similarity_score, zero_one_loss Notes ----- In multiclass classification, the Hamming loss correspond to the Hamming distance between ``y_true`` and ``y_pred`` which is equivalent to the subset ``zero_one_loss`` function. In multilabel classification, the Hamming loss is different from the subset zero-one loss. The zero-one loss considers the entire set of labels for a given sample incorrect if it does entirely match the true set of labels. Hamming loss is more forgiving in that it penalizes the individual labels. The Hamming loss is upperbounded by the subset zero-one loss. When normalized over samples, the Hamming loss is always between 0 and 1. References ---------- .. [1] Grigorios Tsoumakas, Ioannis Katakis. Multi-Label Classification: An Overview. International Journal of Data Warehousing & Mining, 3(3), 1-13, July-September 2007. .. [2] `Wikipedia entry on the Hamming distance <https://en.wikipedia.org/wiki/Hamming_distance>`_ Examples -------- >>> from sklearn.metrics import hamming_loss >>> y_pred = [1, 2, 3, 4] >>> y_true = [2, 2, 3, 4] >>> hamming_loss(y_true, y_pred) 0.25 In the multilabel case with binary label indicators: >>> hamming_loss(np.array([[0, 1], [1, 1]]), np.zeros((2, 2))) 0.75 """ if classes is not None: warnings.warn("'classes' was renamed to 'labels' in version 0.18 and " "will be removed in 0.20.", DeprecationWarning) labels = classes y_type, y_true, y_pred = _check_targets(y_true, y_pred) if labels is None: labels = unique_labels(y_true, y_pred) else: labels = np.asarray(labels) if sample_weight is None: weight_average = 1. else: weight_average = np.mean(sample_weight) if y_type.startswith('multilabel'): n_differences = count_nonzero(y_true - y_pred, sample_weight=sample_weight) return (n_differences / (y_true.shape[0] * len(labels) * weight_average)) elif y_type in ["binary", "multiclass"]: return _weighted_sum(y_true != y_pred, sample_weight, normalize=True) else: raise ValueError("{0} is not supported".format(y_type)) def log_loss(y_true, y_pred, eps=1e-15, normalize=True, sample_weight=None, labels=None): """Log loss, aka logistic loss or cross-entropy loss. This is the loss function used in (multinomial) logistic regression and extensions of it such as neural networks, defined as the negative log-likelihood of the true labels given a probabilistic classifier's predictions. The log loss is only defined for two or more labels. For a single sample with true label yt in {0,1} and estimated probability yp that yt = 1, the log loss is -log P(yt|yp) = -(yt log(yp) + (1 - yt) log(1 - yp)) Read more in the :ref:`User Guide <log_loss>`. Parameters ---------- y_true : array-like or label indicator matrix Ground truth (correct) labels for n_samples samples. y_pred : array-like of float, shape = (n_samples, n_classes) or (n_samples,) Predicted probabilities, as returned by a classifier's predict_proba method. If ``y_pred.shape = (n_samples,)`` the probabilities provided are assumed to be that of the positive class. The labels in ``y_pred`` are assumed to be ordered alphabetically, as done by :class:`preprocessing.LabelBinarizer`. eps : float Log loss is undefined for p=0 or p=1, so probabilities are clipped to max(eps, min(1 - eps, p)). normalize : bool, optional (default=True) If true, return the mean loss per sample. Otherwise, return the sum of the per-sample losses. sample_weight : array-like of shape = [n_samples], optional Sample weights. labels : array-like, optional (default=None) If not provided, labels will be inferred from y_true. If ``labels`` is ``None`` and ``y_pred`` has shape (n_samples,) the labels are assumed to be binary and are inferred from ``y_true``. .. versionadded:: 0.18 Returns ------- loss : float Examples -------- >>> log_loss(["spam", "ham", "ham", "spam"], # doctest: +ELLIPSIS ... [[.1, .9], [.9, .1], [.8, .2], [.35, .65]]) 0.21616... References ---------- C.M. Bishop (2006). Pattern Recognition and Machine Learning. Springer, p. 209. Notes ----- The logarithm used is the natural logarithm (base-e). """ y_pred = check_array(y_pred, ensure_2d=False) check_consistent_length(y_pred, y_true) lb = LabelBinarizer() if labels is not None: lb.fit(labels) else: lb.fit(y_true) if len(lb.classes_) == 1: if labels is None: raise ValueError('y_true contains only one label ({0}). Please ' 'provide the true labels explicitly through the ' 'labels argument.'.format(lb.classes_[0])) else: raise ValueError('The labels array needs to contain at least two ' 'labels for log_loss, ' 'got {0}.'.format(lb.classes_)) transformed_labels = lb.transform(y_true) if transformed_labels.shape[1] == 1: transformed_labels = np.append(1 - transformed_labels, transformed_labels, axis=1) # Clipping y_pred = np.clip(y_pred, eps, 1 - eps) # If y_pred is of single dimension, assume y_true to be binary # and then check. if y_pred.ndim == 1: y_pred = y_pred[:, np.newaxis] if y_pred.shape[1] == 1: y_pred = np.append(1 - y_pred, y_pred, axis=1) # Check if dimensions are consistent. transformed_labels = check_array(transformed_labels) if len(lb.classes_) != y_pred.shape[1]: if labels is None: raise ValueError("y_true and y_pred contain different number of " "classes {0}, {1}. Please provide the true " "labels explicitly through the labels argument. " "Classes found in " "y_true: {2}".format(transformed_labels.shape[1], y_pred.shape[1], lb.classes_)) else: raise ValueError('The number of classes in labels is different ' 'from that in y_pred. Classes found in ' 'labels: {0}'.format(lb.classes_)) # Renormalize y_pred /= y_pred.sum(axis=1)[:, np.newaxis] loss = -(transformed_labels * np.log(y_pred)).sum(axis=1) return _weighted_sum(loss, sample_weight, normalize) def hinge_loss(y_true, pred_decision, labels=None, sample_weight=None): """Average hinge loss (non-regularized) In binary class case, assuming labels in y_true are encoded with +1 and -1, when a prediction mistake is made, ``margin = y_true * pred_decision`` is always negative (since the signs disagree), implying ``1 - margin`` is always greater than 1. The cumulated hinge loss is therefore an upper bound of the number of mistakes made by the classifier. In multiclass case, the function expects that either all the labels are included in y_true or an optional labels argument is provided which contains all the labels. The multilabel margin is calculated according to Crammer-Singer's method. As in the binary case, the cumulated hinge loss is an upper bound of the number of mistakes made by the classifier. Read more in the :ref:`User Guide <hinge_loss>`. Parameters ---------- y_true : array, shape = [n_samples] True target, consisting of integers of two values. The positive label must be greater than the negative label. pred_decision : array, shape = [n_samples] or [n_samples, n_classes] Predicted decisions, as output by decision_function (floats). labels : array, optional, default None Contains all the labels for the problem. Used in multiclass hinge loss. sample_weight : array-like of shape = [n_samples], optional Sample weights. Returns ------- loss : float References ---------- .. [1] `Wikipedia entry on the Hinge loss <https://en.wikipedia.org/wiki/Hinge_loss>`_ .. [2] Koby Crammer, Yoram Singer. On the Algorithmic Implementation of Multiclass Kernel-based Vector Machines. Journal of Machine Learning Research 2, (2001), 265-292 .. [3] `L1 AND L2 Regularization for Multiclass Hinge Loss Models by Robert C. Moore, John DeNero. <http://www.ttic.edu/sigml/symposium2011/papers/ Moore+DeNero_Regularization.pdf>`_ Examples -------- >>> from sklearn import svm >>> from sklearn.metrics import hinge_loss >>> X = [[0], [1]] >>> y = [-1, 1] >>> est = svm.LinearSVC(random_state=0) >>> est.fit(X, y) LinearSVC(C=1.0, class_weight=None, dual=True, fit_intercept=True, intercept_scaling=1, loss='squared_hinge', max_iter=1000, multi_class='ovr', penalty='l2', random_state=0, tol=0.0001, verbose=0) >>> pred_decision = est.decision_function([[-2], [3], [0.5]]) >>> pred_decision # doctest: +ELLIPSIS array([-2.18..., 2.36..., 0.09...]) >>> hinge_loss([-1, 1, 1], pred_decision) # doctest: +ELLIPSIS 0.30... In the multiclass case: >>> X = np.array([[0], [1], [2], [3]]) >>> Y = np.array([0, 1, 2, 3]) >>> labels = np.array([0, 1, 2, 3]) >>> est = svm.LinearSVC() >>> est.fit(X, Y) LinearSVC(C=1.0, class_weight=None, dual=True, fit_intercept=True, intercept_scaling=1, loss='squared_hinge', max_iter=1000, multi_class='ovr', penalty='l2', random_state=None, tol=0.0001, verbose=0) >>> pred_decision = est.decision_function([[-1], [2], [3]]) >>> y_true = [0, 2, 3] >>> hinge_loss(y_true, pred_decision, labels) #doctest: +ELLIPSIS 0.56... """ check_consistent_length(y_true, pred_decision, sample_weight) pred_decision = check_array(pred_decision, ensure_2d=False) y_true = column_or_1d(y_true) y_true_unique = np.unique(y_true) if y_true_unique.size > 2: if (labels is None and pred_decision.ndim > 1 and (np.size(y_true_unique) != pred_decision.shape[1])): raise ValueError("Please include all labels in y_true " "or pass labels as third argument") if labels is None: labels = y_true_unique le = LabelEncoder() le.fit(labels) y_true = le.transform(y_true) mask = np.ones_like(pred_decision, dtype=bool) mask[np.arange(y_true.shape[0]), y_true] = False margin = pred_decision[~mask] margin -= np.max(pred_decision[mask].reshape(y_true.shape[0], -1), axis=1) else: # Handles binary class case # this code assumes that positive and negative labels # are encoded as +1 and -1 respectively pred_decision = column_or_1d(pred_decision) pred_decision = np.ravel(pred_decision) lbin = LabelBinarizer(neg_label=-1) y_true = lbin.fit_transform(y_true)[:, 0] try: margin = y_true * pred_decision except TypeError: raise TypeError("pred_decision should be an array of floats.") losses = 1 - margin # The hinge_loss doesn't penalize good enough predictions. losses[losses <= 0] = 0 return np.average(losses, weights=sample_weight) def _check_binary_probabilistic_predictions(y_true, y_prob): """Check that y_true is binary and y_prob contains valid probabilities""" check_consistent_length(y_true, y_prob) labels = np.unique(y_true) if len(labels) > 2: raise ValueError("Only binary classification is supported. " "Provided labels %s." % labels) if y_prob.max() > 1: raise ValueError("y_prob contains values greater than 1.") if y_prob.min() < 0: raise ValueError("y_prob contains values less than 0.") return label_binarize(y_true, labels)[:, 0] def brier_score_loss(y_true, y_prob, sample_weight=None, pos_label=None): """Compute the Brier score. The smaller the Brier score, the better, hence the naming with "loss". Across all items in a set N predictions, the Brier score measures the mean squared difference between (1) the predicted probability assigned to the possible outcomes for item i, and (2) the actual outcome. Therefore, the lower the Brier score is for a set of predictions, the better the predictions are calibrated. Note that the Brier score always takes on a value between zero and one, since this is the largest possible difference between a predicted probability (which must be between zero and one) and the actual outcome (which can take on values of only 0 and 1). The Brier score is appropriate for binary and categorical outcomes that can be structured as true or false, but is inappropriate for ordinal variables which can take on three or more values (this is because the Brier score assumes that all possible outcomes are equivalently "distant" from one another). Which label is considered to be the positive label is controlled via the parameter pos_label, which defaults to 1. Read more in the :ref:`User Guide <calibration>`. Parameters ---------- y_true : array, shape (n_samples,) True targets. y_prob : array, shape (n_samples,) Probabilities of the positive class. sample_weight : array-like of shape = [n_samples], optional Sample weights. pos_label : int (default: None) Label of the positive class. If None, the maximum label is used as positive class Returns ------- score : float Brier score Examples -------- >>> import numpy as np >>> from sklearn.metrics import brier_score_loss >>> y_true = np.array([0, 1, 1, 0]) >>> y_true_categorical = np.array(["spam", "ham", "ham", "spam"]) >>> y_prob = np.array([0.1, 0.9, 0.8, 0.3]) >>> brier_score_loss(y_true, y_prob) # doctest: +ELLIPSIS 0.037... >>> brier_score_loss(y_true, 1-y_prob, pos_label=0) # doctest: +ELLIPSIS 0.037... >>> brier_score_loss(y_true_categorical, y_prob, \ pos_label="ham") # doctest: +ELLIPSIS 0.037... >>> brier_score_loss(y_true, np.array(y_prob) > 0.5) 0.0 References ---------- .. [1] `Wikipedia entry for the Brier score. <https://en.wikipedia.org/wiki/Brier_score>`_ """ y_true = column_or_1d(y_true) y_prob = column_or_1d(y_prob) assert_all_finite(y_true) assert_all_finite(y_prob) if pos_label is None: pos_label = y_true.max() y_true = np.array(y_true == pos_label, int) y_true = _check_binary_probabilistic_predictions(y_true, y_prob) return np.average((y_true - y_prob) ** 2, weights=sample_weight)
bsd-3-clause
gengliangwang/spark
python/pyspark/pandas/tests/test_repr.py
15
7832
# # Licensed to the Apache Software Foundation (ASF) under one or more # contributor license agreements. See the NOTICE file distributed with # this work for additional information regarding copyright ownership. # The ASF licenses this file to You under the Apache License, Version 2.0 # (the "License"); you may not use this file except in compliance with # the License. You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. # import numpy as np from pyspark import pandas as ps from pyspark.pandas.config import set_option, reset_option, option_context from pyspark.testing.pandasutils import PandasOnSparkTestCase class ReprTest(PandasOnSparkTestCase): max_display_count = 23 @classmethod def setUpClass(cls): super().setUpClass() set_option("display.max_rows", ReprTest.max_display_count) @classmethod def tearDownClass(cls): reset_option("display.max_rows") super().tearDownClass() def test_repr_dataframe(self): psdf = ps.range(ReprTest.max_display_count) self.assertTrue("Showing only the first" not in repr(psdf)) self.assert_eq(repr(psdf), repr(psdf.to_pandas())) psdf = ps.range(ReprTest.max_display_count + 1) self.assertTrue("Showing only the first" in repr(psdf)) self.assertTrue( repr(psdf).startswith(repr(psdf.to_pandas().head(ReprTest.max_display_count))) ) with option_context("display.max_rows", None): psdf = ps.range(ReprTest.max_display_count + 1) self.assert_eq(repr(psdf), repr(psdf.to_pandas())) def test_repr_series(self): psser = ps.range(ReprTest.max_display_count).id self.assertTrue("Showing only the first" not in repr(psser)) self.assert_eq(repr(psser), repr(psser.to_pandas())) psser = ps.range(ReprTest.max_display_count + 1).id self.assertTrue("Showing only the first" in repr(psser)) self.assertTrue( repr(psser).startswith(repr(psser.to_pandas().head(ReprTest.max_display_count))) ) with option_context("display.max_rows", None): psser = ps.range(ReprTest.max_display_count + 1).id self.assert_eq(repr(psser), repr(psser.to_pandas())) psser = ps.range(ReprTest.max_display_count).id.rename() self.assertTrue("Showing only the first" not in repr(psser)) self.assert_eq(repr(psser), repr(psser.to_pandas())) psser = ps.range(ReprTest.max_display_count + 1).id.rename() self.assertTrue("Showing only the first" in repr(psser)) self.assertTrue( repr(psser).startswith(repr(psser.to_pandas().head(ReprTest.max_display_count))) ) with option_context("display.max_rows", None): psser = ps.range(ReprTest.max_display_count + 1).id.rename() self.assert_eq(repr(psser), repr(psser.to_pandas())) psser = ps.MultiIndex.from_tuples( [(100 * i, i) for i in range(ReprTest.max_display_count)] ).to_series() self.assertTrue("Showing only the first" not in repr(psser)) self.assert_eq(repr(psser), repr(psser.to_pandas())) psser = ps.MultiIndex.from_tuples( [(100 * i, i) for i in range(ReprTest.max_display_count + 1)] ).to_series() self.assertTrue("Showing only the first" in repr(psser)) self.assertTrue( repr(psser).startswith(repr(psser.to_pandas().head(ReprTest.max_display_count))) ) with option_context("display.max_rows", None): psser = ps.MultiIndex.from_tuples( [(100 * i, i) for i in range(ReprTest.max_display_count + 1)] ).to_series() self.assert_eq(repr(psser), repr(psser.to_pandas())) def test_repr_indexes(self): psidx = ps.range(ReprTest.max_display_count).index self.assertTrue("Showing only the first" not in repr(psidx)) self.assert_eq(repr(psidx), repr(psidx.to_pandas())) psidx = ps.range(ReprTest.max_display_count + 1).index self.assertTrue("Showing only the first" in repr(psidx)) self.assertTrue( repr(psidx).startswith( repr(psidx.to_pandas().to_series().head(ReprTest.max_display_count).index) ) ) with option_context("display.max_rows", None): psidx = ps.range(ReprTest.max_display_count + 1).index self.assert_eq(repr(psidx), repr(psidx.to_pandas())) psidx = ps.MultiIndex.from_tuples([(100 * i, i) for i in range(ReprTest.max_display_count)]) self.assertTrue("Showing only the first" not in repr(psidx)) self.assert_eq(repr(psidx), repr(psidx.to_pandas())) psidx = ps.MultiIndex.from_tuples( [(100 * i, i) for i in range(ReprTest.max_display_count + 1)] ) self.assertTrue("Showing only the first" in repr(psidx)) self.assertTrue( repr(psidx).startswith( repr(psidx.to_pandas().to_frame().head(ReprTest.max_display_count).index) ) ) with option_context("display.max_rows", None): psidx = ps.MultiIndex.from_tuples( [(100 * i, i) for i in range(ReprTest.max_display_count + 1)] ) self.assert_eq(repr(psidx), repr(psidx.to_pandas())) def test_html_repr(self): psdf = ps.range(ReprTest.max_display_count) self.assertTrue("Showing only the first" not in psdf._repr_html_()) self.assertEqual(psdf._repr_html_(), psdf.to_pandas()._repr_html_()) psdf = ps.range(ReprTest.max_display_count + 1) self.assertTrue("Showing only the first" in psdf._repr_html_()) with option_context("display.max_rows", None): psdf = ps.range(ReprTest.max_display_count + 1) self.assertEqual(psdf._repr_html_(), psdf.to_pandas()._repr_html_()) def test_repr_float_index(self): psdf = ps.DataFrame( {"a": np.random.rand(ReprTest.max_display_count)}, index=np.random.rand(ReprTest.max_display_count), ) self.assertTrue("Showing only the first" not in repr(psdf)) self.assert_eq(repr(psdf), repr(psdf.to_pandas())) self.assertTrue("Showing only the first" not in repr(psdf.a)) self.assert_eq(repr(psdf.a), repr(psdf.a.to_pandas())) self.assertTrue("Showing only the first" not in repr(psdf.index)) self.assert_eq(repr(psdf.index), repr(psdf.index.to_pandas())) self.assertTrue("Showing only the first" not in psdf._repr_html_()) self.assertEqual(psdf._repr_html_(), psdf.to_pandas()._repr_html_()) psdf = ps.DataFrame( {"a": np.random.rand(ReprTest.max_display_count + 1)}, index=np.random.rand(ReprTest.max_display_count + 1), ) self.assertTrue("Showing only the first" in repr(psdf)) self.assertTrue("Showing only the first" in repr(psdf.a)) self.assertTrue("Showing only the first" in repr(psdf.index)) self.assertTrue("Showing only the first" in psdf._repr_html_()) if __name__ == "__main__": import unittest from pyspark.pandas.tests.test_repr import * # noqa: F401 try: import xmlrunner # type: ignore[import] testRunner = xmlrunner.XMLTestRunner(output="target/test-reports", verbosity=2) except ImportError: testRunner = None unittest.main(testRunner=testRunner, verbosity=2)
apache-2.0
kw217/omim
tools/python/city_radius.py
53
4375
import sys, os, math import matplotlib.pyplot as plt from optparse import OptionParser cities = [] def strip(s): return s.strip('\t\n ') def load_data(path): global cities f = open(path, 'r') lines = f.readlines() f.close(); for l in lines: if l.startswith('#'): continue data = l.split('|') if len(data) < 6: continue item = {} item['name'] = strip(data[0]) item['population'] = int(strip(data[1])) item['region'] = strip(data[2]) item['width'] = float(strip(data[3])) item['height'] = float(strip(data[4])) item['square'] = float(data[5]) cities.append(item) # build plot print "Cities count: %d" % len(cities) def formula(popul, base = 32, mult = 0.5): #return math.exp(math.log(popul, base)) * mult return math.pow(popul, 1 / base) * mult def avgDistance(approx, data): dist = 0 for x in xrange(len(data)): dist += math.fabs(approx[x] - data[x]) return dist / float(len(data)) def findBest(popul, data, minBase = 5, maxBase = 100, stepBase = 0.1, minMult = 0.01, maxMult = 1, stepMult = 0.01): # try to find best parameters base = minBase minDist = -1 bestMult = minMult bestBase = base while base <= maxBase: print "%.02f%% best mult: %f, best base: %f, best dist: %f" % (100 * (base - minBase) / (maxBase - minBase), bestMult, bestBase, minDist) mult = minMult while mult <= maxMult: approx = [] for p in popul: approx.append(formula(p, base, mult)) dist = avgDistance(approx, data) if minDist < 0 or minDist > dist: minDist = dist bestBase = base bestMult = mult mult += stepMult base += stepBase return (bestBase, bestMult) def process_data(steps_count, base, mult, bestFind = False, dataFlag = 0): avgData = [] maxData = [] sqrData = [] population = [] maxPopulation = 0 minPopulation = -1 for city in cities: p = city['population'] w = city['width'] h = city['height'] s = city['square'] population.append(p) if p > maxPopulation: maxPopulation = p if minPopulation < 0 or p < minPopulation: minPopulation = p maxData.append(max([w, h])) avgData.append((w + h) * 0.5) sqrData.append(math.sqrt(s)) bestBase = base bestMult = mult if bestFind: d = maxData if dataFlag == 1: d = avgData elif dataFlag == 2: d = sqrData bestBase, bestMult = findBest(population, d) print "Finished\n\nBest mult: %f, Best base: %f" % (bestMult, bestBase) approx = [] population2 = [] v = minPopulation step = (maxPopulation - minPopulation) / float(steps_count) for i in xrange(0, steps_count): approx.append(formula(v, bestBase, bestMult)) population2.append(v) v += step plt.plot(population, avgData, 'bo', population, maxData, 'ro', population, sqrData, 'go', population2, approx, 'y') plt.axis([minPopulation, maxPopulation, 0, 100]) plt.xscale('log') plt.show() if __name__ == "__main__": if len(sys.argv) < 3: print 'city_radius.py <data_file> <steps>' parser = OptionParser() parser.add_option("-f", "--file", dest="filename", default="city_popul_sqr.data", help="source data file", metavar="path") parser.add_option("-s", "--scan", dest="best", default=False, action="store_true", help="scan best values of mult and base") parser.add_option('-m', "--mult", dest='mult', default=1, help='multiplier value') parser.add_option('-b', '--base', dest='base', default=3.6, help="base value") parser.add_option('-d', '--data', default=0, dest='data', help="Dataset to use on best values scan: 0 - max, 1 - avg, 2 - sqr") (options, args) = parser.parse_args() load_data(options.filename) process_data(1000, float(options.base), float(options.mult), options.best, int(options.data))
apache-2.0
datachand/h2o-3
h2o-py/tests/testdir_scikit_grid/pyunit_scal_pca_rf_grid.py
5
1751
import sys sys.path.insert(1, "../../") import h2o, tests def scale_pca_rf_pipe(): from h2o.transforms.preprocessing import H2OScaler from h2o.transforms.decomposition import H2OPCA from h2o.estimators.random_forest import H2ORandomForestEstimator from sklearn.pipeline import Pipeline from sklearn.grid_search import RandomizedSearchCV from h2o.cross_validation import H2OKFold from h2o.model.regression import h2o_r2_score from sklearn.metrics.scorer import make_scorer from scipy.stats import randint iris = h2o.import_file(path=h2o.locate("smalldata/iris/iris_wheader.csv")) # build transformation pipeline using sklearn's Pipeline and H2O transforms pipe = Pipeline([("standardize", H2OScaler()), ("pca", H2OPCA(n_components=2)), ("rf", H2ORandomForestEstimator(seed=42,ntrees=50))]) params = {"standardize__center": [True, False], # Parameters to test "standardize__scale": [True, False], "pca__n_components": randint(2, iris[1:].shape[1]), "rf__ntrees": randint(50,60), "rf__max_depth": randint(4,8), "rf__min_rows": randint(5,10),} custom_cv = H2OKFold(iris, n_folds=5, seed=42) random_search = RandomizedSearchCV(pipe, params, n_iter=5, scoring=make_scorer(h2o_r2_score), cv=custom_cv, random_state=42, n_jobs=1) random_search.fit(iris[1:],iris[0]) print random_search.best_estimator_ if __name__ == "__main__": tests.run_test(sys.argv, scale_pca_rf_pipe)
apache-2.0
rs2/pandas
pandas/tests/extension/test_string.py
2
2671
import string import numpy as np import pytest import pandas as pd from pandas.core.arrays.string_ import StringArray, StringDtype from pandas.tests.extension import base @pytest.fixture def dtype(): return StringDtype() @pytest.fixture def data(): strings = np.random.choice(list(string.ascii_letters), size=100) while strings[0] == strings[1]: strings = np.random.choice(list(string.ascii_letters), size=100) return StringArray._from_sequence(strings) @pytest.fixture def data_missing(): """Length 2 array with [NA, Valid]""" return StringArray._from_sequence([pd.NA, "A"]) @pytest.fixture def data_for_sorting(): return StringArray._from_sequence(["B", "C", "A"]) @pytest.fixture def data_missing_for_sorting(): return StringArray._from_sequence(["B", pd.NA, "A"]) @pytest.fixture def na_value(): return pd.NA @pytest.fixture def data_for_grouping(): return StringArray._from_sequence(["B", "B", pd.NA, pd.NA, "A", "A", "B", "C"]) class TestDtype(base.BaseDtypeTests): pass class TestInterface(base.BaseInterfaceTests): pass class TestConstructors(base.BaseConstructorsTests): pass class TestReshaping(base.BaseReshapingTests): pass class TestGetitem(base.BaseGetitemTests): pass class TestSetitem(base.BaseSetitemTests): pass class TestMissing(base.BaseMissingTests): pass class TestNoReduce(base.BaseNoReduceTests): @pytest.mark.parametrize("skipna", [True, False]) def test_reduce_series_numeric(self, data, all_numeric_reductions, skipna): op_name = all_numeric_reductions if op_name in ["min", "max"]: return None s = pd.Series(data) with pytest.raises(TypeError): getattr(s, op_name)(skipna=skipna) class TestMethods(base.BaseMethodsTests): @pytest.mark.skip(reason="returns nullable") def test_value_counts(self, all_data, dropna): return super().test_value_counts(all_data, dropna) class TestCasting(base.BaseCastingTests): pass class TestComparisonOps(base.BaseComparisonOpsTests): def _compare_other(self, s, data, op_name, other): result = getattr(s, op_name)(other) expected = getattr(s.astype(object), op_name)(other).astype("boolean") self.assert_series_equal(result, expected) def test_compare_scalar(self, data, all_compare_operators): op_name = all_compare_operators s = pd.Series(data) self._compare_other(s, data, op_name, "abc") class TestParsing(base.BaseParsingTests): pass class TestPrinting(base.BasePrintingTests): pass class TestGroupBy(base.BaseGroupbyTests): pass
bsd-3-clause
jseabold/scikit-learn
examples/cluster/plot_mini_batch_kmeans.py
265
4081
""" ==================================================================== Comparison of the K-Means and MiniBatchKMeans clustering algorithms ==================================================================== We want to compare the performance of the MiniBatchKMeans and KMeans: the MiniBatchKMeans is faster, but gives slightly different results (see :ref:`mini_batch_kmeans`). We will cluster a set of data, first with KMeans and then with MiniBatchKMeans, and plot the results. We will also plot the points that are labelled differently between the two algorithms. """ print(__doc__) import time import numpy as np import matplotlib.pyplot as plt from sklearn.cluster import MiniBatchKMeans, KMeans from sklearn.metrics.pairwise import pairwise_distances_argmin from sklearn.datasets.samples_generator import make_blobs ############################################################################## # Generate sample data np.random.seed(0) batch_size = 45 centers = [[1, 1], [-1, -1], [1, -1]] n_clusters = len(centers) X, labels_true = make_blobs(n_samples=3000, centers=centers, cluster_std=0.7) ############################################################################## # Compute clustering with Means k_means = KMeans(init='k-means++', n_clusters=3, n_init=10) t0 = time.time() k_means.fit(X) t_batch = time.time() - t0 k_means_labels = k_means.labels_ k_means_cluster_centers = k_means.cluster_centers_ k_means_labels_unique = np.unique(k_means_labels) ############################################################################## # Compute clustering with MiniBatchKMeans mbk = MiniBatchKMeans(init='k-means++', n_clusters=3, batch_size=batch_size, n_init=10, max_no_improvement=10, verbose=0) t0 = time.time() mbk.fit(X) t_mini_batch = time.time() - t0 mbk_means_labels = mbk.labels_ mbk_means_cluster_centers = mbk.cluster_centers_ mbk_means_labels_unique = np.unique(mbk_means_labels) ############################################################################## # Plot result fig = plt.figure(figsize=(8, 3)) fig.subplots_adjust(left=0.02, right=0.98, bottom=0.05, top=0.9) colors = ['#4EACC5', '#FF9C34', '#4E9A06'] # We want to have the same colors for the same cluster from the # MiniBatchKMeans and the KMeans algorithm. Let's pair the cluster centers per # closest one. order = pairwise_distances_argmin(k_means_cluster_centers, mbk_means_cluster_centers) # KMeans ax = fig.add_subplot(1, 3, 1) for k, col in zip(range(n_clusters), colors): my_members = k_means_labels == k cluster_center = k_means_cluster_centers[k] ax.plot(X[my_members, 0], X[my_members, 1], 'w', markerfacecolor=col, marker='.') ax.plot(cluster_center[0], cluster_center[1], 'o', markerfacecolor=col, markeredgecolor='k', markersize=6) ax.set_title('KMeans') ax.set_xticks(()) ax.set_yticks(()) plt.text(-3.5, 1.8, 'train time: %.2fs\ninertia: %f' % ( t_batch, k_means.inertia_)) # MiniBatchKMeans ax = fig.add_subplot(1, 3, 2) for k, col in zip(range(n_clusters), colors): my_members = mbk_means_labels == order[k] cluster_center = mbk_means_cluster_centers[order[k]] ax.plot(X[my_members, 0], X[my_members, 1], 'w', markerfacecolor=col, marker='.') ax.plot(cluster_center[0], cluster_center[1], 'o', markerfacecolor=col, markeredgecolor='k', markersize=6) ax.set_title('MiniBatchKMeans') ax.set_xticks(()) ax.set_yticks(()) plt.text(-3.5, 1.8, 'train time: %.2fs\ninertia: %f' % (t_mini_batch, mbk.inertia_)) # Initialise the different array to all False different = (mbk_means_labels == 4) ax = fig.add_subplot(1, 3, 3) for l in range(n_clusters): different += ((k_means_labels == k) != (mbk_means_labels == order[k])) identic = np.logical_not(different) ax.plot(X[identic, 0], X[identic, 1], 'w', markerfacecolor='#bbbbbb', marker='.') ax.plot(X[different, 0], X[different, 1], 'w', markerfacecolor='m', marker='.') ax.set_title('Difference') ax.set_xticks(()) ax.set_yticks(()) plt.show()
bsd-3-clause
alexsavio/scikit-learn
examples/plot_digits_pipe.py
70
1813
#!/usr/bin/python # -*- coding: utf-8 -*- """ ========================================================= Pipelining: chaining a PCA and a logistic regression ========================================================= The PCA does an unsupervised dimensionality reduction, while the logistic regression does the prediction. We use a GridSearchCV to set the dimensionality of the PCA """ 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, decomposition, datasets from sklearn.pipeline import Pipeline from sklearn.model_selection import GridSearchCV logistic = linear_model.LogisticRegression() pca = decomposition.PCA() pipe = Pipeline(steps=[('pca', pca), ('logistic', logistic)]) digits = datasets.load_digits() X_digits = digits.data y_digits = digits.target ############################################################################### # Plot the PCA spectrum pca.fit(X_digits) plt.figure(1, figsize=(4, 3)) plt.clf() plt.axes([.2, .2, .7, .7]) plt.plot(pca.explained_variance_, linewidth=2) plt.axis('tight') plt.xlabel('n_components') plt.ylabel('explained_variance_') ############################################################################### # Prediction n_components = [20, 40, 64] Cs = np.logspace(-4, 4, 3) #Parameters of pipelines can be set using ‘__’ separated parameter names: estimator = GridSearchCV(pipe, dict(pca__n_components=n_components, logistic__C=Cs)) estimator.fit(X_digits, y_digits) plt.axvline(estimator.best_estimator_.named_steps['pca'].n_components, linestyle=':', label='n_components chosen') plt.legend(prop=dict(size=12)) plt.show()
bsd-3-clause
alexandrucoman/bcbio-nextgen-vm
bcbiovm/provider/azure/azure_provider.py
1
8597
"""Azure Cloud Provider for bcbiovm.""" # pylint: disable=no-self-use import os from bcbiovm import log as loggig from bcbiovm.common import constant from bcbiovm.common import exception from bcbiovm.common import objects from bcbiovm.common import utils as common_utils from bcbiovm.provider import base from bcbiovm.provider.common import bootstrap as common_bootstrap from bcbiovm.provider.azure import storage as azure_storage LOG = loggig.get_logger(__name__) class AzureProvider(base.BaseCloudProvider): """Azure Provider for bcbiovm. :ivar flavors: A dictionary with all the flavors available for the current cloud provider. Example: :: flavors = { "m3.large": Flavor(cpus=2, memory=3500), "m3.xlarge": Flavor(cpus=4, memory=3500), "m3.2xlarge": Flavor(cpus=8, memory=3500), } """ # More information regarding Azure instances types can be found on the # following link: https://goo.gl/mEjiC5 flavors = { "ExtraSmall": objects.Flavor(cpus=1, memory=768), "Small": objects.Flavor(cpus=1, memory=1792), "Medium": objects.Flavor(cpus=2, memory=3584), "Large": objects.Flavor(cpus=4, memory=7168), "ExtraLarge": objects.Flavor(cpus=8, memory=14336), # General Purpose: For websites, small-to-medium databases, # and other everyday applications. "A0": objects.Flavor(cpus=1, memory=768), # 0.75 GB "A1": objects.Flavor(cpus=1, memory=1792), # 1.75 GB "A2": objects.Flavor(cpus=2, memory=3584), # 3.50 GB "A3": objects.Flavor(cpus=4, memory=7168), # 7.00 GB "A4": objects.Flavor(cpus=8, memory=14336), # 14.00 GB # Memory Intensive: For large databases, SharePoint server farms, # and high-throughput applications. "A5": objects.Flavor(cpus=2, memory=14336), # 14.00 GB "A6": objects.Flavor(cpus=4, memory=28672), # 28.00 GB "A7": objects.Flavor(cpus=8, memory=57344), # 56.00 GB # Network optimized: Ideal for Message Passing Interface (MPI) # applications, high-performance clusters, # modeling and simulations and other compute # or network intensive scenarios. "A8": objects.Flavor(cpus=8, memory=57344), # 56.00 GB "A9": objects.Flavor(cpus=16, memory=114688), # 112.00 GB # Compute Intensive: For high-performance clusters, modeling # and simulations, video encoding, and other # compute or network intensive scenarios. "A10": objects.Flavor(cpus=8, memory=57344), # 56.00 GB "A11": objects.Flavor(cpus=16, memory=114688), # 112.00 GB # Optimized compute: 60% faster CPUs, more memory, and local SSD # General Purpose: For websites, small-to-medium databases, # and other everyday applications. "D1": objects.Flavor(cpus=1, memory=3584), # 3.50 GB "D2": objects.Flavor(cpus=2, memory=7168), # 7.00 GB "D3": objects.Flavor(cpus=4, memory=14336), # 14.00 GB "D4": objects.Flavor(cpus=8, memory=28672), # 28.00 GB # Memory Intensive: For large databases, SharePoint server farms, # and high-throughput applications. "D11": objects.Flavor(cpus=2, memory=14336), # 14.00 GB "D12": objects.Flavor(cpus=4, memory=28672), # 28.00 GB "D13": objects.Flavor(cpus=8, memory=57344), # 56.00 GB "D14": objects.Flavor(cpus=16, memory=114688), # 112.00 GB } _STORAGE = {"AzureBlob": azure_storage.AzureBlob} def __init__(self): super(AzureProvider, self).__init__(name=constant.PROVIDER.AZURE) self._biodata_template = ("https://bcbio.blob.core.windows.net/biodata" "/prepped/{build}/{build}-{target}.tar.gz") def get_storage_manager(self, name="AzureBlob"): """Return a cloud provider specific storage manager. :param name: The name of the required storage manager. """ return self._STORAGE.get(name)() def information(self, config, cluster): """ Get all the information available for this provider. The returned information will be used to create a status report regarding the bcbio instances. :config: elasticluster config file :cluster: cluster name """ raise exception.NotSupported(feature="Method information", context="Azure provider") def colect_data(self, config, cluster, rawdir): """Collect from the each instances the files which contains information regarding resources consumption. :param config: elasticluster config file :param cluster: cluster name :param rawdir: directory where to copy raw collectl data files. Notes: The current workflow is the following: - establish a SSH connection with the instance - get information regarding the `collectl` files - copy to local the files which contain new information This files will be used in order to generate system statistics from bcbio runs. The statistics will contain information regarding CPU, memory, network, disk I/O usage. """ raise exception.NotSupported(feature="Method collect_data", context="Azure provider") def resource_usage(self, bcbio_log, rawdir): """Generate system statistics from bcbio runs. Parse the files obtained by the :meth colect_data: and put the information in :class pandas.DataFrame:. :param bcbio_log: local path to bcbio log file written by the run :param rawdir: directory to put raw data files :return: a tuple with two dictionaries, the first contains an instance of :pandas.DataFrame: for each host and the second one contains information regarding the hardware configuration :type return: tuple """ raise exception.NotSupported(feature="Method resource_usage", context="Azure provider") def bootstrap(self, config, cluster, reboot): """Install or update the bcbio-nextgen code and the tools with the latest version available. :param config: elasticluster config file :param cluster: cluster name :param reboot: whether to upgrade and restart the host OS """ bootstrap = common_bootstrap.Bootstrap(provider=self, config=config, cluster_name=cluster, reboot=reboot) return bootstrap.run() def upload_biodata(self, genome, target, source, context): """Upload biodata for a specific genome build and target to a storage manager. :param genome: Genome which should be uploaded. :param target: The pice from the genome that should be uploaded. :param source: A list of directories which contain the information that should be uploaded. :param context: A dictionary that may contain useful information for the cloud provider (credentials, headers etc). """ storage_manager = self.get_storage_manager() biodata = self._biodata_template.format(build=genome, target=target) try: archive = common_utils.compress(source) file_info = storage_manager.parse_remote(biodata) if storage_manager.exists(file_info.container, file_info.blob, context): LOG.info("The %(biodata)r build already exist", {"biodata": file_info.blob}) return LOG.info("Upload pre-prepared genome data: %(genome)s, " "%(target)s:", {"genome": genome, "target": target}) storage_manager.upload(path=archive, filename=file_info.blob, container=file_info.container, context=context) finally: if os.path.exists(archive): os.remove(archive)
mit
lucabaldini/ximpol
ximpol/config/cyg_x1_spherical_corona.py
1
5178
#!/usr/bin/env python # # Copyright (C) 2015--2016, the ximpol team. # # This program is free software; you can redistribute it and/or modify # it under the terms of the GNU GengReral Public Licensese as published by # the Free Software Foundation; either version 3 of the License, or # (at your option) any later version. # # This program is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU General Public License for more details. # # You should have received a copy of the GNU General Public License along # with this program; if not, write to the Free Software Foundation, Inc., # 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA. import numpy import sys import os import scipy import scipy.signal from ximpol.srcmodel.roi import xPointSource, xROIModel from ximpol.srcmodel.spectrum import power_law from ximpol.srcmodel.polarization import constant from ximpol.core.spline import xInterpolatedUnivariateSpline from ximpol.core.spline import xInterpolatedUnivariateSplineLinear from ximpol import XIMPOL_CONFIG from ximpol.utils.logging_ import logger #Not sure that I have the right ra and dec for the source, check!! CYGX1_RA = 7.56 CYGX1_DEC = 6.59 MIN_ENERGY = 0.1 MAX_ENERGY = 15. #These are the files corresponding to the first version of the model #POL_DEGREE_FILE_PATH = os.path.join(XIMPOL_CONFIG, 'ascii', 'CygX1_poldegree_model.txt') #POL_ANGLE_FILE_PATH = os.path.join(XIMPOL_CONFIG, 'ascii', 'CygX1_polangle_model.txt') #FLUX_FILE_PATH = os.path.join(XIMPOL_CONFIG, 'ascii', 'CygX1_flux_model.txt') # model_type = 'spherical' #These are the files sent on June 8, 2016, for 63 degree inclination #POL_DEGREE_FILE_PATH = os.path.join(XIMPOL_CONFIG, 'ascii', '%s_corona/cyg_x1_pol_degree_%s_corona_model_more_data.txt'%(model_type,model_type)) #POL_ANGLE_FILE_PATH = os.path.join(XIMPOL_CONFIG, 'ascii', '%s_corona/cyg_x1_pol_angle_%s_corona_model_more_data.txt'%(model_type,model_type)) #FLUX_FILE_PATH = os.path.join(XIMPOL_CONFIG, 'ascii', '%s_corona/cyg_x1_flux_%s_corona_model_more_data.txt'%(model_type,model_type)) #For 40 degree inclination POL_DEGREE_FILE_PATH = os.path.join(XIMPOL_CONFIG, 'ascii', '%s_corona/cyg_x1_pol_degree_%s_corona_model_40_inclination.txt'%(model_type,model_type)) POL_ANGLE_FILE_PATH = os.path.join(XIMPOL_CONFIG, 'ascii', '%s_corona/cyg_x1_pol_angle_%s_corona_model_40_inclination.txt'%(model_type,model_type)) FLUX_FILE_PATH = os.path.join(XIMPOL_CONFIG, 'ascii', '%s_corona/cyg_x1_flux_%s_corona_model_40_inclination.txt'%(model_type,model_type)) def polarization_degree(E, t, ra, dec): return pol_degree_spline(E) def polarization_angle(E, t, ra, dec): return pol_angle_spline(E) def energy_spectrum(E, t): return _energy_spectrum(E) # Build the polarization degree as a function of the energy. _energy, _pol_degree = numpy.loadtxt(POL_DEGREE_FILE_PATH, unpack=True) #Switch to have degrees _pol_degree /= 100. #_pol_degree = _pol_degree #print "Here are the energy and pol degree values" #print _energy #print #print _pol_degree # Filter the data points to reduce the noise. #_pol_degree = scipy.signal.wiener(_pol_degree, 5) _mask = (_energy >= MIN_ENERGY)*(_energy <= MAX_ENERGY) _energy = _energy[_mask] _pol_degree = _pol_degree[_mask] fmt = dict(xname='Energy', yname='Polarization degree') pol_degree_spline = xInterpolatedUnivariateSpline(_energy, _pol_degree, k=1, **fmt) # Build the polarization angle as a function of the energy. _energy, _pol_angle = numpy.loadtxt(POL_ANGLE_FILE_PATH, unpack=True) _pol_angle = numpy.deg2rad(_pol_angle) #Switched to have degrees and not radians #_pol_angle = _pol_angle #print "Here are the energy and pol angle values" #print _energy #print #print _pol_angle # Filter the data points to reduce the noise. #_pol_angle = scipy.signal.wiener(_pol_angle, 2) _mask = (_energy >= MIN_ENERGY)*(_energy <= MAX_ENERGY) _energy = _energy[_mask] _pol_angle = _pol_angle[_mask] fmt = dict(xname='Energy', yname='Polarization angle [rad]') pol_angle_spline = xInterpolatedUnivariateSpline(_energy, _pol_angle, k=1, **fmt) #""" #put together the flux for the source starting from the txt file _energy, _flux = numpy.loadtxt(FLUX_FILE_PATH, unpack=True) _mask = (_energy >= MIN_ENERGY)*(_energy <= MAX_ENERGY) _energy = _energy[_mask] _flux = _flux[_mask] fmt = dict(xname='Energy', xunits='keV', yname='Flux', yunits='cm$^{-2}$ s$^{-1}$ keV$^{-1}$') _energy_spectrum = xInterpolatedUnivariateSpline(_energy, _flux, **fmt) #""" ROI_MODEL = xROIModel(CYGX1_RA, CYGX1_DEC) src = xPointSource('Cyg-X1', ROI_MODEL.ra, ROI_MODEL.dec, energy_spectrum, polarization_degree, polarization_angle) ROI_MODEL.add_source(src) if __name__ == '__main__': print(ROI_MODEL) from ximpol.utils.matplotlib_ import pyplot as plt fig = plt.figure('Spectrum') _energy_spectrum.plot(show=False) fig = plt.figure('Polarization angle') pol_angle_spline.plot(show=False) fig = plt.figure('Polarization degree') pol_degree_spline.plot(show=False) plt.show()
gpl-3.0
kaslusimoes/SummerSchool2016
python/almostnewsimulation.py
1
7049
#! /bin/env python2 # coding: utf-8 import numpy as np import networkx as nx import matplotlib.pyplot as plt import random as rd import os from pickle import dump, load class Data: def __init__(self): self.m_list1 = [] self.m_list2 = [] N = 100 M = 100 MAX = N + M + 1 MAX_EDGE = 380 MAX_DEG = 450 ITERATIONS = 50000 S1 = 0. T1 = 1. S2 = 0. T2 = 1. beta = 0.5 NUMGRAPH = 10 NSIM = 10 NAME = "finetuning" # initial fraction of cooperators p1, p2 = .5, .5 # number of cooperators cc1, cc2 = 0, 0 # fraction of cooperators r1, r2 = np.zeros(ITERATIONS + 1, dtype=np.float), np.zeros(ITERATIONS + 1, dtype=np.float) payoff = np.array( [ [1, S1], [T1, 0] ] , dtype=np.float, ndmin=2) payoff2 = np.array( [ [1, S2], [T2, 0] ] , dtype=np.float, ndmin=2) def interaction(x, y): if x < N: return payoff[g.node[x]['strategy']][g.node[y]['strategy']] else: return payoff2[g.node[x]['strategy']][g.node[y]['strategy']] def change_prob(x, y): return 1. / (1 + np.exp(-beta * (y - x))) def complete(): return nx.complete_bipartite_graph(N, M) def random(): g = nx.Graph() g.add_nodes_from(np.arange(0, N + M, 1, dtype=np.int)) while g.number_of_edges() < MAX_EDGE: a, b = rd.randint(0, N - 1), rd.randint(N, N + M - 1) if b not in g[a]: g.add_edge(a, b) return g def set_initial_strategy(g): global cc1, cc2 coop = range(0, int(p1 * N), 1) + range(N, int(p2 * M) + N, 1) cc1 = int(p1 * N) defect = set(range(0, N + M, 1)) - set(coop) cc2 = int(p2 * M) coop = dict(zip(coop, len(coop) * [0])) defect = dict(zip(defect, len(defect) * [1])) nx.set_node_attributes(g, 'strategy', coop) nx.set_node_attributes(g, 'strategy', defect) def fitness(x): ret = 0 for i in g.neighbors(x): ret += interaction(x, i) return ret def simulate(): global cc1, cc2 it = 0 while it < ITERATIONS: it += 1 if it % 2: a = rd.randint(0, N - 1) else: a = rd.randint(N, N + M - 1) if len(g.neighbors(a)) == 0: it -= 1 continue b = g.neighbors(a)[rd.randint(0, len(g.neighbors(a)) - 1)] b = g.neighbors(b)[rd.randint(0, len(g.neighbors(b)) - 1)] if a == b: it -= 1 continue assert (a < N and b < N) or (a >= N and b >= N) if g.node[a]['strategy'] != g.node[b]['strategy']: fa, fb = fitness(a), fitness(b) l = np.random.random() p = change_prob(fa, fb) if l <= p: if a < N: if g.node[a]['strategy'] == 0: cc1 -= 1 else: cc1 += 1 else: if g.node[a]['strategy'] == 0: cc2 -= 1 else: cc2 += 1 nx.set_node_attributes(g, 'strategy', { a:g.node[b]['strategy'] }) r1[it] = float(cc1) / N r2[it] = float(cc2) / M nbins = 20 Trange = np.linspace(1,2,nbins) Srange = np.linspace(-1,0,nbins) mag1 = np.zeros((nbins, nbins), dtype=np.float) mag2 = np.zeros((nbins, nbins), dtype=np.float) for G in xrange(NUMGRAPH): g = random() i = 0 data = Data() for S1 in S1range: S2 = S1 j = 0 for T1 in T1range: global payoff, payoff2 T2 = T1 payoff = np.array([ [1, S1], [T1, 0]], dtype=np.float, ndmin=2) payoff2 = np.array([ [1, S2], [T2, 0]], dtype=np.float, ndmin=2) for SS in xrange(NSIM): mag1 = np.zeros((nbins, nbins), dtype=np.float) mag2 = np.zeros((nbins, nbins), dtype=np.float) set_initial_strategy(g) simulate() mag1[i][j] = np.mean(r1[-1000:]) mag2[i][j] = np.mean(r2[-1000:]) data.m_list1.append((S1, T1, S2, T2, mag1)) data.m_list2.append((S1, T1, S2, T2, mag2)) j += 1 i += 1 f = open('random graph {1} {0}.grph'.format(G, NAME), 'w') dump(data,f,2) f.close() print("Finished Graph {0}".format(G)) g = complete() i = 0 data = Data() for S1 in S1range: j = 0 for T1 in T1range: global payoff, payoff2 for S2 in S2range: for T2 in T2range: payoff = np.array([ [1, S1], [T1, 0]], dtype=np.float, ndmin=2) payoff2 = np.array([ [1, S2], [T2, 0]], dtype=np.float, ndmin=2) for SS in xrange(NSIM): mag1 = np.zeros((nbins, nbins), dtype=np.float) mag2 = np.zeros((nbins, nbins), dtype=np.float) set_initial_strategy(g) simulate() mag1[i][j] = np.mean(r1[-1000:]) mag2[i][j] = np.mean(r2[-1000:]) data.m_list1.append((S1, T1, S2, T2, mag1)) data.m_list2.append((S1, T1, S2, T2, mag2)) j += 1 i += 1 f = open('complete graph {1} {0}.grph'.format(G, NAME), 'w') dump(data,f,2) f.close() print("Finished Graph {0}".format(G)) # p = './graphs/' # sc_graphs = [] # for _,_,c in os.walk(p): # for a,x in enumerate(c): # pp = os.path.join(p,x) # f = open(pp, 'r') # g = load(f) # sc_graphs.append(g) # for G, g in sc_graphs: # i = 0 # data = Data() # for S1 in S1range: # j = 0 # for T1 in T1range: # global payoff, payoff2 # for S2 in S2range: # for T2 in T2range: # payoff = np.array([ # [1, S1], # [T1, 0]], dtype=np.float, ndmin=2) # payoff2 = np.array([ # [1, S2], # [T2, 0]], dtype=np.float, ndmin=2) # for SS in xrange(NSIM): # mag1 = np.zeros((nbins, nbins), dtype=np.float) # mag2 = np.zeros((nbins, nbins), dtype=np.float) # set_initial_strategy(g) # simulate() # mag1[i][j] = np.mean(r1[-1000:]) # mag2[i][j] = np.mean(r2[-1000:]) # data.m_list1.append((S1, T1, S2, T2, mag1)) # data.m_list2.append((S1, T1, S2, T2, mag2)) # j += 1 # i += 1 # f = open('scalefree graph {1} {0}.grph'.format(G, NAME), 'w') # dump(data,f,2) # f.close() # print("Finished Graph {0}".format(G))
apache-2.0
clarkfitzg/xray
xray/test/test_variable.py
2
35943
from collections import namedtuple from copy import copy, deepcopy from datetime import datetime, timedelta from textwrap import dedent from distutils.version import LooseVersion import numpy as np import pandas as pd from xray import Variable, Dataset, DataArray from xray.core import indexing from xray.core.variable import (Coordinate, as_variable, _as_compatible_data) from xray.core.indexing import (NumpyIndexingAdapter, PandasIndexAdapter, LazilyIndexedArray) from xray.core.pycompat import PY3, OrderedDict from . import TestCase, source_ndarray class VariableSubclassTestCases(object): def test_properties(self): data = 0.5 * np.arange(10) v = self.cls(['time'], data, {'foo': 'bar'}) self.assertEqual(v.dims, ('time',)) self.assertArrayEqual(v.values, data) self.assertEqual(v.dtype, float) self.assertEqual(v.shape, (10,)) self.assertEqual(v.size, 10) self.assertEqual(v.nbytes, 80) self.assertEqual(v.ndim, 1) self.assertEqual(len(v), 10) self.assertEqual(v.attrs, {'foo': u'bar'}) def test_attrs(self): v = self.cls(['time'], 0.5 * np.arange(10)) self.assertEqual(v.attrs, {}) attrs = {'foo': 'bar'} v.attrs = attrs self.assertEqual(v.attrs, attrs) self.assertIsInstance(v.attrs, OrderedDict) v.attrs['foo'] = 'baz' self.assertEqual(v.attrs['foo'], 'baz') def test_getitem_dict(self): v = self.cls(['x'], np.random.randn(5)) actual = v[{'x': 0}] expected = v[0] self.assertVariableIdentical(expected, actual) def assertIndexedLikeNDArray(self, variable, expected_value0, expected_dtype=None): """Given a 1-dimensional variable, verify that the variable is indexed like a numpy.ndarray. """ self.assertEqual(variable[0].shape, ()) self.assertEqual(variable[0].ndim, 0) self.assertEqual(variable[0].size, 1) # test identity self.assertTrue(variable.equals(variable.copy())) self.assertTrue(variable.identical(variable.copy())) # check value is equal for both ndarray and Variable self.assertEqual(variable.values[0], expected_value0) self.assertEqual(variable[0].values, expected_value0) # check type or dtype is consistent for both ndarray and Variable if expected_dtype is None: # check output type instead of array dtype self.assertEqual(type(variable.values[0]), type(expected_value0)) self.assertEqual(type(variable[0].values), type(expected_value0)) else: self.assertEqual(variable.values[0].dtype, expected_dtype) self.assertEqual(variable[0].values.dtype, expected_dtype) def test_index_0d_int(self): for value, dtype in [(0, np.int_), (np.int32(0), np.int32)]: x = self.cls(['x'], [value]) self.assertIndexedLikeNDArray(x, value, dtype) def test_index_0d_float(self): for value, dtype in [(0.5, np.float_), (np.float32(0.5), np.float32)]: x = self.cls(['x'], [value]) self.assertIndexedLikeNDArray(x, value, dtype) def test_index_0d_string(self): for value, dtype in [('foo', np.dtype('U3' if PY3 else 'S3')), (u'foo', np.dtype('U3'))]: x = self.cls(['x'], [value]) self.assertIndexedLikeNDArray(x, value, dtype) def test_index_0d_datetime(self): d = datetime(2000, 1, 1) x = self.cls(['x'], [d]) self.assertIndexedLikeNDArray(x, np.datetime64(d)) x = self.cls(['x'], [np.datetime64(d)]) self.assertIndexedLikeNDArray(x, np.datetime64(d), 'datetime64[ns]') x = self.cls(['x'], pd.DatetimeIndex([d])) self.assertIndexedLikeNDArray(x, np.datetime64(d), 'datetime64[ns]') def test_index_0d_timedelta64(self): td = timedelta(hours=1) x = self.cls(['x'], [np.timedelta64(td)]) self.assertIndexedLikeNDArray(x, np.timedelta64(td), 'timedelta64[ns]') x = self.cls(['x'], pd.to_timedelta([td])) self.assertIndexedLikeNDArray(x, np.timedelta64(td), 'timedelta64[ns]') def test_index_0d_not_a_time(self): d = np.datetime64('NaT') x = self.cls(['x'], [d]) self.assertIndexedLikeNDArray(x, d, None) def test_index_0d_object(self): class HashableItemWrapper(object): def __init__(self, item): self.item = item def __eq__(self, other): return self.item == other.item def __hash__(self): return hash(self.item) def __repr__(self): return '%s(item=%r)' % (type(self).__name__, self.item) item = HashableItemWrapper((1, 2, 3)) x = self.cls('x', [item]) self.assertIndexedLikeNDArray(x, item) def test_index_and_concat_datetime(self): # regression test for #125 date_range = pd.date_range('2011-09-01', periods=10) for dates in [date_range, date_range.values, date_range.to_pydatetime()]: expected = self.cls('t', dates) for times in [[expected[i] for i in range(10)], [expected[i:(i + 1)] for i in range(10)], [expected[[i]] for i in range(10)]]: actual = Variable.concat(times, 't') self.assertEqual(expected.dtype, actual.dtype) self.assertArrayEqual(expected, actual) def test_0d_time_data(self): # regression test for #105 x = self.cls('time', pd.date_range('2000-01-01', periods=5)) expected = np.datetime64('2000-01-01T00Z', 'ns') self.assertEqual(x[0].values, expected) def test_datetime64_conversion(self): times = pd.date_range('2000-01-01', periods=3) for values, preserve_source in [ (times, False), (times.values, True), (times.values.astype('datetime64[s]'), False), (times.to_pydatetime(), False), ]: v = self.cls(['t'], values) self.assertEqual(v.dtype, np.dtype('datetime64[ns]')) self.assertArrayEqual(v.values, times.values) self.assertEqual(v.values.dtype, np.dtype('datetime64[ns]')) same_source = source_ndarray(v.values) is source_ndarray(values) if preserve_source and self.cls is Variable: self.assertTrue(same_source) else: self.assertFalse(same_source) def test_timedelta64_conversion(self): times = pd.timedelta_range(start=0, periods=3) for values, preserve_source in [ (times, False), (times.values, True), (times.values.astype('timedelta64[s]'), False), (times.to_pytimedelta(), False), ]: v = self.cls(['t'], values) self.assertEqual(v.dtype, np.dtype('timedelta64[ns]')) self.assertArrayEqual(v.values, times.values) self.assertEqual(v.values.dtype, np.dtype('timedelta64[ns]')) same_source = source_ndarray(v.values) is source_ndarray(values) if preserve_source and self.cls is Variable: self.assertTrue(same_source) else: self.assertFalse(same_source) def test_object_conversion(self): data = np.arange(5).astype(str).astype(object) actual = self.cls('x', data) self.assertEqual(actual.dtype, data.dtype) def test_pandas_data(self): v = self.cls(['x'], pd.Series([0, 1, 2], index=[3, 2, 1])) self.assertVariableIdentical(v, v[[0, 1, 2]]) v = self.cls(['x'], pd.Index([0, 1, 2])) self.assertEqual(v[0].values, v.values[0]) def test_1d_math(self): x = 1.0 * np.arange(5) y = np.ones(5) v = self.cls(['x'], x) # unary ops self.assertVariableIdentical(v, +v) self.assertVariableIdentical(v, abs(v)) self.assertArrayEqual((-v).values, -x) # bianry ops with numbers self.assertVariableIdentical(v, v + 0) self.assertVariableIdentical(v, 0 + v) self.assertVariableIdentical(v, v * 1) self.assertArrayEqual((v > 2).values, x > 2) self.assertArrayEqual((0 == v).values, 0 == x) self.assertArrayEqual((v - 1).values, x - 1) self.assertArrayEqual((1 - v).values, 1 - x) # binary ops with numpy arrays self.assertArrayEqual((v * x).values, x ** 2) self.assertArrayEqual((x * v).values, x ** 2) self.assertArrayEqual(v - y, v - 1) self.assertArrayEqual(y - v, 1 - v) # verify attributes are dropped v2 = self.cls(['x'], x, {'units': 'meters'}) self.assertVariableIdentical(v, +v2) # binary ops with all variables self.assertArrayEqual(v + v, 2 * v) w = self.cls(['x'], y, {'foo': 'bar'}) self.assertVariableIdentical(v + w, self.cls(['x'], x + y)) self.assertArrayEqual((v * w).values, x * y) # something complicated self.assertArrayEqual((v ** 2 * w - 1 + x).values, x ** 2 * y - 1 + x) # make sure dtype is preserved (for Index objects) self.assertEqual(float, (+v).dtype) self.assertEqual(float, (+v).values.dtype) self.assertEqual(float, (0 + v).dtype) self.assertEqual(float, (0 + v).values.dtype) # check types of returned data self.assertIsInstance(+v, Variable) self.assertNotIsInstance(+v, Coordinate) self.assertIsInstance(0 + v, Variable) self.assertNotIsInstance(0 + v, Coordinate) def test_1d_reduce(self): x = np.arange(5) v = self.cls(['x'], x) actual = v.sum() expected = Variable((), 10) self.assertVariableIdentical(expected, actual) self.assertIs(type(actual), Variable) def test_array_interface(self): x = np.arange(5) v = self.cls(['x'], x) self.assertArrayEqual(np.asarray(v), x) # test patched in methods self.assertArrayEqual(v.astype(float), x.astype(float)) self.assertVariableIdentical(v.argsort(), v) self.assertVariableIdentical(v.clip(2, 3), self.cls('x', x.clip(2, 3))) # test ufuncs self.assertVariableIdentical(np.sin(v), self.cls(['x'], np.sin(x))) self.assertIsInstance(np.sin(v), Variable) self.assertNotIsInstance(np.sin(v), Coordinate) def example_1d_objects(self): for data in [range(3), 0.5 * np.arange(3), 0.5 * np.arange(3, dtype=np.float32), pd.date_range('2000-01-01', periods=3), np.array(['a', 'b', 'c'], dtype=object)]: yield (self.cls('x', data), data) def test___array__(self): for v, data in self.example_1d_objects(): self.assertArrayEqual(v.values, np.asarray(data)) self.assertArrayEqual(np.asarray(v), np.asarray(data)) self.assertEqual(v[0].values, np.asarray(data)[0]) self.assertEqual(np.asarray(v[0]), np.asarray(data)[0]) def test_equals_all_dtypes(self): for v, _ in self.example_1d_objects(): v2 = v.copy() self.assertTrue(v.equals(v2)) self.assertTrue(v.identical(v2)) self.assertTrue(v[0].equals(v2[0])) self.assertTrue(v[0].identical(v2[0])) self.assertTrue(v[:2].equals(v2[:2])) self.assertTrue(v[:2].identical(v2[:2])) def test_eq_all_dtypes(self): # ensure that we don't choke on comparisons for which numpy returns # scalars expected = self.cls('x', 3 * [False]) for v, _ in self.example_1d_objects(): actual = 'z' == v self.assertVariableIdentical(expected, actual) actual = ~('z' != v) self.assertVariableIdentical(expected, actual) def test_concat(self): x = np.arange(5) y = np.arange(5, 10) v = self.cls(['a'], x) w = self.cls(['a'], y) self.assertVariableIdentical(Variable(['b', 'a'], np.array([x, y])), Variable.concat([v, w], 'b')) self.assertVariableIdentical(Variable(['b', 'a'], np.array([x, y])), Variable.concat((v, w), 'b')) self.assertVariableIdentical(Variable(['b', 'a'], np.array([x, y])), Variable.concat((v, w), 'b')) with self.assertRaisesRegexp(ValueError, 'inconsistent dimensions'): Variable.concat([v, Variable(['c'], y)], 'b') # test indexers actual = Variable.concat([v, w], indexers=[range(0, 10, 2), range(1, 10, 2)], dim='a') expected = Variable('a', np.array([x, y]).ravel(order='F')) self.assertVariableIdentical(expected, actual) # test concatenating along a dimension v = Variable(['time', 'x'], np.random.random((10, 8))) self.assertVariableIdentical(v, Variable.concat([v[:5], v[5:]], 'time')) self.assertVariableIdentical(v, Variable.concat([v[:5], v[5:6], v[6:]], 'time')) self.assertVariableIdentical(v, Variable.concat([v[:1], v[1:]], 'time')) # test dimension order self.assertVariableIdentical(v, Variable.concat([v[:, :5], v[:, 5:]], 'x')) with self.assertRaisesRegexp(ValueError, 'same number of dimensions'): Variable.concat([v[:, 0], v[:, 1:]], 'x') def test_concat_attrs(self): # different or conflicting attributes should be removed v = self.cls('a', np.arange(5), {'foo': 'bar'}) w = self.cls('a', np.ones(5)) expected = self.cls('a', np.concatenate([np.arange(5), np.ones(5)])) self.assertVariableIdentical(expected, Variable.concat([v, w], 'a')) w.attrs['foo'] = 2 self.assertVariableIdentical(expected, Variable.concat([v, w], 'a')) w.attrs['foo'] = 'bar' expected.attrs['foo'] = 'bar' self.assertVariableIdentical(expected, Variable.concat([v, w], 'a')) def test_concat_fixed_len_str(self): # regression test for #217 for kind in ['S', 'U']: x = self.cls('animal', np.array(['horse'], dtype=kind)) y = self.cls('animal', np.array(['aardvark'], dtype=kind)) actual = Variable.concat([x, y], 'animal') expected = Variable( 'animal', np.array(['horse', 'aardvark'], dtype=kind)) self.assertVariableEqual(expected, actual) def test_concat_number_strings(self): # regression test for #305 a = self.cls('x', ['0', '1', '2']) b = self.cls('x', ['3', '4']) actual = Variable.concat([a, b], dim='x') expected = Variable('x', np.arange(5).astype(str).astype(object)) self.assertVariableIdentical(expected, actual) self.assertEqual(expected.dtype, object) self.assertEqual(type(expected.values[0]), str) def test_copy(self): v = self.cls('x', 0.5 * np.arange(10), {'foo': 'bar'}) for deep in [True, False]: w = v.copy(deep=deep) self.assertIs(type(v), type(w)) self.assertVariableIdentical(v, w) self.assertEqual(v.dtype, w.dtype) if self.cls is Variable: if deep: self.assertIsNot(source_ndarray(v.values), source_ndarray(w.values)) else: self.assertIs(source_ndarray(v.values), source_ndarray(w.values)) self.assertVariableIdentical(v, copy(v)) class TestVariable(TestCase, VariableSubclassTestCases): cls = staticmethod(Variable) def setUp(self): self.d = np.random.random((10, 3)).astype(np.float64) def test_data_and_values(self): v = Variable(['time', 'x'], self.d) self.assertArrayEqual(v.data, self.d) self.assertArrayEqual(v.values, self.d) self.assertIs(source_ndarray(v.values), self.d) with self.assertRaises(ValueError): # wrong size v.values = np.random.random(5) d2 = np.random.random((10, 3)) v.values = d2 self.assertIs(source_ndarray(v.values), d2) d3 = np.random.random((10, 3)) v.data = d3 self.assertIs(source_ndarray(v.data), d3) def test_numpy_same_methods(self): v = Variable([], np.float32(0.0)) self.assertEqual(v.item(), 0) self.assertIs(type(v.item()), float) v = Coordinate('x', np.arange(5)) self.assertEqual(2, v.searchsorted(2)) def test_datetime64_conversion_scalar(self): expected = np.datetime64('2000-01-01T00:00:00Z', 'ns') for values in [ np.datetime64('2000-01-01T00Z'), pd.Timestamp('2000-01-01T00'), datetime(2000, 1, 1), ]: v = Variable([], values) self.assertEqual(v.dtype, np.dtype('datetime64[ns]')) self.assertEqual(v.values, expected) self.assertEqual(v.values.dtype, np.dtype('datetime64[ns]')) def test_timedelta64_conversion_scalar(self): expected = np.timedelta64(24 * 60 * 60 * 10 ** 9, 'ns') for values in [ np.timedelta64(1, 'D'), pd.Timedelta('1 day'), timedelta(days=1), ]: v = Variable([], values) self.assertEqual(v.dtype, np.dtype('timedelta64[ns]')) self.assertEqual(v.values, expected) self.assertEqual(v.values.dtype, np.dtype('timedelta64[ns]')) def test_0d_str(self): v = Variable([], u'foo') self.assertEqual(v.dtype, np.dtype('U3')) self.assertEqual(v.values, 'foo') v = Variable([], np.string_('foo')) self.assertEqual(v.dtype, np.dtype('S3')) self.assertEqual(v.values, bytes('foo', 'ascii') if PY3 else 'foo') def test_0d_datetime(self): v = Variable([], pd.Timestamp('2000-01-01')) self.assertEqual(v.dtype, np.dtype('datetime64[ns]')) self.assertEqual(v.values, np.datetime64('2000-01-01T00Z', 'ns')) def test_0d_timedelta(self): for td in [pd.to_timedelta('1s'), np.timedelta64(1, 's')]: v = Variable([], td) self.assertEqual(v.dtype, np.dtype('timedelta64[ns]')) self.assertEqual(v.values, np.timedelta64(10 ** 9, 'ns')) def test_equals_and_identical(self): d = np.random.rand(10, 3) d[0, 0] = np.nan v1 = Variable(('dim1', 'dim2'), data=d, attrs={'att1': 3, 'att2': [1, 2, 3]}) v2 = Variable(('dim1', 'dim2'), data=d, attrs={'att1': 3, 'att2': [1, 2, 3]}) self.assertTrue(v1.equals(v2)) self.assertTrue(v1.identical(v2)) v3 = Variable(('dim1', 'dim3'), data=d) self.assertFalse(v1.equals(v3)) v4 = Variable(('dim1', 'dim2'), data=d) self.assertTrue(v1.equals(v4)) self.assertFalse(v1.identical(v4)) v5 = deepcopy(v1) v5.values[:] = np.random.rand(10, 3) self.assertFalse(v1.equals(v5)) self.assertFalse(v1.equals(None)) self.assertFalse(v1.equals(d)) self.assertFalse(v1.identical(None)) self.assertFalse(v1.identical(d)) def test_broadcast_equals(self): v1 = Variable((), np.nan) v2 = Variable(('x'), [np.nan, np.nan]) self.assertTrue(v1.broadcast_equals(v2)) self.assertFalse(v1.equals(v2)) self.assertFalse(v1.identical(v2)) v3 = Variable(('x'), [np.nan]) self.assertTrue(v1.broadcast_equals(v3)) self.assertFalse(v1.equals(v3)) self.assertFalse(v1.identical(v3)) self.assertFalse(v1.broadcast_equals(None)) v4 = Variable(('x'), [np.nan] * 3) self.assertFalse(v2.broadcast_equals(v4)) def test_as_variable(self): data = np.arange(10) expected = Variable('x', data) self.assertVariableIdentical(expected, as_variable(expected)) ds = Dataset({'x': expected}) self.assertVariableIdentical(expected, as_variable(ds['x'])) self.assertNotIsInstance(ds['x'], Variable) self.assertIsInstance(as_variable(ds['x']), Variable) self.assertIsInstance(as_variable(ds['x'], strict=False), DataArray) FakeVariable = namedtuple('FakeVariable', 'values dims') fake_xarray = FakeVariable(expected.values, expected.dims) self.assertVariableIdentical(expected, as_variable(fake_xarray)) xarray_tuple = (expected.dims, expected.values) self.assertVariableIdentical(expected, as_variable(xarray_tuple)) with self.assertRaisesRegexp(TypeError, 'cannot convert arg'): as_variable(tuple(data)) with self.assertRaisesRegexp(TypeError, 'cannot infer .+ dimensions'): as_variable(data) actual = as_variable(data, key='x') self.assertVariableIdentical(expected, actual) actual = as_variable(0) expected = Variable([], 0) self.assertVariableIdentical(expected, actual) def test_repr(self): v = Variable(['time', 'x'], [[1, 2, 3], [4, 5, 6]], {'foo': 'bar'}) expected = dedent(""" <xray.Variable (time: 2, x: 3)> array([[1, 2, 3], [4, 5, 6]]) Attributes: foo: bar """).strip() self.assertEqual(expected, repr(v)) def test_repr_lazy_data(self): v = Variable('x', LazilyIndexedArray(np.arange(2e5))) self.assertIn('200000 values with dtype', repr(v)) self.assertIsInstance(v._data, LazilyIndexedArray) def test_items(self): data = np.random.random((10, 11)) v = Variable(['x', 'y'], data) # test slicing self.assertVariableIdentical(v, v[:]) self.assertVariableIdentical(v, v[...]) self.assertVariableIdentical(Variable(['y'], data[0]), v[0]) self.assertVariableIdentical(Variable(['x'], data[:, 0]), v[:, 0]) self.assertVariableIdentical(Variable(['x', 'y'], data[:3, :2]), v[:3, :2]) # test array indexing x = Variable(['x'], np.arange(10)) y = Variable(['y'], np.arange(11)) self.assertVariableIdentical(v, v[x.values]) self.assertVariableIdentical(v, v[x]) self.assertVariableIdentical(v[:3], v[x < 3]) self.assertVariableIdentical(v[:, 3:], v[:, y >= 3]) self.assertVariableIdentical(v[:3, 3:], v[x < 3, y >= 3]) self.assertVariableIdentical(v[:3, :2], v[x[:3], y[:2]]) self.assertVariableIdentical(v[:3, :2], v[range(3), range(2)]) # test iteration for n, item in enumerate(v): self.assertVariableIdentical(Variable(['y'], data[n]), item) with self.assertRaisesRegexp(TypeError, 'iteration over a 0-d'): iter(Variable([], 0)) # test setting v.values[:] = 0 self.assertTrue(np.all(v.values == 0)) # test orthogonal setting v[range(10), range(11)] = 1 self.assertArrayEqual(v.values, np.ones((10, 11))) def test_isel(self): v = Variable(['time', 'x'], self.d) self.assertVariableIdentical(v.isel(time=slice(None)), v) self.assertVariableIdentical(v.isel(time=0), v[0]) self.assertVariableIdentical(v.isel(time=slice(0, 3)), v[:3]) self.assertVariableIdentical(v.isel(x=0), v[:, 0]) with self.assertRaisesRegexp(ValueError, 'do not exist'): v.isel(not_a_dim=0) def test_index_0d_numpy_string(self): # regression test to verify our work around for indexing 0d strings v = Variable([], np.string_('asdf')) self.assertVariableIdentical(v[()], v) def test_transpose(self): v = Variable(['time', 'x'], self.d) v2 = Variable(['x', 'time'], self.d.T) self.assertVariableIdentical(v, v2.transpose()) self.assertVariableIdentical(v.transpose(), v.T) x = np.random.randn(2, 3, 4, 5) w = Variable(['a', 'b', 'c', 'd'], x) w2 = Variable(['d', 'b', 'c', 'a'], np.einsum('abcd->dbca', x)) self.assertEqual(w2.shape, (5, 3, 4, 2)) self.assertVariableIdentical(w2, w.transpose('d', 'b', 'c', 'a')) self.assertVariableIdentical(w, w2.transpose('a', 'b', 'c', 'd')) w3 = Variable(['b', 'c', 'd', 'a'], np.einsum('abcd->bcda', x)) self.assertVariableIdentical(w, w3.transpose('a', 'b', 'c', 'd')) def test_squeeze(self): v = Variable(['x', 'y'], [[1]]) self.assertVariableIdentical(Variable([], 1), v.squeeze()) self.assertVariableIdentical(Variable(['y'], [1]), v.squeeze('x')) self.assertVariableIdentical(Variable(['y'], [1]), v.squeeze(['x'])) self.assertVariableIdentical(Variable(['x'], [1]), v.squeeze('y')) self.assertVariableIdentical(Variable([], 1), v.squeeze(['x', 'y'])) v = Variable(['x', 'y'], [[1, 2]]) self.assertVariableIdentical(Variable(['y'], [1, 2]), v.squeeze()) self.assertVariableIdentical(Variable(['y'], [1, 2]), v.squeeze('x')) with self.assertRaisesRegexp(ValueError, 'cannot select a dimension'): v.squeeze('y') def test_get_axis_num(self): v = Variable(['x', 'y', 'z'], np.random.randn(2, 3, 4)) self.assertEqual(v.get_axis_num('x'), 0) self.assertEqual(v.get_axis_num(['x']), (0,)) self.assertEqual(v.get_axis_num(['x', 'y']), (0, 1)) self.assertEqual(v.get_axis_num(['z', 'y', 'x']), (2, 1, 0)) with self.assertRaisesRegexp(ValueError, 'not found in array dim'): v.get_axis_num('foobar') def test_expand_dims(self): v = Variable(['x'], [0, 1]) actual = v.expand_dims(['x', 'y']) expected = Variable(['x', 'y'], [[0], [1]]) self.assertVariableIdentical(actual, expected) actual = v.expand_dims(['y', 'x']) self.assertVariableIdentical(actual, expected.T) actual = v.expand_dims(OrderedDict([('x', 2), ('y', 2)])) expected = Variable(['x', 'y'], [[0, 0], [1, 1]]) self.assertVariableIdentical(actual, expected) v = Variable(['foo'], [0, 1]) actual = v.expand_dims('foo') expected = v self.assertVariableIdentical(actual, expected) with self.assertRaisesRegexp(ValueError, 'must be a superset'): v.expand_dims(['z']) def test_broadcasting_math(self): x = np.random.randn(2, 3) v = Variable(['a', 'b'], x) # 1d to 2d broadcasting self.assertVariableIdentical( v * v, Variable(['a', 'b'], np.einsum('ab,ab->ab', x, x))) self.assertVariableIdentical( v * v[0], Variable(['a', 'b'], np.einsum('ab,b->ab', x, x[0]))) self.assertVariableIdentical( v[0] * v, Variable(['b', 'a'], np.einsum('b,ab->ba', x[0], x))) self.assertVariableIdentical( v[0] * v[:, 0], Variable(['b', 'a'], np.einsum('b,a->ba', x[0], x[:, 0]))) # higher dim broadcasting y = np.random.randn(3, 4, 5) w = Variable(['b', 'c', 'd'], y) self.assertVariableIdentical( v * w, Variable(['a', 'b', 'c', 'd'], np.einsum('ab,bcd->abcd', x, y))) self.assertVariableIdentical( w * v, Variable(['b', 'c', 'd', 'a'], np.einsum('bcd,ab->bcda', y, x))) self.assertVariableIdentical( v * w[0], Variable(['a', 'b', 'c', 'd'], np.einsum('ab,cd->abcd', x, y[0]))) def test_broadcasting_failures(self): a = Variable(['x'], np.arange(10)) b = Variable(['x'], np.arange(5)) c = Variable(['x', 'x'], np.arange(100).reshape(10, 10)) with self.assertRaisesRegexp(ValueError, 'mismatched lengths'): a + b with self.assertRaisesRegexp(ValueError, 'duplicate dimensions'): a + c def test_inplace_math(self): x = np.arange(5) v = Variable(['x'], x) v2 = v v2 += 1 self.assertIs(v, v2) # since we provided an ndarray for data, it is also modified in-place self.assertIs(source_ndarray(v.values), x) self.assertArrayEqual(v.values, np.arange(5) + 1) with self.assertRaisesRegexp(ValueError, 'dimensions cannot change'): v += Variable('y', np.arange(5)) def test_reduce(self): v = Variable(['x', 'y'], self.d, {'ignored': 'attributes'}) self.assertVariableIdentical(v.reduce(np.std, 'x'), Variable(['y'], self.d.std(axis=0))) self.assertVariableIdentical(v.reduce(np.std, axis=0), v.reduce(np.std, dim='x')) self.assertVariableIdentical(v.reduce(np.std, ['y', 'x']), Variable([], self.d.std(axis=(0, 1)))) self.assertVariableIdentical(v.reduce(np.std), Variable([], self.d.std())) self.assertVariableIdentical( v.reduce(np.mean, 'x').reduce(np.std, 'y'), Variable([], self.d.mean(axis=0).std())) self.assertVariableIdentical(v.mean('x'), v.reduce(np.mean, 'x')) with self.assertRaisesRegexp(ValueError, 'cannot supply both'): v.mean(dim='x', axis=0) def test_reduce_funcs(self): v = Variable('x', np.array([1, np.nan, 2, 3])) self.assertVariableIdentical(v.mean(), Variable([], 2)) self.assertVariableIdentical(v.mean(skipna=True), Variable([], 2)) self.assertVariableIdentical(v.mean(skipna=False), Variable([], np.nan)) self.assertVariableIdentical(np.mean(v), Variable([], 2)) self.assertVariableIdentical(v.prod(), Variable([], 6)) self.assertVariableIdentical(v.var(), Variable([], 2.0 / 3)) if LooseVersion(np.__version__) < '1.9': with self.assertRaises(NotImplementedError): v.median() else: self.assertVariableIdentical(v.median(), Variable([], 2)) v = Variable('x', [True, False, False]) self.assertVariableIdentical(v.any(), Variable([], True)) self.assertVariableIdentical(v.all(dim='x'), Variable([], False)) v = Variable('t', pd.date_range('2000-01-01', periods=3)) with self.assertRaises(NotImplementedError): v.max(skipna=True) self.assertVariableIdentical( v.max(), Variable([], pd.Timestamp('2000-01-03'))) def test_reduce_keep_attrs(self): _attrs = {'units': 'test', 'long_name': 'testing'} v = Variable(['x', 'y'], self.d, _attrs) # Test dropped attrs vm = v.mean() self.assertEqual(len(vm.attrs), 0) self.assertEqual(vm.attrs, OrderedDict()) # Test kept attrs vm = v.mean(keep_attrs=True) self.assertEqual(len(vm.attrs), len(_attrs)) self.assertEqual(vm.attrs, _attrs) def test_count(self): expected = Variable([], 3) actual = Variable(['x'], [1, 2, 3, np.nan]).count() self.assertVariableIdentical(expected, actual) v = Variable(['x'], np.array(['1', '2', '3', np.nan], dtype=object)) actual = v.count() self.assertVariableIdentical(expected, actual) actual = Variable(['x'], [True, False, True]).count() self.assertVariableIdentical(expected, actual) self.assertEqual(actual.dtype, int) expected = Variable(['x'], [2, 3]) actual = Variable(['x', 'y'], [[1, 0, np.nan], [1, 1, 1]]).count('y') self.assertVariableIdentical(expected, actual) class TestCoordinate(TestCase, VariableSubclassTestCases): cls = staticmethod(Coordinate) def test_init(self): with self.assertRaisesRegexp(ValueError, 'must be 1-dimensional'): Coordinate((), 0) def test_to_index(self): data = 0.5 * np.arange(10) v = Coordinate(['time'], data, {'foo': 'bar'}) self.assertTrue(pd.Index(data, name='time').identical(v.to_index())) def test_data(self): x = Coordinate('x', np.arange(3.0)) # data should be initially saved as an ndarray self.assertIs(type(x._data), np.ndarray) self.assertEqual(float, x.dtype) self.assertArrayEqual(np.arange(3), x) self.assertEqual(float, x.values.dtype) # after inspecting x.values, the Coordinate value will be saved as an Index self.assertIsInstance(x._data, PandasIndexAdapter) with self.assertRaisesRegexp(TypeError, 'cannot be modified'): x[:] = 0 def test_name(self): coord = Coordinate('x', [10.0]) self.assertEqual(coord.name, 'x') with self.assertRaises(AttributeError): coord.name = 'y' class TestAsCompatibleData(TestCase): def test_unchanged_types(self): types = (np.asarray, PandasIndexAdapter, indexing.LazilyIndexedArray) for t in types: for data in [np.arange(3), pd.date_range('2000-01-01', periods=3), pd.date_range('2000-01-01', periods=3).values]: x = t(data) self.assertIs(source_ndarray(x), source_ndarray(_as_compatible_data(x))) def test_converted_types(self): for input_array in [[[0, 1, 2]], pd.DataFrame([[0, 1, 2]])]: actual = _as_compatible_data(input_array) self.assertArrayEqual(np.asarray(input_array), actual) self.assertEqual(np.ndarray, type(actual)) self.assertEqual(np.asarray(input_array).dtype, actual.dtype) def test_masked_array(self): original = np.ma.MaskedArray(np.arange(5)) expected = np.arange(5) actual = _as_compatible_data(original) self.assertArrayEqual(expected, actual) self.assertEqual(np.dtype(int), actual.dtype) original = np.ma.MaskedArray(np.arange(5), mask=4 * [False] + [True]) expected = np.arange(5.0) expected[-1] = np.nan actual = _as_compatible_data(original) self.assertArrayEqual(expected, actual) self.assertEqual(np.dtype(float), actual.dtype) def test_datetime(self): expected = np.datetime64('2000-01-01T00Z') actual = _as_compatible_data(expected) self.assertEqual(expected, actual) self.assertEqual(np.ndarray, type(actual)) self.assertEqual(np.dtype('datetime64[ns]'), actual.dtype) expected = np.array([np.datetime64('2000-01-01T00Z')]) actual = _as_compatible_data(expected) self.assertEqual(np.asarray(expected), actual) self.assertEqual(np.ndarray, type(actual)) self.assertEqual(np.dtype('datetime64[ns]'), actual.dtype) expected = np.array([np.datetime64('2000-01-01T00Z', 'ns')]) actual = _as_compatible_data(expected) self.assertEqual(np.asarray(expected), actual) self.assertEqual(np.ndarray, type(actual)) self.assertEqual(np.dtype('datetime64[ns]'), actual.dtype) self.assertIs(expected, source_ndarray(np.asarray(actual))) expected = np.datetime64('2000-01-01T00Z', 'ns') actual = _as_compatible_data(datetime(2000, 1, 1)) self.assertEqual(np.asarray(expected), actual) self.assertEqual(np.ndarray, type(actual)) self.assertEqual(np.dtype('datetime64[ns]'), actual.dtype)
apache-2.0
anne-urai/RT_RDK
graphicalModels/examples/huey_p_newton.py
7
1513
""" n-body particle inference ========================= Dude. """ from matplotlib import rc rc("font", family="serif", size=12) rc("text", usetex=True) import daft pgm = daft.PGM([5.4, 2.0], origin=[0.65, 0.35]) kx, ky = 1.5, 1. nx, ny = kx + 3., ky + 0. hx, hy, dhx = kx - 0.5, ky + 1., 1. pgm.add_node(daft.Node("dyn", r"$\theta_{\mathrm{dyn}}$", hx + 0. * dhx, hy + 0.)) pgm.add_node(daft.Node("ic", r"$\theta_{\mathrm{I.C.}}$", hx + 1. * dhx, hy + 0.)) pgm.add_node(daft.Node("sun", r"$\theta_{\odot}$", hx + 2. * dhx, hy + 0.)) pgm.add_node(daft.Node("bg", r"$\theta_{\mathrm{bg}}$", hx + 3. * dhx, hy + 0.)) pgm.add_node(daft.Node("Sigma", r"$\Sigma^2$", hx + 4. * dhx, hy + 0.)) pgm.add_plate(daft.Plate([kx - 0.5, ky - 0.6, 2., 1.1], label=r"model points $k$")) pgm.add_node(daft.Node("xk", r"$x_k$", kx + 0., ky + 0.)) pgm.add_edge("dyn", "xk") pgm.add_edge("ic", "xk") pgm.add_node(daft.Node("yk", r"$y_k$", kx + 1., ky + 0.)) pgm.add_edge("sun", "yk") pgm.add_edge("xk", "yk") pgm.add_plate(daft.Plate([nx - 0.5, ny - 0.6, 2., 1.1], label=r"data points $n$")) pgm.add_node(daft.Node("sigman", r"$\sigma^2_n$", nx + 1., ny + 0., observed=True)) pgm.add_node(daft.Node("Yn", r"$Y_n$", nx + 0., ny + 0., observed=True)) pgm.add_edge("bg", "Yn") pgm.add_edge("Sigma", "Yn") pgm.add_edge("Sigma", "Yn") pgm.add_edge("yk", "Yn") pgm.add_edge("sigman", "Yn") # Render and save. pgm.render() pgm.figure.savefig("huey_p_newton.pdf") pgm.figure.savefig("huey_p_newton.png", dpi=150)
mit
totalgood/nlpia
src/nlpia/embedders.py
1
4047
#!/usr/bin/env python3 # -*- coding: utf-8 -*- """model_poly_tsne Run nlpia.data.download() to download GBs of models like W2V and the LSAmodel used here Computes a TSNE embedding for the tweet LSA model and then fit a 2nd degree polynomial to that embedding. """ from __future__ import print_function, unicode_literals, division, absolute_import from builtins import (bytes, dict, int, list, object, range, str, # noqa ascii, chr, hex, input, next, oct, open, pow, round, super, filter, map, zip) from future import standard_library from past.builtins import basestring standard_library.install_aliases() # noqa import os import gc import pandas as pd from tqdm import tqdm from gensim.models import LsiModel, TfidfModel from sklearn.discriminant_analysis import LinearDiscriminantAnalysis as LDA # from sklearn.svm import SVR from sklearn.manifold import TSNE from sklearn.model_selection import train_test_split from sklearn.metrics import mean_squared_error from sklearn.model_selection import cross_val_score from nlpia.constants import BIGDATA_PATH from nlpia.data.loaders import read_csv import sklearn.metrics.pairwise np = pd.np def positive_projection(x, y, max_norm=1.0): proj = max_norm - float(np.dot(x, y)) if proj < 1e-15: print(x, y, proj) return max(proj, 0.0) ** 0.5 def positive_distances(X, metric='cosine'): X = X.values if (hasattr(X, 'values') and not callable(X.values)) else X metric = getattr(sklearn.metrics.pairwise, metric + '_distances') if isinstance(metric, basestring) else metric distances = metric(X) distances[distances < 0] = 0.0 return distances def bent_distances(X, y, weight=1.0, metric='cosine'): y = np.array(y).reshape((len(X), 1)) distances = positive_distances(X, metric=metric) distances += weight * sklearn.metrics.pairwise.euclidean_distances(np.matrix(y).T) return distances def train_tsne(training_size=2000, metric='cosine', n_components=3, perplexity=100, angle=.12): # adjust this downward to see it it affects accuracy np = pd.np tweets = read_csv(os.path.join(BIGDATA_PATH, 'tweets.csv.gz')) tweets = tweets[tweets.isbot >= 0] gc.collect() # reclaim RAM released above # labels3 = tweets.isbot.apply(lambda x: int(x * 3)) labels = tweets.isbot.apply(lambda x: int(x * 2)) lsa = LsiModel.load(os.path.join(BIGDATA_PATH, 'lsa_tweets_5589798_2003588x200.pkl')) tfidf = TfidfModel(id2word=lsa.id2word, dictionary=lsa.id2word) bows = np.array([lsa.id2word.doc2bow(txt.split()) for txt in tweets.text]) # tfidfs = tfidf[bows] X = pd.DataFrame([pd.Series(dict(v)) for v in tqdm(lsa[tfidf[bows]], total=len(bows))], index=tweets.index) mask = ~X.isnull().any(axis=1) mask.index = tweets.index # >>> sum(~mask) # 99 # >>> tweets.loc[mask.argmin()] # isbot 0.17 # strict 13 # user b'CrisParanoid:' # text b'#sad again' # Name: 571, dtype: object X = X[mask] y = tweets.isbot[mask] labels = labels[mask] test_size = 1.0 - training_size if training_size < 1 else float(len(X) - training_size) / len(X) Xindex, Xindex_test, yindex, yindex_test = train_test_split(X.index.values, y.index.values, test_size=test_size) X, Xtest, y, ytest = X.loc[Xindex], X.loc[Xindex_test], y.loc[yindex], y.loc[yindex_test] labels_test = labels.loc[yindex_test] labels = labels.loc[yindex] tsne = TSNE(metric='precomputed', n_components=n_components, angle=angle, perplexity=perplexity) tsne = tsne.fit(positive_distances(X.values, metric=metric)) return tsne, X, Xtest, y, ytest def embedding_correlation(Xtest, ytest): pass def plot_embedding(tsne, labels, index=None): labels = labels.values if (hasattr(labels, 'values') and not callable(labels.values)) else labels colors = np.array(list('gr'))[labels] df = pd.DataFrame(tsne.embedding_, columns=list('xy'), index=index) return df.plot(kind='scatter', x='x', y='y', c=colors)
mit
wisfern/vnpy
vnpy/trader/gateway/tkproGateway/TradeApi/utils.py
4
2891
from __future__ import absolute_import from __future__ import division from __future__ import print_function from __future__ import unicode_literals from builtins import * from collections import namedtuple import pandas as pd def _to_date(row): date = int(row['DATE']) return pd.datetime(year=date // 10000, month=date // 100 % 100, day=date % 100) def _to_datetime(row): date = int(row['DATE']) time = int(row['TIME']) // 1000 return pd.datetime(year=date // 10000, month=date // 100 % 100, day=date % 100, hour=time // 10000, minute=time // 100 % 100, second=time % 100) def _to_dataframe(cloumset, index_func=None, index_column=None): df = pd.DataFrame(cloumset) if index_func: df.index = df.apply(index_func, axis=1) elif index_column: df.index = df[index_column] del df.index.name return df def _error_to_str(error): if error: if 'message' in error: return str(error['error']) + "," + error['message'] else: return str(error['error']) + "," else: return "," def to_obj(class_name, data): try: if isinstance(data, (list, tuple)): result = [] for d in data: result.append(namedtuple(class_name, list(d.keys()))(*list(d.values()))) return result elif type(data) == dict: result = namedtuple(class_name, list(data.keys()))(*list(data.values())) return result else: return data except Exception as e: print(class_name, data, e) return data def extract_result(cr, format="", index_column=None, class_name=""): """ format supports pandas, obj. """ err = _error_to_str(cr['error']) if 'error' in cr else None if 'result' in cr: if format == "pandas": if index_column: return (_to_dataframe(cr['result'], None, index_column), err) if 'TIME' in cr['result']: return (_to_dataframe(cr['result'], _to_datetime), err) elif 'DATE' in cr['result']: return (_to_dataframe(cr['result'], _to_date), err) else: return (_to_dataframe(cr['result']), err) elif format == "obj" and cr['result'] and class_name: r = cr['result'] if isinstance(r, (list, tuple)): result = [] for d in r: result.append(namedtuple(class_name, list(d.keys()))(*list(d.values()))) elif isinstance(r, dict): result = namedtuple(class_name, list(r.keys()))(*list(r.values())) else: result = r return (result, err) else: return (cr['result'], err) else: return (None, err)
mit
Archman/felapps
setup.py
1
3327
#!/usr/bin/env python """FELApps project (felapps)""" def readme(): with open('README.rst') as f: return f.read() from setuptools import find_packages, setup import os import glob appName = "felapps" appVersion = "2.0.0" appDescription = "High-level applications for FEL commissioning." appLong_description = readme() + '\n\n' appPlatform = ["Linux"] appAuthor = "Tong Zhang" appAuthor_email = "[email protected]" appLicense = "MIT" appUrl = "http://archman.github.io/felapps/" appKeywords = "FEL HLA high-level python wxpython" requiredpackages = ['numpy','scipy','matplotlib','pyepics','h5py', 'pyrpn','beamline','lmfit'] # install_requires appScriptsName = ['imageviewer', 'imageviewer.py', 'felformula', 'felformula.py', 'cornalyzer', 'cornalyzer.py', 'dataworkshop', 'dataworkshop.py', 'appdrawer', 'wxmpv', 'runfelapps', 'runfelapps.py', 'update-felapps-menu', ] #'matchwizard', ScriptsRoot = 'scripts' appScripts = [os.path.join(ScriptsRoot,scriptname) for scriptname in appScriptsName] setup(name = appName, version = appVersion, description = appDescription, long_description = appLong_description, platforms = appPlatform, author = appAuthor, author_email = appAuthor_email, license = appLicense, url = appUrl, keywords = appKeywords, scripts = appScripts, #install_requires = requiredpackages, classifiers = ['Programming Language :: Python', 'Topic :: Software Development :: Libraries :: Python Modules', 'Topic :: Scientific/Engineering :: Physics'], test_suite = 'nose.collector', tests_require = ['nose'], packages = find_packages(exclude=['contrib','tests*']), #packages = ['felapps'], #package_dir = {'felapps': 'felapps'}, #package_data = {'felapps': ['configs/imageviewer.xml', # 'configs/udefs.py'], # '': ['requirements.txt'], # } data_files = [ ('share/felapps', ['felapps/configs/imageviewer.xml']), ('share/felapps', ['felapps/configs/udefs.py']), ('share/felapps', ['requirements.txt']), ('share/icons/hicolor/16x16/apps', glob.glob("launchers/icons/short/16/*.png")), ('share/icons/hicolor/32x32/apps', glob.glob("launchers/icons/short/32/*.png")), ('share/icons/hicolor/48x48/apps', glob.glob("launchers/icons/short/48/*.png")), ('share/icons/hicolor/128x128/apps', glob.glob("launchers/icons/short/128/*.png")), ('share/icons/hicolor/256x256/apps', glob.glob("launchers/icons/short/256/*.png")), ('share/icons/hicolor/512x512/apps', glob.glob("launchers/icons/short/512/*.png")), ('share/applications', glob.glob("launchers/*.desktop")), ('share/applications', glob.glob("launchers/*.directory")), ], )
mit
mjgrav2001/scikit-learn
sklearn/metrics/cluster/supervised.py
207
27395
"""Utilities to evaluate the clustering performance of models Functions named as *_score return a scalar value to maximize: the higher the better. """ # Authors: Olivier Grisel <[email protected]> # Wei LI <[email protected]> # Diego Molla <[email protected]> # License: BSD 3 clause from math import log from scipy.misc import comb from scipy.sparse import coo_matrix import numpy as np from .expected_mutual_info_fast import expected_mutual_information from ...utils.fixes import bincount def comb2(n): # the exact version is faster for k == 2: use it by default globally in # this module instead of the float approximate variant return comb(n, 2, exact=1) def check_clusterings(labels_true, labels_pred): """Check that the two clusterings matching 1D integer arrays""" labels_true = np.asarray(labels_true) labels_pred = np.asarray(labels_pred) # input checks if labels_true.ndim != 1: raise ValueError( "labels_true must be 1D: shape is %r" % (labels_true.shape,)) if labels_pred.ndim != 1: raise ValueError( "labels_pred must be 1D: shape is %r" % (labels_pred.shape,)) if labels_true.shape != labels_pred.shape: raise ValueError( "labels_true and labels_pred must have same size, got %d and %d" % (labels_true.shape[0], labels_pred.shape[0])) return labels_true, labels_pred def contingency_matrix(labels_true, labels_pred, eps=None): """Build a contengency matrix describing the relationship between labels. Parameters ---------- labels_true : int array, shape = [n_samples] Ground truth class labels to be used as a reference labels_pred : array, shape = [n_samples] Cluster labels to evaluate eps: None or float If a float, that value is added to all values in the contingency matrix. This helps to stop NaN propagation. If ``None``, nothing is adjusted. Returns ------- contingency: array, shape=[n_classes_true, n_classes_pred] Matrix :math:`C` such that :math:`C_{i, j}` is the number of samples in true class :math:`i` and in predicted class :math:`j`. If ``eps is None``, the dtype of this array will be integer. If ``eps`` is given, the dtype will be float. """ classes, class_idx = np.unique(labels_true, return_inverse=True) clusters, cluster_idx = np.unique(labels_pred, return_inverse=True) n_classes = classes.shape[0] n_clusters = clusters.shape[0] # Using coo_matrix to accelerate simple histogram calculation, # i.e. bins are consecutive integers # Currently, coo_matrix is faster than histogram2d for simple cases contingency = coo_matrix((np.ones(class_idx.shape[0]), (class_idx, cluster_idx)), shape=(n_classes, n_clusters), dtype=np.int).toarray() if eps is not None: # don't use += as contingency is integer contingency = contingency + eps return contingency # clustering measures def adjusted_rand_score(labels_true, labels_pred): """Rand index adjusted for chance The Rand Index computes a similarity measure between two clusterings by considering all pairs of samples and counting pairs that are assigned in the same or different clusters in the predicted and true clusterings. The raw RI score is then "adjusted for chance" into the ARI score using the following scheme:: ARI = (RI - Expected_RI) / (max(RI) - Expected_RI) The adjusted Rand index is thus ensured to have a value close to 0.0 for random labeling independently of the number of clusters and samples and exactly 1.0 when the clusterings are identical (up to a permutation). ARI is a symmetric measure:: adjusted_rand_score(a, b) == adjusted_rand_score(b, a) Read more in the :ref:`User Guide <adjusted_rand_score>`. Parameters ---------- labels_true : int array, shape = [n_samples] Ground truth class labels to be used as a reference labels_pred : array, shape = [n_samples] Cluster labels to evaluate Returns ------- ari : float Similarity score between -1.0 and 1.0. Random labelings have an ARI close to 0.0. 1.0 stands for perfect match. Examples -------- Perfectly maching labelings have a score of 1 even >>> from sklearn.metrics.cluster import adjusted_rand_score >>> adjusted_rand_score([0, 0, 1, 1], [0, 0, 1, 1]) 1.0 >>> adjusted_rand_score([0, 0, 1, 1], [1, 1, 0, 0]) 1.0 Labelings that assign all classes members to the same clusters are complete be not always pure, hence penalized:: >>> adjusted_rand_score([0, 0, 1, 2], [0, 0, 1, 1]) # doctest: +ELLIPSIS 0.57... ARI is symmetric, so labelings that have pure clusters with members coming from the same classes but unnecessary splits are penalized:: >>> adjusted_rand_score([0, 0, 1, 1], [0, 0, 1, 2]) # doctest: +ELLIPSIS 0.57... If classes members are completely split across different clusters, the assignment is totally incomplete, hence the ARI is very low:: >>> adjusted_rand_score([0, 0, 0, 0], [0, 1, 2, 3]) 0.0 References ---------- .. [Hubert1985] `L. Hubert and P. Arabie, Comparing Partitions, Journal of Classification 1985` http://www.springerlink.com/content/x64124718341j1j0/ .. [wk] http://en.wikipedia.org/wiki/Rand_index#Adjusted_Rand_index See also -------- adjusted_mutual_info_score: Adjusted Mutual Information """ labels_true, labels_pred = check_clusterings(labels_true, labels_pred) n_samples = labels_true.shape[0] classes = np.unique(labels_true) clusters = np.unique(labels_pred) # Special limit cases: no clustering since the data is not split; # or trivial clustering where each document is assigned a unique cluster. # These are perfect matches hence return 1.0. if (classes.shape[0] == clusters.shape[0] == 1 or classes.shape[0] == clusters.shape[0] == 0 or classes.shape[0] == clusters.shape[0] == len(labels_true)): return 1.0 contingency = contingency_matrix(labels_true, labels_pred) # Compute the ARI using the contingency data sum_comb_c = sum(comb2(n_c) for n_c in contingency.sum(axis=1)) sum_comb_k = sum(comb2(n_k) for n_k in contingency.sum(axis=0)) sum_comb = sum(comb2(n_ij) for n_ij in contingency.flatten()) prod_comb = (sum_comb_c * sum_comb_k) / float(comb(n_samples, 2)) mean_comb = (sum_comb_k + sum_comb_c) / 2. return ((sum_comb - prod_comb) / (mean_comb - prod_comb)) def homogeneity_completeness_v_measure(labels_true, labels_pred): """Compute the homogeneity and completeness and V-Measure scores at once Those metrics are based on normalized conditional entropy measures of the clustering labeling to evaluate given the knowledge of a Ground Truth class labels of the same samples. A clustering result satisfies homogeneity if all of its clusters contain only data points which are members of a single class. A clustering result satisfies completeness if all the data points that are members of a given class are elements of the same cluster. Both scores have positive values between 0.0 and 1.0, larger values being desirable. Those 3 metrics are independent of the absolute values of the labels: a permutation of the class or cluster label values won't change the score values in any way. V-Measure is furthermore symmetric: swapping ``labels_true`` and ``label_pred`` will give the same score. This does not hold for homogeneity and completeness. Read more in the :ref:`User Guide <homogeneity_completeness>`. Parameters ---------- labels_true : int array, shape = [n_samples] ground truth class labels to be used as a reference labels_pred : array, shape = [n_samples] cluster labels to evaluate Returns ------- homogeneity: float score between 0.0 and 1.0. 1.0 stands for perfectly homogeneous labeling completeness: float score between 0.0 and 1.0. 1.0 stands for perfectly complete labeling v_measure: float harmonic mean of the first two See also -------- homogeneity_score completeness_score v_measure_score """ labels_true, labels_pred = check_clusterings(labels_true, labels_pred) if len(labels_true) == 0: return 1.0, 1.0, 1.0 entropy_C = entropy(labels_true) entropy_K = entropy(labels_pred) MI = mutual_info_score(labels_true, labels_pred) homogeneity = MI / (entropy_C) if entropy_C else 1.0 completeness = MI / (entropy_K) if entropy_K else 1.0 if homogeneity + completeness == 0.0: v_measure_score = 0.0 else: v_measure_score = (2.0 * homogeneity * completeness / (homogeneity + completeness)) return homogeneity, completeness, v_measure_score def homogeneity_score(labels_true, labels_pred): """Homogeneity metric of a cluster labeling given a ground truth A clustering result satisfies homogeneity if all of its clusters contain only data points which are members of a single class. This metric is independent of the absolute values of the labels: a permutation of the class or cluster label values won't change the score value in any way. This metric is not symmetric: switching ``label_true`` with ``label_pred`` will return the :func:`completeness_score` which will be different in general. Read more in the :ref:`User Guide <homogeneity_completeness>`. Parameters ---------- labels_true : int array, shape = [n_samples] ground truth class labels to be used as a reference labels_pred : array, shape = [n_samples] cluster labels to evaluate Returns ------- homogeneity: float score between 0.0 and 1.0. 1.0 stands for perfectly homogeneous labeling References ---------- .. [1] `Andrew Rosenberg and Julia Hirschberg, 2007. V-Measure: A conditional entropy-based external cluster evaluation measure <http://aclweb.org/anthology/D/D07/D07-1043.pdf>`_ See also -------- completeness_score v_measure_score Examples -------- Perfect labelings are homogeneous:: >>> from sklearn.metrics.cluster import homogeneity_score >>> homogeneity_score([0, 0, 1, 1], [1, 1, 0, 0]) 1.0 Non-perfect labelings that further split classes into more clusters can be perfectly homogeneous:: >>> print("%.6f" % homogeneity_score([0, 0, 1, 1], [0, 0, 1, 2])) ... # doctest: +ELLIPSIS 1.0... >>> print("%.6f" % homogeneity_score([0, 0, 1, 1], [0, 1, 2, 3])) ... # doctest: +ELLIPSIS 1.0... Clusters that include samples from different classes do not make for an homogeneous labeling:: >>> print("%.6f" % homogeneity_score([0, 0, 1, 1], [0, 1, 0, 1])) ... # doctest: +ELLIPSIS 0.0... >>> print("%.6f" % homogeneity_score([0, 0, 1, 1], [0, 0, 0, 0])) ... # doctest: +ELLIPSIS 0.0... """ return homogeneity_completeness_v_measure(labels_true, labels_pred)[0] def completeness_score(labels_true, labels_pred): """Completeness metric of a cluster labeling given a ground truth A clustering result satisfies completeness if all the data points that are members of a given class are elements of the same cluster. This metric is independent of the absolute values of the labels: a permutation of the class or cluster label values won't change the score value in any way. This metric is not symmetric: switching ``label_true`` with ``label_pred`` will return the :func:`homogeneity_score` which will be different in general. Read more in the :ref:`User Guide <homogeneity_completeness>`. Parameters ---------- labels_true : int array, shape = [n_samples] ground truth class labels to be used as a reference labels_pred : array, shape = [n_samples] cluster labels to evaluate Returns ------- completeness: float score between 0.0 and 1.0. 1.0 stands for perfectly complete labeling References ---------- .. [1] `Andrew Rosenberg and Julia Hirschberg, 2007. V-Measure: A conditional entropy-based external cluster evaluation measure <http://aclweb.org/anthology/D/D07/D07-1043.pdf>`_ See also -------- homogeneity_score v_measure_score Examples -------- Perfect labelings are complete:: >>> from sklearn.metrics.cluster import completeness_score >>> completeness_score([0, 0, 1, 1], [1, 1, 0, 0]) 1.0 Non-perfect labelings that assign all classes members to the same clusters are still complete:: >>> print(completeness_score([0, 0, 1, 1], [0, 0, 0, 0])) 1.0 >>> print(completeness_score([0, 1, 2, 3], [0, 0, 1, 1])) 1.0 If classes members are split across different clusters, the assignment cannot be complete:: >>> print(completeness_score([0, 0, 1, 1], [0, 1, 0, 1])) 0.0 >>> print(completeness_score([0, 0, 0, 0], [0, 1, 2, 3])) 0.0 """ return homogeneity_completeness_v_measure(labels_true, labels_pred)[1] def v_measure_score(labels_true, labels_pred): """V-measure cluster labeling given a ground truth. This score is identical to :func:`normalized_mutual_info_score`. The V-measure is the harmonic mean between homogeneity and completeness:: v = 2 * (homogeneity * completeness) / (homogeneity + completeness) This metric is independent of the absolute values of the labels: a permutation of the class or cluster label values won't change the score value in any way. This metric is furthermore symmetric: switching ``label_true`` with ``label_pred`` will return the same score value. This can be useful to measure the agreement of two independent label assignments strategies on the same dataset when the real ground truth is not known. Read more in the :ref:`User Guide <homogeneity_completeness>`. Parameters ---------- labels_true : int array, shape = [n_samples] ground truth class labels to be used as a reference labels_pred : array, shape = [n_samples] cluster labels to evaluate Returns ------- v_measure: float score between 0.0 and 1.0. 1.0 stands for perfectly complete labeling References ---------- .. [1] `Andrew Rosenberg and Julia Hirschberg, 2007. V-Measure: A conditional entropy-based external cluster evaluation measure <http://aclweb.org/anthology/D/D07/D07-1043.pdf>`_ See also -------- homogeneity_score completeness_score Examples -------- Perfect labelings are both homogeneous and complete, hence have score 1.0:: >>> from sklearn.metrics.cluster import v_measure_score >>> v_measure_score([0, 0, 1, 1], [0, 0, 1, 1]) 1.0 >>> v_measure_score([0, 0, 1, 1], [1, 1, 0, 0]) 1.0 Labelings that assign all classes members to the same clusters are complete be not homogeneous, hence penalized:: >>> print("%.6f" % v_measure_score([0, 0, 1, 2], [0, 0, 1, 1])) ... # doctest: +ELLIPSIS 0.8... >>> print("%.6f" % v_measure_score([0, 1, 2, 3], [0, 0, 1, 1])) ... # doctest: +ELLIPSIS 0.66... Labelings that have pure clusters with members coming from the same classes are homogeneous but un-necessary splits harms completeness and thus penalize V-measure as well:: >>> print("%.6f" % v_measure_score([0, 0, 1, 1], [0, 0, 1, 2])) ... # doctest: +ELLIPSIS 0.8... >>> print("%.6f" % v_measure_score([0, 0, 1, 1], [0, 1, 2, 3])) ... # doctest: +ELLIPSIS 0.66... If classes members are completely split across different clusters, the assignment is totally incomplete, hence the V-Measure is null:: >>> print("%.6f" % v_measure_score([0, 0, 0, 0], [0, 1, 2, 3])) ... # doctest: +ELLIPSIS 0.0... Clusters that include samples from totally different classes totally destroy the homogeneity of the labeling, hence:: >>> print("%.6f" % v_measure_score([0, 0, 1, 1], [0, 0, 0, 0])) ... # doctest: +ELLIPSIS 0.0... """ return homogeneity_completeness_v_measure(labels_true, labels_pred)[2] def mutual_info_score(labels_true, labels_pred, contingency=None): """Mutual Information between two clusterings The Mutual Information is a measure of the similarity between two labels of the same data. Where :math:`P(i)` is the probability of a random sample occurring in cluster :math:`U_i` and :math:`P'(j)` is the probability of a random sample occurring in cluster :math:`V_j`, the Mutual Information between clusterings :math:`U` and :math:`V` is given as: .. math:: MI(U,V)=\sum_{i=1}^R \sum_{j=1}^C P(i,j)\log\\frac{P(i,j)}{P(i)P'(j)} This is equal to the Kullback-Leibler divergence of the joint distribution with the product distribution of the marginals. This metric is independent of the absolute values of the labels: a permutation of the class or cluster label values won't change the score value in any way. This metric is furthermore symmetric: switching ``label_true`` with ``label_pred`` will return the same score value. This can be useful to measure the agreement of two independent label assignments strategies on the same dataset when the real ground truth is not known. Read more in the :ref:`User Guide <mutual_info_score>`. Parameters ---------- labels_true : int array, shape = [n_samples] A clustering of the data into disjoint subsets. labels_pred : array, shape = [n_samples] A clustering of the data into disjoint subsets. contingency: None or array, shape = [n_classes_true, n_classes_pred] A contingency matrix given by the :func:`contingency_matrix` function. If value is ``None``, it will be computed, otherwise the given value is used, with ``labels_true`` and ``labels_pred`` ignored. Returns ------- mi: float Mutual information, a non-negative value See also -------- adjusted_mutual_info_score: Adjusted against chance Mutual Information normalized_mutual_info_score: Normalized Mutual Information """ if contingency is None: labels_true, labels_pred = check_clusterings(labels_true, labels_pred) contingency = contingency_matrix(labels_true, labels_pred) contingency = np.array(contingency, dtype='float') contingency_sum = np.sum(contingency) pi = np.sum(contingency, axis=1) pj = np.sum(contingency, axis=0) outer = np.outer(pi, pj) nnz = contingency != 0.0 # normalized contingency contingency_nm = contingency[nnz] log_contingency_nm = np.log(contingency_nm) contingency_nm /= contingency_sum # log(a / b) should be calculated as log(a) - log(b) for # possible loss of precision log_outer = -np.log(outer[nnz]) + log(pi.sum()) + log(pj.sum()) mi = (contingency_nm * (log_contingency_nm - log(contingency_sum)) + contingency_nm * log_outer) return mi.sum() def adjusted_mutual_info_score(labels_true, labels_pred): """Adjusted Mutual Information between two clusterings Adjusted Mutual Information (AMI) is an adjustment of the Mutual Information (MI) score to account for chance. It accounts for the fact that the MI is generally higher for two clusterings with a larger number of clusters, regardless of whether there is actually more information shared. For two clusterings :math:`U` and :math:`V`, the AMI is given as:: AMI(U, V) = [MI(U, V) - E(MI(U, V))] / [max(H(U), H(V)) - E(MI(U, V))] This metric is independent of the absolute values of the labels: a permutation of the class or cluster label values won't change the score value in any way. This metric is furthermore symmetric: switching ``label_true`` with ``label_pred`` will return the same score value. This can be useful to measure the agreement of two independent label assignments strategies on the same dataset when the real ground truth is not known. Be mindful that this function is an order of magnitude slower than other metrics, such as the Adjusted Rand Index. Read more in the :ref:`User Guide <mutual_info_score>`. Parameters ---------- labels_true : int array, shape = [n_samples] A clustering of the data into disjoint subsets. labels_pred : array, shape = [n_samples] A clustering of the data into disjoint subsets. Returns ------- ami: float(upperlimited by 1.0) The AMI returns a value of 1 when the two partitions are identical (ie perfectly matched). Random partitions (independent labellings) have an expected AMI around 0 on average hence can be negative. See also -------- adjusted_rand_score: Adjusted Rand Index mutual_information_score: Mutual Information (not adjusted for chance) Examples -------- Perfect labelings are both homogeneous and complete, hence have score 1.0:: >>> from sklearn.metrics.cluster import adjusted_mutual_info_score >>> adjusted_mutual_info_score([0, 0, 1, 1], [0, 0, 1, 1]) 1.0 >>> adjusted_mutual_info_score([0, 0, 1, 1], [1, 1, 0, 0]) 1.0 If classes members are completely split across different clusters, the assignment is totally in-complete, hence the AMI is null:: >>> adjusted_mutual_info_score([0, 0, 0, 0], [0, 1, 2, 3]) 0.0 References ---------- .. [1] `Vinh, Epps, and Bailey, (2010). Information Theoretic Measures for Clusterings Comparison: Variants, Properties, Normalization and Correction for Chance, JMLR <http://jmlr.csail.mit.edu/papers/volume11/vinh10a/vinh10a.pdf>`_ .. [2] `Wikipedia entry for the Adjusted Mutual Information <http://en.wikipedia.org/wiki/Adjusted_Mutual_Information>`_ """ labels_true, labels_pred = check_clusterings(labels_true, labels_pred) n_samples = labels_true.shape[0] classes = np.unique(labels_true) clusters = np.unique(labels_pred) # Special limit cases: no clustering since the data is not split. # This is a perfect match hence return 1.0. if (classes.shape[0] == clusters.shape[0] == 1 or classes.shape[0] == clusters.shape[0] == 0): return 1.0 contingency = contingency_matrix(labels_true, labels_pred) contingency = np.array(contingency, dtype='float') # Calculate the MI for the two clusterings mi = mutual_info_score(labels_true, labels_pred, contingency=contingency) # Calculate the expected value for the mutual information emi = expected_mutual_information(contingency, n_samples) # Calculate entropy for each labeling h_true, h_pred = entropy(labels_true), entropy(labels_pred) ami = (mi - emi) / (max(h_true, h_pred) - emi) return ami def normalized_mutual_info_score(labels_true, labels_pred): """Normalized Mutual Information between two clusterings Normalized Mutual Information (NMI) is an normalization of the Mutual Information (MI) score to scale the results between 0 (no mutual information) and 1 (perfect correlation). In this function, mutual information is normalized by ``sqrt(H(labels_true) * H(labels_pred))`` This measure is not adjusted for chance. Therefore :func:`adjusted_mustual_info_score` might be preferred. This metric is independent of the absolute values of the labels: a permutation of the class or cluster label values won't change the score value in any way. This metric is furthermore symmetric: switching ``label_true`` with ``label_pred`` will return the same score value. This can be useful to measure the agreement of two independent label assignments strategies on the same dataset when the real ground truth is not known. Read more in the :ref:`User Guide <mutual_info_score>`. Parameters ---------- labels_true : int array, shape = [n_samples] A clustering of the data into disjoint subsets. labels_pred : array, shape = [n_samples] A clustering of the data into disjoint subsets. Returns ------- nmi: float score between 0.0 and 1.0. 1.0 stands for perfectly complete labeling See also -------- adjusted_rand_score: Adjusted Rand Index adjusted_mutual_info_score: Adjusted Mutual Information (adjusted against chance) Examples -------- Perfect labelings are both homogeneous and complete, hence have score 1.0:: >>> from sklearn.metrics.cluster import normalized_mutual_info_score >>> normalized_mutual_info_score([0, 0, 1, 1], [0, 0, 1, 1]) 1.0 >>> normalized_mutual_info_score([0, 0, 1, 1], [1, 1, 0, 0]) 1.0 If classes members are completely split across different clusters, the assignment is totally in-complete, hence the NMI is null:: >>> normalized_mutual_info_score([0, 0, 0, 0], [0, 1, 2, 3]) 0.0 """ labels_true, labels_pred = check_clusterings(labels_true, labels_pred) classes = np.unique(labels_true) clusters = np.unique(labels_pred) # Special limit cases: no clustering since the data is not split. # This is a perfect match hence return 1.0. if (classes.shape[0] == clusters.shape[0] == 1 or classes.shape[0] == clusters.shape[0] == 0): return 1.0 contingency = contingency_matrix(labels_true, labels_pred) contingency = np.array(contingency, dtype='float') # Calculate the MI for the two clusterings mi = mutual_info_score(labels_true, labels_pred, contingency=contingency) # Calculate the expected value for the mutual information # Calculate entropy for each labeling h_true, h_pred = entropy(labels_true), entropy(labels_pred) nmi = mi / max(np.sqrt(h_true * h_pred), 1e-10) return nmi def entropy(labels): """Calculates the entropy for a labeling.""" if len(labels) == 0: return 1.0 label_idx = np.unique(labels, return_inverse=True)[1] pi = bincount(label_idx).astype(np.float) pi = pi[pi > 0] pi_sum = np.sum(pi) # log(a / b) should be calculated as log(a) - log(b) for # possible loss of precision return -np.sum((pi / pi_sum) * (np.log(pi) - log(pi_sum)))
bsd-3-clause
cle1109/scot
examples/misc/features.py
4
3360
""" This example shows how to decompose EEG signals into source activations with CSPVARICA, and subsequently extract single-trial connectivity as features for LDA classification. """ from __future__ import print_function import numpy as np try: # new in sklearn 0.19 from sklearn.discriminant_analysis import LinearDiscriminantAnalysis as LDA except ImportError: from sklearn.lda import LDA from sklearn.cross_validation import KFold from sklearn.metrics import confusion_matrix import scot.xvschema # The data set contains a continuous 45 channel EEG recording of a motor # imagery experiment. The data was preprocessed to reduce eye movement # artifacts and resampled to a sampling rate of 100 Hz. With a visual cue, the # subject was instructed to perform either hand or foot motor imagery. The # trigger time points of the cues are stored in 'triggers', and 'classes' # contains the class labels. Duration of the motor imagery period was # approximately six seconds. from scot.datasets import fetch midata = fetch("mi")[0] raweeg = midata["eeg"] triggers = midata["triggers"] classes = midata["labels"] fs = midata["fs"] locs = midata["locations"] # Set random seed for repeatable results np.random.seed(42) # Switch backend to scikit-learn scot.backend.activate('sklearn') # Set up analysis object # # We simply choose a VAR model order of 30, and reduction to 4 components. ws = scot.Workspace({'model_order': 30}, reducedim=4, fs=fs) freq = np.linspace(0, fs, ws.nfft_) # Prepare data # # Here we cut out segments from 3s to 4s after each trigger. This is right in # the middle of the motor imagery period. data = scot.datatools.cut_segments(raweeg, triggers, 3 * fs, 4 * fs) # Initialize cross-validation nfolds = 10 kf = KFold(len(triggers), n_folds=nfolds) # LDA requires numeric class labels cl = np.unique(classes) classids = np.array([dict(zip(cl, range(len(cl))))[c] for c in classes]) # Perform cross-validation lda = LDA() cm = np.zeros((2, 2)) fold = 0 for train, test in kf: fold += 1 # Perform CSPVARICA ws.set_data(data[train, :, :], classes[train]) ws.do_cspvarica() # Find optimal regularization parameter for single-trial fitting # ws.var_.xvschema = scot.xvschema.singletrial # ws.optimize_var() ws.var_.delta = 1 # Single-trial fitting and feature extraction features = np.zeros((len(triggers), 32)) for t in range(len(triggers)): print('Fold {:2d}/{:2d}, trial: {:d} '.format(fold, nfolds, t), end='\r') ws.set_data(data[t, :, :]) ws.fit_var() con = ws.get_connectivity('ffPDC') alpha = np.mean(con[:, :, np.logical_and(7 < freq, freq < 13)], axis=2) beta = np.mean(con[:, :, np.logical_and(15 < freq, freq < 25)], axis=2) features[t, :] = np.array([alpha, beta]).flatten() lda.fit(features[train, :], classids[train]) acc_train = lda.score(features[train, :], classids[train]) acc_test = lda.score(features[test, :], classids[test]) print('Fold {:2d}/{:2d}, ' 'acc train: {:.3f}, ' 'acc test: {:.3f}'.format(fold, nfolds, acc_train, acc_test)) pred = lda.predict(features[test, :]) cm += confusion_matrix(classids[test], pred) print('\nConfusion Matrix:\n', cm) print('\nTotal Accuracy: {:.3f}'.format(np.sum(np.diag(cm))/np.sum(cm)))
mit
arjunkhode/ASP
lectures/04-STFT/plots-code/windows-2.py
24
1026
import matplotlib.pyplot as plt import numpy as np import time, os, sys sys.path.append(os.path.join(os.path.dirname(os.path.realpath(__file__)), '../../../software/models/')) import dftModel as DF import utilFunctions as UF import math (fs, x) = UF.wavread('../../../sounds/violin-B3.wav') N = 1024 pin = 5000 w = np.ones(801) hM1 = int(math.floor((w.size+1)/2)) hM2 = int(math.floor(w.size/2)) x1 = x[pin-hM1:pin+hM2] plt.figure(1, figsize=(9.5, 5)) plt.subplot(3,1,1) plt.plot(np.arange(-hM1, hM2), x1, lw=1.5) plt.axis([-hM1, hM2, min(x1), max(x1)]) plt.title('x (violin-B3.wav)') mX, pX = DF.dftAnal(x1, w, N) mX = mX - max(mX) plt.subplot(3,1,2) plt.plot(np.arange(mX.size), mX, 'r', lw=1.5) plt.axis([0,N/4,-70,0]) plt.title ('mX (rectangular window)') w = np.blackman(801) mX, pX = DF.dftAnal(x1, w, N) mX = mX - max(mX) plt.subplot(3,1,3) plt.plot(np.arange(mX.size), mX, 'r', lw=1.5) plt.axis([0,N/4,-70,0]) plt.title ('mX (blackman window)') plt.tight_layout() plt.savefig('windows-2.png') plt.show()
agpl-3.0
openfisca/openfisca-matplotlib
openfisca_matplotlib/dataframes.py
1
1644
# -*- coding: utf-8 -*- import pandas from openfisca_core import decompositions from openfisca_matplotlib.utils import OutNode def data_frame_from_decomposition_json(simulation, decomposition_json = None, reference_simulation = None, remove_null = False, label = True, name = False): # currency = simulation.tax_benefit_system.CURRENCY # TODO : put an option to add currency, for now useless assert label or name, "At least label or name should be True" if decomposition_json is None: decomposition_json = decompositions.get_decomposition_json(simulation.tax_benefit_system) data = OutNode.init_from_decomposition_json(simulation, decomposition_json) index = [row.desc for row in data if row.desc not in ('root')] data_frame = None for row in data: if row.desc not in ('root'): if data_frame is None: value_columns = ['value_' + str(i) for i in range(len(row.vals))] if len(row.vals) > 1 else ['value'] data_frame = pandas.DataFrame(index = index, columns = ['name'] + value_columns) data_frame['name'][row.desc] = row.code data_frame.loc[row.desc, value_columns] = row.vals data_frame.index.name = "label" if remove_null: variables_to_remove = [] for variable in data_frame.index: print(data_frame.loc[variable, value_columns]) if (data_frame.loc[variable, value_columns] == 0).all(): variables_to_remove.append(variable) data_frame.drop(variables_to_remove, inplace = True) data_frame.reset_index(inplace = True) return data_frame
agpl-3.0
xuewei4d/scikit-learn
sklearn/utils/tests/test_estimator_html_repr.py
15
9724
from contextlib import closing from io import StringIO import pytest from sklearn import config_context from sklearn.linear_model import LogisticRegression from sklearn.neural_network import MLPClassifier from sklearn.impute import SimpleImputer from sklearn.decomposition import PCA from sklearn.decomposition import TruncatedSVD from sklearn.pipeline import Pipeline from sklearn.pipeline import FeatureUnion from sklearn.compose import ColumnTransformer from sklearn.ensemble import VotingClassifier from sklearn.feature_selection import SelectPercentile from sklearn.cluster import Birch from sklearn.cluster import AgglomerativeClustering from sklearn.preprocessing import OneHotEncoder from sklearn.svm import LinearSVC from sklearn.svm import LinearSVR from sklearn.tree import DecisionTreeClassifier from sklearn.multiclass import OneVsOneClassifier from sklearn.ensemble import StackingClassifier from sklearn.ensemble import StackingRegressor from sklearn.gaussian_process import GaussianProcessRegressor from sklearn.gaussian_process.kernels import RationalQuadratic from sklearn.utils._estimator_html_repr import _write_label_html from sklearn.utils._estimator_html_repr import _get_visual_block from sklearn.utils._estimator_html_repr import estimator_html_repr @pytest.mark.parametrize("checked", [True, False]) def test_write_label_html(checked): # Test checking logic and labeling name = "LogisticRegression" tool_tip = "hello-world" with closing(StringIO()) as out: _write_label_html(out, name, tool_tip, checked=checked) html_label = out.getvalue() assert 'LogisticRegression</label>' in html_label assert html_label.startswith('<div class="sk-label-container">') assert '<pre>hello-world</pre>' in html_label if checked: assert 'checked>' in html_label @pytest.mark.parametrize('est', ['passthrough', 'drop', None]) def test_get_visual_block_single_str_none(est): # Test estimators that are represnted by strings est_html_info = _get_visual_block(est) assert est_html_info.kind == 'single' assert est_html_info.estimators == est assert est_html_info.names == str(est) assert est_html_info.name_details == str(est) def test_get_visual_block_single_estimator(): est = LogisticRegression(C=10.0) est_html_info = _get_visual_block(est) assert est_html_info.kind == 'single' assert est_html_info.estimators == est assert est_html_info.names == est.__class__.__name__ assert est_html_info.name_details == str(est) def test_get_visual_block_pipeline(): pipe = Pipeline([ ('imputer', SimpleImputer()), ('do_nothing', 'passthrough'), ('do_nothing_more', None), ('classifier', LogisticRegression()) ]) est_html_info = _get_visual_block(pipe) assert est_html_info.kind == 'serial' assert est_html_info.estimators == tuple(step[1] for step in pipe.steps) assert est_html_info.names == ['imputer: SimpleImputer', 'do_nothing: passthrough', 'do_nothing_more: passthrough', 'classifier: LogisticRegression'] assert est_html_info.name_details == [str(est) for _, est in pipe.steps] def test_get_visual_block_feature_union(): f_union = FeatureUnion([ ('pca', PCA()), ('svd', TruncatedSVD()) ]) est_html_info = _get_visual_block(f_union) assert est_html_info.kind == 'parallel' assert est_html_info.names == ('pca', 'svd') assert est_html_info.estimators == tuple( trans[1] for trans in f_union.transformer_list) assert est_html_info.name_details == (None, None) def test_get_visual_block_voting(): clf = VotingClassifier([ ('log_reg', LogisticRegression()), ('mlp', MLPClassifier()) ]) est_html_info = _get_visual_block(clf) assert est_html_info.kind == 'parallel' assert est_html_info.estimators == tuple(trans[1] for trans in clf.estimators) assert est_html_info.names == ('log_reg', 'mlp') assert est_html_info.name_details == (None, None) def test_get_visual_block_column_transformer(): ct = ColumnTransformer([ ('pca', PCA(), ['num1', 'num2']), ('svd', TruncatedSVD, [0, 3]) ]) est_html_info = _get_visual_block(ct) assert est_html_info.kind == 'parallel' assert est_html_info.estimators == tuple( trans[1] for trans in ct.transformers) assert est_html_info.names == ('pca', 'svd') assert est_html_info.name_details == (['num1', 'num2'], [0, 3]) def test_estimator_html_repr_pipeline(): num_trans = Pipeline(steps=[ ('pass', 'passthrough'), ('imputer', SimpleImputer(strategy='median')) ]) cat_trans = Pipeline(steps=[ ('imputer', SimpleImputer(strategy='constant', missing_values='empty')), ('one-hot', OneHotEncoder(drop='first')) ]) preprocess = ColumnTransformer([ ('num', num_trans, ['a', 'b', 'c', 'd', 'e']), ('cat', cat_trans, [0, 1, 2, 3]) ]) feat_u = FeatureUnion([ ('pca', PCA(n_components=1)), ('tsvd', Pipeline([('first', TruncatedSVD(n_components=3)), ('select', SelectPercentile())])) ]) clf = VotingClassifier([ ('lr', LogisticRegression(solver='lbfgs', random_state=1)), ('mlp', MLPClassifier(alpha=0.001)) ]) pipe = Pipeline([ ('preprocessor', preprocess), ('feat_u', feat_u), ('classifier', clf) ]) html_output = estimator_html_repr(pipe) # top level estimators show estimator with changes assert str(pipe) in html_output for _, est in pipe.steps: assert (f"<div class=\"sk-toggleable__content\">" f"<pre>{str(est)}") in html_output # low level estimators do not show changes with config_context(print_changed_only=True): assert str(num_trans['pass']) in html_output assert 'passthrough</label>' in html_output assert str(num_trans['imputer']) in html_output for _, _, cols in preprocess.transformers: assert f"<pre>{cols}</pre>" in html_output # feature union for name, _ in feat_u.transformer_list: assert f"<label>{name}</label>" in html_output pca = feat_u.transformer_list[0][1] assert f"<pre>{str(pca)}</pre>" in html_output tsvd = feat_u.transformer_list[1][1] first = tsvd['first'] select = tsvd['select'] assert f"<pre>{str(first)}</pre>" in html_output assert f"<pre>{str(select)}</pre>" in html_output # voting classifer for name, est in clf.estimators: assert f"<label>{name}</label>" in html_output assert f"<pre>{str(est)}</pre>" in html_output @pytest.mark.parametrize("final_estimator", [None, LinearSVC()]) def test_stacking_classsifer(final_estimator): estimators = [('mlp', MLPClassifier(alpha=0.001)), ('tree', DecisionTreeClassifier())] clf = StackingClassifier( estimators=estimators, final_estimator=final_estimator) html_output = estimator_html_repr(clf) assert str(clf) in html_output # If final_estimator's default changes from LogisticRegression # this should be updated if final_estimator is None: assert "LogisticRegression(" in html_output else: assert final_estimator.__class__.__name__ in html_output @pytest.mark.parametrize("final_estimator", [None, LinearSVR()]) def test_stacking_regressor(final_estimator): reg = StackingRegressor( estimators=[('svr', LinearSVR())], final_estimator=final_estimator) html_output = estimator_html_repr(reg) assert str(reg.estimators[0][0]) in html_output assert "LinearSVR</label>" in html_output if final_estimator is None: assert "RidgeCV</label>" in html_output else: assert final_estimator.__class__.__name__ in html_output def test_birch_duck_typing_meta(): # Test duck typing meta estimators with Birch birch = Birch(n_clusters=AgglomerativeClustering(n_clusters=3)) html_output = estimator_html_repr(birch) # inner estimators do not show changes with config_context(print_changed_only=True): assert f"<pre>{str(birch.n_clusters)}" in html_output assert "AgglomerativeClustering</label>" in html_output # outer estimator contains all changes assert f"<pre>{str(birch)}" in html_output def test_ovo_classifier_duck_typing_meta(): # Test duck typing metaestimators with OVO ovo = OneVsOneClassifier(LinearSVC(penalty='l1')) html_output = estimator_html_repr(ovo) # inner estimators do not show changes with config_context(print_changed_only=True): assert f"<pre>{str(ovo.estimator)}" in html_output assert "LinearSVC</label>" in html_output # outter estimator assert f"<pre>{str(ovo)}" in html_output def test_duck_typing_nested_estimator(): # Test duck typing metaestimators with GP kernel = RationalQuadratic(length_scale=1.0, alpha=0.1) gp = GaussianProcessRegressor(kernel=kernel) html_output = estimator_html_repr(gp) assert f"<pre>{str(kernel)}" in html_output assert f"<pre>{str(gp)}" in html_output @pytest.mark.parametrize('print_changed_only', [True, False]) def test_one_estimator_print_change_only(print_changed_only): pca = PCA(n_components=10) with config_context(print_changed_only=print_changed_only): pca_repr = str(pca) html_output = estimator_html_repr(pca) assert pca_repr in html_output
bsd-3-clause
sbg/Mitty
mitty/empirical/gc.py
1
4328
"""Computes GC content vs coverage from a BAM. The reference is split up into sections say 10 kb long. For each chunk we compute the GC content and the average coverage. We return this as an array spanning the reference with GC and coverage values. This array can be further processed to get metrics useful for modeling the GC bias. The task is parallelized by chromosome. """ from multiprocessing import Pool import time import pickle import logging import matplotlib matplotlib.use('Agg') import matplotlib.pyplot as plt import numpy as np import pysam logger = logging.getLogger(__name__) def gc_and_coverage_for_region(bam_fp, fasta_fp, region): """Compute GC content (as a fraction) and average coverage for this region :param bam_fp: :param fasta_fp: :param region: e.g. "1:10000-20000" :return: gc, cov """ seq = fasta_fp.fetch(region=region) if seq.count('N') / float(len(seq)) > 0.1: return None, None # Probably centromere or telomere gc = float(seq.count('G') + seq.count('C')) / len(seq) cov_l = [b.n for b in bam_fp.pileup(region=region)] cov = float(sum(cov_l)) / max(len(cov_l), 1) return gc, cov def gc_and_coverage_for_chromosome(bam_fname, fasta_fname, chrom_idx, block_len=10000): """ :param bam_fname: Passing file names rather than file objects for parallelization :param fasta_fname: :param chrom_idx: 0, 1, 2 ... referring to chroms in the bam header :param block_len: how many bp to chunk by :return: an array of gc and cov values """ bam_fp = pysam.AlignmentFile(bam_fname, mode='rb') region_start, region_end = 1, bam_fp.header['SQ'][chrom_idx]['LN'] logger.debug('Processing {}:{}-{}'.format(bam_fp.header['SQ'][chrom_idx]['SN'], region_start, region_end)) fasta_fp = pysam.FastaFile(fasta_fname) return np.array([ gc_and_coverage_for_region(bam_fp, fasta_fp, region='{}:{}-{}'.format(bam_fp.header['SQ'][chrom_idx]['SN'], r, r + block_len)) for r in range(region_start, region_end, block_len) ], dtype=[('gc', float), ('coverage', float)]) def process_bam_parallel(bam_fname, fasta_fname, pkl, block_len=10000, threads=4): p = Pool(threads) t0 = time.time() bam_fp = pysam.AlignmentFile(bam_fname, mode='rb') max_chroms = min(24, len(bam_fp.header['SQ'])) gc_cov = {'block_len': block_len, 'seq_info': bam_fp.header['SQ']} for chrom_data in p.imap_unordered( process_bam_section_w, ({"bam_fname": bam_fname, "fasta_fname": fasta_fname, "chrom_idx": i, "block_len": block_len} for i in range(0, max_chroms))): gc_cov.update({bam_fp.header['SQ'][chrom_data[0]]['SN']: chrom_data[1]}) t1 = time.time() logger.debug('Processed {} ({} s)'.format(bam_fp.header['SQ'][chrom_data[0]], t1 - t0)) pickle.dump(gc_cov, open(pkl, 'wb')) return gc_cov def process_bam_section_w(args): """A thin wrapper to allow proper tracebacks when things go wrong in a thread :param args: :return: """ import traceback try: # return gc_and_coverage_for_chromosome(bam_fname, fasta_fname, chrom_idx, block_len=10000) return (args['chrom_idx'], gc_and_coverage_for_chromosome(**args)) except Exception as e: traceback.print_exc() print('') raise e def plot_gc_cov(gc_cov, max_cov=60, title='GC/cov'): """Plot a multi panel plot fo GC/cov data :param gc_cov: :return: """ from matplotlib.colors import LogNorm # TODO: hardcoded for 24 chromosomes, make this data aware? seq = gc_cov['seq_info'] fig = plt.figure(figsize=(12, 8)) rows, cols = 4, 6 gc_lim = [0.0, 1.0] cov_lim = [0.0, max_cov] for row in range(rows): for col in range(cols): if row * cols + col > len(seq) - 1: break sn = seq[row * cols + col]['SN'] ax = plt.subplot(rows, cols, row * cols + col + 1) x, y = gc_cov[sn]['gc'], gc_cov[sn]['coverage'] x, y = x[~(np.isnan(x) | np.isnan(y))], y[~(np.isnan(x) | np.isnan(y))] # plt.plot(x, y, 'k.', ms=0.1) ax.hist2d(x, y, bins=71, range=[gc_lim, cov_lim], cmap=plt.cm.gray_r, norm=LogNorm()) plt.title(sn) plt.setp(ax, xlim=gc_lim, ylim=cov_lim) if row == rows - 1 and col == 0: ax.set_xlabel('GC content') ax.set_ylabel('Coverage') else: ax.get_xaxis().set_visible(False) ax.get_yaxis().set_visible(False) fig.suptitle(title)
apache-2.0
tclose/python-neo
examples/simple_plot_with_matplotlib.py
7
1057
# -*- coding: utf-8 -*- """ This is an example for plotting neo object with maplotlib. """ import urllib import numpy as np import quantities as pq from matplotlib import pyplot import neo url = 'https://portal.g-node.org/neo/' distantfile = url + 'neuroexplorer/File_neuroexplorer_2.nex' localfile = 'File_neuroexplorer_2.nex' urllib.urlretrieve(distantfile, localfile) reader = neo.io.NeuroExplorerIO(filename='File_neuroexplorer_2.nex') bl = reader.read(cascade=True, lazy=False)[0] for seg in bl.segments: fig = pyplot.figure() ax1 = fig.add_subplot(2, 1, 1) ax2 = fig.add_subplot(2, 1, 2) ax1.set_title(seg.file_origin) mint = 0 * pq.s maxt = np.inf * pq.s for i, asig in enumerate(seg.analogsignals): times = asig.times.rescale('s').magnitude asig = asig.rescale('mV').magnitude ax1.plot(times, asig) trains = [st.rescale('s').magnitude for st in seg.spiketrains] colors = pyplot.cm.jet(np.linspace(0, 1, len(seg.spiketrains))) ax2.eventplot(trains, colors=colors) pyplot.show()
bsd-3-clause
xesscorp/myhdlpeek
myhdlpeek/peekerbase.py
1
17932
# -*- coding: utf-8 -*- # Copyright (c) 2017-2020, XESS Corp. The MIT License (MIT). # TODO: Use https://github.com/bendichter/brokenaxes to break long traces into segments. from __future__ import absolute_import, division, print_function, unicode_literals import json import re from builtins import dict, int, str, super from collections import namedtuple import IPython.display as DISP import matplotlib.pyplot as plt import nbwavedrom from future import standard_library from tabulate import tabulate from .trace import * standard_library.install_aliases() class PeekerBase(object): peekers = dict() # Global list of all Peekers. USE_JUPYTER = False USE_WAVEDROM = False unit_time = None # Time interval for a single tick-mark span. def __new__(cls, *args, **kwargs): # Keep PeekerBase from being instantiated. if cls is PeekerBase: raise TypeError("PeekerBase class may not be instantiated") return object.__new__(cls) def __init__(self, signal, name, **kwargs): # Create storage for a signal trace. self.trace = Trace() # Configure the Peeker and its Trace instance. self.config(**kwargs) # Assign a unique name to this peeker. self.name_dup = False # Start off assuming the name has no duplicates. index = 0 # Starting index for disambiguating duplicates. nm = "{name}[{index}]".format(**locals()) # Create name with bracketed index. # Search through the peeker names for a match. while nm in self.peekers: # A match was found, so mark the matching names as duplicates. self.peekers[nm].name_dup = True self.name_dup = True # Go to the next index and see if that name is taken. index += 1 nm = "{name}[{index}]".format(**locals()) self.trace.name = nm # Assign the unique name. # Keep a reference to the signal so we can get info about it later, if needed. self.signal = signal # Add this peeker to the global list. self.peekers[self.trace.name] = self @classmethod def config_defaults(cls, **kwargs): """Setup options and shortcut functions.""" # Configure Trace defaults. Trace.config_defaults(**kwargs) global clear_traces, show_traces, show_waveforms, show_text_table, show_html_table, export_dataframe cls.USE_WAVEDROM = kwargs.pop("use_wavedrom", cls.USE_WAVEDROM) if cls.USE_WAVEDROM: cls.show_waveforms = cls.to_wavedrom cls.show_traces = traces_to_wavedrom else: cls.show_waveforms = cls.to_matplotlib cls.show_traces = traces_to_matplotlib # Create an intermediary function to call cls.show_waveforms and assign it to show_waveforms. # Then if cls.show_waveforms is changed, any calls to show_waveforms will call the changed # function. Directly assigning cls.show_waveforms to show_waveforms would mean any external # code that calls show_waveforms() would always call the initially-assigned function even if # cls.show_waveforms got a different assignment later. def shw_wvfrms(*args, **kwargs): return cls.show_waveforms(*args, **kwargs) show_waveforms = shw_wvfrms def shw_trcs(*args, **kwargs): return cls.show_traces(*args, **kwargs) show_traces = shw_trcs # These class methods don't change as the options are altered, so just assign them # to shortcuts without creating intermediary functions like above. clear_traces = cls.clear_traces export_dataframe = cls.to_dataframe show_text_table = cls.to_text_table show_html_table = cls.to_html_table cls.USE_JUPYTER = kwargs.pop("use_jupyter", cls.USE_JUPYTER) # Remaining keyword args. for k, v in kwargs.items(): setattr(cls, k, copy(v)) def config(self, **kwargs): """ Set configuration for a particular Peeker. """ # Configure trace instance. self.trace.config(**kwargs) # Remaining keyword args. for k, v in kwargs.items(): if isinstance(v, dict): setattr(self, k, copy(getattr(self, k, {}))) getattr(self, k).update(v) else: setattr(self, k, copy(v)) @classmethod def clear(cls): """Clear the global list of Peekers.""" cls.peekers = dict() cls.unit_time = None @classmethod def clear_traces(cls): """Clear waveform samples from the global list of Peekers.""" for p in cls.peekers.values(): p.trace.clear() cls.unit_time = None @classmethod def start_time(cls): """Return the time of the first signal transition captured by the peekers.""" return min((p.trace.start_time() for p in cls.peekers)) @classmethod def stop_time(cls): """Return the time of the last signal transition captured by the peekers.""" return max((p.trace.stop_time() for p in cls.peekers)) @classmethod def _clean_names(cls): """ Remove indices from non-repeated peeker names that don't need them. When created, all peekers get an index appended to their name to disambiguate any repeated names. If the name isn't actually repeated, then the index is removed. """ index_re = "\[\d+\]$" for name, peeker in list(cls.peekers.items()): if not peeker.name_dup: # Base name is not repeated, so remove any index. new_name = re.sub(index_re, "", name) if new_name != name: # Index got removed so name changed. Therefore, # remove the original entry and replace with # the renamed Peeker. cls.peekers.pop(name) peeker.trace.name = new_name cls.peekers[new_name] = peeker @classmethod def to_dataframe(cls, *names, **kwargs): """ Convert traces stored in peekers into a Pandas DataFrame of times and trace values. Args: *names: A list of strings containing the names for the Peekers that will be processed. A string may contain multiple, space-separated names. Keywords Args: start_time: The earliest (left-most) time bound for the traces. stop_time: The latest (right-most) time bound for the traces. step: Set the time increment for filling in between sample times. If 0, then don't fill in between sample times. Returns: A DataFrame with the columns for the named traces and time as the index. """ cls._clean_names() if names: # Go through the provided names and split any containing spaces # into individual names. names = [nm for name in names for nm in name.split()] else: # If no names provided, use all the peekers. names = _sort_names(cls.peekers.keys()) # Collect all the traces for the Peekers matching the names. traces = [getattr(cls.peekers.get(name), "trace", None) for name in names] return traces_to_dataframe(*traces, **kwargs) @classmethod def to_table_data(cls, *names, **kwargs): """ Convert traces stored in peekers into a list of times and trace values. Args: *names: A list of strings containing the names for the Peekers that will be processed. A string may contain multiple, space-separated names. Keywords Args: start_time: The earliest (left-most) time bound for the traces. stop_time: The latest (right-most) time bound for the traces. step: Set the time increment for filling in between sample times. If 0, then don't fill in between sample times. Returns: List of lists containing the time and the value of each trace at that time. """ cls._clean_names() if names: # Go through the provided names and split any containing spaces # into individual names. names = [nm for name in names for nm in name.split()] else: # If no names provided, use all the peekers. names = _sort_names(cls.peekers.keys()) # Collect all the traces for the Peekers matching the names. traces = [getattr(cls.peekers.get(name), "trace", None) for name in names] return traces_to_table_data(*traces, **kwargs) @classmethod def to_table(cls, *names, **kwargs): format = kwargs.pop("format", "simple") table_data, headers = cls.to_table_data(*names, **kwargs) return tabulate(tabular_data=table_data, headers=headers, tablefmt=format) @classmethod def to_text_table(cls, *names, **kwargs): if "format" not in kwargs: kwargs["format"] = "simple" print(cls.to_table(*names, **kwargs)) @classmethod def to_html_table(cls, *names, **kwargs): kwargs["format"] = "html" tbl_html = cls.to_table(*names, **kwargs) # Generate the HTML from the JSON. DISP.display_html(DISP.HTML(tbl_html)) @classmethod def get(cls, name): """Return the Peeker having the given name.""" cls._clean_names() return cls.peekers.get(name) @classmethod def get_traces(cls): """Return a list of all the traces in the available Peekers.""" traces = [getattr(p, "trace", None) for p in cls.peekers.values()] return [trc for trc in traces if trc is not None] @classmethod def to_matplotlib(cls, *names, **kwargs): """ Convert waveforms stored in peekers into a matplotlib plot. Args: *names: A list of strings containing the names for the Peekers that will be displayed. A string may contain multiple, space-separated names. Keywords Args: start_time: The earliest (left-most) time bound for the waveform display. stop_time: The latest (right-most) time bound for the waveform display. title: String containing the title placed across the top of the display. title_fmt (dict): https://matplotlib.org/3.2.1/api/text_api.html#matplotlib.text.Text caption: String containing the title placed across the bottom of the display. caption_fmt (dict): https://matplotlib.org/3.2.1/api/text_api.html#matplotlib.text.Text tick: If true, times are shown at the tick marks of the display. tock: If true, times are shown between the tick marks of the display. grid_fmt (dict): https://matplotlib.org/3.2.1/api/_as_gen/matplotlib.lines.Line2D.html#matplotlib.lines.Line2D time_fmt (dict): https://matplotlib.org/3.2.1/api/text_api.html#matplotlib.text.Text width: The width of the waveform display in inches. height: The height of the waveform display in inches. Returns: Figure and axes created by matplotlib.pyplot.subplots. """ cls._clean_names() if cls.unit_time is None: cls.unit_time = calc_unit_time(*cls.get_traces()) Trace.unit_time = cls.unit_time if names: # Go through the provided names and split any containing spaces # into individual names. names = [nm for name in names for nm in name.split()] else: # If no names provided, use all the peekers. names = _sort_names(cls.peekers.keys()) # Collect all the Peekers matching the names. peekers = [cls.get(name) for name in names] traces = [getattr(p, "trace", None) for p in peekers] return traces_to_matplotlib(*traces, **kwargs) @classmethod def to_wavejson(cls, *names, **kwargs): """ Convert waveforms stored in peekers into a WaveJSON data structure. Args: *names: A list of strings containing the names for the Peekers that will be displayed. A string may contain multiple, space-separated names. Keywords Args: start_time: The earliest (left-most) time bound for the waveform display. stop_time: The latest (right-most) time bound for the waveform display. title: String containing the title placed across the top of the display. caption: String containing the title placed across the bottom of the display. tick: If true, times are shown at the tick marks of the display. tock: If true, times are shown between the tick marks of the display. Returns: A dictionary with the JSON data for the waveforms. """ cls._clean_names() if cls.unit_time is None: cls.unit_time = calc_unit_time(*cls.get_traces()) Trace.unit_time = cls.unit_time if names: # Go through the provided names and split any containing spaces # into individual names. names = [nm for name in names for nm in name.split()] else: # If no names provided, use all the peekers. names = _sort_names(cls.peekers.keys()) # Collect all the Peekers matching the names. peekers = [cls.peekers.get(name) for name in names] traces = [getattr(p, "trace", None) for p in peekers] return traces_to_wavejson(*traces, **kwargs) @classmethod def to_wavedrom(cls, *names, **kwargs): """ Display waveforms stored in peekers in Jupyter notebook. Args: *names: A list of strings containing the names for the Peekers that will be displayed. A string may contain multiple, space-separated names. Keywords Args: start_time: The earliest (left-most) time bound for the waveform display. stop_time: The latest (right-most) time bound for the waveform display. title: String containing the title placed across the top of the display. caption: String containing the title placed across the bottom of the display. tick: If true, times are shown at the tick marks of the display. tock: If true, times are shown between the tick marks of the display. width: The width of the waveform display in pixels. skin: Selects the set of graphic elements used to create waveforms. Returns: Nothing. """ # Handle keyword args explicitly for Python 2 compatibility. width = kwargs.get("width") skin = kwargs.get("skin", "default") if cls.USE_JUPYTER: # Used with older Jupyter notebooks. wavejson_to_wavedrom( cls.to_wavejson(*names, **kwargs), width=width, skin=skin ) else: # Supports the new Jupyter Lab. return nbwavedrom.draw(cls.to_wavejson(*names, **kwargs)) def delay(self, delta): """Return the trace data shifted in time by delta units.""" return self.trace.delay(delta) def binarize(self): """Return trace of sample values set to 1 (if true) or 0 (if false).""" return self.trace.binarize() def __eq__(self, pkr): return self.trace == pkr def __ne__(self, pkr): return self.trace != pkr def __le__(self, pkr): return self.trace <= pkr def __ge__(self, pkr): return self.trace >= pkr def __lt__(self, pkr): return self.trace < pkr def __gt__(self, pkr): return self.trace > pkr def __add__(self, pkr): return self.trace + pkr def __sub__(self, pkr): return self.trace - pkr def __mul__(self, pkr): return self.trace * pkr def __floordiv__(self, pkr): return self.trace // pkr def __truediv__(self, pkr): return self.trace / pkr def __mod__(self, pkr): return self.trace % pkr def __lshift__(self, pkr): return self.trace << pkr def __rshift__(self, pkr): return self.trace >> pkr def __and__(self, pkr): return self.trace & pkr def __or__(self, pkr): return self.trace | pkr def __xor__(self, pkr): return self.trace ^ pkr def __pow__(self, pkr): return self.trace ** pkr def __pos__(self): return +self.trace def __neg__(self): return -self.trace def __not__(self): return not self.trace def __inv__(self): return ~self.trace def __abs__(self): return abs(self.trace) def trig_times(self): """Return list of times trace value is true (non-zero).""" return self.trace.trig_times() def _sort_names(names): """ Sort peeker names by index and alphabetically. For example, the peeker names would be sorted as a[0], b[0], a[1], b[1], ... """ def index_key(lbl): """Index sorting.""" m = re.match(".*\[(\d+)\]$", lbl) # Get the bracketed index. if m: return int(m.group(1)) # Return the index as an integer. return -1 # No index found so it comes before everything else. def name_key(lbl): """Name sorting.""" m = re.match("^([^\[]+)", lbl) # Get name preceding bracketed index. if m: return m.group(1) # Return name. return "" # No name found. srt_names = sorted(names, key=name_key) srt_names = sorted(srt_names, key=index_key) return srt_names
mit
lizardsystem/lizard-kml
lizard_kml/jarkus/nourishmentplot.py
1
25472
# -*- coding: utf-8 -*- import logging import numpy as np import matplotlib.pyplot as plt import matplotlib.dates import matplotlib.gridspec logger = logging.getLogger(__name__) # simplify for colors typemap = { '': 'strand', 'strandsuppletie': 'strand', 'dijkverzwaring': 'duin', 'strandsuppletie banket': 'strand', 'duinverzwaring': 'duin', 'strandsuppletie+vooroever': 'overig', 'Duinverzwaring': 'duin', 'duin': 'duin', 'duinverzwaring en strandsuppleti': 'duin', 'vooroever': 'vooroever', 'zeewaartse duinverzwaring': 'duin', 'banket': 'strand', 'geulwand': 'geulwand', 'anders': 'overig', 'landwaartse duinverzwaring': 'duin', 'depot': 'overig', 'vooroeversuppletie': 'vooroever', 'onderwatersuppletie': 'vooroever', 'geulwandsuppletie': 'geulwand' } beachcolors = { 'duin': 'peru', 'strand': 'khaki', 'vooroever': 'aquamarine', 'geulwand': 'lightseagreen', 'overig': 'grey' } def is_not_empty(array): """ Test whether an numpy array is not empty. True if empty, False if not. """ return (not np.isnan(array).all()) def is_empty(array): """ Test whether an numpy array is empty. True if empty, False if not. """ return np.isnan(array).all() def combinedplot(dfs, figsize=None): """Create a combined plot of the coastal data""" if figsize is None: figsize = (8, 9) shorelinedf = dfs['shorelinedf'] transectdf = dfs['transectdf'] nourishmentdf = dfs['nourishmentdf'] mkldf = dfs['mkldf'] bkldf = dfs['bkldf'] bwdf = dfs['bwdf'] dfdf = dfs['dfdf'] dunefaildf = dfs['dunefaildf'] transect = transectdf['transect'].irow(0) areaname = transectdf['areaname'].irow(0) # Plot the results. fig = plt.figure(figsize=figsize) # We define a grid of 5 areas gs = matplotlib.gridspec.GridSpec(5, 1, height_ratios=[5, 2, 2, 2, 2], left=0.08, right=0.76, top=0.96, bottom=0.04) gs.update(hspace=0.1) # Some common style properties, also store they style information file for # ggplot style in the directory where the script is. props = dict(linewidth=1, alpha=0.7, markeredgewidth=0, markersize=8, linestyle='-', marker='.') date2num = matplotlib.dates.date2num #Figuur 1: momentane kustlijn / te toetsenkustlijn / basiskustlijn, # oftewel onderstaand tweede figuur. Bij voorkeur wel in het Nederlands en # volgens mij klopt de tekst bij de as nu niet (afstand tot RSP (meters)) # The first axis contains the coastal indicators related to volume # Create the axis, based on the gridspec ax1 = fig.add_subplot(gs[0]) # Set the main title ax1.set_title('Indicatoren van de toestand van de kust transect %d (%s)' % (transect, str(areaname).strip())) # Plot the three lines if (is_empty(mkldf['momentary_coastline']) and is_empty(bkldf['basal_coastline']) and is_empty(bkldf['testing_coastline']) ): # Hack: set first value to 0.0, to make sure the share x-axis is # generated properly for the other axes. len_basal_coastline = len(bkldf['basal_coastline']) if len_basal_coastline > 0: # set last element to 0.0 bkldf['basal_coastline'][len_basal_coastline-1] = 0.0 ax1.plot(date2num(mkldf['time_MKL']), mkldf['momentary_coastline'], label='momentane kustlijn', **props) ax1.plot(date2num(bkldf['time']), bkldf['basal_coastline'], label='basiskustlijn', **props) ax1.plot(date2num(bkldf['time']), bkldf['testing_coastline'], label='te toetsenkustlijn', **props) # Plot the legend. This uses the label ax1.legend(bbox_to_anchor=(1.01, 1), loc=2, borderaxespad=0.) # Hide the ticks for this axis (can't use set_visible on xaxis because it # is shared) try: for label in ax1.xaxis.get_ticklabels(): label.set_visible(False) except ValueError: # No date set on axes, because of no data. No worries... pass # set y-label no matter what ax1.set_ylabel('Afstand [m]') # Figuur 2: duinvoet / hoogwater / laagwater, vanaf (ongeveer) 1848 voor # raai om de kilometer. Voor andere raaien vanaf 1965 (Jarkus) ax2 = fig.add_subplot(gs[1], sharex=ax1) if (is_not_empty(dfdf['dune_foot_upperMKL_cross']) or is_not_empty(dfdf['dune_foot_threeNAP_cross']) or is_not_empty(shorelinedf['mean_high_water']) or is_not_empty(shorelinedf['mean_low_water']) ): ax2.plot(date2num(shorelinedf['time']), shorelinedf['mean_low_water'], label='Laagwater positie', **props) ax2.plot(date2num(shorelinedf['time']), shorelinedf['mean_high_water'], label='Hoogwater positie', **props) ax2.plot(date2num(dfdf['time']), dfdf['dune_foot_upperMKL_cross'], label='Duinvoet (BKL-schijf)', **props) ax2.plot(date2num(dfdf['time']), dfdf['dune_foot_threeNAP_cross'], label='Duinvoet (NAP+3m)', **props) ax2.legend(bbox_to_anchor=(1.01, 1), loc=2, borderaxespad=0.) # Only show up to 5 major ticks on y-axis. ax2.yaxis.set_major_locator(matplotlib.ticker.MaxNLocator(5)) # Again remove the xaxis labels try: for label in ax2.xaxis.get_ticklabels(): label.set_visible(False) except ValueError: # No dates no problem pass # show y-label no matter what ax2.set_ylabel('Afstand [m]') # Figuur 3 strandbreedte bij hoogwater / strandbreedte bij laagwater (ook # vanaf ongeveer 1848 voor raai om de kilometer, voor andere raaien vanaf # 1965 ) # Create another axis for the width and position parameters # Share the x axis with axes ax1 ax3 = fig.add_subplot(gs[2], sharex=ax1) # Plot the 3 lines if (is_not_empty(bwdf['beach_width_at_MHW']) or is_not_empty(bwdf['beach_width_at_MLW'])): # !!! fill_between does not work with a datetime x (first element); # leaving as is for now # ax3.fill_between(np.asarray(bwdf['time']), # np.asarray(bwdf['beach_width_at_MLW']), # np.asarray(bwdf['beach_width_at_MHW']), # alpha=0.3, # color='black') ax3.plot(date2num(bwdf['time']), bwdf['beach_width_at_MLW'], label='strandbreedte MLW', **props) ax3.plot(date2num(bwdf['time']), bwdf['beach_width_at_MHW'], label='strandbreedte MHW', **props) # Only show 5 major ticks on y-axis ax3.yaxis.set_major_locator(matplotlib.ticker.MaxNLocator(5)) ax3.yaxis.grid(False) # Again remove the xaxis labels try: for label in ax3.xaxis.get_ticklabels(): label.set_visible(False) except ValueError: # No dates no problem pass # Place the legend ax3.legend(bbox_to_anchor=(1.01, 1), loc=2, borderaxespad=0.) # Dune foot is position but relative to RSP, so we can call it a width # show y-label no matter what ax3.set_ylabel('Breedte [m]') # Figuur 4 uitgevoerde suppleties, tekst bij de as bij voorkeur # Volume (m3/m) # Create the third axes, again sharing the x-axis ax4 = fig.add_subplot(gs[3], sharex=ax1) # Loop over eadge row, because we need to look up colors (bit of a hack) if len(nourishmentdf) > 0: # We need to store labels and a "proxy artist". proxies = [] labels = [] for i, row in nourishmentdf.iterrows(): # Look up the color based on the type of nourishment try: color = beachcolors[typemap[row['type'].strip()]] except KeyError, e: logger.error("undefined beachcolor type: %s" % e) color = beachcolors['overig'] # Strip spaces label = row['type'].strip() if label == 'onderwatersuppletie': # rename this label label = 'vooroeversuppletie' # Common properties ax4_props = dict(alpha=0.7, linewidth=2) # Plot a bar per nourishment ax4.fill_betweenx([0, row['volm']], date2num(row['beg_date']), date2num(row['end_date']), edgecolor=color, color=color, **ax4_props) if label not in labels: # Fill_between's are not added with labels. # So we'll create a proxy artist (a non plotted rectangle, with # the same color) # http://matplotlib.org/users/legend_guide.html proxy = matplotlib.patches.Rectangle((0, 0), 1, 1, facecolor=color, **ax4_props) proxy.set_label(label) proxies.append(proxy) labels.append(label) # Only show 5 major ticks on y-axis ax4.yaxis.set_major_locator(matplotlib.ticker.MaxNLocator(5)) ax4.yaxis.grid(False) # Place the legend ax4.legend(proxies, labels, bbox_to_anchor=(1.01, 1), loc=2, borderaxespad=0.) # Again remove the xaxis labels try: for label in ax4.xaxis.get_ticklabels(): label.set_visible(False) except ValueError: # No dates no problem pass # show y-label anyway ax4.set_ylabel('Volume [m3/m]') # Figuur 5 Faalkans eerste duinrij (laatste figuur onderaan) # Sharing the x-axis ax5 = fig.add_subplot(gs[4], sharex=ax1) if is_not_empty(dunefaildf['probability_failure']): ax5.plot(date2num(dunefaildf['time']), dunefaildf['probability_failure'], label='faalkans 1e duinrij', **props) # This one we want to see ax5.xaxis.set_visible(True) ax5.yaxis.set_major_locator(matplotlib.ticker.MaxNLocator(5)) ax5.yaxis.grid(False) ax5.set_yscale('log') # Now we plot the proxies with corresponding legends. ax5.legend(bbox_to_anchor=(1.01, 0), loc=3, borderaxespad=0.) ax5.set_xlabel('Tijd [jaren]') xlim = ax5.get_xlim() N = int(np.floor(np.diff(xlim) / 365 / 5)) if N > 10: N = 10 xaxis_locator = matplotlib.ticker.MaxNLocator(N) ax5.xaxis.set_major_locator(xaxis_locator) ax5.xaxis.set_major_formatter(matplotlib.dates.DateFormatter('%Y')) # show y-label no matter what ax5.set_ylabel('Kans [1/jr]') return fig def all_else_fails_plot(dfs, figsize=None): """All else fails plot. Lots of checks are put in place already. Sometimes though, combined plot generation may result in a matplotlib.dates ValueError: ordinal must be >= 1. To show a figure anyway, this figure is shown. """ if figsize is None: figsize = (7, 9) transectdf = dfs['transectdf'] transect = transectdf['transect'].irow(0) areaname = transectdf['areaname'].irow(0) fig = plt.figure(figsize=figsize) gs = matplotlib.gridspec.GridSpec(1, 1) gs.update(hspace=0.1) ax = fig.add_subplot(gs[0]) ax.set_title('Onvoldoende data voor transect %d (%s) grafieken' % (transect, str(areaname).strip())) return fig def test_plot_ax1(dfs): shorelinedf = dfs['shorelinedf'] transectdf = dfs['transectdf'] nourishmentdf = dfs['nourishmentdf'] mkldf = dfs['mkldf'] bkldf = dfs['bkldf'] bwdf = dfs['bwdf'] dfdf = dfs['dfdf'] dunefaildf = dfs['dunefaildf'] transect = transectdf['transect'].irow(0) areaname = transectdf['areaname'].irow(0) # Plot the results. fig = plt.figure(figsize=(7, 9)) # Some common style properties, also store they style information file for # ggplot style in the directory where the script is. props = dict(linewidth=1, alpha=0.7, markeredgewidth=0, markersize=8, linestyle='-', marker='.') #Figuur 1: momentane kustlijn / te toetsenkustlijn / basiskustlijn, # oftewel onderstaand tweede figuur. Bij voorkeur wel in het Nederlands en # volgens mij klopt de tekst bij de as nu niet (afstand tot RSP (meters)) # The first axis contains the coastal indicators related to volume # Create the axis, based on the gridspec ax1 = fig.add_subplot(111) # Set the main title ax1.set_title('Indicatoren van de toestand van de kust\ntransect %d (%s)' % (transect, str(areaname).strip())) # Plot the three lines if there's at least one non-empty array if is_not_empty(mkldf['momentary_coastline']) or \ is_not_empty(bkldf['basal_coastline']) or \ is_not_empty(bkldf['testing_coastline']): date2num = matplotlib.dates.date2num ax1.plot(date2num(mkldf['time_MKL']), mkldf['momentary_coastline'], label='momentane kustlijn', **props) ax1.plot(date2num(bkldf['time']), bkldf['basal_coastline'], label='basiskustlijn', **props) ax1.plot(date2num(bkldf['time']), bkldf['testing_coastline'], label='te toetsenkustlijn', **props) # Plot the legend. This uses the label ax1.legend(loc='upper left') # Hide the ticks for this axis (can't use set_visible on xaxis because it # is shared) try: for label in ax1.xaxis.get_ticklabels(): label.set_visible(False) except ValueError: # No date set on axes, because of no data. No worries... pass # Show the y axis label ax1.set_ylabel('Afstand [m]') return fig def test_plot_ax2(dfs): shorelinedf = dfs['shorelinedf'] transectdf = dfs['transectdf'] nourishmentdf = dfs['nourishmentdf'] mkldf = dfs['mkldf'] bkldf = dfs['bkldf'] bwdf = dfs['bwdf'] dfdf = dfs['dfdf'] dunefaildf = dfs['dunefaildf'] transect = transectdf['transect'].irow(0) areaname = transectdf['areaname'].irow(0) # Plot the results. fig = plt.figure(figsize=(7, 9)) # Some common style properties, also store they style information file for # ggplot style in the directory where the script is. props = dict(linewidth=1, alpha=0.7, markeredgewidth=0, markersize=8, linestyle='-', marker='.') date2num = matplotlib.dates.date2num # Figuur 2: duinvoet / hoogwater / laagwater, vanaf (ongeveer) 1848 voor # raai om de kilometer. Voor andere raaien vanaf 1965 (Jarkus) ax2 = fig.add_subplot(111) # Plot the four lines if at least is non-empty (= not all NaNs) if (is_not_empty(dfdf['dune_foot_upperMKL_cross']) or is_not_empty(dfdf['dune_foot_threeNAP_cross']) or is_not_empty(shorelinedf['mean_high_water']) or is_not_empty(shorelinedf['mean_low_water']) ): ax2.plot(date2num(dfdf['time']), dfdf['dune_foot_upperMKL_cross'], label='Duinvoet (BKL-schijf)', **props) ax2.plot(date2num(dfdf['time']), dfdf['dune_foot_threeNAP_cross'], label='Duinvoet (NAP+3 meter)', **props) ax2.plot(date2num(shorelinedf['time']), shorelinedf['mean_high_water'], label='Hoogwater positie', **props) ax2.plot(date2num(shorelinedf['time']), shorelinedf['mean_low_water'], label='Laagwater positie', **props) leg = ax2.legend(loc='best') leg.get_frame().set_alpha(0.7) # Look up the location of the tick labels, because we're removing all but # the first and last. locs = [ax2.yaxis.get_ticklocs()[0], ax2.yaxis.get_ticklocs()[-1]] # We don't want too much cluttering ax2.yaxis.set_ticks(locs) # Again remove the xaxis labels try: for label in ax2.xaxis.get_ticklabels(): label.set_visible(False) except ValueError: # No dates no problem pass ax2.set_ylabel('Afstand [m]') return fig def test_plot_ax3(dfs): shorelinedf = dfs['shorelinedf'] transectdf = dfs['transectdf'] nourishmentdf = dfs['nourishmentdf'] mkldf = dfs['mkldf'] bkldf = dfs['bkldf'] bwdf = dfs['bwdf'] dfdf = dfs['dfdf'] dunefaildf = dfs['dunefaildf'] transect = transectdf['transect'].irow(0) areaname = transectdf['areaname'].irow(0) # Plot the results. fig = plt.figure(figsize=(7, 9)) # Some common style properties, also store they style information file for # ggplot style in the directory where the script is. props = dict(linewidth=1, alpha=0.7, markeredgewidth=0, markersize=8, linestyle='-', marker='.') date2num = matplotlib.dates.date2num # Figuur 3 strandbreedte bij hoogwater / strandbreedte bij laagwater (ook # vanaf ongeveer 1848 voor raai om de kilometer, voor andere raaien vanaf # 1965 ) # Create another axis for the width and position parameters # Share the x axis with axes ax1 ax3 = fig.add_subplot(111) # Plot the 3 lines # !!! fill_between does not work with a datetime x (first element); # leaving as is for now # ax3.fill_between(np.asarray(bwdf['time']), # np.asarray(bwdf['beach_width_at_MLW']), # np.asarray(bwdf['beach_width_at_MHW']), # alpha=0.3, # color='black') if (is_not_empty(bwdf['beach_width_at_MHW']) or is_not_empty(bwdf['beach_width_at_MLW'])): ax3.plot(bwdf['time'], bwdf['beach_width_at_MHW'], label='strandbreedte MHW', **props) ax3.plot(bwdf['time'], bwdf['beach_width_at_MLW'], label='strandbreedte MLW', **props) # ax3.plot(date2num(dfdf['time']), dfdf['dune_foot_upperMKL_cross'], # label='Duinvoet (BKL-schijf)', **props) # Dune foot is position but relative to RSP, so we can call it a width # Look up the location of the tick labels, because we're removing all but # the first and last. locs = [ax3.yaxis.get_ticklocs()[0], ax3.yaxis.get_ticklocs()[-1]] # We don't want too much cluttering ax3.yaxis.set_ticks(locs) ax3.yaxis.grid(False) # Again remove the xaxis labels try: for label in ax3.xaxis.get_ticklabels(): label.set_visible(False) except ValueError: # No dates no problem pass # Place the legend ax3.legend(loc='upper left') ax3.set_ylabel('Breedte [m]') return fig def test_plot_ax4(dfs): shorelinedf = dfs['shorelinedf'] transectdf = dfs['transectdf'] nourishmentdf = dfs['nourishmentdf'] mkldf = dfs['mkldf'] bkldf = dfs['bkldf'] bwdf = dfs['bwdf'] dfdf = dfs['dfdf'] dunefaildf = dfs['dunefaildf'] transect = transectdf['transect'].irow(0) areaname = transectdf['areaname'].irow(0) # Plot the results. fig = plt.figure(figsize=(7, 9)) # Some common style properties, also store they style information file for # ggplot style in the directory where the script is. props = dict(linewidth=1, alpha=0.7, markeredgewidth=0, markersize=8, linestyle='-', marker='.') # Figuur 4 uitgevoerde suppleties, tekst bij de as bij voorkeur # Volume (m3/m) # Create the third axes, again sharing the x-axis ax4 = fig.add_subplot(111) date2num = matplotlib.dates.date2num # We need to store labels and a "proxy artist". proxies = [] labels = [] # Loop over eadge row, because we need to look up colors (bit of a hack) for i, row in nourishmentdf.iterrows(): # Look up the color based on the type of nourishment color = beachcolors[typemap[row['type'].strip()]] # Strip spaces label = row['type'].strip() # Common properties ax4_props = dict(alpha=0.7, linewidth=2) # Plot a bar per nourishment ax4.fill_betweenx([0, row['volm']], date2num(row['beg_date']), date2num(row['end_date']), edgecolor=color, color=color, **ax4_props) if label not in labels: # Fill_between's are not added with labels. # So we'll create a proxy artist (a non plotted rectangle, with # the same color) # http://matplotlib.org/users/legend_guide.html proxy = matplotlib.patches.Rectangle((0, 0), 1, 1, facecolor=color, **ax4_props) proxy.set_label(label) proxies.append(proxy) labels.append(label) # Only use first and last tick label locs = [ax4.yaxis.get_ticklocs()[0], ax4.yaxis.get_ticklocs()[-1]] ax4.yaxis.set_ticks(locs) ax4.yaxis.grid(False) ax4.set_ylabel('Volume [m3/m]') # Again remove the xaxis labels try: for label in ax4.xaxis.get_ticklabels(): label.set_visible(False) except ValueError: # No dates no problem pass # Place the legend ax4.legend(proxies, labels, loc='upper left') return fig def test_plot_ax5(dfs): shorelinedf = dfs['shorelinedf'] transectdf = dfs['transectdf'] nourishmentdf = dfs['nourishmentdf'] mkldf = dfs['mkldf'] bkldf = dfs['bkldf'] bwdf = dfs['bwdf'] dfdf = dfs['dfdf'] dunefaildf = dfs['dunefaildf'] transect = transectdf['transect'].irow(0) areaname = transectdf['areaname'].irow(0) # Plot the results. fig = plt.figure(figsize=(7, 9)) # Some common style properties, also store they style information file for # ggplot style in the directory where the script is. props = dict(linewidth=1, alpha=0.7, markeredgewidth=0, markersize=8, linestyle='-', marker='.') date2num = matplotlib.dates.date2num # Figuur 5 Faalkans eerste duinrij (laatste figuur onderaan) # Sharing the x-axis ax5 = fig.add_subplot(111) if is_not_empty(dunefaildf['probability_failure']): ax5.plot(date2num(dunefaildf['time']), dunefaildf['probability_failure'], label='faalkans eerste duinrij', **props) # This one we want to see ax5.xaxis.set_visible(True) # Only use first and last tick label locs = [ax5.yaxis.get_ticklocs()[0], ax5.yaxis.get_ticklocs()[-1]] ax5.yaxis.set_ticks(locs) ax5.yaxis.grid(False) ax5.set_yscale('log') ax5.set_xlabel('Tijd [jaren]') # Show dates at decenia locator = matplotlib.dates.YearLocator(base=25) ax5.xaxis.set_major_locator(locator) ax5.xaxis.set_major_formatter(matplotlib.dates.DateFormatter('%Y')) # Now we plot the proxies with corresponding legends. ax5.legend(loc='best') ax5.set_ylabel('Kans [1/jr]') return fig if __name__ == '__main__': print ( 'Be sure to run using [buildout_dir]/bin/python if you want' ' to test using the same libraries as the site' ) try: from lizard_kml.jarkus.matplotlib_settings import \ set_matplotlib_defaults except ImportError: # import locally anyway from matplotlib_settings import set_matplotlib_defaults set_matplotlib_defaults() try: from lizard_kml.jarkus.nc_models import makedfs except ImportError: # import locally anyway from nc_models import makedfs transects = [ 7005000, # working 7005475, # no data for ax3 and ax4 figure (returns all-else-fails) 9010047, # has very few data (should also work) 8008100, ] for transect in transects: dfs = makedfs(transect) try: fig1 = test_plot_ax1(dfs) fig1.savefig('nourishment-%s-ax1.png' % transect) except ValueError, e: print "ERROR - axis 1 for %s fails: %s" % (transect, e) try: fig2 = test_plot_ax2(dfs) fig2.savefig('nourishment-%s-ax2.png' % transect) except ValueError, e: print "ERROR - axis 2 for %s fails: %s" % (transect, e) try: fig3 = test_plot_ax3(dfs) fig3.savefig('nourishment-%s-ax3.png' % transect) except ValueError, e: print "ERROR - axis 3 for %s fails: %s" % (transect, e) try: fig4 = test_plot_ax4(dfs) fig4.savefig('nourishment-%s-ax4.png' % transect) except ValueError, e: print "ERROR - axis 4 for %s fails: %s" % (transect, e) try: fig5 = test_plot_ax5(dfs) fig5.savefig('nourishment-%s-ax5.png' % transect) except ValueError, e: print "ERROR - axis 5 for %s fails: %s" % (transect, e) try: fig_comb = combinedplot(dfs) fig_comb.savefig('nourishment-%s-combined.png' % transect) except ValueError, e: print("ERROR - combined for %s fails: %s. Saving 'all-else-fails'" " (aef) plot." % (transect, e)) all_else_fails_fig = all_else_fails_plot(dfs) all_else_fails_fig.savefig('nourishment-%s-aef.png' % transect)
gpl-3.0
karstenw/nodebox-pyobjc
examples/Extended Application/matplotlib/examples/units/units_scatter.py
1
1573
""" ============= Unit handling ============= The example below shows support for unit conversions over masked arrays. .. only:: builder_html This example requires :download:`basic_units.py <basic_units.py>` """ import numpy as np import matplotlib.pyplot as plt from basic_units import secs, hertz, minutes # nodebox section if __name__ == '__builtin__': # were in nodebox import os import tempfile W = 800 inset = 20 size(W, 600) plt.cla() plt.clf() plt.close('all') def tempimage(): fob = tempfile.NamedTemporaryFile(mode='w+b', suffix='.png', delete=False) fname = fob.name fob.close() return fname imgx = 20 imgy = 0 def pltshow(plt, dpi=300): global imgx, imgy temppath = tempimage() plt.savefig(temppath, dpi=dpi) dx,dy = imagesize(temppath) w = min(W,dx) image(temppath,imgx,imgy,width=w) imgy = imgy + dy + 20 os.remove(temppath) size(W, HEIGHT+dy+40) else: def pltshow(mplpyplot): mplpyplot.show() # nodebox section end # create masked array data = (1, 2, 3, 4, 5, 6, 7, 8) mask = (1, 0, 1, 0, 0, 0, 1, 0) xsecs = secs * np.ma.MaskedArray(data, mask, float) fig, (ax1, ax2, ax3) = plt.subplots(nrows=3, sharex=True) ax1.scatter(xsecs, xsecs) ax1.yaxis.set_units(secs) ax1.axis([0, 10, 0, 10]) ax2.scatter(xsecs, xsecs, yunits=hertz) ax2.axis([0, 10, 0, 1]) ax3.scatter(xsecs, xsecs, yunits=hertz) ax3.yaxis.set_units(minutes) ax3.axis([0, 10, 0, 1]) fig.tight_layout() pltshow(plt)
mit
xiaoxiamii/scikit-learn
sklearn/linear_model/tests/test_omp.py
272
7752
# Author: Vlad Niculae # Licence: BSD 3 clause import numpy as np from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_true from sklearn.utils.testing import assert_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.linear_model import (orthogonal_mp, orthogonal_mp_gram, OrthogonalMatchingPursuit, OrthogonalMatchingPursuitCV, LinearRegression) from sklearn.utils import check_random_state from sklearn.datasets import make_sparse_coded_signal n_samples, n_features, n_nonzero_coefs, n_targets = 20, 30, 5, 3 y, X, gamma = make_sparse_coded_signal(n_targets, n_features, n_samples, n_nonzero_coefs, random_state=0) G, Xy = np.dot(X.T, X), np.dot(X.T, y) # this makes X (n_samples, n_features) # and y (n_samples, 3) def test_correct_shapes(): assert_equal(orthogonal_mp(X, y[:, 0], n_nonzero_coefs=5).shape, (n_features,)) assert_equal(orthogonal_mp(X, y, n_nonzero_coefs=5).shape, (n_features, 3)) def test_correct_shapes_gram(): assert_equal(orthogonal_mp_gram(G, Xy[:, 0], n_nonzero_coefs=5).shape, (n_features,)) assert_equal(orthogonal_mp_gram(G, Xy, n_nonzero_coefs=5).shape, (n_features, 3)) def test_n_nonzero_coefs(): assert_true(np.count_nonzero(orthogonal_mp(X, y[:, 0], n_nonzero_coefs=5)) <= 5) assert_true(np.count_nonzero(orthogonal_mp(X, y[:, 0], n_nonzero_coefs=5, precompute=True)) <= 5) def test_tol(): tol = 0.5 gamma = orthogonal_mp(X, y[:, 0], tol=tol) gamma_gram = orthogonal_mp(X, y[:, 0], tol=tol, precompute=True) assert_true(np.sum((y[:, 0] - np.dot(X, gamma)) ** 2) <= tol) assert_true(np.sum((y[:, 0] - np.dot(X, gamma_gram)) ** 2) <= tol) def test_with_without_gram(): assert_array_almost_equal( orthogonal_mp(X, y, n_nonzero_coefs=5), orthogonal_mp(X, y, n_nonzero_coefs=5, precompute=True)) def test_with_without_gram_tol(): assert_array_almost_equal( orthogonal_mp(X, y, tol=1.), orthogonal_mp(X, y, tol=1., precompute=True)) def test_unreachable_accuracy(): assert_array_almost_equal( orthogonal_mp(X, y, tol=0), orthogonal_mp(X, y, n_nonzero_coefs=n_features)) assert_array_almost_equal( assert_warns(RuntimeWarning, orthogonal_mp, X, y, tol=0, precompute=True), orthogonal_mp(X, y, precompute=True, n_nonzero_coefs=n_features)) def test_bad_input(): assert_raises(ValueError, orthogonal_mp, X, y, tol=-1) assert_raises(ValueError, orthogonal_mp, X, y, n_nonzero_coefs=-1) assert_raises(ValueError, orthogonal_mp, X, y, n_nonzero_coefs=n_features + 1) assert_raises(ValueError, orthogonal_mp_gram, G, Xy, tol=-1) assert_raises(ValueError, orthogonal_mp_gram, G, Xy, n_nonzero_coefs=-1) assert_raises(ValueError, orthogonal_mp_gram, G, Xy, n_nonzero_coefs=n_features + 1) def test_perfect_signal_recovery(): idx, = gamma[:, 0].nonzero() gamma_rec = orthogonal_mp(X, y[:, 0], 5) gamma_gram = orthogonal_mp_gram(G, Xy[:, 0], 5) assert_array_equal(idx, np.flatnonzero(gamma_rec)) assert_array_equal(idx, np.flatnonzero(gamma_gram)) assert_array_almost_equal(gamma[:, 0], gamma_rec, decimal=2) assert_array_almost_equal(gamma[:, 0], gamma_gram, decimal=2) def test_estimator(): omp = OrthogonalMatchingPursuit(n_nonzero_coefs=n_nonzero_coefs) omp.fit(X, y[:, 0]) assert_equal(omp.coef_.shape, (n_features,)) assert_equal(omp.intercept_.shape, ()) assert_true(np.count_nonzero(omp.coef_) <= n_nonzero_coefs) omp.fit(X, y) assert_equal(omp.coef_.shape, (n_targets, n_features)) assert_equal(omp.intercept_.shape, (n_targets,)) assert_true(np.count_nonzero(omp.coef_) <= n_targets * n_nonzero_coefs) omp.set_params(fit_intercept=False, normalize=False) omp.fit(X, y[:, 0]) assert_equal(omp.coef_.shape, (n_features,)) assert_equal(omp.intercept_, 0) assert_true(np.count_nonzero(omp.coef_) <= n_nonzero_coefs) omp.fit(X, y) assert_equal(omp.coef_.shape, (n_targets, n_features)) assert_equal(omp.intercept_, 0) assert_true(np.count_nonzero(omp.coef_) <= n_targets * n_nonzero_coefs) def test_identical_regressors(): newX = X.copy() newX[:, 1] = newX[:, 0] gamma = np.zeros(n_features) gamma[0] = gamma[1] = 1. newy = np.dot(newX, gamma) assert_warns(RuntimeWarning, orthogonal_mp, newX, newy, 2) def test_swapped_regressors(): gamma = np.zeros(n_features) # X[:, 21] should be selected first, then X[:, 0] selected second, # which will take X[:, 21]'s place in case the algorithm does # column swapping for optimization (which is the case at the moment) gamma[21] = 1.0 gamma[0] = 0.5 new_y = np.dot(X, gamma) new_Xy = np.dot(X.T, new_y) gamma_hat = orthogonal_mp(X, new_y, 2) gamma_hat_gram = orthogonal_mp_gram(G, new_Xy, 2) assert_array_equal(np.flatnonzero(gamma_hat), [0, 21]) assert_array_equal(np.flatnonzero(gamma_hat_gram), [0, 21]) def test_no_atoms(): y_empty = np.zeros_like(y) Xy_empty = np.dot(X.T, y_empty) gamma_empty = ignore_warnings(orthogonal_mp)(X, y_empty, 1) gamma_empty_gram = ignore_warnings(orthogonal_mp)(G, Xy_empty, 1) assert_equal(np.all(gamma_empty == 0), True) assert_equal(np.all(gamma_empty_gram == 0), True) def test_omp_path(): path = orthogonal_mp(X, y, n_nonzero_coefs=5, return_path=True) last = orthogonal_mp(X, y, n_nonzero_coefs=5, return_path=False) assert_equal(path.shape, (n_features, n_targets, 5)) assert_array_almost_equal(path[:, :, -1], last) path = orthogonal_mp_gram(G, Xy, n_nonzero_coefs=5, return_path=True) last = orthogonal_mp_gram(G, Xy, n_nonzero_coefs=5, return_path=False) assert_equal(path.shape, (n_features, n_targets, 5)) assert_array_almost_equal(path[:, :, -1], last) def test_omp_return_path_prop_with_gram(): path = orthogonal_mp(X, y, n_nonzero_coefs=5, return_path=True, precompute=True) last = orthogonal_mp(X, y, n_nonzero_coefs=5, return_path=False, precompute=True) assert_equal(path.shape, (n_features, n_targets, 5)) assert_array_almost_equal(path[:, :, -1], last) def test_omp_cv(): y_ = y[:, 0] gamma_ = gamma[:, 0] ompcv = OrthogonalMatchingPursuitCV(normalize=True, fit_intercept=False, max_iter=10, cv=5) ompcv.fit(X, y_) assert_equal(ompcv.n_nonzero_coefs_, n_nonzero_coefs) assert_array_almost_equal(ompcv.coef_, gamma_) omp = OrthogonalMatchingPursuit(normalize=True, fit_intercept=False, n_nonzero_coefs=ompcv.n_nonzero_coefs_) omp.fit(X, y_) assert_array_almost_equal(ompcv.coef_, omp.coef_) def test_omp_reaches_least_squares(): # Use small simple data; it's a sanity check but OMP can stop early rng = check_random_state(0) n_samples, n_features = (10, 8) n_targets = 3 X = rng.randn(n_samples, n_features) Y = rng.randn(n_samples, n_targets) omp = OrthogonalMatchingPursuit(n_nonzero_coefs=n_features) lstsq = LinearRegression() omp.fit(X, Y) lstsq.fit(X, Y) assert_array_almost_equal(omp.coef_, lstsq.coef_)
bsd-3-clause
DavidPost-1/PyHDFView
pyhdfview.py
1
15407
# -*- coding: utf-8 -*- """ This file is part of PyHDFView. PyHDFView is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. PyHDFView is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with PyHDFView. If not, see <http://www.gnu.org/licenses/>. """ import sys import numpy as np import matplotlib.pyplot as plt from PyQt4 import QtCore, QtGui import functools as ft import h5py import _window_classes as wc plt.style.use('bmh') class mainWindow(QtGui.QMainWindow): def __init__(self): super(mainWindow, self).__init__() self.filename = '' self.text = '' self.values = np.array([]) self.current_dataset = '' self.file_items = [] self.recent_files_path = 'recent_files.txt' self.initialise_user_interface() def initialise_user_interface(self): ''' Initialises the main window. ''' grid = QtGui.QGridLayout() grid.setSpacing(10) # File structure list and dataset table self.file_items_list = wc.titledTree('File Tree') self.file_items_list.list.itemClicked.connect(self.item_clicked) self.file_items_list.list.itemExpanded.connect(self.file_items_list.swap_group_icon) self.file_items_list.list.itemCollapsed.connect(self.file_items_list.swap_group_icon) self.file_items_list.list.setMinimumWidth(250) # Make dataset table self.dataset_table = wc.titledTable('Values') self.dataset_table.table.setMinimumWidth(350) # Make attribute table self.attribute_table = QtGui.QTableWidget() self.attribute_table.setShowGrid(True) # Initialise all buttons self.general_buttons = self.initialise_general_buttons() self.dataset_buttons = self.initialise_dataset_buttons() # Set maximum widths when the window is resized. self.resizeEvent = self.onresize # Add 'extra' window components self.make_menu_bar() self.make_recent_files_menu() self.filename_label = QtGui.QLabel('') # Add the created layouts and widgets to the window grid.addLayout(self.general_buttons, 1, 0, QtCore.Qt.AlignLeft) grid.addLayout(self.dataset_buttons, 1, 1, QtCore.Qt.AlignLeft) grid.addWidget(self.filename_label, 2, 0) grid.addLayout(self.file_items_list.layout, 3, 0) grid.addLayout(self.dataset_table.layout, 3, 1) grid.addWidget(self.attribute_table, 4, 0, 1, 2) self.setCentralWidget(QtGui.QWidget(self)) self.centralWidget().setLayout(grid) # Other tweaks to the window such as icons etc self.setWindowTitle('PyHDFView') #QtGui.QApplication.setStyle(QtGui.QStyleFactory.create('Cleanlooks')) def onresize(self, event): self.file_items_list.list.setMaximumWidth(0.7*self.width()) self.file_items_list.list.setMaximumWidth(0.3*self.width()) self.attribute_table.setMaximumHeight(0.3*self.height()) def initialise_general_buttons(self): ''' Initialises the buttons in the button bar at the top of the main window. ''' open_file_btn = QtGui.QPushButton('Open') open_file_btn.clicked.connect(self.choose_file) button_section = QtGui.QHBoxLayout() button_section.addWidget(open_file_btn) #button_section.addStretch(0) return button_section def initialise_dataset_buttons(self): self.plot_btn = QtGui.QPushButton('Plot') self.plot_btn.clicked.connect(self.plot_graph) self.plot_btn.hide() button_section = QtGui.QHBoxLayout() button_section.addWidget(self.plot_btn) return button_section def make_menu_bar(self): ''' Initialises the menu bar at the top. ''' menubar = self.menuBar() # Create a File menu and add an open button self.file_menu = menubar.addMenu('&File') open_action = QtGui.QAction('&Open', self) open_action.setShortcut('Ctrl+o') open_action.triggered.connect(self.choose_file) self.file_menu.addAction(open_action) # Add the recent files menu, but don't populate it yet self.recent_files_menu = self.file_menu.addMenu('&Recent Files') # Add an exit button to the file menu exit_action = QtGui.QAction('&Exit', self) exit_action.setShortcut('Ctrl+Q') exit_action.setStatusTip('Exit application') exit_action.triggered.connect(QtGui.qApp.quit) self.file_menu.addAction(exit_action) # Create a Help menu and add an about button help_menu = menubar.addMenu('&Help') about_action = QtGui.QAction('About PyHDFView', self) about_action.setStatusTip('About this program') about_action.triggered.connect(self.show_about_menu) help_menu.addAction(about_action) def show_about_menu(self): ''' Shows the about menu by initialising an about_window object. This class is described in _window_classes.py ''' self.about_window = wc.aboutWindow() self.about_window.show() def make_recent_files_menu(self): ''' Reads recent files from the recent_files.txt file and adds items to the Recent Files menu. ''' # Open the recent_files file and load in the filename lines = self.read_recent_files_file() self.recent_files_list = [] for i in range(len(lines)): # make a new menu item self.recent_files_list.append(QtGui.QAction(lines[i], self)) self.recent_files_list[i].triggered.connect(ft.partial(self.open_recent_file, lines[i])) # add it to the menu self.recent_files_menu.addAction(self.recent_files_list[i]) def recent_files_reset(self): ''' When a user opens a new file we have to reset the recent files list in the menu, and also update the recent files file. ''' self.recent_files_menu.clear() # Open the recent_files file and load in the filename lines = self.read_recent_files_file() num_appearances = lines.count(self.filename) if num_appearances > 0: for i in range(num_appearances): in_position = lines.index(self.filename) lines.pop(in_position) # Insert the current filename the first item in the list lines.insert(0, self.filename) self.write_recent_files_file(lines) self.make_recent_files_menu() def open_recent_file(self, filename): ''' Function to run when a recent file is clicked ''' self.initiate_file_open(filename) def read_recent_files_file(self): lines = [] try: with open(self.recent_files_path, 'r') as rf: for i in rf: if len(i) > 5: item = i.replace('\n', '') lines.append(item) except FileNotFoundError: temp_file = open(self.recent_files_path, 'w') temp_file.close() return lines def write_recent_files_file(self, lines): ''' Function to write the recent files list to recent_files.txt just writes lines to a file up to a max number ''' max_recent_files = 5 with open(self.recent_files_path, 'w') as rf: for i in lines[0:max_recent_files]: rf.write(i+'\n') def choose_file(self): ''' Opens a QFileDialog window to allow the user to choose the hdf5 file they would like to view. ''' filename = QtGui.QFileDialog.getOpenFileName(self, 'Open file', '/home', filter='*.hdf5 *.h5') self.initiate_file_open(filename) def initiate_file_open(self, filename): self.filename = filename self.recent_files_reset() self.clear_file_items() self.dataset_table.clear() self.attribute_table.clear() try: self.open_file(filename) self.populate_file_file_items_list() self.filename_label.setText(filename.split('/')[-1]) self.setWindowTitle('PyHDFView - ' + filename) except: self.filename = '' # if it didn't work keep the old value self.filename_label.setText('') self.setWindowTitle('PyHDFView') self.clear_file_items() self.dataset_table.clear() self.attribute_table.clear() print("Error opening file") def open_file(self, filename): ''' Opens the chosen HDF5 file. ''' self.hdf5_file = h5py.File(filename, 'r') def find_items(self, hdf_group): ''' Recursive function for all nested groups and datasets. Populates self.file_items.''' file_items = [] for i in hdf_group.keys(): file_items.append(hdf_group[i].name) if isinstance(hdf_group[i], h5py.Group): a = self.find_items(hdf_group[i]) if len(a) >= 1: file_items.append(a) return file_items def clear_file_items(self): self.file_items = [] self.file_items_list.clear() def add_item_to_file_list(self, items, item_index, n): item_list = items[item_index] for i in range(len(item_list)): if isinstance(item_list[i], str): self.file_items_list.add_item(n, item_list[i], self.hdf5_file) else: self.add_item_to_file_list(item_list, i, n+i) def populate_file_file_items_list(self): ''' Function to populate the file structure list on the main window. ''' # Find all of the items in this file file_items = self.find_items(self.hdf5_file) self.file_items = file_items # Add these items to the file_items_list. # For clarity only the item name is shown, not the full path. # Arrows are used to suggest that an item is contained. for i in range(len(self.file_items)): if isinstance(self.file_items[i], str): self.file_items_list.add_item(None, self.file_items[i], self.hdf5_file) else: self.add_item_to_file_list(self.file_items, i, i-1) def plot_graph(self): ''' Plots the data that is currently shown in the dataset table. Currently opens a matplotlib figure and shows using the users current backend.''' #self.a = wc.plotOptionWindow() #self.a.show() selected_items = self.dataset_table.table.selectedItems() if len(selected_items) > 0: min_row = selected_items[0].row() max_row = selected_items[-1].row() + 1 min_col = selected_items[0].column() max_col = selected_items[-1].column() + 1 else: shape = np.shape(self.values) if len(shape) == 1: max_col = 1 else: max_col = shape[1] min_row = 0 max_row = shape[0] min_col = 0 plt.ion() plt.close('all') if len(self.values) > 0: # for 2d data each plot col by col if len(np.shape(self.values)) > 1: plt.figure() for i in range(min_row, max_row): plt.plot(self.values[i, min_col:max_col], '-o', label=str(i)) plt.legend(loc=0) plt.show() else: # for 1d data we plot a row plt.figure() plt.plot(self.values[min_row:max_row], '-o') plt.show() def display_dataset(self): selected_row = self.file_items_list.list.currentItem() text = self.file_items_list.full_item_path(selected_row) # We first want to find out whether this is a new item # or if they have double clicked the same item as before. # If it is a new item, and that item corresponds to a dataset # then repopulate the table and the self.values variable. # Otherwise clear the table and self.values, and hide the plot button. if (not text == self.current_dataset) and isinstance(self.hdf5_file[text], h5py.Dataset): self.current_dataset = text self.values = self.hdf5_file[text].value if len(self.values) > 0: # If the dataset is not empty self.plot_btn.show() self.dataset_table.clear() numrows = len(self.values) numcols = self.dataset_table.num_cols(self.values) self.dataset_table.table.setRowCount(numrows) self.dataset_table.table.setColumnCount(numcols) for i in range(numrows): if numcols > 1: for j in range(numcols): self.dataset_table.set_item(i, j, str(self.values[i,j])) else: self.dataset_table.set_item(i, 0, str(self.values[i])) elif isinstance(self.hdf5_file[text], h5py.Group): self.current_dataset = text self.dataset_table.clear() self.values = np.array([]) self.plot_btn.hide() def display_attributes(self): # reset the value self.attribute_table.clear() # Find the path of the selected item and extract attrs selected_row = self.file_items_list.list.currentItem() path = self.file_items_list.full_item_path(selected_row) attributes = list(self.hdf5_file[path].attrs.items()) num_attributes = len(attributes) # Prepare the table by setting the appropriate row number self.attribute_table.setRowCount(num_attributes) self.attribute_table.setColumnCount(0) if num_attributes > 0: self.attribute_table.setColumnCount(2) # Populate the table for i in range(num_attributes): self.attribute_table.setItem(i, 0, QtGui.QTableWidgetItem(attributes[i][0])) value = attributes[i][1] # h5py gives strings come as encoded numpy arrays, # extract if necessary. if isinstance(value, np.ndarray): self.attribute_table.setItem(i, 1, QtGui.QTableWidgetItem(str(value[0].decode()))) else: self.attribute_table.setItem(i, 1, QtGui.QTableWidgetItem(str(value))) def item_double_clicked(self): ''' Responds to a double click on an item in the file_items_list.''' # self.display_dataset() def item_clicked(self): self.display_attributes() self.display_dataset() def main(): app = QtGui.QApplication(sys.argv) pyhdfview_window = mainWindow() pyhdfview_window.show() sys.exit(app.exec_()) if __name__ == '__main__': main()
gpl-3.0
bradmontgomery/ml
book/ch07/boston_cv_penalized.py
24
1381
# This code is supporting material for the book # Building Machine Learning Systems with Python # by Willi Richert and Luis Pedro Coelho # published by PACKT Publishing # # It is made available under the MIT License # This script fits several forms of penalized regression from __future__ import print_function import numpy as np from sklearn.cross_validation import KFold from sklearn.linear_model import LinearRegression, ElasticNet, Lasso, Ridge from sklearn.metrics import r2_score from sklearn.datasets import load_boston boston = load_boston() x = boston.data y = boston.target for name, met in [ ('linear regression', LinearRegression()), ('lasso()', Lasso()), ('elastic-net(.5)', ElasticNet(alpha=0.5)), ('lasso(.5)', Lasso(alpha=0.5)), ('ridge(.5)', Ridge(alpha=0.5)), ]: # Fit on the whole data: met.fit(x, y) # Predict on the whole data: p = met.predict(x) r2_train = r2_score(y, p) # Now, we use 10 fold cross-validation to estimate generalization error kf = KFold(len(x), n_folds=5) p = np.zeros_like(y) for train, test in kf: met.fit(x[train], y[train]) p[test] = met.predict(x[test]) r2_cv = r2_score(y, p) print('Method: {}'.format(name)) print('R2 on training: {}'.format(r2_train)) print('R2 on 5-fold CV: {}'.format(r2_cv)) print() print()
mit
mmottahedi/neuralnilm_prototype
scripts/e297.py
2
10746
from __future__ import print_function, division import matplotlib import logging from sys import stdout matplotlib.use('Agg') # Must be before importing matplotlib.pyplot or pylab! from neuralnilm import (Net, RealApplianceSource, BLSTMLayer, DimshuffleLayer, BidirectionalRecurrentLayer) from neuralnilm.source import standardise, discretize, fdiff, power_and_fdiff from neuralnilm.experiment import run_experiment, init_experiment from neuralnilm.net import TrainingError from neuralnilm.layers import MixtureDensityLayer from neuralnilm.objectives import scaled_cost, mdn_nll, scaled_cost_ignore_inactive, ignore_inactive from neuralnilm.plot import MDNPlotter from lasagne.nonlinearities import sigmoid, rectify, tanh from lasagne.objectives import mse from lasagne.init import Uniform, Normal from lasagne.layers import (LSTMLayer, DenseLayer, Conv1DLayer, ReshapeLayer, FeaturePoolLayer, RecurrentLayer) from lasagne.updates import nesterov_momentum, momentum from functools import partial import os import __main__ from copy import deepcopy from math import sqrt import numpy as np import theano.tensor as T NAME = os.path.splitext(os.path.split(__main__.__file__)[1])[0] PATH = "/homes/dk3810/workspace/python/neuralnilm/figures" SAVE_PLOT_INTERVAL = 500 GRADIENT_STEPS = 100 SEQ_LENGTH = 512 source_dict = dict( filename='/data/dk3810/ukdale.h5', appliances=[ ['fridge freezer', 'fridge', 'freezer'], 'hair straighteners', 'television', 'dish washer', ['washer dryer', 'washing machine'] ], max_appliance_powers=[300, 500, 200, 2500, 2400], on_power_thresholds=[5] * 5, max_input_power=5900, min_on_durations=[60, 60, 60, 1800, 1800], min_off_durations=[12, 12, 12, 1800, 600], window=("2013-06-01", "2014-07-01"), seq_length=SEQ_LENGTH, output_one_appliance=False, boolean_targets=False, train_buildings=[1], validation_buildings=[1], skip_probability=0.5, n_seq_per_batch=16, subsample_target=4, include_diff=False, clip_appliance_power=True, target_is_prediction=False, standardise_input=True, standardise_targets=True, input_padding=0, lag=0, reshape_target_to_2D=True, input_stats={'mean': np.array([ 0.05526326], dtype=np.float32), 'std': np.array([ 0.12636775], dtype=np.float32)}, target_stats={ 'mean': np.array([ 0.04066789, 0.01881946, 0.24639061, 0.17608672, 0.10273963], dtype=np.float32), 'std': np.array([ 0.11449792, 0.07338708, 0.26608968, 0.33463112, 0.21250485], dtype=np.float32)} ) N = 50 net_dict = dict( save_plot_interval=SAVE_PLOT_INTERVAL, loss_function=partial(ignore_inactive, loss_func=mdn_nll, seq_length=SEQ_LENGTH), # loss_function=lambda x, t: mdn_nll(x, t).mean(), # loss_function=lambda x, t: mse(x, t).mean(), updates_func=momentum, learning_rate=1e-03, learning_rate_changes_by_iteration={ 2000: 5e-04, 5000: 1e-04, 7000: 5e-05 # 3000: 1e-05 # 7000: 5e-06, # 10000: 1e-06, # 15000: 5e-07, # 50000: 1e-07 }, plotter=MDNPlotter, layers_config=[ { 'type': BidirectionalRecurrentLayer, 'num_units': N, 'gradient_steps': GRADIENT_STEPS, 'W_in_to_hid': Normal(std=1.), 'nonlinearity': tanh }, { 'type': FeaturePoolLayer, 'ds': 2, # number of feature maps to be pooled together 'axis': 1, # pool over the time axis 'pool_function': T.max }, { 'type': BidirectionalRecurrentLayer, 'num_units': N, 'gradient_steps': GRADIENT_STEPS, 'W_in_to_hid': Normal(std=1/sqrt(N)), 'nonlinearity': tanh }, { 'type': FeaturePoolLayer, 'ds': 2, # number of feature maps to be pooled together 'axis': 1, # pool over the time axis 'pool_function': T.max }, { 'type': BidirectionalRecurrentLayer, 'num_units': N, 'gradient_steps': GRADIENT_STEPS, 'W_in_to_hid': Normal(std=1/sqrt(N)), 'nonlinearity': tanh } ] ) def exp_a(name): # 5 appliances # avg valid cost = 1.1260980368 global source source_dict_copy = deepcopy(source_dict) source = RealApplianceSource(**source_dict_copy) net_dict_copy = deepcopy(net_dict) net_dict_copy.update(dict( experiment_name=name, source=source )) net_dict_copy['layers_config'].extend([ { 'type': MixtureDensityLayer, 'num_units': source.n_outputs, 'num_components': 2 } ]) net = Net(**net_dict_copy) return net def exp_b(name): # 3 appliances global source source_dict_copy = deepcopy(source_dict) source_dict_copy['appliances'] = [ ['fridge freezer', 'fridge', 'freezer'], 'hair straighteners', 'television' ] source = RealApplianceSource(**source_dict_copy) net_dict_copy = deepcopy(net_dict) net_dict_copy.update(dict( experiment_name=name, source=source )) N = 50 net_dict_copy['layers_config'].extend([ { 'type': MixtureDensityLayer, 'num_units': source.n_outputs, 'num_components': 2 } ]) net = Net(**net_dict_copy) return net def exp_c(name): # one pool layer # avg valid cost = 1.2261329889 global source source_dict_copy = deepcopy(source_dict) source = RealApplianceSource(**source_dict_copy) net_dict_copy = deepcopy(net_dict) net_dict_copy.update(dict( experiment_name=name, source=source )) N = 50 net_dict_copy['layers_config'] = [ { 'type': BidirectionalRecurrentLayer, 'num_units': N, 'gradient_steps': GRADIENT_STEPS, 'W_in_to_hid': Normal(std=1.), 'nonlinearity': tanh }, { 'type': BidirectionalRecurrentLayer, 'num_units': N, 'gradient_steps': GRADIENT_STEPS, 'W_in_to_hid': Normal(std=1/sqrt(N)), 'nonlinearity': tanh }, { 'type': FeaturePoolLayer, 'ds': 4, # number of feature maps to be pooled together 'axis': 1, # pool over the time axis 'pool_function': T.max }, { 'type': BidirectionalRecurrentLayer, 'num_units': N, 'gradient_steps': GRADIENT_STEPS, 'W_in_to_hid': Normal(std=1/sqrt(N)), 'nonlinearity': tanh }, { 'type': MixtureDensityLayer, 'num_units': source.n_outputs, 'num_components': 2 } ] net = Net(**net_dict_copy) return net def exp_d(name): # BLSTM global source source_dict_copy = deepcopy(source_dict) source = RealApplianceSource(**source_dict_copy) net_dict_copy = deepcopy(net_dict) net_dict_copy.update(dict( experiment_name=name, source=source )) N = 50 net_dict_copy['layers_config'] = [ { 'type': BLSTMLayer, 'num_units': 50, 'gradient_steps': GRADIENT_STEPS, 'peepholes': False, 'W_in_to_cell': Normal(std=1.) }, { 'type': BLSTMLayer, 'num_units': 50, 'gradient_steps': GRADIENT_STEPS, 'peepholes': False, 'W_in_to_cell': Normal(std=1/sqrt(N)) }, { 'type': FeaturePoolLayer, 'ds': 4, # number of feature maps to be pooled together 'axis': 1, # pool over the time axis 'pool_function': T.max }, { 'type': BLSTMLayer, 'num_units': 50, 'gradient_steps': GRADIENT_STEPS, 'peepholes': False, 'W_in_to_cell': Normal(std=1/sqrt(N)) }, { 'type': MixtureDensityLayer, 'num_units': source.n_outputs, 'num_components': 2 } ] net = Net(**net_dict_copy) return net def exp_e(name): # BLSTM 2x2x pool global source source_dict_copy = deepcopy(source_dict) source = RealApplianceSource(**source_dict_copy) net_dict_copy = deepcopy(net_dict) net_dict_copy.update(dict( experiment_name=name, source=source )) N = 50 net_dict_copy['layers_config'] = [ { 'type': BLSTMLayer, 'num_units': 50, 'gradient_steps': GRADIENT_STEPS, 'peepholes': False, 'W_in_to_cell': Normal(std=1.) }, { 'type': FeaturePoolLayer, 'ds': 2, # number of feature maps to be pooled together 'axis': 1, # pool over the time axis 'pool_function': T.max }, { 'type': BLSTMLayer, 'num_units': 50, 'gradient_steps': GRADIENT_STEPS, 'peepholes': False, 'W_in_to_cell': Normal(std=1/sqrt(N)) }, { 'type': FeaturePoolLayer, 'ds': 2, # number of feature maps to be pooled together 'axis': 1, # pool over the time axis 'pool_function': T.max }, { 'type': BLSTMLayer, 'num_units': 50, 'gradient_steps': GRADIENT_STEPS, 'peepholes': False, 'W_in_to_cell': Normal(std=1/sqrt(N)) }, { 'type': MixtureDensityLayer, 'num_units': source.n_outputs, 'num_components': 2 } ] net = Net(**net_dict_copy) return net def main(): # EXPERIMENTS = list('abcdefghijklmnopqrstuvwxyz') EXPERIMENTS = list('abcde') for experiment in EXPERIMENTS: full_exp_name = NAME + experiment func_call = init_experiment(PATH, experiment, full_exp_name) logger = logging.getLogger(full_exp_name) try: net = eval(func_call) run_experiment(net, epochs=4000) except KeyboardInterrupt: logger.info("KeyboardInterrupt") break except Exception as exception: logger.exception("Exception") raise finally: logging.shutdown() if __name__ == "__main__": main()
mit
Aasmi/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
jigargandhi/UdemyMachineLearning
Machine Learning A-Z Template Folder/Part 9 - Dimensionality Reduction/Section 45 - Kernel PCA/j_kernel_pca.py
1
2906
# -*- coding: utf-8 -*- #Note: LDA considers dependent variable and hence it is supervised import numpy as np import pandas as pd import matplotlib.pyplot as plt #importing libraries dataset= pd.read_csv("Social_Network_Ads.csv") X= dataset.iloc[:,[2,3]].values y = dataset.iloc[:,4].values #split from sklearn.cross_validation import train_test_split X_train, X_test, y_train, y_test = train_test_split(X,y, test_size = 0.2, random_state = 0) #Note: Feature Scaling must be applied when doing feature extraction using PCA/LDA/ Kernel PCA #feature scaling from sklearn.preprocessing import StandardScaler sc_X= StandardScaler() X_train = sc_X.fit_transform(X_train) X_test = sc_X.transform(X_test) from sklearn.decomposition import KernelPCA kpca = KernelPCA(n_components = 2, kernel= 'rbf') X_train = kpca.fit_transform(X_train) X_test = kpca.transform(X_test) #logistic regression from sklearn.linear_model import LogisticRegression # since our classifier is a linear classifier the prediction boundary will be a straight line # this is the most simplest classifier classifier = LogisticRegression(random_state=0) classifier.fit(X_train,y_train) #prediction y_pred= classifier.predict(X_test) #making confusion matrix from sklearn.metrics import confusion_matrix cm= confusion_matrix(y_test, y_pred) #visualizing from matplotlib.colors import ListedColormap X_set, y_set = X_train, y_train X1, X2 = np.meshgrid(np.arange(start = X_set[:, 0].min() - 1, stop = X_set[:, 0].max() + 1, step = 0.01), np.arange(start = X_set[:, 1].min() - 1, stop = X_set[:, 1].max() + 1, step = 0.01)) plt.contourf(X1, X2, classifier.predict(np.array([X1.ravel(), X2.ravel()]).T).reshape(X1.shape), alpha = 0.75, cmap = ListedColormap(('red', 'green'))) plt.xlim(X1.min(), X1.max()) plt.ylim(X2.min(), X2.max()) for i, j in enumerate(np.unique(y_set)): plt.scatter(X_set[y_set == j, 0], X_set[y_set == j, 1], c = ListedColormap(('red', 'green','blue'))(i), label = j) plt.title('Logistic Regression (Training set)') plt.xlabel('LDA1') plt.ylabel('LDA2') plt.legend() plt.show() from matplotlib.colors import ListedColormap X_set, y_set = X_test, y_test X1, X2 = np.meshgrid(np.arange(start = X_set[:, 0].min() - 1, stop = X_set[:, 0].max() + 1, step = 0.01), np.arange(start = X_set[:, 1].min() - 1, stop = X_set[:, 1].max() + 1, step = 0.01)) plt.contourf(X1, X2, classifier.predict(np.array([X1.ravel(), X2.ravel()]).T).reshape(X1.shape), alpha = 0.75, cmap = ListedColormap(('red', 'green'))) plt.xlim(X1.min(), X1.max()) plt.ylim(X2.min(), X2.max()) for i, j in enumerate(np.unique(y_set)): plt.scatter(X_set[y_set == j, 0], X_set[y_set == j, 1], c = ListedColormap(('red', 'green'))(i), label = j) plt.title('Logistic Regression (Test set)') plt.xlabel('LDA1') plt.ylabel('LDA2') plt.legend() plt.show()
mit
cengelif/Relevancer
relevancerdb.py
1
4719
# import argparse import relevancer as rlv import pandas as pd from bson.objectid import ObjectId # parser = argparse.ArgumentParser(description='Cluster tweets of a certain collection') # parser.add_argument('-c', '--collection', type=str, required=True, help='collection name of the tweets') # args = parser.parse_args() my_token_pattern = r"[#@]?\w+\b|[\U00010000-\U0010ffff]" collection = 'all_data' # 'flood' rlvdb, rlvcl = rlv.connect_mongodb(configfile='myalldata.ini', coll_name=collection) # Db and the collection that contains the tweet set to be annotated. begin = ObjectId('55cd9edc78300a0b48354fbd') # 55950fb4d04475ee9867f3a4 end = ObjectId('55d4448aa4c41a84e4a83341') # 55950fc9d04475ee986841c3 # tweetlist = rlv.read_json_tweets_database(rlvcl, mongo_query={}, tweet_count=3000, reqlang='en') # tweetlist = rlv.read_json_tweets_database(rlvcl, mongo_query={'_id': {'$gte': begin, '$lte': end}}, tweet_count=10000, reqlang='en') # This list is just for test. # annotated_tw_ids = ['563829354258788352', ' 564030861226430464', ' 564013764614168576', '564021392891318274', '563657483395530753', '563654330041909248', ' 563657924233289728', '563651950386757632', '563660271810383872'] # You should get the actual annotated tweet ids from the annotated tweets collection. annotated_tw_ids = ['631754887861112832', ' 631754821859700736', ' 631754771183988737', '631754761595973632', '631754703357906944', '631754719350931456', ' 631754609120387072', '631754601918763008', '632104500573003776'] tweetlist = rlv.read_json_tweet_fields_database(rlvcl, mongo_query=({'_id': {'$gte': begin, '$lte': end}, 'lang': 'en'}), tweet_count=48524, annotated_ids=annotated_tw_ids) rlv.logging.info("Number of tweets:" + str(len(tweetlist))) # print(len(tweetlist)) tweetsDF = rlv.create_dataframe(tweetlist) tok = rlv.tok_results(tweetsDF, elimrt=True) start_tweet_size = len(tweetsDF) rlv.logging.info("\nNumber of the tweets after retweet elimination:" + str(start_tweet_size)) tw_id_list = rlv.get_ids_from_tw_collection(rlvcl) print("Length of the tweet ids and the first then ids", len(tw_id_list), tw_id_list[:10]) tst_https = tweetsDF[tweetsDF.text.str.contains("https")] # ["text"] tst_http = tweetsDF[tweetsDF.text.str.contains("http:")] # ["text"] tstDF = tst_http tstDF = rlv.normalize_text(tstDF) print(tstDF["text"]) # .iloc[10]) rlv.logging.info("This text overwritten by tokenizer" + str(tstDF["text"])) print("normalization:", tstDF["active_text"]) # .iloc[10]) rlv.logging.info("This text overwritten by normalization" + str(tstDF["active_text"])) find_distance = rlv.get_and_eliminate_near_duplicate_tweets(tweetsDF) cluster_list = rlv.create_clusters(tweetsDF, my_token_pattern, nameprefix='1-') # those comply to selection criteria # cluster_list2 = rlv.create_clusters(tweetsDF, selection=False) # get all clusters. You can consider it at the end. print(len(cluster_list)) a_cluster = cluster_list[0] print("cluster_no", a_cluster['cno']) print("cluster_str", a_cluster['cstr']) print("cluster_tweet_ids", a_cluster['twids']) print("cluster_freq", a_cluster['rif']) print("cluster_prefix", a_cluster['cnoprefix']) print("cluster_tuple_list", a_cluster['ctweettuplelist']) print("cluster_entropy", a_cluster['user_entropy']) collection_name = collection + '_clusters' rlvdb[collection_name].insert(cluster_list) # Each iteration results with a candidate cluster list. Each iteration will have its own list. Therefore they are not mixed. print("Clusters were written to the collection:", collection_name) # After excluding tweets that are annotated, you should do the same iteration as many times as the user would like. # You can provide a percentage of annotated tweets to inform about how far is the user in annotation. tweets_as_text_label_df = pd.DataFrame({'label': ['relif', 'social'], 'text': ["RT @OliverMathenge: Meanwhile, Kenya has donated Sh91 million to Malawi flood victims, according to the Ministry of Foreign Affairs.", "Yow ehyowgiddii! Hahaha thanks sa flood! #instalike http://t.co/mLaTESfunR"]}) print("tweets_as_text_label_df:", tweets_as_text_label_df) # get vectorizer and classifier vect_and_classifier = rlv.get_vectorizer_and_mnb_classifier(tweets_as_text_label_df, my_token_pattern, pickle_file="vectorizer_and_classifier_dict") vectorizer, mnb_classifier = vect_and_classifier["vectorizer"], vect_and_classifier["classifier"] # get label for a new tweet: ntw = vectorizer.transform(["Why do you guys keep flooding TL with smear campaign for a candidate you dont like.You think you can actually influnece people's decision?"]) predictions = mnb_classifier.predict(ntw) print("Predictions:", predictions) rlv.logging.info('\nscript finished')
mit
JeanKossaifi/scikit-learn
sklearn/manifold/tests/test_spectral_embedding.py
216
8091
from nose.tools import assert_true from nose.tools import assert_equal from scipy.sparse import csr_matrix from scipy.sparse import csc_matrix import numpy as np from numpy.testing import assert_array_almost_equal, assert_array_equal from nose.tools import assert_raises from nose.plugins.skip import SkipTest from sklearn.manifold.spectral_embedding_ import SpectralEmbedding from sklearn.manifold.spectral_embedding_ import _graph_is_connected from sklearn.manifold import spectral_embedding from sklearn.metrics.pairwise import rbf_kernel from sklearn.metrics import normalized_mutual_info_score from sklearn.cluster import KMeans from sklearn.datasets.samples_generator import make_blobs # non centered, sparse centers to check the centers = np.array([ [0.0, 5.0, 0.0, 0.0, 0.0], [0.0, 0.0, 4.0, 0.0, 0.0], [1.0, 0.0, 0.0, 5.0, 1.0], ]) n_samples = 1000 n_clusters, n_features = centers.shape S, true_labels = make_blobs(n_samples=n_samples, centers=centers, cluster_std=1., random_state=42) def _check_with_col_sign_flipping(A, B, tol=0.0): """ Check array A and B are equal with possible sign flipping on each columns""" sign = True for column_idx in range(A.shape[1]): sign = sign and ((((A[:, column_idx] - B[:, column_idx]) ** 2).mean() <= tol ** 2) or (((A[:, column_idx] + B[:, column_idx]) ** 2).mean() <= tol ** 2)) if not sign: return False return True def test_spectral_embedding_two_components(seed=36): # Test spectral embedding with two components random_state = np.random.RandomState(seed) n_sample = 100 affinity = np.zeros(shape=[n_sample * 2, n_sample * 2]) # first component affinity[0:n_sample, 0:n_sample] = np.abs(random_state.randn(n_sample, n_sample)) + 2 # second component affinity[n_sample::, n_sample::] = np.abs(random_state.randn(n_sample, n_sample)) + 2 # connection affinity[0, n_sample + 1] = 1 affinity[n_sample + 1, 0] = 1 affinity.flat[::2 * n_sample + 1] = 0 affinity = 0.5 * (affinity + affinity.T) true_label = np.zeros(shape=2 * n_sample) true_label[0:n_sample] = 1 se_precomp = SpectralEmbedding(n_components=1, affinity="precomputed", random_state=np.random.RandomState(seed)) embedded_coordinate = se_precomp.fit_transform(affinity) # Some numpy versions are touchy with types embedded_coordinate = \ se_precomp.fit_transform(affinity.astype(np.float32)) # thresholding on the first components using 0. label_ = np.array(embedded_coordinate.ravel() < 0, dtype="float") assert_equal(normalized_mutual_info_score(true_label, label_), 1.0) def test_spectral_embedding_precomputed_affinity(seed=36): # Test spectral embedding with precomputed kernel gamma = 1.0 se_precomp = SpectralEmbedding(n_components=2, affinity="precomputed", random_state=np.random.RandomState(seed)) se_rbf = SpectralEmbedding(n_components=2, affinity="rbf", gamma=gamma, random_state=np.random.RandomState(seed)) embed_precomp = se_precomp.fit_transform(rbf_kernel(S, gamma=gamma)) embed_rbf = se_rbf.fit_transform(S) assert_array_almost_equal( se_precomp.affinity_matrix_, se_rbf.affinity_matrix_) assert_true(_check_with_col_sign_flipping(embed_precomp, embed_rbf, 0.05)) def test_spectral_embedding_callable_affinity(seed=36): # Test spectral embedding with callable affinity gamma = 0.9 kern = rbf_kernel(S, gamma=gamma) se_callable = SpectralEmbedding(n_components=2, affinity=( lambda x: rbf_kernel(x, gamma=gamma)), gamma=gamma, random_state=np.random.RandomState(seed)) se_rbf = SpectralEmbedding(n_components=2, affinity="rbf", gamma=gamma, random_state=np.random.RandomState(seed)) embed_rbf = se_rbf.fit_transform(S) embed_callable = se_callable.fit_transform(S) assert_array_almost_equal( se_callable.affinity_matrix_, se_rbf.affinity_matrix_) assert_array_almost_equal(kern, se_rbf.affinity_matrix_) assert_true( _check_with_col_sign_flipping(embed_rbf, embed_callable, 0.05)) def test_spectral_embedding_amg_solver(seed=36): # Test spectral embedding with amg solver try: from pyamg import smoothed_aggregation_solver except ImportError: raise SkipTest("pyamg not available.") se_amg = SpectralEmbedding(n_components=2, affinity="nearest_neighbors", eigen_solver="amg", n_neighbors=5, random_state=np.random.RandomState(seed)) se_arpack = SpectralEmbedding(n_components=2, affinity="nearest_neighbors", eigen_solver="arpack", n_neighbors=5, random_state=np.random.RandomState(seed)) embed_amg = se_amg.fit_transform(S) embed_arpack = se_arpack.fit_transform(S) assert_true(_check_with_col_sign_flipping(embed_amg, embed_arpack, 0.05)) def test_pipeline_spectral_clustering(seed=36): # Test using pipeline to do spectral clustering random_state = np.random.RandomState(seed) se_rbf = SpectralEmbedding(n_components=n_clusters, affinity="rbf", random_state=random_state) se_knn = SpectralEmbedding(n_components=n_clusters, affinity="nearest_neighbors", n_neighbors=5, random_state=random_state) for se in [se_rbf, se_knn]: km = KMeans(n_clusters=n_clusters, random_state=random_state) km.fit(se.fit_transform(S)) assert_array_almost_equal( normalized_mutual_info_score( km.labels_, true_labels), 1.0, 2) def test_spectral_embedding_unknown_eigensolver(seed=36): # Test that SpectralClustering fails with an unknown eigensolver se = SpectralEmbedding(n_components=1, affinity="precomputed", random_state=np.random.RandomState(seed), eigen_solver="<unknown>") assert_raises(ValueError, se.fit, S) def test_spectral_embedding_unknown_affinity(seed=36): # Test that SpectralClustering fails with an unknown affinity type se = SpectralEmbedding(n_components=1, affinity="<unknown>", random_state=np.random.RandomState(seed)) assert_raises(ValueError, se.fit, S) def test_connectivity(seed=36): # Test that graph connectivity test works as expected graph = np.array([[1, 0, 0, 0, 0], [0, 1, 1, 0, 0], [0, 1, 1, 1, 0], [0, 0, 1, 1, 1], [0, 0, 0, 1, 1]]) assert_equal(_graph_is_connected(graph), False) assert_equal(_graph_is_connected(csr_matrix(graph)), False) assert_equal(_graph_is_connected(csc_matrix(graph)), False) graph = np.array([[1, 1, 0, 0, 0], [1, 1, 1, 0, 0], [0, 1, 1, 1, 0], [0, 0, 1, 1, 1], [0, 0, 0, 1, 1]]) assert_equal(_graph_is_connected(graph), True) assert_equal(_graph_is_connected(csr_matrix(graph)), True) assert_equal(_graph_is_connected(csc_matrix(graph)), True) def test_spectral_embedding_deterministic(): # Test that Spectral Embedding is deterministic random_state = np.random.RandomState(36) data = random_state.randn(10, 30) sims = rbf_kernel(data) embedding_1 = spectral_embedding(sims) embedding_2 = spectral_embedding(sims) assert_array_almost_equal(embedding_1, embedding_2)
bsd-3-clause
jaeilepp/mne-python
mne/viz/tests/test_misc.py
1
6300
# Authors: Alexandre Gramfort <[email protected]> # Denis Engemann <[email protected]> # Martin Luessi <[email protected]> # Eric Larson <[email protected]> # Cathy Nangini <[email protected]> # Mainak Jas <[email protected]> # # License: Simplified BSD import os.path as op import warnings import numpy as np from numpy.testing import assert_raises from mne import (read_events, read_cov, read_source_spaces, read_evokeds, read_dipole, SourceEstimate) from mne.datasets import testing from mne.filter import create_filter from mne.io import read_raw_fif from mne.minimum_norm import read_inverse_operator from mne.viz import (plot_bem, plot_events, plot_source_spectrogram, plot_snr_estimate, plot_filter) from mne.utils import (requires_nibabel, run_tests_if_main, slow_test, requires_version) # Set our plotters to test mode import matplotlib matplotlib.use('Agg') # for testing don't use X server warnings.simplefilter('always') # enable b/c these tests throw warnings data_path = testing.data_path(download=False) subjects_dir = op.join(data_path, 'subjects') src_fname = op.join(subjects_dir, 'sample', 'bem', 'sample-oct-6-src.fif') inv_fname = op.join(data_path, 'MEG', 'sample', 'sample_audvis_trunc-meg-eeg-oct-4-meg-inv.fif') evoked_fname = op.join(data_path, 'MEG', 'sample', 'sample_audvis-ave.fif') dip_fname = op.join(data_path, 'MEG', 'sample', 'sample_audvis_trunc_set1.dip') base_dir = op.join(op.dirname(__file__), '..', '..', 'io', 'tests', 'data') raw_fname = op.join(base_dir, 'test_raw.fif') cov_fname = op.join(base_dir, 'test-cov.fif') event_fname = op.join(base_dir, 'test-eve.fif') def _get_raw(): """Get raw data.""" return read_raw_fif(raw_fname, preload=True) def _get_events(): """Get events.""" return read_events(event_fname) @requires_version('scipy', '0.16') def test_plot_filter(): """Test filter plotting.""" import matplotlib.pyplot as plt l_freq, h_freq, sfreq = 2., 40., 1000. data = np.zeros(5000) freq = [0, 2, 40, 50, 500] gain = [0, 1, 1, 0, 0] h = create_filter(data, sfreq, l_freq, h_freq, fir_design='firwin2') plot_filter(h, sfreq) plt.close('all') plot_filter(h, sfreq, freq, gain) plt.close('all') iir = create_filter(data, sfreq, l_freq, h_freq, method='iir') plot_filter(iir, sfreq) plt.close('all') plot_filter(iir, sfreq, freq, gain) plt.close('all') iir_ba = create_filter(data, sfreq, l_freq, h_freq, method='iir', iir_params=dict(output='ba')) plot_filter(iir_ba, sfreq, freq, gain) plt.close('all') plot_filter(h, sfreq, freq, gain, fscale='linear') plt.close('all') def test_plot_cov(): """Test plotting of covariances.""" raw = _get_raw() cov = read_cov(cov_fname) with warnings.catch_warnings(record=True): # bad proj fig1, fig2 = cov.plot(raw.info, proj=True, exclude=raw.ch_names[6:]) @testing.requires_testing_data @requires_nibabel() def test_plot_bem(): """Test plotting of BEM contours.""" assert_raises(IOError, plot_bem, subject='bad-subject', subjects_dir=subjects_dir) assert_raises(ValueError, plot_bem, subject='sample', subjects_dir=subjects_dir, orientation='bad-ori') plot_bem(subject='sample', subjects_dir=subjects_dir, orientation='sagittal', slices=[25, 50]) plot_bem(subject='sample', subjects_dir=subjects_dir, orientation='coronal', slices=[25, 50], brain_surfaces='white') plot_bem(subject='sample', subjects_dir=subjects_dir, orientation='coronal', slices=[25, 50], src=src_fname) def test_plot_events(): """Test plotting events.""" event_labels = {'aud_l': 1, 'aud_r': 2, 'vis_l': 3, 'vis_r': 4} color = {1: 'green', 2: 'yellow', 3: 'red', 4: 'c'} raw = _get_raw() events = _get_events() plot_events(events, raw.info['sfreq'], raw.first_samp) plot_events(events, raw.info['sfreq'], raw.first_samp, equal_spacing=False) # Test plotting events without sfreq plot_events(events, first_samp=raw.first_samp) warnings.simplefilter('always', UserWarning) with warnings.catch_warnings(record=True): plot_events(events, raw.info['sfreq'], raw.first_samp, event_id=event_labels) plot_events(events, raw.info['sfreq'], raw.first_samp, color=color) plot_events(events, raw.info['sfreq'], raw.first_samp, event_id=event_labels, color=color) assert_raises(ValueError, plot_events, events, raw.info['sfreq'], raw.first_samp, event_id={'aud_l': 1}, color=color) assert_raises(ValueError, plot_events, events, raw.info['sfreq'], raw.first_samp, event_id={'aud_l': 111}, color=color) @testing.requires_testing_data def test_plot_source_spectrogram(): """Test plotting of source spectrogram.""" sample_src = read_source_spaces(op.join(subjects_dir, 'sample', 'bem', 'sample-oct-6-src.fif')) # dense version vertices = [s['vertno'] for s in sample_src] n_times = 5 n_verts = sum(len(v) for v in vertices) stc_data = np.ones((n_verts, n_times)) stc = SourceEstimate(stc_data, vertices, 1, 1) plot_source_spectrogram([stc, stc], [[1, 2], [3, 4]]) assert_raises(ValueError, plot_source_spectrogram, [], []) assert_raises(ValueError, plot_source_spectrogram, [stc, stc], [[1, 2], [3, 4]], tmin=0) assert_raises(ValueError, plot_source_spectrogram, [stc, stc], [[1, 2], [3, 4]], tmax=7) @slow_test @testing.requires_testing_data def test_plot_snr(): """Test plotting SNR estimate.""" inv = read_inverse_operator(inv_fname) evoked = read_evokeds(evoked_fname, baseline=(None, 0))[0] plot_snr_estimate(evoked, inv) @testing.requires_testing_data def test_plot_dipole_amplitudes(): """Test plotting dipole amplitudes.""" dipoles = read_dipole(dip_fname) dipoles.plot_amplitudes(show=False) run_tests_if_main()
bsd-3-clause
mlskit/astromlskit
FRONTEND/pyroc.py
2
12161
#!/usr/bin/env python # encoding: utf-8 """ PyRoc.py Created by Marcel Caraciolo on 2009-11-16. Copyright (c) 2009 Federal University of Pernambuco. All rights reserved. IMPORTANT: Based on the original code by Eithon Cadag (http://www.eithoncadag.com/files/pyroc.txt) Python Module for calculating the area under the receive operating characteristic curve, given a dataset. 0.1 - First Release 0.2 - Updated the code by adding new metrics for analysis with the confusion matrix. """ import random import math try: import pylab except: print "error:\tcan't import pylab module, you must install the module:\n" print "\tmatplotlib to plot charts!'\n" def random_mixture_model(pos_mu=.6,pos_sigma=.1,neg_mu=.4,neg_sigma=.1,size=200): pos = [(1,random.gauss(pos_mu,pos_sigma),) for x in xrange(size/2)] neg = [(0,random.gauss(neg_mu,neg_sigma),) for x in xrange(size/2)] return pos+neg def plot_multiple_rocs_separate(rocList,title='', labels = None, equal_aspect = True): """ Plot multiples ROC curves as separate at the same painting area. """ pylab.clf() pylab.title(title) for ix, r in enumerate(rocList): ax = pylab.subplot(4,4,ix+1) pylab.ylim((0,1)) pylab.xlim((0,1)) ax.set_yticklabels([]) ax.set_xticklabels([]) if equal_aspect: cax = pylab.gca() cax.set_aspect('equal') if not labels: labels = ['' for x in rocList] pylab.text(0.2,0.1,labels[ix],fontsize=8) pylab.plot([x[0] for x in r.derived_points],[y[1] for y in r.derived_points], 'r-',linewidth=2) pylab.show() def _remove_duplicate_styles(rocList): """ Checks for duplicate linestyles and replaces duplicates with a random one.""" pref_styles = ['cx-','mx-','yx-','gx-','bx-','rx-'] points = 'ov^>+xd' colors = 'bgrcmy' lines = ['-','-.',':'] rand_ls = [] for r in rocList: if r.linestyle not in rand_ls: rand_ls.append(r.linestyle) else: while True: if len(pref_styles) > 0: pstyle = pref_styles.pop() if pstyle not in rand_ls: r.linestyle = pstyle rand_ls.append(pstyle) break else: ls = ''.join(random.sample(colors,1) + random.sample(points,1)+ random.sample(lines,1)) if ls not in rand_ls: r.linestyle = ls rand_ls.append(ls) break def plot_multiple_roc(rocList,title='',labels=None, include_baseline=False, equal_aspect=True): """ Plots multiple ROC curves on the same chart. Parameters: rocList: the list of ROCData objects title: The tile of the chart labels: The labels of each ROC curve include_baseline: if it's True include the random baseline equal_aspect: keep equal aspect for all roc curves """ pylab.clf() pylab.ylim((0,1)) pylab.xlim((0,1)) pylab.xticks(pylab.arange(0,1.1,.1)) pylab.yticks(pylab.arange(0,1.1,.1)) pylab.grid(True) if equal_aspect: cax = pylab.gca() cax.set_aspect('equal') pylab.xlabel("1 - Specificity") pylab.ylabel("Sensitivity") pylab.title(title) if not labels: labels = [ '' for x in rocList] _remove_duplicate_styles(rocList) for ix, r in enumerate(rocList): pylab.plot([x[0] for x in r.derived_points], [y[1] for y in r.derived_points], r.linestyle, linewidth=1, label=labels[ix]) if include_baseline: pylab.plot([0.0,1.0], [0.0, 1.0], 'k-', label= 'random') if labels: pylab.legend(loc='lower right') pylab.show() def load_decision_function(path): """ Function to load the decision function (DataSet) Parameters: path: The dataset file path Return: model_data: The data modeled """ fileHandler = open(path,'r') reader = fileHandler.readlines() reader = [line.strip().split() for line in reader] model_data = [] for line in reader: if len(line) == 0: continue fClass,fValue = line model_data.append((int(fClass), float(fValue))) fileHandler.close() return model_data class ROCData(object): """ Class that generates an ROC Curve for the data. Data is in the following format: a list l of tutples t where: t[0] = 1 for positive class and t[0] = 0 for negative class t[1] = score t[2] = label """ def __init__(self,data,linestyle='rx-'): """ Constructor takes the data and the line style for plotting the ROC Curve. Parameters: data: The data a listl of tuples t (l = [t_0,t_1,...t_n]) where: t[0] = 1 for positive class and 0 for negative class t[1] = a score t[2] = any label (optional) lineStyle: THe matplotlib style string for plots. Note: The ROCData is still usable w/o matplotlib. The AUC is still available, but plots cannot be generated. """ self.data = sorted(data,lambda x,y: cmp(y[1],x[1])) self.linestyle = linestyle self.auc() #Seed initial points with default full ROC def auc(self,fpnum=0): """ Uses the trapezoidal ruel to calculate the area under the curve. If fpnum is supplied, it will calculate a partial AUC, up to the number of false positives in fpnum (the partial AUC is scaled to between 0 and 1). It assumes that the positive class is expected to have the higher of the scores (s(+) < s(-)) Parameters: fpnum: The cumulativr FP count (fps) Return: """ fps_count = 0 relevant_pauc = [] current_index = 0 max_n = len([x for x in self.data if x[0] == 0]) if fpnum == 0: relevant_pauc = [x for x in self.data] elif fpnum > max_n: fpnum = max_n #Find the upper limit of the data that does not exceed n FPs else: while fps_count < fpnum: relevant_pauc.append(self.data[current_index]) if self.data[current_index][0] == 0: fps_count += 1 current_index +=1 total_n = len([x for x in relevant_pauc if x[0] == 0]) total_p = len(relevant_pauc) - total_n #Convert to points in a ROC previous_df = -1000000.0 current_index = 0 points = [] tp_count, fp_count = 0.0 , 0.0 tpr, fpr = 0, 0 while current_index < len(relevant_pauc): df = relevant_pauc[current_index][1] if previous_df != df: points.append((fpr,tpr,fp_count)) if relevant_pauc[current_index][0] == 0: fp_count +=1 elif relevant_pauc[current_index][0] == 1: tp_count +=1 fpr = fp_count/total_n tpr = tp_count/total_p previous_df = df current_index +=1 points.append((fpr,tpr,fp_count)) #Add last point points.sort(key=lambda i: (i[0],i[1])) self.derived_points = points return self._trapezoidal_rule(points) def _trapezoidal_rule(self,curve_pts): """ Method to calculate the area under the ROC curve""" cum_area = 0.0 for ix,x in enumerate(curve_pts[0:-1]): cur_pt = x next_pt = curve_pts[ix+1] cum_area += ((cur_pt[1]+next_pt[1])/2.0) * (next_pt[0]-cur_pt[0]) return cum_area def calculateStandardError(self,fpnum=0): """ Returns the standard error associated with the curve. Parameters: fpnum: The cumulativr FP count (fps) Return: the standard error. """ area = self.auc(fpnum) #real positive cases Na = len([ x for x in self.data if x[0] == 1]) #real negative cases Nn = len([ x for x in self.data if x[0] == 0]) Q1 = area / (2.0 - area) Q2 = 2 * area * area / (1.0 + area) return math.sqrt( ( area * (1.0 - area) + (Na - 1.0) * (Q1 - area*area) + (Nn - 1.0) * (Q2 - area * area)) / (Na * Nn)) def plot(self,title='',include_baseline=False,equal_aspect=True): """ Method that generates a plot of the ROC curve Parameters: title: Title of the chart include_baseline: Add the baseline plot line if it's True equal_aspect: Aspects to be equal for all plot """ pylab.clf() pylab.plot([x[0] for x in self.derived_points], [y[1] for y in self.derived_points], self.linestyle) if include_baseline: pylab.plot([0.0,1.0], [0.0,1.0],'k-.') pylab.ylim((0,1)) pylab.xlim((0,1)) pylab.xticks(pylab.arange(0,1.1,.1)) pylab.yticks(pylab.arange(0,1.1,.1)) pylab.grid(True) if equal_aspect: cax = pylab.gca() cax.set_aspect('equal') pylab.xlabel('1 - Specificity') pylab.ylabel('Sensitivity') pylab.title(title) pylab.show() def confusion_matrix(self,threshold,do_print=False): """ Returns the confusion matrix (in dictionary form) for a fiven threshold where all elements > threshold are considered 1 , all else 0. Parameters: threshold: threshold to check the decision function do_print: if it's True show the confusion matrix in the screen Return: the dictionary with the TP, FP, FN, TN """ pos_points = [x for x in self.data if x[1] >= threshold] neg_points = [x for x in self.data if x[1] < threshold] tp,fp,fn,tn = self._calculate_counts(pos_points,neg_points) if do_print: print "\t Actual class" print "\t+(1)\t-(0)" print "+(1)\t%i\t%i\tPredicted" % (tp,fp) print "-(0)\t%i\t%i\tclass" % (fn,tn) return {'TP': tp, 'FP': fp, 'FN': fn, 'TN': tn} def evaluateMetrics(self,matrix,metric=None,do_print=False): """ Returns the metrics evaluated from the confusion matrix. Parameters: matrix: the confusion matrix metric: the specific metric of the default value is None (all metrics). do_print: if it's True show the metrics in the screen Return: the dictionary with the Accuracy, Sensitivity, Specificity,Efficiency, PositivePredictiveValue, NegativePredictiveValue, PhiCoefficient """ accuracy = (matrix['TP'] + matrix['TN'])/ float(sum(matrix.values())) sensitivity = (matrix['TP'])/ float(matrix['TP'] + matrix['FN']) specificity = (matrix['TN'])/float(matrix['TN'] + matrix['FP']) efficiency = (sensitivity + specificity) / 2.0 positivePredictiveValue = matrix['TP'] / float(matrix['TP'] + matrix['FP']) NegativePredictiveValue = matrix['TN'] / float(matrix['TN'] + matrix['FN']) PhiCoefficient = (matrix['TP'] * matrix['TN'] - matrix['FP'] * matrix['FN'])/( math.sqrt( (matrix['TP'] + matrix['FP']) * (matrix['TP'] + matrix['FN']) * (matrix['TN'] + matrix['FP']) * (matrix['TN'] + matrix['FN']))) or 1.0 if do_print: print 'Sensitivity: ' , sensitivity print 'Specificity: ' , specificity print 'Efficiency: ' , efficiency print 'Accuracy: ' , accuracy print 'PositivePredictiveValue: ' , positivePredictiveValue print 'NegativePredictiveValue' , NegativePredictiveValue print 'PhiCoefficient' , PhiCoefficient return {'SENS': sensitivity, 'SPEC': specificity, 'ACC': accuracy, 'EFF': efficiency, 'PPV':positivePredictiveValue, 'NPV':NegativePredictiveValue , 'PHI': PhiCoefficient} def _calculate_counts(self,pos_data,neg_data): """ Calculates the number of false positives, true positives, false negatives and true negatives """ tp_count = len([x for x in pos_data if x[0] == 1]) fp_count = len([x for x in pos_data if x[0] == 0]) fn_count = len([x for x in neg_data if x[0] == 1]) tn_count = len([x for x in neg_data if x[0] == 0]) return tp_count,fp_count,fn_count, tn_count if __name__ == '__main__': print "PyRoC - ROC Curve Generator" print "By Marcel Pinheiro Caraciolo (@marcelcaraciolo)" print "http://aimotion.bogspot.com\n" from optparse import OptionParser parser = OptionParser() parser.add_option('-f', '--file', dest='origFile', help="Path to a file with the class and decision function. The first column of each row is the class, and the second the decision score.") parser.add_option("-n", "--max fp", dest = "fp_n", default=0, help= "Maximum false positives to calculate up to (for partial AUC).") parser.add_option("-p","--plot", action="store_true",dest='plotFlag', default=False, help="Plot the ROC curve (matplotlib required)") parser.add_option("-t",'--title', dest= 'ptitle' , default='' , help = 'Title of plot.') (options,args) = parser.parse_args() if (not options.origFile): parser.print_help() exit() df_data = load_decision_function(options.origFile) roc = ROCData(df_data) roc_n = int(options.fp_n) print "ROC AUC: %s" % (str(roc.auc(roc_n)),) print 'Standard Error: %s' % (str(roc.calculateStandardError(roc_n)),) print '' for pt in roc.derived_points: print pt[0],pt[1] if options.plotFlag: roc.plot(options.ptitle,True,True)
gpl-3.0
PandaStabber/Goldberg_et_al_2016
optimal_tree.py
1
10148
""" Before running this file, run 'make_database.py' first. Here it is important to remember that we're not evaluating the generic performance of the decision tree to predict the data outcome. We're using the decision tree as a method to quantitatively investigate and breakdown the data... to see if we can disentangle the relationship between physicochemical parameters and the retention behavior of nanomaterials. Note that, becuase there are elements of stochasticity in the decision tree growing process, it can be difficult to obtain the optimal decision tree (n.b. for most cases, there is never an optimal decision tree). Here, we cannot guarentee optimality, but we can iteratively investigate the results of the decision tree and pick the best one. Here we employ many decision tree runs and report the index of the best one. This index value should be used to declare the location of the output hierarchical JSON file (flareXX.json), which is output to the figures/decisionTreeVisualization/flare_reports folder. Once the index has been located, modify the appropriate variable in the index.html file contained within the decisionTreeVisualization folder and run it. """ import argparse import json import os import pandas as pd import numpy as np import pydot from sklearn import metrics from sklearn import grid_search from sklearn import tree from sklearn.externals.six import StringIO from sklearn.metrics import classification_report from sklearn.cross_validation import StratifiedShuffleSplit from helper_functions import (make_dirs, rules, add_boolean_argument) # Default database TRAINING_PATH = os.path.join('output', 'data', 'training_data.csv') TARGET_PATH = os.path.join('output', 'data', 'target_data.csv') # Seed to use when running in deterministic mode. _SEED = 666 # TODO(peterthenelson) Break up into smaller functions. def main( output_dir='output', training_path=TRAINING_PATH, target_path=TARGET_PATH, iterations=50, deterministic=False, stratified_holdout=True, holdout_size=0.15, crossfolds=5): """Find optimal decision tree, write output files. Parameters ---------- output_dir : str Path to output directory. training_path : str Path to training data csv. target_path : str Path to target data csv. iterations : int Number of runs of fitting the model. deterministic : bool Turn off randomness (for testing). stratified_holdout : bool Turn off the use of a stratified holdout set. Use with caution: False = train and test on the same data (ok for description, but not prediction). holdout_size : float The percentage of the database not employed for training. crossfolds : int Number of folds for crossvalidation. """ # TODO(peterthenelson) This is a dumb thing to do. Name and location should # be bundled into a config object, rather than trying to derive it from the # path (or one of them). database_basename = os.path.basename(training_path) # Everything goes under this subdirectory. output_dir = os.path.join(output_dir, 'classifier') make_dirs(output_dir) # Loop through all model interactions by looping through database names run = 0 f1_binary_average_score_track = [] f1_report = pd.DataFrame() target_data = np.squeeze(pd.read_csv(target_path)) training_data = pd.read_csv(training_path) for run in xrange(iterations): print run # Print for convenience y_train = np.array(target_data) x_train = training_data.as_matrix() # assign the target data as y_all and the training data as x_all. Notice # that we train AND test on the same data. This is not commmon, but # we're employing the decision tree for a descriptive evaluation, not # its generic prediction performance if stratified_holdout: random_state = _SEED if deterministic else None sss = StratifiedShuffleSplit( y_train, n_iter=1, test_size=holdout_size, random_state=random_state) for train_index, test_index in sss: x_train, x_holdout = x_train[train_index], x_train[test_index] y_train, y_holdout = y_train[train_index], y_train[test_index] x_train_or_holdout = x_holdout y_train_or_holdout = y_holdout # if you want to seperate training data into holdout set to examine performance. x_train_or_holdout = x_train y_train_or_holdout = y_train # initialize the classifier clf = tree.DecisionTreeClassifier() # optimize classifier by brute-force parameter investigation dpgrid = {'max_depth': [3,4,5], 'min_samples_leaf': [11,12,13], 'max_features': [None, 'sqrt', 'log2'], 'random_state': [_SEED] if deterministic else [None] } # investigate the best possible set of parameters using a cross # validation loop and the given grid. The cross-validation does not do # random shuffles, but the estimator does use randomness (and # takes random_state via dpgrid). grid_searcher = grid_search.GridSearchCV(estimator=clf, cv=crossfolds, param_grid=dpgrid, n_jobs=-1) # call the grid search fit using the data grid_searcher.fit(x_train, y_train) # store and print the best parameters best_params = grid_searcher.best_params_ # reinitialize and call the classifier with the best parameter clf = tree.DecisionTreeClassifier(**best_params) clf.fit(x_train, y_train) # Evaluate external performance (how well does # the trained model classify the holdout?) y_pred = clf.predict(x_train_or_holdout) # calculate the score for the combined class (weighted), and then # each class individually f1_binary_average_score = metrics.f1_score( y_train_or_holdout, y_pred, pos_label=None, average='weighted') f1_binary_average_score_exp = metrics.f1_score( y_train_or_holdout, y_pred, pos_label=0) f1_binary_average_score_nonexp = metrics.f1_score( y_train_or_holdout, y_pred, pos_label=1) # Compare the predictions to the truth directly and outut a file # to inspect. y_pred_frame = pd.DataFrame(y_pred, columns=['predicted']) y_truth_frame = pd.DataFrame(y_train_or_holdout, columns=['truth']) comparison = pd.concat([y_pred_frame, y_truth_frame], axis=1) comparison.to_csv(os.path.join(output_dir, 'comparison.csv')) # initialize scoring tracking dataframe to store the data f1_track = pd.DataFrame() f1_track['exponential'] = f1_binary_average_score_exp, f1_track['nonexponential'] = f1_binary_average_score_nonexp f1_track['average'] = f1_binary_average_score f1_report = f1_report.append(f1_track) # pylint:disable=redefined-variable-type f1_binary_average_score_track.append(f1_binary_average_score) # The following section creates figures to visualize the decision tree # as a PDF and to plot in D3 (java/html). Feature elimination is not # included here, but was included previously. This grabs only the names # in the remaining features. grab_working_names = [str(i) for i in list(training_data)] # set the path to save the json representation. json_dir = os.path.join(output_dir, 'flare') make_dirs(json_dir) json_path = os.path.join(json_dir, 'flare%d.json' % (run + 1)) data_target_names = ['exponential', 'nonexponential'] tree_rules = rules(clf, grab_working_names, data_target_names) with open(json_path, 'w') as outf: outf.write(json.dumps(tree_rules)) dot_data = StringIO() tree.export_graphviz(clf, out_file=dot_data, feature_names=grab_working_names, impurity=True, rounded=True, filled=True, label='all', leaves_parallel=True, class_names=['exponential', 'nonexponential']) graph = pydot.graph_from_dot_data(dot_data.getvalue()) make_dirs(os.path.join(output_dir, 'models')) graph.write_pdf(os.path.join(output_dir, 'models/%d.pdf' % (run + 1))) class_report_dir = os.path.join(output_dir, 'class_reports') make_dirs(class_report_dir) class_report_path = os.path.join(class_report_dir, 'class_report%d.txt' % (run + 1)) with open(class_report_path, "w") as outf: outf.write(classification_report( y_train_or_holdout, y_pred, target_names=['exponential', 'nonexponential'])) outf.write('\n') report_save_path = os.path.join(output_dir, 'scores%d.csv' % (run + 1)) f1_report.to_csv(report_save_path) f1_report.reset_index(inplace=True) print f1_report.describe() print "best performing decision tree index: ", f1_report['average'].argmax() def parse_args(): """Parse commandline arguments into a dict.""" parser = argparse.ArgumentParser() # TODO(peterthenelson) I'm not a fan of duplicating the defaults here, but I # don't see a better way. parser.add_argument('--output_dir', default='output') parser.add_argument('--training_path', default=TRAINING_PATH) parser.add_argument('--target_path', default=TARGET_PATH) parser.add_argument('--iterations', default=50, type=int) add_boolean_argument(parser, 'stratified_holdout', default=True) parser.add_argument('--holdout_size', default=0.15, type=float) parser.add_argument('--crossfolds', default=5, type=int) parsed = parser.parse_args() return {k: getattr(parsed, k) for k in dir(parsed) if not k.startswith('_')} if __name__ == '__main__': # wrap inside to prevent parallelize errors on windows. main(**parse_args())
mit
LiaoPan/scikit-learn
sklearn/decomposition/dict_learning.py
83
44062
""" Dictionary learning """ from __future__ import print_function # Author: Vlad Niculae, Gael Varoquaux, Alexandre Gramfort # License: BSD 3 clause import time import sys import itertools from math import sqrt, ceil import numpy as np from scipy import linalg from numpy.lib.stride_tricks import as_strided from ..base import BaseEstimator, TransformerMixin from ..externals.joblib import Parallel, delayed, cpu_count from ..externals.six.moves import zip from ..utils import (check_array, check_random_state, gen_even_slices, gen_batches, _get_n_jobs) from ..utils.extmath import randomized_svd, row_norms from ..utils.validation import check_is_fitted from ..linear_model import Lasso, orthogonal_mp_gram, LassoLars, Lars def _sparse_encode(X, dictionary, gram, cov=None, algorithm='lasso_lars', regularization=None, copy_cov=True, init=None, max_iter=1000): """Generic sparse coding Each column of the result is the solution to a Lasso problem. Parameters ---------- X: array of shape (n_samples, n_features) Data matrix. dictionary: array of shape (n_components, n_features) The dictionary matrix against which to solve the sparse coding of the data. Some of the algorithms assume normalized rows. gram: None | array, shape=(n_components, n_components) Precomputed Gram matrix, dictionary * dictionary' gram can be None if method is 'threshold'. cov: array, shape=(n_components, n_samples) Precomputed covariance, dictionary * X' algorithm: {'lasso_lars', 'lasso_cd', 'lars', 'omp', 'threshold'} lars: uses the least angle regression method (linear_model.lars_path) lasso_lars: uses Lars to compute the Lasso solution lasso_cd: uses the coordinate descent method to compute the Lasso solution (linear_model.Lasso). lasso_lars will be faster if the estimated components are sparse. omp: uses orthogonal matching pursuit to estimate the sparse solution threshold: squashes to zero all coefficients less than regularization from the projection dictionary * data' regularization : int | float The regularization parameter. It corresponds to alpha when algorithm is 'lasso_lars', 'lasso_cd' or 'threshold'. Otherwise it corresponds to n_nonzero_coefs. init: array of shape (n_samples, n_components) Initialization value of the sparse code. Only used if `algorithm='lasso_cd'`. max_iter: int, 1000 by default Maximum number of iterations to perform if `algorithm='lasso_cd'`. copy_cov: boolean, optional Whether to copy the precomputed covariance matrix; if False, it may be overwritten. Returns ------- code: array of shape (n_components, n_features) The sparse codes See also -------- sklearn.linear_model.lars_path sklearn.linear_model.orthogonal_mp sklearn.linear_model.Lasso SparseCoder """ if X.ndim == 1: X = X[:, np.newaxis] n_samples, n_features = X.shape if cov is None and algorithm != 'lasso_cd': # overwriting cov is safe copy_cov = False cov = np.dot(dictionary, X.T) if algorithm == 'lasso_lars': alpha = float(regularization) / n_features # account for scaling try: err_mgt = np.seterr(all='ignore') lasso_lars = LassoLars(alpha=alpha, fit_intercept=False, verbose=False, normalize=False, precompute=gram, fit_path=False) lasso_lars.fit(dictionary.T, X.T, Xy=cov) new_code = lasso_lars.coef_ finally: np.seterr(**err_mgt) elif algorithm == 'lasso_cd': alpha = float(regularization) / n_features # account for scaling clf = Lasso(alpha=alpha, fit_intercept=False, precompute=gram, max_iter=max_iter, warm_start=True) clf.coef_ = init clf.fit(dictionary.T, X.T) new_code = clf.coef_ elif algorithm == 'lars': try: err_mgt = np.seterr(all='ignore') lars = Lars(fit_intercept=False, verbose=False, normalize=False, precompute=gram, n_nonzero_coefs=int(regularization), fit_path=False) lars.fit(dictionary.T, X.T, Xy=cov) new_code = lars.coef_ finally: np.seterr(**err_mgt) elif algorithm == 'threshold': new_code = ((np.sign(cov) * np.maximum(np.abs(cov) - regularization, 0)).T) elif algorithm == 'omp': new_code = orthogonal_mp_gram(gram, cov, regularization, None, row_norms(X, squared=True), copy_Xy=copy_cov).T else: raise ValueError('Sparse coding method must be "lasso_lars" ' '"lasso_cd", "lasso", "threshold" or "omp", got %s.' % algorithm) return new_code # XXX : could be moved to the linear_model module def sparse_encode(X, dictionary, gram=None, cov=None, algorithm='lasso_lars', n_nonzero_coefs=None, alpha=None, copy_cov=True, init=None, max_iter=1000, n_jobs=1): """Sparse coding Each row of the result is the solution to a sparse coding problem. The goal is to find a sparse array `code` such that:: X ~= code * dictionary Read more in the :ref:`User Guide <SparseCoder>`. Parameters ---------- X: array of shape (n_samples, n_features) Data matrix dictionary: array of shape (n_components, n_features) The dictionary matrix against which to solve the sparse coding of the data. Some of the algorithms assume normalized rows for meaningful output. gram: array, shape=(n_components, n_components) Precomputed Gram matrix, dictionary * dictionary' cov: array, shape=(n_components, n_samples) Precomputed covariance, dictionary' * X algorithm: {'lasso_lars', 'lasso_cd', 'lars', 'omp', 'threshold'} lars: uses the least angle regression method (linear_model.lars_path) lasso_lars: uses Lars to compute the Lasso solution lasso_cd: uses the coordinate descent method to compute the Lasso solution (linear_model.Lasso). lasso_lars will be faster if the estimated components are sparse. omp: uses orthogonal matching pursuit to estimate the sparse solution threshold: squashes to zero all coefficients less than alpha from the projection dictionary * X' n_nonzero_coefs: int, 0.1 * n_features by default Number of nonzero coefficients to target in each column of the solution. This is only used by `algorithm='lars'` and `algorithm='omp'` and is overridden by `alpha` in the `omp` case. alpha: float, 1. by default If `algorithm='lasso_lars'` or `algorithm='lasso_cd'`, `alpha` is the penalty applied to the L1 norm. If `algorithm='threhold'`, `alpha` is the absolute value of the threshold below which coefficients will be squashed to zero. If `algorithm='omp'`, `alpha` is the tolerance parameter: the value of the reconstruction error targeted. In this case, it overrides `n_nonzero_coefs`. init: array of shape (n_samples, n_components) Initialization value of the sparse codes. Only used if `algorithm='lasso_cd'`. max_iter: int, 1000 by default Maximum number of iterations to perform if `algorithm='lasso_cd'`. copy_cov: boolean, optional Whether to copy the precomputed covariance matrix; if False, it may be overwritten. n_jobs: int, optional Number of parallel jobs to run. Returns ------- code: array of shape (n_samples, n_components) The sparse codes See also -------- sklearn.linear_model.lars_path sklearn.linear_model.orthogonal_mp sklearn.linear_model.Lasso SparseCoder """ dictionary = check_array(dictionary) X = check_array(X) n_samples, n_features = X.shape n_components = dictionary.shape[0] if gram is None and algorithm != 'threshold': gram = np.dot(dictionary, dictionary.T) if cov is None: copy_cov = False cov = np.dot(dictionary, X.T) if algorithm in ('lars', 'omp'): regularization = n_nonzero_coefs if regularization is None: regularization = min(max(n_features / 10, 1), n_components) else: regularization = alpha if regularization is None: regularization = 1. if n_jobs == 1 or algorithm == 'threshold': return _sparse_encode(X, dictionary, gram, cov=cov, algorithm=algorithm, regularization=regularization, copy_cov=copy_cov, init=init, max_iter=max_iter) # Enter parallel code block code = np.empty((n_samples, n_components)) slices = list(gen_even_slices(n_samples, _get_n_jobs(n_jobs))) code_views = Parallel(n_jobs=n_jobs)( delayed(_sparse_encode)( X[this_slice], dictionary, gram, cov[:, this_slice], algorithm, regularization=regularization, copy_cov=copy_cov, init=init[this_slice] if init is not None else None, max_iter=max_iter) for this_slice in slices) for this_slice, this_view in zip(slices, code_views): code[this_slice] = this_view return code def _update_dict(dictionary, Y, code, verbose=False, return_r2=False, random_state=None): """Update the dense dictionary factor in place. Parameters ---------- dictionary: array of shape (n_features, n_components) Value of the dictionary at the previous iteration. Y: array of shape (n_features, n_samples) Data matrix. code: array of shape (n_components, n_samples) Sparse coding of the data against which to optimize the dictionary. verbose: Degree of output the procedure will print. return_r2: bool Whether to compute and return the residual sum of squares corresponding to the computed solution. random_state: int or RandomState Pseudo number generator state used for random sampling. Returns ------- dictionary: array of shape (n_features, n_components) Updated dictionary. """ n_components = len(code) n_samples = Y.shape[0] random_state = check_random_state(random_state) # Residuals, computed 'in-place' for efficiency R = -np.dot(dictionary, code) R += Y R = np.asfortranarray(R) ger, = linalg.get_blas_funcs(('ger',), (dictionary, code)) for k in range(n_components): # R <- 1.0 * U_k * V_k^T + R R = ger(1.0, dictionary[:, k], code[k, :], a=R, overwrite_a=True) dictionary[:, k] = np.dot(R, code[k, :].T) # Scale k'th atom atom_norm_square = np.dot(dictionary[:, k], dictionary[:, k]) if atom_norm_square < 1e-20: if verbose == 1: sys.stdout.write("+") sys.stdout.flush() elif verbose: print("Adding new random atom") dictionary[:, k] = random_state.randn(n_samples) # Setting corresponding coefs to 0 code[k, :] = 0.0 dictionary[:, k] /= sqrt(np.dot(dictionary[:, k], dictionary[:, k])) else: dictionary[:, k] /= sqrt(atom_norm_square) # R <- -1.0 * U_k * V_k^T + R R = ger(-1.0, dictionary[:, k], code[k, :], a=R, overwrite_a=True) if return_r2: R **= 2 # R is fortran-ordered. For numpy version < 1.6, sum does not # follow the quick striding first, and is thus inefficient on # fortran ordered data. We take a flat view of the data with no # striding R = as_strided(R, shape=(R.size, ), strides=(R.dtype.itemsize,)) R = np.sum(R) return dictionary, R return dictionary def dict_learning(X, n_components, alpha, max_iter=100, tol=1e-8, method='lars', n_jobs=1, dict_init=None, code_init=None, callback=None, verbose=False, random_state=None, return_n_iter=False): """Solves a dictionary learning matrix factorization problem. Finds the best dictionary and the corresponding sparse code for approximating the data matrix X by solving:: (U^*, V^*) = argmin 0.5 || X - U V ||_2^2 + alpha * || U ||_1 (U,V) with || V_k ||_2 = 1 for all 0 <= k < n_components where V is the dictionary and U is the sparse code. Read more in the :ref:`User Guide <DictionaryLearning>`. Parameters ---------- X: array of shape (n_samples, n_features) Data matrix. n_components: int, Number of dictionary atoms to extract. alpha: int, Sparsity controlling parameter. max_iter: int, Maximum number of iterations to perform. tol: float, Tolerance for the stopping condition. method: {'lars', 'cd'} lars: uses the least angle regression method to solve the lasso problem (linear_model.lars_path) cd: uses the coordinate descent method to compute the Lasso solution (linear_model.Lasso). Lars will be faster if the estimated components are sparse. n_jobs: int, Number of parallel jobs to run, or -1 to autodetect. dict_init: array of shape (n_components, n_features), Initial value for the dictionary for warm restart scenarios. code_init: array of shape (n_samples, n_components), Initial value for the sparse code for warm restart scenarios. callback: Callable that gets invoked every five iterations. verbose: Degree of output the procedure will print. random_state: int or RandomState Pseudo number generator state used for random sampling. return_n_iter : bool Whether or not to return the number of iterations. Returns ------- code: array of shape (n_samples, n_components) The sparse code factor in the matrix factorization. dictionary: array of shape (n_components, n_features), The dictionary factor in the matrix factorization. errors: array Vector of errors at each iteration. n_iter : int Number of iterations run. Returned only if `return_n_iter` is set to True. See also -------- dict_learning_online DictionaryLearning MiniBatchDictionaryLearning SparsePCA MiniBatchSparsePCA """ if method not in ('lars', 'cd'): raise ValueError('Coding method %r not supported as a fit algorithm.' % method) method = 'lasso_' + method t0 = time.time() # Avoid integer division problems alpha = float(alpha) random_state = check_random_state(random_state) if n_jobs == -1: n_jobs = cpu_count() # Init the code and the dictionary with SVD of Y if code_init is not None and dict_init is not None: code = np.array(code_init, order='F') # Don't copy V, it will happen below dictionary = dict_init else: code, S, dictionary = linalg.svd(X, full_matrices=False) dictionary = S[:, np.newaxis] * dictionary r = len(dictionary) if n_components <= r: # True even if n_components=None code = code[:, :n_components] dictionary = dictionary[:n_components, :] else: code = np.c_[code, np.zeros((len(code), n_components - r))] dictionary = np.r_[dictionary, np.zeros((n_components - r, dictionary.shape[1]))] # Fortran-order dict, as we are going to access its row vectors dictionary = np.array(dictionary, order='F') residuals = 0 errors = [] current_cost = np.nan if verbose == 1: print('[dict_learning]', end=' ') # If max_iter is 0, number of iterations returned should be zero ii = -1 for ii in range(max_iter): dt = (time.time() - t0) if verbose == 1: sys.stdout.write(".") sys.stdout.flush() elif verbose: print ("Iteration % 3i " "(elapsed time: % 3is, % 4.1fmn, current cost % 7.3f)" % (ii, dt, dt / 60, current_cost)) # Update code code = sparse_encode(X, dictionary, algorithm=method, alpha=alpha, init=code, n_jobs=n_jobs) # Update dictionary dictionary, residuals = _update_dict(dictionary.T, X.T, code.T, verbose=verbose, return_r2=True, random_state=random_state) dictionary = dictionary.T # Cost function current_cost = 0.5 * residuals + alpha * np.sum(np.abs(code)) errors.append(current_cost) if ii > 0: dE = errors[-2] - errors[-1] # assert(dE >= -tol * errors[-1]) if dE < tol * errors[-1]: if verbose == 1: # A line return print("") elif verbose: print("--- Convergence reached after %d iterations" % ii) break if ii % 5 == 0 and callback is not None: callback(locals()) if return_n_iter: return code, dictionary, errors, ii + 1 else: return code, dictionary, errors def dict_learning_online(X, n_components=2, alpha=1, n_iter=100, return_code=True, dict_init=None, callback=None, batch_size=3, verbose=False, shuffle=True, n_jobs=1, method='lars', iter_offset=0, random_state=None, return_inner_stats=False, inner_stats=None, return_n_iter=False): """Solves a dictionary learning matrix factorization problem online. Finds the best dictionary and the corresponding sparse code for approximating the data matrix X by solving:: (U^*, V^*) = argmin 0.5 || X - U V ||_2^2 + alpha * || U ||_1 (U,V) with || V_k ||_2 = 1 for all 0 <= k < n_components where V is the dictionary and U is the sparse code. This is accomplished by repeatedly iterating over mini-batches by slicing the input data. Read more in the :ref:`User Guide <DictionaryLearning>`. Parameters ---------- X: array of shape (n_samples, n_features) Data matrix. n_components : int, Number of dictionary atoms to extract. alpha : float, Sparsity controlling parameter. n_iter : int, Number of iterations to perform. return_code : boolean, Whether to also return the code U or just the dictionary V. dict_init : array of shape (n_components, n_features), Initial value for the dictionary for warm restart scenarios. callback : Callable that gets invoked every five iterations. batch_size : int, The number of samples to take in each batch. verbose : Degree of output the procedure will print. shuffle : boolean, Whether to shuffle the data before splitting it in batches. n_jobs : int, Number of parallel jobs to run, or -1 to autodetect. method : {'lars', 'cd'} lars: uses the least angle regression method to solve the lasso problem (linear_model.lars_path) cd: uses the coordinate descent method to compute the Lasso solution (linear_model.Lasso). Lars will be faster if the estimated components are sparse. iter_offset : int, default 0 Number of previous iterations completed on the dictionary used for initialization. random_state : int or RandomState Pseudo number generator state used for random sampling. return_inner_stats : boolean, optional Return the inner statistics A (dictionary covariance) and B (data approximation). Useful to restart the algorithm in an online setting. If return_inner_stats is True, return_code is ignored inner_stats : tuple of (A, B) ndarrays Inner sufficient statistics that are kept by the algorithm. Passing them at initialization is useful in online settings, to avoid loosing the history of the evolution. A (n_components, n_components) is the dictionary covariance matrix. B (n_features, n_components) is the data approximation matrix return_n_iter : bool Whether or not to return the number of iterations. Returns ------- code : array of shape (n_samples, n_components), the sparse code (only returned if `return_code=True`) dictionary : array of shape (n_components, n_features), the solutions to the dictionary learning problem n_iter : int Number of iterations run. Returned only if `return_n_iter` is set to `True`. See also -------- dict_learning DictionaryLearning MiniBatchDictionaryLearning SparsePCA MiniBatchSparsePCA """ if n_components is None: n_components = X.shape[1] if method not in ('lars', 'cd'): raise ValueError('Coding method not supported as a fit algorithm.') method = 'lasso_' + method t0 = time.time() n_samples, n_features = X.shape # Avoid integer division problems alpha = float(alpha) random_state = check_random_state(random_state) if n_jobs == -1: n_jobs = cpu_count() # Init V with SVD of X if dict_init is not None: dictionary = dict_init else: _, S, dictionary = randomized_svd(X, n_components, random_state=random_state) dictionary = S[:, np.newaxis] * dictionary r = len(dictionary) if n_components <= r: dictionary = dictionary[:n_components, :] else: dictionary = np.r_[dictionary, np.zeros((n_components - r, dictionary.shape[1]))] dictionary = np.ascontiguousarray(dictionary.T) if verbose == 1: print('[dict_learning]', end=' ') if shuffle: X_train = X.copy() random_state.shuffle(X_train) else: X_train = X batches = gen_batches(n_samples, batch_size) batches = itertools.cycle(batches) # The covariance of the dictionary if inner_stats is None: A = np.zeros((n_components, n_components)) # The data approximation B = np.zeros((n_features, n_components)) else: A = inner_stats[0].copy() B = inner_stats[1].copy() # If n_iter is zero, we need to return zero. ii = iter_offset - 1 for ii, batch in zip(range(iter_offset, iter_offset + n_iter), batches): this_X = X_train[batch] dt = (time.time() - t0) if verbose == 1: sys.stdout.write(".") sys.stdout.flush() elif verbose: if verbose > 10 or ii % ceil(100. / verbose) == 0: print ("Iteration % 3i (elapsed time: % 3is, % 4.1fmn)" % (ii, dt, dt / 60)) this_code = sparse_encode(this_X, dictionary.T, algorithm=method, alpha=alpha, n_jobs=n_jobs).T # Update the auxiliary variables if ii < batch_size - 1: theta = float((ii + 1) * batch_size) else: theta = float(batch_size ** 2 + ii + 1 - batch_size) beta = (theta + 1 - batch_size) / (theta + 1) A *= beta A += np.dot(this_code, this_code.T) B *= beta B += np.dot(this_X.T, this_code.T) # Update dictionary dictionary = _update_dict(dictionary, B, A, verbose=verbose, random_state=random_state) # XXX: Can the residuals be of any use? # Maybe we need a stopping criteria based on the amount of # modification in the dictionary if callback is not None: callback(locals()) if return_inner_stats: if return_n_iter: return dictionary.T, (A, B), ii - iter_offset + 1 else: return dictionary.T, (A, B) if return_code: if verbose > 1: print('Learning code...', end=' ') elif verbose == 1: print('|', end=' ') code = sparse_encode(X, dictionary.T, algorithm=method, alpha=alpha, n_jobs=n_jobs) if verbose > 1: dt = (time.time() - t0) print('done (total time: % 3is, % 4.1fmn)' % (dt, dt / 60)) if return_n_iter: return code, dictionary.T, ii - iter_offset + 1 else: return code, dictionary.T if return_n_iter: return dictionary.T, ii - iter_offset + 1 else: return dictionary.T class SparseCodingMixin(TransformerMixin): """Sparse coding mixin""" def _set_sparse_coding_params(self, n_components, transform_algorithm='omp', transform_n_nonzero_coefs=None, transform_alpha=None, split_sign=False, n_jobs=1): self.n_components = n_components self.transform_algorithm = transform_algorithm self.transform_n_nonzero_coefs = transform_n_nonzero_coefs self.transform_alpha = transform_alpha self.split_sign = split_sign self.n_jobs = n_jobs def transform(self, X, y=None): """Encode the data as a sparse combination of the dictionary atoms. Coding method is determined by the object parameter `transform_algorithm`. Parameters ---------- X : array of shape (n_samples, n_features) Test data to be transformed, must have the same number of features as the data used to train the model. Returns ------- X_new : array, shape (n_samples, n_components) Transformed data """ check_is_fitted(self, 'components_') # XXX : kwargs is not documented X = check_array(X) n_samples, n_features = X.shape code = sparse_encode( X, self.components_, algorithm=self.transform_algorithm, n_nonzero_coefs=self.transform_n_nonzero_coefs, alpha=self.transform_alpha, n_jobs=self.n_jobs) if self.split_sign: # feature vector is split into a positive and negative side n_samples, n_features = code.shape split_code = np.empty((n_samples, 2 * n_features)) split_code[:, :n_features] = np.maximum(code, 0) split_code[:, n_features:] = -np.minimum(code, 0) code = split_code return code class SparseCoder(BaseEstimator, SparseCodingMixin): """Sparse coding Finds a sparse representation of data against a fixed, precomputed dictionary. Each row of the result is the solution to a sparse coding problem. The goal is to find a sparse array `code` such that:: X ~= code * dictionary Read more in the :ref:`User Guide <SparseCoder>`. Parameters ---------- dictionary : array, [n_components, n_features] The dictionary atoms used for sparse coding. Lines are assumed to be normalized to unit norm. transform_algorithm : {'lasso_lars', 'lasso_cd', 'lars', 'omp', \ 'threshold'} Algorithm used to transform the data: lars: uses the least angle regression method (linear_model.lars_path) lasso_lars: uses Lars to compute the Lasso solution lasso_cd: uses the coordinate descent method to compute the Lasso solution (linear_model.Lasso). lasso_lars will be faster if the estimated components are sparse. omp: uses orthogonal matching pursuit to estimate the sparse solution threshold: squashes to zero all coefficients less than alpha from the projection ``dictionary * X'`` transform_n_nonzero_coefs : int, ``0.1 * n_features`` by default Number of nonzero coefficients to target in each column of the solution. This is only used by `algorithm='lars'` and `algorithm='omp'` and is overridden by `alpha` in the `omp` case. transform_alpha : float, 1. by default If `algorithm='lasso_lars'` or `algorithm='lasso_cd'`, `alpha` is the penalty applied to the L1 norm. If `algorithm='threshold'`, `alpha` is the absolute value of the threshold below which coefficients will be squashed to zero. If `algorithm='omp'`, `alpha` is the tolerance parameter: the value of the reconstruction error targeted. In this case, it overrides `n_nonzero_coefs`. split_sign : bool, False by default Whether to split the sparse feature vector into the concatenation of its negative part and its positive part. This can improve the performance of downstream classifiers. n_jobs : int, number of parallel jobs to run Attributes ---------- components_ : array, [n_components, n_features] The unchanged dictionary atoms See also -------- DictionaryLearning MiniBatchDictionaryLearning SparsePCA MiniBatchSparsePCA sparse_encode """ def __init__(self, dictionary, transform_algorithm='omp', transform_n_nonzero_coefs=None, transform_alpha=None, split_sign=False, n_jobs=1): self._set_sparse_coding_params(dictionary.shape[0], transform_algorithm, transform_n_nonzero_coefs, transform_alpha, split_sign, n_jobs) self.components_ = dictionary def fit(self, X, y=None): """Do nothing and return the estimator unchanged This method is just there to implement the usual API and hence work in pipelines. """ return self class DictionaryLearning(BaseEstimator, SparseCodingMixin): """Dictionary learning Finds a dictionary (a set of atoms) that can best be used to represent data using a sparse code. Solves the optimization problem:: (U^*,V^*) = argmin 0.5 || Y - U V ||_2^2 + alpha * || U ||_1 (U,V) with || V_k ||_2 = 1 for all 0 <= k < n_components Read more in the :ref:`User Guide <DictionaryLearning>`. Parameters ---------- n_components : int, number of dictionary elements to extract alpha : float, sparsity controlling parameter max_iter : int, maximum number of iterations to perform tol : float, tolerance for numerical error fit_algorithm : {'lars', 'cd'} lars: uses the least angle regression method to solve the lasso problem (linear_model.lars_path) cd: uses the coordinate descent method to compute the Lasso solution (linear_model.Lasso). Lars will be faster if the estimated components are sparse. transform_algorithm : {'lasso_lars', 'lasso_cd', 'lars', 'omp', \ 'threshold'} Algorithm used to transform the data lars: uses the least angle regression method (linear_model.lars_path) lasso_lars: uses Lars to compute the Lasso solution lasso_cd: uses the coordinate descent method to compute the Lasso solution (linear_model.Lasso). lasso_lars will be faster if the estimated components are sparse. omp: uses orthogonal matching pursuit to estimate the sparse solution threshold: squashes to zero all coefficients less than alpha from the projection ``dictionary * X'`` transform_n_nonzero_coefs : int, ``0.1 * n_features`` by default Number of nonzero coefficients to target in each column of the solution. This is only used by `algorithm='lars'` and `algorithm='omp'` and is overridden by `alpha` in the `omp` case. transform_alpha : float, 1. by default If `algorithm='lasso_lars'` or `algorithm='lasso_cd'`, `alpha` is the penalty applied to the L1 norm. If `algorithm='threshold'`, `alpha` is the absolute value of the threshold below which coefficients will be squashed to zero. If `algorithm='omp'`, `alpha` is the tolerance parameter: the value of the reconstruction error targeted. In this case, it overrides `n_nonzero_coefs`. split_sign : bool, False by default Whether to split the sparse feature vector into the concatenation of its negative part and its positive part. This can improve the performance of downstream classifiers. n_jobs : int, number of parallel jobs to run code_init : array of shape (n_samples, n_components), initial value for the code, for warm restart dict_init : array of shape (n_components, n_features), initial values for the dictionary, for warm restart verbose : degree of verbosity of the printed output random_state : int or RandomState Pseudo number generator state used for random sampling. Attributes ---------- components_ : array, [n_components, n_features] dictionary atoms extracted from the data error_ : array vector of errors at each iteration n_iter_ : int Number of iterations run. Notes ----- **References:** J. Mairal, F. Bach, J. Ponce, G. Sapiro, 2009: Online dictionary learning for sparse coding (http://www.di.ens.fr/sierra/pdfs/icml09.pdf) See also -------- SparseCoder MiniBatchDictionaryLearning SparsePCA MiniBatchSparsePCA """ def __init__(self, n_components=None, alpha=1, max_iter=1000, tol=1e-8, fit_algorithm='lars', transform_algorithm='omp', transform_n_nonzero_coefs=None, transform_alpha=None, n_jobs=1, code_init=None, dict_init=None, verbose=False, split_sign=False, random_state=None): self._set_sparse_coding_params(n_components, transform_algorithm, transform_n_nonzero_coefs, transform_alpha, split_sign, n_jobs) self.alpha = alpha self.max_iter = max_iter self.tol = tol self.fit_algorithm = fit_algorithm self.code_init = code_init self.dict_init = dict_init self.verbose = verbose self.random_state = random_state def fit(self, X, y=None): """Fit the model from data in 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 ------- self: object Returns the object itself """ random_state = check_random_state(self.random_state) X = check_array(X) if self.n_components is None: n_components = X.shape[1] else: n_components = self.n_components V, U, E, self.n_iter_ = dict_learning( X, n_components, self.alpha, tol=self.tol, max_iter=self.max_iter, method=self.fit_algorithm, n_jobs=self.n_jobs, code_init=self.code_init, dict_init=self.dict_init, verbose=self.verbose, random_state=random_state, return_n_iter=True) self.components_ = U self.error_ = E return self class MiniBatchDictionaryLearning(BaseEstimator, SparseCodingMixin): """Mini-batch dictionary learning Finds a dictionary (a set of atoms) that can best be used to represent data using a sparse code. Solves the optimization problem:: (U^*,V^*) = argmin 0.5 || Y - U V ||_2^2 + alpha * || U ||_1 (U,V) with || V_k ||_2 = 1 for all 0 <= k < n_components Read more in the :ref:`User Guide <DictionaryLearning>`. Parameters ---------- n_components : int, number of dictionary elements to extract alpha : float, sparsity controlling parameter n_iter : int, total number of iterations to perform fit_algorithm : {'lars', 'cd'} lars: uses the least angle regression method to solve the lasso problem (linear_model.lars_path) cd: uses the coordinate descent method to compute the Lasso solution (linear_model.Lasso). Lars will be faster if the estimated components are sparse. transform_algorithm : {'lasso_lars', 'lasso_cd', 'lars', 'omp', \ 'threshold'} Algorithm used to transform the data. lars: uses the least angle regression method (linear_model.lars_path) lasso_lars: uses Lars to compute the Lasso solution lasso_cd: uses the coordinate descent method to compute the Lasso solution (linear_model.Lasso). lasso_lars will be faster if the estimated components are sparse. omp: uses orthogonal matching pursuit to estimate the sparse solution threshold: squashes to zero all coefficients less than alpha from the projection dictionary * X' transform_n_nonzero_coefs : int, ``0.1 * n_features`` by default Number of nonzero coefficients to target in each column of the solution. This is only used by `algorithm='lars'` and `algorithm='omp'` and is overridden by `alpha` in the `omp` case. transform_alpha : float, 1. by default If `algorithm='lasso_lars'` or `algorithm='lasso_cd'`, `alpha` is the penalty applied to the L1 norm. If `algorithm='threshold'`, `alpha` is the absolute value of the threshold below which coefficients will be squashed to zero. If `algorithm='omp'`, `alpha` is the tolerance parameter: the value of the reconstruction error targeted. In this case, it overrides `n_nonzero_coefs`. split_sign : bool, False by default Whether to split the sparse feature vector into the concatenation of its negative part and its positive part. This can improve the performance of downstream classifiers. n_jobs : int, number of parallel jobs to run dict_init : array of shape (n_components, n_features), initial value of the dictionary for warm restart scenarios verbose : degree of verbosity of the printed output batch_size : int, number of samples in each mini-batch shuffle : bool, whether to shuffle the samples before forming batches random_state : int or RandomState Pseudo number generator state used for random sampling. Attributes ---------- components_ : array, [n_components, n_features] components extracted from the data inner_stats_ : tuple of (A, B) ndarrays Internal sufficient statistics that are kept by the algorithm. Keeping them is useful in online settings, to avoid loosing the history of the evolution, but they shouldn't have any use for the end user. A (n_components, n_components) is the dictionary covariance matrix. B (n_features, n_components) is the data approximation matrix n_iter_ : int Number of iterations run. Notes ----- **References:** J. Mairal, F. Bach, J. Ponce, G. Sapiro, 2009: Online dictionary learning for sparse coding (http://www.di.ens.fr/sierra/pdfs/icml09.pdf) See also -------- SparseCoder DictionaryLearning SparsePCA MiniBatchSparsePCA """ def __init__(self, n_components=None, alpha=1, n_iter=1000, fit_algorithm='lars', n_jobs=1, batch_size=3, shuffle=True, dict_init=None, transform_algorithm='omp', transform_n_nonzero_coefs=None, transform_alpha=None, verbose=False, split_sign=False, random_state=None): self._set_sparse_coding_params(n_components, transform_algorithm, transform_n_nonzero_coefs, transform_alpha, split_sign, n_jobs) self.alpha = alpha self.n_iter = n_iter self.fit_algorithm = fit_algorithm self.dict_init = dict_init self.verbose = verbose self.shuffle = shuffle self.batch_size = batch_size self.split_sign = split_sign self.random_state = random_state def fit(self, X, y=None): """Fit the model from data in 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 ------- self : object Returns the instance itself. """ random_state = check_random_state(self.random_state) X = check_array(X) U, (A, B), self.n_iter_ = dict_learning_online( X, self.n_components, self.alpha, n_iter=self.n_iter, return_code=False, method=self.fit_algorithm, n_jobs=self.n_jobs, dict_init=self.dict_init, batch_size=self.batch_size, shuffle=self.shuffle, verbose=self.verbose, random_state=random_state, return_inner_stats=True, return_n_iter=True) self.components_ = U # Keep track of the state of the algorithm to be able to do # some online fitting (partial_fit) self.inner_stats_ = (A, B) self.iter_offset_ = self.n_iter return self def partial_fit(self, X, y=None, iter_offset=None): """Updates the model using the data in X as a mini-batch. 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. iter_offset: integer, optional The number of iteration on data batches that has been performed before this call to partial_fit. This is optional: if no number is passed, the memory of the object is used. Returns ------- self : object Returns the instance itself. """ if not hasattr(self, 'random_state_'): self.random_state_ = check_random_state(self.random_state) X = check_array(X) if hasattr(self, 'components_'): dict_init = self.components_ else: dict_init = self.dict_init inner_stats = getattr(self, 'inner_stats_', None) if iter_offset is None: iter_offset = getattr(self, 'iter_offset_', 0) U, (A, B) = dict_learning_online( X, self.n_components, self.alpha, n_iter=self.n_iter, method=self.fit_algorithm, n_jobs=self.n_jobs, dict_init=dict_init, batch_size=len(X), shuffle=False, verbose=self.verbose, return_code=False, iter_offset=iter_offset, random_state=self.random_state_, return_inner_stats=True, inner_stats=inner_stats) self.components_ = U # Keep track of the state of the algorithm to be able to do # some online fitting (partial_fit) self.inner_stats_ = (A, B) self.iter_offset_ = iter_offset + self.n_iter return self
bsd-3-clause
anntzer/scikit-learn
examples/mixture/plot_gmm_covariances.py
30
4751
""" =============== GMM covariances =============== Demonstration of several covariances types for Gaussian mixture models. See :ref:`gmm` for more information on the estimator. Although GMM are often used for clustering, we can compare the obtained clusters with the actual classes from the dataset. We initialize the means of the Gaussians with the means of the classes from the training set to make this comparison valid. We plot predicted labels on both training and held out test data using a variety of GMM covariance types on the iris dataset. We compare GMMs with spherical, diagonal, full, and tied covariance matrices in increasing order of performance. Although one would expect full covariance to perform best in general, it is prone to overfitting on small datasets and does not generalize well to held out test data. On the plots, train data is shown as dots, while test data is shown as crosses. The iris dataset is four-dimensional. Only the first two dimensions are shown here, and thus some points are separated in other dimensions. """ # Author: Ron Weiss <[email protected]>, Gael Varoquaux # Modified by Thierry Guillemot <[email protected]> # License: BSD 3 clause import matplotlib as mpl import matplotlib.pyplot as plt import numpy as np from sklearn import datasets from sklearn.mixture import GaussianMixture from sklearn.model_selection import StratifiedKFold print(__doc__) colors = ['navy', 'turquoise', 'darkorange'] def make_ellipses(gmm, ax): for n, color in enumerate(colors): if gmm.covariance_type == 'full': covariances = gmm.covariances_[n][:2, :2] elif gmm.covariance_type == 'tied': covariances = gmm.covariances_[:2, :2] elif gmm.covariance_type == 'diag': covariances = np.diag(gmm.covariances_[n][:2]) elif gmm.covariance_type == 'spherical': covariances = np.eye(gmm.means_.shape[1]) * gmm.covariances_[n] v, w = np.linalg.eigh(covariances) u = w[0] / np.linalg.norm(w[0]) angle = np.arctan2(u[1], u[0]) angle = 180 * angle / np.pi # convert to degrees v = 2. * np.sqrt(2.) * np.sqrt(v) ell = mpl.patches.Ellipse(gmm.means_[n, :2], v[0], v[1], 180 + angle, color=color) ell.set_clip_box(ax.bbox) ell.set_alpha(0.5) ax.add_artist(ell) ax.set_aspect('equal', 'datalim') iris = datasets.load_iris() # Break up the dataset into non-overlapping training (75%) and testing # (25%) sets. skf = StratifiedKFold(n_splits=4) # Only take the first fold. train_index, test_index = next(iter(skf.split(iris.data, iris.target))) X_train = iris.data[train_index] y_train = iris.target[train_index] X_test = iris.data[test_index] y_test = iris.target[test_index] n_classes = len(np.unique(y_train)) # Try GMMs using different types of covariances. estimators = {cov_type: GaussianMixture(n_components=n_classes, covariance_type=cov_type, max_iter=20, random_state=0) for cov_type in ['spherical', 'diag', 'tied', 'full']} n_estimators = len(estimators) plt.figure(figsize=(3 * n_estimators // 2, 6)) plt.subplots_adjust(bottom=.01, top=0.95, hspace=.15, wspace=.05, left=.01, right=.99) for index, (name, estimator) in enumerate(estimators.items()): # Since we have class labels for the training data, we can # initialize the GMM parameters in a supervised manner. estimator.means_init = np.array([X_train[y_train == i].mean(axis=0) for i in range(n_classes)]) # Train the other parameters using the EM algorithm. estimator.fit(X_train) h = plt.subplot(2, n_estimators // 2, index + 1) make_ellipses(estimator, h) for n, color in enumerate(colors): data = iris.data[iris.target == n] plt.scatter(data[:, 0], data[:, 1], s=0.8, color=color, label=iris.target_names[n]) # Plot the test data with crosses for n, color in enumerate(colors): data = X_test[y_test == n] plt.scatter(data[:, 0], data[:, 1], marker='x', color=color) y_train_pred = estimator.predict(X_train) train_accuracy = np.mean(y_train_pred.ravel() == y_train.ravel()) * 100 plt.text(0.05, 0.9, 'Train accuracy: %.1f' % train_accuracy, transform=h.transAxes) y_test_pred = estimator.predict(X_test) test_accuracy = np.mean(y_test_pred.ravel() == y_test.ravel()) * 100 plt.text(0.05, 0.8, 'Test accuracy: %.1f' % test_accuracy, transform=h.transAxes) plt.xticks(()) plt.yticks(()) plt.title(name) plt.legend(scatterpoints=1, loc='lower right', prop=dict(size=12)) plt.show()
bsd-3-clause
Rareson/LammpsRelated
pyqtgraph/widgets/MatplotlibWidget.py
12
1213
from ..Qt import QtGui, QtCore, USE_PYSIDE import matplotlib if USE_PYSIDE: matplotlib.rcParams['backend.qt4']='PySide' from matplotlib.backends.backend_qt4agg import FigureCanvasQTAgg as FigureCanvas from matplotlib.backends.backend_qt4agg import NavigationToolbar2QTAgg as NavigationToolbar from matplotlib.figure import Figure class MatplotlibWidget(QtGui.QWidget): """ Implements a Matplotlib figure inside a QWidget. Use getFigure() and redraw() to interact with matplotlib. Example:: mw = MatplotlibWidget() subplot = mw.getFigure().add_subplot(111) subplot.plot(x,y) mw.draw() """ def __init__(self, size=(5.0, 4.0), dpi=100): QtGui.QWidget.__init__(self) self.fig = Figure(size, dpi=dpi) self.canvas = FigureCanvas(self.fig) self.canvas.setParent(self) self.toolbar = NavigationToolbar(self.canvas, self) self.vbox = QtGui.QVBoxLayout() self.vbox.addWidget(self.toolbar) self.vbox.addWidget(self.canvas) self.setLayout(self.vbox) def getFigure(self): return self.fig def draw(self): self.canvas.draw()
gpl-3.0
rgommers/scipy
scipy/signal/filter_design.py
7
179656
"""Filter design.""" import math import operator import warnings import numpy import numpy as np from numpy import (atleast_1d, poly, polyval, roots, real, asarray, resize, pi, absolute, logspace, r_, sqrt, tan, log10, arctan, arcsinh, sin, exp, cosh, arccosh, ceil, conjugate, zeros, sinh, append, concatenate, prod, ones, full, array, mintypecode) from numpy.polynomial.polynomial import polyval as npp_polyval from numpy.polynomial.polynomial import polyvalfromroots from scipy import special, optimize, fft as sp_fft from scipy.special import comb from scipy._lib._util import float_factorial from scipy.optimize import root_scalar __all__ = ['findfreqs', 'freqs', 'freqz', 'tf2zpk', 'zpk2tf', 'normalize', 'lp2lp', 'lp2hp', 'lp2bp', 'lp2bs', 'bilinear', 'iirdesign', 'iirfilter', 'butter', 'cheby1', 'cheby2', 'ellip', 'bessel', 'band_stop_obj', 'buttord', 'cheb1ord', 'cheb2ord', 'ellipord', 'buttap', 'cheb1ap', 'cheb2ap', 'ellipap', 'besselap', 'BadCoefficients', 'freqs_zpk', 'freqz_zpk', 'tf2sos', 'sos2tf', 'zpk2sos', 'sos2zpk', 'group_delay', 'sosfreqz', 'iirnotch', 'iirpeak', 'bilinear_zpk', 'lp2lp_zpk', 'lp2hp_zpk', 'lp2bp_zpk', 'lp2bs_zpk', 'gammatone', 'iircomb'] class BadCoefficients(UserWarning): """Warning about badly conditioned filter coefficients""" pass abs = absolute def _is_int_type(x): """ Check if input is of a scalar integer type (so ``5`` and ``array(5)`` will pass, while ``5.0`` and ``array([5])`` will fail. """ if np.ndim(x) != 0: # Older versions of NumPy did not raise for np.array([1]).__index__() # This is safe to remove when support for those versions is dropped return False try: operator.index(x) except TypeError: return False else: return True def findfreqs(num, den, N, kind='ba'): """ Find array of frequencies for computing the response of an analog filter. Parameters ---------- num, den : array_like, 1-D The polynomial coefficients of the numerator and denominator of the transfer function of the filter or LTI system, where the coefficients are ordered from highest to lowest degree. Or, the roots of the transfer function numerator and denominator (i.e., zeroes and poles). N : int The length of the array to be computed. kind : str {'ba', 'zp'}, optional Specifies whether the numerator and denominator are specified by their polynomial coefficients ('ba'), or their roots ('zp'). Returns ------- w : (N,) ndarray A 1-D array of frequencies, logarithmically spaced. Examples -------- Find a set of nine frequencies that span the "interesting part" of the frequency response for the filter with the transfer function H(s) = s / (s^2 + 8s + 25) >>> from scipy import signal >>> signal.findfreqs([1, 0], [1, 8, 25], N=9) array([ 1.00000000e-02, 3.16227766e-02, 1.00000000e-01, 3.16227766e-01, 1.00000000e+00, 3.16227766e+00, 1.00000000e+01, 3.16227766e+01, 1.00000000e+02]) """ if kind == 'ba': ep = atleast_1d(roots(den)) + 0j tz = atleast_1d(roots(num)) + 0j elif kind == 'zp': ep = atleast_1d(den) + 0j tz = atleast_1d(num) + 0j else: raise ValueError("input must be one of {'ba', 'zp'}") if len(ep) == 0: ep = atleast_1d(-1000) + 0j ez = r_['-1', numpy.compress(ep.imag >= 0, ep, axis=-1), numpy.compress((abs(tz) < 1e5) & (tz.imag >= 0), tz, axis=-1)] integ = abs(ez) < 1e-10 hfreq = numpy.around(numpy.log10(numpy.max(3 * abs(ez.real + integ) + 1.5 * ez.imag)) + 0.5) lfreq = numpy.around(numpy.log10(0.1 * numpy.min(abs(real(ez + integ)) + 2 * ez.imag)) - 0.5) w = logspace(lfreq, hfreq, N) return w def freqs(b, a, worN=200, plot=None): """ Compute frequency response of analog filter. Given the M-order numerator `b` and N-order denominator `a` of an analog filter, compute its frequency response:: b[0]*(jw)**M + b[1]*(jw)**(M-1) + ... + b[M] H(w) = ---------------------------------------------- a[0]*(jw)**N + a[1]*(jw)**(N-1) + ... + a[N] Parameters ---------- b : array_like Numerator of a linear filter. a : array_like Denominator of a linear filter. worN : {None, int, array_like}, optional If None, then compute at 200 frequencies around the interesting parts of the response curve (determined by pole-zero locations). If a single integer, then compute at that many frequencies. Otherwise, compute the response at the angular frequencies (e.g., rad/s) given in `worN`. plot : callable, optional A callable that takes two arguments. If given, the return parameters `w` and `h` are passed to plot. Useful for plotting the frequency response inside `freqs`. Returns ------- w : ndarray The angular frequencies at which `h` was computed. h : ndarray The frequency response. See Also -------- freqz : Compute the frequency response of a digital filter. Notes ----- Using Matplotlib's "plot" function as the callable for `plot` produces unexpected results, this plots the real part of the complex transfer function, not the magnitude. Try ``lambda w, h: plot(w, abs(h))``. Examples -------- >>> from scipy.signal import freqs, iirfilter >>> b, a = iirfilter(4, [1, 10], 1, 60, analog=True, ftype='cheby1') >>> w, h = freqs(b, a, worN=np.logspace(-1, 2, 1000)) >>> import matplotlib.pyplot as plt >>> plt.semilogx(w, 20 * np.log10(abs(h))) >>> plt.xlabel('Frequency') >>> plt.ylabel('Amplitude response [dB]') >>> plt.grid() >>> plt.show() """ if worN is None: # For backwards compatibility w = findfreqs(b, a, 200) elif _is_int_type(worN): w = findfreqs(b, a, worN) else: w = atleast_1d(worN) s = 1j * w h = polyval(b, s) / polyval(a, s) if plot is not None: plot(w, h) return w, h def freqs_zpk(z, p, k, worN=200): """ Compute frequency response of analog filter. Given the zeros `z`, poles `p`, and gain `k` of a filter, compute its frequency response:: (jw-z[0]) * (jw-z[1]) * ... * (jw-z[-1]) H(w) = k * ---------------------------------------- (jw-p[0]) * (jw-p[1]) * ... * (jw-p[-1]) Parameters ---------- z : array_like Zeroes of a linear filter p : array_like Poles of a linear filter k : scalar Gain of a linear filter worN : {None, int, array_like}, optional If None, then compute at 200 frequencies around the interesting parts of the response curve (determined by pole-zero locations). If a single integer, then compute at that many frequencies. Otherwise, compute the response at the angular frequencies (e.g., rad/s) given in `worN`. Returns ------- w : ndarray The angular frequencies at which `h` was computed. h : ndarray The frequency response. See Also -------- freqs : Compute the frequency response of an analog filter in TF form freqz : Compute the frequency response of a digital filter in TF form freqz_zpk : Compute the frequency response of a digital filter in ZPK form Notes ----- .. versionadded:: 0.19.0 Examples -------- >>> from scipy.signal import freqs_zpk, iirfilter >>> z, p, k = iirfilter(4, [1, 10], 1, 60, analog=True, ftype='cheby1', ... output='zpk') >>> w, h = freqs_zpk(z, p, k, worN=np.logspace(-1, 2, 1000)) >>> import matplotlib.pyplot as plt >>> plt.semilogx(w, 20 * np.log10(abs(h))) >>> plt.xlabel('Frequency') >>> plt.ylabel('Amplitude response [dB]') >>> plt.grid() >>> plt.show() """ k = np.asarray(k) if k.size > 1: raise ValueError('k must be a single scalar gain') if worN is None: # For backwards compatibility w = findfreqs(z, p, 200, kind='zp') elif _is_int_type(worN): w = findfreqs(z, p, worN, kind='zp') else: w = worN w = atleast_1d(w) s = 1j * w num = polyvalfromroots(s, z) den = polyvalfromroots(s, p) h = k * num/den return w, h def freqz(b, a=1, worN=512, whole=False, plot=None, fs=2*pi, include_nyquist=False): """ Compute the frequency response of a digital filter. Given the M-order numerator `b` and N-order denominator `a` of a digital filter, compute its frequency response:: jw -jw -jwM jw B(e ) b[0] + b[1]e + ... + b[M]e H(e ) = ------ = ----------------------------------- jw -jw -jwN A(e ) a[0] + a[1]e + ... + a[N]e Parameters ---------- b : array_like Numerator of a linear filter. If `b` has dimension greater than 1, it is assumed that the coefficients are stored in the first dimension, and ``b.shape[1:]``, ``a.shape[1:]``, and the shape of the frequencies array must be compatible for broadcasting. a : array_like Denominator of a linear filter. If `b` has dimension greater than 1, it is assumed that the coefficients are stored in the first dimension, and ``b.shape[1:]``, ``a.shape[1:]``, and the shape of the frequencies array must be compatible for broadcasting. worN : {None, int, array_like}, optional If a single integer, then compute at that many frequencies (default is N=512). This is a convenient alternative to:: np.linspace(0, fs if whole else fs/2, N, endpoint=include_nyquist) Using a number that is fast for FFT computations can result in faster computations (see Notes). If an array_like, compute the response at the frequencies given. These are in the same units as `fs`. whole : bool, optional Normally, frequencies are computed from 0 to the Nyquist frequency, fs/2 (upper-half of unit-circle). If `whole` is True, compute frequencies from 0 to fs. Ignored if worN is array_like. plot : callable A callable that takes two arguments. If given, the return parameters `w` and `h` are passed to plot. Useful for plotting the frequency response inside `freqz`. fs : float, optional The sampling frequency of the digital system. Defaults to 2*pi radians/sample (so w is from 0 to pi). .. versionadded:: 1.2.0 include_nyquist : bool, optional If `whole` is False and `worN` is an integer, setting `include_nyquist` to True will include the last frequency (Nyquist frequency) and is otherwise ignored. .. versionadded:: 1.5.0 Returns ------- w : ndarray The frequencies at which `h` was computed, in the same units as `fs`. By default, `w` is normalized to the range [0, pi) (radians/sample). h : ndarray The frequency response, as complex numbers. See Also -------- freqz_zpk sosfreqz Notes ----- Using Matplotlib's :func:`matplotlib.pyplot.plot` function as the callable for `plot` produces unexpected results, as this plots the real part of the complex transfer function, not the magnitude. Try ``lambda w, h: plot(w, np.abs(h))``. A direct computation via (R)FFT is used to compute the frequency response when the following conditions are met: 1. An integer value is given for `worN`. 2. `worN` is fast to compute via FFT (i.e., `next_fast_len(worN) <scipy.fft.next_fast_len>` equals `worN`). 3. The denominator coefficients are a single value (``a.shape[0] == 1``). 4. `worN` is at least as long as the numerator coefficients (``worN >= b.shape[0]``). 5. If ``b.ndim > 1``, then ``b.shape[-1] == 1``. For long FIR filters, the FFT approach can have lower error and be much faster than the equivalent direct polynomial calculation. Examples -------- >>> from scipy import signal >>> b = signal.firwin(80, 0.5, window=('kaiser', 8)) >>> w, h = signal.freqz(b) >>> import matplotlib.pyplot as plt >>> fig, ax1 = plt.subplots() >>> ax1.set_title('Digital filter frequency response') >>> ax1.plot(w, 20 * np.log10(abs(h)), 'b') >>> ax1.set_ylabel('Amplitude [dB]', color='b') >>> ax1.set_xlabel('Frequency [rad/sample]') >>> ax2 = ax1.twinx() >>> angles = np.unwrap(np.angle(h)) >>> ax2.plot(w, angles, 'g') >>> ax2.set_ylabel('Angle (radians)', color='g') >>> ax2.grid() >>> ax2.axis('tight') >>> plt.show() Broadcasting Examples Suppose we have two FIR filters whose coefficients are stored in the rows of an array with shape (2, 25). For this demonstration, we'll use random data: >>> rng = np.random.default_rng() >>> b = rng.random((2, 25)) To compute the frequency response for these two filters with one call to `freqz`, we must pass in ``b.T``, because `freqz` expects the first axis to hold the coefficients. We must then extend the shape with a trivial dimension of length 1 to allow broadcasting with the array of frequencies. That is, we pass in ``b.T[..., np.newaxis]``, which has shape (25, 2, 1): >>> w, h = signal.freqz(b.T[..., np.newaxis], worN=1024) >>> w.shape (1024,) >>> h.shape (2, 1024) Now, suppose we have two transfer functions, with the same numerator coefficients ``b = [0.5, 0.5]``. The coefficients for the two denominators are stored in the first dimension of the 2-D array `a`:: a = [ 1 1 ] [ -0.25, -0.5 ] >>> b = np.array([0.5, 0.5]) >>> a = np.array([[1, 1], [-0.25, -0.5]]) Only `a` is more than 1-D. To make it compatible for broadcasting with the frequencies, we extend it with a trivial dimension in the call to `freqz`: >>> w, h = signal.freqz(b, a[..., np.newaxis], worN=1024) >>> w.shape (1024,) >>> h.shape (2, 1024) """ b = atleast_1d(b) a = atleast_1d(a) if worN is None: # For backwards compatibility worN = 512 h = None if _is_int_type(worN): N = operator.index(worN) del worN if N < 0: raise ValueError('worN must be nonnegative, got %s' % (N,)) lastpoint = 2 * pi if whole else pi # if include_nyquist is true and whole is false, w should include end point w = np.linspace(0, lastpoint, N, endpoint=include_nyquist and not whole) if (a.size == 1 and N >= b.shape[0] and sp_fft.next_fast_len(N) == N and (b.ndim == 1 or (b.shape[-1] == 1))): # if N is fast, 2 * N will be fast, too, so no need to check n_fft = N if whole else N * 2 if np.isrealobj(b) and np.isrealobj(a): fft_func = sp_fft.rfft else: fft_func = sp_fft.fft h = fft_func(b, n=n_fft, axis=0)[:N] h /= a if fft_func is sp_fft.rfft and whole: # exclude DC and maybe Nyquist (no need to use axis_reverse # here because we can build reversal with the truncation) stop = -1 if n_fft % 2 == 1 else -2 h_flip = slice(stop, 0, -1) h = np.concatenate((h, h[h_flip].conj())) if b.ndim > 1: # Last axis of h has length 1, so drop it. h = h[..., 0] # Rotate the first axis of h to the end. h = np.rollaxis(h, 0, h.ndim) else: w = atleast_1d(worN) del worN w = 2*pi*w/fs if h is None: # still need to compute using freqs w zm1 = exp(-1j * w) h = (npp_polyval(zm1, b, tensor=False) / npp_polyval(zm1, a, tensor=False)) w = w*fs/(2*pi) if plot is not None: plot(w, h) return w, h def freqz_zpk(z, p, k, worN=512, whole=False, fs=2*pi): r""" Compute the frequency response of a digital filter in ZPK form. Given the Zeros, Poles and Gain of a digital filter, compute its frequency response: :math:`H(z)=k \prod_i (z - Z[i]) / \prod_j (z - P[j])` where :math:`k` is the `gain`, :math:`Z` are the `zeros` and :math:`P` are the `poles`. Parameters ---------- z : array_like Zeroes of a linear filter p : array_like Poles of a linear filter k : scalar Gain of a linear filter worN : {None, int, array_like}, optional If a single integer, then compute at that many frequencies (default is N=512). If an array_like, compute the response at the frequencies given. These are in the same units as `fs`. whole : bool, optional Normally, frequencies are computed from 0 to the Nyquist frequency, fs/2 (upper-half of unit-circle). If `whole` is True, compute frequencies from 0 to fs. Ignored if w is array_like. fs : float, optional The sampling frequency of the digital system. Defaults to 2*pi radians/sample (so w is from 0 to pi). .. versionadded:: 1.2.0 Returns ------- w : ndarray The frequencies at which `h` was computed, in the same units as `fs`. By default, `w` is normalized to the range [0, pi) (radians/sample). h : ndarray The frequency response, as complex numbers. See Also -------- freqs : Compute the frequency response of an analog filter in TF form freqs_zpk : Compute the frequency response of an analog filter in ZPK form freqz : Compute the frequency response of a digital filter in TF form Notes ----- .. versionadded:: 0.19.0 Examples -------- Design a 4th-order digital Butterworth filter with cut-off of 100 Hz in a system with sample rate of 1000 Hz, and plot the frequency response: >>> from scipy import signal >>> z, p, k = signal.butter(4, 100, output='zpk', fs=1000) >>> w, h = signal.freqz_zpk(z, p, k, fs=1000) >>> import matplotlib.pyplot as plt >>> fig = plt.figure() >>> ax1 = fig.add_subplot(1, 1, 1) >>> ax1.set_title('Digital filter frequency response') >>> ax1.plot(w, 20 * np.log10(abs(h)), 'b') >>> ax1.set_ylabel('Amplitude [dB]', color='b') >>> ax1.set_xlabel('Frequency [Hz]') >>> ax1.grid() >>> ax2 = ax1.twinx() >>> angles = np.unwrap(np.angle(h)) >>> ax2.plot(w, angles, 'g') >>> ax2.set_ylabel('Angle [radians]', color='g') >>> plt.axis('tight') >>> plt.show() """ z, p = map(atleast_1d, (z, p)) if whole: lastpoint = 2 * pi else: lastpoint = pi if worN is None: # For backwards compatibility w = numpy.linspace(0, lastpoint, 512, endpoint=False) elif _is_int_type(worN): w = numpy.linspace(0, lastpoint, worN, endpoint=False) else: w = atleast_1d(worN) w = 2*pi*w/fs zm1 = exp(1j * w) h = k * polyvalfromroots(zm1, z) / polyvalfromroots(zm1, p) w = w*fs/(2*pi) return w, h def group_delay(system, w=512, whole=False, fs=2*pi): r"""Compute the group delay of a digital filter. The group delay measures by how many samples amplitude envelopes of various spectral components of a signal are delayed by a filter. It is formally defined as the derivative of continuous (unwrapped) phase:: d jw D(w) = - -- arg H(e) dw Parameters ---------- system : tuple of array_like (b, a) Numerator and denominator coefficients of a filter transfer function. w : {None, int, array_like}, optional If a single integer, then compute at that many frequencies (default is N=512). If an array_like, compute the delay at the frequencies given. These are in the same units as `fs`. whole : bool, optional Normally, frequencies are computed from 0 to the Nyquist frequency, fs/2 (upper-half of unit-circle). If `whole` is True, compute frequencies from 0 to fs. Ignored if w is array_like. fs : float, optional The sampling frequency of the digital system. Defaults to 2*pi radians/sample (so w is from 0 to pi). .. versionadded:: 1.2.0 Returns ------- w : ndarray The frequencies at which group delay was computed, in the same units as `fs`. By default, `w` is normalized to the range [0, pi) (radians/sample). gd : ndarray The group delay. Notes ----- The similar function in MATLAB is called `grpdelay`. If the transfer function :math:`H(z)` has zeros or poles on the unit circle, the group delay at corresponding frequencies is undefined. When such a case arises the warning is raised and the group delay is set to 0 at those frequencies. For the details of numerical computation of the group delay refer to [1]_. .. versionadded:: 0.16.0 See Also -------- freqz : Frequency response of a digital filter References ---------- .. [1] Richard G. Lyons, "Understanding Digital Signal Processing, 3rd edition", p. 830. Examples -------- >>> from scipy import signal >>> b, a = signal.iirdesign(0.1, 0.3, 5, 50, ftype='cheby1') >>> w, gd = signal.group_delay((b, a)) >>> import matplotlib.pyplot as plt >>> plt.title('Digital filter group delay') >>> plt.plot(w, gd) >>> plt.ylabel('Group delay [samples]') >>> plt.xlabel('Frequency [rad/sample]') >>> plt.show() """ if w is None: # For backwards compatibility w = 512 if _is_int_type(w): if whole: w = np.linspace(0, 2 * pi, w, endpoint=False) else: w = np.linspace(0, pi, w, endpoint=False) else: w = np.atleast_1d(w) w = 2*pi*w/fs b, a = map(np.atleast_1d, system) c = np.convolve(b, a[::-1]) cr = c * np.arange(c.size) z = np.exp(-1j * w) num = np.polyval(cr[::-1], z) den = np.polyval(c[::-1], z) singular = np.absolute(den) < 10 * EPSILON if np.any(singular): warnings.warn( "The group delay is singular at frequencies [{0}], setting to 0". format(", ".join("{0:.3f}".format(ws) for ws in w[singular])) ) gd = np.zeros_like(w) gd[~singular] = np.real(num[~singular] / den[~singular]) - a.size + 1 w = w*fs/(2*pi) return w, gd def _validate_sos(sos): """Helper to validate a SOS input""" sos = np.atleast_2d(sos) if sos.ndim != 2: raise ValueError('sos array must be 2D') n_sections, m = sos.shape if m != 6: raise ValueError('sos array must be shape (n_sections, 6)') if not (sos[:, 3] == 1).all(): raise ValueError('sos[:, 3] should be all ones') return sos, n_sections def sosfreqz(sos, worN=512, whole=False, fs=2*pi): r""" Compute the frequency response of a digital filter in SOS format. Given `sos`, an array with shape (n, 6) of second order sections of a digital filter, compute the frequency response of the system function:: B0(z) B1(z) B{n-1}(z) H(z) = ----- * ----- * ... * --------- A0(z) A1(z) A{n-1}(z) for z = exp(omega*1j), where B{k}(z) and A{k}(z) are numerator and denominator of the transfer function of the k-th second order section. Parameters ---------- sos : array_like Array of second-order filter coefficients, must have shape ``(n_sections, 6)``. Each row corresponds to a second-order section, with the first three columns providing the numerator coefficients and the last three providing the denominator coefficients. worN : {None, int, array_like}, optional If a single integer, then compute at that many frequencies (default is N=512). Using a number that is fast for FFT computations can result in faster computations (see Notes of `freqz`). If an array_like, compute the response at the frequencies given (must be 1-D). These are in the same units as `fs`. whole : bool, optional Normally, frequencies are computed from 0 to the Nyquist frequency, fs/2 (upper-half of unit-circle). If `whole` is True, compute frequencies from 0 to fs. fs : float, optional The sampling frequency of the digital system. Defaults to 2*pi radians/sample (so w is from 0 to pi). .. versionadded:: 1.2.0 Returns ------- w : ndarray The frequencies at which `h` was computed, in the same units as `fs`. By default, `w` is normalized to the range [0, pi) (radians/sample). h : ndarray The frequency response, as complex numbers. See Also -------- freqz, sosfilt Notes ----- .. versionadded:: 0.19.0 Examples -------- Design a 15th-order bandpass filter in SOS format. >>> from scipy import signal >>> sos = signal.ellip(15, 0.5, 60, (0.2, 0.4), btype='bandpass', ... output='sos') Compute the frequency response at 1500 points from DC to Nyquist. >>> w, h = signal.sosfreqz(sos, worN=1500) Plot the response. >>> import matplotlib.pyplot as plt >>> plt.subplot(2, 1, 1) >>> db = 20*np.log10(np.maximum(np.abs(h), 1e-5)) >>> plt.plot(w/np.pi, db) >>> plt.ylim(-75, 5) >>> plt.grid(True) >>> plt.yticks([0, -20, -40, -60]) >>> plt.ylabel('Gain [dB]') >>> plt.title('Frequency Response') >>> plt.subplot(2, 1, 2) >>> plt.plot(w/np.pi, np.angle(h)) >>> plt.grid(True) >>> plt.yticks([-np.pi, -0.5*np.pi, 0, 0.5*np.pi, np.pi], ... [r'$-\pi$', r'$-\pi/2$', '0', r'$\pi/2$', r'$\pi$']) >>> plt.ylabel('Phase [rad]') >>> plt.xlabel('Normalized frequency (1.0 = Nyquist)') >>> plt.show() If the same filter is implemented as a single transfer function, numerical error corrupts the frequency response: >>> b, a = signal.ellip(15, 0.5, 60, (0.2, 0.4), btype='bandpass', ... output='ba') >>> w, h = signal.freqz(b, a, worN=1500) >>> plt.subplot(2, 1, 1) >>> db = 20*np.log10(np.maximum(np.abs(h), 1e-5)) >>> plt.plot(w/np.pi, db) >>> plt.ylim(-75, 5) >>> plt.grid(True) >>> plt.yticks([0, -20, -40, -60]) >>> plt.ylabel('Gain [dB]') >>> plt.title('Frequency Response') >>> plt.subplot(2, 1, 2) >>> plt.plot(w/np.pi, np.angle(h)) >>> plt.grid(True) >>> plt.yticks([-np.pi, -0.5*np.pi, 0, 0.5*np.pi, np.pi], ... [r'$-\pi$', r'$-\pi/2$', '0', r'$\pi/2$', r'$\pi$']) >>> plt.ylabel('Phase [rad]') >>> plt.xlabel('Normalized frequency (1.0 = Nyquist)') >>> plt.show() """ sos, n_sections = _validate_sos(sos) if n_sections == 0: raise ValueError('Cannot compute frequencies with no sections') h = 1. for row in sos: w, rowh = freqz(row[:3], row[3:], worN=worN, whole=whole, fs=fs) h *= rowh return w, h def _cplxreal(z, tol=None): """ Split into complex and real parts, combining conjugate pairs. The 1-D input vector `z` is split up into its complex (`zc`) and real (`zr`) elements. Every complex element must be part of a complex-conjugate pair, which are combined into a single number (with positive imaginary part) in the output. Two complex numbers are considered a conjugate pair if their real and imaginary parts differ in magnitude by less than ``tol * abs(z)``. Parameters ---------- z : array_like Vector of complex numbers to be sorted and split tol : float, optional Relative tolerance for testing realness and conjugate equality. Default is ``100 * spacing(1)`` of `z`'s data type (i.e., 2e-14 for float64) Returns ------- zc : ndarray Complex elements of `z`, with each pair represented by a single value having positive imaginary part, sorted first by real part, and then by magnitude of imaginary part. The pairs are averaged when combined to reduce error. zr : ndarray Real elements of `z` (those having imaginary part less than `tol` times their magnitude), sorted by value. Raises ------ ValueError If there are any complex numbers in `z` for which a conjugate cannot be found. See Also -------- _cplxpair Examples -------- >>> a = [4, 3, 1, 2-2j, 2+2j, 2-1j, 2+1j, 2-1j, 2+1j, 1+1j, 1-1j] >>> zc, zr = _cplxreal(a) >>> print(zc) [ 1.+1.j 2.+1.j 2.+1.j 2.+2.j] >>> print(zr) [ 1. 3. 4.] """ z = atleast_1d(z) if z.size == 0: return z, z elif z.ndim != 1: raise ValueError('_cplxreal only accepts 1-D input') if tol is None: # Get tolerance from dtype of input tol = 100 * np.finfo((1.0 * z).dtype).eps # Sort by real part, magnitude of imaginary part (speed up further sorting) z = z[np.lexsort((abs(z.imag), z.real))] # Split reals from conjugate pairs real_indices = abs(z.imag) <= tol * abs(z) zr = z[real_indices].real if len(zr) == len(z): # Input is entirely real return array([]), zr # Split positive and negative halves of conjugates z = z[~real_indices] zp = z[z.imag > 0] zn = z[z.imag < 0] if len(zp) != len(zn): raise ValueError('Array contains complex value with no matching ' 'conjugate.') # Find runs of (approximately) the same real part same_real = np.diff(zp.real) <= tol * abs(zp[:-1]) diffs = numpy.diff(concatenate(([0], same_real, [0]))) run_starts = numpy.nonzero(diffs > 0)[0] run_stops = numpy.nonzero(diffs < 0)[0] # Sort each run by their imaginary parts for i in range(len(run_starts)): start = run_starts[i] stop = run_stops[i] + 1 for chunk in (zp[start:stop], zn[start:stop]): chunk[...] = chunk[np.lexsort([abs(chunk.imag)])] # Check that negatives match positives if any(abs(zp - zn.conj()) > tol * abs(zn)): raise ValueError('Array contains complex value with no matching ' 'conjugate.') # Average out numerical inaccuracy in real vs imag parts of pairs zc = (zp + zn.conj()) / 2 return zc, zr def _cplxpair(z, tol=None): """ Sort into pairs of complex conjugates. Complex conjugates in `z` are sorted by increasing real part. In each pair, the number with negative imaginary part appears first. If pairs have identical real parts, they are sorted by increasing imaginary magnitude. Two complex numbers are considered a conjugate pair if their real and imaginary parts differ in magnitude by less than ``tol * abs(z)``. The pairs are forced to be exact complex conjugates by averaging the positive and negative values. Purely real numbers are also sorted, but placed after the complex conjugate pairs. A number is considered real if its imaginary part is smaller than `tol` times the magnitude of the number. Parameters ---------- z : array_like 1-D input array to be sorted. tol : float, optional Relative tolerance for testing realness and conjugate equality. Default is ``100 * spacing(1)`` of `z`'s data type (i.e., 2e-14 for float64) Returns ------- y : ndarray Complex conjugate pairs followed by real numbers. Raises ------ ValueError If there are any complex numbers in `z` for which a conjugate cannot be found. See Also -------- _cplxreal Examples -------- >>> a = [4, 3, 1, 2-2j, 2+2j, 2-1j, 2+1j, 2-1j, 2+1j, 1+1j, 1-1j] >>> z = _cplxpair(a) >>> print(z) [ 1.-1.j 1.+1.j 2.-1.j 2.+1.j 2.-1.j 2.+1.j 2.-2.j 2.+2.j 1.+0.j 3.+0.j 4.+0.j] """ z = atleast_1d(z) if z.size == 0 or np.isrealobj(z): return np.sort(z) if z.ndim != 1: raise ValueError('z must be 1-D') zc, zr = _cplxreal(z, tol) # Interleave complex values and their conjugates, with negative imaginary # parts first in each pair zc = np.dstack((zc.conj(), zc)).flatten() z = np.append(zc, zr) return z def tf2zpk(b, a): r"""Return zero, pole, gain (z, p, k) representation from a numerator, denominator representation of a linear filter. Parameters ---------- b : array_like Numerator polynomial coefficients. a : array_like Denominator polynomial coefficients. Returns ------- z : ndarray Zeros of the transfer function. p : ndarray Poles of the transfer function. k : float System gain. Notes ----- If some values of `b` are too close to 0, they are removed. In that case, a BadCoefficients warning is emitted. The `b` and `a` arrays are interpreted as coefficients for positive, descending powers of the transfer function variable. So the inputs :math:`b = [b_0, b_1, ..., b_M]` and :math:`a =[a_0, a_1, ..., a_N]` can represent an analog filter of the form: .. math:: H(s) = \frac {b_0 s^M + b_1 s^{(M-1)} + \cdots + b_M} {a_0 s^N + a_1 s^{(N-1)} + \cdots + a_N} or a discrete-time filter of the form: .. math:: H(z) = \frac {b_0 z^M + b_1 z^{(M-1)} + \cdots + b_M} {a_0 z^N + a_1 z^{(N-1)} + \cdots + a_N} This "positive powers" form is found more commonly in controls engineering. If `M` and `N` are equal (which is true for all filters generated by the bilinear transform), then this happens to be equivalent to the "negative powers" discrete-time form preferred in DSP: .. math:: H(z) = \frac {b_0 + b_1 z^{-1} + \cdots + b_M z^{-M}} {a_0 + a_1 z^{-1} + \cdots + a_N z^{-N}} Although this is true for common filters, remember that this is not true in the general case. If `M` and `N` are not equal, the discrete-time transfer function coefficients must first be converted to the "positive powers" form before finding the poles and zeros. """ b, a = normalize(b, a) b = (b + 0.0) / a[0] a = (a + 0.0) / a[0] k = b[0] b /= b[0] z = roots(b) p = roots(a) return z, p, k def zpk2tf(z, p, k): """ Return polynomial transfer function representation from zeros and poles Parameters ---------- z : array_like Zeros of the transfer function. p : array_like Poles of the transfer function. k : float System gain. Returns ------- b : ndarray Numerator polynomial coefficients. a : ndarray Denominator polynomial coefficients. """ z = atleast_1d(z) k = atleast_1d(k) if len(z.shape) > 1: temp = poly(z[0]) b = np.empty((z.shape[0], z.shape[1] + 1), temp.dtype.char) if len(k) == 1: k = [k[0]] * z.shape[0] for i in range(z.shape[0]): b[i] = k[i] * poly(z[i]) else: b = k * poly(z) a = atleast_1d(poly(p)) # Use real output if possible. Copied from numpy.poly, since # we can't depend on a specific version of numpy. if issubclass(b.dtype.type, numpy.complexfloating): # if complex roots are all complex conjugates, the roots are real. roots = numpy.asarray(z, complex) pos_roots = numpy.compress(roots.imag > 0, roots) neg_roots = numpy.conjugate(numpy.compress(roots.imag < 0, roots)) if len(pos_roots) == len(neg_roots): if numpy.all(numpy.sort_complex(neg_roots) == numpy.sort_complex(pos_roots)): b = b.real.copy() if issubclass(a.dtype.type, numpy.complexfloating): # if complex roots are all complex conjugates, the roots are real. roots = numpy.asarray(p, complex) pos_roots = numpy.compress(roots.imag > 0, roots) neg_roots = numpy.conjugate(numpy.compress(roots.imag < 0, roots)) if len(pos_roots) == len(neg_roots): if numpy.all(numpy.sort_complex(neg_roots) == numpy.sort_complex(pos_roots)): a = a.real.copy() return b, a def tf2sos(b, a, pairing='nearest'): """ Return second-order sections from transfer function representation Parameters ---------- b : array_like Numerator polynomial coefficients. a : array_like Denominator polynomial coefficients. pairing : {'nearest', 'keep_odd'}, optional The method to use to combine pairs of poles and zeros into sections. See `zpk2sos`. Returns ------- sos : ndarray Array of second-order filter coefficients, with shape ``(n_sections, 6)``. See `sosfilt` for the SOS filter format specification. See Also -------- zpk2sos, sosfilt Notes ----- It is generally discouraged to convert from TF to SOS format, since doing so usually will not improve numerical precision errors. Instead, consider designing filters in ZPK format and converting directly to SOS. TF is converted to SOS by first converting to ZPK format, then converting ZPK to SOS. .. versionadded:: 0.16.0 """ return zpk2sos(*tf2zpk(b, a), pairing=pairing) def sos2tf(sos): """ Return a single transfer function from a series of second-order sections Parameters ---------- sos : array_like Array of second-order filter coefficients, must have shape ``(n_sections, 6)``. See `sosfilt` for the SOS filter format specification. Returns ------- b : ndarray Numerator polynomial coefficients. a : ndarray Denominator polynomial coefficients. Notes ----- .. versionadded:: 0.16.0 """ sos = np.asarray(sos) result_type = sos.dtype if result_type.kind in 'bui': result_type = np.float64 b = np.array([1], dtype=result_type) a = np.array([1], dtype=result_type) n_sections = sos.shape[0] for section in range(n_sections): b = np.polymul(b, sos[section, :3]) a = np.polymul(a, sos[section, 3:]) return b, a def sos2zpk(sos): """ Return zeros, poles, and gain of a series of second-order sections Parameters ---------- sos : array_like Array of second-order filter coefficients, must have shape ``(n_sections, 6)``. See `sosfilt` for the SOS filter format specification. Returns ------- z : ndarray Zeros of the transfer function. p : ndarray Poles of the transfer function. k : float System gain. Notes ----- The number of zeros and poles returned will be ``n_sections * 2`` even if some of these are (effectively) zero. .. versionadded:: 0.16.0 """ sos = np.asarray(sos) n_sections = sos.shape[0] z = np.zeros(n_sections*2, np.complex128) p = np.zeros(n_sections*2, np.complex128) k = 1. for section in range(n_sections): zpk = tf2zpk(sos[section, :3], sos[section, 3:]) z[2*section:2*section+len(zpk[0])] = zpk[0] p[2*section:2*section+len(zpk[1])] = zpk[1] k *= zpk[2] return z, p, k def _nearest_real_complex_idx(fro, to, which): """Get the next closest real or complex element based on distance""" assert which in ('real', 'complex') order = np.argsort(np.abs(fro - to)) mask = np.isreal(fro[order]) if which == 'complex': mask = ~mask return order[np.nonzero(mask)[0][0]] def zpk2sos(z, p, k, pairing='nearest'): """ Return second-order sections from zeros, poles, and gain of a system Parameters ---------- z : array_like Zeros of the transfer function. p : array_like Poles of the transfer function. k : float System gain. pairing : {'nearest', 'keep_odd'}, optional The method to use to combine pairs of poles and zeros into sections. See Notes below. Returns ------- sos : ndarray Array of second-order filter coefficients, with shape ``(n_sections, 6)``. See `sosfilt` for the SOS filter format specification. See Also -------- sosfilt Notes ----- The algorithm used to convert ZPK to SOS format is designed to minimize errors due to numerical precision issues. The pairing algorithm attempts to minimize the peak gain of each biquadratic section. This is done by pairing poles with the nearest zeros, starting with the poles closest to the unit circle. *Algorithms* The current algorithms are designed specifically for use with digital filters. (The output coefficients are not correct for analog filters.) The steps in the ``pairing='nearest'`` and ``pairing='keep_odd'`` algorithms are mostly shared. The ``nearest`` algorithm attempts to minimize the peak gain, while ``'keep_odd'`` minimizes peak gain under the constraint that odd-order systems should retain one section as first order. The algorithm steps and are as follows: As a pre-processing step, add poles or zeros to the origin as necessary to obtain the same number of poles and zeros for pairing. If ``pairing == 'nearest'`` and there are an odd number of poles, add an additional pole and a zero at the origin. The following steps are then iterated over until no more poles or zeros remain: 1. Take the (next remaining) pole (complex or real) closest to the unit circle to begin a new filter section. 2. If the pole is real and there are no other remaining real poles [#]_, add the closest real zero to the section and leave it as a first order section. Note that after this step we are guaranteed to be left with an even number of real poles, complex poles, real zeros, and complex zeros for subsequent pairing iterations. 3. Else: 1. If the pole is complex and the zero is the only remaining real zero*, then pair the pole with the *next* closest zero (guaranteed to be complex). This is necessary to ensure that there will be a real zero remaining to eventually create a first-order section (thus keeping the odd order). 2. Else pair the pole with the closest remaining zero (complex or real). 3. Proceed to complete the second-order section by adding another pole and zero to the current pole and zero in the section: 1. If the current pole and zero are both complex, add their conjugates. 2. Else if the pole is complex and the zero is real, add the conjugate pole and the next closest real zero. 3. Else if the pole is real and the zero is complex, add the conjugate zero and the real pole closest to those zeros. 4. Else (we must have a real pole and real zero) add the next real pole closest to the unit circle, and then add the real zero closest to that pole. .. [#] This conditional can only be met for specific odd-order inputs with the ``pairing == 'keep_odd'`` method. .. versionadded:: 0.16.0 Examples -------- Design a 6th order low-pass elliptic digital filter for a system with a sampling rate of 8000 Hz that has a pass-band corner frequency of 1000 Hz. The ripple in the pass-band should not exceed 0.087 dB, and the attenuation in the stop-band should be at least 90 dB. In the following call to `signal.ellip`, we could use ``output='sos'``, but for this example, we'll use ``output='zpk'``, and then convert to SOS format with `zpk2sos`: >>> from scipy import signal >>> z, p, k = signal.ellip(6, 0.087, 90, 1000/(0.5*8000), output='zpk') Now convert to SOS format. >>> sos = signal.zpk2sos(z, p, k) The coefficients of the numerators of the sections: >>> sos[:, :3] array([[ 0.0014154 , 0.00248707, 0.0014154 ], [ 1. , 0.72965193, 1. ], [ 1. , 0.17594966, 1. ]]) The symmetry in the coefficients occurs because all the zeros are on the unit circle. The coefficients of the denominators of the sections: >>> sos[:, 3:] array([[ 1. , -1.32543251, 0.46989499], [ 1. , -1.26117915, 0.6262586 ], [ 1. , -1.25707217, 0.86199667]]) The next example shows the effect of the `pairing` option. We have a system with three poles and three zeros, so the SOS array will have shape (2, 6). The means there is, in effect, an extra pole and an extra zero at the origin in the SOS representation. >>> z1 = np.array([-1, -0.5-0.5j, -0.5+0.5j]) >>> p1 = np.array([0.75, 0.8+0.1j, 0.8-0.1j]) With ``pairing='nearest'`` (the default), we obtain >>> signal.zpk2sos(z1, p1, 1) array([[ 1. , 1. , 0.5 , 1. , -0.75, 0. ], [ 1. , 1. , 0. , 1. , -1.6 , 0.65]]) The first section has the zeros {-0.5-0.05j, -0.5+0.5j} and the poles {0, 0.75}, and the second section has the zeros {-1, 0} and poles {0.8+0.1j, 0.8-0.1j}. Note that the extra pole and zero at the origin have been assigned to different sections. With ``pairing='keep_odd'``, we obtain: >>> signal.zpk2sos(z1, p1, 1, pairing='keep_odd') array([[ 1. , 1. , 0. , 1. , -0.75, 0. ], [ 1. , 1. , 0.5 , 1. , -1.6 , 0.65]]) The extra pole and zero at the origin are in the same section. The first section is, in effect, a first-order section. """ # TODO in the near future: # 1. Add SOS capability to `filtfilt`, `freqz`, etc. somehow (#3259). # 2. Make `decimate` use `sosfilt` instead of `lfilter`. # 3. Make sosfilt automatically simplify sections to first order # when possible. Note this might make `sosfiltfilt` a bit harder (ICs). # 4. Further optimizations of the section ordering / pole-zero pairing. # See the wiki for other potential issues. valid_pairings = ['nearest', 'keep_odd'] if pairing not in valid_pairings: raise ValueError('pairing must be one of %s, not %s' % (valid_pairings, pairing)) if len(z) == len(p) == 0: return array([[k, 0., 0., 1., 0., 0.]]) # ensure we have the same number of poles and zeros, and make copies p = np.concatenate((p, np.zeros(max(len(z) - len(p), 0)))) z = np.concatenate((z, np.zeros(max(len(p) - len(z), 0)))) n_sections = (max(len(p), len(z)) + 1) // 2 sos = zeros((n_sections, 6)) if len(p) % 2 == 1 and pairing == 'nearest': p = np.concatenate((p, [0.])) z = np.concatenate((z, [0.])) assert len(p) == len(z) # Ensure we have complex conjugate pairs # (note that _cplxreal only gives us one element of each complex pair): z = np.concatenate(_cplxreal(z)) p = np.concatenate(_cplxreal(p)) p_sos = np.zeros((n_sections, 2), np.complex128) z_sos = np.zeros_like(p_sos) for si in range(n_sections): # Select the next "worst" pole p1_idx = np.argmin(np.abs(1 - np.abs(p))) p1 = p[p1_idx] p = np.delete(p, p1_idx) # Pair that pole with a zero if np.isreal(p1) and np.isreal(p).sum() == 0: # Special case to set a first-order section z1_idx = _nearest_real_complex_idx(z, p1, 'real') z1 = z[z1_idx] z = np.delete(z, z1_idx) p2 = z2 = 0 else: if not np.isreal(p1) and np.isreal(z).sum() == 1: # Special case to ensure we choose a complex zero to pair # with so later (setting up a first-order section) z1_idx = _nearest_real_complex_idx(z, p1, 'complex') assert not np.isreal(z[z1_idx]) else: # Pair the pole with the closest zero (real or complex) z1_idx = np.argmin(np.abs(p1 - z)) z1 = z[z1_idx] z = np.delete(z, z1_idx) # Now that we have p1 and z1, figure out what p2 and z2 need to be if not np.isreal(p1): if not np.isreal(z1): # complex pole, complex zero p2 = p1.conj() z2 = z1.conj() else: # complex pole, real zero p2 = p1.conj() z2_idx = _nearest_real_complex_idx(z, p1, 'real') z2 = z[z2_idx] assert np.isreal(z2) z = np.delete(z, z2_idx) else: if not np.isreal(z1): # real pole, complex zero z2 = z1.conj() p2_idx = _nearest_real_complex_idx(p, z1, 'real') p2 = p[p2_idx] assert np.isreal(p2) else: # real pole, real zero # pick the next "worst" pole to use idx = np.nonzero(np.isreal(p))[0] assert len(idx) > 0 p2_idx = idx[np.argmin(np.abs(np.abs(p[idx]) - 1))] p2 = p[p2_idx] # find a real zero to match the added pole assert np.isreal(p2) z2_idx = _nearest_real_complex_idx(z, p2, 'real') z2 = z[z2_idx] assert np.isreal(z2) z = np.delete(z, z2_idx) p = np.delete(p, p2_idx) p_sos[si] = [p1, p2] z_sos[si] = [z1, z2] assert len(p) == len(z) == 0 # we've consumed all poles and zeros del p, z # Construct the system, reversing order so the "worst" are last p_sos = np.reshape(p_sos[::-1], (n_sections, 2)) z_sos = np.reshape(z_sos[::-1], (n_sections, 2)) gains = np.ones(n_sections, np.array(k).dtype) gains[0] = k for si in range(n_sections): x = zpk2tf(z_sos[si], p_sos[si], gains[si]) sos[si] = np.concatenate(x) return sos def _align_nums(nums): """Aligns the shapes of multiple numerators. Given an array of numerator coefficient arrays [[a_1, a_2,..., a_n],..., [b_1, b_2,..., b_m]], this function pads shorter numerator arrays with zero's so that all numerators have the same length. Such alignment is necessary for functions like 'tf2ss', which needs the alignment when dealing with SIMO transfer functions. Parameters ---------- nums: array_like Numerator or list of numerators. Not necessarily with same length. Returns ------- nums: array The numerator. If `nums` input was a list of numerators then a 2-D array with padded zeros for shorter numerators is returned. Otherwise returns ``np.asarray(nums)``. """ try: # The statement can throw a ValueError if one # of the numerators is a single digit and another # is array-like e.g. if nums = [5, [1, 2, 3]] nums = asarray(nums) if not np.issubdtype(nums.dtype, np.number): raise ValueError("dtype of numerator is non-numeric") return nums except ValueError: nums = [np.atleast_1d(num) for num in nums] max_width = max(num.size for num in nums) # pre-allocate aligned_nums = np.zeros((len(nums), max_width)) # Create numerators with padded zeros for index, num in enumerate(nums): aligned_nums[index, -num.size:] = num return aligned_nums def normalize(b, a): """Normalize numerator/denominator of a continuous-time transfer function. If values of `b` are too close to 0, they are removed. In that case, a BadCoefficients warning is emitted. Parameters ---------- b: array_like Numerator of the transfer function. Can be a 2-D array to normalize multiple transfer functions. a: array_like Denominator of the transfer function. At most 1-D. Returns ------- num: array The numerator of the normalized transfer function. At least a 1-D array. A 2-D array if the input `num` is a 2-D array. den: 1-D array The denominator of the normalized transfer function. Notes ----- Coefficients for both the numerator and denominator should be specified in descending exponent order (e.g., ``s^2 + 3s + 5`` would be represented as ``[1, 3, 5]``). """ num, den = b, a den = np.atleast_1d(den) num = np.atleast_2d(_align_nums(num)) if den.ndim != 1: raise ValueError("Denominator polynomial must be rank-1 array.") if num.ndim > 2: raise ValueError("Numerator polynomial must be rank-1 or" " rank-2 array.") if np.all(den == 0): raise ValueError("Denominator must have at least on nonzero element.") # Trim leading zeros in denominator, leave at least one. den = np.trim_zeros(den, 'f') # Normalize transfer function num, den = num / den[0], den / den[0] # Count numerator columns that are all zero leading_zeros = 0 for col in num.T: if np.allclose(col, 0, atol=1e-14): leading_zeros += 1 else: break # Trim leading zeros of numerator if leading_zeros > 0: warnings.warn("Badly conditioned filter coefficients (numerator): the " "results may be meaningless", BadCoefficients) # Make sure at least one column remains if leading_zeros == num.shape[1]: leading_zeros -= 1 num = num[:, leading_zeros:] # Squeeze first dimension if singular if num.shape[0] == 1: num = num[0, :] return num, den def lp2lp(b, a, wo=1.0): r""" Transform a lowpass filter prototype to a different frequency. Return an analog low-pass filter with cutoff frequency `wo` from an analog low-pass filter prototype with unity cutoff frequency, in transfer function ('ba') representation. Parameters ---------- b : array_like Numerator polynomial coefficients. a : array_like Denominator polynomial coefficients. wo : float Desired cutoff, as angular frequency (e.g. rad/s). Defaults to no change. Returns ------- b : array_like Numerator polynomial coefficients of the transformed low-pass filter. a : array_like Denominator polynomial coefficients of the transformed low-pass filter. See Also -------- lp2hp, lp2bp, lp2bs, bilinear lp2lp_zpk Notes ----- This is derived from the s-plane substitution .. math:: s \rightarrow \frac{s}{\omega_0} Examples -------- >>> from scipy import signal >>> import matplotlib.pyplot as plt >>> lp = signal.lti([1.0], [1.0, 1.0]) >>> lp2 = signal.lti(*signal.lp2lp(lp.num, lp.den, 2)) >>> w, mag_lp, p_lp = lp.bode() >>> w, mag_lp2, p_lp2 = lp2.bode(w) >>> plt.plot(w, mag_lp, label='Lowpass') >>> plt.plot(w, mag_lp2, label='Transformed Lowpass') >>> plt.semilogx() >>> plt.grid() >>> plt.xlabel('Frequency [rad/s]') >>> plt.ylabel('Magnitude [dB]') >>> plt.legend() """ a, b = map(atleast_1d, (a, b)) try: wo = float(wo) except TypeError: wo = float(wo[0]) d = len(a) n = len(b) M = max((d, n)) pwo = pow(wo, numpy.arange(M - 1, -1, -1)) start1 = max((n - d, 0)) start2 = max((d - n, 0)) b = b * pwo[start1] / pwo[start2:] a = a * pwo[start1] / pwo[start1:] return normalize(b, a) def lp2hp(b, a, wo=1.0): r""" Transform a lowpass filter prototype to a highpass filter. Return an analog high-pass filter with cutoff frequency `wo` from an analog low-pass filter prototype with unity cutoff frequency, in transfer function ('ba') representation. Parameters ---------- b : array_like Numerator polynomial coefficients. a : array_like Denominator polynomial coefficients. wo : float Desired cutoff, as angular frequency (e.g., rad/s). Defaults to no change. Returns ------- b : array_like Numerator polynomial coefficients of the transformed high-pass filter. a : array_like Denominator polynomial coefficients of the transformed high-pass filter. See Also -------- lp2lp, lp2bp, lp2bs, bilinear lp2hp_zpk Notes ----- This is derived from the s-plane substitution .. math:: s \rightarrow \frac{\omega_0}{s} This maintains symmetry of the lowpass and highpass responses on a logarithmic scale. Examples -------- >>> from scipy import signal >>> import matplotlib.pyplot as plt >>> lp = signal.lti([1.0], [1.0, 1.0]) >>> hp = signal.lti(*signal.lp2hp(lp.num, lp.den)) >>> w, mag_lp, p_lp = lp.bode() >>> w, mag_hp, p_hp = hp.bode(w) >>> plt.plot(w, mag_lp, label='Lowpass') >>> plt.plot(w, mag_hp, label='Highpass') >>> plt.semilogx() >>> plt.grid() >>> plt.xlabel('Frequency [rad/s]') >>> plt.ylabel('Magnitude [dB]') >>> plt.legend() """ a, b = map(atleast_1d, (a, b)) try: wo = float(wo) except TypeError: wo = float(wo[0]) d = len(a) n = len(b) if wo != 1: pwo = pow(wo, numpy.arange(max((d, n)))) else: pwo = numpy.ones(max((d, n)), b.dtype.char) if d >= n: outa = a[::-1] * pwo outb = resize(b, (d,)) outb[n:] = 0.0 outb[:n] = b[::-1] * pwo[:n] else: outb = b[::-1] * pwo outa = resize(a, (n,)) outa[d:] = 0.0 outa[:d] = a[::-1] * pwo[:d] return normalize(outb, outa) def lp2bp(b, a, wo=1.0, bw=1.0): r""" Transform a lowpass filter prototype to a bandpass filter. Return an analog band-pass filter with center frequency `wo` and bandwidth `bw` from an analog low-pass filter prototype with unity cutoff frequency, in transfer function ('ba') representation. Parameters ---------- b : array_like Numerator polynomial coefficients. a : array_like Denominator polynomial coefficients. wo : float Desired passband center, as angular frequency (e.g., rad/s). Defaults to no change. bw : float Desired passband width, as angular frequency (e.g., rad/s). Defaults to 1. Returns ------- b : array_like Numerator polynomial coefficients of the transformed band-pass filter. a : array_like Denominator polynomial coefficients of the transformed band-pass filter. See Also -------- lp2lp, lp2hp, lp2bs, bilinear lp2bp_zpk Notes ----- This is derived from the s-plane substitution .. math:: s \rightarrow \frac{s^2 + {\omega_0}^2}{s \cdot \mathrm{BW}} This is the "wideband" transformation, producing a passband with geometric (log frequency) symmetry about `wo`. Examples -------- >>> from scipy import signal >>> import matplotlib.pyplot as plt >>> lp = signal.lti([1.0], [1.0, 1.0]) >>> bp = signal.lti(*signal.lp2bp(lp.num, lp.den)) >>> w, mag_lp, p_lp = lp.bode() >>> w, mag_bp, p_bp = bp.bode(w) >>> plt.plot(w, mag_lp, label='Lowpass') >>> plt.plot(w, mag_bp, label='Bandpass') >>> plt.semilogx() >>> plt.grid() >>> plt.xlabel('Frequency [rad/s]') >>> plt.ylabel('Magnitude [dB]') >>> plt.legend() """ a, b = map(atleast_1d, (a, b)) D = len(a) - 1 N = len(b) - 1 artype = mintypecode((a, b)) ma = max([N, D]) Np = N + ma Dp = D + ma bprime = numpy.empty(Np + 1, artype) aprime = numpy.empty(Dp + 1, artype) wosq = wo * wo for j in range(Np + 1): val = 0.0 for i in range(0, N + 1): for k in range(0, i + 1): if ma - i + 2 * k == j: val += comb(i, k) * b[N - i] * (wosq) ** (i - k) / bw ** i bprime[Np - j] = val for j in range(Dp + 1): val = 0.0 for i in range(0, D + 1): for k in range(0, i + 1): if ma - i + 2 * k == j: val += comb(i, k) * a[D - i] * (wosq) ** (i - k) / bw ** i aprime[Dp - j] = val return normalize(bprime, aprime) def lp2bs(b, a, wo=1.0, bw=1.0): r""" Transform a lowpass filter prototype to a bandstop filter. Return an analog band-stop filter with center frequency `wo` and bandwidth `bw` from an analog low-pass filter prototype with unity cutoff frequency, in transfer function ('ba') representation. Parameters ---------- b : array_like Numerator polynomial coefficients. a : array_like Denominator polynomial coefficients. wo : float Desired stopband center, as angular frequency (e.g., rad/s). Defaults to no change. bw : float Desired stopband width, as angular frequency (e.g., rad/s). Defaults to 1. Returns ------- b : array_like Numerator polynomial coefficients of the transformed band-stop filter. a : array_like Denominator polynomial coefficients of the transformed band-stop filter. See Also -------- lp2lp, lp2hp, lp2bp, bilinear lp2bs_zpk Notes ----- This is derived from the s-plane substitution .. math:: s \rightarrow \frac{s \cdot \mathrm{BW}}{s^2 + {\omega_0}^2} This is the "wideband" transformation, producing a stopband with geometric (log frequency) symmetry about `wo`. Examples -------- >>> from scipy import signal >>> import matplotlib.pyplot as plt >>> lp = signal.lti([1.0], [1.0, 1.5]) >>> bs = signal.lti(*signal.lp2bs(lp.num, lp.den)) >>> w, mag_lp, p_lp = lp.bode() >>> w, mag_bs, p_bs = bs.bode(w) >>> plt.plot(w, mag_lp, label='Lowpass') >>> plt.plot(w, mag_bs, label='Bandstop') >>> plt.semilogx() >>> plt.grid() >>> plt.xlabel('Frequency [rad/s]') >>> plt.ylabel('Magnitude [dB]') >>> plt.legend() """ a, b = map(atleast_1d, (a, b)) D = len(a) - 1 N = len(b) - 1 artype = mintypecode((a, b)) M = max([N, D]) Np = M + M Dp = M + M bprime = numpy.empty(Np + 1, artype) aprime = numpy.empty(Dp + 1, artype) wosq = wo * wo for j in range(Np + 1): val = 0.0 for i in range(0, N + 1): for k in range(0, M - i + 1): if i + 2 * k == j: val += (comb(M - i, k) * b[N - i] * (wosq) ** (M - i - k) * bw ** i) bprime[Np - j] = val for j in range(Dp + 1): val = 0.0 for i in range(0, D + 1): for k in range(0, M - i + 1): if i + 2 * k == j: val += (comb(M - i, k) * a[D - i] * (wosq) ** (M - i - k) * bw ** i) aprime[Dp - j] = val return normalize(bprime, aprime) def bilinear(b, a, fs=1.0): r""" Return a digital IIR filter from an analog one using a bilinear transform. Transform a set of poles and zeros from the analog s-plane to the digital z-plane using Tustin's method, which substitutes ``(z-1) / (z+1)`` for ``s``, maintaining the shape of the frequency response. Parameters ---------- b : array_like Numerator of the analog filter transfer function. a : array_like Denominator of the analog filter transfer function. fs : float Sample rate, as ordinary frequency (e.g., hertz). No prewarping is done in this function. Returns ------- z : ndarray Numerator of the transformed digital filter transfer function. p : ndarray Denominator of the transformed digital filter transfer function. See Also -------- lp2lp, lp2hp, lp2bp, lp2bs bilinear_zpk Examples -------- >>> from scipy import signal >>> import matplotlib.pyplot as plt >>> fs = 100 >>> bf = 2 * np.pi * np.array([7, 13]) >>> filts = signal.lti(*signal.butter(4, bf, btype='bandpass', ... analog=True)) >>> filtz = signal.lti(*signal.bilinear(filts.num, filts.den, fs)) >>> wz, hz = signal.freqz(filtz.num, filtz.den) >>> ws, hs = signal.freqs(filts.num, filts.den, worN=fs*wz) >>> plt.semilogx(wz*fs/(2*np.pi), 20*np.log10(np.abs(hz).clip(1e-15)), ... label=r'$|H_z(e^{j \omega})|$') >>> plt.semilogx(wz*fs/(2*np.pi), 20*np.log10(np.abs(hs).clip(1e-15)), ... label=r'$|H(j \omega)|$') >>> plt.legend() >>> plt.xlabel('Frequency [Hz]') >>> plt.ylabel('Magnitude [dB]') >>> plt.grid() """ fs = float(fs) a, b = map(atleast_1d, (a, b)) D = len(a) - 1 N = len(b) - 1 artype = float M = max([N, D]) Np = M Dp = M bprime = numpy.empty(Np + 1, artype) aprime = numpy.empty(Dp + 1, artype) for j in range(Np + 1): val = 0.0 for i in range(N + 1): for k in range(i + 1): for l in range(M - i + 1): if k + l == j: val += (comb(i, k) * comb(M - i, l) * b[N - i] * pow(2 * fs, i) * (-1) ** k) bprime[j] = real(val) for j in range(Dp + 1): val = 0.0 for i in range(D + 1): for k in range(i + 1): for l in range(M - i + 1): if k + l == j: val += (comb(i, k) * comb(M - i, l) * a[D - i] * pow(2 * fs, i) * (-1) ** k) aprime[j] = real(val) return normalize(bprime, aprime) def _validate_gpass_gstop(gpass, gstop): if gpass <= 0.0: raise ValueError("gpass should be larger than 0.0") elif gstop <= 0.0: raise ValueError("gstop should be larger than 0.0") elif gpass > gstop: raise ValueError("gpass should be smaller than gstop") def iirdesign(wp, ws, gpass, gstop, analog=False, ftype='ellip', output='ba', fs=None): """Complete IIR digital and analog filter design. Given passband and stopband frequencies and gains, construct an analog or digital IIR filter of minimum order for a given basic type. Return the output in numerator, denominator ('ba'), pole-zero ('zpk') or second order sections ('sos') form. Parameters ---------- wp, ws : float or array like, shape (2,) Passband and stopband edge frequencies. Possible values are scalars (for lowpass and highpass filters) or ranges (for bandpass and bandstop filters). For digital filters, these are in the same units as `fs`. By default, `fs` is 2 half-cycles/sample, so these are normalized from 0 to 1, where 1 is the Nyquist frequency. For example: - Lowpass: wp = 0.2, ws = 0.3 - Highpass: wp = 0.3, ws = 0.2 - Bandpass: wp = [0.2, 0.5], ws = [0.1, 0.6] - Bandstop: wp = [0.1, 0.6], ws = [0.2, 0.5] For analog filters, `wp` and `ws` are angular frequencies (e.g., rad/s). Note, that for bandpass and bandstop filters passband must lie strictly inside stopband or vice versa. gpass : float The maximum loss in the passband (dB). gstop : float The minimum attenuation in the stopband (dB). analog : bool, optional When True, return an analog filter, otherwise a digital filter is returned. ftype : str, optional The type of IIR filter to design: - Butterworth : 'butter' - Chebyshev I : 'cheby1' - Chebyshev II : 'cheby2' - Cauer/elliptic: 'ellip' - Bessel/Thomson: 'bessel' output : {'ba', 'zpk', 'sos'}, optional Filter form of the output: - second-order sections (recommended): 'sos' - numerator/denominator (default) : 'ba' - pole-zero : 'zpk' In general the second-order sections ('sos') form is recommended because inferring the coefficients for the numerator/denominator form ('ba') suffers from numerical instabilities. For reasons of backward compatibility the default form is the numerator/denominator form ('ba'), where the 'b' and the 'a' in 'ba' refer to the commonly used names of the coefficients used. Note: Using the second-order sections form ('sos') is sometimes associated with additional computational costs: for data-intense use cases it is therefore recommended to also investigate the numerator/denominator form ('ba'). fs : float, optional The sampling frequency of the digital system. .. versionadded:: 1.2.0 Returns ------- b, a : ndarray, ndarray Numerator (`b`) and denominator (`a`) polynomials of the IIR filter. Only returned if ``output='ba'``. z, p, k : ndarray, ndarray, float Zeros, poles, and system gain of the IIR filter transfer function. Only returned if ``output='zpk'``. sos : ndarray Second-order sections representation of the IIR filter. Only returned if ``output=='sos'``. See Also -------- butter : Filter design using order and critical points cheby1, cheby2, ellip, bessel buttord : Find order and critical points from passband and stopband spec cheb1ord, cheb2ord, ellipord iirfilter : General filter design using order and critical frequencies Notes ----- The ``'sos'`` output parameter was added in 0.16.0. Examples -------- >>> from scipy import signal >>> import matplotlib.pyplot as plt >>> import matplotlib.ticker >>> wp = 0.2 >>> ws = 0.3 >>> gpass = 1 >>> gstop = 40 >>> system = signal.iirdesign(wp, ws, gpass, gstop) >>> w, h = signal.freqz(*system) >>> fig, ax1 = plt.subplots() >>> ax1.set_title('Digital filter frequency response') >>> ax1.plot(w, 20 * np.log10(abs(h)), 'b') >>> ax1.set_ylabel('Amplitude [dB]', color='b') >>> ax1.set_xlabel('Frequency [rad/sample]') >>> ax1.grid() >>> ax1.set_ylim([-120, 20]) >>> ax2 = ax1.twinx() >>> angles = np.unwrap(np.angle(h)) >>> ax2.plot(w, angles, 'g') >>> ax2.set_ylabel('Angle (radians)', color='g') >>> ax2.grid() >>> ax2.axis('tight') >>> ax2.set_ylim([-6, 1]) >>> nticks = 8 >>> ax1.yaxis.set_major_locator(matplotlib.ticker.LinearLocator(nticks)) >>> ax2.yaxis.set_major_locator(matplotlib.ticker.LinearLocator(nticks)) """ try: ordfunc = filter_dict[ftype][1] except KeyError as e: raise ValueError("Invalid IIR filter type: %s" % ftype) from e except IndexError as e: raise ValueError(("%s does not have order selection. Use " "iirfilter function.") % ftype) from e _validate_gpass_gstop(gpass, gstop) wp = atleast_1d(wp) ws = atleast_1d(ws) if wp.shape[0] != ws.shape[0] or wp.shape not in [(1,), (2,)]: raise ValueError("wp and ws must have one or two elements each, and" "the same shape, got %s and %s" % (wp.shape, ws.shape)) if wp.shape[0] == 2: if wp[0] < 0 or ws[0] < 0: raise ValueError("Values for wp, ws can't be negative") elif 1 < wp[1] or 1 < ws[1]: raise ValueError("Values for wp, ws can't be larger than 1") elif not((ws[0] < wp[0] and wp[1] < ws[1]) or (wp[0] < ws[0] and ws[1] < wp[1])): raise ValueError("Passband must lie strictly inside stopband" " or vice versa") band_type = 2 * (len(wp) - 1) band_type += 1 if wp[0] >= ws[0]: band_type += 1 btype = {1: 'lowpass', 2: 'highpass', 3: 'bandstop', 4: 'bandpass'}[band_type] N, Wn = ordfunc(wp, ws, gpass, gstop, analog=analog, fs=fs) return iirfilter(N, Wn, rp=gpass, rs=gstop, analog=analog, btype=btype, ftype=ftype, output=output, fs=fs) def iirfilter(N, Wn, rp=None, rs=None, btype='band', analog=False, ftype='butter', output='ba', fs=None): """ IIR digital and analog filter design given order and critical points. Design an Nth-order digital or analog filter and return the filter coefficients. Parameters ---------- N : int The order of the filter. Wn : array_like A scalar or length-2 sequence giving the critical frequencies. For digital filters, `Wn` are in the same units as `fs`. By default, `fs` is 2 half-cycles/sample, so these are normalized from 0 to 1, where 1 is the Nyquist frequency. (`Wn` is thus in half-cycles / sample.) For analog filters, `Wn` is an angular frequency (e.g., rad/s). rp : float, optional For Chebyshev and elliptic filters, provides the maximum ripple in the passband. (dB) rs : float, optional For Chebyshev and elliptic filters, provides the minimum attenuation in the stop band. (dB) btype : {'bandpass', 'lowpass', 'highpass', 'bandstop'}, optional The type of filter. Default is 'bandpass'. analog : bool, optional When True, return an analog filter, otherwise a digital filter is returned. ftype : str, optional The type of IIR filter to design: - Butterworth : 'butter' - Chebyshev I : 'cheby1' - Chebyshev II : 'cheby2' - Cauer/elliptic: 'ellip' - Bessel/Thomson: 'bessel' output : {'ba', 'zpk', 'sos'}, optional Filter form of the output: - second-order sections (recommended): 'sos' - numerator/denominator (default) : 'ba' - pole-zero : 'zpk' In general the second-order sections ('sos') form is recommended because inferring the coefficients for the numerator/denominator form ('ba') suffers from numerical instabilities. For reasons of backward compatibility the default form is the numerator/denominator form ('ba'), where the 'b' and the 'a' in 'ba' refer to the commonly used names of the coefficients used. Note: Using the second-order sections form ('sos') is sometimes associated with additional computational costs: for data-intense use cases it is therefore recommended to also investigate the numerator/denominator form ('ba'). fs : float, optional The sampling frequency of the digital system. .. versionadded:: 1.2.0 Returns ------- b, a : ndarray, ndarray Numerator (`b`) and denominator (`a`) polynomials of the IIR filter. Only returned if ``output='ba'``. z, p, k : ndarray, ndarray, float Zeros, poles, and system gain of the IIR filter transfer function. Only returned if ``output='zpk'``. sos : ndarray Second-order sections representation of the IIR filter. Only returned if ``output=='sos'``. See Also -------- butter : Filter design using order and critical points cheby1, cheby2, ellip, bessel buttord : Find order and critical points from passband and stopband spec cheb1ord, cheb2ord, ellipord iirdesign : General filter design using passband and stopband spec Notes ----- The ``'sos'`` output parameter was added in 0.16.0. Examples -------- Generate a 17th-order Chebyshev II analog bandpass filter from 50 Hz to 200 Hz and plot the frequency response: >>> from scipy import signal >>> import matplotlib.pyplot as plt >>> b, a = signal.iirfilter(17, [2*np.pi*50, 2*np.pi*200], rs=60, ... btype='band', analog=True, ftype='cheby2') >>> w, h = signal.freqs(b, a, 1000) >>> fig = plt.figure() >>> ax = fig.add_subplot(1, 1, 1) >>> ax.semilogx(w / (2*np.pi), 20 * np.log10(np.maximum(abs(h), 1e-5))) >>> ax.set_title('Chebyshev Type II bandpass frequency response') >>> ax.set_xlabel('Frequency [Hz]') >>> ax.set_ylabel('Amplitude [dB]') >>> ax.axis((10, 1000, -100, 10)) >>> ax.grid(which='both', axis='both') >>> plt.show() Create a digital filter with the same properties, in a system with sampling rate of 2000 Hz, and plot the frequency response. (Second-order sections implementation is required to ensure stability of a filter of this order): >>> sos = signal.iirfilter(17, [50, 200], rs=60, btype='band', ... analog=False, ftype='cheby2', fs=2000, ... output='sos') >>> w, h = signal.sosfreqz(sos, 2000, fs=2000) >>> fig = plt.figure() >>> ax = fig.add_subplot(1, 1, 1) >>> ax.semilogx(w, 20 * np.log10(np.maximum(abs(h), 1e-5))) >>> ax.set_title('Chebyshev Type II bandpass frequency response') >>> ax.set_xlabel('Frequency [Hz]') >>> ax.set_ylabel('Amplitude [dB]') >>> ax.axis((10, 1000, -100, 10)) >>> ax.grid(which='both', axis='both') >>> plt.show() """ ftype, btype, output = [x.lower() for x in (ftype, btype, output)] Wn = asarray(Wn) if fs is not None: if analog: raise ValueError("fs cannot be specified for an analog filter") Wn = 2*Wn/fs try: btype = band_dict[btype] except KeyError as e: raise ValueError("'%s' is an invalid bandtype for filter." % btype) from e try: typefunc = filter_dict[ftype][0] except KeyError as e: raise ValueError("'%s' is not a valid basic IIR filter." % ftype) from e if output not in ['ba', 'zpk', 'sos']: raise ValueError("'%s' is not a valid output form." % output) if rp is not None and rp < 0: raise ValueError("passband ripple (rp) must be positive") if rs is not None and rs < 0: raise ValueError("stopband attenuation (rs) must be positive") # Get analog lowpass prototype if typefunc == buttap: z, p, k = typefunc(N) elif typefunc == besselap: z, p, k = typefunc(N, norm=bessel_norms[ftype]) elif typefunc == cheb1ap: if rp is None: raise ValueError("passband ripple (rp) must be provided to " "design a Chebyshev I filter.") z, p, k = typefunc(N, rp) elif typefunc == cheb2ap: if rs is None: raise ValueError("stopband attenuation (rs) must be provided to " "design an Chebyshev II filter.") z, p, k = typefunc(N, rs) elif typefunc == ellipap: if rs is None or rp is None: raise ValueError("Both rp and rs must be provided to design an " "elliptic filter.") z, p, k = typefunc(N, rp, rs) else: raise NotImplementedError("'%s' not implemented in iirfilter." % ftype) # Pre-warp frequencies for digital filter design if not analog: if numpy.any(Wn <= 0) or numpy.any(Wn >= 1): if fs is not None: raise ValueError("Digital filter critical frequencies " "must be 0 < Wn < fs/2 (fs={} -> fs/2={})".format(fs, fs/2)) raise ValueError("Digital filter critical frequencies " "must be 0 < Wn < 1") fs = 2.0 warped = 2 * fs * tan(pi * Wn / fs) else: warped = Wn # transform to lowpass, bandpass, highpass, or bandstop if btype in ('lowpass', 'highpass'): if numpy.size(Wn) != 1: raise ValueError('Must specify a single critical frequency Wn for lowpass or highpass filter') if btype == 'lowpass': z, p, k = lp2lp_zpk(z, p, k, wo=warped) elif btype == 'highpass': z, p, k = lp2hp_zpk(z, p, k, wo=warped) elif btype in ('bandpass', 'bandstop'): try: bw = warped[1] - warped[0] wo = sqrt(warped[0] * warped[1]) except IndexError as e: raise ValueError('Wn must specify start and stop frequencies for bandpass or bandstop ' 'filter') from e if btype == 'bandpass': z, p, k = lp2bp_zpk(z, p, k, wo=wo, bw=bw) elif btype == 'bandstop': z, p, k = lp2bs_zpk(z, p, k, wo=wo, bw=bw) else: raise NotImplementedError("'%s' not implemented in iirfilter." % btype) # Find discrete equivalent if necessary if not analog: z, p, k = bilinear_zpk(z, p, k, fs=fs) # Transform to proper out type (pole-zero, state-space, numer-denom) if output == 'zpk': return z, p, k elif output == 'ba': return zpk2tf(z, p, k) elif output == 'sos': return zpk2sos(z, p, k) def _relative_degree(z, p): """ Return relative degree of transfer function from zeros and poles """ degree = len(p) - len(z) if degree < 0: raise ValueError("Improper transfer function. " "Must have at least as many poles as zeros.") else: return degree def bilinear_zpk(z, p, k, fs): r""" Return a digital IIR filter from an analog one using a bilinear transform. Transform a set of poles and zeros from the analog s-plane to the digital z-plane using Tustin's method, which substitutes ``(z-1) / (z+1)`` for ``s``, maintaining the shape of the frequency response. Parameters ---------- z : array_like Zeros of the analog filter transfer function. p : array_like Poles of the analog filter transfer function. k : float System gain of the analog filter transfer function. fs : float Sample rate, as ordinary frequency (e.g., hertz). No prewarping is done in this function. Returns ------- z : ndarray Zeros of the transformed digital filter transfer function. p : ndarray Poles of the transformed digital filter transfer function. k : float System gain of the transformed digital filter. See Also -------- lp2lp_zpk, lp2hp_zpk, lp2bp_zpk, lp2bs_zpk bilinear Notes ----- .. versionadded:: 1.1.0 Examples -------- >>> from scipy import signal >>> import matplotlib.pyplot as plt >>> fs = 100 >>> bf = 2 * np.pi * np.array([7, 13]) >>> filts = signal.lti(*signal.butter(4, bf, btype='bandpass', analog=True, ... output='zpk')) >>> filtz = signal.lti(*signal.bilinear_zpk(filts.zeros, filts.poles, ... filts.gain, fs)) >>> wz, hz = signal.freqz_zpk(filtz.zeros, filtz.poles, filtz.gain) >>> ws, hs = signal.freqs_zpk(filts.zeros, filts.poles, filts.gain, ... worN=fs*wz) >>> plt.semilogx(wz*fs/(2*np.pi), 20*np.log10(np.abs(hz).clip(1e-15)), ... label=r'$|H_z(e^{j \omega})|$') >>> plt.semilogx(wz*fs/(2*np.pi), 20*np.log10(np.abs(hs).clip(1e-15)), ... label=r'$|H(j \omega)|$') >>> plt.legend() >>> plt.xlabel('Frequency [Hz]') >>> plt.ylabel('Magnitude [dB]') >>> plt.grid() """ z = atleast_1d(z) p = atleast_1d(p) degree = _relative_degree(z, p) fs2 = 2.0*fs # Bilinear transform the poles and zeros z_z = (fs2 + z) / (fs2 - z) p_z = (fs2 + p) / (fs2 - p) # Any zeros that were at infinity get moved to the Nyquist frequency z_z = append(z_z, -ones(degree)) # Compensate for gain change k_z = k * real(prod(fs2 - z) / prod(fs2 - p)) return z_z, p_z, k_z def lp2lp_zpk(z, p, k, wo=1.0): r""" Transform a lowpass filter prototype to a different frequency. Return an analog low-pass filter with cutoff frequency `wo` from an analog low-pass filter prototype with unity cutoff frequency, using zeros, poles, and gain ('zpk') representation. Parameters ---------- z : array_like Zeros of the analog filter transfer function. p : array_like Poles of the analog filter transfer function. k : float System gain of the analog filter transfer function. wo : float Desired cutoff, as angular frequency (e.g., rad/s). Defaults to no change. Returns ------- z : ndarray Zeros of the transformed low-pass filter transfer function. p : ndarray Poles of the transformed low-pass filter transfer function. k : float System gain of the transformed low-pass filter. See Also -------- lp2hp_zpk, lp2bp_zpk, lp2bs_zpk, bilinear lp2lp Notes ----- This is derived from the s-plane substitution .. math:: s \rightarrow \frac{s}{\omega_0} .. versionadded:: 1.1.0 """ z = atleast_1d(z) p = atleast_1d(p) wo = float(wo) # Avoid int wraparound degree = _relative_degree(z, p) # Scale all points radially from origin to shift cutoff frequency z_lp = wo * z p_lp = wo * p # Each shifted pole decreases gain by wo, each shifted zero increases it. # Cancel out the net change to keep overall gain the same k_lp = k * wo**degree return z_lp, p_lp, k_lp def lp2hp_zpk(z, p, k, wo=1.0): r""" Transform a lowpass filter prototype to a highpass filter. Return an analog high-pass filter with cutoff frequency `wo` from an analog low-pass filter prototype with unity cutoff frequency, using zeros, poles, and gain ('zpk') representation. Parameters ---------- z : array_like Zeros of the analog filter transfer function. p : array_like Poles of the analog filter transfer function. k : float System gain of the analog filter transfer function. wo : float Desired cutoff, as angular frequency (e.g., rad/s). Defaults to no change. Returns ------- z : ndarray Zeros of the transformed high-pass filter transfer function. p : ndarray Poles of the transformed high-pass filter transfer function. k : float System gain of the transformed high-pass filter. See Also -------- lp2lp_zpk, lp2bp_zpk, lp2bs_zpk, bilinear lp2hp Notes ----- This is derived from the s-plane substitution .. math:: s \rightarrow \frac{\omega_0}{s} This maintains symmetry of the lowpass and highpass responses on a logarithmic scale. .. versionadded:: 1.1.0 """ z = atleast_1d(z) p = atleast_1d(p) wo = float(wo) degree = _relative_degree(z, p) # Invert positions radially about unit circle to convert LPF to HPF # Scale all points radially from origin to shift cutoff frequency z_hp = wo / z p_hp = wo / p # If lowpass had zeros at infinity, inverting moves them to origin. z_hp = append(z_hp, zeros(degree)) # Cancel out gain change caused by inversion k_hp = k * real(prod(-z) / prod(-p)) return z_hp, p_hp, k_hp def lp2bp_zpk(z, p, k, wo=1.0, bw=1.0): r""" Transform a lowpass filter prototype to a bandpass filter. Return an analog band-pass filter with center frequency `wo` and bandwidth `bw` from an analog low-pass filter prototype with unity cutoff frequency, using zeros, poles, and gain ('zpk') representation. Parameters ---------- z : array_like Zeros of the analog filter transfer function. p : array_like Poles of the analog filter transfer function. k : float System gain of the analog filter transfer function. wo : float Desired passband center, as angular frequency (e.g., rad/s). Defaults to no change. bw : float Desired passband width, as angular frequency (e.g., rad/s). Defaults to 1. Returns ------- z : ndarray Zeros of the transformed band-pass filter transfer function. p : ndarray Poles of the transformed band-pass filter transfer function. k : float System gain of the transformed band-pass filter. See Also -------- lp2lp_zpk, lp2hp_zpk, lp2bs_zpk, bilinear lp2bp Notes ----- This is derived from the s-plane substitution .. math:: s \rightarrow \frac{s^2 + {\omega_0}^2}{s \cdot \mathrm{BW}} This is the "wideband" transformation, producing a passband with geometric (log frequency) symmetry about `wo`. .. versionadded:: 1.1.0 """ z = atleast_1d(z) p = atleast_1d(p) wo = float(wo) bw = float(bw) degree = _relative_degree(z, p) # Scale poles and zeros to desired bandwidth z_lp = z * bw/2 p_lp = p * bw/2 # Square root needs to produce complex result, not NaN z_lp = z_lp.astype(complex) p_lp = p_lp.astype(complex) # Duplicate poles and zeros and shift from baseband to +wo and -wo z_bp = concatenate((z_lp + sqrt(z_lp**2 - wo**2), z_lp - sqrt(z_lp**2 - wo**2))) p_bp = concatenate((p_lp + sqrt(p_lp**2 - wo**2), p_lp - sqrt(p_lp**2 - wo**2))) # Move degree zeros to origin, leaving degree zeros at infinity for BPF z_bp = append(z_bp, zeros(degree)) # Cancel out gain change from frequency scaling k_bp = k * bw**degree return z_bp, p_bp, k_bp def lp2bs_zpk(z, p, k, wo=1.0, bw=1.0): r""" Transform a lowpass filter prototype to a bandstop filter. Return an analog band-stop filter with center frequency `wo` and stopband width `bw` from an analog low-pass filter prototype with unity cutoff frequency, using zeros, poles, and gain ('zpk') representation. Parameters ---------- z : array_like Zeros of the analog filter transfer function. p : array_like Poles of the analog filter transfer function. k : float System gain of the analog filter transfer function. wo : float Desired stopband center, as angular frequency (e.g., rad/s). Defaults to no change. bw : float Desired stopband width, as angular frequency (e.g., rad/s). Defaults to 1. Returns ------- z : ndarray Zeros of the transformed band-stop filter transfer function. p : ndarray Poles of the transformed band-stop filter transfer function. k : float System gain of the transformed band-stop filter. See Also -------- lp2lp_zpk, lp2hp_zpk, lp2bp_zpk, bilinear lp2bs Notes ----- This is derived from the s-plane substitution .. math:: s \rightarrow \frac{s \cdot \mathrm{BW}}{s^2 + {\omega_0}^2} This is the "wideband" transformation, producing a stopband with geometric (log frequency) symmetry about `wo`. .. versionadded:: 1.1.0 """ z = atleast_1d(z) p = atleast_1d(p) wo = float(wo) bw = float(bw) degree = _relative_degree(z, p) # Invert to a highpass filter with desired bandwidth z_hp = (bw/2) / z p_hp = (bw/2) / p # Square root needs to produce complex result, not NaN z_hp = z_hp.astype(complex) p_hp = p_hp.astype(complex) # Duplicate poles and zeros and shift from baseband to +wo and -wo z_bs = concatenate((z_hp + sqrt(z_hp**2 - wo**2), z_hp - sqrt(z_hp**2 - wo**2))) p_bs = concatenate((p_hp + sqrt(p_hp**2 - wo**2), p_hp - sqrt(p_hp**2 - wo**2))) # Move any zeros that were at infinity to the center of the stopband z_bs = append(z_bs, full(degree, +1j*wo)) z_bs = append(z_bs, full(degree, -1j*wo)) # Cancel out gain change caused by inversion k_bs = k * real(prod(-z) / prod(-p)) return z_bs, p_bs, k_bs def butter(N, Wn, btype='low', analog=False, output='ba', fs=None): """ Butterworth digital and analog filter design. Design an Nth-order digital or analog Butterworth filter and return the filter coefficients. Parameters ---------- N : int The order of the filter. Wn : array_like The critical frequency or frequencies. For lowpass and highpass filters, Wn is a scalar; for bandpass and bandstop filters, Wn is a length-2 sequence. For a Butterworth filter, this is the point at which the gain drops to 1/sqrt(2) that of the passband (the "-3 dB point"). For digital filters, `Wn` are in the same units as `fs`. By default, `fs` is 2 half-cycles/sample, so these are normalized from 0 to 1, where 1 is the Nyquist frequency. (`Wn` is thus in half-cycles / sample.) For analog filters, `Wn` is an angular frequency (e.g. rad/s). btype : {'lowpass', 'highpass', 'bandpass', 'bandstop'}, optional The type of filter. Default is 'lowpass'. analog : bool, optional When True, return an analog filter, otherwise a digital filter is returned. output : {'ba', 'zpk', 'sos'}, optional Type of output: numerator/denominator ('ba'), pole-zero ('zpk'), or second-order sections ('sos'). Default is 'ba' for backwards compatibility, but 'sos' should be used for general-purpose filtering. fs : float, optional The sampling frequency of the digital system. .. versionadded:: 1.2.0 Returns ------- b, a : ndarray, ndarray Numerator (`b`) and denominator (`a`) polynomials of the IIR filter. Only returned if ``output='ba'``. z, p, k : ndarray, ndarray, float Zeros, poles, and system gain of the IIR filter transfer function. Only returned if ``output='zpk'``. sos : ndarray Second-order sections representation of the IIR filter. Only returned if ``output=='sos'``. See Also -------- buttord, buttap Notes ----- The Butterworth filter has maximally flat frequency response in the passband. The ``'sos'`` output parameter was added in 0.16.0. If the transfer function form ``[b, a]`` is requested, numerical problems can occur since the conversion between roots and the polynomial coefficients is a numerically sensitive operation, even for N >= 4. It is recommended to work with the SOS representation. Examples -------- Design an analog filter and plot its frequency response, showing the critical points: >>> from scipy import signal >>> import matplotlib.pyplot as plt >>> b, a = signal.butter(4, 100, 'low', analog=True) >>> w, h = signal.freqs(b, a) >>> plt.semilogx(w, 20 * np.log10(abs(h))) >>> plt.title('Butterworth filter frequency response') >>> plt.xlabel('Frequency [radians / second]') >>> plt.ylabel('Amplitude [dB]') >>> plt.margins(0, 0.1) >>> plt.grid(which='both', axis='both') >>> plt.axvline(100, color='green') # cutoff frequency >>> plt.show() Generate a signal made up of 10 Hz and 20 Hz, sampled at 1 kHz >>> t = np.linspace(0, 1, 1000, False) # 1 second >>> sig = np.sin(2*np.pi*10*t) + np.sin(2*np.pi*20*t) >>> fig, (ax1, ax2) = plt.subplots(2, 1, sharex=True) >>> ax1.plot(t, sig) >>> ax1.set_title('10 Hz and 20 Hz sinusoids') >>> ax1.axis([0, 1, -2, 2]) Design a digital high-pass filter at 15 Hz to remove the 10 Hz tone, and apply it to the signal. (It's recommended to use second-order sections format when filtering, to avoid numerical error with transfer function (``ba``) format): >>> sos = signal.butter(10, 15, 'hp', fs=1000, output='sos') >>> filtered = signal.sosfilt(sos, sig) >>> ax2.plot(t, filtered) >>> ax2.set_title('After 15 Hz high-pass filter') >>> ax2.axis([0, 1, -2, 2]) >>> ax2.set_xlabel('Time [seconds]') >>> plt.tight_layout() >>> plt.show() """ return iirfilter(N, Wn, btype=btype, analog=analog, output=output, ftype='butter', fs=fs) def cheby1(N, rp, Wn, btype='low', analog=False, output='ba', fs=None): """ Chebyshev type I digital and analog filter design. Design an Nth-order digital or analog Chebyshev type I filter and return the filter coefficients. Parameters ---------- N : int The order of the filter. rp : float The maximum ripple allowed below unity gain in the passband. Specified in decibels, as a positive number. Wn : array_like A scalar or length-2 sequence giving the critical frequencies. For Type I filters, this is the point in the transition band at which the gain first drops below -`rp`. For digital filters, `Wn` are in the same units as `fs`. By default, `fs` is 2 half-cycles/sample, so these are normalized from 0 to 1, where 1 is the Nyquist frequency. (`Wn` is thus in half-cycles / sample.) For analog filters, `Wn` is an angular frequency (e.g., rad/s). btype : {'lowpass', 'highpass', 'bandpass', 'bandstop'}, optional The type of filter. Default is 'lowpass'. analog : bool, optional When True, return an analog filter, otherwise a digital filter is returned. output : {'ba', 'zpk', 'sos'}, optional Type of output: numerator/denominator ('ba'), pole-zero ('zpk'), or second-order sections ('sos'). Default is 'ba' for backwards compatibility, but 'sos' should be used for general-purpose filtering. fs : float, optional The sampling frequency of the digital system. .. versionadded:: 1.2.0 Returns ------- b, a : ndarray, ndarray Numerator (`b`) and denominator (`a`) polynomials of the IIR filter. Only returned if ``output='ba'``. z, p, k : ndarray, ndarray, float Zeros, poles, and system gain of the IIR filter transfer function. Only returned if ``output='zpk'``. sos : ndarray Second-order sections representation of the IIR filter. Only returned if ``output=='sos'``. See Also -------- cheb1ord, cheb1ap Notes ----- The Chebyshev type I filter maximizes the rate of cutoff between the frequency response's passband and stopband, at the expense of ripple in the passband and increased ringing in the step response. Type I filters roll off faster than Type II (`cheby2`), but Type II filters do not have any ripple in the passband. The equiripple passband has N maxima or minima (for example, a 5th-order filter has 3 maxima and 2 minima). Consequently, the DC gain is unity for odd-order filters, or -rp dB for even-order filters. The ``'sos'`` output parameter was added in 0.16.0. Examples -------- Design an analog filter and plot its frequency response, showing the critical points: >>> from scipy import signal >>> import matplotlib.pyplot as plt >>> b, a = signal.cheby1(4, 5, 100, 'low', analog=True) >>> w, h = signal.freqs(b, a) >>> plt.semilogx(w, 20 * np.log10(abs(h))) >>> plt.title('Chebyshev Type I frequency response (rp=5)') >>> plt.xlabel('Frequency [radians / second]') >>> plt.ylabel('Amplitude [dB]') >>> plt.margins(0, 0.1) >>> plt.grid(which='both', axis='both') >>> plt.axvline(100, color='green') # cutoff frequency >>> plt.axhline(-5, color='green') # rp >>> plt.show() Generate a signal made up of 10 Hz and 20 Hz, sampled at 1 kHz >>> t = np.linspace(0, 1, 1000, False) # 1 second >>> sig = np.sin(2*np.pi*10*t) + np.sin(2*np.pi*20*t) >>> fig, (ax1, ax2) = plt.subplots(2, 1, sharex=True) >>> ax1.plot(t, sig) >>> ax1.set_title('10 Hz and 20 Hz sinusoids') >>> ax1.axis([0, 1, -2, 2]) Design a digital high-pass filter at 15 Hz to remove the 10 Hz tone, and apply it to the signal. (It's recommended to use second-order sections format when filtering, to avoid numerical error with transfer function (``ba``) format): >>> sos = signal.cheby1(10, 1, 15, 'hp', fs=1000, output='sos') >>> filtered = signal.sosfilt(sos, sig) >>> ax2.plot(t, filtered) >>> ax2.set_title('After 15 Hz high-pass filter') >>> ax2.axis([0, 1, -2, 2]) >>> ax2.set_xlabel('Time [seconds]') >>> plt.tight_layout() >>> plt.show() """ return iirfilter(N, Wn, rp=rp, btype=btype, analog=analog, output=output, ftype='cheby1', fs=fs) def cheby2(N, rs, Wn, btype='low', analog=False, output='ba', fs=None): """ Chebyshev type II digital and analog filter design. Design an Nth-order digital or analog Chebyshev type II filter and return the filter coefficients. Parameters ---------- N : int The order of the filter. rs : float The minimum attenuation required in the stop band. Specified in decibels, as a positive number. Wn : array_like A scalar or length-2 sequence giving the critical frequencies. For Type II filters, this is the point in the transition band at which the gain first reaches -`rs`. For digital filters, `Wn` are in the same units as `fs`. By default, `fs` is 2 half-cycles/sample, so these are normalized from 0 to 1, where 1 is the Nyquist frequency. (`Wn` is thus in half-cycles / sample.) For analog filters, `Wn` is an angular frequency (e.g., rad/s). btype : {'lowpass', 'highpass', 'bandpass', 'bandstop'}, optional The type of filter. Default is 'lowpass'. analog : bool, optional When True, return an analog filter, otherwise a digital filter is returned. output : {'ba', 'zpk', 'sos'}, optional Type of output: numerator/denominator ('ba'), pole-zero ('zpk'), or second-order sections ('sos'). Default is 'ba' for backwards compatibility, but 'sos' should be used for general-purpose filtering. fs : float, optional The sampling frequency of the digital system. .. versionadded:: 1.2.0 Returns ------- b, a : ndarray, ndarray Numerator (`b`) and denominator (`a`) polynomials of the IIR filter. Only returned if ``output='ba'``. z, p, k : ndarray, ndarray, float Zeros, poles, and system gain of the IIR filter transfer function. Only returned if ``output='zpk'``. sos : ndarray Second-order sections representation of the IIR filter. Only returned if ``output=='sos'``. See Also -------- cheb2ord, cheb2ap Notes ----- The Chebyshev type II filter maximizes the rate of cutoff between the frequency response's passband and stopband, at the expense of ripple in the stopband and increased ringing in the step response. Type II filters do not roll off as fast as Type I (`cheby1`). The ``'sos'`` output parameter was added in 0.16.0. Examples -------- Design an analog filter and plot its frequency response, showing the critical points: >>> from scipy import signal >>> import matplotlib.pyplot as plt >>> b, a = signal.cheby2(4, 40, 100, 'low', analog=True) >>> w, h = signal.freqs(b, a) >>> plt.semilogx(w, 20 * np.log10(abs(h))) >>> plt.title('Chebyshev Type II frequency response (rs=40)') >>> plt.xlabel('Frequency [radians / second]') >>> plt.ylabel('Amplitude [dB]') >>> plt.margins(0, 0.1) >>> plt.grid(which='both', axis='both') >>> plt.axvline(100, color='green') # cutoff frequency >>> plt.axhline(-40, color='green') # rs >>> plt.show() Generate a signal made up of 10 Hz and 20 Hz, sampled at 1 kHz >>> t = np.linspace(0, 1, 1000, False) # 1 second >>> sig = np.sin(2*np.pi*10*t) + np.sin(2*np.pi*20*t) >>> fig, (ax1, ax2) = plt.subplots(2, 1, sharex=True) >>> ax1.plot(t, sig) >>> ax1.set_title('10 Hz and 20 Hz sinusoids') >>> ax1.axis([0, 1, -2, 2]) Design a digital high-pass filter at 17 Hz to remove the 10 Hz tone, and apply it to the signal. (It's recommended to use second-order sections format when filtering, to avoid numerical error with transfer function (``ba``) format): >>> sos = signal.cheby2(12, 20, 17, 'hp', fs=1000, output='sos') >>> filtered = signal.sosfilt(sos, sig) >>> ax2.plot(t, filtered) >>> ax2.set_title('After 17 Hz high-pass filter') >>> ax2.axis([0, 1, -2, 2]) >>> ax2.set_xlabel('Time [seconds]') >>> plt.show() """ return iirfilter(N, Wn, rs=rs, btype=btype, analog=analog, output=output, ftype='cheby2', fs=fs) def ellip(N, rp, rs, Wn, btype='low', analog=False, output='ba', fs=None): """ Elliptic (Cauer) digital and analog filter design. Design an Nth-order digital or analog elliptic filter and return the filter coefficients. Parameters ---------- N : int The order of the filter. rp : float The maximum ripple allowed below unity gain in the passband. Specified in decibels, as a positive number. rs : float The minimum attenuation required in the stop band. Specified in decibels, as a positive number. Wn : array_like A scalar or length-2 sequence giving the critical frequencies. For elliptic filters, this is the point in the transition band at which the gain first drops below -`rp`. For digital filters, `Wn` are in the same units as `fs`. By default, `fs` is 2 half-cycles/sample, so these are normalized from 0 to 1, where 1 is the Nyquist frequency. (`Wn` is thus in half-cycles / sample.) For analog filters, `Wn` is an angular frequency (e.g., rad/s). btype : {'lowpass', 'highpass', 'bandpass', 'bandstop'}, optional The type of filter. Default is 'lowpass'. analog : bool, optional When True, return an analog filter, otherwise a digital filter is returned. output : {'ba', 'zpk', 'sos'}, optional Type of output: numerator/denominator ('ba'), pole-zero ('zpk'), or second-order sections ('sos'). Default is 'ba' for backwards compatibility, but 'sos' should be used for general-purpose filtering. fs : float, optional The sampling frequency of the digital system. .. versionadded:: 1.2.0 Returns ------- b, a : ndarray, ndarray Numerator (`b`) and denominator (`a`) polynomials of the IIR filter. Only returned if ``output='ba'``. z, p, k : ndarray, ndarray, float Zeros, poles, and system gain of the IIR filter transfer function. Only returned if ``output='zpk'``. sos : ndarray Second-order sections representation of the IIR filter. Only returned if ``output=='sos'``. See Also -------- ellipord, ellipap Notes ----- Also known as Cauer or Zolotarev filters, the elliptical filter maximizes the rate of transition between the frequency response's passband and stopband, at the expense of ripple in both, and increased ringing in the step response. As `rp` approaches 0, the elliptical filter becomes a Chebyshev type II filter (`cheby2`). As `rs` approaches 0, it becomes a Chebyshev type I filter (`cheby1`). As both approach 0, it becomes a Butterworth filter (`butter`). The equiripple passband has N maxima or minima (for example, a 5th-order filter has 3 maxima and 2 minima). Consequently, the DC gain is unity for odd-order filters, or -rp dB for even-order filters. The ``'sos'`` output parameter was added in 0.16.0. Examples -------- Design an analog filter and plot its frequency response, showing the critical points: >>> from scipy import signal >>> import matplotlib.pyplot as plt >>> b, a = signal.ellip(4, 5, 40, 100, 'low', analog=True) >>> w, h = signal.freqs(b, a) >>> plt.semilogx(w, 20 * np.log10(abs(h))) >>> plt.title('Elliptic filter frequency response (rp=5, rs=40)') >>> plt.xlabel('Frequency [radians / second]') >>> plt.ylabel('Amplitude [dB]') >>> plt.margins(0, 0.1) >>> plt.grid(which='both', axis='both') >>> plt.axvline(100, color='green') # cutoff frequency >>> plt.axhline(-40, color='green') # rs >>> plt.axhline(-5, color='green') # rp >>> plt.show() Generate a signal made up of 10 Hz and 20 Hz, sampled at 1 kHz >>> t = np.linspace(0, 1, 1000, False) # 1 second >>> sig = np.sin(2*np.pi*10*t) + np.sin(2*np.pi*20*t) >>> fig, (ax1, ax2) = plt.subplots(2, 1, sharex=True) >>> ax1.plot(t, sig) >>> ax1.set_title('10 Hz and 20 Hz sinusoids') >>> ax1.axis([0, 1, -2, 2]) Design a digital high-pass filter at 17 Hz to remove the 10 Hz tone, and apply it to the signal. (It's recommended to use second-order sections format when filtering, to avoid numerical error with transfer function (``ba``) format): >>> sos = signal.ellip(8, 1, 100, 17, 'hp', fs=1000, output='sos') >>> filtered = signal.sosfilt(sos, sig) >>> ax2.plot(t, filtered) >>> ax2.set_title('After 17 Hz high-pass filter') >>> ax2.axis([0, 1, -2, 2]) >>> ax2.set_xlabel('Time [seconds]') >>> plt.tight_layout() >>> plt.show() """ return iirfilter(N, Wn, rs=rs, rp=rp, btype=btype, analog=analog, output=output, ftype='elliptic', fs=fs) def bessel(N, Wn, btype='low', analog=False, output='ba', norm='phase', fs=None): """ Bessel/Thomson digital and analog filter design. Design an Nth-order digital or analog Bessel filter and return the filter coefficients. Parameters ---------- N : int The order of the filter. Wn : array_like A scalar or length-2 sequence giving the critical frequencies (defined by the `norm` parameter). For analog filters, `Wn` is an angular frequency (e.g., rad/s). For digital filters, `Wn` are in the same units as `fs`. By default, `fs` is 2 half-cycles/sample, so these are normalized from 0 to 1, where 1 is the Nyquist frequency. (`Wn` is thus in half-cycles / sample.) btype : {'lowpass', 'highpass', 'bandpass', 'bandstop'}, optional The type of filter. Default is 'lowpass'. analog : bool, optional When True, return an analog filter, otherwise a digital filter is returned. (See Notes.) output : {'ba', 'zpk', 'sos'}, optional Type of output: numerator/denominator ('ba'), pole-zero ('zpk'), or second-order sections ('sos'). Default is 'ba'. norm : {'phase', 'delay', 'mag'}, optional Critical frequency normalization: ``phase`` The filter is normalized such that the phase response reaches its midpoint at angular (e.g. rad/s) frequency `Wn`. This happens for both low-pass and high-pass filters, so this is the "phase-matched" case. The magnitude response asymptotes are the same as a Butterworth filter of the same order with a cutoff of `Wn`. This is the default, and matches MATLAB's implementation. ``delay`` The filter is normalized such that the group delay in the passband is 1/`Wn` (e.g., seconds). This is the "natural" type obtained by solving Bessel polynomials. ``mag`` The filter is normalized such that the gain magnitude is -3 dB at angular frequency `Wn`. .. versionadded:: 0.18.0 fs : float, optional The sampling frequency of the digital system. .. versionadded:: 1.2.0 Returns ------- b, a : ndarray, ndarray Numerator (`b`) and denominator (`a`) polynomials of the IIR filter. Only returned if ``output='ba'``. z, p, k : ndarray, ndarray, float Zeros, poles, and system gain of the IIR filter transfer function. Only returned if ``output='zpk'``. sos : ndarray Second-order sections representation of the IIR filter. Only returned if ``output=='sos'``. Notes ----- Also known as a Thomson filter, the analog Bessel filter has maximally flat group delay and maximally linear phase response, with very little ringing in the step response. [1]_ The Bessel is inherently an analog filter. This function generates digital Bessel filters using the bilinear transform, which does not preserve the phase response of the analog filter. As such, it is only approximately correct at frequencies below about fs/4. To get maximally-flat group delay at higher frequencies, the analog Bessel filter must be transformed using phase-preserving techniques. See `besselap` for implementation details and references. The ``'sos'`` output parameter was added in 0.16.0. Examples -------- Plot the phase-normalized frequency response, showing the relationship to the Butterworth's cutoff frequency (green): >>> from scipy import signal >>> import matplotlib.pyplot as plt >>> b, a = signal.butter(4, 100, 'low', analog=True) >>> w, h = signal.freqs(b, a) >>> plt.semilogx(w, 20 * np.log10(np.abs(h)), color='silver', ls='dashed') >>> b, a = signal.bessel(4, 100, 'low', analog=True, norm='phase') >>> w, h = signal.freqs(b, a) >>> plt.semilogx(w, 20 * np.log10(np.abs(h))) >>> plt.title('Bessel filter magnitude response (with Butterworth)') >>> plt.xlabel('Frequency [radians / second]') >>> plt.ylabel('Amplitude [dB]') >>> plt.margins(0, 0.1) >>> plt.grid(which='both', axis='both') >>> plt.axvline(100, color='green') # cutoff frequency >>> plt.show() and the phase midpoint: >>> plt.figure() >>> plt.semilogx(w, np.unwrap(np.angle(h))) >>> plt.axvline(100, color='green') # cutoff frequency >>> plt.axhline(-np.pi, color='red') # phase midpoint >>> plt.title('Bessel filter phase response') >>> plt.xlabel('Frequency [radians / second]') >>> plt.ylabel('Phase [radians]') >>> plt.margins(0, 0.1) >>> plt.grid(which='both', axis='both') >>> plt.show() Plot the magnitude-normalized frequency response, showing the -3 dB cutoff: >>> b, a = signal.bessel(3, 10, 'low', analog=True, norm='mag') >>> w, h = signal.freqs(b, a) >>> plt.semilogx(w, 20 * np.log10(np.abs(h))) >>> plt.axhline(-3, color='red') # -3 dB magnitude >>> plt.axvline(10, color='green') # cutoff frequency >>> plt.title('Magnitude-normalized Bessel filter frequency response') >>> plt.xlabel('Frequency [radians / second]') >>> plt.ylabel('Amplitude [dB]') >>> plt.margins(0, 0.1) >>> plt.grid(which='both', axis='both') >>> plt.show() Plot the delay-normalized filter, showing the maximally-flat group delay at 0.1 seconds: >>> b, a = signal.bessel(5, 1/0.1, 'low', analog=True, norm='delay') >>> w, h = signal.freqs(b, a) >>> plt.figure() >>> plt.semilogx(w[1:], -np.diff(np.unwrap(np.angle(h)))/np.diff(w)) >>> plt.axhline(0.1, color='red') # 0.1 seconds group delay >>> plt.title('Bessel filter group delay') >>> plt.xlabel('Frequency [radians / second]') >>> plt.ylabel('Group delay [seconds]') >>> plt.margins(0, 0.1) >>> plt.grid(which='both', axis='both') >>> plt.show() References ---------- .. [1] Thomson, W.E., "Delay Networks having Maximally Flat Frequency Characteristics", Proceedings of the Institution of Electrical Engineers, Part III, November 1949, Vol. 96, No. 44, pp. 487-490. """ return iirfilter(N, Wn, btype=btype, analog=analog, output=output, ftype='bessel_'+norm, fs=fs) def maxflat(): pass def yulewalk(): pass def band_stop_obj(wp, ind, passb, stopb, gpass, gstop, type): """ Band Stop Objective Function for order minimization. Returns the non-integer order for an analog band stop filter. Parameters ---------- wp : scalar Edge of passband `passb`. ind : int, {0, 1} Index specifying which `passb` edge to vary (0 or 1). passb : ndarray Two element sequence of fixed passband edges. stopb : ndarray Two element sequence of fixed stopband edges. gstop : float Amount of attenuation in stopband in dB. gpass : float Amount of ripple in the passband in dB. type : {'butter', 'cheby', 'ellip'} Type of filter. Returns ------- n : scalar Filter order (possibly non-integer). """ _validate_gpass_gstop(gpass, gstop) passbC = passb.copy() passbC[ind] = wp nat = (stopb * (passbC[0] - passbC[1]) / (stopb ** 2 - passbC[0] * passbC[1])) nat = min(abs(nat)) if type == 'butter': GSTOP = 10 ** (0.1 * abs(gstop)) GPASS = 10 ** (0.1 * abs(gpass)) n = (log10((GSTOP - 1.0) / (GPASS - 1.0)) / (2 * log10(nat))) elif type == 'cheby': GSTOP = 10 ** (0.1 * abs(gstop)) GPASS = 10 ** (0.1 * abs(gpass)) n = arccosh(sqrt((GSTOP - 1.0) / (GPASS - 1.0))) / arccosh(nat) elif type == 'ellip': GSTOP = 10 ** (0.1 * gstop) GPASS = 10 ** (0.1 * gpass) arg1 = sqrt((GPASS - 1.0) / (GSTOP - 1.0)) arg0 = 1.0 / nat d0 = special.ellipk([arg0 ** 2, 1 - arg0 ** 2]) d1 = special.ellipk([arg1 ** 2, 1 - arg1 ** 2]) n = (d0[0] * d1[1] / (d0[1] * d1[0])) else: raise ValueError("Incorrect type: %s" % type) return n def buttord(wp, ws, gpass, gstop, analog=False, fs=None): """Butterworth filter order selection. Return the order of the lowest order digital or analog Butterworth filter that loses no more than `gpass` dB in the passband and has at least `gstop` dB attenuation in the stopband. Parameters ---------- wp, ws : float Passband and stopband edge frequencies. For digital filters, these are in the same units as `fs`. By default, `fs` is 2 half-cycles/sample, so these are normalized from 0 to 1, where 1 is the Nyquist frequency. (`wp` and `ws` are thus in half-cycles / sample.) For example: - Lowpass: wp = 0.2, ws = 0.3 - Highpass: wp = 0.3, ws = 0.2 - Bandpass: wp = [0.2, 0.5], ws = [0.1, 0.6] - Bandstop: wp = [0.1, 0.6], ws = [0.2, 0.5] For analog filters, `wp` and `ws` are angular frequencies (e.g., rad/s). gpass : float The maximum loss in the passband (dB). gstop : float The minimum attenuation in the stopband (dB). analog : bool, optional When True, return an analog filter, otherwise a digital filter is returned. fs : float, optional The sampling frequency of the digital system. .. versionadded:: 1.2.0 Returns ------- ord : int The lowest order for a Butterworth filter which meets specs. wn : ndarray or float The Butterworth natural frequency (i.e. the "3dB frequency"). Should be used with `butter` to give filter results. If `fs` is specified, this is in the same units, and `fs` must also be passed to `butter`. See Also -------- butter : Filter design using order and critical points cheb1ord : Find order and critical points from passband and stopband spec cheb2ord, ellipord iirfilter : General filter design using order and critical frequencies iirdesign : General filter design using passband and stopband spec Examples -------- Design an analog bandpass filter with passband within 3 dB from 20 to 50 rad/s, while rejecting at least -40 dB below 14 and above 60 rad/s. Plot its frequency response, showing the passband and stopband constraints in gray. >>> from scipy import signal >>> import matplotlib.pyplot as plt >>> N, Wn = signal.buttord([20, 50], [14, 60], 3, 40, True) >>> b, a = signal.butter(N, Wn, 'band', True) >>> w, h = signal.freqs(b, a, np.logspace(1, 2, 500)) >>> plt.semilogx(w, 20 * np.log10(abs(h))) >>> plt.title('Butterworth bandpass filter fit to constraints') >>> plt.xlabel('Frequency [radians / second]') >>> plt.ylabel('Amplitude [dB]') >>> plt.grid(which='both', axis='both') >>> plt.fill([1, 14, 14, 1], [-40, -40, 99, 99], '0.9', lw=0) # stop >>> plt.fill([20, 20, 50, 50], [-99, -3, -3, -99], '0.9', lw=0) # pass >>> plt.fill([60, 60, 1e9, 1e9], [99, -40, -40, 99], '0.9', lw=0) # stop >>> plt.axis([10, 100, -60, 3]) >>> plt.show() """ _validate_gpass_gstop(gpass, gstop) wp = atleast_1d(wp) ws = atleast_1d(ws) if fs is not None: if analog: raise ValueError("fs cannot be specified for an analog filter") wp = 2*wp/fs ws = 2*ws/fs filter_type = 2 * (len(wp) - 1) filter_type += 1 if wp[0] >= ws[0]: filter_type += 1 # Pre-warp frequencies for digital filter design if not analog: passb = tan(pi * wp / 2.0) stopb = tan(pi * ws / 2.0) else: passb = wp * 1.0 stopb = ws * 1.0 if filter_type == 1: # low nat = stopb / passb elif filter_type == 2: # high nat = passb / stopb elif filter_type == 3: # stop wp0 = optimize.fminbound(band_stop_obj, passb[0], stopb[0] - 1e-12, args=(0, passb, stopb, gpass, gstop, 'butter'), disp=0) passb[0] = wp0 wp1 = optimize.fminbound(band_stop_obj, stopb[1] + 1e-12, passb[1], args=(1, passb, stopb, gpass, gstop, 'butter'), disp=0) passb[1] = wp1 nat = ((stopb * (passb[0] - passb[1])) / (stopb ** 2 - passb[0] * passb[1])) elif filter_type == 4: # pass nat = ((stopb ** 2 - passb[0] * passb[1]) / (stopb * (passb[0] - passb[1]))) nat = min(abs(nat)) GSTOP = 10 ** (0.1 * abs(gstop)) GPASS = 10 ** (0.1 * abs(gpass)) ord = int(ceil(log10((GSTOP - 1.0) / (GPASS - 1.0)) / (2 * log10(nat)))) # Find the Butterworth natural frequency WN (or the "3dB" frequency") # to give exactly gpass at passb. try: W0 = (GPASS - 1.0) ** (-1.0 / (2.0 * ord)) except ZeroDivisionError: W0 = 1.0 print("Warning, order is zero...check input parameters.") # now convert this frequency back from lowpass prototype # to the original analog filter if filter_type == 1: # low WN = W0 * passb elif filter_type == 2: # high WN = passb / W0 elif filter_type == 3: # stop WN = numpy.empty(2, float) discr = sqrt((passb[1] - passb[0]) ** 2 + 4 * W0 ** 2 * passb[0] * passb[1]) WN[0] = ((passb[1] - passb[0]) + discr) / (2 * W0) WN[1] = ((passb[1] - passb[0]) - discr) / (2 * W0) WN = numpy.sort(abs(WN)) elif filter_type == 4: # pass W0 = numpy.array([-W0, W0], float) WN = (-W0 * (passb[1] - passb[0]) / 2.0 + sqrt(W0 ** 2 / 4.0 * (passb[1] - passb[0]) ** 2 + passb[0] * passb[1])) WN = numpy.sort(abs(WN)) else: raise ValueError("Bad type: %s" % filter_type) if not analog: wn = (2.0 / pi) * arctan(WN) else: wn = WN if len(wn) == 1: wn = wn[0] if fs is not None: wn = wn*fs/2 return ord, wn def cheb1ord(wp, ws, gpass, gstop, analog=False, fs=None): """Chebyshev type I filter order selection. Return the order of the lowest order digital or analog Chebyshev Type I filter that loses no more than `gpass` dB in the passband and has at least `gstop` dB attenuation in the stopband. Parameters ---------- wp, ws : float Passband and stopband edge frequencies. For digital filters, these are in the same units as `fs`. By default, `fs` is 2 half-cycles/sample, so these are normalized from 0 to 1, where 1 is the Nyquist frequency. (`wp` and `ws` are thus in half-cycles / sample.) For example: - Lowpass: wp = 0.2, ws = 0.3 - Highpass: wp = 0.3, ws = 0.2 - Bandpass: wp = [0.2, 0.5], ws = [0.1, 0.6] - Bandstop: wp = [0.1, 0.6], ws = [0.2, 0.5] For analog filters, `wp` and `ws` are angular frequencies (e.g., rad/s). gpass : float The maximum loss in the passband (dB). gstop : float The minimum attenuation in the stopband (dB). analog : bool, optional When True, return an analog filter, otherwise a digital filter is returned. fs : float, optional The sampling frequency of the digital system. .. versionadded:: 1.2.0 Returns ------- ord : int The lowest order for a Chebyshev type I filter that meets specs. wn : ndarray or float The Chebyshev natural frequency (the "3dB frequency") for use with `cheby1` to give filter results. If `fs` is specified, this is in the same units, and `fs` must also be passed to `cheby1`. See Also -------- cheby1 : Filter design using order and critical points buttord : Find order and critical points from passband and stopband spec cheb2ord, ellipord iirfilter : General filter design using order and critical frequencies iirdesign : General filter design using passband and stopband spec Examples -------- Design a digital lowpass filter such that the passband is within 3 dB up to 0.2*(fs/2), while rejecting at least -40 dB above 0.3*(fs/2). Plot its frequency response, showing the passband and stopband constraints in gray. >>> from scipy import signal >>> import matplotlib.pyplot as plt >>> N, Wn = signal.cheb1ord(0.2, 0.3, 3, 40) >>> b, a = signal.cheby1(N, 3, Wn, 'low') >>> w, h = signal.freqz(b, a) >>> plt.semilogx(w / np.pi, 20 * np.log10(abs(h))) >>> plt.title('Chebyshev I lowpass filter fit to constraints') >>> plt.xlabel('Normalized frequency') >>> plt.ylabel('Amplitude [dB]') >>> plt.grid(which='both', axis='both') >>> plt.fill([.01, 0.2, 0.2, .01], [-3, -3, -99, -99], '0.9', lw=0) # stop >>> plt.fill([0.3, 0.3, 2, 2], [ 9, -40, -40, 9], '0.9', lw=0) # pass >>> plt.axis([0.08, 1, -60, 3]) >>> plt.show() """ _validate_gpass_gstop(gpass, gstop) wp = atleast_1d(wp) ws = atleast_1d(ws) if fs is not None: if analog: raise ValueError("fs cannot be specified for an analog filter") wp = 2*wp/fs ws = 2*ws/fs filter_type = 2 * (len(wp) - 1) if wp[0] < ws[0]: filter_type += 1 else: filter_type += 2 # Pre-warp frequencies for digital filter design if not analog: passb = tan(pi * wp / 2.0) stopb = tan(pi * ws / 2.0) else: passb = wp * 1.0 stopb = ws * 1.0 if filter_type == 1: # low nat = stopb / passb elif filter_type == 2: # high nat = passb / stopb elif filter_type == 3: # stop wp0 = optimize.fminbound(band_stop_obj, passb[0], stopb[0] - 1e-12, args=(0, passb, stopb, gpass, gstop, 'cheby'), disp=0) passb[0] = wp0 wp1 = optimize.fminbound(band_stop_obj, stopb[1] + 1e-12, passb[1], args=(1, passb, stopb, gpass, gstop, 'cheby'), disp=0) passb[1] = wp1 nat = ((stopb * (passb[0] - passb[1])) / (stopb ** 2 - passb[0] * passb[1])) elif filter_type == 4: # pass nat = ((stopb ** 2 - passb[0] * passb[1]) / (stopb * (passb[0] - passb[1]))) nat = min(abs(nat)) GSTOP = 10 ** (0.1 * abs(gstop)) GPASS = 10 ** (0.1 * abs(gpass)) ord = int(ceil(arccosh(sqrt((GSTOP - 1.0) / (GPASS - 1.0))) / arccosh(nat))) # Natural frequencies are just the passband edges if not analog: wn = (2.0 / pi) * arctan(passb) else: wn = passb if len(wn) == 1: wn = wn[0] if fs is not None: wn = wn*fs/2 return ord, wn def cheb2ord(wp, ws, gpass, gstop, analog=False, fs=None): """Chebyshev type II filter order selection. Return the order of the lowest order digital or analog Chebyshev Type II filter that loses no more than `gpass` dB in the passband and has at least `gstop` dB attenuation in the stopband. Parameters ---------- wp, ws : float Passband and stopband edge frequencies. For digital filters, these are in the same units as `fs`. By default, `fs` is 2 half-cycles/sample, so these are normalized from 0 to 1, where 1 is the Nyquist frequency. (`wp` and `ws` are thus in half-cycles / sample.) For example: - Lowpass: wp = 0.2, ws = 0.3 - Highpass: wp = 0.3, ws = 0.2 - Bandpass: wp = [0.2, 0.5], ws = [0.1, 0.6] - Bandstop: wp = [0.1, 0.6], ws = [0.2, 0.5] For analog filters, `wp` and `ws` are angular frequencies (e.g., rad/s). gpass : float The maximum loss in the passband (dB). gstop : float The minimum attenuation in the stopband (dB). analog : bool, optional When True, return an analog filter, otherwise a digital filter is returned. fs : float, optional The sampling frequency of the digital system. .. versionadded:: 1.2.0 Returns ------- ord : int The lowest order for a Chebyshev type II filter that meets specs. wn : ndarray or float The Chebyshev natural frequency (the "3dB frequency") for use with `cheby2` to give filter results. If `fs` is specified, this is in the same units, and `fs` must also be passed to `cheby2`. See Also -------- cheby2 : Filter design using order and critical points buttord : Find order and critical points from passband and stopband spec cheb1ord, ellipord iirfilter : General filter design using order and critical frequencies iirdesign : General filter design using passband and stopband spec Examples -------- Design a digital bandstop filter which rejects -60 dB from 0.2*(fs/2) to 0.5*(fs/2), while staying within 3 dB below 0.1*(fs/2) or above 0.6*(fs/2). Plot its frequency response, showing the passband and stopband constraints in gray. >>> from scipy import signal >>> import matplotlib.pyplot as plt >>> N, Wn = signal.cheb2ord([0.1, 0.6], [0.2, 0.5], 3, 60) >>> b, a = signal.cheby2(N, 60, Wn, 'stop') >>> w, h = signal.freqz(b, a) >>> plt.semilogx(w / np.pi, 20 * np.log10(abs(h))) >>> plt.title('Chebyshev II bandstop filter fit to constraints') >>> plt.xlabel('Normalized frequency') >>> plt.ylabel('Amplitude [dB]') >>> plt.grid(which='both', axis='both') >>> plt.fill([.01, .1, .1, .01], [-3, -3, -99, -99], '0.9', lw=0) # stop >>> plt.fill([.2, .2, .5, .5], [ 9, -60, -60, 9], '0.9', lw=0) # pass >>> plt.fill([.6, .6, 2, 2], [-99, -3, -3, -99], '0.9', lw=0) # stop >>> plt.axis([0.06, 1, -80, 3]) >>> plt.show() """ _validate_gpass_gstop(gpass, gstop) wp = atleast_1d(wp) ws = atleast_1d(ws) if fs is not None: if analog: raise ValueError("fs cannot be specified for an analog filter") wp = 2*wp/fs ws = 2*ws/fs filter_type = 2 * (len(wp) - 1) if wp[0] < ws[0]: filter_type += 1 else: filter_type += 2 # Pre-warp frequencies for digital filter design if not analog: passb = tan(pi * wp / 2.0) stopb = tan(pi * ws / 2.0) else: passb = wp * 1.0 stopb = ws * 1.0 if filter_type == 1: # low nat = stopb / passb elif filter_type == 2: # high nat = passb / stopb elif filter_type == 3: # stop wp0 = optimize.fminbound(band_stop_obj, passb[0], stopb[0] - 1e-12, args=(0, passb, stopb, gpass, gstop, 'cheby'), disp=0) passb[0] = wp0 wp1 = optimize.fminbound(band_stop_obj, stopb[1] + 1e-12, passb[1], args=(1, passb, stopb, gpass, gstop, 'cheby'), disp=0) passb[1] = wp1 nat = ((stopb * (passb[0] - passb[1])) / (stopb ** 2 - passb[0] * passb[1])) elif filter_type == 4: # pass nat = ((stopb ** 2 - passb[0] * passb[1]) / (stopb * (passb[0] - passb[1]))) nat = min(abs(nat)) GSTOP = 10 ** (0.1 * abs(gstop)) GPASS = 10 ** (0.1 * abs(gpass)) ord = int(ceil(arccosh(sqrt((GSTOP - 1.0) / (GPASS - 1.0))) / arccosh(nat))) # Find frequency where analog response is -gpass dB. # Then convert back from low-pass prototype to the original filter. new_freq = cosh(1.0 / ord * arccosh(sqrt((GSTOP - 1.0) / (GPASS - 1.0)))) new_freq = 1.0 / new_freq if filter_type == 1: nat = passb / new_freq elif filter_type == 2: nat = passb * new_freq elif filter_type == 3: nat = numpy.empty(2, float) nat[0] = (new_freq / 2.0 * (passb[0] - passb[1]) + sqrt(new_freq ** 2 * (passb[1] - passb[0]) ** 2 / 4.0 + passb[1] * passb[0])) nat[1] = passb[1] * passb[0] / nat[0] elif filter_type == 4: nat = numpy.empty(2, float) nat[0] = (1.0 / (2.0 * new_freq) * (passb[0] - passb[1]) + sqrt((passb[1] - passb[0]) ** 2 / (4.0 * new_freq ** 2) + passb[1] * passb[0])) nat[1] = passb[0] * passb[1] / nat[0] if not analog: wn = (2.0 / pi) * arctan(nat) else: wn = nat if len(wn) == 1: wn = wn[0] if fs is not None: wn = wn*fs/2 return ord, wn _POW10_LOG10 = np.log(10) def _pow10m1(x): """10 ** x - 1 for x near 0""" return np.expm1(_POW10_LOG10 * x) def ellipord(wp, ws, gpass, gstop, analog=False, fs=None): """Elliptic (Cauer) filter order selection. Return the order of the lowest order digital or analog elliptic filter that loses no more than `gpass` dB in the passband and has at least `gstop` dB attenuation in the stopband. Parameters ---------- wp, ws : float Passband and stopband edge frequencies. For digital filters, these are in the same units as `fs`. By default, `fs` is 2 half-cycles/sample, so these are normalized from 0 to 1, where 1 is the Nyquist frequency. (`wp` and `ws` are thus in half-cycles / sample.) For example: - Lowpass: wp = 0.2, ws = 0.3 - Highpass: wp = 0.3, ws = 0.2 - Bandpass: wp = [0.2, 0.5], ws = [0.1, 0.6] - Bandstop: wp = [0.1, 0.6], ws = [0.2, 0.5] For analog filters, `wp` and `ws` are angular frequencies (e.g., rad/s). gpass : float The maximum loss in the passband (dB). gstop : float The minimum attenuation in the stopband (dB). analog : bool, optional When True, return an analog filter, otherwise a digital filter is returned. fs : float, optional The sampling frequency of the digital system. .. versionadded:: 1.2.0 Returns ------- ord : int The lowest order for an Elliptic (Cauer) filter that meets specs. wn : ndarray or float The Chebyshev natural frequency (the "3dB frequency") for use with `ellip` to give filter results. If `fs` is specified, this is in the same units, and `fs` must also be passed to `ellip`. See Also -------- ellip : Filter design using order and critical points buttord : Find order and critical points from passband and stopband spec cheb1ord, cheb2ord iirfilter : General filter design using order and critical frequencies iirdesign : General filter design using passband and stopband spec Examples -------- Design an analog highpass filter such that the passband is within 3 dB above 30 rad/s, while rejecting -60 dB at 10 rad/s. Plot its frequency response, showing the passband and stopband constraints in gray. >>> from scipy import signal >>> import matplotlib.pyplot as plt >>> N, Wn = signal.ellipord(30, 10, 3, 60, True) >>> b, a = signal.ellip(N, 3, 60, Wn, 'high', True) >>> w, h = signal.freqs(b, a, np.logspace(0, 3, 500)) >>> plt.semilogx(w, 20 * np.log10(abs(h))) >>> plt.title('Elliptical highpass filter fit to constraints') >>> plt.xlabel('Frequency [radians / second]') >>> plt.ylabel('Amplitude [dB]') >>> plt.grid(which='both', axis='both') >>> plt.fill([.1, 10, 10, .1], [1e4, 1e4, -60, -60], '0.9', lw=0) # stop >>> plt.fill([30, 30, 1e9, 1e9], [-99, -3, -3, -99], '0.9', lw=0) # pass >>> plt.axis([1, 300, -80, 3]) >>> plt.show() """ _validate_gpass_gstop(gpass, gstop) wp = atleast_1d(wp) ws = atleast_1d(ws) if fs is not None: if analog: raise ValueError("fs cannot be specified for an analog filter") wp = 2*wp/fs ws = 2*ws/fs filter_type = 2 * (len(wp) - 1) filter_type += 1 if wp[0] >= ws[0]: filter_type += 1 # Pre-warp frequencies for digital filter design if not analog: passb = tan(pi * wp / 2.0) stopb = tan(pi * ws / 2.0) else: passb = wp * 1.0 stopb = ws * 1.0 if filter_type == 1: # low nat = stopb / passb elif filter_type == 2: # high nat = passb / stopb elif filter_type == 3: # stop wp0 = optimize.fminbound(band_stop_obj, passb[0], stopb[0] - 1e-12, args=(0, passb, stopb, gpass, gstop, 'ellip'), disp=0) passb[0] = wp0 wp1 = optimize.fminbound(band_stop_obj, stopb[1] + 1e-12, passb[1], args=(1, passb, stopb, gpass, gstop, 'ellip'), disp=0) passb[1] = wp1 nat = ((stopb * (passb[0] - passb[1])) / (stopb ** 2 - passb[0] * passb[1])) elif filter_type == 4: # pass nat = ((stopb ** 2 - passb[0] * passb[1]) / (stopb * (passb[0] - passb[1]))) nat = min(abs(nat)) arg1_sq = _pow10m1(0.1 * gpass) / _pow10m1(0.1 * gstop) arg0 = 1.0 / nat d0 = special.ellipk(arg0 ** 2), special.ellipkm1(arg0 ** 2) d1 = special.ellipk(arg1_sq), special.ellipkm1(arg1_sq) ord = int(ceil(d0[0] * d1[1] / (d0[1] * d1[0]))) if not analog: wn = arctan(passb) * 2.0 / pi else: wn = passb if len(wn) == 1: wn = wn[0] if fs is not None: wn = wn*fs/2 return ord, wn def buttap(N): """Return (z,p,k) for analog prototype of Nth-order Butterworth filter. The filter will have an angular (e.g., rad/s) cutoff frequency of 1. See Also -------- butter : Filter design function using this prototype """ if abs(int(N)) != N: raise ValueError("Filter order must be a nonnegative integer") z = numpy.array([]) m = numpy.arange(-N+1, N, 2) # Middle value is 0 to ensure an exactly real pole p = -numpy.exp(1j * pi * m / (2 * N)) k = 1 return z, p, k def cheb1ap(N, rp): """ Return (z,p,k) for Nth-order Chebyshev type I analog lowpass filter. The returned filter prototype has `rp` decibels of ripple in the passband. The filter's angular (e.g. rad/s) cutoff frequency is normalized to 1, defined as the point at which the gain first drops below ``-rp``. See Also -------- cheby1 : Filter design function using this prototype """ if abs(int(N)) != N: raise ValueError("Filter order must be a nonnegative integer") elif N == 0: # Avoid divide-by-zero error # Even order filters have DC gain of -rp dB return numpy.array([]), numpy.array([]), 10**(-rp/20) z = numpy.array([]) # Ripple factor (epsilon) eps = numpy.sqrt(10 ** (0.1 * rp) - 1.0) mu = 1.0 / N * arcsinh(1 / eps) # Arrange poles in an ellipse on the left half of the S-plane m = numpy.arange(-N+1, N, 2) theta = pi * m / (2*N) p = -sinh(mu + 1j*theta) k = numpy.prod(-p, axis=0).real if N % 2 == 0: k = k / sqrt((1 + eps * eps)) return z, p, k def cheb2ap(N, rs): """ Return (z,p,k) for Nth-order Chebyshev type I analog lowpass filter. The returned filter prototype has `rs` decibels of ripple in the stopband. The filter's angular (e.g. rad/s) cutoff frequency is normalized to 1, defined as the point at which the gain first reaches ``-rs``. See Also -------- cheby2 : Filter design function using this prototype """ if abs(int(N)) != N: raise ValueError("Filter order must be a nonnegative integer") elif N == 0: # Avoid divide-by-zero warning return numpy.array([]), numpy.array([]), 1 # Ripple factor (epsilon) de = 1.0 / sqrt(10 ** (0.1 * rs) - 1) mu = arcsinh(1.0 / de) / N if N % 2: m = numpy.concatenate((numpy.arange(-N+1, 0, 2), numpy.arange(2, N, 2))) else: m = numpy.arange(-N+1, N, 2) z = -conjugate(1j / sin(m * pi / (2.0 * N))) # Poles around the unit circle like Butterworth p = -exp(1j * pi * numpy.arange(-N+1, N, 2) / (2 * N)) # Warp into Chebyshev II p = sinh(mu) * p.real + 1j * cosh(mu) * p.imag p = 1.0 / p k = (numpy.prod(-p, axis=0) / numpy.prod(-z, axis=0)).real return z, p, k EPSILON = 2e-16 # number of terms in solving degree equation _ELLIPDEG_MMAX = 7 def _ellipdeg(n, m1): """Solve degree equation using nomes Given n, m1, solve n * K(m) / K'(m) = K1(m1) / K1'(m1) for m See [1], Eq. (49) References ---------- .. [1] Orfanidis, "Lecture Notes on Elliptic Filter Design", https://www.ece.rutgers.edu/~orfanidi/ece521/notes.pdf """ K1 = special.ellipk(m1) K1p = special.ellipkm1(m1) q1 = np.exp(-np.pi * K1p / K1) q = q1 ** (1/n) mnum = np.arange(_ELLIPDEG_MMAX + 1) mden = np.arange(1, _ELLIPDEG_MMAX + 2) num = np.sum(q ** (mnum * (mnum+1))) den = 1 + 2 * np.sum(q ** (mden**2)) return 16 * q * (num / den) ** 4 # Maximum number of iterations in Landen transformation recursion # sequence. 10 is conservative; unit tests pass with 4, Orfanidis # (see _arc_jac_cn [1]) suggests 5. _ARC_JAC_SN_MAXITER = 10 def _arc_jac_sn(w, m): """Inverse Jacobian elliptic sn Solve for z in w = sn(z, m) Parameters ---------- w - complex scalar argument m - scalar modulus; in interval [0, 1] See [1], Eq. (56) References ---------- .. [1] Orfanidis, "Lecture Notes on Elliptic Filter Design", https://www.ece.rutgers.edu/~orfanidi/ece521/notes.pdf """ def _complement(kx): # (1-k**2) ** 0.5; the expression below # works for small kx return ((1 - kx) * (1 + kx)) ** 0.5 k = m ** 0.5 if k > 1: return np.nan elif k == 1: return np.arctanh(w) ks = [k] niter = 0 while ks[-1] != 0: k_ = ks[-1] k_p = _complement(k_) ks.append((1 - k_p) / (1 + k_p)) niter += 1 if niter > _ARC_JAC_SN_MAXITER: raise ValueError('Landen transformation not converging') K = np.product(1 + np.array(ks[1:])) * np.pi/2 wns = [w] for kn, knext in zip(ks[:-1], ks[1:]): wn = wns[-1] wnext = ( 2 * wn / ( (1 + knext) * (1 + _complement(kn * wn)) ) ) wns.append(wnext) u = 2 / np.pi * np.arcsin(wns[-1]) z = K * u return z def _arc_jac_sc1(w, m): """Real inverse Jacobian sc, with complementary modulus Solve for z in w = sc(z, 1-m) w - real scalar m - modulus From [1], sc(z, m) = -i * sn(i * z, 1 - m) References ---------- .. [1] https://functions.wolfram.com/EllipticFunctions/JacobiSC/introductions/JacobiPQs/ShowAll.html, "Representations through other Jacobi functions" """ zcomplex = _arc_jac_sn(1j * w, m) if abs(zcomplex.real) > 1e-14: raise ValueError return zcomplex.imag def ellipap(N, rp, rs): """Return (z,p,k) of Nth-order elliptic analog lowpass filter. The filter is a normalized prototype that has `rp` decibels of ripple in the passband and a stopband `rs` decibels down. The filter's angular (e.g., rad/s) cutoff frequency is normalized to 1, defined as the point at which the gain first drops below ``-rp``. See Also -------- ellip : Filter design function using this prototype References ---------- .. [1] Lutova, Tosic, and Evans, "Filter Design for Signal Processing", Chapters 5 and 12. .. [2] Orfanidis, "Lecture Notes on Elliptic Filter Design", https://www.ece.rutgers.edu/~orfanidi/ece521/notes.pdf """ if abs(int(N)) != N: raise ValueError("Filter order must be a nonnegative integer") elif N == 0: # Avoid divide-by-zero warning # Even order filters have DC gain of -rp dB return numpy.array([]), numpy.array([]), 10**(-rp/20) elif N == 1: p = -sqrt(1.0 / _pow10m1(0.1 * rp)) k = -p z = [] return asarray(z), asarray(p), k eps_sq = _pow10m1(0.1 * rp) eps = np.sqrt(eps_sq) ck1_sq = eps_sq / _pow10m1(0.1 * rs) if ck1_sq == 0: raise ValueError("Cannot design a filter with given rp and rs" " specifications.") val = special.ellipk(ck1_sq), special.ellipkm1(ck1_sq) m = _ellipdeg(N, ck1_sq) capk = special.ellipk(m) j = numpy.arange(1 - N % 2, N, 2) jj = len(j) [s, c, d, phi] = special.ellipj(j * capk / N, m * numpy.ones(jj)) snew = numpy.compress(abs(s) > EPSILON, s, axis=-1) z = 1.0 / (sqrt(m) * snew) z = 1j * z z = numpy.concatenate((z, conjugate(z))) r = _arc_jac_sc1(1. / eps, ck1_sq) v0 = capk * r / (N * val[0]) [sv, cv, dv, phi] = special.ellipj(v0, 1 - m) p = -(c * d * sv * cv + 1j * s * dv) / (1 - (d * sv) ** 2.0) if N % 2: newp = numpy.compress(abs(p.imag) > EPSILON * numpy.sqrt(numpy.sum(p * numpy.conjugate(p), axis=0).real), p, axis=-1) p = numpy.concatenate((p, conjugate(newp))) else: p = numpy.concatenate((p, conjugate(p))) k = (numpy.prod(-p, axis=0) / numpy.prod(-z, axis=0)).real if N % 2 == 0: k = k / numpy.sqrt((1 + eps_sq)) return z, p, k # TODO: Make this a real public function scipy.misc.ff def _falling_factorial(x, n): r""" Return the factorial of `x` to the `n` falling. This is defined as: .. math:: x^\underline n = (x)_n = x (x-1) \cdots (x-n+1) This can more efficiently calculate ratios of factorials, since: n!/m! == falling_factorial(n, n-m) where n >= m skipping the factors that cancel out the usual factorial n! == ff(n, n) """ val = 1 for k in range(x - n + 1, x + 1): val *= k return val def _bessel_poly(n, reverse=False): """ Return the coefficients of Bessel polynomial of degree `n` If `reverse` is true, a reverse Bessel polynomial is output. Output is a list of coefficients: [1] = 1 [1, 1] = 1*s + 1 [1, 3, 3] = 1*s^2 + 3*s + 3 [1, 6, 15, 15] = 1*s^3 + 6*s^2 + 15*s + 15 [1, 10, 45, 105, 105] = 1*s^4 + 10*s^3 + 45*s^2 + 105*s + 105 etc. Output is a Python list of arbitrary precision long ints, so n is only limited by your hardware's memory. Sequence is http://oeis.org/A001498, and output can be confirmed to match http://oeis.org/A001498/b001498.txt : >>> i = 0 >>> for n in range(51): ... for x in _bessel_poly(n, reverse=True): ... print(i, x) ... i += 1 """ if abs(int(n)) != n: raise ValueError("Polynomial order must be a nonnegative integer") else: n = int(n) # np.int32 doesn't work, for instance out = [] for k in range(n + 1): num = _falling_factorial(2*n - k, n) den = 2**(n - k) * math.factorial(k) out.append(num // den) if reverse: return out[::-1] else: return out def _campos_zeros(n): """ Return approximate zero locations of Bessel polynomials y_n(x) for order `n` using polynomial fit (Campos-Calderon 2011) """ if n == 1: return asarray([-1+0j]) s = npp_polyval(n, [0, 0, 2, 0, -3, 1]) b3 = npp_polyval(n, [16, -8]) / s b2 = npp_polyval(n, [-24, -12, 12]) / s b1 = npp_polyval(n, [8, 24, -12, -2]) / s b0 = npp_polyval(n, [0, -6, 0, 5, -1]) / s r = npp_polyval(n, [0, 0, 2, 1]) a1 = npp_polyval(n, [-6, -6]) / r a2 = 6 / r k = np.arange(1, n+1) x = npp_polyval(k, [0, a1, a2]) y = npp_polyval(k, [b0, b1, b2, b3]) return x + 1j*y def _aberth(f, fp, x0, tol=1e-15, maxiter=50): """ Given a function `f`, its first derivative `fp`, and a set of initial guesses `x0`, simultaneously find the roots of the polynomial using the Aberth-Ehrlich method. ``len(x0)`` should equal the number of roots of `f`. (This is not a complete implementation of Bini's algorithm.) """ N = len(x0) x = array(x0, complex) beta = np.empty_like(x0) for iteration in range(maxiter): alpha = -f(x) / fp(x) # Newton's method # Model "repulsion" between zeros for k in range(N): beta[k] = np.sum(1/(x[k] - x[k+1:])) beta[k] += np.sum(1/(x[k] - x[:k])) x += alpha / (1 + alpha * beta) if not all(np.isfinite(x)): raise RuntimeError('Root-finding calculation failed') # Mekwi: The iterative process can be stopped when |hn| has become # less than the largest error one is willing to permit in the root. if all(abs(alpha) <= tol): break else: raise Exception('Zeros failed to converge') return x def _bessel_zeros(N): """ Find zeros of ordinary Bessel polynomial of order `N`, by root-finding of modified Bessel function of the second kind """ if N == 0: return asarray([]) # Generate starting points x0 = _campos_zeros(N) # Zeros are the same for exp(1/x)*K_{N+0.5}(1/x) and Nth-order ordinary # Bessel polynomial y_N(x) def f(x): return special.kve(N+0.5, 1/x) # First derivative of above def fp(x): return (special.kve(N-0.5, 1/x)/(2*x**2) - special.kve(N+0.5, 1/x)/(x**2) + special.kve(N+1.5, 1/x)/(2*x**2)) # Starting points converge to true zeros x = _aberth(f, fp, x0) # Improve precision using Newton's method on each for i in range(len(x)): x[i] = optimize.newton(f, x[i], fp, tol=1e-15) # Average complex conjugates to make them exactly symmetrical x = np.mean((x, x[::-1].conj()), 0) # Zeros should sum to -1 if abs(np.sum(x) + 1) > 1e-15: raise RuntimeError('Generated zeros are inaccurate') return x def _norm_factor(p, k): """ Numerically find frequency shift to apply to delay-normalized filter such that -3 dB point is at 1 rad/sec. `p` is an array_like of polynomial poles `k` is a float gain First 10 values are listed in "Bessel Scale Factors" table, "Bessel Filters Polynomials, Poles and Circuit Elements 2003, C. Bond." """ p = asarray(p, dtype=complex) def G(w): """ Gain of filter """ return abs(k / prod(1j*w - p)) def cutoff(w): """ When gain = -3 dB, return 0 """ return G(w) - 1/np.sqrt(2) return optimize.newton(cutoff, 1.5) def besselap(N, norm='phase'): """ Return (z,p,k) for analog prototype of an Nth-order Bessel filter. Parameters ---------- N : int The order of the filter. norm : {'phase', 'delay', 'mag'}, optional Frequency normalization: ``phase`` The filter is normalized such that the phase response reaches its midpoint at an angular (e.g., rad/s) cutoff frequency of 1. This happens for both low-pass and high-pass filters, so this is the "phase-matched" case. [6]_ The magnitude response asymptotes are the same as a Butterworth filter of the same order with a cutoff of `Wn`. This is the default, and matches MATLAB's implementation. ``delay`` The filter is normalized such that the group delay in the passband is 1 (e.g., 1 second). This is the "natural" type obtained by solving Bessel polynomials ``mag`` The filter is normalized such that the gain magnitude is -3 dB at angular frequency 1. This is called "frequency normalization" by Bond. [1]_ .. versionadded:: 0.18.0 Returns ------- z : ndarray Zeros of the transfer function. Is always an empty array. p : ndarray Poles of the transfer function. k : scalar Gain of the transfer function. For phase-normalized, this is always 1. See Also -------- bessel : Filter design function using this prototype Notes ----- To find the pole locations, approximate starting points are generated [2]_ for the zeros of the ordinary Bessel polynomial [3]_, then the Aberth-Ehrlich method [4]_ [5]_ is used on the Kv(x) Bessel function to calculate more accurate zeros, and these locations are then inverted about the unit circle. References ---------- .. [1] C.R. Bond, "Bessel Filter Constants", http://www.crbond.com/papers/bsf.pdf .. [2] Campos and Calderon, "Approximate closed-form formulas for the zeros of the Bessel Polynomials", :arXiv:`1105.0957`. .. [3] Thomson, W.E., "Delay Networks having Maximally Flat Frequency Characteristics", Proceedings of the Institution of Electrical Engineers, Part III, November 1949, Vol. 96, No. 44, pp. 487-490. .. [4] Aberth, "Iteration Methods for Finding all Zeros of a Polynomial Simultaneously", Mathematics of Computation, Vol. 27, No. 122, April 1973 .. [5] Ehrlich, "A modified Newton method for polynomials", Communications of the ACM, Vol. 10, Issue 2, pp. 107-108, Feb. 1967, :DOI:`10.1145/363067.363115` .. [6] Miller and Bohn, "A Bessel Filter Crossover, and Its Relation to Others", RaneNote 147, 1998, https://www.ranecommercial.com/legacy/note147.html """ if abs(int(N)) != N: raise ValueError("Filter order must be a nonnegative integer") if N == 0: p = [] k = 1 else: # Find roots of reverse Bessel polynomial p = 1/_bessel_zeros(N) a_last = _falling_factorial(2*N, N) // 2**N # Shift them to a different normalization if required if norm in ('delay', 'mag'): # Normalized for group delay of 1 k = a_last if norm == 'mag': # -3 dB magnitude point is at 1 rad/sec norm_factor = _norm_factor(p, k) p /= norm_factor k = norm_factor**-N * a_last elif norm == 'phase': # Phase-matched (1/2 max phase shift at 1 rad/sec) # Asymptotes are same as Butterworth filter p *= 10**(-math.log10(a_last)/N) k = 1 else: raise ValueError('normalization not understood') return asarray([]), asarray(p, dtype=complex), float(k) def iirnotch(w0, Q, fs=2.0): """ Design second-order IIR notch digital filter. A notch filter is a band-stop filter with a narrow bandwidth (high quality factor). It rejects a narrow frequency band and leaves the rest of the spectrum little changed. Parameters ---------- w0 : float Frequency to remove from a signal. If `fs` is specified, this is in the same units as `fs`. By default, it is a normalized scalar that must satisfy ``0 < w0 < 1``, with ``w0 = 1`` corresponding to half of the sampling frequency. Q : float Quality factor. Dimensionless parameter that characterizes notch filter -3 dB bandwidth ``bw`` relative to its center frequency, ``Q = w0/bw``. fs : float, optional The sampling frequency of the digital system. .. versionadded:: 1.2.0 Returns ------- b, a : ndarray, ndarray Numerator (``b``) and denominator (``a``) polynomials of the IIR filter. See Also -------- iirpeak Notes ----- .. versionadded:: 0.19.0 References ---------- .. [1] Sophocles J. Orfanidis, "Introduction To Signal Processing", Prentice-Hall, 1996 Examples -------- Design and plot filter to remove the 60 Hz component from a signal sampled at 200 Hz, using a quality factor Q = 30 >>> from scipy import signal >>> import matplotlib.pyplot as plt >>> fs = 200.0 # Sample frequency (Hz) >>> f0 = 60.0 # Frequency to be removed from signal (Hz) >>> Q = 30.0 # Quality factor >>> # Design notch filter >>> b, a = signal.iirnotch(f0, Q, fs) >>> # Frequency response >>> freq, h = signal.freqz(b, a, fs=fs) >>> # Plot >>> fig, ax = plt.subplots(2, 1, figsize=(8, 6)) >>> ax[0].plot(freq, 20*np.log10(abs(h)), color='blue') >>> ax[0].set_title("Frequency Response") >>> ax[0].set_ylabel("Amplitude (dB)", color='blue') >>> ax[0].set_xlim([0, 100]) >>> ax[0].set_ylim([-25, 10]) >>> ax[0].grid() >>> ax[1].plot(freq, np.unwrap(np.angle(h))*180/np.pi, color='green') >>> ax[1].set_ylabel("Angle (degrees)", color='green') >>> ax[1].set_xlabel("Frequency (Hz)") >>> ax[1].set_xlim([0, 100]) >>> ax[1].set_yticks([-90, -60, -30, 0, 30, 60, 90]) >>> ax[1].set_ylim([-90, 90]) >>> ax[1].grid() >>> plt.show() """ return _design_notch_peak_filter(w0, Q, "notch", fs) def iirpeak(w0, Q, fs=2.0): """ Design second-order IIR peak (resonant) digital filter. A peak filter is a band-pass filter with a narrow bandwidth (high quality factor). It rejects components outside a narrow frequency band. Parameters ---------- w0 : float Frequency to be retained in a signal. If `fs` is specified, this is in the same units as `fs`. By default, it is a normalized scalar that must satisfy ``0 < w0 < 1``, with ``w0 = 1`` corresponding to half of the sampling frequency. Q : float Quality factor. Dimensionless parameter that characterizes peak filter -3 dB bandwidth ``bw`` relative to its center frequency, ``Q = w0/bw``. fs : float, optional The sampling frequency of the digital system. .. versionadded:: 1.2.0 Returns ------- b, a : ndarray, ndarray Numerator (``b``) and denominator (``a``) polynomials of the IIR filter. See Also -------- iirnotch Notes ----- .. versionadded:: 0.19.0 References ---------- .. [1] Sophocles J. Orfanidis, "Introduction To Signal Processing", Prentice-Hall, 1996 Examples -------- Design and plot filter to remove the frequencies other than the 300 Hz component from a signal sampled at 1000 Hz, using a quality factor Q = 30 >>> from scipy import signal >>> import matplotlib.pyplot as plt >>> fs = 1000.0 # Sample frequency (Hz) >>> f0 = 300.0 # Frequency to be retained (Hz) >>> Q = 30.0 # Quality factor >>> # Design peak filter >>> b, a = signal.iirpeak(f0, Q, fs) >>> # Frequency response >>> freq, h = signal.freqz(b, a, fs=fs) >>> # Plot >>> fig, ax = plt.subplots(2, 1, figsize=(8, 6)) >>> ax[0].plot(freq, 20*np.log10(np.maximum(abs(h), 1e-5)), color='blue') >>> ax[0].set_title("Frequency Response") >>> ax[0].set_ylabel("Amplitude (dB)", color='blue') >>> ax[0].set_xlim([0, 500]) >>> ax[0].set_ylim([-50, 10]) >>> ax[0].grid() >>> ax[1].plot(freq, np.unwrap(np.angle(h))*180/np.pi, color='green') >>> ax[1].set_ylabel("Angle (degrees)", color='green') >>> ax[1].set_xlabel("Frequency (Hz)") >>> ax[1].set_xlim([0, 500]) >>> ax[1].set_yticks([-90, -60, -30, 0, 30, 60, 90]) >>> ax[1].set_ylim([-90, 90]) >>> ax[1].grid() >>> plt.show() """ return _design_notch_peak_filter(w0, Q, "peak", fs) def _design_notch_peak_filter(w0, Q, ftype, fs=2.0): """ Design notch or peak digital filter. Parameters ---------- w0 : float Normalized frequency to remove from a signal. If `fs` is specified, this is in the same units as `fs`. By default, it is a normalized scalar that must satisfy ``0 < w0 < 1``, with ``w0 = 1`` corresponding to half of the sampling frequency. Q : float Quality factor. Dimensionless parameter that characterizes notch filter -3 dB bandwidth ``bw`` relative to its center frequency, ``Q = w0/bw``. ftype : str The type of IIR filter to design: - notch filter : ``notch`` - peak filter : ``peak`` fs : float, optional The sampling frequency of the digital system. .. versionadded:: 1.2.0: Returns ------- b, a : ndarray, ndarray Numerator (``b``) and denominator (``a``) polynomials of the IIR filter. """ # Guarantee that the inputs are floats w0 = float(w0) Q = float(Q) w0 = 2*w0/fs # Checks if w0 is within the range if w0 > 1.0 or w0 < 0.0: raise ValueError("w0 should be such that 0 < w0 < 1") # Get bandwidth bw = w0/Q # Normalize inputs bw = bw*np.pi w0 = w0*np.pi # Compute -3dB attenuation gb = 1/np.sqrt(2) if ftype == "notch": # Compute beta: formula 11.3.4 (p.575) from reference [1] beta = (np.sqrt(1.0-gb**2.0)/gb)*np.tan(bw/2.0) elif ftype == "peak": # Compute beta: formula 11.3.19 (p.579) from reference [1] beta = (gb/np.sqrt(1.0-gb**2.0))*np.tan(bw/2.0) else: raise ValueError("Unknown ftype.") # Compute gain: formula 11.3.6 (p.575) from reference [1] gain = 1.0/(1.0+beta) # Compute numerator b and denominator a # formulas 11.3.7 (p.575) and 11.3.21 (p.579) # from reference [1] if ftype == "notch": b = gain*np.array([1.0, -2.0*np.cos(w0), 1.0]) else: b = (1.0-gain)*np.array([1.0, 0.0, -1.0]) a = np.array([1.0, -2.0*gain*np.cos(w0), (2.0*gain-1.0)]) return b, a def iircomb(w0, Q, ftype='notch', fs=2.0): """ Design IIR notching or peaking digital comb filter. A notching comb filter is a band-stop filter with a narrow bandwidth (high quality factor). It rejects a narrow frequency band and leaves the rest of the spectrum little changed. A peaking comb filter is a band-pass filter with a narrow bandwidth (high quality factor). It rejects components outside a narrow frequency band. Parameters ---------- w0 : float Frequency to attenuate (notching) or boost (peaking). If `fs` is specified, this is in the same units as `fs`. By default, it is a normalized scalar that must satisfy ``0 < w0 < 1``, with ``w0 = 1`` corresponding to half of the sampling frequency. Q : float Quality factor. Dimensionless parameter that characterizes notch filter -3 dB bandwidth ``bw`` relative to its center frequency, ``Q = w0/bw``. ftype : {'notch', 'peak'} The type of comb filter generated by the function. If 'notch', then it returns a filter with notches at frequencies ``0``, ``w0``, ``2 * w0``, etc. If 'peak', then it returns a filter with peaks at frequencies ``0.5 * w0``, ``1.5 * w0``, ``2.5 * w0```, etc. Default is 'notch'. fs : float, optional The sampling frequency of the signal. Default is 2.0. Returns ------- b, a : ndarray, ndarray Numerator (``b``) and denominator (``a``) polynomials of the IIR filter. Raises ------ ValueError If `w0` is less than or equal to 0 or greater than or equal to ``fs/2``, if `fs` is not divisible by `w0`, if `ftype` is not 'notch' or 'peak' See Also -------- iirnotch iirpeak Notes ----- For implementation details, see [1]_. The TF implementation of the comb filter is numerically stable even at higher orders due to the use of a single repeated pole, which won't suffer from precision loss. References ---------- .. [1] Sophocles J. Orfanidis, "Introduction To Signal Processing", Prentice-Hall, 1996 Examples -------- Design and plot notching comb filter at 20 Hz for a signal sampled at 200 Hz, using quality factor Q = 30 >>> from scipy import signal >>> import matplotlib.pyplot as plt >>> fs = 200.0 # Sample frequency (Hz) >>> f0 = 20.0 # Frequency to be removed from signal (Hz) >>> Q = 30.0 # Quality factor >>> # Design notching comb filter >>> b, a = signal.iircomb(f0, Q, ftype='notch', fs=fs) >>> # Frequency response >>> freq, h = signal.freqz(b, a, fs=fs) >>> response = abs(h) >>> # To avoid divide by zero when graphing >>> response[response == 0] = 1e-20 >>> # Plot >>> fig, ax = plt.subplots(2, 1, figsize=(8, 6)) >>> ax[0].plot(freq, 20*np.log10(abs(response)), color='blue') >>> ax[0].set_title("Frequency Response") >>> ax[0].set_ylabel("Amplitude (dB)", color='blue') >>> ax[0].set_xlim([0, 100]) >>> ax[0].set_ylim([-30, 10]) >>> ax[0].grid() >>> ax[1].plot(freq, np.unwrap(np.angle(h))*180/np.pi, color='green') >>> ax[1].set_ylabel("Angle (degrees)", color='green') >>> ax[1].set_xlabel("Frequency (Hz)") >>> ax[1].set_xlim([0, 100]) >>> ax[1].set_yticks([-90, -60, -30, 0, 30, 60, 90]) >>> ax[1].set_ylim([-90, 90]) >>> ax[1].grid() >>> plt.show() Design and plot peaking comb filter at 250 Hz for a signal sampled at 1000 Hz, using quality factor Q = 30 >>> fs = 1000.0 # Sample frequency (Hz) >>> f0 = 250.0 # Frequency to be retained (Hz) >>> Q = 30.0 # Quality factor >>> # Design peaking filter >>> b, a = signal.iircomb(f0, Q, ftype='peak', fs=fs) >>> # Frequency response >>> freq, h = signal.freqz(b, a, fs=fs) >>> response = abs(h) >>> # To avoid divide by zero when graphing >>> response[response == 0] = 1e-20 >>> # Plot >>> fig, ax = plt.subplots(2, 1, figsize=(8, 6)) >>> ax[0].plot(freq, 20*np.log10(np.maximum(abs(h), 1e-5)), color='blue') >>> ax[0].set_title("Frequency Response") >>> ax[0].set_ylabel("Amplitude (dB)", color='blue') >>> ax[0].set_xlim([0, 500]) >>> ax[0].set_ylim([-80, 10]) >>> ax[0].grid() >>> ax[1].plot(freq, np.unwrap(np.angle(h))*180/np.pi, color='green') >>> ax[1].set_ylabel("Angle (degrees)", color='green') >>> ax[1].set_xlabel("Frequency (Hz)") >>> ax[1].set_xlim([0, 500]) >>> ax[1].set_yticks([-90, -60, -30, 0, 30, 60, 90]) >>> ax[1].set_ylim([-90, 90]) >>> ax[1].grid() >>> plt.show() """ # Convert w0, Q, and fs to float w0 = float(w0) Q = float(Q) fs = float(fs) # Check for invalid cutoff frequency or filter type ftype = ftype.lower() filter_types = ['notch', 'peak'] if not 0 < w0 < fs / 2: raise ValueError("w0 must be between 0 and {}" " (nyquist), but given {}.".format(fs / 2, w0)) if np.round(fs % w0) != 0: raise ValueError('fs must be divisible by w0.') if ftype not in filter_types: raise ValueError('ftype must be either notch or peak.') # Compute the order of the filter N = int(fs // w0) # Compute frequency in radians and filter bandwith # Eq. 11.3.1 (p. 574) from reference [1] w0 = (2 * np.pi * w0) / fs w_delta = w0 / Q # Define base gain values depending on notch or peak filter # Compute -3dB attenuation # Eqs. 11.4.1 and 11.4.2 (p. 582) from reference [1] if ftype == 'notch': G0, G = [1, 0] elif ftype == 'peak': G0, G = [0, 1] GB = 1 / np.sqrt(2) # Compute beta # Eq. 11.5.3 (p. 591) from reference [1] beta = np.sqrt((GB**2 - G0**2) / (G**2 - GB**2)) * np.tan(N * w_delta / 4) # Compute filter coefficients # Eq 11.5.1 (p. 590) variables a, b, c from reference [1] ax = (1 - beta) / (1 + beta) bx = (G0 + G * beta) / (1 + beta) cx = (G0 - G * beta) / (1 + beta) # Compute numerator coefficients # Eq 11.5.1 (p. 590) or Eq 11.5.4 (p. 591) from reference [1] # b - cz^-N or b + cz^-N b = np.zeros(N + 1) b[0] = bx b[-1] = cx if ftype == 'notch': b[-1] = -cx # Compute denominator coefficients # Eq 11.5.1 (p. 590) or Eq 11.5.4 (p. 591) from reference [1] # 1 - az^-N or 1 + az^-N a = np.zeros(N + 1) a[0] = 1 a[-1] = ax if ftype == 'notch': a[-1] = -ax return b, a def _hz_to_erb(hz): """ Utility for converting from frequency (Hz) to the Equivalent Rectangular Bandwith (ERB) scale ERB = frequency / EarQ + minBW """ EarQ = 9.26449 minBW = 24.7 return hz / EarQ + minBW def gammatone(freq, ftype, order=None, numtaps=None, fs=None): """ Gammatone filter design. This function computes the coefficients of an FIR or IIR gammatone digital filter [1]_. Parameters ---------- freq : float Center frequency of the filter (expressed in the same units as `fs`). ftype : {'fir', 'iir'} The type of filter the function generates. If 'fir', the function will generate an Nth order FIR gammatone filter. If 'iir', the function will generate an 8th order digital IIR filter, modeled as as 4th order gammatone filter. order : int, optional The order of the filter. Only used when ``ftype='fir'``. Default is 4 to model the human auditory system. Must be between 0 and 24. numtaps : int, optional Length of the filter. Only used when ``ftype='fir'``. Default is ``fs*0.015`` if `fs` is greater than 1000, 15 if `fs` is less than or equal to 1000. fs : float, optional The sampling frequency of the signal. `freq` must be between 0 and ``fs/2``. Default is 2. Returns ------- b, a : ndarray, ndarray Numerator (``b``) and denominator (``a``) polynomials of the filter. Raises ------ ValueError If `freq` is less than or equal to 0 or greater than or equal to ``fs/2``, if `ftype` is not 'fir' or 'iir', if `order` is less than or equal to 0 or greater than 24 when ``ftype='fir'`` See Also -------- firwin iirfilter References ---------- .. [1] Slaney, Malcolm, "An Efficient Implementation of the Patterson-Holdsworth Auditory Filter Bank", Apple Computer Technical Report 35, 1993, pp.3-8, 34-39. Examples -------- 16-sample 4th order FIR Gammatone filter centered at 440 Hz >>> from scipy import signal >>> signal.gammatone(440, 'fir', numtaps=16, fs=16000) (array([ 0.00000000e+00, 2.22196719e-07, 1.64942101e-06, 4.99298227e-06, 1.01993969e-05, 1.63125770e-05, 2.14648940e-05, 2.29947263e-05, 1.76776931e-05, 2.04980537e-06, -2.72062858e-05, -7.28455299e-05, -1.36651076e-04, -2.19066855e-04, -3.18905076e-04, -4.33156712e-04]), [1.0]) IIR Gammatone filter centered at 440 Hz >>> from scipy import signal >>> import matplotlib.pyplot as plt >>> b, a = signal.gammatone(440, 'iir', fs=16000) >>> w, h = signal.freqz(b, a) >>> plt.plot(w / ((2 * np.pi) / 16000), 20 * np.log10(abs(h))) >>> plt.xscale('log') >>> plt.title('Gammatone filter frequency response') >>> plt.xlabel('Frequency') >>> plt.ylabel('Amplitude [dB]') >>> plt.margins(0, 0.1) >>> plt.grid(which='both', axis='both') >>> plt.axvline(440, color='green') # cutoff frequency >>> plt.show() """ # Converts freq to float freq = float(freq) # Set sampling rate if not passed if fs is None: fs = 2 fs = float(fs) # Check for invalid cutoff frequency or filter type ftype = ftype.lower() filter_types = ['fir', 'iir'] if not 0 < freq < fs / 2: raise ValueError("The frequency must be between 0 and {}" " (nyquist), but given {}.".format(fs / 2, freq)) if ftype not in filter_types: raise ValueError('ftype must be either fir or iir.') # Calculate FIR gammatone filter if ftype == 'fir': # Set order and numtaps if not passed if order is None: order = 4 order = operator.index(order) if numtaps is None: numtaps = max(int(fs * 0.015), 15) numtaps = operator.index(numtaps) # Check for invalid order if not 0 < order <= 24: raise ValueError("Invalid order: order must be > 0 and <= 24.") # Gammatone impulse response settings t = np.arange(numtaps) / fs bw = 1.019 * _hz_to_erb(freq) # Calculate the FIR gammatone filter b = (t ** (order - 1)) * np.exp(-2 * np.pi * bw * t) b *= np.cos(2 * np.pi * freq * t) # Scale the FIR filter so the frequency response is 1 at cutoff scale_factor = 2 * (2 * np.pi * bw) ** (order) scale_factor /= float_factorial(order - 1) scale_factor /= fs b *= scale_factor a = [1.0] # Calculate IIR gammatone filter elif ftype == 'iir': # Raise warning if order and/or numtaps is passed if order is not None: warnings.warn('order is not used for IIR gammatone filter.') if numtaps is not None: warnings.warn('numtaps is not used for IIR gammatone filter.') # Gammatone impulse response settings T = 1./fs bw = 2 * np.pi * 1.019 * _hz_to_erb(freq) fr = 2 * freq * np.pi * T bwT = bw * T # Calculate the gain to normalize the volume at the center frequency g1 = -2 * np.exp(2j * fr) * T g2 = 2 * np.exp(-(bwT) + 1j * fr) * T g3 = np.sqrt(3 + 2 ** (3 / 2)) * np.sin(fr) g4 = np.sqrt(3 - 2 ** (3 / 2)) * np.sin(fr) g5 = np.exp(2j * fr) g = g1 + g2 * (np.cos(fr) - g4) g *= (g1 + g2 * (np.cos(fr) + g4)) g *= (g1 + g2 * (np.cos(fr) - g3)) g *= (g1 + g2 * (np.cos(fr) + g3)) g /= ((-2 / np.exp(2 * bwT) - 2 * g5 + 2 * (1 + g5) / np.exp(bwT)) ** 4) g = np.abs(g) # Create empty filter coefficient lists b = np.empty(5) a = np.empty(9) # Calculate the numerator coefficients b[0] = (T ** 4) / g b[1] = -4 * T ** 4 * np.cos(fr) / np.exp(bw * T) / g b[2] = 6 * T ** 4 * np.cos(2 * fr) / np.exp(2 * bw * T) / g b[3] = -4 * T ** 4 * np.cos(3 * fr) / np.exp(3 * bw * T) / g b[4] = T ** 4 * np.cos(4 * fr) / np.exp(4 * bw * T) / g # Calculate the denominator coefficients a[0] = 1 a[1] = -8 * np.cos(fr) / np.exp(bw * T) a[2] = 4 * (4 + 3 * np.cos(2 * fr)) / np.exp(2 * bw * T) a[3] = -8 * (6 * np.cos(fr) + np.cos(3 * fr)) a[3] /= np.exp(3 * bw * T) a[4] = 2 * (18 + 16 * np.cos(2 * fr) + np.cos(4 * fr)) a[4] /= np.exp(4 * bw * T) a[5] = -8 * (6 * np.cos(fr) + np.cos(3 * fr)) a[5] /= np.exp(5 * bw * T) a[6] = 4 * (4 + 3 * np.cos(2 * fr)) / np.exp(6 * bw * T) a[7] = -8 * np.cos(fr) / np.exp(7 * bw * T) a[8] = np.exp(-8 * bw * T) return b, a filter_dict = {'butter': [buttap, buttord], 'butterworth': [buttap, buttord], 'cauer': [ellipap, ellipord], 'elliptic': [ellipap, ellipord], 'ellip': [ellipap, ellipord], 'bessel': [besselap], 'bessel_phase': [besselap], 'bessel_delay': [besselap], 'bessel_mag': [besselap], 'cheby1': [cheb1ap, cheb1ord], 'chebyshev1': [cheb1ap, cheb1ord], 'chebyshevi': [cheb1ap, cheb1ord], 'cheby2': [cheb2ap, cheb2ord], 'chebyshev2': [cheb2ap, cheb2ord], 'chebyshevii': [cheb2ap, cheb2ord], } band_dict = {'band': 'bandpass', 'bandpass': 'bandpass', 'pass': 'bandpass', 'bp': 'bandpass', 'bs': 'bandstop', 'bandstop': 'bandstop', 'bands': 'bandstop', 'stop': 'bandstop', 'l': 'lowpass', 'low': 'lowpass', 'lowpass': 'lowpass', 'lp': 'lowpass', 'high': 'highpass', 'highpass': 'highpass', 'h': 'highpass', 'hp': 'highpass', } bessel_norms = {'bessel': 'phase', 'bessel_phase': 'phase', 'bessel_delay': 'delay', 'bessel_mag': 'mag'}
bsd-3-clause
pprett/scikit-learn
sklearn/tests/test_learning_curve.py
45
11897
# Author: Alexander Fabisch <[email protected]> # # License: BSD 3 clause import sys from sklearn.externals.six.moves import cStringIO as StringIO import numpy as np import warnings from sklearn.base import BaseEstimator from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_warns from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_array_equal from sklearn.utils.testing import assert_array_almost_equal from sklearn.datasets import make_classification with warnings.catch_warnings(): warnings.simplefilter('ignore') from sklearn.learning_curve import learning_curve, validation_curve from sklearn.cross_validation import KFold from sklearn.linear_model import PassiveAggressiveClassifier class MockImprovingEstimator(BaseEstimator): """Dummy classifier to test the learning curve""" def __init__(self, n_max_train_sizes): self.n_max_train_sizes = n_max_train_sizes self.train_sizes = 0 self.X_subset = None def fit(self, X_subset, y_subset=None): self.X_subset = X_subset self.train_sizes = X_subset.shape[0] return self def predict(self, X): raise NotImplementedError def score(self, X=None, Y=None): # training score becomes worse (2 -> 1), test error better (0 -> 1) if self._is_training_data(X): return 2. - float(self.train_sizes) / self.n_max_train_sizes else: return float(self.train_sizes) / self.n_max_train_sizes def _is_training_data(self, X): return X is self.X_subset class MockIncrementalImprovingEstimator(MockImprovingEstimator): """Dummy classifier that provides partial_fit""" def __init__(self, n_max_train_sizes): super(MockIncrementalImprovingEstimator, self).__init__(n_max_train_sizes) self.x = None def _is_training_data(self, X): return self.x in X def partial_fit(self, X, y=None, **params): self.train_sizes += X.shape[0] self.x = X[0] class MockEstimatorWithParameter(BaseEstimator): """Dummy classifier to test the validation curve""" def __init__(self, param=0.5): self.X_subset = None self.param = param def fit(self, X_subset, y_subset): self.X_subset = X_subset self.train_sizes = X_subset.shape[0] return self def predict(self, X): raise NotImplementedError def score(self, X=None, y=None): return self.param if self._is_training_data(X) else 1 - self.param def _is_training_data(self, X): return X is self.X_subset class MockEstimatorFailing(BaseEstimator): """Dummy classifier to test error_score in learning curve""" def fit(self, X_subset, y_subset): raise ValueError() def score(self, X=None, y=None): return None def test_learning_curve(): X, y = make_classification(n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) estimator = MockImprovingEstimator(20) with warnings.catch_warnings(record=True) as w: train_sizes, train_scores, test_scores = learning_curve( estimator, X, y, cv=3, train_sizes=np.linspace(0.1, 1.0, 10)) if len(w) > 0: raise RuntimeError("Unexpected warning: %r" % w[0].message) assert_equal(train_scores.shape, (10, 3)) assert_equal(test_scores.shape, (10, 3)) assert_array_equal(train_sizes, np.linspace(2, 20, 10)) assert_array_almost_equal(train_scores.mean(axis=1), np.linspace(1.9, 1.0, 10)) assert_array_almost_equal(test_scores.mean(axis=1), np.linspace(0.1, 1.0, 10)) def test_learning_curve_unsupervised(): X, _ = make_classification(n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) estimator = MockImprovingEstimator(20) train_sizes, train_scores, test_scores = learning_curve( estimator, X, y=None, cv=3, train_sizes=np.linspace(0.1, 1.0, 10)) assert_array_equal(train_sizes, np.linspace(2, 20, 10)) assert_array_almost_equal(train_scores.mean(axis=1), np.linspace(1.9, 1.0, 10)) assert_array_almost_equal(test_scores.mean(axis=1), np.linspace(0.1, 1.0, 10)) def test_learning_curve_verbose(): X, y = make_classification(n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) estimator = MockImprovingEstimator(20) old_stdout = sys.stdout sys.stdout = StringIO() try: train_sizes, train_scores, test_scores = \ learning_curve(estimator, X, y, cv=3, verbose=1) finally: out = sys.stdout.getvalue() sys.stdout.close() sys.stdout = old_stdout assert("[learning_curve]" in out) def test_learning_curve_error_score(): X, y = make_classification(n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) estimator = MockEstimatorFailing() _, _, test_scores = learning_curve(estimator, X, y, cv=3, error_score=0) all_zeros = not np.any(test_scores) assert(all_zeros) def test_learning_curve_error_score_default_raise(): X, y = make_classification(n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) estimator = MockEstimatorFailing() assert_raises(ValueError, learning_curve, estimator, X, y, cv=3) def test_learning_curve_incremental_learning_not_possible(): X, y = make_classification(n_samples=2, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) # The mockup does not have partial_fit() estimator = MockImprovingEstimator(1) assert_raises(ValueError, learning_curve, estimator, X, y, exploit_incremental_learning=True) def test_learning_curve_incremental_learning(): X, y = make_classification(n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) estimator = MockIncrementalImprovingEstimator(20) train_sizes, train_scores, test_scores = learning_curve( estimator, X, y, cv=3, exploit_incremental_learning=True, train_sizes=np.linspace(0.1, 1.0, 10)) assert_array_equal(train_sizes, np.linspace(2, 20, 10)) assert_array_almost_equal(train_scores.mean(axis=1), np.linspace(1.9, 1.0, 10)) assert_array_almost_equal(test_scores.mean(axis=1), np.linspace(0.1, 1.0, 10)) def test_learning_curve_incremental_learning_unsupervised(): X, _ = make_classification(n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) estimator = MockIncrementalImprovingEstimator(20) train_sizes, train_scores, test_scores = learning_curve( estimator, X, y=None, cv=3, exploit_incremental_learning=True, train_sizes=np.linspace(0.1, 1.0, 10)) assert_array_equal(train_sizes, np.linspace(2, 20, 10)) assert_array_almost_equal(train_scores.mean(axis=1), np.linspace(1.9, 1.0, 10)) assert_array_almost_equal(test_scores.mean(axis=1), np.linspace(0.1, 1.0, 10)) def test_learning_curve_batch_and_incremental_learning_are_equal(): X, y = make_classification(n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) train_sizes = np.linspace(0.2, 1.0, 5) estimator = PassiveAggressiveClassifier(n_iter=1, shuffle=False) train_sizes_inc, train_scores_inc, test_scores_inc = \ learning_curve( estimator, X, y, train_sizes=train_sizes, cv=3, exploit_incremental_learning=True) train_sizes_batch, train_scores_batch, test_scores_batch = \ learning_curve( estimator, X, y, cv=3, train_sizes=train_sizes, exploit_incremental_learning=False) assert_array_equal(train_sizes_inc, train_sizes_batch) assert_array_almost_equal(train_scores_inc.mean(axis=1), train_scores_batch.mean(axis=1)) assert_array_almost_equal(test_scores_inc.mean(axis=1), test_scores_batch.mean(axis=1)) def test_learning_curve_n_sample_range_out_of_bounds(): X, y = make_classification(n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) estimator = MockImprovingEstimator(20) assert_raises(ValueError, learning_curve, estimator, X, y, cv=3, train_sizes=[0, 1]) assert_raises(ValueError, learning_curve, estimator, X, y, cv=3, train_sizes=[0.0, 1.0]) assert_raises(ValueError, learning_curve, estimator, X, y, cv=3, train_sizes=[0.1, 1.1]) assert_raises(ValueError, learning_curve, estimator, X, y, cv=3, train_sizes=[0, 20]) assert_raises(ValueError, learning_curve, estimator, X, y, cv=3, train_sizes=[1, 21]) def test_learning_curve_remove_duplicate_sample_sizes(): X, y = make_classification(n_samples=3, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) estimator = MockImprovingEstimator(2) train_sizes, _, _ = assert_warns( RuntimeWarning, learning_curve, estimator, X, y, cv=3, train_sizes=np.linspace(0.33, 1.0, 3)) assert_array_equal(train_sizes, [1, 2]) def test_learning_curve_with_boolean_indices(): X, y = make_classification(n_samples=30, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) estimator = MockImprovingEstimator(20) cv = KFold(n=30, n_folds=3) train_sizes, train_scores, test_scores = learning_curve( estimator, X, y, cv=cv, train_sizes=np.linspace(0.1, 1.0, 10)) assert_array_equal(train_sizes, np.linspace(2, 20, 10)) assert_array_almost_equal(train_scores.mean(axis=1), np.linspace(1.9, 1.0, 10)) assert_array_almost_equal(test_scores.mean(axis=1), np.linspace(0.1, 1.0, 10)) def test_validation_curve(): X, y = make_classification(n_samples=2, n_features=1, n_informative=1, n_redundant=0, n_classes=2, n_clusters_per_class=1, random_state=0) param_range = np.linspace(0, 1, 10) with warnings.catch_warnings(record=True) as w: train_scores, test_scores = validation_curve( MockEstimatorWithParameter(), X, y, param_name="param", param_range=param_range, cv=2 ) if len(w) > 0: raise RuntimeError("Unexpected warning: %r" % w[0].message) assert_array_almost_equal(train_scores.mean(axis=1), param_range) assert_array_almost_equal(test_scores.mean(axis=1), 1 - param_range)
bsd-3-clause
SiLab-Bonn/testbeam_analysis
testbeam_analysis/result_analysis.py
1
88746
''' All functions creating results (e.g. efficiency, residuals, track density) from fitted tracks are listed here.''' from __future__ import division import logging import re from collections import Iterable import os.path import tables as tb import numpy as np from matplotlib.backends.backend_pdf import PdfPages from scipy.stats import binned_statistic_2d from scipy.optimize import curve_fit from testbeam_analysis.tools import plot_utils from testbeam_analysis.tools import geometry_utils from testbeam_analysis.tools import analysis_utils def calculate_residuals(input_tracks_file, input_alignment_file, n_pixels, pixel_size, output_residuals_file=None, dut_names=None, use_duts=None, max_chi2=None, nbins_per_pixel=None, npixels_per_bin=None, force_prealignment=False, use_fit_limits=True, cluster_size_selection=None, plot=True, gui=False, chunk_size=1000000): '''Takes the tracks and calculates residuals for selected DUTs in col, row direction. Parameters ---------- input_tracks_file : string Filename of the input tracks file. input_alignment_file : string Filename of the input aligment file. n_pixels : iterable of tuples One tuple per DUT describing the number of pixels in column, row direction e.g. for 2 DUTs: n_pixels = [(80, 336), (80, 336)] pixel_size : iterable of tuples One tuple per DUT describing the pixel dimension in um in column, row direction e.g. for 2 DUTs: pixel_size = [(250, 50), (250, 50)] output_residuals_file : string Filename of the output residuals file. If None, the filename will be derived from the input hits file. dut_names : iterable Name of the DUTs. If None, DUT numbers will be used. use_duts : iterable The duts to calculate residuals for. If None all duts in the input_tracks_file are used max_chi2 : uint, iterable Use only not heavily scattered tracks to increase track pointing resolution (cut on chi2). Cut can be a number and is used then for all DUTS or a list with a chi 2 cut for each DUT. If None, no cut is applied. nbins_per_pixel : int Number of bins per pixel along the residual axis. Number is a positive integer or None to automatically set the binning. npixels_per_bin : int Number of pixels per bin along the position axis. Number is a positive integer or None to automatically set the binning. force_prealignment : bool Take the prealignment, although if a coarse alignment is availale. cluster_size_selection : uint Select which cluster sizes should be included for residual calculation. If None all cluster sizes are taken. plot : bool If True, create additional output plots. gui : bool If True, use GUI for plotting. chunk_size : int Chunk size of the data when reading from file. ''' logging.info('=== Calculating residuals ===') use_prealignment = True if force_prealignment else False with tb.open_file(input_alignment_file, mode="r") as in_file_h5: # Open file with alignment data if use_prealignment: logging.info('Use pre-alignment data') prealignment = in_file_h5.root.PreAlignment[:] n_duts = prealignment.shape[0] else: logging.info('Use alignment data') alignment = in_file_h5.root.Alignment[:] n_duts = alignment.shape[0] if output_residuals_file is None: output_residuals_file = os.path.splitext(input_tracks_file)[0] + '_residuals.h5' if plot is True and not gui: output_pdf = PdfPages(os.path.splitext(output_residuals_file)[0] + '.pdf', keep_empty=False) else: output_pdf = None figs = [] if gui else None if not isinstance(max_chi2, Iterable): max_chi2 = [max_chi2] * n_duts with tb.open_file(input_tracks_file, mode='r') as in_file_h5: with tb.open_file(output_residuals_file, mode='w') as out_file_h5: for node in in_file_h5.root: actual_dut = int(re.findall(r'\d+', node.name)[-1]) if use_duts and actual_dut not in use_duts: continue logging.debug('Calculate residuals for DUT%d', actual_dut) initialize = True # initialize the histograms for tracks_chunk, _ in analysis_utils.data_aligned_at_events(node, chunk_size=chunk_size): # select good hits and tracks selection = np.logical_and(~np.isnan(tracks_chunk['x_dut_%d' % actual_dut]), ~np.isnan(tracks_chunk['track_chi2'])) tracks_chunk = tracks_chunk[selection] # Take only tracks where actual dut has a hit, otherwise residual wrong if cluster_size_selection is not None: tracks_chunk = tracks_chunk[tracks_chunk['n_hits_dut_%d' % actual_dut] == cluster_size_selection] if max_chi2[actual_dut] is not None: tracks_chunk = tracks_chunk[tracks_chunk['track_chi2'] <= max_chi2[actual_dut]] # Coordinates in global coordinate system (x, y, z) hit_x, hit_y, hit_z = tracks_chunk['x_dut_%d' % actual_dut], tracks_chunk['y_dut_%d' % actual_dut], tracks_chunk['z_dut_%d' % actual_dut] intersection_x, intersection_y, intersection_z = tracks_chunk['offset_0'], tracks_chunk['offset_1'], tracks_chunk['offset_2'] # Transform to local coordinate system if use_prealignment: hit_x_local, hit_y_local, hit_z_local = geometry_utils.apply_alignment(hit_x, hit_y, hit_z, dut_index=actual_dut, prealignment=prealignment, inverse=True) intersection_x_local, intersection_y_local, intersection_z_local = geometry_utils.apply_alignment(intersection_x, intersection_y, intersection_z, dut_index=actual_dut, prealignment=prealignment, inverse=True) else: # Apply transformation from fine alignment information hit_x_local, hit_y_local, hit_z_local = geometry_utils.apply_alignment(hit_x, hit_y, hit_z, dut_index=actual_dut, alignment=alignment, inverse=True) intersection_x_local, intersection_y_local, intersection_z_local = geometry_utils.apply_alignment(intersection_x, intersection_y, intersection_z, dut_index=actual_dut, alignment=alignment, inverse=True) if not np.allclose(hit_z_local, 0.0) or not np.allclose(intersection_z_local, 0.0): logging.error('Hit z position = %s and z intersection %s', str(hit_z_local[:3]), str(intersection_z_local[:3])) raise RuntimeError('The transformation to the local coordinate system did not give all z = 0. Wrong alignment used?') difference = np.column_stack((hit_x, hit_y, hit_z)) - np.column_stack((intersection_x, intersection_y, intersection_z)) difference_local = np.column_stack((hit_x_local, hit_y_local, hit_z_local)) - np.column_stack((intersection_x_local, intersection_y_local, intersection_z_local)) # Histogram residuals in different ways if initialize: # Only true for the first iteration, calculate the binning for the histograms initialize = False plot_n_pixels = 6.0 # detect peaks and calculate width to estimate the size of the histograms if nbins_per_pixel is not None: min_difference, max_difference = np.min(difference[:, 0]), np.max(difference[:, 0]) nbins = np.arange(min_difference - (pixel_size[actual_dut][0] / nbins_per_pixel), max_difference + 2 * (pixel_size[actual_dut][0] / nbins_per_pixel), pixel_size[actual_dut][0] / nbins_per_pixel) else: nbins = "auto" hist, edges = np.histogram(difference[:, 0], bins=nbins) edge_center = (edges[1:] + edges[:-1]) / 2.0 try: _, center_x, fwhm_x, _ = analysis_utils.peak_detect(edge_center, hist) except RuntimeError: # do some simple FWHM with numpy array try: _, center_x, fwhm_x, _ = analysis_utils.simple_peak_detect(edge_center, hist) except RuntimeError: center_x, fwhm_x = 0.0, pixel_size[actual_dut][0] * plot_n_pixels if nbins_per_pixel is not None: min_difference, max_difference = np.min(difference[:, 1]), np.max(difference[:, 1]) nbins = np.arange(min_difference - (pixel_size[actual_dut][1] / nbins_per_pixel), max_difference + 2 * (pixel_size[actual_dut][1] / nbins_per_pixel), pixel_size[actual_dut][1] / nbins_per_pixel) else: nbins = "auto" hist, edges = np.histogram(difference[:, 1], bins=nbins) edge_center = (edges[1:] + edges[:-1]) / 2.0 try: _, center_y, fwhm_y, _ = analysis_utils.peak_detect(edge_center, hist) except RuntimeError: # do some simple FWHM with numpy array try: _, center_y, fwhm_y, _ = analysis_utils.simple_peak_detect(edge_center, hist) except RuntimeError: center_y, fwhm_y = 0.0, pixel_size[actual_dut][1] * plot_n_pixels if nbins_per_pixel is not None: min_difference, max_difference = np.min(difference_local[:, 0]), np.max(difference_local[:, 0]) nbins = np.arange(min_difference - (pixel_size[actual_dut][0] / nbins_per_pixel), max_difference + 2 * (pixel_size[actual_dut][0] / nbins_per_pixel), pixel_size[actual_dut][0] / nbins_per_pixel) else: nbins = "auto" hist, edges = np.histogram(difference_local[:, 0], bins=nbins) edge_center = (edges[1:] + edges[:-1]) / 2.0 try: _, center_col, fwhm_col, _ = analysis_utils.peak_detect(edge_center, hist) except RuntimeError: # do some simple FWHM with numpy array try: _, center_col, fwhm_col, _ = analysis_utils.simple_peak_detect(edge_center, hist) except RuntimeError: center_col, fwhm_col = 0.0, pixel_size[actual_dut][0] * plot_n_pixels if nbins_per_pixel is not None: min_difference, max_difference = np.min(difference_local[:, 1]), np.max(difference_local[:, 1]) nbins = np.arange(min_difference - (pixel_size[actual_dut][1] / nbins_per_pixel), max_difference + 2 * (pixel_size[actual_dut][1] / nbins_per_pixel), pixel_size[actual_dut][1] / nbins_per_pixel) else: nbins = "auto" hist, edges = np.histogram(difference_local[:, 1], bins=nbins) edge_center = (edges[1:] + edges[:-1]) / 2.0 try: _, center_row, fwhm_row, _ = analysis_utils.peak_detect(edge_center, hist) except RuntimeError: # do some simple FWHM with numpy array try: _, center_row, fwhm_row, _ = analysis_utils.simple_peak_detect(edge_center, hist) except RuntimeError: center_row, fwhm_row = 0.0, pixel_size[actual_dut][1] * plot_n_pixels # calculate the binning of the histograms, the minimum size is given by plot_n_pixels, otherwise FWHM is taken into account if nbins_per_pixel is not None: width = max(plot_n_pixels * pixel_size[actual_dut][0], pixel_size[actual_dut][0] * np.ceil(plot_n_pixels * fwhm_x / pixel_size[actual_dut][0])) if np.mod(width / pixel_size[actual_dut][0], 2) != 0: width += pixel_size[actual_dut][0] nbins = int(nbins_per_pixel * width / pixel_size[actual_dut][0]) x_range = (center_x - 0.5 * width, center_x + 0.5 * width) else: nbins = "auto" width = pixel_size[actual_dut][0] * np.ceil(plot_n_pixels * fwhm_x / pixel_size[actual_dut][0]) x_range = (center_x - width, center_x + width) hist_residual_x_hist, hist_residual_x_xedges = np.histogram(difference[:, 0], range=x_range, bins=nbins) if npixels_per_bin is not None: min_intersection, max_intersection = np.min(intersection_x), np.max(intersection_x) nbins = np.arange(min_intersection, max_intersection + npixels_per_bin * pixel_size[actual_dut][0], npixels_per_bin * pixel_size[actual_dut][0]) else: nbins = "auto" _, hist_residual_x_yedges = np.histogram(intersection_x, bins=nbins) if nbins_per_pixel is not None: width = max(plot_n_pixels * pixel_size[actual_dut][1], pixel_size[actual_dut][1] * np.ceil(plot_n_pixels * fwhm_y / pixel_size[actual_dut][1])) if np.mod(width / pixel_size[actual_dut][1], 2) != 0: width += pixel_size[actual_dut][1] nbins = int(nbins_per_pixel * width / pixel_size[actual_dut][1]) y_range = (center_y - 0.5 * width, center_y + 0.5 * width) else: nbins = "auto" width = pixel_size[actual_dut][1] * np.ceil(plot_n_pixels * fwhm_y / pixel_size[actual_dut][1]) y_range = (center_y - width, center_y + width) hist_residual_y_hist, hist_residual_y_yedges = np.histogram(difference[:, 1], range=y_range, bins=nbins) if npixels_per_bin is not None: min_intersection, max_intersection = np.min(intersection_y), np.max(intersection_y) nbins = np.arange(min_intersection, max_intersection + npixels_per_bin * pixel_size[actual_dut][1], npixels_per_bin * pixel_size[actual_dut][1]) else: nbins = "auto" _, hist_residual_y_xedges = np.histogram(intersection_y, bins=nbins) if nbins_per_pixel is not None: width = max(plot_n_pixels * pixel_size[actual_dut][0], pixel_size[actual_dut][0] * np.ceil(plot_n_pixels * fwhm_col / pixel_size[actual_dut][0])) if np.mod(width / pixel_size[actual_dut][0], 2) != 0: width += pixel_size[actual_dut][0] nbins = int(nbins_per_pixel * width / pixel_size[actual_dut][0]) col_range = (center_col - 0.5 * width, center_col + 0.5 * width) else: nbins = "auto" width = pixel_size[actual_dut][0] * np.ceil(plot_n_pixels * fwhm_col / pixel_size[actual_dut][0]) col_range = (center_col - width, center_col + width) hist_residual_col_hist, hist_residual_col_xedges = np.histogram(difference_local[:, 0], range=col_range, bins=nbins) if npixels_per_bin is not None: min_intersection, max_intersection = np.min(intersection_x_local), np.max(intersection_x_local) nbins = np.arange(min_intersection, max_intersection + npixels_per_bin * pixel_size[actual_dut][0], npixels_per_bin * pixel_size[actual_dut][0]) else: nbins = "auto" _, hist_residual_col_yedges = np.histogram(intersection_x_local, bins=nbins) if nbins_per_pixel is not None: width = max(plot_n_pixels * pixel_size[actual_dut][1], pixel_size[actual_dut][1] * np.ceil(plot_n_pixels * fwhm_row / pixel_size[actual_dut][1])) if np.mod(width / pixel_size[actual_dut][1], 2) != 0: width += pixel_size[actual_dut][1] nbins = int(nbins_per_pixel * width / pixel_size[actual_dut][1]) row_range = (center_row - 0.5 * width, center_row + 0.5 * width) else: nbins = "auto" width = pixel_size[actual_dut][1] * np.ceil(plot_n_pixels * fwhm_row / pixel_size[actual_dut][1]) row_range = (center_row - width, center_row + width) hist_residual_row_hist, hist_residual_row_yedges = np.histogram(difference_local[:, 1], range=row_range, bins=nbins) if npixels_per_bin is not None: min_intersection, max_intersection = np.min(intersection_y_local), np.max(intersection_y_local) nbins = np.arange(min_intersection, max_intersection + npixels_per_bin * pixel_size[actual_dut][1], npixels_per_bin * pixel_size[actual_dut][1]) else: nbins = "auto" _, hist_residual_row_xedges = np.histogram(intersection_y_local, bins=nbins) # global x residual against x position hist_x_residual_x_hist, hist_x_residual_x_xedges, hist_x_residual_x_yedges = np.histogram2d( intersection_x, difference[:, 0], bins=(hist_residual_x_yedges, hist_residual_x_xedges)) # global y residual against y position hist_y_residual_y_hist, hist_y_residual_y_xedges, hist_y_residual_y_yedges = np.histogram2d( intersection_y, difference[:, 1], bins=(hist_residual_y_xedges, hist_residual_y_yedges)) # global y residual against x position hist_x_residual_y_hist, hist_x_residual_y_xedges, hist_x_residual_y_yedges = np.histogram2d( intersection_x, difference[:, 1], bins=(hist_residual_x_yedges, hist_residual_y_yedges)) # global x residual against y position hist_y_residual_x_hist, hist_y_residual_x_xedges, hist_y_residual_x_yedges = np.histogram2d( intersection_y, difference[:, 0], bins=(hist_residual_y_xedges, hist_residual_x_xedges)) # local column residual against column position hist_col_residual_col_hist, hist_col_residual_col_xedges, hist_col_residual_col_yedges = np.histogram2d( intersection_x_local, difference_local[:, 0], bins=(hist_residual_col_yedges, hist_residual_col_xedges)) # local row residual against row position hist_row_residual_row_hist, hist_row_residual_row_xedges, hist_row_residual_row_yedges = np.histogram2d( intersection_y_local, difference_local[:, 1], bins=(hist_residual_row_xedges, hist_residual_row_yedges)) # local row residual against column position hist_col_residual_row_hist, hist_col_residual_row_xedges, hist_col_residual_row_yedges = np.histogram2d( intersection_x_local, difference_local[:, 1], bins=(hist_residual_col_yedges, hist_residual_row_yedges)) # local column residual against row position hist_row_residual_col_hist, hist_row_residual_col_xedges, hist_row_residual_col_yedges = np.histogram2d( intersection_y_local, difference_local[:, 0], bins=(hist_residual_row_xedges, hist_residual_col_xedges)) else: # adding data to existing histograms hist_residual_x_hist += np.histogram(difference[:, 0], bins=hist_residual_x_xedges)[0] hist_residual_y_hist += np.histogram(difference[:, 1], bins=hist_residual_y_yedges)[0] hist_residual_col_hist += np.histogram(difference_local[:, 0], bins=hist_residual_col_xedges)[0] hist_residual_row_hist += np.histogram(difference_local[:, 1], bins=hist_residual_row_yedges)[0] # global x residual against x position hist_x_residual_x_hist += np.histogram2d( intersection_x, difference[:, 0], bins=(hist_x_residual_x_xedges, hist_x_residual_x_yedges))[0] # global y residual against y position hist_y_residual_y_hist += np.histogram2d( intersection_y, difference[:, 1], bins=(hist_y_residual_y_xedges, hist_y_residual_y_yedges))[0] # global y residual against x position hist_x_residual_y_hist += np.histogram2d( intersection_x, difference[:, 1], bins=(hist_x_residual_y_xedges, hist_x_residual_y_yedges))[0] # global x residual against y position hist_y_residual_x_hist += np.histogram2d( intersection_y, difference[:, 0], bins=(hist_y_residual_x_xedges, hist_y_residual_x_yedges))[0] # local column residual against column position hist_col_residual_col_hist += np.histogram2d( intersection_x_local, difference_local[:, 0], bins=(hist_col_residual_col_xedges, hist_col_residual_col_yedges))[0] # local row residual against row position hist_row_residual_row_hist += np.histogram2d( intersection_y_local, difference_local[:, 1], bins=(hist_row_residual_row_xedges, hist_row_residual_row_yedges))[0] # local row residual against column position hist_col_residual_row_hist += np.histogram2d( intersection_x_local, difference_local[:, 1], bins=(hist_col_residual_row_xedges, hist_col_residual_row_yedges))[0] # local column residual against row position hist_row_residual_col_hist += np.histogram2d( intersection_y_local, difference_local[:, 0], bins=(hist_row_residual_col_xedges, hist_row_residual_col_yedges))[0] logging.debug('Storing residual histograms...') dut_name = dut_names[actual_dut] if dut_names else ("DUT" + str(actual_dut)) # Global residuals fit_residual_x, cov_residual_x = analysis_utils.fit_residuals( hist=hist_residual_x_hist, edges=hist_residual_x_xedges, label='X residual [um]', title='Residuals for %s' % (dut_name,), output_pdf=output_pdf, gui=gui, figs=figs ) out_res_x = out_file_h5.create_carray(out_file_h5.root, name='ResidualsX_DUT%d' % (actual_dut), title='Residual distribution in x direction for %s' % (dut_name), atom=tb.Atom.from_dtype(hist_residual_x_hist.dtype), shape=hist_residual_x_hist.shape, filters=tb.Filters(complib='blosc', complevel=5, fletcher32=False)) out_res_x.attrs.xedges = hist_residual_x_xedges out_res_x.attrs.fit_coeff = fit_residual_x out_res_x.attrs.fit_cov = cov_residual_x out_res_x[:] = hist_residual_x_hist fit_residual_y, cov_residual_y = analysis_utils.fit_residuals( hist=hist_residual_y_hist, edges=hist_residual_y_yedges, label='Y residual [um]', title='Residuals for %s' % (dut_name,), output_pdf=output_pdf, gui=gui, figs=figs ) out_res_y = out_file_h5.create_carray(out_file_h5.root, name='ResidualsY_DUT%d' % (actual_dut), title='Residual distribution in y direction for %s' % (dut_name), atom=tb.Atom.from_dtype(hist_residual_y_hist.dtype), shape=hist_residual_y_hist.shape, filters=tb.Filters(complib='blosc', complevel=5, fletcher32=False)) out_res_y.attrs.yedges = hist_residual_y_yedges out_res_y.attrs.fit_coeff = fit_residual_y out_res_y.attrs.fit_cov = cov_residual_y out_res_y[:] = hist_residual_y_hist fit_x_residual_x, cov_x_residual_x = analysis_utils.fit_residuals_vs_position( hist=hist_x_residual_x_hist, xedges=hist_x_residual_x_xedges, yedges=hist_x_residual_x_yedges, xlabel='X position [um]', ylabel='X residual [um]', title='Residuals for %s' % (dut_name,), output_pdf=output_pdf, gui=gui, figs=figs ) out_x_res_x = out_file_h5.create_carray(out_file_h5.root, name='XResidualsX_DUT%d' % (actual_dut), title='Residual distribution in x direction as a function of the x position for %s' % (dut_name), atom=tb.Atom.from_dtype(hist_x_residual_x_hist.dtype), shape=hist_x_residual_x_hist.shape, filters=tb.Filters(complib='blosc', complevel=5, fletcher32=False)) out_x_res_x.attrs.xedges = hist_x_residual_x_xedges out_x_res_x.attrs.yedges = hist_x_residual_x_yedges out_x_res_x.attrs.fit_coeff = fit_x_residual_x out_x_res_x.attrs.fit_cov = cov_x_residual_x out_x_res_x[:] = hist_x_residual_x_hist fit_y_residual_y, cov_y_residual_y = analysis_utils.fit_residuals_vs_position( hist=hist_y_residual_y_hist, xedges=hist_y_residual_y_xedges, yedges=hist_y_residual_y_yedges, xlabel='Y position [um]', ylabel='Y residual [um]', title='Residuals for %s' % (dut_name,), output_pdf=output_pdf, gui=gui, figs=figs ) out_y_res_y = out_file_h5.create_carray(out_file_h5.root, name='YResidualsY_DUT%d' % (actual_dut), title='Residual distribution in y direction as a function of the y position for %s' % (dut_name), atom=tb.Atom.from_dtype(hist_y_residual_y_hist.dtype), shape=hist_y_residual_y_hist.shape, filters=tb.Filters(complib='blosc', complevel=5, fletcher32=False)) out_y_res_y.attrs.xedges = hist_y_residual_y_xedges out_y_res_y.attrs.yedges = hist_y_residual_y_yedges out_y_res_y.attrs.fit_coeff = fit_y_residual_y out_y_res_y.attrs.fit_cov = cov_y_residual_y out_y_res_y[:] = hist_y_residual_y_hist fit_x_residual_y, cov_x_residual_y = analysis_utils.fit_residuals_vs_position( hist=hist_x_residual_y_hist, xedges=hist_x_residual_y_xedges, yedges=hist_x_residual_y_yedges, xlabel='X position [um]', ylabel='Y residual [um]', title='Residuals for %s' % (dut_name,), output_pdf=output_pdf, gui=gui, figs=figs ) out_x_res_y = out_file_h5.create_carray(out_file_h5.root, name='XResidualsY_DUT%d' % (actual_dut), title='Residual distribution in y direction as a function of the x position for %s' % (dut_name), atom=tb.Atom.from_dtype(hist_x_residual_y_hist.dtype), shape=hist_x_residual_y_hist.shape, filters=tb.Filters(complib='blosc', complevel=5, fletcher32=False)) out_x_res_y.attrs.xedges = hist_x_residual_y_xedges out_x_res_y.attrs.yedges = hist_x_residual_y_yedges out_x_res_y.attrs.fit_coeff = fit_x_residual_y out_x_res_y.attrs.fit_cov = cov_x_residual_y out_x_res_y[:] = hist_x_residual_y_hist fit_y_residual_x, cov_y_residual_x = analysis_utils.fit_residuals_vs_position( hist=hist_y_residual_x_hist, xedges=hist_y_residual_x_xedges, yedges=hist_y_residual_x_yedges, xlabel='Y position [um]', ylabel='X residual [um]', title='Residuals for %s' % (dut_name,), output_pdf=output_pdf, gui=gui, figs=figs ) out_y_res_x = out_file_h5.create_carray(out_file_h5.root, name='YResidualsX_DUT%d' % (actual_dut), title='Residual distribution in x direction as a function of the y position for %s' % (dut_name), atom=tb.Atom.from_dtype(hist_y_residual_x_hist.dtype), shape=hist_y_residual_x_hist.shape, filters=tb.Filters(complib='blosc', complevel=5, fletcher32=False)) out_y_res_x.attrs.xedges = hist_y_residual_x_xedges out_y_res_x.attrs.yedges = hist_y_residual_x_yedges out_y_res_x.attrs.fit_coeff = fit_y_residual_x out_y_res_x.attrs.fit_cov = cov_y_residual_x out_y_res_x[:] = hist_y_residual_x_hist # Local residuals fit_residual_col, cov_residual_col = analysis_utils.fit_residuals( hist=hist_residual_col_hist, edges=hist_residual_col_xedges, label='Column residual [um]', title='Residuals for %s' % (dut_name,), output_pdf=output_pdf, gui=gui, figs=figs ) out_res_col = out_file_h5.create_carray(out_file_h5.root, name='ResidualsCol_DUT%d' % (actual_dut), title='Residual distribution in column direction for %s' % (dut_name), atom=tb.Atom.from_dtype(hist_residual_col_hist.dtype), shape=hist_residual_col_hist.shape, filters=tb.Filters(complib='blosc', complevel=5, fletcher32=False)) out_res_col.attrs.xedges = hist_residual_col_xedges out_res_col.attrs.fit_coeff = fit_residual_col out_res_col.attrs.fit_cov = cov_residual_col out_res_col[:] = hist_residual_col_hist fit_residual_row, cov_residual_row = analysis_utils.fit_residuals( hist=hist_residual_row_hist, edges=hist_residual_row_yedges, label='Row residual [um]', title='Residuals for %s' % (dut_name,), output_pdf=output_pdf, gui=gui, figs=figs ) out_res_row = out_file_h5.create_carray(out_file_h5.root, name='ResidualsRow_DUT%d' % (actual_dut), title='Residual distribution in row direction for %s' % (dut_name), atom=tb.Atom.from_dtype(hist_residual_row_hist.dtype), shape=hist_residual_row_hist.shape, filters=tb.Filters(complib='blosc', complevel=5, fletcher32=False)) out_res_row.attrs.yedges = hist_residual_row_yedges out_res_row.attrs.fit_coeff = fit_residual_row out_res_row.attrs.fit_cov = cov_residual_row out_res_row[:] = hist_residual_row_hist fit_col_residual_col, cov_col_residual_col = analysis_utils.fit_residuals_vs_position( hist=hist_col_residual_col_hist, xedges=hist_col_residual_col_xedges, yedges=hist_col_residual_col_yedges, xlabel='Column position [um]', ylabel='Column residual [um]', title='Residuals for %s' % (dut_name,), output_pdf=output_pdf, gui=gui, figs=figs ) out_col_res_col = out_file_h5.create_carray(out_file_h5.root, name='ColResidualsCol_DUT%d' % (actual_dut), title='Residual distribution in column direction as a function of the column position for %s' % (dut_name), atom=tb.Atom.from_dtype(hist_col_residual_col_hist.dtype), shape=hist_col_residual_col_hist.shape, filters=tb.Filters(complib='blosc', complevel=5, fletcher32=False)) out_col_res_col.attrs.xedges = hist_col_residual_col_xedges out_col_res_col.attrs.yedges = hist_col_residual_col_yedges out_col_res_col.attrs.fit_coeff = fit_col_residual_col out_col_res_col.attrs.fit_cov = cov_col_residual_col out_col_res_col[:] = hist_col_residual_col_hist fit_row_residual_row, cov_row_residual_row = analysis_utils.fit_residuals_vs_position( hist=hist_row_residual_row_hist, xedges=hist_row_residual_row_xedges, yedges=hist_row_residual_row_yedges, xlabel='Row position [um]', ylabel='Row residual [um]', title='Residuals for %s' % (dut_name,), output_pdf=output_pdf, gui=gui, figs=figs ) out_row_res_row = out_file_h5.create_carray(out_file_h5.root, name='RowResidualsRow_DUT%d' % (actual_dut), title='Residual distribution in row direction as a function of the row position for %s' % (dut_name), atom=tb.Atom.from_dtype(hist_row_residual_row_hist.dtype), shape=hist_row_residual_row_hist.shape, filters=tb.Filters(complib='blosc', complevel=5, fletcher32=False)) out_row_res_row.attrs.xedges = hist_row_residual_row_xedges out_row_res_row.attrs.yedges = hist_row_residual_row_yedges out_row_res_row.attrs.fit_coeff = fit_row_residual_row out_row_res_row.attrs.fit_cov = cov_row_residual_row out_row_res_row[:] = hist_row_residual_row_hist fit_col_residual_row, cov_col_residual_row = analysis_utils.fit_residuals_vs_position( hist=hist_col_residual_row_hist, xedges=hist_col_residual_row_xedges, yedges=hist_col_residual_row_yedges, xlabel='Column position [um]', ylabel='Row residual [um]', title='Residuals for %s' % (dut_name,), output_pdf=output_pdf, gui=gui, figs=figs ) out_col_res_row = out_file_h5.create_carray(out_file_h5.root, name='ColResidualsRow_DUT%d' % (actual_dut), title='Residual distribution in row direction as a function of the column position for %s' % (dut_name), atom=tb.Atom.from_dtype(hist_col_residual_row_hist.dtype), shape=hist_col_residual_row_hist.shape, filters=tb.Filters(complib='blosc', complevel=5, fletcher32=False)) out_col_res_row.attrs.xedges = hist_col_residual_row_xedges out_col_res_row.attrs.yedges = hist_col_residual_row_yedges out_col_res_row.attrs.fit_coeff = fit_col_residual_row out_col_res_row.attrs.fit_cov = cov_col_residual_row out_col_res_row[:] = hist_col_residual_row_hist fit_row_residual_col, cov_row_residual_col = analysis_utils.fit_residuals_vs_position( hist=hist_row_residual_col_hist, xedges=hist_row_residual_col_xedges, yedges=hist_row_residual_col_yedges, xlabel='Row position [um]', ylabel='Column residual [um]', title='Residuals for %s' % (dut_name,), output_pdf=output_pdf, gui=gui, figs=figs ) out_row_res_col = out_file_h5.create_carray(out_file_h5.root, name='RowResidualsCol_DUT%d' % (actual_dut), title='Residual distribution in column direction as a function of the row position for %s' % (dut_name), atom=tb.Atom.from_dtype(hist_row_residual_col_hist.dtype), shape=hist_row_residual_col_hist.shape, filters=tb.Filters(complib='blosc', complevel=5, fletcher32=False)) out_row_res_col.attrs.xedges = hist_row_residual_col_xedges out_row_res_col.attrs.yedges = hist_row_residual_col_yedges out_row_res_col.attrs.fit_coeff = fit_row_residual_col out_row_res_col.attrs.fit_cov = cov_row_residual_col out_row_res_col[:] = hist_row_residual_col_hist if output_pdf is not None: output_pdf.close() if gui: return figs def calculate_efficiency(input_tracks_file, input_alignment_file, bin_size, sensor_size, output_efficiency_file=None, pixel_size=None, n_pixels=None, minimum_track_density=1, max_distance=500, use_duts=None, max_chi2=None, force_prealignment=False, cut_distance=None, col_range=None, row_range=None, show_inefficient_events=False, plot=True, gui=False, chunk_size=1000000): '''Takes the tracks and calculates the hit efficiency and hit/track hit distance for selected DUTs. Parameters ---------- input_tracks_file : string Filename of the input tracks file. input_alignment_file : string Filename of the input alignment file. bin_size : iterable Sizes of bins (i.e. (virtual) pixel size). Give one tuple (x, y) for every plane or list of tuples for different planes. sensor_size : Tuple or list of tuples Describes the sensor size for each DUT. If one tuple is given it is (size x, size y) If several tuples are given it is [(DUT0 size x, DUT0 size y), (DUT1 size x, DUT1 size y), ...] output_efficiency_file : string Filename of the output efficiency file. If None, the filename will be derived from the input hits file. minimum_track_density : int Minimum track density required to consider bin for efficiency calculation. use_duts : iterable Calculate the efficiency for selected DUTs. If None, all duts are selected. max_chi2 : uint Only use tracks with a chi2 <= max_chi2. force_prealignment : bool Take the prealignment, although if a coarse alignment is availale. cut_distance : int Use only distances (between DUT hit and track hit) smaller than cut_distance. max_distance : int Defines binnig of distance values. col_range : iterable Column value to calculate efficiency for (to neglect noisy edge pixels for efficiency calculation). row_range : iterable Row value to calculate efficiency for (to neglect noisy edge pixels for efficiency calculation). plot : bool If True, create additional output plots. chunk_size : int Chunk size of the data when reading from file. pixel_size : iterable tuple or list of col/row pixel dimension n_pixels : iterable tuple or list of amount of pixel in col/row dimension show_inefficient_events : bool Whether to log inefficient events gui : bool If True, use GUI for plotting. ''' logging.info('=== Calculating efficiency ===') if output_efficiency_file is None: output_efficiency_file = os.path.splitext(input_tracks_file)[0] + '_efficiency.h5' if plot is True and not gui: output_pdf = PdfPages(os.path.splitext(output_efficiency_file)[0] + '.pdf', keep_empty=False) else: output_pdf = None use_prealignment = True if force_prealignment else False with tb.open_file(input_alignment_file, mode="r") as in_file_h5: # Open file with alignment data if use_prealignment: logging.info('Use pre-alignment data') prealignment = in_file_h5.root.PreAlignment[:] n_duts = prealignment.shape[0] else: logging.info('Use alignment data') alignment = in_file_h5.root.Alignment[:] n_duts = alignment.shape[0] use_duts = use_duts if use_duts is not None else range(n_duts) # standard setting: fit tracks for all DUTs if not isinstance(max_chi2, Iterable): max_chi2 = [max_chi2] * len(use_duts) efficiencies = [] pass_tracks = [] total_tracks = [] figs = [] if gui else None with tb.open_file(input_tracks_file, mode='r') as in_file_h5: with tb.open_file(output_efficiency_file, 'w') as out_file_h5: for index, node in enumerate(in_file_h5.root): actual_dut = int(re.findall(r'\d+', node.name)[-1]) if actual_dut not in use_duts: continue dut_index = np.where(np.array(use_duts) == actual_dut)[0][0] logging.info('Calculate efficiency for DUT%d', actual_dut) # Calculate histogram properties (bins size and number of bins) bin_size = [bin_size, ] if not isinstance(bin_size, Iterable) else bin_size if len(bin_size) == 1: actual_bin_size_x = bin_size[0][0] actual_bin_size_y = bin_size[0][1] else: actual_bin_size_x = bin_size[dut_index][0] actual_bin_size_y = bin_size[dut_index][1] dimensions = [sensor_size, ] if not isinstance(sensor_size, Iterable) else sensor_size # Sensor dimensions for each DUT if len(dimensions) == 1: dimensions = dimensions[0] else: dimensions = dimensions[dut_index] n_bin_x = int(dimensions[0] / actual_bin_size_x) n_bin_y = int(dimensions[1] / actual_bin_size_y) # Define result histograms, these are filled for each hit chunk # total_distance_array = np.zeros(shape=(n_bin_x, n_bin_y, max_distance)) total_hit_hist = np.zeros(shape=(n_bin_x, n_bin_y), dtype=np.uint32) total_track_density = np.zeros(shape=(n_bin_x, n_bin_y)) total_track_density_with_DUT_hit = np.zeros(shape=(n_bin_x, n_bin_y)) actual_max_chi2 = max_chi2[dut_index] for tracks_chunk, _ in analysis_utils.data_aligned_at_events(node, chunk_size=chunk_size): # Cut in Chi 2 of the track fit if actual_max_chi2: tracks_chunk = tracks_chunk[tracks_chunk['track_chi2'] <= max_chi2] # Transform the hits and track intersections into the local coordinate system # Coordinates in global coordinate system (x, y, z) hit_x, hit_y, hit_z = tracks_chunk['x_dut_%d' % actual_dut], tracks_chunk['y_dut_%d' % actual_dut], tracks_chunk['z_dut_%d' % actual_dut] intersection_x, intersection_y, intersection_z = tracks_chunk['offset_0'], tracks_chunk['offset_1'], tracks_chunk['offset_2'] # Transform to local coordinate system if use_prealignment: hit_x_local, hit_y_local, hit_z_local = geometry_utils.apply_alignment(hit_x, hit_y, hit_z, dut_index=actual_dut, prealignment=prealignment, inverse=True) intersection_x_local, intersection_y_local, intersection_z_local = geometry_utils.apply_alignment(intersection_x, intersection_y, intersection_z, dut_index=actual_dut, prealignment=prealignment, inverse=True) else: # Apply transformation from alignment information hit_x_local, hit_y_local, hit_z_local = geometry_utils.apply_alignment(hit_x, hit_y, hit_z, dut_index=actual_dut, alignment=alignment, inverse=True) intersection_x_local, intersection_y_local, intersection_z_local = geometry_utils.apply_alignment(intersection_x, intersection_y, intersection_z, dut_index=actual_dut, alignment=alignment, inverse=True) # Quickfix that center of sensor is local system is in the center and not at the edge hit_x_local, hit_y_local = hit_x_local + pixel_size[actual_dut][0] / 2. * n_pixels[actual_dut][0], hit_y_local + pixel_size[actual_dut][1] / 2. * n_pixels[actual_dut][1] intersection_x_local, intersection_y_local = intersection_x_local + pixel_size[actual_dut][0] / 2. * n_pixels[actual_dut][0], intersection_y_local + pixel_size[actual_dut][1] / 2. * n_pixels[actual_dut][1] intersections_local = np.column_stack((intersection_x_local, intersection_y_local, intersection_z_local)) hits_local = np.column_stack((hit_x_local, hit_y_local, hit_z_local)) if not np.allclose(hits_local[np.isfinite(hits_local[:, 2]), 2], 0.0) or not np.allclose(intersection_z_local, 0.0): raise RuntimeError('The transformation to the local coordinate system did not give all z = 0. Wrong alignment used?') # Usefull for debugging, print some inefficient events that can be cross checked # Select virtual hits sel_virtual = np.isnan(tracks_chunk['x_dut_%d' % actual_dut]) if show_inefficient_events: logging.info('These events are inefficient: %s', str(tracks_chunk['event_number'][sel_virtual])) # Select hits from column, row range (e.g. to supress edge pixels) col_range = [col_range, ] if not isinstance(col_range, Iterable) else col_range if len(col_range) == 1: curr_col_range = col_range[0] else: curr_col_range = col_range[dut_index] if curr_col_range is not None: selection = np.logical_and(intersections_local[:, 0] >= curr_col_range[0], intersections_local[:, 0] <= curr_col_range[1]) # Select real hits hits_local, intersections_local = hits_local[selection], intersections_local[selection] row_range = [row_range, ] if not isinstance(row_range, Iterable) else row_range if len(row_range) == 1: curr_row_range = row_range[0] else: curr_row_range = row_range[dut_index] if curr_row_range is not None: selection = np.logical_and(intersections_local[:, 1] >= curr_row_range[0], intersections_local[:, 1] <= curr_row_range[1]) # Select real hits hits_local, intersections_local = hits_local[selection], intersections_local[selection] # Calculate distance between track hit and DUT hit scale = np.square(np.array((1, 1, 0))) # Regard pixel size for calculating distances distance = np.sqrt(np.dot(np.square(intersections_local - hits_local), scale)) # Array with distances between DUT hit and track hit for each event. Values in um col_row_distance = np.column_stack((hits_local[:, 0], hits_local[:, 1], distance)) # total_distance_array += np.histogramdd(col_row_distance, bins=(n_bin_x, n_bin_y, max_distance), range=[[0, dimensions[0]], [0, dimensions[1]], [0, max_distance]])[0] total_hit_hist += (np.histogram2d(hits_local[:, 0], hits_local[:, 1], bins=(n_bin_x, n_bin_y), range=[[0, dimensions[0]], [0, dimensions[1]]])[0]).astype(np.uint32) # total_hit_hist += (np.histogram2d(hits_local[:, 0], hits_local[:, 1], bins=(n_bin_x, n_bin_y), range=[[-dimensions[0] / 2., dimensions[0] / 2.], [-dimensions[1] / 2., dimensions[1] / 2.]])[0]).astype(np.uint32) # Calculate efficiency selection = ~np.isnan(hits_local[:, 0]) if cut_distance: # Select intersections where hit is in given distance around track intersection intersection_valid_hit = intersections_local[np.logical_and(selection, distance < cut_distance)] else: intersection_valid_hit = intersections_local[selection] total_track_density += np.histogram2d(intersections_local[:, 0], intersections_local[:, 1], bins=(n_bin_x, n_bin_y), range=[[0, dimensions[0]], [0, dimensions[1]]])[0] total_track_density_with_DUT_hit += np.histogram2d(intersection_valid_hit[:, 0], intersection_valid_hit[:, 1], bins=(n_bin_x, n_bin_y), range=[[0, dimensions[0]], [0, dimensions[1]]])[0] if np.all(total_track_density == 0): logging.warning('No tracks on DUT%d, cannot calculate efficiency', actual_dut) continue efficiency = np.zeros_like(total_track_density_with_DUT_hit) efficiency[total_track_density != 0] = total_track_density_with_DUT_hit[total_track_density != 0].astype(np.float) / total_track_density[total_track_density != 0].astype(np.float) * 100. efficiency = np.ma.array(efficiency, mask=total_track_density < minimum_track_density) if not np.any(efficiency): raise RuntimeError('All efficiencies for DUT%d are zero, consider changing cut values!', actual_dut) # Calculate distances between hit and intersection # distance_mean_array = np.average(total_distance_array, axis=2, weights=range(0, max_distance)) * sum(range(0, max_distance)) / total_hit_hist.astype(np.float) # distance_mean_array = np.ma.masked_invalid(distance_mean_array) # distance_max_array = np.amax(total_distance_array, axis=2) * sum(range(0, max_distance)) / total_hit_hist.astype(np.float) # distance_min_array = np.amin(total_distance_array, axis=2) * sum(range(0, max_distance)) / total_hit_hist.astype(np.float) # distance_max_array = np.ma.masked_invalid(distance_max_array) # distance_min_array = np.ma.masked_invalid(distance_min_array) # plot_utils.plot_track_distances(distance_min_array, distance_max_array, distance_mean_array) plot_utils.efficiency_plots(total_hit_hist, total_track_density, total_track_density_with_DUT_hit, efficiency, actual_dut, minimum_track_density, plot_range=dimensions, cut_distance=cut_distance, output_pdf=output_pdf, gui=gui, figs=figs) # Calculate mean efficiency without any binning eff, eff_err_min, eff_err_pl = analysis_utils.get_mean_efficiency(array_pass=total_track_density_with_DUT_hit, array_total=total_track_density) logging.info('Efficiency = %1.4f - %1.4f + %1.4f', eff, eff_err_min, eff_err_pl) efficiencies.append(np.ma.mean(efficiency)) dut_group = out_file_h5.create_group(out_file_h5.root, 'DUT_%d' % actual_dut) out_efficiency = out_file_h5.create_carray(dut_group, name='Efficiency', title='Efficiency map of DUT%d' % actual_dut, atom=tb.Atom.from_dtype(efficiency.dtype), shape=efficiency.T.shape, filters=tb.Filters(complib='blosc', complevel=5, fletcher32=False)) out_efficiency_mask = out_file_h5.create_carray(dut_group, name='Efficiency_mask', title='Masked pixel map of DUT%d' % actual_dut, atom=tb.Atom.from_dtype(efficiency.mask.dtype), shape=efficiency.mask.T.shape, filters=tb.Filters(complib='blosc', complevel=5, fletcher32=False)) # For correct statistical error calculation the number of detected tracks over total tracks is needed out_pass = out_file_h5.create_carray(dut_group, name='Passing_tracks', title='Passing events of DUT%d' % actual_dut, atom=tb.Atom.from_dtype(total_track_density_with_DUT_hit.dtype), shape=total_track_density_with_DUT_hit.T.shape, filters=tb.Filters(complib='blosc', complevel=5, fletcher32=False)) out_total = out_file_h5.create_carray(dut_group, name='Total_tracks', title='Total events of DUT%d' % actual_dut, atom=tb.Atom.from_dtype(total_track_density.dtype), shape=total_track_density.T.shape, filters=tb.Filters(complib='blosc', complevel=5, fletcher32=False)) pass_tracks.append(total_track_density_with_DUT_hit.sum()) total_tracks.append(total_track_density.sum()) logging.info('Passing / total tracks: %d / %d', total_track_density_with_DUT_hit.sum(), total_track_density.sum()) # Store parameters used for efficiency calculation out_efficiency.attrs.bin_size = bin_size out_efficiency.attrs.minimum_track_density = minimum_track_density out_efficiency.attrs.sensor_size = sensor_size out_efficiency.attrs.use_duts = use_duts out_efficiency.attrs.max_chi2 = max_chi2 out_efficiency.attrs.cut_distance = cut_distance out_efficiency.attrs.max_distance = max_distance out_efficiency.attrs.col_range = col_range out_efficiency.attrs.row_range = row_range out_efficiency[:] = efficiency.T out_efficiency_mask[:] = efficiency.mask.T out_pass[:] = total_track_density_with_DUT_hit.T out_total[:] = total_track_density.T if output_pdf is not None: output_pdf.close() if gui: return figs return efficiencies, pass_tracks, total_tracks def calculate_purity(input_tracks_file, input_alignment_file, bin_size, sensor_size, output_purity_file=None, pixel_size=None, n_pixels=None, minimum_hit_density=10, max_distance=500, use_duts=None, max_chi2=None, force_prealignment=False, cut_distance=None, col_range=None, row_range=None, show_inefficient_events=False, output_file=None, plot=True, chunk_size=1000000): '''Takes the tracks and calculates the hit purity and hit/track hit distance for selected DUTs. Parameters ---------- input_tracks_file : string Filename with the tracks table. input_alignment_file : pytables file Filename of the input aligment data. bin_size : iterable Bins sizes (i.e. (virtual) pixel size). Give one tuple (x, y) for every plane or list of tuples for different planes. sensor_size : Tuple or list of tuples Describes the sensor size for each DUT. If one tuple is given it is (size x, size y). If several tuples are given it is [(DUT0 size x, DUT0 size y), (DUT1 size x, DUT1 size y), ...]. output_purity_file : string Filename of the output purity file. If None, the filename will be derived from the input hits file. minimum_hit_density : int Minimum hit density required to consider bin for purity calculation. use_duts : iterable The DUTs to calculate purity for. If None all duts are used. max_chi2 : int Only use track with a chi2 <= max_chi2. force_prealignment : bool Take the prealignment, although if a coarse alignment is availale. cut_distance : int Hit - track intersection <= cut_distance = pure hit (hit assigned to track). Hit - track intersection > cut_distance = inpure hit (hit without a track). max_distance : int Defines binnig of distance values. col_range, row_range : iterable Column / row value to calculate purity for (to neglect noisy edge pixels for purity calculation). plot : bool If True, create additional output plots. chunk_size : int Chunk size of the data when reading from file. ''' logging.info('=== Calculate purity ===') if output_purity_file is None: output_purity_file = os.path.splitext(input_tracks_file)[0] + '_purity.h5' if plot is True: output_pdf = PdfPages(os.path.splitext(output_purity_file)[0] + '.pdf', keep_empty=False) else: output_pdf = None use_prealignment = True if force_prealignment else False with tb.open_file(input_alignment_file, mode="r") as in_file_h5: # Open file with alignment data prealignment = in_file_h5.root.PreAlignment[:] n_duts = prealignment.shape[0] if not use_prealignment: try: alignment = in_file_h5.root.Alignment[:] logging.info('Use alignment data') except tb.exceptions.NodeError: use_prealignment = True logging.info('Use prealignment data') if not isinstance(max_chi2, Iterable): max_chi2 = [max_chi2] * n_duts purities = [] pure_hits = [] total_hits = [] with tb.open_file(input_tracks_file, mode='r') as in_file_h5: with tb.open_file(output_purity_file, 'w') as out_file_h5: for index, node in enumerate(in_file_h5.root): actual_dut = int(re.findall(r'\d+', node.name)[-1]) if use_duts and actual_dut not in use_duts: continue logging.info('Calculate purity for DUT %d', actual_dut) # Calculate histogram properties (bins size and number of bins) bin_size = [bin_size, ] if not isinstance(bin_size, Iterable) else bin_size if len(bin_size) != 1: actual_bin_size_x = bin_size[index][0] actual_bin_size_y = bin_size[index][1] else: actual_bin_size_x = bin_size[0][0] actual_bin_size_y = bin_size[0][1] dimensions = [sensor_size, ] if not isinstance(sensor_size, Iterable) else sensor_size # Sensor dimensions for each DUT if len(dimensions) == 1: dimensions = dimensions[0] else: dimensions = dimensions[index] n_bin_x = int(dimensions[0] / actual_bin_size_x) n_bin_y = int(dimensions[1] / actual_bin_size_y) # Define result histograms, these are filled for each hit chunk total_hit_hist = np.zeros(shape=(n_bin_x, n_bin_y), dtype=np.uint32) total_pure_hit_hist = np.zeros(shape=(n_bin_x, n_bin_y), dtype=np.uint32) actual_max_chi2 = max_chi2[index] for tracks_chunk, _ in analysis_utils.data_aligned_at_events(node, chunk_size=chunk_size): # Take only tracks where actual dut has a hit, otherwise residual wrong selection = np.logical_and(~np.isnan(tracks_chunk['x_dut_%d' % actual_dut]), ~np.isnan(tracks_chunk['track_chi2'])) selection_hit = ~np.isnan(tracks_chunk['x_dut_%d' % actual_dut]) # Cut in Chi 2 of the track fit if actual_max_chi2: tracks_chunk = tracks_chunk[tracks_chunk['track_chi2'] <= max_chi2] # Transform the hits and track intersections into the local coordinate system # Coordinates in global coordinate system (x, y, z) hit_x_dut, hit_y_dut, hit_z_dut = tracks_chunk['x_dut_%d' % actual_dut][selection_hit], tracks_chunk['y_dut_%d' % actual_dut][selection_hit], tracks_chunk['z_dut_%d' % actual_dut][selection_hit] hit_x, hit_y, hit_z = tracks_chunk['x_dut_%d' % actual_dut][selection], tracks_chunk['y_dut_%d' % actual_dut][selection], tracks_chunk['z_dut_%d' % actual_dut][selection] intersection_x, intersection_y, intersection_z = tracks_chunk['offset_0'][selection], tracks_chunk['offset_1'][selection], tracks_chunk['offset_2'][selection] # Transform to local coordinate system if use_prealignment: hit_x_local_dut, hit_y_local_dut, hit_z_local_dut = geometry_utils.apply_alignment(hit_x_dut, hit_y_dut, hit_z_dut, dut_index=actual_dut, prealignment=prealignment, inverse=True) hit_x_local, hit_y_local, hit_z_local = geometry_utils.apply_alignment(hit_x, hit_y, hit_z, dut_index=actual_dut, prealignment=prealignment, inverse=True) intersection_x_local, intersection_y_local, intersection_z_local = geometry_utils.apply_alignment(intersection_x, intersection_y, intersection_z, dut_index=actual_dut, prealignment=prealignment, inverse=True) else: # Apply transformation from alignment information hit_x_local_dut, hit_y_local_dut, hit_z_local_dut = geometry_utils.apply_alignment(hit_x_dut, hit_y_dut, hit_z_dut, dut_index=actual_dut, alignment=alignment, inverse=True) hit_x_local, hit_y_local, hit_z_local = geometry_utils.apply_alignment(hit_x, hit_y, hit_z, dut_index=actual_dut, alignment=alignment, inverse=True) intersection_x_local, intersection_y_local, intersection_z_local = geometry_utils.apply_alignment(intersection_x, intersection_y, intersection_z, dut_index=actual_dut, alignment=alignment, inverse=True) # Quickfix that center of sensor is local system is in the center and not at the edge hit_x_local_dut, hit_y_local_dut = hit_x_local_dut + pixel_size[actual_dut][0] / 2. * n_pixels[actual_dut][0], hit_y_local_dut + pixel_size[actual_dut][1] / 2. * n_pixels[actual_dut][1] hit_x_local, hit_y_local = hit_x_local + pixel_size[actual_dut][0] / 2. * n_pixels[actual_dut][0], hit_y_local + pixel_size[actual_dut][1] / 2. * n_pixels[actual_dut][1] intersection_x_local, intersection_y_local = intersection_x_local + pixel_size[actual_dut][0] / 2. * n_pixels[actual_dut][0], intersection_y_local + pixel_size[actual_dut][1] / 2. * n_pixels[actual_dut][1] intersections_local = np.column_stack((intersection_x_local, intersection_y_local, intersection_z_local)) hits_local = np.column_stack((hit_x_local, hit_y_local, hit_z_local)) hits_local_dut = np.column_stack((hit_x_local_dut, hit_y_local_dut, hit_z_local_dut)) if not np.allclose(hits_local[np.isfinite(hits_local[:, 2]), 2], 0.0) or not np.allclose(intersection_z_local, 0.0): raise RuntimeError('The transformation to the local coordinate system did not give all z = 0. Wrong alignment used?') # Usefull for debugging, print some inpure events that can be cross checked # Select virtual hits sel_virtual = np.isnan(tracks_chunk['x_dut_%d' % actual_dut]) if show_inefficient_events: logging.info('These events are unpure: %s', str(tracks_chunk['event_number'][sel_virtual])) # Select hits from column, row range (e.g. to supress edge pixels) col_range = [col_range, ] if not isinstance(col_range, Iterable) else col_range row_range = [row_range, ] if not isinstance(row_range, Iterable) else row_range if len(col_range) == 1: index = 0 if len(row_range) == 1: index = 0 if col_range[index] is not None: selection = np.logical_and(intersections_local[:, 0] >= col_range[index][0], intersections_local[:, 0] <= col_range[index][1]) # Select real hits hits_local, intersections_local = hits_local[selection], intersections_local[selection] if row_range[index] is not None: selection = np.logical_and(intersections_local[:, 1] >= row_range[index][0], intersections_local[:, 1] <= row_range[index][1]) # Select real hits hits_local, intersections_local = hits_local[selection], intersections_local[selection] # Calculate distance between track hit and DUT hit scale = np.square(np.array((1, 1, 0))) # Regard pixel size for calculating distances distance = np.sqrt(np.dot(np.square(intersections_local - hits_local), scale)) # Array with distances between DUT hit and track hit for each event. Values in um total_hit_hist += (np.histogram2d(hits_local_dut[:, 0], hits_local_dut[:, 1], bins=(n_bin_x, n_bin_y), range=[[0, dimensions[0]], [0, dimensions[1]]])[0]).astype(np.uint32) # Calculate purity pure_hits_local = hits_local[distance < cut_distance] if not np.any(pure_hits_local): logging.warning('No pure hits in DUT %d, cannot calculate purity', actual_dut) continue total_pure_hit_hist += (np.histogram2d(pure_hits_local[:, 0], pure_hits_local[:, 1], bins=(n_bin_x, n_bin_y), range=[[0, dimensions[0]], [0, dimensions[1]]])[0]).astype(np.uint32) purity = np.zeros_like(total_hit_hist) purity[total_hit_hist != 0] = total_pure_hit_hist[total_hit_hist != 0].astype(np.float) / total_hit_hist[total_hit_hist != 0].astype(np.float) * 100. purity = np.ma.array(purity, mask=total_hit_hist < minimum_hit_density) if not np.any(purity): raise RuntimeError('No pure hit for DUT%d, consider changing cut values or check track building!', actual_dut) # Calculate distances between hit and intersection # distance_mean_array = np.average(total_distance_array, axis=2, weights=range(0, max_distance)) * sum(range(0, max_distance)) / total_hit_hist.astype(np.float) # distance_mean_array = np.ma.masked_invalid(distance_mean_array) # distance_max_array = np.amax(total_distance_array, axis=2) * sum(range(0, max_distance)) / total_hit_hist.astype(np.float) # distance_min_array = np.amin(total_distance_array, axis=2) * sum(range(0, max_distance)) / total_hit_hist.astype(np.float) # distance_max_array = np.ma.masked_invalid(distance_max_array) # distance_min_array = np.ma.masked_invalid(distance_min_array) # plot_utils.plot_track_distances(distance_min_array, distance_max_array, distance_mean_array) plot_utils.purity_plots(total_pure_hit_hist, total_hit_hist, purity, actual_dut, minimum_hit_density, plot_range=dimensions, cut_distance=cut_distance, output_pdf=output_pdf) logging.info('Purity = %1.4f +- %1.4f', np.ma.mean(purity), np.ma.std(purity)) purities.append(np.ma.mean(purity)) dut_group = out_file_h5.create_group(out_file_h5.root, 'DUT_%d' % actual_dut) out_purity = out_file_h5.create_carray(dut_group, name='Purity', title='Purity map of DUT%d' % actual_dut, atom=tb.Atom.from_dtype(purity.dtype), shape=purity.T.shape, filters=tb.Filters(complib='blosc', complevel=5, fletcher32=False)) out_purity_mask = out_file_h5.create_carray(dut_group, name='Purity_mask', title='Masked pixel map of DUT%d' % actual_dut, atom=tb.Atom.from_dtype(purity.mask.dtype), shape=purity.mask.T.shape, filters=tb.Filters(complib='blosc', complevel=5, fletcher32=False)) # For correct statistical error calculation the number of pure hits over total hits is needed out_pure_hits = out_file_h5.create_carray(dut_group, name='Pure_hits', title='Passing events of DUT%d' % actual_dut, atom=tb.Atom.from_dtype(total_pure_hit_hist.dtype), shape=total_pure_hit_hist.T.shape, filters=tb.Filters(complib='blosc', complevel=5, fletcher32=False)) out_total_total = out_file_h5.create_carray(dut_group, name='Total_hits', title='Total events of DUT%d' % actual_dut, atom=tb.Atom.from_dtype(total_hit_hist.dtype), shape=total_hit_hist.T.shape, filters=tb.Filters(complib='blosc', complevel=5, fletcher32=False)) pure_hits.append(total_pure_hit_hist.sum()) total_hits.append(total_hit_hist.sum()) logging.info('Pure hits / total hits: %d / %d, Purity = %.2f', total_pure_hit_hist.sum(), total_hit_hist.sum(), total_pure_hit_hist.sum() / total_hit_hist.sum() * 100) # Store parameters used for purity calculation out_purity.attrs.bin_size = bin_size out_purity.attrs.minimum_hit_density = minimum_hit_density out_purity.attrs.sensor_size = sensor_size out_purity.attrs.use_duts = use_duts out_purity.attrs.max_chi2 = max_chi2 out_purity.attrs.cut_distance = cut_distance out_purity.attrs.max_distance = max_distance out_purity.attrs.col_range = col_range out_purity.attrs.row_range = row_range out_purity[:] = purity.T out_purity_mask[:] = purity.mask.T out_pure_hits[:] = total_pure_hit_hist.T out_total_total[:] = total_hit_hist.T if output_pdf is not None: output_pdf.close() return purities, pure_hits, total_hits def histogram_track_angle(input_tracks_file, input_alignment_file=None, output_track_angle_file=None, n_bins="auto", plot_range=(None, None), use_duts=None, dut_names=None, plot=True, chunk_size=499999): '''Calculates and histograms the track angle of the fitted tracks for selected DUTs. Parameters ---------- input_tracks_file : string Filename of the input tracks file. input_alignment_file : string Filename of the input alignment file. If None, the DUT planes are assumed to be perpendicular to the z axis. output_track_angle_file: string Filename of the output track angle file with track angle histogram and fitted means and sigmas of track angles for selected DUTs. If None, deduce filename from input tracks file. n_bins : uint Number of bins for the histogram. If "auto", automatic binning is used. plot_range : iterable of tuples Tuple of the plot range in rad for alpha and beta angular distribution, e.g. ((-0.01, +0.01), -0.01, +0.01)). If (None, None), plotting from minimum to maximum. use_duts : iterable Calculate the track angle for given DUTs. If None, all duts are used. dut_names : iterable Name of the DUTs. If None, DUT numbers will be used. plot : bool If True, create additional output plots. chunk_size : uint Chunk size of the data when reading from file. ''' logging.info('=== Calculating track angles ===') if input_alignment_file: with tb.open_file(input_alignment_file, mode="r") as in_file_h5: # Open file with alignment data logging.info('Use alignment data') alignment = in_file_h5.root.Alignment[:] else: alignment = None if output_track_angle_file is None: output_track_angle_file = os.path.splitext(input_tracks_file)[0] + '_track_angles.h5' with tb.open_file(input_tracks_file, 'r') as in_file_h5: with tb.open_file(output_track_angle_file, mode="w") as out_file_h5: nodes = in_file_h5.list_nodes("/") if not nodes: return extended_nodes = nodes[:1] extended_nodes.extend(nodes) for index, node in enumerate(extended_nodes): # loop through all DUTs in track table initialize = True actual_dut = int(re.findall(r'\d+', node.name)[-1]) if index == 0: dut_name = None else: dut_name = "DUT%d" % actual_dut if use_duts is not None and actual_dut not in use_duts: continue if alignment is not None and index != 0: rotation_matrix = geometry_utils.rotation_matrix(alpha=alignment[actual_dut]['alpha'], beta=alignment[actual_dut]['beta'], gamma=alignment[actual_dut]['gamma']) basis_global = rotation_matrix.T.dot(np.eye(3)) dut_plane_normal = basis_global[2] if dut_plane_normal[2] < 0: dut_plane_normal = -dut_plane_normal else: dut_plane_normal = np.array([0.0, 0.0, 1.0]) for tracks_chunk, _ in analysis_utils.data_aligned_at_events(node, chunk_size=chunk_size): # only store track slopes of selected DUTs track_slopes = np.column_stack((tracks_chunk['slope_0'], tracks_chunk['slope_1'], tracks_chunk['slope_2'])) # TODO: alpha/beta wrt DUT col / row total_angles = np.arccos(np.inner(dut_plane_normal, track_slopes)) alpha_angles = 0.5 * np.pi - np.arccos(np.inner(track_slopes, np.cross(dut_plane_normal, np.array([1.0, 0.0, 0.0])))) beta_angles = 0.5 * np.pi - np.arccos(np.inner(track_slopes, np.cross(dut_plane_normal, np.array([0.0, 1.0, 0.0])))) if initialize: total_angle_hist, total_angle_hist_edges = np.histogram(total_angles, bins=n_bins, range=None) alpha_angle_hist, alpha_angle_hist_edges = np.histogram(alpha_angles, bins=n_bins, range=plot_range[1]) beta_angle_hist, beta_angle_hist_edges = np.histogram(beta_angles, bins=n_bins, range=plot_range[0]) initialize = False else: total_angle_hist += np.histogram(total_angles, bins=total_angle_hist_edges)[0] alpha_angle_hist += np.histogram(alpha_angles, bins=alpha_angle_hist_edges)[0] beta_angle_hist += np.histogram(beta_angles, bins=beta_angle_hist_edges)[0] # write results track_angle_total = out_file_h5.create_carray(where=out_file_h5.root, name='Total_Track_Angle_Hist%s' % (("_%s" % dut_name) if dut_name else ""), title='Total track angle distribution%s' % (("_for_%s" % dut_name) if dut_name else ""), atom=tb.Atom.from_dtype(total_angle_hist.dtype), shape=total_angle_hist.shape, filters=tb.Filters(complib='blosc', complevel=5, fletcher32=False)) track_angle_beta = out_file_h5.create_carray(where=out_file_h5.root, name='Beta_Track_Angle_Hist%s' % (("_%s" % dut_name) if dut_name else ""), title='Beta track angle distribution%s' % (("_for_%s" % dut_name) if dut_name else ""), atom=tb.Atom.from_dtype(beta_angle_hist.dtype), shape=beta_angle_hist.shape, filters=tb.Filters(complib='blosc', complevel=5, fletcher32=False)) track_angle_alpha = out_file_h5.create_carray(where=out_file_h5.root, name='Alpha_Track_Angle_Hist%s' % (("_%s" % dut_name) if dut_name else ""), title='Alpha track angle distribution%s' % (("_for_%s" % dut_name) if dut_name else ""), atom=tb.Atom.from_dtype(alpha_angle_hist.dtype), shape=alpha_angle_hist.shape, filters=tb.Filters(complib='blosc', complevel=5, fletcher32=False)) # fit histograms for x and y direction bin_center = (total_angle_hist_edges[1:] + total_angle_hist_edges[:-1]) / 2.0 mean = analysis_utils.get_mean_from_histogram(total_angle_hist, bin_center) rms = analysis_utils.get_rms_from_histogram(total_angle_hist, bin_center) fit_total, cov = curve_fit(analysis_utils.gauss, bin_center, total_angle_hist, p0=[np.amax(total_angle_hist), mean, rms]) bin_center = (beta_angle_hist_edges[1:] + beta_angle_hist_edges[:-1]) / 2.0 mean = analysis_utils.get_mean_from_histogram(beta_angle_hist, bin_center) rms = analysis_utils.get_rms_from_histogram(beta_angle_hist, bin_center) fit_beta, cov = curve_fit(analysis_utils.gauss, bin_center, beta_angle_hist, p0=[np.amax(beta_angle_hist), mean, rms]) bin_center = (alpha_angle_hist_edges[1:] + alpha_angle_hist_edges[:-1]) / 2.0 mean = analysis_utils.get_mean_from_histogram(alpha_angle_hist, bin_center) rms = analysis_utils.get_rms_from_histogram(alpha_angle_hist, bin_center) fit_alpha, cov = curve_fit(analysis_utils.gauss, bin_center, alpha_angle_hist, p0=[np.amax(alpha_angle_hist), mean, rms]) # total track_angle_total.attrs.edges = total_angle_hist_edges track_angle_total.attrs.edges = total_angle_hist_edges track_angle_total.attrs.amp = fit_total[0] track_angle_total.attrs.mean = fit_total[1] track_angle_total.attrs.sigma = fit_total[2] track_angle_total[:] = total_angle_hist # x track_angle_beta.attrs.edges = beta_angle_hist_edges track_angle_beta.attrs.amp = fit_beta[0] track_angle_beta.attrs.mean = fit_beta[1] track_angle_beta.attrs.sigma = fit_beta[2] track_angle_beta[:] = beta_angle_hist # y track_angle_alpha.attrs.edges = alpha_angle_hist_edges track_angle_alpha.attrs.amp = fit_alpha[0] track_angle_alpha.attrs.mean = fit_alpha[1] track_angle_alpha.attrs.sigma = fit_alpha[2] track_angle_alpha[:] = alpha_angle_hist if plot: plot_utils.plot_track_angle(input_track_angle_file=output_track_angle_file, output_pdf_file=None, dut_names=dut_names)
mit
xubenben/data-science-from-scratch
jun_code/KNN.py
1
4531
import plot_state_borders as plot_graph import matplotlib.pyplot as plt from collections import Counter def majority_vote(labels): votes = Counter(labels) winner,count = votes.most_common(1)[0] num = len([c for c in votes.values() if c == count]) if num ==1: return winner else: return majority_vote(labels[:-1]) def distance(v1,v2): return sum([(v1_i-v2_i)**2 for v1_i,v2_i in zip(v1,v2)]) def knn_classify(k,labled_points,new_point): by_distance = sorted(labled_points,key=lambda (point,_): distance(point,new_point)) k_n_labels = [label for _,label in by_distance[:k]] return majority_vote(k_n_labels) if __name__ == "__main__": cities=[(-86.75,33.5666666666667,'Python'),(-88.25,30.6833333333333,'Python'),(-112.016666666667,33.4333333333333,'Java'),(-110.933333333333,32.1166666666667,'Java'),(-92.2333333333333,34.7333333333333,'R'),(-121.95,37.7,'R'),(-118.15,33.8166666666667,'Python'),(-118.233333333333,34.05,'Java'),(-122.316666666667,37.8166666666667,'R'),(-117.6,34.05,'Python'),(-116.533333333333,33.8166666666667,'Python'),(-121.5,38.5166666666667,'R'),(-117.166666666667,32.7333333333333,'R'),(-122.383333333333,37.6166666666667,'R'),(-121.933333333333,37.3666666666667,'R'),(-122.016666666667,36.9833333333333,'Python'),(-104.716666666667,38.8166666666667,'Python'),(-104.866666666667,39.75,'Python'),(-72.65,41.7333333333333,'R'),(-75.6,39.6666666666667,'Python'),(-77.0333333333333,38.85,'Python'),(-80.2666666666667,25.8,'Java'),(-81.3833333333333,28.55,'Java'),(-82.5333333333333,27.9666666666667,'Java'),(-84.4333333333333,33.65,'Python'),(-116.216666666667,43.5666666666667,'Python'),(-87.75,41.7833333333333,'Java'),(-86.2833333333333,39.7333333333333,'Java'),(-93.65,41.5333333333333,'Java'),(-97.4166666666667,37.65,'Java'),(-85.7333333333333,38.1833333333333,'Python'),(-90.25,29.9833333333333,'Java'),(-70.3166666666667,43.65,'R'),(-76.6666666666667,39.1833333333333,'R'),(-71.0333333333333,42.3666666666667,'R'),(-72.5333333333333,42.2,'R'),(-83.0166666666667,42.4166666666667,'Python'),(-84.6,42.7833333333333,'Python'),(-93.2166666666667,44.8833333333333,'Python'),(-90.0833333333333,32.3166666666667,'Java'),(-94.5833333333333,39.1166666666667,'Java'),(-90.3833333333333,38.75,'Python'),(-108.533333333333,45.8,'Python'),(-95.9,41.3,'Python'),(-115.166666666667,36.0833333333333,'Java'),(-71.4333333333333,42.9333333333333,'R'),(-74.1666666666667,40.7,'R'),(-106.616666666667,35.05,'Python'),(-78.7333333333333,42.9333333333333,'R'),(-73.9666666666667,40.7833333333333,'R'),(-80.9333333333333,35.2166666666667,'Python'),(-78.7833333333333,35.8666666666667,'Python'),(-100.75,46.7666666666667,'Java'),(-84.5166666666667,39.15,'Java'),(-81.85,41.4,'Java'),(-82.8833333333333,40,'Java'),(-97.6,35.4,'Python'),(-122.666666666667,45.5333333333333,'Python'),(-75.25,39.8833333333333,'Python'),(-80.2166666666667,40.5,'Python'),(-71.4333333333333,41.7333333333333,'R'),(-81.1166666666667,33.95,'R'),(-96.7333333333333,43.5666666666667,'Python'),(-90,35.05,'R'),(-86.6833333333333,36.1166666666667,'R'),(-97.7,30.3,'Python'),(-96.85,32.85,'Java'),(-95.35,29.9666666666667,'Java'),(-98.4666666666667,29.5333333333333,'Java'),(-111.966666666667,40.7666666666667,'Python'),(-73.15,44.4666666666667,'R'),(-77.3333333333333,37.5,'Python'),(-122.3,47.5333333333333,'Python'),(-89.3333333333333,43.1333333333333,'R'),(-104.816666666667,41.15,'Java')] cities = [([longitude, latitude], language) for longitude, latitude,language in cities] # cities=[([-122.3 , 47.53], "Python"), # ([ -96.85, 32.85 ], "Java"), # ([ -89.33, 43.13 ], "R"), # ] plots = { "Java" : ([], []), "Python" : ([], []), "R" : ([], []) } markers = { "Java" : "o", "Python" : "s", "R" : "^" } colors = { "Java" : "r", "Python" : "b", "R" : "g" } plot_graph.plot_state_borders(plt) for (longitude, latitude), language in cities: plots[language][0].append(longitude) plots[language][1].append(latitude) k=5 for longitude in range(-130, -60): for latitude in range(20, 55): predicted_language = knn_classify(k, cities, [longitude, latitude]) plots[predicted_language][0].append(longitude) plots[predicted_language][1].append(latitude) for language,(x,y) in plots.iteritems(): plt.scatter(x,y,color=colors[language],marker=markers[language],label=language ,zorder=10) plt.legend(loc=0) plt.show()
unlicense
jereze/scikit-learn
examples/svm/plot_svm_margin.py
318
2328
#!/usr/bin/python # -*- coding: utf-8 -*- """ ========================================================= SVM Margins Example ========================================================= The plots below illustrate the effect the parameter `C` has on the separation line. A large value of `C` basically tells our model that we do not have that much faith in our data's distribution, and will only consider points close to line of separation. A small value of `C` includes more/all the observations, allowing the margins to be calculated using all the data in the area. """ 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 svm # we create 40 separable points np.random.seed(0) X = np.r_[np.random.randn(20, 2) - [2, 2], np.random.randn(20, 2) + [2, 2]] Y = [0] * 20 + [1] * 20 # figure number fignum = 1 # fit the model for name, penalty in (('unreg', 1), ('reg', 0.05)): clf = svm.SVC(kernel='linear', C=penalty) clf.fit(X, Y) # get the separating hyperplane w = clf.coef_[0] a = -w[0] / w[1] xx = np.linspace(-5, 5) yy = a * xx - (clf.intercept_[0]) / w[1] # plot the parallels to the separating hyperplane that pass through the # support vectors margin = 1 / np.sqrt(np.sum(clf.coef_ ** 2)) yy_down = yy + a * margin yy_up = yy - a * margin # plot the line, the points, and the nearest vectors to the plane plt.figure(fignum, figsize=(4, 3)) plt.clf() plt.plot(xx, yy, 'k-') plt.plot(xx, yy_down, 'k--') plt.plot(xx, yy_up, 'k--') plt.scatter(clf.support_vectors_[:, 0], clf.support_vectors_[:, 1], s=80, facecolors='none', zorder=10) plt.scatter(X[:, 0], X[:, 1], c=Y, zorder=10, cmap=plt.cm.Paired) plt.axis('tight') x_min = -4.8 x_max = 4.2 y_min = -6 y_max = 6 XX, YY = np.mgrid[x_min:x_max:200j, y_min:y_max:200j] Z = clf.predict(np.c_[XX.ravel(), YY.ravel()]) # Put the result into a color plot Z = Z.reshape(XX.shape) plt.figure(fignum, figsize=(4, 3)) plt.pcolormesh(XX, YY, Z, cmap=plt.cm.Paired) plt.xlim(x_min, x_max) plt.ylim(y_min, y_max) plt.xticks(()) plt.yticks(()) fignum = fignum + 1 plt.show()
bsd-3-clause
tiagofrepereira2012/tensorflow
tensorflow/contrib/learn/python/learn/tests/dataframe/feeding_functions_test.py
62
9268
# Copyright 2016 The TensorFlow Authors. All Rights Reserved. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. # ============================================================================== """Tests feeding functions using arrays and `DataFrames`.""" from __future__ import absolute_import from __future__ import division from __future__ import print_function import collections import numpy as np from tensorflow.contrib.learn.python.learn.dataframe.queues import feeding_functions as ff from tensorflow.python.platform import test # pylint: disable=g-import-not-at-top try: import pandas as pd HAS_PANDAS = True except ImportError: HAS_PANDAS = False def vals_to_list(a): return { key: val.tolist() if isinstance(val, np.ndarray) else val for key, val in a.items() } class _FeedingFunctionsTestCase(test.TestCase): """Tests for feeding functions.""" def testArrayFeedFnBatchOne(self): array = np.arange(32).reshape([16, 2]) placeholders = ["index_placeholder", "value_placeholder"] aff = ff._ArrayFeedFn(placeholders, array, 1) # cycle around a couple times for x in range(0, 100): i = x % 16 expected = { "index_placeholder": [i], "value_placeholder": [[2 * i, 2 * i + 1]] } actual = aff() self.assertEqual(expected, vals_to_list(actual)) def testArrayFeedFnBatchFive(self): array = np.arange(32).reshape([16, 2]) placeholders = ["index_placeholder", "value_placeholder"] aff = ff._ArrayFeedFn(placeholders, array, 5) # cycle around a couple times for _ in range(0, 101, 2): aff() expected = { "index_placeholder": [15, 0, 1, 2, 3], "value_placeholder": [[30, 31], [0, 1], [2, 3], [4, 5], [6, 7]] } actual = aff() self.assertEqual(expected, vals_to_list(actual)) def testArrayFeedFnBatchTwoWithOneEpoch(self): array = np.arange(5) + 10 placeholders = ["index_placeholder", "value_placeholder"] aff = ff._ArrayFeedFn(placeholders, array, batch_size=2, num_epochs=1) expected = { "index_placeholder": [0, 1], "value_placeholder": [10, 11] } actual = aff() self.assertEqual(expected, vals_to_list(actual)) expected = { "index_placeholder": [2, 3], "value_placeholder": [12, 13] } actual = aff() self.assertEqual(expected, vals_to_list(actual)) expected = { "index_placeholder": [4], "value_placeholder": [14] } actual = aff() self.assertEqual(expected, vals_to_list(actual)) def testArrayFeedFnBatchOneHundred(self): array = np.arange(32).reshape([16, 2]) placeholders = ["index_placeholder", "value_placeholder"] aff = ff._ArrayFeedFn(placeholders, array, 100) expected = { "index_placeholder": list(range(0, 16)) * 6 + list(range(0, 4)), "value_placeholder": np.arange(32).reshape([16, 2]).tolist() * 6 + [[0, 1], [2, 3], [4, 5], [6, 7]] } actual = aff() self.assertEqual(expected, vals_to_list(actual)) def testArrayFeedFnBatchOneHundredWithSmallerArrayAndMultipleEpochs(self): array = np.arange(2) + 10 placeholders = ["index_placeholder", "value_placeholder"] aff = ff._ArrayFeedFn(placeholders, array, batch_size=100, num_epochs=2) expected = { "index_placeholder": [0, 1, 0, 1], "value_placeholder": [10, 11, 10, 11], } actual = aff() self.assertEqual(expected, vals_to_list(actual)) def testPandasFeedFnBatchOne(self): if not HAS_PANDAS: return array1 = np.arange(32, 64) array2 = np.arange(64, 96) df = pd.DataFrame({"a": array1, "b": array2}, index=np.arange(96, 128)) placeholders = ["index_placeholder", "a_placeholder", "b_placeholder"] aff = ff._PandasFeedFn(placeholders, df, 1) # cycle around a couple times for x in range(0, 100): i = x % 32 expected = { "index_placeholder": [i + 96], "a_placeholder": [32 + i], "b_placeholder": [64 + i] } actual = aff() self.assertEqual(expected, vals_to_list(actual)) def testPandasFeedFnBatchFive(self): if not HAS_PANDAS: return array1 = np.arange(32, 64) array2 = np.arange(64, 96) df = pd.DataFrame({"a": array1, "b": array2}, index=np.arange(96, 128)) placeholders = ["index_placeholder", "a_placeholder", "b_placeholder"] aff = ff._PandasFeedFn(placeholders, df, 5) # cycle around a couple times for _ in range(0, 101, 2): aff() expected = { "index_placeholder": [127, 96, 97, 98, 99], "a_placeholder": [63, 32, 33, 34, 35], "b_placeholder": [95, 64, 65, 66, 67] } actual = aff() self.assertEqual(expected, vals_to_list(actual)) def testPandasFeedFnBatchTwoWithOneEpoch(self): if not HAS_PANDAS: return array1 = np.arange(32, 37) array2 = np.arange(64, 69) df = pd.DataFrame({"a": array1, "b": array2}, index=np.arange(96, 101)) placeholders = ["index_placeholder", "a_placeholder", "b_placeholder"] aff = ff._PandasFeedFn(placeholders, df, batch_size=2, num_epochs=1) expected = { "index_placeholder": [96, 97], "a_placeholder": [32, 33], "b_placeholder": [64, 65] } actual = aff() self.assertEqual(expected, vals_to_list(actual)) expected = { "index_placeholder": [98, 99], "a_placeholder": [34, 35], "b_placeholder": [66, 67] } actual = aff() self.assertEqual(expected, vals_to_list(actual)) expected = { "index_placeholder": [100], "a_placeholder": [36], "b_placeholder": [68] } actual = aff() self.assertEqual(expected, vals_to_list(actual)) def testPandasFeedFnBatchOneHundred(self): if not HAS_PANDAS: return array1 = np.arange(32, 64) array2 = np.arange(64, 96) df = pd.DataFrame({"a": array1, "b": array2}, index=np.arange(96, 128)) placeholders = ["index_placeholder", "a_placeholder", "b_placeholder"] aff = ff._PandasFeedFn(placeholders, df, 100) expected = { "index_placeholder": list(range(96, 128)) * 3 + list(range(96, 100)), "a_placeholder": list(range(32, 64)) * 3 + list(range(32, 36)), "b_placeholder": list(range(64, 96)) * 3 + list(range(64, 68)) } actual = aff() self.assertEqual(expected, vals_to_list(actual)) def testPandasFeedFnBatchOneHundredWithSmallDataArrayAndMultipleEpochs(self): if not HAS_PANDAS: return array1 = np.arange(32, 34) array2 = np.arange(64, 66) df = pd.DataFrame({"a": array1, "b": array2}, index=np.arange(96, 98)) placeholders = ["index_placeholder", "a_placeholder", "b_placeholder"] aff = ff._PandasFeedFn(placeholders, df, batch_size=100, num_epochs=2) expected = { "index_placeholder": [96, 97, 96, 97], "a_placeholder": [32, 33, 32, 33], "b_placeholder": [64, 65, 64, 65] } actual = aff() self.assertEqual(expected, vals_to_list(actual)) def testOrderedDictNumpyFeedFnBatchTwoWithOneEpoch(self): a = np.arange(32, 37) b = np.arange(64, 69) x = {"a": a, "b": b} ordered_dict_x = collections.OrderedDict( sorted(x.items(), key=lambda t: t[0])) placeholders = ["index_placeholder", "a_placeholder", "b_placeholder"] aff = ff._OrderedDictNumpyFeedFn( placeholders, ordered_dict_x, batch_size=2, num_epochs=1) expected = { "index_placeholder": [0, 1], "a_placeholder": [32, 33], "b_placeholder": [64, 65] } actual = aff() self.assertEqual(expected, vals_to_list(actual)) expected = { "index_placeholder": [2, 3], "a_placeholder": [34, 35], "b_placeholder": [66, 67] } actual = aff() self.assertEqual(expected, vals_to_list(actual)) expected = { "index_placeholder": [4], "a_placeholder": [36], "b_placeholder": [68] } actual = aff() self.assertEqual(expected, vals_to_list(actual)) def testOrderedDictNumpyFeedFnLargeBatchWithSmallArrayAndMultipleEpochs(self): a = np.arange(32, 34) b = np.arange(64, 66) x = {"a": a, "b": b} ordered_dict_x = collections.OrderedDict( sorted(x.items(), key=lambda t: t[0])) placeholders = ["index_placeholder", "a_placeholder", "b_placeholder"] aff = ff._OrderedDictNumpyFeedFn( placeholders, ordered_dict_x, batch_size=100, num_epochs=2) expected = { "index_placeholder": [0, 1, 0, 1], "a_placeholder": [32, 33, 32, 33], "b_placeholder": [64, 65, 64, 65] } actual = aff() self.assertEqual(expected, vals_to_list(actual)) if __name__ == "__main__": test.main()
apache-2.0
piiswrong/mxnet
example/ssd/detect/detector.py
30
7112
# 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. from __future__ import print_function import mxnet as mx import numpy as np from timeit import default_timer as timer from dataset.testdb import TestDB from dataset.iterator import DetIter class Detector(object): """ SSD detector which hold a detection network and wraps detection API Parameters: ---------- symbol : mx.Symbol detection network Symbol model_prefix : str name prefix of trained model epoch : int load epoch of trained model data_shape : int input data resize shape mean_pixels : tuple of float (mean_r, mean_g, mean_b) batch_size : int run detection with batch size ctx : mx.ctx device to use, if None, use mx.cpu() as default context """ def __init__(self, symbol, model_prefix, epoch, data_shape, mean_pixels, \ batch_size=1, ctx=None): self.ctx = ctx if self.ctx is None: self.ctx = mx.cpu() load_symbol, args, auxs = mx.model.load_checkpoint(model_prefix, epoch) if symbol is None: symbol = load_symbol self.mod = mx.mod.Module(symbol, label_names=None, context=ctx) if not isinstance(data_shape, tuple): data_shape = (data_shape, data_shape) self.data_shape = data_shape self.mod.bind(data_shapes=[('data', (batch_size, 3, data_shape[0], data_shape[1]))]) self.mod.set_params(args, auxs) self.mean_pixels = mean_pixels def detect(self, det_iter, show_timer=False): """ detect all images in iterator Parameters: ---------- det_iter : DetIter iterator for all testing images show_timer : Boolean whether to print out detection exec time Returns: ---------- list of detection results """ num_images = det_iter._size if not isinstance(det_iter, mx.io.PrefetchingIter): det_iter = mx.io.PrefetchingIter(det_iter) start = timer() detections = self.mod.predict(det_iter).asnumpy() time_elapsed = timer() - start if show_timer: print("Detection time for {} images: {:.4f} sec".format( num_images, time_elapsed)) result = [] for i in range(detections.shape[0]): det = detections[i, :, :] res = det[np.where(det[:, 0] >= 0)[0]] result.append(res) return result def im_detect(self, im_list, root_dir=None, extension=None, show_timer=False): """ wrapper for detecting multiple images Parameters: ---------- im_list : list of str image path or list of image paths root_dir : str directory of input images, optional if image path already has full directory information extension : str image extension, eg. ".jpg", optional Returns: ---------- list of detection results in format [det0, det1...], det is in format np.array([id, score, xmin, ymin, xmax, ymax]...) """ test_db = TestDB(im_list, root_dir=root_dir, extension=extension) test_iter = DetIter(test_db, 1, self.data_shape, self.mean_pixels, is_train=False) return self.detect(test_iter, show_timer) def visualize_detection(self, img, dets, classes=[], thresh=0.6): """ visualize detections in one image Parameters: ---------- img : numpy.array image, in bgr format dets : numpy.array ssd detections, numpy.array([[id, score, x1, y1, x2, y2]...]) each row is one object classes : tuple or list of str class names thresh : float score threshold """ import matplotlib.pyplot as plt import random plt.imshow(img) height = img.shape[0] width = img.shape[1] colors = dict() for i in range(dets.shape[0]): cls_id = int(dets[i, 0]) if cls_id >= 0: score = dets[i, 1] if score > thresh: if cls_id not in colors: colors[cls_id] = (random.random(), random.random(), random.random()) xmin = int(dets[i, 2] * width) ymin = int(dets[i, 3] * height) xmax = int(dets[i, 4] * width) ymax = int(dets[i, 5] * height) rect = plt.Rectangle((xmin, ymin), xmax - xmin, ymax - ymin, fill=False, edgecolor=colors[cls_id], linewidth=3.5) plt.gca().add_patch(rect) class_name = str(cls_id) if classes and len(classes) > cls_id: class_name = classes[cls_id] plt.gca().text(xmin, ymin - 2, '{:s} {:.3f}'.format(class_name, score), bbox=dict(facecolor=colors[cls_id], alpha=0.5), fontsize=12, color='white') plt.show() def detect_and_visualize(self, im_list, root_dir=None, extension=None, classes=[], thresh=0.6, show_timer=False): """ wrapper for im_detect and visualize_detection Parameters: ---------- im_list : list of str or str image path or list of image paths root_dir : str or None directory of input images, optional if image path already has full directory information extension : str or None image extension, eg. ".jpg", optional Returns: ---------- """ import cv2 dets = self.im_detect(im_list, root_dir, extension, show_timer=show_timer) if not isinstance(im_list, list): im_list = [im_list] assert len(dets) == len(im_list) for k, det in enumerate(dets): img = cv2.imread(im_list[k]) img[:, :, (0, 1, 2)] = img[:, :, (2, 1, 0)] self.visualize_detection(img, det, classes, thresh)
apache-2.0
pandas-ml/pandas-ml
pandas_ml/skaccessors/test/test_neural_network.py
2
1115
#!/usr/bin/env python import pytest import sklearn.datasets as datasets import sklearn.neural_network as nn import pandas_ml as pdml import pandas_ml.util.testing as tm class TestNeuralNtwork(tm.TestCase): def test_objectmapper(self): df = pdml.ModelFrame([]) self.assertIs(df.neural_network.BernoulliRBM, nn.BernoulliRBM) self.assertIs(df.neural_network.MLPClassifier, nn.MLPClassifier) self.assertIs(df.neural_network.MLPRegressor, nn.MLPRegressor) @pytest.mark.parametrize("algo", ['BernoulliRBM']) def test_RBM(self, algo): digits = datasets.load_digits() df = pdml.ModelFrame(digits) mod1 = getattr(df.neural_network, algo)(random_state=self.random_state) mod2 = getattr(nn, algo)(random_state=self.random_state) df.fit(mod1) mod2.fit(digits.data, digits.target) result = df.transform(mod1) expected = mod2.transform(digits.data) self.assertIsInstance(result, pdml.ModelFrame) self.assert_numpy_array_almost_equal(result.data.values, expected)
bsd-3-clause
CalebBell/ht
tests/test_conv_tube_bank.py
1
66185
# -*- coding: utf-8 -*- '''Chemical Engineering Design Library (ChEDL). Utilities for process modeling. Copyright (C) 2016, 2017 Caleb Bell <[email protected]> Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions: The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software. THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.''' from __future__ import division from ht import * import numpy as np from scipy.interpolate import interp1d, bisplrep, splrep, splev, UnivariateSpline, RectBivariateSpline from fluids.numerics import assert_close, assert_close1d, assert_close2d, linspace def test_Nu_Grimison_tube_bank_tcks(): from ht.conv_tube_bank import Grimison_ST_aligned, Grimison_SL_aligned, Grimison_C1_aligned, Grimison_C1_aligned_tck Grimison_C1_aligned_interp = RectBivariateSpline(Grimison_ST_aligned, Grimison_SL_aligned, np.array(Grimison_C1_aligned)) tck_recalc = Grimison_C1_aligned_interp.tck [assert_close1d(i, j) for i, j in zip(Grimison_C1_aligned_tck, tck_recalc)] from ht.conv_tube_bank import Grimison_m_aligned_tck, Grimison_m_aligned Grimison_m_aligned_interp = RectBivariateSpline(Grimison_ST_aligned, Grimison_SL_aligned, np.array(Grimison_m_aligned)) tck_recalc = Grimison_m_aligned_interp.tck [assert_close1d(i, j) for i, j in zip(Grimison_m_aligned_tck, tck_recalc)] def test_Nu_Grimison_tube_bank(): Nu = Nu_Grimison_tube_bank(Re=10263.37, Pr=.708, tube_rows=11, pitch_normal=.05, pitch_parallel=.05, Do=.025) assert_close(Nu, 79.07883866010096) Nu = Nu_Grimison_tube_bank(Re=10263.37, Pr=.708, tube_rows=11, pitch_normal=.07, pitch_parallel=.05, Do=.025) assert_close(Nu, 79.92721078571385) Nu = Nu_Grimison_tube_bank(Re=10263.37, Pr=.708, tube_rows=7, pitch_normal=.05, pitch_parallel=.05, Do=.025) assert_close(Nu, 77.49726188689894) Nu = Nu_Grimison_tube_bank(Re=10263.37, Pr=.708, tube_rows=7, pitch_normal=.07, pitch_parallel=.05, Do=.025) assert_close(Nu, 78.32866656999958) # Test the negative input args = dict(Re=10263.37, Pr=.708, tube_rows=-1, pitch_normal=.07, pitch_parallel=.05, Do=.025) Nu_neg = Nu_Grimison_tube_bank(**args) args['tube_rows'] = 1 Nu_pos = Nu_Grimison_tube_bank(**args) assert_close(Nu_neg, Nu_pos) # Check all data - for changing interpolations Nu_bulk = [[Nu_Grimison_tube_bank(Re=10263.37, Pr=.708, tube_rows=11, pitch_normal=j, pitch_parallel=i, Do=.025) for i in [.025, .04, .05, .75, .1, .15, .2]] for j in [.025, .04, .05, .75, .1, .15, .2]] Nu_bulk_expect = [[83.05244932418451, 152.02626127499462, 92.67853984384722, 80.45909971688272, 80.45909971688272, 80.45909971688272, 80.45909971688272], [81.37409021240403, 75.87989409125535, 88.19403137832364, 90.10492890754932, 90.10492890754932, 90.10492890754932, 90.10492890754932], [80.154658166616, 79.27931854213506, 79.07883866010096, 88.31182349500988, 88.31182349500988, 88.31182349500988, 88.31182349500988], [73.98350370839236, 76.51020564051443, 78.3597838488104, 79.12612063682283, 86.25920529135, 86.25920529135, 86.25920529135], [73.98350370839236, 76.51020564051443, 78.3597838488104, 86.25920529135, 79.12612063682283, 86.25920529135, 86.25920529135], [73.98350370839236, 76.51020564051443, 78.3597838488104, 86.25920529135, 86.25920529135, 79.12612063682283, 86.25920529135], [73.98350370839236, 76.51020564051443, 78.3597838488104, 86.25920529135, 86.25920529135, 86.25920529135, 79.12612063682283]] assert_close2d(Nu_bulk, Nu_bulk_expect) def test_Gimison_coeffs_regeneration(): # These fits are bad, don't check them # SciPy has warnings for both of them from ht.conv_tube_bank import (Grimson_SL_staggered, Grimson_ST_staggered, Grimson_m_staggered, Grimson_C1_staggered, tck_Grimson_m_staggered, tck_Grimson_C1_staggered) # tck = bisplrep(Grimson_ST_staggered, Grimson_SL_staggered, Grimson_C1_staggered, kx=1, ky=1, task=0, s=0) # [assert_close1d(i, j) for i, j in zip(tck, tck_Grimson_C1_staggered)] # # tck = bisplrep(Grimson_ST_staggered, Grimson_SL_staggered, Grimson_m_staggered, kx=1, ky=1, task=0, s=0) # [assert_close1d(i, j) for i, j in zip(tck, tck_Grimson_m_staggered)] # def test_ESDU_tube_row_correction(): F2 = ESDU_tube_row_correction(4, staggered=True) assert_close(F2, 0.8984, rtol=1e-4) F2 = ESDU_tube_row_correction(6, staggered=False) assert_close(F2, 0.9551, rtol=1E-4) # Test all of the inputs work all_values = [ESDU_tube_row_correction(i, staggered=j) for i in range(12) for j in (True, False)] def test_ESDU_tube_row_correction_refit(): # Re-fit the data from ht.conv_tube_bank import ESDU_73031_F2_inline, ESDU_73031_F2_staggered ## Commands used to obtain the fitted data: ESDU_nrs = [3., 3.0189, 3.04129, 3.04891, 3.06251, 3.06481, 3.08274, 3.09166, 3.10623, 3.11518, 3.12645, 3.13538, 3.14668, 3.16219, 3.1669, 3.18571, 3.1871, 3.20732, 3.20924, 3.23084, 3.23273, 3.25107, 3.25625, 3.27126, 3.27977, 3.29808, 3.30329, 3.32816, 3.33011, 3.35363, 3.37712, 3.40394, 3.42746, 3.45428, 3.47777, 3.48683, 3.50461, 3.51691, 3.5281, 3.54369, 3.55492, 3.56721, 3.57841, 3.59077, 3.6019, 3.61426, 3.62872, 3.63778, 3.6949, 3.80655, 3.80918, 3.93332, 3.99431, 4.10792, 4.20204, 4.36618, 4.47351, 4.56706, 4.60082, 4.7014, 4.78854, 4.808, 4.90913, 4.97601, 5.05637, 5.0589, 5.1132, 5.11574, 5.14332, 5.14582, 5.1701, 5.17593, 5.19692, 5.20601, 5.22704, 5.2361, 5.25709, 5.26621, 5.28711, 5.293, 5.32308, 5.35319, 5.38324, 5.39435, 5.41336, 5.42088, 5.42116, 5.44347, 5.47355, 5.50364, 5.53372, 5.56159, 5.56383, 5.58834, 5.59392, 5.61846, 5.624, 5.64857, 5.65408, 5.67865, 5.68416, 5.70877, 5.71424, 5.73885, 5.74436, 5.76896, 5.77777, 5.79905, 5.80782, 5.82913, 5.8379, 5.85592, 5.86798, 5.88936, 5.89807, 5.92815, 5.95823, 5.98828, 6.01836, 6.02978, 6.04845, 6.06313, 6.08186, 6.09321, 6.11191, 6.1233, 6.14202, 6.15338, 6.17207, 6.18346, 6.20215, 6.21354, 6.23556, 6.24363, 6.26565, 6.27704, 6.2957, 6.30709, 6.32908, 6.33717, 6.35916, 6.36725, 6.38924, 6.41929, 6.42076, 6.45267, 6.48275, 6.5128, 6.52099, 6.54289, 6.55431, 6.57626, 6.58439, 6.60635, 6.6364, 6.66978, 6.69983, 6.71797, 6.72991, 6.74805, 6.76329, 6.78143, 6.79334, 6.81148, 6.82672, 6.84156, 6.8568, 6.87491, 6.89014, 6.90499, 6.9202, 6.93837, 6.95028, 6.96842, 6.98362, 6.99847, 7.01371, 7.03185, 7.04376, 7.0619, 7.07714, 7.09195, 7.11048, 7.14056, 7.17062, 7.17544, 7.19874, 7.20399, 7.23212, 7.23404, 7.26409, 7.2655, 7.29555, 7.29744, 7.3289, 7.33082, 7.35895, 7.36087, 7.389, 7.39425, 7.42234, 7.42427, 7.45239, 7.45432, 7.48574, 7.4877, 7.51579, 7.51772, 7.54914, 7.55109, 7.57919, 7.58114, 7.61253, 7.61449, 7.64454, 7.67792, 7.70794, 7.74132, 7.74599, 7.77134, 7.80471, 7.83473, 7.86811, 7.87284, 7.89813, 7.90273, 7.93148, 7.93275, 7.96153, 7.9661, 7.99487, 7.99612, 8.02493, 8.02947, 8.05827, 8.06281, 8.08829, 8.09283, 8.12164, 8.12618, 8.15502, 8.1562, 8.18503, 8.18951, 8.21838, 8.22286, 8.2484, 8.25288, 8.28178, 8.28619, 8.31509, 8.34514, 8.37849, 8.40851, 8.40956, 8.43958, 8.44186, 8.46957, 8.47187, 8.50291, 8.50522, 8.53524, 8.53623, 8.56625, 8.56859, 8.5986, 8.59956, 8.63192, 8.63288, 8.66286, 8.66527, 8.69529, 8.69621, 8.72863, 8.72953, 8.75865, 8.75951, 8.792, 8.79283, 8.82202, 8.82614, 8.84944, 8.85533, 8.88868, 8.91866, 8.94938, 8.95201, 8.98273, 8.98536, 9.01269, 9.01538, 9.04869, 9.08201, 9.18589, 9.22535, 9.25866, 9.28865, 9.32196, 9.35531, 9.38862, 9.41861, 9.45193, 9.48524, 9.51852, 9.55184, 9.58183, 9.61511, 9.64842, 9.68174, 9.71502, 9.74834, 9.77832, 9.81161, 9.84492, 9.8782, 9.91152, 9.94483, 9.97482 ] ESDU_F_in = [0.847863, 0.847938, 0.848157, 0.848231, 0.849657, 0.8498, 0.850916, 0.851272, 0.851854, 0.852412, 0.853114, 0.853669, 0.854374, 0.85534, 0.855633, 0.856658, 0.856734, 0.857993, 0.858083, 0.859091, 0.859208, 0.86035, 0.860633, 0.861451, 0.861747, 0.862385, 0.862491, 0.862997, 0.863133, 0.864769, 0.866404, 0.86827, 0.869906, 0.871772, 0.873407, 0.874037, 0.874399, 0.874649, 0.874973, 0.875424, 0.875948, 0.876521, 0.877119, 0.877778, 0.878223, 0.878716, 0.87939, 0.879813, 0.882477, 0.88784, 0.887966, 0.892807, 0.895431, 0.900319, 0.903854, 0.910018, 0.914049, 0.917017, 0.918089, 0.921673, 0.92463, 0.925231, 0.928356, 0.929894, 0.932218, 0.932273, 0.933445, 0.93351, 0.934217, 0.934289, 0.934992, 0.935195, 0.935926, 0.936159, 0.936698, 0.936834, 0.93715, 0.937239, 0.937443, 0.937639, 0.938643, 0.939648, 0.940651, 0.941021, 0.940661, 0.940518, 0.941956, 0.942443, 0.943101, 0.943758, 0.944416, 0.945025, 0.945076, 0.94564, 0.945783, 0.946412, 0.946554, 0.947183, 0.947295, 0.947795, 0.947937, 0.948567, 0.948679, 0.949179, 0.94932, 0.949951, 0.95013, 0.950563, 0.950742, 0.951175, 0.951429, 0.95195, 0.952227, 0.952719, 0.952909, 0.953567, 0.954224, 0.954881, 0.955538, 0.955788, 0.95595, 0.956078, 0.956459, 0.95669, 0.95707, 0.957302, 0.957683, 0.957914, 0.958294, 0.958526, 0.958906, 0.959138, 0.959586, 0.95975, 0.960152, 0.960359, 0.96064, 0.960812, 0.961259, 0.961424, 0.961871, 0.962036, 0.962541, 0.963232, 0.963266, 0.963848, 0.964396, 0.964944, 0.965093, 0.965178, 0.965223, 0.96567, 0.965835, 0.966183, 0.966659, 0.967188, 0.967664, 0.967952, 0.968195, 0.968564, 0.968769, 0.969013, 0.969193, 0.969466, 0.969776, 0.970078, 0.97021, 0.970367, 0.970678, 0.97098, 0.971184, 0.971429, 0.971608, 0.971881, 0.97211, 0.972334, 0.972539, 0.972783, 0.972962, 0.973235, 0.973465, 0.973688, 0.97399, 0.974481, 0.974972, 0.975051, 0.97503, 0.975101, 0.975479, 0.975505, 0.97591, 0.975929, 0.976381, 0.976397, 0.976671, 0.9767, 0.977123, 0.977152, 0.977575, 0.977621, 0.977865, 0.977894, 0.978317, 0.978334, 0.978607, 0.978636, 0.979059, 0.979076, 0.979349, 0.979378, 0.979801, 0.979818, 0.980091, 0.980113, 0.980446, 0.980815, 0.981148, 0.981517, 0.981569, 0.981929, 0.982404, 0.982831, 0.983305, 0.983373, 0.98308, 0.983026, 0.983307, 0.983319, 0.983569, 0.983609, 0.983889, 0.983901, 0.984151, 0.984191, 0.984441, 0.984481, 0.984729, 0.984773, 0.985023, 0.985063, 0.985344, 0.985355, 0.985468, 0.985485, 0.985736, 0.985775, 0.986024, 0.986068, 0.98618, 0.986198, 0.986434, 0.986679, 0.986952, 0.987197, 0.987206, 0.987498, 0.987508, 0.987631, 0.987651, 0.987921, 0.98793, 0.988047, 0.988051, 0.988343, 0.988352, 0.98847, 0.988473, 0.988599, 0.988603, 0.988736, 0.988757, 0.989018, 0.989026, 0.989152, 0.989156, 0.989285, 0.989289, 0.989415, 0.989419, 0.989532, 0.989548, 0.989528, 0.989551, 0.989681, 0.989798, 0.989917, 0.98994, 0.990207, 0.990205, 0.99018, 0.990188, 0.990281, 0.990374, 0.990664, 0.990775, 0.990868, 0.990952, 0.991045, 0.991138, 0.991231, 0.991315, 0.991408, 0.991501, 0.991594, 0.991687, 0.991771, 0.991864, 0.991957, 0.99205, 0.992143, 0.992236, 0.99232, 0.992413, 0.992506, 0.992599, 0.992692, 0.992785, 0.992869 ] ESDU_F_st = [0.859287, 0.859485, 0.860059, 0.860415, 0.861049, 0.861156, 0.861887, 0.86225, 0.86293, 0.863347, 0.863962, 0.864448, 0.864841, 0.865382, 0.865602, 0.866479, 0.866544, 0.867487, 0.867576, 0.868439, 0.868514, 0.869369, 0.869611, 0.870311, 0.870708, 0.871562, 0.871805, 0.872672, 0.87274, 0.873837, 0.874774, 0.875709, 0.876806, 0.877741, 0.878678, 0.879047, 0.879772, 0.880263, 0.88071, 0.881253, 0.881644, 0.882135, 0.882582, 0.883075, 0.883519, 0.88395, 0.884454, 0.884812, 0.88707, 0.891483, 0.891577, 0.896007, 0.898184, 0.901839, 0.904867, 0.909992, 0.913054, 0.915723, 0.91661, 0.919254, 0.921545, 0.922057, 0.924542, 0.926185, 0.92816, 0.928222, 0.929395, 0.929449, 0.93001, 0.930061, 0.930684, 0.930833, 0.93126, 0.931445, 0.931873, 0.932057, 0.932595, 0.932829, 0.933433, 0.933604, 0.934216, 0.934988, 0.93544, 0.935724, 0.936212, 0.936404, 0.936412, 0.936983, 0.937596, 0.938208, 0.93882, 0.939534, 0.939591, 0.94009, 0.940204, 0.940703, 0.940816, 0.941316, 0.941428, 0.941928, 0.94204, 0.94254, 0.942652, 0.943282, 0.943424, 0.943872, 0.944033, 0.944353, 0.944485, 0.944919, 0.945097, 0.945464, 0.945709, 0.946144, 0.946321, 0.946933, 0.947545, 0.947998, 0.94861, 0.948842, 0.949222, 0.94949, 0.949831, 0.950002, 0.950283, 0.950575, 0.951055, 0.951226, 0.951507, 0.951739, 0.952119, 0.952327, 0.952729, 0.952893, 0.953341, 0.953512, 0.953793, 0.953946, 0.954242, 0.954407, 0.954854, 0.955019, 0.955466, 0.955919, 0.955939, 0.956368, 0.95698, 0.957433, 0.957599, 0.958045, 0.958198, 0.958494, 0.958659, 0.959106, 0.959558, 0.960008, 0.96046, 0.960829, 0.961072, 0.961317, 0.961522, 0.961795, 0.961974, 0.962218, 0.962423, 0.962725, 0.963035, 0.963193, 0.963325, 0.963549, 0.963777, 0.964147, 0.96439, 0.964547, 0.964679, 0.964981, 0.965291, 0.965564, 0.965744, 0.965988, 0.966193, 0.966322, 0.966483, 0.967095, 0.967547, 0.967612, 0.967926, 0.967996, 0.96842, 0.968449, 0.968901, 0.968913, 0.969174, 0.969191, 0.969614, 0.96964, 0.970064, 0.970093, 0.970471, 0.970542, 0.970816, 0.970835, 0.971258, 0.971287, 0.97171, 0.971736, 0.97201, 0.972029, 0.972452, 0.972478, 0.972901, 0.972931, 0.973203, 0.97322, 0.973673, 0.974122, 0.974415, 0.974864, 0.97491, 0.975157, 0.975606, 0.975899, 0.976348, 0.976394, 0.976641, 0.976681, 0.97693, 0.97695, 0.977383, 0.977422, 0.977672, 0.977691, 0.978125, 0.978164, 0.978414, 0.978459, 0.978707, 0.978746, 0.978997, 0.979058, 0.979446, 0.979457, 0.979739, 0.979778, 0.980028, 0.980072, 0.980321, 0.980381, 0.98077, 0.980788, 0.9809, 0.981353, 0.981642, 0.981935, 0.981944, 0.982205, 0.982225, 0.982495, 0.982517, 0.982787, 0.982807, 0.983099, 0.983108, 0.983369, 0.983389, 0.983682, 0.983685, 0.983812, 0.98382, 0.98408, 0.984101, 0.984394, 0.984402, 0.984684, 0.984692, 0.984976, 0.984984, 0.985266, 0.985274, 0.985559, 0.985575, 0.985666, 0.985689, 0.985978, 0.986111, 0.986378, 0.986401, 0.986668, 0.98669, 0.986957, 0.986983, 0.987113, 0.987243, 0.98796, 0.988233, 0.988363, 0.988496, 0.988626, 0.988915, 0.989045, 0.989178, 0.989308, 0.989438, 0.989408, 0.989538, 0.989671, 0.989641, 0.989771, 0.989901, 0.989872, 0.990001, 0.990134, 0.990105, 0.990235, 0.990205, 0.990335, 0.990465, 0.990598 ] ESDU_in = interp1d(ESDU_nrs, ESDU_F_in) ESDU_st = interp1d(ESDU_nrs, ESDU_F_st) inline_factors = [round(float(ESDU_in(i)),4) for i in range(3, 10)] staggered_factors = [round(float(ESDU_st(i)),4) for i in range(3, 10)] assert_close1d(inline_factors, ESDU_73031_F2_inline) assert_close1d(staggered_factors, ESDU_73031_F2_staggered) #import matplotlib.pyplot as plt #plt.plot(ESDU_nrs, ESDU_F_in) #plt.plot(ESDU_nrs, ESDU_F_st) # #plt.plot(range(3, 10), inline_factors, 'o') #plt.plot(range(3, 10), staggered_factors, 'o') #plt.show() def test_ESDU_tube_angle_correction(): F3 = ESDU_tube_angle_correction(75) assert_close(F3, 0.9794139080247666) # Digitized data from graph # angles = [19.7349, 20.1856, 20.4268, 20.8778, 21.3597, 21.8404, 22.3523, 22.8326, 23.3148, 23.8252, 24.1867, 24.6375, 25.0891, 25.5697, 26.021, 26.5312, 26.9528, 27.4633, 27.9745, 28.455, 28.8762, 29.3867, 30.0483, 30.5291, 30.9798, 31.4905, 31.9712, 32.4519, 32.9026, 33.3833, 33.8938, 34.3743, 34.855, 35.3655, 35.846, 36.3268, 36.8372, 37.3178, 37.8282, 38.3385, 38.8491, 39.3893, 39.8995, 40.38, 40.9203, 41.4305, 41.9706, 42.511, 43.081, 43.5912, 44.1612, 44.7312, 45.2416, 45.8415, 46.3814, 46.9513, 47.5213, 48.0911, 48.6611, 49.231, 49.8008, 50.4004, 50.9701, 51.5698, 52.1694, 52.7393, 53.3386, 53.9382, 54.5378, 55.1372, 55.7069, 56.3062, 56.9356, 57.5648, 58.1642, 58.7935, 59.4227, 60.0818, 60.711, 61.3103, 61.9694, 62.5986, 63.2573, 63.9163, 64.5752, 65.234, 65.8929, 66.5514, 67.2102, 67.869, 68.5575, 69.2162, 69.9047, 70.5632, 71.2813, 71.94, 72.6284, 73.3464, 74.0346, 74.7526, 75.4706, 76.1587, 76.8765, 77.5944, 78.3122, 79.0299, 79.7476, 80.4952, 81.2129, 81.9305, 82.6479, 83.3952, 84.083, 84.8003, 85.5179, 86.2652, 86.9825, 87.7295, 88.4468, 89.1642, 89.9112, 90] # F3s = [0.528819, 0.534137, 0.538566, 0.544474, 0.552447, 0.557766, 0.566034, 0.570763, 0.579326, 0.584351, 0.590551, 0.59587, 0.602957, 0.608276, 0.614774, 0.619504, 0.626296, 0.631616, 0.63841, 0.643434, 0.649342, 0.654662, 0.663523, 0.669137, 0.674456, 0.680071, 0.685685, 0.691004, 0.696322, 0.701641, 0.706961, 0.711986, 0.7176, 0.72292, 0.727944, 0.733558, 0.738583, 0.743902, 0.748928, 0.753953, 0.759273, 0.764299, 0.769029, 0.774053, 0.779079, 0.78381, 0.788541, 0.793862, 0.798594, 0.803324, 0.808056, 0.812788, 0.817813, 0.822546, 0.826982, 0.831419, 0.836151, 0.840588, 0.84532, 0.849757, 0.854194, 0.858337, 0.86248, 0.866917, 0.871061, 0.875498, 0.879051, 0.883194, 0.887337, 0.891185, 0.895328, 0.898881, 0.90273, 0.906284, 0.910133, 0.913982, 0.917536, 0.921091, 0.924645, 0.928199, 0.931754, 0.935308, 0.938273, 0.941533, 0.944794, 0.947759, 0.951019, 0.953395, 0.95636, 0.959326, 0.961997, 0.964668, 0.967339, 0.969715, 0.971797, 0.974468, 0.976844, 0.978632, 0.980714, 0.982501, 0.984289, 0.986076, 0.987569, 0.989062, 0.990555, 0.991753, 0.992951, 0.99415, 0.995348, 0.996251, 0.996859, 0.997468, 0.998666, 0.998979, 0.999883, 1, 1, 1, 1, 1, 1, 1] # # import matplotlib.pyplot as plt # import numpy as np # # plt.plot(angles, F3s) # plt.plot(angles, np.sin(np.radians(angles))**0.6) # plt.show() def test_Zukauskas_tube_row_correction(): F = Zukauskas_tube_row_correction(4, staggered=True) assert_close(F, 0.8942) F = Zukauskas_tube_row_correction(6, staggered=False) assert_close(F, 0.9465) def test_Zukauskas_tube_row_correction_refit(): from scipy.interpolate import UnivariateSpline from ht.conv_tube_bank import Zukauskas_Czs_low_Re_staggered, Zukauskas_Czs_high_Re_staggered, Zukauskas_Czs_inline # Commands used to obtain the fitted data: Zukauskas_Cz_Zs = [0.968219, 1.01968, 1.04164, 1.04441, 1.07539, 1.09332, 1.13914, 1.16636, 1.23636, 1.2394, 1.24505, 1.3125, 1.33358, 1.38554, 1.43141, 1.48282, 1.4876, 1.55352, 1.58004, 1.60466, 1.65726, 1.67493, 1.70188, 1.79682, 1.91823, 1.99323, 1.99665, 2.04002, 2.16306, 2.18556, 2.19045, 2.30691, 2.3086, 2.36006, 2.45272, 2.45413, 2.57543, 2.59826, 2.72341, 2.7451, 2.8896, 2.91482, 2.98759, 3.1572, 3.23203, 3.25334, 3.3511, 3.42295, 3.4499, 3.52072, 3.6168, 3.83565, 3.9076, 3.9826, 4.02939, 4.17411, 4.20042, 4.44242, 4.48937, 4.61023, 4.82811, 4.95071, 5.07038, 5.28825, 5.31232, 5.3621, 5.50606, 5.53014, 5.60405, 5.74801, 5.74807, 5.82181, 5.99012, 5.99017, 6.13636, 6.23207, 6.23212, 6.37826, 6.44983, 6.44988, 6.62015, 6.69183, 6.69188, 6.95807, 6.95812, 6.98312, 7.1767, 7.20001, 7.41772, 7.41848, 7.65967, 7.87743, 7.90156, 7.95003, 7.97416, 7.97476, 8.21606, 8.2166, 8.45795, 8.60365, 8.67571, 8.79712, 8.91809, 8.96597, 9.18368, 9.20824, 9.42551, 9.45013, 9.66741, 9.69197, 10.0786, 10.3208, 10.5623, 10.5626, 10.7803, 10.9737, 10.9978, 11.2398, 11.2399, 11.4574, 11.4575, 11.6993, 11.7478, 11.9653, 11.9896, 12.2072, 12.2315, 12.4491, 12.691, 12.7152, 12.9812, 13.2231, 13.2715, 13.465, 13.7068, 13.9246, 13.9487, 14.1905, 14.4324, 14.6743, 14.9161, 14.9887, 15.2305, 15.4724, 15.7142, 15.787, 15.811, 15.8835, 16.0046, 16.0287, 16.2465, 16.3673, 16.4883, 16.5124, 16.706, 16.7301, 16.9477, 16.9479, 17.1897, 17.2138, 17.4315, 17.6734, 17.9152, 17.9636, 18.2054, 18.2055, 18.4473, 18.6891, 18.9068, 18.931, 18.9793, 19.2212, 19.4631, 19.5599, 19.7049, 19.9467, 19.9952] low_Re_staggered_Cz = [0.828685, 0.831068, 0.832085, 0.832213, 0.833647, 0.834478, 0.836599, 0.83786, 0.8411, 0.841241, 0.841503, 0.845561, 0.84683, 0.849956, 0.852715, 0.855808, 0.856096, 0.859148, 0.860376, 0.861516, 0.863952, 0.864828, 0.866165, 0.870874, 0.876897, 0.880617, 0.880787, 0.882293, 0.886566, 0.887348, 0.887517, 0.89214, 0.892207, 0.894249, 0.897396, 0.897444, 0.901563, 0.902338, 0.906589, 0.907258, 0.911719, 0.912497, 0.914744, 0.91998, 0.92229, 0.922729, 0.92474, 0.926218, 0.926772, 0.928561, 0.930987, 0.936514, 0.938332, 0.940226, 0.940947, 0.943179, 0.943584, 0.946941, 0.947769, 0.9499, 0.95374, 0.955902, 0.957529, 0.960492, 0.96082, 0.961497, 0.962826, 0.963048, 0.96373, 0.965208, 0.965208, 0.965965, 0.967759, 0.96776, 0.969318, 0.969757, 0.969758, 0.970428, 0.970757, 0.970757, 0.971538, 0.972422, 0.972422, 0.975703, 0.975704, 0.976012, 0.978249, 0.978139, 0.977115, 0.977111, 0.977585, 0.978013, 0.97806, 0.978155, 0.978202, 0.978204, 0.97819, 0.97819, 0.979578, 0.980416, 0.980411, 0.980405, 0.981521, 0.981333, 0.980478, 0.980382, 0.981379, 0.981492, 0.981479, 0.981478, 0.982147, 0.982566, 0.982553, 0.982553, 0.98254, 0.981406, 0.98171, 0.98476, 0.984762, 0.98475, 0.98475, 0.984736, 0.984733, 0.985732, 0.985843, 0.986842, 0.986953, 0.985817, 0.986825, 0.986926, 0.986911, 0.987834, 0.988018, 0.988008, 0.987994, 0.991353, 0.991148, 0.98909, 0.9902, 0.990187, 0.991297, 0.991293, 0.991279, 0.991266, 0.992054, 0.992292, 0.99237, 0.992366, 0.992359, 0.992358, 0.993068, 0.993463, 0.993456, 0.993454, 0.994443, 0.994566, 0.994553, 0.994553, 0.99454, 0.994539, 0.996774, 0.99676, 0.996746, 0.996744, 0.99673, 0.99673, 0.997466, 0.998201, 0.998863, 0.998936, 0.99902, 0.999439, 0.999857, 1.00002, 1.00002, 1, 1] high_Re_staggered_Cz = [0.617923, 0.630522, 0.635897, 0.636344, 0.64134, 0.644232, 0.651621, 0.654452, 0.661728, 0.662045, 0.662632, 0.669643, 0.671835, 0.683767, 0.694302, 0.704706, 0.705673, 0.719014, 0.721221, 0.72327, 0.727649, 0.729119, 0.73359, 0.749337, 0.759443, 0.770509, 0.771014, 0.777413, 0.785006, 0.786394, 0.786756, 0.795376, 0.795545, 0.800697, 0.809975, 0.810062, 0.817547, 0.818955, 0.829084, 0.830839, 0.842534, 0.843935, 0.847977, 0.857398, 0.861555, 0.862739, 0.866619, 0.869471, 0.870563, 0.873432, 0.877325, 0.886614, 0.889668, 0.89251, 0.894282, 0.899765, 0.900781, 0.910119, 0.911931, 0.916595, 0.921077, 0.925619, 0.930052, 0.932064, 0.932286, 0.933053, 0.935273, 0.935644, 0.937165, 0.940127, 0.940128, 0.941835, 0.945731, 0.945731, 0.947081, 0.947964, 0.947965, 0.949465, 0.950199, 0.9502, 0.952562, 0.953557, 0.953558, 0.958036, 0.958037, 0.958267, 0.960054, 0.96027, 0.961381, 0.961388, 0.963615, 0.964614, 0.964725, 0.965472, 0.965844, 0.965847, 0.966954, 0.966957, 0.968064, 0.96956, 0.970299, 0.970762, 0.971224, 0.971406, 0.972518, 0.972516, 0.972504, 0.972617, 0.973614, 0.97368, 0.974715, 0.975264, 0.975811, 0.975814, 0.978048, 0.980033, 0.980281, 0.982515, 0.982515, 0.982502, 0.982503, 0.983612, 0.98361, 0.983597, 0.983709, 0.984707, 0.984819, 0.985817, 0.985804, 0.985896, 0.986911, 0.986898, 0.98712, 0.988008, 0.987994, 0.988994, 0.989104, 0.98909, 0.9902, 0.990187, 0.991297, 0.991293, 0.991279, 0.991266, 0.991252, 0.995742, 0.994903, 0.992366, 0.99573, 0.995729, 0.995716, 0.99571, 0.995703, 0.995826, 0.996814, 0.996813, 0.996801, 0.996801, 0.996787, 0.996786, 0.996774, 0.99676, 0.997682, 0.997867, 0.997854, 0.997854, 0.99784, 0.997826, 0.997814, 0.997813, 0.99781, 0.99892, 0.998907, 0.998901, 0.998893, 0.998879, 0.998877] inline_Cz = [0.658582, 0.681965, 0.69194, 0.6932, 0.700314, 0.704433, 0.710773, 0.714541, 0.724228, 0.724649, 0.725518, 0.735881, 0.738799, 0.74599, 0.751285, 0.75722, 0.757717, 0.76457, 0.767327, 0.776314, 0.781783, 0.783619, 0.786421, 0.794105, 0.803931, 0.81, 0.810227, 0.813093, 0.821227, 0.822615, 0.822917, 0.830103, 0.830207, 0.833383, 0.839101, 0.839188, 0.847046, 0.848103, 0.853898, 0.854902, 0.862547, 0.863881, 0.868371, 0.875104, 0.878568, 0.879555, 0.884081, 0.886933, 0.888003, 0.890813, 0.894236, 0.902032, 0.904114, 0.906285, 0.907639, 0.910812, 0.911389, 0.916696, 0.917725, 0.92029, 0.924912, 0.927513, 0.930052, 0.934534, 0.934906, 0.935673, 0.937893, 0.938227, 0.939252, 0.941249, 0.94125, 0.942957, 0.946853, 0.946854, 0.948204, 0.949088, 0.949088, 0.950588, 0.951322, 0.951323, 0.953685, 0.954679, 0.95468, 0.959159, 0.95916, 0.959274, 0.960163, 0.96027, 0.961381, 0.961388, 0.963615, 0.96585, 0.966222, 0.966969, 0.966968, 0.966968, 0.966954, 0.966957, 0.968064, 0.96956, 0.970299, 0.970762, 0.971224, 0.971406, 0.972518, 0.972516, 0.972504, 0.972617, 0.973614, 0.973737, 0.975675, 0.976888, 0.978099, 0.9781, 0.979191, 0.98016, 0.980281, 0.982515, 0.982515, 0.982502, 0.982503, 0.983612, 0.98361, 0.983597, 0.983709, 0.984707, 0.984819, 0.985817, 0.985804, 0.985896, 0.986911, 0.986898, 0.98712, 0.988008, 0.987994, 0.988994, 0.989104, 0.98909, 0.9902, 0.990187, 0.991297, 0.991293, 0.991279, 0.991266, 0.991252, 0.995742, 0.994903, 0.992366, 0.99573, 0.995729, 0.995716, 0.99571, 0.995703, 0.995826, 0.996814, 0.996813, 0.996801, 0.996801, 0.996787, 0.996786, 0.996774, 0.99676, 0.997682, 0.997867, 0.997854, 0.997854, 0.99784, 0.997826, 0.997814, 0.997813, 0.99781, 0.99892, 0.998907, 0.998901, 0.998893, 0.998879, 0.998877] # hand tuned smoothing Zukauskas_Cz_low_Re_staggered_obj = UnivariateSpline(Zukauskas_Cz_Zs, low_Re_staggered_Cz, s=0.0001) Zukauskas_Cz_high_Re_staggered_obj = UnivariateSpline(Zukauskas_Cz_Zs, high_Re_staggered_Cz, s=0.0005) Zukauskas_Cz_inline_obj = UnivariateSpline(Zukauskas_Cz_Zs, inline_Cz, s=0.0005) Zukauskas_Czs_inline2 = np.round(Zukauskas_Cz_inline_obj(range(1, 20)), 4).tolist() assert_close1d(Zukauskas_Czs_inline, Zukauskas_Czs_inline2) Zukauskas_Czs_low_Re_staggered2 = np.round(Zukauskas_Cz_low_Re_staggered_obj(range(1, 20)), 4).tolist() assert_close1d(Zukauskas_Czs_low_Re_staggered, Zukauskas_Czs_low_Re_staggered2) Zukauskas_Czs_high_Re_staggered2 = np.round(Zukauskas_Cz_high_Re_staggered_obj(range(1, 20)), 4).tolist() assert_close1d(Zukauskas_Czs_high_Re_staggered, Zukauskas_Czs_high_Re_staggered2) def test_Nu_Zukauskas_Bejan(): Nu = Nu_Zukauskas_Bejan(Re=1E4, Pr=7., tube_rows=10, pitch_parallel=.05, pitch_normal=.05) assert_close(Nu, 175.9202277145248) Nu = Nu_Zukauskas_Bejan(Re=1E4, Pr=7., tube_rows=10, pitch_parallel=.05, pitch_normal=.05, Pr_wall=9.0) assert_close(Nu, 165.2074626671159) Nus = [Nu_Zukauskas_Bejan(Re=Re, Pr=7., tube_rows=30, pitch_parallel=.05, pitch_normal=.05) for Re in (10, 2000, 1E5, 1E7)] Nus_expect = [4.554889061992833, 65.35035570869223, 768.4207053648229, 26469.71311148279] assert_close1d(Nus, Nus_expect) Nus = [Nu_Zukauskas_Bejan(Re=Re, Pr=7., tube_rows=30, pitch_parallel=.05, pitch_normal=.09) for Re in (10, 2000, 1E5, 1E7)] Nus_expect = [5.263427360525052, 75.85353712516013, 793.1545862201796, 27967.361063088636] assert_close1d(Nus, Nus_expect) def test_Nu_ESDU_73031(): Nu = Nu_ESDU_73031(Re=1.32E4, Pr=0.71, tube_rows=8, pitch_parallel=.09, pitch_normal=.05) assert_close(98.2563319140594, Nu) Nu = Nu_ESDU_73031(Re=1.32E4, Pr=0.71, tube_rows=8, pitch_parallel=.09, pitch_normal=.05, Pr_wall=0.71) assert_close(98.2563319140594, Nu) Nu = Nu_ESDU_73031(Re=1.32E4, Pr=0.71, tube_rows=8, pitch_parallel=.05, pitch_normal=.05, Pr_wall=0.75) assert_close(87.69324193674449, Nu) Nu = Nu_ESDU_73031(Re=1.32E4, Pr=0.71, tube_rows=3, pitch_parallel=.05, pitch_normal=.05, Pr_wall=0.75) assert_close(Nu, 75.57180591337092) Nus = [Nu_ESDU_73031(Re=Re, Pr=0.71, tube_rows=3, pitch_parallel=pp, pitch_normal=.05, Pr_wall=0.75) for pp in [0.09, 0.05] for Re in [100, 1E5, 1E6]] Nus_expect = [5.179925804379317, 307.9970377601136, 1481.8545490578865, 4.0177935875859365, 282.40096167747, 1367.860174719831] assert_close1d(Nus, Nus_expect) def test_Nu_HEDH_tube_bank(): Nu = Nu_HEDH_tube_bank(Re=1E4, Pr=7., tube_rows=10, pitch_normal=.05, pitch_parallel=.05, Do=.03) assert_close(Nu, 382.4636554404698) Nu = Nu_HEDH_tube_bank(Re=10263.37, Pr=.708, tube_rows=11, pitch_normal=.05, pitch_parallel=.05, Do=.025) assert_close(Nu, 149.18735251017594) Nu = Nu_HEDH_tube_bank(Re=1E4, Pr=7., tube_rows=5, pitch_normal=.05, pitch_parallel=.05, Do=.03) assert_close(Nu, 359.0551204831393) def test_dP_Kern(): from ht.conv_tube_bank import Kern_f_Re f = [Kern_f_Re(v) for v in linspace(10, 1E6, 10)] f_values = [6.0155491322862771, 0.19881943524161752, 0.1765198121811164, 0.16032260681398205, 0.14912064432650635, 0.14180674990498099, 0.13727374873569789, 0.13441446600494875, 0.13212172689902535, 0.12928835660421958] assert_close1d(f, f_values) dP = dP_Kern(11., 995., 0.000803, 0.584, 0.1524, 0.0254, .019, 22, 0.000657) assert_close(dP, 18980.58768759033) dP = dP_Kern(m=11., rho=995., mu=0.000803, DShell=0.584, LSpacing=0.1524, pitch=0.0254, Do=.019, NBaffles=22) assert_close(dP, 19521.38738647667) def test_dP_Kern_data(): from ht.conv_tube_bank import Kern_f_Re_tck _Kern_dP_Res = np.array([9.9524, 11.0349, 12.0786, 13.0504, 14.0121, 15.0431, 16.1511, 17.1176, 17.9105, 18.9822, 19.9879, 21.0484, 22.0217, 23.1893, 24.8973, 26.0495, 27.7862, 29.835, 31.8252, 33.9506, 35.9822, 38.3852, 41.481, 43.9664, 47.2083, 50.6891, 54.0782, 58.0635, 63.5667, 68.2537, 74.247, 78.6957, 83.9573, 90.1511, 95.5596, 102.613, 110.191, 116.806, 128.724, 137.345, 150.384, 161.484, 171.185, 185.031, 196.139, 210.639, 230.653, 250.933, 281.996, 300.884, 329.472, 353.842, 384.968, 408.108, 444.008, 505.513, 560.821, 638.506, 690.227, 741.254, 827.682, 918.205, 1018.63, 1122.76, 1213.62, 1320.38, 1417.94, 1522.93, 1667.69, 1838.11, 2012.76, 2247.44, 2592.21, 2932.18, 3381.87, 3875.42, 4440.83, 5056.16, 5608.95, 6344.58, 7038.48, 8224.34, 9123.83, 10121.7, 11598, 12701.4, 14090, 15938.5, 17452.9, 19112.6, 20929.3, 24614, 29324.6, 34044.8, 37282.2, 42999.9, 50570.2, 55737.9, 59860.6, 65553, 70399.2, 78101.5, 84965.7, 96735.3, 110139, 122977, 136431, 152339, 165740, 180319, 194904, 207981, 223357, 241440, 257621, 283946, 317042, 353996, 408315, 452956, 519041, 590939, 668466, 751216, 827981, 894985, 1012440 ]) _Kern_dP_fs = 144.0 * np.array([0.0429177, 0.0382731, 0.0347901, 0.0316208, 0.0298653, 0.0276702, 0.0259671, 0.024523, 0.0237582, 0.0224369, 0.0211881, 0.0202668, 0.0193847, 0.0184234, 0.0172894, 0.0166432, 0.0155182, 0.0147509, 0.0138423, 0.0131572, 0.0124255, 0.0118105, 0.0110842, 0.0106028, 0.0100785, 0.00958019, 0.0092235, 0.00871144, 0.00817649, 0.0077722, 0.00743616, 0.0071132, 0.00684836, 0.00655159, 0.00634789, 0.00611185, 0.00592242, 0.00577517, 0.00552603, 0.00542355, 0.00522267, 0.00502847, 0.00493497, 0.00481301, 0.00469334, 0.00460654, 0.00449314, 0.00438231, 0.00424799, 0.00416922, 0.00406658, 0.00401703, 0.00394314, 0.0038947, 0.00382305, 0.00373007, 0.00368555, 0.00359592, 0.00357512, 0.003509, 0.00344515, 0.00338229, 0.00332057, 0.00328077, 0.00322026, 0.00316102, 0.00308274, 0.00308446, 0.00302787, 0.00297247, 0.0028993, 0.00284654, 0.00277759, 0.0027099, 0.00262738, 0.00256361, 0.00248541, 0.00244055, 0.00238072, 0.0023227, 0.00228032, 0.00222531, 0.00218471, 0.00214484, 0.00206613, 0.00205439, 0.00200402, 0.00196775, 0.00191932, 0.00189622, 0.00186143, 0.00180501, 0.0017393, 0.00170817, 0.00168761, 0.00163622, 0.00158663, 0.0015576, 0.00153862, 0.0015201, 0.00149199, 0.00147418, 0.00142864, 0.00139389, 0.00136874, 0.00133524, 0.00131931, 0.0012953, 0.00127147, 0.00124808, 0.00121724, 0.00121785, 0.00119533, 0.00118082, 0.00116638, 0.00114504, 0.00111702, 0.00108969, 0.00107013, 0.00104389, 0.00101205, 0.000987437, 0.000969567, 0.000939849, 0.000922653, 0.000905634, 0.000894962 ]) # # Used in preference over interp1d as saves 30% of execution time, and # # performs some marginally small amount of smoothing # # s=0.1 is chosen to have 9 knots, a reasonable amount. # Kern_f_Re = UnivariateSpline(_Kern_dP_Res, _Kern_dP_fs, s=0.1) tck = splrep(_Kern_dP_Res, _Kern_dP_fs, s=0.1) [assert_close1d(i, j) for i, j in zip(Kern_f_Re_tck[:-1], tck[:-1])] def test_dP_Zukauskas(): # TODO Splines dP1 = dP_Zukauskas(Re=13943., n=7, ST=0.0313, SL=0.0343, D=0.0164, rho=1.217, Vmax=12.6) dP2 = dP_Zukauskas(Re=13943., n=7, ST=0.0313, SL=0.0313, D=0.0164, rho=1.217, Vmax=12.6) assert_close1d([dP1, dP2], [235.22916169118335, 217.0750033117563]) Bell_baffle_configuration_Fcs = np.array([0, 0.0138889, 0.0277778, 0.0416667, 0.0538194, 0.0659722, 0.100694, 0.114583, 0.126736, 0.140625, 0.152778, 0.166667, 0.178819, 0.192708, 0.215278, 0.227431, 0.241319, 0.255208, 0.267361, 0.28125, 0.295139, 0.340278, 0.354167, 0.366319, 0.380208, 0.394097, 0.402778, 0.416667, 0.430556, 0.444444, 0.475694, 0.489583, 0.503472, 0.517361, 0.53125, 0.545139, 0.560764, 0.574653, 0.588542, 0.625, 0.638889, 0.652778, 0.668403, 0.682292, 0.697917, 0.701389, 0.713542, 0.729167, 0.743056, 0.758681, 0.802083, 0.817708, 0.833333, 0.848958, 0.866319, 0.881944, 0.901042, 0.918403, 0.934028, 0.947917, 0.960069, 0.970486, 0.977431, 0.984375, 0.991319, 0.994792, 1 ]) Bell_baffle_configuration_Jcs = np.array([0.534317, 0.544632, 0.556665, 0.566983, 0.579014, 0.591045, 0.620271, 0.630589, 0.640904, 0.652937, 0.663252, 0.675286, 0.685601, 0.697635, 0.71483, 0.725145, 0.737179, 0.747497, 0.757812, 0.76813, 0.780163, 0.81627, 0.826588, 0.836903, 0.847221, 0.857539, 0.867848, 0.874734, 0.885052, 0.89537, 0.916012, 0.92633, 0.936648, 0.946966, 0.955568, 0.965886, 0.974492, 0.984809, 0.993412, 1.01578, 1.0261, 1.0347, 1.0433, 1.05362, 1.06223, 1.06052, 1.07083, 1.07944, 1.08804, 1.09664, 1.11731, 1.1242, 1.13109, 1.13798, 1.14487, 1.15004, 1.15522, 1.15354, 1.1467, 1.13815, 1.12787, 1.11588, 1.10388, 1.09017, 1.07474, 1.05759, 1.03015 ]) def test_baffle_correction_Bell(): Jc = baffle_correction_Bell(0.82) assert_close(Jc, 1.1258554691854046, 5e-4) # Check the match is reasonably good errs = np.array([(baffle_correction_Bell(float(Fc))-Jc)/Jc for Fc, Jc in zip(Bell_baffle_configuration_Fcs, Bell_baffle_configuration_Jcs)]) assert np.abs(errs).sum()/len(errs) < 1e-3 Jc = baffle_correction_Bell(0.1, 'chebyshev') assert_close(Jc, 0.61868011359447) Jc = baffle_correction_Bell(0.82, 'HEDH') assert_close(Jc, 1.1404) # Example in spreadsheet 02 - Heat Exchangers, tab Shell htc imperial, # Rules of Thumb for Chemical Engineers 5E Jc = baffle_correction_Bell(0.67292816689362900, method='HEDH') assert_close(1.034508280163413, Jc) def test_baffle_correction_Bell_fit(): from ht.conv_tube_bank import Bell_baffle_configuration_tck # 125 us to create. spl = splrep(Bell_baffle_configuration_Fcs, Bell_baffle_configuration_Jcs, s=8e-5) [assert_close1d(i, j) for (i, j) in zip(spl[:-1], Bell_baffle_configuration_tck[:-1])] Bell_baffle_configuration_obj = UnivariateSpline(Bell_baffle_configuration_Fcs, Bell_baffle_configuration_Jcs, s=8e-5) # import matplotlib.pyplot as plt # plt.plot(Bell_baffle_configuration_Fcs, Bell_baffle_configuration_Jcs) # pts = np.linspace(0, 1, 5000) # plt.plot(pts, [Bell_baffle_configuration_obj(i) for i in pts]) # plt.plot(pts, [0.55 + 0.72*i for i in pts]) # Serth and HEDH 3.3.6g misses the tip # plt.show() # Bell_baffle_leakage_x = np.array([0.0, 1e-5, 1e-4, 1e-3, 0.0037779, 0.00885994, 0.012644, 0.0189629, 0.0213694, 0.0241428, 0.0289313, 0.0339093, 0.0376628, 0.0425124, 0.0487152, 0.0523402, 0.0552542, 0.0614631, 0.0676658, 0.0719956, 0.0770838, 0.081302, 0.0885214, 0.0956308, 0.101638, 0.102145, 0.111508, 0.119266, 0.12261, 0.129155, 0.136778, 0.144818, 0.148914, 0.15592, 0.164774, 0.16868, 0.177552, 0.181501, 0.189224, 0.196087, 0.200557, 0.209209, 0.220317, 0.230683, 0.236096, 0.242525, 0.247198, 0.255653, 0.2591, 0.266228, 0.274193, 0.281732, 0.285993, 0.295601, 0.302042, 0.311269, 0.312575, 0.322107, 0.33016, 0.332909, 0.341261, 0.347109, 0.353899, 0.360408, 0.369312, 0.374301, 0.380413, 0.388831, 0.392836, 0.401746, 0.403961, 0.413723, 0.422502, 0.424825, 0.432931, 0.442274, 0.450602, 0.454815, 0.463804, 0.46923, 0.475645, 0.483563, 0.491432, 0.501277, 0.501713, 0.510247, 0.513193, 0.523506, 0.530019, 0.534607, 0.544912, 0.550679, 0.557212, 0.563826, 0.569142, 0.576997, 0.583585, 0.588979, 0.595518, 0.601215, 0.601702, 0.611585, 0.613221, 0.623417, 0.629753, 0.634211, 0.640009, 0.646851, 0.653971, 0.665084, 0.672758, 0.683136, 0.689056, 0.698932, 0.702129, 0.711523, 0.712532, 0.722415, 0.724566, 0.732996, 0.738886, 0.743614 ]) Bell_baffle_leakage_z_0 = np.array([1.0, 0.99999, 0.9999, 0.999, 0.982615, 0.962505, 0.952607, 0.939987, 0.935206, 0.930216, 0.922288, 0.91564, 0.910813, 0.904659, 0.896788, 0.892188, 0.889224, 0.883885, 0.879147, 0.875888, 0.872059, 0.868884, 0.86345, 0.858585, 0.854816, 0.854561, 0.849863, 0.846402, 0.844911, 0.841261, 0.837352, 0.833765, 0.831938, 0.828814, 0.824864, 0.823122, 0.819164, 0.817403, 0.813958, 0.810877, 0.80887, 0.804985, 0.799998, 0.795344, 0.792913, 0.790046, 0.787961, 0.78419, 0.782652, 0.779473, 0.776134, 0.773108, 0.771208, 0.766569, 0.762947, 0.758832, 0.758249, 0.753997, 0.750695, 0.749592, 0.746005, 0.743396, 0.740368, 0.737464, 0.733493, 0.731267, 0.728541, 0.723847, 0.721761, 0.717786, 0.716798, 0.712444, 0.708528, 0.707492, 0.703876, 0.699709, 0.695994, 0.694115, 0.690105, 0.687685, 0.684824, 0.681292, 0.677782, 0.672841, 0.672691, 0.669838, 0.668675, 0.662925, 0.66002, 0.657973, 0.653377, 0.651026, 0.648404, 0.645491, 0.64312, 0.639616, 0.636677, 0.634271, 0.633926, 0.628263, 0.628045, 0.623637, 0.622907, 0.618359, 0.615533, 0.613545, 0.611204, 0.608458, 0.605055, 0.599743, 0.596076, 0.591447, 0.588806, 0.584179, 0.582574, 0.578371, 0.577921, 0.573513, 0.572554, 0.568793, 0.566166, 0.564057 ]) Bell_baffle_leakage_z_0_25 = np.array([1.0, 0.99999, 0.9999, 0.999, 0.969362, 0.950324, 0.942087, 0.92833, 0.923091, 0.917463, 0.908263, 0.8987, 0.89149, 0.884407, 0.874926, 0.868404, 0.865482, 0.859179, 0.851926, 0.847458, 0.842356, 0.838126, 0.831234, 0.824993, 0.820171, 0.819781, 0.812734, 0.807844, 0.805761, 0.801747, 0.797071, 0.792124, 0.789555, 0.785317, 0.78038, 0.778202, 0.773138, 0.77066, 0.766058, 0.76223, 0.761802, 0.754362, 0.748168, 0.742388, 0.73989, 0.737023, 0.734092, 0.729014, 0.727092, 0.723117, 0.718675, 0.713975, 0.711407, 0.706049, 0.702306, 0.696944, 0.696185, 0.690717, 0.686227, 0.685001, 0.681275, 0.677607, 0.67354, 0.66991, 0.664945, 0.662097, 0.658262, 0.653372, 0.651139, 0.645344, 0.644356, 0.639733, 0.633126, 0.63202, 0.628405, 0.623295, 0.618256, 0.615613, 0.610601, 0.607588, 0.604035, 0.59965, 0.595292, 0.58984, 0.589599, 0.58484, 0.583239, 0.578639, 0.573864, 0.570568, 0.564821, 0.562249, 0.559118, 0.554969, 0.55186, 0.54748, 0.543806, 0.540727, 0.536551, 0.532912, 0.532604, 0.528196, 0.527417, 0.521732, 0.51779, 0.515024, 0.511791, 0.507996, 0.504098, 0.498013, 0.493805, 0.488017, 0.484304, 0.479275, 0.477805, 0.471912, 0.47135, 0.465839, 0.464639, 0.459938, 0.456295, 0.453329 ]) Bell_baffle_leakage_z_0_5 = np.array([1.0, 0.99999, 0.9999, 0.999, 0.963548, 0.945291, 0.931697, 0.915513, 0.90935, 0.903126, 0.892379, 0.882357, 0.875546, 0.864662, 0.854734, 0.849292, 0.844917, 0.836477, 0.828194, 0.822412, 0.815618, 0.810932, 0.803692, 0.796563, 0.790539, 0.79003, 0.780769, 0.774098, 0.771163, 0.765418, 0.759681, 0.754353, 0.751784, 0.746512, 0.739848, 0.736908, 0.73023, 0.727831, 0.723525, 0.722361, 0.716403, 0.709498, 0.702106, 0.695343, 0.69183, 0.687797, 0.684784, 0.679126, 0.676934, 0.672463, 0.666468, 0.660794, 0.657587, 0.652229, 0.647674, 0.641886, 0.641039, 0.634661, 0.629571, 0.627846, 0.62156, 0.618, 0.614214, 0.609549, 0.603166, 0.599589, 0.595259, 0.589978, 0.587232, 0.580972, 0.579691, 0.574139, 0.567532, 0.566006, 0.560921, 0.553889, 0.548597, 0.545865, 0.539851, 0.536447, 0.532176, 0.526217, 0.52128, 0.514403, 0.514091, 0.509272, 0.507629, 0.500514, 0.49602, 0.49275, 0.485255, 0.481637, 0.477351, 0.472925, 0.46959, 0.46425, 0.459291, 0.456283, 0.452506, 0.448422, 0.448072, 0.440693, 0.439462, 0.433776, 0.429185, 0.42583, 0.422193, 0.417554, 0.412196, 0.404759, 0.399625, 0.392681, 0.38872, 0.382111, 0.379972, 0.374079, 0.373424, 0.366812, 0.365433, 0.360144, 0.355712, 0.352153 ]) Bell_baffle_leakage_z_0_75 = np.array([1.0, 0.99999, 0.9999, 0.999, 0.952164, 0.932054, 0.918775, 0.898166, 0.89158, 0.884084, 0.873337, 0.862164, 0.849748, 0.841023, 0.827707, 0.821818, 0.817167, 0.80764, 0.798123, 0.79148, 0.784355, 0.778722, 0.769082, 0.759588, 0.752322, 0.751711, 0.742222, 0.733336, 0.730403, 0.724627, 0.716983, 0.709925, 0.706578, 0.701202, 0.694408, 0.691425, 0.684748, 0.681776, 0.675771, 0.66987, 0.665387, 0.658756, 0.650396, 0.642594, 0.63852, 0.633681, 0.630164, 0.623243, 0.620278, 0.614914, 0.608773, 0.60289, 0.599564, 0.592066, 0.587039, 0.580086, 0.579103, 0.571929, 0.565004, 0.562871, 0.556585, 0.552183, 0.547073, 0.542175, 0.535473, 0.531288, 0.526005, 0.518616, 0.51564, 0.509016, 0.507369, 0.500113, 0.493584, 0.491836, 0.485642, 0.477775, 0.471507, 0.468336, 0.461571, 0.457487, 0.452093, 0.445202, 0.43798, 0.428108, 0.42792, 0.424141, 0.421924, 0.414162, 0.409255, 0.405735, 0.397827, 0.393402, 0.387784, 0.382579, 0.378578, 0.372665, 0.367707, 0.363647, 0.359545, 0.35391, 0.353453, 0.346015, 0.344783, 0.336861, 0.331413, 0.328057, 0.323694, 0.318544, 0.312629, 0.303584, 0.297808, 0.289997, 0.285542, 0.279346, 0.275077, 0.267704, 0.266945, 0.259507, 0.257888, 0.251468, 0.246404, 0.242337 ]) Bell_baffle_leakage_z_1 = np.array([1.0, 0.99999, 0.9999, 0.999, 0.934094, 0.899408, 0.88689, 0.864752, 0.855175, 0.846, 0.832233, 0.820088, 0.811664, 0.80142, 0.78835, 0.781726, 0.776483, 0.765313, 0.755385, 0.749603, 0.742282, 0.73553, 0.725889, 0.716396, 0.709586, 0.709021, 0.698593, 0.690044, 0.686691, 0.680127, 0.67261, 0.665553, 0.662016, 0.655963, 0.648118, 0.644201, 0.635976, 0.63258, 0.626768, 0.621075, 0.617208, 0.609726, 0.60012, 0.591542, 0.587468, 0.582048, 0.578005, 0.570583, 0.567619, 0.561455, 0.554463, 0.548789, 0.545376, 0.537063, 0.531409, 0.523465, 0.522319, 0.51407, 0.508009, 0.50576, 0.49867, 0.493705, 0.487867, 0.482187, 0.474436, 0.470146, 0.465546, 0.458712, 0.455268, 0.43738, 0.445348, 0.436779, 0.429227, 0.42748, 0.42131, 0.413109, 0.406841, 0.403448, 0.395933, 0.391023, 0.38459, 0.37863, 0.372074, 0.361413, 0.360967, 0.356072, 0.353486, 0.344855, 0.339953, 0.336008, 0.327035, 0.322011, 0.316393, 0.310588, 0.306074, 0.299769, 0.294481, 0.290318, 0.285397, 0.279684, 0.279195, 0.271757, 0.27035, 0.261526, 0.255964, 0.252562, 0.248199, 0.241338, 0.234956, 0.226232, 0.219861, 0.210806, 0.205706, 0.197321, 0.194638, 0.187568, 0.186719, 0.178183, 0.176295, 0.168945, 0.16388, 0.160321 ]) Bell_baffle_leakage_zs = np.array([Bell_baffle_leakage_z_0, Bell_baffle_leakage_z_0_25, Bell_baffle_leakage_z_0_5, Bell_baffle_leakage_z_0_75, Bell_baffle_leakage_z_1]).T Bell_baffle_leakage_z_values = np.array([0, .25, .5, .75, 1]) Bell_baffle_leakage_obj = RectBivariateSpline(Bell_baffle_leakage_x, Bell_baffle_leakage_z_values, Bell_baffle_leakage_zs, kx=3, ky=1, s=0.002) def test_baffle_leakage_Bell(): Jl = baffle_leakage_Bell(1, 1, 4) assert_close(Jl, 0.5159239501898142, rtol=1e-3) Jl = baffle_leakage_Bell(1, 1, 8) assert_close(Jl, 0.6820523047494141, rtol=1e-3) Jl = baffle_leakage_Bell(1, 3, 8) assert_close(Jl, 0.5906621282470395, rtol=1e-3) # Silent clipping Jl = baffle_leakage_Bell(1, .0001, .00001) assert_close(Jl, 0.16072739052053492) Jl = baffle_leakage_Bell(1, 3, 8, method='HEDH') assert_close(Jl, 0.5530236260777133) # Example in spreadsheet 02 - Heat Exchangers, tab Shell htc imperial, # Rules of Thumb for Chemical Engineers 5E # Has an error Jl = baffle_leakage_Bell(Ssb=5.5632369907320000000, Stb=4.7424109055909500, Sm=42.7842616174504, method='HEDH') assert_close(Jl, 0.6719386427830639) def test_baffle_leakage_Bell_refit(): from ht.conv_tube_bank import Bell_baffle_leakage_tck # Test refitting the data obj = RectBivariateSpline(Bell_baffle_leakage_x, Bell_baffle_leakage_z_values, Bell_baffle_leakage_zs, kx=3, ky=1, s=0.002) new_tck = obj.tck + obj.degrees [assert_close1d(i, j) for (i, j) in zip(Bell_baffle_leakage_tck[:-2], new_tck[:-2])] #import matplotlib.pyplot as plt #for ys in Bell_baffle_leakage_zs.T: # plt.plot(Bell_baffle_leakage_x, ys) #for z in Bell_baffle_leakage_z_values: # xs = np.linspace(min(Bell_baffle_leakage_x), max(Bell_baffle_leakage_x), 1000) # ys = np.clip(Bell_baffle_leakage_obj(xs, z), 0, 1) # plt.plot(xs, ys, '--') # #for z in Bell_baffle_leakage_z_values: # xs = np.linspace(min(Bell_baffle_leakage_x), max(Bell_baffle_leakage_x), 1000) # rs = z # rl = xs # ys = 0.44*(1.0 - rs) + (1.0 - 0.44*(1.0 - rs))*np.exp(-2.2*rl) # plt.plot(xs, ys, '--') def test_bundle_bypassing_Bell(): Jb = bundle_bypassing_Bell(0.5, 5, 25) assert_close(Jb, 0.8469611760884599, rtol=1e-3) Jb = bundle_bypassing_Bell(0.5, 5, 25, laminar=True) assert_close(Jb, 0.8327442867825271, rtol=1e-3) Jb = bundle_bypassing_Bell(0.99, 5, 25, laminar=True) assert_close(Jb, 0.7786963825447165, rtol=1e-3) Jb = bundle_bypassing_Bell(0.5, 5, 25, method='HEDH') assert_close(Jb, 0.8483210970579099) Jb = bundle_bypassing_Bell(0.5, 5, 25, method='HEDH', laminar=True) assert_close(0.8372305924553625, Jb) # Example in spreadsheet 02 - Heat Exchangers, tab Shell htc imperial, # Rules of Thumb for Chemical Engineers 5E Jb = bundle_bypassing_Bell(bypass_area_fraction=0.331946755407654, seal_strips=2, crossflow_rows=10.6516290726817, method='HEDH') assert_close(Jb, 0.8908547260332952) Bell_bundle_bypass_x = np.array([0.0, 1e-5, 1e-4, 1e-3, 0.0388568, 0.0474941, 0.0572083, 0.0807999, 0.0915735, 0.0959337, 0.118724, 0.128469, 0.134716, 0.142211, 0.146821, 0.156504, 0.162821, 0.169488, 0.178126, 0.185301, 0.194997, 0.200798, 0.210512, 0.212373, 0.221063, 0.222122, 0.228864, 0.232856, 0.238578, 0.242605, 0.250104, 0.257958, 0.262866, 0.268403, 0.273639, 0.280289, 0.284999, 0.291067, 0.295186, 0.30005, 0.309764, 0.312548, 0.31468, 0.320144, 0.323405, 0.328111, 0.33213, 0.333111, 0.33857, 0.341836, 0.343889, 0.349352, 0.351401, 0.35359, 0.359058, 0.361102, 0.366408, 0.370597, 0.375601, 0.379541, 0.382811, 0.386913, 0.392363, 0.39766, 0.401106, 0.401841, 0.410811, 0.412615, 0.419939, 0.421633, 0.42633, 0.431067, 0.434967, 0.440908, 0.444682, 0.450614, 0.45373, 0.457036, 0.462565, 0.464508, 0.47016, 0.47227, 0.477519, 0.480474, 0.482794, 0.486874, 0.490639, 0.492758, 0.499075, 0.501281, 0.506824, 0.5116, 0.51494, 0.52159, 0.52187, 0.530498, 0.532368, 0.537013, 0.541276, 0.542244, 0.546385, 0.551805, 0.553801, 0.5575, 0.562325, 0.56668, 0.568283, 0.572153, 0.576377, 0.580676, 0.582252, 0.5886, 0.591953, 0.599019, 0.601715, 0.602385, 0.610103, 0.612441, 0.613194, 0.62061, 0.622146, 0.622934, 0.630324, 0.631852, 0.633669, 0.637109, 0.64136, 0.644447, 0.647887, 0.649879, 0.652335, 0.656363, 0.657593, 0.661839, 0.665333, 0.667924, 0.672258, 0.674841, 0.678694, 0.681955, 0.685396, 0.688789, 0.69198, 0.69532 ]) Bell_bundle_bypass_x_max = float(Bell_bundle_bypass_x[-1]) Bell_bundle_bypass_z_values = np.array([0.0, 0.05, 0.1, 1.0 / 6.0, 0.3, 0.5]) Bell_bundle_bypass_z_high_0_5 = np.ones(144) Bell_bundle_bypass_z_high_0_3 = np.array([1.0, 0.99999, 0.9999, 0.999, 0.990537, 0.988984, 0.98724, 0.983016, 0.980614, 0.979535, 0.974346, 0.972054, 0.970522, 0.968688, 0.967675, 0.965549, 0.964164, 0.963959, 0.963171, 0.961603, 0.959253, 0.959162, 0.957048, 0.956644, 0.954757, 0.954523, 0.9529, 0.95197, 0.950734, 0.949953, 0.951574, 0.949936, 0.947587, 0.946396, 0.945271, 0.943845, 0.942835, 0.941537, 0.940656, 0.940788, 0.942546, 0.940563, 0.939047, 0.935797, 0.935104, 0.934105, 0.933252, 0.933045, 0.931888, 0.931164, 0.930682, 0.9294, 0.929485, 0.929948, 0.931104, 0.931397, 0.928907, 0.926946, 0.925893, 0.925065, 0.924344, 0.923388, 0.922149, 0.92104, 0.92032, 0.920166, 0.918293, 0.917917, 0.917341, 0.917207, 0.916838, 0.916466, 0.916159, 0.915693, 0.915397, 0.914931, 0.914687, 0.914428, 0.913994, 0.913842, 0.91334, 0.912902, 0.911815, 0.911203, 0.91078, 0.910038, 0.909353, 0.908968, 0.907821, 0.907421, 0.906416, 0.905551, 0.904947, 0.903745, 0.903694, 0.902137, 0.9018, 0.900963, 0.900195, 0.900021, 0.899276, 0.898303, 0.897944, 0.897281, 0.896416, 0.895636, 0.895349, 0.894656, 0.893901, 0.893133, 0.892852, 0.89172, 0.891122, 0.889865, 0.889385, 0.889266, 0.887895, 0.88748, 0.887347, 0.887002, 0.887002, 0.887002, 0.886113, 0.885805, 0.88544, 0.884748, 0.883894, 0.883275, 0.882575, 0.882132, 0.881585, 0.880689, 0.880426, 0.879577, 0.878879, 0.878362, 0.878362, 0.878362, 0.878362, 0.877712, 0.877026, 0.87635, 0.875715, 0.875051 ]) Bell_bundle_bypass_z_high_0_167 = np.array([1.0, 0.99999, 0.9999, 0.999, 0.98326, 0.97947, 0.974498, 0.962528, 0.957986, 0.956693, 0.949964, 0.947102, 0.945271, 0.94206, 0.94009, 0.935965, 0.93353, 0.932117, 0.928823, 0.925995, 0.923086, 0.921351, 0.918452, 0.917897, 0.915313, 0.914999, 0.913, 0.911818, 0.910127, 0.90895, 0.907403, 0.905106, 0.903391, 0.90146, 0.899637, 0.897328, 0.895696, 0.893598, 0.892176, 0.8905, 0.886812, 0.885691, 0.884834, 0.882399, 0.880948, 0.879769, 0.878966, 0.87877, 0.87685, 0.875407, 0.874501, 0.873182, 0.872775, 0.872342, 0.870581, 0.869774, 0.86768, 0.865848, 0.863665, 0.862771, 0.862131, 0.861322, 0.859193, 0.857129, 0.859086, 0.858609, 0.852897, 0.852509, 0.850934, 0.85034, 0.848528, 0.846705, 0.845041, 0.842545, 0.841823, 0.840689, 0.839677, 0.838418, 0.836305, 0.835485, 0.833106, 0.832278, 0.831286, 0.830728, 0.830291, 0.828583, 0.827011, 0.826114, 0.823157, 0.822169, 0.82102, 0.820047, 0.819426, 0.818189, 0.818085, 0.814886, 0.814194, 0.812289, 0.810543, 0.810058, 0.806263, 0.806263, 0.806263, 0.806137, 0.804373, 0.802783, 0.802256, 0.801473, 0.800619, 0.799812, 0.799526, 0.798328, 0.796926, 0.793982, 0.792861, 0.792583, 0.789808, 0.78897, 0.788701, 0.787226, 0.786921, 0.786757, 0.784122, 0.783578, 0.782932, 0.781709, 0.780202, 0.779109, 0.778433, 0.778042, 0.77756, 0.776422, 0.775988, 0.774494, 0.77333, 0.772824, 0.77198, 0.771442, 0.770094, 0.768954, 0.767753, 0.766571, 0.765461, 0.764301 ]) Bell_bundle_bypass_z_high_0_1 = np.array([1.0, 0.99999, 0.9999, 0.999, 0.978035, 0.974378, 0.970282, 0.960405, 0.955928, 0.953958, 0.941171, 0.935756, 0.932301, 0.928172, 0.925642, 0.92035, 0.916913, 0.9133, 0.908641, 0.904789, 0.899741, 0.89745, 0.893627, 0.892897, 0.889494, 0.88908, 0.886716, 0.885913, 0.884594, 0.881903, 0.877493, 0.874369, 0.87224, 0.869806, 0.867741, 0.865076, 0.863023, 0.86048, 0.858872, 0.856977, 0.853205, 0.851584, 0.850211, 0.846705, 0.845452, 0.843647, 0.842058, 0.841641, 0.839327, 0.837996, 0.837215, 0.835141, 0.834364, 0.833443, 0.831147, 0.830291, 0.828293, 0.826718, 0.824687, 0.82305, 0.821515, 0.819223, 0.816189, 0.814075, 0.812703, 0.81241, 0.808849, 0.808135, 0.805242, 0.804574, 0.802726, 0.800866, 0.799338, 0.797016, 0.795545, 0.793199, 0.791952, 0.790633, 0.78865, 0.787955, 0.785378, 0.784125, 0.781018, 0.779971, 0.779149, 0.777707, 0.776379, 0.775632, 0.77341, 0.77338, 0.770144, 0.767521, 0.766358, 0.764048, 0.763944, 0.760626, 0.759946, 0.758344, 0.756878, 0.756543, 0.754964, 0.752903, 0.752217, 0.750955, 0.749311, 0.74768, 0.747075, 0.745618, 0.743505, 0.741332, 0.740537, 0.738255, 0.737132, 0.731632, 0.729296, 0.729296, 0.729296, 0.728522, 0.728273, 0.725825, 0.725318, 0.725059, 0.72263, 0.722122, 0.72146, 0.720209, 0.718666, 0.71766, 0.716539, 0.715891, 0.715086, 0.713635, 0.713192, 0.711666, 0.708853, 0.706773, 0.705828, 0.705414, 0.704797, 0.703715, 0.702494, 0.701293, 0.700165, 0.698986 ]) Bell_bundle_bypass_z_high_0_05 = np.array([1.0, 0.99999, 0.9999, 0.999, 0.972281, 0.967922, 0.961369, 0.943692, 0.935729, 0.932525, 0.915956, 0.908961, 0.906104, 0.904563, 0.901473, 0.895196, 0.891354, 0.885977, 0.87906, 0.874187, 0.86913, 0.86655, 0.862245, 0.861423, 0.857594, 0.857129, 0.852769, 0.850462, 0.848255, 0.846705, 0.842424, 0.837963, 0.835187, 0.832066, 0.829126, 0.825407, 0.822783, 0.819415, 0.817095, 0.814308, 0.808771, 0.80719, 0.805982, 0.802895, 0.801058, 0.798414, 0.796163, 0.795615, 0.79257, 0.79081, 0.789705, 0.786773, 0.785555, 0.784255, 0.781018, 0.780293, 0.778416, 0.776757, 0.773823, 0.77152, 0.769804, 0.767657, 0.764814, 0.76206, 0.760275, 0.759852, 0.754714, 0.753788, 0.750038, 0.749171, 0.746514, 0.743844, 0.742476, 0.740476, 0.738142, 0.733741, 0.732227, 0.731129, 0.729296, 0.728224, 0.725118, 0.723961, 0.721379, 0.719929, 0.718793, 0.716592, 0.714554, 0.71341, 0.709585, 0.708255, 0.706445, 0.704915, 0.703256, 0.699727, 0.699579, 0.694462, 0.693873, 0.692411, 0.691072, 0.690566, 0.688406, 0.685632, 0.684701, 0.682979, 0.68071, 0.678471, 0.677649, 0.675704, 0.673763, 0.671794, 0.671073, 0.668927, 0.667797, 0.664237, 0.662887, 0.662584, 0.659112, 0.658063, 0.657689, 0.65401, 0.65325, 0.652861, 0.649222, 0.648472, 0.647937, 0.646926, 0.645678, 0.64442, 0.642745, 0.641777, 0.640586, 0.638832, 0.638297, 0.636454, 0.634836, 0.633593, 0.631519, 0.630382, 0.628731, 0.627336, 0.626066, 0.624995, 0.62399, 0.622939 ]) Bell_bundle_bypass_z_high_0 = np.array([1.0, 0.99999, 0.9999, 0.999, 0.952236, 0.940656, 0.929217, 0.902172, 0.890997, 0.886514, 0.863444, 0.851755, 0.845079, 0.837139, 0.832293, 0.822203, 0.816984, 0.810801, 0.80192, 0.794615, 0.78485, 0.779066, 0.769592, 0.767791, 0.759517, 0.758605, 0.752824, 0.749047, 0.743669, 0.739906, 0.73295, 0.725735, 0.722154, 0.717987, 0.713174, 0.707108, 0.702842, 0.697384, 0.693703, 0.689382, 0.680999, 0.678318, 0.676273, 0.671537, 0.669333, 0.666165, 0.662801, 0.661983, 0.657447, 0.654748, 0.653057, 0.648578, 0.646907, 0.645126, 0.640517, 0.638664, 0.634016, 0.631344, 0.628167, 0.625058, 0.622488, 0.619125, 0.614363, 0.610288, 0.607796, 0.607265, 0.60083, 0.599544, 0.59421, 0.592943, 0.589445, 0.585503, 0.582277, 0.577936, 0.575196, 0.571767, 0.569973, 0.567464, 0.563036, 0.561619, 0.557635, 0.556155, 0.55249, 0.550438, 0.548878, 0.546625, 0.544554, 0.543231, 0.538071, 0.536281, 0.532469, 0.529276, 0.527497, 0.523935, 0.52375, 0.518089, 0.516762, 0.513373, 0.51047, 0.509884, 0.507382, 0.504126, 0.502932, 0.500727, 0.497867, 0.495143, 0.494144, 0.491733, 0.488799, 0.485831, 0.484868, 0.481006, 0.479285, 0.476413, 0.473514, 0.472869, 0.469205, 0.468011, 0.467512, 0.462626, 0.461732, 0.461273, 0.457, 0.456012, 0.45484, 0.452628, 0.450352, 0.448953, 0.447398, 0.446281, 0.444731, 0.442201, 0.44145, 0.439096, 0.437168, 0.435842, 0.433942, 0.432813, 0.430923, 0.429157, 0.427301, 0.425479, 0.423772, 0.421993 ]) Bell_bundle_bypass_z_high = np.array([Bell_bundle_bypass_z_high_0, Bell_bundle_bypass_z_high_0_05, Bell_bundle_bypass_z_high_0_1, Bell_bundle_bypass_z_high_0_167, Bell_bundle_bypass_z_high_0_3, Bell_bundle_bypass_z_high_0_5]).T Bell_bundle_bypass_high_obj = RectBivariateSpline(Bell_bundle_bypass_x, Bell_bundle_bypass_z_values, Bell_bundle_bypass_z_high, kx = 3, ky = 3, s = 0.0007) #import matplotlib.pyplot as plt #for ys in Bell_bundle_bypass_z_high.T: # plt.plot(Bell_bundle_bypass_x, ys) #for z in Bell_bundle_bypass_z_values: # xs = np.linspace(min(Bell_bundle_bypass_x), max(Bell_bundle_bypass_x), 1000) # ys = np.clip(Bell_bundle_bypass_high_obj(xs, z), 0, 1) # plt.plot(xs, ys, '--') #for z in Bell_bundle_bypass_z_values: # xs = np.linspace(min(Bell_bundle_bypass_x), max(Bell_bundle_bypass_x), 1000) # ys = np.exp(-1.25*xs*(1.0 - (2.0*z)**(1/3.) )) # This one is a good fit! # plt.plot(xs, ys, '.') #plt.show() Bell_bundle_bypass_z_low_0_5 = Bell_bundle_bypass_z_high_0_5 Bell_bundle_bypass_z_low_0_3 = np.array([1.0, 0.99999, 0.9999, 0.999, 0.991796, 0.989982, 0.987945, 0.983016, 0.980614, 0.979535, 0.974346, 0.972054, 0.970522, 0.968688, 0.967675, 0.965549, 0.964164, 0.963959, 0.963171, 0.961603, 0.959253, 0.959162, 0.957048, 0.956644, 0.954757, 0.954523, 0.9529, 0.95197, 0.950734, 0.949953, 0.951574, 0.949936, 0.947587, 0.946396, 0.945271, 0.943845, 0.942835, 0.941537, 0.940656, 0.940788, 0.942546, 0.940563, 0.939047, 0.935797, 0.935104, 0.934105, 0.933252, 0.933045, 0.931888, 0.931164, 0.930682, 0.9294, 0.929485, 0.929948, 0.931104, 0.931397, 0.928907, 0.926946, 0.925893, 0.925065, 0.924344, 0.923388, 0.922112, 0.920852, 0.920034, 0.919859, 0.917732, 0.917305, 0.915572, 0.915172, 0.914063, 0.912946, 0.912028, 0.910631, 0.909744, 0.908352, 0.907622, 0.906848, 0.905555, 0.905101, 0.903781, 0.903289, 0.902066, 0.901379, 0.900839, 0.899919, 0.899149, 0.898717, 0.897483, 0.897083, 0.89608, 0.895216, 0.894613, 0.893412, 0.893362, 0.891807, 0.89147, 0.890635, 0.889868, 0.889694, 0.888923, 0.887829, 0.887427, 0.886681, 0.88571, 0.884834, 0.884477, 0.883613, 0.882672, 0.881954, 0.881691, 0.880632, 0.880073, 0.878897, 0.878448, 0.878332, 0.876793, 0.876328, 0.876178, 0.874703, 0.874398, 0.874242, 0.872631, 0.872295, 0.871914, 0.871488, 0.870962, 0.87058, 0.870155, 0.869909, 0.869486, 0.868691, 0.868448, 0.867611, 0.866922, 0.866412, 0.86556, 0.864996, 0.864155, 0.863444, 0.86277, 0.862105, 0.86148, 0.860827 ]) Bell_bundle_bypass_z_low_0_167 = np.array([1.0, 0.99999, 0.9999, 0.999, 0.980974, 0.977905, 0.97446, 0.966143, 0.962368, 0.960686, 0.951112, 0.947048, 0.944452, 0.941346, 0.939441, 0.935452, 0.93269, 0.92946, 0.925293, 0.921845, 0.917207, 0.914443, 0.909833, 0.908959, 0.905975, 0.905612, 0.903304, 0.90194, 0.899989, 0.898618, 0.896071, 0.893412, 0.891754, 0.889887, 0.887916, 0.885239, 0.883183, 0.880493, 0.879259, 0.877803, 0.874903, 0.874074, 0.873134, 0.870731, 0.869578, 0.868649, 0.867856, 0.867642, 0.865256, 0.863831, 0.862988, 0.860849, 0.860049, 0.859186, 0.856524, 0.855531, 0.852959, 0.852139, 0.851171, 0.84986, 0.848459, 0.846705, 0.844612, 0.842583, 0.841212, 0.840919, 0.837359, 0.836645, 0.833751, 0.833084, 0.831743, 0.830749, 0.829968, 0.828849, 0.827989, 0.825515, 0.824217, 0.822981, 0.820918, 0.820193, 0.817941, 0.817102, 0.815018, 0.813871, 0.813014, 0.811509, 0.810137, 0.809474, 0.8075, 0.806811, 0.805085, 0.8036, 0.802563, 0.800503, 0.800417, 0.797752, 0.797175, 0.795746, 0.794422, 0.794073, 0.792581, 0.790633, 0.789837, 0.788364, 0.786627, 0.785849, 0.785563, 0.784873, 0.783229, 0.781532, 0.780917, 0.778551, 0.777304, 0.774683, 0.773686, 0.773438, 0.772069, 0.771659, 0.771527, 0.768654, 0.768059, 0.767753, 0.765181, 0.764651, 0.76402, 0.76335, 0.762532, 0.76154, 0.75956, 0.758417, 0.757994, 0.757301, 0.757089, 0.75611, 0.754779, 0.753793, 0.752544, 0.752102, 0.751445, 0.750747, 0.749575, 0.748421, 0.747337, 0.746205 ]) Bell_bundle_bypass_z_low_0_1 = np.array([1.0, 0.99999, 0.9999, 0.999, 0.978947, 0.974857, 0.970278, 0.959247, 0.954251, 0.952236, 0.938267, 0.932356, 0.928587, 0.924085, 0.921326, 0.915559, 0.911816, 0.907882, 0.902811, 0.89862, 0.892988, 0.889635, 0.885582, 0.884834, 0.879037, 0.878345, 0.87566, 0.874074, 0.87124, 0.869251, 0.86556, 0.862478, 0.860473, 0.858072, 0.85515, 0.850859, 0.849041, 0.846705, 0.844334, 0.841542, 0.835995, 0.834411, 0.833976, 0.832942, 0.832325, 0.829367, 0.82685, 0.826237, 0.824191, 0.82297, 0.822203, 0.81994, 0.819093, 0.818189, 0.815149, 0.814015, 0.81124, 0.809258, 0.806898, 0.805045, 0.80351, 0.801588, 0.799042, 0.796575, 0.794975, 0.794634, 0.791377, 0.790729, 0.787823, 0.78715, 0.784863, 0.782599, 0.781214, 0.779109, 0.776888, 0.77341, 0.772317, 0.771158, 0.769179, 0.768425, 0.766237, 0.765263, 0.762533, 0.761, 0.759834, 0.757882, 0.756085, 0.755076, 0.752075, 0.751029, 0.749142, 0.747519, 0.746277, 0.743778, 0.743677, 0.740769, 0.74014, 0.737582, 0.735207, 0.73467, 0.733289, 0.731487, 0.730713, 0.728963, 0.726686, 0.724636, 0.723901, 0.722489, 0.720951, 0.719026, 0.718255, 0.715157, 0.713949, 0.711376, 0.710288, 0.710018, 0.706915, 0.705978, 0.705676, 0.702713, 0.7021, 0.701786, 0.698849, 0.698244, 0.697524, 0.696164, 0.694821, 0.693848, 0.692765, 0.691722, 0.690438, 0.688338, 0.687698, 0.686042, 0.684684, 0.683677, 0.681998, 0.680999, 0.680403, 0.679899, 0.679368, 0.677706, 0.676072, 0.674366 ]) Bell_bundle_bypass_z_low_0_05 = np.array([1.0, 0.99999, 0.9999, 0.999, 0.97132, 0.966107, 0.959971, 0.942755, 0.934996, 0.931875, 0.915726, 0.908906, 0.906104, 0.904563, 0.901473, 0.895196, 0.891354, 0.885977, 0.87906, 0.874187, 0.867386, 0.86321, 0.856262, 0.854938, 0.84878, 0.848124, 0.843964, 0.841509, 0.838004, 0.835546, 0.830988, 0.826241, 0.823289, 0.81997, 0.816844, 0.812892, 0.810104, 0.806526, 0.804106, 0.801259, 0.795601, 0.793967, 0.792688, 0.789419, 0.787596, 0.785077, 0.782932, 0.782351, 0.779127, 0.777205, 0.776119, 0.773238, 0.77216, 0.770953, 0.767771, 0.766585, 0.763514, 0.761099, 0.758428, 0.756396, 0.754714, 0.752376, 0.749281, 0.745922, 0.743739, 0.743322, 0.738296, 0.737388, 0.73372, 0.732874, 0.730275, 0.727663, 0.725519, 0.722266, 0.720207, 0.716983, 0.715295, 0.713509, 0.710531, 0.709487, 0.70646, 0.705709, 0.703842, 0.702816, 0.702076, 0.700776, 0.699579, 0.698012, 0.693361, 0.691743, 0.687698, 0.686208, 0.685168, 0.682279, 0.682134, 0.677697, 0.676739, 0.674366, 0.671761, 0.671172, 0.668654, 0.666449, 0.665778, 0.664536, 0.662357, 0.660396, 0.659676, 0.657624, 0.655391, 0.653126, 0.652298, 0.648972, 0.647223, 0.643551, 0.642155, 0.64196, 0.639714, 0.639035, 0.638682, 0.635109, 0.634371, 0.633993, 0.63046, 0.629731, 0.628867, 0.627232, 0.625218, 0.62376, 0.622139, 0.621202, 0.62005, 0.618248, 0.617731, 0.615947, 0.614484, 0.61328, 0.611273, 0.61008, 0.608305, 0.606806, 0.605229, 0.603678, 0.602222, 0.600702 ]) Bell_bundle_bypass_z_low_0 = np.array([1.0, 0.99999, 0.9999, 0.999, 0.952236, 0.940656, 0.929217, 0.90002, 0.886521, 0.880701, 0.850893, 0.838458, 0.831886, 0.823549, 0.818189, 0.807989, 0.801404, 0.794512, 0.78485, 0.776988, 0.766488, 0.760275, 0.751029, 0.749052, 0.740111, 0.739124, 0.732874, 0.729198, 0.723961, 0.720158, 0.713129, 0.705842, 0.701326, 0.696132, 0.690988, 0.684186, 0.679334, 0.67352, 0.66971, 0.665448, 0.657018, 0.654621, 0.652811, 0.648334, 0.645676, 0.641432, 0.637791, 0.636967, 0.632602, 0.630005, 0.628212, 0.623369, 0.621616, 0.619905, 0.61565, 0.61403, 0.609576, 0.606083, 0.601936, 0.598691, 0.596011, 0.592666, 0.588251, 0.583992, 0.581238, 0.580668, 0.574145, 0.572724, 0.566812, 0.565183, 0.56069, 0.556978, 0.55452, 0.550223, 0.547289, 0.543116, 0.540988, 0.538616, 0.534414, 0.532944, 0.528694, 0.527116, 0.523265, 0.521112, 0.519429, 0.516481, 0.514038, 0.512668, 0.508511, 0.507017, 0.503284, 0.500089, 0.497867, 0.493714, 0.49354, 0.487757, 0.486467, 0.482972, 0.479717, 0.478981, 0.476477, 0.473881, 0.472928, 0.470456, 0.467252, 0.464687, 0.46375, 0.461495, 0.458195, 0.45486, 0.453935, 0.45032, 0.448303, 0.443758, 0.442035, 0.441609, 0.437337, 0.436027, 0.435562, 0.431011, 0.430169, 0.429742, 0.425761, 0.424942, 0.423971, 0.422137, 0.42001, 0.418705, 0.417255, 0.416416, 0.414108, 0.41035, 0.409842, 0.408091, 0.406656, 0.405331, 0.402949, 0.401536, 0.399438, 0.39767, 0.395938, 0.394249, 0.392668, 0.391019 ]) Bell_bundle_bypass_z_low = np.array([Bell_bundle_bypass_z_low_0, Bell_bundle_bypass_z_low_0_05, Bell_bundle_bypass_z_low_0_1, Bell_bundle_bypass_z_low_0_167, Bell_bundle_bypass_z_low_0_3, Bell_bundle_bypass_z_low_0_5]).T Bell_bundle_bypass_low_obj = RectBivariateSpline(Bell_bundle_bypass_x, Bell_bundle_bypass_z_values, Bell_bundle_bypass_z_low, kx = 3, ky = 3, s = 0.0007) #for ys in Bell_bundle_bypass_z_low.T: # plt.plot(Bell_bundle_bypass_x, ys) # #for z in Bell_bundle_bypass_z_values: # xs = np.linspace(min(Bell_bundle_bypass_x), max(Bell_bundle_bypass_x), 1000) # ys = np.clip(Bell_bundle_bypass_low_obj(xs, z), 0, 1) # plt.plot(xs, ys, '--') #plt.show() def test_bundle_bypassing_Bell(): from ht.conv_tube_bank import Bell_bundle_bypass_high_spl, Bell_bundle_bypass_low_spl low_spl = Bell_bundle_bypass_low_obj.tck + Bell_bundle_bypass_low_obj.degrees high_spl = Bell_bundle_bypass_high_obj.tck + Bell_bundle_bypass_high_obj.degrees [assert_close1d(i, j) for i, j in zip(Bell_bundle_bypass_high_spl[:-2], high_spl[:-2])] [assert_close1d(i, j) for i, j in zip(Bell_bundle_bypass_low_spl[:-2], low_spl[:-2])] def test_unequal_baffle_spacing_Bell(): Js = unequal_baffle_spacing_Bell(16, .1, .15, 0.15) assert_close(Js, 0.9640087802805195) def test_laminar_correction_Bell(): Jr = laminar_correction_Bell(30.0, 80) assert_close(Jr, 0.7267995454361379) assert_close(0.4, laminar_correction_Bell(30, 80000))
mit
DhrubajyotiDas/PyAbel
examples/example_dasch_methods.py
1
1597
# -*- coding: utf-8 -*- from __future__ import division from __future__ import print_function from __future__ import unicode_literals """example_dasch_methods.py. """ import numpy as np import abel import matplotlib.pyplot as plt # Dribinski sample image size 501x501 n = 501 IM = abel.tools.analytical.sample_image(n) # split into quadrants origQ = abel.tools.symmetry.get_image_quadrants(IM) # speed distribution of original image orig_speed = abel.tools.vmi.angular_integration(origQ[0], origin=(0,0)) scale_factor = orig_speed[1].max() plt.plot(orig_speed[0], orig_speed[1]/scale_factor, linestyle='dashed', label="Dribinski sample") # forward Abel projection fIM = abel.Transform(IM, direction="forward", method="hansenlaw").transform # split projected image into quadrants Q = abel.tools.symmetry.get_image_quadrants(fIM) dasch_transform = {\ "two_point": abel.dasch.two_point_transform, "three_point": abel.dasch.three_point_transform, "onion_peeling": abel.dasch.onion_peeling_transform} for method in dasch_transform.keys(): Q0 = Q[0].copy() # method inverse Abel transform AQ0 = dasch_transform[method](Q0, basis_dir='bases') # speed distribution speed = abel.tools.vmi.angular_integration(AQ0, origin=(0,0)) plt.plot(speed[0], speed[1]*orig_speed[1][14]/speed[1][14]/scale_factor, label=method) plt.title("Dasch methods for Dribinski sample image $n={:d}$".format(n)) plt.axis(xmax=250, ymin=-0.1) plt.legend(loc=0, frameon=False, labelspacing=0.1, fontsize='small') plt.savefig("plot_example_dasch_methods.png",dpi=100) plt.show()
mit
jgillis/casadi
examples/python/modelica/fritzson_application_examples/thermodynamics_example.py
1
6483
# # This file is part of CasADi. # # CasADi -- A symbolic framework for dynamic optimization. # Copyright (C) 2010 by Joel Andersson, Moritz Diehl, K.U.Leuven. All rights reserved. # # CasADi is free software; you can redistribute it and/or # modify it under the terms of the GNU Lesser General Public # License as published by the Free Software Foundation; either # version 3 of the License, or (at your option) any later version. # # CasADi is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU # Lesser General Public License for more details. # # You should have received a copy of the GNU Lesser General Public # License along with CasADi; if not, write to the Free Software # Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA # # # -*- coding: utf-8 -*- import os import sys import numpy as NP from numpy import * import matplotlib.pyplot as plt import zipfile import time import shutil try: # JModelica from pymodelica import compile_jmu from pyjmi import JMUModel import pymodelica use_precompiled = False except: print "No jmodelica installation, falling back to precompiled XML-files" use_precompiled = True # CasADi from casadi import * # Matplotlib interactive mode #plt.ion() # Compile Modelica code to XML def comp(name): curr_dir = os.path.dirname(os.path.abspath(__file__)) if use_precompiled: shutil.copy(curr_dir + '/precompiled_' + name + '.xml', name + '.xml') else: jmu_name = compile_jmu(name, curr_dir+"/thermodynamics_example.mo",'modelica','ipopt',{'generate_xml_equations':True, 'generate_fmi_me_xml':False}) modname = name.replace('.','_') sfile = zipfile.ZipFile(curr_dir+'/'+modname+'.jmu','r') mfile = sfile.extract('modelDescription.xml','.') os.remove(modname+'.jmu') os.rename('modelDescription.xml',modname+'.xml') # Compile the simplemost example (conservation of mass in control volume) comp("BasicVolumeMassConservation") # Read a model from XML ocp = SymbolicOCP() ocp.parseFMI('BasicVolumeMassConservation.xml') # Make the OCP explicit ocp.makeExplicit() # Eliminate the algebraic states ocp.eliminateAlgebraic() # Inputs to the integrator dae_fcn_in = daeIn( t = ocp.t, x = vertcat(var(ocp.x)), p = vertcat(var(ocp.pi)+var(ocp.pf)) ) # Create an integrator dae = SXFunction(dae_fcn_in,daeOut(ode=ocp.ode)) integrator = CVodesIntegrator(dae) # Output function m = ocp.variable("m").var() P = ocp.variable("P").var() output_fcn_out = ocp.substituteDependents([m,P]) output_fcn_in = daeIn( t=ocp.t, x = vertcat(var(ocp.x)), z = vertcat(var(ocp.z)), p = vertcat(var(ocp.pi)+var(ocp.pf)+var(ocp.u)) ) output_fcn = SXFunction(output_fcn_in,output_fcn_out) # Create a simulator grid = NP.linspace(0,1,100) simulator = Simulator(integrator,output_fcn,grid) simulator.init() # Pass initial conditions x0 = getStart(ocp.x) simulator.setInput(x0,"x0") # Simulate simulator.evaluate() integrator.printStats() # Plot plt.figure(1) plt.subplot(1,2,1) plt.plot(grid,simulator.output()) plt.xlabel("t") plt.ylabel("m(t)") plt.title("c.f. Fritzson figure 15-6 (left)") plt.subplot(1,2,2) plt.plot(grid,simulator.output(1)) plt.xlabel("t") plt.ylabel("P(t)") plt.title("c.f. Fritzson figure 15-6 (right)") plt.draw() # Compile the next example (conservation of energy in control volume) comp("BasicVolumeEnergyConservation") # Allocate a parser and load the xml ocp = SymbolicOCP() ocp.parseFMI('BasicVolumeEnergyConservation.xml') # Make the OCP explicit ocp.makeExplicit() # Eliminate the algebraic states ocp.eliminateAlgebraic() # Inputs to the integrator dae_fcn_in = daeIn( t = ocp.t, x = vertcat(var(ocp.x)), p = vertcat(var(ocp.pi)+var(ocp.pf)) ) # Create an integrator dae = SXFunction(dae_fcn_in,daeOut(ode=ocp.ode)) integrator = CVodesIntegrator(dae) # Output function T = ocp.variable("T").var() output_fcn_out = ocp.substituteDependents([T]) output_fcn_in = daeIn( t=ocp.t, x = vertcat(var(ocp.x)), z = vertcat(var(ocp.z)), p = vertcat(var(ocp.pi)+var(ocp.pf)+var(ocp.u)) ) output_fcn = SXFunction(output_fcn_in,output_fcn_out) # Create a simulator grid = NP.linspace(0,10,100) simulator = Simulator(integrator,output_fcn,grid) simulator.init() # Pass initial conditions x0 = getStart(ocp.x) simulator.setInput(x0,"x0") # Simulate simulator.evaluate() integrator.printStats() # Plot plt.figure(2) plt.plot(grid,simulator.output()) plt.xlabel("t") plt.ylabel("T(t)") plt.title("c.f. Fritzson figure 15-9") plt.draw() # Compile the next example (Heat transfer and work) comp("BasicVolumeTest") # Allocate a parser and load the xml ocp = SymbolicOCP() ocp.parseFMI('BasicVolumeTest.xml') # Make explicit ocp.makeExplicit() # Eliminate the algebraic states ocp.eliminateAlgebraic() # Inputs to the integrator dae_fcn_in = daeIn( t = ocp.t, x = vertcat(var(ocp.x)), p = vertcat(var(ocp.pi)+var(ocp.pf)) ) # Create an integrator dae = SXFunction(dae_fcn_in,daeOut(ode=ocp.ode)) integrator = CVodesIntegrator(dae) # Output function T = ocp.variable("T").var() U = ocp.variable("U").var() V = ocp.variable("V").var() output_fcn_out = ocp.substituteDependents([T,U,V]) output_fcn_in = daeIn( t=ocp.t, x = vertcat(var(ocp.x)), z = vertcat(var(ocp.z)), p = vertcat(var(ocp.pi)+var(ocp.pf)+var(ocp.u)) ) output_fcn = SXFunction(output_fcn_in,output_fcn_out) # Create a simulator grid = NP.linspace(0,2,100) simulator = Simulator(integrator,output_fcn,grid) simulator.init() # Pass initial conditions x0 = getStart(ocp.x) simulator.setInput(x0,"x0") # Simulate simulator.evaluate() integrator.printStats() # Plot plt.figure(3) p1, = plt.plot(grid,simulator.output(0)) p2, = plt.plot(grid,simulator.output(1)) plt.xlabel("t") plt.ylabel("T(t)") plt.legend([p2, p1], ["T", "U"]) plt.title("c.f. Fritzson figure 15-14") plt.figure(4) plt.plot(grid,simulator.output(2)) plt.xlabel("t") plt.ylabel("V(t)") plt.title("Approximation of V") plt.draw() # Compile the next example (conservation of energy in control volume) comp("CtrlFlowSystem") # Allocate a parser and load the xml ocp = SymbolicOCP() ocp.parseFMI('CtrlFlowSystem.xml') # Make the OCP explicit ocp.makeExplicit() # Print the ocp print ocp # The problem has no differential states, so instead of integrating, we just solve for mdot... plt.show()
lgpl-3.0
sysid/kg
fish/ShowMeTheFish.py
1
23609
""" credit: https://www.kaggle.com/xingyang/the-nature-conservancy-fisheries-monitoring/show-me-the-fishes-object-localization-with-cnn code comments: tw In order to run this script, you need to download the annotation files from https://www.kaggle.com/c/the-nature-conservancy-fisheries-monitoring/discussion/25902 and modify the DATASET_FOLDER_PATH variable. The script has been tested on Python 3.6 with latest packages. You might need to modify the script because of the possible compatibility issues. The localization algorithm implemented here could achieve satisfactory results on the testing dataset. To further improve the performance, you may find the following links useful. https://deepsense.io/deep-learning-right-whale-recognition-kaggle/ http://felixlaumon.github.io/2015/01/08/kaggle-right-whale.html https://blog.keras.io/building-powerful-image-classification-models-using-very-little-data.html It's a regression task and I want to predict 4 numbers, namely, (row_start_index / row_size, (row_end_index - row_start_index) / row_size, column_start_index / column_size, (column_end_index - column_start_index) / column_size). These 4 numbers are in the range of [0, 1]. Using "sigmoid" activation is appropriate although we are not working on probabilities. Another choice is to use a clipping function in the end. I presume that there won't be huge differences between these two options. """ #assert False import matplotlib matplotlib.use("Agg") import os import glob import shutil import json import pylab import numpy as np import keras import tensorflow as tf from keras.applications.vgg16 import VGG16 from keras.callbacks import Callback, EarlyStopping, ModelCheckpoint from keras.layers import Dense, Dropout, Flatten, Input from keras.layers.normalization import BatchNormalization from keras.models import Model from keras.optimizers import Adam from keras.preprocessing.image import ImageDataGenerator from keras.utils.visualize_util import plot from scipy.misc import imread, imsave, imresize from sklearn.cluster import DBSCAN from sklearn.model_selection import GroupShuffleSplit # Dataset #DATASET_FOLDER_PATH = os.path.join(os.path.expanduser("~"), "Documents/Dataset/The Nature Conservancy Fisheries Monitoring") DATASET_FOLDER_PATH = os.path.join(os.getcwd(), "data/original") TRAIN_FOLDER_PATH = os.path.join(DATASET_FOLDER_PATH, "train") TEST_FOLDER_PATH = os.path.join(DATASET_FOLDER_PATH, "test_stg1") LOCALIZATION_FOLDER_PATH = os.path.join(DATASET_FOLDER_PATH, "localization") ANNOTATION_FOLDER_PATH = os.path.join(DATASET_FOLDER_PATH, "annotations") CLUSTERING_RESULT_FILE_PATH = os.path.join(DATASET_FOLDER_PATH, "clustering_result.npy") # Workspace WORKSPACE_FOLDER_PATH = os.path.join("/tmp", os.path.basename(DATASET_FOLDER_PATH)) CLUSTERING_FOLDER_PATH = os.path.join(WORKSPACE_FOLDER_PATH, "clustering") ACTUAL_DATASET_FOLDER_PATH = os.path.join(WORKSPACE_FOLDER_PATH, "actual_dataset") ACTUAL_TRAIN_ORIGINAL_FOLDER_PATH = os.path.join(ACTUAL_DATASET_FOLDER_PATH, "train_original") ACTUAL_VALID_ORIGINAL_FOLDER_PATH = os.path.join(ACTUAL_DATASET_FOLDER_PATH, "valid_original") ACTUAL_TRAIN_LOCALIZATION_FOLDER_PATH = os.path.join(ACTUAL_DATASET_FOLDER_PATH, "train_localization") ACTUAL_VALID_LOCALIZATION_FOLDER_PATH = os.path.join(ACTUAL_DATASET_FOLDER_PATH, "valid_localization") # Output OUTPUT_FOLDER_PATH = os.path.join(DATASET_FOLDER_PATH, "{}_output".format(os.path.basename(__file__).split(".")[0])) VISUALIZATION_FOLDER_PATH = os.path.join(OUTPUT_FOLDER_PATH, "Visualization") OPTIMAL_WEIGHTS_FOLDER_PATH = os.path.join(OUTPUT_FOLDER_PATH, "Optimal_Weights") OPTIMAL_WEIGHTS_FILE_RULE = os.path.join(OPTIMAL_WEIGHTS_FOLDER_PATH, "epoch_{epoch:03d}-loss_{loss:.5f}-val_loss_{val_loss:.5f}.h5") # Image processing IMAGE_ROW_SIZE = 256 IMAGE_COLUMN_SIZE = 256 # Training and Testing procedure MAXIMUM_EPOCH_NUM = 100 # 1000 PATIENCE = 100 BATCH_SIZE = 8 INSPECT_SIZE = 4 def reformat_testing_dataset(): # Create a dummy folder dummy_test_folder_path = os.path.join(TEST_FOLDER_PATH, "dummy") os.makedirs(dummy_test_folder_path, exist_ok=True) # Move files to the dummy folder if needed file_path_list = glob.glob(os.path.join(TEST_FOLDER_PATH, "*")) for file_path in file_path_list: if os.path.isfile(file_path): shutil.move(file_path, os.path.join(dummy_test_folder_path, os.path.basename(file_path))) def load_annotation(): annotation_dict = {} annotation_file_path_list = glob.glob(os.path.join(ANNOTATION_FOLDER_PATH, "*.json")) for annotation_file_path in annotation_file_path_list: with open(annotation_file_path) as annotation_file: annotation_file_content = json.load(annotation_file) for item in annotation_file_content: key = os.path.basename(item["filename"]) if key in annotation_dict: assert False, "Found existing key {}!!!".format(key) value = [] for annotation in item["annotations"]: value.append(np.clip((annotation["x"], annotation["width"], annotation["y"], annotation["height"]), 0, np.inf).astype(np.int)) annotation_dict[key] = value return annotation_dict def reformat_localization(): print("Creating the localization folder ...") os.makedirs(LOCALIZATION_FOLDER_PATH, exist_ok=True) print("Loading annotation ...") annotation_dict = load_annotation() original_image_path_list = glob.glob(os.path.join(TRAIN_FOLDER_PATH, "*/*")) for original_image_path in original_image_path_list: localization_image_path = LOCALIZATION_FOLDER_PATH + original_image_path[len(TRAIN_FOLDER_PATH):] if os.path.isfile(localization_image_path): continue localization_image_content = np.zeros(imread(original_image_path).shape[:2], dtype=np.uint8) for annotation_x, annotation_width, annotation_y, annotation_height in annotation_dict.get(os.path.basename(original_image_path), []): localization_image_content[annotation_y:annotation_y + annotation_height, annotation_x:annotation_x + annotation_width] = 255 os.makedirs(os.path.abspath(os.path.join(localization_image_path, os.pardir)), exist_ok=True) imsave(localization_image_path, localization_image_content) def perform_CV(image_path_list, resized_image_row_size=64, resized_image_column_size=64): ''' clustering only requires dim: 64. purpose: get image clusters and build your train/valid set according to these clusters, i.e. the cluster should be either in train or in valid set but not in both. ''' if os.path.isfile(CLUSTERING_RESULT_FILE_PATH): print("Loading clustering result ...") image_name_to_cluster_ID_array = np.load(CLUSTERING_RESULT_FILE_PATH) image_name_to_cluster_ID_dict = dict(image_name_to_cluster_ID_array) cluster_ID_array = np.array([image_name_to_cluster_ID_dict[os.path.basename(image_path)] for image_path in image_path_list], dtype=np.int) else: print("Reading image content ...") # (3777, 64, 64, 3) image_content_array = np.array([imresize(imread(image_path), (resized_image_row_size, resized_image_column_size)) for image_path in image_path_list]) # (3777, 12288) image_content_array = np.reshape(image_content_array, (len(image_content_array), -1)) # normalize picture-wise image_content_array = np.array([(image_content - image_content.mean()) / image_content.std() for image_content in image_content_array], dtype=np.float32) # tw: defines similarity, distance of pixel points. -1 = noise print("Apply boat/image clustering ...") cluster_ID_array = DBSCAN(eps=1.5 * resized_image_row_size * resized_image_column_size, min_samples=20, metric="l1", n_jobs=-1).fit_predict(image_content_array) print("Saving clustering result ...") image_name_to_cluster_ID_array = np.transpose(np.vstack(([os.path.basename(image_path) for image_path in image_path_list], cluster_ID_array))) np.save(CLUSTERING_RESULT_FILE_PATH, image_name_to_cluster_ID_array) print("The ID value and count are as follows:") cluster_ID_values, cluster_ID_counts = np.unique(cluster_ID_array, return_counts=True) for cluster_ID_value, cluster_ID_count in zip(cluster_ID_values, cluster_ID_counts): print("{}\t{}".format(cluster_ID_value, cluster_ID_count)) print("Visualizing clustering result ...") shutil.rmtree(CLUSTERING_FOLDER_PATH, ignore_errors=True) for image_path, cluster_ID in zip(image_path_list, cluster_ID_array): sub_clustering_folder_path = os.path.join(CLUSTERING_FOLDER_PATH, str(cluster_ID)) if not os.path.isdir(sub_clustering_folder_path): os.makedirs(sub_clustering_folder_path) os.symlink(image_path, os.path.join(sub_clustering_folder_path, os.path.basename(image_path))) # tw: exclude groups completely from training for validation, to make sure the model has not seen the group at all cv_object = GroupShuffleSplit(n_splits=100, test_size=0.2, random_state=0) # return array of indices, where clusters are either in or out completely, no mix for cv_index, (train_index_array, valid_index_array) in enumerate(cv_object.split(X=np.zeros((len(cluster_ID_array), 1)), groups=cluster_ID_array), start=1): print("Checking cv {} ...".format(cv_index)) # get the proportion of validation samples (must not be too high or low) valid_sample_ratio = len(valid_index_array) / (len(train_index_array) + len(valid_index_array)) if -1 in np.unique(cluster_ID_array[train_index_array]) and valid_sample_ratio > 0.15 and valid_sample_ratio < 0.25: # get number of each class in train and validation set [train_index_array] train_unique_label, train_unique_counts = np.unique([image_path.split("/")[-2] for image_path in np.array(image_path_list)[train_index_array]], return_counts=True) valid_unique_label, valid_unique_counts = np.unique([image_path.split("/")[-2] for image_path in np.array(image_path_list)[valid_index_array]], return_counts=True) # make sure that all classes in train set also are in validation set if np.array_equal(train_unique_label, valid_unique_label): # calculate the class proportion in the entire train/valid set: show whether similar distribution is given train_unique_ratio = train_unique_counts / np.sum(train_unique_counts) valid_unique_ratio = valid_unique_counts / np.sum(valid_unique_counts) print("Using {:.2f}% original training samples as validation samples ...".format(valid_sample_ratio * 100)) print("For training samples: {}".format(train_unique_ratio)) print("For validation samples: {}".format(valid_unique_ratio)) return train_index_array, valid_index_array assert False def reorganize_dataset(): # Get list of files original_image_path_list = sorted(glob.glob(os.path.join(TRAIN_FOLDER_PATH, "*/*"))) localization_image_path_list = sorted(glob.glob(os.path.join(LOCALIZATION_FOLDER_PATH, "*/*"))) # Sanity check original_image_name_list = [os.path.basename(image_path) for image_path in original_image_path_list] localization_image_name_list = [os.path.basename(image_path) for image_path in localization_image_path_list] assert np.array_equal(original_image_name_list, localization_image_name_list) # Perform Cross Validation train_index_array, valid_index_array = perform_CV(original_image_path_list) # Create symbolic links shutil.rmtree(ACTUAL_DATASET_FOLDER_PATH, ignore_errors=True) for (actual_original_folder_path, actual_localization_folder_path), index_array in zip( ((ACTUAL_TRAIN_ORIGINAL_FOLDER_PATH, ACTUAL_TRAIN_LOCALIZATION_FOLDER_PATH), (ACTUAL_VALID_ORIGINAL_FOLDER_PATH, ACTUAL_VALID_LOCALIZATION_FOLDER_PATH)), (train_index_array, valid_index_array)): for index_value in index_array: original_image_path = original_image_path_list[index_value] localization_image_path = localization_image_path_list[index_value] path_suffix = original_image_path[len(TRAIN_FOLDER_PATH):] assert path_suffix == localization_image_path[len(LOCALIZATION_FOLDER_PATH):] if path_suffix[1:].startswith("NoF"): continue actual_original_image_path = actual_original_folder_path + path_suffix actual_localization_image_path = actual_localization_folder_path + path_suffix os.makedirs(os.path.abspath(os.path.join(actual_original_image_path, os.pardir)), exist_ok=True) os.makedirs(os.path.abspath(os.path.join(actual_localization_image_path, os.pardir)), exist_ok=True) os.symlink(original_image_path, actual_original_image_path) os.symlink(localization_image_path, actual_localization_image_path) return len(glob.glob(os.path.join(ACTUAL_TRAIN_ORIGINAL_FOLDER_PATH, "*/*"))), len(glob.glob(os.path.join(ACTUAL_VALID_ORIGINAL_FOLDER_PATH, "*/*"))) def init_model(target_num=4, FC_block_num=2, FC_feature_dim=512, dropout_ratio=0.5, learning_rate=0.0001): # Get the input tensor #input_tensor = Input(shape=(3, IMAGE_ROW_SIZE, IMAGE_COLUMN_SIZE)) input_tensor = Input(shape=(IMAGE_ROW_SIZE, IMAGE_COLUMN_SIZE, 3)) # tw: TF # Convolutional blocks pretrained_model = VGG16(include_top=False, weights="imagenet") for layer in pretrained_model.layers: layer.trainable = False output_tensor = pretrained_model(input_tensor) # FullyConnected blocks output_tensor = Flatten()(output_tensor) for _ in range(FC_block_num): output_tensor = Dense(FC_feature_dim, activation="relu")(output_tensor) output_tensor = BatchNormalization()(output_tensor) output_tensor = Dropout(dropout_ratio)(output_tensor) # Yes. It's a regression task and I want to predict 4 numbers, namely, (row_start_index / row_size, (row_end_index - row_start_index) / row_size, column_start_index / column_size, (column_end_index - column_start_index) / column_size). # These 4 numbers are in the range of [0, 1]. Using "sigmoid" activation is appropriate although we are not working on probabilities. Another choice is to use a clipping function in the end. I presume that there won't be huge differences between these two options. output_tensor = Dense(target_num, activation="sigmoid")(output_tensor) # Define and compile the model model = Model(input_tensor, output_tensor) model.compile(optimizer=Adam(lr=learning_rate), loss="mse") # http://stackoverflow.com/questions/41818654/keras-batchnormalization-uninitialized-value keras.backend.get_session().run(tf.global_variables_initializer()) #plot(model, to_file=os.path.join(OPTIMAL_WEIGHTS_FOLDER_PATH, "model.png"), show_shapes=True, show_layer_names=True) model.summary() return model def convert_localization_to_annotation(localization_array, row_size=IMAGE_ROW_SIZE, column_size=IMAGE_COLUMN_SIZE): annotation_list = [] for localization in localization_array: localization = localization[0] mask_along_row = np.max(localization, axis=1) > 0.5 row_start_index = np.argmax(mask_along_row) row_end_index = len(mask_along_row) - np.argmax(np.flipud(mask_along_row)) - 1 mask_along_column = np.max(localization, axis=0) > 0.5 column_start_index = np.argmax(mask_along_column) column_end_index = len(mask_along_column) - np.argmax(np.flipud(mask_along_column)) - 1 annotation = (row_start_index / row_size, (row_end_index - row_start_index) / row_size, column_start_index / column_size, (column_end_index - column_start_index) / column_size) annotation_list.append(annotation) return np.array(annotation_list).astype(np.float32) def convert_annotation_to_localization(annotation_array, row_size=IMAGE_ROW_SIZE, column_size=IMAGE_COLUMN_SIZE): localization_list = [] for annotation in annotation_array: localization = np.zeros((row_size, column_size)) row_start_index = np.max((0, int(annotation[0] * row_size))) row_end_index = np.min((row_start_index + int(annotation[1] * row_size), row_size - 1)) column_start_index = np.max((0, int(annotation[2] * column_size))) column_end_index = np.min((column_start_index + int(annotation[3] * column_size), column_size - 1)) print("bbx: ", column_start_index, column_end_index, row_start_index, row_end_index) localization[row_start_index:row_end_index + 1, column_start_index:column_end_index + 1] = 1 #localization_list.append(np.expand_dims(localization, axis=0)) # TH dim #localization_list.append(localization[:, :, np.newaxis]) localization_list.append(localization) return np.array(localization_list).astype(np.float32) def load_dataset(folder_path_list, color_mode_list, batch_size, classes=None, class_mode=None, shuffle=True, seed=None, apply_conversion=False): # Get the generator of the dataset data_generator_list = [] for folder_path, color_mode in zip(folder_path_list, color_mode_list): data_generator_object = ImageDataGenerator( rotation_range=0, # 10 width_shift_range=0, #0.05, height_shift_range=0, #0.05, shear_range=0, #0.05, zoom_range=0, #0.2, horizontal_flip=False, #True, rescale=1.0 / 255) data_generator = data_generator_object.flow_from_directory( directory=folder_path, target_size=(IMAGE_ROW_SIZE, IMAGE_COLUMN_SIZE), color_mode=color_mode, classes=classes, class_mode=class_mode, batch_size=batch_size, shuffle=shuffle, seed=seed) data_generator_list.append(data_generator) # Sanity check filenames_list = [data_generator.filenames for data_generator in data_generator_list] assert all(filenames == filenames_list[0] for filenames in filenames_list) if apply_conversion: assert len(data_generator_list) == 2 for X_array, Y_array in zip(*data_generator_list): yield (X_array, convert_localization_to_annotation(Y_array)) else: for array_tuple in zip(*data_generator_list): yield array_tuple class InspectPrediction(Callback): def __init__(self, data_generator_list): super(InspectPrediction, self).__init__() self.data_generator_list = data_generator_list def on_epoch_end(self, epoch, logs=None): for data_generator_index, data_generator in enumerate(self.data_generator_list, start=1): X_array, GT_Y_array = next(data_generator) P_Y_array = convert_annotation_to_localization(self.model.predict_on_batch(X_array)) for sample_index, (X, GT_Y, P_Y) in enumerate(zip(X_array, GT_Y_array, P_Y_array), start=1): pylab.figure() pylab.subplot(1, 3, 1) #pylab.imshow(np.rollaxis(X, 0, 3)) pylab.imshow(X) pylab.title("X") pylab.axis("off") pylab.subplot(1, 3, 2) #pylab.imshow(GT_Y[0], cmap="gray") pylab.imshow(np.squeeze(GT_Y), cmap="gray") pylab.title("GT_Y") pylab.axis("off") pylab.subplot(1, 3, 3) #pylab.imshow(P_Y[0], cmap="gray") pylab.imshow(P_Y, cmap="gray") pylab.title("P_Y") pylab.axis("off") pylab.savefig(os.path.join(VISUALIZATION_FOLDER_PATH, "Epoch_{}_Split_{}_Sample_{}.png".format(epoch + 1, data_generator_index, sample_index))) pylab.close() class InspectLoss(Callback): def __init__(self): super(InspectLoss, self).__init__() self.train_loss_list = [] self.valid_loss_list = [] def on_epoch_end(self, epoch, logs=None): train_loss = logs.get("loss") valid_loss = logs.get("val_loss") self.train_loss_list.append(train_loss) self.valid_loss_list.append(valid_loss) epoch_index_array = np.arange(len(self.train_loss_list)) + 1 pylab.figure() pylab.plot(epoch_index_array, self.train_loss_list, "yellowgreen", label="train_loss") pylab.plot(epoch_index_array, self.valid_loss_list, "lightskyblue", label="valid_loss") pylab.grid() pylab.legend(bbox_to_anchor=(0., 1.02, 1., .102), loc=2, ncol=2, mode="expand", borderaxespad=0.) pylab.savefig(os.path.join(OUTPUT_FOLDER_PATH, "Loss_Curve.png")) pylab.close() def run(): print("Creating folders ...") os.makedirs(VISUALIZATION_FOLDER_PATH, exist_ok=True) os.makedirs(OPTIMAL_WEIGHTS_FOLDER_PATH, exist_ok=True) print("Reformatting testing dataset ...") reformat_testing_dataset() print("Reformatting localization ...") reformat_localization() print("Reorganizing dataset ...") train_sample_num, valid_sample_num = reorganize_dataset() print("Initializing model ...") model = init_model() weights_file_path_list = sorted(glob.glob(os.path.join(OPTIMAL_WEIGHTS_FOLDER_PATH, "*.h5"))) wname = 'epoch_017-loss_0.00547-val_loss_0.00831.h5' if len(weights_file_path_list) > 0: print("Loading weights: ", wname) model.load_weights(os.path.join(OPTIMAL_WEIGHTS_FOLDER_PATH, wname)) print("Performing the training procedure ...") train_generator = load_dataset(folder_path_list=[ACTUAL_TRAIN_ORIGINAL_FOLDER_PATH, ACTUAL_TRAIN_LOCALIZATION_FOLDER_PATH], color_mode_list=["rgb", "grayscale"], batch_size=BATCH_SIZE, seed=0, apply_conversion=True) valid_generator = load_dataset(folder_path_list=[ACTUAL_VALID_ORIGINAL_FOLDER_PATH, ACTUAL_VALID_LOCALIZATION_FOLDER_PATH], color_mode_list=["rgb", "grayscale"], batch_size=BATCH_SIZE, seed=0, apply_conversion=True) train_generator_for_inspection = load_dataset(folder_path_list=[ACTUAL_TRAIN_ORIGINAL_FOLDER_PATH, ACTUAL_TRAIN_LOCALIZATION_FOLDER_PATH], color_mode_list=["rgb", "grayscale"], batch_size=INSPECT_SIZE, seed=1) valid_generator_for_inspection = load_dataset(folder_path_list=[ACTUAL_VALID_ORIGINAL_FOLDER_PATH, ACTUAL_VALID_LOCALIZATION_FOLDER_PATH], color_mode_list=["rgb", "grayscale"], batch_size=INSPECT_SIZE, seed=1) earlystopping_callback = EarlyStopping(monitor="val_loss", patience=PATIENCE) modelcheckpoint_callback = ModelCheckpoint(OPTIMAL_WEIGHTS_FILE_RULE, monitor="val_loss", save_best_only=True, save_weights_only=True) inspectprediction_callback = InspectPrediction([train_generator_for_inspection, valid_generator_for_inspection]) inspectloss_callback = InspectLoss() model.fit_generator(generator=train_generator, samples_per_epoch=train_sample_num, validation_data=valid_generator, nb_val_samples=valid_sample_num, callbacks=[earlystopping_callback, modelcheckpoint_callback, inspectprediction_callback, inspectloss_callback], nb_epoch=MAXIMUM_EPOCH_NUM, verbose=1) weights_file_path_list = sorted(glob.glob(os.path.join(OPTIMAL_WEIGHTS_FOLDER_PATH, "*.h5"))) print("All done!") if __name__ == "__main__": run()
mit
Windy-Ground/scikit-learn
sklearn/linear_model/tests/test_logistic.py
59
35368
import numpy as np import scipy.sparse as sp from scipy import linalg, optimize, sparse import scipy 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_equal from sklearn.utils.testing import assert_greater from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_true from sklearn.utils.testing import assert_warns from sklearn.utils.testing import raises from sklearn.utils.testing import ignore_warnings from sklearn.utils.testing import assert_raise_message from sklearn.utils import ConvergenceWarning from sklearn.linear_model.logistic import ( LogisticRegression, logistic_regression_path, LogisticRegressionCV, _logistic_loss_and_grad, _logistic_grad_hess, _multinomial_grad_hess, _logistic_loss, ) from sklearn.cross_validation import StratifiedKFold from sklearn.datasets import load_iris, make_classification from sklearn.metrics import log_loss X = [[-1, 0], [0, 1], [1, 1]] X_sp = sp.csr_matrix(X) Y1 = [0, 1, 1] Y2 = [2, 1, 0] iris = load_iris() sp_version = tuple([int(s) for s in scipy.__version__.split('.')]) def check_predictions(clf, X, y): """Check that the model is able to fit the classification data""" n_samples = len(y) classes = np.unique(y) n_classes = classes.shape[0] predicted = clf.fit(X, y).predict(X) assert_array_equal(clf.classes_, classes) assert_equal(predicted.shape, (n_samples,)) assert_array_equal(predicted, y) probabilities = clf.predict_proba(X) assert_equal(probabilities.shape, (n_samples, n_classes)) assert_array_almost_equal(probabilities.sum(axis=1), np.ones(n_samples)) assert_array_equal(probabilities.argmax(axis=1), y) def test_predict_2_classes(): # Simple sanity check on a 2 classes dataset # Make sure it predicts the correct result on simple datasets. check_predictions(LogisticRegression(random_state=0), X, Y1) check_predictions(LogisticRegression(random_state=0), X_sp, Y1) check_predictions(LogisticRegression(C=100, random_state=0), X, Y1) check_predictions(LogisticRegression(C=100, random_state=0), X_sp, Y1) check_predictions(LogisticRegression(fit_intercept=False, random_state=0), X, Y1) check_predictions(LogisticRegression(fit_intercept=False, random_state=0), X_sp, Y1) def test_error(): # Test for appropriate exception on errors msg = "Penalty term must be positive" assert_raise_message(ValueError, msg, LogisticRegression(C=-1).fit, X, Y1) assert_raise_message(ValueError, msg, LogisticRegression(C="test").fit, X, Y1) for LR in [LogisticRegression, LogisticRegressionCV]: msg = "Tolerance for stopping criteria must be positive" assert_raise_message(ValueError, msg, LR(tol=-1).fit, X, Y1) assert_raise_message(ValueError, msg, LR(tol="test").fit, X, Y1) msg = "Maximum number of iteration must be positive" assert_raise_message(ValueError, msg, LR(max_iter=-1).fit, X, Y1) assert_raise_message(ValueError, msg, LR(max_iter="test").fit, X, Y1) def test_predict_3_classes(): check_predictions(LogisticRegression(C=10), X, Y2) check_predictions(LogisticRegression(C=10), X_sp, Y2) def test_predict_iris(): # Test logistic regression with the iris dataset n_samples, n_features = iris.data.shape target = iris.target_names[iris.target] # Test that both multinomial and OvR solvers handle # multiclass data correctly and give good accuracy # score (>0.95) for the training data. for clf in [LogisticRegression(C=len(iris.data)), LogisticRegression(C=len(iris.data), solver='lbfgs', multi_class='multinomial'), LogisticRegression(C=len(iris.data), solver='newton-cg', multi_class='multinomial'), LogisticRegression(C=len(iris.data), solver='sag', tol=1e-2, multi_class='ovr', random_state=42)]: clf.fit(iris.data, target) assert_array_equal(np.unique(target), clf.classes_) pred = clf.predict(iris.data) assert_greater(np.mean(pred == target), .95) probabilities = clf.predict_proba(iris.data) assert_array_almost_equal(probabilities.sum(axis=1), np.ones(n_samples)) pred = iris.target_names[probabilities.argmax(axis=1)] assert_greater(np.mean(pred == target), .95) def test_multinomial_validation(): for solver in ['lbfgs', 'newton-cg']: lr = LogisticRegression(C=-1, solver=solver, multi_class='multinomial') assert_raises(ValueError, lr.fit, [[0, 1], [1, 0]], [0, 1]) def test_check_solver_option(): X, y = iris.data, iris.target for LR in [LogisticRegression, LogisticRegressionCV]: msg = ("Logistic Regression supports only liblinear, newton-cg, lbfgs" " and sag solvers, got wrong_name") lr = LR(solver="wrong_name") assert_raise_message(ValueError, msg, lr.fit, X, y) msg = "multi_class should be either multinomial or ovr, got wrong_name" lr = LR(solver='newton-cg', multi_class="wrong_name") assert_raise_message(ValueError, msg, lr.fit, X, y) # all solver except 'newton-cg' and 'lfbgs' for solver in ['liblinear', 'sag']: msg = ("Solver %s does not support a multinomial backend." % solver) lr = LR(solver=solver, multi_class='multinomial') assert_raise_message(ValueError, msg, lr.fit, X, y) # all solvers except 'liblinear' for solver in ['newton-cg', 'lbfgs', 'sag']: msg = ("Solver %s supports only l2 penalties, got l1 penalty." % solver) lr = LR(solver=solver, penalty='l1') assert_raise_message(ValueError, msg, lr.fit, X, y) msg = ("Solver %s supports only dual=False, got dual=True" % solver) lr = LR(solver=solver, dual=True) assert_raise_message(ValueError, msg, lr.fit, X, y) def test_multinomial_binary(): # Test multinomial LR on a binary problem. target = (iris.target > 0).astype(np.intp) target = np.array(["setosa", "not-setosa"])[target] for solver in ['lbfgs', 'newton-cg']: clf = LogisticRegression(solver=solver, multi_class='multinomial') clf.fit(iris.data, target) assert_equal(clf.coef_.shape, (1, iris.data.shape[1])) assert_equal(clf.intercept_.shape, (1,)) assert_array_equal(clf.predict(iris.data), target) mlr = LogisticRegression(solver=solver, multi_class='multinomial', fit_intercept=False) mlr.fit(iris.data, target) pred = clf.classes_[np.argmax(clf.predict_log_proba(iris.data), axis=1)] assert_greater(np.mean(pred == target), .9) def test_sparsify(): # Test sparsify and densify members. n_samples, n_features = iris.data.shape target = iris.target_names[iris.target] clf = LogisticRegression(random_state=0).fit(iris.data, target) pred_d_d = clf.decision_function(iris.data) clf.sparsify() assert_true(sp.issparse(clf.coef_)) pred_s_d = clf.decision_function(iris.data) sp_data = sp.coo_matrix(iris.data) pred_s_s = clf.decision_function(sp_data) clf.densify() pred_d_s = clf.decision_function(sp_data) assert_array_almost_equal(pred_d_d, pred_s_d) assert_array_almost_equal(pred_d_d, pred_s_s) assert_array_almost_equal(pred_d_d, pred_d_s) def test_inconsistent_input(): # Test that an exception is raised on inconsistent input rng = np.random.RandomState(0) X_ = rng.random_sample((5, 10)) y_ = np.ones(X_.shape[0]) y_[0] = 0 clf = LogisticRegression(random_state=0) # Wrong dimensions for training data y_wrong = y_[:-1] assert_raises(ValueError, clf.fit, X, y_wrong) # Wrong dimensions for test data assert_raises(ValueError, clf.fit(X_, y_).predict, rng.random_sample((3, 12))) def test_write_parameters(): # Test that we can write to coef_ and intercept_ clf = LogisticRegression(random_state=0) clf.fit(X, Y1) clf.coef_[:] = 0 clf.intercept_[:] = 0 assert_array_almost_equal(clf.decision_function(X), 0) @raises(ValueError) def test_nan(): # Test proper NaN handling. # Regression test for Issue #252: fit used to go into an infinite loop. Xnan = np.array(X, dtype=np.float64) Xnan[0, 1] = np.nan LogisticRegression(random_state=0).fit(Xnan, Y1) def test_consistency_path(): # Test that the path algorithm is consistent rng = np.random.RandomState(0) X = np.concatenate((rng.randn(100, 2) + [1, 1], rng.randn(100, 2))) y = [1] * 100 + [-1] * 100 Cs = np.logspace(0, 4, 10) f = ignore_warnings # can't test with fit_intercept=True since LIBLINEAR # penalizes the intercept for solver in ('lbfgs', 'newton-cg', 'liblinear', 'sag'): coefs, Cs, _ = f(logistic_regression_path)( X, y, Cs=Cs, fit_intercept=False, tol=1e-5, solver=solver, random_state=0) for i, C in enumerate(Cs): lr = LogisticRegression(C=C, fit_intercept=False, tol=1e-5, random_state=0) lr.fit(X, y) lr_coef = lr.coef_.ravel() assert_array_almost_equal(lr_coef, coefs[i], decimal=4, err_msg="with solver = %s" % solver) # test for fit_intercept=True for solver in ('lbfgs', 'newton-cg', 'liblinear', 'sag'): Cs = [1e3] coefs, Cs, _ = f(logistic_regression_path)( X, y, Cs=Cs, fit_intercept=True, tol=1e-6, solver=solver, intercept_scaling=10000., random_state=0) lr = LogisticRegression(C=Cs[0], fit_intercept=True, tol=1e-4, intercept_scaling=10000., random_state=0) lr.fit(X, y) lr_coef = np.concatenate([lr.coef_.ravel(), lr.intercept_]) assert_array_almost_equal(lr_coef, coefs[0], decimal=4, err_msg="with solver = %s" % solver) def test_liblinear_dual_random_state(): # random_state is relevant for liblinear solver only if dual=True X, y = make_classification(n_samples=20) lr1 = LogisticRegression(random_state=0, dual=True, max_iter=1, tol=1e-15) lr1.fit(X, y) lr2 = LogisticRegression(random_state=0, dual=True, max_iter=1, tol=1e-15) lr2.fit(X, y) lr3 = LogisticRegression(random_state=8, dual=True, max_iter=1, tol=1e-15) lr3.fit(X, y) # same result for same random state assert_array_almost_equal(lr1.coef_, lr2.coef_) # different results for different random states msg = "Arrays are not almost equal to 6 decimals" assert_raise_message(AssertionError, msg, assert_array_almost_equal, lr1.coef_, lr3.coef_) def test_logistic_loss_and_grad(): X_ref, y = make_classification(n_samples=20) n_features = X_ref.shape[1] X_sp = X_ref.copy() X_sp[X_sp < .1] = 0 X_sp = sp.csr_matrix(X_sp) for X in (X_ref, X_sp): w = np.zeros(n_features) # First check that our derivation of the grad is correct loss, grad = _logistic_loss_and_grad(w, X, y, alpha=1.) approx_grad = optimize.approx_fprime( w, lambda w: _logistic_loss_and_grad(w, X, y, alpha=1.)[0], 1e-3 ) assert_array_almost_equal(grad, approx_grad, decimal=2) # Second check that our intercept implementation is good w = np.zeros(n_features + 1) loss_interp, grad_interp = _logistic_loss_and_grad( w, X, y, alpha=1. ) assert_array_almost_equal(loss, loss_interp) approx_grad = optimize.approx_fprime( w, lambda w: _logistic_loss_and_grad(w, X, y, alpha=1.)[0], 1e-3 ) assert_array_almost_equal(grad_interp, approx_grad, decimal=2) def test_logistic_grad_hess(): rng = np.random.RandomState(0) n_samples, n_features = 50, 5 X_ref = rng.randn(n_samples, n_features) y = np.sign(X_ref.dot(5 * rng.randn(n_features))) X_ref -= X_ref.mean() X_ref /= X_ref.std() X_sp = X_ref.copy() X_sp[X_sp < .1] = 0 X_sp = sp.csr_matrix(X_sp) for X in (X_ref, X_sp): w = .1 * np.ones(n_features) # First check that _logistic_grad_hess is consistent # with _logistic_loss_and_grad loss, grad = _logistic_loss_and_grad(w, X, y, alpha=1.) grad_2, hess = _logistic_grad_hess(w, X, y, alpha=1.) assert_array_almost_equal(grad, grad_2) # Now check our hessian along the second direction of the grad vector = np.zeros_like(grad) vector[1] = 1 hess_col = hess(vector) # Computation of the Hessian is particularly fragile to numerical # errors when doing simple finite differences. Here we compute the # grad along a path in the direction of the vector and then use a # least-square regression to estimate the slope e = 1e-3 d_x = np.linspace(-e, e, 30) d_grad = np.array([ _logistic_loss_and_grad(w + t * vector, X, y, alpha=1.)[1] for t in d_x ]) d_grad -= d_grad.mean(axis=0) approx_hess_col = linalg.lstsq(d_x[:, np.newaxis], d_grad)[0].ravel() assert_array_almost_equal(approx_hess_col, hess_col, decimal=3) # Second check that our intercept implementation is good w = np.zeros(n_features + 1) loss_interp, grad_interp = _logistic_loss_and_grad(w, X, y, alpha=1.) loss_interp_2 = _logistic_loss(w, X, y, alpha=1.) grad_interp_2, hess = _logistic_grad_hess(w, X, y, alpha=1.) assert_array_almost_equal(loss_interp, loss_interp_2) assert_array_almost_equal(grad_interp, grad_interp_2) def test_logistic_cv(): # test for LogisticRegressionCV object n_samples, n_features = 50, 5 rng = np.random.RandomState(0) X_ref = rng.randn(n_samples, n_features) y = np.sign(X_ref.dot(5 * rng.randn(n_features))) X_ref -= X_ref.mean() X_ref /= X_ref.std() lr_cv = LogisticRegressionCV(Cs=[1.], fit_intercept=False, solver='liblinear') lr_cv.fit(X_ref, y) lr = LogisticRegression(C=1., fit_intercept=False) lr.fit(X_ref, y) assert_array_almost_equal(lr.coef_, lr_cv.coef_) assert_array_equal(lr_cv.coef_.shape, (1, n_features)) assert_array_equal(lr_cv.classes_, [-1, 1]) assert_equal(len(lr_cv.classes_), 2) coefs_paths = np.asarray(list(lr_cv.coefs_paths_.values())) assert_array_equal(coefs_paths.shape, (1, 3, 1, n_features)) assert_array_equal(lr_cv.Cs_.shape, (1, )) scores = np.asarray(list(lr_cv.scores_.values())) assert_array_equal(scores.shape, (1, 3, 1)) def test_logistic_cv_sparse(): X, y = make_classification(n_samples=50, n_features=5, random_state=0) X[X < 1.0] = 0.0 csr = sp.csr_matrix(X) clf = LogisticRegressionCV(fit_intercept=True) clf.fit(X, y) clfs = LogisticRegressionCV(fit_intercept=True) clfs.fit(csr, y) assert_array_almost_equal(clfs.coef_, clf.coef_) assert_array_almost_equal(clfs.intercept_, clf.intercept_) assert_equal(clfs.C_, clf.C_) def test_intercept_logistic_helper(): n_samples, n_features = 10, 5 X, y = make_classification(n_samples=n_samples, n_features=n_features, random_state=0) # Fit intercept case. alpha = 1. w = np.ones(n_features + 1) grad_interp, hess_interp = _logistic_grad_hess(w, X, y, alpha) loss_interp = _logistic_loss(w, X, y, alpha) # Do not fit intercept. This can be considered equivalent to adding # a feature vector of ones, i.e column of one vectors. X_ = np.hstack((X, np.ones(10)[:, np.newaxis])) grad, hess = _logistic_grad_hess(w, X_, y, alpha) loss = _logistic_loss(w, X_, y, alpha) # In the fit_intercept=False case, the feature vector of ones is # penalized. This should be taken care of. assert_almost_equal(loss_interp + 0.5 * (w[-1] ** 2), loss) # Check gradient. assert_array_almost_equal(grad_interp[:n_features], grad[:n_features]) assert_almost_equal(grad_interp[-1] + alpha * w[-1], grad[-1]) rng = np.random.RandomState(0) grad = rng.rand(n_features + 1) hess_interp = hess_interp(grad) hess = hess(grad) assert_array_almost_equal(hess_interp[:n_features], hess[:n_features]) assert_almost_equal(hess_interp[-1] + alpha * grad[-1], hess[-1]) def test_ovr_multinomial_iris(): # Test that OvR and multinomial are correct using the iris dataset. train, target = iris.data, iris.target n_samples, n_features = train.shape # Use pre-defined fold as folds generated for different y cv = StratifiedKFold(target, 3) clf = LogisticRegressionCV(cv=cv) clf.fit(train, target) clf1 = LogisticRegressionCV(cv=cv) target_copy = target.copy() target_copy[target_copy == 0] = 1 clf1.fit(train, target_copy) assert_array_almost_equal(clf.scores_[2], clf1.scores_[2]) assert_array_almost_equal(clf.intercept_[2:], clf1.intercept_) assert_array_almost_equal(clf.coef_[2][np.newaxis, :], clf1.coef_) # Test the shape of various attributes. assert_equal(clf.coef_.shape, (3, n_features)) assert_array_equal(clf.classes_, [0, 1, 2]) coefs_paths = np.asarray(list(clf.coefs_paths_.values())) assert_array_almost_equal(coefs_paths.shape, (3, 3, 10, n_features + 1)) assert_equal(clf.Cs_.shape, (10, )) scores = np.asarray(list(clf.scores_.values())) assert_equal(scores.shape, (3, 3, 10)) # Test that for the iris data multinomial gives a better accuracy than OvR for solver in ['lbfgs', 'newton-cg']: clf_multi = LogisticRegressionCV( solver=solver, multi_class='multinomial', max_iter=15 ) clf_multi.fit(train, target) multi_score = clf_multi.score(train, target) ovr_score = clf.score(train, target) assert_greater(multi_score, ovr_score) # Test attributes of LogisticRegressionCV assert_equal(clf.coef_.shape, clf_multi.coef_.shape) assert_array_equal(clf_multi.classes_, [0, 1, 2]) coefs_paths = np.asarray(list(clf_multi.coefs_paths_.values())) assert_array_almost_equal(coefs_paths.shape, (3, 3, 10, n_features + 1)) assert_equal(clf_multi.Cs_.shape, (10, )) scores = np.asarray(list(clf_multi.scores_.values())) assert_equal(scores.shape, (3, 3, 10)) def test_logistic_regression_solvers(): X, y = make_classification(n_features=10, n_informative=5, random_state=0) ncg = LogisticRegression(solver='newton-cg', fit_intercept=False) lbf = LogisticRegression(solver='lbfgs', fit_intercept=False) lib = LogisticRegression(fit_intercept=False) sag = LogisticRegression(solver='sag', fit_intercept=False, random_state=42) ncg.fit(X, y) lbf.fit(X, y) sag.fit(X, y) lib.fit(X, y) assert_array_almost_equal(ncg.coef_, lib.coef_, decimal=3) assert_array_almost_equal(lib.coef_, lbf.coef_, decimal=3) assert_array_almost_equal(ncg.coef_, lbf.coef_, decimal=3) assert_array_almost_equal(sag.coef_, lib.coef_, decimal=3) assert_array_almost_equal(sag.coef_, ncg.coef_, decimal=3) assert_array_almost_equal(sag.coef_, lbf.coef_, decimal=3) def test_logistic_regression_solvers_multiclass(): X, y = make_classification(n_samples=20, n_features=20, n_informative=10, n_classes=3, random_state=0) tol = 1e-6 ncg = LogisticRegression(solver='newton-cg', fit_intercept=False, tol=tol) lbf = LogisticRegression(solver='lbfgs', fit_intercept=False, tol=tol) lib = LogisticRegression(fit_intercept=False, tol=tol) sag = LogisticRegression(solver='sag', fit_intercept=False, tol=tol, max_iter=1000, random_state=42) ncg.fit(X, y) lbf.fit(X, y) sag.fit(X, y) lib.fit(X, y) assert_array_almost_equal(ncg.coef_, lib.coef_, decimal=4) assert_array_almost_equal(lib.coef_, lbf.coef_, decimal=4) assert_array_almost_equal(ncg.coef_, lbf.coef_, decimal=4) assert_array_almost_equal(sag.coef_, lib.coef_, decimal=4) assert_array_almost_equal(sag.coef_, ncg.coef_, decimal=4) assert_array_almost_equal(sag.coef_, lbf.coef_, decimal=4) def test_logistic_regressioncv_class_weights(): X, y = make_classification(n_samples=20, n_features=20, n_informative=10, n_classes=3, random_state=0) # Test the liblinear fails when class_weight of type dict is # provided, when it is multiclass. However it can handle # binary problems. clf_lib = LogisticRegressionCV(class_weight={0: 0.1, 1: 0.2}, solver='liblinear') assert_raises(ValueError, clf_lib.fit, X, y) y_ = y.copy() y_[y == 2] = 1 clf_lib.fit(X, y_) assert_array_equal(clf_lib.classes_, [0, 1]) # Test for class_weight=balanced X, y = make_classification(n_samples=20, n_features=20, n_informative=10, random_state=0) clf_lbf = LogisticRegressionCV(solver='lbfgs', fit_intercept=False, class_weight='balanced') clf_lbf.fit(X, y) clf_lib = LogisticRegressionCV(solver='liblinear', fit_intercept=False, class_weight='balanced') clf_lib.fit(X, y) clf_sag = LogisticRegressionCV(solver='sag', fit_intercept=False, class_weight='balanced', max_iter=2000) clf_sag.fit(X, y) assert_array_almost_equal(clf_lib.coef_, clf_lbf.coef_, decimal=4) assert_array_almost_equal(clf_sag.coef_, clf_lbf.coef_, decimal=4) assert_array_almost_equal(clf_lib.coef_, clf_sag.coef_, decimal=4) def test_logistic_regression_sample_weights(): X, y = make_classification(n_samples=20, n_features=5, n_informative=3, n_classes=2, random_state=0) for LR in [LogisticRegression, LogisticRegressionCV]: # Test that liblinear fails when sample weights are provided clf_lib = LR(solver='liblinear') assert_raises(ValueError, clf_lib.fit, X, y, sample_weight=np.ones(y.shape[0])) # Test that passing sample_weight as ones is the same as # not passing them at all (default None) clf_sw_none = LR(solver='lbfgs', fit_intercept=False) clf_sw_none.fit(X, y) clf_sw_ones = LR(solver='lbfgs', fit_intercept=False) clf_sw_ones.fit(X, y, sample_weight=np.ones(y.shape[0])) assert_array_almost_equal(clf_sw_none.coef_, clf_sw_ones.coef_, decimal=4) # Test that sample weights work the same with the lbfgs, # newton-cg, and 'sag' solvers clf_sw_lbfgs = LR(solver='lbfgs', fit_intercept=False) clf_sw_lbfgs.fit(X, y, sample_weight=y + 1) clf_sw_n = LR(solver='newton-cg', fit_intercept=False) clf_sw_n.fit(X, y, sample_weight=y + 1) clf_sw_sag = LR(solver='sag', fit_intercept=False, max_iter=2000, tol=1e-7) clf_sw_sag.fit(X, y, sample_weight=y + 1) assert_array_almost_equal(clf_sw_lbfgs.coef_, clf_sw_n.coef_, decimal=4) assert_array_almost_equal(clf_sw_lbfgs.coef_, clf_sw_sag.coef_, decimal=4) # Test that passing class_weight as [1,2] is the same as # passing class weight = [1,1] but adjusting sample weights # to be 2 for all instances of class 2 clf_cw_12 = LR(solver='lbfgs', fit_intercept=False, class_weight={0: 1, 1: 2}) clf_cw_12.fit(X, y) sample_weight = np.ones(y.shape[0]) sample_weight[y == 1] = 2 clf_sw_12 = LR(solver='lbfgs', fit_intercept=False) clf_sw_12.fit(X, y, sample_weight=sample_weight) assert_array_almost_equal(clf_cw_12.coef_, clf_sw_12.coef_, decimal=4) def test_logistic_regression_convergence_warnings(): # Test that warnings are raised if model does not converge X, y = make_classification(n_samples=20, n_features=20) clf_lib = LogisticRegression(solver='liblinear', max_iter=2, verbose=1) assert_warns(ConvergenceWarning, clf_lib.fit, X, y) assert_equal(clf_lib.n_iter_, 2) def test_logistic_regression_multinomial(): # Tests for the multinomial option in logistic regression # Some basic attributes of Logistic Regression n_samples, n_features, n_classes = 50, 20, 3 X, y = make_classification(n_samples=n_samples, n_features=n_features, n_informative=10, n_classes=n_classes, random_state=0) clf_int = LogisticRegression(solver='lbfgs', multi_class='multinomial') clf_int.fit(X, y) assert_array_equal(clf_int.coef_.shape, (n_classes, n_features)) clf_wint = LogisticRegression(solver='lbfgs', multi_class='multinomial', fit_intercept=False) clf_wint.fit(X, y) assert_array_equal(clf_wint.coef_.shape, (n_classes, n_features)) # Similar tests for newton-cg solver option clf_ncg_int = LogisticRegression(solver='newton-cg', multi_class='multinomial') clf_ncg_int.fit(X, y) assert_array_equal(clf_ncg_int.coef_.shape, (n_classes, n_features)) clf_ncg_wint = LogisticRegression(solver='newton-cg', fit_intercept=False, multi_class='multinomial') clf_ncg_wint.fit(X, y) assert_array_equal(clf_ncg_wint.coef_.shape, (n_classes, n_features)) # Compare solutions between lbfgs and newton-cg assert_almost_equal(clf_int.coef_, clf_ncg_int.coef_, decimal=3) assert_almost_equal(clf_wint.coef_, clf_ncg_wint.coef_, decimal=3) assert_almost_equal(clf_int.intercept_, clf_ncg_int.intercept_, decimal=3) # Test that the path give almost the same results. However since in this # case we take the average of the coefs after fitting across all the # folds, it need not be exactly the same. for solver in ['lbfgs', 'newton-cg']: clf_path = LogisticRegressionCV(solver=solver, multi_class='multinomial', Cs=[1.]) clf_path.fit(X, y) assert_array_almost_equal(clf_path.coef_, clf_int.coef_, decimal=3) assert_almost_equal(clf_path.intercept_, clf_int.intercept_, decimal=3) def test_multinomial_grad_hess(): rng = np.random.RandomState(0) n_samples, n_features, n_classes = 100, 5, 3 X = rng.randn(n_samples, n_features) w = rng.rand(n_classes, n_features) Y = np.zeros((n_samples, n_classes)) ind = np.argmax(np.dot(X, w.T), axis=1) Y[range(0, n_samples), ind] = 1 w = w.ravel() sample_weights = np.ones(X.shape[0]) grad, hessp = _multinomial_grad_hess(w, X, Y, alpha=1., sample_weight=sample_weights) # extract first column of hessian matrix vec = np.zeros(n_features * n_classes) vec[0] = 1 hess_col = hessp(vec) # Estimate hessian using least squares as done in # test_logistic_grad_hess e = 1e-3 d_x = np.linspace(-e, e, 30) d_grad = np.array([ _multinomial_grad_hess(w + t * vec, X, Y, alpha=1., sample_weight=sample_weights)[0] for t in d_x ]) d_grad -= d_grad.mean(axis=0) approx_hess_col = linalg.lstsq(d_x[:, np.newaxis], d_grad)[0].ravel() assert_array_almost_equal(hess_col, approx_hess_col) def test_liblinear_decision_function_zero(): # Test negative prediction when decision_function values are zero. # Liblinear predicts the positive class when decision_function values # are zero. This is a test to verify that we do not do the same. # See Issue: https://github.com/scikit-learn/scikit-learn/issues/3600 # and the PR https://github.com/scikit-learn/scikit-learn/pull/3623 X, y = make_classification(n_samples=5, n_features=5) clf = LogisticRegression(fit_intercept=False) clf.fit(X, y) # Dummy data such that the decision function becomes zero. X = np.zeros((5, 5)) assert_array_equal(clf.predict(X), np.zeros(5)) def test_liblinear_logregcv_sparse(): # Test LogRegCV with solver='liblinear' works for sparse matrices X, y = make_classification(n_samples=10, n_features=5) clf = LogisticRegressionCV(solver='liblinear') clf.fit(sparse.csr_matrix(X), y) def test_logreg_intercept_scaling(): # Test that the right error message is thrown when intercept_scaling <= 0 for i in [-1, 0]: clf = LogisticRegression(intercept_scaling=i) msg = ('Intercept scaling is %r but needs to be greater than 0.' ' To disable fitting an intercept,' ' set fit_intercept=False.' % clf.intercept_scaling) assert_raise_message(ValueError, msg, clf.fit, X, Y1) def test_logreg_intercept_scaling_zero(): # Test that intercept_scaling is ignored when fit_intercept is False clf = LogisticRegression(fit_intercept=False) clf.fit(X, Y1) assert_equal(clf.intercept_, 0.) def test_logreg_cv_penalty(): # Test that the correct penalty is passed to the final fit. X, y = make_classification(n_samples=50, n_features=20, random_state=0) lr_cv = LogisticRegressionCV(penalty="l1", Cs=[1.0], solver='liblinear') lr_cv.fit(X, y) lr = LogisticRegression(penalty="l1", C=1.0, solver='liblinear') lr.fit(X, y) assert_equal(np.count_nonzero(lr_cv.coef_), np.count_nonzero(lr.coef_)) def test_logreg_predict_proba_multinomial(): X, y = make_classification(n_samples=10, n_features=20, random_state=0, n_classes=3, n_informative=10) # Predicted probabilites using the true-entropy loss should give a # smaller loss than those using the ovr method. clf_multi = LogisticRegression(multi_class="multinomial", solver="lbfgs") clf_multi.fit(X, y) clf_multi_loss = log_loss(y, clf_multi.predict_proba(X)) clf_ovr = LogisticRegression(multi_class="ovr", solver="lbfgs") clf_ovr.fit(X, y) clf_ovr_loss = log_loss(y, clf_ovr.predict_proba(X)) assert_greater(clf_ovr_loss, clf_multi_loss) # Predicted probabilites using the soft-max function should give a # smaller loss than those using the logistic function. clf_multi_loss = log_loss(y, clf_multi.predict_proba(X)) clf_wrong_loss = log_loss(y, clf_multi._predict_proba_lr(X)) assert_greater(clf_wrong_loss, clf_multi_loss) @ignore_warnings def test_max_iter(): # Test that the maximum number of iteration is reached X, y_bin = iris.data, iris.target.copy() y_bin[y_bin == 2] = 0 solvers = ['newton-cg', 'liblinear', 'sag'] # old scipy doesn't have maxiter if sp_version >= (0, 12): solvers.append('lbfgs') for max_iter in range(1, 5): for solver in solvers: lr = LogisticRegression(max_iter=max_iter, tol=1e-15, random_state=0, solver=solver) lr.fit(X, y_bin) assert_equal(lr.n_iter_[0], max_iter) def test_n_iter(): # Test that self.n_iter_ has the correct format. X, y = iris.data, iris.target y_bin = y.copy() y_bin[y_bin == 2] = 0 n_Cs = 4 n_cv_fold = 2 for solver in ['newton-cg', 'liblinear', 'sag', 'lbfgs']: # OvR case n_classes = 1 if solver == 'liblinear' else np.unique(y).shape[0] clf = LogisticRegression(tol=1e-2, multi_class='ovr', solver=solver, C=1., random_state=42, max_iter=100) clf.fit(X, y) assert_equal(clf.n_iter_.shape, (n_classes,)) n_classes = np.unique(y).shape[0] clf = LogisticRegressionCV(tol=1e-2, multi_class='ovr', solver=solver, Cs=n_Cs, cv=n_cv_fold, random_state=42, max_iter=100) clf.fit(X, y) assert_equal(clf.n_iter_.shape, (n_classes, n_cv_fold, n_Cs)) clf.fit(X, y_bin) assert_equal(clf.n_iter_.shape, (1, n_cv_fold, n_Cs)) # multinomial case n_classes = 1 if solver in ('liblinear', 'sag'): break clf = LogisticRegression(tol=1e-2, multi_class='multinomial', solver=solver, C=1., random_state=42, max_iter=100) clf.fit(X, y) assert_equal(clf.n_iter_.shape, (n_classes,)) clf = LogisticRegressionCV(tol=1e-2, multi_class='multinomial', solver=solver, Cs=n_Cs, cv=n_cv_fold, random_state=42, max_iter=100) clf.fit(X, y) assert_equal(clf.n_iter_.shape, (n_classes, n_cv_fold, n_Cs)) clf.fit(X, y_bin) assert_equal(clf.n_iter_.shape, (1, n_cv_fold, n_Cs)) @ignore_warnings def test_warm_start(): # A 1-iteration second fit on same data should give almost same result # with warm starting, and quite different result without warm starting. # Warm starting does not work with liblinear solver. X, y = iris.data, iris.target solvers = ['newton-cg', 'sag'] # old scipy doesn't have maxiter if sp_version >= (0, 12): solvers.append('lbfgs') for warm_start in [True, False]: for fit_intercept in [True, False]: for solver in solvers: for multi_class in ['ovr', 'multinomial']: if solver == 'sag' and multi_class == 'multinomial': break clf = LogisticRegression(tol=1e-4, multi_class=multi_class, warm_start=warm_start, solver=solver, random_state=42, max_iter=100, fit_intercept=fit_intercept) clf.fit(X, y) coef_1 = clf.coef_ clf.max_iter = 1 with ignore_warnings(): clf.fit(X, y) cum_diff = np.sum(np.abs(coef_1 - clf.coef_)) msg = ("Warm starting issue with %s solver in %s mode " "with fit_intercept=%s and warm_start=%s" % (solver, multi_class, str(fit_intercept), str(warm_start))) if warm_start: assert_greater(2.0, cum_diff, msg) else: assert_greater(cum_diff, 2.0, msg)
bsd-3-clause
zaxtax/scikit-learn
sklearn/feature_selection/variance_threshold.py
238
2594
# Author: Lars Buitinck <[email protected]> # License: 3-clause BSD import numpy as np from ..base import BaseEstimator from .base import SelectorMixin from ..utils import check_array from ..utils.sparsefuncs import mean_variance_axis from ..utils.validation import check_is_fitted class VarianceThreshold(BaseEstimator, SelectorMixin): """Feature selector that removes all low-variance features. This feature selection algorithm looks only at the features (X), not the desired outputs (y), and can thus be used for unsupervised learning. Read more in the :ref:`User Guide <variance_threshold>`. Parameters ---------- threshold : float, optional Features with a training-set variance lower than this threshold will be removed. The default is to keep all features with non-zero variance, i.e. remove the features that have the same value in all samples. Attributes ---------- variances_ : array, shape (n_features,) Variances of individual features. Examples -------- The following dataset has integer features, two of which are the same in every sample. These are removed with the default setting for threshold:: >>> X = [[0, 2, 0, 3], [0, 1, 4, 3], [0, 1, 1, 3]] >>> selector = VarianceThreshold() >>> selector.fit_transform(X) array([[2, 0], [1, 4], [1, 1]]) """ def __init__(self, threshold=0.): self.threshold = threshold def fit(self, X, y=None): """Learn empirical variances from X. Parameters ---------- X : {array-like, sparse matrix}, shape (n_samples, n_features) Sample vectors from which to compute variances. y : any Ignored. This parameter exists only for compatibility with sklearn.pipeline.Pipeline. Returns ------- self """ X = check_array(X, ('csr', 'csc'), dtype=np.float64) if hasattr(X, "toarray"): # sparse matrix _, self.variances_ = mean_variance_axis(X, axis=0) else: self.variances_ = np.var(X, axis=0) if np.all(self.variances_ <= self.threshold): msg = "No feature in X meets the variance threshold {0:.5f}" if X.shape[0] == 1: msg += " (X contains only one sample)" raise ValueError(msg.format(self.threshold)) return self def _get_support_mask(self): check_is_fitted(self, 'variances_') return self.variances_ > self.threshold
bsd-3-clause
arongdari/digbeta
tour/src/poi_photo_assign.py
3
3255
import math import sys import numpy as np import networkx as nx import matplotlib.pyplot as plt from matplotlib import cm def main(): """Main Procedure""" pois = [(10, 0), (20, 0), (30, 0)] photos1 = [(10, 1), (20, 1), (30, 1)] photos2 = [(10, 1), (11, 1), (12, 1)] photos3 = [(20, 1), (21, 1), (22, 1)] photos4 = [(30, 1), (31, 1), (32, 1)] photos5 = [(5, 6), (18, 8), (28, 3)] assignment = assign(photos1, pois) draw(photos1, pois, assignment) assignment = assign(photos2, pois) draw(photos2, pois, assignment) assignment = assign(photos3, pois) draw(photos3, pois, assignment) assignment = assign(photos4, pois) draw(photos4, pois, assignment) assignment = assign(photos5, pois) draw(photos5, pois, assignment) a = input('Press any key to continue ...') def assign(photos, pois): """Assign photos to POIs with minimum cost""" #REF: en.wikipedia.org/wiki/Minimum-cost_flow_problem #assert(len(photos) == len(pois)) dists = np.zeros((len(photos), len(pois)), dtype=np.float64) for i, d in enumerate(photos): for j, p in enumerate(pois): dists[i, j] = round(math.sqrt( (d[0] - p[0])**2 + (d[1] - p[1])**2 )) #print(dists) G = nx.DiGraph() # complete bipartite graph: photo -> POI # infinity capacity for i in range(len(photos)): for j in range(len(pois)): u = 'd' + str(i) v = 'p' + str(j) G.add_edge(u, v, weight=dists[i, j]) # source -> photo # capacity = 1 for i in range(len(photos)): u = 's' v = 'd' + str(i) G.add_edge(u, v, capacity=1, weight=0) # POI -> sink # infinity capacity for j in range(len(pois)): u = 'p' + str(j) v = 't' G.add_edge(u, v, weight=0) # demand for source and sink G.add_node('s', demand=-len(photos)) G.add_node('t', demand=len(photos)) #print(G.nodes()) #print(G.edges()) flowDict = nx.min_cost_flow(G) assignment = dict() for e in G.edges(): u = e[0] v = e[1] if u != 's' and v != 't' and flowDict[u][v] > 0: #print(e, flowDict[u][v]) assignment[u] = v return assignment def draw(photos, pois, assignment): """visualize the photo-POI assignment""" #assert(len(photos) == len(pois) == len(assignment.keys())) assert(len(photos) == len(assignment.keys())) fig = plt.figure() plt.axis('equal') colors_poi = np.linspace(0, 1, len(pois)) X_poi = [t[0] for t in pois] Y_poi = [t[1] for t in pois] #plt.scatter(X_poi, Y_poi, s=50, marker='o', c=colors_poi, cmap=cm.Greens) plt.scatter(X_poi, Y_poi, s=50, marker='s', c=cm.Greens(colors_poi), label='POI') colors_photo = np.zeros(len(photos), dtype=np.float64) for i in range(len(photos)): k = 'd' + str(i) v = assignment[k] # e.g. 'p1' idx = int(v[1]) colors_photo[i] = colors_poi[idx] X_photo = [t[0] for t in photos] Y_photo = [t[1] for t in photos] plt.scatter(X_photo, Y_photo, s=30, marker='o', c=cm.Greens(colors_photo), label='Photo') plt.legend() plt.show() if __name__ == '__main__': main()
gpl-3.0
janscience/thunderfish
tests/test_bestwindow.py
3
2649
from nose.tools import assert_true, assert_equal, assert_almost_equal import os import numpy as np import matplotlib.pyplot as plt import thunderfish.bestwindow as bw def test_best_window(): # generate data: rate = 100000.0 clip = 1.3 time = np.arange(0.0, 1.0, 1.0 / rate) snippets = [] f = 600.0 amf = 20.0 for ampl in [0.2, 0.5, 0.8]: for am_ampl in [0.0, 0.3, 0.9]: data = ampl * np.sin(2.0 * np.pi * f * time) * (1.0 + am_ampl * np.sin(2.0 * np.pi * amf * time)) data[data > clip] = clip data[data < -clip] = -clip snippets.extend(data) data = np.asarray(snippets) # compute best window: print("call bestwindow() function...") idx0, idx1, clipped = bw.best_window_indices(data, rate, expand=False, win_size=1.0, win_shift=0.1, min_clip=-clip, max_clip=clip, w_cv_ampl=10.0, tolerance=0.5) assert_equal(idx0, 6 * len(time), 'bestwindow() did not correctly detect start of best window') assert_equal(idx1, 7 * len(time), 'bestwindow() did not correctly detect end of best window') assert_almost_equal(clipped, 0.0, 'bestwindow() did not correctly detect clipped fraction') # clipping: clip_win_size = 0.5 min_clip, max_clip = bw.clip_amplitudes(data, int(clip_win_size * rate), min_ampl=-1.3, max_ampl=1.3, min_fac=2.0, nbins=40) assert_true(min_clip <= -0.8 * clip and min_clip >= -clip, 'clip_amplitudes() failed to detect minimum clip amplitude') assert_true(max_clip >= 0.8 * clip and max_clip <= clip, 'clip_amplitudes() failed to detect maximum clip amplitude') # plotting 1: fig = plt.figure() ax = fig.add_subplot(1, 1, 1) bw.plot_best_data(ax, data, rate, 'a.u.', idx0, idx1, clipped) fig.savefig('bestwindow.png') assert_true(os.path.exists('bestwindow.png'), 'plotting failed') os.remove('bestwindow.png') # plotting 2: fig, ax = plt.subplots(5, sharex=True) bw.best_window_indices(data, rate, expand=False, win_size=1.0, win_shift=0.1, min_clip=-clip, max_clip=clip, w_cv_ampl=10.0, tolerance=0.5, plot_data_func=bw.plot_best_window, ax=ax) fig.savefig('bestdata.png') assert_true(os.path.exists('bestdata.png'), 'plotting failed') os.remove('bestdata.png')
gpl-3.0
leal26/pyXFOIL
aeropy/geometry/frame.py
2
3366
from aeropy.geometry.parametric import poly import numpy as np import math class frame(): def __init__(self, curve=poly(), frame='Frenet-Serret', z1=np.linspace(0, 1, 11)): self.curve = poly() self.frame = frame self.z1 = z1 self.z2 = self.curve.z2(z1) def z1_default(self, z1): if z1 is None: return(self.z1) else: return(z1) def bishop(self, z1=None): z1 = self.z1_default(z1) T = self.T(z1) alpha = self.alpha(z1) M1 = self.M1(z1=z1, alpha=alpha) M2 = self.M2(z1=z1, alpha=alpha) return(T, M1, M2) def frenet_serret(self, z1=None): z1 = self.z1_default(z1) T = self.T(z1) N = self.N(z1=z1) B = self.B(z1=z1) return(T, N, B) def T(self, z1=None): z1 = self.z1_default(z1) return(self.curve.rx1(z1)) def N(self, z1=None): z1 = self.z1_default(z1) return(self.curve.rx11(z1)) def M1(self, z1=None, alpha=None): z1 = self.z1_default(z1) if alpha is None: alpha = self.alpha(z1) if self.frame == 'Bishop': new = np.cos(alpha)*self.N(z1) - np.sin(alpha)*self.B(z1) return(np.cos(alpha)*self.N(z1) - np.sin(alpha)*self.B(z1)) def M2(self, z1=None, alpha=None): z1 = self.z1_default(z1) if alpha is None: alpha = self.alpha(z1) if self.frame == 'Bishop': return(np.sin(alpha)*self.N(z1) + np.cos(alpha)*self.B(z1)) def B(self, z1=None): z1 = self.z1_default(z1) try: return(np.ones(len(z1))) except(ValueError): return(1) def curvature(self, z1=None): z1 = self.z1_default(z1) return(self.curve.rx11(z1)) def torsion(self, z1=None): z1 = self.z1_default(z1) try: return(np.zeros(len(z1))) except(ValueError): return(0) def alpha(self, z1=None, alpha0=0.0): z1 = self.z1_default(z1) alpha_list = [] inflections = self.curve.inflection_points() j = 0 alpha_j = alpha0 for i in range(len(z1)): if j != len(inflections): if z1[i] >= inflections[j]: alpha_j += math.pi j += 1 alpha_list.append(alpha_j) return(np.array(alpha_list)) def B(x, k, i, t): if k == 0: return 1.0 if t[i] <= x < t[i+1] else 0.0 if t[i+k] == t[i]: c1 = 0.0 else: c1 = (x - t[i])/(t[i+k] - t[i]) * B(x, k-1, i, t) if t[i+k+1] == t[i+1]: c2 = 0.0 else: c2 = (t[i+k+1] - x)/(t[i+k+1] - t[i+1]) * B(x, k-1, i+1, t) return c1 + c2 def bspline(x, t, c, k): n = len(t) - k - 1 assert (n >= k+1) and (len(c) >= n) return sum(c[i] * B(x, k, i, t) for i in range(n)) if __name__ == '__main__': import matplotlib.pyplot as plt # Bezier Curve k = 2 t = [0, 1, 2, 3, 4, 5, 6] c = [-1, 2, 0, -1] x = np.linspace(1.5, 4.5, 50) y_bezier = [] for x_i in x: y_bezier.append(bspline(x_i, t, c, k)) # Hicks-Henne plt.plot(x, y_bezier, label='Bezier') plt.xlabel('x') plt.ylabel('z') plt.legend() plt.show()
mit
TissueMAPS/TmLibrary
tmlib/workflow/jterator/module.py
1
17816
# TmLibrary - TissueMAPS library for distibuted image analysis routines. # Copyright (C) 2016 Markus D. Herrmann, University of Zurich and Robin Hafen # # This program is free software: you can redistribute it and/or modify # it under the terms of the GNU Affero General Public License as published # by the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # # This program is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Affero General Public License for more details. # # You should have received a copy of the GNU Affero General Public License # along with this program. If not, see <http://www.gnu.org/licenses/>. import os import sys import re import logging import imp import collections import importlib import traceback import numpy as np from cStringIO import StringIO from tmlib.workflow.jterator.utils import determine_language from tmlib.workflow.jterator import handles as hdls from tmlib.errors import PipelineRunError logger = logging.getLogger(__name__) class CaptureOutput(dict): '''Class for capturing standard output and error and storing the strings in dictionary. Examples -------- with CaptureOutput() as output: foo() Warning ------- Using this approach screws up debugger break points. ''' def __enter__(self): self._stdout = sys.stdout self._stderr = sys.stderr sys.stdout = self._stringio_out = StringIO() sys.stderr = self._stringio_err = StringIO() return self def __exit__(self, *args): sys.stdout = self._stdout sys.stderr = self._stderr output = self._stringio_out.getvalue() error = self._stringio_err.getvalue() self.update({'stdout': output, 'stderr': error}) class ImageAnalysisModule(object): '''Class for a Jterator module, the building block of an image analysis pipeline. ''' def __init__(self, name, source_file, handles): ''' Parameters ---------- name: str name of the module source_file: str name or path to program file that should be executed handles: tmlib.workflow.jterator.description.HandleDescriptions description of module input/output as provided ''' self.name = name self.source_file = source_file self.handles = handles self.outputs = dict() self.persistent_store = dict() def build_figure_filename(self, figures_dir, job_id): '''Builds name of figure file into which module will write figure output of the current job. Parameters ---------- figures_dir: str path to directory for figure output job_id: int one-based job index Returns ------- str absolute path to the figure file ''' return os.path.join(figures_dir, '%s_%.5d.json' % (self.name, job_id)) @property def keyword_arguments(self): '''dict: name and value of each input handle as key-value pairs''' kwargs = collections.OrderedDict() for handle in self.handles.input: kwargs[handle.name] = handle.value return kwargs @property def language(self): '''str: language of the module (e.g. "Python")''' return determine_language(self.source_file) def _exec_m_module(self, engine): module_name = os.path.splitext(os.path.basename(self.source_file))[0] logger.debug( 'import module "%s" from source file: %s', module_name, self.source_file ) # FIXME: this inserts the wrong directory if the MATLAB module # has the form `+directory` or `@directory` -- let's allow # this for the moment since the module discovery code only # deals with single-file modules, but it needs to be revisited source_dir = os.path.dirname(self.source_file) logger.debug( 'adding module source directory `%s` to MATLAB path ...', source_dir ) engine.eval( "addpath('{0}');".format(source_dir) ) engine.eval('version = {0}.VERSION'.format(module_name)) function_call_format_string = '[{outputs}] = {name}.main({inputs});' # NOTE: Matlab doesn't add imported classes to the workspace. It access # the "VERSION" property, we need to assign it to a variable first. version = engine.get('version') if version != self.handles.version: raise PipelineRunError( 'Version of source and handles is not the same.' ) kwargs = self.keyword_arguments logger.debug( 'evaluate main() function with INPUTS: "%s"', '", "'.join(kwargs.keys()) ) output_names = [handle.name for handle in self.handles.output] func_call_string = function_call_format_string.format( outputs=', '.join(output_names), name=module_name, inputs=', '.join(kwargs.keys()) ) # Add arguments as variable in Matlab session for name, value in kwargs.iteritems(): engine.put(name, value) # Evaluate the function call # NOTE: Unfortunately, the matlab_wrapper engine doesn't return # standard output and error (exceptions are caught, though). # TODO: log to file engine.eval(func_call_string) for handle in self.handles.output: val = engine.get('%s' % handle.name) if isinstance(val, np.ndarray): # Matlab returns arrays in Fortran order handle.value = val.copy(order='C') else: handle.value = val return self.handles.output def _exec_py_module(self): module_name = os.path.splitext(os.path.basename(self.source_file))[0] logger.debug( 'import module "%s" from source file: %s', module_name, self.source_file ) module = imp.load_source(module_name, self.source_file) if module.VERSION != self.handles.version: raise PipelineRunError( 'Version of source and handles is not the same.' ) func = getattr(module, 'main', None) if func is None: raise PipelineRunError( 'Module source file "%s" must contain a "main" function.' % module_name ) kwargs = self.keyword_arguments logger.debug( 'evaluate main() function with INPUTS: "%s"', '", "'.join(kwargs.keys()) ) py_out = func(**kwargs) # TODO: We could import the output class and check for its type. if not isinstance(py_out, tuple): raise PipelineRunError( 'Module "%s" must return an object of type tuple.' % self.name ) # Modules return a namedtuple. for handle in self.handles.output: if not hasattr(py_out, handle.name): raise PipelineRunError( 'Module "%s" didn\'t return output argument "%s".' % (self.name, handle.name) ) handle.value = getattr(py_out, handle.name) return self.handles.output def _exec_r_module(self): try: import rpy2.robjects from rpy2.robjects import numpy2ri from rpy2.robjects import pandas2ri from rpy2.robjects.packages import importr except ImportError: raise ImportError( 'R module cannot be run, because ' '"rpy2" package is not installed.' ) module_name = os.path.splitext(os.path.basename(self.source_file))[0] logger.debug( 'import module "%s" from source file: %s', self.source_file ) logger.debug('source module: "%s"', self.source_file) rpy2.robjects.r('source("{0}")'.format(self.source_file)) module = rpy2.robjects.r[module_name] version = module.get('VERSION')[0] if version != self.handles.version: raise PipelineRunError( 'Version of source and handles is not the same.' ) func = module.get('main') numpy2ri.activate() # enables use of numpy arrays pandas2ri.activate() # enable use of pandas data frames kwargs = self.keyword_arguments logger.debug( 'evaluate main() function with INPUTS: "%s"', '", "'.join(kwargs.keys()) ) # R doesn't have unsigned integer types for k, v in kwargs.iteritems(): if isinstance(v, np.ndarray): if v.dtype == np.uint16 or v.dtype == np.uint8: logging.debug( 'module "%s" input argument "%s": ' 'convert unsigned integer data type to integer', self.name, k ) kwargs[k] = v.astype(int) elif isinstance(v, pd.DataFrame): # TODO: We may have to translate pandas data frames explicitly # into the R equivalent. # pandas2ri.py2ri(v) kwargs[k] = v args = rpy2.robjects.ListVector({k: v for k, v in kwargs.iteritems()}) base = importr('base') r_out = base.do_call(func, args) for handle in self.handles.output: # NOTE: R functions are supposed to return a list. Therefore # we can extract the output argument using rx2(). # The R equivalent would be indexing the list with "[[]]". if isinstance(r_out.rx2(handle.name), rpy2.robjects.vectors.DataFrame): handle.value = pandas2ri.ri2py(r_out.rx2(handle.name)) # handle.value = pd.DataFrame(r_out.rx2(handle.name)) else: # NOTE: R doesn't have an unsigned integer data type. # So we cast to uint16. handle.value = numpy2ri.ri2py(r_out.rx2(handle.name)).astype( np.uint16 ) # handle.value = np.array(r_out.rx2(handle.name), np.uint16) return self.handles.output def update_handles(self, store, headless=True): '''Updates values of handles that define the arguments of the module function. Parameters ---------- store: dict in-memory key-value store headless: bool, optional whether plotting should be disabled (default: ``True``) Returns ------- List[tmlib.jterator.handles.Handle] handles for input keyword arguments Note ---- This method must be called BEFORE calling ::meth:`tmlib.jterator.module.Module.run`. ''' logger.debug('update handles') for handle in self.handles.input: if isinstance(handle, hdls.PipeHandle): try: handle.value = store['pipe'][handle.key] except KeyError: raise PipelineRunError( 'Value for argument "%s" was not created upstream ' 'in the pipeline: %s' % (self.name, handle.key) ) except Exception: raise elif isinstance(handle, hdls.Plot) and headless: # Overwrite to enforce headless mode if required. handle.value = False return self.handles.input def _get_objects_name(self, handle): '''Determines the name of the segmented objects that are referenced by a `Features` handle. Parameters ---------- handle: tmlib.workflow.jterator.handle.Features output handle with a `objects` attribute, which provides a reference to an input handle Returns ------- str name of the referenced segmented objects ''' objects_names = [ h.key for h in self.handles.input + self.handles.output if h.name == handle.objects and isinstance(h, hdls.SegmentedObjects) ] if len(objects_names) == 0: raise PipelineRunError( 'Invalid object for "%s" in module "%s": %s' % (handle.name, self.name, handle.objects) ) return objects_names[0] def _get_reference_objects_name(self, handle): '''Determines the name of the segmented objects that are referenced by a `Features` handle. Parameters ---------- handle: tmlib.workflow.jterator.handle.Features output handle with a `objects_ref` attribute, which provides a reference to an input handle Returns ------- str name of the referenced segmented objects ''' objects_names = [ h.key for h in self.handles.input if h.name == handle.objects_ref and isinstance(h, hdls.SegmentedObjects) ] if len(objects_names) == 0: raise PipelineRunError( 'Invalid object reference for "%s" in module "%s": %s' % (handle.name, self.name, handle.objects) ) return objects_names[0] def _get_reference_channel_name(self, handle): '''Determines the name of the channel that is referenced by a `Features` handle. Parameters ---------- handle: tmlib.workflow.jterator.handle.Features output handle with a `channel_ref` attribute, which provides a reference to an input handle Returns ------- str name of the referenced channel ''' if handle.channel_ref is None: return None channel_names = [ h.key for h in self.handles.input if h.name == handle.channel_ref and isinstance(h, hdls.IntensityImage) ] if len(channel_names) == 0: raise PipelineRunError( 'Invalid channel reference for "%s" in module "%s": %s' % (handle.name, self.name, handle.channel_ref) ) return channel_names[0] def update_store(self, store): '''Updates `store` with key-value pairs that were returned by the module function. Parameters ---------- store: dict in-memory key-value store Returns ------- store: dict updated in-memory key-value store Note ---- This method must be called AFTER calling ::meth:`tmlib.jterator.module.Module.run`. ''' logger.debug('update store') for i, handle in enumerate(self.handles.output): if isinstance(handle, hdls.Figure): logger.debug('add value of Figure handle to store') store['current_figure'] = handle.value elif isinstance(handle, hdls.SegmentedObjects): logger.debug('add value of SegmentedObjects handle to store') # Measurements need to be reset. handle.measurements = [] store['objects'][handle.key] = handle store['pipe'][handle.key] = handle.value elif isinstance(handle, hdls.Measurement): logger.debug('add value of Measurement handle to store') ref_objects_name = self._get_reference_objects_name(handle) objects_name = self._get_objects_name(handle) ref_channel_name = self._get_reference_channel_name(handle) new_names = list() for name in handle.value[0].columns: if ref_objects_name != objects_name: new_name = '%s_%s' % (ref_objects_name, name) else: new_name = str(name) # copy if ref_channel_name is not None: new_name += '_%s' % ref_channel_name new_names.append(new_name) for t in range(len(handle.value)): handle.value[t].columns = new_names store['objects'][objects_name].add_measurement(handle) else: store['pipe'][handle.key] = handle.value return store def run(self, engine=None): '''Executes a module, i.e. evaluate the corresponding function with the keyword arguments provided by :class:`tmlib.workflow.jterator.handles`. Parameters ---------- engine: matlab_wrapper.matlab_session.MatlabSession, optional engine for non-Python languages, such as Matlab (default: ``None``) Note ---- Call ::meth:`tmlib.jterator.module.Module.update_handles` before calling this method and ::meth:`tmlib.jterator.module.Module.update_store` afterwards. ''' if self.language == 'Python': return self._exec_py_module() elif self.language == 'Matlab': return self._exec_m_module(engine) elif self.language == 'R': return self._exec_r_module() else: raise PipelineRunError('Language not supported.') def __str__(self): return ( '<%s(name=%r, source=%r)>' % (self.__class__.__name__, self.name, self.source_file) )
agpl-3.0
CIFASIS/pylearn2
pylearn2/sandbox/cuda_convnet/bench.py
44
3589
__authors__ = "Ian Goodfellow" __copyright__ = "Copyright 2010-2012, Universite de Montreal" __credits__ = ["Ian Goodfellow"] __license__ = "3-clause BSD" __maintainer__ = "LISA Lab" __email__ = "pylearn-dev@googlegroups" from pylearn2.testing.skip import skip_if_no_gpu skip_if_no_gpu() import numpy as np from theano.compat.six.moves import xrange from theano import shared from pylearn2.sandbox.cuda_convnet.filter_acts import FilterActs from theano.tensor.nnet.conv import conv2d from theano import function import time import matplotlib.pyplot as plt def make_funcs(batch_size, rows, cols, channels, filter_rows, num_filters): rng = np.random.RandomState([2012,10,9]) filter_cols = filter_rows base_image_value = rng.uniform(-1., 1., (channels, rows, cols, batch_size)).astype('float32') base_filters_value = rng.uniform(-1., 1., (channels, filter_rows, filter_cols, num_filters)).astype('float32') images = shared(base_image_value) filters = shared(base_filters_value, name='filters') # bench.py should always be run in gpu mode so we should not need a gpu_from_host here output = FilterActs()(images, filters) output_shared = shared( output.eval() ) cuda_convnet = function([], updates = { output_shared : output } ) cuda_convnet.name = 'cuda_convnet' images_bc01v = base_image_value.transpose(3,0,1,2) filters_bc01v = base_filters_value.transpose(3,0,1,2) filters_bc01v = filters_bc01v[:,:,::-1,::-1] images_bc01 = shared(images_bc01v) filters_bc01 = shared(filters_bc01v) output_conv2d = conv2d(images_bc01, filters_bc01, border_mode='valid', image_shape = images_bc01v.shape, filter_shape = filters_bc01v.shape) output_conv2d_shared = shared(output_conv2d.eval()) baseline = function([], updates = { output_conv2d_shared : output_conv2d } ) baseline.name = 'baseline' return cuda_convnet, baseline def bench(f): for i in xrange(3): f() trials = 10 t1 = time.time() for i in xrange(trials): f() t2 = time.time() return (t2-t1)/float(trials) def get_speedup( *args, **kwargs): cuda_convnet, baseline = make_funcs(*args, **kwargs) return bench(baseline) / bench(cuda_convnet) def get_time_per_10k_ex( *args, **kwargs): cuda_convnet, baseline = make_funcs(*args, **kwargs) batch_size = kwargs['batch_size'] return 10000 * bench(cuda_convnet) / float(batch_size) def make_batch_size_plot(yfunc, yname, batch_sizes, rows, cols, channels, filter_rows, num_filters): speedups = [] for batch_size in batch_sizes: speedup = yfunc(batch_size = batch_size, rows = rows, cols = cols, channels = channels, filter_rows = filter_rows, num_filters = num_filters) speedups.append(speedup) plt.plot(batch_sizes, speedups) plt.title("cuda-convnet benchmark") plt.xlabel("Batch size") plt.ylabel(yname) plt.show() make_batch_size_plot(get_speedup, "Speedup factor", batch_sizes = [1,2,5,25,32,50,63,64,65,96,100,127,128,129,159,160,161,191,192,193,200,255,256,257], rows = 32, cols = 32, channels = 64, filter_rows = 7, num_filters = 64) """ make_batch_size_plot(get_time_per_10k_ex, "Time per 10k examples", batch_sizes = [1,2,5,25,32,50,63,64,65,96,100,127,128,129,159,160,161,191,192,193,200,255,256,257], rows = 32, cols = 32, channels = 3, filter_rows = 5, num_filters = 64) """
bsd-3-clause
pathomx/pathomx
pathomx/plugins/spectra/spectra_norm.py
2
1270
import numpy as np import pandas as pd # Abs the data (so account for negative peaks also) data_a = np.abs(input_data.values) # Sum each spectra (TSA) data_as = np.sum(data_a, axis=1) # Identify median median_s = np.median(data_as) # Scale others to match (*(median/row)) scaling = median_s / data_as # Scale the spectra tsa_data = input_data.T * scaling tsa_data = tsa_data.T if config['algorithm'] == 'TSA': output_data = tsa_data elif config['algorithm'] == 'PQN': # Take result of TSA normalization # Calculate median spectrum (median of each variable) median_s = np.median(tsa_data, axis=0) # For each variable of each spectrum, calculate ratio between median spectrum variable and that of the considered spectrum spectra_r = median_s / np.abs(input_data) # Take the median of these scaling factors scaling = np.median(spectra_r, axis=1) #Apply to the entire considered spectrum output_data = input_data.T * scaling output_data = output_data.T data = None # Clear so not expored data_a = None data_as = None media_as = None scaling = None spectra_r = None tsa_data = None # Generate simple result figure (using pathomx libs) from pathomx.figures import spectra View = spectra(output_data, styles=styles) View
gpl-3.0
karllessard/tensorflow
tensorflow/python/keras/engine/data_adapter_test.py
2
43498
# Copyright 2019 The TensorFlow Authors. All Rights Reserved. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. # ============================================================================== """DataAdapter tests.""" from __future__ import absolute_import from __future__ import division from __future__ import print_function import math from absl.testing import parameterized import numpy as np from tensorflow.python import keras from tensorflow.python.data.experimental.ops import cardinality from tensorflow.python.data.ops import dataset_ops from tensorflow.python.framework import constant_op from tensorflow.python.framework import ops from tensorflow.python.framework import sparse_tensor from tensorflow.python.keras import keras_parameterized from tensorflow.python.keras import testing_utils from tensorflow.python.keras.engine import data_adapter from tensorflow.python.keras.utils import data_utils from tensorflow.python.ops import array_ops from tensorflow.python.ops import sparse_ops from tensorflow.python.platform import test from tensorflow.python.util import nest class DummyArrayLike(object): """Dummy array-like object.""" def __init__(self, data): self.data = data def __len__(self): return len(self.data) def __getitem__(self, key): return self.data[key] @property def shape(self): return self.data.shape @property def dtype(self): return self.data.dtype def fail_on_convert(x, **kwargs): _ = x _ = kwargs raise TypeError('Cannot convert DummyArrayLike to a tensor') ops.register_tensor_conversion_function(DummyArrayLike, fail_on_convert) class DataAdapterTestBase(keras_parameterized.TestCase): def setUp(self): super(DataAdapterTestBase, self).setUp() self.batch_size = 5 self.numpy_input = np.zeros((50, 10)) self.numpy_target = np.ones(50) self.tensor_input = constant_op.constant(2.0, shape=(50, 10)) self.tensor_target = array_ops.ones((50,)) self.arraylike_input = DummyArrayLike(self.numpy_input) self.arraylike_target = DummyArrayLike(self.numpy_target) self.dataset_input = dataset_ops.DatasetV2.from_tensor_slices( (self.numpy_input, self.numpy_target)).shuffle(50).batch( self.batch_size) def generator(): while True: yield (np.zeros((self.batch_size, 10)), np.ones(self.batch_size)) self.generator_input = generator() self.iterator_input = data_utils.threadsafe_generator(generator)() self.sequence_input = TestSequence(batch_size=self.batch_size, feature_shape=10) self.text_input = [['abc']] self.bytes_input = [[b'abc']] self.model = keras.models.Sequential( [keras.layers.Dense(8, input_shape=(10,), activation='softmax')]) class TestSequence(data_utils.Sequence): def __init__(self, batch_size, feature_shape): self.batch_size = batch_size self.feature_shape = feature_shape def __getitem__(self, item): return (np.zeros((self.batch_size, self.feature_shape)), np.ones((self.batch_size,))) def __len__(self): return 10 class TensorLikeDataAdapterTest(DataAdapterTestBase): def setUp(self): super(TensorLikeDataAdapterTest, self).setUp() self.adapter_cls = data_adapter.TensorLikeDataAdapter def test_can_handle_numpy(self): self.assertTrue(self.adapter_cls.can_handle(self.numpy_input)) self.assertTrue( self.adapter_cls.can_handle(self.numpy_input, self.numpy_target)) self.assertFalse(self.adapter_cls.can_handle(self.dataset_input)) self.assertFalse(self.adapter_cls.can_handle(self.generator_input)) self.assertFalse(self.adapter_cls.can_handle(self.sequence_input)) self.assertFalse(self.adapter_cls.can_handle(self.text_input)) self.assertFalse(self.adapter_cls.can_handle(self.bytes_input)) def test_size_numpy(self): adapter = self.adapter_cls( self.numpy_input, self.numpy_target, batch_size=5) self.assertEqual(adapter.get_size(), 10) self.assertFalse(adapter.has_partial_batch()) def test_batch_size_numpy(self): adapter = self.adapter_cls( self.numpy_input, self.numpy_target, batch_size=5) self.assertEqual(adapter.batch_size(), 5) def test_partial_batch_numpy(self): adapter = self.adapter_cls( self.numpy_input, self.numpy_target, batch_size=4) self.assertEqual(adapter.get_size(), 13) # 50/4 self.assertTrue(adapter.has_partial_batch()) self.assertEqual(adapter.partial_batch_size(), 2) def test_epochs(self): num_epochs = 3 adapter = self.adapter_cls( self.numpy_input, self.numpy_target, batch_size=5, epochs=num_epochs) ds_iter = iter(adapter.get_dataset()) num_batches_per_epoch = self.numpy_input.shape[0] // 5 for _ in range(num_batches_per_epoch * num_epochs): next(ds_iter) with self.assertRaises(StopIteration): next(ds_iter) @keras_parameterized.run_all_keras_modes(always_skip_v1=True) def test_training_numpy(self): self.model.compile(loss='sparse_categorical_crossentropy', optimizer='sgd', run_eagerly=testing_utils.should_run_eagerly()) self.model.fit(self.numpy_input, self.numpy_target, batch_size=5) def test_can_handle_pandas(self): try: import pandas as pd # pylint: disable=g-import-not-at-top except ImportError: self.skipTest('Skipping test because pandas is not installed.') self.assertTrue(self.adapter_cls.can_handle(pd.DataFrame(self.numpy_input))) self.assertTrue( self.adapter_cls.can_handle(pd.DataFrame(self.numpy_input)[0])) self.assertTrue( self.adapter_cls.can_handle( pd.DataFrame(self.numpy_input), pd.DataFrame(self.numpy_input)[0])) @keras_parameterized.run_all_keras_modes(always_skip_v1=True) def test_training_pandas(self): try: import pandas as pd # pylint: disable=g-import-not-at-top except ImportError: self.skipTest('Skipping test because pandas is not installed.') input_a = keras.Input(shape=(3,), name='input_a') input_b = keras.Input(shape=(3,), name='input_b') input_c = keras.Input(shape=(1,), name='input_b') x = keras.layers.Dense(4, name='dense_1')(input_a) y = keras.layers.Dense(3, name='dense_2')(input_b) z = keras.layers.Dense(1, name='dense_3')(input_c) model_1 = keras.Model(inputs=input_a, outputs=x) model_2 = keras.Model(inputs=[input_a, input_b], outputs=[x, y]) model_3 = keras.Model(inputs=input_c, outputs=z) model_1.compile(optimizer='rmsprop', loss='mse') model_2.compile(optimizer='rmsprop', loss='mse') input_a_np = np.random.random((10, 3)) input_b_np = np.random.random((10, 3)) input_a_df = pd.DataFrame(input_a_np) input_b_df = pd.DataFrame(input_b_np) output_a_df = pd.DataFrame(np.random.random((10, 4))) output_b_df = pd.DataFrame(np.random.random((10, 3))) model_1.fit(input_a_df, output_a_df) model_2.fit([input_a_df, input_b_df], [output_a_df, output_b_df]) model_1.fit([input_a_df], [output_a_df]) model_1.fit({'input_a': input_a_df}, output_a_df) model_2.fit({'input_a': input_a_df, 'input_b': input_b_df}, [output_a_df, output_b_df]) model_1.evaluate(input_a_df, output_a_df) model_2.evaluate([input_a_df, input_b_df], [output_a_df, output_b_df]) model_1.evaluate([input_a_df], [output_a_df]) model_1.evaluate({'input_a': input_a_df}, output_a_df) model_2.evaluate({'input_a': input_a_df, 'input_b': input_b_df}, [output_a_df, output_b_df]) # Verify predicting on pandas vs numpy returns the same result predict_1_pandas = model_1.predict(input_a_df) predict_2_pandas = model_2.predict([input_a_df, input_b_df]) predict_3_pandas = model_3.predict(input_a_df[0]) predict_1_numpy = model_1.predict(input_a_np) predict_2_numpy = model_2.predict([input_a_np, input_b_np]) predict_3_numpy = model_3.predict(np.asarray(input_a_df[0])) self.assertAllClose(predict_1_numpy, predict_1_pandas) self.assertAllClose(predict_2_numpy, predict_2_pandas) self.assertAllClose(predict_3_numpy, predict_3_pandas) # Extra ways to pass in dataframes model_1.predict([input_a_df]) model_1.predict({'input_a': input_a_df}) model_2.predict({'input_a': input_a_df, 'input_b': input_b_df}) def test_can_handle(self): self.assertTrue(self.adapter_cls.can_handle(self.tensor_input)) self.assertTrue( self.adapter_cls.can_handle(self.tensor_input, self.tensor_target)) self.assertFalse(self.adapter_cls.can_handle(self.arraylike_input)) self.assertFalse( self.adapter_cls.can_handle(self.arraylike_input, self.arraylike_target)) self.assertFalse(self.adapter_cls.can_handle(self.dataset_input)) self.assertFalse(self.adapter_cls.can_handle(self.generator_input)) self.assertFalse(self.adapter_cls.can_handle(self.sequence_input)) self.assertFalse(self.adapter_cls.can_handle(self.text_input)) self.assertFalse(self.adapter_cls.can_handle(self.bytes_input)) @keras_parameterized.run_all_keras_modes(always_skip_v1=True) def test_training(self): self.model.compile(loss='sparse_categorical_crossentropy', optimizer='sgd', run_eagerly=testing_utils.should_run_eagerly()) self.model.fit(self.tensor_input, self.tensor_target, batch_size=5) def test_size(self): adapter = self.adapter_cls( self.tensor_input, self.tensor_target, batch_size=5) self.assertEqual(adapter.get_size(), 10) self.assertFalse(adapter.has_partial_batch()) @keras_parameterized.run_all_keras_modes(always_skip_v1=True) def test_shuffle_correctness(self): num_samples = 100 batch_size = 32 x = np.arange(num_samples) np.random.seed(99) adapter = self.adapter_cls( x, y=None, batch_size=batch_size, shuffle=True, epochs=2) def _get_epoch(ds_iter): ds_data = [] for _ in range(int(math.ceil(num_samples / batch_size))): ds_data.append(next(ds_iter).numpy()) return np.concatenate(ds_data) ds_iter = iter(adapter.get_dataset()) # First epoch. epoch_data = _get_epoch(ds_iter) # Check that shuffling occurred. self.assertNotAllClose(x, epoch_data) # Check that each elements appears, and only once. self.assertAllClose(x, np.sort(epoch_data)) # Second epoch. second_epoch_data = _get_epoch(ds_iter) # Check that shuffling occurred. self.assertNotAllClose(x, second_epoch_data) # Check that shuffling is different across epochs. self.assertNotAllClose(epoch_data, second_epoch_data) # Check that each elements appears, and only once. self.assertAllClose(x, np.sort(second_epoch_data)) @keras_parameterized.run_all_keras_modes(always_skip_v1=True) def test_batch_shuffle_correctness(self): num_samples = 100 batch_size = 6 x = np.arange(num_samples) np.random.seed(99) adapter = self.adapter_cls( x, y=None, batch_size=batch_size, shuffle='batch', epochs=2) def _get_epoch_batches(ds_iter): ds_data = [] for _ in range(int(math.ceil(num_samples / batch_size))): ds_data.append(next(ds_iter)[0].numpy()) return ds_data ds_iter = iter(adapter.get_dataset()) # First epoch. epoch_batch_data = _get_epoch_batches(ds_iter) epoch_data = np.concatenate(epoch_batch_data) def _verify_batch(batch): # Verify that a batch contains only contiguous data, and that it has # been shuffled. shuffled_batch = np.sort(batch) self.assertNotAllClose(batch, shuffled_batch) for i in range(1, len(batch)): self.assertEqual(shuffled_batch[i-1] + 1, shuffled_batch[i]) # Assert that the data within each batch remains contiguous for batch in epoch_batch_data: _verify_batch(batch) # Check that individual batches are unshuffled # Check that shuffling occurred. self.assertNotAllClose(x, epoch_data) # Check that each elements appears, and only once. self.assertAllClose(x, np.sort(epoch_data)) # Second epoch. second_epoch_batch_data = _get_epoch_batches(ds_iter) second_epoch_data = np.concatenate(second_epoch_batch_data) # Assert that the data within each batch remains contiguous for batch in second_epoch_batch_data: _verify_batch(batch) # Check that shuffling occurred. self.assertNotAllClose(x, second_epoch_data) # Check that shuffling is different across epochs. self.assertNotAllClose(epoch_data, second_epoch_data) # Check that each elements appears, and only once. self.assertAllClose(x, np.sort(second_epoch_data)) @parameterized.named_parameters( ('batch_size_5', 5, None, 5), ('batch_size_50', 50, 4, 50), # Sanity check: batch_size takes precedence ('steps_1', None, 1, 50), ('steps_4', None, 4, 13), ) def test_batch_size(self, batch_size_in, steps, batch_size_out): adapter = self.adapter_cls( self.tensor_input, self.tensor_target, batch_size=batch_size_in, steps=steps) self.assertEqual(adapter.batch_size(), batch_size_out) @parameterized.named_parameters( ('batch_size_5', 5, None, 10, 0), ('batch_size_4', 4, None, 13, 2), ('steps_1', None, 1, 1, 0), ('steps_5', None, 5, 5, 0), ('steps_4', None, 4, 4, 11), ) def test_partial_batch( self, batch_size_in, steps, size, partial_batch_size): adapter = self.adapter_cls( self.tensor_input, self.tensor_target, batch_size=batch_size_in, steps=steps) self.assertEqual(adapter.get_size(), size) # 50/steps self.assertEqual(adapter.has_partial_batch(), bool(partial_batch_size)) self.assertEqual(adapter.partial_batch_size(), partial_batch_size or None) class GenericArrayLikeDataAdapterTest(DataAdapterTestBase): def setUp(self): super(GenericArrayLikeDataAdapterTest, self).setUp() self.adapter_cls = data_adapter.GenericArrayLikeDataAdapter def test_can_handle_some_numpy(self): self.assertTrue(self.adapter_cls.can_handle( self.arraylike_input)) self.assertTrue( self.adapter_cls.can_handle(self.arraylike_input, self.arraylike_target)) # Because adapters are mutually exclusive, don't handle cases # where all the data is numpy or an eagertensor self.assertFalse(self.adapter_cls.can_handle(self.numpy_input)) self.assertFalse( self.adapter_cls.can_handle(self.numpy_input, self.numpy_target)) self.assertFalse(self.adapter_cls.can_handle(self.tensor_input)) self.assertFalse( self.adapter_cls.can_handle(self.tensor_input, self.tensor_target)) # But do handle mixes that include generic arraylike data self.assertTrue( self.adapter_cls.can_handle(self.numpy_input, self.arraylike_target)) self.assertTrue( self.adapter_cls.can_handle(self.arraylike_input, self.numpy_target)) self.assertTrue( self.adapter_cls.can_handle(self.arraylike_input, self.tensor_target)) self.assertTrue( self.adapter_cls.can_handle(self.tensor_input, self.arraylike_target)) self.assertFalse(self.adapter_cls.can_handle(self.dataset_input)) self.assertFalse(self.adapter_cls.can_handle(self.generator_input)) self.assertFalse(self.adapter_cls.can_handle(self.sequence_input)) self.assertFalse(self.adapter_cls.can_handle(self.text_input)) self.assertFalse(self.adapter_cls.can_handle(self.bytes_input)) def test_size(self): adapter = self.adapter_cls( self.arraylike_input, self.arraylike_target, batch_size=5) self.assertEqual(adapter.get_size(), 10) self.assertFalse(adapter.has_partial_batch()) def test_epochs(self): num_epochs = 3 adapter = self.adapter_cls( self.arraylike_input, self.numpy_target, batch_size=5, epochs=num_epochs) ds_iter = iter(adapter.get_dataset()) num_batches_per_epoch = self.numpy_input.shape[0] // 5 for _ in range(num_batches_per_epoch * num_epochs): next(ds_iter) with self.assertRaises(StopIteration): next(ds_iter) @keras_parameterized.run_all_keras_modes(always_skip_v1=True) def test_training(self): # First verify that DummyArrayLike can't be converted to a Tensor with self.assertRaises(TypeError): ops.convert_to_tensor_v2_with_dispatch(self.arraylike_input) # Then train on the array like. # It should not be converted to a tensor directly (which would force it into # memory), only the sliced data should be converted. self.model.compile(loss='sparse_categorical_crossentropy', optimizer='sgd', run_eagerly=testing_utils.should_run_eagerly()) self.model.fit(self.arraylike_input, self.arraylike_target, batch_size=5) self.model.fit(self.arraylike_input, self.arraylike_target, shuffle=True, batch_size=5) self.model.fit(self.arraylike_input, self.arraylike_target, shuffle='batch', batch_size=5) self.model.evaluate(self.arraylike_input, self.arraylike_target, batch_size=5) self.model.predict(self.arraylike_input, batch_size=5) @keras_parameterized.run_all_keras_modes(always_skip_v1=True) def test_training_numpy_target(self): self.model.compile(loss='sparse_categorical_crossentropy', optimizer='sgd', run_eagerly=testing_utils.should_run_eagerly()) self.model.fit(self.arraylike_input, self.numpy_target, batch_size=5) self.model.fit(self.arraylike_input, self.numpy_target, shuffle=True, batch_size=5) self.model.fit(self.arraylike_input, self.numpy_target, shuffle='batch', batch_size=5) self.model.evaluate(self.arraylike_input, self.numpy_target, batch_size=5) @keras_parameterized.run_all_keras_modes(always_skip_v1=True) def test_training_tensor_target(self): self.model.compile(loss='sparse_categorical_crossentropy', optimizer='sgd', run_eagerly=testing_utils.should_run_eagerly()) self.model.fit(self.arraylike_input, self.tensor_target, batch_size=5) self.model.fit(self.arraylike_input, self.tensor_target, shuffle=True, batch_size=5) self.model.fit(self.arraylike_input, self.tensor_target, shuffle='batch', batch_size=5) self.model.evaluate(self.arraylike_input, self.tensor_target, batch_size=5) @keras_parameterized.run_all_keras_modes(always_skip_v1=True) def test_shuffle_correctness(self): num_samples = 100 batch_size = 32 x = DummyArrayLike(np.arange(num_samples)) np.random.seed(99) adapter = self.adapter_cls( x, y=None, batch_size=batch_size, shuffle=True, epochs=2) def _get_epoch(ds_iter): ds_data = [] for _ in range(int(math.ceil(num_samples / batch_size))): ds_data.append(next(ds_iter).numpy()) return np.concatenate(ds_data) ds_iter = iter(adapter.get_dataset()) # First epoch. epoch_data = _get_epoch(ds_iter) # Check that shuffling occurred. self.assertNotAllClose(x, epoch_data) # Check that each elements appears, and only once. self.assertAllClose(x, np.sort(epoch_data)) # Second epoch. second_epoch_data = _get_epoch(ds_iter) # Check that shuffling occurred. self.assertNotAllClose(x, second_epoch_data) # Check that shuffling is different across epochs. self.assertNotAllClose(epoch_data, second_epoch_data) # Check that each elements appears, and only once. self.assertAllClose(x, np.sort(second_epoch_data)) @keras_parameterized.run_all_keras_modes(always_skip_v1=True) def test_batch_shuffle_correctness(self): num_samples = 100 batch_size = 6 x = DummyArrayLike(np.arange(num_samples)) np.random.seed(99) adapter = self.adapter_cls( x, y=None, batch_size=batch_size, shuffle='batch', epochs=2) def _get_epoch_batches(ds_iter): ds_data = [] for _ in range(int(math.ceil(num_samples / batch_size))): ds_data.append(next(ds_iter)[0].numpy()) return ds_data ds_iter = iter(adapter.get_dataset()) # First epoch. epoch_batch_data = _get_epoch_batches(ds_iter) epoch_data = np.concatenate(epoch_batch_data) def _verify_batch(batch): # Verify that a batch contains only contiguous data, but that it has # been shuffled. shuffled_batch = np.sort(batch) self.assertNotAllClose(batch, shuffled_batch) for i in range(1, len(batch)): self.assertEqual(shuffled_batch[i-1] + 1, shuffled_batch[i]) # Assert that the data within each batch is shuffled contiguous data for batch in epoch_batch_data: _verify_batch(batch) # Check that individual batches are unshuffled # Check that shuffling occurred. self.assertNotAllClose(x, epoch_data) # Check that each elements appears, and only once. self.assertAllClose(x, np.sort(epoch_data)) # Second epoch. second_epoch_batch_data = _get_epoch_batches(ds_iter) second_epoch_data = np.concatenate(second_epoch_batch_data) # Assert that the data within each batch remains contiguous for batch in second_epoch_batch_data: _verify_batch(batch) # Check that shuffling occurred. self.assertNotAllClose(x, second_epoch_data) # Check that shuffling is different across epochs. self.assertNotAllClose(epoch_data, second_epoch_data) # Check that each elements appears, and only once. self.assertAllClose(x, np.sort(second_epoch_data)) @parameterized.named_parameters( ('batch_size_5', 5, None, 5), ('batch_size_50', 50, 4, 50), # Sanity check: batch_size takes precedence ('steps_1', None, 1, 50), ('steps_4', None, 4, 13), ) def test_batch_size(self, batch_size_in, steps, batch_size_out): adapter = self.adapter_cls( self.arraylike_input, self.arraylike_target, batch_size=batch_size_in, steps=steps) self.assertEqual(adapter.batch_size(), batch_size_out) @parameterized.named_parameters( ('batch_size_5', 5, None, 10, 0), ('batch_size_4', 4, None, 13, 2), ('steps_1', None, 1, 1, 0), ('steps_5', None, 5, 5, 0), ('steps_4', None, 4, 4, 11), ) def test_partial_batch( self, batch_size_in, steps, size, partial_batch_size): adapter = self.adapter_cls( self.arraylike_input, self.arraylike_target, batch_size=batch_size_in, steps=steps) self.assertEqual(adapter.get_size(), size) # 50/steps self.assertEqual(adapter.has_partial_batch(), bool(partial_batch_size)) self.assertEqual(adapter.partial_batch_size(), partial_batch_size or None) class DatasetAdapterTest(DataAdapterTestBase): def setUp(self): super(DatasetAdapterTest, self).setUp() self.adapter_cls = data_adapter.DatasetAdapter def test_can_handle(self): self.assertFalse(self.adapter_cls.can_handle(self.numpy_input)) self.assertFalse(self.adapter_cls.can_handle(self.tensor_input)) self.assertTrue(self.adapter_cls.can_handle(self.dataset_input)) self.assertFalse(self.adapter_cls.can_handle(self.generator_input)) self.assertFalse(self.adapter_cls.can_handle(self.sequence_input)) @keras_parameterized.run_all_keras_modes(always_skip_v1=True) def test_training(self): dataset = self.adapter_cls(self.dataset_input).get_dataset() self.model.compile(loss='sparse_categorical_crossentropy', optimizer='sgd', run_eagerly=testing_utils.should_run_eagerly()) self.model.fit(dataset) def test_size(self): adapter = self.adapter_cls(self.dataset_input) self.assertIsNone(adapter.get_size()) def test_batch_size(self): adapter = self.adapter_cls(self.dataset_input) self.assertIsNone(adapter.batch_size()) def test_partial_batch(self): adapter = self.adapter_cls(self.dataset_input) self.assertFalse(adapter.has_partial_batch()) self.assertIsNone(adapter.partial_batch_size()) def test_invalid_targets_argument(self): with self.assertRaisesRegex(ValueError, r'`y` argument is not supported'): self.adapter_cls(self.dataset_input, y=self.dataset_input) def test_invalid_sample_weights_argument(self): with self.assertRaisesRegex(ValueError, r'`sample_weight` argument is not supported'): self.adapter_cls(self.dataset_input, sample_weights=self.dataset_input) class GeneratorDataAdapterTest(DataAdapterTestBase): def setUp(self): super(GeneratorDataAdapterTest, self).setUp() self.adapter_cls = data_adapter.GeneratorDataAdapter def test_can_handle(self): self.assertFalse(self.adapter_cls.can_handle(self.numpy_input)) self.assertFalse(self.adapter_cls.can_handle(self.tensor_input)) self.assertFalse(self.adapter_cls.can_handle(self.dataset_input)) self.assertTrue(self.adapter_cls.can_handle(self.generator_input)) self.assertFalse(self.adapter_cls.can_handle(self.sequence_input)) self.assertFalse(self.adapter_cls.can_handle(self.text_input)) self.assertFalse(self.adapter_cls.can_handle(self.bytes_input)) @keras_parameterized.run_all_keras_modes(always_skip_v1=True) def test_training(self): self.model.compile(loss='sparse_categorical_crossentropy', optimizer='sgd', run_eagerly=testing_utils.should_run_eagerly()) self.model.fit(self.generator_input, steps_per_epoch=10) @keras_parameterized.run_all_keras_modes(always_skip_v1=True) @testing_utils.run_v2_only @data_utils.dont_use_multiprocessing_pool def test_with_multiprocessing_training(self): self.model.compile(loss='sparse_categorical_crossentropy', optimizer='sgd', run_eagerly=testing_utils.should_run_eagerly()) self.model.fit(self.iterator_input, workers=1, use_multiprocessing=True, max_queue_size=10, steps_per_epoch=10) # Fit twice to ensure there isn't any duplication that prevent the worker # from starting. self.model.fit(self.iterator_input, workers=1, use_multiprocessing=True, max_queue_size=10, steps_per_epoch=10) def test_size(self): adapter = self.adapter_cls(self.generator_input) self.assertIsNone(adapter.get_size()) def test_batch_size(self): adapter = self.adapter_cls(self.generator_input) self.assertEqual(adapter.batch_size(), None) self.assertEqual(adapter.representative_batch_size(), 5) def test_partial_batch(self): adapter = self.adapter_cls(self.generator_input) self.assertFalse(adapter.has_partial_batch()) self.assertIsNone(adapter.partial_batch_size()) def test_invalid_targets_argument(self): with self.assertRaisesRegex(ValueError, r'`y` argument is not supported'): self.adapter_cls(self.generator_input, y=self.generator_input) def test_invalid_sample_weights_argument(self): with self.assertRaisesRegex(ValueError, r'`sample_weight` argument is not supported'): self.adapter_cls( self.generator_input, sample_weights=self.generator_input) @keras_parameterized.run_all_keras_modes(always_skip_v1=True) def test_not_shuffled(self): def generator(): for i in range(10): yield np.ones((1, 1)) * i adapter = self.adapter_cls(generator(), shuffle=True) for i, data in enumerate(adapter.get_dataset()): self.assertEqual(i, data[0].numpy().flatten()) class KerasSequenceAdapterTest(DataAdapterTestBase): def setUp(self): super(KerasSequenceAdapterTest, self).setUp() self.adapter_cls = data_adapter.KerasSequenceAdapter def test_can_handle(self): self.assertFalse(self.adapter_cls.can_handle(self.numpy_input)) self.assertFalse(self.adapter_cls.can_handle(self.tensor_input)) self.assertFalse(self.adapter_cls.can_handle(self.dataset_input)) self.assertFalse(self.adapter_cls.can_handle(self.generator_input)) self.assertTrue(self.adapter_cls.can_handle(self.sequence_input)) self.assertFalse(self.adapter_cls.can_handle(self.text_input)) self.assertFalse(self.adapter_cls.can_handle(self.bytes_input)) @keras_parameterized.run_all_keras_modes(always_skip_v1=True) def test_training(self): self.model.compile(loss='sparse_categorical_crossentropy', optimizer='sgd', run_eagerly=testing_utils.should_run_eagerly()) self.model.fit(self.sequence_input) @keras_parameterized.run_all_keras_modes(always_skip_v1=True) @testing_utils.run_v2_only @data_utils.dont_use_multiprocessing_pool def test_with_multiprocessing_training(self): self.model.compile(loss='sparse_categorical_crossentropy', optimizer='sgd', run_eagerly=testing_utils.should_run_eagerly()) self.model.fit(self.sequence_input, workers=1, use_multiprocessing=True, max_queue_size=10, steps_per_epoch=10) # Fit twice to ensure there isn't any duplication that prevent the worker # from starting. self.model.fit(self.sequence_input, workers=1, use_multiprocessing=True, max_queue_size=10, steps_per_epoch=10) def test_size(self): adapter = self.adapter_cls(self.sequence_input) self.assertEqual(adapter.get_size(), 10) def test_batch_size(self): adapter = self.adapter_cls(self.sequence_input) self.assertEqual(adapter.batch_size(), None) self.assertEqual(adapter.representative_batch_size(), 5) def test_partial_batch(self): adapter = self.adapter_cls(self.sequence_input) self.assertFalse(adapter.has_partial_batch()) self.assertIsNone(adapter.partial_batch_size()) def test_invalid_targets_argument(self): with self.assertRaisesRegex(ValueError, r'`y` argument is not supported'): self.adapter_cls(self.sequence_input, y=self.sequence_input) def test_invalid_sample_weights_argument(self): with self.assertRaisesRegex(ValueError, r'`sample_weight` argument is not supported'): self.adapter_cls(self.sequence_input, sample_weights=self.sequence_input) class DataHandlerTest(keras_parameterized.TestCase): def test_finite_dataset_with_steps_per_epoch(self): data = dataset_ops.Dataset.from_tensor_slices([0, 1, 2, 3]).batch(1) # User can choose to only partially consume `Dataset`. data_handler = data_adapter.DataHandler( data, initial_epoch=0, epochs=2, steps_per_epoch=2) self.assertEqual(data_handler.inferred_steps, 2) self.assertFalse(data_handler._adapter.should_recreate_iterator()) returned_data = [] for _, iterator in data_handler.enumerate_epochs(): epoch_data = [] for _ in data_handler.steps(): epoch_data.append(next(iterator).numpy()) returned_data.append(epoch_data) self.assertEqual(returned_data, [[0, 1], [2, 3]]) def test_finite_dataset_without_steps_per_epoch(self): data = dataset_ops.Dataset.from_tensor_slices([0, 1, 2]).batch(1) data_handler = data_adapter.DataHandler(data, initial_epoch=0, epochs=2) self.assertEqual(data_handler.inferred_steps, 3) returned_data = [] for _, iterator in data_handler.enumerate_epochs(): epoch_data = [] for _ in data_handler.steps(): epoch_data.append(next(iterator).numpy()) returned_data.append(epoch_data) self.assertEqual(returned_data, [[0, 1, 2], [0, 1, 2]]) def test_finite_dataset_with_steps_per_epoch_exact_size(self): data = dataset_ops.Dataset.from_tensor_slices([0, 1, 2, 3]).batch(1) # If user specifies exact size of `Dataset` as `steps_per_epoch`, # create a new iterator each epoch. data_handler = data_adapter.DataHandler( data, initial_epoch=0, epochs=2, steps_per_epoch=4) self.assertTrue(data_handler._adapter.should_recreate_iterator()) returned_data = [] for _, iterator in data_handler.enumerate_epochs(): epoch_data = [] for _ in data_handler.steps(): epoch_data.append(next(iterator).numpy()) returned_data.append(epoch_data) self.assertEqual(returned_data, [[0, 1, 2, 3], [0, 1, 2, 3]]) def test_infinite_dataset_with_steps_per_epoch(self): data = dataset_ops.Dataset.from_tensor_slices([0, 1, 2]).batch(1).repeat() data_handler = data_adapter.DataHandler( data, initial_epoch=0, epochs=2, steps_per_epoch=3) returned_data = [] for _, iterator in data_handler.enumerate_epochs(): epoch_data = [] for _ in data_handler.steps(): epoch_data.append(next(iterator).numpy()) returned_data.append(epoch_data) self.assertEqual(returned_data, [[0, 1, 2], [0, 1, 2]]) def test_unknown_cardinality_dataset_with_steps_per_epoch(self): ds = dataset_ops.DatasetV2.from_tensor_slices([0, 1, 2, 3, 4, 5, 6]) filtered_ds = ds.filter(lambda x: x < 4) self.assertEqual( cardinality.cardinality(filtered_ds).numpy(), cardinality.UNKNOWN) # User can choose to only partially consume `Dataset`. data_handler = data_adapter.DataHandler( filtered_ds, initial_epoch=0, epochs=2, steps_per_epoch=2) self.assertFalse(data_handler._adapter.should_recreate_iterator()) returned_data = [] for _, iterator in data_handler.enumerate_epochs(): epoch_data = [] for _ in data_handler.steps(): epoch_data.append(next(iterator)) returned_data.append(epoch_data) returned_data = self.evaluate(returned_data) self.assertEqual(returned_data, [[0, 1], [2, 3]]) self.assertEqual(data_handler.inferred_steps, 2) def test_unknown_cardinality_dataset_without_steps_per_epoch(self): ds = dataset_ops.DatasetV2.from_tensor_slices([0, 1, 2, 3, 4, 5, 6]) filtered_ds = ds.filter(lambda x: x < 4) self.assertEqual( cardinality.cardinality(filtered_ds).numpy(), cardinality.UNKNOWN) data_handler = data_adapter.DataHandler( filtered_ds, initial_epoch=0, epochs=2) self.assertEqual(data_handler.inferred_steps, None) self.assertTrue(data_handler._adapter.should_recreate_iterator()) returned_data = [] for _, iterator in data_handler.enumerate_epochs(): epoch_data = [] with data_handler.catch_stop_iteration(): for _ in data_handler.steps(): epoch_data.append(next(iterator)) returned_data.append(epoch_data) returned_data = self.evaluate(returned_data) self.assertEqual(returned_data, [[0, 1, 2, 3], [0, 1, 2, 3]]) self.assertEqual(data_handler.inferred_steps, 4) def test_insufficient_data(self): ds = dataset_ops.DatasetV2.from_tensor_slices([0, 1]) ds = ds.filter(lambda *args, **kwargs: True) data_handler = data_adapter.DataHandler( ds, initial_epoch=0, epochs=2, steps_per_epoch=3) returned_data = [] for _, iterator in data_handler.enumerate_epochs(): epoch_data = [] for _ in data_handler.steps(): with data_handler.catch_stop_iteration(): epoch_data.append(next(iterator)) returned_data.append(epoch_data) returned_data = self.evaluate(returned_data) self.assertTrue(data_handler._insufficient_data) self.assertEqual(returned_data, [[0, 1]]) def test_numpy(self): x = np.array([0, 1, 2]) y = np.array([0, 2, 4]) sw = np.array([0, 4, 8]) data_handler = data_adapter.DataHandler( x=x, y=y, sample_weight=sw, batch_size=1, epochs=2) returned_data = [] for _, iterator in data_handler.enumerate_epochs(): epoch_data = [] for _ in data_handler.steps(): epoch_data.append(next(iterator)) returned_data.append(epoch_data) returned_data = self.evaluate(returned_data) self.assertEqual(returned_data, [[(0, 0, 0), (1, 2, 4), (2, 4, 8)], [(0, 0, 0), (1, 2, 4), (2, 4, 8)]]) def test_generator(self): def generator(): for _ in range(2): for step in range(3): yield (ops.convert_to_tensor_v2_with_dispatch([step]),) data_handler = data_adapter.DataHandler( generator(), epochs=2, steps_per_epoch=3) returned_data = [] for _, iterator in data_handler.enumerate_epochs(): epoch_data = [] for _ in data_handler.steps(): epoch_data.append(next(iterator)) returned_data.append(epoch_data) returned_data = self.evaluate(returned_data) self.assertEqual(returned_data, [[([0],), ([1],), ([2],)], [([0],), ([1],), ([2],)]]) def test_composite_tensor(self): st = sparse_tensor.SparseTensor( indices=[[0, 0], [1, 0], [2, 0]], values=[0, 1, 2], dense_shape=[3, 1]) data_handler = data_adapter.DataHandler(st, epochs=2, steps_per_epoch=3) returned_data = [] for _, iterator in data_handler.enumerate_epochs(): epoch_data = [] for _ in data_handler.steps(): epoch_data.append(next(iterator)) returned_data.append(epoch_data) returned_data = self.evaluate( nest.map_structure(sparse_ops.sparse_tensor_to_dense, returned_data)) self.assertEqual(returned_data, [[([0],), ([1],), ([2],)], [([0],), ([1],), ([2],)]]) def test_list_of_scalars(self): data_handler = data_adapter.DataHandler([[0], [1], [2]], epochs=2, steps_per_epoch=3) returned_data = [] for _, iterator in data_handler.enumerate_epochs(): epoch_data = [] for _ in data_handler.steps(): epoch_data.append(next(iterator)) returned_data.append(epoch_data) returned_data = self.evaluate(returned_data) self.assertEqual(returned_data, [[([0],), ([1],), ([2],)], [([0],), ([1],), ([2],)]]) def test_class_weight_user_errors(self): with self.assertRaisesRegex(ValueError, 'to be a dict with keys'): data_adapter.DataHandler( x=[[0], [1], [2]], y=[[2], [1], [0]], batch_size=1, sample_weight=[[1.], [2.], [4.]], class_weight={ 0: 0.5, 1: 1., 3: 1.5 # Skips class `2`. }) with self.assertRaisesRegex(ValueError, 'with a single output'): data_adapter.DataHandler( x=np.ones((10, 1)), y=[np.ones((10, 1)), np.zeros((10, 1))], batch_size=2, class_weight={ 0: 0.5, 1: 1., 2: 1.5 }) @parameterized.named_parameters(('numpy', True), ('dataset', False)) def test_single_x_input_no_tuple_wrapping(self, use_numpy): x = np.ones((10, 1)) if use_numpy: batch_size = 2 else: x = dataset_ops.Dataset.from_tensor_slices(x).batch(2) batch_size = None data_handler = data_adapter.DataHandler(x, batch_size=batch_size) for _, iterator in data_handler.enumerate_epochs(): for _ in data_handler.steps(): # Check that single x input is not wrapped in a tuple. self.assertIsInstance(next(iterator), ops.Tensor) class TestValidationSplit(keras_parameterized.TestCase): @parameterized.named_parameters(('numpy_arrays', True), ('tensors', False)) def test_validation_split_unshuffled(self, use_numpy): if use_numpy: x = np.array([0, 1, 2, 3, 4]) y = np.array([0, 2, 4, 6, 8]) sw = np.array([0, 4, 8, 12, 16]) else: x = ops.convert_to_tensor_v2_with_dispatch([0, 1, 2, 3, 4]) y = ops.convert_to_tensor_v2_with_dispatch([0, 2, 4, 6, 8]) sw = ops.convert_to_tensor_v2_with_dispatch([0, 4, 8, 12, 16]) (train_x, train_y, train_sw), (val_x, val_y, val_sw) = ( data_adapter.train_validation_split((x, y, sw), validation_split=0.2)) if use_numpy: train_x = ops.convert_to_tensor_v2_with_dispatch(train_x) train_y = ops.convert_to_tensor_v2_with_dispatch(train_y) train_sw = ops.convert_to_tensor_v2_with_dispatch(train_sw) val_x = ops.convert_to_tensor_v2_with_dispatch(val_x) val_y = ops.convert_to_tensor_v2_with_dispatch(val_y) val_sw = ops.convert_to_tensor_v2_with_dispatch(val_sw) self.assertEqual(train_x.numpy().tolist(), [0, 1, 2, 3]) self.assertEqual(train_y.numpy().tolist(), [0, 2, 4, 6]) self.assertEqual(train_sw.numpy().tolist(), [0, 4, 8, 12]) self.assertEqual(val_x.numpy().tolist(), [4]) self.assertEqual(val_y.numpy().tolist(), [8]) self.assertEqual(val_sw.numpy().tolist(), [16]) def test_validation_split_user_error(self): with self.assertRaisesRegex(ValueError, 'is only supported for Tensors'): data_adapter.train_validation_split( lambda: np.ones((10, 1)), validation_split=0.2) def test_validation_split_examples_too_few(self): with self.assertRaisesRegex(ValueError, 'not sufficient to split it'): data_adapter.train_validation_split( np.ones((1, 10)), validation_split=0.2) def test_validation_split_none(self): train_sw, val_sw = data_adapter.train_validation_split( None, validation_split=0.2) self.assertIsNone(train_sw) self.assertIsNone(val_sw) (_, train_sw), (_, val_sw) = data_adapter.train_validation_split( (np.ones((10, 1)), None), validation_split=0.2) self.assertIsNone(train_sw) self.assertIsNone(val_sw) class ListsOfScalarsDataAdapterTest(DataAdapterTestBase): def setUp(self): super(ListsOfScalarsDataAdapterTest, self).setUp() self.adapter_cls = data_adapter.ListsOfScalarsDataAdapter def test_can_list_inputs(self): self.assertTrue(self.adapter_cls.can_handle(self.text_input)) self.assertTrue(self.adapter_cls.can_handle(self.bytes_input)) self.assertFalse(self.adapter_cls.can_handle(self.numpy_input)) self.assertFalse(self.adapter_cls.can_handle(self.tensor_input)) self.assertFalse(self.adapter_cls.can_handle(self.dataset_input)) self.assertFalse(self.adapter_cls.can_handle(self.generator_input)) self.assertFalse(self.adapter_cls.can_handle(self.sequence_input)) class TestUtils(keras_parameterized.TestCase): def test_expand_1d_sparse_tensors_untouched(self): st = sparse_tensor.SparseTensor( indices=[[0], [10]], values=[1, 2], dense_shape=[10]) st = data_adapter.expand_1d(st) self.assertEqual(st.shape.rank, 1) if __name__ == '__main__': ops.enable_eager_execution() test.main()
apache-2.0
vivekmishra1991/scikit-learn
sklearn/feature_extraction/text.py
110
50157
# -*- coding: utf-8 -*- # Authors: Olivier Grisel <[email protected]> # Mathieu Blondel <[email protected]> # Lars Buitinck <[email protected]> # Robert Layton <[email protected]> # Jochen Wersdörfer <[email protected]> # Roman Sinayev <[email protected]> # # License: BSD 3 clause """ The :mod:`sklearn.feature_extraction.text` submodule gathers utilities to build feature vectors from text documents. """ from __future__ import unicode_literals import array from collections import Mapping, defaultdict import numbers from operator import itemgetter import re import unicodedata import numpy as np import scipy.sparse as sp from ..base import BaseEstimator, TransformerMixin from ..externals import six from ..externals.six.moves import xrange from ..preprocessing import normalize from .hashing import FeatureHasher from .stop_words import ENGLISH_STOP_WORDS from ..utils import deprecated from ..utils.fixes import frombuffer_empty, bincount from ..utils.validation import check_is_fitted __all__ = ['CountVectorizer', 'ENGLISH_STOP_WORDS', 'TfidfTransformer', 'TfidfVectorizer', 'strip_accents_ascii', 'strip_accents_unicode', 'strip_tags'] def strip_accents_unicode(s): """Transform accentuated unicode symbols into their simple counterpart Warning: the python-level loop and join operations make this implementation 20 times slower than the strip_accents_ascii basic normalization. See also -------- strip_accents_ascii Remove accentuated char for any unicode symbol that has a direct ASCII equivalent. """ return ''.join([c for c in unicodedata.normalize('NFKD', s) if not unicodedata.combining(c)]) def strip_accents_ascii(s): """Transform accentuated unicode symbols into ascii or nothing Warning: this solution is only suited for languages that have a direct transliteration to ASCII symbols. See also -------- strip_accents_unicode Remove accentuated char for any unicode symbol. """ nkfd_form = unicodedata.normalize('NFKD', s) return nkfd_form.encode('ASCII', 'ignore').decode('ASCII') def strip_tags(s): """Basic regexp based HTML / XML tag stripper function For serious HTML/XML preprocessing you should rather use an external library such as lxml or BeautifulSoup. """ return re.compile(r"<([^>]+)>", flags=re.UNICODE).sub(" ", s) def _check_stop_list(stop): if stop == "english": return ENGLISH_STOP_WORDS elif isinstance(stop, six.string_types): raise ValueError("not a built-in stop list: %s" % stop) elif stop is None: return None else: # assume it's a collection return frozenset(stop) class VectorizerMixin(object): """Provides common code for text vectorizers (tokenization logic).""" _white_spaces = re.compile(r"\s\s+") def decode(self, doc): """Decode the input into a string of unicode symbols The decoding strategy depends on the vectorizer parameters. """ if self.input == 'filename': with open(doc, 'rb') as fh: doc = fh.read() elif self.input == 'file': doc = doc.read() if isinstance(doc, bytes): doc = doc.decode(self.encoding, self.decode_error) if doc is np.nan: raise ValueError("np.nan is an invalid document, expected byte or " "unicode string.") return doc def _word_ngrams(self, tokens, stop_words=None): """Turn tokens into a sequence of n-grams after stop words filtering""" # handle stop words if stop_words is not None: tokens = [w for w in tokens if w not in stop_words] # handle token n-grams min_n, max_n = self.ngram_range if max_n != 1: original_tokens = tokens tokens = [] n_original_tokens = len(original_tokens) for n in xrange(min_n, min(max_n + 1, n_original_tokens + 1)): for i in xrange(n_original_tokens - n + 1): tokens.append(" ".join(original_tokens[i: i + n])) return tokens def _char_ngrams(self, text_document): """Tokenize text_document into a sequence of character n-grams""" # normalize white spaces text_document = self._white_spaces.sub(" ", text_document) text_len = len(text_document) ngrams = [] min_n, max_n = self.ngram_range for n in xrange(min_n, min(max_n + 1, text_len + 1)): for i in xrange(text_len - n + 1): ngrams.append(text_document[i: i + n]) return ngrams def _char_wb_ngrams(self, text_document): """Whitespace sensitive char-n-gram tokenization. Tokenize text_document into a sequence of character n-grams excluding any whitespace (operating only inside word boundaries)""" # normalize white spaces text_document = self._white_spaces.sub(" ", text_document) min_n, max_n = self.ngram_range ngrams = [] for w in text_document.split(): w = ' ' + w + ' ' w_len = len(w) for n in xrange(min_n, max_n + 1): offset = 0 ngrams.append(w[offset:offset + n]) while offset + n < w_len: offset += 1 ngrams.append(w[offset:offset + n]) if offset == 0: # count a short word (w_len < n) only once break return ngrams def build_preprocessor(self): """Return a function to preprocess the text before tokenization""" if self.preprocessor is not None: return self.preprocessor # unfortunately python functools package does not have an efficient # `compose` function that would have allowed us to chain a dynamic # number of functions. However the cost of a lambda call is a few # hundreds of nanoseconds which is negligible when compared to the # cost of tokenizing a string of 1000 chars for instance. noop = lambda x: x # accent stripping if not self.strip_accents: strip_accents = noop elif callable(self.strip_accents): strip_accents = self.strip_accents elif self.strip_accents == 'ascii': strip_accents = strip_accents_ascii elif self.strip_accents == 'unicode': strip_accents = strip_accents_unicode else: raise ValueError('Invalid value for "strip_accents": %s' % self.strip_accents) if self.lowercase: return lambda x: strip_accents(x.lower()) else: return strip_accents def build_tokenizer(self): """Return a function that splits a string into a sequence of tokens""" if self.tokenizer is not None: return self.tokenizer token_pattern = re.compile(self.token_pattern) return lambda doc: token_pattern.findall(doc) def get_stop_words(self): """Build or fetch the effective stop words list""" return _check_stop_list(self.stop_words) def build_analyzer(self): """Return a callable that handles preprocessing and tokenization""" if callable(self.analyzer): return self.analyzer preprocess = self.build_preprocessor() if self.analyzer == 'char': return lambda doc: self._char_ngrams(preprocess(self.decode(doc))) elif self.analyzer == 'char_wb': return lambda doc: self._char_wb_ngrams( preprocess(self.decode(doc))) elif self.analyzer == 'word': stop_words = self.get_stop_words() tokenize = self.build_tokenizer() return lambda doc: self._word_ngrams( tokenize(preprocess(self.decode(doc))), stop_words) else: raise ValueError('%s is not a valid tokenization scheme/analyzer' % self.analyzer) def _validate_vocabulary(self): vocabulary = self.vocabulary if vocabulary is not None: if not isinstance(vocabulary, Mapping): vocab = {} for i, t in enumerate(vocabulary): if vocab.setdefault(t, i) != i: msg = "Duplicate term in vocabulary: %r" % t raise ValueError(msg) vocabulary = vocab else: indices = set(six.itervalues(vocabulary)) if len(indices) != len(vocabulary): raise ValueError("Vocabulary contains repeated indices.") for i in xrange(len(vocabulary)): if i not in indices: msg = ("Vocabulary of size %d doesn't contain index " "%d." % (len(vocabulary), i)) raise ValueError(msg) if not vocabulary: raise ValueError("empty vocabulary passed to fit") self.fixed_vocabulary_ = True self.vocabulary_ = dict(vocabulary) else: self.fixed_vocabulary_ = False def _check_vocabulary(self): """Check if vocabulary is empty or missing (not fit-ed)""" msg = "%(name)s - Vocabulary wasn't fitted." check_is_fitted(self, 'vocabulary_', msg=msg), if len(self.vocabulary_) == 0: raise ValueError("Vocabulary is empty") @property @deprecated("The `fixed_vocabulary` attribute is deprecated and will be " "removed in 0.18. Please use `fixed_vocabulary_` instead.") def fixed_vocabulary(self): return self.fixed_vocabulary_ class HashingVectorizer(BaseEstimator, VectorizerMixin): """Convert a collection of text documents to a matrix of token occurrences It turns a collection of text documents into a scipy.sparse matrix holding token occurrence counts (or binary occurrence information), possibly normalized as token frequencies if norm='l1' or projected on the euclidean unit sphere if norm='l2'. This text vectorizer implementation uses the hashing trick to find the token string name to feature integer index mapping. This strategy has several advantages: - it is very low memory scalable to large datasets as there is no need to store a vocabulary dictionary in memory - it is fast to pickle and un-pickle as it holds no state besides the constructor parameters - it can be used in a streaming (partial fit) or parallel pipeline as there is no state computed during fit. There are also a couple of cons (vs using a CountVectorizer with an in-memory vocabulary): - there is no way to compute the inverse transform (from feature indices to string feature names) which can be a problem when trying to introspect which features are most important to a model. - there can be collisions: distinct tokens can be mapped to the same feature index. However in practice this is rarely an issue if n_features is large enough (e.g. 2 ** 18 for text classification problems). - no IDF weighting as this would render the transformer stateful. The hash function employed is the signed 32-bit version of Murmurhash3. Read more in the :ref:`User Guide <text_feature_extraction>`. Parameters ---------- input : string {'filename', 'file', 'content'} If 'filename', the sequence passed as an argument to fit is expected to be a list of filenames that need reading to fetch the raw content to analyze. If 'file', the sequence items must have a 'read' method (file-like object) that is called to fetch the bytes in memory. Otherwise the input is expected to be the sequence strings or bytes items are expected to be analyzed directly. encoding : string, default='utf-8' If bytes or files are given to analyze, this encoding is used to decode. decode_error : {'strict', 'ignore', 'replace'} Instruction on what to do if a byte sequence is given to analyze that contains characters not of the given `encoding`. By default, it is 'strict', meaning that a UnicodeDecodeError will be raised. Other values are 'ignore' and 'replace'. strip_accents : {'ascii', 'unicode', None} Remove accents during the preprocessing step. 'ascii' is a fast method that only works on characters that have an direct ASCII mapping. 'unicode' is a slightly slower method that works on any characters. None (default) does nothing. analyzer : string, {'word', 'char', 'char_wb'} or callable Whether the feature should be made of word or character n-grams. Option 'char_wb' creates character n-grams only from text inside word boundaries. If a callable is passed it is used to extract the sequence of features out of the raw, unprocessed input. preprocessor : callable or None (default) Override the preprocessing (string transformation) stage while preserving the tokenizing and n-grams generation steps. tokenizer : callable or None (default) Override the string tokenization step while preserving the preprocessing and n-grams generation steps. Only applies if ``analyzer == 'word'``. ngram_range : tuple (min_n, max_n), default=(1, 1) The lower and upper boundary of the range of n-values for different n-grams to be extracted. All values of n such that min_n <= n <= max_n will be used. stop_words : string {'english'}, list, or None (default) If 'english', a built-in stop word list for English is used. If a list, that list is assumed to contain stop words, all of which will be removed from the resulting tokens. Only applies if ``analyzer == 'word'``. lowercase : boolean, default=True Convert all characters to lowercase before tokenizing. token_pattern : string Regular expression denoting what constitutes a "token", only used if ``analyzer == 'word'``. The default regexp selects tokens of 2 or more alphanumeric characters (punctuation is completely ignored and always treated as a token separator). n_features : integer, default=(2 ** 20) The number of features (columns) in the output matrices. Small numbers of features are likely to cause hash collisions, but large numbers will cause larger coefficient dimensions in linear learners. norm : 'l1', 'l2' or None, optional Norm used to normalize term vectors. None for no normalization. binary: boolean, default=False. If True, all non zero counts are set to 1. This is useful for discrete probabilistic models that model binary events rather than integer counts. dtype: type, optional Type of the matrix returned by fit_transform() or transform(). non_negative : boolean, default=False Whether output matrices should contain non-negative values only; effectively calls abs on the matrix prior to returning it. When True, output values can be interpreted as frequencies. When False, output values will have expected value zero. See also -------- CountVectorizer, TfidfVectorizer """ def __init__(self, input='content', encoding='utf-8', decode_error='strict', strip_accents=None, lowercase=True, preprocessor=None, tokenizer=None, stop_words=None, token_pattern=r"(?u)\b\w\w+\b", ngram_range=(1, 1), analyzer='word', n_features=(2 ** 20), binary=False, norm='l2', non_negative=False, dtype=np.float64): self.input = input self.encoding = encoding self.decode_error = decode_error self.strip_accents = strip_accents self.preprocessor = preprocessor self.tokenizer = tokenizer self.analyzer = analyzer self.lowercase = lowercase self.token_pattern = token_pattern self.stop_words = stop_words self.n_features = n_features self.ngram_range = ngram_range self.binary = binary self.norm = norm self.non_negative = non_negative self.dtype = dtype def partial_fit(self, X, y=None): """Does nothing: this transformer is stateless. This method is just there to mark the fact that this transformer can work in a streaming setup. """ return self def fit(self, X, y=None): """Does nothing: this transformer is stateless.""" # triggers a parameter validation self._get_hasher().fit(X, y=y) return self def transform(self, X, y=None): """Transform a sequence of documents to a document-term matrix. Parameters ---------- X : iterable over raw text documents, length = n_samples Samples. Each sample must be a text document (either bytes or unicode strings, file name or file object depending on the constructor argument) which will be tokenized and hashed. y : (ignored) Returns ------- X : scipy.sparse matrix, shape = (n_samples, self.n_features) Document-term matrix. """ analyzer = self.build_analyzer() X = self._get_hasher().transform(analyzer(doc) for doc in X) if self.binary: X.data.fill(1) if self.norm is not None: X = normalize(X, norm=self.norm, copy=False) return X # Alias transform to fit_transform for convenience fit_transform = transform def _get_hasher(self): return FeatureHasher(n_features=self.n_features, input_type='string', dtype=self.dtype, non_negative=self.non_negative) def _document_frequency(X): """Count the number of non-zero values for each feature in sparse X.""" if sp.isspmatrix_csr(X): return bincount(X.indices, minlength=X.shape[1]) else: return np.diff(sp.csc_matrix(X, copy=False).indptr) class CountVectorizer(BaseEstimator, VectorizerMixin): """Convert a collection of text documents to a matrix of token counts This implementation produces a sparse representation of the counts using scipy.sparse.coo_matrix. If you do not provide an a-priori dictionary and you do not use an analyzer that does some kind of feature selection then the number of features will be equal to the vocabulary size found by analyzing the data. Read more in the :ref:`User Guide <text_feature_extraction>`. Parameters ---------- input : string {'filename', 'file', 'content'} If 'filename', the sequence passed as an argument to fit is expected to be a list of filenames that need reading to fetch the raw content to analyze. If 'file', the sequence items must have a 'read' method (file-like object) that is called to fetch the bytes in memory. Otherwise the input is expected to be the sequence strings or bytes items are expected to be analyzed directly. encoding : string, 'utf-8' by default. If bytes or files are given to analyze, this encoding is used to decode. decode_error : {'strict', 'ignore', 'replace'} Instruction on what to do if a byte sequence is given to analyze that contains characters not of the given `encoding`. By default, it is 'strict', meaning that a UnicodeDecodeError will be raised. Other values are 'ignore' and 'replace'. strip_accents : {'ascii', 'unicode', None} Remove accents during the preprocessing step. 'ascii' is a fast method that only works on characters that have an direct ASCII mapping. 'unicode' is a slightly slower method that works on any characters. None (default) does nothing. analyzer : string, {'word', 'char', 'char_wb'} or callable Whether the feature should be made of word or character n-grams. Option 'char_wb' creates character n-grams only from text inside word boundaries. If a callable is passed it is used to extract the sequence of features out of the raw, unprocessed input. Only applies if ``analyzer == 'word'``. preprocessor : callable or None (default) Override the preprocessing (string transformation) stage while preserving the tokenizing and n-grams generation steps. tokenizer : callable or None (default) Override the string tokenization step while preserving the preprocessing and n-grams generation steps. Only applies if ``analyzer == 'word'``. ngram_range : tuple (min_n, max_n) The lower and upper boundary of the range of n-values for different n-grams to be extracted. All values of n such that min_n <= n <= max_n will be used. stop_words : string {'english'}, list, or None (default) If 'english', a built-in stop word list for English is used. If a list, that list is assumed to contain stop words, all of which will be removed from the resulting tokens. Only applies if ``analyzer == 'word'``. If None, no stop words will be used. max_df can be set to a value in the range [0.7, 1.0) to automatically detect and filter stop words based on intra corpus document frequency of terms. lowercase : boolean, True by default Convert all characters to lowercase before tokenizing. token_pattern : string Regular expression denoting what constitutes a "token", only used if ``analyzer == 'word'``. The default regexp select tokens of 2 or more alphanumeric characters (punctuation is completely ignored and always treated as a token separator). max_df : float in range [0.0, 1.0] or int, default=1.0 When building the vocabulary ignore terms that have a document frequency strictly higher than the given threshold (corpus-specific stop words). If float, the parameter represents a proportion of documents, integer absolute counts. This parameter is ignored if vocabulary is not None. min_df : float in range [0.0, 1.0] or int, default=1 When building the vocabulary ignore terms that have a document frequency strictly lower than the given threshold. This value is also called cut-off in the literature. If float, the parameter represents a proportion of documents, integer absolute counts. This parameter is ignored if vocabulary is not None. max_features : int or None, default=None If not None, build a vocabulary that only consider the top max_features ordered by term frequency across the corpus. This parameter is ignored if vocabulary is not None. vocabulary : Mapping or iterable, optional Either a Mapping (e.g., a dict) where keys are terms and values are indices in the feature matrix, or an iterable over terms. If not given, a vocabulary is determined from the input documents. Indices in the mapping should not be repeated and should not have any gap between 0 and the largest index. binary : boolean, default=False If True, all non zero counts are set to 1. This is useful for discrete probabilistic models that model binary events rather than integer counts. dtype : type, optional Type of the matrix returned by fit_transform() or transform(). Attributes ---------- vocabulary_ : dict A mapping of terms to feature indices. stop_words_ : set Terms that were ignored because they either: - occurred in too many documents (`max_df`) - occurred in too few documents (`min_df`) - were cut off by feature selection (`max_features`). This is only available if no vocabulary was given. See also -------- HashingVectorizer, TfidfVectorizer Notes ----- The ``stop_words_`` attribute can get large and increase the model size when pickling. This attribute is provided only for introspection and can be safely removed using delattr or set to None before pickling. """ def __init__(self, input='content', encoding='utf-8', decode_error='strict', strip_accents=None, lowercase=True, preprocessor=None, tokenizer=None, stop_words=None, token_pattern=r"(?u)\b\w\w+\b", ngram_range=(1, 1), analyzer='word', max_df=1.0, min_df=1, max_features=None, vocabulary=None, binary=False, dtype=np.int64): self.input = input self.encoding = encoding self.decode_error = decode_error self.strip_accents = strip_accents self.preprocessor = preprocessor self.tokenizer = tokenizer self.analyzer = analyzer self.lowercase = lowercase self.token_pattern = token_pattern self.stop_words = stop_words self.max_df = max_df self.min_df = min_df if max_df < 0 or min_df < 0: raise ValueError("negative value for max_df of min_df") self.max_features = max_features if max_features is not None: if (not isinstance(max_features, numbers.Integral) or max_features <= 0): raise ValueError( "max_features=%r, neither a positive integer nor None" % max_features) self.ngram_range = ngram_range self.vocabulary = vocabulary self.binary = binary self.dtype = dtype def _sort_features(self, X, vocabulary): """Sort features by name Returns a reordered matrix and modifies the vocabulary in place """ sorted_features = sorted(six.iteritems(vocabulary)) map_index = np.empty(len(sorted_features), dtype=np.int32) for new_val, (term, old_val) in enumerate(sorted_features): map_index[new_val] = old_val vocabulary[term] = new_val return X[:, map_index] def _limit_features(self, X, vocabulary, high=None, low=None, limit=None): """Remove too rare or too common features. Prune features that are non zero in more samples than high or less documents than low, modifying the vocabulary, and restricting it to at most the limit most frequent. This does not prune samples with zero features. """ if high is None and low is None and limit is None: return X, set() # Calculate a mask based on document frequencies dfs = _document_frequency(X) tfs = np.asarray(X.sum(axis=0)).ravel() mask = np.ones(len(dfs), dtype=bool) if high is not None: mask &= dfs <= high if low is not None: mask &= dfs >= low if limit is not None and mask.sum() > limit: mask_inds = (-tfs[mask]).argsort()[:limit] new_mask = np.zeros(len(dfs), dtype=bool) new_mask[np.where(mask)[0][mask_inds]] = True mask = new_mask new_indices = np.cumsum(mask) - 1 # maps old indices to new removed_terms = set() for term, old_index in list(six.iteritems(vocabulary)): if mask[old_index]: vocabulary[term] = new_indices[old_index] else: del vocabulary[term] removed_terms.add(term) kept_indices = np.where(mask)[0] if len(kept_indices) == 0: raise ValueError("After pruning, no terms remain. Try a lower" " min_df or a higher max_df.") return X[:, kept_indices], removed_terms def _count_vocab(self, raw_documents, fixed_vocab): """Create sparse feature matrix, and vocabulary where fixed_vocab=False """ if fixed_vocab: vocabulary = self.vocabulary_ else: # Add a new value when a new vocabulary item is seen vocabulary = defaultdict() vocabulary.default_factory = vocabulary.__len__ analyze = self.build_analyzer() j_indices = _make_int_array() indptr = _make_int_array() indptr.append(0) for doc in raw_documents: for feature in analyze(doc): try: j_indices.append(vocabulary[feature]) except KeyError: # Ignore out-of-vocabulary items for fixed_vocab=True continue indptr.append(len(j_indices)) if not fixed_vocab: # disable defaultdict behaviour vocabulary = dict(vocabulary) if not vocabulary: raise ValueError("empty vocabulary; perhaps the documents only" " contain stop words") j_indices = frombuffer_empty(j_indices, dtype=np.intc) indptr = np.frombuffer(indptr, dtype=np.intc) values = np.ones(len(j_indices)) X = sp.csr_matrix((values, j_indices, indptr), shape=(len(indptr) - 1, len(vocabulary)), dtype=self.dtype) X.sum_duplicates() return vocabulary, X def fit(self, raw_documents, y=None): """Learn a vocabulary dictionary of all tokens in the raw documents. Parameters ---------- raw_documents : iterable An iterable which yields either str, unicode or file objects. Returns ------- self """ self.fit_transform(raw_documents) return self def fit_transform(self, raw_documents, y=None): """Learn the vocabulary dictionary and return term-document matrix. This is equivalent to fit followed by transform, but more efficiently implemented. Parameters ---------- raw_documents : iterable An iterable which yields either str, unicode or file objects. Returns ------- X : array, [n_samples, n_features] Document-term matrix. """ # We intentionally don't call the transform method to make # fit_transform overridable without unwanted side effects in # TfidfVectorizer. self._validate_vocabulary() max_df = self.max_df min_df = self.min_df max_features = self.max_features vocabulary, X = self._count_vocab(raw_documents, self.fixed_vocabulary_) if self.binary: X.data.fill(1) if not self.fixed_vocabulary_: X = self._sort_features(X, vocabulary) n_doc = X.shape[0] max_doc_count = (max_df if isinstance(max_df, numbers.Integral) else max_df * n_doc) min_doc_count = (min_df if isinstance(min_df, numbers.Integral) else min_df * n_doc) if max_doc_count < min_doc_count: raise ValueError( "max_df corresponds to < documents than min_df") X, self.stop_words_ = self._limit_features(X, vocabulary, max_doc_count, min_doc_count, max_features) self.vocabulary_ = vocabulary return X def transform(self, raw_documents): """Transform documents to document-term matrix. Extract token counts out of raw text documents using the vocabulary fitted with fit or the one provided to the constructor. Parameters ---------- raw_documents : iterable An iterable which yields either str, unicode or file objects. Returns ------- X : sparse matrix, [n_samples, n_features] Document-term matrix. """ if not hasattr(self, 'vocabulary_'): self._validate_vocabulary() self._check_vocabulary() # use the same matrix-building strategy as fit_transform _, X = self._count_vocab(raw_documents, fixed_vocab=True) if self.binary: X.data.fill(1) return X def inverse_transform(self, X): """Return terms per document with nonzero entries in X. Parameters ---------- X : {array, sparse matrix}, shape = [n_samples, n_features] Returns ------- X_inv : list of arrays, len = n_samples List of arrays of terms. """ self._check_vocabulary() if sp.issparse(X): # We need CSR format for fast row manipulations. X = X.tocsr() else: # We need to convert X to a matrix, so that the indexing # returns 2D objects X = np.asmatrix(X) n_samples = X.shape[0] terms = np.array(list(self.vocabulary_.keys())) indices = np.array(list(self.vocabulary_.values())) inverse_vocabulary = terms[np.argsort(indices)] return [inverse_vocabulary[X[i, :].nonzero()[1]].ravel() for i in range(n_samples)] def get_feature_names(self): """Array mapping from feature integer indices to feature name""" self._check_vocabulary() return [t for t, i in sorted(six.iteritems(self.vocabulary_), key=itemgetter(1))] def _make_int_array(): """Construct an array.array of a type suitable for scipy.sparse indices.""" return array.array(str("i")) class TfidfTransformer(BaseEstimator, TransformerMixin): """Transform a count matrix to a normalized tf or tf-idf representation Tf means term-frequency while tf-idf means term-frequency times inverse document-frequency. This is a common term weighting scheme in information retrieval, that has also found good use in document classification. The goal of using tf-idf instead of the raw frequencies of occurrence of a token in a given document is to scale down the impact of tokens that occur very frequently in a given corpus and that are hence empirically less informative than features that occur in a small fraction of the training corpus. The actual formula used for tf-idf is tf * (idf + 1) = tf + tf * idf, instead of tf * idf. The effect of this is that terms with zero idf, i.e. that occur in all documents of a training set, will not be entirely ignored. The formulas used to compute tf and idf depend on parameter settings that correspond to the SMART notation used in IR, as follows: Tf is "n" (natural) by default, "l" (logarithmic) when sublinear_tf=True. Idf is "t" when use_idf is given, "n" (none) otherwise. Normalization is "c" (cosine) when norm='l2', "n" (none) when norm=None. Read more in the :ref:`User Guide <text_feature_extraction>`. Parameters ---------- norm : 'l1', 'l2' or None, optional Norm used to normalize term vectors. None for no normalization. use_idf : boolean, default=True Enable inverse-document-frequency reweighting. smooth_idf : boolean, default=True Smooth idf weights by adding one to document frequencies, as if an extra document was seen containing every term in the collection exactly once. Prevents zero divisions. sublinear_tf : boolean, default=False Apply sublinear tf scaling, i.e. replace tf with 1 + log(tf). References ---------- .. [Yates2011] `R. Baeza-Yates and B. Ribeiro-Neto (2011). Modern Information Retrieval. Addison Wesley, pp. 68-74.` .. [MRS2008] `C.D. Manning, P. Raghavan and H. Schuetze (2008). Introduction to Information Retrieval. Cambridge University Press, pp. 118-120.` """ def __init__(self, norm='l2', use_idf=True, smooth_idf=True, sublinear_tf=False): self.norm = norm self.use_idf = use_idf self.smooth_idf = smooth_idf self.sublinear_tf = sublinear_tf def fit(self, X, y=None): """Learn the idf vector (global term weights) Parameters ---------- X : sparse matrix, [n_samples, n_features] a matrix of term/token counts """ if not sp.issparse(X): X = sp.csc_matrix(X) if self.use_idf: n_samples, n_features = X.shape df = _document_frequency(X) # perform idf smoothing if required df += int(self.smooth_idf) n_samples += int(self.smooth_idf) # log+1 instead of log makes sure terms with zero idf don't get # suppressed entirely. idf = np.log(float(n_samples) / df) + 1.0 self._idf_diag = sp.spdiags(idf, diags=0, m=n_features, n=n_features) return self def transform(self, X, copy=True): """Transform a count matrix to a tf or tf-idf representation Parameters ---------- X : sparse matrix, [n_samples, n_features] a matrix of term/token counts copy : boolean, default True Whether to copy X and operate on the copy or perform in-place operations. Returns ------- vectors : sparse matrix, [n_samples, n_features] """ if hasattr(X, 'dtype') and np.issubdtype(X.dtype, np.float): # preserve float family dtype X = sp.csr_matrix(X, copy=copy) else: # convert counts or binary occurrences to floats X = sp.csr_matrix(X, dtype=np.float64, copy=copy) n_samples, n_features = X.shape if self.sublinear_tf: np.log(X.data, X.data) X.data += 1 if self.use_idf: check_is_fitted(self, '_idf_diag', 'idf vector is not fitted') expected_n_features = self._idf_diag.shape[0] if n_features != expected_n_features: raise ValueError("Input has n_features=%d while the model" " has been trained with n_features=%d" % ( n_features, expected_n_features)) # *= doesn't work X = X * self._idf_diag if self.norm: X = normalize(X, norm=self.norm, copy=False) return X @property def idf_(self): if hasattr(self, "_idf_diag"): return np.ravel(self._idf_diag.sum(axis=0)) else: return None class TfidfVectorizer(CountVectorizer): """Convert a collection of raw documents to a matrix of TF-IDF features. Equivalent to CountVectorizer followed by TfidfTransformer. Read more in the :ref:`User Guide <text_feature_extraction>`. Parameters ---------- input : string {'filename', 'file', 'content'} If 'filename', the sequence passed as an argument to fit is expected to be a list of filenames that need reading to fetch the raw content to analyze. If 'file', the sequence items must have a 'read' method (file-like object) that is called to fetch the bytes in memory. Otherwise the input is expected to be the sequence strings or bytes items are expected to be analyzed directly. encoding : string, 'utf-8' by default. If bytes or files are given to analyze, this encoding is used to decode. decode_error : {'strict', 'ignore', 'replace'} Instruction on what to do if a byte sequence is given to analyze that contains characters not of the given `encoding`. By default, it is 'strict', meaning that a UnicodeDecodeError will be raised. Other values are 'ignore' and 'replace'. strip_accents : {'ascii', 'unicode', None} Remove accents during the preprocessing step. 'ascii' is a fast method that only works on characters that have an direct ASCII mapping. 'unicode' is a slightly slower method that works on any characters. None (default) does nothing. analyzer : string, {'word', 'char'} or callable Whether the feature should be made of word or character n-grams. If a callable is passed it is used to extract the sequence of features out of the raw, unprocessed input. preprocessor : callable or None (default) Override the preprocessing (string transformation) stage while preserving the tokenizing and n-grams generation steps. tokenizer : callable or None (default) Override the string tokenization step while preserving the preprocessing and n-grams generation steps. Only applies if ``analyzer == 'word'``. ngram_range : tuple (min_n, max_n) The lower and upper boundary of the range of n-values for different n-grams to be extracted. All values of n such that min_n <= n <= max_n will be used. stop_words : string {'english'}, list, or None (default) If a string, it is passed to _check_stop_list and the appropriate stop list is returned. 'english' is currently the only supported string value. If a list, that list is assumed to contain stop words, all of which will be removed from the resulting tokens. Only applies if ``analyzer == 'word'``. If None, no stop words will be used. max_df can be set to a value in the range [0.7, 1.0) to automatically detect and filter stop words based on intra corpus document frequency of terms. lowercase : boolean, default True Convert all characters to lowercase before tokenizing. token_pattern : string Regular expression denoting what constitutes a "token", only used if ``analyzer == 'word'``. The default regexp selects tokens of 2 or more alphanumeric characters (punctuation is completely ignored and always treated as a token separator). max_df : float in range [0.0, 1.0] or int, default=1.0 When building the vocabulary ignore terms that have a document frequency strictly higher than the given threshold (corpus-specific stop words). If float, the parameter represents a proportion of documents, integer absolute counts. This parameter is ignored if vocabulary is not None. min_df : float in range [0.0, 1.0] or int, default=1 When building the vocabulary ignore terms that have a document frequency strictly lower than the given threshold. This value is also called cut-off in the literature. If float, the parameter represents a proportion of documents, integer absolute counts. This parameter is ignored if vocabulary is not None. max_features : int or None, default=None If not None, build a vocabulary that only consider the top max_features ordered by term frequency across the corpus. This parameter is ignored if vocabulary is not None. vocabulary : Mapping or iterable, optional Either a Mapping (e.g., a dict) where keys are terms and values are indices in the feature matrix, or an iterable over terms. If not given, a vocabulary is determined from the input documents. binary : boolean, default=False If True, all non-zero term counts are set to 1. This does not mean outputs will have only 0/1 values, only that the tf term in tf-idf is binary. (Set idf and normalization to False to get 0/1 outputs.) dtype : type, optional Type of the matrix returned by fit_transform() or transform(). norm : 'l1', 'l2' or None, optional Norm used to normalize term vectors. None for no normalization. use_idf : boolean, default=True Enable inverse-document-frequency reweighting. smooth_idf : boolean, default=True Smooth idf weights by adding one to document frequencies, as if an extra document was seen containing every term in the collection exactly once. Prevents zero divisions. sublinear_tf : boolean, default=False Apply sublinear tf scaling, i.e. replace tf with 1 + log(tf). Attributes ---------- idf_ : array, shape = [n_features], or None The learned idf vector (global term weights) when ``use_idf`` is set to True, None otherwise. stop_words_ : set Terms that were ignored because they either: - occurred in too many documents (`max_df`) - occurred in too few documents (`min_df`) - were cut off by feature selection (`max_features`). This is only available if no vocabulary was given. See also -------- CountVectorizer Tokenize the documents and count the occurrences of token and return them as a sparse matrix TfidfTransformer Apply Term Frequency Inverse Document Frequency normalization to a sparse matrix of occurrence counts. Notes ----- The ``stop_words_`` attribute can get large and increase the model size when pickling. This attribute is provided only for introspection and can be safely removed using delattr or set to None before pickling. """ def __init__(self, input='content', encoding='utf-8', decode_error='strict', strip_accents=None, lowercase=True, preprocessor=None, tokenizer=None, analyzer='word', stop_words=None, token_pattern=r"(?u)\b\w\w+\b", ngram_range=(1, 1), max_df=1.0, min_df=1, max_features=None, vocabulary=None, binary=False, dtype=np.int64, norm='l2', use_idf=True, smooth_idf=True, sublinear_tf=False): super(TfidfVectorizer, self).__init__( input=input, encoding=encoding, decode_error=decode_error, strip_accents=strip_accents, lowercase=lowercase, preprocessor=preprocessor, tokenizer=tokenizer, analyzer=analyzer, stop_words=stop_words, token_pattern=token_pattern, ngram_range=ngram_range, max_df=max_df, min_df=min_df, max_features=max_features, vocabulary=vocabulary, binary=binary, dtype=dtype) self._tfidf = TfidfTransformer(norm=norm, use_idf=use_idf, smooth_idf=smooth_idf, sublinear_tf=sublinear_tf) # Broadcast the TF-IDF parameters to the underlying transformer instance # for easy grid search and repr @property def norm(self): return self._tfidf.norm @norm.setter def norm(self, value): self._tfidf.norm = value @property def use_idf(self): return self._tfidf.use_idf @use_idf.setter def use_idf(self, value): self._tfidf.use_idf = value @property def smooth_idf(self): return self._tfidf.smooth_idf @smooth_idf.setter def smooth_idf(self, value): self._tfidf.smooth_idf = value @property def sublinear_tf(self): return self._tfidf.sublinear_tf @sublinear_tf.setter def sublinear_tf(self, value): self._tfidf.sublinear_tf = value @property def idf_(self): return self._tfidf.idf_ def fit(self, raw_documents, y=None): """Learn vocabulary and idf from training set. Parameters ---------- raw_documents : iterable an iterable which yields either str, unicode or file objects Returns ------- self : TfidfVectorizer """ X = super(TfidfVectorizer, self).fit_transform(raw_documents) self._tfidf.fit(X) return self def fit_transform(self, raw_documents, y=None): """Learn vocabulary and idf, return term-document matrix. This is equivalent to fit followed by transform, but more efficiently implemented. Parameters ---------- raw_documents : iterable an iterable which yields either str, unicode or file objects Returns ------- X : sparse matrix, [n_samples, n_features] Tf-idf-weighted document-term matrix. """ X = super(TfidfVectorizer, self).fit_transform(raw_documents) self._tfidf.fit(X) # X is already a transformed view of raw_documents so # we set copy to False return self._tfidf.transform(X, copy=False) def transform(self, raw_documents, copy=True): """Transform documents to document-term matrix. Uses the vocabulary and document frequencies (df) learned by fit (or fit_transform). Parameters ---------- raw_documents : iterable an iterable which yields either str, unicode or file objects copy : boolean, default True Whether to copy X and operate on the copy or perform in-place operations. Returns ------- X : sparse matrix, [n_samples, n_features] Tf-idf-weighted document-term matrix. """ check_is_fitted(self, '_tfidf', 'The tfidf vector is not fitted') X = super(TfidfVectorizer, self).transform(raw_documents) return self._tfidf.transform(X, copy=False)
bsd-3-clause
vkscool/nupic
external/linux32/lib/python2.6/site-packages/matplotlib/backends/backend_agg.py
69
11729
""" An agg http://antigrain.com/ backend Features that are implemented * capstyles and join styles * dashes * linewidth * lines, rectangles, ellipses * clipping to a rectangle * output to RGBA and PNG * alpha blending * DPI scaling properly - everything scales properly (dashes, linewidths, etc) * draw polygon * freetype2 w/ ft2font TODO: * allow save to file handle * integrate screen dpi w/ ppi and text """ from __future__ import division import numpy as npy from matplotlib import verbose, rcParams from matplotlib.backend_bases import RendererBase,\ FigureManagerBase, FigureCanvasBase from matplotlib.cbook import is_string_like, maxdict from matplotlib.figure import Figure from matplotlib.font_manager import findfont from matplotlib.ft2font import FT2Font, LOAD_FORCE_AUTOHINT from matplotlib.mathtext import MathTextParser from matplotlib.path import Path from matplotlib.transforms import Bbox from _backend_agg import RendererAgg as _RendererAgg from matplotlib import _png backend_version = 'v2.2' class RendererAgg(RendererBase): """ The renderer handles all the drawing primitives using a graphics context instance that controls the colors/styles """ debug=1 texd = maxdict(50) # a cache of tex image rasters _fontd = maxdict(50) def __init__(self, width, height, dpi): if __debug__: verbose.report('RendererAgg.__init__', 'debug-annoying') RendererBase.__init__(self) self.dpi = dpi self.width = width self.height = height if __debug__: verbose.report('RendererAgg.__init__ width=%s, height=%s'%(width, height), 'debug-annoying') self._renderer = _RendererAgg(int(width), int(height), dpi, debug=False) if __debug__: verbose.report('RendererAgg.__init__ _RendererAgg done', 'debug-annoying') #self.draw_path = self._renderer.draw_path # see below self.draw_markers = self._renderer.draw_markers self.draw_path_collection = self._renderer.draw_path_collection self.draw_quad_mesh = self._renderer.draw_quad_mesh self.draw_image = self._renderer.draw_image self.copy_from_bbox = self._renderer.copy_from_bbox self.restore_region = self._renderer.restore_region self.tostring_rgba_minimized = self._renderer.tostring_rgba_minimized self.mathtext_parser = MathTextParser('Agg') self.bbox = Bbox.from_bounds(0, 0, self.width, self.height) if __debug__: verbose.report('RendererAgg.__init__ done', 'debug-annoying') def draw_path(self, gc, path, transform, rgbFace=None): nmax = rcParams['agg.path.chunksize'] # here at least for testing npts = path.vertices.shape[0] if nmax > 100 and npts > nmax and path.should_simplify and rgbFace is None: nch = npy.ceil(npts/float(nmax)) chsize = int(npy.ceil(npts/nch)) i0 = npy.arange(0, npts, chsize) i1 = npy.zeros_like(i0) i1[:-1] = i0[1:] - 1 i1[-1] = npts for ii0, ii1 in zip(i0, i1): v = path.vertices[ii0:ii1,:] c = path.codes if c is not None: c = c[ii0:ii1] c[0] = Path.MOVETO # move to end of last chunk p = Path(v, c) self._renderer.draw_path(gc, p, transform, rgbFace) else: self._renderer.draw_path(gc, path, transform, rgbFace) def draw_mathtext(self, gc, x, y, s, prop, angle): """ Draw the math text using matplotlib.mathtext """ if __debug__: verbose.report('RendererAgg.draw_mathtext', 'debug-annoying') ox, oy, width, height, descent, font_image, used_characters = \ self.mathtext_parser.parse(s, self.dpi, prop) x = int(x) + ox y = int(y) - oy self._renderer.draw_text_image(font_image, x, y + 1, angle, gc) def draw_text(self, gc, x, y, s, prop, angle, ismath): """ Render the text """ if __debug__: verbose.report('RendererAgg.draw_text', 'debug-annoying') if ismath: return self.draw_mathtext(gc, x, y, s, prop, angle) font = self._get_agg_font(prop) if font is None: return None if len(s) == 1 and ord(s) > 127: font.load_char(ord(s), flags=LOAD_FORCE_AUTOHINT) else: # We pass '0' for angle here, since it will be rotated (in raster # space) in the following call to draw_text_image). font.set_text(s, 0, flags=LOAD_FORCE_AUTOHINT) font.draw_glyphs_to_bitmap() #print x, y, int(x), int(y) self._renderer.draw_text_image(font.get_image(), int(x), int(y) + 1, angle, gc) def get_text_width_height_descent(self, s, prop, ismath): """ get the width and height in display coords of the string s with FontPropertry prop # passing rgb is a little hack to make cacheing in the # texmanager more efficient. It is not meant to be used # outside the backend """ if ismath=='TeX': # todo: handle props size = prop.get_size_in_points() texmanager = self.get_texmanager() Z = texmanager.get_grey(s, size, self.dpi) m,n = Z.shape # TODO: descent of TeX text (I am imitating backend_ps here -JKS) return n, m, 0 if ismath: ox, oy, width, height, descent, fonts, used_characters = \ self.mathtext_parser.parse(s, self.dpi, prop) return width, height, descent font = self._get_agg_font(prop) font.set_text(s, 0.0, flags=LOAD_FORCE_AUTOHINT) # the width and height of unrotated string w, h = font.get_width_height() d = font.get_descent() w /= 64.0 # convert from subpixels h /= 64.0 d /= 64.0 return w, h, d def draw_tex(self, gc, x, y, s, prop, angle): # todo, handle props, angle, origins size = prop.get_size_in_points() texmanager = self.get_texmanager() key = s, size, self.dpi, angle, texmanager.get_font_config() im = self.texd.get(key) if im is None: Z = texmanager.get_grey(s, size, self.dpi) Z = npy.array(Z * 255.0, npy.uint8) self._renderer.draw_text_image(Z, x, y, angle, gc) def get_canvas_width_height(self): 'return the canvas width and height in display coords' return self.width, self.height def _get_agg_font(self, prop): """ Get the font for text instance t, cacheing for efficiency """ if __debug__: verbose.report('RendererAgg._get_agg_font', 'debug-annoying') key = hash(prop) font = self._fontd.get(key) if font is None: fname = findfont(prop) font = self._fontd.get(fname) if font is None: font = FT2Font(str(fname)) self._fontd[fname] = font self._fontd[key] = font font.clear() size = prop.get_size_in_points() font.set_size(size, self.dpi) return font def points_to_pixels(self, points): """ convert point measures to pixes using dpi and the pixels per inch of the display """ if __debug__: verbose.report('RendererAgg.points_to_pixels', 'debug-annoying') return points*self.dpi/72.0 def tostring_rgb(self): if __debug__: verbose.report('RendererAgg.tostring_rgb', 'debug-annoying') return self._renderer.tostring_rgb() def tostring_argb(self): if __debug__: verbose.report('RendererAgg.tostring_argb', 'debug-annoying') return self._renderer.tostring_argb() def buffer_rgba(self,x,y): if __debug__: verbose.report('RendererAgg.buffer_rgba', 'debug-annoying') return self._renderer.buffer_rgba(x,y) def clear(self): self._renderer.clear() def option_image_nocomposite(self): # It is generally faster to composite each image directly to # the Figure, and there's no file size benefit to compositing # with the Agg backend return True def new_figure_manager(num, *args, **kwargs): """ Create a new figure manager instance """ if __debug__: verbose.report('backend_agg.new_figure_manager', 'debug-annoying') FigureClass = kwargs.pop('FigureClass', Figure) thisFig = FigureClass(*args, **kwargs) canvas = FigureCanvasAgg(thisFig) manager = FigureManagerBase(canvas, num) return manager class FigureCanvasAgg(FigureCanvasBase): """ The canvas the figure renders into. Calls the draw and print fig methods, creates the renderers, etc... Public attribute figure - A Figure instance """ def copy_from_bbox(self, bbox): renderer = self.get_renderer() return renderer.copy_from_bbox(bbox) def restore_region(self, region): renderer = self.get_renderer() return renderer.restore_region(region) def draw(self): """ Draw the figure using the renderer """ if __debug__: verbose.report('FigureCanvasAgg.draw', 'debug-annoying') self.renderer = self.get_renderer() self.figure.draw(self.renderer) def get_renderer(self): l, b, w, h = self.figure.bbox.bounds key = w, h, self.figure.dpi try: self._lastKey, self.renderer except AttributeError: need_new_renderer = True else: need_new_renderer = (self._lastKey != key) if need_new_renderer: self.renderer = RendererAgg(w, h, self.figure.dpi) self._lastKey = key return self.renderer def tostring_rgb(self): if __debug__: verbose.report('FigureCanvasAgg.tostring_rgb', 'debug-annoying') return self.renderer.tostring_rgb() def tostring_argb(self): if __debug__: verbose.report('FigureCanvasAgg.tostring_argb', 'debug-annoying') return self.renderer.tostring_argb() def buffer_rgba(self,x,y): if __debug__: verbose.report('FigureCanvasAgg.buffer_rgba', 'debug-annoying') return self.renderer.buffer_rgba(x,y) def get_default_filetype(self): return 'png' def print_raw(self, filename_or_obj, *args, **kwargs): FigureCanvasAgg.draw(self) renderer = self.get_renderer() original_dpi = renderer.dpi renderer.dpi = self.figure.dpi if is_string_like(filename_or_obj): filename_or_obj = file(filename_or_obj, 'wb') renderer._renderer.write_rgba(filename_or_obj) renderer.dpi = original_dpi print_rgba = print_raw def print_png(self, filename_or_obj, *args, **kwargs): FigureCanvasAgg.draw(self) renderer = self.get_renderer() original_dpi = renderer.dpi renderer.dpi = self.figure.dpi if is_string_like(filename_or_obj): filename_or_obj = file(filename_or_obj, 'wb') _png.write_png(renderer._renderer.buffer_rgba(0, 0), renderer.width, renderer.height, filename_or_obj, self.figure.dpi) renderer.dpi = original_dpi
gpl-3.0
jswoboda/ISRSpectrum
Examples/singleparticleacf.py
1
4451
#!/usr/bin/env python """ Created on Fri Apr 22 14:42:49 2016 @author: John Swoboda """ from ISRSpectrum import Path import numpy as np import scipy.fftpack as fftsy import scipy.special import scipy.constants as spconst import matplotlib.pylab as plt from matplotlib import rc # from ISRSpectrum.ISRSpectrum import magacf, collacf, magncollacf from ISRSpectrum import chirpz, sommerfeldchirpz, sommerfelderf, sommerfelderfrep if __name__== '__main__': # directory stuff curdir = Path(__file__).parent ISRdir = curdir.parent #%% Sim set up centerFrequency = 440.2*1e6 nspec=129 sampfreq=50e3 bMag = 0.4e-4 Ts = 1e3 Partdict = {0:('Electron',spconst.m_e,spconst.e),1:('H+ Ion',spconst.m_p,spconst.e),2:('O+ Ion',16*spconst.m_p,spconst.e)} particle = Partdict[0] pname = particle[0] ms = particle[1] q_ch = particle[2] K = 2.0*np.pi*2*centerFrequency/spconst.c f = np.arange(-np.ceil((nspec-1.0)/2.0),np.floor((nspec-1.0)/2.0+1))*(sampfreq/(2*np.ceil((nspec-1.0)/2.0))) C = np.sqrt(spconst.k*Ts/ms) Om = q_ch*bMag/ms omeg_s = 2.0*np.pi*f theta = omeg_s/(K*C*np.sqrt(2.0)) dtau = 2e-2*2.0/(K*C*np.sqrt(2.0)) N = 2**12 tau = np.arange(N)*dtau d2r = np.pi/180.0 #%% No collisions or magnetic field gordnn = np.exp(-np.power(C*K*tau,2.0)/2.0) plt.figure() plt.plot(tau,gordnn,linewidth=3) plt.title(r'Single Particle ACF for ' +pname) plt.grid(True) plt.savefig('ACF'+pname.replace(" ", "")+'.png') #%% With collisions nuvec = np.logspace(-2.0,2.0,10)*K*C taumat = np.tile(tau[np.newaxis,:],(len(nuvec),1)) numat = np.tile(nuvec[:,np.newaxis],(1,len(tau))) gordnun = collacf(taumat,K,C,numat) #np.exp(-np.power(K*C/numat,2.0)*(numat*taumat-1+np.exp(-numat*taumat))) plt.figure() plt.plot(tau,gordnn,linestyle='--',color='b',linewidth=4,label=r'No Collisions') for inun, inu in enumerate(nuvec): numult = inu/(K*C) plt.plot(tau,gordnun[inun].real,linewidth=3,label=r'$\nu = {:.2f} KC$'.format(numult)) plt.grid(True) plt.title(r'Single Particle ACF W/ Collisions for '+pname) plt.legend() plt.savefig('ACFwcolls'+pname.replace(" ", "")+'.png') #%% With magnetic field alpha = np.linspace(19,1,10) taumat = np.tile(tau[np.newaxis,:],(len(alpha),1)) almat = np.tile(alpha[:,np.newaxis],(1,len(tau))) Kpar = np.sin(d2r*almat)*K Kperp = np.cos(d2r*almat)*K # gordmag = np.exp(-np.power(C*Kpar*taumat,2.0)/2.0-2.0*np.power(Kperp*C*np.sin(Om*taumat/2.0)/Om,2.0)) gordmag = magacf(taumat,K,C,d2r*almat,Om) plt.figure() plt.plot(tau,gordnn,linestyle='--',color='b',linewidth=4,label='No B-field') for ialn, ial in enumerate(alpha): plt.plot(tau,gordmag[ialn].real,linewidth=3,label=r'$\alpha = {:.0f}^\circ$'.format(ial)) plt.grid(True) plt.title('Single Particle ACF W/ Mag for ' +pname) plt.legend() plt.savefig('ACFwmag'+pname.replace(" ", "")+'.png') #%% Error surface with both almat3d = np.tile(alpha[:,np.newaxis,np.newaxis],(1,len(nuvec),len(tau))) numat3d = np.tile(nuvec[np.newaxis,:,np.newaxis],(len(alpha),1,len(tau))) taumat3d = np.tile(tau[np.newaxis,np.newaxis,:],(len(alpha),len(nuvec),1)) Kpar3d = np.sin(d2r*almat3d)*K Kperp3d = np.cos(d2r*almat3d)*K gam = np.arctan(numat3d/Om) # deltl = np.exp(-np.power(Kpar3d*C/numat3d,2.0)*(numat3d*taumat3d-1+np.exp(-numat3d*taumat3d))) # deltp = np.exp(-np.power(C*Kperp3d,2.0)/(Om*Om+numat3d*numat3d)*(np.cos(2*gam)+numat3d*taumat3d-np.exp(-numat3d*taumat3d)*(np.cos(Om*taumat3d-2.0*gam)))) # gordall = deltl*deltp gordall = magncollacf(taumat3d,K,C,d2r*almat3d,Om,numat3d) gordnnmat = np.tile(gordnn[np.newaxis,np.newaxis,:],(len(alpha),len(nuvec),1)) gorddiff = np.abs(gordall-gordnnmat)**2 err = np.sqrt(gorddiff.mean(2))/np.sqrt(np.power(gordnn,2.0).sum()) extent = [np.log10(nuvec[0]/(K*C)),np.log10(nuvec[-1]/(K*C)),alpha[0],alpha[-1]] plt.figure() myim = plt.imshow(err*100,extent = extent,origin='lower',aspect='auto') myim.set_clim(0.0,5.) plt.xlabel(r'$\log_{10}(\nu /KC)$') plt.ylabel(r'$^\circ\alpha$') cbar = plt.colorbar() cbar.set_label('% Error', rotation=270) cbar.ax.get_yaxis().labelpad = 15 plt.title('Error between ideal ACF and with Collisions and B-field for '+pname) plt.savefig('ACFerr'+pname.replace(" ", "")+'.png')
mit
ScienceStacks/jupyter_scisheets_widget
jupyter_scisheets_widget/scisheets_widget.py
1
2851
import ast import json import StringIO import ipywidgets as widgets import numpy as np import pandas as pd from IPython.display import display from traitlets import Unicode from traitlets import default from traitlets import List class SciSheetTable(widgets.DOMWidget): # Name of the view in JS _view_name = Unicode('SciSheetTableView').tag(sync=True) # Name of the model in JS _model_name = Unicode('SciSheetTableModel').tag(sync=True) # Namespace for the view (name of JS package) _view_module = Unicode('jupyter_scisheets_widget').tag(sync=True) # Namespace for the module (name of JS package) _model_module = Unicode('jupyter_scisheets_widget').tag(sync=True) # Defines the data (contents of cells) _model_data = Unicode().tag(sync=True) # Defines the header information _model_header = Unicode().tag(sync=True) # Defines the index information _model_index = Unicode().tag(sync=True) # Set the default layout @default('layout') def _default_layout(self): return widgets.Layout(height='400px', align_self='stretch') class HandsonDataFrame(object): def __init__(self, df): self._df = df self._widget = SciSheetTable() self._on_displayed(self) self._widget.observe(self._on_data_changed, '_model_data') self._widget.unobserve(self._on_displayed) def _on_displayed(self, e): """ Converts DataFrame to json and defines self._widget values """ if type(self._df) == pd.core.frame.DataFrame: model_data = self._df.to_json(orient='split') model_data = ast.literal_eval(model_data) self._widget._model_data = json.dumps(model_data['data']) self._widget._model_header = json.dumps(model_data['columns']) self._widget._model_index = json.dumps(model_data['index']) else: print('Please enter a pandas dataframe') def _on_data_changed(self, e): """ Pulls data from the handsontable whenever the user changes a value in the table """ print('data is being changed') data_dict = ast.literal_eval(self._widget._model_data) col_dict = ast.literal_eval(self._widget._model_header) index_dict = ast.literal_eval(self._widget._model_index) updated_df = pd.DataFrame(data=data_dict, index=index_dict, columns=col_dict) # Note this will have to be more robust if new rows and/or # columns are added to the widget self._df.update(updated_df) def to_dataframe(self): """ Update the original DataFrame """ return self._df def show(self): """ Display the widget """ display(self._widget)
bsd-3-clause
gpfreitas/bokeh
bokeh/_legacy_charts/builder/boxplot_builder.py
41
11882
"""This is the Bokeh charts interface. It gives you a high level API to build complex plot is a simple way. This is the BoxPlot class which lets you build your BoxPlot plots just passing the arguments to the Chart class and calling the proper functions. It also add a new chained stacked method. """ #----------------------------------------------------------------------------- # 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 import numpy as np import pandas as pd from ..utils import make_scatter, cycle_colors from .._builder import Builder, create_and_build from ...models import ColumnDataSource, FactorRange, GlyphRenderer, Range1d from ...models.glyphs import Rect, Segment from ...properties import Bool, String #----------------------------------------------------------------------------- # Classes and functions #----------------------------------------------------------------------------- def BoxPlot(values, marker="circle", outliers=True, xscale="categorical", yscale="linear", xgrid=False, ygrid=True, **kw): """ Create a BoxPlot chart using :class:`BoxPlotBuilder <bokeh.charts.builder.boxplot_builder.BoxPlotBuilder>` to render the geometry from values, marker and outliers arguments. Args: values (iterable): iterable 2d representing the data series values matrix. marker (int or string, optional): if outliers=True, the marker type to use e.g., `circle`. outliers (bool, optional): Whether or not to plot outliers. 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 import numpy as np from bokeh.charts import BoxPlot, output_file, show # (dict, OrderedDict, lists, arrays and DataFrames of arrays are valid inputs) medals = dict([ ('bronze', np.array([7.0, 10.0, 8.0, 7.0, 4.0, 4.0, 1.0, 5.0, 2.0, 1.0, 4.0, 2.0, 1.0, 2.0, 4.0, 1.0, 0.0, 1.0, 1.0, 2.0, 0.0, 1.0, 0.0, 0.0, 1.0, 1.0])), ('silver', np.array([8., 4., 6., 4., 8., 3., 3., 2., 5., 6., 1., 4., 2., 3., 2., 0., 0., 1., 2., 1., 3., 0., 0., 1., 0., 0.])), ('gold', np.array([6., 6., 6., 8., 4., 8., 6., 3., 2., 2., 2., 1., 3., 1., 0., 5., 4., 2., 0., 0., 0., 1., 1., 0., 0., 0.])) ]) boxplot = BoxPlot(medals, marker="circle", outliers=True, title="boxplot", xlabel="medal type", ylabel="medal count") output_file('boxplot.html') show(boxplot) """ return create_and_build( BoxPlotBuilder, values, marker=marker, outliers=outliers, xscale=xscale, yscale=yscale, xgrid=xgrid, ygrid=ygrid, **kw ) class BoxPlotBuilder(Builder): """This is the BoxPlot class and it is in charge of plotting scatter plots 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 glyphs (rects, lines and markers) taking the references from the source. """ # TODO: (bev) should be an enumeration marker = String(help=""" The marker type to use (e.g., ``circle``) if outliers=True. """) outliers = Bool(help=""" Whether to display markers for any outliers. """) def _process_data(self): """Take the BoxPlot data from the input **value. It calculates the chart properties accordingly. Then build a dict containing references to all the calculated points to be used by the quad, segments and markers glyphs inside the ``_yield_renderers`` method. Args: cat (list): categories as a list of strings. marker (int or string, optional): if outliers=True, the marker type to use e.g., ``circle``. outliers (bool, optional): Whether to plot outliers. values (dict or pd obj): the values to be plotted as bars. """ self._data_segment = dict() self._attr_segment = [] self._data_rect = dict() self._attr_rect = [] self._data_scatter = dict() self._attr_scatter = [] self._data_legend = dict() if isinstance(self._values, pd.DataFrame): self._groups = self._values.columns else: self._groups = list(self._values.keys()) # add group to the self._data_segment dict self._data_segment["groups"] = self._groups # add group and witdh to the self._data_rect dict self._data_rect["groups"] = self._groups self._data_rect["width"] = [0.8] * len(self._groups) # self._data_scatter does not need references to groups now, # they will be added later. # add group to the self._data_legend dict self._data_legend["groups"] = self._groups # all the list we are going to use to save calculated values q0_points = [] q2_points = [] iqr_centers = [] iqr_lengths = [] lower_points = [] upper_points = [] upper_center_boxes = [] upper_height_boxes = [] lower_center_boxes = [] lower_height_boxes = [] out_x, out_y, out_color = ([], [], []) colors = cycle_colors(self._groups, self.palette) for i, (level, values) in enumerate(self._values.items()): # Compute quantiles, center points, heights, IQR, etc. # quantiles q = np.percentile(values, [25, 50, 75]) q0_points.append(q[0]) q2_points.append(q[2]) # IQR related stuff... iqr_centers.append((q[2] + q[0]) / 2) iqr = q[2] - q[0] iqr_lengths.append(iqr) lower = q[0] - 1.5 * iqr upper = q[2] + 1.5 * iqr lower_points.append(lower) upper_points.append(upper) # rect center points and heights upper_center_boxes.append((q[2] + q[1]) / 2) upper_height_boxes.append(q[2] - q[1]) lower_center_boxes.append((q[1] + q[0]) / 2) lower_height_boxes.append(q[1] - q[0]) # Store indices of outliers as list outliers = np.where( (values > upper) | (values < lower) )[0] for out in outliers: o = values[out] out_x.append(level) out_y.append(o) out_color.append(colors[i]) # Store self.set_and_get(self._data_scatter, self._attr_scatter, "out_x", out_x) self.set_and_get(self._data_scatter, self._attr_scatter, "out_y", out_y) self.set_and_get(self._data_scatter, self._attr_scatter, "colors", out_color) self.set_and_get(self._data_segment, self._attr_segment, "q0", q0_points) self.set_and_get(self._data_segment, self._attr_segment, "lower", lower_points) self.set_and_get(self._data_segment, self._attr_segment, "q2", q2_points) self.set_and_get(self._data_segment, self._attr_segment, "upper", upper_points) self.set_and_get(self._data_rect, self._attr_rect, "iqr_centers", iqr_centers) self.set_and_get(self._data_rect, self._attr_rect, "iqr_lengths", iqr_lengths) self.set_and_get(self._data_rect, self._attr_rect, "upper_center_boxes", upper_center_boxes) self.set_and_get(self._data_rect, self._attr_rect, "upper_height_boxes", upper_height_boxes) self.set_and_get(self._data_rect, self._attr_rect, "lower_center_boxes", lower_center_boxes) self.set_and_get(self._data_rect, self._attr_rect, "lower_height_boxes", lower_height_boxes) self.set_and_get(self._data_rect, self._attr_rect, "colors", colors) def _set_sources(self): "Push the BoxPlot data into the ColumnDataSource and calculate the proper ranges." self._source_segment = ColumnDataSource(self._data_segment) self._source_scatter = ColumnDataSource(self._data_scatter) self._source_rect = ColumnDataSource(self._data_rect) self._source_legend = ColumnDataSource(self._data_legend) self.x_range = FactorRange(factors=self._source_segment.data["groups"]) start_y = min(self._data_segment[self._attr_segment[1]]) end_y = max(self._data_segment[self._attr_segment[3]]) ## Expand min/max to encompass outliers if self.outliers and self._data_scatter[self._attr_scatter[1]]: start_out_y = min(self._data_scatter[self._attr_scatter[1]]) end_out_y = max(self._data_scatter[self._attr_scatter[1]]) # it could be no outliers in some sides... start_y = min(start_y, start_out_y) end_y = max(end_y, end_out_y) self.y_range = Range1d(start=start_y - 0.1 * (end_y - start_y), end=end_y + 0.1 * (end_y - start_y)) def _yield_renderers(self): """Use the several glyphs to display the Boxplot. It uses the selected marker glyph to display the points, segments to display the iqr and rects to display the boxes, taking as reference points the data loaded at the ColumnDataSurce. """ ats = self._attr_segment glyph = Segment( x0="groups", y0=ats[1], x1="groups", y1=ats[0], line_color="black", line_width=2 ) yield GlyphRenderer(data_source=self._source_segment, glyph=glyph) glyph = Segment( x0="groups", y0=ats[2], x1="groups", y1=ats[3], line_color="black", line_width=2 ) yield GlyphRenderer(data_source=self._source_segment, glyph=glyph) atr = self._attr_rect glyph = Rect( x="groups", y=atr[0], width="width", height=atr[1], line_color="black", line_width=2, fill_color=None, ) yield GlyphRenderer(data_source=self._source_rect, glyph=glyph) glyph = Rect( x="groups", y=atr[2], width="width", height=atr[3], line_color="black", fill_color=atr[6], ) yield GlyphRenderer(data_source=self._source_rect, glyph=glyph) glyph = Rect( x="groups", y=atr[4], width="width", height=atr[5], line_color="black", fill_color=atr[6], ) yield GlyphRenderer(data_source=self._source_rect, glyph=glyph) if self.outliers: yield make_scatter(self._source_scatter, self._attr_scatter[0], self._attr_scatter[1], self.marker, self._attr_scatter[2]) # Some helper methods def set_and_get(self, data, attr, val, content): """Set a new attr and then get it to fill the self._data dict. Keep track of the attributes created. Args: data (dict): where to store the new attribute content attr (list): where to store the new attribute names val (string): name of the new attribute content (obj): content of the new attribute """ self._set_and_get(data, "", attr, val, content)
bsd-3-clause
WaveBlocks/libwaveblocks
scripts/plot_propagator_convergence.py
1
1347
#!/usr/bin/env python import sys import numpy as np import csv import matplotlib.pyplot as plt from matplotlib.ticker import MaxNLocator ####################################### # Convergence Analysis ####################################### prop_list = sys.argv[1:] if not len(prop_list): print ('TOO FEW ARGUMENTS: Please pass the error files as command line parameters'); fig = plt.figure() ax = fig.gca() for p in prop_list: with open(p, 'rb') as f: data = csv.reader(row for row in f if (not row.startswith('#') and row.strip())); meta = data.next(); name, coefs, T = meta; print; print(meta); conv = [] for row in data: conv.append(row); Dt = np.array(conv)[:,0] err = np.array(conv)[:,1] ax.loglog(Dt, err, '-o', label=name+' (' + coefs + ' splitting)') lgd = ax.legend(bbox_to_anchor=(1.02, 1), loc=2, borderaxespad=0.) # ax.set_xlim([5e1,1e5]) # ax.set_ylim(view[2:]) # ax.ticklabel_format(style="sci", scilimits=(0, 0), axis="y") ax.set_title(r"$L_2$ error vs. number of step size (T=" + T + ")"); ax.grid(True); ax.set_xlabel(r"step size $\Delta t$"); ax.set_ylabel(r"$L_2$ error $\frac{\| u (x) - u_* (x) \|}{\| u_* (x) \|}$") fig.savefig("error_analysis.png",bbox_extra_artists=(lgd,), bbox_inches='tight') plt.show() plt.close(fig)
gpl-2.0
InContextSolutions/PandaSurvey
PandaSurvey/__init__.py
1
4342
"""PandaSurvey includes two unique datasets for testing purpuses: `People` and a sample study. The `People` file is from the 2010 US Census. The sample study is from a small survey performed at InContext Solutions in 2014 (specific survey details withheld)""" import os import pandas def _path(name): root, _ = os.path.split(__file__) return os.path.join(root, 'data/' + name) def load_people(): """Returns the `People` dataset as a DataFrame. The data consists of 9999 individuals with age, disability status, marital status, race, and gender demographic information. Columns and their codes are described below: - Age - Non-negative integer - May include zeros - Disability - 1: Disabled - 2: Not disabled - MarritalStatus - 1: Married - 2: Widowed - 3: Divorced - 4: Separated - 5: Never married or under 15 years old - Race - 1: White alone - 2: Black or African American alone - 3: American Indian alone - 4: Alaska Native alone - 5: American Indian and Alaska Native tribes specified; or American Indian or Alaska native, not specified and no other races - 6: Asian alone - 7: Native Hawaiian and Other Pacific Islander alone - 8: Some other race alone - 9: Two or more major race groups - Gender - 1: Male - 2: Female """ return pandas.read_csv(_path("People.csv")) def load_sample_study(): """Returns a sample dataset describing demographics in coded format from 2092 respondents. The study consists of 7 cells and demographics considered include age, gender, income, hispanic, and race.""" df = pandas.read_csv(_path("SampleStudy.csv")) del df['Weight'] return df def load_sample_weights(): """Returns individual weights from the sample survey calculated via a raking method previously implemented in R.""" df = pandas.read_csv(_path("SampleStudy.csv")) return df['Weight'] def load_sample_proportions(): """Returns the target sample proportions that correspond to the sample survey. +-------------+-------------+-------------------+ | Demographic | Coded Value | Target Proportion | +=============+=============+===================+ | Age | 1 | 0.07 | +-------------+-------------+-------------------+ | Age | 2 | 0.22 | +-------------+-------------+-------------------+ | Age | 3 | 0.2 | +-------------+-------------+-------------------+ | Age | 4 | 0.2 | +-------------+-------------+-------------------+ | Age | 5 | 0.21 | +-------------+-------------+-------------------+ | Gender | 1 | 0.5 | +-------------+-------------+-------------------+ | Gender | 2 | 0.5 | +-------------+-------------+-------------------+ | Income | 1 | 0.17 | +-------------+-------------+-------------------+ | Income | 2 | 0.21 | +-------------+-------------+-------------------+ | Income | 3 | 0.25 | +-------------+-------------+-------------------+ | Income | 4 | 0.16 | +-------------+-------------+-------------------+ | Income | 5 | 0.11 | +-------------+-------------+-------------------+ | Hispanic | 1 | 0.09 | +-------------+-------------+-------------------+ | Hispanic | 2 | 0.91 | +-------------+-------------+-------------------+ | Race | 0 | 0.15 | +-------------+-------------+-------------------+ | Race | 1 | 0.85 | +-------------+-------------+-------------------+ """ weights = {} with open(_path("SampleWeights.csv")) as csv_in: for line in csv_in: demo, category, proportion = line.split(',') if demo not in weights: weights[demo] = {} weights[demo][int(category)] = float(proportion) return weights
mit
sunil07t/e-mission-server
emission/analysis/plotting/geojson/geojson_feature_converter.py
1
14256
from __future__ import print_function from __future__ import unicode_literals from __future__ import division from __future__ import absolute_import from future import standard_library standard_library.install_aliases() from builtins import map from builtins import str from builtins import * import logging import geojson as gj import copy import attrdict as ad import pandas as pd import emission.storage.timeseries.abstract_timeseries as esta import emission.net.usercache.abstract_usercache as enua import emission.storage.timeseries.timequery as estt import emission.storage.decorations.trip_queries as esdt import emission.storage.decorations.analysis_timeseries_queries as esda import emission.storage.decorations.timeline as esdtl import emission.core.wrapper.location as ecwl import emission.core.wrapper.cleanedsection as ecwcs import emission.core.wrapper.entry as ecwe import emission.core.common as ecc # TODO: Move this to the section_features class instead import emission.analysis.intake.cleaning.location_smoothing as eaicl def _del_non_derializable(prop_dict, extra_keys): for key in extra_keys: if key in prop_dict: del prop_dict[key] def _stringify_foreign_key(prop_dict, key_names): for key_name in key_names: if hasattr(prop_dict, key_name): setattr(prop_dict, key_name, str(getattr(prop_dict,key_name))) def location_to_geojson(location): """ Converts a location wrapper object into geojson format. This is pretty easy - it is a point. Since we have other properties that we care about, we make it a feature. Then, all the other stuff goes directly into the properties since the wrapper is a dict too! :param location: the location object :return: a geojson version of the location. the object is of type "Feature". """ try: ret_feature = gj.Feature() ret_feature.id = str(location.get_id()) ret_feature.geometry = location.data.loc ret_feature.properties = copy.copy(location.data) ret_feature.properties["feature_type"] = "location" _del_non_derializable(ret_feature.properties, ["loc"]) return ret_feature except Exception as e: logging.exception(("Error while converting object %s" % location)) raise e def place_to_geojson(place): """ Converts a place wrapper object into geojson format. This is also pretty easy - it is just a point. Since we have other properties that we care about, we make it a feature. Then, all the other stuff goes directly into the properties since the wrapper is a dict too! :param place: the place object :return: a geojson version of the place. the object is of type "Feature". """ ret_feature = gj.Feature() ret_feature.id = str(place.get_id()) ret_feature.geometry = place.data.location ret_feature.properties = copy.copy(place.data) ret_feature.properties["feature_type"] = "place" # _stringify_foreign_key(ret_feature.properties, ["ending_trip", "starting_trip"]) _del_non_derializable(ret_feature.properties, ["location"]) return ret_feature def stop_to_geojson(stop): """ Converts a stop wrapper object into geojson format. This is also pretty easy - it is just a point. Since we have other properties that we care about, we make it a feature. Then, all the other stuff goes directly into the properties since the wrapper is a dict too! :param stop: the stop object :return: a geojson version of the stop. the object is of type "Feature". """ ret_feature = gj.Feature() ret_feature.id = str(stop.get_id()) ret_feature.geometry = gj.LineString() ret_feature.geometry.coordinates = [stop.data.enter_loc.coordinates, stop.data.exit_loc.coordinates] ret_feature.properties = copy.copy(stop.data) ret_feature.properties["feature_type"] = "stop" # _stringify_foreign_key(ret_feature.properties, ["ending_section", "starting_section", "trip_id"]) _del_non_derializable(ret_feature.properties, ["location"]) return ret_feature def section_to_geojson(section, tl): """ This is the trickiest part of the visualization. The section is basically a collection of points with a line through them. So the representation is a feature in which one feature which is the line, and one feature collection which is the set of point features. :param section: the section to be converted :return: a feature collection which is the geojson version of the section """ ts = esta.TimeSeries.get_time_series(section.user_id) entry_it = ts.find_entries(["analysis/recreated_location"], esda.get_time_query_for_trip_like( "analysis/cleaned_section", section.get_id())) # TODO: Decide whether we want to use Rewrite to use dataframes throughout instead of python arrays. # dataframes insert nans. We could use fillna to fill with default values, but if we are not actually # using dataframe features here, it is unclear how much that would help. feature_array = [] section_location_entries = [ecwe.Entry(entry) for entry in entry_it] if len(section_location_entries) != 0: logging.debug("first element in section_location_array = %s" % section_location_entries[0]) if not ecc.compare_rounded_arrays(section.data.end_loc.coordinates, section_location_entries[-1].data.loc.coordinates, digits=4): logging.info("section_location_array[-1].data.loc %s != section.data.end_loc %s even after df.ts fix, filling gap" % \ (section_location_entries[-1].data.loc, section.data.end_loc)) assert(False) last_loc_doc = ts.get_entry_at_ts("background/filtered_location", "data.ts", section.data.end_ts) if last_loc_doc is None: logging.warning("can't find entry to patch gap, leaving gap") else: last_loc_entry = ecwe.Entry(last_loc_doc) logging.debug("Adding new entry %s to fill the end point gap between %s and %s" % (last_loc_entry.data.loc, section_location_entries[-1].data.loc, section.data.end_loc)) section_location_entries.append(last_loc_entry) points_line_feature = point_array_to_line(section_location_entries) points_line_feature.id = str(section.get_id()) points_line_feature.properties.update(copy.copy(section.data)) # Update works on dicts, convert back to a section object to make the modes # work properly points_line_feature.properties = ecwcs.Cleanedsection(points_line_feature.properties) points_line_feature.properties["feature_type"] = "section" points_line_feature.properties["sensed_mode"] = str(points_line_feature.properties.sensed_mode) _del_non_derializable(points_line_feature.properties, ["start_loc", "end_loc"]) # feature_array.append(gj.FeatureCollection(points_feature_array)) feature_array.append(points_line_feature) return gj.FeatureCollection(feature_array) def incident_to_geojson(incident): ret_feature = gj.Feature() ret_feature.id = str(incident.get_id()) ret_feature.geometry = gj.Point() ret_feature.geometry.coordinates = incident.data.loc.coordinates ret_feature.properties = copy.copy(incident.data) ret_feature.properties["feature_type"] = "incident" # _stringify_foreign_key(ret_feature.properties, ["ending_section", "starting_section", "trip_id"]) _del_non_derializable(ret_feature.properties, ["loc"]) return ret_feature def geojson_incidents_in_range(user_id, start_ts, end_ts): MANUAL_INCIDENT_KEY = "manual/incident" ts = esta.TimeSeries.get_time_series(user_id) uc = enua.UserCache.getUserCache(user_id) tq = estt.TimeQuery("data.ts", start_ts, end_ts) incident_entry_docs = list(ts.find_entries([MANUAL_INCIDENT_KEY], time_query=tq)) \ + list(uc.getMessage([MANUAL_INCIDENT_KEY], tq)) incidents = [ecwe.Entry(doc) for doc in incident_entry_docs] return list(map(incident_to_geojson, incidents)) def point_array_to_line(point_array): points_line_string = gj.LineString() # points_line_string.coordinates = [l.loc.coordinates for l in filtered_section_location_array] points_line_string.coordinates = [] points_times = [] for l in point_array: # logging.debug("About to add %s to line_string " % l) points_line_string.coordinates.append(l.data.loc.coordinates) points_times.append(l.data.ts) points_line_feature = gj.Feature() points_line_feature.geometry = points_line_string points_line_feature.properties = {} points_line_feature.properties["times"] = points_times return points_line_feature def trip_to_geojson(trip, tl): """ Trips are the main focus of our current visualization, so they are most complex. Each trip is represented as a feature collection with the following features: - two features for the start and end places - features for each stop in the trip - features for each section in the trip :param trip: the trip object to be converted :param tl: the timeline used to retrieve related objects :return: the geojson version of the trip """ feature_array = [] curr_start_place = tl.get_object(trip.data.start_place) curr_end_place = tl.get_object(trip.data.end_place) start_place_geojson = place_to_geojson(curr_start_place) start_place_geojson["properties"]["feature_type"] = "start_place" feature_array.append(start_place_geojson) end_place_geojson = place_to_geojson(curr_end_place) end_place_geojson["properties"]["feature_type"] = "end_place" feature_array.append(end_place_geojson) trip_tl = esdt.get_cleaned_timeline_for_trip(trip.user_id, trip.get_id()) stops = trip_tl.places for stop in stops: feature_array.append(stop_to_geojson(stop)) for i, section in enumerate(trip_tl.trips): section_gj = section_to_geojson(section, tl) feature_array.append(section_gj) trip_geojson = gj.FeatureCollection(features=feature_array, properties=trip.data) trip_geojson.id = str(trip.get_id()) feature_array.extend(geojson_incidents_in_range(trip.user_id, curr_start_place.data.exit_ts, curr_end_place.data.enter_ts)) if trip.metadata.key == esda.CLEANED_UNTRACKED_KEY: # trip_geojson.properties["feature_type"] = "untracked" # Since the "untracked" type is not correctly handled on the phone, we just # skip these trips until # https://github.com/e-mission/e-mission-phone/issues/118 # is fixed # TODO: Once it is fixed, re-introduce the first line in this block # and remove the None check in get_geojson_for_timeline return None else: trip_geojson.properties["feature_type"] = "trip" return trip_geojson def get_geojson_for_ts(user_id, start_ts, end_ts): tl = esdtl.get_cleaned_timeline(user_id, start_ts, end_ts) tl.fill_start_end_places() return get_geojson_for_timeline(user_id, tl) def get_geojson_for_dt(user_id, start_local_dt, end_local_dt): logging.debug("Getting geojson for %s -> %s" % (start_local_dt, end_local_dt)) tl = esdtl.get_cleaned_timeline_from_dt(user_id, start_local_dt, end_local_dt) tl.fill_start_end_places() return get_geojson_for_timeline(user_id, tl) def get_geojson_for_timeline(user_id, tl): """ tl represents the "timeline" object that is queried for the trips and locations """ geojson_list = [] for trip in tl.trips: try: trip_geojson = trip_to_geojson(trip, tl) if trip_geojson is not None: geojson_list.append(trip_geojson) except Exception as e: logging.exception("Found error %s while processing trip %s" % (e, trip)) raise e logging.debug("trip count = %d, geojson count = %d" % (len(tl.trips), len(geojson_list))) return geojson_list def get_all_points_for_range(user_id, key, start_ts, end_ts): import emission.storage.timeseries.timequery as estt # import emission.core.wrapper.location as ecwl tq = estt.TimeQuery("metadata.write_ts", start_ts, end_ts) ts = esta.TimeSeries.get_time_series(user_id) entry_it = ts.find_entries([key], tq) points_array = [ecwe.Entry(entry) for entry in entry_it] return get_feature_list_for_point_array(points_array) def get_feature_list_for_point_array(points_array): points_feature_array = [location_to_geojson(le) for le in points_array] print ("Found %d features from %d points" % (len(points_feature_array), len(points_array))) feature_array = [] feature_array.append(gj.FeatureCollection(points_feature_array)) feature_array.append(point_array_to_line(points_array)) feature_coll = gj.FeatureCollection(feature_array) return feature_coll def get_feature_list_from_df(loc_time_df, ts="ts", latitude="latitude", longitude="longitude", fmt_time="fmt_time"): """ Input DF should have columns called "ts", "latitude" and "longitude", or the corresponding columns can be passed in using the ts, latitude and longitude parameters """ points_array = get_location_entry_list_from_df(loc_time_df, ts, latitude, longitude, fmt_time) return get_feature_list_for_point_array(points_array) def get_location_entry_list_from_df(loc_time_df, ts="ts", latitude="latitude", longitude="longitude", fmt_time="fmt_time"): location_entry_list = [] for idx, row in loc_time_df.iterrows(): retVal = {"latitude": row[latitude], "longitude": row[longitude], "ts": row[ts], "_id": str(idx), "fmt_time": row[fmt_time], "loc": gj.Point(coordinates=[row[longitude], row[latitude]])} location_entry_list.append(ecwe.Entry.create_entry( "dummy_user", "background/location", ecwl.Location(retVal))) return location_entry_list
bsd-3-clause