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Browse files- matumizi/LICENSE +0 -202
- matumizi/MANIFEST.in +0 -0
- matumizi/README.md +0 -98
- matumizi/config/mcamp.properties +0 -10
- matumizi/docs/info_theory_based_feat_sel_tutorial.txt +0 -36
- matumizi/docs/stock_portfolio_balancing_with_mc_simulation_tutorial.txt +0 -59
- matumizi/examples/fesel.py +0 -264
- matumizi/examples/mcamp.py +0 -50
- matumizi/examples/pobal.py +0 -193
- matumizi/matumizi/__init__.py +0 -0
- matumizi/matumizi/daexp.py +0 -3121
- matumizi/matumizi/mcsim.py +0 -552
- matumizi/matumizi/mlutil.py +0 -1500
- matumizi/matumizi/sampler.py +0 -1455
- matumizi/matumizi/stats.py +0 -496
- matumizi/matumizi/util.py +0 -2345
- matumizi/pyproject.toml +0 -6
- matumizi/requirements.txt +0 -9
- matumizi/resources/spdata.txt +0 -12
- matumizi/setup.cfg +0 -18
matumizi/LICENSE
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matumizi/MANIFEST.in
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matumizi/README.md
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# matumizi
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Data Science utilities including following modules
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* util : misc utility functions
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* mlutil : machine learning related unitilies including a type aware confifiguration class
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* stats : various stats classes and functions
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* sampler : sampling from various statu=istical distributions
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* daexp : many data exploration functions consoloidating numpy, scipy, statsmodel and scikit
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* mcsim : monte carlo simulation
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## Instructions
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1. Install:
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Run
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pip3 install -i https://test.pypi.org/simple/ matumizi==0.0.7
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For installing latest, clone rep and run this at the project root directory
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pip3 install .
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2. Project page in testpypi
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https://test.pypi.org/project/matumizi/0.0.7/
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3. Blogs posts
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* [Data exploration module overview including usage examples](https://pkghosh.wordpress.com/2020/07/13/learn-about-your-data-with-about-seventy-data-exploration-functions-all-in-one-python-class/)
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* [Monte Carlo simulation for project cost estimation](https://pkghosh.wordpress.com/2020/05/11/monte-carlo-simulation-library-in-python-with-project-cost-estimation-as-an-example/)
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* [Information theory based feature selection](https://pkghosh.wordpress.com/2022/05/29/feature-selection-with-information-theory-based-techniques-in-python/)
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* [Stock Portfolio Balancing with Monte Carlo Simulation](https://pkghosh.wordpress.com/2022/08/23/stock-portfolio-balancing-with-monte-carlo-simulation/)
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* [Synthetic Regression Data Generation in Python](https://pkghosh.wordpress.com/2023/01/22/synthetic-regression-data-generation-in-python/)
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4. Code usage example
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Here is some example code that uses all 5 modules. You can find lots of examples in
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[another repo](https://github.com/pranab/avenir/tree/master/python/app) of mine. There the
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imports are direct and not through the package matmizi. The example directory also has example code
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import sys
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import math
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from matumizi import util as ut
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from matumizi import mlutil as ml
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from matumizi import sampler as sa
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from matumizi import stats as st
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from matumizi import daexp as de
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#generate some random strings
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ldata = ut.genIdList(10, 6)
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print("random strings")
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print(ldata)
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#select random sublist from a list
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sldata = ut.selectRandomSubListFromList(ldata, 4)
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print("nselected random strings)")
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print(sldata)
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random walk
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print("\nrandom walk")
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for pos in ml.randomWalk(20, 10, -2, 2):
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print(pos)
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#sample from non parametric sampler
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print("\nsampling from a non parametric sampler")
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sampler = sa.NonParamRejectSampler(10, 4, 1, 4, 8, 16, 14, 12, 8, 4, 2)
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for _ in range(8):
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d = sampler.sample()
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print(ut.formatFloat(3, d))
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#statistics from asliding window
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print("\nstats from sliding window")
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wsize = 30
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win = st.SlidingWindowStat.createEmpty(wsize)
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mean = 10
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sd = 2
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ns = sa.NormalSampler(mean, sd)
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for _ in range(40):
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#gaussian with some noise
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d = ns.sample() + sa.randomFloat(-1, 1)
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win.add(d)
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re = win.getStat()
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print(re)
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#get time series components
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print("\ntime series components")
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expl = de.DataExplorer(False)
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mean = 100
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sd = 5
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period = 7
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trdelta = .1
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cycle = list(map(lambda v : 10 * math.sin(2 * math.pi * v / period), range(period)))
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sampler = sa.NormalSamplerWithTrendCycle(mean, sd, trdelta, cycle)
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95 |
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ldata = list(map(lambda i : sampler.sample(), range(200)))
|
96 |
-
expl.addListNumericData(ldata, "test")
|
97 |
-
re = expl.getTimeSeriesComponents("test", "additive", period, True)
|
98 |
-
print(re)
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matumizi/config/mcamp.properties
DELETED
@@ -1,10 +0,0 @@
|
|
1 |
-
common.pvar.samplers=1:3:1:30:50:20:discrete:int,100:20:normal:float,1:8:1:10:20:50:70:85:100:60:30:discrete:int,1:7:1:60:40:30:50:70:95:120:discrete:int,0.5:0:1:bernauli:int
|
2 |
-
common.pvar.ranges=1,3,30,200,1,8,1,7,0,1
|
3 |
-
common.linear.weights=1.2,1.4,1.0,1.2,1.5
|
4 |
-
common.square.weights=1,0.15
|
5 |
-
common.crterm.weights=2,3,0.1
|
6 |
-
common.corr.params=0:1:40.0:30.0:.08:false
|
7 |
-
common.bias=20
|
8 |
-
common.noise=normal,.05
|
9 |
-
common.tvar.range=50,300
|
10 |
-
common.weight.niter=200
|
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matumizi/docs/info_theory_based_feat_sel_tutorial.txt
DELETED
@@ -1,36 +0,0 @@
|
|
1 |
-
This tutorial is for information theory based feature selection a loan application data set. The
|
2 |
-
implementation is the python package matumizi
|
3 |
-
|
4 |
-
Setup
|
5 |
-
=====
|
6 |
-
Install matumizi as follows
|
7 |
-
pip3 install -i https://test.pypi.org/simple/ matumizi==0.0.5
|
8 |
-
|
9 |
-
Install requirements
|
10 |
-
pip3 install -r requirements.txt
|
11 |
-
|
12 |
-
Generate loan application data
|
13 |
-
==============================
|
14 |
-
python3 fesel.py --op gen --nloan 2000 --noise .05 --klen 10 > lo.txt
|
15 |
-
|
16 |
-
where
|
17 |
-
op = operation to perform
|
18 |
-
nloan = num of loans
|
19 |
-
noise = noise level
|
20 |
-
klen = loan ID length
|
21 |
-
|
22 |
-
Options for "op" (featute selection techniques)
|
23 |
-
mrmr - Max relevance min redundancy
|
24 |
-
jmi - Joint mutual information
|
25 |
-
cmim - Conditional mutual information maximization
|
26 |
-
icap - Interaction capping
|
27 |
-
infg - Information gain
|
28 |
-
|
29 |
-
Feature selection
|
30 |
-
=================
|
31 |
-
python3 fesel.py --op fsel --fpath lo.txt --algo mrmr
|
32 |
-
|
33 |
-
where
|
34 |
-
op = operation to perform
|
35 |
-
fpath = path to file containing loan data
|
36 |
-
algo = feature selection algorithm (mrmr, jmi, cmim, icap)
|
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matumizi/docs/stock_portfolio_balancing_with_mc_simulation_tutorial.txt
DELETED
@@ -1,59 +0,0 @@
|
|
1 |
-
This tutorial is for financial protfolio balancing with Monte Carlo simulation and Sharpe Ration
|
2 |
-
|
3 |
-
|
4 |
-
Setup
|
5 |
-
=====
|
6 |
-
Install matumizi which is a package for data exploration and various other utilities
|
7 |
-
pip3 install -i https://test.pypi.org/simple/ matumizi==0.0.3
|
8 |
-
|
9 |
-
Portfolio data
|
10 |
-
==============
|
11 |
-
Decide what stocks to have in the portfolio and create a portfolio data file, with one row
|
12 |
-
per stock, with each row as below containing 3 fields
|
13 |
-
stock_symbol,num_stocks,value_at-beginning_of_time_window
|
14 |
-
|
15 |
-
Stock historical data
|
16 |
-
=====================
|
17 |
-
Choose a time window (e.g. 6 months) and download historical stock data for all the stocks in the portfolio
|
18 |
-
from this web site
|
19 |
-
https://www.nasdaq.com/market-activity/quotes/historical
|
20 |
-
|
21 |
-
Store all files in the directory specified by the command line arg "sdfpath". Change each file name so that
|
22 |
-
file name begins as "SS_" where SS is a stock symbol
|
23 |
-
|
24 |
-
|
25 |
-
Run simulator
|
26 |
-
=============
|
27 |
-
python3 pobal.py --op simu --niter 100 --sdfpath ./sdata --spdpath spdata.txt --exfac 0.9 --rfret 0.01
|
28 |
-
|
29 |
-
niter = Num of iterations
|
30 |
-
sdfpath = Path of directory containing stock data files. The filenames should start with <SS>_ where SS
|
31 |
-
is the stock symbol
|
32 |
-
spdpath = Path of file containg current holding. each row is coma separated 3 fields stock symbol,
|
33 |
-
nium of stocks and the value at the beginning of historic data time window (spdata.txt in the resource directory)
|
34 |
-
exfac = Factor exponential forecast of stock price
|
35 |
-
rfret = Risk free investement return in the time window
|
36 |
-
|
37 |
-
Command line argument values are example. Change them as needed
|
38 |
-
|
39 |
-
Output
|
40 |
-
======
|
41 |
-
The output end will look as below
|
42 |
-
best score 8.839
|
43 |
-
weights [0.10270294837929556, 0.11041322597243025, 0.000652404909398755, 0.11668341692081166, 0.018728111576860603, 0.12688306074193234, 0.016674345483451796, 0.1310681987561672, 0.020349302455518792, 0.15131254832113178, 0.07228010995988338, 0.13225232652311789]
|
44 |
-
buy and sell recommendations
|
45 |
-
('WMT', 27)
|
46 |
-
('PFE', 358)
|
47 |
-
('NFLX', -212)
|
48 |
-
('AMD', 93)
|
49 |
-
('TSLA', -58)
|
50 |
-
('AMZN', 155)
|
51 |
-
('META', -120)
|
52 |
-
('QCOM', 129)
|
53 |
-
('CSCO', -17)
|
54 |
-
('MSFT', 73)
|
55 |
-
('SBUX', 62)
|
56 |
-
('AAPL', 129)
|
57 |
-
|
58 |
-
|
59 |
-
|
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|
matumizi/examples/fesel.py
DELETED
@@ -1,264 +0,0 @@
|
|
1 |
-
#!/usr/local/bin/python3
|
2 |
-
|
3 |
-
# Author: Pranab Ghosh
|
4 |
-
#
|
5 |
-
# Licensed under the Apache License, Version 2.0 (the "License"); you
|
6 |
-
# may not use this file except in compliance with the License. You may
|
7 |
-
# obtain a copy of the License at
|
8 |
-
#
|
9 |
-
# http://www.apache.org/licenses/LICENSE-2.0
|
10 |
-
#
|
11 |
-
# Unless required by applicable law or agreed to in writing, software
|
12 |
-
# distributed under the License is distributed on an "AS IS" BASIS,
|
13 |
-
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or
|
14 |
-
# implied. See the License for the specific language governing
|
15 |
-
# permissions and limitations under the License.
|
16 |
-
|
17 |
-
# Package imports
|
18 |
-
import os
|
19 |
-
import sys
|
20 |
-
import random
|
21 |
-
import statistics
|
22 |
-
import matplotlib.pyplot as plt
|
23 |
-
import argparse
|
24 |
-
from matumizi.util import *
|
25 |
-
from matumizi.mlutil import *
|
26 |
-
from matumizi.daexp import *
|
27 |
-
from matumizi.sampler import *
|
28 |
-
|
29 |
-
NFEAT = 11
|
30 |
-
NFEAT_EXT = 14
|
31 |
-
|
32 |
-
class LoanApprove:
|
33 |
-
def __init__(self, numLoans=None):
|
34 |
-
self.numLoans = numLoans
|
35 |
-
self.marStatus = ["married", "single", "divorced"]
|
36 |
-
self.loanTerm = ["7", "15", "30"]
|
37 |
-
self.addExtra = False
|
38 |
-
|
39 |
-
|
40 |
-
def initTwo(self):
|
41 |
-
"""
|
42 |
-
initialize samplers
|
43 |
-
"""
|
44 |
-
self.approvDistr = CategoricalRejectSampler(("1", 60), ("0", 40))
|
45 |
-
self.featCondDister = {}
|
46 |
-
|
47 |
-
#marital status
|
48 |
-
key = ("1", 0)
|
49 |
-
distr = CategoricalRejectSampler(("married", 100), ("single", 60), ("divorced", 40))
|
50 |
-
self.featCondDister[key] = distr
|
51 |
-
key = ("0", 0)
|
52 |
-
distr = CategoricalRejectSampler(("married", 40), ("single", 100), ("divorced", 40))
|
53 |
-
self.featCondDister[key] = distr
|
54 |
-
|
55 |
-
|
56 |
-
# num of children
|
57 |
-
key = ("1", 1)
|
58 |
-
distr = CategoricalRejectSampler(("1", 100), ("2", 90), ("3", 40))
|
59 |
-
self.featCondDister[key] = distr
|
60 |
-
key = ("0", 1)
|
61 |
-
distr = CategoricalRejectSampler(("1", 50), ("2", 70), ("3", 100))
|
62 |
-
self.featCondDister[key] = distr
|
63 |
-
|
64 |
-
# education
|
65 |
-
key = ("1", 2)
|
66 |
-
distr = CategoricalRejectSampler(("1", 30), ("2", 80), ("3", 100))
|
67 |
-
self.featCondDister[key] = distr
|
68 |
-
key = ("0", 2)
|
69 |
-
distr = CategoricalRejectSampler(("1", 100), ("2", 40), ("3", 30))
|
70 |
-
self.featCondDister[key] = distr
|
71 |
-
|
72 |
-
#self employed
|
73 |
-
key = ("1", 3)
|
74 |
-
distr = CategoricalRejectSampler(("1", 40), ("0", 100))
|
75 |
-
self.featCondDister[key] = distr
|
76 |
-
key = ("0", 3)
|
77 |
-
distr = CategoricalRejectSampler(("1", 100), ("0", 30))
|
78 |
-
self.featCondDister[key] = distr
|
79 |
-
|
80 |
-
# income
|
81 |
-
key = ("1", 4)
|
82 |
-
distr = GaussianRejectSampler(120,15)
|
83 |
-
self.featCondDister[key] = distr
|
84 |
-
key = ("0", 4)
|
85 |
-
distr = GaussianRejectSampler(50,10)
|
86 |
-
self.featCondDister[key] = distr
|
87 |
-
|
88 |
-
# years of experience
|
89 |
-
key = ("1", 5)
|
90 |
-
distr = GaussianRejectSampler(15,3)
|
91 |
-
self.featCondDister[key] = distr
|
92 |
-
key = ("0", 5)
|
93 |
-
distr = GaussianRejectSampler(5,1)
|
94 |
-
self.featCondDister[key] = distr
|
95 |
-
|
96 |
-
# number of years in current job
|
97 |
-
key = ("1", 6)
|
98 |
-
distr = GaussianRejectSampler(3,.5)
|
99 |
-
self.featCondDister[key] = distr
|
100 |
-
key = ("0", 6)
|
101 |
-
distr = GaussianRejectSampler(1,.2)
|
102 |
-
self.featCondDister[key] = distr
|
103 |
-
|
104 |
-
# outstanding debt
|
105 |
-
key = ("1", 7)
|
106 |
-
distr = GaussianRejectSampler(20,5)
|
107 |
-
self.featCondDister[key] = distr
|
108 |
-
key = ("0", 7)
|
109 |
-
distr = GaussianRejectSampler(60,10)
|
110 |
-
self.featCondDister[key] = distr
|
111 |
-
|
112 |
-
# loan amount
|
113 |
-
key = ("1", 8)
|
114 |
-
distr = GaussianRejectSampler(300,50)
|
115 |
-
self.featCondDister[key] = distr
|
116 |
-
key = ("0", 8)
|
117 |
-
distr = GaussianRejectSampler(600,50)
|
118 |
-
self.featCondDister[key] = distr
|
119 |
-
|
120 |
-
# loan term
|
121 |
-
key = ("1", 9)
|
122 |
-
distr = CategoricalRejectSampler(("7", 100), ("15", 40), ("30", 60))
|
123 |
-
self.featCondDister[key] = distr
|
124 |
-
key = ("0", 9)
|
125 |
-
distr = CategoricalRejectSampler(("7", 30), ("15", 100), ("30", 60))
|
126 |
-
self.featCondDister[key] = distr
|
127 |
-
|
128 |
-
# credit score
|
129 |
-
key = ("1", 10)
|
130 |
-
distr = GaussianRejectSampler(700,20)
|
131 |
-
self.featCondDister[key] = distr
|
132 |
-
key = ("0", 10)
|
133 |
-
distr = GaussianRejectSampler(500,50)
|
134 |
-
self.featCondDister[key] = distr
|
135 |
-
|
136 |
-
if self.addExtra:
|
137 |
-
# saving
|
138 |
-
key = ("1", 11)
|
139 |
-
distr = NormalSampler(80,10)
|
140 |
-
self.featCondDister[key] = distr
|
141 |
-
key = ("0", 11)
|
142 |
-
distr = NormalSampler(60,8)
|
143 |
-
self.featCondDister[key] = distr
|
144 |
-
|
145 |
-
# retirement
|
146 |
-
zDistr = NormalSampler(0, 0)
|
147 |
-
key = ("1", 12)
|
148 |
-
sDistr = DiscreteRejectSampler(0,1,1,20,80)
|
149 |
-
nzDistr = NormalSampler(100,20)
|
150 |
-
distr = DistrMixtureSampler(sDistr, zDistr, nzDistr)
|
151 |
-
self.featCondDister[key] = distr
|
152 |
-
key = ("0", 12)
|
153 |
-
sDistr = DiscreteRejectSampler(0,1,1,50,50)
|
154 |
-
nzDistr = NormalSampler(40,10)
|
155 |
-
distr = DistrMixtureSampler(sDistr, zDistr, nzDistr)
|
156 |
-
self.featCondDister[key] = distr
|
157 |
-
|
158 |
-
#num of prior mortgae loans
|
159 |
-
key = ("1", 13)
|
160 |
-
distr = DiscreteRejectSampler(0,3,1,20,60,40,15)
|
161 |
-
self.featCondDister[key] = distr
|
162 |
-
key = ("0", 13)
|
163 |
-
distr = DiscreteRejectSampler(0,1,1,70,30)
|
164 |
-
self.featCondDister[key] = distr
|
165 |
-
|
166 |
-
|
167 |
-
def generateTwo(self, noise, keyLen, addExtra):
|
168 |
-
"""
|
169 |
-
ancestral sampling
|
170 |
-
"""
|
171 |
-
self.addExtra = addExtra
|
172 |
-
self.initTwo()
|
173 |
-
|
174 |
-
#error
|
175 |
-
erDistr = GaussianRejectSampler(0, noise)
|
176 |
-
|
177 |
-
#sampler
|
178 |
-
numChildren = NFEAT_EXT if self.addExtra else NFEAT
|
179 |
-
sampler = AncestralSampler(self.approvDistr, self.featCondDister, numChildren)
|
180 |
-
|
181 |
-
for i in range(self.numLoans):
|
182 |
-
(claz, features) = sampler.sample()
|
183 |
-
|
184 |
-
# add noise
|
185 |
-
features[4] = int(features[4])
|
186 |
-
features[7] = int(features[7])
|
187 |
-
features[8] = int(features[8])
|
188 |
-
features[10] = int(features[10])
|
189 |
-
if self.addExtra:
|
190 |
-
features[11] = int(features[11])
|
191 |
-
features[12] = int(features[12])
|
192 |
-
|
193 |
-
claz = addNoiseCat(claz, ["0", "1"], noise)
|
194 |
-
|
195 |
-
strFeatures = list(map(lambda f: toStr(f, 2), features))
|
196 |
-
rec = genID(keyLen) + "," + ",".join(strFeatures) + "," + claz
|
197 |
-
print (rec)
|
198 |
-
|
199 |
-
def encodeDummy(self, fileName, extra):
|
200 |
-
"""
|
201 |
-
dummy var encoding
|
202 |
-
"""
|
203 |
-
catVars = {}
|
204 |
-
catVars[1] = self.marStatus
|
205 |
-
catVars[10] = self.loanTerm
|
206 |
-
rSize = NFEAT_EXT if extra else NFEAT
|
207 |
-
rSize += 2
|
208 |
-
dummyVarGen = DummyVarGenerator(rSize, catVars, "1", "0", ",")
|
209 |
-
for row in fileRecGen(fileName, None):
|
210 |
-
newRow = dummyVarGen.processRow(row)
|
211 |
-
print (newRow)
|
212 |
-
|
213 |
-
if __name__ == "__main__":
|
214 |
-
parser = argparse.ArgumentParser()
|
215 |
-
parser.add_argument('--op', type=str, default = "none", help = "operation")
|
216 |
-
parser.add_argument('--nloan', type=int, default = 1000, help = "nom of loans")
|
217 |
-
parser.add_argument('--noise', type=float, default = 0.1, help = "nom of loans")
|
218 |
-
parser.add_argument('--klen', type=int, default = 1000, help = "key length")
|
219 |
-
parser.add_argument('--fpath', type=str, default = "none", help = "source file path")
|
220 |
-
parser.add_argument('--algo', type=str, default = "none", help = "source file path")
|
221 |
-
args = parser.parse_args()
|
222 |
-
op = args.op
|
223 |
-
|
224 |
-
if op == "gen":
|
225 |
-
""" generate data """
|
226 |
-
numLoans = args.nloan
|
227 |
-
loan = LoanApprove(numLoans)
|
228 |
-
noise = args.noise
|
229 |
-
keyLen = args.klen
|
230 |
-
addExtra = True
|
231 |
-
loan.generateTwo(noise, keyLen, addExtra)
|
232 |
-
|
233 |
-
elif op == "encd":
|
234 |
-
""" encode binary """
|
235 |
-
fileName = args.fpath
|
236 |
-
extra = True
|
237 |
-
loan = LoanApprove()
|
238 |
-
loan.encodeDummy(fileName, extra)
|
239 |
-
|
240 |
-
|
241 |
-
elif op == "fsel":
|
242 |
-
""" feature select """
|
243 |
-
fpath = args.fpath
|
244 |
-
algo = args.algo
|
245 |
-
expl = DataExplorer(False)
|
246 |
-
expl.addFileNumericData(fpath, 5, 8, 11, 12, "income", "debt", "crscore", "saving")
|
247 |
-
expl.addFileCatData(fpath, 3, 4, 15, "education", "selfemp", "target")
|
248 |
-
|
249 |
-
fdt = ["education", "cat", "selfemp", "cat", "income", "num", "debt", "num", "crscore", "num"]
|
250 |
-
tdt = ["target", "cat"]
|
251 |
-
if args.algo == "mrmr":
|
252 |
-
res = expl.getMaxRelMinRedFeatures(fdt, tdt, 3)
|
253 |
-
elif args.algo == "jmi":
|
254 |
-
res = expl.getJointMutInfoFeatures(fdt, tdt, 3)
|
255 |
-
elif args.algo == "cmim":
|
256 |
-
res = expl.getCondMutInfoMaxFeatures(fdt, tdt, 3)
|
257 |
-
elif args.algo == "icap":
|
258 |
-
res = expl.getInteractCapFeatures(fdt, tdt, 3)
|
259 |
-
elif args.algo == "infg":
|
260 |
-
res = expl.getInfoGainFeatures(fdt, tdt, 3, 8)
|
261 |
-
|
262 |
-
print(res)
|
263 |
-
else:
|
264 |
-
exitWithMsg("invalid command")
|
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|
matumizi/examples/mcamp.py
DELETED
@@ -1,50 +0,0 @@
|
|
1 |
-
#!/usr/local/bin/python3
|
2 |
-
|
3 |
-
# Author: Pranab Ghosh
|
4 |
-
#
|
5 |
-
# Licensed under the Apache License, Version 2.0 (the "License"); you
|
6 |
-
# may not use this file except in compliance with the License. You may
|
7 |
-
# obtain a copy of the License at
|
8 |
-
#
|
9 |
-
# http://www.apache.org/licenses/LICENSE-2.0
|
10 |
-
#
|
11 |
-
# Unless required by applicable law or agreed to in writing, software
|
12 |
-
# distributed under the License is distributed on an "AS IS" BASIS,
|
13 |
-
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or
|
14 |
-
# implied. See the License for the specific language governing
|
15 |
-
# permissions and limitations under the License.
|
16 |
-
|
17 |
-
# Package imports
|
18 |
-
import os
|
19 |
-
import sys
|
20 |
-
import random
|
21 |
-
import statistics
|
22 |
-
import matplotlib.pyplot as plt
|
23 |
-
import argparse
|
24 |
-
from matumizi.util import *
|
25 |
-
from matumizi.mlutil import *
|
26 |
-
from matumizi.daexp import *
|
27 |
-
from matumizi.sampler import *
|
28 |
-
|
29 |
-
"""
|
30 |
-
AB test simulation with counterfactuals
|
31 |
-
"""
|
32 |
-
|
33 |
-
if __name__ == "__main__":
|
34 |
-
parser = argparse.ArgumentParser()
|
35 |
-
parser.add_argument('--op', type=str, default = "none", help = "operation")
|
36 |
-
parser.add_argument('--genconf', type=str, default = "", help = "data gennerator config file")
|
37 |
-
parser.add_argument('--nsamp', type=int, default = 1000, help = "no of samples to generate")
|
38 |
-
args = parser.parse_args()
|
39 |
-
op = args.op
|
40 |
-
|
41 |
-
if op == "gen":
|
42 |
-
""" generate data """
|
43 |
-
dgen = RegressionDataGenerator(args.genconf)
|
44 |
-
for _ in range(args.nsamp):
|
45 |
-
s = dgen.sample()
|
46 |
-
pv = toStrFromList(s[0], 2)
|
47 |
-
pv = pv + "," + toStr(s[1], 2)
|
48 |
-
print(pv)
|
49 |
-
|
50 |
-
|
|
|
|
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|
|
matumizi/examples/pobal.py
DELETED
@@ -1,193 +0,0 @@
|
|
1 |
-
#!/usr/local/bin/python3
|
2 |
-
|
3 |
-
# Author: Pranab Ghosh
|
4 |
-
#
|
5 |
-
# Licensed under the Apache License, Version 2.0 (the "License"); you
|
6 |
-
# may not use this file except in compliance with the License. You may
|
7 |
-
# obtain a copy of the License at
|
8 |
-
#
|
9 |
-
# http://www.apache.org/licenses/LICENSE-2.0
|
10 |
-
#
|
11 |
-
# Unless required by applicable law or agreed to in writing, software
|
12 |
-
# distributed under the License is distributed on an "AS IS" BASIS,
|
13 |
-
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or
|
14 |
-
# implied. See the License for the specific language governing
|
15 |
-
# permissions and limitations under the License.
|
16 |
-
|
17 |
-
# Package imports
|
18 |
-
import os
|
19 |
-
import sys
|
20 |
-
import random
|
21 |
-
import statistics
|
22 |
-
import numpy as np
|
23 |
-
import matplotlib.pyplot as plt
|
24 |
-
import argparse
|
25 |
-
from matumizi.util import *
|
26 |
-
from matumizi.sampler import *
|
27 |
-
from matumizi.mcsim import *
|
28 |
-
|
29 |
-
"""
|
30 |
-
Balances portfolio with Monte Carlo simulation and Sharpe ratio
|
31 |
-
"""
|
32 |
-
|
33 |
-
class PortFolio():
|
34 |
-
"""
|
35 |
-
portfolio
|
36 |
-
"""
|
37 |
-
def __init__(self):
|
38 |
-
"""
|
39 |
-
|
40 |
-
"""
|
41 |
-
self.stocks = list()
|
42 |
-
self.srets = list()
|
43 |
-
self.rcovar = None
|
44 |
-
self.nstock = None
|
45 |
-
self.weights = None
|
46 |
-
self.metric = -sys.float_info.max
|
47 |
-
self.rfret = None
|
48 |
-
self.spred = list()
|
49 |
-
|
50 |
-
|
51 |
-
def loadStData(self, sdfPath, exfac):
|
52 |
-
"""
|
53 |
-
load and process stock data
|
54 |
-
"""
|
55 |
-
e1 = 1 - exfac
|
56 |
-
e2 = e1 * e1
|
57 |
-
files = getAllFiles(sdfPath)
|
58 |
-
print(files)
|
59 |
-
|
60 |
-
returns = list()
|
61 |
-
for ss, qn, pp in self.stocks:
|
62 |
-
print("next stock ", ss)
|
63 |
-
for fp in files:
|
64 |
-
fname = os.path.basename(fp)
|
65 |
-
stname = fname.split("_")[0]
|
66 |
-
#print("stock nane from file name ", stname)
|
67 |
-
|
68 |
-
if stname == ss:
|
69 |
-
#daily prices
|
70 |
-
print("loading ", ss)
|
71 |
-
prices = getFileColumnAsString(fp, 1)
|
72 |
-
prices = prices [1:]
|
73 |
-
prices = list(map(lambda p : float(p[1:]), prices))
|
74 |
-
|
75 |
-
#predicted price and retuen
|
76 |
-
sppred = exfac * prices[0] + exfac * e1 * prices[1] + exfac * e2 * prices[2]
|
77 |
-
self.spred.append(sppred)
|
78 |
-
up = pp / qn
|
79 |
-
sret = (sppred - up) / up
|
80 |
-
r = (ss, sret)
|
81 |
-
self.srets.append(r)
|
82 |
-
|
83 |
-
#daily returns
|
84 |
-
bp = prices[-1]
|
85 |
-
sdret = list(map(lambda p : (p - bp) / bp, prices))
|
86 |
-
#print("daily return size ", len(sdret))
|
87 |
-
returns.append(sdret)
|
88 |
-
break
|
89 |
-
|
90 |
-
returns = np.array(returns)
|
91 |
-
print("daily returns shape ",returns.shape)
|
92 |
-
self.rcovar = np.cov(returns)
|
93 |
-
print("covar shape ", self.rcovar.shape)
|
94 |
-
|
95 |
-
|
96 |
-
def optimize(self):
|
97 |
-
"""
|
98 |
-
balance i.e make buy, sell recommendations
|
99 |
-
|
100 |
-
"""
|
101 |
-
tamount = 0
|
102 |
-
amounts = list()
|
103 |
-
for ss, qn , pp in self.stocks:
|
104 |
-
amnt = pp
|
105 |
-
amounts.append(amnt)
|
106 |
-
tamount += amnt
|
107 |
-
|
108 |
-
namounts = list(map(lambda w : w * tamount, self.weights))
|
109 |
-
quantities = list()
|
110 |
-
for am, nam, ppr in zip(amounts, namounts, self.spred):
|
111 |
-
#no of stocks to buy or sell for each
|
112 |
-
tamount = nam - am
|
113 |
-
qnt = int(tamount / ppr)
|
114 |
-
quantities.append(qnt)
|
115 |
-
|
116 |
-
trans = list()
|
117 |
-
for s, q in zip(self.stocks, quantities):
|
118 |
-
tr = (s[0], q)
|
119 |
-
trans.append(tr)
|
120 |
-
|
121 |
-
return trans
|
122 |
-
|
123 |
-
# portfolio object
|
124 |
-
pfolio = PortFolio()
|
125 |
-
|
126 |
-
def balance(args):
|
127 |
-
"""
|
128 |
-
callback for portfolio weights
|
129 |
-
"""
|
130 |
-
weights = args[:pfolio.nstock]
|
131 |
-
#print("wieights ", weights)
|
132 |
-
weights = scaleBySum(weights)
|
133 |
-
#print("scaled wieights ", weights)
|
134 |
-
|
135 |
-
#weighted return
|
136 |
-
wr = 0
|
137 |
-
for r, w in zip(pfolio.srets, weights):
|
138 |
-
wr += (r[1] - pfolio.rfret) * w
|
139 |
-
|
140 |
-
wrcv = 0
|
141 |
-
for i in range(pfolio.nstock):
|
142 |
-
for j in range(pfolio.nstock):
|
143 |
-
wrcv += pfolio.rcovar[i][j] * weights[i] * weights[j]
|
144 |
-
|
145 |
-
metric = wr / wrcv
|
146 |
-
print("score {:.3f}".format(metric))
|
147 |
-
if metric > pfolio.metric:
|
148 |
-
pfolio.metric = metric
|
149 |
-
pfolio.weights = weights
|
150 |
-
|
151 |
-
|
152 |
-
if __name__ == "__main__":
|
153 |
-
parser = argparse.ArgumentParser()
|
154 |
-
parser.add_argument('--op', type=str, default = "none", help = "operation")
|
155 |
-
parser.add_argument('--niter', type=int, default = "none", help = "num of iterations")
|
156 |
-
parser.add_argument('--sdfpath', type=str, default = "none", help = "stock data file directory path")
|
157 |
-
parser.add_argument('--spdpath', type=str, default = "none", help = "path of file containing purchase data")
|
158 |
-
parser.add_argument('--exfac', type=float, default = 0.9, help = "exponential factor for prediction")
|
159 |
-
parser.add_argument('--rfret', type=float, default = 0.2, help = "risk free return")
|
160 |
-
args = parser.parse_args()
|
161 |
-
op = args.op
|
162 |
-
|
163 |
-
if op == "simu":
|
164 |
-
tdata = getFileLines(args.spdpath)
|
165 |
-
for rec in tdata:
|
166 |
-
#stock symbol, quantity, purchase price
|
167 |
-
sname = rec[0]
|
168 |
-
quant = int(rec[1])
|
169 |
-
pcost = float(rec[2])
|
170 |
-
t = (sname, quant, pcost)
|
171 |
-
pfolio.stocks.append(t)
|
172 |
-
|
173 |
-
#create and run simulator
|
174 |
-
numIter = args.niter
|
175 |
-
lfp = "./log/mcsim.log"
|
176 |
-
simulator = MonteCarloSimulator(numIter, balance, lfp, "info")
|
177 |
-
nstock = len(pfolio.stocks)
|
178 |
-
for _ in range(nstock):
|
179 |
-
simulator.registerUniformSampler(0.0, 1.0)
|
180 |
-
pfolio.nstock = nstock
|
181 |
-
pfolio.rfret = args.rfret
|
182 |
-
pfolio.loadStData(args.sdfpath, args.exfac)
|
183 |
-
simulator.run()
|
184 |
-
|
185 |
-
print("best score {:.3f}".format(pfolio.metric))
|
186 |
-
print("weights ", pfolio.weights)
|
187 |
-
print("buy and sell recommendations")
|
188 |
-
trans = pfolio.optimize()
|
189 |
-
for tr in trans:
|
190 |
-
print(tr)
|
191 |
-
|
192 |
-
|
193 |
-
|
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matumizi/matumizi/__init__.py
DELETED
File without changes
|
matumizi/matumizi/daexp.py
DELETED
@@ -1,3121 +0,0 @@
|
|
1 |
-
#!/usr/local/bin/python3
|
2 |
-
|
3 |
-
# Author: Pranab Ghosh
|
4 |
-
#
|
5 |
-
# Licensed under the Apache License, Version 2.0 (the "License"); you
|
6 |
-
# may not use this file except in compliance with the License. You may
|
7 |
-
# obtain a copy of the License at
|
8 |
-
#
|
9 |
-
# http://www.apache.org/licenses/LICENSE-2.0
|
10 |
-
#
|
11 |
-
# Unless required by applicable law or agreed to in writing, software
|
12 |
-
# distributed under the License is distributed on an "AS IS" BASIS,
|
13 |
-
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or
|
14 |
-
# implied. See the License for the specific language governing
|
15 |
-
# permissions and limitations under the License.
|
16 |
-
|
17 |
-
# Package imports
|
18 |
-
import os
|
19 |
-
import sys
|
20 |
-
import numpy as np
|
21 |
-
import pandas as pd
|
22 |
-
import sklearn as sk
|
23 |
-
from sklearn import preprocessing
|
24 |
-
from sklearn import metrics
|
25 |
-
import random
|
26 |
-
from math import *
|
27 |
-
from decimal import Decimal
|
28 |
-
import pprint
|
29 |
-
from statsmodels.graphics import tsaplots
|
30 |
-
from statsmodels.tsa import stattools as stt
|
31 |
-
from statsmodels.stats import stattools as sstt
|
32 |
-
from sklearn.linear_model import LinearRegression
|
33 |
-
from matplotlib import pyplot as plt
|
34 |
-
from scipy import stats as sta
|
35 |
-
from statsmodels.tsa.seasonal import seasonal_decompose
|
36 |
-
import statsmodels.api as sm
|
37 |
-
from sklearn.ensemble import IsolationForest
|
38 |
-
from sklearn.neighbors import LocalOutlierFactor
|
39 |
-
from sklearn.svm import OneClassSVM
|
40 |
-
from sklearn.covariance import EllipticEnvelope
|
41 |
-
from sklearn.mixture import GaussianMixture
|
42 |
-
from sklearn.cluster import KMeans
|
43 |
-
from sklearn.decomposition import PCA
|
44 |
-
import hurst
|
45 |
-
from .util import *
|
46 |
-
from .mlutil import *
|
47 |
-
from .sampler import *
|
48 |
-
from .stats import *
|
49 |
-
|
50 |
-
"""
|
51 |
-
Load data from a CSV file, data frame, numpy array or list
|
52 |
-
Each data set (array like) is given a name while loading
|
53 |
-
Perform various data exploration operation refering to the data sets by name
|
54 |
-
Save and restore workspace if needed
|
55 |
-
"""
|
56 |
-
class DataSetMetaData:
|
57 |
-
"""
|
58 |
-
data set meta data
|
59 |
-
"""
|
60 |
-
dtypeNum = 1
|
61 |
-
dtypeCat = 2
|
62 |
-
dtypeBin = 3
|
63 |
-
def __init__(self, dtype):
|
64 |
-
self.notes = list()
|
65 |
-
self.dtype = dtype
|
66 |
-
|
67 |
-
def addNote(self, note):
|
68 |
-
"""
|
69 |
-
add note
|
70 |
-
"""
|
71 |
-
self.notes.append(note)
|
72 |
-
|
73 |
-
|
74 |
-
class DataExplorer:
|
75 |
-
"""
|
76 |
-
various data exploration functions
|
77 |
-
"""
|
78 |
-
def __init__(self, verbose=True):
|
79 |
-
"""
|
80 |
-
initialize
|
81 |
-
|
82 |
-
Parameters
|
83 |
-
verbose : True for verbosity
|
84 |
-
"""
|
85 |
-
self.dataSets = dict()
|
86 |
-
self.metaData = dict()
|
87 |
-
self.pp = pprint.PrettyPrinter(indent=4)
|
88 |
-
self.verbose = verbose
|
89 |
-
|
90 |
-
def setVerbose(self, verbose):
|
91 |
-
"""
|
92 |
-
sets verbose
|
93 |
-
|
94 |
-
Parameters
|
95 |
-
verbose : True for verbosity
|
96 |
-
"""
|
97 |
-
self.verbose = verbose
|
98 |
-
|
99 |
-
def save(self, filePath):
|
100 |
-
"""
|
101 |
-
save checkpoint
|
102 |
-
|
103 |
-
Parameters
|
104 |
-
filePath : path of file where saved
|
105 |
-
"""
|
106 |
-
self.__printBanner("saving workspace")
|
107 |
-
ws = dict()
|
108 |
-
ws["data"] = self.dataSets
|
109 |
-
ws["metaData"] = self.metaData
|
110 |
-
saveObject(ws, filePath)
|
111 |
-
self.__printDone()
|
112 |
-
|
113 |
-
def restore(self, filePath):
|
114 |
-
"""
|
115 |
-
restore checkpoint
|
116 |
-
|
117 |
-
Parameters
|
118 |
-
filePath : path of file from where to store
|
119 |
-
"""
|
120 |
-
self.__printBanner("restoring workspace")
|
121 |
-
ws = restoreObject(filePath)
|
122 |
-
self.dataSets = ws["data"]
|
123 |
-
self.metaData = ws["metaData"]
|
124 |
-
self.__printDone()
|
125 |
-
|
126 |
-
|
127 |
-
def queryFileData(self, filePath, *columns):
|
128 |
-
"""
|
129 |
-
query column data type from a data file
|
130 |
-
|
131 |
-
Parameters
|
132 |
-
filePath : path of file with data
|
133 |
-
columns : indexes followed by column names or column names
|
134 |
-
"""
|
135 |
-
self.__printBanner("querying column data type from a data frame")
|
136 |
-
lcolumns = list(columns)
|
137 |
-
noHeader = type(lcolumns[0]) == int
|
138 |
-
if noHeader:
|
139 |
-
df = pd.read_csv(filePath, header=None)
|
140 |
-
else:
|
141 |
-
df = pd.read_csv(filePath, header=0)
|
142 |
-
return self.queryDataFrameData(df, *columns)
|
143 |
-
|
144 |
-
def queryDataFrameData(self, df, *columns):
|
145 |
-
"""
|
146 |
-
query column data type from a data frame
|
147 |
-
|
148 |
-
Parameters
|
149 |
-
df : data frame with data
|
150 |
-
columns : indexes followed by column name or column names
|
151 |
-
"""
|
152 |
-
self.__printBanner("querying column data type from a data frame")
|
153 |
-
columns = list(columns)
|
154 |
-
noHeader = type(columns[0]) == int
|
155 |
-
dtypes = list()
|
156 |
-
if noHeader:
|
157 |
-
nCols = int(len(columns) / 2)
|
158 |
-
colIndexes = columns[:nCols]
|
159 |
-
cnames = columns[nCols:]
|
160 |
-
nColsDf = len(df.columns)
|
161 |
-
for i in range(nCols):
|
162 |
-
ci = colIndexes[i]
|
163 |
-
assert ci < nColsDf, "col index {} outside range".format(ci)
|
164 |
-
col = df.loc[ : , ci]
|
165 |
-
dtypes.append(self.getDataType(col))
|
166 |
-
else:
|
167 |
-
cnames = columns
|
168 |
-
for c in columns:
|
169 |
-
col = df[c]
|
170 |
-
dtypes.append(self.getDataType(col))
|
171 |
-
|
172 |
-
nt = list(zip(cnames, dtypes))
|
173 |
-
result = self.__printResult("columns and data types", nt)
|
174 |
-
return result
|
175 |
-
|
176 |
-
def getDataType(self, col):
|
177 |
-
"""
|
178 |
-
get data type
|
179 |
-
|
180 |
-
Parameters
|
181 |
-
col : contains data array like
|
182 |
-
"""
|
183 |
-
if isBinary(col):
|
184 |
-
dtype = "binary"
|
185 |
-
elif isInteger(col):
|
186 |
-
dtype = "integer"
|
187 |
-
elif isFloat(col):
|
188 |
-
dtype = "float"
|
189 |
-
elif isCategorical(col):
|
190 |
-
dtype = "categorical"
|
191 |
-
else:
|
192 |
-
dtype = "mixed"
|
193 |
-
return dtype
|
194 |
-
|
195 |
-
|
196 |
-
def addFileNumericData(self,filePath, *columns):
|
197 |
-
"""
|
198 |
-
add numeric columns from a file
|
199 |
-
|
200 |
-
Parameters
|
201 |
-
filePath : path of file with data
|
202 |
-
columns : indexes followed by column names or column names
|
203 |
-
"""
|
204 |
-
self.__printBanner("adding numeric columns from a file")
|
205 |
-
self.addFileData(filePath, True, *columns)
|
206 |
-
self.__printDone()
|
207 |
-
|
208 |
-
|
209 |
-
def addFileBinaryData(self,filePath, *columns):
|
210 |
-
"""
|
211 |
-
add binary columns from a file
|
212 |
-
|
213 |
-
Parameters
|
214 |
-
filePath : path of file with data
|
215 |
-
columns : indexes followed by column names or column names
|
216 |
-
"""
|
217 |
-
self.__printBanner("adding binary columns from a file")
|
218 |
-
self.addFileData(filePath, False, *columns)
|
219 |
-
self.__printDone()
|
220 |
-
|
221 |
-
def addFileData(self, filePath, numeric, *columns):
|
222 |
-
"""
|
223 |
-
add columns from a file
|
224 |
-
|
225 |
-
Parameters
|
226 |
-
filePath : path of file with data
|
227 |
-
numeric : True if numeric False in binary
|
228 |
-
columns : indexes followed by column names or column names
|
229 |
-
"""
|
230 |
-
columns = list(columns)
|
231 |
-
noHeader = type(columns[0]) == int
|
232 |
-
if noHeader:
|
233 |
-
df = pd.read_csv(filePath, header=None)
|
234 |
-
else:
|
235 |
-
df = pd.read_csv(filePath, header=0)
|
236 |
-
self.addDataFrameData(df, numeric, *columns)
|
237 |
-
|
238 |
-
def addDataFrameNumericData(self,filePath, *columns):
|
239 |
-
"""
|
240 |
-
add numeric columns from a data frame
|
241 |
-
|
242 |
-
Parameters
|
243 |
-
filePath : path of file with data
|
244 |
-
columns : indexes followed by column names or column names
|
245 |
-
"""
|
246 |
-
self.__printBanner("adding numeric columns from a data frame")
|
247 |
-
self.addDataFrameData(filePath, True, *columns)
|
248 |
-
|
249 |
-
|
250 |
-
def addDataFrameBinaryData(self,filePath, *columns):
|
251 |
-
"""
|
252 |
-
add binary columns from a data frame
|
253 |
-
|
254 |
-
Parameters
|
255 |
-
filePath : path of file with data
|
256 |
-
columns : indexes followed by column names or column names
|
257 |
-
"""
|
258 |
-
self.__printBanner("adding binary columns from a data frame")
|
259 |
-
self.addDataFrameData(filePath, False, *columns)
|
260 |
-
|
261 |
-
|
262 |
-
def addDataFrameData(self, df, numeric, *columns):
|
263 |
-
"""
|
264 |
-
add columns from a data frame
|
265 |
-
|
266 |
-
Parameters
|
267 |
-
df : data frame with data
|
268 |
-
numeric : True if numeric False in binary
|
269 |
-
columns : indexes followed by column names or column names
|
270 |
-
"""
|
271 |
-
columns = list(columns)
|
272 |
-
noHeader = type(columns[0]) == int
|
273 |
-
if noHeader:
|
274 |
-
nCols = int(len(columns) / 2)
|
275 |
-
colIndexes = columns[:nCols]
|
276 |
-
nColsDf = len(df.columns)
|
277 |
-
for i in range(nCols):
|
278 |
-
ci = colIndexes[i]
|
279 |
-
assert ci < nColsDf, "col index {} outside range".format(ci)
|
280 |
-
col = df.loc[ : , ci]
|
281 |
-
if numeric:
|
282 |
-
assert isNumeric(col), "data is not numeric"
|
283 |
-
else:
|
284 |
-
assert isBinary(col), "data is not binary"
|
285 |
-
col = col.to_numpy()
|
286 |
-
cn = columns[i + nCols]
|
287 |
-
dtype = DataSetMetaData.dtypeNum if numeric else DataSetMetaData.dtypeBin
|
288 |
-
self.__addDataSet(cn, col, dtype)
|
289 |
-
else:
|
290 |
-
for c in columns:
|
291 |
-
col = df[c]
|
292 |
-
if numeric:
|
293 |
-
assert isNumeric(col), "data is not numeric"
|
294 |
-
else:
|
295 |
-
assert isBinary(col), "data is not binary"
|
296 |
-
col = col.to_numpy()
|
297 |
-
dtype = DataSetMetaData.dtypeNum if numeric else DataSetMetaData.dtypeBin
|
298 |
-
self.__addDataSet(c, col, dtype)
|
299 |
-
|
300 |
-
def __addDataSet(self, dsn, data, dtype):
|
301 |
-
"""
|
302 |
-
add dada set
|
303 |
-
|
304 |
-
Parameters
|
305 |
-
dsn: data set name
|
306 |
-
data : numpy array data
|
307 |
-
"""
|
308 |
-
self.dataSets[dsn] = data
|
309 |
-
self.metaData[dsn] = DataSetMetaData(dtype)
|
310 |
-
|
311 |
-
|
312 |
-
def addListNumericData(self, ds, name):
|
313 |
-
"""
|
314 |
-
add numeric data from a list
|
315 |
-
|
316 |
-
Parameters
|
317 |
-
ds : list with data
|
318 |
-
name : name of data set
|
319 |
-
"""
|
320 |
-
self.__printBanner("add numeric data from a list")
|
321 |
-
self.addListData(ds, True, name)
|
322 |
-
self.__printDone()
|
323 |
-
|
324 |
-
|
325 |
-
def addListBinaryData(self, ds, name):
|
326 |
-
"""
|
327 |
-
add binary data from a list
|
328 |
-
|
329 |
-
Parameters
|
330 |
-
ds : list with data
|
331 |
-
name : name of data set
|
332 |
-
"""
|
333 |
-
self.__printBanner("adding binary data from a list")
|
334 |
-
self.addListData(ds, False, name)
|
335 |
-
self.__printDone()
|
336 |
-
|
337 |
-
def addListData(self, ds, numeric, name):
|
338 |
-
"""
|
339 |
-
adds list data
|
340 |
-
|
341 |
-
Parameters
|
342 |
-
ds : list with data
|
343 |
-
numeric : True if numeric False in binary
|
344 |
-
name : name of data set
|
345 |
-
"""
|
346 |
-
assert type(ds) == list, "data not a list"
|
347 |
-
if numeric:
|
348 |
-
assert isNumeric(ds), "data is not numeric"
|
349 |
-
else:
|
350 |
-
assert isBinary(ds), "data is not binary"
|
351 |
-
dtype = DataSetMetaData.dtypeNum if numeric else DataSetMetaData.dtypeBin
|
352 |
-
self.dataSets[name] = np.array(ds)
|
353 |
-
self.metaData[name] = DataSetMetaData(dtype)
|
354 |
-
|
355 |
-
|
356 |
-
def addFileCatData(self, filePath, *columns):
|
357 |
-
"""
|
358 |
-
add categorical columns from a file
|
359 |
-
|
360 |
-
Parameters
|
361 |
-
filePath : path of file with data
|
362 |
-
columns : indexes followed by column names or column names
|
363 |
-
"""
|
364 |
-
self.__printBanner("adding categorical columns from a file")
|
365 |
-
columns = list(columns)
|
366 |
-
noHeader = type(columns[0]) == int
|
367 |
-
if noHeader:
|
368 |
-
df = pd.read_csv(filePath, header=None)
|
369 |
-
else:
|
370 |
-
df = pd.read_csv(filePath, header=0)
|
371 |
-
|
372 |
-
self.addDataFrameCatData(df, *columns)
|
373 |
-
self.__printDone()
|
374 |
-
|
375 |
-
def addDataFrameCatData(self, df, *columns):
|
376 |
-
"""
|
377 |
-
add categorical columns from a data frame
|
378 |
-
|
379 |
-
Parameters
|
380 |
-
df : data frame with data
|
381 |
-
columns : indexes followed by column names or column names
|
382 |
-
"""
|
383 |
-
self.__printBanner("adding categorical columns from a data frame")
|
384 |
-
columns = list(columns)
|
385 |
-
noHeader = type(columns[0]) == int
|
386 |
-
if noHeader:
|
387 |
-
nCols = int(len(columns) / 2)
|
388 |
-
colIndexes = columns[:nCols]
|
389 |
-
nColsDf = len(df.columns)
|
390 |
-
for i in range(nCols):
|
391 |
-
ci = colIndexes[i]
|
392 |
-
assert ci < nColsDf, "col index {} outside range".format(ci)
|
393 |
-
col = df.loc[ : , ci]
|
394 |
-
assert isCategorical(col), "data is not categorical"
|
395 |
-
col = col.tolist()
|
396 |
-
cn = columns[i + nCols]
|
397 |
-
self.__addDataSet(cn, col, DataSetMetaData.dtypeCat)
|
398 |
-
else:
|
399 |
-
for c in columns:
|
400 |
-
col = df[c].tolist()
|
401 |
-
self.__addDataSet(c, col, DataSetMetaData.dtypeCat)
|
402 |
-
|
403 |
-
def addListCatData(self, ds, name):
|
404 |
-
"""
|
405 |
-
add categorical list data
|
406 |
-
|
407 |
-
Parameters
|
408 |
-
ds : list with data
|
409 |
-
name : name of data set
|
410 |
-
"""
|
411 |
-
self.__printBanner("adding categorical list data")
|
412 |
-
assert type(ds) == list, "data not a list"
|
413 |
-
assert isCategorical(ds), "data is not categorical"
|
414 |
-
self.__addDataSet(name, ds, DataSetMetaData.dtypeCat)
|
415 |
-
self.__printDone()
|
416 |
-
|
417 |
-
def remData(self, ds):
|
418 |
-
"""
|
419 |
-
removes data set
|
420 |
-
|
421 |
-
Parameters
|
422 |
-
ds : data set name
|
423 |
-
"""
|
424 |
-
self.__printBanner("removing data set", ds)
|
425 |
-
assert ds in self.dataSets, "data set {} does not exist, please add it first".format(ds)
|
426 |
-
self.dataSets.pop(ds)
|
427 |
-
self.metaData.pop(ds)
|
428 |
-
names = self.showNames()
|
429 |
-
self.__printDone()
|
430 |
-
return names
|
431 |
-
|
432 |
-
def addNote(self, ds, note):
|
433 |
-
"""
|
434 |
-
get data
|
435 |
-
|
436 |
-
Parameters
|
437 |
-
ds : data set name or list or numpy array with data
|
438 |
-
note: note text
|
439 |
-
"""
|
440 |
-
self.__printBanner("adding note")
|
441 |
-
assert ds in self.dataSets, "data set {} does not exist, please add it first".format(ds)
|
442 |
-
mdata = self.metaData[ds]
|
443 |
-
mdata.addNote(note)
|
444 |
-
self.__printDone()
|
445 |
-
|
446 |
-
def getNotes(self, ds):
|
447 |
-
"""
|
448 |
-
get data
|
449 |
-
|
450 |
-
Parameters
|
451 |
-
ds : data set name or list or numpy array with data
|
452 |
-
"""
|
453 |
-
self.__printBanner("getting notes")
|
454 |
-
assert ds in self.dataSets, "data set {} does not exist, please add it first".format(ds)
|
455 |
-
mdata = self.metaData[ds]
|
456 |
-
dnotes = mdata.notes
|
457 |
-
if self.verbose:
|
458 |
-
for dn in dnotes:
|
459 |
-
print(dn)
|
460 |
-
return dnotes
|
461 |
-
|
462 |
-
def getNumericData(self, ds):
|
463 |
-
"""
|
464 |
-
get numeric data
|
465 |
-
|
466 |
-
Parameters
|
467 |
-
ds : data set name or list or numpy array with data
|
468 |
-
"""
|
469 |
-
if type(ds) == str:
|
470 |
-
assert ds in self.dataSets, "data set {} does not exist, please add it first".format(ds)
|
471 |
-
assert self.metaData[ds].dtype == DataSetMetaData.dtypeNum, "data set {} is expected to be numerical type for this operation".format(ds)
|
472 |
-
data = self.dataSets[ds]
|
473 |
-
elif type(ds) == list:
|
474 |
-
assert isNumeric(ds), "data is not numeric"
|
475 |
-
data = np.array(ds)
|
476 |
-
elif type(ds) == np.ndarray:
|
477 |
-
data = ds
|
478 |
-
else:
|
479 |
-
raise "invalid type, expecting data set name, list or ndarray"
|
480 |
-
return data
|
481 |
-
|
482 |
-
|
483 |
-
def getCatData(self, ds):
|
484 |
-
"""
|
485 |
-
get categorical data
|
486 |
-
|
487 |
-
Parameters
|
488 |
-
ds : data set name or list with data
|
489 |
-
"""
|
490 |
-
if type(ds) == str:
|
491 |
-
assert ds in self.dataSets, "data set {} does not exist, please add it first".format(ds)
|
492 |
-
assert self.metaData[ds].dtype == DataSetMetaData.dtypeCat, "data set {} is expected to be categorical type for this operation".format(ds)
|
493 |
-
data = self.dataSets[ds]
|
494 |
-
elif type(ds) == list:
|
495 |
-
assert isCategorical(ds), "data is not categorical"
|
496 |
-
data = ds
|
497 |
-
else:
|
498 |
-
raise "invalid type, expecting data set name or list"
|
499 |
-
return data
|
500 |
-
|
501 |
-
def getAnyData(self, ds):
|
502 |
-
"""
|
503 |
-
get any data
|
504 |
-
|
505 |
-
Parameters
|
506 |
-
ds : data set name or list with data
|
507 |
-
"""
|
508 |
-
if type(ds) == str:
|
509 |
-
assert ds in self.dataSets, "data set {} does not exist, please add it first".format(ds)
|
510 |
-
data = self.dataSets[ds]
|
511 |
-
elif type(ds) == list:
|
512 |
-
data = ds
|
513 |
-
else:
|
514 |
-
raise "invalid type, expecting data set name or list"
|
515 |
-
return data
|
516 |
-
|
517 |
-
def loadCatFloatDataFrame(self, ds1, ds2):
|
518 |
-
"""
|
519 |
-
loads float and cat data into data frame
|
520 |
-
|
521 |
-
Parameters
|
522 |
-
ds1: data set name or list
|
523 |
-
ds2: data set name or list or numpy array
|
524 |
-
"""
|
525 |
-
data1 = self.getCatData(ds1)
|
526 |
-
data2 = self.getNumericData(ds2)
|
527 |
-
self.ensureSameSize([data1, data2])
|
528 |
-
df1 = pd.DataFrame(data=data1)
|
529 |
-
df2 = pd.DataFrame(data=data2)
|
530 |
-
df = pd.concat([df1,df2], axis=1)
|
531 |
-
df.columns = range(df.shape[1])
|
532 |
-
return df
|
533 |
-
|
534 |
-
def showNames(self):
|
535 |
-
"""
|
536 |
-
lists data set names
|
537 |
-
"""
|
538 |
-
self.__printBanner("listing data set names")
|
539 |
-
names = self.dataSets.keys()
|
540 |
-
if self.verbose:
|
541 |
-
print("data sets")
|
542 |
-
for ds in names:
|
543 |
-
print(ds)
|
544 |
-
self.__printDone()
|
545 |
-
return names
|
546 |
-
|
547 |
-
def plot(self, ds, yscale=None):
|
548 |
-
"""
|
549 |
-
plots data
|
550 |
-
|
551 |
-
Parameters
|
552 |
-
ds: data set name or list or numpy array
|
553 |
-
yscale: y scale
|
554 |
-
"""
|
555 |
-
self.__printBanner("plotting data", ds)
|
556 |
-
data = self.getNumericData(ds)
|
557 |
-
drawLine(data, yscale)
|
558 |
-
|
559 |
-
def plotZoomed(self, ds, beg, end, yscale=None):
|
560 |
-
"""
|
561 |
-
plots zoomed data
|
562 |
-
|
563 |
-
Parameters
|
564 |
-
ds: data set name or list or numpy array
|
565 |
-
beg: begin offset
|
566 |
-
end: end offset
|
567 |
-
yscale: y scale
|
568 |
-
"""
|
569 |
-
self.__printBanner("plotting data", ds)
|
570 |
-
data = self.getNumericData(ds)
|
571 |
-
drawLine(data[beg:end], yscale)
|
572 |
-
|
573 |
-
def scatterPlot(self, ds1, ds2):
|
574 |
-
"""
|
575 |
-
scatter plots data
|
576 |
-
|
577 |
-
Parameters
|
578 |
-
ds1: data set name or list or numpy array
|
579 |
-
ds2: data set name or list or numpy array
|
580 |
-
"""
|
581 |
-
self.__printBanner("scatter plotting data", ds1, ds2)
|
582 |
-
data1 = self.getNumericData(ds1)
|
583 |
-
data2 = self.getNumericData(ds2)
|
584 |
-
self.ensureSameSize([data1, data2])
|
585 |
-
x = np.arange(1, len(data1)+1, 1)
|
586 |
-
plt.scatter(x, data1 ,color="red")
|
587 |
-
plt.scatter(x, data2 ,color="blue")
|
588 |
-
plt.show()
|
589 |
-
|
590 |
-
def print(self, ds):
|
591 |
-
"""
|
592 |
-
prunt data
|
593 |
-
|
594 |
-
Parameters
|
595 |
-
ds: data set name or list or numpy array
|
596 |
-
"""
|
597 |
-
self.__printBanner("printing data", ds)
|
598 |
-
assert ds in self.dataSets, "data set {} does not exist, please add it first".format(ds)
|
599 |
-
data = self.dataSets[ds]
|
600 |
-
if self.verbore:
|
601 |
-
print(formatAny(len(data), "size"))
|
602 |
-
print("showing first 50 elements" )
|
603 |
-
print(data[:50])
|
604 |
-
|
605 |
-
def plotHist(self, ds, cumulative, density, nbins=20):
|
606 |
-
"""
|
607 |
-
plots histogram
|
608 |
-
|
609 |
-
Parameters
|
610 |
-
ds: data set name or list or numpy array
|
611 |
-
cumulative : True if cumulative
|
612 |
-
density : True to normalize for probability density
|
613 |
-
nbins : no of bins
|
614 |
-
"""
|
615 |
-
self.__printBanner("plotting histogram", ds)
|
616 |
-
data = self.getNumericData(ds)
|
617 |
-
plt.hist(data, bins=nbins, cumulative=cumulative, density=density)
|
618 |
-
plt.show()
|
619 |
-
|
620 |
-
def isMonotonicallyChanging(self, ds):
|
621 |
-
"""
|
622 |
-
checks if monotonically increasing or decreasing
|
623 |
-
|
624 |
-
Parameters
|
625 |
-
ds: data set name or list or numpy array
|
626 |
-
"""
|
627 |
-
self.__printBanner("checking monotonic change", ds)
|
628 |
-
data = self.getNumericData(ds)
|
629 |
-
monoIncreasing = all(list(map(lambda i : data[i] >= data[i-1], range(1, len(data), 1))))
|
630 |
-
monoDecreasing = all(list(map(lambda i : data[i] <= data[i-1], range(1, len(data), 1))))
|
631 |
-
result = self.__printResult("monoIncreasing", monoIncreasing, "monoDecreasing", monoDecreasing)
|
632 |
-
return result
|
633 |
-
|
634 |
-
def getFreqDistr(self, ds, nbins=20):
|
635 |
-
"""
|
636 |
-
get histogram
|
637 |
-
|
638 |
-
Parameters
|
639 |
-
ds: data set name or list or numpy array
|
640 |
-
nbins: num of bins
|
641 |
-
"""
|
642 |
-
self.__printBanner("getting histogram", ds)
|
643 |
-
data = self.getNumericData(ds)
|
644 |
-
frequency, lowLimit, binsize, extraPoints = sta.relfreq(data, numbins=nbins)
|
645 |
-
result = self.__printResult("frequency", frequency, "lowLimit", lowLimit, "binsize", binsize, "extraPoints", extraPoints)
|
646 |
-
return result
|
647 |
-
|
648 |
-
|
649 |
-
def getCumFreqDistr(self, ds, nbins=20):
|
650 |
-
"""
|
651 |
-
get cumulative freq distribution
|
652 |
-
|
653 |
-
Parameters
|
654 |
-
ds: data set name or list or numpy array
|
655 |
-
nbins: num of bins
|
656 |
-
"""
|
657 |
-
self.__printBanner("getting cumulative freq distribution", ds)
|
658 |
-
data = self.getNumericData(ds)
|
659 |
-
cumFrequency, lowLimit, binsize, extraPoints = sta.cumfreq(data, numbins=nbins)
|
660 |
-
result = self.__printResult("cumFrequency", cumFrequency, "lowLimit", lowLimit, "binsize", binsize, "extraPoints", extraPoints)
|
661 |
-
return result
|
662 |
-
|
663 |
-
def getExtremeValue(self, ds, ensamp, nsamp, polarity, doPlotDistr, nbins=20):
|
664 |
-
"""
|
665 |
-
get extreme values
|
666 |
-
|
667 |
-
Parameters
|
668 |
-
ds: data set name or list or numpy array
|
669 |
-
ensamp: num of samples for extreme values
|
670 |
-
nsamp: num of samples
|
671 |
-
polarity: max or min
|
672 |
-
doPlotDistr: plot distr
|
673 |
-
nbins: num of bins
|
674 |
-
"""
|
675 |
-
self.__printBanner("getting extreme values", ds)
|
676 |
-
data = self.getNumericData(ds)
|
677 |
-
evalues = list()
|
678 |
-
for _ in range(ensamp):
|
679 |
-
values = selectRandomSubListFromListWithRepl(data, nsamp)
|
680 |
-
if polarity == "max":
|
681 |
-
evalues.append(max(values))
|
682 |
-
else:
|
683 |
-
evalues.append(min(values))
|
684 |
-
if doPlotDistr:
|
685 |
-
plt.hist(evalues, bins=nbins, cumulative=False, density=True)
|
686 |
-
plt.show()
|
687 |
-
result = self.__printResult("extremeValues", evalues)
|
688 |
-
return result
|
689 |
-
|
690 |
-
|
691 |
-
def getEntropy(self, ds, nbins=20):
|
692 |
-
"""
|
693 |
-
get entropy
|
694 |
-
|
695 |
-
Parameters
|
696 |
-
ds: data set name or list or numpy array
|
697 |
-
nbins: num of bins
|
698 |
-
"""
|
699 |
-
self.__printBanner("getting entropy", ds)
|
700 |
-
data = self.getNumericData(ds)
|
701 |
-
result = self.getFreqDistr(data, nbins)
|
702 |
-
entropy = sta.entropy(result["frequency"])
|
703 |
-
result = self.__printResult("entropy", entropy)
|
704 |
-
return result
|
705 |
-
|
706 |
-
def getRelEntropy(self, ds1, ds2, nbins=20):
|
707 |
-
"""
|
708 |
-
get relative entropy or KL divergence with both data sets numeric
|
709 |
-
|
710 |
-
Parameters
|
711 |
-
ds1: data set name or list or numpy array
|
712 |
-
ds2: data set name or list or numpy array
|
713 |
-
nbins: num of bins
|
714 |
-
"""
|
715 |
-
self.__printBanner("getting relative entropy or KL divergence", ds1, ds2)
|
716 |
-
data1 = self.getNumericData(ds1)
|
717 |
-
data2 = self.getNumericData(ds2)
|
718 |
-
result1 = self .getFeqDistr(data1, nbins)
|
719 |
-
freq1 = result1["frequency"]
|
720 |
-
result2 = self .getFeqDistr(data2, nbins)
|
721 |
-
freq2 = result2["frequency"]
|
722 |
-
entropy = sta.entropy(freq1, freq2)
|
723 |
-
result = self.__printResult("relEntropy", entropy)
|
724 |
-
return result
|
725 |
-
|
726 |
-
def getAnyEntropy(self, ds, dt, nbins=20):
|
727 |
-
"""
|
728 |
-
get entropy of any data typr numeric or categorical
|
729 |
-
|
730 |
-
Parameters
|
731 |
-
ds: data set name or list or numpy array
|
732 |
-
dt : data type num or cat
|
733 |
-
nbins: num of bins
|
734 |
-
"""
|
735 |
-
entropy = self.getEntropy(ds, nbins)["entropy"] if dt == "num" else self.getStatsCat(ds)["entropy"]
|
736 |
-
result = self.__printResult("entropy", entropy)
|
737 |
-
return result
|
738 |
-
|
739 |
-
def getJointEntropy(self, ds1, ds2, nbins=20):
|
740 |
-
"""
|
741 |
-
get joint entropy with both data sets numeric
|
742 |
-
|
743 |
-
Parameters
|
744 |
-
ds1: data set name or list or numpy array
|
745 |
-
ds2: data set name or list or numpy array
|
746 |
-
nbins: num of bins
|
747 |
-
"""
|
748 |
-
self.__printBanner("getting join entropy", ds1, ds2)
|
749 |
-
data1 = self.getNumericData(ds1)
|
750 |
-
data2 = self.getNumericData(ds2)
|
751 |
-
self.ensureSameSize([data1, data2])
|
752 |
-
hist, xedges, yedges = np.histogram2d(data1, data2, bins=nbins)
|
753 |
-
hist = hist.flatten()
|
754 |
-
ssize = len(data1)
|
755 |
-
hist = hist / ssize
|
756 |
-
entropy = sta.entropy(hist)
|
757 |
-
result = self.__printResult("jointEntropy", entropy)
|
758 |
-
return result
|
759 |
-
|
760 |
-
|
761 |
-
def getAllNumMutualInfo(self, ds1, ds2, nbins=20):
|
762 |
-
"""
|
763 |
-
get mutual information for both numeric data
|
764 |
-
|
765 |
-
Parameters
|
766 |
-
ds1: data set name or list or numpy array
|
767 |
-
ds2: data set name or list or numpy array
|
768 |
-
nbins: num of bins
|
769 |
-
"""
|
770 |
-
self.__printBanner("getting mutual information", ds1, ds2)
|
771 |
-
en1 = self.getEntropy(ds1,nbins)
|
772 |
-
en2 = self.getEntropy(ds2,nbins)
|
773 |
-
en = self.getJointEntropy(ds1, ds2, nbins)
|
774 |
-
|
775 |
-
mutInfo = en1["entropy"] + en2["entropy"] - en["jointEntropy"]
|
776 |
-
result = self.__printResult("mutInfo", mutInfo)
|
777 |
-
return result
|
778 |
-
|
779 |
-
|
780 |
-
def getNumCatMutualInfo(self, nds, cds ,nbins=20):
|
781 |
-
"""
|
782 |
-
get mutiual information between numeric and categorical data
|
783 |
-
|
784 |
-
Parameters
|
785 |
-
nds: numeric data set name or list or numpy array
|
786 |
-
cds: categoric data set name or list
|
787 |
-
nbins: num of bins
|
788 |
-
"""
|
789 |
-
self.__printBanner("getting mutual information of numerical and categorical data", nds, cds)
|
790 |
-
ndata = self.getNumericData(nds)
|
791 |
-
cds = self.getCatData(cds)
|
792 |
-
nentr = self.getEntropy(nds)["entropy"]
|
793 |
-
|
794 |
-
#conditional entropy
|
795 |
-
cdistr = self.getStatsCat(cds)["distr"]
|
796 |
-
grdata = self.getGroupByData(nds, cds, True)["groupedData"]
|
797 |
-
cnentr = 0
|
798 |
-
for gr, data in grdata.items():
|
799 |
-
self.addListNumericData(data, "grdata")
|
800 |
-
gnentr = self.getEntropy("grdata")["entropy"]
|
801 |
-
cnentr += gnentr * cdistr[gr]
|
802 |
-
|
803 |
-
mutInfo = nentr - cnentr
|
804 |
-
result = self.__printResult("mutInfo", mutInfo, "entropy", nentr, "condEntropy", cnentr)
|
805 |
-
return result
|
806 |
-
|
807 |
-
def getTwoCatMutualInfo(self, cds1, cds2):
|
808 |
-
"""
|
809 |
-
get mutiual information between 2 categorical data sets
|
810 |
-
|
811 |
-
Parameters
|
812 |
-
cds1 : categoric data set name or list
|
813 |
-
cds2 : categoric data set name or list
|
814 |
-
"""
|
815 |
-
self.__printBanner("getting mutual information of two categorical data sets", cds1, cds2)
|
816 |
-
cdata1 = self.getCatData(cds1)
|
817 |
-
cdata2 = self.getCatData(cds1)
|
818 |
-
centr = self.getStatsCat(cds1)["entropy"]
|
819 |
-
|
820 |
-
#conditional entropy
|
821 |
-
cdistr = self.getStatsCat(cds2)["distr"]
|
822 |
-
grdata = self.getGroupByData(cds1, cds2, True)["groupedData"]
|
823 |
-
ccentr = 0
|
824 |
-
for gr, data in grdata.items():
|
825 |
-
self.addListCatData(data, "grdata")
|
826 |
-
gcentr = self.getStatsCat("grdata")["entropy"]
|
827 |
-
ccentr += gcentr * cdistr[gr]
|
828 |
-
|
829 |
-
mutInfo = centr - ccentr
|
830 |
-
result = self.__printResult("mutInfo", mutInfo, "entropy", centr, "condEntropy", ccentr)
|
831 |
-
return result
|
832 |
-
|
833 |
-
def getMutualInfo(self, dst, nbins=20):
|
834 |
-
"""
|
835 |
-
get mutiual information between 2 data sets,any combination numerical and categorical
|
836 |
-
|
837 |
-
Parameters
|
838 |
-
dst : data source , data type, data source , data type
|
839 |
-
nbins : num of bins
|
840 |
-
"""
|
841 |
-
assertEqual(len(dst), 4, "invalid data source and data type list size")
|
842 |
-
dtypes = ["num", "cat"]
|
843 |
-
assertInList(dst[1], dtypes, "invalid data type")
|
844 |
-
assertInList(dst[3], dtypes, "invalid data type")
|
845 |
-
self.__printBanner("getting mutual information of any mix numerical and categorical data", dst[0], dst[2])
|
846 |
-
|
847 |
-
if dst[1] == "num":
|
848 |
-
mutInfo = self.getAllNumMutualInfo(dst[0], dst[2], nbins)["mutInfo"] if dst[3] == "num" \
|
849 |
-
else self.getNumCatMutualInfo(dst[0], dst[2], nbins)["mutInfo"]
|
850 |
-
else:
|
851 |
-
mutInfo = self.getNumCatMutualInfo(dst[2], dst[0], nbins)["mutInfo"] if dst[3] == "num" \
|
852 |
-
else self.getTwoCatMutualInfo(dst[2], dst[0])["mutInfo"]
|
853 |
-
|
854 |
-
result = self.__printResult("mutInfo", mutInfo)
|
855 |
-
return result
|
856 |
-
|
857 |
-
|
858 |
-
def getCondMutualInfo(self, dst, nbins=20):
|
859 |
-
"""
|
860 |
-
get conditional mutiual information between 2 data sets,any combination numerical and categorical
|
861 |
-
|
862 |
-
Parameters
|
863 |
-
dst : data source , data type, data source , data type, data source , data type
|
864 |
-
nbins : num of bins
|
865 |
-
"""
|
866 |
-
assertEqual(len(dst), 6, "invalid data source and data type list size")
|
867 |
-
dtypes = ["num", "cat"]
|
868 |
-
assertInList(dst[1], dtypes, "invalid data type")
|
869 |
-
assertInList(dst[3], dtypes, "invalid data type")
|
870 |
-
assertInList(dst[5], dtypes, "invalid data type")
|
871 |
-
self.__printBanner("getting conditional mutual information of any mix numerical and categorical data", dst[0], dst[2])
|
872 |
-
|
873 |
-
if dst[5] == "cat":
|
874 |
-
cdistr = self.getStatsCat(dst[4])["distr"]
|
875 |
-
grdata1 = self.getGroupByData(dst[0], dst[4], True)["groupedData"]
|
876 |
-
grdata2 = self.getGroupByData(dst[2], dst[4], True)["groupedData"]
|
877 |
-
|
878 |
-
else:
|
879 |
-
gdata = self.getNumericData(dst[4])
|
880 |
-
hist = Histogram.createWithNumBins(gdata, nbins)
|
881 |
-
cdistr = hist.distr()
|
882 |
-
grdata1 = self.getGroupByData(dst[0], dst[4], False)["groupedData"]
|
883 |
-
grdata2 = self.getGroupByData(dst[2], dst[4], False)["groupedData"]
|
884 |
-
|
885 |
-
|
886 |
-
cminfo = 0
|
887 |
-
for gr in grdata1.keys():
|
888 |
-
data1 = grdata1[gr]
|
889 |
-
data2 = grdata2[gr]
|
890 |
-
if dst[1] == "num":
|
891 |
-
self.addListNumericData(data1, "grdata1")
|
892 |
-
else:
|
893 |
-
self.addListCatData(data1, "grdata1")
|
894 |
-
|
895 |
-
if dst[3] == "num":
|
896 |
-
self.addListNumericData(data2, "grdata2")
|
897 |
-
else:
|
898 |
-
self.addListCatData(data2, "grdata2")
|
899 |
-
gdst = ["grdata1", dst[1], "grdata2", dst[3]]
|
900 |
-
minfo = self.getMutualInfo(gdst, nbins)["mutInfo"]
|
901 |
-
cminfo += minfo * cdistr[gr]
|
902 |
-
|
903 |
-
result = self.__printResult("condMutInfo", cminfo)
|
904 |
-
return result
|
905 |
-
|
906 |
-
def getPercentile(self, ds, value):
|
907 |
-
"""
|
908 |
-
gets percentile
|
909 |
-
|
910 |
-
Parameters
|
911 |
-
ds: data set name or list or numpy array
|
912 |
-
value: the value
|
913 |
-
"""
|
914 |
-
self.__printBanner("getting percentile", ds)
|
915 |
-
data = self.getNumericData(ds)
|
916 |
-
percent = sta.percentileofscore(data, value)
|
917 |
-
result = self.__printResult("value", value, "percentile", percent)
|
918 |
-
return result
|
919 |
-
|
920 |
-
def getValueRangePercentile(self, ds, value1, value2):
|
921 |
-
"""
|
922 |
-
gets percentile
|
923 |
-
|
924 |
-
Parameters
|
925 |
-
ds: data set name or list or numpy array
|
926 |
-
value1: first value
|
927 |
-
value2: second value
|
928 |
-
"""
|
929 |
-
self.__printBanner("getting percentile difference for value range", ds)
|
930 |
-
if value1 < value2:
|
931 |
-
v1 = value1
|
932 |
-
v2 = value2
|
933 |
-
else:
|
934 |
-
v1 = value2
|
935 |
-
v2 = value1
|
936 |
-
data = self.getNumericData(ds)
|
937 |
-
per1 = sta.percentileofscore(data, v1)
|
938 |
-
per2 = sta.percentileofscore(data, v2)
|
939 |
-
result = self.__printResult("valueFirst", value1, "valueSecond", value2, "percentileDiff", per2 - per1)
|
940 |
-
return result
|
941 |
-
|
942 |
-
def getValueAtPercentile(self, ds, percent):
|
943 |
-
"""
|
944 |
-
gets value at percentile
|
945 |
-
|
946 |
-
Parameters
|
947 |
-
ds: data set name or list or numpy array
|
948 |
-
percent: percentile
|
949 |
-
"""
|
950 |
-
self.__printBanner("getting value at percentile", ds)
|
951 |
-
data = self.getNumericData(ds)
|
952 |
-
assert isInRange(percent, 0, 100), "percent should be between 0 and 100"
|
953 |
-
value = sta.scoreatpercentile(data, percent)
|
954 |
-
result = self.__printResult("value", value, "percentile", percent)
|
955 |
-
return result
|
956 |
-
|
957 |
-
def getLessThanValues(self, ds, cvalue):
|
958 |
-
"""
|
959 |
-
gets values less than given value
|
960 |
-
|
961 |
-
Parameters
|
962 |
-
ds: data set name or list or numpy array
|
963 |
-
cvalue: condition value
|
964 |
-
"""
|
965 |
-
self.__printBanner("getting values less than", ds)
|
966 |
-
fdata = self.__getCondValues(ds, cvalue, "lt")
|
967 |
-
result = self.__printResult("count", len(fdata), "lessThanvalues", fdata )
|
968 |
-
return result
|
969 |
-
|
970 |
-
|
971 |
-
def getGreaterThanValues(self, ds, cvalue):
|
972 |
-
"""
|
973 |
-
gets values greater than given value
|
974 |
-
|
975 |
-
Parameters
|
976 |
-
ds: data set name or list or numpy array
|
977 |
-
cvalue: condition value
|
978 |
-
"""
|
979 |
-
self.__printBanner("getting values greater than", ds)
|
980 |
-
fdata = self.__getCondValues(ds, cvalue, "gt")
|
981 |
-
result = self.__printResult("count", len(fdata), "greaterThanvalues", fdata )
|
982 |
-
return result
|
983 |
-
|
984 |
-
def __getCondValues(self, ds, cvalue, cond):
|
985 |
-
"""
|
986 |
-
gets cinditional values
|
987 |
-
|
988 |
-
Parameters
|
989 |
-
ds: data set name or list or numpy array
|
990 |
-
cvalue: condition value
|
991 |
-
cond: condition
|
992 |
-
"""
|
993 |
-
data = self.getNumericData(ds)
|
994 |
-
if cond == "lt":
|
995 |
-
ind = np.where(data < cvalue)
|
996 |
-
else:
|
997 |
-
ind = np.where(data > cvalue)
|
998 |
-
fdata = data[ind]
|
999 |
-
return fdata
|
1000 |
-
|
1001 |
-
def getUniqueValueCounts(self, ds, maxCnt=10):
|
1002 |
-
"""
|
1003 |
-
gets unique values and counts
|
1004 |
-
|
1005 |
-
Parameters
|
1006 |
-
ds: data set name or list or numpy array
|
1007 |
-
maxCnt; max value count pairs to return
|
1008 |
-
"""
|
1009 |
-
self.__printBanner("getting unique values and counts", ds)
|
1010 |
-
data = self.getNumericData(ds)
|
1011 |
-
values, counts = sta.find_repeats(data)
|
1012 |
-
cardinality = len(values)
|
1013 |
-
vc = list(zip(values, counts))
|
1014 |
-
vc.sort(key = lambda v : v[1], reverse = True)
|
1015 |
-
result = self.__printResult("cardinality", cardinality, "vunique alues and repeat counts", vc[:maxCnt])
|
1016 |
-
return result
|
1017 |
-
|
1018 |
-
def getCatUniqueValueCounts(self, ds, maxCnt=10):
|
1019 |
-
"""
|
1020 |
-
gets unique categorical values and counts
|
1021 |
-
|
1022 |
-
Parameters
|
1023 |
-
ds: data set name or list or numpy array
|
1024 |
-
maxCnt: max value count pairs to return
|
1025 |
-
"""
|
1026 |
-
self.__printBanner("getting unique categorical values and counts", ds)
|
1027 |
-
data = self.getCatData(ds)
|
1028 |
-
series = pd.Series(data)
|
1029 |
-
uvalues = series.value_counts()
|
1030 |
-
values = uvalues.index.tolist()
|
1031 |
-
counts = uvalues.tolist()
|
1032 |
-
vc = list(zip(values, counts))
|
1033 |
-
vc.sort(key = lambda v : v[1], reverse = True)
|
1034 |
-
result = self.__printResult("cardinality", len(values), "unique values and repeat counts", vc[:maxCnt])
|
1035 |
-
return result
|
1036 |
-
|
1037 |
-
def getCatAlphaValueCounts(self, ds):
|
1038 |
-
"""
|
1039 |
-
gets alphabetic value count
|
1040 |
-
|
1041 |
-
Parameters
|
1042 |
-
ds: data set name or list or numpy array
|
1043 |
-
"""
|
1044 |
-
self.__printBanner("getting alphabetic value counts", ds)
|
1045 |
-
data = self.getCatData(ds)
|
1046 |
-
series = pd.Series(data)
|
1047 |
-
flags = series.str.isalpha().tolist()
|
1048 |
-
count = sum(flags)
|
1049 |
-
result = self.__printResult("alphabeticValueCount", count)
|
1050 |
-
return result
|
1051 |
-
|
1052 |
-
|
1053 |
-
def getCatNumValueCounts(self, ds):
|
1054 |
-
"""
|
1055 |
-
gets numeric value count
|
1056 |
-
|
1057 |
-
Parameters
|
1058 |
-
ds: data set name or list or numpy array
|
1059 |
-
"""
|
1060 |
-
self.__printBanner("getting numeric value counts", ds)
|
1061 |
-
data = self.getCatData(ds)
|
1062 |
-
series = pd.Series(data)
|
1063 |
-
flags = series.str.isnumeric().tolist()
|
1064 |
-
count = sum(flags)
|
1065 |
-
result = self.__printResult("numericValueCount", count)
|
1066 |
-
return result
|
1067 |
-
|
1068 |
-
|
1069 |
-
def getCatAlphaNumValueCounts(self, ds):
|
1070 |
-
"""
|
1071 |
-
gets alpha numeric value count
|
1072 |
-
|
1073 |
-
Parameters
|
1074 |
-
ds: data set name or list or numpy array
|
1075 |
-
"""
|
1076 |
-
self.__printBanner("getting alpha numeric value counts", ds)
|
1077 |
-
data = self.getCatData(ds)
|
1078 |
-
series = pd.Series(data)
|
1079 |
-
flags = series.str.isalnum().tolist()
|
1080 |
-
count = sum(flags)
|
1081 |
-
result = self.__printResult("alphaNumericValueCount", count)
|
1082 |
-
return result
|
1083 |
-
|
1084 |
-
def getCatAllCharCounts(self, ds):
|
1085 |
-
"""
|
1086 |
-
gets alphabetic, numeric and special char count list
|
1087 |
-
|
1088 |
-
Parameters
|
1089 |
-
ds: data set name or list or numpy array
|
1090 |
-
"""
|
1091 |
-
self.__printBanner("getting alphabetic, numeric and special char counts", ds)
|
1092 |
-
data = self.getCatData(ds)
|
1093 |
-
counts = list()
|
1094 |
-
for d in data:
|
1095 |
-
r = getAlphaNumCharCount(d)
|
1096 |
-
counts.append(r)
|
1097 |
-
result = self.__printResult("allTypeCharCounts", counts)
|
1098 |
-
return result
|
1099 |
-
|
1100 |
-
def getCatAlphaCharCounts(self, ds):
|
1101 |
-
"""
|
1102 |
-
gets alphabetic char count list
|
1103 |
-
|
1104 |
-
Parameters
|
1105 |
-
ds: data set name or list or numpy array
|
1106 |
-
"""
|
1107 |
-
self.__printBanner("getting alphabetic char counts", ds)
|
1108 |
-
data = self.getCatData(ds)
|
1109 |
-
counts = self.getCatAllCharCounts(ds)["allTypeCharCounts"]
|
1110 |
-
counts = list(map(lambda r : r[0], counts))
|
1111 |
-
result = self.__printResult("alphaCharCounts", counts)
|
1112 |
-
return result
|
1113 |
-
|
1114 |
-
def getCatNumCharCounts(self, ds):
|
1115 |
-
"""
|
1116 |
-
gets numeric char count list
|
1117 |
-
|
1118 |
-
Parameters
|
1119 |
-
ds: data set name or list or numpy array
|
1120 |
-
"""
|
1121 |
-
self.__printBanner("getting numeric char counts", ds)
|
1122 |
-
data = self.getCatData(ds)
|
1123 |
-
counts = self.getCatAllCharCounts(ds)["allTypeCharCounts"]
|
1124 |
-
counts = list(map(lambda r : r[1], counts))
|
1125 |
-
result = self.__printResult("numCharCounts", counts)
|
1126 |
-
return result
|
1127 |
-
|
1128 |
-
def getCatSpecialCharCounts(self, ds):
|
1129 |
-
"""
|
1130 |
-
gets special char count list
|
1131 |
-
|
1132 |
-
Parameters
|
1133 |
-
ds: data set name or list or numpy array
|
1134 |
-
"""
|
1135 |
-
self.__printBanner("getting special char counts", ds)
|
1136 |
-
counts = self.getCatAllCharCounts(ds)["allTypeCharCounts"]
|
1137 |
-
counts = list(map(lambda r : r[2], counts))
|
1138 |
-
result = self.__printResult("specialCharCounts", counts)
|
1139 |
-
return result
|
1140 |
-
|
1141 |
-
def getCatAlphaCharCountStats(self, ds):
|
1142 |
-
"""
|
1143 |
-
gets alphabetic char count stats
|
1144 |
-
|
1145 |
-
Parameters
|
1146 |
-
ds: data set name or list or numpy array
|
1147 |
-
"""
|
1148 |
-
self.__printBanner("getting alphabetic char count stats", ds)
|
1149 |
-
counts = self.getCatAlphaCharCounts(ds)["alphaCharCounts"]
|
1150 |
-
nz = counts.count(0)
|
1151 |
-
st = self.__getBasicStats(np.array(counts))
|
1152 |
-
result = self.__printResult("mean", st[0], "std dev", st[1], "max", st[2], "min", st[3], "zeroCount", nz)
|
1153 |
-
return result
|
1154 |
-
|
1155 |
-
def getCatNumCharCountStats(self, ds):
|
1156 |
-
"""
|
1157 |
-
gets numeric char count stats
|
1158 |
-
|
1159 |
-
Parameters
|
1160 |
-
ds: data set name or list or numpy array
|
1161 |
-
"""
|
1162 |
-
self.__printBanner("getting numeric char count stats", ds)
|
1163 |
-
counts = self.getCatNumCharCounts(ds)["numCharCounts"]
|
1164 |
-
nz = counts.count(0)
|
1165 |
-
st = self.__getBasicStats(np.array(counts))
|
1166 |
-
result = self.__printResult("mean", st[0], "std dev", st[1], "max", st[2], "min", st[3], "zeroCount", nz)
|
1167 |
-
return result
|
1168 |
-
|
1169 |
-
def getCatSpecialCharCountStats(self, ds):
|
1170 |
-
"""
|
1171 |
-
gets special char count stats
|
1172 |
-
|
1173 |
-
Parameters
|
1174 |
-
ds: data set name or list or numpy array
|
1175 |
-
"""
|
1176 |
-
self.__printBanner("getting special char count stats", ds)
|
1177 |
-
counts = self.getCatSpecialCharCounts(ds)["specialCharCounts"]
|
1178 |
-
nz = counts.count(0)
|
1179 |
-
st = self.__getBasicStats(np.array(counts))
|
1180 |
-
result = self.__printResult("mean", st[0], "std dev", st[1], "max", st[2], "min", st[3], "zeroCount", nz)
|
1181 |
-
return result
|
1182 |
-
|
1183 |
-
def getCatFldLenStats(self, ds):
|
1184 |
-
"""
|
1185 |
-
gets field length stats
|
1186 |
-
|
1187 |
-
Parameters
|
1188 |
-
ds: data set name or list or numpy array
|
1189 |
-
"""
|
1190 |
-
self.__printBanner("getting field length stats", ds)
|
1191 |
-
data = self.getCatData(ds)
|
1192 |
-
le = list(map(lambda d: len(d), data))
|
1193 |
-
st = self.__getBasicStats(np.array(le))
|
1194 |
-
result = self.__printResult("mean", st[0], "std dev", st[1], "max", st[2], "min", st[3])
|
1195 |
-
return result
|
1196 |
-
|
1197 |
-
def getCatCharCountStats(self, ds, ch):
|
1198 |
-
"""
|
1199 |
-
gets specified char ocuurence count stats
|
1200 |
-
|
1201 |
-
Parameters
|
1202 |
-
ds: data set name or list or numpy array
|
1203 |
-
ch : character
|
1204 |
-
"""
|
1205 |
-
self.__printBanner("getting field length stats", ds)
|
1206 |
-
data = self.getCatData(ds)
|
1207 |
-
counts = list(map(lambda d: d.count(ch), data))
|
1208 |
-
nz = counts.count(0)
|
1209 |
-
st = self.__getBasicStats(np.array(counts))
|
1210 |
-
result = self.__printResult("mean", st[0], "std dev", st[1], "max", st[2], "min", st[3], "zeroCount", nz)
|
1211 |
-
return result
|
1212 |
-
|
1213 |
-
def getStats(self, ds, nextreme=5):
|
1214 |
-
"""
|
1215 |
-
gets summary statistics
|
1216 |
-
|
1217 |
-
Parameters
|
1218 |
-
ds: data set name or list or numpy array
|
1219 |
-
nextreme: num of extreme values
|
1220 |
-
"""
|
1221 |
-
self.__printBanner("getting summary statistics", ds)
|
1222 |
-
data = self.getNumericData(ds)
|
1223 |
-
stat = dict()
|
1224 |
-
stat["length"] = len(data)
|
1225 |
-
stat["min"] = data.min()
|
1226 |
-
stat["max"] = data.max()
|
1227 |
-
series = pd.Series(data)
|
1228 |
-
stat["n smallest"] = series.nsmallest(n=nextreme).tolist()
|
1229 |
-
stat["n largest"] = series.nlargest(n=nextreme).tolist()
|
1230 |
-
stat["mean"] = data.mean()
|
1231 |
-
stat["median"] = np.median(data)
|
1232 |
-
mode, modeCnt = sta.mode(data)
|
1233 |
-
stat["mode"] = mode[0]
|
1234 |
-
stat["mode count"] = modeCnt[0]
|
1235 |
-
stat["std"] = np.std(data)
|
1236 |
-
stat["skew"] = sta.skew(data)
|
1237 |
-
stat["kurtosis"] = sta.kurtosis(data)
|
1238 |
-
stat["mad"] = sta.median_absolute_deviation(data)
|
1239 |
-
self.pp.pprint(stat)
|
1240 |
-
return stat
|
1241 |
-
|
1242 |
-
def getStatsCat(self, ds):
|
1243 |
-
"""
|
1244 |
-
gets summary statistics for categorical data
|
1245 |
-
|
1246 |
-
Parameters
|
1247 |
-
ds: data set name or list or numpy array
|
1248 |
-
"""
|
1249 |
-
self.__printBanner("getting summary statistics for categorical data", ds)
|
1250 |
-
data = self.getCatData(ds)
|
1251 |
-
ch = CatHistogram()
|
1252 |
-
for d in data:
|
1253 |
-
ch.add(d)
|
1254 |
-
mode = ch.getMode()
|
1255 |
-
entr = ch.getEntropy()
|
1256 |
-
uvalues = ch.getUniqueValues()
|
1257 |
-
distr = ch.getDistr()
|
1258 |
-
result = self.__printResult("entropy", entr, "mode", mode, "uniqueValues", uvalues, "distr", distr)
|
1259 |
-
return result
|
1260 |
-
|
1261 |
-
|
1262 |
-
def getGroupByData(self, ds, gds, gdtypeCat, numBins=20):
|
1263 |
-
"""
|
1264 |
-
group by
|
1265 |
-
|
1266 |
-
Parameters
|
1267 |
-
ds: data set name or list or numpy array
|
1268 |
-
gds: group by data set name or list or numpy array
|
1269 |
-
gdtpe : group by data type
|
1270 |
-
"""
|
1271 |
-
self.__printBanner("getting group by data", ds)
|
1272 |
-
data = self.getAnyData(ds)
|
1273 |
-
if gdtypeCat:
|
1274 |
-
gdata = self.getCatData(gds)
|
1275 |
-
else:
|
1276 |
-
gdata = self.getNumericData(gds)
|
1277 |
-
hist = Histogram.createWithNumBins(gdata, numBins)
|
1278 |
-
gdata = list(map(lambda d : hist.bin(d), gdata))
|
1279 |
-
|
1280 |
-
self.ensureSameSize([data, gdata])
|
1281 |
-
groups = dict()
|
1282 |
-
for g,d in zip(gdata, data):
|
1283 |
-
appendKeyedList(groups, g, d)
|
1284 |
-
|
1285 |
-
ve = self.verbose
|
1286 |
-
self.verbose = False
|
1287 |
-
result = self.__printResult("groupedData", groups)
|
1288 |
-
self.verbose = ve
|
1289 |
-
return result
|
1290 |
-
|
1291 |
-
def getDifference(self, ds, order, doPlot=False):
|
1292 |
-
"""
|
1293 |
-
gets difference of given order
|
1294 |
-
|
1295 |
-
Parameters
|
1296 |
-
ds: data set name or list or numpy array
|
1297 |
-
order: order of difference
|
1298 |
-
doPlot : True for plot
|
1299 |
-
"""
|
1300 |
-
self.__printBanner("getting difference of given order", ds)
|
1301 |
-
data = self.getNumericData(ds)
|
1302 |
-
diff = difference(data, order)
|
1303 |
-
if doPlot:
|
1304 |
-
drawLine(diff)
|
1305 |
-
return diff
|
1306 |
-
|
1307 |
-
def getTrend(self, ds, doPlot=False):
|
1308 |
-
"""
|
1309 |
-
get trend
|
1310 |
-
|
1311 |
-
Parameters
|
1312 |
-
ds: data set name or list or numpy array
|
1313 |
-
doPlot: true if plotting needed
|
1314 |
-
"""
|
1315 |
-
self.__printBanner("getting trend")
|
1316 |
-
data = self.getNumericData(ds)
|
1317 |
-
sz = len(data)
|
1318 |
-
X = list(range(0, sz))
|
1319 |
-
X = np.reshape(X, (sz, 1))
|
1320 |
-
model = LinearRegression()
|
1321 |
-
model.fit(X, data)
|
1322 |
-
trend = model.predict(X)
|
1323 |
-
sc = model.score(X, data)
|
1324 |
-
coef = model.coef_
|
1325 |
-
intc = model.intercept_
|
1326 |
-
result = self.__printResult("coeff", coef, "intercept", intc, "r square error", sc, "trend", trend)
|
1327 |
-
|
1328 |
-
if doPlot:
|
1329 |
-
plt.plot(data)
|
1330 |
-
plt.plot(trend)
|
1331 |
-
plt.show()
|
1332 |
-
return result
|
1333 |
-
|
1334 |
-
def getDiffSdNoisiness(self, ds):
|
1335 |
-
"""
|
1336 |
-
get noisiness based on std dev of first order difference
|
1337 |
-
|
1338 |
-
Parameters
|
1339 |
-
ds: data set name or list or numpy array
|
1340 |
-
"""
|
1341 |
-
diff = self.getDifference(ds, 1)
|
1342 |
-
noise = np.std(np.array(diff))
|
1343 |
-
result = self.__printResult("noisiness", noise)
|
1344 |
-
return result
|
1345 |
-
|
1346 |
-
def getMaRmseNoisiness(self, ds, wsize=5):
|
1347 |
-
"""
|
1348 |
-
gets noisiness based on RMSE with moving average
|
1349 |
-
|
1350 |
-
Parameters
|
1351 |
-
ds: data set name or list or numpy array
|
1352 |
-
wsize : window size
|
1353 |
-
"""
|
1354 |
-
assert wsize % 2 == 1, "window size must be odd"
|
1355 |
-
data = self.getNumericData(ds)
|
1356 |
-
wind = data[:wsize]
|
1357 |
-
wstat = SlidingWindowStat.initialize(wind.tolist())
|
1358 |
-
|
1359 |
-
whsize = int(wsize / 2)
|
1360 |
-
beg = whsize
|
1361 |
-
end = len(data) - whsize - 1
|
1362 |
-
sumSq = 0.0
|
1363 |
-
mean = wstat.getStat()[0]
|
1364 |
-
diff = data[beg] - mean
|
1365 |
-
sumSq += diff * diff
|
1366 |
-
for i in range(beg + 1, end, 1):
|
1367 |
-
mean = wstat.addGetStat(data[i + whsize])[0]
|
1368 |
-
diff = data[i] - mean
|
1369 |
-
sumSq += (diff * diff)
|
1370 |
-
|
1371 |
-
noise = math.sqrt(sumSq / (len(data) - 2 * whsize))
|
1372 |
-
result = self.__printResult("noisiness", noise)
|
1373 |
-
return result
|
1374 |
-
|
1375 |
-
|
1376 |
-
def deTrend(self, ds, trend, doPlot=False):
|
1377 |
-
"""
|
1378 |
-
de trend
|
1379 |
-
|
1380 |
-
Parameters
|
1381 |
-
ds: data set name or list or numpy array
|
1382 |
-
ternd : trend data
|
1383 |
-
doPlot: true if plotting needed
|
1384 |
-
"""
|
1385 |
-
self.__printBanner("doing de trend", ds)
|
1386 |
-
data = self.getNumericData(ds)
|
1387 |
-
sz = len(data)
|
1388 |
-
detrended = list(map(lambda i : data[i]-trend[i], range(sz)))
|
1389 |
-
if doPlot:
|
1390 |
-
drawLine(detrended)
|
1391 |
-
return detrended
|
1392 |
-
|
1393 |
-
def getTimeSeriesComponents(self, ds, model, freq, summaryOnly, doPlot=False):
|
1394 |
-
"""
|
1395 |
-
extracts trend, cycle and residue components of time series
|
1396 |
-
|
1397 |
-
Parameters
|
1398 |
-
ds: data set name or list or numpy array
|
1399 |
-
model : model type
|
1400 |
-
freq : seasnality period
|
1401 |
-
summaryOnly : True if only summary needed in output
|
1402 |
-
doPlot: true if plotting needed
|
1403 |
-
"""
|
1404 |
-
self.__printBanner("extracting trend, cycle and residue components of time series", ds)
|
1405 |
-
assert model == "additive" or model == "multiplicative", "model must be additive or multiplicative"
|
1406 |
-
data = self.getNumericData(ds)
|
1407 |
-
res = seasonal_decompose(data, model=model, period=freq)
|
1408 |
-
if doPlot:
|
1409 |
-
res.plot()
|
1410 |
-
plt.show()
|
1411 |
-
|
1412 |
-
#summar of componenets
|
1413 |
-
trend = np.array(removeNan(res.trend))
|
1414 |
-
trendMean = trend.mean()
|
1415 |
-
trendSlope = (trend[-1] - trend[0]) / (len(trend) - 1)
|
1416 |
-
seasonal = np.array(removeNan(res.seasonal))
|
1417 |
-
seasonalAmp = (seasonal.max() - seasonal.min()) / 2
|
1418 |
-
resid = np.array(removeNan(res.resid))
|
1419 |
-
residueMean = resid.mean()
|
1420 |
-
residueStdDev = np.std(resid)
|
1421 |
-
|
1422 |
-
if summaryOnly:
|
1423 |
-
result = self.__printResult("trendMean", trendMean, "trendSlope", trendSlope, "seasonalAmp", seasonalAmp,
|
1424 |
-
"residueMean", residueMean, "residueStdDev", residueStdDev)
|
1425 |
-
else:
|
1426 |
-
result = self.__printResult("trendMean", trendMean, "trendSlope", trendSlope, "seasonalAmp", seasonalAmp,
|
1427 |
-
"residueMean", residueMean, "residueStdDev", residueStdDev, "trend", res.trend, "seasonal", res.seasonal,
|
1428 |
-
"residual", res.resid)
|
1429 |
-
return result
|
1430 |
-
|
1431 |
-
def getGausianMixture(self, ncomp, cvType, ninit, *dsl):
|
1432 |
-
"""
|
1433 |
-
finds gaussian mixture parameters
|
1434 |
-
|
1435 |
-
Parameters
|
1436 |
-
ncomp : num of gaussian componenets
|
1437 |
-
cvType : co variance type
|
1438 |
-
ninit: num of intializations
|
1439 |
-
dsl: list of data set name or list or numpy array
|
1440 |
-
"""
|
1441 |
-
self.__printBanner("getting gaussian mixture parameters", *dsl)
|
1442 |
-
assertInList(cvType, ["full", "tied", "diag", "spherical"], "invalid covariance type")
|
1443 |
-
dmat = self.__stackData(*dsl)
|
1444 |
-
|
1445 |
-
gm = GaussianMixture(n_components=ncomp, covariance_type=cvType, n_init=ninit)
|
1446 |
-
gm.fit(dmat)
|
1447 |
-
weights = gm.weights_
|
1448 |
-
means = gm.means_
|
1449 |
-
covars = gm.covariances_
|
1450 |
-
converged = gm.converged_
|
1451 |
-
niter = gm.n_iter_
|
1452 |
-
aic = gm.aic(dmat)
|
1453 |
-
result = self.__printResult("weights", weights, "mean", means, "covariance", covars, "converged", converged, "num iterations", niter, "aic", aic)
|
1454 |
-
return result
|
1455 |
-
|
1456 |
-
def getKmeansCluster(self, nclust, ninit, *dsl):
|
1457 |
-
"""
|
1458 |
-
gets cluster parameters
|
1459 |
-
|
1460 |
-
Parameters
|
1461 |
-
nclust : num of clusters
|
1462 |
-
ninit: num of intializations
|
1463 |
-
dsl: list of data set name or list or numpy array
|
1464 |
-
"""
|
1465 |
-
self.__printBanner("getting kmean cluster parameters", *dsl)
|
1466 |
-
dmat = self.__stackData(*dsl)
|
1467 |
-
nsamp = dmat.shape[0]
|
1468 |
-
|
1469 |
-
km = KMeans(n_clusters=nclust, n_init=ninit)
|
1470 |
-
km.fit(dmat)
|
1471 |
-
centers = km.cluster_centers_
|
1472 |
-
avdist = sqrt(km.inertia_ / nsamp)
|
1473 |
-
niter = km.n_iter_
|
1474 |
-
score = km.score(dmat)
|
1475 |
-
result = self.__printResult("centers", centers, "average distance", avdist, "num iterations", niter, "score", score)
|
1476 |
-
return result
|
1477 |
-
|
1478 |
-
def getPrincComp(self, ncomp, *dsl):
|
1479 |
-
"""
|
1480 |
-
finds pricipal componenet parameters
|
1481 |
-
|
1482 |
-
Parameters
|
1483 |
-
ncomp : num of pricipal componenets
|
1484 |
-
dsl: list of data set name or list or numpy array
|
1485 |
-
"""
|
1486 |
-
self.__printBanner("getting principal componenet parameters", *dsl)
|
1487 |
-
dmat = self.__stackData(*dsl)
|
1488 |
-
nfeat = dmat.shape[1]
|
1489 |
-
assertGreater(nfeat, 1, "requires multiple features")
|
1490 |
-
assertLesserEqual(ncomp, nfeat, "num of componenets greater than num of features")
|
1491 |
-
|
1492 |
-
pca = PCA(n_components=ncomp)
|
1493 |
-
pca.fit(dmat)
|
1494 |
-
comps = pca.components_
|
1495 |
-
var = pca.explained_variance_
|
1496 |
-
varr = pca.explained_variance_ratio_
|
1497 |
-
svalues = pca.singular_values_
|
1498 |
-
result = self.__printResult("componenets", comps, "variance", var, "variance ratio", varr, "singular values", svalues)
|
1499 |
-
return result
|
1500 |
-
|
1501 |
-
def getOutliersWithIsoForest(self, contamination, *dsl):
|
1502 |
-
"""
|
1503 |
-
finds outliers using isolation forest
|
1504 |
-
|
1505 |
-
Parameters
|
1506 |
-
contamination : proportion of outliers in the data set
|
1507 |
-
dsl: list of data set name or list or numpy array
|
1508 |
-
"""
|
1509 |
-
self.__printBanner("getting outliers using isolation forest", *dsl)
|
1510 |
-
assert contamination >= 0 and contamination <= 0.5, "contamination outside valid range"
|
1511 |
-
dmat = self.__stackData(*dsl)
|
1512 |
-
|
1513 |
-
isf = IsolationForest(contamination=contamination, behaviour="new")
|
1514 |
-
ypred = isf.fit_predict(dmat)
|
1515 |
-
mask = ypred == -1
|
1516 |
-
doul = dmat[mask, :]
|
1517 |
-
mask = ypred != -1
|
1518 |
-
dwoul = dmat[mask, :]
|
1519 |
-
result = self.__printResult("numOutliers", doul.shape[0], "outliers", doul, "dataWithoutOutliers", dwoul)
|
1520 |
-
return result
|
1521 |
-
|
1522 |
-
def getOutliersWithLocalFactor(self, contamination, *dsl):
|
1523 |
-
"""
|
1524 |
-
gets outliers using local outlier factor
|
1525 |
-
|
1526 |
-
Parameters
|
1527 |
-
contamination : proportion of outliers in the data set
|
1528 |
-
dsl: list of data set name or list or numpy array
|
1529 |
-
"""
|
1530 |
-
self.__printBanner("getting outliers using local outlier factor", *dsl)
|
1531 |
-
assert contamination >= 0 and contamination <= 0.5, "contamination outside valid range"
|
1532 |
-
dmat = self.__stackData(*dsl)
|
1533 |
-
|
1534 |
-
lof = LocalOutlierFactor(contamination=contamination)
|
1535 |
-
ypred = lof.fit_predict(dmat)
|
1536 |
-
mask = ypred == -1
|
1537 |
-
doul = dmat[mask, :]
|
1538 |
-
mask = ypred != -1
|
1539 |
-
dwoul = dmat[mask, :]
|
1540 |
-
result = self.__printResult("numOutliers", doul.shape[0], "outliers", doul, "dataWithoutOutliers", dwoul)
|
1541 |
-
return result
|
1542 |
-
|
1543 |
-
def getOutliersWithSupVecMach(self, nu, *dsl):
|
1544 |
-
"""
|
1545 |
-
gets outliers using one class svm
|
1546 |
-
|
1547 |
-
Parameters
|
1548 |
-
nu : upper bound on the fraction of training errors and a lower bound of the fraction of support vectors
|
1549 |
-
dsl: list of data set name or list or numpy array
|
1550 |
-
"""
|
1551 |
-
self.__printBanner("getting outliers using one class svm", *dsl)
|
1552 |
-
assert nu >= 0 and nu <= 0.5, "error upper bound outside valid range"
|
1553 |
-
dmat = self.__stackData(*dsl)
|
1554 |
-
|
1555 |
-
svm = OneClassSVM(nu=nu)
|
1556 |
-
ypred = svm.fit_predict(dmat)
|
1557 |
-
mask = ypred == -1
|
1558 |
-
doul = dmat[mask, :]
|
1559 |
-
mask = ypred != -1
|
1560 |
-
dwoul = dmat[mask, :]
|
1561 |
-
result = self.__printResult("numOutliers", doul.shape[0], "outliers", doul, "dataWithoutOutliers", dwoul)
|
1562 |
-
return result
|
1563 |
-
|
1564 |
-
def getOutliersWithCovarDeterminant(self, contamination, *dsl):
|
1565 |
-
"""
|
1566 |
-
gets outliers using covariance determinan
|
1567 |
-
|
1568 |
-
Parameters
|
1569 |
-
contamination : proportion of outliers in the data set
|
1570 |
-
dsl: list of data set name or list or numpy array
|
1571 |
-
"""
|
1572 |
-
self.__printBanner("getting outliers using using covariance determinant", *dsl)
|
1573 |
-
assert contamination >= 0 and contamination <= 0.5, "contamination outside valid range"
|
1574 |
-
dmat = self.__stackData(*dsl)
|
1575 |
-
|
1576 |
-
lof = EllipticEnvelope(contamination=contamination)
|
1577 |
-
ypred = lof.fit_predict(dmat)
|
1578 |
-
mask = ypred == -1
|
1579 |
-
doul = dmat[mask, :]
|
1580 |
-
mask = ypred != -1
|
1581 |
-
dwoul = dmat[mask, :]
|
1582 |
-
result = self.__printResult("numOutliers", doul.shape[0], "outliers", doul, "dataWithoutOutliers", dwoul)
|
1583 |
-
return result
|
1584 |
-
|
1585 |
-
def getOutliersWithZscore(self, ds, zthreshold, stats=None):
|
1586 |
-
"""
|
1587 |
-
gets outliers using zscore
|
1588 |
-
|
1589 |
-
Parameters
|
1590 |
-
ds: data set name or list or numpy array
|
1591 |
-
zthreshold : z score threshold
|
1592 |
-
stats : tuple cintaining mean and std dev
|
1593 |
-
"""
|
1594 |
-
self.__printBanner("getting outliers using zscore", ds)
|
1595 |
-
data = self.getNumericData(ds)
|
1596 |
-
if stats is None:
|
1597 |
-
mean = data.mean()
|
1598 |
-
sd = np.std(data)
|
1599 |
-
else:
|
1600 |
-
mean = stats[0]
|
1601 |
-
sd = stats[1]
|
1602 |
-
|
1603 |
-
zs = list(map(lambda d : abs((d - mean) / sd), data))
|
1604 |
-
outliers = list(filter(lambda r : r[1] > zthreshold, enumerate(zs)))
|
1605 |
-
result = self.__printResult("outliers", outliers)
|
1606 |
-
return result
|
1607 |
-
|
1608 |
-
def getOutliersWithRobustZscore(self, ds, zthreshold, stats=None):
|
1609 |
-
"""
|
1610 |
-
gets outliers using robust zscore
|
1611 |
-
|
1612 |
-
Parameters
|
1613 |
-
ds: data set name or list or numpy array
|
1614 |
-
zthreshold : z score threshold
|
1615 |
-
stats : tuple containing median and median absolute deviation
|
1616 |
-
"""
|
1617 |
-
self.__printBanner("getting outliers using robust zscore", ds)
|
1618 |
-
data = self.getNumericData(ds)
|
1619 |
-
if stats is None:
|
1620 |
-
med = np.median(data)
|
1621 |
-
dev = np.array(list(map(lambda d : abs(d - med), data)))
|
1622 |
-
mad = 1.4296 * np.median(dev)
|
1623 |
-
else:
|
1624 |
-
med = stats[0]
|
1625 |
-
mad = stats[1]
|
1626 |
-
|
1627 |
-
rzs = list(map(lambda d : abs((d - med) / mad), data))
|
1628 |
-
outliers = list(filter(lambda r : r[1] > zthreshold, enumerate(rzs)))
|
1629 |
-
result = self.__printResult("outliers", outliers)
|
1630 |
-
return result
|
1631 |
-
|
1632 |
-
|
1633 |
-
def getSubsequenceOutliersWithDissimilarity(self, subSeqSize, ds):
|
1634 |
-
"""
|
1635 |
-
gets subsequence outlier with subsequence pairwise disimilarity
|
1636 |
-
|
1637 |
-
Parameters
|
1638 |
-
subSeqSize : sub sequence size
|
1639 |
-
ds: data set name or list or numpy array
|
1640 |
-
"""
|
1641 |
-
self.__printBanner("doing sub sequence anomaly detection with dissimilarity", ds)
|
1642 |
-
data = self.getNumericData(ds)
|
1643 |
-
sz = len(data)
|
1644 |
-
dist = dict()
|
1645 |
-
minDist = dict()
|
1646 |
-
for i in range(sz - subSeqSize):
|
1647 |
-
#first window
|
1648 |
-
w1 = data[i : i + subSeqSize]
|
1649 |
-
dmin = None
|
1650 |
-
for j in range(sz - subSeqSize):
|
1651 |
-
#second window not overlapping with the first
|
1652 |
-
if j + subSeqSize <=i or j >= i + subSeqSize:
|
1653 |
-
w2 = data[j : j + subSeqSize]
|
1654 |
-
k = (j,i)
|
1655 |
-
if k in dist:
|
1656 |
-
d = dist[k]
|
1657 |
-
else:
|
1658 |
-
d = euclideanDistance(w1,w2)
|
1659 |
-
k = (i,j)
|
1660 |
-
dist[k] = d
|
1661 |
-
if dmin is None:
|
1662 |
-
dmin = d
|
1663 |
-
else:
|
1664 |
-
dmin = d if d < dmin else dmin
|
1665 |
-
minDist[i] = dmin
|
1666 |
-
|
1667 |
-
#find max of min
|
1668 |
-
dmax = None
|
1669 |
-
offset = None
|
1670 |
-
for k in minDist.keys():
|
1671 |
-
d = minDist[k]
|
1672 |
-
if dmax is None:
|
1673 |
-
dmax = d
|
1674 |
-
offset = k
|
1675 |
-
else:
|
1676 |
-
if d > dmax:
|
1677 |
-
dmax = d
|
1678 |
-
offset = k
|
1679 |
-
result = self.__printResult("subSeqOffset", offset, "outlierScore", dmax)
|
1680 |
-
return result
|
1681 |
-
|
1682 |
-
def getNullCount(self, ds):
|
1683 |
-
"""
|
1684 |
-
get count of null fields
|
1685 |
-
|
1686 |
-
Parameters
|
1687 |
-
ds : data set name or list or numpy array with data
|
1688 |
-
"""
|
1689 |
-
self.__printBanner("getting null value count", ds)
|
1690 |
-
if type(ds) == str:
|
1691 |
-
assert ds in self.dataSets, "data set {} does not exist, please add it first".format(ds)
|
1692 |
-
data = self.dataSets[ds]
|
1693 |
-
ser = pd.Series(data)
|
1694 |
-
elif type(ds) == list or type(ds) == np.ndarray:
|
1695 |
-
ser = pd.Series(ds)
|
1696 |
-
data = ds
|
1697 |
-
else:
|
1698 |
-
raise ValueError("invalid data type")
|
1699 |
-
nv = ser.isnull().tolist()
|
1700 |
-
nullCount = nv.count(True)
|
1701 |
-
nullFraction = nullCount / len(data)
|
1702 |
-
result = self.__printResult("nullFraction", nullFraction, "nullCount", nullCount)
|
1703 |
-
return result
|
1704 |
-
|
1705 |
-
|
1706 |
-
def fitLinearReg(self, dsx, ds, doPlot=False):
|
1707 |
-
"""
|
1708 |
-
fit linear regression
|
1709 |
-
|
1710 |
-
Parameters
|
1711 |
-
dsx: x data set name or None
|
1712 |
-
ds: data set name or list or numpy array
|
1713 |
-
doPlot: true if plotting needed
|
1714 |
-
"""
|
1715 |
-
self.__printBanner("fitting linear regression", ds)
|
1716 |
-
data = self.getNumericData(ds)
|
1717 |
-
if dsx is None:
|
1718 |
-
x = np.arange(len(data))
|
1719 |
-
else:
|
1720 |
-
x = self.getNumericData(dsx)
|
1721 |
-
slope, intercept, rvalue, pvalue, stderr = sta.linregress(x, data)
|
1722 |
-
result = self.__printResult("slope", slope, "intercept", intercept, "rvalue", rvalue, "pvalue", pvalue, "stderr", stderr)
|
1723 |
-
if doPlot:
|
1724 |
-
self.regFitPlot(x, data, slope, intercept)
|
1725 |
-
return result
|
1726 |
-
|
1727 |
-
def fitSiegelRobustLinearReg(self, ds, doPlot=False):
|
1728 |
-
"""
|
1729 |
-
siegel robust linear regression fit based on median
|
1730 |
-
|
1731 |
-
Parameters
|
1732 |
-
ds: data set name or list or numpy array
|
1733 |
-
doPlot: true if plotting needed
|
1734 |
-
"""
|
1735 |
-
self.__printBanner("fitting siegel robust linear regression based on median", ds)
|
1736 |
-
data = self.getNumericData(ds)
|
1737 |
-
slope , intercept = sta.siegelslopes(data)
|
1738 |
-
result = self.__printResult("slope", slope, "intercept", intercept)
|
1739 |
-
if doPlot:
|
1740 |
-
x = np.arange(len(data))
|
1741 |
-
self.regFitPlot(x, data, slope, intercept)
|
1742 |
-
return result
|
1743 |
-
|
1744 |
-
def fitTheilSenRobustLinearReg(self, ds, doPlot=False):
|
1745 |
-
"""
|
1746 |
-
thiel sen robust linear fit regression based on median
|
1747 |
-
|
1748 |
-
Parameters
|
1749 |
-
ds: data set name or list or numpy array
|
1750 |
-
doPlot: true if plotting needed
|
1751 |
-
"""
|
1752 |
-
self.__printBanner("fitting thiel sen robust linear regression based on median", ds)
|
1753 |
-
data = self.getNumericData(ds)
|
1754 |
-
slope, intercept, loSlope, upSlope = sta.theilslopes(data)
|
1755 |
-
result = self.__printResult("slope", slope, "intercept", intercept, "lower slope", loSlope, "upper slope", upSlope)
|
1756 |
-
if doPlot:
|
1757 |
-
x = np.arange(len(data))
|
1758 |
-
self.regFitPlot(x, data, slope, intercept)
|
1759 |
-
return result
|
1760 |
-
|
1761 |
-
def plotRegFit(self, x, y, slope, intercept):
|
1762 |
-
"""
|
1763 |
-
plot linear rgeression fit line
|
1764 |
-
|
1765 |
-
Parameters
|
1766 |
-
x : x values
|
1767 |
-
y : y values
|
1768 |
-
slope : slope
|
1769 |
-
intercept : intercept
|
1770 |
-
"""
|
1771 |
-
self.__printBanner("plotting linear rgeression fit line")
|
1772 |
-
fig = plt.figure()
|
1773 |
-
ax = fig.add_subplot(111)
|
1774 |
-
ax.plot(x, y, "b.")
|
1775 |
-
ax.plot(x, intercept + slope * x, "r-")
|
1776 |
-
plt.show()
|
1777 |
-
|
1778 |
-
def getRegFit(self, xvalues, yvalues, slope, intercept):
|
1779 |
-
"""
|
1780 |
-
gets fitted line and residue
|
1781 |
-
|
1782 |
-
Parameters
|
1783 |
-
x : x values
|
1784 |
-
y : y values
|
1785 |
-
slope : regression slope
|
1786 |
-
intercept : regressiob intercept
|
1787 |
-
"""
|
1788 |
-
yfit = list()
|
1789 |
-
residue = list()
|
1790 |
-
for x,y in zip(xvalues, yvalues):
|
1791 |
-
yf = x * slope + intercept
|
1792 |
-
yfit.append(yf)
|
1793 |
-
r = y - yf
|
1794 |
-
residue.append(r)
|
1795 |
-
result = self.__printResult("fitted line", yfit, "residue", residue)
|
1796 |
-
return result
|
1797 |
-
|
1798 |
-
def getInfluentialPoints(self, dsx, dsy):
|
1799 |
-
"""
|
1800 |
-
gets influential points in regression model with Cook's distance
|
1801 |
-
|
1802 |
-
Parameters
|
1803 |
-
dsx : data set name or list or numpy array for x
|
1804 |
-
dsy : data set name or list or numpy array for y
|
1805 |
-
"""
|
1806 |
-
self.__printBanner("finding influential points for linear regression", dsx, dsy)
|
1807 |
-
y = self.getNumericData(dsy)
|
1808 |
-
x = np.arange(len(data)) if dsx is None else self.getNumericData(dsx)
|
1809 |
-
model = sm.OLS(y, x).fit()
|
1810 |
-
np.set_printoptions(suppress=True)
|
1811 |
-
influence = model.get_influence()
|
1812 |
-
cooks = influence.cooks_distance
|
1813 |
-
result = self.__printResult("Cook distance", cooks)
|
1814 |
-
return result
|
1815 |
-
|
1816 |
-
def getCovar(self, *dsl):
|
1817 |
-
"""
|
1818 |
-
gets covariance
|
1819 |
-
|
1820 |
-
Parameters
|
1821 |
-
dsl: list of data set name or list or numpy array
|
1822 |
-
"""
|
1823 |
-
self.__printBanner("getting covariance", *dsl)
|
1824 |
-
data = list(map(lambda ds : self.getNumericData(ds), dsl))
|
1825 |
-
self.ensureSameSize(data)
|
1826 |
-
data = np.vstack(data)
|
1827 |
-
cv = np.cov(data)
|
1828 |
-
print(cv)
|
1829 |
-
return cv
|
1830 |
-
|
1831 |
-
def getPearsonCorr(self, ds1, ds2, sigLev=.05):
|
1832 |
-
"""
|
1833 |
-
gets pearson correlation coefficient
|
1834 |
-
|
1835 |
-
Parameters
|
1836 |
-
ds1: data set name or list or numpy array
|
1837 |
-
ds2: data set name or list or numpy array
|
1838 |
-
"""
|
1839 |
-
self.__printBanner("getting pearson correlation coefficient ", ds1, ds2)
|
1840 |
-
data1 = self.getNumericData(ds1)
|
1841 |
-
data2 = self.getNumericData(ds2)
|
1842 |
-
self.ensureSameSize([data1, data2])
|
1843 |
-
stat, pvalue = sta.pearsonr(data1, data2)
|
1844 |
-
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
1845 |
-
self.__printStat(stat, pvalue, "probably uncorrelated", "probably correlated", sigLev)
|
1846 |
-
return result
|
1847 |
-
|
1848 |
-
|
1849 |
-
def getSpearmanRankCorr(self, ds1, ds2, sigLev=.05):
|
1850 |
-
"""
|
1851 |
-
gets spearman correlation coefficient
|
1852 |
-
|
1853 |
-
Parameters
|
1854 |
-
ds1: data set name or list or numpy array
|
1855 |
-
ds2: data set name or list or numpy array
|
1856 |
-
sigLev: statistical significance level
|
1857 |
-
"""
|
1858 |
-
self.__printBanner("getting spearman correlation coefficient",ds1, ds2)
|
1859 |
-
data1 = self.getNumericData(ds1)
|
1860 |
-
data2 = self.getNumericData(ds2)
|
1861 |
-
self.ensureSameSize([data1, data2])
|
1862 |
-
stat, pvalue = sta.spearmanr(data1, data2)
|
1863 |
-
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
1864 |
-
self.__printStat(stat, pvalue, "probably uncorrelated", "probably correlated", sigLev)
|
1865 |
-
return result
|
1866 |
-
|
1867 |
-
def getKendalRankCorr(self, ds1, ds2, sigLev=.05):
|
1868 |
-
"""
|
1869 |
-
kendall’s tau, a correlation measure for ordinal data
|
1870 |
-
|
1871 |
-
Parameters
|
1872 |
-
ds1: data set name or list or numpy array
|
1873 |
-
ds2: data set name or list or numpy array
|
1874 |
-
sigLev: statistical significance level
|
1875 |
-
"""
|
1876 |
-
self.__printBanner("getting kendall’s tau, a correlation measure for ordinal data", ds1, ds2)
|
1877 |
-
data1 = self.getNumericData(ds1)
|
1878 |
-
data2 = self.getNumericData(ds2)
|
1879 |
-
self.ensureSameSize([data1, data2])
|
1880 |
-
stat, pvalue = sta.kendalltau(data1, data2)
|
1881 |
-
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
1882 |
-
self.__printStat(stat, pvalue, "probably uncorrelated", "probably correlated", sigLev)
|
1883 |
-
return result
|
1884 |
-
|
1885 |
-
def getPointBiserialCorr(self, ds1, ds2, sigLev=.05):
|
1886 |
-
"""
|
1887 |
-
point biserial correlation between binary and numeric
|
1888 |
-
|
1889 |
-
Parameters
|
1890 |
-
ds1: data set name or list or numpy array
|
1891 |
-
ds2: data set name or list or numpy array
|
1892 |
-
sigLev: statistical significance level
|
1893 |
-
"""
|
1894 |
-
self.__printBanner("getting point biserial correlation between binary and numeric", ds1, ds2)
|
1895 |
-
data1 = self.getNumericData(ds1)
|
1896 |
-
data2 = self.getNumericData(ds2)
|
1897 |
-
assert isBinary(data1), "first data set is not binary"
|
1898 |
-
self.ensureSameSize([data1, data2])
|
1899 |
-
stat, pvalue = sta.pointbiserialr(data1, data2)
|
1900 |
-
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
1901 |
-
self.__printStat(stat, pvalue, "probably uncorrelated", "probably correlated", sigLev)
|
1902 |
-
return result
|
1903 |
-
|
1904 |
-
def getConTab(self, ds1, ds2):
|
1905 |
-
"""
|
1906 |
-
get contingency table for categorical data pair
|
1907 |
-
|
1908 |
-
Parameters
|
1909 |
-
ds1: data set name or list or numpy array
|
1910 |
-
ds2: data set name or list or numpy array
|
1911 |
-
"""
|
1912 |
-
self.__printBanner("getting contingency table for categorical data", ds1, ds2)
|
1913 |
-
data1 = self.getCatData(ds1)
|
1914 |
-
data2 = self.getCatData(ds2)
|
1915 |
-
self.ensureSameSize([data1, data2])
|
1916 |
-
crosstab = pd.crosstab(pd.Series(data1), pd.Series(data2), margins = False)
|
1917 |
-
ctab = crosstab.values
|
1918 |
-
print("contingency table")
|
1919 |
-
print(ctab)
|
1920 |
-
return ctab
|
1921 |
-
|
1922 |
-
def getChiSqCorr(self, ds1, ds2, sigLev=.05):
|
1923 |
-
"""
|
1924 |
-
chi square correlation for categorical data pair
|
1925 |
-
|
1926 |
-
Parameters
|
1927 |
-
ds1: data set name or list or numpy array
|
1928 |
-
ds2: data set name or list or numpy array
|
1929 |
-
sigLev: statistical significance level
|
1930 |
-
"""
|
1931 |
-
self.__printBanner("getting chi square correlation for two categorical", ds1, ds2)
|
1932 |
-
ctab = self.getConTab(ds1, ds2)
|
1933 |
-
stat, pvalue, dof, expctd = sta.chi2_contingency(ctab)
|
1934 |
-
result = self.__printResult("stat", stat, "pvalue", pvalue, "dof", dof, "expected", expctd)
|
1935 |
-
self.__printStat(stat, pvalue, "probably uncorrelated", "probably correlated", sigLev)
|
1936 |
-
return result
|
1937 |
-
|
1938 |
-
def getSizeCorrectChiSqCorr(self, ds1, ds2, chisq):
|
1939 |
-
"""
|
1940 |
-
cramerV size corrected chi square correlation for categorical data pair
|
1941 |
-
|
1942 |
-
Parameters
|
1943 |
-
ds1: data set name or list or numpy array
|
1944 |
-
ds2: data set name or list or numpy array
|
1945 |
-
chisq: chisq stat
|
1946 |
-
"""
|
1947 |
-
self.__printBanner("getting size corrected chi square correlation for two categorical", ds1, ds2)
|
1948 |
-
c1 = self.getCatUniqueValueCounts(ds1)["cardinality"]
|
1949 |
-
c2 = self.getCatUniqueValueCounts(ds2)["cardinality"]
|
1950 |
-
c = min(c1,c2)
|
1951 |
-
assertGreater(c, 1, "min cardinality should be greater than 1")
|
1952 |
-
l = len(self.getCatData(ds1))
|
1953 |
-
t = l * (c - 1)
|
1954 |
-
stat = math.sqrt(chisq / t)
|
1955 |
-
result = self.__printResult("stat", stat)
|
1956 |
-
return result
|
1957 |
-
|
1958 |
-
def getAnovaCorr(self, ds1, ds2, grByCol, sigLev=.05):
|
1959 |
-
"""
|
1960 |
-
anova correlation for numerical categorical
|
1961 |
-
|
1962 |
-
Parameters
|
1963 |
-
ds1: data set name or list or numpy array
|
1964 |
-
ds2: data set name or list or numpy array
|
1965 |
-
grByCol : group by column
|
1966 |
-
sigLev: statistical significance level
|
1967 |
-
"""
|
1968 |
-
self.__printBanner("anova correlation for numerical categorical", ds1, ds2)
|
1969 |
-
df = self.loadCatFloatDataFrame(ds1, ds2) if grByCol == 0 else self.loadCatFloatDataFrame(ds2, ds1)
|
1970 |
-
grByCol = 0
|
1971 |
-
dCol = 1
|
1972 |
-
grouped = df.groupby([grByCol])
|
1973 |
-
dlist = list(map(lambda v : v[1].loc[:, dCol].values, grouped))
|
1974 |
-
stat, pvalue = sta.f_oneway(*dlist)
|
1975 |
-
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
1976 |
-
self.__printStat(stat, pvalue, "probably uncorrelated", "probably correlated", sigLev)
|
1977 |
-
return result
|
1978 |
-
|
1979 |
-
|
1980 |
-
def plotAutoCorr(self, ds, lags, alpha, diffOrder=0):
|
1981 |
-
"""
|
1982 |
-
plots auto correlation
|
1983 |
-
|
1984 |
-
Parameters
|
1985 |
-
ds: data set name or list or numpy array
|
1986 |
-
lags: num of lags
|
1987 |
-
alpha: confidence level
|
1988 |
-
"""
|
1989 |
-
self.__printBanner("plotting auto correlation", ds)
|
1990 |
-
data = self.getNumericData(ds)
|
1991 |
-
ddata = difference(data, diffOrder) if diffOrder > 0 else data
|
1992 |
-
tsaplots.plot_acf(ddata, lags = lags, alpha = alpha)
|
1993 |
-
plt.show()
|
1994 |
-
|
1995 |
-
def getAutoCorr(self, ds, lags, alpha=.05):
|
1996 |
-
"""
|
1997 |
-
gets auts correlation
|
1998 |
-
|
1999 |
-
Parameters
|
2000 |
-
ds: data set name or list or numpy array
|
2001 |
-
lags: num of lags
|
2002 |
-
alpha: confidence level
|
2003 |
-
"""
|
2004 |
-
self.__printBanner("getting auto correlation", ds)
|
2005 |
-
data = self.getNumericData(ds)
|
2006 |
-
autoCorr, confIntv = stt.acf(data, nlags=lags, fft=False, alpha=alpha)
|
2007 |
-
result = self.__printResult("autoCorr", autoCorr, "confIntv", confIntv)
|
2008 |
-
return result
|
2009 |
-
|
2010 |
-
|
2011 |
-
def plotParAcf(self, ds, lags, alpha):
|
2012 |
-
"""
|
2013 |
-
partial auto correlation
|
2014 |
-
|
2015 |
-
Parameters
|
2016 |
-
ds: data set name or list or numpy array
|
2017 |
-
lags: num of lags
|
2018 |
-
alpha: confidence level
|
2019 |
-
"""
|
2020 |
-
self.__printBanner("plotting partial auto correlation", ds)
|
2021 |
-
data = self.getNumericData(ds)
|
2022 |
-
tsaplots.plot_pacf(data, lags = lags, alpha = alpha)
|
2023 |
-
plt.show()
|
2024 |
-
|
2025 |
-
def getParAutoCorr(self, ds, lags, alpha=.05):
|
2026 |
-
"""
|
2027 |
-
gets partial auts correlation
|
2028 |
-
|
2029 |
-
Parameters
|
2030 |
-
ds: data set name or list or numpy array
|
2031 |
-
lags: num of lags
|
2032 |
-
alpha: confidence level
|
2033 |
-
"""
|
2034 |
-
self.__printBanner("getting partial auto correlation", ds)
|
2035 |
-
data = self.getNumericData(ds)
|
2036 |
-
partAutoCorr, confIntv = stt.pacf(data, nlags=lags, alpha=alpha)
|
2037 |
-
result = self.__printResult("partAutoCorr", partAutoCorr, "confIntv", confIntv)
|
2038 |
-
return result
|
2039 |
-
|
2040 |
-
def getHurstExp(self, ds, kind, doPlot=True):
|
2041 |
-
"""
|
2042 |
-
gets Hurst exponent of time series
|
2043 |
-
|
2044 |
-
Parameters
|
2045 |
-
ds: data set name or list or numpy array
|
2046 |
-
kind: kind of data change, random_walk, price
|
2047 |
-
doPlot: True for plot
|
2048 |
-
"""
|
2049 |
-
self.__printBanner("getting Hurst exponent", ds)
|
2050 |
-
data = self.getNumericData(ds)
|
2051 |
-
h, c, odata = hurst.compute_Hc(data, kind=kind, simplified=False)
|
2052 |
-
if doPlot:
|
2053 |
-
f, ax = plt.subplots()
|
2054 |
-
ax.plot(odata[0], c * odata[0] ** h, color="deepskyblue")
|
2055 |
-
ax.scatter(odata[0], odata[1], color="purple")
|
2056 |
-
ax.set_xscale("log")
|
2057 |
-
ax.set_yscale("log")
|
2058 |
-
ax.set_xlabel("time interval")
|
2059 |
-
ax.set_ylabel("cum dev range and std dev ratio")
|
2060 |
-
ax.grid(True)
|
2061 |
-
plt.show()
|
2062 |
-
|
2063 |
-
result = self.__printResult("hurstExponent", h, "hurstConstant", c)
|
2064 |
-
return result
|
2065 |
-
|
2066 |
-
def approxEntropy(self, ds, m, r):
|
2067 |
-
"""
|
2068 |
-
gets apprx entroty of time series (ref: wikipedia)
|
2069 |
-
|
2070 |
-
Parameters
|
2071 |
-
ds: data set name or list or numpy array
|
2072 |
-
m: length of compared run of data
|
2073 |
-
r: filtering level
|
2074 |
-
"""
|
2075 |
-
self.__printBanner("getting approximate entropy", ds)
|
2076 |
-
ldata = self.getNumericData(ds)
|
2077 |
-
aent = abs(self.__phi(ldata, m + 1, r) - self.__phi(ldata, m, r))
|
2078 |
-
result = self.__printResult("approxEntropy", aent)
|
2079 |
-
return result
|
2080 |
-
|
2081 |
-
def __phi(self, ldata, m, r):
|
2082 |
-
"""
|
2083 |
-
phi function for approximate entropy
|
2084 |
-
|
2085 |
-
Parameters
|
2086 |
-
ldata: data array
|
2087 |
-
m: length of compared run of data
|
2088 |
-
r: filtering level
|
2089 |
-
"""
|
2090 |
-
le = len(ldata)
|
2091 |
-
x = [[ldata[j] for j in range(i, i + m - 1 + 1)] for i in range(le - m + 1)]
|
2092 |
-
lex = len(x)
|
2093 |
-
c = list()
|
2094 |
-
for i in range(lex):
|
2095 |
-
cnt = 0
|
2096 |
-
for j in range(lex):
|
2097 |
-
cnt += (1 if maxListDist(x[i], x[j]) <= r else 0)
|
2098 |
-
cnt /= (le - m + 1.0)
|
2099 |
-
c.append(cnt)
|
2100 |
-
return sum(np.log(c)) / (le - m + 1.0)
|
2101 |
-
|
2102 |
-
|
2103 |
-
def oneSpaceEntropy(self, ds, scaMethod="zscale"):
|
2104 |
-
"""
|
2105 |
-
gets one space entroty (ref: Estimating mutual information by Kraskov)
|
2106 |
-
|
2107 |
-
Parameters
|
2108 |
-
ds: data set name or list or numpy array
|
2109 |
-
"""
|
2110 |
-
self.__printBanner("getting one space entropy", ds)
|
2111 |
-
data = self.getNumericData(ds)
|
2112 |
-
sdata = sorted(data)
|
2113 |
-
sdata = scaleData(sdata, scaMethod)
|
2114 |
-
su = 0
|
2115 |
-
n = len(sdata)
|
2116 |
-
for i in range(1, n, 1):
|
2117 |
-
t = abs(sdata[i] - sdata[i-1])
|
2118 |
-
if t > 0:
|
2119 |
-
su += log(t)
|
2120 |
-
su /= (n -1)
|
2121 |
-
#print(su)
|
2122 |
-
ose = digammaFun(n) - digammaFun(1) + su
|
2123 |
-
result = self.__printResult("entropy", ose)
|
2124 |
-
return result
|
2125 |
-
|
2126 |
-
|
2127 |
-
def plotCrossCorr(self, ds1, ds2, normed, lags):
|
2128 |
-
"""
|
2129 |
-
plots cross correlation
|
2130 |
-
|
2131 |
-
Parameters
|
2132 |
-
ds1: data set name or list or numpy array
|
2133 |
-
ds2: data set name or list or numpy array
|
2134 |
-
normed: If True, input vectors are normalised to unit
|
2135 |
-
lags: num of lags
|
2136 |
-
"""
|
2137 |
-
self.__printBanner("plotting cross correlation between two numeric", ds1, ds2)
|
2138 |
-
data1 = self.getNumericData(ds1)
|
2139 |
-
data2 = self.getNumericData(ds2)
|
2140 |
-
self.ensureSameSize([data1, data2])
|
2141 |
-
plt.xcorr(data1, data2, normed=normed, maxlags=lags)
|
2142 |
-
plt.show()
|
2143 |
-
|
2144 |
-
def getCrossCorr(self, ds1, ds2):
|
2145 |
-
"""
|
2146 |
-
gets cross correlation
|
2147 |
-
|
2148 |
-
Parameters
|
2149 |
-
ds1: data set name or list or numpy array
|
2150 |
-
ds2: data set name or list or numpy array
|
2151 |
-
"""
|
2152 |
-
self.__printBanner("getting cross correlation", ds1, ds2)
|
2153 |
-
data1 = self.getNumericData(ds1)
|
2154 |
-
data2 = self.getNumericData(ds2)
|
2155 |
-
self.ensureSameSize([data1, data2])
|
2156 |
-
crossCorr = stt.ccf(data1, data2)
|
2157 |
-
result = self.__printResult("crossCorr", crossCorr)
|
2158 |
-
return result
|
2159 |
-
|
2160 |
-
def getFourierTransform(self, ds):
|
2161 |
-
"""
|
2162 |
-
gets fast fourier transform
|
2163 |
-
|
2164 |
-
Parameters
|
2165 |
-
ds: data set name or list or numpy array
|
2166 |
-
"""
|
2167 |
-
self.__printBanner("getting fourier transform", ds)
|
2168 |
-
data = self.getNumericData(ds)
|
2169 |
-
ft = np.fft.rfft(data)
|
2170 |
-
result = self.__printResult("fourierTransform", ft)
|
2171 |
-
return result
|
2172 |
-
|
2173 |
-
|
2174 |
-
def testStationaryAdf(self, ds, regression, autolag, sigLev=.05):
|
2175 |
-
"""
|
2176 |
-
Adf stationary test null hyp not stationary
|
2177 |
-
|
2178 |
-
Parameters
|
2179 |
-
ds: data set name or list or numpy array
|
2180 |
-
regression: constant and trend order to include in regression
|
2181 |
-
autolag: method to use when automatically determining the lag
|
2182 |
-
sigLev: statistical significance level
|
2183 |
-
"""
|
2184 |
-
self.__printBanner("doing ADF stationary test", ds)
|
2185 |
-
relist = ["c","ct","ctt","nc"]
|
2186 |
-
assert regression in relist, "invalid regression value"
|
2187 |
-
alList = ["AIC", "BIC", "t-stat", None]
|
2188 |
-
assert autolag in alList, "invalid autolag value"
|
2189 |
-
|
2190 |
-
data = self.getNumericData(ds)
|
2191 |
-
re = stt.adfuller(data, regression=regression, autolag=autolag)
|
2192 |
-
result = self.__printResult("stat", re[0], "pvalue", re[1] , "num lags", re[2] , "num observation for regression", re[3],
|
2193 |
-
"critial values", re[4])
|
2194 |
-
self.__printStat(re[0], re[1], "probably not stationary", "probably stationary", sigLev)
|
2195 |
-
return result
|
2196 |
-
|
2197 |
-
def testStationaryKpss(self, ds, regression, nlags, sigLev=.05):
|
2198 |
-
"""
|
2199 |
-
Kpss stationary test null hyp stationary
|
2200 |
-
|
2201 |
-
Parameters
|
2202 |
-
ds: data set name or list or numpy array
|
2203 |
-
regression: constant and trend order to include in regression
|
2204 |
-
nlags : no of lags
|
2205 |
-
sigLev: statistical significance level
|
2206 |
-
"""
|
2207 |
-
self.__printBanner("doing KPSS stationary test", ds)
|
2208 |
-
relist = ["c","ct"]
|
2209 |
-
assert regression in relist, "invalid regression value"
|
2210 |
-
nlList =[None, "auto", "legacy"]
|
2211 |
-
assert nlags in nlList or type(nlags) == int, "invalid nlags value"
|
2212 |
-
|
2213 |
-
|
2214 |
-
data = self.getNumericData(ds)
|
2215 |
-
stat, pvalue, nLags, criticalValues = stt.kpss(data, regression=regression, lags=nlags)
|
2216 |
-
result = self.__printResult("stat", stat, "pvalue", pvalue, "num lags", nLags, "critial values", criticalValues)
|
2217 |
-
self.__printStat(stat, pvalue, "probably stationary", "probably not stationary", sigLev)
|
2218 |
-
return result
|
2219 |
-
|
2220 |
-
def testNormalJarqBera(self, ds, sigLev=.05):
|
2221 |
-
"""
|
2222 |
-
jarque bera normalcy test
|
2223 |
-
|
2224 |
-
Parameters
|
2225 |
-
ds: data set name or list or numpy array
|
2226 |
-
sigLev: statistical significance level
|
2227 |
-
"""
|
2228 |
-
self.__printBanner("doing ajrque bera normalcy test", ds)
|
2229 |
-
data = self.getNumericData(ds)
|
2230 |
-
jb, jbpv, skew, kurtosis = sstt.jarque_bera(data)
|
2231 |
-
result = self.__printResult("stat", jb, "pvalue", jbpv, "skew", skew, "kurtosis", kurtosis)
|
2232 |
-
self.__printStat(jb, jbpv, "probably gaussian", "probably not gaussian", sigLev)
|
2233 |
-
return result
|
2234 |
-
|
2235 |
-
|
2236 |
-
def testNormalShapWilk(self, ds, sigLev=.05):
|
2237 |
-
"""
|
2238 |
-
shapiro wilks normalcy test
|
2239 |
-
|
2240 |
-
Parameters
|
2241 |
-
ds: data set name or list or numpy array
|
2242 |
-
sigLev: statistical significance level
|
2243 |
-
"""
|
2244 |
-
self.__printBanner("doing shapiro wilks normalcy test", ds)
|
2245 |
-
data = self.getNumericData(ds)
|
2246 |
-
stat, pvalue = sta.shapiro(data)
|
2247 |
-
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
2248 |
-
self.__printStat(stat, pvalue, "probably gaussian", "probably not gaussian", sigLev)
|
2249 |
-
return result
|
2250 |
-
|
2251 |
-
def testNormalDagast(self, ds, sigLev=.05):
|
2252 |
-
"""
|
2253 |
-
D’Agostino’s K square normalcy test
|
2254 |
-
|
2255 |
-
Parameters
|
2256 |
-
ds: data set name or list or numpy array
|
2257 |
-
sigLev: statistical significance level
|
2258 |
-
"""
|
2259 |
-
self.__printBanner("doing D’Agostino’s K square normalcy test", ds)
|
2260 |
-
data = self.getNumericData(ds)
|
2261 |
-
stat, pvalue = sta.normaltest(data)
|
2262 |
-
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
2263 |
-
self.__printStat(stat, pvalue, "probably gaussian", "probably not gaussian", sigLev)
|
2264 |
-
return result
|
2265 |
-
|
2266 |
-
def testDistrAnderson(self, ds, dist, sigLev=.05):
|
2267 |
-
"""
|
2268 |
-
Anderson test for normal, expon, logistic, gumbel, gumbel_l, gumbel_r
|
2269 |
-
|
2270 |
-
Parameters
|
2271 |
-
ds: data set name or list or numpy array
|
2272 |
-
dist: type of distribution
|
2273 |
-
sigLev: statistical significance level
|
2274 |
-
"""
|
2275 |
-
self.__printBanner("doing Anderson test for for various distributions", ds)
|
2276 |
-
diList = ["norm", "expon", "logistic", "gumbel", "gumbel_l", "gumbel_r", "extreme1"]
|
2277 |
-
assert dist in diList, "invalid distribution"
|
2278 |
-
|
2279 |
-
data = self.getNumericData(ds)
|
2280 |
-
re = sta.anderson(data)
|
2281 |
-
slAlpha = int(100 * sigLev)
|
2282 |
-
msg = "significnt value not found"
|
2283 |
-
for i in range(len(re.critical_values)):
|
2284 |
-
sl, cv = re.significance_level[i], re.critical_values[i]
|
2285 |
-
if int(sl) == slAlpha:
|
2286 |
-
if re.statistic < cv:
|
2287 |
-
msg = "probably {} at the {:.3f} siginificance level".format(dist, sl)
|
2288 |
-
else:
|
2289 |
-
msg = "probably not {} at the {:.3f} siginificance level".format(dist, sl)
|
2290 |
-
result = self.__printResult("stat", re.statistic, "test", msg)
|
2291 |
-
print(msg)
|
2292 |
-
return result
|
2293 |
-
|
2294 |
-
def testSkew(self, ds, sigLev=.05):
|
2295 |
-
"""
|
2296 |
-
test skew wrt normal distr
|
2297 |
-
|
2298 |
-
Parameters
|
2299 |
-
ds: data set name or list or numpy array
|
2300 |
-
sigLev: statistical significance level
|
2301 |
-
"""
|
2302 |
-
self.__printBanner("testing skew wrt normal distr", ds)
|
2303 |
-
data = self.getNumericData(ds)
|
2304 |
-
stat, pvalue = sta.skewtest(data)
|
2305 |
-
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
2306 |
-
self.__printStat(stat, pvalue, "probably same skew as normal distribution", "probably not same skew as normal distribution", sigLev)
|
2307 |
-
return result
|
2308 |
-
|
2309 |
-
def testTwoSampleStudent(self, ds1, ds2, sigLev=.05):
|
2310 |
-
"""
|
2311 |
-
student t 2 sample test
|
2312 |
-
|
2313 |
-
Parameters
|
2314 |
-
ds1: data set name or list or numpy array
|
2315 |
-
ds2: data set name or list or numpy array
|
2316 |
-
sigLev: statistical significance level
|
2317 |
-
"""
|
2318 |
-
self.__printBanner("doing student t 2 sample test", ds1, ds2)
|
2319 |
-
data1 = self.getNumericData(ds1)
|
2320 |
-
data2 = self.getNumericData(ds2)
|
2321 |
-
stat, pvalue = sta.ttest_ind(data1, data2)
|
2322 |
-
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
2323 |
-
self.__printStat(stat, pvalue, "probably same distribution", "probably not same distribution", sigLev)
|
2324 |
-
return result
|
2325 |
-
|
2326 |
-
def testTwoSampleKs(self, ds1, ds2, sigLev=.05):
|
2327 |
-
"""
|
2328 |
-
Kolmogorov Sminov 2 sample statistic
|
2329 |
-
|
2330 |
-
Parameters
|
2331 |
-
ds1: data set name or list or numpy array
|
2332 |
-
ds2: data set name or list or numpy array
|
2333 |
-
sigLev: statistical significance level
|
2334 |
-
"""
|
2335 |
-
self.__printBanner("doing Kolmogorov Sminov 2 sample test", ds1, ds2)
|
2336 |
-
data1 = self.getNumericData(ds1)
|
2337 |
-
data2 = self.getNumericData(ds2)
|
2338 |
-
stat, pvalue = sta.ks_2samp(data1, data2)
|
2339 |
-
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
2340 |
-
self.__printStat(stat, pvalue, "probably same distribution", "probably not same distribution", sigLev)
|
2341 |
-
|
2342 |
-
|
2343 |
-
def testTwoSampleMw(self, ds1, ds2, sigLev=.05):
|
2344 |
-
"""
|
2345 |
-
Mann-Whitney 2 sample statistic
|
2346 |
-
|
2347 |
-
Parameters
|
2348 |
-
ds1: data set name or list or numpy array
|
2349 |
-
ds2: data set name or list or numpy array
|
2350 |
-
sigLev: statistical significance level
|
2351 |
-
"""
|
2352 |
-
self.__printBanner("doing Mann-Whitney 2 sample test", ds1, ds2)
|
2353 |
-
data1 = self.getNumericData(ds1)
|
2354 |
-
data2 = self.getNumericData(ds2)
|
2355 |
-
stat, pvalue = sta.mannwhitneyu(data1, data2)
|
2356 |
-
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
2357 |
-
self.__printStat(stat, pvalue, "probably same distribution", "probably not same distribution", sigLev)
|
2358 |
-
|
2359 |
-
def testTwoSampleWilcox(self, ds1, ds2, sigLev=.05):
|
2360 |
-
"""
|
2361 |
-
Wilcoxon Signed-Rank 2 sample statistic
|
2362 |
-
|
2363 |
-
Parameters
|
2364 |
-
ds1: data set name or list or numpy array
|
2365 |
-
ds2: data set name or list or numpy array
|
2366 |
-
sigLev: statistical significance level
|
2367 |
-
"""
|
2368 |
-
self.__printBanner("doing Wilcoxon Signed-Rank 2 sample test", ds1, ds2)
|
2369 |
-
data1 = self.getNumericData(ds1)
|
2370 |
-
data2 = self.getNumericData(ds2)
|
2371 |
-
stat, pvalue = sta.wilcoxon(data1, data2)
|
2372 |
-
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
2373 |
-
self.__printStat(stat, pvalue, "probably same distribution", "probably not same distribution", sigLev)
|
2374 |
-
|
2375 |
-
|
2376 |
-
def testTwoSampleKw(self, ds1, ds2, sigLev=.05):
|
2377 |
-
"""
|
2378 |
-
Kruskal-Wallis 2 sample statistic
|
2379 |
-
|
2380 |
-
Parameters
|
2381 |
-
ds1: data set name or list or numpy array
|
2382 |
-
ds2: data set name or list or numpy array
|
2383 |
-
sigLev: statistical significance level
|
2384 |
-
"""
|
2385 |
-
self.__printBanner("doing Kruskal-Wallis 2 sample test", ds1, ds2)
|
2386 |
-
data1 = self.getNumericData(ds1)
|
2387 |
-
data2 = self.getNumericData(ds2)
|
2388 |
-
stat, pvalue = sta.kruskal(data1, data2)
|
2389 |
-
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
2390 |
-
self.__printStat(stat, pvalue, "probably same distribution", "probably snot ame distribution", sigLev)
|
2391 |
-
|
2392 |
-
def testTwoSampleFriedman(self, ds1, ds2, ds3, sigLev=.05):
|
2393 |
-
"""
|
2394 |
-
Friedman 2 sample statistic
|
2395 |
-
|
2396 |
-
Parameters
|
2397 |
-
ds1: data set name or list or numpy array
|
2398 |
-
ds2: data set name or list or numpy array
|
2399 |
-
sigLev: statistical significance level
|
2400 |
-
"""
|
2401 |
-
self.__printBanner("doing Friedman 2 sample test", ds1, ds2)
|
2402 |
-
data1 = self.getNumericData(ds1)
|
2403 |
-
data2 = self.getNumericData(ds2)
|
2404 |
-
data3 = self.getNumericData(ds3)
|
2405 |
-
stat, pvalue = sta.friedmanchisquare(data1, data2, data3)
|
2406 |
-
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
2407 |
-
self.__printStat(stat, pvalue, "probably same distribution", "probably not same distribution", sigLev)
|
2408 |
-
|
2409 |
-
def testTwoSampleEs(self, ds1, ds2, sigLev=.05):
|
2410 |
-
"""
|
2411 |
-
Epps Singleton 2 sample statistic
|
2412 |
-
|
2413 |
-
Parameters
|
2414 |
-
ds1: data set name or list or numpy array
|
2415 |
-
ds2: data set name or list or numpy array
|
2416 |
-
sigLev: statistical significance level
|
2417 |
-
"""
|
2418 |
-
self.__printBanner("doing Epps Singleton 2 sample test", ds1, ds2)
|
2419 |
-
data1 = self.getNumericData(ds1)
|
2420 |
-
data2 = self.getNumericData(ds2)
|
2421 |
-
stat, pvalue = sta.epps_singleton_2samp(data1, data2)
|
2422 |
-
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
2423 |
-
self.__printStat(stat, pvalue, "probably same distribution", "probably not same distribution", sigLev)
|
2424 |
-
|
2425 |
-
def testTwoSampleAnderson(self, ds1, ds2, sigLev=.05):
|
2426 |
-
"""
|
2427 |
-
Anderson 2 sample statistic
|
2428 |
-
|
2429 |
-
Parameters
|
2430 |
-
ds1: data set name or list or numpy array
|
2431 |
-
ds2: data set name or list or numpy array
|
2432 |
-
sigLev: statistical significance level
|
2433 |
-
"""
|
2434 |
-
self.__printBanner("doing Anderson 2 sample test", ds1, ds2)
|
2435 |
-
data1 = self.getNumericData(ds1)
|
2436 |
-
data2 = self.getNumericData(ds2)
|
2437 |
-
dseq = (data1, data2)
|
2438 |
-
stat, critValues, sLev = sta.anderson_ksamp(dseq)
|
2439 |
-
slAlpha = 100 * sigLev
|
2440 |
-
|
2441 |
-
if slAlpha == 10:
|
2442 |
-
cv = critValues[1]
|
2443 |
-
elif slAlpha == 5:
|
2444 |
-
cv = critValues[2]
|
2445 |
-
elif slAlpha == 2.5:
|
2446 |
-
cv = critValues[3]
|
2447 |
-
elif slAlpha == 1:
|
2448 |
-
cv = critValues[4]
|
2449 |
-
else:
|
2450 |
-
cv = None
|
2451 |
-
|
2452 |
-
result = self.__printResult("stat", stat, "critValues", critValues, "critValue", cv, "significanceLevel", sLev)
|
2453 |
-
print("stat: {:.3f}".format(stat))
|
2454 |
-
if cv is None:
|
2455 |
-
msg = "critical values value not found for provided siginificance level"
|
2456 |
-
else:
|
2457 |
-
if stat < cv:
|
2458 |
-
msg = "probably same distribution at the {:.3f} siginificance level".format(sigLev)
|
2459 |
-
else:
|
2460 |
-
msg = "probably not same distribution at the {:.3f} siginificance level".format(sigLev)
|
2461 |
-
print(msg)
|
2462 |
-
return result
|
2463 |
-
|
2464 |
-
|
2465 |
-
def testTwoSampleScaleAb(self, ds1, ds2, sigLev=.05):
|
2466 |
-
"""
|
2467 |
-
Ansari Bradley 2 sample scale statistic
|
2468 |
-
|
2469 |
-
Parameters
|
2470 |
-
ds1: data set name or list or numpy array
|
2471 |
-
ds2: data set name or list or numpy array
|
2472 |
-
sigLev: statistical significance level
|
2473 |
-
"""
|
2474 |
-
self.__printBanner("doing Ansari Bradley 2 sample scale test", ds1, ds2)
|
2475 |
-
data1 = self.getNumericData(ds1)
|
2476 |
-
data2 = self.getNumericData(ds2)
|
2477 |
-
stat, pvalue = sta.ansari(data1, data2)
|
2478 |
-
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
2479 |
-
self.__printStat(stat, pvalue, "probably same scale", "probably not same scale", sigLev)
|
2480 |
-
return result
|
2481 |
-
|
2482 |
-
def testTwoSampleScaleMood(self, ds1, ds2, sigLev=.05):
|
2483 |
-
"""
|
2484 |
-
Mood 2 sample scale statistic
|
2485 |
-
|
2486 |
-
Parameters
|
2487 |
-
ds1: data set name or list or numpy array
|
2488 |
-
ds2: data set name or list or numpy array
|
2489 |
-
sigLev: statistical significance level
|
2490 |
-
"""
|
2491 |
-
self.__printBanner("doing Mood 2 sample scale test", ds1, ds2)
|
2492 |
-
data1 = self.getNumericData(ds1)
|
2493 |
-
data2 = self.getNumericData(ds2)
|
2494 |
-
stat, pvalue = sta.mood(data1, data2)
|
2495 |
-
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
2496 |
-
self.__printStat(stat, pvalue, "probably same scale", "probably not same scale", sigLev)
|
2497 |
-
return result
|
2498 |
-
|
2499 |
-
def testTwoSampleVarBartlet(self, ds1, ds2, sigLev=.05):
|
2500 |
-
"""
|
2501 |
-
Ansari Bradley 2 sample scale statistic
|
2502 |
-
|
2503 |
-
Parameters
|
2504 |
-
ds1: data set name or list or numpy array
|
2505 |
-
ds2: data set name or list or numpy array
|
2506 |
-
sigLev: statistical significance level
|
2507 |
-
"""
|
2508 |
-
self.__printBanner("doing Ansari Bradley 2 sample scale test", ds1, ds2)
|
2509 |
-
data1 = self.getNumericData(ds1)
|
2510 |
-
data2 = self.getNumericData(ds2)
|
2511 |
-
stat, pvalue = sta.bartlett(data1, data2)
|
2512 |
-
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
2513 |
-
self.__printStat(stat, pvalue, "probably same variance", "probably not same variance", sigLev)
|
2514 |
-
return result
|
2515 |
-
|
2516 |
-
def testTwoSampleVarLevene(self, ds1, ds2, sigLev=.05):
|
2517 |
-
"""
|
2518 |
-
Levene 2 sample variance statistic
|
2519 |
-
|
2520 |
-
Parameters
|
2521 |
-
ds1: data set name or list or numpy array
|
2522 |
-
ds2: data set name or list or numpy array
|
2523 |
-
sigLev: statistical significance level
|
2524 |
-
"""
|
2525 |
-
self.__printBanner("doing Levene 2 sample variance test", ds1, ds2)
|
2526 |
-
data1 = self.getNumericData(ds1)
|
2527 |
-
data2 = self.getNumericData(ds2)
|
2528 |
-
stat, pvalue = sta.levene(data1, data2)
|
2529 |
-
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
2530 |
-
self.__printStat(stat, pvalue, "probably same variance", "probably not same variance", sigLev)
|
2531 |
-
return result
|
2532 |
-
|
2533 |
-
def testTwoSampleVarFk(self, ds1, ds2, sigLev=.05):
|
2534 |
-
"""
|
2535 |
-
Fligner-Killeen 2 sample variance statistic
|
2536 |
-
|
2537 |
-
Parameters
|
2538 |
-
ds1: data set name or list or numpy array
|
2539 |
-
ds2: data set name or list or numpy array
|
2540 |
-
sigLev: statistical significance level
|
2541 |
-
"""
|
2542 |
-
self.__printBanner("doing Fligner-Killeen 2 sample variance test", ds1, ds2)
|
2543 |
-
data1 = self.getNumericData(ds1)
|
2544 |
-
data2 = self.getNumericData(ds2)
|
2545 |
-
stat, pvalue = sta.fligner(data1, data2)
|
2546 |
-
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
2547 |
-
self.__printStat(stat, pvalue, "probably same variance", "probably not same variance", sigLev)
|
2548 |
-
return result
|
2549 |
-
|
2550 |
-
def testTwoSampleMedMood(self, ds1, ds2, sigLev=.05):
|
2551 |
-
"""
|
2552 |
-
Mood 2 sample median statistic
|
2553 |
-
|
2554 |
-
Parameters
|
2555 |
-
ds1: data set name or list or numpy array
|
2556 |
-
ds2: data set name or list or numpy array
|
2557 |
-
sigLev: statistical significance level
|
2558 |
-
"""
|
2559 |
-
self.__printBanner("doing Mood 2 sample median test", ds1, ds2)
|
2560 |
-
data1 = self.getNumericData(ds1)
|
2561 |
-
data2 = self.getNumericData(ds2)
|
2562 |
-
stat, pvalue, median, ctable = sta.median_test(data1, data2)
|
2563 |
-
result = self.__printResult("stat", stat, "pvalue", pvalue, "median", median, "contigencyTable", ctable)
|
2564 |
-
self.__printStat(stat, pvalue, "probably same median", "probably not same median", sigLev)
|
2565 |
-
return result
|
2566 |
-
|
2567 |
-
def testTwoSampleZc(self, ds1, ds2, sigLev=.05):
|
2568 |
-
"""
|
2569 |
-
Zhang-C 2 sample statistic
|
2570 |
-
|
2571 |
-
Parameters
|
2572 |
-
ds1: data set name or list or numpy array
|
2573 |
-
ds2: data set name or list or numpy array
|
2574 |
-
sigLev: statistical significance level
|
2575 |
-
"""
|
2576 |
-
self.__printBanner("doing Zhang-C 2 sample test", ds1, ds2)
|
2577 |
-
data1 = self.getNumericData(ds1)
|
2578 |
-
data2 = self.getNumericData(ds2)
|
2579 |
-
l1 = len(data1)
|
2580 |
-
l2 = len(data2)
|
2581 |
-
l = l1 + l2
|
2582 |
-
|
2583 |
-
#find ranks
|
2584 |
-
pooled = np.concatenate([data1, data2])
|
2585 |
-
ranks = findRanks(data1, pooled)
|
2586 |
-
ranks.extend(findRanks(data2, pooled))
|
2587 |
-
|
2588 |
-
s1 = 0.0
|
2589 |
-
for i in range(1, l1+1):
|
2590 |
-
s1 += math.log(l1 / (i - 0.5) - 1.0) * math.log(l / (ranks[i-1] - 0.5) - 1.0)
|
2591 |
-
|
2592 |
-
s2 = 0.0
|
2593 |
-
for i in range(1, l2+1):
|
2594 |
-
s2 += math.log(l2 / (i - 0.5) - 1.0) * math.log(l / (ranks[l1 + i - 1] - 0.5) - 1.0)
|
2595 |
-
stat = (s1 + s2) / l
|
2596 |
-
print(formatFloat(3, stat, "stat:"))
|
2597 |
-
return stat
|
2598 |
-
|
2599 |
-
def testTwoSampleZa(self, ds1, ds2, sigLev=.05):
|
2600 |
-
"""
|
2601 |
-
Zhang-A 2 sample statistic
|
2602 |
-
|
2603 |
-
Parameters
|
2604 |
-
ds1: data set name or list or numpy array
|
2605 |
-
ds2: data set name or list or numpy array
|
2606 |
-
sigLev: statistical significance level
|
2607 |
-
"""
|
2608 |
-
self.__printBanner("doing Zhang-A 2 sample test", ds1, ds2)
|
2609 |
-
data1 = self.getNumericData(ds1)
|
2610 |
-
data2 = self.getNumericData(ds2)
|
2611 |
-
l1 = len(data1)
|
2612 |
-
l2 = len(data2)
|
2613 |
-
l = l1 + l2
|
2614 |
-
pooled = np.concatenate([data1, data2])
|
2615 |
-
cd1 = CumDistr(data1)
|
2616 |
-
cd2 = CumDistr(data2)
|
2617 |
-
sum = 0.0
|
2618 |
-
for i in range(1, l+1):
|
2619 |
-
v = pooled[i-1]
|
2620 |
-
f1 = cd1.getDistr(v)
|
2621 |
-
f2 = cd2.getDistr(v)
|
2622 |
-
|
2623 |
-
t1 = f1 * math.log(f1)
|
2624 |
-
t2 = 0 if f1 == 1.0 else (1.0 - f1) * math.log(1.0 - f1)
|
2625 |
-
sum += l1 * (t1 + t2) / ((i - 0.5) * (l - i + 0.5))
|
2626 |
-
t1 = f2 * math.log(f2)
|
2627 |
-
t2 = 0 if f2 == 1.0 else (1.0 - f2) * math.log(1.0 - f2)
|
2628 |
-
sum += l2 * (t1 + t2) / ((i - 0.5) * (l - i + 0.5))
|
2629 |
-
stat = -sum
|
2630 |
-
print(formatFloat(3, stat, "stat:"))
|
2631 |
-
return stat
|
2632 |
-
|
2633 |
-
def testTwoSampleZk(self, ds1, ds2, sigLev=.05):
|
2634 |
-
"""
|
2635 |
-
Zhang-K 2 sample statistic
|
2636 |
-
|
2637 |
-
Parameters
|
2638 |
-
ds1: data set name or list or numpy array
|
2639 |
-
ds2: data set name or list or numpy array
|
2640 |
-
sigLev: statistical significance level
|
2641 |
-
"""
|
2642 |
-
self.__printBanner("doing Zhang-K 2 sample test", ds1, ds2)
|
2643 |
-
data1 = self.getNumericData(ds1)
|
2644 |
-
data2 = self.getNumericData(ds2)
|
2645 |
-
l1 = len(data1)
|
2646 |
-
l2 = len(data2)
|
2647 |
-
l = l1 + l2
|
2648 |
-
pooled = np.concatenate([data1, data2])
|
2649 |
-
cd1 = CumDistr(data1)
|
2650 |
-
cd2 = CumDistr(data2)
|
2651 |
-
cd = CumDistr(pooled)
|
2652 |
-
|
2653 |
-
maxStat = None
|
2654 |
-
for i in range(1, l+1):
|
2655 |
-
v = pooled[i-1]
|
2656 |
-
f1 = cd1.getDistr(v)
|
2657 |
-
f2 = cd2.getDistr(v)
|
2658 |
-
f = cd.getDistr(v)
|
2659 |
-
|
2660 |
-
t1 = 0 if f1 == 0 else f1 * math.log(f1 / f)
|
2661 |
-
t2 = 0 if f1 == 1.0 else (1.0 - f1) * math.log((1.0 - f1) / (1.0 - f))
|
2662 |
-
stat = l1 * (t1 + t2)
|
2663 |
-
t1 = 0 if f2 == 0 else f2 * math.log(f2 / f)
|
2664 |
-
t2 = 0 if f2 == 1.0 else (1.0 - f2) * math.log((1.0 - f2) / (1.0 - f))
|
2665 |
-
stat += l2 * (t1 + t2)
|
2666 |
-
if maxStat is None or stat > maxStat:
|
2667 |
-
maxStat = stat
|
2668 |
-
print(formatFloat(3, maxStat, "stat:"))
|
2669 |
-
return maxStat
|
2670 |
-
|
2671 |
-
|
2672 |
-
def testTwoSampleCvm(self, ds1, ds2, sigLev=.05):
|
2673 |
-
"""
|
2674 |
-
2 sample cramer von mises
|
2675 |
-
|
2676 |
-
Parameters
|
2677 |
-
ds1: data set name or list or numpy array
|
2678 |
-
ds2: data set name or list or numpy array
|
2679 |
-
sigLev: statistical significance level
|
2680 |
-
"""
|
2681 |
-
self.__printBanner("doing 2 sample CVM test", ds1, ds2)
|
2682 |
-
data1 = self.getNumericData(ds1)
|
2683 |
-
data2 = self.getNumericData(ds2)
|
2684 |
-
data = np.concatenate((data1,data2))
|
2685 |
-
rdata = sta.rankdata(data)
|
2686 |
-
n = len(data1)
|
2687 |
-
m = len(data2)
|
2688 |
-
l = n + m
|
2689 |
-
|
2690 |
-
s1 = 0
|
2691 |
-
for i in range(n):
|
2692 |
-
t = rdata[i] - (i+1)
|
2693 |
-
s1 += (t * t)
|
2694 |
-
s1 *= n
|
2695 |
-
|
2696 |
-
s2 = 0
|
2697 |
-
for i in range(m):
|
2698 |
-
t = rdata[i + n] - (i+1)
|
2699 |
-
s2 += (t * t)
|
2700 |
-
s2 *= m
|
2701 |
-
|
2702 |
-
u = s1 + s2
|
2703 |
-
stat = u / (n * m * l) - (4 * m * n - 1) / (6 * l)
|
2704 |
-
result = self.__printResult("stat", stat)
|
2705 |
-
return result
|
2706 |
-
|
2707 |
-
def ensureSameSize(self, dlist):
|
2708 |
-
"""
|
2709 |
-
ensures all data sets are of same size
|
2710 |
-
|
2711 |
-
Parameters
|
2712 |
-
dlist : data source list
|
2713 |
-
"""
|
2714 |
-
le = None
|
2715 |
-
for d in dlist:
|
2716 |
-
cle = len(d)
|
2717 |
-
if le is None:
|
2718 |
-
le = cle
|
2719 |
-
else:
|
2720 |
-
assert cle == le, "all data sets need to be of same size"
|
2721 |
-
|
2722 |
-
|
2723 |
-
def testTwoSampleWasserstein(self, ds1, ds2):
|
2724 |
-
"""
|
2725 |
-
Wasserstein 2 sample statistic
|
2726 |
-
|
2727 |
-
Parameters
|
2728 |
-
ds1: data set name or list or numpy array
|
2729 |
-
ds2: data set name or list or numpy array
|
2730 |
-
"""
|
2731 |
-
self.__printBanner("doing Wasserstein distance2 sample test", ds1, ds2)
|
2732 |
-
data1 = self.getNumericData(ds1)
|
2733 |
-
data2 = self.getNumericData(ds2)
|
2734 |
-
stat = sta.wasserstein_distance(data1, data2)
|
2735 |
-
sd = np.std(np.concatenate([data1, data2]))
|
2736 |
-
nstat = stat / sd
|
2737 |
-
result = self.__printResult("stat", stat, "normalizedStat", nstat)
|
2738 |
-
return result
|
2739 |
-
|
2740 |
-
def getMaxRelMinRedFeatures(self, fdst, tdst, nfeatures, nbins=20):
|
2741 |
-
"""
|
2742 |
-
get top n features based on max relevance and min redudancy algorithm
|
2743 |
-
|
2744 |
-
Parameters
|
2745 |
-
fdst: list of pair of data set name or list or numpy array and data type
|
2746 |
-
tdst: target data set name or list or numpy array and data type (cat for classification num for regression)
|
2747 |
-
nfeatures : desired no of features
|
2748 |
-
nbins : no of bins for numerical data
|
2749 |
-
"""
|
2750 |
-
self.__printBanner("doing max relevance min redundancy feature selection")
|
2751 |
-
return self.getMutInfoFeatures(fdst, tdst, nfeatures, "mrmr", nbins)
|
2752 |
-
|
2753 |
-
def getJointMutInfoFeatures(self, fdst, tdst, nfeatures, nbins=20):
|
2754 |
-
"""
|
2755 |
-
get top n features based on joint mutual infoormation algorithm
|
2756 |
-
|
2757 |
-
Parameters
|
2758 |
-
fdst: list of pair of data set name or list or numpy array and data type
|
2759 |
-
tdst: target data set name or list or numpy array and data type (cat for classification num for regression)
|
2760 |
-
nfeatures : desired no of features
|
2761 |
-
nbins : no of bins for numerical data
|
2762 |
-
"""
|
2763 |
-
self.__printBanner("doingjoint mutual info feature selection")
|
2764 |
-
return self.getMutInfoFeatures(fdst, tdst, nfeatures, "jmi", nbins)
|
2765 |
-
|
2766 |
-
def getCondMutInfoMaxFeatures(self, fdst, tdst, nfeatures, nbins=20):
|
2767 |
-
"""
|
2768 |
-
get top n features based on condition mutual information maximization algorithm
|
2769 |
-
|
2770 |
-
Parameters
|
2771 |
-
fdst: list of pair of data set name or list or numpy array and data type
|
2772 |
-
tdst: target data set name or list or numpy array and data type (cat for classification num for regression)
|
2773 |
-
nfeatures : desired no of features
|
2774 |
-
nbins : no of bins for numerical data
|
2775 |
-
"""
|
2776 |
-
self.__printBanner("doing conditional mutual info max feature selection")
|
2777 |
-
return self.getMutInfoFeatures(fdst, tdst, nfeatures, "cmim", nbins)
|
2778 |
-
|
2779 |
-
def getInteractCapFeatures(self, fdst, tdst, nfeatures, nbins=20):
|
2780 |
-
"""
|
2781 |
-
get top n features based on interaction capping algorithm
|
2782 |
-
|
2783 |
-
Parameters
|
2784 |
-
fdst: list of pair of data set name or list or numpy array and data type
|
2785 |
-
tdst: target data set name or list or numpy array and data type (cat for classification num for regression)
|
2786 |
-
nfeatures : desired no of features
|
2787 |
-
nbins : no of bins for numerical data
|
2788 |
-
"""
|
2789 |
-
self.__printBanner("doing interaction capped feature selection")
|
2790 |
-
return self.getMutInfoFeatures(fdst, tdst, nfeatures, "icap", nbins)
|
2791 |
-
|
2792 |
-
def getMutInfoFeatures(self, fdst, tdst, nfeatures, algo, nbins=20):
|
2793 |
-
"""
|
2794 |
-
get top n features based on various mutual information based algorithm
|
2795 |
-
ref: Conditional likelihood maximisation : A unifying framework for information
|
2796 |
-
theoretic feature selection, Gavin Brown
|
2797 |
-
|
2798 |
-
Parameters
|
2799 |
-
fdst: list of pair of data set name or list or numpy array and data type
|
2800 |
-
tdst: target data set name or list or numpy array and data type (cat for classification num for regression)
|
2801 |
-
nfeatures : desired no of features
|
2802 |
-
algo: mi based feature selection algorithm
|
2803 |
-
nbins : no of bins for numerical data
|
2804 |
-
"""
|
2805 |
-
#verify data source types types
|
2806 |
-
le = len(fdst)
|
2807 |
-
nfeatGiven = int(le / 2)
|
2808 |
-
assertGreater(nfeatGiven, nfeatures, "no of features should be greater than no of features to be selected")
|
2809 |
-
fds = list()
|
2810 |
-
types = ["num", "cat"]
|
2811 |
-
for i in range (0, le, 2):
|
2812 |
-
ds = fdst[i]
|
2813 |
-
dt = fdst[i+1]
|
2814 |
-
assertInList(dt, types, "invalid type for data source " + dt)
|
2815 |
-
data = self.getNumericData(ds) if dt == "num" else self.getCatData(ds)
|
2816 |
-
p =(ds, dt)
|
2817 |
-
fds.append(p)
|
2818 |
-
algos = ["mrmr", "jmi", "cmim", "icap"]
|
2819 |
-
assertInList(algo, algos, "invalid feature selection algo " + algo)
|
2820 |
-
|
2821 |
-
assertInList(tdst[1], types, "invalid type for data source " + tdst[1])
|
2822 |
-
data = self.getNumericData(tdst[0]) if tdst[1] == "num" else self.getCatData(tdst[0])
|
2823 |
-
#print(fds)
|
2824 |
-
|
2825 |
-
sfds = list()
|
2826 |
-
selected = set()
|
2827 |
-
relevancies = dict()
|
2828 |
-
for i in range(nfeatures):
|
2829 |
-
#print(i)
|
2830 |
-
scorem = None
|
2831 |
-
dsm = None
|
2832 |
-
dsmt = None
|
2833 |
-
for ds, dt in fds:
|
2834 |
-
#print(ds, dt)
|
2835 |
-
if ds not in selected:
|
2836 |
-
#relevancy
|
2837 |
-
if ds in relevancies:
|
2838 |
-
mutInfo = relevancies[ds]
|
2839 |
-
else:
|
2840 |
-
mutInfo = self.getMutualInfo([ds, dt, tdst[0], tdst[1]], nbins)["mutInfo"]
|
2841 |
-
relevancies[ds] = mutInfo
|
2842 |
-
relev = mutInfo
|
2843 |
-
#print("relev", relev)
|
2844 |
-
|
2845 |
-
#redundancy
|
2846 |
-
smi = 0
|
2847 |
-
reds = list()
|
2848 |
-
for sds, sdt, _ in sfds:
|
2849 |
-
#print(sds, sdt)
|
2850 |
-
mutInfo = self.getMutualInfo([ds, dt, sds, sdt], nbins)["mutInfo"]
|
2851 |
-
mutInfoCnd = self.getCondMutualInfo([ds, dt, sds, sdt, tdst[0], tdst[1]], nbins)["condMutInfo"] \
|
2852 |
-
if algo != "mrmr" else 0
|
2853 |
-
|
2854 |
-
red = mutInfo - mutInfoCnd
|
2855 |
-
reds.append(red)
|
2856 |
-
|
2857 |
-
if algo == "mrmr" or algo == "jmi":
|
2858 |
-
redun = sum(reds) / len(sfds) if len(sfds) > 0 else 0
|
2859 |
-
elif algo == "cmim" or algo == "icap":
|
2860 |
-
redun = max(reds) if len(sfds) > 0 else 0
|
2861 |
-
if algo == "icap":
|
2862 |
-
redun = max(0, redun)
|
2863 |
-
#print("redun", redun)
|
2864 |
-
score = relev - redun
|
2865 |
-
if scorem is None or score > scorem:
|
2866 |
-
scorem = score
|
2867 |
-
dsm = ds
|
2868 |
-
dsmt = dt
|
2869 |
-
|
2870 |
-
pa = (dsm, dsmt, scorem)
|
2871 |
-
#print(pa)
|
2872 |
-
sfds.append(pa)
|
2873 |
-
selected.add(dsm)
|
2874 |
-
|
2875 |
-
selFeatures = list(map(lambda r : (r[0], r[2]), sfds))
|
2876 |
-
result = self.__printResult("selFeatures", selFeatures)
|
2877 |
-
return result
|
2878 |
-
|
2879 |
-
|
2880 |
-
def getFastCorrFeatures(self, fdst, tdst, delta, nbins=20):
|
2881 |
-
"""
|
2882 |
-
get top features based on Fast Correlation Based Filter (FCBF)
|
2883 |
-
ref: Feature Selection for High-Dimensional Data: A Fast Correlation-Based Filter Solution
|
2884 |
-
Lei Yu
|
2885 |
-
|
2886 |
-
Parameters
|
2887 |
-
fdst: list of pair of data set name or list or numpy array and data type
|
2888 |
-
tdst: target data set name or list or numpy array and data type (cat for classification num for regression)
|
2889 |
-
delta : feature, target correlation threshold
|
2890 |
-
nbins : no of bins for numerical data
|
2891 |
-
"""
|
2892 |
-
le = len(fdst)
|
2893 |
-
nfeatGiven = int(le / 2)
|
2894 |
-
fds = list()
|
2895 |
-
types = ["num", "cat"]
|
2896 |
-
for i in range (0, le, 2):
|
2897 |
-
ds = fdst[i]
|
2898 |
-
dt = fdst[i+1]
|
2899 |
-
assertInList(dt, types, "invalid type for data source " + dt)
|
2900 |
-
data = self.getNumericData(ds) if dt == "num" else self.getCatData(ds)
|
2901 |
-
p =(ds, dt)
|
2902 |
-
fds.append(p)
|
2903 |
-
|
2904 |
-
assertInList(tdst[1], types, "invalid type for data source " + tdst[1])
|
2905 |
-
data = self.getNumericData(tdst[0]) if tdst[1] == "num" else self.getCatData(tdst[0])
|
2906 |
-
|
2907 |
-
# get features with symetric uncertainty above threshold
|
2908 |
-
tentr = self.getAnyEntropy(tdst[0], tdst[1], nbins)["entropy"]
|
2909 |
-
rfeatures = list()
|
2910 |
-
fentrs = dict()
|
2911 |
-
for ds, dt in fds:
|
2912 |
-
mutInfo = self.getMutualInfo([ds, dt, tdst[0], tdst[1]], nbins)["mutInfo"]
|
2913 |
-
fentr = self.getAnyEntropy(ds, dt, nbins)["entropy"]
|
2914 |
-
sunc = 2 * mutInfo / (tentr + fentr)
|
2915 |
-
#print("ds {} sunc {:.3f}".format(ds, sunc))
|
2916 |
-
if sunc >= delta:
|
2917 |
-
f = [ds, dt, sunc, False]
|
2918 |
-
rfeatures.append(f)
|
2919 |
-
fentrs[ds] = fentr
|
2920 |
-
|
2921 |
-
# sort descending of sym uncertainty
|
2922 |
-
rfeatures.sort(key=lambda e : e[2], reverse=True)
|
2923 |
-
|
2924 |
-
#disccard redundant features
|
2925 |
-
le = len(rfeatures)
|
2926 |
-
for i in range(le):
|
2927 |
-
if rfeatures[i][3]:
|
2928 |
-
continue
|
2929 |
-
for j in range(i+1, le, 1):
|
2930 |
-
if rfeatures[j][3]:
|
2931 |
-
continue
|
2932 |
-
mutInfo = self.getMutualInfo([rfeatures[i][0], rfeatures[i][1], rfeatures[j][0], rfeatures[j][1]], nbins)["mutInfo"]
|
2933 |
-
sunc = 2 * mutInfo / (fentrs[rfeatures[i][0]] + fentrs[rfeatures[j][0]])
|
2934 |
-
if sunc >= rfeatures[j][2]:
|
2935 |
-
rfeatures[j][3] = True
|
2936 |
-
|
2937 |
-
frfeatures = list(filter(lambda f : not f[3], rfeatures))
|
2938 |
-
selFeatures = list(map(lambda f : [f[0], f[2]], frfeatures))
|
2939 |
-
result = self.__printResult("selFeatures", selFeatures)
|
2940 |
-
return result
|
2941 |
-
|
2942 |
-
def getInfoGainFeatures(self, fdst, tdst, nfeatures, nsplit, nbins=20):
|
2943 |
-
"""
|
2944 |
-
get top n features based on information gain or entropy loss
|
2945 |
-
|
2946 |
-
Parameters
|
2947 |
-
fdst: list of pair of data set name or list or numpy array and data type
|
2948 |
-
tdst: target data set name or list or numpy array and data type (cat for classification num for regression)
|
2949 |
-
nsplit : num of splits
|
2950 |
-
nfeatures : desired no of features
|
2951 |
-
nbins : no of bins for numerical data
|
2952 |
-
"""
|
2953 |
-
le = len(fdst)
|
2954 |
-
nfeatGiven = int(le / 2)
|
2955 |
-
assertGreater(nfeatGiven, nfeatures, "available features should be greater than desired")
|
2956 |
-
fds = list()
|
2957 |
-
types = ["num", "cat"]
|
2958 |
-
for i in range (0, le, 2):
|
2959 |
-
ds = fdst[i]
|
2960 |
-
dt = fdst[i+1]
|
2961 |
-
assertInList(dt, types, "invalid type for data source " + dt)
|
2962 |
-
data = self.getNumericData(ds) if dt == "num" else self.getCatData(ds)
|
2963 |
-
p =(ds, dt)
|
2964 |
-
fds.append(p)
|
2965 |
-
|
2966 |
-
assertInList(tdst[1], types, "invalid type for data source " + tdst[1])
|
2967 |
-
assertGreater(nsplit, 3, "minimum 4 splits necessary")
|
2968 |
-
tdata = self.getNumericData(tdst[0]) if tdst[1] == "num" else self.getCatData(tdst[0])
|
2969 |
-
tentr = self.getAnyEntropy(tdst[0], tdst[1], nbins)["entropy"]
|
2970 |
-
sz =len(tdata)
|
2971 |
-
|
2972 |
-
sfds = list()
|
2973 |
-
for ds, dt in fds:
|
2974 |
-
#print(ds, dt)
|
2975 |
-
if dt == "num":
|
2976 |
-
fd = self.getNumericData(ds)
|
2977 |
-
_ , _ , vmax, vmin = self.__getBasicStats(fd)
|
2978 |
-
intv = (vmax - vmin) / nsplit
|
2979 |
-
maxig = None
|
2980 |
-
spmin = vmin + intv
|
2981 |
-
spmax = vmax - 0.9 * intv
|
2982 |
-
|
2983 |
-
#iterate all splits
|
2984 |
-
for sp in np.arange(spmin, spmax, intv):
|
2985 |
-
ltvals = list()
|
2986 |
-
gevals = list()
|
2987 |
-
for i in range(len(fd)):
|
2988 |
-
if fd[i] < sp:
|
2989 |
-
ltvals.append(tdata[i])
|
2990 |
-
else:
|
2991 |
-
gevals.append(tdata[i])
|
2992 |
-
|
2993 |
-
self.addListNumericData(ltvals, "spds") if tdst[1] == "num" else self.addListCatData(ltvals, "spds")
|
2994 |
-
lten = self.getAnyEntropy("spds", tdst[1], nbins)["entropy"]
|
2995 |
-
self.addListNumericData(gevals, "spds") if tdst[1] == "num" else self.addListCatData(gevals, "spds")
|
2996 |
-
geen = self.getAnyEntropy("spds", tdst[1], nbins)["entropy"]
|
2997 |
-
|
2998 |
-
#info gain
|
2999 |
-
ig = tentr - (len(ltvals) * lten / sz + len(gevals) * geen / sz)
|
3000 |
-
if maxig is None or ig > maxig:
|
3001 |
-
maxig = ig
|
3002 |
-
|
3003 |
-
pa = (ds, maxig)
|
3004 |
-
sfds.append(pa)
|
3005 |
-
else:
|
3006 |
-
fd = self.getCatData(ds)
|
3007 |
-
fds = set(fd)
|
3008 |
-
fdps = genPowerSet(fds)
|
3009 |
-
maxig = None
|
3010 |
-
|
3011 |
-
#iterate all subsets
|
3012 |
-
for s in fdps:
|
3013 |
-
if len(s) == len(fds):
|
3014 |
-
continue
|
3015 |
-
invals = list()
|
3016 |
-
exvals = list()
|
3017 |
-
for i in range(len(fd)):
|
3018 |
-
if fd[i] in s:
|
3019 |
-
invals.append(tdata[i])
|
3020 |
-
else:
|
3021 |
-
exvals.append(tdata[i])
|
3022 |
-
|
3023 |
-
self.addListNumericData(invals, "spds") if tdst[1] == "num" else self.addListCatData(invals, "spds")
|
3024 |
-
inen = self.getAnyEntropy("spds", tdst[1], nbins)["entropy"]
|
3025 |
-
self.addListNumericData(exvals, "spds") if tdst[1] == "num" else self.addListCatData(exvals, "spds")
|
3026 |
-
exen = self.getAnyEntropy("spds", tdst[1], nbins)["entropy"]
|
3027 |
-
|
3028 |
-
ig = tentr - (len(invals) * inen / sz + len(exvals) * exen / sz)
|
3029 |
-
if maxig is None or ig > maxig:
|
3030 |
-
maxig = ig
|
3031 |
-
|
3032 |
-
pa = (ds, maxig)
|
3033 |
-
sfds.append(pa)
|
3034 |
-
|
3035 |
-
#sort of info gain
|
3036 |
-
sfds.sort(key = lambda v : v[1], reverse = True)
|
3037 |
-
|
3038 |
-
result = self.__printResult("selFeatures", sfds[:nfeatures])
|
3039 |
-
return result
|
3040 |
-
|
3041 |
-
def __stackData(self, *dsl):
|
3042 |
-
"""
|
3043 |
-
stacks collumd to create matrix
|
3044 |
-
|
3045 |
-
Parameters
|
3046 |
-
dsl: data source list
|
3047 |
-
"""
|
3048 |
-
dlist = tuple(map(lambda ds : self.getNumericData(ds), dsl))
|
3049 |
-
self.ensureSameSize(dlist)
|
3050 |
-
dmat = np.column_stack(dlist)
|
3051 |
-
return dmat
|
3052 |
-
|
3053 |
-
def __printBanner(self, msg, *dsl):
|
3054 |
-
"""
|
3055 |
-
print banner for any function
|
3056 |
-
|
3057 |
-
Parameters
|
3058 |
-
msg: message
|
3059 |
-
dsl: list of data set name or list or numpy array
|
3060 |
-
"""
|
3061 |
-
tags = list(map(lambda ds : ds if type(ds) == str else "annoynymous", dsl))
|
3062 |
-
forData = " for data sets " if tags else ""
|
3063 |
-
msg = msg + forData + " ".join(tags)
|
3064 |
-
if self.verbose:
|
3065 |
-
print("\n== " + msg + " ==")
|
3066 |
-
|
3067 |
-
|
3068 |
-
def __printDone(self):
|
3069 |
-
"""
|
3070 |
-
print banner for any function
|
3071 |
-
"""
|
3072 |
-
if self.verbose:
|
3073 |
-
print("done")
|
3074 |
-
|
3075 |
-
def __printStat(self, stat, pvalue, nhMsg, ahMsg, sigLev=.05):
|
3076 |
-
"""
|
3077 |
-
generic stat and pvalue output
|
3078 |
-
|
3079 |
-
Parameters
|
3080 |
-
stat : stat value
|
3081 |
-
pvalue : p value
|
3082 |
-
nhMsg : null hypothesis violation message
|
3083 |
-
ahMsg : null hypothesis message
|
3084 |
-
sigLev : significance level
|
3085 |
-
"""
|
3086 |
-
if self.verbose:
|
3087 |
-
print("\ntest result:")
|
3088 |
-
print("stat: {:.3f}".format(stat))
|
3089 |
-
print("pvalue: {:.3f}".format(pvalue))
|
3090 |
-
print("significance level: {:.3f}".format(sigLev))
|
3091 |
-
print(nhMsg if pvalue > sigLev else ahMsg)
|
3092 |
-
|
3093 |
-
def __printResult(self, *values):
|
3094 |
-
"""
|
3095 |
-
print results
|
3096 |
-
|
3097 |
-
Parameters
|
3098 |
-
values : flattened kay and value pairs
|
3099 |
-
"""
|
3100 |
-
result = dict()
|
3101 |
-
assert len(values) % 2 == 0, "key value list should have even number of items"
|
3102 |
-
for i in range(0, len(values), 2):
|
3103 |
-
result[values[i]] = values[i+1]
|
3104 |
-
if self.verbose:
|
3105 |
-
print("result details:")
|
3106 |
-
self.pp.pprint(result)
|
3107 |
-
return result
|
3108 |
-
|
3109 |
-
def __getBasicStats(self, data):
|
3110 |
-
"""
|
3111 |
-
get mean and std dev
|
3112 |
-
|
3113 |
-
Parameters
|
3114 |
-
data : numpy array
|
3115 |
-
"""
|
3116 |
-
mean = np.average(data)
|
3117 |
-
sd = np.std(data)
|
3118 |
-
r = (mean, sd, np.max(data), np.min(data))
|
3119 |
-
return r
|
3120 |
-
|
3121 |
-
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|
matumizi/matumizi/mcsim.py
DELETED
@@ -1,552 +0,0 @@
|
|
1 |
-
#!/usr/local/bin/python3
|
2 |
-
|
3 |
-
# avenir-python: Machine Learning
|
4 |
-
# Author: Pranab Ghosh
|
5 |
-
#
|
6 |
-
# Licensed under the Apache License, Version 2.0 (the "License"); you
|
7 |
-
# may not use this file except in compliance with the License. You may
|
8 |
-
# obtain a copy of the License at
|
9 |
-
#
|
10 |
-
# http://www.apache.org/licenses/LICENSE-2.0
|
11 |
-
#
|
12 |
-
# Unless required by applicable law or agreed to in writing, software
|
13 |
-
# distributed under the License is distributed on an "AS IS" BASIS,
|
14 |
-
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or
|
15 |
-
# implied. See the License for the specific language governing
|
16 |
-
# permissions and limitations under the License.
|
17 |
-
|
18 |
-
# Package imports
|
19 |
-
import os
|
20 |
-
import sys
|
21 |
-
import matplotlib.pyplot as plt
|
22 |
-
import numpy as np
|
23 |
-
import matplotlib
|
24 |
-
import random
|
25 |
-
import jprops
|
26 |
-
import statistics
|
27 |
-
from matplotlib import pyplot
|
28 |
-
from .util import *
|
29 |
-
from .mlutil import *
|
30 |
-
from .sampler import *
|
31 |
-
|
32 |
-
class MonteCarloSimulator(object):
|
33 |
-
"""
|
34 |
-
monte carlo simulator for intergation, various statistic for complex fumctions
|
35 |
-
"""
|
36 |
-
def __init__(self, numIter, callback, logFilePath, logLevName):
|
37 |
-
"""
|
38 |
-
constructor
|
39 |
-
|
40 |
-
Parameters
|
41 |
-
numIter :num of iterations
|
42 |
-
callback : call back method
|
43 |
-
logFilePath : log file path
|
44 |
-
logLevName : log level
|
45 |
-
"""
|
46 |
-
self.samplers = list()
|
47 |
-
self.numIter = numIter;
|
48 |
-
self.callback = callback
|
49 |
-
self.extraArgs = None
|
50 |
-
self.output = list()
|
51 |
-
self.sum = None
|
52 |
-
self.mean = None
|
53 |
-
self.sd = None
|
54 |
-
self.replSamplers = dict()
|
55 |
-
self.prSamples = None
|
56 |
-
|
57 |
-
self.logger = None
|
58 |
-
if logFilePath is not None:
|
59 |
-
self.logger = createLogger(__name__, logFilePath, logLevName)
|
60 |
-
self.logger.info("******** stating new session of MonteCarloSimulator")
|
61 |
-
|
62 |
-
|
63 |
-
def registerBernoulliTrialSampler(self, pr):
|
64 |
-
"""
|
65 |
-
bernoulli trial sampler
|
66 |
-
|
67 |
-
Parameters
|
68 |
-
pr : probability
|
69 |
-
"""
|
70 |
-
self.samplers.append(BernoulliTrialSampler(pr))
|
71 |
-
|
72 |
-
def registerPoissonSampler(self, rateOccur, maxSamp):
|
73 |
-
"""
|
74 |
-
poisson sampler
|
75 |
-
|
76 |
-
Parameters
|
77 |
-
rateOccur : rate of occurence
|
78 |
-
maxSamp : max limit on no of samples
|
79 |
-
"""
|
80 |
-
self.samplers.append(PoissonSampler(rateOccur, maxSamp))
|
81 |
-
|
82 |
-
def registerUniformSampler(self, minv, maxv):
|
83 |
-
"""
|
84 |
-
uniform sampler
|
85 |
-
|
86 |
-
Parameters
|
87 |
-
minv : min value
|
88 |
-
maxv : max value
|
89 |
-
"""
|
90 |
-
self.samplers.append(UniformNumericSampler(minv, maxv))
|
91 |
-
|
92 |
-
def registerTriangularSampler(self, min, max, vertexValue, vertexPos=None):
|
93 |
-
"""
|
94 |
-
triangular sampler
|
95 |
-
|
96 |
-
Parameters
|
97 |
-
xmin : min value
|
98 |
-
xmax : max value
|
99 |
-
vertexValue : distr value at vertex
|
100 |
-
vertexPos : vertex pposition
|
101 |
-
"""
|
102 |
-
self.samplers.append(TriangularRejectSampler(min, max, vertexValue, vertexPos))
|
103 |
-
|
104 |
-
def registerGaussianSampler(self, mean, sd):
|
105 |
-
"""
|
106 |
-
gaussian sampler
|
107 |
-
|
108 |
-
Parameters
|
109 |
-
mean : mean
|
110 |
-
sd : std deviation
|
111 |
-
"""
|
112 |
-
self.samplers.append(GaussianRejectSampler(mean, sd))
|
113 |
-
|
114 |
-
def registerNormalSampler(self, mean, sd):
|
115 |
-
"""
|
116 |
-
gaussian sampler using numpy
|
117 |
-
|
118 |
-
Parameters
|
119 |
-
mean : mean
|
120 |
-
sd : std deviation
|
121 |
-
"""
|
122 |
-
self.samplers.append(NormalSampler(mean, sd))
|
123 |
-
|
124 |
-
def registerLogNormalSampler(self, mean, sd):
|
125 |
-
"""
|
126 |
-
log normal sampler using numpy
|
127 |
-
|
128 |
-
Parameters
|
129 |
-
mean : mean
|
130 |
-
sd : std deviation
|
131 |
-
"""
|
132 |
-
self.samplers.append(LogNormalSampler(mean, sd))
|
133 |
-
|
134 |
-
def registerParetoSampler(self, mode, shape):
|
135 |
-
"""
|
136 |
-
pareto sampler using numpy
|
137 |
-
|
138 |
-
Parameters
|
139 |
-
mode : mode
|
140 |
-
shape : shape
|
141 |
-
"""
|
142 |
-
self.samplers.append(ParetoSampler(mode, shape))
|
143 |
-
|
144 |
-
def registerGammaSampler(self, shape, scale):
|
145 |
-
"""
|
146 |
-
gamma sampler using numpy
|
147 |
-
|
148 |
-
Parameters
|
149 |
-
shape : shape
|
150 |
-
scale : scale
|
151 |
-
"""
|
152 |
-
self.samplers.append(GammaSampler(shape, scale))
|
153 |
-
|
154 |
-
def registerDiscreteRejectSampler(self, xmin, xmax, step, *values):
|
155 |
-
"""
|
156 |
-
disccrete int sampler
|
157 |
-
|
158 |
-
Parameters
|
159 |
-
xmin : min value
|
160 |
-
xmax : max value
|
161 |
-
step : discrete step
|
162 |
-
values : distr values
|
163 |
-
"""
|
164 |
-
self.samplers.append(DiscreteRejectSampler(xmin, xmax, step, *values))
|
165 |
-
|
166 |
-
def registerNonParametricSampler(self, minv, binWidth, *values):
|
167 |
-
"""
|
168 |
-
nonparametric sampler
|
169 |
-
|
170 |
-
Parameters
|
171 |
-
xmin : min value
|
172 |
-
binWidth : bin width
|
173 |
-
values : distr values
|
174 |
-
"""
|
175 |
-
sampler = NonParamRejectSampler(minv, binWidth, *values)
|
176 |
-
sampler.sampleAsFloat()
|
177 |
-
self.samplers.append(sampler)
|
178 |
-
|
179 |
-
def registerMultiVarNormalSampler(self, numVar, *values):
|
180 |
-
"""
|
181 |
-
multi var gaussian sampler using numpy
|
182 |
-
|
183 |
-
Parameters
|
184 |
-
numVar : no of variables
|
185 |
-
values : numVar mean values followed by numVar x numVar values for covar matrix
|
186 |
-
"""
|
187 |
-
self.samplers.append(MultiVarNormalSampler(numVar, *values))
|
188 |
-
|
189 |
-
def registerJointNonParamRejectSampler(self, xmin, xbinWidth, xnbin, ymin, ybinWidth, ynbin, *values):
|
190 |
-
"""
|
191 |
-
joint nonparametric sampler
|
192 |
-
|
193 |
-
Parameters
|
194 |
-
xmin : min value for x
|
195 |
-
xbinWidth : bin width for x
|
196 |
-
xnbin : no of bins for x
|
197 |
-
ymin : min value for y
|
198 |
-
ybinWidth : bin width for y
|
199 |
-
ynbin : no of bins for y
|
200 |
-
values : distr values
|
201 |
-
"""
|
202 |
-
self.samplers.append(JointNonParamRejectSampler(xmin, xbinWidth, xnbin, ymin, ybinWidth, ynbin, *values))
|
203 |
-
|
204 |
-
def registerRangePermutationSampler(self, minv, maxv, *numShuffles):
|
205 |
-
"""
|
206 |
-
permutation sampler with range
|
207 |
-
|
208 |
-
Parameters
|
209 |
-
minv : min of range
|
210 |
-
maxv : max of range
|
211 |
-
numShuffles : no of shuffles or range of no of shuffles
|
212 |
-
"""
|
213 |
-
self.samplers.append(PermutationSampler.createSamplerWithRange(minv, maxv, *numShuffles))
|
214 |
-
|
215 |
-
def registerValuesPermutationSampler(self, values, *numShuffles):
|
216 |
-
"""
|
217 |
-
permutation sampler with values
|
218 |
-
|
219 |
-
Parameters
|
220 |
-
values : list data
|
221 |
-
numShuffles : no of shuffles or range of no of shuffles
|
222 |
-
"""
|
223 |
-
self.samplers.append(PermutationSampler.createSamplerWithValues(values, *numShuffles))
|
224 |
-
|
225 |
-
def registerNormalSamplerWithTrendCycle(self, mean, stdDev, trend, cycle, step=1):
|
226 |
-
"""
|
227 |
-
normal sampler with trend and cycle
|
228 |
-
|
229 |
-
Parameters
|
230 |
-
mean : mean
|
231 |
-
stdDev : std deviation
|
232 |
-
dmean : trend delta
|
233 |
-
cycle : cycle values wrt base mean
|
234 |
-
step : adjustment step for cycle and trend
|
235 |
-
"""
|
236 |
-
self.samplers.append(NormalSamplerWithTrendCycle(mean, stdDev, trend, cycle, step))
|
237 |
-
|
238 |
-
def registerCustomSampler(self, sampler):
|
239 |
-
"""
|
240 |
-
eventsampler
|
241 |
-
|
242 |
-
Parameters
|
243 |
-
sampler : sampler with sample() method
|
244 |
-
"""
|
245 |
-
self.samplers.append(sampler)
|
246 |
-
|
247 |
-
def registerEventSampler(self, intvSampler, valSampler=None):
|
248 |
-
"""
|
249 |
-
event sampler
|
250 |
-
|
251 |
-
Parameters
|
252 |
-
intvSampler : interval sampler
|
253 |
-
valSampler : value sampler
|
254 |
-
"""
|
255 |
-
self.samplers.append(EventSampler(intvSampler, valSampler))
|
256 |
-
|
257 |
-
def registerMetropolitanSampler(self, propStdDev, minv, binWidth, values):
|
258 |
-
"""
|
259 |
-
metropolitan sampler
|
260 |
-
|
261 |
-
Parameters
|
262 |
-
propStdDev : proposal distr std dev
|
263 |
-
minv : min domain value for target distr
|
264 |
-
binWidth : bin width
|
265 |
-
values : target distr values
|
266 |
-
"""
|
267 |
-
self.samplers.append(MetropolitanSampler(propStdDev, minv, binWidth, values))
|
268 |
-
|
269 |
-
def setSampler(self, var, iter, sampler):
|
270 |
-
"""
|
271 |
-
set sampler for some variable when iteration reaches certain point
|
272 |
-
|
273 |
-
Parameters
|
274 |
-
var : sampler index
|
275 |
-
iter : iteration count
|
276 |
-
sampler : new sampler
|
277 |
-
"""
|
278 |
-
key = (var, iter)
|
279 |
-
self.replSamplers[key] = sampler
|
280 |
-
|
281 |
-
def registerExtraArgs(self, *args):
|
282 |
-
"""
|
283 |
-
extra args
|
284 |
-
|
285 |
-
Parameters
|
286 |
-
args : extra argument list
|
287 |
-
"""
|
288 |
-
self.extraArgs = args
|
289 |
-
|
290 |
-
def replSampler(self, iter):
|
291 |
-
"""
|
292 |
-
replace samper for this iteration
|
293 |
-
|
294 |
-
Parameters
|
295 |
-
iter : iteration number
|
296 |
-
"""
|
297 |
-
if len(self.replSamplers) > 0:
|
298 |
-
for v in range(self.numVars):
|
299 |
-
key = (v, iter)
|
300 |
-
if key in self.replSamplers:
|
301 |
-
sampler = self.replSamplers[key]
|
302 |
-
self.samplers[v] = sampler
|
303 |
-
|
304 |
-
def run(self):
|
305 |
-
"""
|
306 |
-
run simulator
|
307 |
-
"""
|
308 |
-
self.sum = None
|
309 |
-
self.mean = None
|
310 |
-
self.sd = None
|
311 |
-
self.numVars = len(self.samplers)
|
312 |
-
vOut = 0
|
313 |
-
|
314 |
-
#print(formatAny(self.numIter, "num iterations"))
|
315 |
-
for i in range(self.numIter):
|
316 |
-
self.replSampler(i)
|
317 |
-
args = list()
|
318 |
-
for s in self.samplers:
|
319 |
-
arg = s.sample()
|
320 |
-
if type(arg) is list:
|
321 |
-
args.extend(arg)
|
322 |
-
else:
|
323 |
-
args.append(arg)
|
324 |
-
|
325 |
-
slen = len(args)
|
326 |
-
if self.extraArgs:
|
327 |
-
args.extend(self.extraArgs)
|
328 |
-
args.append(self)
|
329 |
-
args.append(i)
|
330 |
-
vOut = self.callback(args)
|
331 |
-
self.output.append(vOut)
|
332 |
-
self.prSamples = args[:slen]
|
333 |
-
|
334 |
-
def getOutput(self):
|
335 |
-
"""
|
336 |
-
get raw output
|
337 |
-
"""
|
338 |
-
return self.output
|
339 |
-
|
340 |
-
def setOutput(self, values):
|
341 |
-
"""
|
342 |
-
set raw output
|
343 |
-
|
344 |
-
Parameters
|
345 |
-
values : output values
|
346 |
-
"""
|
347 |
-
self.output = values
|
348 |
-
self.numIter = len(values)
|
349 |
-
|
350 |
-
def drawHist(self, myTitle, myXlabel, myYlabel):
|
351 |
-
"""
|
352 |
-
draw histogram
|
353 |
-
|
354 |
-
Parameters
|
355 |
-
myTitle : title
|
356 |
-
myXlabel : label for x
|
357 |
-
myYlabel : label for y
|
358 |
-
"""
|
359 |
-
pyplot.hist(self.output, density=True)
|
360 |
-
pyplot.title(myTitle)
|
361 |
-
pyplot.xlabel(myXlabel)
|
362 |
-
pyplot.ylabel(myYlabel)
|
363 |
-
pyplot.show()
|
364 |
-
|
365 |
-
def getSum(self):
|
366 |
-
"""
|
367 |
-
get sum
|
368 |
-
"""
|
369 |
-
if not self.sum:
|
370 |
-
self.sum = sum(self.output)
|
371 |
-
return self.sum
|
372 |
-
|
373 |
-
def getMean(self):
|
374 |
-
"""
|
375 |
-
get average
|
376 |
-
"""
|
377 |
-
if self.mean is None:
|
378 |
-
self.mean = statistics.mean(self.output)
|
379 |
-
return self.mean
|
380 |
-
|
381 |
-
def getStdDev(self):
|
382 |
-
"""
|
383 |
-
get std dev
|
384 |
-
"""
|
385 |
-
if self.sd is None:
|
386 |
-
self.sd = statistics.stdev(self.output, xbar=self.mean) if self.mean else statistics.stdev(self.output)
|
387 |
-
return self.sd
|
388 |
-
|
389 |
-
|
390 |
-
def getMedian(self):
|
391 |
-
"""
|
392 |
-
get average
|
393 |
-
"""
|
394 |
-
med = statistics.median(self.output)
|
395 |
-
return med
|
396 |
-
|
397 |
-
def getMax(self):
|
398 |
-
"""
|
399 |
-
get max
|
400 |
-
"""
|
401 |
-
return max(self.output)
|
402 |
-
|
403 |
-
def getMin(self):
|
404 |
-
"""
|
405 |
-
get min
|
406 |
-
"""
|
407 |
-
return min(self.output)
|
408 |
-
|
409 |
-
def getIntegral(self, bounds):
|
410 |
-
"""
|
411 |
-
integral
|
412 |
-
|
413 |
-
Parameters
|
414 |
-
bounds : bound on sum
|
415 |
-
"""
|
416 |
-
if not self.sum:
|
417 |
-
self.sum = sum(self.output)
|
418 |
-
return self.sum * bounds / self.numIter
|
419 |
-
|
420 |
-
def getLowerTailStat(self, zvalue, numIntPoints=50):
|
421 |
-
"""
|
422 |
-
get lower tail stat
|
423 |
-
|
424 |
-
Parameters
|
425 |
-
zvalue : zscore upper bound
|
426 |
-
numIntPoints : no of interpolation point for cum distribution
|
427 |
-
"""
|
428 |
-
mean = self.getMean()
|
429 |
-
sd = self.getStdDev()
|
430 |
-
tailStart = self.getMin()
|
431 |
-
tailEnd = mean - zvalue * sd
|
432 |
-
cvaCounts = self.cumDistr(tailStart, tailEnd, numIntPoints)
|
433 |
-
|
434 |
-
reqConf = floatRange(0.0, 0.150, .01)
|
435 |
-
msg = "p value outside interpolation range, reduce zvalue and try again {:.5f} {:.5f}".format(reqConf[-1], cvaCounts[-1][1])
|
436 |
-
assert reqConf[-1] < cvaCounts[-1][1], msg
|
437 |
-
critValues = self.interpolateCritValues(reqConf, cvaCounts, True, tailStart, tailEnd)
|
438 |
-
return critValues
|
439 |
-
|
440 |
-
def getPercentile(self, cvalue):
|
441 |
-
"""
|
442 |
-
percentile
|
443 |
-
|
444 |
-
Parameters
|
445 |
-
cvalue : value for percentile
|
446 |
-
"""
|
447 |
-
count = 0
|
448 |
-
for v in self.output:
|
449 |
-
if v < cvalue:
|
450 |
-
count += 1
|
451 |
-
percent = int(count * 100.0 / self.numIter)
|
452 |
-
return percent
|
453 |
-
|
454 |
-
|
455 |
-
def getCritValue(self, pvalue):
|
456 |
-
"""
|
457 |
-
critical value for probabaility threshold
|
458 |
-
|
459 |
-
Parameters
|
460 |
-
pvalue : pvalue
|
461 |
-
"""
|
462 |
-
assertWithinRange(pvalue, 0.0, 1.0, "invalid probabaility value")
|
463 |
-
svalues = self.output.sorted()
|
464 |
-
ppval = None
|
465 |
-
cpval = None
|
466 |
-
intv = 1.0 / (self.numIter - 1)
|
467 |
-
for i in range(self.numIter - 1):
|
468 |
-
cpval = (i + 1) / self.numIter
|
469 |
-
if cpval > pvalue:
|
470 |
-
sl = svalues[i] - svalues[i-1]
|
471 |
-
cval = svalues[i-1] + sl * (pvalue - ppval)
|
472 |
-
break
|
473 |
-
ppval = cpval
|
474 |
-
return cval
|
475 |
-
|
476 |
-
|
477 |
-
def getUpperTailStat(self, zvalue, numIntPoints=50):
|
478 |
-
"""
|
479 |
-
upper tail stat
|
480 |
-
|
481 |
-
Parameters
|
482 |
-
zvalue : zscore upper bound
|
483 |
-
numIntPoints : no of interpolation point for cum distribution
|
484 |
-
"""
|
485 |
-
mean = self.getMean()
|
486 |
-
sd = self.getStdDev()
|
487 |
-
tailStart = mean + zvalue * sd
|
488 |
-
tailEnd = self.getMax()
|
489 |
-
cvaCounts = self.cumDistr(tailStart, tailEnd, numIntPoints)
|
490 |
-
|
491 |
-
reqConf = floatRange(0.85, 1.0, .01)
|
492 |
-
msg = "p value outside interpolation range, reduce zvalue and try again {:.5f} {:.5f}".format(reqConf[0], cvaCounts[0][1])
|
493 |
-
assert reqConf[0] > cvaCounts[0][1], msg
|
494 |
-
critValues = self.interpolateCritValues(reqConf, cvaCounts, False, tailStart, tailEnd)
|
495 |
-
return critValues
|
496 |
-
|
497 |
-
def cumDistr(self, tailStart, tailEnd, numIntPoints):
|
498 |
-
"""
|
499 |
-
cumulative distribution at tail
|
500 |
-
|
501 |
-
Parameters
|
502 |
-
tailStart : tail start
|
503 |
-
tailEnd : tail end
|
504 |
-
numIntPoints : no of interpolation points
|
505 |
-
"""
|
506 |
-
delta = (tailEnd - tailStart) / numIntPoints
|
507 |
-
cvalues = floatRange(tailStart, tailEnd, delta)
|
508 |
-
cvaCounts = list()
|
509 |
-
for cv in cvalues:
|
510 |
-
count = 0
|
511 |
-
for v in self.output:
|
512 |
-
if v < cv:
|
513 |
-
count += 1
|
514 |
-
p = (cv, count/self.numIter)
|
515 |
-
if self.logger is not None:
|
516 |
-
self.logger.info("{:.3f} {:.3f}".format(p[0], p[1]))
|
517 |
-
cvaCounts.append(p)
|
518 |
-
return cvaCounts
|
519 |
-
|
520 |
-
def interpolateCritValues(self, reqConf, cvaCounts, lowertTail, tailStart, tailEnd):
|
521 |
-
"""
|
522 |
-
interpolate for spefici confidence limits
|
523 |
-
|
524 |
-
Parameters
|
525 |
-
reqConf : confidence level values
|
526 |
-
cvaCounts : cum values
|
527 |
-
lowertTail : True if lower tail
|
528 |
-
tailStart ; tail start
|
529 |
-
tailEnd : tail end
|
530 |
-
"""
|
531 |
-
critValues = list()
|
532 |
-
if self.logger is not None:
|
533 |
-
self.logger.info("target conf limit " + str(reqConf))
|
534 |
-
reqConfSub = reqConf[1:] if lowertTail else reqConf[:-1]
|
535 |
-
for rc in reqConfSub:
|
536 |
-
for i in range(len(cvaCounts) -1):
|
537 |
-
if rc >= cvaCounts[i][1] and rc < cvaCounts[i+1][1]:
|
538 |
-
#print("interpoltate between " + str(cvaCounts[i]) + " and " + str(cvaCounts[i+1]))
|
539 |
-
slope = (cvaCounts[i+1][0] - cvaCounts[i][0]) / (cvaCounts[i+1][1] - cvaCounts[i][1])
|
540 |
-
cval = cvaCounts[i][0] + slope * (rc - cvaCounts[i][1])
|
541 |
-
p = (rc, cval)
|
542 |
-
if self.logger is not None:
|
543 |
-
self.logger.debug("interpolated crit values {:.3f} {:.3f}".format(p[0], p[1]))
|
544 |
-
critValues.append(p)
|
545 |
-
break
|
546 |
-
if lowertTail:
|
547 |
-
p = (0.0, tailStart)
|
548 |
-
critValues.insert(0, p)
|
549 |
-
else:
|
550 |
-
p = (1.0, tailEnd)
|
551 |
-
critValues.append(p)
|
552 |
-
return critValues
|
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|
matumizi/matumizi/mlutil.py
DELETED
@@ -1,1500 +0,0 @@
|
|
1 |
-
#!/usr/local/bin/python3
|
2 |
-
|
3 |
-
# avenir-python: Machine Learning
|
4 |
-
# Author: Pranab Ghosh
|
5 |
-
#
|
6 |
-
# Licensed under the Apache License, Version 2.0 (the "License"); you
|
7 |
-
# may not use this file except in compliance with the License. You may
|
8 |
-
# obtain a copy of the License at
|
9 |
-
#
|
10 |
-
# http://www.apache.org/licenses/LICENSE-2.0
|
11 |
-
#
|
12 |
-
# Unless required by applicable law or agreed to in writing, software
|
13 |
-
# distributed under the License is distributed on an "AS IS" BASIS,
|
14 |
-
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or
|
15 |
-
# implied. See the License for the specific language governing
|
16 |
-
# permissions and limitations under the License.
|
17 |
-
|
18 |
-
# Package imports
|
19 |
-
import os
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import sys
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import numpy as np
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from sklearn import preprocessing
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from sklearn import metrics
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from sklearn.datasets import make_blobs
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from sklearn.datasets import make_classification
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import random
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from math import *
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from decimal import Decimal
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import statistics
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import jprops
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from Levenshtein import distance as ld
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from .util import *
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from .sampler import *
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class Configuration:
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"""
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Configuration management. Supports default value, mandatory value and typed value.
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"""
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def __init__(self, configFile, defValues, verbose=False):
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"""
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initializer
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Parameters
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configFile : config file path
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defValues : dictionary of default values
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verbose : verbosity flag
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"""
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configs = {}
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with open(configFile) as fp:
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for key, value in jprops.iter_properties(fp):
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configs[key] = value
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self.configs = configs
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self.defValues = defValues
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self.verbose = verbose
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def override(self, configFile):
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"""
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over ride configuration from file
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Parameters
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configFile : override config file path
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"""
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with open(configFile) as fp:
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for key, value in jprops.iter_properties(fp):
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self.configs[key] = value
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def setParam(self, name, value):
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"""
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override individual configuration
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Parameters
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name : config param name
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value : config param value
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"""
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self.configs[name] = value
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def getStringConfig(self, name):
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"""
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get string param
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Parameters
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name : config param name
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"""
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if self.isNone(name):
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val = (None, False)
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elif self.isDefault(name):
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val = (self.handleDefault(name), True)
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else:
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val = (self.configs[name], False)
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if self.verbose:
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print( "{} {} {}".format(name, self.configs[name], val[0]))
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return val
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def getIntConfig(self, name):
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"""
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get int param
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Parameters
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name : config param name
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"""
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#print "%s %s" %(name,self.configs[name])
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if self.isNone(name):
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val = (None, False)
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elif self.isDefault(name):
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val = (self.handleDefault(name), True)
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else:
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val = (int(self.configs[name]), False)
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if self.verbose:
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print( "{} {} {}".format(name, self.configs[name], val[0]))
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return val
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def getFloatConfig(self, name):
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"""
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get float param
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Parameters
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name : config param name
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"""
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#print "%s %s" %(name,self.configs[name])
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if self.isNone(name):
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val = (None, False)
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elif self.isDefault(name):
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val = (self.handleDefault(name), True)
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else:
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val = (float(self.configs[name]), False)
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if self.verbose:
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print( "{} {} {:06.3f}".format(name, self.configs[name], val[0]))
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return val
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def getBooleanConfig(self, name):
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"""
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#get boolean param
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Parameters
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name : config param name
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"""
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if self.isNone(name):
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val = (None, False)
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elif self.isDefault(name):
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val = (self.handleDefault(name), True)
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else:
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bVal = self.configs[name].lower() == "true"
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val = (bVal, False)
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if self.verbose:
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print( "{} {} {}".format(name, self.configs[name], val[0]))
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return val
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def getIntListConfig(self, name, delim=","):
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"""
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get int list param
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Parameters
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name : config param name
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delim : delemeter
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"""
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if self.isNone(name):
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val = (None, False)
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elif self.isDefault(name):
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val = (self.handleDefault(name), True)
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else:
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delSepStr = self.getStringConfig(name)
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#specified as range
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intList = strListOrRangeToIntArray(delSepStr[0])
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val =(intList, delSepStr[1])
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return val
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def getFloatListConfig(self, name, delim=","):
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"""
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get float list param
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Parameters
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name : config param name
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delim : delemeter
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"""
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delSepStr = self.getStringConfig(name)
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if self.isNone(name):
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val = (None, False)
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elif self.isDefault(name):
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val = (self.handleDefault(name), True)
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else:
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flList = strToFloatArray(delSepStr[0], delim)
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val =(flList, delSepStr[1])
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return val
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def getStringListConfig(self, name, delim=","):
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"""
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get string list param
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Parameters
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name : config param name
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delim : delemeter
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"""
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delSepStr = self.getStringConfig(name)
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if self.isNone(name):
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val = (None, False)
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elif self.isDefault(name):
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val = (self.handleDefault(name), True)
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else:
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strList = delSepStr[0].split(delim)
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val = (strList, delSepStr[1])
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return val
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def handleDefault(self, name):
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"""
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handles default
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Parameters
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name : config param name
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"""
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dVal = self.defValues[name]
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if (dVal[1] is None):
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val = dVal[0]
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else:
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raise ValueError(dVal[1])
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return val
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def isNone(self, name):
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"""
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true is value is None
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Parameters
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name : config param name
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"""
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return self.configs[name].lower() == "none"
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def isDefault(self, name):
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"""
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true if the value is default
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Parameters
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name : config param name
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"""
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de = self.configs[name] == "_"
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#print de
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return de
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def eitherOrStringConfig(self, firstName, secondName):
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"""
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returns one of two string parameters
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Parameters
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firstName : first parameter name
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secondName : second parameter name
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"""
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if not self.isNone(firstName):
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first = self.getStringConfig(firstName)[0]
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second = None
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if not self.isNone(secondName):
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raise ValueError("only one of the two parameters should be set and not both " + firstName + " " + secondName)
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else:
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if not self.isNone(secondName):
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second = self.getStringConfig(secondtName)[0]
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first = None
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else:
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raise ValueError("at least one of the two parameters should be set " + firstName + " " + secondName)
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return (first, second)
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def eitherOrIntConfig(self, firstName, secondName):
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"""
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returns one of two int parameters
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273 |
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Parameters
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275 |
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firstName : first parameter name
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276 |
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secondName : second parameter name
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"""
|
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if not self.isNone(firstName):
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first = self.getIntConfig(firstName)[0]
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second = None
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if not self.isNone(secondName):
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raise ValueError("only one of the two parameters should be set and not both " + firstName + " " + secondName)
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else:
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if not self.isNone(secondName):
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second = self.getIntConfig(secondsName)[0]
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first = None
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else:
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raise ValueError("at least one of the two parameters should be set " + firstName + " " + secondName)
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return (first, second)
|
290 |
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291 |
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class CatLabelGenerator:
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"""
|
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label generator for categorical variables
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"""
|
296 |
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def __init__(self, catValues, delim):
|
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"""
|
298 |
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initilizers
|
299 |
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300 |
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Parameters
|
301 |
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catValues : dictionary of categorical values
|
302 |
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delim : delemeter
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303 |
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"""
|
304 |
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self.encoders = {}
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305 |
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self.catValues = catValues
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306 |
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self.delim = delim
|
307 |
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for k in self.catValues.keys():
|
308 |
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le = preprocessing.LabelEncoder()
|
309 |
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le.fit(self.catValues[k])
|
310 |
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self.encoders[k] = le
|
311 |
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312 |
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def processRow(self, row):
|
313 |
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"""
|
314 |
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encode row categorical values
|
315 |
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|
316 |
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Parameters:
|
317 |
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row : data row
|
318 |
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"""
|
319 |
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#print row
|
320 |
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rowArr = row.split(self.delim)
|
321 |
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for i in range(len(rowArr)):
|
322 |
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if (i in self.catValues):
|
323 |
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curVal = rowArr[i]
|
324 |
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assert curVal in self.catValues[i], "categorival value invalid"
|
325 |
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encVal = self.encoders[i].transform([curVal])
|
326 |
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rowArr[i] = str(encVal[0])
|
327 |
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return self.delim.join(rowArr)
|
328 |
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|
329 |
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def getOrigLabels(self, indx):
|
330 |
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"""
|
331 |
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get original labels
|
332 |
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|
333 |
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Parameters:
|
334 |
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indx : column index
|
335 |
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"""
|
336 |
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return self.encoders[indx].classes_
|
337 |
-
|
338 |
-
|
339 |
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class SupvLearningDataGenerator:
|
340 |
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"""
|
341 |
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data generator for supervised learning
|
342 |
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"""
|
343 |
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def __init__(self, configFile):
|
344 |
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"""
|
345 |
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initilizers
|
346 |
-
|
347 |
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Parameters
|
348 |
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configFile : config file path
|
349 |
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"""
|
350 |
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defValues = dict()
|
351 |
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defValues["common.num.samp"] = (100, None)
|
352 |
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defValues["common.num.feat"] = (5, None)
|
353 |
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defValues["common.feat.trans"] = (None, None)
|
354 |
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defValues["common.feat.types"] = (None, "missing feature types")
|
355 |
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defValues["common.cat.feat.distr"] = (None, None)
|
356 |
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defValues["common.output.precision"] = (3, None)
|
357 |
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defValues["common.error"] = (0.01, None)
|
358 |
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defValues["class.gen.technique"] = ("blob", None)
|
359 |
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defValues["class.num.feat.informative"] = (2, None)
|
360 |
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defValues["class.num.feat.redundant"] = (2, None)
|
361 |
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defValues["class.num.feat.repeated"] = (0, None)
|
362 |
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defValues["class.num.feat.cat"] = (0, None)
|
363 |
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defValues["class.num.class"] = (2, None)
|
364 |
-
|
365 |
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self.config = Configuration(configFile, defValues)
|
366 |
-
|
367 |
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def genClassifierData(self):
|
368 |
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"""
|
369 |
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generates classifier data
|
370 |
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"""
|
371 |
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nsamp = self.config.getIntConfig("common.num.samp")[0]
|
372 |
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nfeat = self.config.getIntConfig("common.num.feat")[0]
|
373 |
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nclass = self.config.getIntConfig("class.num.class")[0]
|
374 |
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#transform with shift and scale
|
375 |
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ftrans = self.config.getFloatListConfig("common.feat.trans")[0]
|
376 |
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feTrans = dict()
|
377 |
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for i in range(0, len(ftrans), 2):
|
378 |
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tr = (ftrans[i], ftrans[i+1])
|
379 |
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indx = int(i/2)
|
380 |
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feTrans[indx] = tr
|
381 |
-
|
382 |
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ftypes = self.config.getStringListConfig("common.feat.types")[0]
|
383 |
-
|
384 |
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# categorical feature distribution
|
385 |
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feCatDist = dict()
|
386 |
-
fcatdl = self.config.getStringListConfig("common.cat.feat.distr")[0]
|
387 |
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for fcatds in fcatdl:
|
388 |
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fcatd = fcatds.split(":")
|
389 |
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feInd = int(fcatd[0])
|
390 |
-
clVal = int(fcatd[1])
|
391 |
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key = (feInd, clVal) #feature index and class value
|
392 |
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dist = list(map(lambda i : (fcatd[i], float(fcatd[i+1])), range(2, len(fcatd), 2)))
|
393 |
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feCatDist[key] = CategoricalRejectSampler(*dist)
|
394 |
-
|
395 |
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#shift and scale
|
396 |
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genTechnique = self.config.getStringConfig("class.gen.technique")[0]
|
397 |
-
error = self.config.getFloatConfig("common.error")[0]
|
398 |
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if genTechnique == "blob":
|
399 |
-
features, claz = make_blobs(n_samples=nsamp, centers=nclass, n_features=nfeat)
|
400 |
-
for i in range(nsamp): #shift and scale
|
401 |
-
for j in range(nfeat):
|
402 |
-
tr = feTrans[j]
|
403 |
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features[i,j] = (features[i,j] + tr[0]) * tr[1]
|
404 |
-
claz = np.array(list(map(lambda c : random.randint(0, nclass-1) if random.random() < error else c, claz)))
|
405 |
-
elif genTechnique == "classify":
|
406 |
-
nfeatInfo = self.config.getIntConfig("class.num.feat.informative")[0]
|
407 |
-
nfeatRed = self.config.getIntConfig("class.num.feat.redundant")[0]
|
408 |
-
nfeatRep = self.config.getIntConfig("class.num.feat.repeated")[0]
|
409 |
-
shifts = list(map(lambda i : feTrans[i][0], range(nfeat)))
|
410 |
-
scales = list(map(lambda i : feTrans[i][1], range(nfeat)))
|
411 |
-
features, claz = make_classification(n_samples=nsamp, n_features=nfeat, n_informative=nfeatInfo, n_redundant=nfeatRed,
|
412 |
-
n_repeated=nfeatRep, n_classes=nclass, flip_y=error, shift=shifts, scale=scales)
|
413 |
-
else:
|
414 |
-
raise "invalid genaration technique"
|
415 |
-
|
416 |
-
# add categorical features and format
|
417 |
-
nCatFeat = self.config.getIntConfig("class.num.feat.cat")[0]
|
418 |
-
prec = self.config.getIntConfig("common.output.precision")[0]
|
419 |
-
for f , c in zip(features, claz):
|
420 |
-
nfs = list(map(lambda i : self.numFeToStr(i, f[i], c, ftypes[i], prec), range(nfeat)))
|
421 |
-
if nCatFeat > 0:
|
422 |
-
cfs = list(map(lambda i : self.catFe(i, c, ftypes[i], feCatDist), range(nfeat, nfeat + nCatFeat, 1)))
|
423 |
-
rec = ",".join(nfs) + "," + ",".join(cfs) + "," + str(c)
|
424 |
-
else:
|
425 |
-
rec = ",".join(nfs) + "," + str(c)
|
426 |
-
yield rec
|
427 |
-
|
428 |
-
def numFeToStr(self, fv, ft, prec):
|
429 |
-
"""
|
430 |
-
nummeric feature value to string
|
431 |
-
|
432 |
-
Parameters
|
433 |
-
fv : field value
|
434 |
-
ft : field data type
|
435 |
-
prec : precision
|
436 |
-
"""
|
437 |
-
if ft == "float":
|
438 |
-
s = formatFloat(prec, fv)
|
439 |
-
elif ft =="int":
|
440 |
-
s = str(int(fv))
|
441 |
-
else:
|
442 |
-
raise "invalid type expecting float or int"
|
443 |
-
return s
|
444 |
-
|
445 |
-
def catFe(self, i, cv, ft, feCatDist):
|
446 |
-
"""
|
447 |
-
generate categorical feature
|
448 |
-
|
449 |
-
Parameters
|
450 |
-
i : col index
|
451 |
-
cv : class value
|
452 |
-
ft : field data type
|
453 |
-
feCatDist : cat value distribution
|
454 |
-
"""
|
455 |
-
if ft == "cat":
|
456 |
-
key = (i, cv)
|
457 |
-
s = feCatDist[key].sample()
|
458 |
-
else:
|
459 |
-
raise "invalid type expecting categorical"
|
460 |
-
return s
|
461 |
-
|
462 |
-
class RegressionDataGenerator:
|
463 |
-
"""
|
464 |
-
data generator for regression, including square terms, cross terms, bias, noise, correlated variables
|
465 |
-
and user defined function
|
466 |
-
"""
|
467 |
-
def __init__(self, configFile, callback=None):
|
468 |
-
"""
|
469 |
-
initilizers
|
470 |
-
|
471 |
-
Parameters
|
472 |
-
configFile : config file path
|
473 |
-
callback : user defined function
|
474 |
-
"""
|
475 |
-
defValues = dict()
|
476 |
-
defValues["common.pvar.samplers"] = (None, None)
|
477 |
-
defValues["common.pvar.ranges"] = (None, None)
|
478 |
-
defValues["common.linear.weights"] = (None, None)
|
479 |
-
defValues["common.square.weights"] = (None, None)
|
480 |
-
defValues["common.crterm.weights"] = (None, None)
|
481 |
-
defValues["common.corr.params"] = (None, None)
|
482 |
-
defValues["common.bias"] = (0, None)
|
483 |
-
defValues["common.noise"] = (None, None)
|
484 |
-
defValues["common.tvar.range"] = (None, None)
|
485 |
-
defValues["common.weight.niter"] = (20, None)
|
486 |
-
self.config = Configuration(configFile, defValues)
|
487 |
-
self.callback = callback
|
488 |
-
|
489 |
-
#samplers for predictor variables
|
490 |
-
items = self.config.getStringListConfig("common.pvar.samplers")[0]
|
491 |
-
self.samplers = list(map(lambda s : createSampler(s), items))
|
492 |
-
self.npvar = len(self.samplers)
|
493 |
-
|
494 |
-
#values range for predictor variables
|
495 |
-
items = self.config.getStringListConfig("common.pvar.ranges")[0]
|
496 |
-
self.pvranges = list()
|
497 |
-
for i in range(0, len(items), 2):
|
498 |
-
if items[i] =="none":
|
499 |
-
r = None
|
500 |
-
else:
|
501 |
-
vmin = float(items[i])
|
502 |
-
vmax = float(items[i+1])
|
503 |
-
r = (vmin, vmax, vmax-vmin)
|
504 |
-
self.pvranges.append(r)
|
505 |
-
assertEqual(len(self.pvranges), self.npvar, "no of predicatble var ranges provided is inavalid")
|
506 |
-
|
507 |
-
|
508 |
-
#linear weights for predictor variables
|
509 |
-
self.lweights = self.config.getFloatListConfig("common.linear.weights")[0]
|
510 |
-
assertEqual(len(self.lweights), self.npvar, "no of linear weights provided is inavalid")
|
511 |
-
|
512 |
-
|
513 |
-
#square weights for predictor variables
|
514 |
-
items = self.config.getStringListConfig("common.square.weights")[0]
|
515 |
-
self.sqweight = dict()
|
516 |
-
for i in range(0, len(items), 2):
|
517 |
-
vi = int(items[i])
|
518 |
-
assertLesser(vi, self.npvar, "invalid predictor var index")
|
519 |
-
wt = float(items[i+1])
|
520 |
-
self.sqweight[vi] = wt
|
521 |
-
|
522 |
-
#crossterm weights for predictor variables
|
523 |
-
items = self.config.getStringListConfig("common.crterm.weights")[0]
|
524 |
-
self.crweight = dict()
|
525 |
-
for i in range(0, len(items), 3):
|
526 |
-
vi = int(items[i])
|
527 |
-
assertLesser(vi, self.npvar, "invalid predictor var index")
|
528 |
-
vj = int(items[i+1])
|
529 |
-
assertLesser(vj, self.npvar, "invalid predictor var index")
|
530 |
-
wt = float(items[i+2])
|
531 |
-
vp = (vi, vj)
|
532 |
-
self.crweight[vp] = wt
|
533 |
-
|
534 |
-
#correlated variables
|
535 |
-
items = self.config.getStringListConfig("common.corr.params")[0]
|
536 |
-
self.corrparams = dict()
|
537 |
-
for co in items:
|
538 |
-
cparam = co.split(":")
|
539 |
-
vi = int(cparam[0])
|
540 |
-
vj = int(cparam[1])
|
541 |
-
k = (vi,vj)
|
542 |
-
bias = float(cparam[2])
|
543 |
-
wt = float(cparam[3])
|
544 |
-
noise = float(cparam[4])
|
545 |
-
roundoff = cparam[5] == "true"
|
546 |
-
v = (bias, wt, noise, roundoff)
|
547 |
-
self.corrparams[k] = v
|
548 |
-
|
549 |
-
|
550 |
-
#boas, noise and target range values
|
551 |
-
self.bias = self.config.getFloatConfig("common.bias")[0]
|
552 |
-
noise = self.config.getStringListConfig("common.noise")[0]
|
553 |
-
self.ndistr = noise[0]
|
554 |
-
self.noise = float(noise[1])
|
555 |
-
self.tvarlim = self.config.getFloatListConfig("common.tvar.range")[0]
|
556 |
-
|
557 |
-
#sample
|
558 |
-
niter = self.config.getIntConfig("common.weight.niter")[0]
|
559 |
-
yvals = list()
|
560 |
-
for i in range(niter):
|
561 |
-
y = self.sample()[1]
|
562 |
-
yvals.append(y)
|
563 |
-
|
564 |
-
#scale weights by sampled mean and target mean
|
565 |
-
my = statistics.mean(yvals)
|
566 |
-
myt =(self.tvarlim[1] - self.tvarlim[0]) / 2
|
567 |
-
sc = (myt - self.bias) / (my - self.bias)
|
568 |
-
#print("weight scale {:.3f}".format(sc))
|
569 |
-
self.lweights = list(map(lambda w : w * sc, self.lweights))
|
570 |
-
#print("weights {}".format(toStrFromList(self.lweights, 3)))
|
571 |
-
|
572 |
-
for k in self.sqweight.keys():
|
573 |
-
self.sqweight[k] *= sc
|
574 |
-
|
575 |
-
for k in self.crweight.keys():
|
576 |
-
self.crweight[k] *= sc
|
577 |
-
|
578 |
-
|
579 |
-
def sample(self):
|
580 |
-
"""
|
581 |
-
sample predictor variables and target variable
|
582 |
-
|
583 |
-
"""
|
584 |
-
pvd = list(map(lambda s : s.sample(), self.samplers))
|
585 |
-
|
586 |
-
#correct for correlated variables
|
587 |
-
for k in self.corrparams.keys():
|
588 |
-
vi = k[0]
|
589 |
-
vj = k[1]
|
590 |
-
v = self.corrparams[k]
|
591 |
-
bias = v[0]
|
592 |
-
wt = v[1]
|
593 |
-
noise = v[2]
|
594 |
-
roundoff = v[3]
|
595 |
-
nv = bias + wt * pvd[vi]
|
596 |
-
pvd[vj] = preturbScalar(nv, noise, "normal")
|
597 |
-
if roundoff:
|
598 |
-
pvd[vj] = round(pvd[vj])
|
599 |
-
|
600 |
-
spvd = list()
|
601 |
-
lsum = self.bias
|
602 |
-
for i in range(self.npvar):
|
603 |
-
#range limit
|
604 |
-
if self.pvranges[i] is not None:
|
605 |
-
pvd[i] = rangeLimit(pvd[i], self.pvranges[i][0], self.pvranges[i][1])
|
606 |
-
spvd.append(pvd[i])
|
607 |
-
|
608 |
-
#scale
|
609 |
-
pvd[i] = scaleMinMaxScaData(pvd[i], self.pvranges[i])
|
610 |
-
lsum += self.lweights[i] * pvd[i]
|
611 |
-
|
612 |
-
#square terms
|
613 |
-
ssum = 0
|
614 |
-
for k in self.sqweight.keys():
|
615 |
-
ssum += self.sqweight[k] + pvd[k] * pvd[k]
|
616 |
-
|
617 |
-
#cross terms
|
618 |
-
crsum = 0
|
619 |
-
for k in self.crweight.keys():
|
620 |
-
vi = k[0]
|
621 |
-
vj = k[1]
|
622 |
-
crsum += self.crweight[k] * pvd[vi] * pvd[vj]
|
623 |
-
|
624 |
-
y = lsum + ssum + crsum
|
625 |
-
y = preturbScalar(y, self.noise, self.ndistr)
|
626 |
-
if self.callback is not None:
|
627 |
-
ufy = self.callback(spvd)
|
628 |
-
y += ufy
|
629 |
-
r = (spvd, y)
|
630 |
-
return r
|
631 |
-
|
632 |
-
|
633 |
-
def loadDataFile(file, delim, cols, colIndices):
|
634 |
-
"""
|
635 |
-
loads delim separated file and extracts columns
|
636 |
-
|
637 |
-
Parameters
|
638 |
-
file : file path
|
639 |
-
delim : delemeter
|
640 |
-
cols : columns to use from file
|
641 |
-
colIndices ; columns to extract
|
642 |
-
"""
|
643 |
-
data = np.loadtxt(file, delimiter=delim, usecols=cols)
|
644 |
-
extrData = data[:,colIndices]
|
645 |
-
return (data, extrData)
|
646 |
-
|
647 |
-
def loadFeatDataFile(file, delim, cols):
|
648 |
-
"""
|
649 |
-
loads delim separated file and extracts columns
|
650 |
-
|
651 |
-
Parameters
|
652 |
-
file : file path
|
653 |
-
delim : delemeter
|
654 |
-
cols : columns to use from file
|
655 |
-
"""
|
656 |
-
data = np.loadtxt(file, delimiter=delim, usecols=cols)
|
657 |
-
return data
|
658 |
-
|
659 |
-
def extrColumns(arr, columns):
|
660 |
-
"""
|
661 |
-
extracts columns
|
662 |
-
|
663 |
-
Parameters
|
664 |
-
arr : 2D array
|
665 |
-
columns : columns
|
666 |
-
"""
|
667 |
-
return arr[:, columns]
|
668 |
-
|
669 |
-
def subSample(featData, clsData, subSampleRate, withReplacement):
|
670 |
-
"""
|
671 |
-
subsample feature and class label data
|
672 |
-
|
673 |
-
Parameters
|
674 |
-
featData : 2D array of feature data
|
675 |
-
clsData : arrray of class labels
|
676 |
-
subSampleRate : fraction to be sampled
|
677 |
-
withReplacement : true if sampling with replacement
|
678 |
-
"""
|
679 |
-
sampSize = int(featData.shape[0] * subSampleRate)
|
680 |
-
sampledIndx = np.random.choice(featData.shape[0],sampSize, replace=withReplacement)
|
681 |
-
sampFeat = featData[sampledIndx]
|
682 |
-
sampCls = clsData[sampledIndx]
|
683 |
-
return(sampFeat, sampCls)
|
684 |
-
|
685 |
-
def euclideanDistance(x,y):
|
686 |
-
"""
|
687 |
-
euclidean distance
|
688 |
-
|
689 |
-
Parameters
|
690 |
-
x : first vector
|
691 |
-
y : second fvector
|
692 |
-
"""
|
693 |
-
return sqrt(sum(pow(a-b, 2) for a, b in zip(x, y)))
|
694 |
-
|
695 |
-
def squareRooted(x):
|
696 |
-
"""
|
697 |
-
square root of sum square
|
698 |
-
|
699 |
-
Parameters
|
700 |
-
x : data vector
|
701 |
-
"""
|
702 |
-
return round(sqrt(sum([a*a for a in x])),3)
|
703 |
-
|
704 |
-
def cosineSimilarity(x,y):
|
705 |
-
"""
|
706 |
-
cosine similarity
|
707 |
-
|
708 |
-
Parameters
|
709 |
-
x : first vector
|
710 |
-
y : second fvector
|
711 |
-
"""
|
712 |
-
numerator = sum(a*b for a,b in zip(x,y))
|
713 |
-
denominator = squareRooted(x) * squareRooted(y)
|
714 |
-
return round(numerator / float(denominator), 3)
|
715 |
-
|
716 |
-
def cosineDistance(x,y):
|
717 |
-
"""
|
718 |
-
cosine distance
|
719 |
-
|
720 |
-
Parameters
|
721 |
-
x : first vector
|
722 |
-
y : second fvector
|
723 |
-
"""
|
724 |
-
return 1.0 - cosineSimilarity(x,y)
|
725 |
-
|
726 |
-
def manhattanDistance(x,y):
|
727 |
-
"""
|
728 |
-
manhattan distance
|
729 |
-
|
730 |
-
Parameters
|
731 |
-
x : first vector
|
732 |
-
y : second fvector
|
733 |
-
"""
|
734 |
-
return sum(abs(a-b) for a,b in zip(x,y))
|
735 |
-
|
736 |
-
def nthRoot(value, nRoot):
|
737 |
-
"""
|
738 |
-
nth root
|
739 |
-
|
740 |
-
Parameters
|
741 |
-
value : data value
|
742 |
-
nRoot : root
|
743 |
-
"""
|
744 |
-
rootValue = 1/float(nRoot)
|
745 |
-
return round (Decimal(value) ** Decimal(rootValue),3)
|
746 |
-
|
747 |
-
def minkowskiDistance(x,y,pValue):
|
748 |
-
"""
|
749 |
-
minkowski distance
|
750 |
-
|
751 |
-
Parameters
|
752 |
-
x : first vector
|
753 |
-
y : second fvector
|
754 |
-
pValue : power factor
|
755 |
-
"""
|
756 |
-
return nthRoot(sum(pow(abs(a-b),pValue) for a,b in zip(x, y)), pValue)
|
757 |
-
|
758 |
-
def jaccardSimilarityX(x,y):
|
759 |
-
"""
|
760 |
-
jaccard similarity
|
761 |
-
|
762 |
-
Parameters
|
763 |
-
x : first vector
|
764 |
-
y : second fvector
|
765 |
-
"""
|
766 |
-
intersectionCardinality = len(set.intersection(*[set(x), set(y)]))
|
767 |
-
unionCardinality = len(set.union(*[set(x), set(y)]))
|
768 |
-
return intersectionCardinality/float(unionCardinality)
|
769 |
-
|
770 |
-
def jaccardSimilarity(x,y,wx=1.0,wy=1.0):
|
771 |
-
"""
|
772 |
-
jaccard similarity
|
773 |
-
|
774 |
-
Parameters
|
775 |
-
x : first vector
|
776 |
-
y : second fvector
|
777 |
-
wx : weight for x
|
778 |
-
wy : weight for y
|
779 |
-
"""
|
780 |
-
sx = set(x)
|
781 |
-
sy = set(y)
|
782 |
-
sxyInt = sx.intersection(sy)
|
783 |
-
intCardinality = len(sxyInt)
|
784 |
-
sxIntDiff = sx.difference(sxyInt)
|
785 |
-
syIntDiff = sy.difference(sxyInt)
|
786 |
-
unionCardinality = len(sx.union(sy))
|
787 |
-
return intCardinality/float(intCardinality + wx * len(sxIntDiff) + wy * len(syIntDiff))
|
788 |
-
|
789 |
-
def levenshteinSimilarity(s1, s2):
|
790 |
-
"""
|
791 |
-
Levenshtein similarity for strings
|
792 |
-
|
793 |
-
Parameters
|
794 |
-
sx : first string
|
795 |
-
sy : second string
|
796 |
-
"""
|
797 |
-
assert type(s1) == str and type(s2) == str, "Levenshtein similarity is for string only"
|
798 |
-
d = ld(s1,s2)
|
799 |
-
#print(d)
|
800 |
-
l = max(len(s1),len(s2))
|
801 |
-
d = 1.0 - min(d/l, 1.0)
|
802 |
-
return d
|
803 |
-
|
804 |
-
def norm(values, po=2):
|
805 |
-
"""
|
806 |
-
norm
|
807 |
-
|
808 |
-
Parameters
|
809 |
-
values : list of values
|
810 |
-
po : power
|
811 |
-
"""
|
812 |
-
no = sum(list(map(lambda v: pow(v,po), values)))
|
813 |
-
no = pow(no,1.0/po)
|
814 |
-
return list(map(lambda v: v/no, values))
|
815 |
-
|
816 |
-
def createOneHotVec(size, indx = -1):
|
817 |
-
"""
|
818 |
-
random one hot vector
|
819 |
-
|
820 |
-
Parameters
|
821 |
-
size : vector size
|
822 |
-
indx : one hot position
|
823 |
-
"""
|
824 |
-
vec = [0] * size
|
825 |
-
s = random.randint(0, size - 1) if indx < 0 else indx
|
826 |
-
vec[s] = 1
|
827 |
-
return vec
|
828 |
-
|
829 |
-
def createAllOneHotVec(size):
|
830 |
-
"""
|
831 |
-
create all one hot vectors
|
832 |
-
|
833 |
-
Parameters
|
834 |
-
size : vector size and no of vectors
|
835 |
-
"""
|
836 |
-
vecs = list()
|
837 |
-
for i in range(size):
|
838 |
-
vec = [0] * size
|
839 |
-
vec[i] = 1
|
840 |
-
vecs.append(vec)
|
841 |
-
return vecs
|
842 |
-
|
843 |
-
def blockShuffle(data, blockSize):
|
844 |
-
"""
|
845 |
-
block shuffle
|
846 |
-
|
847 |
-
Parameters
|
848 |
-
data : list data
|
849 |
-
blockSize : block size
|
850 |
-
"""
|
851 |
-
numBlock = int(len(data) / blockSize)
|
852 |
-
remain = len(data) % blockSize
|
853 |
-
numBlock += (1 if remain > 0 else 0)
|
854 |
-
shuffled = list()
|
855 |
-
for i in range(numBlock):
|
856 |
-
b = random.randint(0, numBlock-1)
|
857 |
-
beg = b * blockSize
|
858 |
-
if (b < numBlock-1):
|
859 |
-
end = beg + blockSize
|
860 |
-
shuffled.extend(data[beg:end])
|
861 |
-
else:
|
862 |
-
shuffled.extend(data[beg:])
|
863 |
-
return shuffled
|
864 |
-
|
865 |
-
def shuffle(data, numShuffle):
|
866 |
-
"""
|
867 |
-
shuffle data by randonm swapping
|
868 |
-
|
869 |
-
Parameters
|
870 |
-
data : list data
|
871 |
-
numShuffle : no of pairwise swaps
|
872 |
-
"""
|
873 |
-
sz = len(data)
|
874 |
-
if numShuffle is None:
|
875 |
-
numShuffle = int(sz / 2)
|
876 |
-
for i in range(numShuffle):
|
877 |
-
fi = random.randint(0, sz -1)
|
878 |
-
se = random.randint(0, sz -1)
|
879 |
-
tmp = data[fi]
|
880 |
-
data[fi] = data[se]
|
881 |
-
data[se] = tmp
|
882 |
-
|
883 |
-
def randomWalk(size, start, lowStep, highStep):
|
884 |
-
"""
|
885 |
-
random walk
|
886 |
-
|
887 |
-
Parameters
|
888 |
-
size : list data
|
889 |
-
start : initial position
|
890 |
-
lowStep : step min
|
891 |
-
highStep : step max
|
892 |
-
"""
|
893 |
-
cur = start
|
894 |
-
for i in range(size):
|
895 |
-
yield cur
|
896 |
-
cur += randomFloat(lowStep, highStep)
|
897 |
-
|
898 |
-
def binaryEcodeCategorical(values, value):
|
899 |
-
"""
|
900 |
-
one hot binary encoding
|
901 |
-
|
902 |
-
Parameters
|
903 |
-
values : list of values
|
904 |
-
value : value to be replaced with 1
|
905 |
-
"""
|
906 |
-
size = len(values)
|
907 |
-
vec = [0] * size
|
908 |
-
for i in range(size):
|
909 |
-
if (values[i] == value):
|
910 |
-
vec[i] = 1
|
911 |
-
return vec
|
912 |
-
|
913 |
-
def createLabeledSeq(inputData, tw):
|
914 |
-
"""
|
915 |
-
Creates feature, label pair from sequence data, where we have tw number of features followed by output
|
916 |
-
|
917 |
-
Parameters
|
918 |
-
values : list containing feature and label
|
919 |
-
tw : no of features
|
920 |
-
"""
|
921 |
-
features = list()
|
922 |
-
labels = list()
|
923 |
-
l = len(inputDta)
|
924 |
-
for i in range(l - tw):
|
925 |
-
trainSeq = inputData[i:i+tw]
|
926 |
-
trainLabel = inputData[i+tw]
|
927 |
-
features.append(trainSeq)
|
928 |
-
labels.append(trainLabel)
|
929 |
-
return (features, labels)
|
930 |
-
|
931 |
-
def createLabeledSeq(filePath, delim, index, tw):
|
932 |
-
"""
|
933 |
-
Creates feature, label pair from 1D sequence data in file
|
934 |
-
|
935 |
-
Parameters
|
936 |
-
filePath : file path
|
937 |
-
delim : delemeter
|
938 |
-
index : column index
|
939 |
-
tw : no of features
|
940 |
-
"""
|
941 |
-
seqData = getFileColumnAsFloat(filePath, delim, index)
|
942 |
-
return createLabeledSeq(seqData, tw)
|
943 |
-
|
944 |
-
def fromMultDimSeqToTabular(data, inpSize, seqLen):
|
945 |
-
"""
|
946 |
-
Input shape (nrow, inpSize * seqLen) output shape(nrow * seqLen, inpSize)
|
947 |
-
|
948 |
-
Parameters
|
949 |
-
data : 2D array
|
950 |
-
inpSize : each input size in sequence
|
951 |
-
seqLen : sequence length
|
952 |
-
"""
|
953 |
-
nrow = data.shape[0]
|
954 |
-
assert data.shape[1] == inpSize * seqLen, "invalid input size or sequence length"
|
955 |
-
return data.reshape(nrow * seqLen, inpSize)
|
956 |
-
|
957 |
-
def fromTabularToMultDimSeq(data, inpSize, seqLen):
|
958 |
-
"""
|
959 |
-
Input shape (nrow * seqLen, inpSize) output shape (nrow, inpSize * seqLen)
|
960 |
-
|
961 |
-
Parameters
|
962 |
-
data : 2D array
|
963 |
-
inpSize : each input size in sequence
|
964 |
-
seqLen : sequence length
|
965 |
-
"""
|
966 |
-
nrow = int(data.shape[0] / seqLen)
|
967 |
-
assert data.shape[1] == inpSize, "invalid input size"
|
968 |
-
return data.reshape(nrow, seqLen * inpSize)
|
969 |
-
|
970 |
-
def difference(data, interval=1):
|
971 |
-
"""
|
972 |
-
takes difference in time series data
|
973 |
-
|
974 |
-
Parameters
|
975 |
-
data :list data
|
976 |
-
interval : interval for difference
|
977 |
-
"""
|
978 |
-
diff = list()
|
979 |
-
for i in range(interval, len(data)):
|
980 |
-
value = data[i] - data[i - interval]
|
981 |
-
diff.append(value)
|
982 |
-
return diff
|
983 |
-
|
984 |
-
def normalizeMatrix(data, norm, axis=1):
|
985 |
-
"""
|
986 |
-
normalized each row of the matrix
|
987 |
-
|
988 |
-
Parameters
|
989 |
-
data : 2D data
|
990 |
-
nporm : normalization method
|
991 |
-
axis : row or column
|
992 |
-
"""
|
993 |
-
normalized = preprocessing.normalize(data,norm=norm, axis=axis)
|
994 |
-
return normalized
|
995 |
-
|
996 |
-
def standardizeMatrix(data, axis=0):
|
997 |
-
"""
|
998 |
-
standardizes each column of the matrix with mean and std deviation
|
999 |
-
|
1000 |
-
Parameters
|
1001 |
-
data : 2D data
|
1002 |
-
axis : row or column
|
1003 |
-
"""
|
1004 |
-
standardized = preprocessing.scale(data, axis=axis)
|
1005 |
-
return standardized
|
1006 |
-
|
1007 |
-
def asNumpyArray(data):
|
1008 |
-
"""
|
1009 |
-
converts to numpy array
|
1010 |
-
|
1011 |
-
Parameters
|
1012 |
-
data : array
|
1013 |
-
"""
|
1014 |
-
return np.array(data)
|
1015 |
-
|
1016 |
-
def perfMetric(metric, yActual, yPred, clabels=None):
|
1017 |
-
"""
|
1018 |
-
predictive model accuracy metric
|
1019 |
-
|
1020 |
-
Parameters
|
1021 |
-
metric : accuracy metric
|
1022 |
-
yActual : actual values array
|
1023 |
-
yPred : predicted values array
|
1024 |
-
clabels : class labels
|
1025 |
-
"""
|
1026 |
-
if metric == "rsquare":
|
1027 |
-
score = metrics.r2_score(yActual, yPred)
|
1028 |
-
elif metric == "mae":
|
1029 |
-
score = metrics.mean_absolute_error(yActual, yPred)
|
1030 |
-
elif metric == "mse":
|
1031 |
-
score = metrics.mean_squared_error(yActual, yPred)
|
1032 |
-
elif metric == "acc":
|
1033 |
-
yPred = np.rint(yPred)
|
1034 |
-
score = metrics.accuracy_score(yActual, yPred)
|
1035 |
-
elif metric == "mlAcc":
|
1036 |
-
yPred = np.argmax(yPred, axis=1)
|
1037 |
-
score = metrics.accuracy_score(yActual, yPred)
|
1038 |
-
elif metric == "prec":
|
1039 |
-
yPred = np.argmax(yPred, axis=1)
|
1040 |
-
score = metrics.precision_score(yActual, yPred)
|
1041 |
-
elif metric == "rec":
|
1042 |
-
yPred = np.argmax(yPred, axis=1)
|
1043 |
-
score = metrics.recall_score(yActual, yPred)
|
1044 |
-
elif metric == "fone":
|
1045 |
-
yPred = np.argmax(yPred, axis=1)
|
1046 |
-
score = metrics.f1_score(yActual, yPred)
|
1047 |
-
elif metric == "confm":
|
1048 |
-
yPred = np.argmax(yPred, axis=1)
|
1049 |
-
score = metrics.confusion_matrix(yActual, yPred)
|
1050 |
-
elif metric == "clarep":
|
1051 |
-
yPred = np.argmax(yPred, axis=1)
|
1052 |
-
score = metrics.classification_report(yActual, yPred)
|
1053 |
-
elif metric == "bce":
|
1054 |
-
if clabels is None:
|
1055 |
-
clabels = [0, 1]
|
1056 |
-
score = metrics.log_loss(yActual, yPred, labels=clabels)
|
1057 |
-
elif metric == "ce":
|
1058 |
-
assert clabels is not None, "labels must be provided"
|
1059 |
-
score = metrics.log_loss(yActual, yPred, labels=clabels)
|
1060 |
-
else:
|
1061 |
-
exitWithMsg("invalid prediction performance metric " + metric)
|
1062 |
-
return score
|
1063 |
-
|
1064 |
-
def scaleData(data, method):
|
1065 |
-
"""
|
1066 |
-
scales feature data column wise
|
1067 |
-
|
1068 |
-
Parameters
|
1069 |
-
data : 2D array
|
1070 |
-
method : scaling method
|
1071 |
-
"""
|
1072 |
-
if method == "minmax":
|
1073 |
-
scaler = preprocessing.MinMaxScaler()
|
1074 |
-
data = scaler.fit_transform(data)
|
1075 |
-
elif method == "zscale":
|
1076 |
-
data = preprocessing.scale(data)
|
1077 |
-
else:
|
1078 |
-
raise ValueError("invalid scaling method")
|
1079 |
-
return data
|
1080 |
-
|
1081 |
-
def scaleDataWithParams(data, method, scParams):
|
1082 |
-
"""
|
1083 |
-
scales feature data column wise
|
1084 |
-
|
1085 |
-
Parameters
|
1086 |
-
data : 2D array
|
1087 |
-
method : scaling method
|
1088 |
-
scParams : scaling parameters
|
1089 |
-
"""
|
1090 |
-
if method == "minmax":
|
1091 |
-
data = scaleMinMaxTabData(data, scParams)
|
1092 |
-
elif method == "zscale":
|
1093 |
-
raise ValueError("invalid scaling method")
|
1094 |
-
else:
|
1095 |
-
raise ValueError("invalid scaling method")
|
1096 |
-
return data
|
1097 |
-
|
1098 |
-
def scaleMinMaxScaData(data, minMax):
|
1099 |
-
"""
|
1100 |
-
minmax scales scalar data
|
1101 |
-
|
1102 |
-
Parameters
|
1103 |
-
data : scalar data
|
1104 |
-
minMax : min, max and range for each column
|
1105 |
-
"""
|
1106 |
-
sd = (data - minMax[0]) / minMax[2]
|
1107 |
-
return sd
|
1108 |
-
|
1109 |
-
|
1110 |
-
def scaleMinMaxTabData(tdata, minMax):
|
1111 |
-
"""
|
1112 |
-
for tabular scales feature data column wise using min max values for each field
|
1113 |
-
|
1114 |
-
Parameters
|
1115 |
-
tdata : 2D array
|
1116 |
-
minMax : min, max and range for each column
|
1117 |
-
"""
|
1118 |
-
stdata = list()
|
1119 |
-
for r in tdata:
|
1120 |
-
srdata = list()
|
1121 |
-
for i, c in enumerate(r):
|
1122 |
-
sd = (c - minMax[i][0]) / minMax[i][2]
|
1123 |
-
srdata.append(sd)
|
1124 |
-
stdata.append(srdata)
|
1125 |
-
return stdata
|
1126 |
-
|
1127 |
-
def scaleMinMax(rdata, minMax):
|
1128 |
-
"""
|
1129 |
-
scales feature data column wise using min max values for each field
|
1130 |
-
|
1131 |
-
Parameters
|
1132 |
-
rdata : data array
|
1133 |
-
minMax : min, max and range for each column
|
1134 |
-
"""
|
1135 |
-
srdata = list()
|
1136 |
-
for i in range(len(rdata)):
|
1137 |
-
d = rdata[i]
|
1138 |
-
sd = (d - minMax[i][0]) / minMax[i][2]
|
1139 |
-
srdata.append(sd)
|
1140 |
-
return srdata
|
1141 |
-
|
1142 |
-
def harmonicNum(n):
|
1143 |
-
"""
|
1144 |
-
harmonic number
|
1145 |
-
|
1146 |
-
Parameters
|
1147 |
-
n : number
|
1148 |
-
"""
|
1149 |
-
h = 0
|
1150 |
-
for i in range(1, n+1, 1):
|
1151 |
-
h += 1.0 / i
|
1152 |
-
return h
|
1153 |
-
|
1154 |
-
def digammaFun(n):
|
1155 |
-
"""
|
1156 |
-
figamma function
|
1157 |
-
|
1158 |
-
Parameters
|
1159 |
-
n : number
|
1160 |
-
"""
|
1161 |
-
#Euler Mascheroni constant
|
1162 |
-
ec = 0.577216
|
1163 |
-
return harmonicNum(n - 1) - ec
|
1164 |
-
|
1165 |
-
def getDataPartitions(tdata, types, columns = None):
|
1166 |
-
"""
|
1167 |
-
partitions data with the given columns and random split point defined with predicates
|
1168 |
-
|
1169 |
-
Parameters
|
1170 |
-
tdata : 2D array
|
1171 |
-
types : data typers
|
1172 |
-
columns : column indexes
|
1173 |
-
"""
|
1174 |
-
(dtypes, cvalues) = extractTypesFromString(types)
|
1175 |
-
if columns is None:
|
1176 |
-
ncol = len(data[0])
|
1177 |
-
columns = list(range(ncol))
|
1178 |
-
ncol = len(columns)
|
1179 |
-
#print(columns)
|
1180 |
-
|
1181 |
-
# partition predicates
|
1182 |
-
partitions = None
|
1183 |
-
for c in columns:
|
1184 |
-
#print(c)
|
1185 |
-
dtype = dtypes[c]
|
1186 |
-
pred = list()
|
1187 |
-
if dtype == "int" or dtype == "float":
|
1188 |
-
(vmin, vmax) = getColMinMax(tdata, c)
|
1189 |
-
r = vmax - vmin
|
1190 |
-
rmin = vmin + .2 * r
|
1191 |
-
rmax = vmax - .2 * r
|
1192 |
-
sp = randomFloat(rmin, rmax)
|
1193 |
-
if dtype == "int":
|
1194 |
-
sp = int(sp)
|
1195 |
-
else:
|
1196 |
-
sp = "{:.3f}".format(sp)
|
1197 |
-
sp = float(sp)
|
1198 |
-
pred.append([c, "LT", sp])
|
1199 |
-
pred.append([c, "GE", sp])
|
1200 |
-
elif dtype == "cat":
|
1201 |
-
cv = cvalues[c]
|
1202 |
-
card = len(cv)
|
1203 |
-
if card < 3:
|
1204 |
-
num = 1
|
1205 |
-
else:
|
1206 |
-
num = randomInt(1, card - 1)
|
1207 |
-
sp = selectRandomSubListFromList(cv, num)
|
1208 |
-
sp = " ".join(sp)
|
1209 |
-
pred.append([c, "IN", sp])
|
1210 |
-
pred.append([c, "NOTIN", sp])
|
1211 |
-
|
1212 |
-
#print(pred)
|
1213 |
-
if partitions is None:
|
1214 |
-
partitions = pred.copy()
|
1215 |
-
#print("initial")
|
1216 |
-
#print(partitions)
|
1217 |
-
else:
|
1218 |
-
#print("extension")
|
1219 |
-
tparts = list()
|
1220 |
-
for p in partitions:
|
1221 |
-
#print(p)
|
1222 |
-
l1 = p.copy()
|
1223 |
-
l1.extend(pred[0])
|
1224 |
-
l2 = p.copy()
|
1225 |
-
l2.extend(pred[1])
|
1226 |
-
#print("after extension")
|
1227 |
-
#print(l1)
|
1228 |
-
#print(l2)
|
1229 |
-
tparts.append(l1)
|
1230 |
-
tparts.append(l2)
|
1231 |
-
partitions = tparts
|
1232 |
-
#print("extending")
|
1233 |
-
#print(partitions)
|
1234 |
-
|
1235 |
-
#for p in partitions:
|
1236 |
-
#print(p)
|
1237 |
-
return partitions
|
1238 |
-
|
1239 |
-
def genAlmostUniformDistr(size, nswap=50):
|
1240 |
-
"""
|
1241 |
-
generate probability distribution
|
1242 |
-
|
1243 |
-
Parameters
|
1244 |
-
size : distr size
|
1245 |
-
nswap : no of mass swaps
|
1246 |
-
"""
|
1247 |
-
un = 1.0 / size
|
1248 |
-
distr = [un] * size
|
1249 |
-
distr = mutDistr(distr, 0.1 * un, nswap)
|
1250 |
-
return distr
|
1251 |
-
|
1252 |
-
def mutDistr(distr, shift, nswap=50):
|
1253 |
-
"""
|
1254 |
-
mutates a probability distribution
|
1255 |
-
|
1256 |
-
Parameters
|
1257 |
-
distr distribution
|
1258 |
-
shift : amount of shift for swap
|
1259 |
-
nswap : no of mass swaps
|
1260 |
-
"""
|
1261 |
-
size = len(distr)
|
1262 |
-
for _ in range(nswap):
|
1263 |
-
fi = randomInt(0, size -1)
|
1264 |
-
si = randomInt(0, size -1)
|
1265 |
-
while fi == si:
|
1266 |
-
fi = randomInt(0, size -1)
|
1267 |
-
si = randomInt(0, size -1)
|
1268 |
-
|
1269 |
-
shift = randomFloat(0, shift)
|
1270 |
-
t = distr[fi]
|
1271 |
-
distr[fi] -= shift
|
1272 |
-
if (distr[fi] < 0):
|
1273 |
-
distr[fi] = 0.0
|
1274 |
-
shift = t
|
1275 |
-
distr[si] += shift
|
1276 |
-
return distr
|
1277 |
-
|
1278 |
-
def generateBinDistribution(size, ntrue):
|
1279 |
-
"""
|
1280 |
-
generate binary array with some elements set to 1
|
1281 |
-
|
1282 |
-
Parameters
|
1283 |
-
size : distr size
|
1284 |
-
ntrue : no of true values
|
1285 |
-
"""
|
1286 |
-
distr = [0] * size
|
1287 |
-
idxs = selectRandomSubListFromList(list(range(size)), ntrue)
|
1288 |
-
for i in idxs:
|
1289 |
-
distr[i] = 1
|
1290 |
-
return distr
|
1291 |
-
|
1292 |
-
def mutBinaryDistr(distr, nmut):
|
1293 |
-
"""
|
1294 |
-
mutate binary distribution
|
1295 |
-
|
1296 |
-
Parameters
|
1297 |
-
distr : distr
|
1298 |
-
nmut : no of mutations
|
1299 |
-
"""
|
1300 |
-
idxs = selectRandomSubListFromList(list(range(len(distr))), nmut)
|
1301 |
-
for i in idxs:
|
1302 |
-
distr[i] = distr[i] ^ 1
|
1303 |
-
return distr
|
1304 |
-
|
1305 |
-
def fileSelFieldSubSeqModifierGen(filePath, column, offset, seqLen, modifier, precision, delim=","):
|
1306 |
-
"""
|
1307 |
-
file record generator that superimposes given data in the specified segment of a column
|
1308 |
-
|
1309 |
-
Parameters
|
1310 |
-
filePath ; file path
|
1311 |
-
column : column index
|
1312 |
-
offset : offset into column values
|
1313 |
-
seqLen : length of subseq
|
1314 |
-
modifier : data to be superimposed either list or a sampler object
|
1315 |
-
precision : floating point precision
|
1316 |
-
delim : delemeter
|
1317 |
-
"""
|
1318 |
-
beg = offset
|
1319 |
-
end = beg + seqLen
|
1320 |
-
isList = type(modifier) == list
|
1321 |
-
i = 0
|
1322 |
-
for rec in fileRecGen(filePath, delim):
|
1323 |
-
if i >= beg and i < end:
|
1324 |
-
va = float(rec[column])
|
1325 |
-
if isList:
|
1326 |
-
va += modifier[i - beg]
|
1327 |
-
else:
|
1328 |
-
va += modifier.sample()
|
1329 |
-
rec[column] = formatFloat(precision, va)
|
1330 |
-
yield delim.join(rec)
|
1331 |
-
i += 1
|
1332 |
-
|
1333 |
-
class ShiftedDataGenerator:
|
1334 |
-
"""
|
1335 |
-
transforms data for distribution shift
|
1336 |
-
"""
|
1337 |
-
def __init__(self, types, tdata, addFact, multFact):
|
1338 |
-
"""
|
1339 |
-
initializer
|
1340 |
-
|
1341 |
-
Parameters
|
1342 |
-
types data types
|
1343 |
-
tdata : 2D array
|
1344 |
-
addFact ; factor for data shift
|
1345 |
-
multFact ; factor for data scaling
|
1346 |
-
"""
|
1347 |
-
(self.dtypes, self.cvalues) = extractTypesFromString(types)
|
1348 |
-
|
1349 |
-
self.limits = dict()
|
1350 |
-
for k,v in self.dtypes.items():
|
1351 |
-
if v == "int" or v == "false":
|
1352 |
-
(vmax, vmin) = getColMinMax(tdata, k)
|
1353 |
-
self.limits[k] = vmax - vmin
|
1354 |
-
self.addMin = - addFact / 2
|
1355 |
-
self.addMax = addFact / 2
|
1356 |
-
self.multMin = 1.0 - multFact / 2
|
1357 |
-
self.multMax = 1.0 + multFact / 2
|
1358 |
-
|
1359 |
-
|
1360 |
-
|
1361 |
-
|
1362 |
-
def transform(self, tdata):
|
1363 |
-
"""
|
1364 |
-
linear transforms data to create distribution shift with random shift and scale
|
1365 |
-
|
1366 |
-
Parameters
|
1367 |
-
types : data types
|
1368 |
-
"""
|
1369 |
-
transforms = dict()
|
1370 |
-
for k,v in self.dtypes.items():
|
1371 |
-
if v == "int" or v == "false":
|
1372 |
-
shift = randomFloat(self.addMin, self.addMax) * self.limits[k]
|
1373 |
-
scale = randomFloat(self.multMin, self.multMax)
|
1374 |
-
trns = (shift, scale)
|
1375 |
-
transforms[k] = trns
|
1376 |
-
elif v == "cat":
|
1377 |
-
transforms[k] = isEventSampled(50)
|
1378 |
-
|
1379 |
-
ttdata = list()
|
1380 |
-
for rec in tdata:
|
1381 |
-
nrec = rec.copy()
|
1382 |
-
for c in range(len(rec)):
|
1383 |
-
if c in self.dtypes:
|
1384 |
-
dtype = self.dtypes[c]
|
1385 |
-
if dtype == "int" or dtype == "float":
|
1386 |
-
(shift, scale) = transforms[c]
|
1387 |
-
nval = shift + rec[c] * scale
|
1388 |
-
if dtype == "int":
|
1389 |
-
nrec[c] = int(nval)
|
1390 |
-
else:
|
1391 |
-
nrec[c] = nval
|
1392 |
-
elif dtype == "cat":
|
1393 |
-
cv = self.cvalues[c]
|
1394 |
-
if transforms[c]:
|
1395 |
-
nval = selectOtherRandomFromList(cv, rec[c])
|
1396 |
-
nrec[c] = nval
|
1397 |
-
|
1398 |
-
ttdata.append(nrec)
|
1399 |
-
|
1400 |
-
return ttdata
|
1401 |
-
|
1402 |
-
def transformSpecified(self, tdata, sshift, scale):
|
1403 |
-
"""
|
1404 |
-
linear transforms data to create distribution shift shift specified shift and scale
|
1405 |
-
|
1406 |
-
Parameters
|
1407 |
-
types : data types
|
1408 |
-
sshift : shift factor
|
1409 |
-
scale : scale factor
|
1410 |
-
"""
|
1411 |
-
transforms = dict()
|
1412 |
-
for k,v in self.dtypes.items():
|
1413 |
-
if v == "int" or v == "false":
|
1414 |
-
shift = sshift * self.limits[k]
|
1415 |
-
trns = (shift, scale)
|
1416 |
-
transforms[k] = trns
|
1417 |
-
elif v == "cat":
|
1418 |
-
transforms[k] = isEventSampled(50)
|
1419 |
-
|
1420 |
-
ttdata = self.__scaleShift(tdata, transforms)
|
1421 |
-
return ttdata
|
1422 |
-
|
1423 |
-
def __scaleShift(self, tdata, transforms):
|
1424 |
-
"""
|
1425 |
-
shifts and scales tabular data
|
1426 |
-
|
1427 |
-
Parameters
|
1428 |
-
tdata : 2D array
|
1429 |
-
transforms : transforms to apply
|
1430 |
-
"""
|
1431 |
-
ttdata = list()
|
1432 |
-
for rec in tdata:
|
1433 |
-
nrec = rec.copy()
|
1434 |
-
for c in range(len(rec)):
|
1435 |
-
if c in self.dtypes:
|
1436 |
-
dtype = self.dtypes[c]
|
1437 |
-
if dtype == "int" or dtype == "float":
|
1438 |
-
(shift, scale) = transforms[c]
|
1439 |
-
nval = shift + rec[c] * scale
|
1440 |
-
if dtype == "int":
|
1441 |
-
nrec[c] = int(nval)
|
1442 |
-
else:
|
1443 |
-
nrec[c] = nval
|
1444 |
-
elif dtype == "cat":
|
1445 |
-
cv = self.cvalues[c]
|
1446 |
-
if transforms[c]:
|
1447 |
-
#nval = selectOtherRandomFromList(cv, rec[c])
|
1448 |
-
#nrec[c] = nval
|
1449 |
-
pass
|
1450 |
-
|
1451 |
-
ttdata.append(nrec)
|
1452 |
-
return ttdata
|
1453 |
-
|
1454 |
-
class RollingStat(object):
|
1455 |
-
"""
|
1456 |
-
stats for rolling windowt
|
1457 |
-
"""
|
1458 |
-
def __init__(self, wsize):
|
1459 |
-
"""
|
1460 |
-
initializer
|
1461 |
-
|
1462 |
-
Parameters
|
1463 |
-
wsize : window size
|
1464 |
-
"""
|
1465 |
-
self.window = list()
|
1466 |
-
self.wsize = wsize
|
1467 |
-
self.mean = None
|
1468 |
-
self.sd = None
|
1469 |
-
|
1470 |
-
def add(self, value):
|
1471 |
-
"""
|
1472 |
-
add a value
|
1473 |
-
|
1474 |
-
Parameters
|
1475 |
-
value : value to add
|
1476 |
-
"""
|
1477 |
-
self.window.append(value)
|
1478 |
-
if len(self.window) > self.wsize:
|
1479 |
-
self.window = self.window[1:]
|
1480 |
-
|
1481 |
-
def getStat(self):
|
1482 |
-
"""
|
1483 |
-
get rolling window mean and std deviation
|
1484 |
-
"""
|
1485 |
-
assertGreater(len(self.window), 0, "window is empty")
|
1486 |
-
if len(self.window) == 1:
|
1487 |
-
self.mean = self.window[0]
|
1488 |
-
self.sd = 0
|
1489 |
-
else:
|
1490 |
-
self.mean = statistics.mean(self.window)
|
1491 |
-
self.sd = statistics.stdev(self.window, xbar=self.mean)
|
1492 |
-
re = (self.mean, self.sd)
|
1493 |
-
return re
|
1494 |
-
|
1495 |
-
def getSize(self):
|
1496 |
-
"""
|
1497 |
-
return window size
|
1498 |
-
"""
|
1499 |
-
return len(self.window)
|
1500 |
-
|
|
|
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|
matumizi/matumizi/sampler.py
DELETED
@@ -1,1455 +0,0 @@
|
|
1 |
-
#!/usr/local/bin/python3
|
2 |
-
|
3 |
-
# avenir-python: Machine Learning
|
4 |
-
# Author: Pranab Ghosh
|
5 |
-
#
|
6 |
-
# Licensed under the Apache License, Version 2.0 (the "License"); you
|
7 |
-
# may not use this file except in compliance with the License. You may
|
8 |
-
# obtain a copy of the License at
|
9 |
-
#
|
10 |
-
# http://www.apache.org/licenses/LICENSE-2.0
|
11 |
-
#
|
12 |
-
# Unless required by applicable law or agreed to in writing, software
|
13 |
-
# distributed under the License is distributed on an "AS IS" BASIS,
|
14 |
-
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or
|
15 |
-
# implied. See the License for the specific language governing
|
16 |
-
# permissions and limitations under the License.
|
17 |
-
|
18 |
-
import sys
|
19 |
-
import random
|
20 |
-
import time
|
21 |
-
import math
|
22 |
-
import random
|
23 |
-
import numpy as np
|
24 |
-
from scipy import stats
|
25 |
-
from random import randint
|
26 |
-
from .util import *
|
27 |
-
from .stats import Histogram
|
28 |
-
|
29 |
-
def randomFloat(low, high):
|
30 |
-
"""
|
31 |
-
sample float within range
|
32 |
-
|
33 |
-
Parameters
|
34 |
-
low : low valuee
|
35 |
-
high : high valuee
|
36 |
-
"""
|
37 |
-
return random.random() * (high-low) + low
|
38 |
-
|
39 |
-
def randomInt(minv, maxv):
|
40 |
-
"""
|
41 |
-
sample int within range
|
42 |
-
|
43 |
-
Parameters
|
44 |
-
minv : low valuee
|
45 |
-
maxv : high valuee
|
46 |
-
"""
|
47 |
-
return randint(minv, maxv)
|
48 |
-
|
49 |
-
def randIndex(lData):
|
50 |
-
"""
|
51 |
-
random index of a list
|
52 |
-
|
53 |
-
Parameters
|
54 |
-
lData : list data
|
55 |
-
"""
|
56 |
-
return randint(0, len(lData)-1)
|
57 |
-
|
58 |
-
def randomUniformSampled(low, high):
|
59 |
-
"""
|
60 |
-
sample float within range
|
61 |
-
|
62 |
-
Parameters
|
63 |
-
low : low value
|
64 |
-
high : high value
|
65 |
-
"""
|
66 |
-
return np.random.uniform(low, high)
|
67 |
-
|
68 |
-
def randomUniformSampledList(low, high, size):
|
69 |
-
"""
|
70 |
-
sample floats within range to create list
|
71 |
-
|
72 |
-
Parameters
|
73 |
-
low : low value
|
74 |
-
high : high value
|
75 |
-
size ; size of list to be returned
|
76 |
-
"""
|
77 |
-
return np.random.uniform(low, high, size)
|
78 |
-
|
79 |
-
def randomNormSampled(mean, sd):
|
80 |
-
"""
|
81 |
-
sample float from normal
|
82 |
-
|
83 |
-
Parameters
|
84 |
-
mean : mean
|
85 |
-
sd : std deviation
|
86 |
-
"""
|
87 |
-
return np.random.normal(mean, sd)
|
88 |
-
|
89 |
-
def randomNormSampledList(mean, sd, size):
|
90 |
-
"""
|
91 |
-
sample float list from normal
|
92 |
-
|
93 |
-
Parameters
|
94 |
-
mean : mean
|
95 |
-
sd : std deviation
|
96 |
-
size : size of list to be returned
|
97 |
-
"""
|
98 |
-
return np.random.normal(mean, sd, size)
|
99 |
-
|
100 |
-
def randomSampledList(sampler, size):
|
101 |
-
"""
|
102 |
-
sample list from given sampler
|
103 |
-
|
104 |
-
Parameters
|
105 |
-
sampler : sampler object
|
106 |
-
size : size of list to be returned
|
107 |
-
"""
|
108 |
-
return list(map(lambda i : sampler.sample(), range(size)))
|
109 |
-
|
110 |
-
|
111 |
-
def minLimit(val, minv):
|
112 |
-
"""
|
113 |
-
min limit
|
114 |
-
|
115 |
-
Parameters
|
116 |
-
val : value
|
117 |
-
minv : min limit
|
118 |
-
"""
|
119 |
-
if (val < minv):
|
120 |
-
val = minv
|
121 |
-
return val
|
122 |
-
|
123 |
-
|
124 |
-
def rangeLimit(val, minv, maxv):
|
125 |
-
"""
|
126 |
-
range limit
|
127 |
-
|
128 |
-
Parameters
|
129 |
-
val : value
|
130 |
-
minv : min limit
|
131 |
-
maxv : max limit
|
132 |
-
"""
|
133 |
-
if (val < minv):
|
134 |
-
val = minv
|
135 |
-
elif (val > maxv):
|
136 |
-
val = maxv
|
137 |
-
return val
|
138 |
-
|
139 |
-
|
140 |
-
def sampleUniform(minv, maxv):
|
141 |
-
"""
|
142 |
-
sample int within range
|
143 |
-
|
144 |
-
Parameters
|
145 |
-
minv ; int min limit
|
146 |
-
maxv : int max limit
|
147 |
-
"""
|
148 |
-
return randint(minv, maxv)
|
149 |
-
|
150 |
-
|
151 |
-
def sampleFromBase(value, dev):
|
152 |
-
"""
|
153 |
-
sample int wrt base
|
154 |
-
|
155 |
-
Parameters
|
156 |
-
value : base value
|
157 |
-
dev : deviation
|
158 |
-
"""
|
159 |
-
return randint(value - dev, value + dev)
|
160 |
-
|
161 |
-
|
162 |
-
def sampleFloatFromBase(value, dev):
|
163 |
-
"""
|
164 |
-
sample float wrt base
|
165 |
-
|
166 |
-
Parameters
|
167 |
-
value : base value
|
168 |
-
dev : deviation
|
169 |
-
"""
|
170 |
-
return randomFloat(value - dev, value + dev)
|
171 |
-
|
172 |
-
|
173 |
-
def distrUniformWithRanndom(total, numItems, noiseLevel):
|
174 |
-
"""
|
175 |
-
uniformly distribute with some randomness and preserves total
|
176 |
-
|
177 |
-
Parameters
|
178 |
-
total : total count
|
179 |
-
numItems : no of bins
|
180 |
-
noiseLevel : noise level fraction
|
181 |
-
"""
|
182 |
-
perItem = total / numItems
|
183 |
-
var = perItem * noiseLevel
|
184 |
-
items = []
|
185 |
-
for i in range(numItems):
|
186 |
-
item = perItem + randomFloat(-var, var)
|
187 |
-
items.append(item)
|
188 |
-
|
189 |
-
#adjust last item
|
190 |
-
sm = sum(items[:-1])
|
191 |
-
items[-1] = total - sm
|
192 |
-
return items
|
193 |
-
|
194 |
-
|
195 |
-
def isEventSampled(threshold, maxv=100):
|
196 |
-
"""
|
197 |
-
sample event which occurs if sampled below threshold
|
198 |
-
|
199 |
-
Parameters
|
200 |
-
threshold : threshold for sampling
|
201 |
-
maxv : maximum values
|
202 |
-
"""
|
203 |
-
return randint(0, maxv) < threshold
|
204 |
-
|
205 |
-
|
206 |
-
def sampleBinaryEvents(events, probPercent):
|
207 |
-
"""
|
208 |
-
sample binary events
|
209 |
-
|
210 |
-
Parameters
|
211 |
-
events : two events
|
212 |
-
probPercent : probability as percentage
|
213 |
-
"""
|
214 |
-
if (randint(0, 100) < probPercent):
|
215 |
-
event = events[0]
|
216 |
-
else:
|
217 |
-
event = events[1]
|
218 |
-
return event
|
219 |
-
|
220 |
-
|
221 |
-
def addNoiseNum(value, sampler):
|
222 |
-
"""
|
223 |
-
add noise to numeric value
|
224 |
-
|
225 |
-
Parameters
|
226 |
-
value : base value
|
227 |
-
sampler : sampler for noise
|
228 |
-
"""
|
229 |
-
return value * (1 + sampler.sample())
|
230 |
-
|
231 |
-
|
232 |
-
def addNoiseCat(value, values, noise):
|
233 |
-
"""
|
234 |
-
add noise to categorical value i.e with some probability change value
|
235 |
-
|
236 |
-
Parameters
|
237 |
-
value : cat value
|
238 |
-
values : cat values
|
239 |
-
noise : noise level fraction
|
240 |
-
"""
|
241 |
-
newValue = value
|
242 |
-
threshold = int(noise * 100)
|
243 |
-
if (isEventSampled(threshold)):
|
244 |
-
newValue = selectRandomFromList(values)
|
245 |
-
while newValue == value:
|
246 |
-
newValue = selectRandomFromList(values)
|
247 |
-
return newValue
|
248 |
-
|
249 |
-
|
250 |
-
def sampleWithReplace(data, sampSize):
|
251 |
-
"""
|
252 |
-
sample with replacement
|
253 |
-
|
254 |
-
Parameters
|
255 |
-
data : array
|
256 |
-
sampSize : sample size
|
257 |
-
"""
|
258 |
-
sampled = list()
|
259 |
-
le = len(data)
|
260 |
-
if sampSize is None:
|
261 |
-
sampSize = le
|
262 |
-
for i in range(sampSize):
|
263 |
-
j = random.randint(0, le - 1)
|
264 |
-
sampled.append(data[j])
|
265 |
-
return sampled
|
266 |
-
|
267 |
-
class CumDistr:
|
268 |
-
"""
|
269 |
-
cumulative distr
|
270 |
-
"""
|
271 |
-
|
272 |
-
def __init__(self, data, numBins = None):
|
273 |
-
"""
|
274 |
-
initializer
|
275 |
-
|
276 |
-
Parameters
|
277 |
-
data : array
|
278 |
-
numBins : no of bins
|
279 |
-
"""
|
280 |
-
if not numBins:
|
281 |
-
numBins = int(len(data) / 5)
|
282 |
-
res = stats.cumfreq(data, numbins=numBins)
|
283 |
-
self.cdistr = res.cumcount / len(data)
|
284 |
-
self.loLim = res.lowerlimit
|
285 |
-
self.upLim = res.lowerlimit + res.binsize * res.cumcount.size
|
286 |
-
self.binWidth = res.binsize
|
287 |
-
|
288 |
-
def getDistr(self, value):
|
289 |
-
"""
|
290 |
-
get cumulative distribution
|
291 |
-
|
292 |
-
Parameters
|
293 |
-
value : value
|
294 |
-
"""
|
295 |
-
if value <= self.loLim:
|
296 |
-
d = 0.0
|
297 |
-
elif value >= self.upLim:
|
298 |
-
d = 1.0
|
299 |
-
else:
|
300 |
-
bin = int((value - self.loLim) / self.binWidth)
|
301 |
-
d = self.cdistr[bin]
|
302 |
-
return d
|
303 |
-
|
304 |
-
class BernoulliTrialSampler:
|
305 |
-
"""
|
306 |
-
bernoulli trial sampler return True or False
|
307 |
-
"""
|
308 |
-
|
309 |
-
def __init__(self, pr, events=None):
|
310 |
-
"""
|
311 |
-
initializer
|
312 |
-
|
313 |
-
Parameters
|
314 |
-
pr : probability
|
315 |
-
events : event values
|
316 |
-
"""
|
317 |
-
self.pr = pr
|
318 |
-
self.retEvent = False if events is None else True
|
319 |
-
self.events = events
|
320 |
-
|
321 |
-
|
322 |
-
def sample(self):
|
323 |
-
"""
|
324 |
-
samples value
|
325 |
-
"""
|
326 |
-
res = random.random() < self.pr
|
327 |
-
if self.retEvent:
|
328 |
-
res = self.events[0] if res else self.events[1]
|
329 |
-
return res
|
330 |
-
|
331 |
-
class PoissonSampler:
|
332 |
-
"""
|
333 |
-
poisson sampler returns number of events
|
334 |
-
"""
|
335 |
-
def __init__(self, rateOccur, maxSamp):
|
336 |
-
"""
|
337 |
-
initializer
|
338 |
-
|
339 |
-
Parameters
|
340 |
-
rateOccur : rate of occurence
|
341 |
-
maxSamp : max limit on no of samples
|
342 |
-
"""
|
343 |
-
self.rateOccur = rateOccur
|
344 |
-
self.maxSamp = int(maxSamp)
|
345 |
-
self.pmax = self.calculatePr(rateOccur)
|
346 |
-
|
347 |
-
def calculatePr(self, numOccur):
|
348 |
-
"""
|
349 |
-
calulates probability
|
350 |
-
|
351 |
-
Parameters
|
352 |
-
numOccur : no of occurence
|
353 |
-
"""
|
354 |
-
p = (self.rateOccur ** numOccur) * math.exp(-self.rateOccur) / math.factorial(numOccur)
|
355 |
-
return p
|
356 |
-
|
357 |
-
def sample(self):
|
358 |
-
"""
|
359 |
-
samples value
|
360 |
-
"""
|
361 |
-
done = False
|
362 |
-
samp = 0
|
363 |
-
while not done:
|
364 |
-
no = randint(0, self.maxSamp)
|
365 |
-
sp = randomFloat(0.0, self.pmax)
|
366 |
-
ap = self.calculatePr(no)
|
367 |
-
if sp < ap:
|
368 |
-
done = True
|
369 |
-
samp = no
|
370 |
-
return samp
|
371 |
-
|
372 |
-
class ExponentialSampler:
|
373 |
-
"""
|
374 |
-
returns interval between events
|
375 |
-
"""
|
376 |
-
def __init__(self, rateOccur, maxSamp = None):
|
377 |
-
"""
|
378 |
-
initializer
|
379 |
-
|
380 |
-
Parameters
|
381 |
-
rateOccur : rate of occurence
|
382 |
-
maxSamp : max limit on interval
|
383 |
-
"""
|
384 |
-
self.interval = 1.0 / rateOccur
|
385 |
-
self.maxSamp = int(maxSamp) if maxSamp is not None else None
|
386 |
-
|
387 |
-
def sample(self):
|
388 |
-
"""
|
389 |
-
samples value
|
390 |
-
"""
|
391 |
-
sampled = np.random.exponential(scale=self.interval)
|
392 |
-
if self.maxSamp is not None:
|
393 |
-
while sampled > self.maxSamp:
|
394 |
-
sampled = np.random.exponential(scale=self.interval)
|
395 |
-
return sampled
|
396 |
-
|
397 |
-
class UniformNumericSampler:
|
398 |
-
"""
|
399 |
-
uniform sampler for numerical values
|
400 |
-
"""
|
401 |
-
def __init__(self, minv, maxv):
|
402 |
-
"""
|
403 |
-
initializer
|
404 |
-
|
405 |
-
Parameters
|
406 |
-
minv : min value
|
407 |
-
maxv : max value
|
408 |
-
"""
|
409 |
-
self.minv = minv
|
410 |
-
self.maxv = maxv
|
411 |
-
|
412 |
-
def isNumeric(self):
|
413 |
-
"""
|
414 |
-
returns true
|
415 |
-
"""
|
416 |
-
return True
|
417 |
-
|
418 |
-
def sample(self):
|
419 |
-
"""
|
420 |
-
samples value
|
421 |
-
"""
|
422 |
-
samp = sampleUniform(self.minv, self.maxv) if isinstance(self.minv, int) else randomFloat(self.minv, self.maxv)
|
423 |
-
return samp
|
424 |
-
|
425 |
-
class UniformCategoricalSampler:
|
426 |
-
"""
|
427 |
-
uniform sampler for categorical values
|
428 |
-
"""
|
429 |
-
def __init__(self, cvalues):
|
430 |
-
"""
|
431 |
-
initializer
|
432 |
-
|
433 |
-
Parameters
|
434 |
-
cvalues : categorical value list
|
435 |
-
"""
|
436 |
-
self.cvalues = cvalues
|
437 |
-
|
438 |
-
def isNumeric(self):
|
439 |
-
return False
|
440 |
-
|
441 |
-
def sample(self):
|
442 |
-
"""
|
443 |
-
samples value
|
444 |
-
"""
|
445 |
-
return selectRandomFromList(self.cvalues)
|
446 |
-
|
447 |
-
class NormalSampler:
|
448 |
-
"""
|
449 |
-
normal sampler
|
450 |
-
"""
|
451 |
-
def __init__(self, mean, stdDev):
|
452 |
-
"""
|
453 |
-
initializer
|
454 |
-
|
455 |
-
Parameters
|
456 |
-
mean : mean
|
457 |
-
stdDev : std deviation
|
458 |
-
"""
|
459 |
-
self.mean = mean
|
460 |
-
self.stdDev = stdDev
|
461 |
-
self.sampleAsInt = False
|
462 |
-
|
463 |
-
def isNumeric(self):
|
464 |
-
return True
|
465 |
-
|
466 |
-
def sampleAsIntValue(self):
|
467 |
-
"""
|
468 |
-
set True to sample as int
|
469 |
-
"""
|
470 |
-
self.sampleAsInt = True
|
471 |
-
|
472 |
-
def sample(self):
|
473 |
-
"""
|
474 |
-
samples value
|
475 |
-
"""
|
476 |
-
samp = np.random.normal(self.mean, self.stdDev)
|
477 |
-
if self.sampleAsInt:
|
478 |
-
samp = int(samp)
|
479 |
-
return samp
|
480 |
-
|
481 |
-
class LogNormalSampler:
|
482 |
-
"""
|
483 |
-
log normal sampler
|
484 |
-
"""
|
485 |
-
def __init__(self, mean, stdDev):
|
486 |
-
"""
|
487 |
-
initializer
|
488 |
-
|
489 |
-
Parameters
|
490 |
-
mean : mean
|
491 |
-
stdDev : std deviation
|
492 |
-
"""
|
493 |
-
self.mean = mean
|
494 |
-
self.stdDev = stdDev
|
495 |
-
|
496 |
-
def isNumeric(self):
|
497 |
-
return True
|
498 |
-
|
499 |
-
def sample(self):
|
500 |
-
"""
|
501 |
-
samples value
|
502 |
-
"""
|
503 |
-
return np.random.lognormal(self.mean, self.stdDev)
|
504 |
-
|
505 |
-
class NormalSamplerWithTrendCycle:
|
506 |
-
"""
|
507 |
-
normal sampler with cycle and trend
|
508 |
-
"""
|
509 |
-
def __init__(self, mean, stdDev, dmean, cycle, step=1):
|
510 |
-
"""
|
511 |
-
initializer
|
512 |
-
|
513 |
-
Parameters
|
514 |
-
mean : mean
|
515 |
-
stdDev : std deviation
|
516 |
-
dmean : trend delta
|
517 |
-
cycle : cycle values wrt base mean
|
518 |
-
step : adjustment step for cycle and trend
|
519 |
-
"""
|
520 |
-
self.mean = mean
|
521 |
-
self.cmean = mean
|
522 |
-
self.stdDev = stdDev
|
523 |
-
self.dmean = dmean
|
524 |
-
self.cycle = cycle
|
525 |
-
self.clen = len(cycle) if cycle is not None else 0
|
526 |
-
self.step = step
|
527 |
-
self.count = 0
|
528 |
-
|
529 |
-
def isNumeric(self):
|
530 |
-
return True
|
531 |
-
|
532 |
-
def sample(self):
|
533 |
-
"""
|
534 |
-
samples value
|
535 |
-
"""
|
536 |
-
s = np.random.normal(self.cmean, self.stdDev)
|
537 |
-
self.count += 1
|
538 |
-
if self.count % self.step == 0:
|
539 |
-
cy = 0
|
540 |
-
if self.clen > 1:
|
541 |
-
coff = self.count % self.clen
|
542 |
-
cy = self.cycle[coff]
|
543 |
-
tr = self.count * self.dmean
|
544 |
-
self.cmean = self.mean + tr + cy
|
545 |
-
return s
|
546 |
-
|
547 |
-
|
548 |
-
class ParetoSampler:
|
549 |
-
"""
|
550 |
-
pareto sampler
|
551 |
-
"""
|
552 |
-
def __init__(self, mode, shape):
|
553 |
-
"""
|
554 |
-
initializer
|
555 |
-
|
556 |
-
Parameters
|
557 |
-
mode : mode
|
558 |
-
shape : shape
|
559 |
-
"""
|
560 |
-
self.mode = mode
|
561 |
-
self.shape = shape
|
562 |
-
|
563 |
-
def isNumeric(self):
|
564 |
-
return True
|
565 |
-
|
566 |
-
def sample(self):
|
567 |
-
"""
|
568 |
-
samples value
|
569 |
-
"""
|
570 |
-
return (np.random.pareto(self.shape) + 1) * self.mode
|
571 |
-
|
572 |
-
class GammaSampler:
|
573 |
-
"""
|
574 |
-
pareto sampler
|
575 |
-
"""
|
576 |
-
def __init__(self, shape, scale):
|
577 |
-
"""
|
578 |
-
initializer
|
579 |
-
|
580 |
-
Parameters
|
581 |
-
shape : shape
|
582 |
-
scale : scale
|
583 |
-
"""
|
584 |
-
self.shape = shape
|
585 |
-
self.scale = scale
|
586 |
-
|
587 |
-
def isNumeric(self):
|
588 |
-
return True
|
589 |
-
|
590 |
-
def sample(self):
|
591 |
-
"""
|
592 |
-
samples value
|
593 |
-
"""
|
594 |
-
return np.random.gamma(self.shape, self.scale)
|
595 |
-
|
596 |
-
class GaussianRejectSampler:
|
597 |
-
"""
|
598 |
-
gaussian sampling based on rejection sampling
|
599 |
-
"""
|
600 |
-
def __init__(self, mean, stdDev):
|
601 |
-
"""
|
602 |
-
initializer
|
603 |
-
|
604 |
-
Parameters
|
605 |
-
mean : mean
|
606 |
-
stdDev : std deviation
|
607 |
-
"""
|
608 |
-
self.mean = mean
|
609 |
-
self.stdDev = stdDev
|
610 |
-
self.xmin = mean - 3 * stdDev
|
611 |
-
self.xmax = mean + 3 * stdDev
|
612 |
-
self.ymin = 0.0
|
613 |
-
self.fmax = 1.0 / (math.sqrt(2.0 * 3.14) * stdDev)
|
614 |
-
self.ymax = 1.05 * self.fmax
|
615 |
-
self.sampleAsInt = False
|
616 |
-
|
617 |
-
def isNumeric(self):
|
618 |
-
return True
|
619 |
-
|
620 |
-
def sampleAsIntValue(self):
|
621 |
-
"""
|
622 |
-
sample as int value
|
623 |
-
"""
|
624 |
-
self.sampleAsInt = True
|
625 |
-
|
626 |
-
def sample(self):
|
627 |
-
"""
|
628 |
-
samples value
|
629 |
-
"""
|
630 |
-
done = False
|
631 |
-
samp = 0
|
632 |
-
while not done:
|
633 |
-
x = randomFloat(self.xmin, self.xmax)
|
634 |
-
y = randomFloat(self.ymin, self.ymax)
|
635 |
-
f = self.fmax * math.exp(-(x - self.mean) * (x - self.mean) / (2.0 * self.stdDev * self.stdDev))
|
636 |
-
if (y < f):
|
637 |
-
done = True
|
638 |
-
samp = x
|
639 |
-
if self.sampleAsInt:
|
640 |
-
samp = int(samp)
|
641 |
-
return samp
|
642 |
-
|
643 |
-
class DiscreteRejectSampler:
|
644 |
-
"""
|
645 |
-
non parametric sampling for discrete values using given distribution based
|
646 |
-
on rejection sampling
|
647 |
-
"""
|
648 |
-
def __init__(self, xmin, xmax, step, *values):
|
649 |
-
"""
|
650 |
-
initializer
|
651 |
-
|
652 |
-
Parameters
|
653 |
-
xmin : min value
|
654 |
-
xmax : max value
|
655 |
-
step : discrete step
|
656 |
-
values : distr values
|
657 |
-
"""
|
658 |
-
self.xmin = xmin
|
659 |
-
self.xmax = xmax
|
660 |
-
self.step = step
|
661 |
-
self.distr = values
|
662 |
-
if (len(self.distr) == 1):
|
663 |
-
self.distr = self.distr[0]
|
664 |
-
numSteps = int((self.xmax - self.xmin) / self.step)
|
665 |
-
#print("{:.3f} {:.3f} {:.3f} {}".format(self.xmin, self.xmax, self.step, numSteps))
|
666 |
-
assert len(self.distr) == numSteps + 1, "invalid number of distr values expected {}".format(numSteps + 1)
|
667 |
-
self.ximin = 0
|
668 |
-
self.ximax = numSteps
|
669 |
-
self.pmax = float(max(self.distr))
|
670 |
-
|
671 |
-
def isNumeric(self):
|
672 |
-
return True
|
673 |
-
|
674 |
-
def sample(self):
|
675 |
-
"""
|
676 |
-
samples value
|
677 |
-
"""
|
678 |
-
done = False
|
679 |
-
samp = None
|
680 |
-
while not done:
|
681 |
-
xi = randint(self.ximin, self.ximax)
|
682 |
-
#print(formatAny(xi, "xi"))
|
683 |
-
ps = randomFloat(0.0, self.pmax)
|
684 |
-
pa = self.distr[xi]
|
685 |
-
if ps < pa:
|
686 |
-
samp = self.xmin + xi * self.step
|
687 |
-
done = True
|
688 |
-
return samp
|
689 |
-
|
690 |
-
|
691 |
-
class TriangularRejectSampler:
|
692 |
-
"""
|
693 |
-
non parametric sampling using triangular distribution based on rejection sampling
|
694 |
-
"""
|
695 |
-
def __init__(self, xmin, xmax, vertexValue, vertexPos=None):
|
696 |
-
"""
|
697 |
-
initializer
|
698 |
-
|
699 |
-
Parameters
|
700 |
-
xmin : min value
|
701 |
-
xmax : max value
|
702 |
-
vertexValue : distr value at vertex
|
703 |
-
vertexPos : vertex pposition
|
704 |
-
"""
|
705 |
-
self.xmin = xmin
|
706 |
-
self.xmax = xmax
|
707 |
-
self.vertexValue = vertexValue
|
708 |
-
if vertexPos:
|
709 |
-
assert vertexPos > xmin and vertexPos < xmax, "vertex position outside bound"
|
710 |
-
self.vertexPos = vertexPos
|
711 |
-
else:
|
712 |
-
self.vertexPos = 0.5 * (xmin + xmax)
|
713 |
-
self.s1 = vertexValue / (self.vertexPos - xmin)
|
714 |
-
self.s2 = vertexValue / (xmax - self.vertexPos)
|
715 |
-
|
716 |
-
def isNumeric(self):
|
717 |
-
return True
|
718 |
-
|
719 |
-
def sample(self):
|
720 |
-
"""
|
721 |
-
samples value
|
722 |
-
"""
|
723 |
-
done = False
|
724 |
-
samp = None
|
725 |
-
while not done:
|
726 |
-
x = randomFloat(self.xmin, self.xmax)
|
727 |
-
y = randomFloat(0.0, self.vertexValue)
|
728 |
-
f = (x - self.xmin) * self.s1 if x < self.vertexPos else (self.xmax - x) * self.s2
|
729 |
-
if (y < f):
|
730 |
-
done = True
|
731 |
-
samp = x
|
732 |
-
|
733 |
-
return samp;
|
734 |
-
|
735 |
-
class NonParamRejectSampler:
|
736 |
-
"""
|
737 |
-
non parametric sampling using given distribution based on rejection sampling
|
738 |
-
"""
|
739 |
-
def __init__(self, xmin, binWidth, *values):
|
740 |
-
"""
|
741 |
-
initializer
|
742 |
-
|
743 |
-
Parameters
|
744 |
-
xmin : min value
|
745 |
-
binWidth : bin width
|
746 |
-
values : distr values
|
747 |
-
"""
|
748 |
-
self.values = values
|
749 |
-
if (len(self.values) == 1):
|
750 |
-
self.values = self.values[0]
|
751 |
-
self.xmin = xmin
|
752 |
-
self.xmax = xmin + binWidth * (len(self.values) - 1)
|
753 |
-
#print(self.xmin, self.xmax, binWidth)
|
754 |
-
self.binWidth = binWidth
|
755 |
-
self.fmax = 0
|
756 |
-
for v in self.values:
|
757 |
-
if (v > self.fmax):
|
758 |
-
self.fmax = v
|
759 |
-
self.ymin = 0
|
760 |
-
self.ymax = self.fmax
|
761 |
-
self.sampleAsInt = True
|
762 |
-
|
763 |
-
def isNumeric(self):
|
764 |
-
return True
|
765 |
-
|
766 |
-
def sampleAsFloat(self):
|
767 |
-
self.sampleAsInt = False
|
768 |
-
|
769 |
-
def sample(self):
|
770 |
-
"""
|
771 |
-
samples value
|
772 |
-
"""
|
773 |
-
done = False
|
774 |
-
samp = 0
|
775 |
-
while not done:
|
776 |
-
if self.sampleAsInt:
|
777 |
-
x = random.randint(self.xmin, self.xmax)
|
778 |
-
y = random.randint(self.ymin, self.ymax)
|
779 |
-
else:
|
780 |
-
x = randomFloat(self.xmin, self.xmax)
|
781 |
-
y = randomFloat(self.ymin, self.ymax)
|
782 |
-
bin = int((x - self.xmin) / self.binWidth)
|
783 |
-
f = self.values[bin]
|
784 |
-
if (y < f):
|
785 |
-
done = True
|
786 |
-
samp = x
|
787 |
-
return samp
|
788 |
-
|
789 |
-
class JointNonParamRejectSampler:
|
790 |
-
"""
|
791 |
-
non parametric sampling using given distribution based on rejection sampling
|
792 |
-
"""
|
793 |
-
def __init__(self, xmin, xbinWidth, xnbin, ymin, ybinWidth, ynbin, *values):
|
794 |
-
"""
|
795 |
-
initializer
|
796 |
-
|
797 |
-
Parameters
|
798 |
-
xmin : min value for x
|
799 |
-
xbinWidth : bin width for x
|
800 |
-
xnbin : no of bins for x
|
801 |
-
ymin : min value for y
|
802 |
-
ybinWidth : bin width for y
|
803 |
-
ynbin : no of bins for y
|
804 |
-
values : distr values
|
805 |
-
"""
|
806 |
-
self.values = values
|
807 |
-
if (len(self.values) == 1):
|
808 |
-
self.values = self.values[0]
|
809 |
-
assert len(self.values) == xnbin * ynbin, "wrong number of values for joint distr"
|
810 |
-
self.xmin = xmin
|
811 |
-
self.xmax = xmin + xbinWidth * xnbin
|
812 |
-
self.xbinWidth = xbinWidth
|
813 |
-
self.ymin = ymin
|
814 |
-
self.ymax = ymin + ybinWidth * ynbin
|
815 |
-
self.ybinWidth = ybinWidth
|
816 |
-
self.pmax = max(self.values)
|
817 |
-
self.values = np.array(self.values).reshape(xnbin, ynbin)
|
818 |
-
|
819 |
-
def isNumeric(self):
|
820 |
-
return True
|
821 |
-
|
822 |
-
def sample(self):
|
823 |
-
"""
|
824 |
-
samples value
|
825 |
-
"""
|
826 |
-
done = False
|
827 |
-
samp = 0
|
828 |
-
while not done:
|
829 |
-
x = randomFloat(self.xmin, self.xmax)
|
830 |
-
y = randomFloat(self.ymin, self.ymax)
|
831 |
-
xbin = int((x - self.xmin) / self.xbinWidth)
|
832 |
-
ybin = int((y - self.ymin) / self.ybinWidth)
|
833 |
-
ap = self.values[xbin][ybin]
|
834 |
-
sp = randomFloat(0.0, self.pmax)
|
835 |
-
if (sp < ap):
|
836 |
-
done = True
|
837 |
-
samp = [x,y]
|
838 |
-
return samp
|
839 |
-
|
840 |
-
|
841 |
-
class JointNormalSampler:
|
842 |
-
"""
|
843 |
-
joint normal sampler
|
844 |
-
"""
|
845 |
-
def __init__(self, *values):
|
846 |
-
"""
|
847 |
-
initializer
|
848 |
-
|
849 |
-
Parameters
|
850 |
-
values : 2 mean values followed by 4 values for covar matrix
|
851 |
-
"""
|
852 |
-
lvalues = list(values)
|
853 |
-
assert len(lvalues) == 6, "incorrect number of arguments for joint normal sampler"
|
854 |
-
mean = lvalues[:2]
|
855 |
-
self.mean = np.array(mean)
|
856 |
-
sd = lvalues[2:]
|
857 |
-
self.sd = np.array(sd).reshape(2,2)
|
858 |
-
|
859 |
-
def isNumeric(self):
|
860 |
-
return True
|
861 |
-
|
862 |
-
def sample(self):
|
863 |
-
"""
|
864 |
-
samples value
|
865 |
-
"""
|
866 |
-
return list(np.random.multivariate_normal(self.mean, self.sd))
|
867 |
-
|
868 |
-
|
869 |
-
class MultiVarNormalSampler:
|
870 |
-
"""
|
871 |
-
muti variate normal sampler
|
872 |
-
"""
|
873 |
-
def __init__(self, numVar, *values):
|
874 |
-
"""
|
875 |
-
initializer
|
876 |
-
|
877 |
-
Parameters
|
878 |
-
numVar : no of variables
|
879 |
-
values : numVar mean values followed by numVar x numVar values for covar matrix
|
880 |
-
"""
|
881 |
-
lvalues = list(values)
|
882 |
-
assert len(lvalues) == numVar + numVar * numVar, "incorrect number of arguments for multi var normal sampler"
|
883 |
-
mean = lvalues[:numVar]
|
884 |
-
self.mean = np.array(mean)
|
885 |
-
sd = lvalues[numVar:]
|
886 |
-
self.sd = np.array(sd).reshape(numVar,numVar)
|
887 |
-
|
888 |
-
def isNumeric(self):
|
889 |
-
return True
|
890 |
-
|
891 |
-
def sample(self):
|
892 |
-
"""
|
893 |
-
samples value
|
894 |
-
"""
|
895 |
-
return list(np.random.multivariate_normal(self.mean, self.sd))
|
896 |
-
|
897 |
-
class CategoricalRejectSampler:
|
898 |
-
"""
|
899 |
-
non parametric sampling for categorical attributes using given distribution based
|
900 |
-
on rejection sampling
|
901 |
-
"""
|
902 |
-
def __init__(self, *values):
|
903 |
-
"""
|
904 |
-
initializer
|
905 |
-
|
906 |
-
Parameters
|
907 |
-
values : list of tuples which contains a categorical value and the corresponsding distr value
|
908 |
-
"""
|
909 |
-
self.distr = values
|
910 |
-
if (len(self.distr) == 1):
|
911 |
-
self.distr = self.distr[0]
|
912 |
-
maxv = 0
|
913 |
-
for t in self.distr:
|
914 |
-
if t[1] > maxv:
|
915 |
-
maxv = t[1]
|
916 |
-
self.maxv = maxv
|
917 |
-
|
918 |
-
def sample(self):
|
919 |
-
"""
|
920 |
-
samples value
|
921 |
-
"""
|
922 |
-
done = False
|
923 |
-
samp = ""
|
924 |
-
while not done:
|
925 |
-
t = self.distr[randint(0, len(self.distr)-1)]
|
926 |
-
d = randomFloat(0, self.maxv)
|
927 |
-
if (d <= t[1]):
|
928 |
-
done = True
|
929 |
-
samp = t[0]
|
930 |
-
return samp
|
931 |
-
|
932 |
-
|
933 |
-
class CategoricalSetSampler:
|
934 |
-
"""
|
935 |
-
non parametric sampling for categorical attributes using uniform distribution based for
|
936 |
-
sampling a set of values from all values
|
937 |
-
"""
|
938 |
-
def __init__(self, *values):
|
939 |
-
"""
|
940 |
-
initializer
|
941 |
-
|
942 |
-
Parameters
|
943 |
-
values : list which contains a categorical values
|
944 |
-
"""
|
945 |
-
self.values = values
|
946 |
-
if (len(self.values) == 1):
|
947 |
-
self.values = self.values[0]
|
948 |
-
self.sampled = list()
|
949 |
-
|
950 |
-
def sample(self):
|
951 |
-
"""
|
952 |
-
samples value only from previously unsamopled
|
953 |
-
"""
|
954 |
-
samp = selectRandomFromList(self.values)
|
955 |
-
while True:
|
956 |
-
if samp in self.sampled:
|
957 |
-
samp = selectRandomFromList(self.values)
|
958 |
-
else:
|
959 |
-
self.sampled.append(samp)
|
960 |
-
break
|
961 |
-
return samp
|
962 |
-
|
963 |
-
def setSampled(self, sampled):
|
964 |
-
"""
|
965 |
-
set already sampled
|
966 |
-
|
967 |
-
Parameters
|
968 |
-
sampled : already sampled list
|
969 |
-
"""
|
970 |
-
self.sampled = sampled
|
971 |
-
|
972 |
-
def unsample(self, sample=None):
|
973 |
-
"""
|
974 |
-
rempve from sample history
|
975 |
-
|
976 |
-
Parameters
|
977 |
-
sample : sample to be removed
|
978 |
-
"""
|
979 |
-
if sample is None:
|
980 |
-
self.sampled.clear()
|
981 |
-
else:
|
982 |
-
self.sampled.remove(sample)
|
983 |
-
|
984 |
-
class DistrMixtureSampler:
|
985 |
-
"""
|
986 |
-
distr mixture sampler
|
987 |
-
"""
|
988 |
-
def __init__(self, mixtureWtDistr, *compDistr):
|
989 |
-
"""
|
990 |
-
initializer
|
991 |
-
|
992 |
-
Parameters
|
993 |
-
mixtureWtDistr : sampler that returns index into sampler list
|
994 |
-
compDistr : sampler list
|
995 |
-
"""
|
996 |
-
self.mixtureWtDistr = mixtureWtDistr
|
997 |
-
self.compDistr = compDistr
|
998 |
-
if (len(self.compDistr) == 1):
|
999 |
-
self.compDistr = self.compDistr[0]
|
1000 |
-
|
1001 |
-
def isNumeric(self):
|
1002 |
-
return True
|
1003 |
-
|
1004 |
-
def sample(self):
|
1005 |
-
"""
|
1006 |
-
samples value
|
1007 |
-
"""
|
1008 |
-
comp = self.mixtureWtDistr.sample()
|
1009 |
-
|
1010 |
-
#sample sampled comp distr
|
1011 |
-
return self.compDistr[comp].sample()
|
1012 |
-
|
1013 |
-
class AncestralSampler:
|
1014 |
-
"""
|
1015 |
-
ancestral sampler using conditional distribution
|
1016 |
-
"""
|
1017 |
-
def __init__(self, parentDistr, childDistr, numChildren):
|
1018 |
-
"""
|
1019 |
-
initializer
|
1020 |
-
|
1021 |
-
Parameters
|
1022 |
-
parentDistr : parent distr
|
1023 |
-
childDistr : childdren distribution dictionary
|
1024 |
-
numChildren : no of children
|
1025 |
-
"""
|
1026 |
-
self.parentDistr = parentDistr
|
1027 |
-
self.childDistr = childDistr
|
1028 |
-
self.numChildren = numChildren
|
1029 |
-
|
1030 |
-
def sample(self):
|
1031 |
-
"""
|
1032 |
-
samples value
|
1033 |
-
"""
|
1034 |
-
parent = self.parentDistr.sample()
|
1035 |
-
|
1036 |
-
#sample all children conditioned on parent
|
1037 |
-
children = []
|
1038 |
-
for i in range(self.numChildren):
|
1039 |
-
key = (parent, i)
|
1040 |
-
child = self.childDistr[key].sample()
|
1041 |
-
children.append(child)
|
1042 |
-
return (parent, children)
|
1043 |
-
|
1044 |
-
class ClusterSampler:
|
1045 |
-
"""
|
1046 |
-
sample cluster and then sample member of sampled cluster
|
1047 |
-
"""
|
1048 |
-
def __init__(self, clusters, *clustDistr):
|
1049 |
-
"""
|
1050 |
-
initializer
|
1051 |
-
|
1052 |
-
Parameters
|
1053 |
-
clusters : dictionary clusters
|
1054 |
-
clustDistr : distr for clusters
|
1055 |
-
"""
|
1056 |
-
self.sampler = CategoricalRejectSampler(*clustDistr)
|
1057 |
-
self.clusters = clusters
|
1058 |
-
|
1059 |
-
def sample(self):
|
1060 |
-
"""
|
1061 |
-
samples value
|
1062 |
-
"""
|
1063 |
-
cluster = self.sampler.sample()
|
1064 |
-
member = random.choice(self.clusters[cluster])
|
1065 |
-
return (cluster, member)
|
1066 |
-
|
1067 |
-
|
1068 |
-
class MetropolitanSampler:
|
1069 |
-
"""
|
1070 |
-
metropolitan sampler
|
1071 |
-
"""
|
1072 |
-
def __init__(self, propStdDev, min, binWidth, values):
|
1073 |
-
"""
|
1074 |
-
initializer
|
1075 |
-
|
1076 |
-
Parameters
|
1077 |
-
propStdDev : proposal distr std dev
|
1078 |
-
min : min domain value for target distr
|
1079 |
-
binWidth : bin width
|
1080 |
-
values : target distr values
|
1081 |
-
"""
|
1082 |
-
self.targetDistr = Histogram.createInitialized(min, binWidth, values)
|
1083 |
-
self.propsalDistr = GaussianRejectSampler(0, propStdDev)
|
1084 |
-
self.proposalMixture = False
|
1085 |
-
|
1086 |
-
# bootstrap sample
|
1087 |
-
(minv, maxv) = self.targetDistr.getMinMax()
|
1088 |
-
self.curSample = random.randint(minv, maxv)
|
1089 |
-
self.curDistr = self.targetDistr.value(self.curSample)
|
1090 |
-
self.transCount = 0
|
1091 |
-
|
1092 |
-
def initialize(self):
|
1093 |
-
"""
|
1094 |
-
initialize
|
1095 |
-
"""
|
1096 |
-
(minv, maxv) = self.targetDistr.getMinMax()
|
1097 |
-
self.curSample = random.randint(minv, maxv)
|
1098 |
-
self.curDistr = self.targetDistr.value(self.curSample)
|
1099 |
-
self.transCount = 0
|
1100 |
-
|
1101 |
-
def setProposalDistr(self, propsalDistr):
|
1102 |
-
"""
|
1103 |
-
set custom proposal distribution
|
1104 |
-
|
1105 |
-
Parameters
|
1106 |
-
propsalDistr : proposal distribution
|
1107 |
-
"""
|
1108 |
-
self.propsalDistr = propsalDistr
|
1109 |
-
|
1110 |
-
|
1111 |
-
def setGlobalProposalDistr(self, globPropStdDev, proposalChoiceThreshold):
|
1112 |
-
"""
|
1113 |
-
set custom proposal distribution
|
1114 |
-
|
1115 |
-
Parameters
|
1116 |
-
globPropStdDev : global proposal distr std deviation
|
1117 |
-
proposalChoiceThreshold : threshold for using global proposal distribution
|
1118 |
-
"""
|
1119 |
-
self.globalProposalDistr = GaussianRejectSampler(0, globPropStdDev)
|
1120 |
-
self.proposalChoiceThreshold = proposalChoiceThreshold
|
1121 |
-
self.proposalMixture = True
|
1122 |
-
|
1123 |
-
def sample(self):
|
1124 |
-
"""
|
1125 |
-
samples value
|
1126 |
-
"""
|
1127 |
-
nextSample = self.proposalSample(1)
|
1128 |
-
self.targetSample(nextSample)
|
1129 |
-
return self.curSample;
|
1130 |
-
|
1131 |
-
def proposalSample(self, skip):
|
1132 |
-
"""
|
1133 |
-
sample from proposal distribution
|
1134 |
-
|
1135 |
-
Parameters
|
1136 |
-
skip : no of samples to skip
|
1137 |
-
"""
|
1138 |
-
for i in range(skip):
|
1139 |
-
if not self.proposalMixture:
|
1140 |
-
#one proposal distr
|
1141 |
-
nextSample = self.curSample + self.propsalDistr.sample()
|
1142 |
-
nextSample = self.targetDistr.boundedValue(nextSample)
|
1143 |
-
else:
|
1144 |
-
#mixture of proposal distr
|
1145 |
-
if random.random() < self.proposalChoiceThreshold:
|
1146 |
-
nextSample = self.curSample + self.propsalDistr.sample()
|
1147 |
-
else:
|
1148 |
-
nextSample = self.curSample + self.globalProposalDistr.sample()
|
1149 |
-
nextSample = self.targetDistr.boundedValue(nextSample)
|
1150 |
-
|
1151 |
-
return nextSample
|
1152 |
-
|
1153 |
-
def targetSample(self, nextSample):
|
1154 |
-
"""
|
1155 |
-
target sample
|
1156 |
-
|
1157 |
-
Parameters
|
1158 |
-
nextSample : proposal distr sample
|
1159 |
-
"""
|
1160 |
-
nextDistr = self.targetDistr.value(nextSample)
|
1161 |
-
|
1162 |
-
transition = False
|
1163 |
-
if nextDistr > self.curDistr:
|
1164 |
-
transition = True
|
1165 |
-
else:
|
1166 |
-
distrRatio = float(nextDistr) / self.curDistr
|
1167 |
-
if random.random() < distrRatio:
|
1168 |
-
transition = True
|
1169 |
-
|
1170 |
-
if transition:
|
1171 |
-
self.curSample = nextSample
|
1172 |
-
self.curDistr = nextDistr
|
1173 |
-
self.transCount += 1
|
1174 |
-
|
1175 |
-
|
1176 |
-
def subSample(self, skip):
|
1177 |
-
"""
|
1178 |
-
sub sample
|
1179 |
-
|
1180 |
-
Parameters
|
1181 |
-
skip : no of samples to skip
|
1182 |
-
"""
|
1183 |
-
nextSample = self.proposalSample(skip)
|
1184 |
-
self.targetSample(nextSample)
|
1185 |
-
return self.curSample;
|
1186 |
-
|
1187 |
-
def setMixtureProposal(self, globPropStdDev, mixtureThreshold):
|
1188 |
-
"""
|
1189 |
-
mixture proposal
|
1190 |
-
|
1191 |
-
Parameters
|
1192 |
-
globPropStdDev : global proposal distr std deviation
|
1193 |
-
mixtureThreshold : threshold for using global proposal distribution
|
1194 |
-
"""
|
1195 |
-
self.globalProposalDistr = GaussianRejectSampler(0, globPropStdDev)
|
1196 |
-
self.mixtureThreshold = mixtureThreshold
|
1197 |
-
|
1198 |
-
def samplePropsal(self):
|
1199 |
-
"""
|
1200 |
-
sample from proposal distr
|
1201 |
-
|
1202 |
-
"""
|
1203 |
-
if self.globalPropsalDistr is None:
|
1204 |
-
proposal = self.propsalDistr.sample()
|
1205 |
-
else:
|
1206 |
-
if random.random() < self.mixtureThreshold:
|
1207 |
-
proposal = self.propsalDistr.sample()
|
1208 |
-
else:
|
1209 |
-
proposal = self.globalProposalDistr.sample()
|
1210 |
-
|
1211 |
-
return proposal
|
1212 |
-
|
1213 |
-
class PermutationSampler:
|
1214 |
-
"""
|
1215 |
-
permutation sampler by shuffling a list
|
1216 |
-
"""
|
1217 |
-
def __init__(self):
|
1218 |
-
"""
|
1219 |
-
initialize
|
1220 |
-
"""
|
1221 |
-
self.values = None
|
1222 |
-
self.numShuffles = None
|
1223 |
-
|
1224 |
-
@staticmethod
|
1225 |
-
def createSamplerWithValues(values, *numShuffles):
|
1226 |
-
"""
|
1227 |
-
creator with values
|
1228 |
-
|
1229 |
-
Parameters
|
1230 |
-
values : list data
|
1231 |
-
numShuffles : no of shuffles or range of no of shuffles
|
1232 |
-
"""
|
1233 |
-
sampler = PermutationSampler()
|
1234 |
-
sampler.values = values
|
1235 |
-
sampler.numShuffles = numShuffles
|
1236 |
-
return sampler
|
1237 |
-
|
1238 |
-
@staticmethod
|
1239 |
-
def createSamplerWithRange(minv, maxv, *numShuffles):
|
1240 |
-
"""
|
1241 |
-
creator with ramge min and max
|
1242 |
-
|
1243 |
-
Parameters
|
1244 |
-
minv : min of range
|
1245 |
-
maxv : max of range
|
1246 |
-
numShuffles : no of shuffles or range of no of shuffles
|
1247 |
-
"""
|
1248 |
-
sampler = PermutationSampler()
|
1249 |
-
sampler.values = list(range(minv, maxv + 1))
|
1250 |
-
sampler.numShuffles = numShuffles
|
1251 |
-
return sampler
|
1252 |
-
|
1253 |
-
def sample(self):
|
1254 |
-
"""
|
1255 |
-
sample new permutation
|
1256 |
-
"""
|
1257 |
-
cloned = self.values.copy()
|
1258 |
-
shuffle(cloned, *self.numShuffles)
|
1259 |
-
return cloned
|
1260 |
-
|
1261 |
-
class SpikeyDataSampler:
|
1262 |
-
"""
|
1263 |
-
samples spikey data
|
1264 |
-
"""
|
1265 |
-
def __init__(self, intvMean, intvScale, distr, spikeValueMean, spikeValueStd, spikeMaxDuration, baseValue = 0):
|
1266 |
-
"""
|
1267 |
-
initializer
|
1268 |
-
|
1269 |
-
Parameters
|
1270 |
-
intvMean : interval mean
|
1271 |
-
intvScale : interval std dev
|
1272 |
-
distr : type of distr for interval
|
1273 |
-
spikeValueMean : spike value mean
|
1274 |
-
spikeValueStd : spike value std dev
|
1275 |
-
spikeMaxDuration : max duration for spike
|
1276 |
-
baseValue : base or offset value
|
1277 |
-
"""
|
1278 |
-
if distr == "norm":
|
1279 |
-
self.intvSampler = NormalSampler(intvMean, intvScale)
|
1280 |
-
elif distr == "expo":
|
1281 |
-
rate = 1.0 / intvScale
|
1282 |
-
self.intvSampler = ExponentialSampler(rate)
|
1283 |
-
else:
|
1284 |
-
raise ValueError("invalid distribution")
|
1285 |
-
|
1286 |
-
self.spikeSampler = NormalSampler(spikeValueMean, spikeValueStd)
|
1287 |
-
self.spikeMaxDuration = spikeMaxDuration
|
1288 |
-
self.baseValue = baseValue
|
1289 |
-
self.inSpike = False
|
1290 |
-
self.spikeCount = 0
|
1291 |
-
self.baseCount = 0
|
1292 |
-
self.baseLength = int(self.intvSampler.sample())
|
1293 |
-
self.spikeValues = list()
|
1294 |
-
self.spikeLength = None
|
1295 |
-
|
1296 |
-
def sample(self):
|
1297 |
-
"""
|
1298 |
-
sample new value
|
1299 |
-
"""
|
1300 |
-
if self.baseCount <= self.baseLength:
|
1301 |
-
sampled = self.baseValue
|
1302 |
-
self.baseCount += 1
|
1303 |
-
else:
|
1304 |
-
if not self.inSpike:
|
1305 |
-
#starting spike
|
1306 |
-
spikeVal = self.spikeSampler.sample()
|
1307 |
-
self.spikeLength = sampleUniform(1, self.spikeMaxDuration)
|
1308 |
-
spikeMaxPos = 0 if self.spikeLength == 1 else sampleUniform(0, self.spikeLength-1)
|
1309 |
-
self.spikeValues.clear()
|
1310 |
-
for i in range(self.spikeLength):
|
1311 |
-
if i < spikeMaxPos:
|
1312 |
-
frac = (i + 1) / (spikeMaxPos + 1)
|
1313 |
-
frac = sampleFloatFromBase(frac, 0.1 * frac)
|
1314 |
-
elif i > spikeMaxPos:
|
1315 |
-
frac = (self.spikeLength - i) / (self.spikeLength - spikeMaxPos)
|
1316 |
-
frac = sampleFloatFromBase(frac, 0.1 * frac)
|
1317 |
-
else:
|
1318 |
-
frac = 1.0
|
1319 |
-
self.spikeValues.append(frac * spikeVal)
|
1320 |
-
self.inSpike = True
|
1321 |
-
self.spikeCount = 0
|
1322 |
-
|
1323 |
-
|
1324 |
-
sampled = self.spikeValues[self.spikeCount]
|
1325 |
-
self.spikeCount += 1
|
1326 |
-
|
1327 |
-
if self.spikeCount == self.spikeLength:
|
1328 |
-
#ending spike
|
1329 |
-
self.baseCount = 0
|
1330 |
-
self.baseLength = int(self.intvSampler.sample())
|
1331 |
-
self.inSpike = False
|
1332 |
-
|
1333 |
-
return sampled
|
1334 |
-
|
1335 |
-
|
1336 |
-
class EventSampler:
|
1337 |
-
"""
|
1338 |
-
sample event
|
1339 |
-
"""
|
1340 |
-
def __init__(self, intvSampler, valSampler=None):
|
1341 |
-
"""
|
1342 |
-
initializer
|
1343 |
-
|
1344 |
-
Parameters
|
1345 |
-
intvSampler : interval sampler
|
1346 |
-
valSampler : value sampler
|
1347 |
-
"""
|
1348 |
-
self.intvSampler = intvSampler
|
1349 |
-
self.valSampler = valSampler
|
1350 |
-
self.trigger = int(self.intvSampler.sample())
|
1351 |
-
self.count = 0
|
1352 |
-
|
1353 |
-
def reset(self):
|
1354 |
-
"""
|
1355 |
-
reset trigger
|
1356 |
-
"""
|
1357 |
-
self.trigger = int(self.intvSampler.sample())
|
1358 |
-
self.count = 0
|
1359 |
-
|
1360 |
-
def sample(self):
|
1361 |
-
"""
|
1362 |
-
sample event
|
1363 |
-
"""
|
1364 |
-
if self.count == self.trigger:
|
1365 |
-
sampled = self.valSampler.sample() if self.valSampler is not None else 1.0
|
1366 |
-
self.trigger = int(self.intvSampler.sample())
|
1367 |
-
self.count = 0
|
1368 |
-
else:
|
1369 |
-
sample = 0.0
|
1370 |
-
self.count += 1
|
1371 |
-
return sampled
|
1372 |
-
|
1373 |
-
|
1374 |
-
|
1375 |
-
|
1376 |
-
def createSampler(data):
|
1377 |
-
"""
|
1378 |
-
create sampler
|
1379 |
-
|
1380 |
-
Parameters
|
1381 |
-
data : sampler description
|
1382 |
-
"""
|
1383 |
-
#print(data)
|
1384 |
-
items = data.split(":")
|
1385 |
-
size = len(items)
|
1386 |
-
dtype = items[-1]
|
1387 |
-
stype = items[-2]
|
1388 |
-
#print("sampler data {}".format(data))
|
1389 |
-
#print("sampler {}".format(stype))
|
1390 |
-
sampler = None
|
1391 |
-
if stype == "uniform":
|
1392 |
-
if dtype == "int":
|
1393 |
-
min = int(items[0])
|
1394 |
-
max = int(items[1])
|
1395 |
-
sampler = UniformNumericSampler(min, max)
|
1396 |
-
elif dtype == "float":
|
1397 |
-
min = float(items[0])
|
1398 |
-
max = float(items[1])
|
1399 |
-
sampler = UniformNumericSampler(min, max)
|
1400 |
-
elif dtype == "categorical":
|
1401 |
-
values = items[:-2]
|
1402 |
-
sampler = UniformCategoricalSampler(values)
|
1403 |
-
elif stype == "normal":
|
1404 |
-
mean = float(items[0])
|
1405 |
-
sd = float(items[1])
|
1406 |
-
sampler = NormalSampler(mean, sd)
|
1407 |
-
if dtype == "int":
|
1408 |
-
sampler.sampleAsIntValue()
|
1409 |
-
elif stype == "nonparam":
|
1410 |
-
if dtype == "int" or dtype == "float":
|
1411 |
-
min = int(items[0])
|
1412 |
-
binWidth = int(items[1])
|
1413 |
-
values = items[2:-2]
|
1414 |
-
values = list(map(lambda v: int(v), values))
|
1415 |
-
sampler = NonParamRejectSampler(min, binWidth, values)
|
1416 |
-
if dtype == "float":
|
1417 |
-
sampler.sampleAsFloat()
|
1418 |
-
elif dtype == "categorical":
|
1419 |
-
values = list()
|
1420 |
-
for i in range(0, size-2, 2):
|
1421 |
-
cval = items[i]
|
1422 |
-
dist = int(items[i+1])
|
1423 |
-
pair = (cval, dist)
|
1424 |
-
values.append(pair)
|
1425 |
-
sampler = CategoricalRejectSampler(values)
|
1426 |
-
elif dtype == "scategorical":
|
1427 |
-
vfpath = items[0]
|
1428 |
-
values = getFileLines(vfpath, None)
|
1429 |
-
sampler = CategoricalSetSampler(values)
|
1430 |
-
elif stype == "discrete":
|
1431 |
-
vmin = int(items[0])
|
1432 |
-
vmax = int(items[1])
|
1433 |
-
step = int(items[2])
|
1434 |
-
values = list(map(lambda i : int(items[i]), range(3, len(items)-2)))
|
1435 |
-
sampler = DiscreteRejectSampler(vmin, vmax, step, values)
|
1436 |
-
elif stype == "bernauli":
|
1437 |
-
pr = float(items[0])
|
1438 |
-
events = None
|
1439 |
-
if len(items) == 5:
|
1440 |
-
events = list()
|
1441 |
-
if dtype == "int":
|
1442 |
-
events.append(int(items[1]))
|
1443 |
-
events.append(int(items[2]))
|
1444 |
-
elif dtype == "categorical":
|
1445 |
-
events.append(items[1])
|
1446 |
-
events.append(items[2])
|
1447 |
-
sampler = BernoulliTrialSampler(pr, events)
|
1448 |
-
else:
|
1449 |
-
raise ValueError("invalid sampler type " + stype)
|
1450 |
-
return sampler
|
1451 |
-
|
1452 |
-
|
1453 |
-
|
1454 |
-
|
1455 |
-
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|
matumizi/matumizi/stats.py
DELETED
@@ -1,496 +0,0 @@
|
|
1 |
-
#!/usr/local/bin/python3
|
2 |
-
|
3 |
-
# avenir-python: Machine Learning
|
4 |
-
# Author: Pranab Ghosh
|
5 |
-
#
|
6 |
-
# Licensed under the Apache License, Version 2.0 (the "License"); you
|
7 |
-
# may not use this file except in compliance with the License. You may
|
8 |
-
# obtain a copy of the License at
|
9 |
-
#
|
10 |
-
# http://www.apache.org/licenses/LICENSE-2.0
|
11 |
-
#
|
12 |
-
# Unless required by applicable law or agreed to in writing, software
|
13 |
-
# distributed under the License is distributed on an "AS IS" BASIS,
|
14 |
-
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or
|
15 |
-
# implied. See the License for the specific language governing
|
16 |
-
# permissions and limitations under the License.
|
17 |
-
|
18 |
-
import sys
|
19 |
-
import random
|
20 |
-
import time
|
21 |
-
import math
|
22 |
-
import numpy as np
|
23 |
-
import statistics
|
24 |
-
from .util import *
|
25 |
-
|
26 |
-
"""
|
27 |
-
histogram class
|
28 |
-
"""
|
29 |
-
class Histogram:
|
30 |
-
def __init__(self, min, binWidth):
|
31 |
-
"""
|
32 |
-
initializer
|
33 |
-
|
34 |
-
Parameters
|
35 |
-
min : min x
|
36 |
-
binWidth : bin width
|
37 |
-
"""
|
38 |
-
self.xmin = min
|
39 |
-
self.binWidth = binWidth
|
40 |
-
self.normalized = False
|
41 |
-
|
42 |
-
@classmethod
|
43 |
-
def createInitialized(cls, xmin, binWidth, values):
|
44 |
-
"""
|
45 |
-
create histogram instance with min domain, bin width and values
|
46 |
-
|
47 |
-
Parameters
|
48 |
-
min : min x
|
49 |
-
binWidth : bin width
|
50 |
-
values : y values
|
51 |
-
"""
|
52 |
-
instance = cls(xmin, binWidth)
|
53 |
-
instance.xmax = xmin + binWidth * (len(values) - 1)
|
54 |
-
instance.ymin = 0
|
55 |
-
instance.bins = np.array(values)
|
56 |
-
instance.fmax = 0
|
57 |
-
for v in values:
|
58 |
-
if (v > instance.fmax):
|
59 |
-
instance.fmax = v
|
60 |
-
instance.ymin = 0.0
|
61 |
-
instance.ymax = instance.fmax
|
62 |
-
return instance
|
63 |
-
|
64 |
-
@classmethod
|
65 |
-
def createWithNumBins(cls, values, numBins=20):
|
66 |
-
"""
|
67 |
-
create histogram instance values and no of bins
|
68 |
-
|
69 |
-
Parameters
|
70 |
-
values : y values
|
71 |
-
numBins : no of bins
|
72 |
-
"""
|
73 |
-
xmin = min(values)
|
74 |
-
xmax = max(values)
|
75 |
-
binWidth = (xmax + .01 - (xmin - .01)) / numBins
|
76 |
-
instance = cls(xmin, binWidth)
|
77 |
-
instance.xmax = xmax
|
78 |
-
instance.numBin = numBins
|
79 |
-
instance.bins = np.zeros(instance.numBin)
|
80 |
-
for v in values:
|
81 |
-
instance.add(v)
|
82 |
-
return instance
|
83 |
-
|
84 |
-
@classmethod
|
85 |
-
def createUninitialized(cls, xmin, xmax, binWidth):
|
86 |
-
"""
|
87 |
-
create histogram instance with no y values using domain min , max and bin width
|
88 |
-
|
89 |
-
Parameters
|
90 |
-
min : min x
|
91 |
-
max : max x
|
92 |
-
binWidth : bin width
|
93 |
-
"""
|
94 |
-
instance = cls(xmin, binWidth)
|
95 |
-
instance.xmax = xmax
|
96 |
-
instance.numBin = (xmax - xmin) / binWidth + 1
|
97 |
-
instance.bins = np.zeros(instance.numBin)
|
98 |
-
return instance
|
99 |
-
|
100 |
-
def initialize(self):
|
101 |
-
"""
|
102 |
-
set y values to 0
|
103 |
-
"""
|
104 |
-
self.bins = np.zeros(self.numBin)
|
105 |
-
|
106 |
-
def add(self, value):
|
107 |
-
"""
|
108 |
-
adds a value to a bin
|
109 |
-
|
110 |
-
Parameters
|
111 |
-
value : value
|
112 |
-
"""
|
113 |
-
bin = int((value - self.xmin) / self.binWidth)
|
114 |
-
if (bin < 0 or bin > self.numBin - 1):
|
115 |
-
print (bin)
|
116 |
-
raise ValueError("outside histogram range")
|
117 |
-
self.bins[bin] += 1.0
|
118 |
-
|
119 |
-
def normalize(self):
|
120 |
-
"""
|
121 |
-
normalize bin counts
|
122 |
-
"""
|
123 |
-
if not self.normalized:
|
124 |
-
total = self.bins.sum()
|
125 |
-
self.bins = np.divide(self.bins, total)
|
126 |
-
self.normalized = True
|
127 |
-
|
128 |
-
def cumDistr(self):
|
129 |
-
"""
|
130 |
-
cumulative dists
|
131 |
-
"""
|
132 |
-
self.normalize()
|
133 |
-
self.cbins = np.cumsum(self.bins)
|
134 |
-
return self.cbins
|
135 |
-
|
136 |
-
def distr(self):
|
137 |
-
"""
|
138 |
-
distr
|
139 |
-
"""
|
140 |
-
self.normalize()
|
141 |
-
return self.bins
|
142 |
-
|
143 |
-
|
144 |
-
def percentile(self, percent):
|
145 |
-
"""
|
146 |
-
return value corresponding to a percentile
|
147 |
-
|
148 |
-
Parameters
|
149 |
-
percent : percentile value
|
150 |
-
"""
|
151 |
-
if self.cbins is None:
|
152 |
-
raise ValueError("cumulative distribution is not available")
|
153 |
-
|
154 |
-
for i,cuml in enumerate(self.cbins):
|
155 |
-
if percent > cuml:
|
156 |
-
value = (i * self.binWidth) - (self.binWidth / 2) + \
|
157 |
-
(percent - self.cbins[i-1]) * self.binWidth / (self.cbins[i] - self.cbins[i-1])
|
158 |
-
break
|
159 |
-
return value
|
160 |
-
|
161 |
-
def max(self):
|
162 |
-
"""
|
163 |
-
return max bin value
|
164 |
-
"""
|
165 |
-
return self.bins.max()
|
166 |
-
|
167 |
-
def value(self, x):
|
168 |
-
"""
|
169 |
-
return a bin value
|
170 |
-
|
171 |
-
Parameters
|
172 |
-
x : x value
|
173 |
-
"""
|
174 |
-
bin = int((x - self.xmin) / self.binWidth)
|
175 |
-
f = self.bins[bin]
|
176 |
-
return f
|
177 |
-
|
178 |
-
def bin(self, x):
|
179 |
-
"""
|
180 |
-
return a bin index
|
181 |
-
|
182 |
-
Parameters
|
183 |
-
x : x value
|
184 |
-
"""
|
185 |
-
return int((x - self.xmin) / self.binWidth)
|
186 |
-
|
187 |
-
def cumValue(self, x):
|
188 |
-
"""
|
189 |
-
return a cumulative bin value
|
190 |
-
|
191 |
-
Parameters
|
192 |
-
x : x value
|
193 |
-
"""
|
194 |
-
bin = int((x - self.xmin) / self.binWidth)
|
195 |
-
c = self.cbins[bin]
|
196 |
-
return c
|
197 |
-
|
198 |
-
|
199 |
-
def getMinMax(self):
|
200 |
-
"""
|
201 |
-
returns x min and x max
|
202 |
-
"""
|
203 |
-
return (self.xmin, self.xmax)
|
204 |
-
|
205 |
-
def boundedValue(self, x):
|
206 |
-
"""
|
207 |
-
return x bounde by min and max
|
208 |
-
|
209 |
-
Parameters
|
210 |
-
x : x value
|
211 |
-
"""
|
212 |
-
if x < self.xmin:
|
213 |
-
x = self.xmin
|
214 |
-
elif x > self.xmax:
|
215 |
-
x = self.xmax
|
216 |
-
return x
|
217 |
-
|
218 |
-
"""
|
219 |
-
categorical histogram class
|
220 |
-
"""
|
221 |
-
class CatHistogram:
|
222 |
-
def __init__(self):
|
223 |
-
"""
|
224 |
-
initializer
|
225 |
-
"""
|
226 |
-
self.binCounts = dict()
|
227 |
-
self.counts = 0
|
228 |
-
self.normalized = False
|
229 |
-
|
230 |
-
def add(self, value):
|
231 |
-
"""
|
232 |
-
adds a value to a bin
|
233 |
-
|
234 |
-
Parameters
|
235 |
-
x : x value
|
236 |
-
"""
|
237 |
-
addToKeyedCounter(self.binCounts, value)
|
238 |
-
self.counts += 1
|
239 |
-
|
240 |
-
def normalize(self):
|
241 |
-
"""
|
242 |
-
normalize
|
243 |
-
"""
|
244 |
-
if not self.normalized:
|
245 |
-
self.binCounts = dict(map(lambda r : (r[0],r[1] / self.counts), self.binCounts.items()))
|
246 |
-
self.normalized = True
|
247 |
-
|
248 |
-
def getMode(self):
|
249 |
-
"""
|
250 |
-
get mode
|
251 |
-
"""
|
252 |
-
maxk = None
|
253 |
-
maxv = 0
|
254 |
-
#print(self.binCounts)
|
255 |
-
for k,v in self.binCounts.items():
|
256 |
-
if v > maxv:
|
257 |
-
maxk = k
|
258 |
-
maxv = v
|
259 |
-
return (maxk, maxv)
|
260 |
-
|
261 |
-
def getEntropy(self):
|
262 |
-
"""
|
263 |
-
get entropy
|
264 |
-
"""
|
265 |
-
self.normalize()
|
266 |
-
entr = 0
|
267 |
-
#print(self.binCounts)
|
268 |
-
for k,v in self.binCounts.items():
|
269 |
-
entr -= v * math.log(v)
|
270 |
-
return entr
|
271 |
-
|
272 |
-
def getUniqueValues(self):
|
273 |
-
"""
|
274 |
-
get unique values
|
275 |
-
"""
|
276 |
-
return list(self.binCounts.keys())
|
277 |
-
|
278 |
-
def getDistr(self):
|
279 |
-
"""
|
280 |
-
get distribution
|
281 |
-
"""
|
282 |
-
self.normalize()
|
283 |
-
return self.binCounts.copy()
|
284 |
-
|
285 |
-
class RunningStat:
|
286 |
-
"""
|
287 |
-
running stat class
|
288 |
-
"""
|
289 |
-
def __init__(self):
|
290 |
-
"""
|
291 |
-
initializer
|
292 |
-
"""
|
293 |
-
self.sum = 0.0
|
294 |
-
self.sumSq = 0.0
|
295 |
-
self.count = 0
|
296 |
-
|
297 |
-
@staticmethod
|
298 |
-
def create(count, sum, sumSq):
|
299 |
-
"""
|
300 |
-
creates iinstance
|
301 |
-
|
302 |
-
Parameters
|
303 |
-
sum : sum of values
|
304 |
-
sumSq : sum of valure squared
|
305 |
-
"""
|
306 |
-
rs = RunningStat()
|
307 |
-
rs.sum = sum
|
308 |
-
rs.sumSq = sumSq
|
309 |
-
rs.count = count
|
310 |
-
return rs
|
311 |
-
|
312 |
-
def add(self, value):
|
313 |
-
"""
|
314 |
-
adds new value
|
315 |
-
|
316 |
-
Parameters
|
317 |
-
value : value to add
|
318 |
-
"""
|
319 |
-
self.sum += value
|
320 |
-
self.sumSq += (value * value)
|
321 |
-
self.count += 1
|
322 |
-
|
323 |
-
def getStat(self):
|
324 |
-
"""
|
325 |
-
return mean and std deviation
|
326 |
-
"""
|
327 |
-
mean = self.sum /self. count
|
328 |
-
t = self.sumSq / (self.count - 1) - mean * mean * self.count / (self.count - 1)
|
329 |
-
sd = math.sqrt(t)
|
330 |
-
re = (mean, sd)
|
331 |
-
return re
|
332 |
-
|
333 |
-
def addGetStat(self,value):
|
334 |
-
"""
|
335 |
-
calculate mean and std deviation with new value added
|
336 |
-
|
337 |
-
Parameters
|
338 |
-
value : value to add
|
339 |
-
"""
|
340 |
-
self.add(value)
|
341 |
-
re = self.getStat()
|
342 |
-
return re
|
343 |
-
|
344 |
-
def getCount(self):
|
345 |
-
"""
|
346 |
-
return count
|
347 |
-
"""
|
348 |
-
return self.count
|
349 |
-
|
350 |
-
def getState(self):
|
351 |
-
"""
|
352 |
-
return state
|
353 |
-
"""
|
354 |
-
s = (self.count, self.sum, self.sumSq)
|
355 |
-
return s
|
356 |
-
|
357 |
-
class SlidingWindowStat:
|
358 |
-
"""
|
359 |
-
sliding window stats
|
360 |
-
"""
|
361 |
-
def __init__(self):
|
362 |
-
"""
|
363 |
-
initializer
|
364 |
-
"""
|
365 |
-
self.sum = 0.0
|
366 |
-
self.sumSq = 0.0
|
367 |
-
self.count = 0
|
368 |
-
self.values = None
|
369 |
-
|
370 |
-
@staticmethod
|
371 |
-
def create(values, sum, sumSq):
|
372 |
-
"""
|
373 |
-
creates iinstance
|
374 |
-
|
375 |
-
Parameters
|
376 |
-
sum : sum of values
|
377 |
-
sumSq : sum of valure squared
|
378 |
-
"""
|
379 |
-
sws = SlidingWindowStat()
|
380 |
-
sws.sum = sum
|
381 |
-
sws.sumSq = sumSq
|
382 |
-
self.values = values.copy()
|
383 |
-
sws.count = len(self.values)
|
384 |
-
return sws
|
385 |
-
|
386 |
-
@staticmethod
|
387 |
-
def initialize(values):
|
388 |
-
"""
|
389 |
-
creates iinstance
|
390 |
-
|
391 |
-
Parameters
|
392 |
-
values : list of values
|
393 |
-
"""
|
394 |
-
sws = SlidingWindowStat()
|
395 |
-
sws.values = values.copy()
|
396 |
-
for v in sws.values:
|
397 |
-
sws.sum += v
|
398 |
-
sws.sumSq += v * v
|
399 |
-
sws.count = len(sws.values)
|
400 |
-
return sws
|
401 |
-
|
402 |
-
@staticmethod
|
403 |
-
def createEmpty(count):
|
404 |
-
"""
|
405 |
-
creates iinstance
|
406 |
-
|
407 |
-
Parameters
|
408 |
-
count : count of values
|
409 |
-
"""
|
410 |
-
sws = SlidingWindowStat()
|
411 |
-
sws.count = count
|
412 |
-
sws.values = list()
|
413 |
-
return sws
|
414 |
-
|
415 |
-
def add(self, value):
|
416 |
-
"""
|
417 |
-
adds new value
|
418 |
-
|
419 |
-
Parameters
|
420 |
-
value : value to add
|
421 |
-
"""
|
422 |
-
self.values.append(value)
|
423 |
-
if len(self.values) > self.count:
|
424 |
-
self.sum += value - self.values[0]
|
425 |
-
self.sumSq += (value * value) - (self.values[0] * self.values[0])
|
426 |
-
self.values.pop(0)
|
427 |
-
else:
|
428 |
-
self.sum += value
|
429 |
-
self.sumSq += (value * value)
|
430 |
-
|
431 |
-
|
432 |
-
def getStat(self):
|
433 |
-
"""
|
434 |
-
calculate mean and std deviation
|
435 |
-
"""
|
436 |
-
mean = self.sum /self. count
|
437 |
-
t = self.sumSq / (self.count - 1) - mean * mean * self.count / (self.count - 1)
|
438 |
-
sd = math.sqrt(t)
|
439 |
-
re = (mean, sd)
|
440 |
-
return re
|
441 |
-
|
442 |
-
def addGetStat(self,value):
|
443 |
-
"""
|
444 |
-
calculate mean and std deviation with new value added
|
445 |
-
"""
|
446 |
-
self.add(value)
|
447 |
-
re = self.getStat()
|
448 |
-
return re
|
449 |
-
|
450 |
-
def getCount(self):
|
451 |
-
"""
|
452 |
-
return count
|
453 |
-
"""
|
454 |
-
return self.count
|
455 |
-
|
456 |
-
def getCurSize(self):
|
457 |
-
"""
|
458 |
-
return count
|
459 |
-
"""
|
460 |
-
return len(self.values)
|
461 |
-
|
462 |
-
def getState(self):
|
463 |
-
"""
|
464 |
-
return state
|
465 |
-
"""
|
466 |
-
s = (self.count, self.sum, self.sumSq)
|
467 |
-
return s
|
468 |
-
|
469 |
-
|
470 |
-
def basicStat(ldata):
|
471 |
-
"""
|
472 |
-
mean and std dev
|
473 |
-
|
474 |
-
Parameters
|
475 |
-
ldata : list of values
|
476 |
-
"""
|
477 |
-
m = statistics.mean(ldata)
|
478 |
-
s = statistics.stdev(ldata, xbar=m)
|
479 |
-
r = (m, s)
|
480 |
-
return r
|
481 |
-
|
482 |
-
def getFileColumnStat(filePath, col, delem=","):
|
483 |
-
"""
|
484 |
-
gets stats for a file column
|
485 |
-
|
486 |
-
Parameters
|
487 |
-
filePath : file path
|
488 |
-
col : col index
|
489 |
-
delem : field delemter
|
490 |
-
"""
|
491 |
-
rs = RunningStat()
|
492 |
-
for rec in fileRecGen(filePath, delem):
|
493 |
-
va = float(rec[col])
|
494 |
-
rs.add(va)
|
495 |
-
|
496 |
-
return rs.getStat()
|
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matumizi/matumizi/util.py
DELETED
@@ -1,2345 +0,0 @@
|
|
1 |
-
#!/usr/local/bin/python3
|
2 |
-
|
3 |
-
# Author: Pranab Ghosh
|
4 |
-
#
|
5 |
-
# Licensed under the Apache License, Version 2.0 (the "License"); you
|
6 |
-
# may not use this file except in compliance with the License. You may
|
7 |
-
# obtain a copy of the License at
|
8 |
-
#
|
9 |
-
# http://www.apache.org/licenses/LICENSE-2.0
|
10 |
-
#
|
11 |
-
# Unless required by applicable law or agreed to in writing, software
|
12 |
-
# distributed under the License is distributed on an "AS IS" BASIS,
|
13 |
-
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or
|
14 |
-
# implied. See the License for the specific language governing
|
15 |
-
# permissions and limitations under the License.
|
16 |
-
|
17 |
-
import os
|
18 |
-
import sys
|
19 |
-
from random import randint
|
20 |
-
import random
|
21 |
-
import time
|
22 |
-
import uuid
|
23 |
-
from datetime import datetime
|
24 |
-
import math
|
25 |
-
import numpy as np
|
26 |
-
import pandas as pd
|
27 |
-
import matplotlib.pyplot as plt
|
28 |
-
import numpy as np
|
29 |
-
import logging
|
30 |
-
import logging.handlers
|
31 |
-
import pickle
|
32 |
-
from contextlib import contextmanager
|
33 |
-
|
34 |
-
tokens = ["0","1","2","3","4","5","6","7","8","9","A","B","C","D","E","F","G","H","I","J","K","L","M",
|
35 |
-
"N","O","P","Q","R","S","T","U","V","W","X","Y","Z","0","1","2","3","4","5","6","7","8","9"]
|
36 |
-
numTokens = tokens[:10]
|
37 |
-
alphaTokens = tokens[10:36]
|
38 |
-
loCaseChars = ["a", "b", "c", "d", "e", "f", "g", "h", "i", "j", "k","l","m","n","o",
|
39 |
-
"p","q","r","s","t","u","v","w","x","y","z"]
|
40 |
-
|
41 |
-
typeInt = "int"
|
42 |
-
typeFloat = "float"
|
43 |
-
typeString = "string"
|
44 |
-
|
45 |
-
secInMinute = 60
|
46 |
-
secInHour = 60 * 60
|
47 |
-
secInDay = 24 * secInHour
|
48 |
-
secInWeek = 7 * secInDay
|
49 |
-
secInYear = 365 * secInDay
|
50 |
-
secInMonth = secInYear / 12
|
51 |
-
|
52 |
-
minInHour = 60
|
53 |
-
minInDay = 24 * minInHour
|
54 |
-
|
55 |
-
ftPerYard = 3
|
56 |
-
ftPerMile = ftPerYard * 1760
|
57 |
-
|
58 |
-
|
59 |
-
def genID(size):
|
60 |
-
"""
|
61 |
-
generates ID
|
62 |
-
|
63 |
-
Parameters
|
64 |
-
size : size of ID
|
65 |
-
"""
|
66 |
-
id = ""
|
67 |
-
for i in range(size):
|
68 |
-
id = id + selectRandomFromList(tokens)
|
69 |
-
return id
|
70 |
-
|
71 |
-
def genIdList(numId, idSize):
|
72 |
-
"""
|
73 |
-
generate list of IDs
|
74 |
-
|
75 |
-
Parameters:
|
76 |
-
numId: number of Ids
|
77 |
-
idSize: ID size
|
78 |
-
"""
|
79 |
-
iDs = []
|
80 |
-
for i in range(numId):
|
81 |
-
iDs.append(genID(idSize))
|
82 |
-
return iDs
|
83 |
-
|
84 |
-
def genNumID(size):
|
85 |
-
"""
|
86 |
-
generates ID consisting of digits onl
|
87 |
-
|
88 |
-
Parameters
|
89 |
-
size : size of ID
|
90 |
-
"""
|
91 |
-
id = ""
|
92 |
-
for i in range(size):
|
93 |
-
id = id + selectRandomFromList(numTokens)
|
94 |
-
return id
|
95 |
-
|
96 |
-
def genLowCaseID(size):
|
97 |
-
"""
|
98 |
-
generates ID consisting of lower case chars
|
99 |
-
|
100 |
-
Parameters
|
101 |
-
size : size of ID
|
102 |
-
"""
|
103 |
-
id = ""
|
104 |
-
for i in range(size):
|
105 |
-
id = id + selectRandomFromList(loCaseChars)
|
106 |
-
return id
|
107 |
-
|
108 |
-
def genNumIdList(numId, idSize):
|
109 |
-
"""
|
110 |
-
generate list of numeric IDs
|
111 |
-
|
112 |
-
Parameters:
|
113 |
-
numId: number of Ids
|
114 |
-
idSize: ID size
|
115 |
-
"""
|
116 |
-
iDs = []
|
117 |
-
for i in range(numId):
|
118 |
-
iDs.append(genNumID(idSize))
|
119 |
-
return iDs
|
120 |
-
|
121 |
-
def genNameInitial():
|
122 |
-
"""
|
123 |
-
generate name initial
|
124 |
-
"""
|
125 |
-
return selectRandomFromList(alphaTokens) + selectRandomFromList(alphaTokens)
|
126 |
-
|
127 |
-
def genPhoneNum(arCode):
|
128 |
-
"""
|
129 |
-
generates phone number
|
130 |
-
|
131 |
-
Parameters
|
132 |
-
arCode: area code
|
133 |
-
"""
|
134 |
-
phNum = genNumID(7)
|
135 |
-
return arCode + str(phNum)
|
136 |
-
|
137 |
-
def selectRandomFromList(ldata):
|
138 |
-
"""
|
139 |
-
select an element randomly from a lis
|
140 |
-
|
141 |
-
Parameters
|
142 |
-
ldata : list data
|
143 |
-
"""
|
144 |
-
return ldata[randint(0, len(ldata)-1)]
|
145 |
-
|
146 |
-
def selectOtherRandomFromList(ldata, cval):
|
147 |
-
"""
|
148 |
-
select an element randomly from a list excluding the given one
|
149 |
-
|
150 |
-
Parameters
|
151 |
-
ldata : list data
|
152 |
-
cval : value to be excluded
|
153 |
-
"""
|
154 |
-
nval = selectRandomFromList(ldata)
|
155 |
-
while nval == cval:
|
156 |
-
nval = selectRandomFromList(ldata)
|
157 |
-
return nval
|
158 |
-
|
159 |
-
def selectRandomSubListFromList(ldata, num):
|
160 |
-
"""
|
161 |
-
generates random sublist from a list without replacemment
|
162 |
-
|
163 |
-
Parameters
|
164 |
-
ldata : list data
|
165 |
-
num : output list size
|
166 |
-
"""
|
167 |
-
assertLesser(num, len(ldata), "size of sublist to be sampled greater than or equal to main list")
|
168 |
-
i = randint(0, len(ldata)-1)
|
169 |
-
sel = ldata[i]
|
170 |
-
selSet = {i}
|
171 |
-
selList = [sel]
|
172 |
-
while (len(selSet) < num):
|
173 |
-
i = randint(0, len(ldata)-1)
|
174 |
-
if (i not in selSet):
|
175 |
-
sel = ldata[i]
|
176 |
-
selSet.add(i)
|
177 |
-
selList.append(sel)
|
178 |
-
return selList
|
179 |
-
|
180 |
-
def selectRandomSubListFromListWithRepl(ldata, num):
|
181 |
-
"""
|
182 |
-
generates random sublist from a list with replacemment
|
183 |
-
|
184 |
-
Parameters
|
185 |
-
ldata : list data
|
186 |
-
num : output list size
|
187 |
-
|
188 |
-
"""
|
189 |
-
return list(map(lambda i : selectRandomFromList(ldata), range(num)))
|
190 |
-
|
191 |
-
def selectRandomFromDict(ddata):
|
192 |
-
"""
|
193 |
-
select an element randomly from a dictionary
|
194 |
-
|
195 |
-
Parameters
|
196 |
-
ddata : dictionary data
|
197 |
-
"""
|
198 |
-
dkeys = list(ddata.keys())
|
199 |
-
dk = selectRandomFromList(dkeys)
|
200 |
-
el = (dk, ddata[dk])
|
201 |
-
return el
|
202 |
-
|
203 |
-
def setListRandomFromList(ldata, ldataRepl):
|
204 |
-
"""
|
205 |
-
sets some elents in the first list randomly with elements from the second list
|
206 |
-
|
207 |
-
Parameters
|
208 |
-
ldata : list data
|
209 |
-
ldataRepl : list with replacement data
|
210 |
-
"""
|
211 |
-
l = len(ldata)
|
212 |
-
selSet = set()
|
213 |
-
for d in ldataRepl:
|
214 |
-
i = randint(0, l-1)
|
215 |
-
while i in selSet:
|
216 |
-
i = randint(0, l-1)
|
217 |
-
ldata[i] = d
|
218 |
-
selSet.add(i)
|
219 |
-
|
220 |
-
def genIpAddress():
|
221 |
-
"""
|
222 |
-
generates IP address
|
223 |
-
"""
|
224 |
-
i1 = randint(0,256)
|
225 |
-
i2 = randint(0,256)
|
226 |
-
i3 = randint(0,256)
|
227 |
-
i4 = randint(0,256)
|
228 |
-
ip = "%d.%d.%d.%d" %(i1,i2,i3,i4)
|
229 |
-
return ip
|
230 |
-
|
231 |
-
def curTimeMs():
|
232 |
-
"""
|
233 |
-
current time in ms
|
234 |
-
"""
|
235 |
-
return int((datetime.utcnow() - datetime(1970,1,1)).total_seconds() * 1000)
|
236 |
-
|
237 |
-
def secDegPolyFit(x1, y1, x2, y2, x3, y3):
|
238 |
-
"""
|
239 |
-
second deg polynomial
|
240 |
-
|
241 |
-
Parameters
|
242 |
-
x1 : 1st point x
|
243 |
-
y1 : 1st point y
|
244 |
-
x2 : 2nd point x
|
245 |
-
y2 : 2nd point y
|
246 |
-
x3 : 3rd point x
|
247 |
-
y3 : 3rd point y
|
248 |
-
"""
|
249 |
-
t = (y1 - y2) / (x1 - x2)
|
250 |
-
a = t - (y2 - y3) / (x2 - x3)
|
251 |
-
a = a / (x1 - x3)
|
252 |
-
b = t - a * (x1 + x2)
|
253 |
-
c = y1 - a * x1 * x1 - b * x1
|
254 |
-
return (a, b, c)
|
255 |
-
|
256 |
-
def range_limit(val, minv, maxv):
|
257 |
-
"""
|
258 |
-
range limit a value
|
259 |
-
|
260 |
-
Parameters
|
261 |
-
val : data value
|
262 |
-
minv : minimum
|
263 |
-
maxv : maximum
|
264 |
-
"""
|
265 |
-
if (val < minv):
|
266 |
-
val = minv
|
267 |
-
elif (val > maxv):
|
268 |
-
val = maxv
|
269 |
-
return val
|
270 |
-
|
271 |
-
def rangeLimit(val, minv, maxv):
|
272 |
-
"""
|
273 |
-
range limit a value
|
274 |
-
|
275 |
-
Parameters
|
276 |
-
val : data value
|
277 |
-
minv : minimum
|
278 |
-
maxv : maximum
|
279 |
-
"""
|
280 |
-
return range_limit(val, minv, maxv)
|
281 |
-
|
282 |
-
def isInRange(val, minv, maxv):
|
283 |
-
"""
|
284 |
-
checks if within range
|
285 |
-
|
286 |
-
Parameters
|
287 |
-
val : data value
|
288 |
-
minv : minimum
|
289 |
-
maxv : maximum
|
290 |
-
"""
|
291 |
-
return val >= minv and val <= maxv
|
292 |
-
|
293 |
-
def stripFileLines(filePath, offset):
|
294 |
-
"""
|
295 |
-
strips number of chars from both ends
|
296 |
-
|
297 |
-
Parameters
|
298 |
-
filePath : file path
|
299 |
-
offset : offset from both ends of line
|
300 |
-
"""
|
301 |
-
fp = open(filePath, "r")
|
302 |
-
for line in fp:
|
303 |
-
stripped = line[offset:len(line) - 1 - offset]
|
304 |
-
print (stripped)
|
305 |
-
fp.close()
|
306 |
-
|
307 |
-
def genLatLong(lat1, long1, lat2, long2):
|
308 |
-
"""
|
309 |
-
generate lat log within limits
|
310 |
-
|
311 |
-
Parameters
|
312 |
-
lat1 : lat of 1st point
|
313 |
-
long1 : long of 1st point
|
314 |
-
lat2 : lat of 2nd point
|
315 |
-
long2 : long of 2nd point
|
316 |
-
"""
|
317 |
-
lat = lat1 + (lat2 - lat1) * random.random()
|
318 |
-
longg = long1 + (long2 - long1) * random.random()
|
319 |
-
return (lat, longg)
|
320 |
-
|
321 |
-
def geoDistance(lat1, long1, lat2, long2):
|
322 |
-
"""
|
323 |
-
find geo distance in ft
|
324 |
-
|
325 |
-
Parameters
|
326 |
-
lat1 : lat of 1st point
|
327 |
-
long1 : long of 1st point
|
328 |
-
lat2 : lat of 2nd point
|
329 |
-
long2 : long of 2nd point
|
330 |
-
"""
|
331 |
-
latDiff = math.radians(lat1 - lat2)
|
332 |
-
longDiff = math.radians(long1 - long2)
|
333 |
-
l1 = math.sin(latDiff/2.0)
|
334 |
-
l2 = math.sin(longDiff/2.0)
|
335 |
-
l3 = math.cos(math.radians(lat1))
|
336 |
-
l4 = math.cos(math.radians(lat2))
|
337 |
-
a = l1 * l1 + l3 * l4 * l2 * l2
|
338 |
-
l5 = math.sqrt(a)
|
339 |
-
l6 = math.sqrt(1.0 - a)
|
340 |
-
c = 2.0 * math.atan2(l5, l6)
|
341 |
-
r = 6371008.8 * 3.280840
|
342 |
-
return c * r
|
343 |
-
|
344 |
-
def minLimit(val, limit):
|
345 |
-
"""
|
346 |
-
min limit
|
347 |
-
Parameters
|
348 |
-
|
349 |
-
"""
|
350 |
-
if (val < limit):
|
351 |
-
val = limit
|
352 |
-
return val;
|
353 |
-
|
354 |
-
def maxLimit(val, limit):
|
355 |
-
"""
|
356 |
-
max limit
|
357 |
-
Parameters
|
358 |
-
|
359 |
-
"""
|
360 |
-
if (val > limit):
|
361 |
-
val = limit
|
362 |
-
return val;
|
363 |
-
|
364 |
-
def rangeSample(val, minLim, maxLim):
|
365 |
-
"""
|
366 |
-
if out side range sample within range
|
367 |
-
|
368 |
-
Parameters
|
369 |
-
val : value
|
370 |
-
minLim : minimum
|
371 |
-
maxLim : maximum
|
372 |
-
"""
|
373 |
-
if val < minLim or val > maxLim:
|
374 |
-
val = randint(minLim, maxLim)
|
375 |
-
return val
|
376 |
-
|
377 |
-
def genRandomIntListWithinRange(size, minLim, maxLim):
|
378 |
-
"""
|
379 |
-
random unique list of integers within range
|
380 |
-
|
381 |
-
Parameters
|
382 |
-
size : size of returned list
|
383 |
-
minLim : minimum
|
384 |
-
maxLim : maximum
|
385 |
-
"""
|
386 |
-
values = set()
|
387 |
-
for i in range(size):
|
388 |
-
val = randint(minLim, maxLim)
|
389 |
-
while val not in values:
|
390 |
-
values.add(val)
|
391 |
-
return list(values)
|
392 |
-
|
393 |
-
def preturbScalar(value, vrange, distr="uniform"):
|
394 |
-
"""
|
395 |
-
preturbs a mutiplicative value within range
|
396 |
-
|
397 |
-
Parameters
|
398 |
-
value : data value
|
399 |
-
vrange : value delta fraction
|
400 |
-
distr : noise distribution type
|
401 |
-
"""
|
402 |
-
if distr == "uniform":
|
403 |
-
scale = 1.0 - vrange + 2 * vrange * random.random()
|
404 |
-
elif distr == "normal":
|
405 |
-
scale = 1.0 + np.random.normal(0, vrange)
|
406 |
-
else:
|
407 |
-
exisWithMsg("unknown noise distr " + distr)
|
408 |
-
return value * scale
|
409 |
-
|
410 |
-
def preturbScalarAbs(value, vrange):
|
411 |
-
"""
|
412 |
-
preturbs an absolute value within range
|
413 |
-
|
414 |
-
Parameters
|
415 |
-
value : data value
|
416 |
-
vrange : value delta absolute
|
417 |
-
|
418 |
-
"""
|
419 |
-
delta = - vrange + 2.0 * vrange * random.random()
|
420 |
-
return value + delta
|
421 |
-
|
422 |
-
def preturbVector(values, vrange):
|
423 |
-
"""
|
424 |
-
preturbs a list within range
|
425 |
-
|
426 |
-
Parameters
|
427 |
-
values : list data
|
428 |
-
vrange : value delta fraction
|
429 |
-
"""
|
430 |
-
nValues = list(map(lambda va: preturbScalar(va, vrange), values))
|
431 |
-
return nValues
|
432 |
-
|
433 |
-
def randomShiftVector(values, smin, smax):
|
434 |
-
"""
|
435 |
-
shifts a list by a random quanity with a range
|
436 |
-
|
437 |
-
Parameters
|
438 |
-
values : list data
|
439 |
-
smin : samplinf minimum
|
440 |
-
smax : sampling maximum
|
441 |
-
"""
|
442 |
-
shift = np.random.uniform(smin, smax)
|
443 |
-
return list(map(lambda va: va + shift, values))
|
444 |
-
|
445 |
-
def floatRange(beg, end, incr):
|
446 |
-
"""
|
447 |
-
generates float range
|
448 |
-
|
449 |
-
Parameters
|
450 |
-
beg :range begin
|
451 |
-
end: range end
|
452 |
-
incr : range increment
|
453 |
-
"""
|
454 |
-
return list(np.arange(beg, end, incr))
|
455 |
-
|
456 |
-
def shuffle(values, *numShuffles):
|
457 |
-
"""
|
458 |
-
in place shuffling with swap of pairs
|
459 |
-
|
460 |
-
Parameters
|
461 |
-
values : list data
|
462 |
-
numShuffles : parameter list for number of shuffles
|
463 |
-
"""
|
464 |
-
size = len(values)
|
465 |
-
if len(numShuffles) == 0:
|
466 |
-
numShuffle = int(size / 2)
|
467 |
-
elif len(numShuffles) == 1:
|
468 |
-
numShuffle = numShuffles[0]
|
469 |
-
else:
|
470 |
-
numShuffle = randint(numShuffles[0], numShuffles[1])
|
471 |
-
print("numShuffle {}".format(numShuffle))
|
472 |
-
for i in range(numShuffle):
|
473 |
-
first = random.randint(0, size - 1)
|
474 |
-
second = random.randint(0, size - 1)
|
475 |
-
while first == second:
|
476 |
-
second = random.randint(0, size - 1)
|
477 |
-
tmp = values[first]
|
478 |
-
values[first] = values[second]
|
479 |
-
values[second] = tmp
|
480 |
-
|
481 |
-
|
482 |
-
def splitList(itms, numGr):
|
483 |
-
"""
|
484 |
-
splits a list into sub lists of approximately equal size, with items in sublists randomly chod=sen
|
485 |
-
|
486 |
-
Parameters
|
487 |
-
itms ; list of values
|
488 |
-
numGr : no of groups
|
489 |
-
"""
|
490 |
-
tcount = len(itms)
|
491 |
-
cItems = list(itms)
|
492 |
-
sz = int(len(cItems) / numGr)
|
493 |
-
groups = list()
|
494 |
-
count = 0
|
495 |
-
for i in range(numGr):
|
496 |
-
if (i == numGr - 1):
|
497 |
-
csz = tcount - count
|
498 |
-
else:
|
499 |
-
csz = sz + randint(-2, 2)
|
500 |
-
count += csz
|
501 |
-
gr = list()
|
502 |
-
for j in range(csz):
|
503 |
-
it = selectRandomFromList(cItems)
|
504 |
-
gr.append(it)
|
505 |
-
cItems.remove(it)
|
506 |
-
groups.append(gr)
|
507 |
-
return groups
|
508 |
-
|
509 |
-
def multVector(values, vrange):
|
510 |
-
"""
|
511 |
-
multiplies a list within value range
|
512 |
-
|
513 |
-
Parameters
|
514 |
-
values : list of values
|
515 |
-
vrange : fraction of vaue to be used to update
|
516 |
-
"""
|
517 |
-
scale = 1.0 - vrange + 2 * vrange * random.random()
|
518 |
-
nValues = list(map(lambda va: va * scale, values))
|
519 |
-
return nValues
|
520 |
-
|
521 |
-
def weightedAverage(values, weights):
|
522 |
-
"""
|
523 |
-
calculates weighted average
|
524 |
-
|
525 |
-
Parameters
|
526 |
-
values : list of values
|
527 |
-
weights : list of weights
|
528 |
-
"""
|
529 |
-
assert len(values) == len(weights), "values and weights should be same size"
|
530 |
-
vw = zip(values, weights)
|
531 |
-
wva = list(map(lambda e : e[0] * e[1], vw))
|
532 |
-
#wa = sum(x * y for x, y in vw) / sum(weights)
|
533 |
-
wav = sum(wva) / sum(weights)
|
534 |
-
return wav
|
535 |
-
|
536 |
-
def extractFields(line, delim, keepIndices):
|
537 |
-
"""
|
538 |
-
breaks a line into fields and keeps only specified fileds and returns new line
|
539 |
-
|
540 |
-
Parameters
|
541 |
-
line ; deli separated string
|
542 |
-
delim : delemeter
|
543 |
-
keepIndices : list of indexes to fields to be retained
|
544 |
-
"""
|
545 |
-
items = line.split(delim)
|
546 |
-
newLine = []
|
547 |
-
for i in keepIndices:
|
548 |
-
newLine.append(line[i])
|
549 |
-
return delim.join(newLine)
|
550 |
-
|
551 |
-
def remFields(line, delim, remIndices):
|
552 |
-
"""
|
553 |
-
removes fields from delim separated string
|
554 |
-
|
555 |
-
Parameters
|
556 |
-
line ; delemeter separated string
|
557 |
-
delim : delemeter
|
558 |
-
remIndices : list of indexes to fields to be removed
|
559 |
-
"""
|
560 |
-
items = line.split(delim)
|
561 |
-
newLine = []
|
562 |
-
for i in range(len(items)):
|
563 |
-
if not arrayContains(remIndices, i):
|
564 |
-
newLine.append(line[i])
|
565 |
-
return delim.join(newLine)
|
566 |
-
|
567 |
-
def extractList(data, indices):
|
568 |
-
"""
|
569 |
-
extracts list from another list, given indices
|
570 |
-
|
571 |
-
Parameters
|
572 |
-
remIndices : list data
|
573 |
-
indices : list of indexes to fields to be retained
|
574 |
-
"""
|
575 |
-
if areAllFieldsIncluded(data, indices):
|
576 |
-
exList = data.copy()
|
577 |
-
#print("all indices")
|
578 |
-
else:
|
579 |
-
exList = list()
|
580 |
-
le = len(data)
|
581 |
-
for i in indices:
|
582 |
-
assert i < le , "index {} out of bound {}".format(i, le)
|
583 |
-
exList.append(data[i])
|
584 |
-
|
585 |
-
return exList
|
586 |
-
|
587 |
-
def arrayContains(arr, item):
|
588 |
-
"""
|
589 |
-
checks if array contains an item
|
590 |
-
|
591 |
-
Parameters
|
592 |
-
arr : list data
|
593 |
-
item : item to search
|
594 |
-
"""
|
595 |
-
contains = True
|
596 |
-
try:
|
597 |
-
arr.index(item)
|
598 |
-
except ValueError:
|
599 |
-
contains = False
|
600 |
-
return contains
|
601 |
-
|
602 |
-
def strToIntArray(line, delim=","):
|
603 |
-
"""
|
604 |
-
int array from delim separated string
|
605 |
-
|
606 |
-
Parameters
|
607 |
-
line ; delemeter separated string
|
608 |
-
"""
|
609 |
-
arr = line.split(delim)
|
610 |
-
return [int(a) for a in arr]
|
611 |
-
|
612 |
-
def strToFloatArray(line, delim=","):
|
613 |
-
"""
|
614 |
-
float array from delim separated string
|
615 |
-
|
616 |
-
Parameters
|
617 |
-
line ; delemeter separated string
|
618 |
-
"""
|
619 |
-
arr = line.split(delim)
|
620 |
-
return [float(a) for a in arr]
|
621 |
-
|
622 |
-
def strListOrRangeToIntArray(line):
|
623 |
-
"""
|
624 |
-
int array from delim separated string or range
|
625 |
-
|
626 |
-
Parameters
|
627 |
-
line ; delemeter separated string
|
628 |
-
"""
|
629 |
-
varr = line.split(",")
|
630 |
-
if (len(varr) > 1):
|
631 |
-
iarr = list(map(lambda v: int(v), varr))
|
632 |
-
else:
|
633 |
-
vrange = line.split(":")
|
634 |
-
if (len(vrange) == 2):
|
635 |
-
lo = int(vrange[0])
|
636 |
-
hi = int(vrange[1])
|
637 |
-
iarr = list(range(lo, hi+1))
|
638 |
-
else:
|
639 |
-
iarr = [int(line)]
|
640 |
-
return iarr
|
641 |
-
|
642 |
-
def toStr(val, precision):
|
643 |
-
"""
|
644 |
-
converts any type to string
|
645 |
-
|
646 |
-
Parameters
|
647 |
-
val : value
|
648 |
-
precision ; precision for float value
|
649 |
-
"""
|
650 |
-
if type(val) == float or type(val) == np.float64 or type(val) == np.float32:
|
651 |
-
format = "%" + ".%df" %(precision)
|
652 |
-
sVal = format %(val)
|
653 |
-
else:
|
654 |
-
sVal = str(val)
|
655 |
-
return sVal
|
656 |
-
|
657 |
-
def toStrFromList(values, precision, delim=","):
|
658 |
-
"""
|
659 |
-
converts list of any type to delim separated string
|
660 |
-
|
661 |
-
Parameters
|
662 |
-
values : list data
|
663 |
-
precision ; precision for float value
|
664 |
-
delim : delemeter
|
665 |
-
"""
|
666 |
-
sValues = list(map(lambda v: toStr(v, precision), values))
|
667 |
-
return delim.join(sValues)
|
668 |
-
|
669 |
-
def toIntList(values):
|
670 |
-
"""
|
671 |
-
convert to int list
|
672 |
-
|
673 |
-
Parameters
|
674 |
-
values : list data
|
675 |
-
"""
|
676 |
-
return list(map(lambda va: int(va), values))
|
677 |
-
|
678 |
-
def toFloatList(values):
|
679 |
-
"""
|
680 |
-
convert to float list
|
681 |
-
|
682 |
-
Parameters
|
683 |
-
values : list data
|
684 |
-
|
685 |
-
"""
|
686 |
-
return list(map(lambda va: float(va), values))
|
687 |
-
|
688 |
-
def toStrList(values, precision=None):
|
689 |
-
"""
|
690 |
-
convert to string list
|
691 |
-
|
692 |
-
Parameters
|
693 |
-
values : list data
|
694 |
-
precision ; precision for float value
|
695 |
-
"""
|
696 |
-
return list(map(lambda va: toStr(va, precision), values))
|
697 |
-
|
698 |
-
def toIntFromBoolean(value):
|
699 |
-
"""
|
700 |
-
convert to int
|
701 |
-
|
702 |
-
Parameters
|
703 |
-
value : boolean value
|
704 |
-
"""
|
705 |
-
ival = 1 if value else 0
|
706 |
-
return ival
|
707 |
-
|
708 |
-
def scaleBySum(ldata):
|
709 |
-
"""
|
710 |
-
scales so that sum is 1
|
711 |
-
|
712 |
-
Parameters
|
713 |
-
ldata : list data
|
714 |
-
"""
|
715 |
-
s = sum(ldata)
|
716 |
-
return list(map(lambda e : e/s, ldata))
|
717 |
-
|
718 |
-
def scaleByMax(ldata):
|
719 |
-
"""
|
720 |
-
scales so that max value is 1
|
721 |
-
|
722 |
-
Parameters
|
723 |
-
ldata : list data
|
724 |
-
"""
|
725 |
-
m = max(ldata)
|
726 |
-
return list(map(lambda e : e/m, ldata))
|
727 |
-
|
728 |
-
def typedValue(val, dtype=None):
|
729 |
-
"""
|
730 |
-
return typed value given string, discovers data type if not specified
|
731 |
-
|
732 |
-
Parameters
|
733 |
-
val : value
|
734 |
-
dtype : data type
|
735 |
-
"""
|
736 |
-
tVal = None
|
737 |
-
|
738 |
-
if dtype is not None:
|
739 |
-
if dtype == "num":
|
740 |
-
dtype = "int" if dtype.find(".") == -1 else "float"
|
741 |
-
|
742 |
-
if dtype == "int":
|
743 |
-
tVal = int(val)
|
744 |
-
elif dtype == "float":
|
745 |
-
tVal = float(val)
|
746 |
-
elif dtype == "bool":
|
747 |
-
tVal = bool(val)
|
748 |
-
else:
|
749 |
-
tVal = val
|
750 |
-
else:
|
751 |
-
if type(val) == str:
|
752 |
-
lVal = val.lower()
|
753 |
-
|
754 |
-
#int
|
755 |
-
done = True
|
756 |
-
try:
|
757 |
-
tVal = int(val)
|
758 |
-
except ValueError:
|
759 |
-
done = False
|
760 |
-
|
761 |
-
#float
|
762 |
-
if not done:
|
763 |
-
done = True
|
764 |
-
try:
|
765 |
-
tVal = float(val)
|
766 |
-
except ValueError:
|
767 |
-
done = False
|
768 |
-
|
769 |
-
#boolean
|
770 |
-
if not done:
|
771 |
-
done = True
|
772 |
-
if lVal == "true":
|
773 |
-
tVal = True
|
774 |
-
elif lVal == "false":
|
775 |
-
tVal = False
|
776 |
-
else:
|
777 |
-
done = False
|
778 |
-
#None
|
779 |
-
if not done:
|
780 |
-
if lVal == "none":
|
781 |
-
tVal = None
|
782 |
-
else:
|
783 |
-
tVal = val
|
784 |
-
else:
|
785 |
-
tVal = val
|
786 |
-
|
787 |
-
return tVal
|
788 |
-
|
789 |
-
def isInt(val):
|
790 |
-
"""
|
791 |
-
return true if string is int and the typed value
|
792 |
-
|
793 |
-
Parameters
|
794 |
-
val : value
|
795 |
-
"""
|
796 |
-
valInt = True
|
797 |
-
try:
|
798 |
-
tVal = int(val)
|
799 |
-
except ValueError:
|
800 |
-
valInt = False
|
801 |
-
tVal = None
|
802 |
-
r = (valInt, tVal)
|
803 |
-
return r
|
804 |
-
|
805 |
-
def isFloat(val):
|
806 |
-
"""
|
807 |
-
return true if string is float
|
808 |
-
|
809 |
-
Parameters
|
810 |
-
val : value
|
811 |
-
"""
|
812 |
-
valFloat = True
|
813 |
-
try:
|
814 |
-
tVal = float(val)
|
815 |
-
except ValueError:
|
816 |
-
valFloat = False
|
817 |
-
tVal = None
|
818 |
-
r = (valFloat, tVal)
|
819 |
-
return r
|
820 |
-
|
821 |
-
def getAllFiles(dirPath):
|
822 |
-
"""
|
823 |
-
get all files recursively
|
824 |
-
|
825 |
-
Parameters
|
826 |
-
dirPath : directory path
|
827 |
-
"""
|
828 |
-
filePaths = []
|
829 |
-
for (thisDir, subDirs, fileNames) in os.walk(dirPath):
|
830 |
-
for fileName in fileNames:
|
831 |
-
filePaths.append(os.path.join(thisDir, fileName))
|
832 |
-
filePaths.sort()
|
833 |
-
return filePaths
|
834 |
-
|
835 |
-
def getFileContent(fpath, verbose=False):
|
836 |
-
"""
|
837 |
-
get file contents in directory
|
838 |
-
|
839 |
-
Parameters
|
840 |
-
fpath ; directory path
|
841 |
-
verbose : verbosity flag
|
842 |
-
"""
|
843 |
-
# dcument list
|
844 |
-
docComplete = []
|
845 |
-
filePaths = getAllFiles(fpath)
|
846 |
-
|
847 |
-
# read files
|
848 |
-
for filePath in filePaths:
|
849 |
-
if verbose:
|
850 |
-
print("next file " + filePath)
|
851 |
-
with open(filePath, 'r') as contentFile:
|
852 |
-
content = contentFile.read()
|
853 |
-
docComplete.append(content)
|
854 |
-
return (docComplete, filePaths)
|
855 |
-
|
856 |
-
def getOneFileContent(fpath):
|
857 |
-
"""
|
858 |
-
get one file contents
|
859 |
-
|
860 |
-
Parameters
|
861 |
-
fpath : file path
|
862 |
-
"""
|
863 |
-
with open(fpath, 'r') as contentFile:
|
864 |
-
docStr = contentFile.read()
|
865 |
-
return docStr
|
866 |
-
|
867 |
-
def getFileLines(dirPath, delim=","):
|
868 |
-
"""
|
869 |
-
get lines from a file
|
870 |
-
|
871 |
-
Parameters
|
872 |
-
dirPath : file path
|
873 |
-
delim : delemeter
|
874 |
-
"""
|
875 |
-
lines = list()
|
876 |
-
for li in fileRecGen(dirPath, delim):
|
877 |
-
lines.append(li)
|
878 |
-
return lines
|
879 |
-
|
880 |
-
def getFileSampleLines(dirPath, percen, delim=","):
|
881 |
-
"""
|
882 |
-
get sampled lines from a file
|
883 |
-
|
884 |
-
Parameters
|
885 |
-
dirPath : file path
|
886 |
-
percen : sampling percentage
|
887 |
-
delim : delemeter
|
888 |
-
"""
|
889 |
-
lines = list()
|
890 |
-
for li in fileRecGen(dirPath, delim):
|
891 |
-
if randint(0, 100) < percen:
|
892 |
-
lines.append(li)
|
893 |
-
return lines
|
894 |
-
|
895 |
-
def getFileColumnAsString(dirPath, index, delim=","):
|
896 |
-
"""
|
897 |
-
get string column from a file
|
898 |
-
|
899 |
-
Parameters
|
900 |
-
dirPath : file path
|
901 |
-
index : index
|
902 |
-
delim : delemeter
|
903 |
-
"""
|
904 |
-
fields = list()
|
905 |
-
for rec in fileRecGen(dirPath, delim):
|
906 |
-
fields.append(rec[index])
|
907 |
-
#print(fields)
|
908 |
-
return fields
|
909 |
-
|
910 |
-
def getFileColumnsAsString(dirPath, indexes, delim=","):
|
911 |
-
"""
|
912 |
-
get multiple string columns from a file
|
913 |
-
|
914 |
-
Parameters
|
915 |
-
dirPath : file path
|
916 |
-
indexes : indexes of columns
|
917 |
-
delim : delemeter
|
918 |
-
|
919 |
-
"""
|
920 |
-
nindex = len(indexes)
|
921 |
-
columns = list(map(lambda i : list(), range(nindex)))
|
922 |
-
for rec in fileRecGen(dirPath, delim):
|
923 |
-
for i in range(nindex):
|
924 |
-
columns[i].append(rec[indexes[i]])
|
925 |
-
return columns
|
926 |
-
|
927 |
-
def getFileColumnAsFloat(dirPath, index, delim=","):
|
928 |
-
"""
|
929 |
-
get float fileds from a file
|
930 |
-
|
931 |
-
Parameters
|
932 |
-
dirPath : file path
|
933 |
-
index : index
|
934 |
-
delim : delemeter
|
935 |
-
|
936 |
-
"""
|
937 |
-
#print("{} {}".format(dirPath, index))
|
938 |
-
fields = getFileColumnAsString(dirPath, index, delim)
|
939 |
-
return list(map(lambda v:float(v), fields))
|
940 |
-
|
941 |
-
def getFileColumnAsInt(dirPath, index, delim=","):
|
942 |
-
"""
|
943 |
-
get float fileds from a file
|
944 |
-
|
945 |
-
Parameters
|
946 |
-
dirPath : file path
|
947 |
-
index : index
|
948 |
-
delim : delemeter
|
949 |
-
"""
|
950 |
-
fields = getFileColumnAsString(dirPath, index, delim)
|
951 |
-
return list(map(lambda v:int(v), fields))
|
952 |
-
|
953 |
-
def getFileAsIntMatrix(dirPath, columns, delim=","):
|
954 |
-
"""
|
955 |
-
extracts int matrix from csv file given column indices with each row being concatenation of
|
956 |
-
extracted column values row size = num of columns
|
957 |
-
|
958 |
-
Parameters
|
959 |
-
dirPath : file path
|
960 |
-
columns : indexes of columns
|
961 |
-
delim : delemeter
|
962 |
-
"""
|
963 |
-
mat = list()
|
964 |
-
for rec in fileSelFieldsRecGen(dirPath, columns, delim):
|
965 |
-
mat.append(asIntList(rec))
|
966 |
-
return mat
|
967 |
-
|
968 |
-
def getFileAsFloatMatrix(dirPath, columns, delim=","):
|
969 |
-
"""
|
970 |
-
extracts float matrix from csv file given column indices with each row being concatenation of
|
971 |
-
extracted column values row size = num of columns
|
972 |
-
|
973 |
-
Parameters
|
974 |
-
dirPath : file path
|
975 |
-
columns : indexes of columns
|
976 |
-
delim : delemeter
|
977 |
-
"""
|
978 |
-
mat = list()
|
979 |
-
for rec in fileSelFieldsRecGen(dirPath, columns, delim):
|
980 |
-
mat.append(asFloatList(rec))
|
981 |
-
return mat
|
982 |
-
|
983 |
-
def getFileAsFloatColumn(dirPath):
|
984 |
-
"""
|
985 |
-
grt float list from a file with one float per row
|
986 |
-
|
987 |
-
Parameters
|
988 |
-
dirPath : file path
|
989 |
-
"""
|
990 |
-
flist = list()
|
991 |
-
for rec in fileRecGen(dirPath, None):
|
992 |
-
flist.append(float(rec))
|
993 |
-
return flist
|
994 |
-
|
995 |
-
def getFileAsFiltFloatMatrix(dirPath, filt, columns, delim=","):
|
996 |
-
"""
|
997 |
-
extracts float matrix from csv file given row filter and column indices with each row being
|
998 |
-
concatenation of extracted column values row size = num of columns
|
999 |
-
|
1000 |
-
Parameters
|
1001 |
-
dirPath : file path
|
1002 |
-
columns : indexes of columns
|
1003 |
-
filt : row filter lambda
|
1004 |
-
delim : delemeter
|
1005 |
-
|
1006 |
-
"""
|
1007 |
-
mat = list()
|
1008 |
-
for rec in fileFiltSelFieldsRecGen(dirPath, filt, columns, delim):
|
1009 |
-
mat.append(asFloatList(rec))
|
1010 |
-
return mat
|
1011 |
-
|
1012 |
-
def getFileAsTypedRecords(dirPath, types, delim=","):
|
1013 |
-
"""
|
1014 |
-
extracts typed records from csv file with each row being concatenation of
|
1015 |
-
extracted column values
|
1016 |
-
|
1017 |
-
Parameters
|
1018 |
-
dirPath : file path
|
1019 |
-
types : data types
|
1020 |
-
delim : delemeter
|
1021 |
-
"""
|
1022 |
-
(dtypes, cvalues) = extractTypesFromString(types)
|
1023 |
-
tdata = list()
|
1024 |
-
for rec in fileRecGen(dirPath, delim):
|
1025 |
-
trec = list()
|
1026 |
-
for index, value in enumerate(rec):
|
1027 |
-
value = __convToTyped(index, value, dtypes)
|
1028 |
-
trec.append(value)
|
1029 |
-
tdata.append(trec)
|
1030 |
-
return tdata
|
1031 |
-
|
1032 |
-
|
1033 |
-
def getFileColsAsTypedRecords(dirPath, columns, types, delim=","):
|
1034 |
-
"""
|
1035 |
-
extracts typed records from csv file given column indices with each row being concatenation of
|
1036 |
-
extracted column values
|
1037 |
-
|
1038 |
-
Parameters
|
1039 |
-
Parameters
|
1040 |
-
dirPath : file path
|
1041 |
-
columns : column indexes
|
1042 |
-
types : data types
|
1043 |
-
delim : delemeter
|
1044 |
-
"""
|
1045 |
-
(dtypes, cvalues) = extractTypesFromString(types)
|
1046 |
-
tdata = list()
|
1047 |
-
for rec in fileSelFieldsRecGen(dirPath, columns, delim):
|
1048 |
-
trec = list()
|
1049 |
-
for indx, value in enumerate(rec):
|
1050 |
-
tindx = columns[indx]
|
1051 |
-
value = __convToTyped(tindx, value, dtypes)
|
1052 |
-
trec.append(value)
|
1053 |
-
tdata.append(trec)
|
1054 |
-
return tdata
|
1055 |
-
|
1056 |
-
def getFileColumnsMinMax(dirPath, columns, dtype, delim=","):
|
1057 |
-
"""
|
1058 |
-
extracts numeric matrix from csv file given column indices. For each column return min and max
|
1059 |
-
|
1060 |
-
Parameters
|
1061 |
-
dirPath : file path
|
1062 |
-
columns : column indexes
|
1063 |
-
dtype : data type
|
1064 |
-
delim : delemeter
|
1065 |
-
"""
|
1066 |
-
dtypes = list(map(lambda c : str(c) + ":" + dtype, columns))
|
1067 |
-
dtypes = ",".join(dtypes)
|
1068 |
-
#print(dtypes)
|
1069 |
-
|
1070 |
-
tdata = getFileColsAsTypedRecords(dirPath, columns, dtypes, delim)
|
1071 |
-
minMax = list()
|
1072 |
-
ncola = len(tdata[0])
|
1073 |
-
ncole = len(columns)
|
1074 |
-
assertEqual(ncola, ncole, "actual no of columns different from expected")
|
1075 |
-
|
1076 |
-
for ci in range(ncole):
|
1077 |
-
vmin = sys.float_info.max
|
1078 |
-
vmax = sys.float_info.min
|
1079 |
-
for r in tdata:
|
1080 |
-
cv = r[ci]
|
1081 |
-
vmin = cv if cv < vmin else vmin
|
1082 |
-
vmax = cv if cv > vmax else vmax
|
1083 |
-
mm = (vmin, vmax, vmax - vmin)
|
1084 |
-
minMax.append(mm)
|
1085 |
-
|
1086 |
-
return minMax
|
1087 |
-
|
1088 |
-
|
1089 |
-
def getRecAsTypedRecord(rec, types, delim=None):
|
1090 |
-
"""
|
1091 |
-
converts record to typed records
|
1092 |
-
|
1093 |
-
Parameters
|
1094 |
-
rec : delemeter separate string or list of string
|
1095 |
-
types : field data types
|
1096 |
-
delim : delemeter
|
1097 |
-
"""
|
1098 |
-
if delim is not None:
|
1099 |
-
rec = rec.split(delim)
|
1100 |
-
(dtypes, cvalues) = extractTypesFromString(types)
|
1101 |
-
#print(types)
|
1102 |
-
#print(dtypes)
|
1103 |
-
trec = list()
|
1104 |
-
for ind, value in enumerate(rec):
|
1105 |
-
tvalue = __convToTyped(ind, value, dtypes)
|
1106 |
-
trec.append(tvalue)
|
1107 |
-
return trec
|
1108 |
-
|
1109 |
-
def __convToTyped(index, value, dtypes):
|
1110 |
-
"""
|
1111 |
-
convert to typed value
|
1112 |
-
|
1113 |
-
Parameters
|
1114 |
-
index : index in type list
|
1115 |
-
value : data value
|
1116 |
-
dtypes : data type list
|
1117 |
-
"""
|
1118 |
-
#print(index, value)
|
1119 |
-
dtype = dtypes[index]
|
1120 |
-
tvalue = value
|
1121 |
-
if dtype == "int":
|
1122 |
-
tvalue = int(value)
|
1123 |
-
elif dtype == "float":
|
1124 |
-
tvalue = float(value)
|
1125 |
-
return tvalue
|
1126 |
-
|
1127 |
-
|
1128 |
-
|
1129 |
-
def extractTypesFromString(types):
|
1130 |
-
"""
|
1131 |
-
extracts column data types and set values for categorical variables
|
1132 |
-
|
1133 |
-
Parameters
|
1134 |
-
types : encoded type information
|
1135 |
-
"""
|
1136 |
-
ftypes = types.split(",")
|
1137 |
-
dtypes = dict()
|
1138 |
-
cvalues = dict()
|
1139 |
-
for ftype in ftypes:
|
1140 |
-
items = ftype.split(":")
|
1141 |
-
cindex = int(items[0])
|
1142 |
-
dtype = items[1]
|
1143 |
-
dtypes[cindex] = dtype
|
1144 |
-
if len(items) == 3:
|
1145 |
-
sitems = items[2].split()
|
1146 |
-
cvalues[cindex] = sitems
|
1147 |
-
return (dtypes, cvalues)
|
1148 |
-
|
1149 |
-
def getMultipleFileAsInttMatrix(dirPathWithCol, delim=","):
|
1150 |
-
"""
|
1151 |
-
extracts int matrix from from csv files given column index for each file.
|
1152 |
-
num of columns = number of rows in each file and num of rows = number of files
|
1153 |
-
|
1154 |
-
Parameters
|
1155 |
-
dirPathWithCol: list of file path and collumn index pair
|
1156 |
-
delim : delemeter
|
1157 |
-
"""
|
1158 |
-
mat = list()
|
1159 |
-
minLen = -1
|
1160 |
-
for path, col in dirPathWithCol:
|
1161 |
-
colVals = getFileColumnAsInt(path, col, delim)
|
1162 |
-
if minLen < 0 or len(colVals) < minLen:
|
1163 |
-
minLen = len(colVals)
|
1164 |
-
mat.append(colVals)
|
1165 |
-
|
1166 |
-
#make all same length
|
1167 |
-
mat = list(map(lambda li:li[:minLen], mat))
|
1168 |
-
return mat
|
1169 |
-
|
1170 |
-
def getMultipleFileAsFloatMatrix(dirPathWithCol, delim=","):
|
1171 |
-
"""
|
1172 |
-
extracts float matrix from from csv files given column index for each file.
|
1173 |
-
num of columns = number of rows in each file and num of rows = number of files
|
1174 |
-
|
1175 |
-
Parameters
|
1176 |
-
dirPathWithCol: list of file path and collumn index pair
|
1177 |
-
delim : delemeter
|
1178 |
-
"""
|
1179 |
-
mat = list()
|
1180 |
-
minLen = -1
|
1181 |
-
for path, col in dirPathWithCol:
|
1182 |
-
colVals = getFileColumnAsFloat(path, col, delim)
|
1183 |
-
if minLen < 0 or len(colVals) < minLen:
|
1184 |
-
minLen = len(colVals)
|
1185 |
-
mat.append(colVals)
|
1186 |
-
|
1187 |
-
#make all same length
|
1188 |
-
mat = list(map(lambda li:li[:minLen], mat))
|
1189 |
-
return mat
|
1190 |
-
|
1191 |
-
def writeStrListToFile(ldata, filePath, delem=","):
|
1192 |
-
"""
|
1193 |
-
writes list of dlem separated string or list of list of string to afile
|
1194 |
-
|
1195 |
-
Parameters
|
1196 |
-
ldata : list data
|
1197 |
-
filePath : file path
|
1198 |
-
delim : delemeter
|
1199 |
-
"""
|
1200 |
-
with open(filePath, "w") as fh:
|
1201 |
-
for r in ldata:
|
1202 |
-
if type(r) == list:
|
1203 |
-
r = delem.join(r)
|
1204 |
-
fh.write(r + "\n")
|
1205 |
-
|
1206 |
-
def writeFloatListToFile(ldata, prec, filePath):
|
1207 |
-
"""
|
1208 |
-
writes float list to file, one value per line
|
1209 |
-
|
1210 |
-
Parameters
|
1211 |
-
ldata : list data
|
1212 |
-
prec : precision
|
1213 |
-
filePath : file path
|
1214 |
-
"""
|
1215 |
-
with open(filePath, "w") as fh:
|
1216 |
-
for d in ldata:
|
1217 |
-
fh.write(formatFloat(prec, d) + "\n")
|
1218 |
-
|
1219 |
-
def mutateFileLines(dirPath, mutator, marg, delim=","):
|
1220 |
-
"""
|
1221 |
-
mutates lines from a file
|
1222 |
-
|
1223 |
-
Parameters
|
1224 |
-
dirPath : file path
|
1225 |
-
mutator : mutation callback
|
1226 |
-
marg : argument for mutation call back
|
1227 |
-
delim : delemeter
|
1228 |
-
"""
|
1229 |
-
lines = list()
|
1230 |
-
for li in fileRecGen(dirPath, delim):
|
1231 |
-
li = mutator(li) if marg is None else mutator(li, marg)
|
1232 |
-
lines.append(li)
|
1233 |
-
return lines
|
1234 |
-
|
1235 |
-
def takeFirst(elems):
|
1236 |
-
"""
|
1237 |
-
return fisrt item
|
1238 |
-
|
1239 |
-
Parameters
|
1240 |
-
elems : list of data
|
1241 |
-
"""
|
1242 |
-
return elems[0]
|
1243 |
-
|
1244 |
-
def takeSecond(elems):
|
1245 |
-
"""
|
1246 |
-
return 2nd element
|
1247 |
-
|
1248 |
-
Parameters
|
1249 |
-
elems : list of data
|
1250 |
-
"""
|
1251 |
-
return elems[1]
|
1252 |
-
|
1253 |
-
def takeThird(elems):
|
1254 |
-
"""
|
1255 |
-
returns 3rd element
|
1256 |
-
|
1257 |
-
Parameters
|
1258 |
-
elems : list of data
|
1259 |
-
"""
|
1260 |
-
return elems[2]
|
1261 |
-
|
1262 |
-
def addToKeyedCounter(dCounter, key, count=1):
|
1263 |
-
"""
|
1264 |
-
add to to keyed counter
|
1265 |
-
|
1266 |
-
Parameters
|
1267 |
-
dCounter : dictionary of counters
|
1268 |
-
key : dictionary key
|
1269 |
-
count : count to add
|
1270 |
-
"""
|
1271 |
-
curCount = dCounter.get(key, 0)
|
1272 |
-
dCounter[key] = curCount + count
|
1273 |
-
|
1274 |
-
def incrKeyedCounter(dCounter, key):
|
1275 |
-
"""
|
1276 |
-
increment keyed counter
|
1277 |
-
|
1278 |
-
Parameters
|
1279 |
-
dCounter : dictionary of counters
|
1280 |
-
key : dictionary key
|
1281 |
-
"""
|
1282 |
-
addToKeyedCounter(dCounter, key, 1)
|
1283 |
-
|
1284 |
-
def appendKeyedList(dList, key, elem):
|
1285 |
-
"""
|
1286 |
-
keyed list
|
1287 |
-
|
1288 |
-
Parameters
|
1289 |
-
dList : dictionary of lists
|
1290 |
-
key : dictionary key
|
1291 |
-
elem : value to append
|
1292 |
-
"""
|
1293 |
-
curList = dList.get(key, [])
|
1294 |
-
curList.append(elem)
|
1295 |
-
dList[key] = curList
|
1296 |
-
|
1297 |
-
def isNumber(st):
|
1298 |
-
"""
|
1299 |
-
Returns True is string is a number
|
1300 |
-
|
1301 |
-
Parameters
|
1302 |
-
st : string value
|
1303 |
-
"""
|
1304 |
-
return st.replace('.','',1).isdigit()
|
1305 |
-
|
1306 |
-
def removeNan(values):
|
1307 |
-
"""
|
1308 |
-
removes nan from list
|
1309 |
-
|
1310 |
-
Parameters
|
1311 |
-
values : list data
|
1312 |
-
"""
|
1313 |
-
return list(filter(lambda v: not math.isnan(v), values))
|
1314 |
-
|
1315 |
-
def fileRecGen(filePath, delim = ","):
|
1316 |
-
"""
|
1317 |
-
file record generator
|
1318 |
-
|
1319 |
-
Parameters
|
1320 |
-
filePath ; file path
|
1321 |
-
delim : delemeter
|
1322 |
-
"""
|
1323 |
-
with open(filePath, "r") as fp:
|
1324 |
-
for line in fp:
|
1325 |
-
line = line[:-1]
|
1326 |
-
if delim is not None:
|
1327 |
-
line = line.split(delim)
|
1328 |
-
yield line
|
1329 |
-
|
1330 |
-
def fileSelFieldsRecGen(dirPath, columns, delim=","):
|
1331 |
-
"""
|
1332 |
-
file record generator given column indices
|
1333 |
-
|
1334 |
-
Parameters
|
1335 |
-
filePath ; file path
|
1336 |
-
columns : column indexes as int array or coma separated string
|
1337 |
-
delim : delemeter
|
1338 |
-
"""
|
1339 |
-
if type(columns) == str:
|
1340 |
-
columns = strToIntArray(columns, delim)
|
1341 |
-
for rec in fileRecGen(dirPath, delim):
|
1342 |
-
extracted = extractList(rec, columns)
|
1343 |
-
yield extracted
|
1344 |
-
|
1345 |
-
def fileSelFieldValueGen(dirPath, column, delim=","):
|
1346 |
-
"""
|
1347 |
-
file record generator for a given column
|
1348 |
-
|
1349 |
-
Parameters
|
1350 |
-
filePath ; file path
|
1351 |
-
column : column index
|
1352 |
-
delim : delemeter
|
1353 |
-
"""
|
1354 |
-
for rec in fileRecGen(dirPath, delim):
|
1355 |
-
yield rec[column]
|
1356 |
-
|
1357 |
-
def fileFiltRecGen(filePath, filt, delim = ","):
|
1358 |
-
"""
|
1359 |
-
file record generator with row filter applied
|
1360 |
-
|
1361 |
-
Parameters
|
1362 |
-
filePath ; file path
|
1363 |
-
filt : row filter
|
1364 |
-
delim : delemeter
|
1365 |
-
"""
|
1366 |
-
with open(filePath, "r") as fp:
|
1367 |
-
for line in fp:
|
1368 |
-
line = line[:-1]
|
1369 |
-
if delim is not None:
|
1370 |
-
line = line.split(delim)
|
1371 |
-
if filt(line):
|
1372 |
-
yield line
|
1373 |
-
|
1374 |
-
def fileFiltSelFieldsRecGen(filePath, filt, columns, delim = ","):
|
1375 |
-
"""
|
1376 |
-
file record generator with row and column filter applied
|
1377 |
-
|
1378 |
-
Parameters
|
1379 |
-
filePath ; file path
|
1380 |
-
filt : row filter
|
1381 |
-
columns : column indexes as int array or coma separated string
|
1382 |
-
delim : delemeter
|
1383 |
-
"""
|
1384 |
-
columns = strToIntArray(columns, delim)
|
1385 |
-
with open(filePath, "r") as fp:
|
1386 |
-
for line in fp:
|
1387 |
-
line = line[:-1]
|
1388 |
-
if delim is not None:
|
1389 |
-
line = line.split(delim)
|
1390 |
-
if filt(line):
|
1391 |
-
selected = extractList(line, columns)
|
1392 |
-
yield selected
|
1393 |
-
|
1394 |
-
def fileTypedRecGen(filePath, ftypes, delim = ","):
|
1395 |
-
"""
|
1396 |
-
file typed record generator
|
1397 |
-
|
1398 |
-
Parameters
|
1399 |
-
filePath ; file path
|
1400 |
-
ftypes : list of field types
|
1401 |
-
delim : delemeter
|
1402 |
-
"""
|
1403 |
-
with open(filePath, "r") as fp:
|
1404 |
-
for line in fp:
|
1405 |
-
line = line[:-1]
|
1406 |
-
line = line.split(delim)
|
1407 |
-
for i in range(0, len(ftypes), 2):
|
1408 |
-
ci = ftypes[i]
|
1409 |
-
dtype = ftypes[i+1]
|
1410 |
-
assertLesser(ci, len(line), "index out of bound")
|
1411 |
-
if dtype == "int":
|
1412 |
-
line[ci] = int(line[ci])
|
1413 |
-
elif dtype == "float":
|
1414 |
-
line[ci] = float(line[ci])
|
1415 |
-
else:
|
1416 |
-
exitWithMsg("invalid data type")
|
1417 |
-
yield line
|
1418 |
-
|
1419 |
-
def fileMutatedFieldsRecGen(dirPath, mutator, delim=","):
|
1420 |
-
"""
|
1421 |
-
file record generator with some columns mutated
|
1422 |
-
|
1423 |
-
Parameters
|
1424 |
-
dirPath ; file path
|
1425 |
-
mutator : row field mutator
|
1426 |
-
delim : delemeter
|
1427 |
-
"""
|
1428 |
-
for rec in fileRecGen(dirPath, delim):
|
1429 |
-
mutated = mutator(rec)
|
1430 |
-
yield mutated
|
1431 |
-
|
1432 |
-
def tableSelFieldsFilter(tdata, columns):
|
1433 |
-
"""
|
1434 |
-
gets tabular data for selected columns
|
1435 |
-
|
1436 |
-
Parameters
|
1437 |
-
tdata : tabular data
|
1438 |
-
columns : column indexes
|
1439 |
-
"""
|
1440 |
-
if areAllFieldsIncluded(tdata[0], columns):
|
1441 |
-
ntdata = tdata
|
1442 |
-
else:
|
1443 |
-
ntdata = list()
|
1444 |
-
for rec in tdata:
|
1445 |
-
#print(rec)
|
1446 |
-
#print(columns)
|
1447 |
-
nrec = extractList(rec, columns)
|
1448 |
-
ntdata.append(nrec)
|
1449 |
-
return ntdata
|
1450 |
-
|
1451 |
-
|
1452 |
-
def areAllFieldsIncluded(ldata, columns):
|
1453 |
-
"""
|
1454 |
-
return True id all indexes are in the columns
|
1455 |
-
|
1456 |
-
Parameters
|
1457 |
-
ldata : list data
|
1458 |
-
columns : column indexes
|
1459 |
-
"""
|
1460 |
-
return list(range(len(ldata))) == columns
|
1461 |
-
|
1462 |
-
def asIntList(items):
|
1463 |
-
"""
|
1464 |
-
returns int list
|
1465 |
-
|
1466 |
-
Parameters
|
1467 |
-
items : list data
|
1468 |
-
"""
|
1469 |
-
return [int(i) for i in items]
|
1470 |
-
|
1471 |
-
def asFloatList(items):
|
1472 |
-
"""
|
1473 |
-
returns float list
|
1474 |
-
|
1475 |
-
Parameters
|
1476 |
-
items : list data
|
1477 |
-
"""
|
1478 |
-
return [float(i) for i in items]
|
1479 |
-
|
1480 |
-
def pastTime(interval, unit):
|
1481 |
-
"""
|
1482 |
-
current and past time
|
1483 |
-
|
1484 |
-
Parameters
|
1485 |
-
interval : time interval
|
1486 |
-
unit: time unit
|
1487 |
-
"""
|
1488 |
-
curTime = int(time.time())
|
1489 |
-
if unit == "d":
|
1490 |
-
pastTime = curTime - interval * secInDay
|
1491 |
-
elif unit == "h":
|
1492 |
-
pastTime = curTime - interval * secInHour
|
1493 |
-
elif unit == "m":
|
1494 |
-
pastTime = curTime - interval * secInMinute
|
1495 |
-
else:
|
1496 |
-
raise ValueError("invalid time unit " + unit)
|
1497 |
-
return (curTime, pastTime)
|
1498 |
-
|
1499 |
-
def minuteAlign(ts):
|
1500 |
-
"""
|
1501 |
-
minute aligned time
|
1502 |
-
|
1503 |
-
Parameters
|
1504 |
-
ts : time stamp in sec
|
1505 |
-
"""
|
1506 |
-
return int((ts / secInMinute)) * secInMinute
|
1507 |
-
|
1508 |
-
def multMinuteAlign(ts, min):
|
1509 |
-
"""
|
1510 |
-
multi minute aligned time
|
1511 |
-
|
1512 |
-
Parameters
|
1513 |
-
ts : time stamp in sec
|
1514 |
-
min : minute value
|
1515 |
-
"""
|
1516 |
-
intv = secInMinute * min
|
1517 |
-
return int((ts / intv)) * intv
|
1518 |
-
|
1519 |
-
def hourAlign(ts):
|
1520 |
-
"""
|
1521 |
-
hour aligned time
|
1522 |
-
|
1523 |
-
Parameters
|
1524 |
-
ts : time stamp in sec
|
1525 |
-
"""
|
1526 |
-
return int((ts / secInHour)) * secInHour
|
1527 |
-
|
1528 |
-
def hourOfDayAlign(ts, hour):
|
1529 |
-
"""
|
1530 |
-
hour of day aligned time
|
1531 |
-
|
1532 |
-
Parameters
|
1533 |
-
ts : time stamp in sec
|
1534 |
-
hour : hour of day
|
1535 |
-
"""
|
1536 |
-
day = int(ts / secInDay)
|
1537 |
-
return (24 * day + hour) * secInHour
|
1538 |
-
|
1539 |
-
def dayAlign(ts):
|
1540 |
-
"""
|
1541 |
-
day aligned time
|
1542 |
-
|
1543 |
-
Parameters
|
1544 |
-
ts : time stamp in sec
|
1545 |
-
"""
|
1546 |
-
return int(ts / secInDay) * secInDay
|
1547 |
-
|
1548 |
-
def timeAlign(ts, unit):
|
1549 |
-
"""
|
1550 |
-
boundary alignment of time
|
1551 |
-
|
1552 |
-
Parameters
|
1553 |
-
ts : time stamp in sec
|
1554 |
-
unit : unit of time
|
1555 |
-
"""
|
1556 |
-
alignedTs = 0
|
1557 |
-
if unit == "s":
|
1558 |
-
alignedTs = ts
|
1559 |
-
elif unit == "m":
|
1560 |
-
alignedTs = minuteAlign(ts)
|
1561 |
-
elif unit == "h":
|
1562 |
-
alignedTs = hourAlign(ts)
|
1563 |
-
elif unit == "d":
|
1564 |
-
alignedTs = dayAlign(ts)
|
1565 |
-
else:
|
1566 |
-
raise ValueError("invalid time unit")
|
1567 |
-
return alignedTs
|
1568 |
-
|
1569 |
-
def monthOfYear(ts):
|
1570 |
-
"""
|
1571 |
-
month of year
|
1572 |
-
|
1573 |
-
Parameters
|
1574 |
-
ts : time stamp in sec
|
1575 |
-
"""
|
1576 |
-
rem = ts % secInYear
|
1577 |
-
dow = int(rem / secInMonth)
|
1578 |
-
return dow
|
1579 |
-
|
1580 |
-
def dayOfWeek(ts):
|
1581 |
-
"""
|
1582 |
-
day of week
|
1583 |
-
|
1584 |
-
Parameters
|
1585 |
-
ts : time stamp in sec
|
1586 |
-
"""
|
1587 |
-
rem = ts % secInWeek
|
1588 |
-
dow = int(rem / secInDay)
|
1589 |
-
return dow
|
1590 |
-
|
1591 |
-
def hourOfDay(ts):
|
1592 |
-
"""
|
1593 |
-
hour of day
|
1594 |
-
|
1595 |
-
Parameters
|
1596 |
-
ts : time stamp in sec
|
1597 |
-
"""
|
1598 |
-
rem = ts % secInDay
|
1599 |
-
hod = int(rem / secInHour)
|
1600 |
-
return hod
|
1601 |
-
|
1602 |
-
def processCmdLineArgs(expectedTypes, usage):
|
1603 |
-
"""
|
1604 |
-
process command line args and returns args as typed values
|
1605 |
-
|
1606 |
-
Parameters
|
1607 |
-
expectedTypes : expected data types of arguments
|
1608 |
-
usage : usage message string
|
1609 |
-
"""
|
1610 |
-
args = []
|
1611 |
-
numComLineArgs = len(sys.argv)
|
1612 |
-
numExpected = len(expectedTypes)
|
1613 |
-
if (numComLineArgs - 1 == len(expectedTypes)):
|
1614 |
-
try:
|
1615 |
-
for i in range(0, numExpected):
|
1616 |
-
if (expectedTypes[i] == typeInt):
|
1617 |
-
args.append(int(sys.argv[i+1]))
|
1618 |
-
elif (expectedTypes[i] == typeFloat):
|
1619 |
-
args.append(float(sys.argv[i+1]))
|
1620 |
-
elif (expectedTypes[i] == typeString):
|
1621 |
-
args.append(sys.argv[i+1])
|
1622 |
-
except ValueError:
|
1623 |
-
print ("expected number of command line arguments found but there is type mis match")
|
1624 |
-
sys.exit(1)
|
1625 |
-
else:
|
1626 |
-
print ("expected number of command line arguments not found")
|
1627 |
-
print (usage)
|
1628 |
-
sys.exit(1)
|
1629 |
-
return args
|
1630 |
-
|
1631 |
-
def mutateString(val, numMutate, ctype):
|
1632 |
-
"""
|
1633 |
-
mutate string multiple times
|
1634 |
-
|
1635 |
-
Parameters
|
1636 |
-
val : string value
|
1637 |
-
numMutate : num of mutations
|
1638 |
-
ctype : type of character to mutate with
|
1639 |
-
"""
|
1640 |
-
mutations = set()
|
1641 |
-
count = 0
|
1642 |
-
while count < numMutate:
|
1643 |
-
j = randint(0, len(val)-1)
|
1644 |
-
if j not in mutations:
|
1645 |
-
if ctype == "alpha":
|
1646 |
-
ch = selectRandomFromList(alphaTokens)
|
1647 |
-
elif ctype == "num":
|
1648 |
-
ch = selectRandomFromList(numTokens)
|
1649 |
-
elif ctype == "any":
|
1650 |
-
ch = selectRandomFromList(tokens)
|
1651 |
-
val = val[:j] + ch + val[j+1:]
|
1652 |
-
mutations.add(j)
|
1653 |
-
count += 1
|
1654 |
-
return val
|
1655 |
-
|
1656 |
-
def mutateList(values, numMutate, vmin, vmax, rabs=True):
|
1657 |
-
"""
|
1658 |
-
mutate list multiple times
|
1659 |
-
|
1660 |
-
Parameters
|
1661 |
-
values : list value
|
1662 |
-
numMutate : num of mutations
|
1663 |
-
vmin : minimum of value range
|
1664 |
-
vmax : maximum of value range
|
1665 |
-
rabs : True if mim max range is absolute otherwise relative
|
1666 |
-
"""
|
1667 |
-
mutations = set()
|
1668 |
-
count = 0
|
1669 |
-
while count < numMutate:
|
1670 |
-
j = randint(0, len(values)-1)
|
1671 |
-
if j not in mutations:
|
1672 |
-
s = np.random.uniform(vmin, vmax)
|
1673 |
-
values[j] = s if rabs else values[j] * s
|
1674 |
-
count += 1
|
1675 |
-
mutations.add(j)
|
1676 |
-
return values
|
1677 |
-
|
1678 |
-
|
1679 |
-
def swap(values, first, second):
|
1680 |
-
"""
|
1681 |
-
swap two elements
|
1682 |
-
|
1683 |
-
Parameters
|
1684 |
-
values : list value
|
1685 |
-
first : first swap position
|
1686 |
-
second : second swap position
|
1687 |
-
"""
|
1688 |
-
t = values[first]
|
1689 |
-
values[first] = values[second]
|
1690 |
-
values[second] = t
|
1691 |
-
|
1692 |
-
def swapBetweenLists(values1, values2):
|
1693 |
-
"""
|
1694 |
-
swap two elements between 2 lists
|
1695 |
-
|
1696 |
-
Parameters
|
1697 |
-
values1 : first list of values
|
1698 |
-
values2 : second list of values
|
1699 |
-
"""
|
1700 |
-
p1 = randint(0, len(values1)-1)
|
1701 |
-
p2 = randint(0, len(values2)-1)
|
1702 |
-
tmp = values1[p1]
|
1703 |
-
values1[p1] = values2[p2]
|
1704 |
-
values2[p2] = tmp
|
1705 |
-
|
1706 |
-
def safeAppend(values, value):
|
1707 |
-
"""
|
1708 |
-
append only if not None
|
1709 |
-
|
1710 |
-
Parameters
|
1711 |
-
values : list value
|
1712 |
-
value : value to append
|
1713 |
-
"""
|
1714 |
-
if value is not None:
|
1715 |
-
values.append(value)
|
1716 |
-
|
1717 |
-
def getAllIndex(ldata, fldata):
|
1718 |
-
"""
|
1719 |
-
get ALL indexes of list elements
|
1720 |
-
|
1721 |
-
Parameters
|
1722 |
-
ldata : list data to find index in
|
1723 |
-
fldata : list data for values for index look up
|
1724 |
-
"""
|
1725 |
-
return list(map(lambda e : fldata.index(e), ldata))
|
1726 |
-
|
1727 |
-
def findIntersection(lOne, lTwo):
|
1728 |
-
"""
|
1729 |
-
find intersection elements between 2 lists
|
1730 |
-
|
1731 |
-
Parameters
|
1732 |
-
lOne : first list of data
|
1733 |
-
lTwo : second list of data
|
1734 |
-
"""
|
1735 |
-
sOne = set(lOne)
|
1736 |
-
sTwo = set(lTwo)
|
1737 |
-
sInt = sOne.intersection(sTwo)
|
1738 |
-
return list(sInt)
|
1739 |
-
|
1740 |
-
def isIntvOverlapped(rOne, rTwo):
|
1741 |
-
"""
|
1742 |
-
checks overlap between 2 intervals
|
1743 |
-
|
1744 |
-
Parameters
|
1745 |
-
rOne : first interval boundaries
|
1746 |
-
rTwo : second interval boundaries
|
1747 |
-
"""
|
1748 |
-
clear = rOne[1] <= rTwo[0] or rOne[0] >= rTwo[1]
|
1749 |
-
return not clear
|
1750 |
-
|
1751 |
-
def isIntvLess(rOne, rTwo):
|
1752 |
-
"""
|
1753 |
-
checks if first iterval is less than second
|
1754 |
-
|
1755 |
-
Parameters
|
1756 |
-
rOne : first interval boundaries
|
1757 |
-
rTwo : second interval boundaries
|
1758 |
-
"""
|
1759 |
-
less = rOne[1] <= rTwo[0]
|
1760 |
-
return less
|
1761 |
-
|
1762 |
-
def findRank(e, values):
|
1763 |
-
"""
|
1764 |
-
find rank of value in a list
|
1765 |
-
|
1766 |
-
Parameters
|
1767 |
-
e : value to compare with
|
1768 |
-
values : list data
|
1769 |
-
"""
|
1770 |
-
count = 1
|
1771 |
-
for ve in values:
|
1772 |
-
if ve < e:
|
1773 |
-
count += 1
|
1774 |
-
return count
|
1775 |
-
|
1776 |
-
def findRanks(toBeRanked, values):
|
1777 |
-
"""
|
1778 |
-
find ranks of values in one list in another list
|
1779 |
-
|
1780 |
-
Parameters
|
1781 |
-
toBeRanked : list of values for which ranks are found
|
1782 |
-
values : list in which rank is found :
|
1783 |
-
"""
|
1784 |
-
return list(map(lambda e: findRank(e, values), toBeRanked))
|
1785 |
-
|
1786 |
-
def formatFloat(prec, value, label = None):
|
1787 |
-
"""
|
1788 |
-
formats a float with optional label
|
1789 |
-
|
1790 |
-
Parameters
|
1791 |
-
prec : precision
|
1792 |
-
value : data value
|
1793 |
-
label : label for data
|
1794 |
-
"""
|
1795 |
-
st = (label + " ") if label else ""
|
1796 |
-
formatter = "{:." + str(prec) + "f}"
|
1797 |
-
return st + formatter.format(value)
|
1798 |
-
|
1799 |
-
def formatAny(value, label = None):
|
1800 |
-
"""
|
1801 |
-
formats any obkect with optional label
|
1802 |
-
|
1803 |
-
Parameters
|
1804 |
-
value : data value
|
1805 |
-
label : label for data
|
1806 |
-
"""
|
1807 |
-
st = (label + " ") if label else ""
|
1808 |
-
return st + str(value)
|
1809 |
-
|
1810 |
-
def printList(values):
|
1811 |
-
"""
|
1812 |
-
pretty print list
|
1813 |
-
|
1814 |
-
Parameters
|
1815 |
-
values : list of values
|
1816 |
-
"""
|
1817 |
-
for v in values:
|
1818 |
-
print(v)
|
1819 |
-
|
1820 |
-
def printMap(values, klab, vlab, precision, offset=16):
|
1821 |
-
"""
|
1822 |
-
pretty print hash map
|
1823 |
-
|
1824 |
-
Parameters
|
1825 |
-
values : dictionary of values
|
1826 |
-
klab : label for key
|
1827 |
-
vlab : label for value
|
1828 |
-
precision : precision
|
1829 |
-
offset : left justify offset
|
1830 |
-
"""
|
1831 |
-
print(klab.ljust(offset, " ") + vlab)
|
1832 |
-
for k in values.keys():
|
1833 |
-
v = values[k]
|
1834 |
-
ks = toStr(k, precision).ljust(offset, " ")
|
1835 |
-
vs = toStr(v, precision)
|
1836 |
-
print(ks + vs)
|
1837 |
-
|
1838 |
-
def printPairList(values, lab1, lab2, precision, offset=16):
|
1839 |
-
"""
|
1840 |
-
pretty print list of pairs
|
1841 |
-
|
1842 |
-
Parameters
|
1843 |
-
values : dictionary of values
|
1844 |
-
lab1 : first label
|
1845 |
-
lab2 : second label
|
1846 |
-
precision : precision
|
1847 |
-
offset : left justify offset
|
1848 |
-
"""
|
1849 |
-
print(lab1.ljust(offset, " ") + lab2)
|
1850 |
-
for (v1, v2) in values:
|
1851 |
-
sv1 = toStr(v1, precision).ljust(offset, " ")
|
1852 |
-
sv2 = toStr(v2, precision)
|
1853 |
-
print(sv1 + sv2)
|
1854 |
-
|
1855 |
-
def createMap(*values):
|
1856 |
-
"""
|
1857 |
-
create disctionary with results
|
1858 |
-
|
1859 |
-
Parameters
|
1860 |
-
values : sequence of key value pairs
|
1861 |
-
"""
|
1862 |
-
result = dict()
|
1863 |
-
for i in range(0, len(values), 2):
|
1864 |
-
result[values[i]] = values[i+1]
|
1865 |
-
return result
|
1866 |
-
|
1867 |
-
def getColMinMax(table, col):
|
1868 |
-
"""
|
1869 |
-
return min, max values of a column
|
1870 |
-
|
1871 |
-
Parameters
|
1872 |
-
table : tabular data
|
1873 |
-
col : column index
|
1874 |
-
"""
|
1875 |
-
vmin = None
|
1876 |
-
vmax = None
|
1877 |
-
for rec in table:
|
1878 |
-
value = rec[col]
|
1879 |
-
if vmin is None:
|
1880 |
-
vmin = value
|
1881 |
-
vmax = value
|
1882 |
-
else:
|
1883 |
-
if value < vmin:
|
1884 |
-
vmin = value
|
1885 |
-
elif value > vmax:
|
1886 |
-
vmax = value
|
1887 |
-
return (vmin, vmax, vmax - vmin)
|
1888 |
-
|
1889 |
-
def createLogger(name, logFilePath, logLevName):
|
1890 |
-
"""
|
1891 |
-
creates logger
|
1892 |
-
|
1893 |
-
Parameters
|
1894 |
-
name : logger name
|
1895 |
-
logFilePath : log file path
|
1896 |
-
logLevName : log level
|
1897 |
-
"""
|
1898 |
-
logger = logging.getLogger(name)
|
1899 |
-
fHandler = logging.handlers.RotatingFileHandler(logFilePath, maxBytes=1048576, backupCount=4)
|
1900 |
-
logLev = logLevName.lower()
|
1901 |
-
if logLev == "debug":
|
1902 |
-
logLevel = logging.DEBUG
|
1903 |
-
elif logLev == "info":
|
1904 |
-
logLevel = logging.INFO
|
1905 |
-
elif logLev == "warning":
|
1906 |
-
logLevel = logging.WARNING
|
1907 |
-
elif logLev == "error":
|
1908 |
-
logLevel = logging.ERROR
|
1909 |
-
elif logLev == "critical":
|
1910 |
-
logLevel = logging.CRITICAL
|
1911 |
-
else:
|
1912 |
-
raise ValueError("invalid log level name " + logLevelName)
|
1913 |
-
fHandler.setLevel(logLevel)
|
1914 |
-
fFormat = logging.Formatter("%(asctime)s - %(name)s - %(levelname)s - %(message)s")
|
1915 |
-
fHandler.setFormatter(fFormat)
|
1916 |
-
logger.addHandler(fHandler)
|
1917 |
-
logger.setLevel(logLevel)
|
1918 |
-
return logger
|
1919 |
-
|
1920 |
-
@contextmanager
|
1921 |
-
def suppressStdout():
|
1922 |
-
"""
|
1923 |
-
suppress stdout
|
1924 |
-
|
1925 |
-
Parameters
|
1926 |
-
|
1927 |
-
"""
|
1928 |
-
with open(os.devnull, "w") as devnull:
|
1929 |
-
oldStdout = sys.stdout
|
1930 |
-
sys.stdout = devnull
|
1931 |
-
try:
|
1932 |
-
yield
|
1933 |
-
finally:
|
1934 |
-
sys.stdout = oldStdout
|
1935 |
-
|
1936 |
-
def exitWithMsg(msg):
|
1937 |
-
"""
|
1938 |
-
print message and exit
|
1939 |
-
|
1940 |
-
Parameters
|
1941 |
-
msg : message
|
1942 |
-
"""
|
1943 |
-
print(msg + " -- quitting")
|
1944 |
-
sys.exit(0)
|
1945 |
-
|
1946 |
-
def drawLine(data, yscale=None):
|
1947 |
-
"""
|
1948 |
-
line plot
|
1949 |
-
|
1950 |
-
Parameters
|
1951 |
-
data : list data
|
1952 |
-
yscale : y axis scale
|
1953 |
-
"""
|
1954 |
-
plt.plot(data)
|
1955 |
-
if yscale:
|
1956 |
-
step = int(yscale / 10)
|
1957 |
-
step = int(step / 10) * 10
|
1958 |
-
plt.yticks(range(0, yscale, step))
|
1959 |
-
plt.show()
|
1960 |
-
|
1961 |
-
def drawPlot(x, y, xlabel, ylabel):
|
1962 |
-
"""
|
1963 |
-
line plot
|
1964 |
-
|
1965 |
-
Parameters
|
1966 |
-
x : x values
|
1967 |
-
y : y values
|
1968 |
-
xlabel : x axis label
|
1969 |
-
ylabel : y axis label
|
1970 |
-
"""
|
1971 |
-
if x is None:
|
1972 |
-
x = list(range(len(y)))
|
1973 |
-
plt.plot(x,y)
|
1974 |
-
plt.xlabel(xlabel)
|
1975 |
-
plt.ylabel(ylabel)
|
1976 |
-
plt.show()
|
1977 |
-
|
1978 |
-
def drawPairPlot(x, y1, y2, xlabel,ylabel, y1label, y2label):
|
1979 |
-
"""
|
1980 |
-
line plot of 2 lines
|
1981 |
-
|
1982 |
-
Parameters
|
1983 |
-
x : x values
|
1984 |
-
y1 : first y values
|
1985 |
-
y2 : second y values
|
1986 |
-
xlabel : x labbel
|
1987 |
-
ylabel : y label
|
1988 |
-
y1label : first plot label
|
1989 |
-
y2label : second plot label
|
1990 |
-
"""
|
1991 |
-
plt.plot(x, y1, label = y1label)
|
1992 |
-
plt.plot(x, y2, label = y2label)
|
1993 |
-
plt.xlabel(xlabel)
|
1994 |
-
plt.ylabel(ylabel)
|
1995 |
-
plt.legend()
|
1996 |
-
plt.show()
|
1997 |
-
|
1998 |
-
def drawHist(ldata, myTitle, myXlabel, myYlabel, nbins=10):
|
1999 |
-
"""
|
2000 |
-
draw histogram
|
2001 |
-
|
2002 |
-
Parameters
|
2003 |
-
ldata : list data
|
2004 |
-
myTitle : title
|
2005 |
-
myXlabel : x label
|
2006 |
-
myYlabel : y label
|
2007 |
-
nbins : num of bins
|
2008 |
-
"""
|
2009 |
-
plt.hist(ldata, bins=nbins, density=True)
|
2010 |
-
plt.title(myTitle)
|
2011 |
-
plt.xlabel(myXlabel)
|
2012 |
-
plt.ylabel(myYlabel)
|
2013 |
-
plt.show()
|
2014 |
-
|
2015 |
-
def saveObject(obj, filePath):
|
2016 |
-
"""
|
2017 |
-
saves an object
|
2018 |
-
|
2019 |
-
Parameters
|
2020 |
-
obj : object
|
2021 |
-
filePath : file path for saved object
|
2022 |
-
"""
|
2023 |
-
with open(filePath, "wb") as outfile:
|
2024 |
-
pickle.dump(obj,outfile)
|
2025 |
-
|
2026 |
-
def restoreObject(filePath):
|
2027 |
-
"""
|
2028 |
-
restores an object
|
2029 |
-
|
2030 |
-
Parameters
|
2031 |
-
filePath : file path to restore object from
|
2032 |
-
"""
|
2033 |
-
with open(filePath, "rb") as infile:
|
2034 |
-
obj = pickle.load(infile)
|
2035 |
-
return obj
|
2036 |
-
|
2037 |
-
def isNumeric(data):
|
2038 |
-
"""
|
2039 |
-
true if all elements int or float
|
2040 |
-
|
2041 |
-
Parameters
|
2042 |
-
data : numeric data list
|
2043 |
-
"""
|
2044 |
-
if type(data) == list or type(data) == np.ndarray:
|
2045 |
-
col = pd.Series(data)
|
2046 |
-
else:
|
2047 |
-
col = data
|
2048 |
-
return col.dtype == np.int32 or col.dtype == np.int64 or col.dtype == np.float32 or col.dtype == np.float64
|
2049 |
-
|
2050 |
-
def isInteger(data):
|
2051 |
-
"""
|
2052 |
-
true if all elements int
|
2053 |
-
|
2054 |
-
Parameters
|
2055 |
-
data : numeric data list
|
2056 |
-
"""
|
2057 |
-
if type(data) == list or type(data) == np.ndarray:
|
2058 |
-
col = pd.Series(data)
|
2059 |
-
else:
|
2060 |
-
col = data
|
2061 |
-
return col.dtype == np.int32 or col.dtype == np.int64
|
2062 |
-
|
2063 |
-
def isFloat(data):
|
2064 |
-
"""
|
2065 |
-
true if all elements float
|
2066 |
-
|
2067 |
-
Parameters
|
2068 |
-
data : numeric data list
|
2069 |
-
"""
|
2070 |
-
if type(data) == list or type(data) == np.ndarray:
|
2071 |
-
col = pd.Series(data)
|
2072 |
-
else:
|
2073 |
-
col = data
|
2074 |
-
return col.dtype == np.float32 or col.dtype == np.float64
|
2075 |
-
|
2076 |
-
def isBinary(data):
|
2077 |
-
"""
|
2078 |
-
true if all elements either 0 or 1
|
2079 |
-
|
2080 |
-
Parameters
|
2081 |
-
data : binary data
|
2082 |
-
"""
|
2083 |
-
re = next((d for d in data if not (type(d) == int and (d == 0 or d == 1))), None)
|
2084 |
-
return (re is None)
|
2085 |
-
|
2086 |
-
def isCategorical(data):
|
2087 |
-
"""
|
2088 |
-
true if all elements int or string
|
2089 |
-
|
2090 |
-
Parameters
|
2091 |
-
data : data value
|
2092 |
-
"""
|
2093 |
-
re = next((d for d in data if not (type(d) == int or type(d) == str)), None)
|
2094 |
-
return (re is None)
|
2095 |
-
|
2096 |
-
def assertEqual(value, veq, msg):
|
2097 |
-
"""
|
2098 |
-
assert equal to
|
2099 |
-
|
2100 |
-
Parameters
|
2101 |
-
value : value
|
2102 |
-
veq : value to be equated with
|
2103 |
-
msg : error msg
|
2104 |
-
"""
|
2105 |
-
assert value == veq , msg
|
2106 |
-
|
2107 |
-
def assertGreater(value, vmin, msg):
|
2108 |
-
"""
|
2109 |
-
assert greater than
|
2110 |
-
|
2111 |
-
Parameters
|
2112 |
-
value : value
|
2113 |
-
vmin : minimum value
|
2114 |
-
msg : error msg
|
2115 |
-
"""
|
2116 |
-
assert value > vmin , msg
|
2117 |
-
|
2118 |
-
def assertGreaterEqual(value, vmin, msg):
|
2119 |
-
"""
|
2120 |
-
assert greater than
|
2121 |
-
|
2122 |
-
Parameters
|
2123 |
-
value : value
|
2124 |
-
vmin : minimum value
|
2125 |
-
msg : error msg
|
2126 |
-
"""
|
2127 |
-
assert value >= vmin , msg
|
2128 |
-
|
2129 |
-
def assertLesser(value, vmax, msg):
|
2130 |
-
"""
|
2131 |
-
assert less than
|
2132 |
-
|
2133 |
-
Parameters
|
2134 |
-
value : value
|
2135 |
-
vmax : maximum value
|
2136 |
-
msg : error msg
|
2137 |
-
"""
|
2138 |
-
assert value < vmax , msg
|
2139 |
-
|
2140 |
-
def assertLesserEqual(value, vmax, msg):
|
2141 |
-
"""
|
2142 |
-
assert less than
|
2143 |
-
|
2144 |
-
Parameters
|
2145 |
-
value : value
|
2146 |
-
vmax : maximum value
|
2147 |
-
msg : error msg
|
2148 |
-
"""
|
2149 |
-
assert value <= vmax , msg
|
2150 |
-
|
2151 |
-
def assertWithinRange(value, vmin, vmax, msg):
|
2152 |
-
"""
|
2153 |
-
assert within range
|
2154 |
-
|
2155 |
-
Parameters
|
2156 |
-
value : value
|
2157 |
-
vmin : minimum value
|
2158 |
-
vmax : maximum value
|
2159 |
-
msg : error msg
|
2160 |
-
"""
|
2161 |
-
assert value >= vmin and value <= vmax, msg
|
2162 |
-
|
2163 |
-
def assertInList(value, values, msg):
|
2164 |
-
"""
|
2165 |
-
assert contains in a list
|
2166 |
-
|
2167 |
-
Parameters
|
2168 |
-
value ; balue to check for inclusion
|
2169 |
-
values : list data
|
2170 |
-
msg : error msg
|
2171 |
-
"""
|
2172 |
-
assert value in values, msg
|
2173 |
-
|
2174 |
-
def maxListDist(l1, l2):
|
2175 |
-
"""
|
2176 |
-
maximum list element difference between 2 lists
|
2177 |
-
|
2178 |
-
Parameters
|
2179 |
-
l1 : first list data
|
2180 |
-
l2 : second list data
|
2181 |
-
"""
|
2182 |
-
dist = max(list(map(lambda v : abs(v[0] - v[1]), zip(l1, l2))))
|
2183 |
-
return dist
|
2184 |
-
|
2185 |
-
def fileLineCount(fPath):
|
2186 |
-
"""
|
2187 |
-
number of lines ina file
|
2188 |
-
|
2189 |
-
Parameters
|
2190 |
-
fPath : file path
|
2191 |
-
"""
|
2192 |
-
with open(fPath) as f:
|
2193 |
-
for i, li in enumerate(f):
|
2194 |
-
pass
|
2195 |
-
return (i + 1)
|
2196 |
-
|
2197 |
-
def getAlphaNumCharCount(sdata):
|
2198 |
-
"""
|
2199 |
-
number of alphabetic and numeric charcters in a string
|
2200 |
-
|
2201 |
-
Parameters
|
2202 |
-
sdata : string data
|
2203 |
-
"""
|
2204 |
-
acount = 0
|
2205 |
-
ncount = 0
|
2206 |
-
scount = 0
|
2207 |
-
ocount = 0
|
2208 |
-
assertEqual(type(sdata), str, "input must be string")
|
2209 |
-
for c in sdata:
|
2210 |
-
if c.isnumeric():
|
2211 |
-
ncount += 1
|
2212 |
-
elif c.isalpha():
|
2213 |
-
acount += 1
|
2214 |
-
elif c.isspace():
|
2215 |
-
scount += 1
|
2216 |
-
else:
|
2217 |
-
ocount += 1
|
2218 |
-
r = (acount, ncount, ocount)
|
2219 |
-
return r
|
2220 |
-
|
2221 |
-
def genPowerSet(cvalues, incEmpty=False):
|
2222 |
-
"""
|
2223 |
-
generates power set i.e all possible subsets
|
2224 |
-
|
2225 |
-
Parameters
|
2226 |
-
cvalues : list of categorical values
|
2227 |
-
incEmpty : include empty set if True
|
2228 |
-
"""
|
2229 |
-
ps = list()
|
2230 |
-
for cv in cvalues:
|
2231 |
-
pse = list()
|
2232 |
-
for s in ps:
|
2233 |
-
sc = s.copy()
|
2234 |
-
sc.add(cv)
|
2235 |
-
#print(sc)
|
2236 |
-
pse.append(sc)
|
2237 |
-
ps.extend(pse)
|
2238 |
-
es = set()
|
2239 |
-
es.add(cv)
|
2240 |
-
ps.append(es)
|
2241 |
-
#print(es)
|
2242 |
-
|
2243 |
-
if incEmpty:
|
2244 |
-
ps.append({})
|
2245 |
-
return ps
|
2246 |
-
|
2247 |
-
class StepFunction:
|
2248 |
-
"""
|
2249 |
-
step function
|
2250 |
-
|
2251 |
-
Parameters
|
2252 |
-
|
2253 |
-
"""
|
2254 |
-
def __init__(self, *values):
|
2255 |
-
"""
|
2256 |
-
initilizer
|
2257 |
-
|
2258 |
-
Parameters
|
2259 |
-
values : list of tuples, wich each tuple containing 2 x values and corresponding y value
|
2260 |
-
"""
|
2261 |
-
self.points = values
|
2262 |
-
|
2263 |
-
def find(self, x):
|
2264 |
-
"""
|
2265 |
-
finds step function value
|
2266 |
-
|
2267 |
-
Parameters
|
2268 |
-
x : x value
|
2269 |
-
"""
|
2270 |
-
found = False
|
2271 |
-
y = 0
|
2272 |
-
for p in self.points:
|
2273 |
-
if (x >= p[0] and x < p[1]):
|
2274 |
-
y = p[2]
|
2275 |
-
found = True
|
2276 |
-
break
|
2277 |
-
|
2278 |
-
if not found:
|
2279 |
-
l = len(self.points)
|
2280 |
-
if (x < self.points[0][0]):
|
2281 |
-
y = self.points[0][2]
|
2282 |
-
elif (x > self.points[l-1][1]):
|
2283 |
-
y = self.points[l-1][2]
|
2284 |
-
return y
|
2285 |
-
|
2286 |
-
|
2287 |
-
class DummyVarGenerator:
|
2288 |
-
"""
|
2289 |
-
dummy variable generator for categorical variable
|
2290 |
-
"""
|
2291 |
-
def __init__(self, rowSize, catValues, trueVal, falseVal, delim=None):
|
2292 |
-
"""
|
2293 |
-
initilizer
|
2294 |
-
|
2295 |
-
Parameters
|
2296 |
-
rowSize : row size
|
2297 |
-
catValues : dictionary with field index as key and list of categorical values as value
|
2298 |
-
trueVal : true value, typically "1"
|
2299 |
-
falseval : false value , typically "0"
|
2300 |
-
delim : field delemeter
|
2301 |
-
"""
|
2302 |
-
self.rowSize = rowSize
|
2303 |
-
self.catValues = catValues
|
2304 |
-
numCatVar = len(catValues)
|
2305 |
-
colCount = 0
|
2306 |
-
for v in self.catValues.values():
|
2307 |
-
colCount += len(v)
|
2308 |
-
self.newRowSize = rowSize - numCatVar + colCount
|
2309 |
-
#print ("new row size {}".format(self.newRowSize))
|
2310 |
-
self.trueVal = trueVal
|
2311 |
-
self.falseVal = falseVal
|
2312 |
-
self.delim = delim
|
2313 |
-
|
2314 |
-
def processRow(self, row):
|
2315 |
-
"""
|
2316 |
-
encodes categorical variables, returning as delemeter separate dstring or list
|
2317 |
-
|
2318 |
-
Parameters
|
2319 |
-
row : row either delemeter separated string or list
|
2320 |
-
"""
|
2321 |
-
if self.delim is not None:
|
2322 |
-
rowArr = row.split(self.delim)
|
2323 |
-
msg = "row does not have expected number of columns found " + str(len(rowArr)) + " expected " + str(self.rowSize)
|
2324 |
-
assert len(rowArr) == self.rowSize, msg
|
2325 |
-
else:
|
2326 |
-
rowArr = row
|
2327 |
-
|
2328 |
-
newRowArr = []
|
2329 |
-
for i in range(len(rowArr)):
|
2330 |
-
curVal = rowArr[i]
|
2331 |
-
if (i in self.catValues):
|
2332 |
-
values = self.catValues[i]
|
2333 |
-
for val in values:
|
2334 |
-
if val == curVal:
|
2335 |
-
newVal = self.trueVal
|
2336 |
-
else:
|
2337 |
-
newVal = self.falseVal
|
2338 |
-
newRowArr.append(newVal)
|
2339 |
-
else:
|
2340 |
-
newRowArr.append(curVal)
|
2341 |
-
assert len(newRowArr) == self.newRowSize, "invalid new row size " + str(len(newRowArr)) + " expected " + str(self.newRowSize)
|
2342 |
-
encRow = self.delim.join(newRowArr) if self.delim is not None else newRowArr
|
2343 |
-
return encRow
|
2344 |
-
|
2345 |
-
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|
matumizi/pyproject.toml
DELETED
@@ -1,6 +0,0 @@
|
|
1 |
-
[build-system]
|
2 |
-
requires = [
|
3 |
-
"setuptools>=42",
|
4 |
-
"wheel"
|
5 |
-
]
|
6 |
-
build-backend = "setuptools.build_meta"
|
|
|
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|
|
matumizi/requirements.txt
DELETED
@@ -1,9 +0,0 @@
|
|
1 |
-
hurst==0.0.5
|
2 |
-
jprops==2.0.2
|
3 |
-
matplotlib==3.3.0
|
4 |
-
numpy==1.18.5
|
5 |
-
pandas==1.1.0
|
6 |
-
python_Levenshtein==0.12.2
|
7 |
-
scikit_learn==1.0.2
|
8 |
-
scipy==1.5.2
|
9 |
-
statsmodels==0.11.1
|
|
|
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|
|
matumizi/resources/spdata.txt
DELETED
@@ -1,12 +0,0 @@
|
|
1 |
-
WMT,171,22030
|
2 |
-
PFE,226,9818
|
3 |
-
NFLX,138,48338
|
4 |
-
AMD,211,19423
|
5 |
-
TSLA,57,55317
|
6 |
-
AMZN,72,9604
|
7 |
-
META,121,24221
|
8 |
-
QCOM,83,13180
|
9 |
-
CSCO,137,5854
|
10 |
-
MSFT,67,16717
|
11 |
-
SBUX,140,12640
|
12 |
-
AAPL,78,11578
|
|
|
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|
matumizi/setup.cfg
DELETED
@@ -1,18 +0,0 @@
|
|
1 |
-
[metadata]
|
2 |
-
name = matumizi
|
3 |
-
version = 0.0.7
|
4 |
-
author = Pranab Ghosh
|
5 |
-
author_email = [email protected]
|
6 |
-
description = Data exploration alopng with various utilities for Data Science
|
7 |
-
long_description = file: README.md
|
8 |
-
long_description_content_type = text/markdown
|
9 |
-
url = https://github.com/pranab/whakapai/tree/master/matumizi
|
10 |
-
classifiers =
|
11 |
-
Programming Language :: Python :: 3
|
12 |
-
License :: OSI Approved :: GNU General Public License v2 (GPLv2)
|
13 |
-
Operating System :: OS Independent
|
14 |
-
|
15 |
-
[options]
|
16 |
-
packages = find:
|
17 |
-
python_requires = >=3.7
|
18 |
-
include_package_data = True
|
|
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