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UltronAI/Deep-Learning | Pattern-Recognition/hw2-Feature-Selection/skfeature/function/wrapper/svm_backward.py | 1 | 1775 | import numpy as np
from sklearn.svm import SVC
from sklearn.model_selection import KFold
from sklearn.metrics import accuracy_score
def svm_backward(X, y, n_selected_features):
"""
This function implements the backward feature selection algorithm based on SVM
Input
-----
X: {numpy array}, shape (n_samples, n_features)
input data
y: {numpy array}, shape (n_samples,)
input class labels
n_selected_features: {int}
number of selected features
Output
------
F: {numpy array}, shape (n_features, )
index of selected features
"""
n_samples, n_features = X.shape
# using 10 fold cross validation
cv = KFold(n_samples, n_folds=10, shuffle=True)
# choose SVM as the classifier
clf = SVC()
# selected feature set, initialized to contain all features
F = range(n_features)
count = n_features
while count > n_selected_features:
max_acc = 0
for i in range(n_features):
if i in F:
F.remove(i)
X_tmp = X[:, F]
acc = 0
for train, test in cv:
clf.fit(X_tmp[train], y[train])
y_predict = clf.predict(X_tmp[test])
acc_tmp = accuracy_score(y[test], y_predict)
acc += acc_tmp
acc = float(acc)/10
F.append(i)
# record the feature which results in the largest accuracy
if acc > max_acc:
max_acc = acc
idx = i
# delete the feature which results in the largest accuracy
F.remove(idx)
count -= 1
return np.array(F)
| mit |
NeuralEnsemble/elephant | elephant/asset/asset.py | 2 | 102992 | # -*- coding: utf-8 -*-
"""
ASSET is a statistical method :cite:`asset-Torre16_e1004939` for the detection
of repeating sequences of synchronous spiking events in parallel spike trains.
ASSET analysis class object of finding patterns
-----------------------------------------------
.. autosummary::
:toctree: _toctree/asset/
ASSET
Patterns post-exploration
-------------------------
.. autosummary::
:toctree: _toctree/asset/
synchronous_events_intersection
synchronous_events_difference
synchronous_events_identical
synchronous_events_no_overlap
synchronous_events_contained_in
synchronous_events_contains_all
synchronous_events_overlap
Tutorial
--------
:doc:`View tutorial <../tutorials/asset>`
Run tutorial interactively:
.. image:: https://mybinder.org/badge.svg
:target: https://mybinder.org/v2/gh/NeuralEnsemble/elephant/master
?filepath=doc/tutorials/asset.ipynb
Examples
--------
In this example we
* simulate two noisy synfire chains;
* shuffle the neurons to destroy visual appearance;
* run ASSET analysis to recover the original neurons arrangement.
1. Simulate two noise synfire chains, shuffle the neurons to destroy the
pattern visually, and store shuffled activations in neo.SpikeTrains.
>>> import neo
>>> import numpy as np
>>> import quantities as pq
>>> np.random.seed(10)
>>> spiketrain = np.linspace(0, 50, num=10)
>>> np.random.shuffle(spiketrain)
>>> spiketrains = np.c_[spiketrain, spiketrain + 100]
>>> spiketrains += np.random.random_sample(spiketrains.shape) * 5
>>> spiketrains = [neo.SpikeTrain(st, units='ms', t_stop=1 * pq.s)
... for st in spiketrains]
2. Create `ASSET` class object that holds spike trains.
`ASSET` requires at least one argument - a list of spike trains. If
`spiketrains_y` is not provided, the same spike trains are used to build an
intersection matrix with.
>>> from elephant import asset
>>> asset_obj = asset.ASSET(spiketrains, bin_size=3*pq.ms)
3. Build the intersection matrix `imat`:
>>> imat = asset_obj.intersection_matrix()
4. Estimate the probability matrix `pmat`, using the analytical method:
>>> pmat = asset_obj.probability_matrix_analytical(imat,
... kernel_width=50*pq.ms)
5. Compute the joint probability matrix `jmat`, using a suitable filter:
>>> jmat = asset_obj.joint_probability_matrix(pmat, filter_shape=(5, 1),
... n_largest=3)
6. Create the masked version of the intersection matrix, `mmat`, from `pmat`
and `jmat`:
>>> mmat = asset_obj.mask_matrices([pmat, jmat], thresholds=.9)
7. Cluster significant elements of imat into diagonal structures:
>>> cmat = asset_obj.cluster_matrix_entries(mmat, max_distance=11,
... min_neighbors=3, stretch=5)
9. Extract sequences of synchronous events:
>>> sses = asset_obj.extract_synchronous_events(cmat)
The ASSET found the following sequences of synchronous events:
>>> sses
{1: {(36, 2): {5},
(37, 4): {1},
(40, 6): {4},
(41, 7): {8},
(43, 9): {2},
(47, 14): {7},
(48, 15): {0},
(50, 17): {9}}}
To visualize them, refer to Viziphant documentation and an example plot
:func:`viziphant.asset.plot_synchronous_events`.
"""
from __future__ import division, print_function, unicode_literals
import math
import os
import subprocess
import sys
import tempfile
import warnings
from pathlib import Path
import neo
import numpy as np
import quantities as pq
import scipy.spatial
import scipy.stats
from sklearn.cluster import dbscan
from sklearn.metrics import pairwise_distances, pairwise_distances_chunked
from tqdm import trange, tqdm
import elephant.conversion as conv
from elephant import spike_train_surrogates
from elephant.utils import get_cuda_capability_major
try:
from mpi4py import MPI
mpi_accelerated = True
comm = MPI.COMM_WORLD
size = comm.Get_size()
rank = comm.Get_rank()
except ImportError:
mpi_accelerated = False
size = 1
rank = 0
__all__ = [
"ASSET",
"synchronous_events_intersection",
"synchronous_events_difference",
"synchronous_events_identical",
"synchronous_events_no_overlap",
"synchronous_events_contained_in",
"synchronous_events_contains_all",
"synchronous_events_overlap"
]
# =============================================================================
# Some Utility Functions to be dealt with in some way or another
# =============================================================================
def _signals_same_attribute(signals, attr_name):
"""
Check whether a list of signals (`neo.AnalogSignal` or `neo.SpikeTrain`)
have same attribute `attr_name`. If so, return that value. Otherwise,
raise ValueError.
Parameters
----------
signals : list
A list of signals (e.g. `neo.AnalogSignal` or `neo.SpikeTrain`) having
attribute `attr_name`.
Returns
-------
pq.Quantity
The value of the common attribute `attr_name` of the list of signals.
Raises
------
ValueError
If `signals` is an empty list.
If `signals` have different `attr_name` attribute values.
"""
if len(signals) == 0:
raise ValueError('Empty signals list')
attribute = getattr(signals[0], attr_name)
for sig in signals[1:]:
if getattr(sig, attr_name) != attribute:
raise ValueError(
"Signals have different '{}' values".format(attr_name))
return attribute
def _quantities_almost_equal(x, y):
"""
Returns True if two quantities are almost equal, i.e., if `x - y` is
"very close to 0" (not larger than machine precision for floats).
Parameters
----------
x : pq.Quantity
First Quantity to compare.
y : pq.Quantity
Second Quantity to compare. Must have same unit type as `x`, but not
necessarily the same shape. Any shapes of `x` and `y` for which `x - y`
can be calculated are permitted.
Returns
-------
np.ndarray
Array of `bool`, which is True at any position where `x - y` is almost
zero.
Notes
-----
Not the same as `numpy.testing.assert_allclose` (which does not work
with Quantities) and `numpy.testing.assert_almost_equal` (which works only
with decimals)
"""
eps = np.finfo(float).eps
relative_diff = (x - y).magnitude
return np.all([-eps <= relative_diff, relative_diff <= eps], axis=0)
def _transactions(spiketrains, bin_size, t_start, t_stop, ids=None):
"""
Transform parallel spike trains into a list of sublists, called
transactions, each corresponding to a time bin and containing the list
of spikes in `spiketrains` falling into that bin.
To compute each transaction, the spike trains are binned (with adjacent
exclusive binning) and clipped (i.e., spikes from the same train falling
in the same bin are counted as one event). The list of spike IDs within
each bin form the corresponding transaction.
Parameters
----------
spiketrains : list of neo.SpikeTrain or list of tuple
A list of `neo.SpikeTrain` objects, or list of pairs
(Train_ID, `neo.SpikeTrain`), where `Train_ID` can be any hashable
object.
bin_size : pq.Quantity
Width of each time bin. Time is binned to determine synchrony.
t_start : pq.Quantity
The starting time. Only spikes occurring at times `t >= t_start` are
considered. The first transaction contains spikes falling into the
time segment `[t_start, t_start+bin_size]`.
If None, takes the value of `spiketrain.t_start`, common for all
input `spiketrains` (raises ValueError if it's not the case).
Default: None
t_stop : pq.Quantity
The ending time. Only spikes occurring at times `t < t_stop` are
considered.
If None, takes the value of `spiketrain.t_stop`, common for all
input `spiketrains` (raises ValueError if it's not the case).
Default: None
ids : list of int, optional
List of spike train IDs.
If None, the IDs `0` to `N-1` are used, where `N` is the number of
input spike trains.
Default: None
Returns
-------
list of list
A list of transactions, where each transaction corresponds to a time
bin and represents the list of spike train IDs having a spike in that
time bin.
Raises
------
TypeError
If `spiketrains` is not a list of `neo.SpikeTrain` or a list of tuples
(id, `neo.SpikeTrain`).
"""
if all(isinstance(st, neo.SpikeTrain) for st in spiketrains):
trains = spiketrains
if ids is None:
ids = range(len(spiketrains))
else:
# (id, SpikeTrain) pairs
try:
ids, trains = zip(*spiketrains)
except TypeError:
raise TypeError('spiketrains must be either a list of ' +
'SpikeTrains or a list of (id, SpikeTrain) pairs')
# Bin the spike trains and take for each of them the ids of filled bins
binned = conv.BinnedSpikeTrain(
trains, bin_size=bin_size, t_start=t_start, t_stop=t_stop)
filled_bins = binned.spike_indices
# Compute and return the transaction list
return [[train_id for train_id, b in zip(ids, filled_bins)
if bin_id in b] for bin_id in range(binned.n_bins)]
def _analog_signal_step_interp(signal, times):
"""
Compute the step-wise interpolation of a signal at desired times.
Given a signal (e.g. a `neo.AnalogSignal`) `s` taking values `s[t0]` and
`s[t1]` at two consecutive time points `t0` and `t1` (`t0 < t1`), the value
of the step-wise interpolation at time `t: t0 <= t < t1` is given by
`s[t] = s[t0]`.
Parameters
----------
signal : neo.AnalogSignal
The analog signal, containing the discretization of the function to
interpolate.
times : pq.Quantity
A vector of time points at which the step interpolation is computed.
Returns
-------
pq.Quantity
Object with same shape of `times` and containing
the values of the interpolated signal at the time points in `times`.
"""
dt = signal.sampling_period
# Compute the ids of the signal times to the left of each time in times
time_ids = np.floor(
((times - signal.t_start) / dt).rescale(
pq.dimensionless).magnitude).astype('i')
return (signal.magnitude[time_ids] * signal.units).rescale(signal.units)
# =============================================================================
# HERE ASSET STARTS
# =============================================================================
def _stretched_metric_2d(x, y, stretch, ref_angle, working_memory=None):
r"""
Given a list of points on the real plane, identified by their abscissa `x`
and ordinate `y`, compute a stretched transformation of the Euclidean
distance among each of them.
The classical euclidean distance `d` between points `(x1, y1)` and
`(x2, y2)`, i.e., :math:`\sqrt((x1-x2)^2 + (y1-y2)^2)`, is multiplied by a
factor
.. math::
1 + (stretch - 1.) * \abs(\sin(ref_angle - \theta)),
where :math:`\theta` is the angle between the points and the 45 degree
direction (i.e., the line `y = x`).
The stretching factor thus steadily varies between 1 (if the line
connecting `(x1, y1)` and `(x2, y2)` has inclination `ref_angle`) and
`stretch` (if that line has inclination `90 + ref_angle`).
Parameters
----------
x : (n,) np.ndarray
Array of abscissas of all points among which to compute the distance.
y : (n,) np.ndarray
Array of ordinates of all points among which to compute the distance
(same shape as `x`).
stretch : float
Maximum stretching factor, applied if the line connecting the points
has inclination `90 + ref_angle`.
ref_angle : float
Reference angle in degrees (i.e., the inclination along which the
stretching factor is 1).
Returns
-------
D : (n,n) np.ndarray
Square matrix of distances between all pairs of points.
"""
alpha = np.deg2rad(ref_angle) # reference angle in radians
# Create the array of points (one per row) for which to compute the
# stretched distance
points = np.column_stack([x, y])
x_array = np.expand_dims(x, axis=0)
y_array = np.expand_dims(y, axis=0)
def calculate_stretch_mat(theta_mat, D_mat):
# Transform [-pi, pi] back to [-pi/2, pi/2]
theta_mat[theta_mat < -np.pi / 2] += np.pi
theta_mat[theta_mat > np.pi / 2] -= np.pi
# Compute the matrix of stretching factors for each pair of points.
# Equivalent to:
# stretch_mat = 1 + (stretch - 1.) * np.abs(np.sin(alpha - theta))
_stretch_mat = np.subtract(alpha, theta_mat, out=theta_mat)
_stretch_mat = np.sin(_stretch_mat, out=_stretch_mat)
_stretch_mat = np.abs(_stretch_mat, out=_stretch_mat)
_stretch_mat = np.multiply(stretch - 1, _stretch_mat, out=_stretch_mat)
_stretch_mat = np.add(1, _stretch_mat, out=_stretch_mat)
_stretch_mat = np.multiply(D_mat, _stretch_mat, out=_stretch_mat)
return _stretch_mat
if working_memory is None:
# Compute the matrix D[i, j] of euclidean distances among points
# i and j
D = pairwise_distances(points)
# Compute the angular coefficients of the line between each pair of
# points
# dX[i,j]: x difference between points i and j
# dY[i,j]: y difference between points i and j
dX = x_array.T - x_array
dY = y_array.T - y_array
# Compute the matrix Theta of angles between each pair of points
theta = np.arctan2(dY, dX, dtype=np.float32)
stretch_mat = calculate_stretch_mat(theta, D)
else:
start = 0
# x and y sizes are the same
stretch_mat = np.empty((len(x), len(y)), dtype=np.float32)
for D_chunk in pairwise_distances_chunked(
points, working_memory=working_memory):
chunk_size = D_chunk.shape[0]
dX = x_array[:, start: start + chunk_size].T - x_array
dY = y_array[:, start: start + chunk_size].T - y_array
theta_chunk = np.arctan2(
dY, dX, out=stretch_mat[start: start + chunk_size, :])
# stretch_mat (theta_chunk) is updated in-place here
calculate_stretch_mat(theta_chunk, D_chunk)
start += chunk_size
# Return the stretched distance matrix
return stretch_mat
def _interpolate_signals(signals, sampling_times, verbose=False):
"""
Interpolate signals at given sampling times.
"""
# Reshape all signals to one-dimensional array object (e.g. AnalogSignal)
for i, signal in enumerate(signals):
if signal.ndim == 2:
signals[i] = signal.flatten()
elif signal.ndim > 2:
raise ValueError('elements in fir_rates must have 2 dimensions')
if verbose:
print('create time slices of the rates...')
# Interpolate in the time bins
interpolated_signal = np.vstack([_analog_signal_step_interp(
signal, sampling_times).rescale('Hz').magnitude
for signal in signals]) * pq.Hz
return interpolated_signal
class _GPUBackend:
"""
Parameters
----------
max_chunk_size: int or None, optional
Defines the maximum chunk size used in the `_split_axis` function. The
users typically don't need to set this parameter manually - it's used
to simulate scenarios when the input matrix is so large that it cannot
fit into GPU memory. Setting this parameter manually can resolve GPU
memory errors in case automatic parameters adjustment fails.
Notes
-----
1. PyOpenCL backend takes some time to compile the kernel for the first
time - the caching will affect your benchmarks unless you run each
program twice.
2. Pinned Host Memory.
Host (CPU) data allocations are pageable by default. The GPU cannot
access data directly from pageable host memory, so when a data transfer
from pageable host memory to device memory is invoked, the CUDA driver
must first allocate a temporary page-locked, or "pinned", host array,
copy the host data to the pinned array, and then transfer the data from
the pinned array to device memory, as illustrated at
https://developer.nvidia.com/blog/how-optimize-data-transfers-cuda-cc/
Same for OpenCL. Therefore, Python memory analyzers show increments in
the used RAM each time an OpenCL/CUDA buffer is created. As with any
Python objects, PyOpenCL and PyCUDA clean up and free allocated memory
automatically when garbage collection is executed.
"""
def __init__(self, max_chunk_size=None):
self.max_chunk_size = max_chunk_size
def _choose_backend(self):
# If CUDA is detected, always use CUDA.
# If OpenCL is detected, don't use it by default to avoid the system
# becoming unresponsive until the program terminates.
use_cuda = int(os.getenv("ELEPHANT_USE_CUDA", '1'))
use_opencl = int(os.getenv("ELEPHANT_USE_OPENCL", '1'))
cuda_detected = get_cuda_capability_major() != 0
if use_cuda and cuda_detected:
return self.pycuda
if use_opencl:
return self.pyopencl
return self.cpu
def _split_axis(self, chunk_size, axis_size, min_chunk_size=None):
chunk_size = min(chunk_size, axis_size)
if self.max_chunk_size is not None:
chunk_size = min(chunk_size, self.max_chunk_size)
if min_chunk_size is not None and chunk_size < min_chunk_size:
raise ValueError(f"[GPU not enough memory] Impossible to split "
f"the array into chunks of size at least "
f"{min_chunk_size} to fit into GPU memory")
n_chunks = math.ceil(axis_size / chunk_size)
chunk_size = math.ceil(axis_size / n_chunks) # align in size
if min_chunk_size is not None:
chunk_size = max(chunk_size, min_chunk_size)
split_idx = list(range(0, axis_size, chunk_size))
last_id = split_idx[-1]
last_size = axis_size - last_id # last is the smallest
split_idx = list(zip(split_idx[:-1], split_idx[1:]))
if min_chunk_size is not None and last_size < min_chunk_size:
# Overlap the last chunk with the previous.
# The overlapped part (intersection) will be computed twice.
last_id = axis_size - min_chunk_size
split_idx.append((last_id, axis_size))
return chunk_size, split_idx
class _JSFUniformOrderStat3D(_GPUBackend):
def __init__(self, n, d, precision='float', verbose=False,
cuda_threads=64, cuda_cwr_loops=32, tolerance=1e-5,
max_chunk_size=None):
super().__init__(max_chunk_size=max_chunk_size)
if d > n:
raise ValueError(f"d ({d}) must be less or equal n ({n})")
self.n = n
self.d = d
self.precision = precision
self.verbose = verbose and rank == 0
self.cuda_threads = cuda_threads
self.cuda_cwr_loops = cuda_cwr_loops
self.map_iterations = self._create_iteration_table()
bits = 32 if precision == "float" else 64
self.dtype = np.dtype(f"float{bits}")
self.tolerance = tolerance
@property
def num_iterations(self):
# map_iterations table is populated with element indices, not counts;
# therefore, we add 1
return self.map_iterations[:, -1].sum() + 1
def _create_iteration_table(self):
# do not use numpy arrays - they are limited to uint64
map_iterations = [list(range(self.n))]
for row_id in range(1, self.d):
prev_row = map_iterations[row_id - 1]
curr_row = [0] * (row_id + 1)
for col_id in range(row_id + 1, self.n):
cumsum = prev_row[col_id] + curr_row[-1]
curr_row.append(cumsum)
map_iterations.append(curr_row)
# here we can wrap the resulting array in numpy:
# if at least one item is greater than 2<<63 - 1,
# the data type will be set to 'object'
map_iterations = np.vstack(map_iterations)
return map_iterations
def _combinations_with_replacement(self):
# Generate sequences of {a_i} such that
# a_0 >= a_1 >= ... >= a_(d-1) and
# d-i <= a_i <= n, for each i in [0, d-1].
#
# Almost equivalent to
# list(itertools.combinations_with_replacement(range(n, 0, -1), r=d))
# [::-1]
#
# Example:
# _combinations_with_replacement(n=13, d=3) -->
# (3, 2, 1), (3, 2, 2), (3, 3, 1), ... , (13, 13, 12), (13, 13, 13).
#
# The implementation follows the insertion sort algorithm:
# insert a new element a_i from right to left to keep the reverse
# sorted order. Now substitute increment operation for insert.
if self.d > self.n:
return
if self.d == 1:
for matrix_entry in range(1, self.n + 1):
yield (matrix_entry,)
return
sequence_sorted = list(range(self.d, 0, -1))
input_order = tuple(sequence_sorted) # fixed
while sequence_sorted[0] != self.n + 1:
for last_element in range(1, sequence_sorted[-2] + 1):
sequence_sorted[-1] = last_element
yield tuple(sequence_sorted)
increment_id = self.d - 2
while increment_id > 0 and sequence_sorted[increment_id - 1] == \
sequence_sorted[increment_id]:
increment_id -= 1
sequence_sorted[increment_id + 1:] = input_order[increment_id + 1:]
sequence_sorted[increment_id] += 1
def cpu(self, log_du):
log_1 = np.log(1.)
# Compute the log of the integral's coefficient
logK = np.sum(np.log(np.arange(1, self.n + 1)))
# Add to the 3D matrix u a bottom layer equal to 0 and a
# top layer equal to 1. Then compute the difference du along
# the first dimension.
# prepare arrays for usage inside the loop
di_scratch = np.empty_like(log_du, dtype=np.int32)
log_du_scratch = np.empty_like(log_du)
# precompute log(factorial)s
# pad with a zero to get 0! = 1
log_factorial = np.hstack((0, np.cumsum(np.log(range(1, self.n + 1)))))
# compute the probabilities for each unique row of du
# only loop over the indices and do all du entries at once
# using matrix algebra
# initialise probabilities to 0
P_total = np.zeros(
log_du.shape[0],
dtype=np.float32 if self.precision == 'float' else np.float64
)
for iter_id, matrix_entries in enumerate(
tqdm(self._combinations_with_replacement(),
total=self.num_iterations,
desc="Joint survival function",
disable=not self.verbose)):
# if we are running with MPI
if mpi_accelerated and iter_id % size != rank:
continue
# we only need the differences of the indices:
di = -np.diff((self.n,) + matrix_entries + (0,))
# reshape the matrix to be compatible with du
di_scratch[:, range(len(di))] = di
# use precomputed factorials
sum_log_di_factorial = log_factorial[di].sum()
# Compute for each i,j the contribution to the probability
# given by this step, and add it to the total probability
# Use precomputed log
np.copyto(log_du_scratch, log_du)
# for each a=0,1,...,A-1 and b=0,1,...,B-1, replace du with 1
# whenever di_scratch = 0, so that du ** di_scratch = 1 (this
# avoids nans when both du and di_scratch are 0, and is
# mathematically correct)
log_du_scratch[di_scratch == 0] = log_1
di_log_du = di_scratch * log_du_scratch
sum_di_log_du = di_log_du.sum(axis=1)
logP = sum_di_log_du - sum_log_di_factorial
P_total += np.exp(logP + logK)
if mpi_accelerated:
totals = np.zeros_like(P_total)
# exchange all the results
mpi_float_type = MPI.FLOAT \
if self.precision == 'float' else MPI.DOUBLE
comm.Allreduce(
[P_total, mpi_float_type],
[totals, mpi_float_type],
op=MPI.SUM)
# We need to return the collected totals instead of the local
# P_total
P_total = totals
return P_total
def _compile_template(self, template_name, **kwargs):
from jinja2 import Template
cu_template_path = Path(__file__).parent / template_name
cu_template = Template(cu_template_path.read_text())
asset_cu = cu_template.render(
precision=self.precision,
CWR_LOOPS=self.cuda_cwr_loops,
N=self.n, D=self.d, **kwargs)
return asset_cu
def pyopencl(self, log_du, device_id=0):
import pyopencl as cl
import pyopencl.array as cl_array
self._check_input(log_du)
it_todo = self.num_iterations
u_length = log_du.shape[0]
context = cl.create_some_context(interactive=False)
if self.verbose:
print("Available OpenCL devices:\n", context.devices)
device = context.devices[device_id]
# A queue bounded to the device
queue = cl.CommandQueue(context)
max_l_block = device.local_mem_size // (
self.dtype.itemsize * (self.d + 2))
n_threads = min(self.cuda_threads, max_l_block,
device.max_work_group_size)
if n_threads > 32:
# It's more efficient to make the number of threads
# a multiple of the warp size (32).
n_threads -= n_threads % 32
iteration_table_str = ", ".join(f"{val}LU" for val in
self.map_iterations.flatten())
iteration_table_str = "{%s}" % iteration_table_str
log_factorial = np.r_[0, np.cumsum(np.log(range(1, self.n + 1)))]
logK = log_factorial[-1]
log_factorial_str = ", ".join(f"{val:.10f}" for val in log_factorial)
log_factorial_str = "{%s}" % log_factorial_str
atomic_int = 'int' if self.precision == 'float' else 'long'
# GPU_MAX_HEAP_SIZE OpenCL flag is set to 2 Gb (1 << 31) by default
mem_avail = min(device.max_mem_alloc_size, device.global_mem_size,
1 << 31)
# 4 * (D + 1) * size + 8 * size == mem_avail
chunk_size = mem_avail // (4 * log_du.shape[1] + self.dtype.itemsize)
chunk_size, split_idx = self._split_axis(chunk_size=chunk_size,
axis_size=u_length)
P_total = np.empty(u_length, dtype=self.dtype)
P_total_gpu = cl_array.Array(queue, shape=chunk_size, dtype=self.dtype)
for i_start, i_end in split_idx:
log_du_gpu = cl_array.to_device(queue, log_du[i_start: i_end],
async_=True)
P_total_gpu.fill(0, queue=queue)
chunk_size = i_end - i_start
l_block = min(n_threads, chunk_size)
l_num_blocks = math.ceil(chunk_size / l_block)
grid_size = math.ceil(it_todo / (n_threads * self.cuda_cwr_loops))
if grid_size > l_num_blocks:
# make grid_size divisible by l_num_blocks
grid_size -= grid_size % l_num_blocks
else:
# grid_size must be at least l_num_blocks
grid_size = l_num_blocks
if self.verbose:
print(f"[Joint prob. matrix] it_todo={it_todo}, "
f"grid_size={grid_size}, L_BLOCK={l_block}, "
f"N_THREADS={n_threads}")
# OpenCL defines unsigned long as uint64, therefore we're adding
# the LU suffix, not LLU, which would indicate unsupported uint128
# data type format.
asset_cl = self._compile_template(
template_name="joint_pmat.cl",
L=f"{chunk_size}LU",
L_BLOCK=l_block,
L_NUM_BLOCKS=l_num_blocks,
ITERATIONS_TODO=f"{it_todo}LU",
logK=f"{logK:.10f}f",
iteration_table=iteration_table_str,
log_factorial=log_factorial_str,
ATOMIC_UINT=f"unsigned {atomic_int}",
ASSET_ENABLE_DOUBLE_SUPPORT=int(self.precision == "double")
)
program = cl.Program(context, asset_cl).build()
# synchronize
cl.enqueue_barrier(queue)
kernel = program.jsf_uniform_orderstat_3d_kernel
kernel(queue, (grid_size,), (n_threads,),
P_total_gpu.data, log_du_gpu.data, g_times_l=True)
P_total_gpu[:chunk_size].get(ary=P_total[i_start: i_end])
return P_total
def pycuda(self, log_du):
try:
# PyCuda should not be in requirements-extra because CPU limited
# users won't be able to install Elephant.
import pycuda.autoinit
import pycuda.gpuarray as gpuarray
import pycuda.driver as drv
from pycuda.compiler import SourceModule
except ImportError as err:
raise ImportError(
"Install pycuda with 'pip install pycuda'") from err
self._check_input(log_du)
it_todo = self.num_iterations
u_length = log_du.shape[0]
device = pycuda.autoinit.device
max_l_block = device.MAX_SHARED_MEMORY_PER_BLOCK // (
self.dtype.itemsize * (self.d + 2))
n_threads = min(self.cuda_threads, max_l_block,
device.MAX_THREADS_PER_BLOCK)
if n_threads > device.WARP_SIZE:
# It's more efficient to make the number of threads
# a multiple of the warp size (32).
n_threads -= n_threads % device.WARP_SIZE
log_factorial = np.r_[0, np.cumsum(np.log(range(1, self.n + 1)))]
log_factorial = log_factorial.astype(self.dtype)
logK = log_factorial[-1]
free, total = drv.mem_get_info()
# 4 * (D + 1) * size + 8 * size == mem_avail
chunk_size = free // (4 * log_du.shape[1] + self.dtype.itemsize)
chunk_size, split_idx = self._split_axis(chunk_size=chunk_size,
axis_size=u_length)
P_total = np.empty(u_length, dtype=self.dtype)
P_total_gpu = gpuarray.GPUArray(chunk_size, dtype=self.dtype)
log_du_gpu = drv.mem_alloc(4 * chunk_size * log_du.shape[1])
for i_start, i_end in split_idx:
drv.memcpy_htod_async(dest=log_du_gpu, src=log_du[i_start: i_end])
P_total_gpu.fill(0)
chunk_size = i_end - i_start
l_block = min(n_threads, chunk_size)
l_num_blocks = math.ceil(chunk_size / l_block)
grid_size = math.ceil(it_todo / (n_threads * self.cuda_cwr_loops))
grid_size = min(grid_size, device.MAX_GRID_DIM_X)
if grid_size > l_num_blocks:
# make grid_size divisible by l_num_blocks
grid_size -= grid_size % l_num_blocks
else:
# grid_size must be at least l_num_blocks
grid_size = l_num_blocks
if self.verbose:
print(f"[Joint prob. matrix] it_todo={it_todo}, "
f"grid_size={grid_size}, L_BLOCK={l_block}, "
f"N_THREADS={n_threads}")
asset_cu = self._compile_template(
template_name="joint_pmat.cu",
L=f"{chunk_size}LLU",
L_BLOCK=l_block,
L_NUM_BLOCKS=l_num_blocks,
ITERATIONS_TODO=f"{it_todo}LLU",
logK=f"{logK:.10f}f",
)
module = SourceModule(asset_cu)
iteration_table_gpu, _ = module.get_global("iteration_table")
iteration_table = self.map_iterations.astype(np.uint64)
drv.memcpy_htod(iteration_table_gpu, iteration_table)
log_factorial_gpu, _ = module.get_global("log_factorial")
drv.memcpy_htod(log_factorial_gpu, log_factorial)
drv.Context.synchronize()
kernel = module.get_function("jsf_uniform_orderstat_3d_kernel")
kernel(P_total_gpu.gpudata, log_du_gpu, grid=(grid_size, 1),
block=(n_threads, 1, 1))
P_total_gpu[:chunk_size].get(ary=P_total[i_start: i_end])
return P_total
def _cuda(self, log_du):
# Compile a self-contained joint_pmat_old.cu file and run it
# in a terminal. Having this function is useful to debug ASSET CUDA
# application because it's self-contained and the logic is documented.
# Don't use this backend when the 'log_du' arrays are huge because
# of the disk I/O operations.
# A note to developers: remove this backend in half a year once the
# pycuda backend proves to be stable.
self._check_input(log_du)
asset_cu = self._compile_template(
template_name="joint_pmat_old.cu",
L=f"{log_du.shape[0]}LLU",
N_THREADS=self.cuda_threads,
ITERATIONS_TODO=f"{self.num_iterations}LLU",
ASSET_DEBUG=int(self.verbose)
)
with tempfile.TemporaryDirectory() as asset_tmp_folder:
asset_cu_path = os.path.join(asset_tmp_folder, 'asset.cu')
asset_bin_path = os.path.join(asset_tmp_folder, 'asset.o')
with open(asset_cu_path, 'w') as f:
f.write(asset_cu)
# -O3 optimization flag is for the host code only;
# by default, GPU device code is optimized with -O3.
# -w to ignore warnings.
compile_cmd = ['nvcc', '-w', '-O3', '-o', asset_bin_path,
asset_cu_path]
if self.precision == 'double' and get_cuda_capability_major() >= 6:
# atomicAdd(double) requires compute capability 6.x
compile_cmd.extend(['-arch', 'sm_60'])
compile_status = subprocess.run(
compile_cmd,
stdout=subprocess.PIPE, stderr=subprocess.PIPE)
if self.verbose:
print(compile_status.stdout.decode())
print(compile_status.stderr.decode(), file=sys.stderr)
compile_status.check_returncode()
log_du_path = os.path.join(asset_tmp_folder, "log_du.dat")
P_total_path = os.path.join(asset_tmp_folder, "P_total.dat")
with open(log_du_path, 'wb') as f:
log_du.tofile(f)
run_status = subprocess.run(
[asset_bin_path, log_du_path, P_total_path],
stdout=subprocess.PIPE, stderr=subprocess.PIPE)
if self.verbose:
print(run_status.stdout.decode())
print(run_status.stderr.decode(), file=sys.stderr)
run_status.check_returncode()
with open(P_total_path, 'rb') as f:
P_total = np.fromfile(f, dtype=self.dtype)
return P_total
def _check_input(self, log_du):
it_todo = self.num_iterations
if it_todo > np.iinfo(np.uint64).max:
raise ValueError(f"it_todo ({it_todo}) is larger than MAX_UINT64."
" Only Python backend is supported.")
# Don't convert log_du to float32 transparently for the user to avoid
# situations when the user accidentally passes an array with float64.
# Doing so wastes memory for nothing.
if log_du.dtype != np.float32:
raise ValueError("'log_du' must be a float32 array")
if log_du.shape[1] != self.d + 1:
raise ValueError(f"log_du.shape[1] ({log_du.shape[1]}) must be "
f"equal to D+1 ({self.d + 1})")
def compute(self, u):
if u.shape[1] != self.d:
raise ValueError("Invalid input data shape axis 1: expected {}, "
"got {}".format(self.d, u.shape[1]))
# A faster and memory efficient implementation of
# du = np.diff(u, prepend=0, append=1, axis=1).astype(np.float32)
du = np.empty((u.shape[0], u.shape[1] + 1), dtype=np.float32)
du[:, 0] = u[:, 0]
np.subtract(u[:, 1:], u[:, :-1], out=du[:, 1:-1])
np.subtract(1, u[:, -1], out=du[:, -1])
# precompute logarithms
# ignore warnings about infinities, see inside the loop:
# we replace 0 * ln(0) by 1 to get exp(0 * ln(0)) = 0 ** 0 = 1
# the remaining infinities correctly evaluate to
# exp(ln(0)) = exp(-inf) = 0
with warnings.catch_warnings():
warnings.simplefilter('ignore', RuntimeWarning)
log_du = np.log(du, out=du)
jsf_backend = self._choose_backend()
P_total = jsf_backend(log_du)
# Captures non-finite values like NaN, inf
inside = (P_total > -self.tolerance) & (P_total < 1 + self.tolerance)
outside_vals = P_total[~inside]
if len(outside_vals) > 0:
# A watchdog for unexpected results.
warnings.warn(f"{len(outside_vals)}/{P_total.shape[0]} values of "
"the computed joint prob. matrix lie outside of the "
f"valid [0, 1] interval:\n{outside_vals}\nIf you're "
"using PyOpenCL backend, make sure you've disabled "
"GPU Hangcheck as described here https://"
"software.intel.com/content/www/us/en/develop/"
"documentation/get-started-with-intel-oneapi-"
"base-linux/top/before-you-begin.html\n"
"Clipping the output array to 0 and 1.")
P_total = np.clip(P_total, a_min=0., a_max=1., out=P_total)
return P_total
class _PMatNeighbors(_GPUBackend):
"""
Parameters
----------
filter_shape : tuple of int
A pair of integers representing the kernel shape `(l, w)`.
n_largest : int
The number of largest neighbors to collect for each entry in `mat`.
"""
def __init__(self, filter_shape, n_largest, max_chunk_size=None):
super().__init__(max_chunk_size=max_chunk_size)
self.n_largest = n_largest
self.max_chunk_size = max_chunk_size
filter_size, filter_width = filter_shape
if filter_width >= filter_size:
raise ValueError('filter_shape width must be lower than length')
if not ((filter_width % 2) and (filter_size % 2)):
warnings.warn(
'The kernel is not centered on the datapoint in whose'
'calculation it is used. Consider using odd values'
'for both entries of filter_shape.')
# Construct the kernel
filt = np.ones((filter_size, filter_size), dtype=bool)
filt = np.triu(filt, -filter_width)
filt = np.tril(filt, filter_width)
if n_largest > len(filt.nonzero()[0]):
raise ValueError(f"Too small filter shape {filter_shape} to "
f"select {n_largest} largest elements.")
self.filter_kernel = filt
def _check_input(self, mat):
symmetric = np.all(np.diagonal(mat) == 0.5)
# Check consistent arguments
filter_size = self.filter_kernel.shape[0]
if (symmetric and mat.shape[0] < 2 * filter_size - 1) \
or (not symmetric and min(mat.shape) < filter_size):
raise ValueError(f"'filter_shape' {self.filter_kernel.shape} is "
f"too large for the input matrix of shape "
f"{mat.shape}")
if mat.dtype != np.float32:
raise ValueError("The input matrix dtype must be float32.")
def pyopencl(self, mat):
import pyopencl as cl
import pyopencl.array as cl_array
from jinja2 import Template
context = cl.create_some_context(interactive=False)
device = context.devices[0]
queue = cl.CommandQueue(context)
# if the matrix is symmetric the diagonal was set to 0.5
# when computing the probability matrix
symmetric = np.all(np.diagonal(mat) == 0.5)
self._check_input(mat)
filt_size = self.filter_kernel.shape[0] # filt is a square matrix
filt_rows, filt_cols = self.filter_kernel.nonzero()
filt_rows = "{%s}" % ", ".join(f"{row}U" for row in filt_rows)
filt_cols = "{%s}" % ", ".join(f"{col}U" for col in filt_cols)
lmat_padded = np.zeros((mat.shape[0], mat.shape[1], self.n_largest),
dtype=np.float32)
if symmetric:
mat = mat[filt_size:]
lmat = lmat_padded[filt_size + filt_size // 2: -filt_size // 2 + 1]
else:
lmat = lmat_padded[filt_size // 2: -filt_size // 2 + 1]
# GPU_MAX_HEAP_SIZE OpenCL flag is set to 2 Gb (1 << 31) by default
mem_avail = min(device.max_mem_alloc_size, device.global_mem_size,
1 << 31)
# 4 * size * n_cols * n_largest + 4 * (size + filt_size) * n_cols
chunk_size = (mem_avail // 4 - filt_size * lmat.shape[1]) // (
lmat.shape[1] * (self.n_largest + 1))
chunk_size, split_idx = self._split_axis(chunk_size=chunk_size,
axis_size=lmat.shape[0],
min_chunk_size=filt_size)
pmat_cl_path = Path(__file__).parent / "pmat_neighbors.cl"
pmat_cl_template = Template(pmat_cl_path.read_text())
lmat_gpu = cl_array.Array(
queue, shape=(chunk_size, lmat.shape[1], self.n_largest),
dtype=np.float32
)
for i_start, i_end in split_idx:
mat_gpu = cl_array.to_device(queue,
mat[i_start: i_end + filt_size],
async_=True)
lmat_gpu.fill(0, queue=queue)
chunk_size = i_end - i_start
it_todo = chunk_size * (lmat.shape[1] - filt_size + 1)
pmat_neighbors_cl = pmat_cl_template.render(
FILT_SIZE=filt_size,
N_LARGEST=self.n_largest,
PMAT_COLS=f"{lmat.shape[1]}LU",
Y_OFFSET=f"{i_start}LU",
NONZERO_SIZE=self.filter_kernel.sum(),
SYMMETRIC=int(symmetric),
filt_rows=filt_rows,
filt_cols=filt_cols
)
program = cl.Program(context, pmat_neighbors_cl).build()
# synchronize
cl.enqueue_barrier(queue)
kernel = program.pmat_neighbors
# When the grid size is set to the total number of work items to
# execute and the local size is set to None, PyOpenCL chooses the
# number of threads automatically such that the total number of
# work items exactly matches the desired number of iterations.
kernel(queue, (it_todo,), None, lmat_gpu.data, mat_gpu.data)
lmat_gpu[:chunk_size].get(ary=lmat[i_start: i_end])
return lmat_padded
def pycuda(self, mat):
from jinja2 import Template
try:
# PyCuda should not be in requirements-extra because CPU limited
# users won't be able to install Elephant.
import pycuda.autoinit
import pycuda.gpuarray as gpuarray
import pycuda.driver as drv
from pycuda.compiler import SourceModule
except ImportError as err:
raise ImportError(
"Install pycuda with 'pip install pycuda'") from err
# if the matrix is symmetric the diagonal was set to 0.5
# when computing the probability matrix
symmetric = np.all(np.diagonal(mat) == 0.5)
self._check_input(mat)
device = pycuda.autoinit.device
n_threads = device.MAX_THREADS_PER_BLOCK
filt_size = self.filter_kernel.shape[0]
filt_rows, filt_cols = self.filter_kernel.nonzero()
lmat_padded = np.zeros((mat.shape[0], mat.shape[1], self.n_largest),
dtype=np.float32)
if symmetric:
mat = mat[filt_size:]
lmat = lmat_padded[filt_size + filt_size // 2: -filt_size // 2 + 1]
else:
lmat = lmat_padded[filt_size // 2: -filt_size // 2 + 1]
free, total = drv.mem_get_info()
# 4 * size * n_cols * n_largest + 4 * (size + filt_size) * n_cols
chunk_size = (free // 4 - filt_size * lmat.shape[1]) // (
lmat.shape[1] * (self.n_largest + 1))
chunk_size, split_idx = self._split_axis(chunk_size=chunk_size,
axis_size=lmat.shape[0],
min_chunk_size=filt_size)
pmat_cu_path = Path(__file__).parent / "pmat_neighbors.cu"
pmat_cu_template = Template(pmat_cu_path.read_text())
lmat_gpu = gpuarray.GPUArray(
(chunk_size, lmat.shape[1], self.n_largest), dtype=np.float32)
mat_gpu = drv.mem_alloc(4 * (chunk_size + filt_size) * mat.shape[1])
for i_start, i_end in split_idx:
drv.memcpy_htod_async(dest=mat_gpu,
src=mat[i_start: i_end + filt_size])
lmat_gpu.fill(0)
chunk_size = i_end - i_start
it_todo = chunk_size * (lmat.shape[1] - filt_size + 1)
pmat_neighbors_cu = pmat_cu_template.render(
FILT_SIZE=filt_size,
N_LARGEST=self.n_largest,
PMAT_COLS=f"{lmat.shape[1]}LLU",
Y_OFFSET=f"{i_start}LLU",
NONZERO_SIZE=self.filter_kernel.sum(),
SYMMETRIC=int(symmetric),
IT_TODO=it_todo,
)
module = SourceModule(pmat_neighbors_cu)
filt_rows_gpu, _ = module.get_global("filt_rows")
drv.memcpy_htod(filt_rows_gpu, filt_rows.astype(np.uint32))
filt_cols_gpu, _ = module.get_global("filt_cols")
drv.memcpy_htod(filt_cols_gpu, filt_cols.astype(np.uint32))
drv.Context.synchronize()
grid_size = math.ceil(it_todo / n_threads)
if grid_size > device.MAX_GRID_DIM_X:
raise ValueError("Cannot launch a CUDA kernel with "
f"{grid_size} num. of blocks. Adjust the "
"'max_chunk_size' parameter.")
kernel = module.get_function("pmat_neighbors")
kernel(lmat_gpu.gpudata, mat_gpu, grid=(grid_size, 1),
block=(n_threads, 1, 1))
lmat_gpu[:chunk_size].get(ary=lmat[i_start: i_end])
return lmat_padded
def compute(self, mat):
"""
Build the 3D matrix `L` of largest neighbors of elements in a 2D matrix
`mat`.
For each entry `mat[i, j]`, collects the `n_largest` elements with
largest values around `mat[i, j]`, say `z_i, i=1,2,...,n_largest`,
and assigns them to `L[i, j, :]`.
The zone around `mat[i, j]` where largest neighbors are collected from
is a rectangular area (kernel) of shape `(l, w) = filter_shape`
centered around `mat[i, j]` and aligned along the diagonal.
If `mat` is symmetric, only the triangle below the diagonal is
considered.
Parameters
----------
mat : np.ndarray
A square matrix of real-valued elements.
Returns
-------
lmat : np.ndarray
A matrix of shape `(l, w, n_largest)` containing along the last
dimension `lmat[i, j, :]` the largest neighbors of `mat[i, j]`.
"""
backend = self._choose_backend()
lmat = backend(mat)
return lmat
def cpu(self, mat):
# if the matrix is symmetric the diagonal was set to 0.5
# when computing the probability matrix
symmetric = np.all(np.diagonal(mat) == 0.5)
self._check_input(mat)
filter_size = self.filter_kernel.shape[0]
# Initialize the matrix of d-largest values as a matrix of zeroes
lmat = np.zeros((mat.shape[0], mat.shape[1], self.n_largest),
dtype=np.float32)
N_bin_y = mat.shape[0]
N_bin_x = mat.shape[1]
# if the matrix is symmetric do not use kernel positions intersected
# by the diagonal
if symmetric:
bin_range_y = range(filter_size, N_bin_y - filter_size + 1)
else:
bin_range_y = range(N_bin_y - filter_size + 1)
bin_range_x = range(N_bin_x - filter_size + 1)
# compute matrix of largest values
for y in bin_range_y:
if symmetric:
# x range depends on y position
bin_range_x = range(y - filter_size + 1)
for x in bin_range_x:
patch = mat[y: y + filter_size, x: x + filter_size]
mskd = patch[self.filter_kernel]
largest_vals = np.sort(mskd)[-self.n_largest:]
lmat[y + (filter_size // 2), x + (filter_size // 2), :] = \
largest_vals
return lmat
def synchronous_events_intersection(sse1, sse2, intersection='linkwise'):
"""
Given two sequences of synchronous events (SSEs) `sse1` and `sse2`, each
consisting of a pool of positions `(iK, jK)` of matrix entries and
associated synchronous events `SK`, finds the intersection among them.
The intersection can be performed 'pixelwise' or 'linkwise'.
* if 'pixelwise', it yields a new SSE which retains only events in
`sse1` whose pixel position matches a pixel position in `sse2`. This
operation is not symmetric:
`intersection(sse1, sse2) != intersection(sse2, sse1)`.
* if 'linkwise', an additional step is performed where each retained
synchronous event `SK` in `sse1` is intersected with the
corresponding event in `sse2`. This yields a symmetric operation:
`intersection(sse1, sse2) = intersection(sse2, sse1)`.
Both `sse1` and `sse2` must be provided as dictionaries of the type
.. centered:: {(i1, j1): S1, (i2, j2): S2, ..., (iK, jK): SK},
where each `i`, `j` is an integer and each `S` is a set of neuron IDs.
Parameters
----------
sse1, sse2 : dict
Each is a dictionary of pixel positions `(i, j)` as keys and sets `S`
of synchronous events as values (see above).
intersection : {'pixelwise', 'linkwise'}, optional
The type of intersection to perform among the two SSEs (see above).
Default: 'linkwise'
Returns
-------
sse_new : dict
A new SSE (same structure as `sse1` and `sse2`) which retains only the
events of `sse1` associated to keys present both in `sse1` and `sse2`.
If `intersection = 'linkwise'`, such events are additionally
intersected with the associated events in `sse2`.
See Also
--------
ASSET.extract_synchronous_events : extract SSEs from given spike trains
"""
sse_new = sse1.copy()
for pixel1 in sse1.keys():
if pixel1 not in sse2.keys():
del sse_new[pixel1]
if intersection == 'linkwise':
for pixel1, link1 in sse_new.items():
sse_new[pixel1] = link1.intersection(sse2[pixel1])
if len(sse_new[pixel1]) == 0:
del sse_new[pixel1]
elif intersection == 'pixelwise':
pass
else:
raise ValueError(
"intersection (=%s) can only be" % intersection +
" 'pixelwise' or 'linkwise'")
return sse_new
def synchronous_events_difference(sse1, sse2, difference='linkwise'):
"""
Given two sequences of synchronous events (SSEs) `sse1` and `sse2`, each
consisting of a pool of pixel positions and associated synchronous events
(see below), computes the difference between `sse1` and `sse2`.
The difference can be performed 'pixelwise' or 'linkwise':
* if 'pixelwise', it yields a new SSE which contains all (and only) the
events in `sse1` whose pixel position doesn't match any pixel in
`sse2`.
* if 'linkwise', for each pixel `(i, j)` in `sse1` and corresponding
synchronous event `S1`, if `(i, j)` is a pixel in `sse2`
corresponding to the event `S2`, it retains the set difference
`S1 - S2`. If `(i, j)` is not a pixel in `sse2`, it retains the full
set `S1`.
Note that in either case the difference is a non-symmetric operation:
`intersection(sse1, sse2) != intersection(sse2, sse1)`.
Both `sse1` and `sse2` must be provided as dictionaries of the type
.. centered:: {(i1, j1): S1, (i2, j2): S2, ..., (iK, jK): SK},
where each `i`, `j` is an integer and each `S` is a set of neuron IDs.
Parameters
----------
sse1, sse2 : dict
Dictionaries of pixel positions `(i, j)` as keys and sets `S` of
synchronous events as values (see above).
difference : {'pixelwise', 'linkwise'}, optional
The type of difference to perform between `sse1` and `sse2` (see
above).
Default: 'linkwise'
Returns
-------
sse_new : dict
A new SSE (same structure as `sse1` and `sse2`) which retains the
difference between `sse1` and `sse2`.
See Also
--------
ASSET.extract_synchronous_events : extract SSEs from given spike trains
"""
sse_new = sse1.copy()
for pixel1 in sse1.keys():
if pixel1 in sse2.keys():
if difference == 'pixelwise':
del sse_new[pixel1]
elif difference == 'linkwise':
sse_new[pixel1] = sse_new[pixel1].difference(sse2[pixel1])
if len(sse_new[pixel1]) == 0:
del sse_new[pixel1]
else:
raise ValueError(
"difference (=%s) can only be" % difference +
" 'pixelwise' or 'linkwise'")
return sse_new
def _remove_empty_events(sse):
"""
Given a sequence of synchronous events (SSE) `sse` consisting of a pool of
pixel positions and associated synchronous events (see below), returns a
copy of `sse` where all empty events have been removed.
`sse` must be provided as a dictionary of type
.. centered:: {(i1, j1): S1, (i2, j2): S2, ..., (iK, jK): SK},
where each `i`, `j` is an integer and each `S` is a set of neuron IDs.
Parameters
----------
sse : dict
A dictionary of pixel positions `(i, j)` as keys, and sets `S` of
synchronous events as values (see above).
Returns
-------
sse_new : dict
A copy of `sse` where all empty events have been removed.
"""
sse_new = sse.copy()
for pixel, link in sse.items():
if link == set([]):
del sse_new[pixel]
return sse_new
def synchronous_events_identical(sse1, sse2):
"""
Given two sequences of synchronous events (SSEs) `sse1` and `sse2`, each
consisting of a pool of pixel positions and associated synchronous events
(see below), determines whether `sse1` is strictly contained in `sse2`.
`sse1` is strictly contained in `sse2` if all its pixels are pixels of
`sse2`,
if its associated events are subsets of the corresponding events
in `sse2`, and if `sse2` contains events, or neuron IDs in some event,
which do not belong to `sse1` (i.e., `sse1` and `sse2` are not identical).
Both `sse1` and `sse2` must be provided as dictionaries of the type
.. centered:: {(i1, j1): S1, (i2, j2): S2, ..., (iK, jK): SK},
where each `i`, `j` is an integer and each `S` is a set of neuron IDs.
Parameters
----------
sse1, sse2 : dict
Dictionaries of pixel positions `(i, j)` as keys and sets `S` of
synchronous events as values.
Returns
-------
bool
True if `sse1` is identical to `sse2`.
See Also
--------
ASSET.extract_synchronous_events : extract SSEs from given spike trains
"""
# Remove empty links from sse11 and sse22, if any
sse11 = _remove_empty_events(sse1)
sse22 = _remove_empty_events(sse2)
# Return whether sse11 == sse22
return sse11 == sse22
def synchronous_events_no_overlap(sse1, sse2):
"""
Given two sequences of synchronous events (SSEs) `sse1` and `sse2`, each
consisting of a pool of pixel positions and associated synchronous events
(see below), determines whether `sse1` and `sse2` are disjoint.
Two SSEs are disjoint if they don't share pixels, or if the events
associated to common pixels are disjoint.
Both `sse1` and `sse2` must be provided as dictionaries of the type
.. centered:: {(i1, j1): S1, (i2, j2): S2, ..., (iK, jK): SK},
where each `i`, `j` is an integer and each `S` is a set of neuron IDs.
Parameters
----------
sse1, sse2 : dict
Dictionaries of pixel positions `(i, j)` as keys and sets `S` of
synchronous events as values.
Returns
-------
bool
True if `sse1` is disjoint from `sse2`.
See Also
--------
ASSET.extract_synchronous_events : extract SSEs from given spike trains
"""
# Remove empty links from sse11 and sse22, if any
sse11 = _remove_empty_events(sse1)
sse22 = _remove_empty_events(sse2)
# If both SSEs are empty, return False (we consider them equal)
if sse11 == {} and sse22 == {}:
return False
common_pixels = set(sse11.keys()).intersection(set(sse22.keys()))
if len(common_pixels) == 0:
return True
if all(sse11[p].isdisjoint(sse22[p]) for p in common_pixels):
return True
return False
def synchronous_events_contained_in(sse1, sse2):
"""
Given two sequences of synchronous events (SSEs) `sse1` and `sse2`, each
consisting of a pool of pixel positions and associated synchronous events
(see below), determines whether `sse1` is strictly contained in `sse2`.
`sse1` is strictly contained in `sse2` if all its pixels are pixels of
`sse2`, if its associated events are subsets of the corresponding events
in `sse2`, and if `sse2` contains non-empty events, or neuron IDs in some
event, which do not belong to `sse1` (i.e., `sse1` and `sse2` are not
identical).
Both `sse1` and `sse2` must be provided as dictionaries of the type
.. centered:: {(i1, j1): S1, (i2, j2): S2, ..., (iK, jK): SK},
where each `i`, `j` is an integer and each `S` is a set of neuron IDs.
Parameters
----------
sse1, sse2 : dict
Dictionaries of pixel positions `(i, j)` as keys and sets `S` of
synchronous events as values.
Returns
-------
bool
True if `sse1` is a subset of `sse2`.
See Also
--------
ASSET.extract_synchronous_events : extract SSEs from given spike trains
"""
# Remove empty links from sse11 and sse22, if any
sse11 = _remove_empty_events(sse1)
sse22 = _remove_empty_events(sse2)
# Return False if sse11 and sse22 are disjoint
if synchronous_events_identical(sse11, sse22):
return False
# Return False if any pixel in sse1 is not contained in sse2, or if any
# link of sse1 is not a subset of the corresponding link in sse2.
# Otherwise (if sse1 is a subset of sse2) continue
for pixel1, link1 in sse11.items():
if pixel1 not in sse22.keys():
return False
if not link1.issubset(sse22[pixel1]):
return False
# Check that sse1 is a STRICT subset of sse2, i.e. that sse2 contains at
# least one pixel or neuron id not present in sse1.
return not synchronous_events_identical(sse11, sse22)
def synchronous_events_contains_all(sse1, sse2):
"""
Given two sequences of synchronous events (SSEs) `sse1` and `sse2`, each
consisting of a pool of pixel positions and associated synchronous events
(see below), determines whether `sse1` strictly contains `sse2`.
`sse1` strictly contains `sse2` if it contains all pixels of `sse2`, if all
associated events in `sse1` contain those in `sse2`, and if `sse1`
additionally contains other pixels / events not contained in `sse2`.
Both `sse1` and `sse2` must be provided as dictionaries of the type
.. centered:: {(i1, j1): S1, (i2, j2): S2, ..., (iK, jK): SK},
where each `i`, `j` is an integer and each `S` is a set of neuron IDs.
Parameters
----------
sse1, sse2 : dict
Dictionaries of pixel positions `(i, j)` as keys and sets `S` of
synchronous events as values.
Returns
-------
bool
True if `sse1` strictly contains `sse2`.
Notes
-----
`synchronous_events_contains_all(sse1, sse2)` is identical to
`synchronous_events_is_subsequence(sse2, sse1)`.
See Also
--------
ASSET.extract_synchronous_events : extract SSEs from given spike trains
"""
return synchronous_events_contained_in(sse2, sse1)
def synchronous_events_overlap(sse1, sse2):
"""
Given two sequences of synchronous events (SSEs) `sse1` and `sse2`, each
consisting of a pool of pixel positions and associated synchronous events
(see below), determines whether the two SSEs overlap.
The SSEs overlap if they are not equal and none of them is a superset of
the other one but they are also not disjoint.
Both `sse1` and `sse2` must be provided as dictionaries of the type
.. centered:: {(i1, j1): S1, (i2, j2): S2, ..., (iK, jK): SK},
where each `i`, `j` is an integer and each `S` is a set of neuron IDs.
Parameters
----------
sse1, sse2 : dict
Dictionaries of pixel positions `(i, j)` as keys and sets `S` of
synchronous events as values.
Returns
-------
bool
True if `sse1` and `sse2` overlap.
See Also
--------
ASSET.extract_synchronous_events : extract SSEs from given spike trains
"""
contained_in = synchronous_events_contained_in(sse1, sse2)
contains_all = synchronous_events_contains_all(sse1, sse2)
identical = synchronous_events_identical(sse1, sse2)
is_disjoint = synchronous_events_no_overlap(sse1, sse2)
return not (contained_in or contains_all or identical or is_disjoint)
def _signals_t_start_stop(signals, t_start=None, t_stop=None):
if t_start is None:
t_start = _signals_same_attribute(signals, 't_start')
if t_stop is None:
t_stop = _signals_same_attribute(signals, 't_stop')
return t_start, t_stop
def _intersection_matrix(spiketrains, spiketrains_y, bin_size, t_start_x,
t_start_y, t_stop_x, t_stop_y, normalization=None):
if spiketrains_y is None:
spiketrains_y = spiketrains
# Compute the binned spike train matrices, along both time axes
spiketrains_binned = conv.BinnedSpikeTrain(
spiketrains, bin_size=bin_size,
t_start=t_start_x, t_stop=t_stop_x)
spiketrains_binned_y = conv.BinnedSpikeTrain(
spiketrains_y, bin_size=bin_size,
t_start=t_start_y, t_stop=t_stop_y)
# Compute imat by matrix multiplication
bsts_x = spiketrains_binned.sparse_matrix
bsts_y = spiketrains_binned_y.sparse_matrix
# Compute the number of spikes in each bin, for both time axes
# 'A1' property returns self as a flattened ndarray.
spikes_per_bin_x = bsts_x.sum(axis=0).A1
spikes_per_bin_y = bsts_y.sum(axis=0).A1
# Compute the intersection matrix imat
imat = bsts_x.T.dot(bsts_y).toarray().astype(np.float32)
for ii in range(bsts_x.shape[1]):
# Normalize the row
col_sum = bsts_x[:, ii].sum()
if normalization is None or col_sum == 0:
norm_coef = 1.
elif normalization == 'intersection':
norm_coef = np.minimum(
spikes_per_bin_x[ii], spikes_per_bin_y)
elif normalization == 'mean':
# geometric mean
norm_coef = np.sqrt(
spikes_per_bin_x[ii] * spikes_per_bin_y)
elif normalization == 'union':
norm_coef = np.array([(bsts_x[:, ii]
+ bsts_y[:, jj]).count_nonzero()
for jj in range(bsts_y.shape[1])])
else:
raise ValueError(
"Invalid parameter 'norm': {}".format(normalization))
# If normalization required, for each j such that bsts_y[j] is
# identically 0 the code above sets imat[:, j] to identically nan.
# Substitute 0s instead.
imat[ii, :] = np.divide(imat[ii, :], norm_coef,
out=np.zeros(imat.shape[1],
dtype=np.float32),
where=norm_coef != 0)
# Return the intersection matrix and the edges of the bins used for the
# x and y axes, respectively.
return imat
class ASSET(object):
"""
Analysis of Sequences of Synchronous EvenTs class.
Parameters
----------
spiketrains_i, spiketrains_j : list of neo.SpikeTrain
Input spike trains for the first and second time dimensions,
respectively, to compute the p-values from.
If `spiketrains_y` is None, it's set to `spiketrains`.
bin_size : pq.Quantity, optional
The width of the time bins used to compute the probability matrix.
t_start_i, t_start_j : pq.Quantity, optional
The start time of the binning for the first and second axes,
respectively.
If None, the attribute `t_start` of the spike trains is used
(if the same for all spike trains).
Default: None
t_stop_i, t_stop_j : pq.Quantity, optional
The stop time of the binning for the first and second axes,
respectively.
If None, the attribute `t_stop` of the spike trains is used
(if the same for all spike trains).
Default: None
verbose : bool, optional
If True, print messages and show progress bar.
Default: True
Raises
------
ValueError
If the `t_start` & `t_stop` times are not (one of):
perfectly aligned;
fully disjoint.
"""
def __init__(self, spiketrains_i, spiketrains_j=None, bin_size=3 * pq.ms,
t_start_i=None, t_start_j=None, t_stop_i=None, t_stop_j=None,
verbose=True):
self.spiketrains_i = spiketrains_i
if spiketrains_j is None:
spiketrains_j = spiketrains_i
self.spiketrains_j = spiketrains_j
self.bin_size = bin_size
self.t_start_i, self.t_stop_i = _signals_t_start_stop(
spiketrains_i,
t_start=t_start_i,
t_stop=t_stop_i)
self.t_start_j, self.t_stop_j = _signals_t_start_stop(
spiketrains_j,
t_start=t_start_j,
t_stop=t_stop_j)
self.verbose = verbose and rank == 0
msg = 'The time intervals for x and y need to be either identical ' \
'or fully disjoint, but they are:\n' \
'x: ({}, {}) and y: ({}, {}).'.format(self.t_start_i,
self.t_stop_i,
self.t_start_j,
self.t_stop_j)
# the starts have to be perfectly aligned for the binning to work
# the stops can differ without impacting the binning
if self.t_start_i == self.t_start_j:
if not _quantities_almost_equal(self.t_stop_i, self.t_stop_j):
raise ValueError(msg)
elif (self.t_start_i < self.t_start_j < self.t_stop_i) \
or (self.t_start_i < self.t_stop_j < self.t_stop_i):
raise ValueError(msg)
# Compute the binned spike train matrices, along both time axes
self.spiketrains_binned_i = conv.BinnedSpikeTrain(
self.spiketrains_i, bin_size=self.bin_size,
t_start=self.t_start_i, t_stop=self.t_stop_i)
self.spiketrains_binned_j = conv.BinnedSpikeTrain(
self.spiketrains_j, bin_size=self.bin_size,
t_start=self.t_start_j, t_stop=self.t_stop_j)
@property
def x_edges(self):
"""
A Quantity array of `n+1` edges of the bins used for the horizontal
axis of the intersection matrix, where `n` is the number of bins that
time was discretized in.
"""
return self.spiketrains_binned_i.bin_edges.rescale(self.bin_size.units)
@property
def y_edges(self):
"""
A Quantity array of `n+1` edges of the bins used for the vertical axis
of the intersection matrix, where `n` is the number of bins that
time was discretized in.
"""
return self.spiketrains_binned_j.bin_edges.rescale(self.bin_size.units)
def is_symmetric(self):
"""
Returns
-------
bool
Whether the intersection matrix is symmetric or not.
See Also
--------
ASSET.intersection_matrix
"""
return _quantities_almost_equal(self.x_edges[0], self.y_edges[0])
def intersection_matrix(self, normalization=None):
"""
Generates the intersection matrix from a list of spike trains.
Given a list of `neo.SpikeTrain`, consider two binned versions of them
differing for the starting and ending times of the binning:
`t_start_x`, `t_stop_x`, `t_start_y` and `t_stop_y` respectively (the
time intervals can be either identical or completely disjoint). Then
calculate the intersection matrix `M` of the two binned data, where
`M[i,j]` is the overlap of bin `i` in the first binned data and bin `j`
in the second binned data (i.e., the number of spike trains spiking at
both bin `i` and bin `j`).
The matrix entries can be normalized to values between `0` and `1` via
different normalizations (see "Parameters" section).
Parameters
----------
normalization : {'intersection', 'mean', 'union'} or None, optional
The normalization type to be applied to each entry `M[i,j]` of the
intersection matrix `M`. Given the sets `s_i` and `s_j` of neuron
IDs in the bins `i` and `j` respectively, the normalization
coefficient can be:
* None: no normalisation (row counts)
* 'intersection': `len(intersection(s_i, s_j))`
* 'mean': `sqrt(len(s_1) * len(s_2))`
* 'union': `len(union(s_i, s_j))`
Default: None
Returns
-------
imat : (n,n) np.ndarray
The floating point intersection matrix of a list of spike trains.
It has the shape `(n, n)`, where `n` is the number of bins that
time was discretized in.
"""
imat = _intersection_matrix(self.spiketrains_i, self.spiketrains_j,
self.bin_size,
self.t_start_i, self.t_start_j,
self.t_stop_i, self.t_stop_j,
normalization=normalization)
return imat
def probability_matrix_montecarlo(self, n_surrogates, imat=None,
surrogate_method='dither_spikes',
surrogate_dt=None):
"""
Given a list of parallel spike trains, estimate the cumulative
probability of each entry in their intersection matrix by a Monte Carlo
approach using surrogate data.
Contrarily to the analytical version (see
:func:`ASSET.probability_matrix_analytical`) the Monte Carlo one does
not incorporate the assumptions of Poissonianity in the null
hypothesis.
The method produces surrogate spike trains (using one of several
methods at disposal, see "Parameters" section) and calculates their
intersection matrix `M`. For each entry `(i, j)`, the intersection CDF
`P[i, j]` is then given by:
.. centered:: P[i, j] = #(spike_train_surrogates such that
M[i, j] < I[i, j]) / #(spike_train_surrogates)
If `P[i, j]` is large (close to 1), `I[i, j]` is statistically
significant: the probability to observe an overlap equal to or larger
than `I[i, j]` under the null hypothesis is `1 - P[i, j]`, very small.
Parameters
----------
n_surrogates : int
The number of spike train surrogates to generate for the bootstrap
procedure.
imat : (n,n) np.ndarray or None, optional
The floating point intersection matrix of a list of spike trains.
It has the shape `(n, n)`, where `n` is the number of bins that
time was discretized in.
If None, the output of :func:`ASSET.intersection_matrix` is used.
Default: None
surrogate_method : {'dither_spike_train', 'dither_spikes',
'jitter_spikes',
'randomise_spikes', 'shuffle_isis',
'joint_isi_dithering'}, optional
The method to generate surrogate spike trains. Refer to the
:func:`spike_train_surrogates.surrogates` documentation for more
information about each surrogate method. Note that some of these
methods need `surrogate_dt` parameter, others ignore it.
Default: 'dither_spike_train'
surrogate_dt : pq.Quantity, optional
For surrogate methods shifting spike times randomly around their
original time ('dither_spike_train', 'dither_spikes') or replacing
them randomly within a certain window ('jitter_spikes'),
`surrogate_dt` represents the size of that shift (window). For
other methods, `surrogate_dt` is ignored.
If None, it's set to `self.bin_size * 5`.
Default: None
Returns
-------
pmat : np.ndarray
The cumulative probability matrix. `pmat[i, j]` represents the
estimated probability of having an overlap between bins `i` and `j`
STRICTLY LOWER than the observed overlap, under the null hypothesis
of independence of the input spike trains.
Notes
-----
We recommend playing with `surrogate_dt` parameter to see how it
influences the result matrix. For this, refer to the ASSET tutorial.
See Also
--------
ASSET.probability_matrix_analytical : analytical derivation of the
matrix
"""
if imat is None:
# Compute the intersection matrix of the original data
imat = self.intersection_matrix()
if surrogate_dt is None:
surrogate_dt = self.bin_size * 5
symmetric = self.is_symmetric()
# Generate surrogate spike trains as a list surrs
# Compute the p-value matrix pmat; pmat[i, j] counts the fraction of
# surrogate data whose intersection value at (i, j) is lower than or
# equal to that of the original data
pmat = np.zeros(imat.shape, dtype=np.int32)
for surr_id in trange(n_surrogates, desc="pmat_bootstrap",
disable=not self.verbose):
if mpi_accelerated and surr_id % size != rank:
continue
surrogates = [spike_train_surrogates.surrogates(
st, n_surrogates=1,
method=surrogate_method,
dt=surrogate_dt,
decimals=None,
edges=True)[0]
for st in self.spiketrains_i]
if symmetric:
surrogates_y = surrogates
else:
surrogates_y = [spike_train_surrogates.surrogates(
st, n_surrogates=1, method=surrogate_method,
dt=surrogate_dt, decimals=None, edges=True)[0]
for st in self.spiketrains_j]
imat_surr = _intersection_matrix(surrogates, surrogates_y,
self.bin_size,
self.t_start_i, self.t_start_j,
self.t_stop_i, self.t_stop_j)
pmat += (imat_surr <= (imat - 1))
del imat_surr
if mpi_accelerated:
pmat = comm.allreduce(pmat, op=MPI.SUM)
pmat = pmat * 1. / n_surrogates
if symmetric:
np.fill_diagonal(pmat, 0.5)
return pmat
def probability_matrix_analytical(self, imat=None,
firing_rates_x='estimate',
firing_rates_y='estimate',
kernel_width=100 * pq.ms):
r"""
Given a list of spike trains, approximates the cumulative probability
of each entry in their intersection matrix.
The approximation is analytical and works under the assumptions that
the input spike trains are independent and Poisson. It works as
follows:
* Bin each spike train at the specified `bin_size`: this yields a
binary array of 1s (spike in bin) and 0s (no spike in bin;
clipping used);
* If required, estimate the rate profile of each spike train by
convolving the binned array with a boxcar kernel of user-defined
length;
* For each neuron `k` and each pair of bins `i` and `j`, compute
the probability :math:`p_ijk` that neuron `k` fired in both bins
`i` and `j`.
* Approximate the probability distribution of the intersection
value at `(i, j)` by a Poisson distribution with mean parameter
:math:`l = \sum_k (p_ijk)`,
justified by Le Cam's approximation of a sum of independent
Bernouilli random variables with a Poisson distribution.
Parameters
----------
imat : (n,n) np.ndarray or None, optional
The intersection matrix of a list of spike trains.
It has the shape `(n, n)`, where `n` is the number of bins that
time was discretized in.
If None, the output of :func:`ASSET.intersection_matrix` is used.
Default: None
firing_rates_x, firing_rates_y : list of neo.AnalogSignal or 'estimate'
If a list, `firing_rates[i]` is the firing rate of the spike train
`spiketrains[i]`.
If 'estimate', firing rates are estimated by simple boxcar kernel
convolution, with the specified `kernel_width`.
Default: 'estimate'
kernel_width : pq.Quantity, optional
The total width of the kernel used to estimate the rate profiles
when `firing_rates` is 'estimate'.
Default: 100 * pq.ms
Returns
-------
pmat : np.ndarray
The cumulative probability matrix. `pmat[i, j]` represents the
estimated probability of having an overlap between bins `i` and `j`
STRICTLY LOWER than the observed overlap, under the null hypothesis
of independence of the input spike trains.
"""
if imat is None:
# Compute the intersection matrix of the original data
imat = self.intersection_matrix()
symmetric = self.is_symmetric()
bsts_x_matrix = self.spiketrains_binned_i.to_bool_array()
if symmetric:
bsts_y_matrix = bsts_x_matrix
else:
bsts_y_matrix = self.spiketrains_binned_j.to_bool_array()
# Check that the nr. neurons is identical between the two axes
if bsts_x_matrix.shape[0] != bsts_y_matrix.shape[0]:
raise ValueError(
'Different number of neurons along the x and y axis!')
# Define the firing rate profiles
if firing_rates_x == 'estimate':
# If rates are to be estimated, create the rate profiles as
# Quantity objects obtained by boxcar-kernel convolution
fir_rate_x = self._rate_of_binned_spiketrain(bsts_x_matrix,
kernel_width)
elif isinstance(firing_rates_x, list):
# If rates provided as lists of AnalogSignals, create time slices
# for both axes, interpolate in the time bins of interest and
# convert to Quantity
fir_rate_x = _interpolate_signals(
firing_rates_x, self.spiketrains_binned_i.bin_edges[:-1],
self.verbose)
else:
raise ValueError(
'fir_rates_x must be a list or the string "estimate"')
if symmetric:
fir_rate_y = fir_rate_x
elif firing_rates_y == 'estimate':
fir_rate_y = self._rate_of_binned_spiketrain(bsts_y_matrix,
kernel_width)
elif isinstance(firing_rates_y, list):
# If rates provided as lists of AnalogSignals, create time slices
# for both axes, interpolate in the time bins of interest and
# convert to Quantity
fir_rate_y = _interpolate_signals(
firing_rates_y, self.spiketrains_binned_j.bin_edges[:-1],
self.verbose)
else:
raise ValueError(
'fir_rates_y must be a list or the string "estimate"')
# For each neuron, compute the prob. that that neuron spikes in any bin
if self.verbose:
print('compute the prob. that each neuron fires in each pair of '
'bins...')
rate_bins_x = (fir_rate_x * self.bin_size).simplified.magnitude
spike_probs_x = 1. - np.exp(-rate_bins_x)
if symmetric:
spike_probs_y = spike_probs_x
else:
rate_bins_y = (fir_rate_y * self.bin_size).simplified.magnitude
spike_probs_y = 1. - np.exp(-rate_bins_y)
# Compute the matrix Mu[i, j] of parameters for the Poisson
# distributions which describe, at each (i, j), the approximated
# overlap probability. This matrix is just the sum of the probability
# matrices p_ijk computed for each neuron k:
# p_ijk is the probability that neuron k spikes in both bins i and j.
# The sum of outer products is equivalent to a dot product.
if self.verbose:
print(
"compute the probability matrix by Le Cam's approximation...")
Mu = spike_probs_x.T.dot(spike_probs_y)
# A straightforward implementation is:
# pmat_shape = spike_probs_x.shape[1], spike_probs_y.shape[1]
# Mu = np.zeros(pmat_shape, dtype=np.float64)
# for probx, proby in zip(spike_probs_x, spike_probs_y):
# Mu += np.outer(probx, proby)
# Compute the probability matrix obtained from imat using the Poisson
# pdfs
pmat = scipy.stats.poisson.cdf(imat - 1, Mu)
if symmetric:
# Substitute 0.5 to the elements along the main diagonal
if self.verbose:
print("substitute 0.5 to elements along the main diagonal...")
np.fill_diagonal(pmat, 0.5)
return pmat
def joint_probability_matrix(self, pmat, filter_shape, n_largest,
min_p_value=1e-5, precision='float',
cuda_threads=64, cuda_cwr_loops=32,
tolerance=1e-5):
"""
Map a probability matrix `pmat` to a joint probability matrix `jmat`,
where `jmat[i, j]` is the joint p-value of the largest neighbors of
`pmat[i, j]`.
The values of `pmat` are assumed to be uniformly distributed in the
range [0, 1]. Centered a rectangular kernel of shape
`filter_shape=(l, w)` around each entry `pmat[i, j]`,
aligned along the diagonal where `pmat[i, j]` lies into, extracts the
`n_largest` values falling within the kernel and computes their joint
p-value `jmat[i, j]`.
Parameters
----------
pmat : np.ndarray
A square matrix, the output of
:func:`ASSET.probability_matrix_montecarlo` or
:func:`ASSET.probability_matrix_analytical`, of cumulative
probability values between 0 and 1. The values are assumed
to be uniformly distributed in the said range.
filter_shape : tuple of int
A pair of integers representing the kernel shape `(l, w)`.
n_largest : int
The number of the largest neighbors to collect for each entry in
`jmat`.
min_p_value : float, optional
The minimum p-value in range `[0, 1)` for individual entries in
`pmat`. Each `pmat[i, j]` is set to
`min(pmat[i, j], 1-p_value_min)` to avoid that a single highly
significant value in `pmat` (extreme case: `pmat[i, j] = 1`) yields
joint significance of itself and its neighbors.
Default: 1e-5
<<<<<<< HEAD:elephant/asset.py
=======
precision : {'float', 'double'}, optional
Single or double floating-point precision for the resulting `jmat`
matrix.
* `'float'`: 32 bits; the tolerance error is ``≲1e-3``.
* `'double'`: 64 bits; the tolerance error is ``<1e-5``.
Double floating-point precision is typically x4 times slower than
the single floating-point equivalent.
Default: 'float'
cuda_threads : int, optional
[CUDA/OpenCL performance parameter that does not influence the
result.]
The number of CUDA/OpenCL threads per block (in X axis) between 1
and 1024 and is used only if CUDA or OpenCL backend is enabled.
For performance reasons, it should be a multiple of 32.
Old GPUs (Tesla K80) perform faster with `cuda_threads` larger
than 64 while new series (Tesla T4) with capabilities 6.x and more
work best with 32 threads.
Default: 64
cuda_cwr_loops : int, optional
[CUDA/OpenCL performance parameter that does not influence the
result.]
A positive integer that defines the number of fast
'combinations_with_replacement' loops to run to reduce branch
divergence. This parameter influences the performance when the
number of iterations is huge (`>1e8`); in such cases, increase
the value.
Default: 32
tolerance : float, optional
Tolerance is used to catch unexpected behavior of billions of
floating point additions, when the number of iterations is huge
or the data arrays are large. A warning is thrown when the
resulting joint prob. matrix values are outside of the acceptable
range ``[-tolerance, 1.0 + tolerance]``.
Default: 1e-5
>>>>>>> master:elephant/asset/asset.py
Returns
-------
jmat : np.ndarray
The joint probability matrix associated to `pmat`.
Notes
-----
1. By default, if CUDA is detected, CUDA acceleration is used. CUDA
backend is **~X1000** faster than the Python implementation.
To turn off CUDA features, set the environment flag
``ELEPHANT_USE_CUDA`` to ``0``. Otherwise
2. If PyOpenCL is installed and detected, PyOpenCL backend is used.
PyOpenCL backend is **~X100** faster than the Python implementation.
To turn off OpenCL features, set the environment flag
``ELEPHANT_USE_OPENCL`` to ``0``.
When using PyOpenCL backend, make sure you've disabled GPU Hangcheck
as described in the `Intel GPU developers documentation
<https://software.intel.com/content/www/us/en/develop/
documentation/get-started-with-intel-oneapi-base-linux/top/
before-you-begin.html>`_. Do it with caution - using your built-in
Intel graphics card to perform computations may make the system
unresponsive until the compute program terminates.
"""
l, w = filter_shape
# Find for each P_ij in the probability matrix its neighbors and
# maximize them by the maximum value 1-p_value_min
pmat = np.asarray(pmat, dtype=np.float32)
pmat_neighb_obj = _PMatNeighbors(filter_shape=filter_shape,
n_largest=n_largest)
pmat_neighb = pmat_neighb_obj.compute(pmat)
pmat_neighb = np.minimum(pmat_neighb, 1. - min_p_value,
out=pmat_neighb)
# in order to avoid doing the same calculation multiple times:
# find all unique sets of values in pmat_neighb
# and store the corresponding indices
# flatten the second and third dimension in order to use np.unique
pmat_neighb = pmat_neighb.reshape(pmat.size, n_largest)
pmat_neighb, pmat_neighb_indices = np.unique(pmat_neighb, axis=0,
return_inverse=True)
# Compute the joint p-value matrix jpvmat
n = l * (1 + 2 * w) - w * (
w + 1) # number of entries covered by kernel
jsf = _JSFUniformOrderStat3D(n=n, d=pmat_neighb.shape[1],
precision=precision,
verbose=self.verbose,
cuda_threads=cuda_threads,
cuda_cwr_loops=cuda_cwr_loops,
tolerance=tolerance)
jpvmat = jsf.compute(u=pmat_neighb)
# restore the original shape using the stored indices
jpvmat = jpvmat[pmat_neighb_indices].reshape(pmat.shape)
return 1. - jpvmat
@staticmethod
def mask_matrices(matrices, thresholds):
"""
Given a list of `matrices` and a list of `thresholds`, return a boolean
matrix `B` ("mask") such that `B[i,j]` is True if each input matrix in
the list strictly exceeds the corresponding threshold at that position.
If multiple matrices are passed along with only one threshold the same
threshold is applied to all matrices.
Parameters
----------
matrices : list of np.ndarray
The matrices which are compared to the respective thresholds to
build the mask. All matrices must have the same shape.
Typically, it is a list `[pmat, jmat]`, i.e., the (cumulative)
probability and joint probability matrices.
thresholds : float or list of float
The significance thresholds for each matrix in `matrices`.
Returns
-------
mask : np.ndarray
Boolean mask matrix with the shape of the input matrices.
Raises
------
ValueError
If `matrices` or `thresholds` is an empty list.
If `matrices` and `thresholds` have different lengths.
See Also
--------
ASSET.probability_matrix_montecarlo : for `pmat` generation
ASSET.probability_matrix_analytical : for `pmat` generation
ASSET.joint_probability_matrix : for `jmat` generation
"""
if len(matrices) == 0:
raise ValueError("Empty list of matrices")
if isinstance(thresholds, float):
thresholds = np.full(shape=len(matrices), fill_value=thresholds)
if len(matrices) != len(thresholds):
raise ValueError(
'`matrices` and `thresholds` must have same length')
mask = np.ones_like(matrices[0], dtype=bool)
for (mat, thresh) in zip(matrices, thresholds):
mask &= mat > thresh
# Replace nans, coming from False * np.inf, with zeros
mask[np.isnan(mask)] = False
return mask
@staticmethod
def cluster_matrix_entries(mask_matrix, max_distance, min_neighbors,
stretch, working_memory=None):
r"""
Given a matrix `mask_matrix`, replaces its positive elements with
integers representing different cluster IDs. Each cluster comprises
close-by elements.
In ASSET analysis, `mask_matrix` is a thresholded ("masked") version
of the intersection matrix `imat`, whose values are those of `imat`
only if considered statistically significant, and zero otherwise.
A cluster is built by pooling elements according to their distance,
via the DBSCAN algorithm (see `sklearn.cluster.DBSCAN` class). Elements
form a neighbourhood if at least one of them has a distance not larger
than `max_distance` from the others, and if they are at least
`min_neighbors`. Overlapping neighborhoods form a cluster:
* Clusters are assigned integers from `1` to the total number `k`
of clusters;
* Unclustered ("isolated") positive elements of `mask_matrix` are
assigned value `-1`;
* Non-positive elements are assigned the value `0`.
The distance between the positions of two positive elements in
`mask_matrix` is given by a Euclidean metric which is stretched if the
two positions are not aligned along the 45 degree direction (the main
diagonal direction), as more, with maximal stretching along the
anti-diagonal. Specifically, the Euclidean distance between positions
`(i1, j1)` and `(i2, j2)` is stretched by a factor
.. math::
1 + (\mathtt{stretch} - 1.) *
\left|\sin((\pi / 4) - \theta)\right|,
where :math:`\theta` is the angle between the pixels and the 45 degree
direction. The stretching factor thus varies between 1 and `stretch`.
Parameters
----------
mask_matrix : np.ndarray
The boolean matrix, whose elements with positive values are to be
clustered. The output of :func:`ASSET.mask_matrices`.
max_distance : float
The maximum distance between two elements in `mask_matrix` to be
a part of the same neighbourhood in the DBSCAN algorithm.
min_neighbors : int
The minimum number of elements to form a neighbourhood.
stretch : float
The stretching factor of the euclidean metric for elements aligned
along the 135 degree direction (anti-diagonal). The actual
stretching increases from 1 to `stretch` as the direction of the
two elements moves from the 45 to the 135 degree direction.
`stretch` must be greater than 1.
working_memory : int or None, optional
The sought maximum memory in MiB for temporary distance matrix
chunks. When None (default), no chunking is performed. This
parameter is passed directly to
``sklearn.metrics.pairwise_distances_chunked`` function and it
has no influence on the outcome matrix. Instead, it control the
memory VS speed trade-off.
Default: None
Returns
-------
cluster_mat : np.ndarray
A matrix with the same shape of `mask_matrix`, each of whose
elements is either:
* a positive integer (cluster ID) if the element is part of a
cluster;
* `0` if the corresponding element in `mask_matrix` is
non-positive;
* `-1` if the element does not belong to any cluster.
See Also
--------
sklearn.cluster.DBSCAN
"""
# Don't do anything if mat is identically zero
if np.all(mask_matrix == 0):
return mask_matrix
# List the significant pixels of mat in a 2-columns array
xpos_sgnf, ypos_sgnf = np.where(mask_matrix > 0)
# Compute the matrix D[i, j] of euclidean distances between pixels i
# and j
try:
D = _stretched_metric_2d(
xpos_sgnf, ypos_sgnf, stretch=stretch, ref_angle=45,
working_memory=working_memory
)
except MemoryError as err:
raise MemoryError("Set 'working_memory=100' or another value to "
"chunk the data") from err
# Cluster positions of significant pixels via dbscan
core_samples, config = dbscan(
D, eps=max_distance, min_samples=min_neighbors,
metric='precomputed')
# Construct the clustered matrix, where each element has value
# * i = 1 to k if it belongs to a cluster i,
# * 0 if it is not significant,
# * -1 if it is significant but does not belong to any cluster
cluster_mat = np.zeros_like(mask_matrix, dtype=np.int32)
cluster_mat[xpos_sgnf, ypos_sgnf] = \
config * (config == -1) + (config + 1) * (config >= 0)
return cluster_mat
def extract_synchronous_events(self, cmat, ids=None):
"""
Given a list of spike trains, a bin size, and a clustered
intersection matrix obtained from those spike trains via ASSET
analysis, extracts the sequences of synchronous events (SSEs)
corresponding to clustered elements in the cluster matrix.
Parameters
----------
cmat : (n,n) np.ndarray
The cluster matrix, the output of
:func:`ASSET.cluster_matrix_entries`.
ids : list, optional
A list of spike train IDs. If provided, `ids[i]` is the identity
of `spiketrains[i]`. If None, the IDs `0,1,...,n-1` are used.
Default: None
Returns
-------
sse_dict : dict
A dictionary `D` of SSEs, where each SSE is a sub-dictionary `Dk`,
`k=1,...,K`, where `K` is the max positive integer in `cmat` (i.e.,
the total number of clusters in `cmat`):
.. centered:: D = {1: D1, 2: D2, ..., K: DK}
Each sub-dictionary `Dk` represents the k-th diagonal structure
(i.e., the k-th cluster) in `cmat`, and is of the form
.. centered:: Dk = {(i1, j1): S1, (i2, j2): S2, ..., (iL, jL): SL}.
The keys `(i, j)` represent the positions (time bin IDs) of all
elements in `cmat` that compose the SSE (i.e., that take value `l`
and therefore belong to the same cluster), and the values `Sk` are
sets of neuron IDs representing a repeated synchronous event (i.e.,
spiking at time bins `i` and `j`).
"""
nr_worms = cmat.max() # number of different clusters ("worms") in cmat
if nr_worms <= 0:
return {}
# Compute the transactions associated to the two binnings
tracts_x = _transactions(
self.spiketrains_i, bin_size=self.bin_size, t_start=self.t_start_i,
t_stop=self.t_stop_i,
ids=ids)
if self.spiketrains_j is self.spiketrains_i:
diag_id = 0
tracts_y = tracts_x
else:
if self.is_symmetric():
diag_id = 0
tracts_y = tracts_x
else:
diag_id = None
tracts_y = _transactions(
self.spiketrains_j, bin_size=self.bin_size,
t_start=self.t_start_j, t_stop=self.t_stop_j, ids=ids)
# Reconstruct each worm, link by link
sse_dict = {}
for k in range(1, nr_worms + 1): # for each worm
# worm k is a list of links (each link will be 1 sublist)
worm_k = {}
pos_worm_k = np.array(
np.where(cmat == k)).T # position of all links
# if no link lies on the reference diagonal
if all([y - x != diag_id for (x, y) in pos_worm_k]):
for bin_x, bin_y in pos_worm_k: # for each link
# reconstruct the link
link_l = set(tracts_x[bin_x]).intersection(
tracts_y[bin_y])
# and assign it to its pixel
worm_k[(bin_x, bin_y)] = link_l
sse_dict[k] = worm_k
return sse_dict
def _rate_of_binned_spiketrain(self, binned_spiketrains, kernel_width):
"""
Calculate the rate of binned spiketrains using convolution with
a boxcar kernel.
"""
if self.verbose:
print('compute rates by boxcar-kernel convolution...')
# Create the boxcar kernel and convolve it with the binned spike trains
k = int((kernel_width / self.bin_size).simplified.item())
kernel = np.full(k, fill_value=1. / k)
rate = np.vstack([np.convolve(bst, kernel, mode='same')
for bst in binned_spiketrains])
# The convolution results in an array decreasing at the borders due
# to absence of spikes beyond the borders. Replace the first and last
# (k//2) elements with the (k//2)-th / (n-k//2)-th ones, respectively
k2 = k // 2
for i in range(rate.shape[0]):
rate[i, :k2] = rate[i, k2]
rate[i, -k2:] = rate[i, -k2 - 1]
# Multiply the firing rates by the proper unit
rate = rate * (1. / self.bin_size).rescale('Hz')
return rate
| bsd-3-clause |
xubenben/scikit-learn | sklearn/linear_model/ridge.py | 25 | 39394 | """
Ridge regression
"""
# Author: Mathieu Blondel <[email protected]>
# Reuben Fletcher-Costin <[email protected]>
# Fabian Pedregosa <[email protected]>
# Michael Eickenberg <[email protected]>
# License: BSD 3 clause
from abc import ABCMeta, abstractmethod
import warnings
import numpy as np
from scipy import linalg
from scipy import sparse
from scipy.sparse import linalg as sp_linalg
from .base import LinearClassifierMixin, LinearModel, _rescale_data
from ..base import RegressorMixin
from ..utils.extmath import safe_sparse_dot
from ..utils import check_X_y
from ..utils import compute_sample_weight
from ..utils import column_or_1d
from ..preprocessing import LabelBinarizer
from ..grid_search import GridSearchCV
from ..externals import six
from ..metrics.scorer import check_scoring
def _solve_sparse_cg(X, y, alpha, max_iter=None, tol=1e-3, verbose=0):
n_samples, n_features = X.shape
X1 = sp_linalg.aslinearoperator(X)
coefs = np.empty((y.shape[1], n_features))
if n_features > n_samples:
def create_mv(curr_alpha):
def _mv(x):
return X1.matvec(X1.rmatvec(x)) + curr_alpha * x
return _mv
else:
def create_mv(curr_alpha):
def _mv(x):
return X1.rmatvec(X1.matvec(x)) + curr_alpha * x
return _mv
for i in range(y.shape[1]):
y_column = y[:, i]
mv = create_mv(alpha[i])
if n_features > n_samples:
# kernel ridge
# w = X.T * inv(X X^t + alpha*Id) y
C = sp_linalg.LinearOperator(
(n_samples, n_samples), matvec=mv, dtype=X.dtype)
coef, info = sp_linalg.cg(C, y_column, tol=tol)
coefs[i] = X1.rmatvec(coef)
else:
# linear ridge
# w = inv(X^t X + alpha*Id) * X.T y
y_column = X1.rmatvec(y_column)
C = sp_linalg.LinearOperator(
(n_features, n_features), matvec=mv, dtype=X.dtype)
coefs[i], info = sp_linalg.cg(C, y_column, maxiter=max_iter,
tol=tol)
if info < 0:
raise ValueError("Failed with error code %d" % info)
if max_iter is None and info > 0 and verbose:
warnings.warn("sparse_cg did not converge after %d iterations." %
info)
return coefs
def _solve_lsqr(X, y, alpha, max_iter=None, tol=1e-3):
n_samples, n_features = X.shape
coefs = np.empty((y.shape[1], n_features))
# According to the lsqr documentation, alpha = damp^2.
sqrt_alpha = np.sqrt(alpha)
for i in range(y.shape[1]):
y_column = y[:, i]
coefs[i] = sp_linalg.lsqr(X, y_column, damp=sqrt_alpha[i],
atol=tol, btol=tol, iter_lim=max_iter)[0]
return coefs
def _solve_cholesky(X, y, alpha):
# w = inv(X^t X + alpha*Id) * X.T y
n_samples, n_features = X.shape
n_targets = y.shape[1]
A = safe_sparse_dot(X.T, X, dense_output=True)
Xy = safe_sparse_dot(X.T, y, dense_output=True)
one_alpha = np.array_equal(alpha, len(alpha) * [alpha[0]])
if one_alpha:
A.flat[::n_features + 1] += alpha[0]
return linalg.solve(A, Xy, sym_pos=True,
overwrite_a=True).T
else:
coefs = np.empty([n_targets, n_features])
for coef, target, current_alpha in zip(coefs, Xy.T, alpha):
A.flat[::n_features + 1] += current_alpha
coef[:] = linalg.solve(A, target, sym_pos=True,
overwrite_a=False).ravel()
A.flat[::n_features + 1] -= current_alpha
return coefs
def _solve_cholesky_kernel(K, y, alpha, sample_weight=None, copy=False):
# dual_coef = inv(X X^t + alpha*Id) y
n_samples = K.shape[0]
n_targets = y.shape[1]
if copy:
K = K.copy()
alpha = np.atleast_1d(alpha)
one_alpha = (alpha == alpha[0]).all()
has_sw = isinstance(sample_weight, np.ndarray) \
or sample_weight not in [1.0, None]
if has_sw:
# Unlike other solvers, we need to support sample_weight directly
# because K might be a pre-computed kernel.
sw = np.sqrt(np.atleast_1d(sample_weight))
y = y * sw[:, np.newaxis]
K *= np.outer(sw, sw)
if one_alpha:
# Only one penalty, we can solve multi-target problems in one time.
K.flat[::n_samples + 1] += alpha[0]
try:
# Note: we must use overwrite_a=False in order to be able to
# use the fall-back solution below in case a LinAlgError
# is raised
dual_coef = linalg.solve(K, y, sym_pos=True,
overwrite_a=False)
except np.linalg.LinAlgError:
warnings.warn("Singular matrix in solving dual problem. Using "
"least-squares solution instead.")
dual_coef = linalg.lstsq(K, y)[0]
# K is expensive to compute and store in memory so change it back in
# case it was user-given.
K.flat[::n_samples + 1] -= alpha[0]
if has_sw:
dual_coef *= sw[:, np.newaxis]
return dual_coef
else:
# One penalty per target. We need to solve each target separately.
dual_coefs = np.empty([n_targets, n_samples])
for dual_coef, target, current_alpha in zip(dual_coefs, y.T, alpha):
K.flat[::n_samples + 1] += current_alpha
dual_coef[:] = linalg.solve(K, target, sym_pos=True,
overwrite_a=False).ravel()
K.flat[::n_samples + 1] -= current_alpha
if has_sw:
dual_coefs *= sw[np.newaxis, :]
return dual_coefs.T
def _solve_svd(X, y, alpha):
U, s, Vt = linalg.svd(X, full_matrices=False)
idx = s > 1e-15 # same default value as scipy.linalg.pinv
s_nnz = s[idx][:, np.newaxis]
UTy = np.dot(U.T, y)
d = np.zeros((s.size, alpha.size))
d[idx] = s_nnz / (s_nnz ** 2 + alpha)
d_UT_y = d * UTy
return np.dot(Vt.T, d_UT_y).T
def ridge_regression(X, y, alpha, sample_weight=None, solver='auto',
max_iter=None, tol=1e-3, verbose=0):
"""Solve the ridge equation by the method of normal equations.
Read more in the :ref:`User Guide <ridge_regression>`.
Parameters
----------
X : {array-like, sparse matrix, LinearOperator},
shape = [n_samples, n_features]
Training data
y : array-like, shape = [n_samples] or [n_samples, n_targets]
Target values
alpha : {float, array-like},
shape = [n_targets] if array-like
The l_2 penalty to be used. If an array is passed, penalties are
assumed to be specific to targets
max_iter : int, optional
Maximum number of iterations for conjugate gradient solver.
The default value is determined by scipy.sparse.linalg.
sample_weight : float or numpy array of shape [n_samples]
Individual weights for each sample. If sample_weight is set, then
the solver will automatically be set to 'cholesky'
solver : {'auto', 'svd', 'cholesky', 'lsqr', 'sparse_cg'}
Solver to use in the computational routines:
- 'auto' chooses the solver automatically based on the type of data.
- 'svd' uses a Singular Value Decomposition of X to compute the Ridge
coefficients. More stable for singular matrices than
'cholesky'.
- 'cholesky' uses the standard scipy.linalg.solve function to
obtain a closed-form solution via a Cholesky decomposition of
dot(X.T, X)
- 'sparse_cg' uses the conjugate gradient solver as found in
scipy.sparse.linalg.cg. As an iterative algorithm, this solver is
more appropriate than 'cholesky' for large-scale data
(possibility to set `tol` and `max_iter`).
- 'lsqr' uses the dedicated regularized least-squares routine
scipy.sparse.linalg.lsqr. It is the fatest but may not be available
in old scipy versions. It also uses an iterative procedure.
All three solvers support both dense and sparse data.
tol : float
Precision of the solution.
verbose : int
Verbosity level. Setting verbose > 0 will display additional information
depending on the solver used.
Returns
-------
coef : array, shape = [n_features] or [n_targets, n_features]
Weight vector(s).
Notes
-----
This function won't compute the intercept.
"""
n_samples, n_features = X.shape
if y.ndim > 2:
raise ValueError("Target y has the wrong shape %s" % str(y.shape))
ravel = False
if y.ndim == 1:
y = y.reshape(-1, 1)
ravel = True
n_samples_, n_targets = y.shape
if n_samples != n_samples_:
raise ValueError("Number of samples in X and y does not correspond:"
" %d != %d" % (n_samples, n_samples_))
has_sw = sample_weight is not None
if solver == 'auto':
# cholesky if it's a dense array and cg in
# any other case
if not sparse.issparse(X) or has_sw:
solver = 'cholesky'
else:
solver = 'sparse_cg'
elif solver == 'lsqr' and not hasattr(sp_linalg, 'lsqr'):
warnings.warn("""lsqr not available on this machine, falling back
to sparse_cg.""")
solver = 'sparse_cg'
if has_sw:
if np.atleast_1d(sample_weight).ndim > 1:
raise ValueError("Sample weights must be 1D array or scalar")
# Sample weight can be implemented via a simple rescaling.
X, y = _rescale_data(X, y, sample_weight)
# There should be either 1 or n_targets penalties
alpha = np.asarray(alpha).ravel()
if alpha.size not in [1, n_targets]:
raise ValueError("Number of targets and number of penalties "
"do not correspond: %d != %d"
% (alpha.size, n_targets))
if alpha.size == 1 and n_targets > 1:
alpha = np.repeat(alpha, n_targets)
if solver not in ('sparse_cg', 'cholesky', 'svd', 'lsqr'):
raise ValueError('Solver %s not understood' % solver)
if solver == 'sparse_cg':
coef = _solve_sparse_cg(X, y, alpha, max_iter, tol, verbose)
elif solver == "lsqr":
coef = _solve_lsqr(X, y, alpha, max_iter, tol)
elif solver == 'cholesky':
if n_features > n_samples:
K = safe_sparse_dot(X, X.T, dense_output=True)
try:
dual_coef = _solve_cholesky_kernel(K, y, alpha)
coef = safe_sparse_dot(X.T, dual_coef, dense_output=True).T
except linalg.LinAlgError:
# use SVD solver if matrix is singular
solver = 'svd'
else:
try:
coef = _solve_cholesky(X, y, alpha)
except linalg.LinAlgError:
# use SVD solver if matrix is singular
solver = 'svd'
if solver == 'svd':
if sparse.issparse(X):
raise TypeError('SVD solver does not support sparse'
' inputs currently')
coef = _solve_svd(X, y, alpha)
if ravel:
# When y was passed as a 1d-array, we flatten the coefficients.
coef = coef.ravel()
return coef
class _BaseRidge(six.with_metaclass(ABCMeta, LinearModel)):
@abstractmethod
def __init__(self, alpha=1.0, fit_intercept=True, normalize=False,
copy_X=True, max_iter=None, tol=1e-3, solver="auto"):
self.alpha = alpha
self.fit_intercept = fit_intercept
self.normalize = normalize
self.copy_X = copy_X
self.max_iter = max_iter
self.tol = tol
self.solver = solver
def fit(self, X, y, sample_weight=None):
X, y = check_X_y(X, y, ['csr', 'csc', 'coo'], dtype=np.float,
multi_output=True, y_numeric=True)
if ((sample_weight is not None) and
np.atleast_1d(sample_weight).ndim > 1):
raise ValueError("Sample weights must be 1D array or scalar")
X, y, X_mean, y_mean, X_std = self._center_data(
X, y, self.fit_intercept, self.normalize, self.copy_X,
sample_weight=sample_weight)
self.coef_ = ridge_regression(X, y,
alpha=self.alpha,
sample_weight=sample_weight,
max_iter=self.max_iter,
tol=self.tol,
solver=self.solver)
self._set_intercept(X_mean, y_mean, X_std)
return self
class Ridge(_BaseRidge, RegressorMixin):
"""Linear least squares with l2 regularization.
This model solves a regression model where the loss function is
the linear least squares function and regularization is given by
the l2-norm. Also known as Ridge Regression or Tikhonov regularization.
This estimator has built-in support for multi-variate regression
(i.e., when y is a 2d-array of shape [n_samples, n_targets]).
Read more in the :ref:`User Guide <ridge_regression>`.
Parameters
----------
alpha : {float, array-like}
shape = [n_targets]
Small positive values of alpha improve the conditioning of the problem
and reduce the variance of the estimates. Alpha corresponds to
``(2*C)^-1`` in other linear models such as LogisticRegression or
LinearSVC. If an array is passed, penalties are assumed to be specific
to the targets. Hence they must correspond in number.
copy_X : boolean, optional, default True
If True, X will be copied; else, it may be overwritten.
fit_intercept : boolean
Whether to calculate the intercept for this model. If set
to false, no intercept will be used in calculations
(e.g. data is expected to be already centered).
max_iter : int, optional
Maximum number of iterations for conjugate gradient solver.
The default value is determined by scipy.sparse.linalg.
normalize : boolean, optional, default False
If True, the regressors X will be normalized before regression.
solver : {'auto', 'svd', 'cholesky', 'lsqr', 'sparse_cg'}
Solver to use in the computational routines:
- 'auto' chooses the solver automatically based on the type of data.
- 'svd' uses a Singular Value Decomposition of X to compute the Ridge
coefficients. More stable for singular matrices than
'cholesky'.
- 'cholesky' uses the standard scipy.linalg.solve function to
obtain a closed-form solution.
- 'sparse_cg' uses the conjugate gradient solver as found in
scipy.sparse.linalg.cg. As an iterative algorithm, this solver is
more appropriate than 'cholesky' for large-scale data
(possibility to set `tol` and `max_iter`).
- 'lsqr' uses the dedicated regularized least-squares routine
scipy.sparse.linalg.lsqr. It is the fatest but may not be available
in old scipy versions. It also uses an iterative procedure.
All three solvers support both dense and sparse data.
tol : float
Precision of the solution.
Attributes
----------
coef_ : array, shape = [n_features] or [n_targets, n_features]
Weight vector(s).
intercept_ : float | array, shape = (n_targets,)
Independent term in decision function. Set to 0.0 if
``fit_intercept = False``.
See also
--------
RidgeClassifier, RidgeCV, KernelRidge
Examples
--------
>>> from sklearn.linear_model import Ridge
>>> import numpy as np
>>> n_samples, n_features = 10, 5
>>> np.random.seed(0)
>>> y = np.random.randn(n_samples)
>>> X = np.random.randn(n_samples, n_features)
>>> clf = Ridge(alpha=1.0)
>>> clf.fit(X, y) # doctest: +NORMALIZE_WHITESPACE
Ridge(alpha=1.0, copy_X=True, fit_intercept=True, max_iter=None,
normalize=False, solver='auto', tol=0.001)
"""
def __init__(self, alpha=1.0, fit_intercept=True, normalize=False,
copy_X=True, max_iter=None, tol=1e-3, solver="auto"):
super(Ridge, self).__init__(alpha=alpha, fit_intercept=fit_intercept,
normalize=normalize, copy_X=copy_X,
max_iter=max_iter, tol=tol, solver=solver)
def fit(self, X, y, sample_weight=None):
"""Fit Ridge regression model
Parameters
----------
X : {array-like, sparse matrix}, shape = [n_samples, n_features]
Training data
y : array-like, shape = [n_samples] or [n_samples, n_targets]
Target values
sample_weight : float or numpy array of shape [n_samples]
Individual weights for each sample
Returns
-------
self : returns an instance of self.
"""
return super(Ridge, self).fit(X, y, sample_weight=sample_weight)
class RidgeClassifier(LinearClassifierMixin, _BaseRidge):
"""Classifier using Ridge regression.
Read more in the :ref:`User Guide <ridge_regression>`.
Parameters
----------
alpha : float
Small positive values of alpha improve the conditioning of the problem
and reduce the variance of the estimates. Alpha corresponds to
``(2*C)^-1`` in other linear models such as LogisticRegression or
LinearSVC.
class_weight : dict or 'balanced', optional
Weights associated with classes in the form ``{class_label: weight}``.
If not given, all classes are supposed to have weight one.
The "balanced" mode uses the values of y to automatically adjust
weights inversely proportional to class frequencies in the input data
as ``n_samples / (n_classes * np.bincount(y))``
copy_X : boolean, optional, default True
If True, X will be copied; else, it may be overwritten.
fit_intercept : boolean
Whether to calculate the intercept for this model. If set to false, no
intercept will be used in calculations (e.g. data is expected to be
already centered).
max_iter : int, optional
Maximum number of iterations for conjugate gradient solver.
The default value is determined by scipy.sparse.linalg.
normalize : boolean, optional, default False
If True, the regressors X will be normalized before regression.
solver : {'auto', 'svd', 'cholesky', 'lsqr', 'sparse_cg'}
Solver to use in the computational
routines. 'svd' will use a Singular value decomposition to obtain
the solution, 'cholesky' will use the standard
scipy.linalg.solve function, 'sparse_cg' will use the
conjugate gradient solver as found in
scipy.sparse.linalg.cg while 'auto' will chose the most
appropriate depending on the matrix X. 'lsqr' uses
a direct regularized least-squares routine provided by scipy.
tol : float
Precision of the solution.
Attributes
----------
coef_ : array, shape = [n_features] or [n_classes, n_features]
Weight vector(s).
intercept_ : float | array, shape = (n_targets,)
Independent term in decision function. Set to 0.0 if
``fit_intercept = False``.
See also
--------
Ridge, RidgeClassifierCV
Notes
-----
For multi-class classification, n_class classifiers are trained in
a one-versus-all approach. Concretely, this is implemented by taking
advantage of the multi-variate response support in Ridge.
"""
def __init__(self, alpha=1.0, fit_intercept=True, normalize=False,
copy_X=True, max_iter=None, tol=1e-3, class_weight=None,
solver="auto"):
super(RidgeClassifier, self).__init__(
alpha=alpha, fit_intercept=fit_intercept, normalize=normalize,
copy_X=copy_X, max_iter=max_iter, tol=tol, solver=solver)
self.class_weight = class_weight
def fit(self, X, y, sample_weight=None):
"""Fit Ridge regression model.
Parameters
----------
X : {array-like, sparse matrix}, shape = [n_samples,n_features]
Training data
y : array-like, shape = [n_samples]
Target values
sample_weight : float or numpy array of shape (n_samples,)
Sample weight.
Returns
-------
self : returns an instance of self.
"""
self._label_binarizer = LabelBinarizer(pos_label=1, neg_label=-1)
Y = self._label_binarizer.fit_transform(y)
if not self._label_binarizer.y_type_.startswith('multilabel'):
y = column_or_1d(y, warn=True)
if self.class_weight:
if sample_weight is None:
sample_weight = 1.
# modify the sample weights with the corresponding class weight
sample_weight = (sample_weight *
compute_sample_weight(self.class_weight, y))
super(RidgeClassifier, self).fit(X, Y, sample_weight=sample_weight)
return self
@property
def classes_(self):
return self._label_binarizer.classes_
class _RidgeGCV(LinearModel):
"""Ridge regression with built-in Generalized Cross-Validation
It allows efficient Leave-One-Out cross-validation.
This class is not intended to be used directly. Use RidgeCV instead.
Notes
-----
We want to solve (K + alpha*Id)c = y,
where K = X X^T is the kernel matrix.
Let G = (K + alpha*Id)^-1.
Dual solution: c = Gy
Primal solution: w = X^T c
Compute eigendecomposition K = Q V Q^T.
Then G = Q (V + alpha*Id)^-1 Q^T,
where (V + alpha*Id) is diagonal.
It is thus inexpensive to inverse for many alphas.
Let loov be the vector of prediction values for each example
when the model was fitted with all examples but this example.
loov = (KGY - diag(KG)Y) / diag(I-KG)
Let looe be the vector of prediction errors for each example
when the model was fitted with all examples but this example.
looe = y - loov = c / diag(G)
References
----------
http://cbcl.mit.edu/projects/cbcl/publications/ps/MIT-CSAIL-TR-2007-025.pdf
http://www.mit.edu/~9.520/spring07/Classes/rlsslides.pdf
"""
def __init__(self, alphas=(0.1, 1.0, 10.0),
fit_intercept=True, normalize=False,
scoring=None, copy_X=True,
gcv_mode=None, store_cv_values=False):
self.alphas = np.asarray(alphas)
self.fit_intercept = fit_intercept
self.normalize = normalize
self.scoring = scoring
self.copy_X = copy_X
self.gcv_mode = gcv_mode
self.store_cv_values = store_cv_values
def _pre_compute(self, X, y):
# even if X is very sparse, K is usually very dense
K = safe_sparse_dot(X, X.T, dense_output=True)
v, Q = linalg.eigh(K)
QT_y = np.dot(Q.T, y)
return v, Q, QT_y
def _decomp_diag(self, v_prime, Q):
# compute diagonal of the matrix: dot(Q, dot(diag(v_prime), Q^T))
return (v_prime * Q ** 2).sum(axis=-1)
def _diag_dot(self, D, B):
# compute dot(diag(D), B)
if len(B.shape) > 1:
# handle case where B is > 1-d
D = D[(slice(None), ) + (np.newaxis, ) * (len(B.shape) - 1)]
return D * B
def _errors(self, alpha, y, v, Q, QT_y):
# don't construct matrix G, instead compute action on y & diagonal
w = 1.0 / (v + alpha)
c = np.dot(Q, self._diag_dot(w, QT_y))
G_diag = self._decomp_diag(w, Q)
# handle case where y is 2-d
if len(y.shape) != 1:
G_diag = G_diag[:, np.newaxis]
return (c / G_diag) ** 2, c
def _values(self, alpha, y, v, Q, QT_y):
# don't construct matrix G, instead compute action on y & diagonal
w = 1.0 / (v + alpha)
c = np.dot(Q, self._diag_dot(w, QT_y))
G_diag = self._decomp_diag(w, Q)
# handle case where y is 2-d
if len(y.shape) != 1:
G_diag = G_diag[:, np.newaxis]
return y - (c / G_diag), c
def _pre_compute_svd(self, X, y):
if sparse.issparse(X):
raise TypeError("SVD not supported for sparse matrices")
U, s, _ = linalg.svd(X, full_matrices=0)
v = s ** 2
UT_y = np.dot(U.T, y)
return v, U, UT_y
def _errors_svd(self, alpha, y, v, U, UT_y):
w = ((v + alpha) ** -1) - (alpha ** -1)
c = np.dot(U, self._diag_dot(w, UT_y)) + (alpha ** -1) * y
G_diag = self._decomp_diag(w, U) + (alpha ** -1)
if len(y.shape) != 1:
# handle case where y is 2-d
G_diag = G_diag[:, np.newaxis]
return (c / G_diag) ** 2, c
def _values_svd(self, alpha, y, v, U, UT_y):
w = ((v + alpha) ** -1) - (alpha ** -1)
c = np.dot(U, self._diag_dot(w, UT_y)) + (alpha ** -1) * y
G_diag = self._decomp_diag(w, U) + (alpha ** -1)
if len(y.shape) != 1:
# handle case when y is 2-d
G_diag = G_diag[:, np.newaxis]
return y - (c / G_diag), c
def fit(self, X, y, sample_weight=None):
"""Fit Ridge regression model
Parameters
----------
X : {array-like, sparse matrix}, shape = [n_samples, n_features]
Training data
y : array-like, shape = [n_samples] or [n_samples, n_targets]
Target values
sample_weight : float or array-like of shape [n_samples]
Sample weight
Returns
-------
self : Returns self.
"""
X, y = check_X_y(X, y, ['csr', 'csc', 'coo'], dtype=np.float,
multi_output=True, y_numeric=True)
n_samples, n_features = X.shape
X, y, X_mean, y_mean, X_std = LinearModel._center_data(
X, y, self.fit_intercept, self.normalize, self.copy_X,
sample_weight=sample_weight)
gcv_mode = self.gcv_mode
with_sw = len(np.shape(sample_weight))
if gcv_mode is None or gcv_mode == 'auto':
if sparse.issparse(X) or n_features > n_samples or with_sw:
gcv_mode = 'eigen'
else:
gcv_mode = 'svd'
elif gcv_mode == "svd" and with_sw:
# FIXME non-uniform sample weights not yet supported
warnings.warn("non-uniform sample weights unsupported for svd, "
"forcing usage of eigen")
gcv_mode = 'eigen'
if gcv_mode == 'eigen':
_pre_compute = self._pre_compute
_errors = self._errors
_values = self._values
elif gcv_mode == 'svd':
# assert n_samples >= n_features
_pre_compute = self._pre_compute_svd
_errors = self._errors_svd
_values = self._values_svd
else:
raise ValueError('bad gcv_mode "%s"' % gcv_mode)
v, Q, QT_y = _pre_compute(X, y)
n_y = 1 if len(y.shape) == 1 else y.shape[1]
cv_values = np.zeros((n_samples * n_y, len(self.alphas)))
C = []
scorer = check_scoring(self, scoring=self.scoring, allow_none=True)
error = scorer is None
for i, alpha in enumerate(self.alphas):
weighted_alpha = (sample_weight * alpha
if sample_weight is not None
else alpha)
if error:
out, c = _errors(weighted_alpha, y, v, Q, QT_y)
else:
out, c = _values(weighted_alpha, y, v, Q, QT_y)
cv_values[:, i] = out.ravel()
C.append(c)
if error:
best = cv_values.mean(axis=0).argmin()
else:
# The scorer want an object that will make the predictions but
# they are already computed efficiently by _RidgeGCV. This
# identity_estimator will just return them
def identity_estimator():
pass
identity_estimator.decision_function = lambda y_predict: y_predict
identity_estimator.predict = lambda y_predict: y_predict
out = [scorer(identity_estimator, y.ravel(), cv_values[:, i])
for i in range(len(self.alphas))]
best = np.argmax(out)
self.alpha_ = self.alphas[best]
self.dual_coef_ = C[best]
self.coef_ = safe_sparse_dot(self.dual_coef_.T, X)
self._set_intercept(X_mean, y_mean, X_std)
if self.store_cv_values:
if len(y.shape) == 1:
cv_values_shape = n_samples, len(self.alphas)
else:
cv_values_shape = n_samples, n_y, len(self.alphas)
self.cv_values_ = cv_values.reshape(cv_values_shape)
return self
class _BaseRidgeCV(LinearModel):
def __init__(self, alphas=(0.1, 1.0, 10.0),
fit_intercept=True, normalize=False, scoring=None,
cv=None, gcv_mode=None,
store_cv_values=False):
self.alphas = alphas
self.fit_intercept = fit_intercept
self.normalize = normalize
self.scoring = scoring
self.cv = cv
self.gcv_mode = gcv_mode
self.store_cv_values = store_cv_values
def fit(self, X, y, sample_weight=None):
"""Fit Ridge regression model
Parameters
----------
X : array-like, shape = [n_samples, n_features]
Training data
y : array-like, shape = [n_samples] or [n_samples, n_targets]
Target values
sample_weight : float or array-like of shape [n_samples]
Sample weight
Returns
-------
self : Returns self.
"""
if self.cv is None:
estimator = _RidgeGCV(self.alphas,
fit_intercept=self.fit_intercept,
normalize=self.normalize,
scoring=self.scoring,
gcv_mode=self.gcv_mode,
store_cv_values=self.store_cv_values)
estimator.fit(X, y, sample_weight=sample_weight)
self.alpha_ = estimator.alpha_
if self.store_cv_values:
self.cv_values_ = estimator.cv_values_
else:
if self.store_cv_values:
raise ValueError("cv!=None and store_cv_values=True "
" are incompatible")
parameters = {'alpha': self.alphas}
fit_params = {'sample_weight': sample_weight}
gs = GridSearchCV(Ridge(fit_intercept=self.fit_intercept),
parameters, fit_params=fit_params, cv=self.cv)
gs.fit(X, y)
estimator = gs.best_estimator_
self.alpha_ = gs.best_estimator_.alpha
self.coef_ = estimator.coef_
self.intercept_ = estimator.intercept_
return self
class RidgeCV(_BaseRidgeCV, RegressorMixin):
"""Ridge regression with built-in cross-validation.
By default, it performs Generalized Cross-Validation, which is a form of
efficient Leave-One-Out cross-validation.
Read more in the :ref:`User Guide <ridge_regression>`.
Parameters
----------
alphas : numpy array of shape [n_alphas]
Array of alpha values to try.
Small positive values of alpha improve the conditioning of the
problem and reduce the variance of the estimates.
Alpha corresponds to ``(2*C)^-1`` in other linear models such as
LogisticRegression or LinearSVC.
fit_intercept : boolean
Whether to calculate the intercept for this model. If set
to false, no intercept will be used in calculations
(e.g. data is expected to be already centered).
normalize : boolean, optional, default False
If True, the regressors X will be normalized before regression.
scoring : string, callable or None, optional, default: None
A string (see model evaluation documentation) or
a scorer callable object / function with signature
``scorer(estimator, X, y)``.
cv : integer or cross-validation generator, optional
If None, Generalized Cross-Validation (efficient Leave-One-Out)
will be used.
If an integer is passed, it is the number of folds for KFold cross
validation. Specific cross-validation objects can be passed, see
sklearn.cross_validation module for the list of possible objects
gcv_mode : {None, 'auto', 'svd', eigen'}, optional
Flag indicating which strategy to use when performing
Generalized Cross-Validation. Options are::
'auto' : use svd if n_samples > n_features or when X is a sparse
matrix, otherwise use eigen
'svd' : force computation via singular value decomposition of X
(does not work for sparse matrices)
'eigen' : force computation via eigendecomposition of X^T X
The 'auto' mode is the default and is intended to pick the cheaper
option of the two depending upon the shape and format of the training
data.
store_cv_values : boolean, default=False
Flag indicating if the cross-validation values corresponding to
each alpha should be stored in the `cv_values_` attribute (see
below). This flag is only compatible with `cv=None` (i.e. using
Generalized Cross-Validation).
Attributes
----------
cv_values_ : array, shape = [n_samples, n_alphas] or \
shape = [n_samples, n_targets, n_alphas], optional
Cross-validation values for each alpha (if `store_cv_values=True` and \
`cv=None`). After `fit()` has been called, this attribute will \
contain the mean squared errors (by default) or the values of the \
`{loss,score}_func` function (if provided in the constructor).
coef_ : array, shape = [n_features] or [n_targets, n_features]
Weight vector(s).
intercept_ : float | array, shape = (n_targets,)
Independent term in decision function. Set to 0.0 if
``fit_intercept = False``.
alpha_ : float
Estimated regularization parameter.
See also
--------
Ridge: Ridge regression
RidgeClassifier: Ridge classifier
RidgeClassifierCV: Ridge classifier with built-in cross validation
"""
pass
class RidgeClassifierCV(LinearClassifierMixin, _BaseRidgeCV):
"""Ridge classifier with built-in cross-validation.
By default, it performs Generalized Cross-Validation, which is a form of
efficient Leave-One-Out cross-validation. Currently, only the n_features >
n_samples case is handled efficiently.
Read more in the :ref:`User Guide <ridge_regression>`.
Parameters
----------
alphas : numpy array of shape [n_alphas]
Array of alpha values to try.
Small positive values of alpha improve the conditioning of the
problem and reduce the variance of the estimates.
Alpha corresponds to ``(2*C)^-1`` in other linear models such as
LogisticRegression or LinearSVC.
fit_intercept : boolean
Whether to calculate the intercept for this model. If set
to false, no intercept will be used in calculations
(e.g. data is expected to be already centered).
normalize : boolean, optional, default False
If True, the regressors X will be normalized before regression.
scoring : string, callable or None, optional, default: None
A string (see model evaluation documentation) or
a scorer callable object / function with signature
``scorer(estimator, X, y)``.
cv : cross-validation generator, optional
If None, Generalized Cross-Validation (efficient Leave-One-Out)
will be used.
class_weight : dict or 'balanced', optional
Weights associated with classes in the form ``{class_label: weight}``.
If not given, all classes are supposed to have weight one.
The "balanced" mode uses the values of y to automatically adjust
weights inversely proportional to class frequencies in the input data
as ``n_samples / (n_classes * np.bincount(y))``
Attributes
----------
cv_values_ : array, shape = [n_samples, n_alphas] or \
shape = [n_samples, n_responses, n_alphas], optional
Cross-validation values for each alpha (if `store_cv_values=True` and
`cv=None`). After `fit()` has been called, this attribute will contain \
the mean squared errors (by default) or the values of the \
`{loss,score}_func` function (if provided in the constructor).
coef_ : array, shape = [n_features] or [n_targets, n_features]
Weight vector(s).
intercept_ : float | array, shape = (n_targets,)
Independent term in decision function. Set to 0.0 if
``fit_intercept = False``.
alpha_ : float
Estimated regularization parameter
See also
--------
Ridge: Ridge regression
RidgeClassifier: Ridge classifier
RidgeCV: Ridge regression with built-in cross validation
Notes
-----
For multi-class classification, n_class classifiers are trained in
a one-versus-all approach. Concretely, this is implemented by taking
advantage of the multi-variate response support in Ridge.
"""
def __init__(self, alphas=(0.1, 1.0, 10.0), fit_intercept=True,
normalize=False, scoring=None, cv=None, class_weight=None):
super(RidgeClassifierCV, self).__init__(
alphas=alphas, fit_intercept=fit_intercept, normalize=normalize,
scoring=scoring, cv=cv)
self.class_weight = class_weight
def fit(self, X, y, sample_weight=None):
"""Fit the ridge classifier.
Parameters
----------
X : array-like, shape (n_samples, n_features)
Training vectors, where n_samples is the number of samples
and n_features is the number of features.
y : array-like, shape (n_samples,)
Target values.
sample_weight : float or numpy array of shape (n_samples,)
Sample weight.
Returns
-------
self : object
Returns self.
"""
self._label_binarizer = LabelBinarizer(pos_label=1, neg_label=-1)
Y = self._label_binarizer.fit_transform(y)
if not self._label_binarizer.y_type_.startswith('multilabel'):
y = column_or_1d(y, warn=True)
if self.class_weight:
if sample_weight is None:
sample_weight = 1.
# modify the sample weights with the corresponding class weight
sample_weight = (sample_weight *
compute_sample_weight(self.class_weight, y))
_BaseRidgeCV.fit(self, X, Y, sample_weight=sample_weight)
return self
@property
def classes_(self):
return self._label_binarizer.classes_
| bsd-3-clause |
Lawrence-Liu/scikit-learn | examples/cluster/plot_segmentation_toy.py | 258 | 3336 | """
===========================================
Spectral clustering for image segmentation
===========================================
In this example, an image with connected circles is generated and
spectral clustering is used to separate the circles.
In these settings, the :ref:`spectral_clustering` approach solves the problem
know as 'normalized graph cuts': the image is seen as a graph of
connected voxels, and the spectral clustering algorithm amounts to
choosing graph cuts defining regions while minimizing the ratio of the
gradient along the cut, and the volume of the region.
As the algorithm tries to balance the volume (ie balance the region
sizes), if we take circles with different sizes, the segmentation fails.
In addition, as there is no useful information in the intensity of the image,
or its gradient, we choose to perform the spectral clustering on a graph
that is only weakly informed by the gradient. This is close to performing
a Voronoi partition of the graph.
In addition, we use the mask of the objects to restrict the graph to the
outline of the objects. In this example, we are interested in
separating the objects one from the other, and not from the background.
"""
print(__doc__)
# Authors: Emmanuelle Gouillart <[email protected]>
# Gael Varoquaux <[email protected]>
# License: BSD 3 clause
import numpy as np
import matplotlib.pyplot as plt
from sklearn.feature_extraction import image
from sklearn.cluster import spectral_clustering
###############################################################################
l = 100
x, y = np.indices((l, l))
center1 = (28, 24)
center2 = (40, 50)
center3 = (67, 58)
center4 = (24, 70)
radius1, radius2, radius3, radius4 = 16, 14, 15, 14
circle1 = (x - center1[0]) ** 2 + (y - center1[1]) ** 2 < radius1 ** 2
circle2 = (x - center2[0]) ** 2 + (y - center2[1]) ** 2 < radius2 ** 2
circle3 = (x - center3[0]) ** 2 + (y - center3[1]) ** 2 < radius3 ** 2
circle4 = (x - center4[0]) ** 2 + (y - center4[1]) ** 2 < radius4 ** 2
###############################################################################
# 4 circles
img = circle1 + circle2 + circle3 + circle4
mask = img.astype(bool)
img = img.astype(float)
img += 1 + 0.2 * np.random.randn(*img.shape)
# Convert the image into a graph with the value of the gradient on the
# edges.
graph = image.img_to_graph(img, mask=mask)
# Take a decreasing function of the gradient: we take it weakly
# dependent from the gradient the segmentation is close to a voronoi
graph.data = np.exp(-graph.data / graph.data.std())
# Force the solver to be arpack, since amg is numerically
# unstable on this example
labels = spectral_clustering(graph, n_clusters=4, eigen_solver='arpack')
label_im = -np.ones(mask.shape)
label_im[mask] = labels
plt.matshow(img)
plt.matshow(label_im)
###############################################################################
# 2 circles
img = circle1 + circle2
mask = img.astype(bool)
img = img.astype(float)
img += 1 + 0.2 * np.random.randn(*img.shape)
graph = image.img_to_graph(img, mask=mask)
graph.data = np.exp(-graph.data / graph.data.std())
labels = spectral_clustering(graph, n_clusters=2, eigen_solver='arpack')
label_im = -np.ones(mask.shape)
label_im[mask] = labels
plt.matshow(img)
plt.matshow(label_im)
plt.show()
| bsd-3-clause |
clemkoa/scikit-learn | examples/covariance/plot_outlier_detection.py | 15 | 5121 | """
==========================================
Outlier detection with several methods.
==========================================
When the amount of contamination is known, this example illustrates three
different ways of performing :ref:`outlier_detection`:
- based on a robust estimator of covariance, which is assuming that the
data are Gaussian distributed and performs better than the One-Class SVM
in that case.
- using the One-Class SVM and its ability to capture the shape of the
data set, hence performing better when the data is strongly
non-Gaussian, i.e. with two well-separated clusters;
- using the Isolation Forest algorithm, which is based on random forests and
hence more adapted to large-dimensional settings, even if it performs
quite well in the examples below.
- using the Local Outlier Factor to measure the local deviation of a given
data point with respect to its neighbors by comparing their local density.
The ground truth about inliers and outliers is given by the points colors
while the orange-filled area indicates which points are reported as inliers
by each method.
Here, we assume that we know the fraction of outliers in the datasets.
Thus rather than using the 'predict' method of the objects, we set the
threshold on the decision_function to separate out the corresponding
fraction.
"""
import numpy as np
from scipy import stats
import matplotlib.pyplot as plt
import matplotlib.font_manager
from sklearn import svm
from sklearn.covariance import EllipticEnvelope
from sklearn.ensemble import IsolationForest
from sklearn.neighbors import LocalOutlierFactor
print(__doc__)
rng = np.random.RandomState(42)
# Example settings
n_samples = 200
outliers_fraction = 0.25
clusters_separation = [0, 1, 2]
# define two outlier detection tools to be compared
classifiers = {
"One-Class SVM": svm.OneClassSVM(nu=0.95 * outliers_fraction + 0.05,
kernel="rbf", gamma=0.1),
"Robust covariance": EllipticEnvelope(contamination=outliers_fraction),
"Isolation Forest": IsolationForest(max_samples=n_samples,
contamination=outliers_fraction,
random_state=rng),
"Local Outlier Factor": LocalOutlierFactor(
n_neighbors=35,
contamination=outliers_fraction)}
# Compare given classifiers under given settings
xx, yy = np.meshgrid(np.linspace(-7, 7, 100), np.linspace(-7, 7, 100))
n_inliers = int((1. - outliers_fraction) * n_samples)
n_outliers = int(outliers_fraction * n_samples)
ground_truth = np.ones(n_samples, dtype=int)
ground_truth[-n_outliers:] = -1
# Fit the problem with varying cluster separation
for i, offset in enumerate(clusters_separation):
np.random.seed(42)
# Data generation
X1 = 0.3 * np.random.randn(n_inliers // 2, 2) - offset
X2 = 0.3 * np.random.randn(n_inliers // 2, 2) + offset
X = np.r_[X1, X2]
# Add outliers
X = np.r_[X, np.random.uniform(low=-6, high=6, size=(n_outliers, 2))]
# Fit the model
plt.figure(figsize=(9, 7))
for i, (clf_name, clf) in enumerate(classifiers.items()):
# fit the data and tag outliers
if clf_name == "Local Outlier Factor":
y_pred = clf.fit_predict(X)
scores_pred = clf.negative_outlier_factor_
else:
clf.fit(X)
scores_pred = clf.decision_function(X)
y_pred = clf.predict(X)
threshold = stats.scoreatpercentile(scores_pred,
100 * outliers_fraction)
n_errors = (y_pred != ground_truth).sum()
# plot the levels lines and the points
if clf_name == "Local Outlier Factor":
# decision_function is private for LOF
Z = clf._decision_function(np.c_[xx.ravel(), yy.ravel()])
else:
Z = clf.decision_function(np.c_[xx.ravel(), yy.ravel()])
Z = Z.reshape(xx.shape)
subplot = plt.subplot(2, 2, i + 1)
subplot.contourf(xx, yy, Z, levels=np.linspace(Z.min(), threshold, 7),
cmap=plt.cm.Blues_r)
a = subplot.contour(xx, yy, Z, levels=[threshold],
linewidths=2, colors='red')
subplot.contourf(xx, yy, Z, levels=[threshold, Z.max()],
colors='orange')
b = subplot.scatter(X[:-n_outliers, 0], X[:-n_outliers, 1], c='white',
s=20, edgecolor='k')
c = subplot.scatter(X[-n_outliers:, 0], X[-n_outliers:, 1], c='black',
s=20, edgecolor='k')
subplot.axis('tight')
subplot.legend(
[a.collections[0], b, c],
['learned decision function', 'true inliers', 'true outliers'],
prop=matplotlib.font_manager.FontProperties(size=10),
loc='lower right')
subplot.set_xlabel("%d. %s (errors: %d)" % (i + 1, clf_name, n_errors))
subplot.set_xlim((-7, 7))
subplot.set_ylim((-7, 7))
plt.subplots_adjust(0.04, 0.1, 0.96, 0.94, 0.1, 0.26)
plt.suptitle("Outlier detection")
plt.show()
| bsd-3-clause |
idlead/scikit-learn | sklearn/neighbors/tests/test_approximate.py | 26 | 19053 | """
Testing for the approximate neighbor search using
Locality Sensitive Hashing Forest module
(sklearn.neighbors.LSHForest).
"""
# Author: Maheshakya Wijewardena, Joel Nothman
import numpy as np
import scipy.sparse as sp
from sklearn.utils.testing import assert_array_equal
from sklearn.utils.testing import assert_almost_equal
from sklearn.utils.testing import assert_array_almost_equal
from sklearn.utils.testing import assert_equal
from sklearn.utils.testing import assert_raises
from sklearn.utils.testing import assert_array_less
from sklearn.utils.testing import assert_greater
from sklearn.utils.testing import assert_true
from sklearn.utils.testing import assert_not_equal
from sklearn.utils.testing import assert_warns_message
from sklearn.utils.testing import ignore_warnings
from sklearn.metrics.pairwise import pairwise_distances
from sklearn.neighbors import LSHForest
from sklearn.neighbors import NearestNeighbors
def test_neighbors_accuracy_with_n_candidates():
# Checks whether accuracy increases as `n_candidates` increases.
n_candidates_values = np.array([.1, 50, 500])
n_samples = 100
n_features = 10
n_iter = 10
n_points = 5
rng = np.random.RandomState(42)
accuracies = np.zeros(n_candidates_values.shape[0], dtype=float)
X = rng.rand(n_samples, n_features)
for i, n_candidates in enumerate(n_candidates_values):
lshf = LSHForest(n_candidates=n_candidates)
ignore_warnings(lshf.fit)(X)
for j in range(n_iter):
query = X[rng.randint(0, n_samples)].reshape(1, -1)
neighbors = lshf.kneighbors(query, n_neighbors=n_points,
return_distance=False)
distances = pairwise_distances(query, X, metric='cosine')
ranks = np.argsort(distances)[0, :n_points]
intersection = np.intersect1d(ranks, neighbors).shape[0]
ratio = intersection / float(n_points)
accuracies[i] = accuracies[i] + ratio
accuracies[i] = accuracies[i] / float(n_iter)
# Sorted accuracies should be equal to original accuracies
assert_true(np.all(np.diff(accuracies) >= 0),
msg="Accuracies are not non-decreasing.")
# Highest accuracy should be strictly greater than the lowest
assert_true(np.ptp(accuracies) > 0,
msg="Highest accuracy is not strictly greater than lowest.")
def test_neighbors_accuracy_with_n_estimators():
# Checks whether accuracy increases as `n_estimators` increases.
n_estimators = np.array([1, 10, 100])
n_samples = 100
n_features = 10
n_iter = 10
n_points = 5
rng = np.random.RandomState(42)
accuracies = np.zeros(n_estimators.shape[0], dtype=float)
X = rng.rand(n_samples, n_features)
for i, t in enumerate(n_estimators):
lshf = LSHForest(n_candidates=500, n_estimators=t)
ignore_warnings(lshf.fit)(X)
for j in range(n_iter):
query = X[rng.randint(0, n_samples)].reshape(1, -1)
neighbors = lshf.kneighbors(query, n_neighbors=n_points,
return_distance=False)
distances = pairwise_distances(query, X, metric='cosine')
ranks = np.argsort(distances)[0, :n_points]
intersection = np.intersect1d(ranks, neighbors).shape[0]
ratio = intersection / float(n_points)
accuracies[i] = accuracies[i] + ratio
accuracies[i] = accuracies[i] / float(n_iter)
# Sorted accuracies should be equal to original accuracies
assert_true(np.all(np.diff(accuracies) >= 0),
msg="Accuracies are not non-decreasing.")
# Highest accuracy should be strictly greater than the lowest
assert_true(np.ptp(accuracies) > 0,
msg="Highest accuracy is not strictly greater than lowest.")
@ignore_warnings
def test_kneighbors():
# Checks whether desired number of neighbors are returned.
# It is guaranteed to return the requested number of neighbors
# if `min_hash_match` is set to 0. Returned distances should be
# in ascending order.
n_samples = 12
n_features = 2
n_iter = 10
rng = np.random.RandomState(42)
X = rng.rand(n_samples, n_features)
lshf = LSHForest(min_hash_match=0)
# Test unfitted estimator
assert_raises(ValueError, lshf.kneighbors, X[0])
ignore_warnings(lshf.fit)(X)
for i in range(n_iter):
n_neighbors = rng.randint(0, n_samples)
query = X[rng.randint(0, n_samples)].reshape(1, -1)
neighbors = lshf.kneighbors(query, n_neighbors=n_neighbors,
return_distance=False)
# Desired number of neighbors should be returned.
assert_equal(neighbors.shape[1], n_neighbors)
# Multiple points
n_queries = 5
queries = X[rng.randint(0, n_samples, n_queries)]
distances, neighbors = lshf.kneighbors(queries,
n_neighbors=1,
return_distance=True)
assert_equal(neighbors.shape[0], n_queries)
assert_equal(distances.shape[0], n_queries)
# Test only neighbors
neighbors = lshf.kneighbors(queries, n_neighbors=1,
return_distance=False)
assert_equal(neighbors.shape[0], n_queries)
# Test random point(not in the data set)
query = rng.randn(n_features).reshape(1, -1)
lshf.kneighbors(query, n_neighbors=1,
return_distance=False)
# Test n_neighbors at initialization
neighbors = lshf.kneighbors(query, return_distance=False)
assert_equal(neighbors.shape[1], 5)
# Test `neighbors` has an integer dtype
assert_true(neighbors.dtype.kind == 'i',
msg="neighbors are not in integer dtype.")
def test_radius_neighbors():
# Checks whether Returned distances are less than `radius`
# At least one point should be returned when the `radius` is set
# to mean distance from the considering point to other points in
# the database.
# Moreover, this test compares the radius neighbors of LSHForest
# with the `sklearn.neighbors.NearestNeighbors`.
n_samples = 12
n_features = 2
n_iter = 10
rng = np.random.RandomState(42)
X = rng.rand(n_samples, n_features)
lshf = LSHForest()
# Test unfitted estimator
assert_raises(ValueError, lshf.radius_neighbors, X[0])
ignore_warnings(lshf.fit)(X)
for i in range(n_iter):
# Select a random point in the dataset as the query
query = X[rng.randint(0, n_samples)].reshape(1, -1)
# At least one neighbor should be returned when the radius is the
# mean distance from the query to the points of the dataset.
mean_dist = np.mean(pairwise_distances(query, X, metric='cosine'))
neighbors = lshf.radius_neighbors(query, radius=mean_dist,
return_distance=False)
assert_equal(neighbors.shape, (1,))
assert_equal(neighbors.dtype, object)
assert_greater(neighbors[0].shape[0], 0)
# All distances to points in the results of the radius query should
# be less than mean_dist
distances, neighbors = lshf.radius_neighbors(query,
radius=mean_dist,
return_distance=True)
assert_array_less(distances[0], mean_dist)
# Multiple points
n_queries = 5
queries = X[rng.randint(0, n_samples, n_queries)]
distances, neighbors = lshf.radius_neighbors(queries,
return_distance=True)
# dists and inds should not be 1D arrays or arrays of variable lengths
# hence the use of the object dtype.
assert_equal(distances.shape, (n_queries,))
assert_equal(distances.dtype, object)
assert_equal(neighbors.shape, (n_queries,))
assert_equal(neighbors.dtype, object)
# Compare with exact neighbor search
query = X[rng.randint(0, n_samples)].reshape(1, -1)
mean_dist = np.mean(pairwise_distances(query, X, metric='cosine'))
nbrs = NearestNeighbors(algorithm='brute', metric='cosine').fit(X)
distances_exact, _ = nbrs.radius_neighbors(query, radius=mean_dist)
distances_approx, _ = lshf.radius_neighbors(query, radius=mean_dist)
# Radius-based queries do not sort the result points and the order
# depends on the method, the random_state and the dataset order. Therefore
# we need to sort the results ourselves before performing any comparison.
sorted_dists_exact = np.sort(distances_exact[0])
sorted_dists_approx = np.sort(distances_approx[0])
# Distances to exact neighbors are less than or equal to approximate
# counterparts as the approximate radius query might have missed some
# closer neighbors.
assert_true(np.all(np.less_equal(sorted_dists_exact,
sorted_dists_approx)))
@ignore_warnings
def test_radius_neighbors_boundary_handling():
X = [[0.999, 0.001], [0.5, 0.5], [0, 1.], [-1., 0.001]]
n_points = len(X)
# Build an exact nearest neighbors model as reference model to ensure
# consistency between exact and approximate methods
nnbrs = NearestNeighbors(algorithm='brute', metric='cosine').fit(X)
# Build a LSHForest model with hyperparameter values that always guarantee
# exact results on this toy dataset.
lsfh = LSHForest(min_hash_match=0, n_candidates=n_points).fit(X)
# define a query aligned with the first axis
query = [[1., 0.]]
# Compute the exact cosine distances of the query to the four points of
# the dataset
dists = pairwise_distances(query, X, metric='cosine').ravel()
# The first point is almost aligned with the query (very small angle),
# the cosine distance should therefore be almost null:
assert_almost_equal(dists[0], 0, decimal=5)
# The second point form an angle of 45 degrees to the query vector
assert_almost_equal(dists[1], 1 - np.cos(np.pi / 4))
# The third point is orthogonal from the query vector hence at a distance
# exactly one:
assert_almost_equal(dists[2], 1)
# The last point is almost colinear but with opposite sign to the query
# therefore it has a cosine 'distance' very close to the maximum possible
# value of 2.
assert_almost_equal(dists[3], 2, decimal=5)
# If we query with a radius of one, all the samples except the last sample
# should be included in the results. This means that the third sample
# is lying on the boundary of the radius query:
exact_dists, exact_idx = nnbrs.radius_neighbors(query, radius=1)
approx_dists, approx_idx = lsfh.radius_neighbors(query, radius=1)
assert_array_equal(np.sort(exact_idx[0]), [0, 1, 2])
assert_array_equal(np.sort(approx_idx[0]), [0, 1, 2])
assert_array_almost_equal(np.sort(exact_dists[0]), dists[:-1])
assert_array_almost_equal(np.sort(approx_dists[0]), dists[:-1])
# If we perform the same query with a slighltly lower radius, the third
# point of the dataset that lay on the boundary of the previous query
# is now rejected:
eps = np.finfo(np.float64).eps
exact_dists, exact_idx = nnbrs.radius_neighbors(query, radius=1 - eps)
approx_dists, approx_idx = lsfh.radius_neighbors(query, radius=1 - eps)
assert_array_equal(np.sort(exact_idx[0]), [0, 1])
assert_array_equal(np.sort(approx_idx[0]), [0, 1])
assert_array_almost_equal(np.sort(exact_dists[0]), dists[:-2])
assert_array_almost_equal(np.sort(approx_dists[0]), dists[:-2])
def test_distances():
# Checks whether returned neighbors are from closest to farthest.
n_samples = 12
n_features = 2
n_iter = 10
rng = np.random.RandomState(42)
X = rng.rand(n_samples, n_features)
lshf = LSHForest()
ignore_warnings(lshf.fit)(X)
for i in range(n_iter):
n_neighbors = rng.randint(0, n_samples)
query = X[rng.randint(0, n_samples)].reshape(1, -1)
distances, neighbors = lshf.kneighbors(query,
n_neighbors=n_neighbors,
return_distance=True)
# Returned neighbors should be from closest to farthest, that is
# increasing distance values.
assert_true(np.all(np.diff(distances[0]) >= 0))
# Note: the radius_neighbors method does not guarantee the order of
# the results.
def test_fit():
# Checks whether `fit` method sets all attribute values correctly.
n_samples = 12
n_features = 2
n_estimators = 5
rng = np.random.RandomState(42)
X = rng.rand(n_samples, n_features)
lshf = LSHForest(n_estimators=n_estimators)
ignore_warnings(lshf.fit)(X)
# _input_array = X
assert_array_equal(X, lshf._fit_X)
# A hash function g(p) for each tree
assert_equal(n_estimators, len(lshf.hash_functions_))
# Hash length = 32
assert_equal(32, lshf.hash_functions_[0].components_.shape[0])
# Number of trees_ in the forest
assert_equal(n_estimators, len(lshf.trees_))
# Each tree has entries for every data point
assert_equal(n_samples, len(lshf.trees_[0]))
# Original indices after sorting the hashes
assert_equal(n_estimators, len(lshf.original_indices_))
# Each set of original indices in a tree has entries for every data point
assert_equal(n_samples, len(lshf.original_indices_[0]))
def test_partial_fit():
# Checks whether inserting array is consitent with fitted data.
# `partial_fit` method should set all attribute values correctly.
n_samples = 12
n_samples_partial_fit = 3
n_features = 2
rng = np.random.RandomState(42)
X = rng.rand(n_samples, n_features)
X_partial_fit = rng.rand(n_samples_partial_fit, n_features)
lshf = LSHForest()
# Test unfitted estimator
ignore_warnings(lshf.partial_fit)(X)
assert_array_equal(X, lshf._fit_X)
ignore_warnings(lshf.fit)(X)
# Insert wrong dimension
assert_raises(ValueError, lshf.partial_fit,
np.random.randn(n_samples_partial_fit, n_features - 1))
ignore_warnings(lshf.partial_fit)(X_partial_fit)
# size of _input_array = samples + 1 after insertion
assert_equal(lshf._fit_X.shape[0],
n_samples + n_samples_partial_fit)
# size of original_indices_[1] = samples + 1
assert_equal(len(lshf.original_indices_[0]),
n_samples + n_samples_partial_fit)
# size of trees_[1] = samples + 1
assert_equal(len(lshf.trees_[1]),
n_samples + n_samples_partial_fit)
def test_hash_functions():
# Checks randomness of hash functions.
# Variance and mean of each hash function (projection vector)
# should be different from flattened array of hash functions.
# If hash functions are not randomly built (seeded with
# same value), variances and means of all functions are equal.
n_samples = 12
n_features = 2
n_estimators = 5
rng = np.random.RandomState(42)
X = rng.rand(n_samples, n_features)
lshf = LSHForest(n_estimators=n_estimators,
random_state=rng.randint(0, np.iinfo(np.int32).max))
ignore_warnings(lshf.fit)(X)
hash_functions = []
for i in range(n_estimators):
hash_functions.append(lshf.hash_functions_[i].components_)
for i in range(n_estimators):
assert_not_equal(np.var(hash_functions),
np.var(lshf.hash_functions_[i].components_))
for i in range(n_estimators):
assert_not_equal(np.mean(hash_functions),
np.mean(lshf.hash_functions_[i].components_))
def test_candidates():
# Checks whether candidates are sufficient.
# This should handle the cases when number of candidates is 0.
# User should be warned when number of candidates is less than
# requested number of neighbors.
X_train = np.array([[5, 5, 2], [21, 5, 5], [1, 1, 1], [8, 9, 1],
[6, 10, 2]], dtype=np.float32)
X_test = np.array([7, 10, 3], dtype=np.float32).reshape(1, -1)
# For zero candidates
lshf = LSHForest(min_hash_match=32)
ignore_warnings(lshf.fit)(X_train)
message = ("Number of candidates is not sufficient to retrieve"
" %i neighbors with"
" min_hash_match = %i. Candidates are filled up"
" uniformly from unselected"
" indices." % (3, 32))
assert_warns_message(UserWarning, message, lshf.kneighbors,
X_test, n_neighbors=3)
distances, neighbors = lshf.kneighbors(X_test, n_neighbors=3)
assert_equal(distances.shape[1], 3)
# For candidates less than n_neighbors
lshf = LSHForest(min_hash_match=31)
ignore_warnings(lshf.fit)(X_train)
message = ("Number of candidates is not sufficient to retrieve"
" %i neighbors with"
" min_hash_match = %i. Candidates are filled up"
" uniformly from unselected"
" indices." % (5, 31))
assert_warns_message(UserWarning, message, lshf.kneighbors,
X_test, n_neighbors=5)
distances, neighbors = lshf.kneighbors(X_test, n_neighbors=5)
assert_equal(distances.shape[1], 5)
def test_graphs():
# Smoke tests for graph methods.
n_samples_sizes = [5, 10, 20]
n_features = 3
rng = np.random.RandomState(42)
for n_samples in n_samples_sizes:
X = rng.rand(n_samples, n_features)
lshf = LSHForest(min_hash_match=0)
ignore_warnings(lshf.fit)(X)
kneighbors_graph = lshf.kneighbors_graph(X)
radius_neighbors_graph = lshf.radius_neighbors_graph(X)
assert_equal(kneighbors_graph.shape[0], n_samples)
assert_equal(kneighbors_graph.shape[1], n_samples)
assert_equal(radius_neighbors_graph.shape[0], n_samples)
assert_equal(radius_neighbors_graph.shape[1], n_samples)
def test_sparse_input():
# note: Fixed random state in sp.rand is not supported in older scipy.
# The test should succeed regardless.
X1 = sp.rand(50, 100)
X2 = sp.rand(10, 100)
forest_sparse = LSHForest(radius=1, random_state=0).fit(X1)
forest_dense = LSHForest(radius=1, random_state=0).fit(X1.A)
d_sparse, i_sparse = forest_sparse.kneighbors(X2, return_distance=True)
d_dense, i_dense = forest_dense.kneighbors(X2.A, return_distance=True)
assert_almost_equal(d_sparse, d_dense)
assert_almost_equal(i_sparse, i_dense)
d_sparse, i_sparse = forest_sparse.radius_neighbors(X2,
return_distance=True)
d_dense, i_dense = forest_dense.radius_neighbors(X2.A,
return_distance=True)
assert_equal(d_sparse.shape, d_dense.shape)
for a, b in zip(d_sparse, d_dense):
assert_almost_equal(a, b)
for a, b in zip(i_sparse, i_dense):
assert_almost_equal(a, b)
| bsd-3-clause |
Vimos/scikit-learn | examples/svm/plot_separating_hyperplane_unbalanced.py | 25 | 1866 | """
=================================================
SVM: Separating hyperplane for unbalanced classes
=================================================
Find the optimal separating hyperplane using an SVC for classes that
are unbalanced.
We first find the separating plane with a plain SVC and then plot
(dashed) the separating hyperplane with automatically correction for
unbalanced classes.
.. currentmodule:: sklearn.linear_model
.. note::
This example will also work by replacing ``SVC(kernel="linear")``
with ``SGDClassifier(loss="hinge")``. Setting the ``loss`` parameter
of the :class:`SGDClassifier` equal to ``hinge`` will yield behaviour
such as that of a SVC with a linear kernel.
For example try instead of the ``SVC``::
clf = SGDClassifier(n_iter=100, alpha=0.01)
"""
print(__doc__)
import numpy as np
import matplotlib.pyplot as plt
from sklearn import svm
#from sklearn.linear_model import SGDClassifier
# we create 40 separable points
rng = np.random.RandomState(0)
n_samples_1 = 1000
n_samples_2 = 100
X = np.r_[1.5 * rng.randn(n_samples_1, 2),
0.5 * rng.randn(n_samples_2, 2) + [2, 2]]
y = [0] * (n_samples_1) + [1] * (n_samples_2)
# fit the model and get the separating hyperplane
clf = svm.SVC(kernel='linear', C=1.0)
clf.fit(X, y)
w = clf.coef_[0]
a = -w[0] / w[1]
xx = np.linspace(-5, 5)
yy = a * xx - clf.intercept_[0] / w[1]
# get the separating hyperplane using weighted classes
wclf = svm.SVC(kernel='linear', class_weight={1: 10})
wclf.fit(X, y)
ww = wclf.coef_[0]
wa = -ww[0] / ww[1]
wyy = wa * xx - wclf.intercept_[0] / ww[1]
# plot separating hyperplanes and samples
h0 = plt.plot(xx, yy, 'k-', label='no weights')
h1 = plt.plot(xx, wyy, 'k--', label='with weights')
plt.scatter(X[:, 0], X[:, 1], c=y, cmap=plt.cm.Paired, edgecolors='k')
plt.legend()
plt.axis('tight')
plt.show()
| bsd-3-clause |
huzq/scikit-learn | sklearn/impute/tests/test_knn.py | 15 | 17366 | import numpy as np
import pytest
from sklearn import config_context
from sklearn.impute import KNNImputer
from sklearn.metrics.pairwise import nan_euclidean_distances
from sklearn.metrics.pairwise import pairwise_distances
from sklearn.neighbors import KNeighborsRegressor
from sklearn.utils._testing import assert_allclose
@pytest.mark.parametrize("weights", ["uniform", "distance"])
@pytest.mark.parametrize("n_neighbors", range(1, 6))
def test_knn_imputer_shape(weights, n_neighbors):
# Verify the shapes of the imputed matrix for different weights and
# number of neighbors.
n_rows = 10
n_cols = 2
X = np.random.rand(n_rows, n_cols)
X[0, 0] = np.nan
imputer = KNNImputer(n_neighbors=n_neighbors, weights=weights)
X_imputed = imputer.fit_transform(X)
assert X_imputed.shape == (n_rows, n_cols)
@pytest.mark.parametrize("na", [np.nan, -1])
def test_knn_imputer_default_with_invalid_input(na):
# Test imputation with default values and invalid input
# Test with inf present
X = np.array([
[np.inf, 1, 1, 2, na],
[2, 1, 2, 2, 3],
[3, 2, 3, 3, 8],
[na, 6, 0, 5, 13],
[na, 7, 0, 7, 8],
[6, 6, 2, 5, 7],
])
with pytest.raises(ValueError, match="Input contains (infinity|NaN)"):
KNNImputer(missing_values=na).fit(X)
# Test with inf present in matrix passed in transform()
X = np.array([
[np.inf, 1, 1, 2, na],
[2, 1, 2, 2, 3],
[3, 2, 3, 3, 8],
[na, 6, 0, 5, 13],
[na, 7, 0, 7, 8],
[6, 6, 2, 5, 7],
])
X_fit = np.array([
[0, 1, 1, 2, na],
[2, 1, 2, 2, 3],
[3, 2, 3, 3, 8],
[na, 6, 0, 5, 13],
[na, 7, 0, 7, 8],
[6, 6, 2, 5, 7],
])
imputer = KNNImputer(missing_values=na).fit(X_fit)
with pytest.raises(ValueError, match="Input contains (infinity|NaN)"):
imputer.transform(X)
# negative n_neighbors
with pytest.raises(ValueError, match="Expected n_neighbors > 0"):
KNNImputer(missing_values=na, n_neighbors=0).fit(X_fit)
# Test with missing_values=0 when NaN present
imputer = KNNImputer(missing_values=0, n_neighbors=2, weights="uniform")
X = np.array([
[np.nan, 0, 0, 0, 5],
[np.nan, 1, 0, np.nan, 3],
[np.nan, 2, 0, 0, 0],
[np.nan, 6, 0, 5, 13],
])
msg = (r"Input contains NaN, infinity or a value too large for "
r"dtype\('float64'\)")
with pytest.raises(ValueError, match=msg):
imputer.fit(X)
X = np.array([
[0, 0],
[np.nan, 2],
])
# Test with a metric type without NaN support
imputer = KNNImputer(metric="euclidean")
bad_metric_msg = "The selected metric does not support NaN values"
with pytest.raises(ValueError, match=bad_metric_msg):
imputer.fit(X)
@pytest.mark.parametrize("na", [np.nan, -1])
def test_knn_imputer_removes_all_na_features(na):
X = np.array([
[1, 1, na, 1, 1, 1.],
[2, 3, na, 2, 2, 2],
[3, 4, na, 3, 3, na],
[6, 4, na, na, 6, 6],
])
knn = KNNImputer(missing_values=na, n_neighbors=2).fit(X)
X_transform = knn.transform(X)
assert not np.isnan(X_transform).any()
assert X_transform.shape == (4, 5)
X_test = np.arange(0, 12).reshape(2, 6)
X_transform = knn.transform(X_test)
assert_allclose(X_test[:, [0, 1, 3, 4, 5]], X_transform)
@pytest.mark.parametrize("na", [np.nan, -1])
def test_knn_imputer_zero_nan_imputes_the_same(na):
# Test with an imputable matrix and compare with different missing_values
X_zero = np.array([
[1, 0, 1, 1, 1.],
[2, 2, 2, 2, 2],
[3, 3, 3, 3, 0],
[6, 6, 0, 6, 6],
])
X_nan = np.array([
[1, na, 1, 1, 1.],
[2, 2, 2, 2, 2],
[3, 3, 3, 3, na],
[6, 6, na, 6, 6],
])
X_imputed = np.array([
[1, 2.5, 1, 1, 1.],
[2, 2, 2, 2, 2],
[3, 3, 3, 3, 1.5],
[6, 6, 2.5, 6, 6],
])
imputer_zero = KNNImputer(missing_values=0, n_neighbors=2,
weights="uniform")
imputer_nan = KNNImputer(missing_values=na, n_neighbors=2,
weights="uniform")
assert_allclose(imputer_zero.fit_transform(X_zero), X_imputed)
assert_allclose(imputer_zero.fit_transform(X_zero),
imputer_nan.fit_transform(X_nan))
@pytest.mark.parametrize("na", [np.nan, -1])
def test_knn_imputer_verify(na):
# Test with an imputable matrix
X = np.array([
[1, 0, 0, 1],
[2, 1, 2, na],
[3, 2, 3, na],
[na, 4, 5, 5],
[6, na, 6, 7],
[8, 8, 8, 8],
[16, 15, 18, 19],
])
X_imputed = np.array([
[1, 0, 0, 1],
[2, 1, 2, 8],
[3, 2, 3, 8],
[4, 4, 5, 5],
[6, 3, 6, 7],
[8, 8, 8, 8],
[16, 15, 18, 19],
])
imputer = KNNImputer(missing_values=na)
assert_allclose(imputer.fit_transform(X), X_imputed)
# Test when there is not enough neighbors
X = np.array([
[1, 0, 0, na],
[2, 1, 2, na],
[3, 2, 3, na],
[4, 4, 5, na],
[6, 7, 6, na],
[8, 8, 8, na],
[20, 20, 20, 20],
[22, 22, 22, 22]
])
# Not enough neighbors, use column mean from training
X_impute_value = (20 + 22) / 2
X_imputed = np.array([
[1, 0, 0, X_impute_value],
[2, 1, 2, X_impute_value],
[3, 2, 3, X_impute_value],
[4, 4, 5, X_impute_value],
[6, 7, 6, X_impute_value],
[8, 8, 8, X_impute_value],
[20, 20, 20, 20],
[22, 22, 22, 22]
])
imputer = KNNImputer(missing_values=na)
assert_allclose(imputer.fit_transform(X), X_imputed)
# Test when data in fit() and transform() are different
X = np.array([
[0, 0],
[na, 2],
[4, 3],
[5, 6],
[7, 7],
[9, 8],
[11, 16]
])
X1 = np.array([
[1, 0],
[3, 2],
[4, na]
])
X_2_1 = (0 + 3 + 6 + 7 + 8) / 5
X1_imputed = np.array([
[1, 0],
[3, 2],
[4, X_2_1]
])
imputer = KNNImputer(missing_values=na)
assert_allclose(imputer.fit(X).transform(X1), X1_imputed)
@pytest.mark.parametrize("na", [np.nan, -1])
def test_knn_imputer_one_n_neighbors(na):
X = np.array([
[0, 0],
[na, 2],
[4, 3],
[5, na],
[7, 7],
[na, 8],
[14, 13]
])
X_imputed = np.array([
[0, 0],
[4, 2],
[4, 3],
[5, 3],
[7, 7],
[7, 8],
[14, 13]
])
imputer = KNNImputer(n_neighbors=1, missing_values=na)
assert_allclose(imputer.fit_transform(X), X_imputed)
@pytest.mark.parametrize("na", [np.nan, -1])
def test_knn_imputer_all_samples_are_neighbors(na):
X = np.array([
[0, 0],
[na, 2],
[4, 3],
[5, na],
[7, 7],
[na, 8],
[14, 13]
])
X_imputed = np.array([
[0, 0],
[6, 2],
[4, 3],
[5, 5.5],
[7, 7],
[6, 8],
[14, 13]
])
n_neighbors = X.shape[0] - 1
imputer = KNNImputer(n_neighbors=n_neighbors, missing_values=na)
assert_allclose(imputer.fit_transform(X), X_imputed)
n_neighbors = X.shape[0]
imputer_plus1 = KNNImputer(n_neighbors=n_neighbors, missing_values=na)
assert_allclose(imputer_plus1.fit_transform(X), X_imputed)
@pytest.mark.parametrize("na", [np.nan, -1])
def test_knn_imputer_weight_uniform(na):
X = np.array([
[0, 0],
[na, 2],
[4, 3],
[5, 6],
[7, 7],
[9, 8],
[11, 10]
])
# Test with "uniform" weight (or unweighted)
X_imputed_uniform = np.array([
[0, 0],
[5, 2],
[4, 3],
[5, 6],
[7, 7],
[9, 8],
[11, 10]
])
imputer = KNNImputer(weights="uniform", missing_values=na)
assert_allclose(imputer.fit_transform(X), X_imputed_uniform)
# Test with "callable" weight
def no_weight(dist):
return None
imputer = KNNImputer(weights=no_weight, missing_values=na)
assert_allclose(imputer.fit_transform(X), X_imputed_uniform)
# Test with "callable" uniform weight
def uniform_weight(dist):
return np.ones_like(dist)
imputer = KNNImputer(weights=uniform_weight, missing_values=na)
assert_allclose(imputer.fit_transform(X), X_imputed_uniform)
@pytest.mark.parametrize("na", [np.nan, -1])
def test_knn_imputer_weight_distance(na):
X = np.array([
[0, 0],
[na, 2],
[4, 3],
[5, 6],
[7, 7],
[9, 8],
[11, 10]
])
# Test with "distance" weight
nn = KNeighborsRegressor(metric="euclidean", weights="distance")
X_rows_idx = [0, 2, 3, 4, 5, 6]
nn.fit(X[X_rows_idx, 1:], X[X_rows_idx, 0])
knn_imputed_value = nn.predict(X[1:2, 1:])[0]
# Manual calculation
X_neighbors_idx = [0, 2, 3, 4, 5]
dist = nan_euclidean_distances(X[1:2, :], X, missing_values=na)
weights = 1 / dist[:, X_neighbors_idx].ravel()
manual_imputed_value = np.average(X[X_neighbors_idx, 0], weights=weights)
X_imputed_distance1 = np.array([
[0, 0],
[manual_imputed_value, 2],
[4, 3],
[5, 6],
[7, 7],
[9, 8],
[11, 10]
])
# NearestNeighbor calculation
X_imputed_distance2 = np.array([
[0, 0],
[knn_imputed_value, 2],
[4, 3],
[5, 6],
[7, 7],
[9, 8],
[11, 10]
])
imputer = KNNImputer(weights="distance", missing_values=na)
assert_allclose(imputer.fit_transform(X), X_imputed_distance1)
assert_allclose(imputer.fit_transform(X), X_imputed_distance2)
# Test with weights = "distance" and n_neighbors=2
X = np.array([
[na, 0, 0],
[2, 1, 2],
[3, 2, 3],
[4, 5, 5],
])
# neighbors are rows 1, 2, the nan_euclidean_distances are:
dist_0_1 = np.sqrt((3/2)*((1 - 0)**2 + (2 - 0)**2))
dist_0_2 = np.sqrt((3/2)*((2 - 0)**2 + (3 - 0)**2))
imputed_value = np.average([2, 3], weights=[1 / dist_0_1, 1 / dist_0_2])
X_imputed = np.array([
[imputed_value, 0, 0],
[2, 1, 2],
[3, 2, 3],
[4, 5, 5],
])
imputer = KNNImputer(n_neighbors=2, weights="distance", missing_values=na)
assert_allclose(imputer.fit_transform(X), X_imputed)
# Test with varying missingness patterns
X = np.array([
[1, 0, 0, 1],
[0, na, 1, na],
[1, 1, 1, na],
[0, 1, 0, 0],
[0, 0, 0, 0],
[1, 0, 1, 1],
[10, 10, 10, 10],
])
# Get weights of donor neighbors
dist = nan_euclidean_distances(X, missing_values=na)
r1c1_nbor_dists = dist[1, [0, 2, 3, 4, 5]]
r1c3_nbor_dists = dist[1, [0, 3, 4, 5, 6]]
r1c1_nbor_wt = 1 / r1c1_nbor_dists
r1c3_nbor_wt = 1 / r1c3_nbor_dists
r2c3_nbor_dists = dist[2, [0, 3, 4, 5, 6]]
r2c3_nbor_wt = 1 / r2c3_nbor_dists
# Collect donor values
col1_donor_values = np.ma.masked_invalid(X[[0, 2, 3, 4, 5], 1]).copy()
col3_donor_values = np.ma.masked_invalid(X[[0, 3, 4, 5, 6], 3]).copy()
# Final imputed values
r1c1_imp = np.ma.average(col1_donor_values, weights=r1c1_nbor_wt)
r1c3_imp = np.ma.average(col3_donor_values, weights=r1c3_nbor_wt)
r2c3_imp = np.ma.average(col3_donor_values, weights=r2c3_nbor_wt)
X_imputed = np.array([
[1, 0, 0, 1],
[0, r1c1_imp, 1, r1c3_imp],
[1, 1, 1, r2c3_imp],
[0, 1, 0, 0],
[0, 0, 0, 0],
[1, 0, 1, 1],
[10, 10, 10, 10],
])
imputer = KNNImputer(weights="distance", missing_values=na)
assert_allclose(imputer.fit_transform(X), X_imputed)
X = np.array([
[0, 0, 0, na],
[1, 1, 1, na],
[2, 2, na, 2],
[3, 3, 3, 3],
[4, 4, 4, 4],
[5, 5, 5, 5],
[6, 6, 6, 6],
[na, 7, 7, 7]
])
dist = pairwise_distances(X, metric="nan_euclidean", squared=False,
missing_values=na)
# Calculate weights
r0c3_w = 1.0 / dist[0, 2:-1]
r1c3_w = 1.0 / dist[1, 2:-1]
r2c2_w = 1.0 / dist[2, (0, 1, 3, 4, 5)]
r7c0_w = 1.0 / dist[7, 2:7]
# Calculate weighted averages
r0c3 = np.average(X[2:-1, -1], weights=r0c3_w)
r1c3 = np.average(X[2:-1, -1], weights=r1c3_w)
r2c2 = np.average(X[(0, 1, 3, 4, 5), 2], weights=r2c2_w)
r7c0 = np.average(X[2:7, 0], weights=r7c0_w)
X_imputed = np.array([
[0, 0, 0, r0c3],
[1, 1, 1, r1c3],
[2, 2, r2c2, 2],
[3, 3, 3, 3],
[4, 4, 4, 4],
[5, 5, 5, 5],
[6, 6, 6, 6],
[r7c0, 7, 7, 7]
])
imputer_comp_wt = KNNImputer(missing_values=na, weights="distance")
assert_allclose(imputer_comp_wt.fit_transform(X), X_imputed)
def test_knn_imputer_callable_metric():
# Define callable metric that returns the l1 norm:
def custom_callable(x, y, missing_values=np.nan, squared=False):
x = np.ma.array(x, mask=np.isnan(x))
y = np.ma.array(y, mask=np.isnan(y))
dist = np.nansum(np.abs(x-y))
return dist
X = np.array([
[4, 3, 3, np.nan],
[6, 9, 6, 9],
[4, 8, 6, 9],
[np.nan, 9, 11, 10.]
])
X_0_3 = (9 + 9) / 2
X_3_0 = (6 + 4) / 2
X_imputed = np.array([
[4, 3, 3, X_0_3],
[6, 9, 6, 9],
[4, 8, 6, 9],
[X_3_0, 9, 11, 10.]
])
imputer = KNNImputer(n_neighbors=2, metric=custom_callable)
assert_allclose(imputer.fit_transform(X), X_imputed)
@pytest.mark.parametrize("working_memory", [None, 0])
@pytest.mark.parametrize("na", [-1, np.nan])
# Note that we use working_memory=0 to ensure that chunking is tested, even
# for a small dataset. However, it should raise a UserWarning that we ignore.
@pytest.mark.filterwarnings("ignore:adhere to working_memory")
def test_knn_imputer_with_simple_example(na, working_memory):
X = np.array([
[0, na, 0, na],
[1, 1, 1, na],
[2, 2, na, 2],
[3, 3, 3, 3],
[4, 4, 4, 4],
[5, 5, 5, 5],
[6, 6, 6, 6],
[na, 7, 7, 7]
])
r0c1 = np.mean(X[1:6, 1])
r0c3 = np.mean(X[2:-1, -1])
r1c3 = np.mean(X[2:-1, -1])
r2c2 = np.mean(X[[0, 1, 3, 4, 5], 2])
r7c0 = np.mean(X[2:-1, 0])
X_imputed = np.array([
[0, r0c1, 0, r0c3],
[1, 1, 1, r1c3],
[2, 2, r2c2, 2],
[3, 3, 3, 3],
[4, 4, 4, 4],
[5, 5, 5, 5],
[6, 6, 6, 6],
[r7c0, 7, 7, 7]
])
with config_context(working_memory=working_memory):
imputer_comp = KNNImputer(missing_values=na)
assert_allclose(imputer_comp.fit_transform(X), X_imputed)
@pytest.mark.parametrize("na", [-1, np.nan])
@pytest.mark.parametrize("weights", ['uniform', 'distance'])
def test_knn_imputer_not_enough_valid_distances(na, weights):
# Samples with needed feature has nan distance
X1 = np.array([
[na, 11],
[na, 1],
[3, na]
])
X1_imputed = np.array([
[3, 11],
[3, 1],
[3, 6]
])
knn = KNNImputer(missing_values=na, n_neighbors=1, weights=weights)
assert_allclose(knn.fit_transform(X1), X1_imputed)
X2 = np.array([[4, na]])
X2_imputed = np.array([[4, 6]])
assert_allclose(knn.transform(X2), X2_imputed)
@pytest.mark.parametrize("na", [-1, np.nan])
def test_knn_imputer_drops_all_nan_features(na):
X1 = np.array([
[na, 1],
[na, 2]
])
knn = KNNImputer(missing_values=na, n_neighbors=1)
X1_expected = np.array([[1], [2]])
assert_allclose(knn.fit_transform(X1), X1_expected)
X2 = np.array([
[1, 2],
[3, na]
])
X2_expected = np.array([[2], [1.5]])
assert_allclose(knn.transform(X2), X2_expected)
@pytest.mark.parametrize("working_memory", [None, 0])
@pytest.mark.parametrize("na", [-1, np.nan])
def test_knn_imputer_distance_weighted_not_enough_neighbors(na,
working_memory):
X = np.array([
[3, na],
[2, na],
[na, 4],
[5, 6],
[6, 8],
[na, 5]
])
dist = pairwise_distances(X, metric="nan_euclidean", squared=False,
missing_values=na)
X_01 = np.average(X[3:5, 1], weights=1/dist[0, 3:5])
X_11 = np.average(X[3:5, 1], weights=1/dist[1, 3:5])
X_20 = np.average(X[3:5, 0], weights=1/dist[2, 3:5])
X_50 = np.average(X[3:5, 0], weights=1/dist[5, 3:5])
X_expected = np.array([
[3, X_01],
[2, X_11],
[X_20, 4],
[5, 6],
[6, 8],
[X_50, 5]
])
with config_context(working_memory=working_memory):
knn_3 = KNNImputer(missing_values=na, n_neighbors=3,
weights='distance')
assert_allclose(knn_3.fit_transform(X), X_expected)
knn_4 = KNNImputer(missing_values=na, n_neighbors=4,
weights='distance')
assert_allclose(knn_4.fit_transform(X), X_expected)
@pytest.mark.parametrize("na, allow_nan", [(-1, False), (np.nan, True)])
def test_knn_tags(na, allow_nan):
knn = KNNImputer(missing_values=na)
assert knn._get_tags()["allow_nan"] == allow_nan
| bsd-3-clause |
kylerbrown/scikit-learn | examples/svm/plot_weighted_samples.py | 188 | 1943 | """
=====================
SVM: Weighted samples
=====================
Plot decision function of a weighted dataset, where the size of points
is proportional to its weight.
The sample weighting rescales the C parameter, which means that the classifier
puts more emphasis on getting these points right. The effect might often be
subtle.
To emphasize the effect here, we particularly weight outliers, making the
deformation of the decision boundary very visible.
"""
print(__doc__)
import numpy as np
import matplotlib.pyplot as plt
from sklearn import svm
def plot_decision_function(classifier, sample_weight, axis, title):
# plot the decision function
xx, yy = np.meshgrid(np.linspace(-4, 5, 500), np.linspace(-4, 5, 500))
Z = classifier.decision_function(np.c_[xx.ravel(), yy.ravel()])
Z = Z.reshape(xx.shape)
# plot the line, the points, and the nearest vectors to the plane
axis.contourf(xx, yy, Z, alpha=0.75, cmap=plt.cm.bone)
axis.scatter(X[:, 0], X[:, 1], c=Y, s=100 * sample_weight, alpha=0.9,
cmap=plt.cm.bone)
axis.axis('off')
axis.set_title(title)
# we create 20 points
np.random.seed(0)
X = np.r_[np.random.randn(10, 2) + [1, 1], np.random.randn(10, 2)]
Y = [1] * 10 + [-1] * 10
sample_weight_last_ten = abs(np.random.randn(len(X)))
sample_weight_constant = np.ones(len(X))
# and bigger weights to some outliers
sample_weight_last_ten[15:] *= 5
sample_weight_last_ten[9] *= 15
# for reference, first fit without class weights
# fit the model
clf_weights = svm.SVC()
clf_weights.fit(X, Y, sample_weight=sample_weight_last_ten)
clf_no_weights = svm.SVC()
clf_no_weights.fit(X, Y)
fig, axes = plt.subplots(1, 2, figsize=(14, 6))
plot_decision_function(clf_no_weights, sample_weight_constant, axes[0],
"Constant weights")
plot_decision_function(clf_weights, sample_weight_last_ten, axes[1],
"Modified weights")
plt.show()
| bsd-3-clause |
rupakc/Kaggle-Compendium | Homesite Quote Conversion/home-baseline.py | 1 | 3586 | import pandas as pd
from sklearn.ensemble import RandomForestClassifier
from sklearn.ensemble import GradientBoostingClassifier
from sklearn.ensemble import BaggingClassifier
from sklearn.ensemble import AdaBoostClassifier
from sklearn.ensemble import ExtraTreesClassifier
from sklearn.neural_network import MLPClassifier
from sklearn.naive_bayes import GaussianNB
from sklearn.naive_bayes import BernoulliNB
from sklearn.naive_bayes import MultinomialNB
from sklearn import metrics
from sklearn.preprocessing import LabelEncoder
from sklearn.preprocessing import Imputer
from sklearn.model_selection import train_test_split
import numpy
def get_naive_bayes_models():
gnb = GaussianNB()
mnb = MultinomialNB()
bnb = BernoulliNB()
classifier_list = [gnb,mnb,bnb]
classifier_name_list = ['Gaussian NB','Multinomial NB','Bernoulli NB']
return classifier_list,classifier_name_list
def get_neural_network(hidden_layer_size=50):
mlp = MLPClassifier(hidden_layer_sizes=hidden_layer_size)
return [mlp], ['MultiLayer Perceptron']
def get_ensemble_models():
rf = RandomForestClassifier(n_estimators=51,min_samples_leaf=5,min_samples_split=3)
bagg = BaggingClassifier(n_estimators=71,random_state=42)
extra = ExtraTreesClassifier(n_estimators=57,random_state=42)
ada = AdaBoostClassifier(n_estimators=51,random_state=42)
grad = GradientBoostingClassifier(n_estimators=101,random_state=42)
classifier_list = [rf,bagg,extra,ada,grad]
classifier_name_list = ['Random Forests','Bagging','Extra Trees','AdaBoost','Gradient Boost']
return classifier_list,classifier_name_list
def label_encode_frame(dataframe):
columns = dataframe.columns
encoder = LabelEncoder()
for column in columns:
if type(dataframe[column][0]) is str:
dataframe[column] = encoder.fit_transform(dataframe[column].values)
return dataframe
def spilt_date(list_of_date_string,separator='-',format='yyyy-mm-dd'):
month_list = list([])
day_list = list([])
year_list = list([])
for date_string in list_of_date_string:
date_list = date_string.strip().split(separator)
month_list.append(date_list[1])
day_list.append(date_list[2])
year_list.append(date_list[0])
return month_list,day_list,year_list
def print_evaluation_metrics(trained_model,trained_model_name,X_test,y_test):
print '--------- For Model : ', trained_model_name
predicted_values = trained_model.predict(X_test)
print metrics.classification_report(y_test,predicted_values)
print "Accuracy Score : ",metrics.accuracy_score(y_test,predicted_values)
print "---------------------------------------\n"
filename = 'train.csv'
home_frame = pd.read_csv(filename)
class_labels = list(home_frame['QuoteConversion_Flag'].values)
del home_frame['QuoteConversion_Flag']
del home_frame['QuoteNumber']
month_list, day_list, year_list = spilt_date(list(home_frame['Original_Quote_Date'].values))
home_frame['Month'] = month_list
home_frame['Day'] = day_list
home_frame['Year'] = year_list
del home_frame['Original_Quote_Date']
label_encoded_frame = label_encode_frame(home_frame)
imputed_features = Imputer().fit_transform(label_encoded_frame.values)
X_train,X_test,y_train,y_test = train_test_split(imputed_features,class_labels,test_size=0.2,random_state=42)
classifier_list,classifier_name_list = get_ensemble_models()
for classifier,classifier_name in zip(classifier_list,classifier_name_list):
classifier.fit(X_train,y_train)
print_evaluation_metrics(classifier,classifier_name,X_test,y_test) | mit |
GoogleCloudPlatform/mlops-on-gcp | workshops/kfp-caip-sklearn/lab-02-kfp-pipeline/pipeline/covertype_training_pipeline.py | 3 | 7714 | # Copyright 2019 Google LLC
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
"""KFP pipeline orchestrating BigQuery and Cloud AI Platform services."""
import os
from helper_components import evaluate_model
from helper_components import retrieve_best_run
from jinja2 import Template
import kfp
from kfp.components import func_to_container_op
from kfp.dsl.types import Dict
from kfp.dsl.types import GCPProjectID
from kfp.dsl.types import GCPRegion
from kfp.dsl.types import GCSPath
from kfp.dsl.types import String
from kfp.gcp import use_gcp_secret
# Defaults and environment settings
BASE_IMAGE = os.getenv('BASE_IMAGE')
TRAINER_IMAGE = os.getenv('TRAINER_IMAGE')
RUNTIME_VERSION = os.getenv('RUNTIME_VERSION')
PYTHON_VERSION = os.getenv('PYTHON_VERSION')
COMPONENT_URL_SEARCH_PREFIX = os.getenv('COMPONENT_URL_SEARCH_PREFIX')
USE_KFP_SA = os.getenv('USE_KFP_SA')
TRAINING_FILE_PATH = 'datasets/training/data.csv'
VALIDATION_FILE_PATH = 'datasets/validation/data.csv'
TESTING_FILE_PATH = 'datasets/testing/data.csv'
# Parameter defaults
SPLITS_DATASET_ID = 'splits'
HYPERTUNE_SETTINGS = """
{
"hyperparameters": {
"goal": "MAXIMIZE",
"maxTrials": 6,
"maxParallelTrials": 3,
"hyperparameterMetricTag": "accuracy",
"enableTrialEarlyStopping": True,
"params": [
{
"parameterName": "max_iter",
"type": "DISCRETE",
"discreteValues": [500, 1000]
},
{
"parameterName": "alpha",
"type": "DOUBLE",
"minValue": 0.0001,
"maxValue": 0.001,
"scaleType": "UNIT_LINEAR_SCALE"
}
]
}
}
"""
# Helper functions
def generate_sampling_query(source_table_name, num_lots, lots):
"""Prepares the data sampling query."""
sampling_query_template = """
SELECT *
FROM
`{{ source_table }}` AS cover
WHERE
MOD(ABS(FARM_FINGERPRINT(TO_JSON_STRING(cover))), {{ num_lots }}) IN ({{ lots }})
"""
query = Template(sampling_query_template).render(
source_table=source_table_name, num_lots=num_lots, lots=str(lots)[1:-1])
return query
# Create component factories
component_store = kfp.components.ComponentStore(
local_search_paths=None, url_search_prefixes=[COMPONENT_URL_SEARCH_PREFIX])
bigquery_query_op = component_store.load_component('bigquery/query')
mlengine_train_op = component_store.load_component('ml_engine/train')
mlengine_deploy_op = component_store.load_component('ml_engine/deploy')
retrieve_best_run_op = func_to_container_op(
retrieve_best_run, base_image=BASE_IMAGE)
evaluate_model_op = func_to_container_op(evaluate_model, base_image=BASE_IMAGE)
@kfp.dsl.pipeline(
name='Covertype Classifier Training',
description='The pipeline training and deploying the Covertype classifierpipeline_yaml'
)
def covertype_train(project_id,
region,
source_table_name,
gcs_root,
dataset_id,
evaluation_metric_name,
evaluation_metric_threshold,
model_id,
version_id,
replace_existing_version,
hypertune_settings=HYPERTUNE_SETTINGS,
dataset_location='US'):
"""Orchestrates training and deployment of an sklearn model."""
# Create the training split
query = generate_sampling_query(
source_table_name=source_table_name, num_lots=10, lots=[1, 2, 3, 4])
training_file_path = '{}/{}'.format(gcs_root, TRAINING_FILE_PATH)
create_training_split = bigquery_query_op(
query=query,
project_id=project_id,
dataset_id=dataset_id,
table_id='',
output_gcs_path=training_file_path,
dataset_location=dataset_location)
# Create the validation split
query = generate_sampling_query(
source_table_name=source_table_name, num_lots=10, lots=[8])
validation_file_path = '{}/{}'.format(gcs_root, VALIDATION_FILE_PATH)
create_validation_split = bigquery_query_op(
query=query,
project_id=project_id,
dataset_id=dataset_id,
table_id='',
output_gcs_path=validation_file_path,
dataset_location=dataset_location)
# Create the testing split
query = generate_sampling_query(
source_table_name=source_table_name, num_lots=10, lots=[9])
testing_file_path = '{}/{}'.format(gcs_root, TESTING_FILE_PATH)
create_testing_split = bigquery_query_op(
query=query,
project_id=project_id,
dataset_id=dataset_id,
table_id='',
output_gcs_path=testing_file_path,
dataset_location=dataset_location)
# Tune hyperparameters
tune_args = [
'--training_dataset_path',
create_training_split.outputs['output_gcs_path'],
'--validation_dataset_path',
create_validation_split.outputs['output_gcs_path'], '--hptune', 'True'
]
job_dir = '{}/{}/{}'.format(gcs_root, 'jobdir/hypertune',
kfp.dsl.RUN_ID_PLACEHOLDER)
hypertune = mlengine_train_op(
project_id=project_id,
region=region,
master_image_uri=TRAINER_IMAGE,
job_dir=job_dir,
args=tune_args,
training_input=hypertune_settings)
# Retrieve the best trial
get_best_trial = retrieve_best_run_op(
project_id, hypertune.outputs['job_id'])
# Train the model on a combined training and validation datasets
job_dir = '{}/{}/{}'.format(gcs_root, 'jobdir', kfp.dsl.RUN_ID_PLACEHOLDER)
train_args = [
'--training_dataset_path',
create_training_split.outputs['output_gcs_path'],
'--validation_dataset_path',
create_validation_split.outputs['output_gcs_path'], '--alpha',
get_best_trial.outputs['alpha'], '--max_iter',
get_best_trial.outputs['max_iter'], '--hptune', 'False'
]
train_model = mlengine_train_op(
project_id=project_id,
region=region,
master_image_uri=TRAINER_IMAGE,
job_dir=job_dir,
args=train_args)
# Evaluate the model on the testing split
eval_model = evaluate_model_op(
dataset_path=str(create_testing_split.outputs['output_gcs_path']),
model_path=str(train_model.outputs['job_dir']),
metric_name=evaluation_metric_name)
# Deploy the model if the primary metric is better than threshold
with kfp.dsl.Condition(eval_model.outputs['metric_value'] > evaluation_metric_threshold):
deploy_model = mlengine_deploy_op(
model_uri=train_model.outputs['job_dir'],
project_id=project_id,
model_id=model_id,
version_id=version_id,
runtime_version=RUNTIME_VERSION,
python_version=PYTHON_VERSION,
replace_existing_version=replace_existing_version)
# Configure the pipeline to run using the service account defined
# in the user-gcp-sa k8s secret
if USE_KFP_SA == 'True':
kfp.dsl.get_pipeline_conf().add_op_transformer(
use_gcp_secret('user-gcp-sa'))
| apache-2.0 |
ChanChiChoi/scikit-learn | examples/ensemble/plot_adaboost_regression.py | 311 | 1529 | """
======================================
Decision Tree Regression with AdaBoost
======================================
A decision tree is boosted using the AdaBoost.R2 [1] algorithm on a 1D
sinusoidal dataset with a small amount of Gaussian noise.
299 boosts (300 decision trees) is compared with a single decision tree
regressor. As the number of boosts is increased the regressor can fit more
detail.
.. [1] H. Drucker, "Improving Regressors using Boosting Techniques", 1997.
"""
print(__doc__)
# Author: Noel Dawe <[email protected]>
#
# License: BSD 3 clause
# importing necessary libraries
import numpy as np
import matplotlib.pyplot as plt
from sklearn.tree import DecisionTreeRegressor
from sklearn.ensemble import AdaBoostRegressor
# Create the dataset
rng = np.random.RandomState(1)
X = np.linspace(0, 6, 100)[:, np.newaxis]
y = np.sin(X).ravel() + np.sin(6 * X).ravel() + rng.normal(0, 0.1, X.shape[0])
# Fit regression model
regr_1 = DecisionTreeRegressor(max_depth=4)
regr_2 = AdaBoostRegressor(DecisionTreeRegressor(max_depth=4),
n_estimators=300, random_state=rng)
regr_1.fit(X, y)
regr_2.fit(X, y)
# Predict
y_1 = regr_1.predict(X)
y_2 = regr_2.predict(X)
# Plot the results
plt.figure()
plt.scatter(X, y, c="k", label="training samples")
plt.plot(X, y_1, c="g", label="n_estimators=1", linewidth=2)
plt.plot(X, y_2, c="r", label="n_estimators=300", linewidth=2)
plt.xlabel("data")
plt.ylabel("target")
plt.title("Boosted Decision Tree Regression")
plt.legend()
plt.show()
| bsd-3-clause |
xubenben/scikit-learn | sklearn/cross_decomposition/cca_.py | 209 | 3150 | from .pls_ import _PLS
__all__ = ['CCA']
class CCA(_PLS):
"""CCA Canonical Correlation Analysis.
CCA inherits from PLS with mode="B" and deflation_mode="canonical".
Read more in the :ref:`User Guide <cross_decomposition>`.
Parameters
----------
n_components : int, (default 2).
number of components to keep.
scale : boolean, (default True)
whether to scale the data?
max_iter : an integer, (default 500)
the maximum number of iterations of the NIPALS inner loop
tol : non-negative real, default 1e-06.
the tolerance used in the iterative algorithm
copy : boolean
Whether the deflation be done on a copy. Let the default value
to True unless you don't care about side effects
Attributes
----------
x_weights_ : array, [p, n_components]
X block weights vectors.
y_weights_ : array, [q, n_components]
Y block weights vectors.
x_loadings_ : array, [p, n_components]
X block loadings vectors.
y_loadings_ : array, [q, n_components]
Y block loadings vectors.
x_scores_ : array, [n_samples, n_components]
X scores.
y_scores_ : array, [n_samples, n_components]
Y scores.
x_rotations_ : array, [p, n_components]
X block to latents rotations.
y_rotations_ : array, [q, n_components]
Y block to latents rotations.
n_iter_ : array-like
Number of iterations of the NIPALS inner loop for each
component.
Notes
-----
For each component k, find the weights u, v that maximizes
max corr(Xk u, Yk v), such that ``|u| = |v| = 1``
Note that it maximizes only the correlations between the scores.
The residual matrix of X (Xk+1) block is obtained by the deflation on the
current X score: x_score.
The residual matrix of Y (Yk+1) block is obtained by deflation on the
current Y score.
Examples
--------
>>> from sklearn.cross_decomposition import CCA
>>> X = [[0., 0., 1.], [1.,0.,0.], [2.,2.,2.], [3.,5.,4.]]
>>> Y = [[0.1, -0.2], [0.9, 1.1], [6.2, 5.9], [11.9, 12.3]]
>>> cca = CCA(n_components=1)
>>> cca.fit(X, Y)
... # doctest: +ELLIPSIS, +NORMALIZE_WHITESPACE
CCA(copy=True, max_iter=500, n_components=1, scale=True, tol=1e-06)
>>> X_c, Y_c = cca.transform(X, Y)
References
----------
Jacob A. Wegelin. A survey of Partial Least Squares (PLS) methods, with
emphasis on the two-block case. Technical Report 371, Department of
Statistics, University of Washington, Seattle, 2000.
In french but still a reference:
Tenenhaus, M. (1998). La regression PLS: theorie et pratique. Paris:
Editions Technic.
See also
--------
PLSCanonical
PLSSVD
"""
def __init__(self, n_components=2, scale=True,
max_iter=500, tol=1e-06, copy=True):
_PLS.__init__(self, n_components=n_components, scale=scale,
deflation_mode="canonical", mode="B",
norm_y_weights=True, algorithm="nipals",
max_iter=max_iter, tol=tol, copy=copy)
| bsd-3-clause |
DailyActie/Surrogate-Model | 01-codes/scikit-learn-master/sklearn/preprocessing/data.py | 1 | 67256 | # Authors: Alexandre Gramfort <[email protected]>
# Mathieu Blondel <[email protected]>
# Olivier Grisel <[email protected]>
# Andreas Mueller <[email protected]>
# Eric Martin <[email protected]>
# Giorgio Patrini <[email protected]>
# License: BSD 3 clause
import numbers
import warnings
from itertools import chain, combinations
import numpy as np
from scipy import sparse
from ..utils.sparsefuncs_fast import (inplace_csr_row_normalize_l1,
inplace_csr_row_normalize_l2)
from ..base import BaseEstimator, TransformerMixin
from ..externals import six
from ..utils import check_array
from ..utils import deprecated
from ..utils.extmath import _incremental_mean_and_var
from ..utils.extmath import row_norms
from ..utils.fixes import combinations_with_replacement as combinations_w_r
from ..utils.sparsefuncs import (inplace_column_scale,
mean_variance_axis, incr_mean_variance_axis,
min_max_axis)
from ..utils.validation import check_is_fitted, FLOAT_DTYPES
zip = six.moves.zip
map = six.moves.map
range = six.moves.range
__all__ = [
'Binarizer',
'KernelCenterer',
'MinMaxScaler',
'MaxAbsScaler',
'Normalizer',
'OneHotEncoder',
'RobustScaler',
'StandardScaler',
'add_dummy_feature',
'binarize',
'normalize',
'scale',
'robust_scale',
'maxabs_scale',
'minmax_scale',
]
DEPRECATION_MSG_1D = (
"Passing 1d arrays as data is deprecated in 0.17 and will "
"raise ValueError in 0.19. Reshape your data either using "
"X.reshape(-1, 1) if your data has a single feature or "
"X.reshape(1, -1) if it contains a single sample."
)
def _handle_zeros_in_scale(scale, copy=True):
''' Makes sure that whenever scale is zero, we handle it correctly.
This happens in most scalers when we have constant features.'''
# if we are fitting on 1D arrays, scale might be a scalar
if np.isscalar(scale):
if scale == .0:
scale = 1.
return scale
elif isinstance(scale, np.ndarray):
if copy:
# New array to avoid side-effects
scale = scale.copy()
scale[scale == 0.0] = 1.0
return scale
def scale(X, axis=0, with_mean=True, with_std=True, copy=True):
"""Standardize a dataset along any axis
Center to the mean and component wise scale to unit variance.
Read more in the :ref:`User Guide <preprocessing_scaler>`.
Parameters
----------
X : {array-like, sparse matrix}
The data to center and scale.
axis : int (0 by default)
axis used to compute the means and standard deviations along. If 0,
independently standardize each feature, otherwise (if 1) standardize
each sample.
with_mean : boolean, True by default
If True, center the data before scaling.
with_std : boolean, True by default
If True, scale the data to unit variance (or equivalently,
unit standard deviation).
copy : boolean, optional, default True
set to False to perform inplace row normalization and avoid a
copy (if the input is already a numpy array or a scipy.sparse
CSC matrix and if axis is 1).
Notes
-----
This implementation will refuse to center scipy.sparse matrices
since it would make them non-sparse and would potentially crash the
program with memory exhaustion problems.
Instead the caller is expected to either set explicitly
`with_mean=False` (in that case, only variance scaling will be
performed on the features of the CSC matrix) or to call `X.toarray()`
if he/she expects the materialized dense array to fit in memory.
To avoid memory copy the caller should pass a CSC matrix.
See also
--------
:class:`sklearn.preprocessing.StandardScaler` to perform centering and
scaling using the ``Transformer`` API (e.g. as part of a preprocessing
:class:`sklearn.pipeline.Pipeline`)
"""
X = check_array(X, accept_sparse='csc', copy=copy, ensure_2d=False,
warn_on_dtype=True, estimator='the scale function',
dtype=FLOAT_DTYPES)
if sparse.issparse(X):
if with_mean:
raise ValueError(
"Cannot center sparse matrices: pass `with_mean=False` instead"
" See docstring for motivation and alternatives.")
if axis != 0:
raise ValueError("Can only scale sparse matrix on axis=0, "
" got axis=%d" % axis)
if with_std:
_, var = mean_variance_axis(X, axis=0)
var = _handle_zeros_in_scale(var, copy=False)
inplace_column_scale(X, 1 / np.sqrt(var))
else:
X = np.asarray(X)
if with_mean:
mean_ = np.mean(X, axis)
if with_std:
scale_ = np.std(X, axis)
# Xr is a view on the original array that enables easy use of
# broadcasting on the axis in which we are interested in
Xr = np.rollaxis(X, axis)
if with_mean:
Xr -= mean_
mean_1 = Xr.mean(axis=0)
# Verify that mean_1 is 'close to zero'. If X contains very
# large values, mean_1 can also be very large, due to a lack of
# precision of mean_. In this case, a pre-scaling of the
# concerned feature is efficient, for instance by its mean or
# maximum.
if not np.allclose(mean_1, 0):
warnings.warn("Numerical issues were encountered "
"when centering the data "
"and might not be solved. Dataset may "
"contain too large values. You may need "
"to prescale your features.")
Xr -= mean_1
if with_std:
scale_ = _handle_zeros_in_scale(scale_, copy=False)
Xr /= scale_
if with_mean:
mean_2 = Xr.mean(axis=0)
# If mean_2 is not 'close to zero', it comes from the fact that
# scale_ is very small so that mean_2 = mean_1/scale_ > 0, even
# if mean_1 was close to zero. The problem is thus essentially
# due to the lack of precision of mean_. A solution is then to
# subtract the mean again:
if not np.allclose(mean_2, 0):
warnings.warn("Numerical issues were encountered "
"when scaling the data "
"and might not be solved. The standard "
"deviation of the data is probably "
"very close to 0. ")
Xr -= mean_2
return X
class MinMaxScaler(BaseEstimator, TransformerMixin):
"""Transforms features by scaling each feature to a given range.
This estimator scales and translates each feature individually such
that it is in the given range on the training set, i.e. between
zero and one.
The transformation is given by::
X_std = (X - X.min(axis=0)) / (X.max(axis=0) - X.min(axis=0))
X_scaled = X_std * (max - min) + min
where min, max = feature_range.
This transformation is often used as an alternative to zero mean,
unit variance scaling.
Read more in the :ref:`User Guide <preprocessing_scaler>`.
Parameters
----------
feature_range: tuple (min, max), default=(0, 1)
Desired range of transformed data.
copy : boolean, optional, default True
Set to False to perform inplace row normalization and avoid a
copy (if the input is already a numpy array).
Attributes
----------
min_ : ndarray, shape (n_features,)
Per feature adjustment for minimum.
scale_ : ndarray, shape (n_features,)
Per feature relative scaling of the data.
.. versionadded:: 0.17
*scale_* attribute.
data_min_ : ndarray, shape (n_features,)
Per feature minimum seen in the data
.. versionadded:: 0.17
*data_min_* instead of deprecated *data_min*.
data_max_ : ndarray, shape (n_features,)
Per feature maximum seen in the data
.. versionadded:: 0.17
*data_max_* instead of deprecated *data_max*.
data_range_ : ndarray, shape (n_features,)
Per feature range ``(data_max_ - data_min_)`` seen in the data
.. versionadded:: 0.17
*data_range_* instead of deprecated *data_range*.
"""
def __init__(self, feature_range=(0, 1), copy=True):
self.feature_range = feature_range
self.copy = copy
@property
@deprecated("Attribute data_range will be removed in "
"0.19. Use ``data_range_`` instead")
def data_range(self):
return self.data_range_
@property
@deprecated("Attribute data_min will be removed in "
"0.19. Use ``data_min_`` instead")
def data_min(self):
return self.data_min_
def _reset(self):
"""Reset internal data-dependent state of the scaler, if necessary.
__init__ parameters are not touched.
"""
# Checking one attribute is enough, becase they are all set together
# in partial_fit
if hasattr(self, 'scale_'):
del self.scale_
del self.min_
del self.n_samples_seen_
del self.data_min_
del self.data_max_
del self.data_range_
def fit(self, X, y=None):
"""Compute the minimum and maximum to be used for later scaling.
Parameters
----------
X : array-like, shape [n_samples, n_features]
The data used to compute the per-feature minimum and maximum
used for later scaling along the features axis.
"""
# Reset internal state before fitting
self._reset()
return self.partial_fit(X, y)
def partial_fit(self, X, y=None):
"""Online computation of min and max on X for later scaling.
All of X is processed as a single batch. This is intended for cases
when `fit` is not feasible due to very large number of `n_samples`
or because X is read from a continuous stream.
Parameters
----------
X : array-like, shape [n_samples, n_features]
The data used to compute the mean and standard deviation
used for later scaling along the features axis.
y : Passthrough for ``Pipeline`` compatibility.
"""
feature_range = self.feature_range
if feature_range[0] >= feature_range[1]:
raise ValueError("Minimum of desired feature range must be smaller"
" than maximum. Got %s." % str(feature_range))
if sparse.issparse(X):
raise TypeError("MinMaxScaler does no support sparse input. "
"You may consider to use MaxAbsScaler instead.")
X = check_array(X, copy=self.copy, ensure_2d=False, warn_on_dtype=True,
estimator=self, dtype=FLOAT_DTYPES)
if X.ndim == 1:
warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning)
data_min = np.min(X, axis=0)
data_max = np.max(X, axis=0)
# First pass
if not hasattr(self, 'n_samples_seen_'):
self.n_samples_seen_ = X.shape[0]
# Next steps
else:
data_min = np.minimum(self.data_min_, data_min)
data_max = np.maximum(self.data_max_, data_max)
self.n_samples_seen_ += X.shape[0]
data_range = data_max - data_min
self.scale_ = ((feature_range[1] - feature_range[0]) /
_handle_zeros_in_scale(data_range))
self.min_ = feature_range[0] - data_min * self.scale_
self.data_min_ = data_min
self.data_max_ = data_max
self.data_range_ = data_range
return self
def transform(self, X):
"""Scaling features of X according to feature_range.
Parameters
----------
X : array-like, shape [n_samples, n_features]
Input data that will be transformed.
"""
check_is_fitted(self, 'scale_')
X = check_array(X, copy=self.copy, ensure_2d=False, dtype=FLOAT_DTYPES)
if X.ndim == 1:
warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning)
X *= self.scale_
X += self.min_
return X
def inverse_transform(self, X):
"""Undo the scaling of X according to feature_range.
Parameters
----------
X : array-like, shape [n_samples, n_features]
Input data that will be transformed. It cannot be sparse.
"""
check_is_fitted(self, 'scale_')
X = check_array(X, copy=self.copy, ensure_2d=False, dtype=FLOAT_DTYPES)
if X.ndim == 1:
warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning)
X -= self.min_
X /= self.scale_
return X
def minmax_scale(X, feature_range=(0, 1), axis=0, copy=True):
"""Transforms features by scaling each feature to a given range.
This estimator scales and translates each feature individually such
that it is in the given range on the training set, i.e. between
zero and one.
The transformation is given by::
X_std = (X - X.min(axis=0)) / (X.max(axis=0) - X.min(axis=0))
X_scaled = X_std * (max - min) + min
where min, max = feature_range.
This transformation is often used as an alternative to zero mean,
unit variance scaling.
Read more in the :ref:`User Guide <preprocessing_scaler>`.
.. versionadded:: 0.17
*minmax_scale* function interface to :class:`sklearn.preprocessing.MinMaxScaler`.
Parameters
----------
feature_range: tuple (min, max), default=(0, 1)
Desired range of transformed data.
axis : int (0 by default)
axis used to scale along. If 0, independently scale each feature,
otherwise (if 1) scale each sample.
copy : boolean, optional, default is True
Set to False to perform inplace scaling and avoid a copy (if the input
is already a numpy array).
"""
# To allow retro-compatibility, we handle here the case of 1D-input
# From 0.17, 1D-input are deprecated in scaler objects
# Although, we want to allow the users to keep calling this function
# with 1D-input.
# Cast input to array, as we need to check ndim. Prior to 0.17, that was
# done inside the scaler object fit_transform.
# If copy is required, it will be done inside the scaler object.
X = check_array(X, copy=False, ensure_2d=False, warn_on_dtype=True,
dtype=FLOAT_DTYPES)
original_ndim = X.ndim
if original_ndim == 1:
X = X.reshape(X.shape[0], 1)
s = MinMaxScaler(feature_range=feature_range, copy=copy)
if axis == 0:
X = s.fit_transform(X)
else:
X = s.fit_transform(X.T).T
if original_ndim == 1:
X = X.ravel()
return X
class StandardScaler(BaseEstimator, TransformerMixin):
"""Standardize features by removing the mean and scaling to unit variance
Centering and scaling happen independently on each feature by computing
the relevant statistics on the samples in the training set. Mean and
standard deviation are then stored to be used on later data using the
`transform` method.
Standardization of a dataset is a common requirement for many
machine learning estimators: they might behave badly if the
individual feature do not more or less look like standard normally
distributed data (e.g. Gaussian with 0 mean and unit variance).
For instance many elements used in the objective function of
a learning algorithm (such as the RBF kernel of Support Vector
Machines or the L1 and L2 regularizers of linear models) assume that
all features are centered around 0 and have variance in the same
order. If a feature has a variance that is orders of magnitude larger
that others, it might dominate the objective function and make the
estimator unable to learn from other features correctly as expected.
This scaler can also be applied to sparse CSR or CSC matrices by passing
`with_mean=False` to avoid breaking the sparsity structure of the data.
Read more in the :ref:`User Guide <preprocessing_scaler>`.
Parameters
----------
with_mean : boolean, True by default
If True, center the data before scaling.
This does not work (and will raise an exception) when attempted on
sparse matrices, because centering them entails building a dense
matrix which in common use cases is likely to be too large to fit in
memory.
with_std : boolean, True by default
If True, scale the data to unit variance (or equivalently,
unit standard deviation).
copy : boolean, optional, default True
If False, try to avoid a copy and do inplace scaling instead.
This is not guaranteed to always work inplace; e.g. if the data is
not a NumPy array or scipy.sparse CSR matrix, a copy may still be
returned.
Attributes
----------
scale_ : ndarray, shape (n_features,)
Per feature relative scaling of the data.
.. versionadded:: 0.17
*scale_* is recommended instead of deprecated *std_*.
mean_ : array of floats with shape [n_features]
The mean value for each feature in the training set.
var_ : array of floats with shape [n_features]
The variance for each feature in the training set. Used to compute
`scale_`
n_samples_seen_ : int
The number of samples processed by the estimator. Will be reset on
new calls to fit, but increments across ``partial_fit`` calls.
See also
--------
:func:`sklearn.preprocessing.scale` to perform centering and
scaling without using the ``Transformer`` object oriented API
:class:`sklearn.decomposition.RandomizedPCA` with `whiten=True`
to further remove the linear correlation across features.
"""
def __init__(self, copy=True, with_mean=True, with_std=True):
self.with_mean = with_mean
self.with_std = with_std
self.copy = copy
@property
@deprecated("Attribute ``std_`` will be removed in 0.19. Use ``scale_`` instead")
def std_(self):
return self.scale_
def _reset(self):
"""Reset internal data-dependent state of the scaler, if necessary.
__init__ parameters are not touched.
"""
# Checking one attribute is enough, becase they are all set together
# in partial_fit
if hasattr(self, 'scale_'):
del self.scale_
del self.n_samples_seen_
del self.mean_
del self.var_
def fit(self, X, y=None):
"""Compute the mean and std to be used for later scaling.
Parameters
----------
X : {array-like, sparse matrix}, shape [n_samples, n_features]
The data used to compute the mean and standard deviation
used for later scaling along the features axis.
y: Passthrough for ``Pipeline`` compatibility.
"""
# Reset internal state before fitting
self._reset()
return self.partial_fit(X, y)
def partial_fit(self, X, y=None):
"""Online computation of mean and std on X for later scaling.
All of X is processed as a single batch. This is intended for cases
when `fit` is not feasible due to very large number of `n_samples`
or because X is read from a continuous stream.
The algorithm for incremental mean and std is given in Equation 1.5a,b
in Chan, Tony F., Gene H. Golub, and Randall J. LeVeque. "Algorithms
for computing the sample variance: Analysis and recommendations."
The American Statistician 37.3 (1983): 242-247:
Parameters
----------
X : {array-like, sparse matrix}, shape [n_samples, n_features]
The data used to compute the mean and standard deviation
used for later scaling along the features axis.
y: Passthrough for ``Pipeline`` compatibility.
"""
X = check_array(X, accept_sparse=('csr', 'csc'), copy=self.copy,
ensure_2d=False, warn_on_dtype=True,
estimator=self, dtype=FLOAT_DTYPES)
if X.ndim == 1:
warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning)
# Even in the case of `with_mean=False`, we update the mean anyway
# This is needed for the incremental computation of the var
# See incr_mean_variance_axis and _incremental_mean_variance_axis
if sparse.issparse(X):
if self.with_mean:
raise ValueError(
"Cannot center sparse matrices: pass `with_mean=False` "
"instead. See docstring for motivation and alternatives.")
if self.with_std:
# First pass
if not hasattr(self, 'n_samples_seen_'):
self.mean_, self.var_ = mean_variance_axis(X, axis=0)
self.n_samples_seen_ = X.shape[0]
# Next passes
else:
self.mean_, self.var_, self.n_samples_seen_ = \
incr_mean_variance_axis(X, axis=0,
last_mean=self.mean_,
last_var=self.var_,
last_n=self.n_samples_seen_)
else:
self.mean_ = None
self.var_ = None
else:
# First pass
if not hasattr(self, 'n_samples_seen_'):
self.mean_ = .0
self.n_samples_seen_ = 0
if self.with_std:
self.var_ = .0
else:
self.var_ = None
self.mean_, self.var_, self.n_samples_seen_ = \
_incremental_mean_and_var(X, self.mean_, self.var_,
self.n_samples_seen_)
if self.with_std:
self.scale_ = _handle_zeros_in_scale(np.sqrt(self.var_))
else:
self.scale_ = None
return self
def transform(self, X, y=None, copy=None):
"""Perform standardization by centering and scaling
Parameters
----------
X : array-like, shape [n_samples, n_features]
The data used to scale along the features axis.
"""
check_is_fitted(self, 'scale_')
copy = copy if copy is not None else self.copy
X = check_array(X, accept_sparse='csr', copy=copy,
ensure_2d=False, warn_on_dtype=True,
estimator=self, dtype=FLOAT_DTYPES)
if X.ndim == 1:
warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning)
if sparse.issparse(X):
if self.with_mean:
raise ValueError(
"Cannot center sparse matrices: pass `with_mean=False` "
"instead. See docstring for motivation and alternatives.")
if self.scale_ is not None:
inplace_column_scale(X, 1 / self.scale_)
else:
if self.with_mean:
X -= self.mean_
if self.with_std:
X /= self.scale_
return X
def inverse_transform(self, X, copy=None):
"""Scale back the data to the original representation
Parameters
----------
X : array-like, shape [n_samples, n_features]
The data used to scale along the features axis.
"""
check_is_fitted(self, 'scale_')
copy = copy if copy is not None else self.copy
if sparse.issparse(X):
if self.with_mean:
raise ValueError(
"Cannot uncenter sparse matrices: pass `with_mean=False` "
"instead See docstring for motivation and alternatives.")
if not sparse.isspmatrix_csr(X):
X = X.tocsr()
copy = False
if copy:
X = X.copy()
if self.scale_ is not None:
inplace_column_scale(X, self.scale_)
else:
X = np.asarray(X)
if copy:
X = X.copy()
if self.with_std:
X *= self.scale_
if self.with_mean:
X += self.mean_
return X
class MaxAbsScaler(BaseEstimator, TransformerMixin):
"""Scale each feature by its maximum absolute value.
This estimator scales and translates each feature individually such
that the maximal absolute value of each feature in the
training set will be 1.0. It does not shift/center the data, and
thus does not destroy any sparsity.
This scaler can also be applied to sparse CSR or CSC matrices.
.. versionadded:: 0.17
Parameters
----------
copy : boolean, optional, default is True
Set to False to perform inplace scaling and avoid a copy (if the input
is already a numpy array).
Attributes
----------
scale_ : ndarray, shape (n_features,)
Per feature relative scaling of the data.
.. versionadded:: 0.17
*scale_* attribute.
max_abs_ : ndarray, shape (n_features,)
Per feature maximum absolute value.
n_samples_seen_ : int
The number of samples processed by the estimator. Will be reset on
new calls to fit, but increments across ``partial_fit`` calls.
"""
def __init__(self, copy=True):
self.copy = copy
def _reset(self):
"""Reset internal data-dependent state of the scaler, if necessary.
__init__ parameters are not touched.
"""
# Checking one attribute is enough, becase they are all set together
# in partial_fit
if hasattr(self, 'scale_'):
del self.scale_
del self.n_samples_seen_
del self.max_abs_
def fit(self, X, y=None):
"""Compute the maximum absolute value to be used for later scaling.
Parameters
----------
X : {array-like, sparse matrix}, shape [n_samples, n_features]
The data used to compute the per-feature minimum and maximum
used for later scaling along the features axis.
"""
# Reset internal state before fitting
self._reset()
return self.partial_fit(X, y)
def partial_fit(self, X, y=None):
"""Online computation of max absolute value of X for later scaling.
All of X is processed as a single batch. This is intended for cases
when `fit` is not feasible due to very large number of `n_samples`
or because X is read from a continuous stream.
Parameters
----------
X : {array-like, sparse matrix}, shape [n_samples, n_features]
The data used to compute the mean and standard deviation
used for later scaling along the features axis.
y: Passthrough for ``Pipeline`` compatibility.
"""
X = check_array(X, accept_sparse=('csr', 'csc'), copy=self.copy,
ensure_2d=False, estimator=self, dtype=FLOAT_DTYPES)
if X.ndim == 1:
warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning)
if sparse.issparse(X):
mins, maxs = min_max_axis(X, axis=0)
max_abs = np.maximum(np.abs(mins), np.abs(maxs))
else:
max_abs = np.abs(X).max(axis=0)
# First pass
if not hasattr(self, 'n_samples_seen_'):
self.n_samples_seen_ = X.shape[0]
# Next passes
else:
max_abs = np.maximum(self.max_abs_, max_abs)
self.n_samples_seen_ += X.shape[0]
self.max_abs_ = max_abs
self.scale_ = _handle_zeros_in_scale(max_abs)
return self
def transform(self, X, y=None):
"""Scale the data
Parameters
----------
X : {array-like, sparse matrix}
The data that should be scaled.
"""
check_is_fitted(self, 'scale_')
X = check_array(X, accept_sparse=('csr', 'csc'), copy=self.copy,
ensure_2d=False, estimator=self, dtype=FLOAT_DTYPES)
if X.ndim == 1:
warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning)
if sparse.issparse(X):
inplace_column_scale(X, 1.0 / self.scale_)
else:
X /= self.scale_
return X
def inverse_transform(self, X):
"""Scale back the data to the original representation
Parameters
----------
X : {array-like, sparse matrix}
The data that should be transformed back.
"""
check_is_fitted(self, 'scale_')
X = check_array(X, accept_sparse=('csr', 'csc'), copy=self.copy,
ensure_2d=False, estimator=self, dtype=FLOAT_DTYPES)
if X.ndim == 1:
warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning)
if sparse.issparse(X):
inplace_column_scale(X, self.scale_)
else:
X *= self.scale_
return X
def maxabs_scale(X, axis=0, copy=True):
"""Scale each feature to the [-1, 1] range without breaking the sparsity.
This estimator scales each feature individually such
that the maximal absolute value of each feature in the
training set will be 1.0.
This scaler can also be applied to sparse CSR or CSC matrices.
Parameters
----------
axis : int (0 by default)
axis used to scale along. If 0, independently scale each feature,
otherwise (if 1) scale each sample.
copy : boolean, optional, default is True
Set to False to perform inplace scaling and avoid a copy (if the input
is already a numpy array).
"""
# To allow retro-compatibility, we handle here the case of 1D-input
# From 0.17, 1D-input are deprecated in scaler objects
# Although, we want to allow the users to keep calling this function
# with 1D-input.
# Cast input to array, as we need to check ndim. Prior to 0.17, that was
# done inside the scaler object fit_transform.
# If copy is required, it will be done inside the scaler object.
X = check_array(X, accept_sparse=('csr', 'csc'), copy=False,
ensure_2d=False, dtype=FLOAT_DTYPES)
original_ndim = X.ndim
if original_ndim == 1:
X = X.reshape(X.shape[0], 1)
s = MaxAbsScaler(copy=copy)
if axis == 0:
X = s.fit_transform(X)
else:
X = s.fit_transform(X.T).T
if original_ndim == 1:
X = X.ravel()
return X
class RobustScaler(BaseEstimator, TransformerMixin):
"""Scale features using statistics that are robust to outliers.
This Scaler removes the median and scales the data according to
the Interquartile Range (IQR). The IQR is the range between the 1st
quartile (25th quantile) and the 3rd quartile (75th quantile).
Centering and scaling happen independently on each feature (or each
sample, depending on the `axis` argument) by computing the relevant
statistics on the samples in the training set. Median and interquartile
range are then stored to be used on later data using the `transform`
method.
Standardization of a dataset is a common requirement for many
machine learning estimators. Typically this is done by removing the mean
and scaling to unit variance. However, outliers can often influence the
sample mean / variance in a negative way. In such cases, the median and
the interquartile range often give better results.
.. versionadded:: 0.17
Read more in the :ref:`User Guide <preprocessing_scaler>`.
Parameters
----------
with_centering : boolean, True by default
If True, center the data before scaling.
This does not work (and will raise an exception) when attempted on
sparse matrices, because centering them entails building a dense
matrix which in common use cases is likely to be too large to fit in
memory.
with_scaling : boolean, True by default
If True, scale the data to interquartile range.
copy : boolean, optional, default is True
If False, try to avoid a copy and do inplace scaling instead.
This is not guaranteed to always work inplace; e.g. if the data is
not a NumPy array or scipy.sparse CSR matrix, a copy may still be
returned.
Attributes
----------
center_ : array of floats
The median value for each feature in the training set.
scale_ : array of floats
The (scaled) interquartile range for each feature in the training set.
.. versionadded:: 0.17
*scale_* attribute.
See also
--------
:class:`sklearn.preprocessing.StandardScaler` to perform centering
and scaling using mean and variance.
:class:`sklearn.decomposition.RandomizedPCA` with `whiten=True`
to further remove the linear correlation across features.
Notes
-----
See examples/preprocessing/plot_robust_scaling.py for an example.
http://en.wikipedia.org/wiki/Median_(statistics)
http://en.wikipedia.org/wiki/Interquartile_range
"""
def __init__(self, with_centering=True, with_scaling=True, copy=True):
self.with_centering = with_centering
self.with_scaling = with_scaling
self.copy = copy
def _check_array(self, X, copy):
"""Makes sure centering is not enabled for sparse matrices."""
X = check_array(X, accept_sparse=('csr', 'csc'), copy=self.copy,
ensure_2d=False, estimator=self, dtype=FLOAT_DTYPES)
if X.ndim == 1:
warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning)
if sparse.issparse(X):
if self.with_centering:
raise ValueError(
"Cannot center sparse matrices: use `with_centering=False`"
" instead. See docstring for motivation and alternatives.")
return X
def fit(self, X, y=None):
"""Compute the median and quantiles to be used for scaling.
Parameters
----------
X : array-like, shape [n_samples, n_features]
The data used to compute the median and quantiles
used for later scaling along the features axis.
"""
if sparse.issparse(X):
raise TypeError("RobustScaler cannot be fitted on sparse inputs")
X = self._check_array(X, self.copy)
if X.ndim == 1:
warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning)
if self.with_centering:
self.center_ = np.median(X, axis=0)
if self.with_scaling:
q = np.percentile(X, (25, 75), axis=0)
self.scale_ = (q[1] - q[0])
self.scale_ = _handle_zeros_in_scale(self.scale_, copy=False)
return self
def transform(self, X, y=None):
"""Center and scale the data
Parameters
----------
X : array-like
The data used to scale along the specified axis.
"""
if self.with_centering:
check_is_fitted(self, 'center_')
if self.with_scaling:
check_is_fitted(self, 'scale_')
X = self._check_array(X, self.copy)
if X.ndim == 1:
warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning)
if sparse.issparse(X):
if self.with_scaling:
inplace_column_scale(X, 1.0 / self.scale_)
else:
if self.with_centering:
X -= self.center_
if self.with_scaling:
X /= self.scale_
return X
def inverse_transform(self, X):
"""Scale back the data to the original representation
Parameters
----------
X : array-like
The data used to scale along the specified axis.
"""
if self.with_centering:
check_is_fitted(self, 'center_')
if self.with_scaling:
check_is_fitted(self, 'scale_')
X = self._check_array(X, self.copy)
if X.ndim == 1:
warnings.warn(DEPRECATION_MSG_1D, DeprecationWarning)
if sparse.issparse(X):
if self.with_scaling:
inplace_column_scale(X, self.scale_)
else:
if self.with_scaling:
X *= self.scale_
if self.with_centering:
X += self.center_
return X
def robust_scale(X, axis=0, with_centering=True, with_scaling=True, copy=True):
"""Standardize a dataset along any axis
Center to the median and component wise scale
according to the interquartile range.
Read more in the :ref:`User Guide <preprocessing_scaler>`.
Parameters
----------
X : array-like
The data to center and scale.
axis : int (0 by default)
axis used to compute the medians and IQR along. If 0,
independently scale each feature, otherwise (if 1) scale
each sample.
with_centering : boolean, True by default
If True, center the data before scaling.
with_scaling : boolean, True by default
If True, scale the data to unit variance (or equivalently,
unit standard deviation).
copy : boolean, optional, default is True
set to False to perform inplace row normalization and avoid a
copy (if the input is already a numpy array or a scipy.sparse
CSR matrix and if axis is 1).
Notes
-----
This implementation will refuse to center scipy.sparse matrices
since it would make them non-sparse and would potentially crash the
program with memory exhaustion problems.
Instead the caller is expected to either set explicitly
`with_centering=False` (in that case, only variance scaling will be
performed on the features of the CSR matrix) or to call `X.toarray()`
if he/she expects the materialized dense array to fit in memory.
To avoid memory copy the caller should pass a CSR matrix.
See also
--------
:class:`sklearn.preprocessing.RobustScaler` to perform centering and
scaling using the ``Transformer`` API (e.g. as part of a preprocessing
:class:`sklearn.pipeline.Pipeline`)
"""
s = RobustScaler(with_centering=with_centering, with_scaling=with_scaling,
copy=copy)
if axis == 0:
return s.fit_transform(X)
else:
return s.fit_transform(X.T).T
class PolynomialFeatures(BaseEstimator, TransformerMixin):
"""Generate polynomial and interaction features.
Generate a new feature matrix consisting of all polynomial combinations
of the features with degree less than or equal to the specified degree.
For example, if an input sample is two dimensional and of the form
[a, b], the degree-2 polynomial features are [1, a, b, a^2, ab, b^2].
Parameters
----------
degree : integer
The degree of the polynomial features. Default = 2.
interaction_only : boolean, default = False
If true, only interaction features are produced: features that are
products of at most ``degree`` *distinct* input features (so not
``x[1] ** 2``, ``x[0] * x[2] ** 3``, etc.).
include_bias : boolean
If True (default), then include a bias column, the feature in which
all polynomial powers are zero (i.e. a column of ones - acts as an
intercept term in a linear model).
Examples
--------
>>> X = np.arange(6).reshape(3, 2)
>>> X
array([[0, 1],
[2, 3],
[4, 5]])
>>> poly = PolynomialFeatures(2)
>>> poly.fit_transform(X)
array([[ 1., 0., 1., 0., 0., 1.],
[ 1., 2., 3., 4., 6., 9.],
[ 1., 4., 5., 16., 20., 25.]])
>>> poly = PolynomialFeatures(interaction_only=True)
>>> poly.fit_transform(X)
array([[ 1., 0., 1., 0.],
[ 1., 2., 3., 6.],
[ 1., 4., 5., 20.]])
Attributes
----------
powers_ : array, shape (n_input_features, n_output_features)
powers_[i, j] is the exponent of the jth input in the ith output.
n_input_features_ : int
The total number of input features.
n_output_features_ : int
The total number of polynomial output features. The number of output
features is computed by iterating over all suitably sized combinations
of input features.
Notes
-----
Be aware that the number of features in the output array scales
polynomially in the number of features of the input array, and
exponentially in the degree. High degrees can cause overfitting.
See :ref:`examples/linear_model/plot_polynomial_interpolation.py
<example_linear_model_plot_polynomial_interpolation.py>`
"""
def __init__(self, degree=2, interaction_only=False, include_bias=True):
self.degree = degree
self.interaction_only = interaction_only
self.include_bias = include_bias
@staticmethod
def _combinations(n_features, degree, interaction_only, include_bias):
comb = (combinations if interaction_only else combinations_w_r)
start = int(not include_bias)
return chain.from_iterable(comb(range(n_features), i)
for i in range(start, degree + 1))
@property
def powers_(self):
check_is_fitted(self, 'n_input_features_')
combinations = self._combinations(self.n_input_features_, self.degree,
self.interaction_only,
self.include_bias)
return np.vstack(np.bincount(c, minlength=self.n_input_features_)
for c in combinations)
def fit(self, X, y=None):
"""
Compute number of output features.
"""
n_samples, n_features = check_array(X).shape
combinations = self._combinations(n_features, self.degree,
self.interaction_only,
self.include_bias)
self.n_input_features_ = n_features
self.n_output_features_ = sum(1 for _ in combinations)
return self
def transform(self, X, y=None):
"""Transform data to polynomial features
Parameters
----------
X : array-like, shape [n_samples, n_features]
The data to transform, row by row.
Returns
-------
XP : np.ndarray shape [n_samples, NP]
The matrix of features, where NP is the number of polynomial
features generated from the combination of inputs.
"""
check_is_fitted(self, ['n_input_features_', 'n_output_features_'])
X = check_array(X, dtype=FLOAT_DTYPES)
n_samples, n_features = X.shape
if n_features != self.n_input_features_:
raise ValueError("X shape does not match training shape")
# allocate output data
XP = np.empty((n_samples, self.n_output_features_), dtype=X.dtype)
combinations = self._combinations(n_features, self.degree,
self.interaction_only,
self.include_bias)
for i, c in enumerate(combinations):
XP[:, i] = X[:, c].prod(1)
return XP
def normalize(X, norm='l2', axis=1, copy=True, return_norm=False):
"""Scale input vectors individually to unit norm (vector length).
Read more in the :ref:`User Guide <preprocessing_normalization>`.
Parameters
----------
X : {array-like, sparse matrix}, shape [n_samples, n_features]
The data to normalize, element by element.
scipy.sparse matrices should be in CSR format to avoid an
un-necessary copy.
norm : 'l1', 'l2', or 'max', optional ('l2' by default)
The norm to use to normalize each non zero sample (or each non-zero
feature if axis is 0).
axis : 0 or 1, optional (1 by default)
axis used to normalize the data along. If 1, independently normalize
each sample, otherwise (if 0) normalize each feature.
copy : boolean, optional, default True
set to False to perform inplace row normalization and avoid a
copy (if the input is already a numpy array or a scipy.sparse
CSR matrix and if axis is 1).
return_norm : boolean, default False
whether to return the computed norms
See also
--------
:class:`sklearn.preprocessing.Normalizer` to perform normalization
using the ``Transformer`` API (e.g. as part of a preprocessing
:class:`sklearn.pipeline.Pipeline`)
"""
if norm not in ('l1', 'l2', 'max'):
raise ValueError("'%s' is not a supported norm" % norm)
if axis == 0:
sparse_format = 'csc'
elif axis == 1:
sparse_format = 'csr'
else:
raise ValueError("'%d' is not a supported axis" % axis)
X = check_array(X, sparse_format, copy=copy, warn_on_dtype=True,
estimator='the normalize function', dtype=FLOAT_DTYPES)
if axis == 0:
X = X.T
if sparse.issparse(X):
if norm == 'l1':
inplace_csr_row_normalize_l1(X)
elif norm == 'l2':
inplace_csr_row_normalize_l2(X)
elif norm == 'max':
_, norms = min_max_axis(X, 1)
norms = norms.repeat(np.diff(X.indptr))
mask = norms != 0
X.data[mask] /= norms[mask]
else:
if norm == 'l1':
norms = np.abs(X).sum(axis=1)
elif norm == 'l2':
norms = row_norms(X)
elif norm == 'max':
norms = np.max(X, axis=1)
norms = _handle_zeros_in_scale(norms, copy=False)
X /= norms[:, np.newaxis]
if axis == 0:
X = X.T
if return_norm:
return X, norms
else:
return X
class Normalizer(BaseEstimator, TransformerMixin):
"""Normalize samples individually to unit norm.
Each sample (i.e. each row of the data matrix) with at least one
non zero component is rescaled independently of other samples so
that its norm (l1 or l2) equals one.
This transformer is able to work both with dense numpy arrays and
scipy.sparse matrix (use CSR format if you want to avoid the burden of
a copy / conversion).
Scaling inputs to unit norms is a common operation for text
classification or clustering for instance. For instance the dot
product of two l2-normalized TF-IDF vectors is the cosine similarity
of the vectors and is the base similarity metric for the Vector
Space Model commonly used by the Information Retrieval community.
Read more in the :ref:`User Guide <preprocessing_normalization>`.
Parameters
----------
norm : 'l1', 'l2', or 'max', optional ('l2' by default)
The norm to use to normalize each non zero sample.
copy : boolean, optional, default True
set to False to perform inplace row normalization and avoid a
copy (if the input is already a numpy array or a scipy.sparse
CSR matrix).
Notes
-----
This estimator is stateless (besides constructor parameters), the
fit method does nothing but is useful when used in a pipeline.
See also
--------
:func:`sklearn.preprocessing.normalize` equivalent function
without the object oriented API
"""
def __init__(self, norm='l2', copy=True):
self.norm = norm
self.copy = copy
def fit(self, X, y=None):
"""Do nothing and return the estimator unchanged
This method is just there to implement the usual API and hence
work in pipelines.
"""
X = check_array(X, accept_sparse='csr')
return self
def transform(self, X, y=None, copy=None):
"""Scale each non zero row of X to unit norm
Parameters
----------
X : {array-like, sparse matrix}, shape [n_samples, n_features]
The data to normalize, row by row. scipy.sparse matrices should be
in CSR format to avoid an un-necessary copy.
"""
copy = copy if copy is not None else self.copy
X = check_array(X, accept_sparse='csr')
return normalize(X, norm=self.norm, axis=1, copy=copy)
def binarize(X, threshold=0.0, copy=True):
"""Boolean thresholding of array-like or scipy.sparse matrix
Read more in the :ref:`User Guide <preprocessing_binarization>`.
Parameters
----------
X : {array-like, sparse matrix}, shape [n_samples, n_features]
The data to binarize, element by element.
scipy.sparse matrices should be in CSR or CSC format to avoid an
un-necessary copy.
threshold : float, optional (0.0 by default)
Feature values below or equal to this are replaced by 0, above it by 1.
Threshold may not be less than 0 for operations on sparse matrices.
copy : boolean, optional, default True
set to False to perform inplace binarization and avoid a copy
(if the input is already a numpy array or a scipy.sparse CSR / CSC
matrix and if axis is 1).
See also
--------
:class:`sklearn.preprocessing.Binarizer` to perform binarization
using the ``Transformer`` API (e.g. as part of a preprocessing
:class:`sklearn.pipeline.Pipeline`)
"""
X = check_array(X, accept_sparse=['csr', 'csc'], copy=copy)
if sparse.issparse(X):
if threshold < 0:
raise ValueError('Cannot binarize a sparse matrix with threshold '
'< 0')
cond = X.data > threshold
not_cond = np.logical_not(cond)
X.data[cond] = 1
X.data[not_cond] = 0
X.eliminate_zeros()
else:
cond = X > threshold
not_cond = np.logical_not(cond)
X[cond] = 1
X[not_cond] = 0
return X
class Binarizer(BaseEstimator, TransformerMixin):
"""Binarize data (set feature values to 0 or 1) according to a threshold
Values greater than the threshold map to 1, while values less than
or equal to the threshold map to 0. With the default threshold of 0,
only positive values map to 1.
Binarization is a common operation on text count data where the
analyst can decide to only consider the presence or absence of a
feature rather than a quantified number of occurrences for instance.
It can also be used as a pre-processing step for estimators that
consider boolean random variables (e.g. modelled using the Bernoulli
distribution in a Bayesian setting).
Read more in the :ref:`User Guide <preprocessing_binarization>`.
Parameters
----------
threshold : float, optional (0.0 by default)
Feature values below or equal to this are replaced by 0, above it by 1.
Threshold may not be less than 0 for operations on sparse matrices.
copy : boolean, optional, default True
set to False to perform inplace binarization and avoid a copy (if
the input is already a numpy array or a scipy.sparse CSR matrix).
Notes
-----
If the input is a sparse matrix, only the non-zero values are subject
to update by the Binarizer class.
This estimator is stateless (besides constructor parameters), the
fit method does nothing but is useful when used in a pipeline.
"""
def __init__(self, threshold=0.0, copy=True):
self.threshold = threshold
self.copy = copy
def fit(self, X, y=None):
"""Do nothing and return the estimator unchanged
This method is just there to implement the usual API and hence
work in pipelines.
"""
check_array(X, accept_sparse='csr')
return self
def transform(self, X, y=None, copy=None):
"""Binarize each element of X
Parameters
----------
X : {array-like, sparse matrix}, shape [n_samples, n_features]
The data to binarize, element by element.
scipy.sparse matrices should be in CSR format to avoid an
un-necessary copy.
"""
copy = copy if copy is not None else self.copy
return binarize(X, threshold=self.threshold, copy=copy)
class KernelCenterer(BaseEstimator, TransformerMixin):
"""Center a kernel matrix
Let K(x, z) be a kernel defined by phi(x)^T phi(z), where phi is a
function mapping x to a Hilbert space. KernelCenterer centers (i.e.,
normalize to have zero mean) the data without explicitly computing phi(x).
It is equivalent to centering phi(x) with
sklearn.preprocessing.StandardScaler(with_std=False).
Read more in the :ref:`User Guide <kernel_centering>`.
"""
def fit(self, K, y=None):
"""Fit KernelCenterer
Parameters
----------
K : numpy array of shape [n_samples, n_samples]
Kernel matrix.
Returns
-------
self : returns an instance of self.
"""
K = check_array(K, dtype=FLOAT_DTYPES)
n_samples = K.shape[0]
self.K_fit_rows_ = np.sum(K, axis=0) / n_samples
self.K_fit_all_ = self.K_fit_rows_.sum() / n_samples
return self
def transform(self, K, y=None, copy=True):
"""Center kernel matrix.
Parameters
----------
K : numpy array of shape [n_samples1, n_samples2]
Kernel matrix.
copy : boolean, optional, default True
Set to False to perform inplace computation.
Returns
-------
K_new : numpy array of shape [n_samples1, n_samples2]
"""
check_is_fitted(self, 'K_fit_all_')
K = check_array(K, copy=copy, dtype=FLOAT_DTYPES)
K_pred_cols = (np.sum(K, axis=1) /
self.K_fit_rows_.shape[0])[:, np.newaxis]
K -= self.K_fit_rows_
K -= K_pred_cols
K += self.K_fit_all_
return K
def add_dummy_feature(X, value=1.0):
"""Augment dataset with an additional dummy feature.
This is useful for fitting an intercept term with implementations which
cannot otherwise fit it directly.
Parameters
----------
X : {array-like, sparse matrix}, shape [n_samples, n_features]
Data.
value : float
Value to use for the dummy feature.
Returns
-------
X : {array, sparse matrix}, shape [n_samples, n_features + 1]
Same data with dummy feature added as first column.
Examples
--------
>>> from sklearn.preprocessing import add_dummy_feature
>>> add_dummy_feature([[0, 1], [1, 0]])
array([[ 1., 0., 1.],
[ 1., 1., 0.]])
"""
X = check_array(X, accept_sparse=['csc', 'csr', 'coo'], dtype=FLOAT_DTYPES)
n_samples, n_features = X.shape
shape = (n_samples, n_features + 1)
if sparse.issparse(X):
if sparse.isspmatrix_coo(X):
# Shift columns to the right.
col = X.col + 1
# Column indices of dummy feature are 0 everywhere.
col = np.concatenate((np.zeros(n_samples), col))
# Row indices of dummy feature are 0, ..., n_samples-1.
row = np.concatenate((np.arange(n_samples), X.row))
# Prepend the dummy feature n_samples times.
data = np.concatenate((np.ones(n_samples) * value, X.data))
return sparse.coo_matrix((data, (row, col)), shape)
elif sparse.isspmatrix_csc(X):
# Shift index pointers since we need to add n_samples elements.
indptr = X.indptr + n_samples
# indptr[0] must be 0.
indptr = np.concatenate((np.array([0]), indptr))
# Row indices of dummy feature are 0, ..., n_samples-1.
indices = np.concatenate((np.arange(n_samples), X.indices))
# Prepend the dummy feature n_samples times.
data = np.concatenate((np.ones(n_samples) * value, X.data))
return sparse.csc_matrix((data, indices, indptr), shape)
else:
klass = X.__class__
return klass(add_dummy_feature(X.tocoo(), value))
else:
return np.hstack((np.ones((n_samples, 1)) * value, X))
def _transform_selected(X, transform, selected="all", copy=True):
"""Apply a transform function to portion of selected features
Parameters
----------
X : {array-like, sparse matrix}, shape [n_samples, n_features]
Dense array or sparse matrix.
transform : callable
A callable transform(X) -> X_transformed
copy : boolean, optional
Copy X even if it could be avoided.
selected: "all" or array of indices or mask
Specify which features to apply the transform to.
Returns
-------
X : array or sparse matrix, shape=(n_samples, n_features_new)
"""
if isinstance(selected, six.string_types) and selected == "all":
return transform(X)
X = check_array(X, accept_sparse='csc', copy=copy, dtype=FLOAT_DTYPES)
if len(selected) == 0:
return X
n_features = X.shape[1]
ind = np.arange(n_features)
sel = np.zeros(n_features, dtype=bool)
sel[np.asarray(selected)] = True
not_sel = np.logical_not(sel)
n_selected = np.sum(sel)
if n_selected == 0:
# No features selected.
return X
elif n_selected == n_features:
# All features selected.
return transform(X)
else:
X_sel = transform(X[:, ind[sel]])
X_not_sel = X[:, ind[not_sel]]
if sparse.issparse(X_sel) or sparse.issparse(X_not_sel):
return sparse.hstack((X_sel, X_not_sel))
else:
return np.hstack((X_sel, X_not_sel))
class OneHotEncoder(BaseEstimator, TransformerMixin):
"""Encode categorical integer features using a one-hot aka one-of-K scheme.
The input to this transformer should be a matrix of integers, denoting
the values taken on by categorical (discrete) features. The output will be
a sparse matrix where each column corresponds to one possible value of one
feature. It is assumed that input features take on values in the range
[0, n_values).
This encoding is needed for feeding categorical data to many scikit-learn
estimators, notably linear models and SVMs with the standard kernels.
Read more in the :ref:`User Guide <preprocessing_categorical_features>`.
Parameters
----------
n_values : 'auto', int or array of ints
Number of values per feature.
- 'auto' : determine value range from training data.
- int : number of categorical values per feature.
Each feature value should be in ``range(n_values)``
- array : ``n_values[i]`` is the number of categorical values in
``X[:, i]``. Each feature value should be in ``range(n_values[i])``
categorical_features: "all" or array of indices or mask
Specify what features are treated as categorical.
- 'all' (default): All features are treated as categorical.
- array of indices: Array of categorical feature indices.
- mask: Array of length n_features and with dtype=bool.
Non-categorical features are always stacked to the right of the matrix.
dtype : number type, default=np.float
Desired dtype of output.
sparse : boolean, default=True
Will return sparse matrix if set True else will return an array.
handle_unknown : str, 'error' or 'ignore'
Whether to raise an error or ignore if a unknown categorical feature is
present during transform.
Attributes
----------
active_features_ : array
Indices for active features, meaning values that actually occur
in the training set. Only available when n_values is ``'auto'``.
feature_indices_ : array of shape (n_features,)
Indices to feature ranges.
Feature ``i`` in the original data is mapped to features
from ``feature_indices_[i]`` to ``feature_indices_[i+1]``
(and then potentially masked by `active_features_` afterwards)
n_values_ : array of shape (n_features,)
Maximum number of values per feature.
Examples
--------
Given a dataset with three features and two samples, we let the encoder
find the maximum value per feature and transform the data to a binary
one-hot encoding.
>>> from sklearn.preprocessing import OneHotEncoder
>>> enc = OneHotEncoder()
>>> enc.fit([[0, 0, 3], [1, 1, 0], [0, 2, 1], \
[1, 0, 2]]) # doctest: +ELLIPSIS
OneHotEncoder(categorical_features='all', dtype=<... 'numpy.float64'>,
handle_unknown='error', n_values='auto', sparse=True)
>>> enc.n_values_
array([2, 3, 4])
>>> enc.feature_indices_
array([0, 2, 5, 9])
>>> enc.transform([[0, 1, 1]]).toarray()
array([[ 1., 0., 0., 1., 0., 0., 1., 0., 0.]])
See also
--------
sklearn.feature_extraction.DictVectorizer : performs a one-hot encoding of
dictionary items (also handles string-valued features).
sklearn.feature_extraction.FeatureHasher : performs an approximate one-hot
encoding of dictionary items or strings.
"""
def __init__(self, n_values="auto", categorical_features="all",
dtype=np.float64, sparse=True, handle_unknown='error'):
self.n_values = n_values
self.categorical_features = categorical_features
self.dtype = dtype
self.sparse = sparse
self.handle_unknown = handle_unknown
def fit(self, X, y=None):
"""Fit OneHotEncoder to X.
Parameters
----------
X : array-like, shape [n_samples, n_feature]
Input array of type int.
Returns
-------
self
"""
self.fit_transform(X)
return self
def _fit_transform(self, X):
"""Assumes X contains only categorical features."""
X = check_array(X, dtype=np.int)
if np.any(X < 0):
raise ValueError("X needs to contain only non-negative integers.")
n_samples, n_features = X.shape
if self.n_values == 'auto':
n_values = np.max(X, axis=0) + 1
elif isinstance(self.n_values, numbers.Integral):
if (np.max(X, axis=0) >= self.n_values).any():
raise ValueError("Feature out of bounds for n_values=%d"
% self.n_values)
n_values = np.empty(n_features, dtype=np.int)
n_values.fill(self.n_values)
else:
try:
n_values = np.asarray(self.n_values, dtype=int)
except (ValueError, TypeError):
raise TypeError("Wrong type for parameter `n_values`. Expected"
" 'auto', int or array of ints, got %r"
% type(X))
if n_values.ndim < 1 or n_values.shape[0] != X.shape[1]:
raise ValueError("Shape mismatch: if n_values is an array,"
" it has to be of shape (n_features,).")
self.n_values_ = n_values
n_values = np.hstack([[0], n_values])
indices = np.cumsum(n_values)
self.feature_indices_ = indices
column_indices = (X + indices[:-1]).ravel()
row_indices = np.repeat(np.arange(n_samples, dtype=np.int32),
n_features)
data = np.ones(n_samples * n_features)
out = sparse.coo_matrix((data, (row_indices, column_indices)),
shape=(n_samples, indices[-1]),
dtype=self.dtype).tocsr()
if self.n_values == 'auto':
mask = np.array(out.sum(axis=0)).ravel() != 0
active_features = np.where(mask)[0]
out = out[:, active_features]
self.active_features_ = active_features
return out if self.sparse else out.toarray()
def fit_transform(self, X, y=None):
"""Fit OneHotEncoder to X, then transform X.
Equivalent to self.fit(X).transform(X), but more convenient and more
efficient. See fit for the parameters, transform for the return value.
"""
return _transform_selected(X, self._fit_transform,
self.categorical_features, copy=True)
def _transform(self, X):
"""Assumes X contains only categorical features."""
X = check_array(X, dtype=np.int)
if np.any(X < 0):
raise ValueError("X needs to contain only non-negative integers.")
n_samples, n_features = X.shape
indices = self.feature_indices_
if n_features != indices.shape[0] - 1:
raise ValueError("X has different shape than during fitting."
" Expected %d, got %d."
% (indices.shape[0] - 1, n_features))
# We use only those categorical features of X that are known using fit.
# i.e lesser than n_values_ using mask.
# This means, if self.handle_unknown is "ignore", the row_indices and
# col_indices corresponding to the unknown categorical feature are
# ignored.
mask = (X < self.n_values_).ravel()
if np.any(~mask):
if self.handle_unknown not in ['error', 'ignore']:
raise ValueError("handle_unknown should be either error or "
"unknown got %s" % self.handle_unknown)
if self.handle_unknown == 'error':
raise ValueError("unknown categorical feature present %s "
"during transform." % X.ravel()[~mask])
column_indices = (X + indices[:-1]).ravel()[mask]
row_indices = np.repeat(np.arange(n_samples, dtype=np.int32),
n_features)[mask]
data = np.ones(np.sum(mask))
out = sparse.coo_matrix((data, (row_indices, column_indices)),
shape=(n_samples, indices[-1]),
dtype=self.dtype).tocsr()
if self.n_values == 'auto':
out = out[:, self.active_features_]
return out if self.sparse else out.toarray()
def transform(self, X):
"""Transform X using one-hot encoding.
Parameters
----------
X : array-like, shape [n_samples, n_features]
Input array of type int.
Returns
-------
X_out : sparse matrix if sparse=True else a 2-d array, dtype=int
Transformed input.
"""
return _transform_selected(X, self._transform,
self.categorical_features, copy=True)
| mit |
0asa/scikit-learn | examples/neighbors/plot_digits_kde_sampling.py | 251 | 2022 | """
=========================
Kernel Density Estimation
=========================
This example shows how kernel density estimation (KDE), a powerful
non-parametric density estimation technique, can be used to learn
a generative model for a dataset. With this generative model in place,
new samples can be drawn. These new samples reflect the underlying model
of the data.
"""
import numpy as np
import matplotlib.pyplot as plt
from sklearn.datasets import load_digits
from sklearn.neighbors import KernelDensity
from sklearn.decomposition import PCA
from sklearn.grid_search import GridSearchCV
# load the data
digits = load_digits()
data = digits.data
# project the 64-dimensional data to a lower dimension
pca = PCA(n_components=15, whiten=False)
data = pca.fit_transform(digits.data)
# use grid search cross-validation to optimize the bandwidth
params = {'bandwidth': np.logspace(-1, 1, 20)}
grid = GridSearchCV(KernelDensity(), params)
grid.fit(data)
print("best bandwidth: {0}".format(grid.best_estimator_.bandwidth))
# use the best estimator to compute the kernel density estimate
kde = grid.best_estimator_
# sample 44 new points from the data
new_data = kde.sample(44, random_state=0)
new_data = pca.inverse_transform(new_data)
# turn data into a 4x11 grid
new_data = new_data.reshape((4, 11, -1))
real_data = digits.data[:44].reshape((4, 11, -1))
# plot real digits and resampled digits
fig, ax = plt.subplots(9, 11, subplot_kw=dict(xticks=[], yticks=[]))
for j in range(11):
ax[4, j].set_visible(False)
for i in range(4):
im = ax[i, j].imshow(real_data[i, j].reshape((8, 8)),
cmap=plt.cm.binary, interpolation='nearest')
im.set_clim(0, 16)
im = ax[i + 5, j].imshow(new_data[i, j].reshape((8, 8)),
cmap=plt.cm.binary, interpolation='nearest')
im.set_clim(0, 16)
ax[0, 5].set_title('Selection from the input data')
ax[5, 5].set_title('"New" digits drawn from the kernel density model')
plt.show()
| bsd-3-clause |
chrsrds/scikit-learn | examples/neighbors/plot_nca_illustration.py | 1 | 2974 | """
=============================================
Neighborhood Components Analysis Illustration
=============================================
An example illustrating the goal of learning a distance metric that maximizes
the nearest neighbors classification accuracy. The example is solely for
illustration purposes. Please refer to the :ref:`User Guide <nca>` for
more information.
"""
# License: BSD 3 clause
import numpy as np
import matplotlib.pyplot as plt
from sklearn.datasets import make_classification
from sklearn.neighbors import NeighborhoodComponentsAnalysis
from matplotlib import cm
from sklearn.utils.fixes import logsumexp
print(__doc__)
n_neighbors = 1
random_state = 0
# Create a tiny data set of 9 samples from 3 classes
X, y = make_classification(n_samples=9, n_features=2, n_informative=2,
n_redundant=0, n_classes=3, n_clusters_per_class=1,
class_sep=1.0, random_state=random_state)
# Plot the points in the original space
plt.figure()
ax = plt.gca()
# Draw the graph nodes
for i in range(X.shape[0]):
ax.text(X[i, 0], X[i, 1], str(i), va='center', ha='center')
ax.scatter(X[i, 0], X[i, 1], s=300, c=cm.Set1(y[[i]]), alpha=0.4)
def p_i(X, i):
diff_embedded = X[i] - X
dist_embedded = np.einsum('ij,ij->i', diff_embedded,
diff_embedded)
dist_embedded[i] = np.inf
# compute exponentiated distances (use the log-sum-exp trick to
# avoid numerical instabilities
exp_dist_embedded = np.exp(-dist_embedded -
logsumexp(-dist_embedded))
return exp_dist_embedded
def relate_point(X, i, ax):
pt_i = X[i]
for j, pt_j in enumerate(X):
thickness = p_i(X, i)
if i != j:
line = ([pt_i[0], pt_j[0]], [pt_i[1], pt_j[1]])
ax.plot(*line, c=cm.Set1(y[j]),
linewidth=5*thickness[j])
# we consider only point 3
i = 3
# Plot bonds linked to sample i in the original space
relate_point(X, i, ax)
ax.set_title("Original points")
ax.axes.get_xaxis().set_visible(False)
ax.axes.get_yaxis().set_visible(False)
ax.axis('equal')
# Learn an embedding with NeighborhoodComponentsAnalysis
nca = NeighborhoodComponentsAnalysis(max_iter=30, random_state=random_state)
nca = nca.fit(X, y)
# Plot the points after transformation with NeighborhoodComponentsAnalysis
plt.figure()
ax2 = plt.gca()
# Get the embedding and find the new nearest neighbors
X_embedded = nca.transform(X)
relate_point(X_embedded, i, ax2)
for i in range(len(X)):
ax2.text(X_embedded[i, 0], X_embedded[i, 1], str(i),
va='center', ha='center')
ax2.scatter(X_embedded[i, 0], X_embedded[i, 1], s=300, c=cm.Set1(y[[i]]),
alpha=0.4)
# Make axes equal so that boundaries are displayed correctly as circles
ax2.set_title("NCA embedding")
ax2.axes.get_xaxis().set_visible(False)
ax2.axes.get_yaxis().set_visible(False)
ax2.axis('equal')
plt.show()
| bsd-3-clause |
AIML/scikit-learn | sklearn/utils/tests/test_validation.py | 133 | 18339 | """Tests for input validation functions"""
import warnings
from tempfile import NamedTemporaryFile
from itertools import product
import numpy as np
from numpy.testing import assert_array_equal
import scipy.sparse as sp
from nose.tools import assert_raises, assert_true, assert_false, assert_equal
from sklearn.utils.testing import assert_raises_regexp
from sklearn.utils.testing import assert_no_warnings
from sklearn.utils.testing import assert_warns_message
from sklearn.utils.testing import assert_warns
from sklearn.utils import as_float_array, check_array, check_symmetric
from sklearn.utils import check_X_y
from sklearn.utils.mocking import MockDataFrame
from sklearn.utils.estimator_checks import NotAnArray
from sklearn.random_projection import sparse_random_matrix
from sklearn.linear_model import ARDRegression
from sklearn.neighbors import KNeighborsClassifier
from sklearn.ensemble import RandomForestRegressor
from sklearn.svm import SVR
from sklearn.datasets import make_blobs
from sklearn.utils.validation import (
NotFittedError,
has_fit_parameter,
check_is_fitted,
check_consistent_length,
DataConversionWarning,
)
from sklearn.utils.testing import assert_raise_message
def test_as_float_array():
# Test function for as_float_array
X = np.ones((3, 10), dtype=np.int32)
X = X + np.arange(10, dtype=np.int32)
# Checks that the return type is ok
X2 = as_float_array(X, copy=False)
np.testing.assert_equal(X2.dtype, np.float32)
# Another test
X = X.astype(np.int64)
X2 = as_float_array(X, copy=True)
# Checking that the array wasn't overwritten
assert_true(as_float_array(X, False) is not X)
# Checking that the new type is ok
np.testing.assert_equal(X2.dtype, np.float64)
# Here, X is of the right type, it shouldn't be modified
X = np.ones((3, 2), dtype=np.float32)
assert_true(as_float_array(X, copy=False) is X)
# Test that if X is fortran ordered it stays
X = np.asfortranarray(X)
assert_true(np.isfortran(as_float_array(X, copy=True)))
# Test the copy parameter with some matrices
matrices = [
np.matrix(np.arange(5)),
sp.csc_matrix(np.arange(5)).toarray(),
sparse_random_matrix(10, 10, density=0.10).toarray()
]
for M in matrices:
N = as_float_array(M, copy=True)
N[0, 0] = np.nan
assert_false(np.isnan(M).any())
def test_np_matrix():
# Confirm that input validation code does not return np.matrix
X = np.arange(12).reshape(3, 4)
assert_false(isinstance(as_float_array(X), np.matrix))
assert_false(isinstance(as_float_array(np.matrix(X)), np.matrix))
assert_false(isinstance(as_float_array(sp.csc_matrix(X)), np.matrix))
def test_memmap():
# Confirm that input validation code doesn't copy memory mapped arrays
asflt = lambda x: as_float_array(x, copy=False)
with NamedTemporaryFile(prefix='sklearn-test') as tmp:
M = np.memmap(tmp, shape=100, dtype=np.float32)
M[:] = 0
for f in (check_array, np.asarray, asflt):
X = f(M)
X[:] = 1
assert_array_equal(X.ravel(), M)
X[:] = 0
def test_ordering():
# Check that ordering is enforced correctly by validation utilities.
# We need to check each validation utility, because a 'copy' without
# 'order=K' will kill the ordering.
X = np.ones((10, 5))
for A in X, X.T:
for copy in (True, False):
B = check_array(A, order='C', copy=copy)
assert_true(B.flags['C_CONTIGUOUS'])
B = check_array(A, order='F', copy=copy)
assert_true(B.flags['F_CONTIGUOUS'])
if copy:
assert_false(A is B)
X = sp.csr_matrix(X)
X.data = X.data[::-1]
assert_false(X.data.flags['C_CONTIGUOUS'])
def test_check_array():
# accept_sparse == None
# raise error on sparse inputs
X = [[1, 2], [3, 4]]
X_csr = sp.csr_matrix(X)
assert_raises(TypeError, check_array, X_csr)
# ensure_2d
X_array = check_array([0, 1, 2])
assert_equal(X_array.ndim, 2)
X_array = check_array([0, 1, 2], ensure_2d=False)
assert_equal(X_array.ndim, 1)
# don't allow ndim > 3
X_ndim = np.arange(8).reshape(2, 2, 2)
assert_raises(ValueError, check_array, X_ndim)
check_array(X_ndim, allow_nd=True) # doesn't raise
# force_all_finite
X_inf = np.arange(4).reshape(2, 2).astype(np.float)
X_inf[0, 0] = np.inf
assert_raises(ValueError, check_array, X_inf)
check_array(X_inf, force_all_finite=False) # no raise
# nan check
X_nan = np.arange(4).reshape(2, 2).astype(np.float)
X_nan[0, 0] = np.nan
assert_raises(ValueError, check_array, X_nan)
check_array(X_inf, force_all_finite=False) # no raise
# dtype and order enforcement.
X_C = np.arange(4).reshape(2, 2).copy("C")
X_F = X_C.copy("F")
X_int = X_C.astype(np.int)
X_float = X_C.astype(np.float)
Xs = [X_C, X_F, X_int, X_float]
dtypes = [np.int32, np.int, np.float, np.float32, None, np.bool, object]
orders = ['C', 'F', None]
copys = [True, False]
for X, dtype, order, copy in product(Xs, dtypes, orders, copys):
X_checked = check_array(X, dtype=dtype, order=order, copy=copy)
if dtype is not None:
assert_equal(X_checked.dtype, dtype)
else:
assert_equal(X_checked.dtype, X.dtype)
if order == 'C':
assert_true(X_checked.flags['C_CONTIGUOUS'])
assert_false(X_checked.flags['F_CONTIGUOUS'])
elif order == 'F':
assert_true(X_checked.flags['F_CONTIGUOUS'])
assert_false(X_checked.flags['C_CONTIGUOUS'])
if copy:
assert_false(X is X_checked)
else:
# doesn't copy if it was already good
if (X.dtype == X_checked.dtype and
X_checked.flags['C_CONTIGUOUS'] == X.flags['C_CONTIGUOUS']
and X_checked.flags['F_CONTIGUOUS'] == X.flags['F_CONTIGUOUS']):
assert_true(X is X_checked)
# allowed sparse != None
X_csc = sp.csc_matrix(X_C)
X_coo = X_csc.tocoo()
X_dok = X_csc.todok()
X_int = X_csc.astype(np.int)
X_float = X_csc.astype(np.float)
Xs = [X_csc, X_coo, X_dok, X_int, X_float]
accept_sparses = [['csr', 'coo'], ['coo', 'dok']]
for X, dtype, accept_sparse, copy in product(Xs, dtypes, accept_sparses,
copys):
with warnings.catch_warnings(record=True) as w:
X_checked = check_array(X, dtype=dtype,
accept_sparse=accept_sparse, copy=copy)
if (dtype is object or sp.isspmatrix_dok(X)) and len(w):
message = str(w[0].message)
messages = ["object dtype is not supported by sparse matrices",
"Can't check dok sparse matrix for nan or inf."]
assert_true(message in messages)
else:
assert_equal(len(w), 0)
if dtype is not None:
assert_equal(X_checked.dtype, dtype)
else:
assert_equal(X_checked.dtype, X.dtype)
if X.format in accept_sparse:
# no change if allowed
assert_equal(X.format, X_checked.format)
else:
# got converted
assert_equal(X_checked.format, accept_sparse[0])
if copy:
assert_false(X is X_checked)
else:
# doesn't copy if it was already good
if (X.dtype == X_checked.dtype and X.format == X_checked.format):
assert_true(X is X_checked)
# other input formats
# convert lists to arrays
X_dense = check_array([[1, 2], [3, 4]])
assert_true(isinstance(X_dense, np.ndarray))
# raise on too deep lists
assert_raises(ValueError, check_array, X_ndim.tolist())
check_array(X_ndim.tolist(), allow_nd=True) # doesn't raise
# convert weird stuff to arrays
X_no_array = NotAnArray(X_dense)
result = check_array(X_no_array)
assert_true(isinstance(result, np.ndarray))
def test_check_array_pandas_dtype_object_conversion():
# test that data-frame like objects with dtype object
# get converted
X = np.array([[1, 2, 3], [4, 5, 6], [7, 8, 9]], dtype=np.object)
X_df = MockDataFrame(X)
assert_equal(check_array(X_df).dtype.kind, "f")
assert_equal(check_array(X_df, ensure_2d=False).dtype.kind, "f")
# smoke-test against dataframes with column named "dtype"
X_df.dtype = "Hans"
assert_equal(check_array(X_df, ensure_2d=False).dtype.kind, "f")
def test_check_array_dtype_stability():
# test that lists with ints don't get converted to floats
X = [[1, 2, 3], [4, 5, 6], [7, 8, 9]]
assert_equal(check_array(X).dtype.kind, "i")
assert_equal(check_array(X, ensure_2d=False).dtype.kind, "i")
def test_check_array_dtype_warning():
X_int_list = [[1, 2, 3], [4, 5, 6], [7, 8, 9]]
X_float64 = np.asarray(X_int_list, dtype=np.float64)
X_float32 = np.asarray(X_int_list, dtype=np.float32)
X_int64 = np.asarray(X_int_list, dtype=np.int64)
X_csr_float64 = sp.csr_matrix(X_float64)
X_csr_float32 = sp.csr_matrix(X_float32)
X_csc_float32 = sp.csc_matrix(X_float32)
X_csc_int32 = sp.csc_matrix(X_int64, dtype=np.int32)
y = [0, 0, 1]
integer_data = [X_int64, X_csc_int32]
float64_data = [X_float64, X_csr_float64]
float32_data = [X_float32, X_csr_float32, X_csc_float32]
for X in integer_data:
X_checked = assert_no_warnings(check_array, X, dtype=np.float64,
accept_sparse=True)
assert_equal(X_checked.dtype, np.float64)
X_checked = assert_warns(DataConversionWarning, check_array, X,
dtype=np.float64,
accept_sparse=True, warn_on_dtype=True)
assert_equal(X_checked.dtype, np.float64)
# Check that the warning message includes the name of the Estimator
X_checked = assert_warns_message(DataConversionWarning,
'SomeEstimator',
check_array, X,
dtype=[np.float64, np.float32],
accept_sparse=True,
warn_on_dtype=True,
estimator='SomeEstimator')
assert_equal(X_checked.dtype, np.float64)
X_checked, y_checked = assert_warns_message(
DataConversionWarning, 'KNeighborsClassifier',
check_X_y, X, y, dtype=np.float64, accept_sparse=True,
warn_on_dtype=True, estimator=KNeighborsClassifier())
assert_equal(X_checked.dtype, np.float64)
for X in float64_data:
X_checked = assert_no_warnings(check_array, X, dtype=np.float64,
accept_sparse=True, warn_on_dtype=True)
assert_equal(X_checked.dtype, np.float64)
X_checked = assert_no_warnings(check_array, X, dtype=np.float64,
accept_sparse=True, warn_on_dtype=False)
assert_equal(X_checked.dtype, np.float64)
for X in float32_data:
X_checked = assert_no_warnings(check_array, X,
dtype=[np.float64, np.float32],
accept_sparse=True)
assert_equal(X_checked.dtype, np.float32)
assert_true(X_checked is X)
X_checked = assert_no_warnings(check_array, X,
dtype=[np.float64, np.float32],
accept_sparse=['csr', 'dok'],
copy=True)
assert_equal(X_checked.dtype, np.float32)
assert_false(X_checked is X)
X_checked = assert_no_warnings(check_array, X_csc_float32,
dtype=[np.float64, np.float32],
accept_sparse=['csr', 'dok'],
copy=False)
assert_equal(X_checked.dtype, np.float32)
assert_false(X_checked is X_csc_float32)
assert_equal(X_checked.format, 'csr')
def test_check_array_min_samples_and_features_messages():
# empty list is considered 2D by default:
msg = "0 feature(s) (shape=(1, 0)) while a minimum of 1 is required."
assert_raise_message(ValueError, msg, check_array, [])
# If considered a 1D collection when ensure_2d=False, then the minimum
# number of samples will break:
msg = "0 sample(s) (shape=(0,)) while a minimum of 1 is required."
assert_raise_message(ValueError, msg, check_array, [], ensure_2d=False)
# Invalid edge case when checking the default minimum sample of a scalar
msg = "Singleton array array(42) cannot be considered a valid collection."
assert_raise_message(TypeError, msg, check_array, 42, ensure_2d=False)
# But this works if the input data is forced to look like a 2 array with
# one sample and one feature:
X_checked = check_array(42, ensure_2d=True)
assert_array_equal(np.array([[42]]), X_checked)
# Simulate a model that would need at least 2 samples to be well defined
X = np.ones((1, 10))
y = np.ones(1)
msg = "1 sample(s) (shape=(1, 10)) while a minimum of 2 is required."
assert_raise_message(ValueError, msg, check_X_y, X, y,
ensure_min_samples=2)
# The same message is raised if the data has 2 dimensions even if this is
# not mandatory
assert_raise_message(ValueError, msg, check_X_y, X, y,
ensure_min_samples=2, ensure_2d=False)
# Simulate a model that would require at least 3 features (e.g. SelectKBest
# with k=3)
X = np.ones((10, 2))
y = np.ones(2)
msg = "2 feature(s) (shape=(10, 2)) while a minimum of 3 is required."
assert_raise_message(ValueError, msg, check_X_y, X, y,
ensure_min_features=3)
# Only the feature check is enabled whenever the number of dimensions is 2
# even if allow_nd is enabled:
assert_raise_message(ValueError, msg, check_X_y, X, y,
ensure_min_features=3, allow_nd=True)
# Simulate a case where a pipeline stage as trimmed all the features of a
# 2D dataset.
X = np.empty(0).reshape(10, 0)
y = np.ones(10)
msg = "0 feature(s) (shape=(10, 0)) while a minimum of 1 is required."
assert_raise_message(ValueError, msg, check_X_y, X, y)
# nd-data is not checked for any minimum number of features by default:
X = np.ones((10, 0, 28, 28))
y = np.ones(10)
X_checked, y_checked = check_X_y(X, y, allow_nd=True)
assert_array_equal(X, X_checked)
assert_array_equal(y, y_checked)
def test_has_fit_parameter():
assert_false(has_fit_parameter(KNeighborsClassifier, "sample_weight"))
assert_true(has_fit_parameter(RandomForestRegressor, "sample_weight"))
assert_true(has_fit_parameter(SVR, "sample_weight"))
assert_true(has_fit_parameter(SVR(), "sample_weight"))
def test_check_symmetric():
arr_sym = np.array([[0, 1], [1, 2]])
arr_bad = np.ones(2)
arr_asym = np.array([[0, 2], [0, 2]])
test_arrays = {'dense': arr_asym,
'dok': sp.dok_matrix(arr_asym),
'csr': sp.csr_matrix(arr_asym),
'csc': sp.csc_matrix(arr_asym),
'coo': sp.coo_matrix(arr_asym),
'lil': sp.lil_matrix(arr_asym),
'bsr': sp.bsr_matrix(arr_asym)}
# check error for bad inputs
assert_raises(ValueError, check_symmetric, arr_bad)
# check that asymmetric arrays are properly symmetrized
for arr_format, arr in test_arrays.items():
# Check for warnings and errors
assert_warns(UserWarning, check_symmetric, arr)
assert_raises(ValueError, check_symmetric, arr, raise_exception=True)
output = check_symmetric(arr, raise_warning=False)
if sp.issparse(output):
assert_equal(output.format, arr_format)
assert_array_equal(output.toarray(), arr_sym)
else:
assert_array_equal(output, arr_sym)
def test_check_is_fitted():
# Check is ValueError raised when non estimator instance passed
assert_raises(ValueError, check_is_fitted, ARDRegression, "coef_")
assert_raises(TypeError, check_is_fitted, "SVR", "support_")
ard = ARDRegression()
svr = SVR()
try:
assert_raises(NotFittedError, check_is_fitted, ard, "coef_")
assert_raises(NotFittedError, check_is_fitted, svr, "support_")
except ValueError:
assert False, "check_is_fitted failed with ValueError"
# NotFittedError is a subclass of both ValueError and AttributeError
try:
check_is_fitted(ard, "coef_", "Random message %(name)s, %(name)s")
except ValueError as e:
assert_equal(str(e), "Random message ARDRegression, ARDRegression")
try:
check_is_fitted(svr, "support_", "Another message %(name)s, %(name)s")
except AttributeError as e:
assert_equal(str(e), "Another message SVR, SVR")
ard.fit(*make_blobs())
svr.fit(*make_blobs())
assert_equal(None, check_is_fitted(ard, "coef_"))
assert_equal(None, check_is_fitted(svr, "support_"))
def test_check_consistent_length():
check_consistent_length([1], [2], [3], [4], [5])
check_consistent_length([[1, 2], [[1, 2]]], [1, 2], ['a', 'b'])
check_consistent_length([1], (2,), np.array([3]), sp.csr_matrix((1, 2)))
assert_raises_regexp(ValueError, 'inconsistent numbers of samples',
check_consistent_length, [1, 2], [1])
assert_raises_regexp(TypeError, 'got <\w+ \'int\'>',
check_consistent_length, [1, 2], 1)
assert_raises_regexp(TypeError, 'got <\w+ \'object\'>',
check_consistent_length, [1, 2], object())
assert_raises(TypeError, check_consistent_length, [1, 2], np.array(1))
# Despite ensembles having __len__ they must raise TypeError
assert_raises_regexp(TypeError, 'estimator', check_consistent_length,
[1, 2], RandomForestRegressor())
# XXX: We should have a test with a string, but what is correct behaviour?
| bsd-3-clause |
jblackburne/scikit-learn | sklearn/tree/export.py | 12 | 16020 | """
This module defines export functions for decision trees.
"""
# Authors: Gilles Louppe <[email protected]>
# Peter Prettenhofer <[email protected]>
# Brian Holt <[email protected]>
# Noel Dawe <[email protected]>
# Satrajit Gosh <[email protected]>
# Trevor Stephens <[email protected]>
# License: BSD 3 clause
import numpy as np
from ..externals import six
from . import _criterion
from . import _tree
def _color_brew(n):
"""Generate n colors with equally spaced hues.
Parameters
----------
n : int
The number of colors required.
Returns
-------
color_list : list, length n
List of n tuples of form (R, G, B) being the components of each color.
"""
color_list = []
# Initialize saturation & value; calculate chroma & value shift
s, v = 0.75, 0.9
c = s * v
m = v - c
for h in np.arange(25, 385, 360. / n).astype(int):
# Calculate some intermediate values
h_bar = h / 60.
x = c * (1 - abs((h_bar % 2) - 1))
# Initialize RGB with same hue & chroma as our color
rgb = [(c, x, 0),
(x, c, 0),
(0, c, x),
(0, x, c),
(x, 0, c),
(c, 0, x),
(c, x, 0)]
r, g, b = rgb[int(h_bar)]
# Shift the initial RGB values to match value and store
rgb = [(int(255 * (r + m))),
(int(255 * (g + m))),
(int(255 * (b + m)))]
color_list.append(rgb)
return color_list
def export_graphviz(decision_tree, out_file="tree.dot", max_depth=None,
feature_names=None, class_names=None, label='all',
filled=False, leaves_parallel=False, impurity=True,
node_ids=False, proportion=False, rotate=False,
rounded=False, special_characters=False):
"""Export a decision tree in DOT format.
This function generates a GraphViz representation of the decision tree,
which is then written into `out_file`. Once exported, graphical renderings
can be generated using, for example::
$ dot -Tps tree.dot -o tree.ps (PostScript format)
$ dot -Tpng tree.dot -o tree.png (PNG format)
The sample counts that are shown are weighted with any sample_weights that
might be present.
Read more in the :ref:`User Guide <tree>`.
Parameters
----------
decision_tree : decision tree classifier
The decision tree to be exported to GraphViz.
out_file : file object or string, optional (default="tree.dot")
Handle or name of the output file.
max_depth : int, optional (default=None)
The maximum depth of the representation. If None, the tree is fully
generated.
feature_names : list of strings, optional (default=None)
Names of each of the features.
class_names : list of strings, bool or None, optional (default=None)
Names of each of the target classes in ascending numerical order.
Only relevant for classification and not supported for multi-output.
If ``True``, shows a symbolic representation of the class name.
label : {'all', 'root', 'none'}, optional (default='all')
Whether to show informative labels for impurity, etc.
Options include 'all' to show at every node, 'root' to show only at
the top root node, or 'none' to not show at any node.
filled : bool, optional (default=False)
When set to ``True``, paint nodes to indicate majority class for
classification, extremity of values for regression, or purity of node
for multi-output.
leaves_parallel : bool, optional (default=False)
When set to ``True``, draw all leaf nodes at the bottom of the tree.
impurity : bool, optional (default=True)
When set to ``True``, show the impurity at each node.
node_ids : bool, optional (default=False)
When set to ``True``, show the ID number on each node.
proportion : bool, optional (default=False)
When set to ``True``, change the display of 'values' and/or 'samples'
to be proportions and percentages respectively.
rotate : bool, optional (default=False)
When set to ``True``, orient tree left to right rather than top-down.
rounded : bool, optional (default=False)
When set to ``True``, draw node boxes with rounded corners and use
Helvetica fonts instead of Times-Roman.
special_characters : bool, optional (default=False)
When set to ``False``, ignore special characters for PostScript
compatibility.
Examples
--------
>>> from sklearn.datasets import load_iris
>>> from sklearn import tree
>>> clf = tree.DecisionTreeClassifier()
>>> iris = load_iris()
>>> clf = clf.fit(iris.data, iris.target)
>>> tree.export_graphviz(clf,
... out_file='tree.dot') # doctest: +SKIP
"""
def get_color(value):
# Find the appropriate color & intensity for a node
if colors['bounds'] is None:
# Classification tree
color = list(colors['rgb'][np.argmax(value)])
sorted_values = sorted(value, reverse=True)
if len(sorted_values) == 1:
alpha = 0
else:
alpha = int(np.round(255 * (sorted_values[0] - sorted_values[1]) /
(1 - sorted_values[1]), 0))
else:
# Regression tree or multi-output
color = list(colors['rgb'][0])
alpha = int(np.round(255 * ((value - colors['bounds'][0]) /
(colors['bounds'][1] -
colors['bounds'][0])), 0))
# Return html color code in #RRGGBBAA format
color.append(alpha)
hex_codes = [str(i) for i in range(10)]
hex_codes.extend(['a', 'b', 'c', 'd', 'e', 'f'])
color = [hex_codes[c // 16] + hex_codes[c % 16] for c in color]
return '#' + ''.join(color)
def node_to_str(tree, node_id, criterion):
# Generate the node content string
if tree.n_outputs == 1:
value = tree.value[node_id][0, :]
else:
value = tree.value[node_id]
# Should labels be shown?
labels = (label == 'root' and node_id == 0) or label == 'all'
# PostScript compatibility for special characters
if special_characters:
characters = ['#', '<SUB>', '</SUB>', '≤', '<br/>', '>']
node_string = '<'
else:
characters = ['#', '[', ']', '<=', '\\n', '"']
node_string = '"'
# Write node ID
if node_ids:
if labels:
node_string += 'node '
node_string += characters[0] + str(node_id) + characters[4]
# Write decision criteria
if tree.children_left[node_id] != _tree.TREE_LEAF:
# Always write node decision criteria, except for leaves
if feature_names is not None:
feature = feature_names[tree.feature[node_id]]
else:
feature = "X%s%s%s" % (characters[1],
tree.feature[node_id],
characters[2])
node_string += '%s %s %s%s' % (feature,
characters[3],
round(tree.threshold[node_id], 4),
characters[4])
# Write impurity
if impurity:
if isinstance(criterion, _criterion.FriedmanMSE):
criterion = "friedman_mse"
elif not isinstance(criterion, six.string_types):
criterion = "impurity"
if labels:
node_string += '%s = ' % criterion
node_string += (str(round(tree.impurity[node_id], 4)) +
characters[4])
# Write node sample count
if labels:
node_string += 'samples = '
if proportion:
percent = (100. * tree.n_node_samples[node_id] /
float(tree.n_node_samples[0]))
node_string += (str(round(percent, 1)) + '%' +
characters[4])
else:
node_string += (str(tree.n_node_samples[node_id]) +
characters[4])
# Write node class distribution / regression value
if proportion and tree.n_classes[0] != 1:
# For classification this will show the proportion of samples
value = value / tree.weighted_n_node_samples[node_id]
if labels:
node_string += 'value = '
if tree.n_classes[0] == 1:
# Regression
value_text = np.around(value, 4)
elif proportion:
# Classification
value_text = np.around(value, 2)
elif np.all(np.equal(np.mod(value, 1), 0)):
# Classification without floating-point weights
value_text = value.astype(int)
else:
# Classification with floating-point weights
value_text = np.around(value, 4)
# Strip whitespace
value_text = str(value_text.astype('S32')).replace("b'", "'")
value_text = value_text.replace("' '", ", ").replace("'", "")
if tree.n_classes[0] == 1 and tree.n_outputs == 1:
value_text = value_text.replace("[", "").replace("]", "")
value_text = value_text.replace("\n ", characters[4])
node_string += value_text + characters[4]
# Write node majority class
if (class_names is not None and
tree.n_classes[0] != 1 and
tree.n_outputs == 1):
# Only done for single-output classification trees
if labels:
node_string += 'class = '
if class_names is not True:
class_name = class_names[np.argmax(value)]
else:
class_name = "y%s%s%s" % (characters[1],
np.argmax(value),
characters[2])
node_string += class_name
# Clean up any trailing newlines
if node_string[-2:] == '\\n':
node_string = node_string[:-2]
if node_string[-5:] == '<br/>':
node_string = node_string[:-5]
return node_string + characters[5]
def recurse(tree, node_id, criterion, parent=None, depth=0):
if node_id == _tree.TREE_LEAF:
raise ValueError("Invalid node_id %s" % _tree.TREE_LEAF)
left_child = tree.children_left[node_id]
right_child = tree.children_right[node_id]
# Add node with description
if max_depth is None or depth <= max_depth:
# Collect ranks for 'leaf' option in plot_options
if left_child == _tree.TREE_LEAF:
ranks['leaves'].append(str(node_id))
elif str(depth) not in ranks:
ranks[str(depth)] = [str(node_id)]
else:
ranks[str(depth)].append(str(node_id))
out_file.write('%d [label=%s'
% (node_id,
node_to_str(tree, node_id, criterion)))
if filled:
# Fetch appropriate color for node
if 'rgb' not in colors:
# Initialize colors and bounds if required
colors['rgb'] = _color_brew(tree.n_classes[0])
if tree.n_outputs != 1:
# Find max and min impurities for multi-output
colors['bounds'] = (np.min(-tree.impurity),
np.max(-tree.impurity))
elif tree.n_classes[0] == 1 and len(np.unique(tree.value)) != 1:
# Find max and min values in leaf nodes for regression
colors['bounds'] = (np.min(tree.value),
np.max(tree.value))
if tree.n_outputs == 1:
node_val = (tree.value[node_id][0, :] /
tree.weighted_n_node_samples[node_id])
if tree.n_classes[0] == 1:
# Regression
node_val = tree.value[node_id][0, :]
else:
# If multi-output color node by impurity
node_val = -tree.impurity[node_id]
out_file.write(', fillcolor="%s"' % get_color(node_val))
out_file.write('] ;\n')
if parent is not None:
# Add edge to parent
out_file.write('%d -> %d' % (parent, node_id))
if parent == 0:
# Draw True/False labels if parent is root node
angles = np.array([45, -45]) * ((rotate - .5) * -2)
out_file.write(' [labeldistance=2.5, labelangle=')
if node_id == 1:
out_file.write('%d, headlabel="True"]' % angles[0])
else:
out_file.write('%d, headlabel="False"]' % angles[1])
out_file.write(' ;\n')
if left_child != _tree.TREE_LEAF:
recurse(tree, left_child, criterion=criterion, parent=node_id,
depth=depth + 1)
recurse(tree, right_child, criterion=criterion, parent=node_id,
depth=depth + 1)
else:
ranks['leaves'].append(str(node_id))
out_file.write('%d [label="(...)"' % node_id)
if filled:
# color cropped nodes grey
out_file.write(', fillcolor="#C0C0C0"')
out_file.write('] ;\n' % node_id)
if parent is not None:
# Add edge to parent
out_file.write('%d -> %d ;\n' % (parent, node_id))
own_file = False
try:
if isinstance(out_file, six.string_types):
if six.PY3:
out_file = open(out_file, "w", encoding="utf-8")
else:
out_file = open(out_file, "wb")
own_file = True
# The depth of each node for plotting with 'leaf' option
ranks = {'leaves': []}
# The colors to render each node with
colors = {'bounds': None}
out_file.write('digraph Tree {\n')
# Specify node aesthetics
out_file.write('node [shape=box')
rounded_filled = []
if filled:
rounded_filled.append('filled')
if rounded:
rounded_filled.append('rounded')
if len(rounded_filled) > 0:
out_file.write(', style="%s", color="black"'
% ", ".join(rounded_filled))
if rounded:
out_file.write(', fontname=helvetica')
out_file.write('] ;\n')
# Specify graph & edge aesthetics
if leaves_parallel:
out_file.write('graph [ranksep=equally, splines=polyline] ;\n')
if rounded:
out_file.write('edge [fontname=helvetica] ;\n')
if rotate:
out_file.write('rankdir=LR ;\n')
# Now recurse the tree and add node & edge attributes
if isinstance(decision_tree, _tree.Tree):
recurse(decision_tree, 0, criterion="impurity")
else:
recurse(decision_tree.tree_, 0, criterion=decision_tree.criterion)
# If required, draw leaf nodes at same depth as each other
if leaves_parallel:
for rank in sorted(ranks):
out_file.write("{rank=same ; " +
"; ".join(r for r in ranks[rank]) + "} ;\n")
out_file.write("}")
finally:
if own_file:
out_file.close()
| bsd-3-clause |
toastedcornflakes/scikit-learn | sklearn/utils/tests/test_class_weight.py | 50 | 13151 | import numpy as np
from sklearn.linear_model import LogisticRegression
from sklearn.datasets import make_blobs
from sklearn.utils.class_weight import compute_class_weight
from sklearn.utils.class_weight import compute_sample_weight
from sklearn.utils.testing import assert_array_almost_equal
from sklearn.utils.testing import assert_almost_equal
from sklearn.utils.testing import assert_raises
from sklearn.utils.testing import assert_raise_message
from sklearn.utils.testing import assert_true
from sklearn.utils.testing import assert_equal
from sklearn.utils.testing import assert_warns
def test_compute_class_weight():
# Test (and demo) compute_class_weight.
y = np.asarray([2, 2, 2, 3, 3, 4])
classes = np.unique(y)
cw = assert_warns(DeprecationWarning,
compute_class_weight, "auto", classes, y)
assert_almost_equal(cw.sum(), classes.shape)
assert_true(cw[0] < cw[1] < cw[2])
cw = compute_class_weight("balanced", classes, y)
# total effect of samples is preserved
class_counts = np.bincount(y)[2:]
assert_almost_equal(np.dot(cw, class_counts), y.shape[0])
assert_true(cw[0] < cw[1] < cw[2])
def test_compute_class_weight_not_present():
# Raise error when y does not contain all class labels
classes = np.arange(4)
y = np.asarray([0, 0, 0, 1, 1, 2])
assert_raises(ValueError, compute_class_weight, "auto", classes, y)
assert_raises(ValueError, compute_class_weight, "balanced", classes, y)
# Raise error when y has items not in classes
classes = np.arange(2)
assert_raises(ValueError, compute_class_weight, "auto", classes, y)
assert_raises(ValueError, compute_class_weight, "balanced", classes, y)
assert_raises(ValueError, compute_class_weight, {0: 1., 1: 2.}, classes, y)
def test_compute_class_weight_dict():
classes = np.arange(3)
class_weights = {0: 1.0, 1: 2.0, 2: 3.0}
y = np.asarray([0, 0, 1, 2])
cw = compute_class_weight(class_weights, classes, y)
# When the user specifies class weights, compute_class_weights should just
# return them.
assert_array_almost_equal(np.asarray([1.0, 2.0, 3.0]), cw)
# When a class weight is specified that isn't in classes, a ValueError
# should get raised
msg = 'Class label 4 not present.'
class_weights = {0: 1.0, 1: 2.0, 2: 3.0, 4: 1.5}
assert_raise_message(ValueError, msg, compute_class_weight, class_weights,
classes, y)
msg = 'Class label -1 not present.'
class_weights = {-1: 5.0, 0: 1.0, 1: 2.0, 2: 3.0}
assert_raise_message(ValueError, msg, compute_class_weight, class_weights,
classes, y)
def test_compute_class_weight_invariance():
# Test that results with class_weight="balanced" is invariant wrt
# class imbalance if the number of samples is identical.
# The test uses a balanced two class dataset with 100 datapoints.
# It creates three versions, one where class 1 is duplicated
# resulting in 150 points of class 1 and 50 of class 0,
# one where there are 50 points in class 1 and 150 in class 0,
# and one where there are 100 points of each class (this one is balanced
# again).
# With balancing class weights, all three should give the same model.
X, y = make_blobs(centers=2, random_state=0)
# create dataset where class 1 is duplicated twice
X_1 = np.vstack([X] + [X[y == 1]] * 2)
y_1 = np.hstack([y] + [y[y == 1]] * 2)
# create dataset where class 0 is duplicated twice
X_0 = np.vstack([X] + [X[y == 0]] * 2)
y_0 = np.hstack([y] + [y[y == 0]] * 2)
# duplicate everything
X_ = np.vstack([X] * 2)
y_ = np.hstack([y] * 2)
# results should be identical
logreg1 = LogisticRegression(class_weight="balanced").fit(X_1, y_1)
logreg0 = LogisticRegression(class_weight="balanced").fit(X_0, y_0)
logreg = LogisticRegression(class_weight="balanced").fit(X_, y_)
assert_array_almost_equal(logreg1.coef_, logreg0.coef_)
assert_array_almost_equal(logreg.coef_, logreg0.coef_)
def test_compute_class_weight_auto_negative():
# Test compute_class_weight when labels are negative
# Test with balanced class labels.
classes = np.array([-2, -1, 0])
y = np.asarray([-1, -1, 0, 0, -2, -2])
cw = assert_warns(DeprecationWarning, compute_class_weight, "auto",
classes, y)
assert_almost_equal(cw.sum(), classes.shape)
assert_equal(len(cw), len(classes))
assert_array_almost_equal(cw, np.array([1., 1., 1.]))
cw = compute_class_weight("balanced", classes, y)
assert_equal(len(cw), len(classes))
assert_array_almost_equal(cw, np.array([1., 1., 1.]))
# Test with unbalanced class labels.
y = np.asarray([-1, 0, 0, -2, -2, -2])
cw = assert_warns(DeprecationWarning, compute_class_weight, "auto",
classes, y)
assert_almost_equal(cw.sum(), classes.shape)
assert_equal(len(cw), len(classes))
assert_array_almost_equal(cw, np.array([0.545, 1.636, 0.818]), decimal=3)
cw = compute_class_weight("balanced", classes, y)
assert_equal(len(cw), len(classes))
class_counts = np.bincount(y + 2)
assert_almost_equal(np.dot(cw, class_counts), y.shape[0])
assert_array_almost_equal(cw, [2. / 3, 2., 1.])
def test_compute_class_weight_auto_unordered():
# Test compute_class_weight when classes are unordered
classes = np.array([1, 0, 3])
y = np.asarray([1, 0, 0, 3, 3, 3])
cw = assert_warns(DeprecationWarning, compute_class_weight, "auto",
classes, y)
assert_almost_equal(cw.sum(), classes.shape)
assert_equal(len(cw), len(classes))
assert_array_almost_equal(cw, np.array([1.636, 0.818, 0.545]), decimal=3)
cw = compute_class_weight("balanced", classes, y)
class_counts = np.bincount(y)[classes]
assert_almost_equal(np.dot(cw, class_counts), y.shape[0])
assert_array_almost_equal(cw, [2., 1., 2. / 3])
def test_compute_sample_weight():
# Test (and demo) compute_sample_weight.
# Test with balanced classes
y = np.asarray([1, 1, 1, 2, 2, 2])
sample_weight = assert_warns(DeprecationWarning,
compute_sample_weight, "auto", y)
assert_array_almost_equal(sample_weight, [1., 1., 1., 1., 1., 1.])
sample_weight = compute_sample_weight("balanced", y)
assert_array_almost_equal(sample_weight, [1., 1., 1., 1., 1., 1.])
# Test with user-defined weights
sample_weight = compute_sample_weight({1: 2, 2: 1}, y)
assert_array_almost_equal(sample_weight, [2., 2., 2., 1., 1., 1.])
# Test with column vector of balanced classes
y = np.asarray([[1], [1], [1], [2], [2], [2]])
sample_weight = assert_warns(DeprecationWarning,
compute_sample_weight, "auto", y)
assert_array_almost_equal(sample_weight, [1., 1., 1., 1., 1., 1.])
sample_weight = compute_sample_weight("balanced", y)
assert_array_almost_equal(sample_weight, [1., 1., 1., 1., 1., 1.])
# Test with unbalanced classes
y = np.asarray([1, 1, 1, 2, 2, 2, 3])
sample_weight = assert_warns(DeprecationWarning,
compute_sample_weight, "auto", y)
expected_auto = np.asarray([.6, .6, .6, .6, .6, .6, 1.8])
assert_array_almost_equal(sample_weight, expected_auto)
sample_weight = compute_sample_weight("balanced", y)
expected_balanced = np.array([0.7777, 0.7777, 0.7777, 0.7777, 0.7777, 0.7777, 2.3333])
assert_array_almost_equal(sample_weight, expected_balanced, decimal=4)
# Test with `None` weights
sample_weight = compute_sample_weight(None, y)
assert_array_almost_equal(sample_weight, [1., 1., 1., 1., 1., 1., 1.])
# Test with multi-output of balanced classes
y = np.asarray([[1, 0], [1, 0], [1, 0], [2, 1], [2, 1], [2, 1]])
sample_weight = assert_warns(DeprecationWarning,
compute_sample_weight, "auto", y)
assert_array_almost_equal(sample_weight, [1., 1., 1., 1., 1., 1.])
sample_weight = compute_sample_weight("balanced", y)
assert_array_almost_equal(sample_weight, [1., 1., 1., 1., 1., 1.])
# Test with multi-output with user-defined weights
y = np.asarray([[1, 0], [1, 0], [1, 0], [2, 1], [2, 1], [2, 1]])
sample_weight = compute_sample_weight([{1: 2, 2: 1}, {0: 1, 1: 2}], y)
assert_array_almost_equal(sample_weight, [2., 2., 2., 2., 2., 2.])
# Test with multi-output of unbalanced classes
y = np.asarray([[1, 0], [1, 0], [1, 0], [2, 1], [2, 1], [2, 1], [3, -1]])
sample_weight = assert_warns(DeprecationWarning,
compute_sample_weight, "auto", y)
assert_array_almost_equal(sample_weight, expected_auto ** 2)
sample_weight = compute_sample_weight("balanced", y)
assert_array_almost_equal(sample_weight, expected_balanced ** 2, decimal=3)
def test_compute_sample_weight_with_subsample():
# Test compute_sample_weight with subsamples specified.
# Test with balanced classes and all samples present
y = np.asarray([1, 1, 1, 2, 2, 2])
sample_weight = assert_warns(DeprecationWarning,
compute_sample_weight, "auto", y)
assert_array_almost_equal(sample_weight, [1., 1., 1., 1., 1., 1.])
sample_weight = compute_sample_weight("balanced", y, range(6))
assert_array_almost_equal(sample_weight, [1., 1., 1., 1., 1., 1.])
# Test with column vector of balanced classes and all samples present
y = np.asarray([[1], [1], [1], [2], [2], [2]])
sample_weight = assert_warns(DeprecationWarning,
compute_sample_weight, "auto", y)
assert_array_almost_equal(sample_weight, [1., 1., 1., 1., 1., 1.])
sample_weight = compute_sample_weight("balanced", y, range(6))
assert_array_almost_equal(sample_weight, [1., 1., 1., 1., 1., 1.])
# Test with a subsample
y = np.asarray([1, 1, 1, 2, 2, 2])
sample_weight = assert_warns(DeprecationWarning,
compute_sample_weight, "auto", y, range(4))
assert_array_almost_equal(sample_weight, [.5, .5, .5, 1.5, 1.5, 1.5])
sample_weight = compute_sample_weight("balanced", y, range(4))
assert_array_almost_equal(sample_weight, [2. / 3, 2. / 3,
2. / 3, 2., 2., 2.])
# Test with a bootstrap subsample
y = np.asarray([1, 1, 1, 2, 2, 2])
sample_weight = assert_warns(DeprecationWarning, compute_sample_weight,
"auto", y, [0, 1, 1, 2, 2, 3])
expected_auto = np.asarray([1 / 3., 1 / 3., 1 / 3., 5 / 3., 5 / 3., 5 / 3.])
assert_array_almost_equal(sample_weight, expected_auto)
sample_weight = compute_sample_weight("balanced", y, [0, 1, 1, 2, 2, 3])
expected_balanced = np.asarray([0.6, 0.6, 0.6, 3., 3., 3.])
assert_array_almost_equal(sample_weight, expected_balanced)
# Test with a bootstrap subsample for multi-output
y = np.asarray([[1, 0], [1, 0], [1, 0], [2, 1], [2, 1], [2, 1]])
sample_weight = assert_warns(DeprecationWarning, compute_sample_weight,
"auto", y, [0, 1, 1, 2, 2, 3])
assert_array_almost_equal(sample_weight, expected_auto ** 2)
sample_weight = compute_sample_weight("balanced", y, [0, 1, 1, 2, 2, 3])
assert_array_almost_equal(sample_weight, expected_balanced ** 2)
# Test with a missing class
y = np.asarray([1, 1, 1, 2, 2, 2, 3])
sample_weight = assert_warns(DeprecationWarning, compute_sample_weight,
"auto", y, range(6))
assert_array_almost_equal(sample_weight, [1., 1., 1., 1., 1., 1., 0.])
sample_weight = compute_sample_weight("balanced", y, range(6))
assert_array_almost_equal(sample_weight, [1., 1., 1., 1., 1., 1., 0.])
# Test with a missing class for multi-output
y = np.asarray([[1, 0], [1, 0], [1, 0], [2, 1], [2, 1], [2, 1], [2, 2]])
sample_weight = assert_warns(DeprecationWarning, compute_sample_weight,
"auto", y, range(6))
assert_array_almost_equal(sample_weight, [1., 1., 1., 1., 1., 1., 0.])
sample_weight = compute_sample_weight("balanced", y, range(6))
assert_array_almost_equal(sample_weight, [1., 1., 1., 1., 1., 1., 0.])
def test_compute_sample_weight_errors():
# Test compute_sample_weight raises errors expected.
# Invalid preset string
y = np.asarray([1, 1, 1, 2, 2, 2])
y_ = np.asarray([[1, 0], [1, 0], [1, 0], [2, 1], [2, 1], [2, 1]])
assert_raises(ValueError, compute_sample_weight, "ni", y)
assert_raises(ValueError, compute_sample_weight, "ni", y, range(4))
assert_raises(ValueError, compute_sample_weight, "ni", y_)
assert_raises(ValueError, compute_sample_weight, "ni", y_, range(4))
# Not "auto" for subsample
assert_raises(ValueError,
compute_sample_weight, {1: 2, 2: 1}, y, range(4))
# Not a list or preset for multi-output
assert_raises(ValueError, compute_sample_weight, {1: 2, 2: 1}, y_)
# Incorrect length list for multi-output
assert_raises(ValueError, compute_sample_weight, [{1: 2, 2: 1}], y_)
| bsd-3-clause |
russel1237/scikit-learn | sklearn/decomposition/__init__.py | 147 | 1421 | """
The :mod:`sklearn.decomposition` module includes matrix decomposition
algorithms, including among others PCA, NMF or ICA. Most of the algorithms of
this module can be regarded as dimensionality reduction techniques.
"""
from .nmf import NMF, ProjectedGradientNMF
from .pca import PCA, RandomizedPCA
from .incremental_pca import IncrementalPCA
from .kernel_pca import KernelPCA
from .sparse_pca import SparsePCA, MiniBatchSparsePCA
from .truncated_svd import TruncatedSVD
from .fastica_ import FastICA, fastica
from .dict_learning import (dict_learning, dict_learning_online, sparse_encode,
DictionaryLearning, MiniBatchDictionaryLearning,
SparseCoder)
from .factor_analysis import FactorAnalysis
from ..utils.extmath import randomized_svd
from .online_lda import LatentDirichletAllocation
__all__ = ['DictionaryLearning',
'FastICA',
'IncrementalPCA',
'KernelPCA',
'MiniBatchDictionaryLearning',
'MiniBatchSparsePCA',
'NMF',
'PCA',
'ProjectedGradientNMF',
'RandomizedPCA',
'SparseCoder',
'SparsePCA',
'dict_learning',
'dict_learning_online',
'fastica',
'randomized_svd',
'sparse_encode',
'FactorAnalysis',
'TruncatedSVD',
'LatentDirichletAllocation']
| bsd-3-clause |
anirudhjayaraman/scikit-learn | sklearn/semi_supervised/tests/test_label_propagation.py | 307 | 1974 | """ test the label propagation module """
import nose
import numpy as np
from sklearn.semi_supervised import label_propagation
from numpy.testing import assert_array_almost_equal
from numpy.testing import assert_array_equal
ESTIMATORS = [
(label_propagation.LabelPropagation, {'kernel': 'rbf'}),
(label_propagation.LabelPropagation, {'kernel': 'knn', 'n_neighbors': 2}),
(label_propagation.LabelSpreading, {'kernel': 'rbf'}),
(label_propagation.LabelSpreading, {'kernel': 'knn', 'n_neighbors': 2})
]
def test_fit_transduction():
samples = [[1., 0.], [0., 2.], [1., 3.]]
labels = [0, 1, -1]
for estimator, parameters in ESTIMATORS:
clf = estimator(**parameters).fit(samples, labels)
nose.tools.assert_equal(clf.transduction_[2], 1)
def test_distribution():
samples = [[1., 0.], [0., 1.], [1., 1.]]
labels = [0, 1, -1]
for estimator, parameters in ESTIMATORS:
clf = estimator(**parameters).fit(samples, labels)
if parameters['kernel'] == 'knn':
continue # unstable test; changes in k-NN ordering break it
assert_array_almost_equal(clf.predict_proba([[1., 0.0]]),
np.array([[1., 0.]]), 2)
else:
assert_array_almost_equal(np.asarray(clf.label_distributions_[2]),
np.array([.5, .5]), 2)
def test_predict():
samples = [[1., 0.], [0., 2.], [1., 3.]]
labels = [0, 1, -1]
for estimator, parameters in ESTIMATORS:
clf = estimator(**parameters).fit(samples, labels)
assert_array_equal(clf.predict([[0.5, 2.5]]), np.array([1]))
def test_predict_proba():
samples = [[1., 0.], [0., 1.], [1., 2.5]]
labels = [0, 1, -1]
for estimator, parameters in ESTIMATORS:
clf = estimator(**parameters).fit(samples, labels)
assert_array_almost_equal(clf.predict_proba([[1., 1.]]),
np.array([[0.5, 0.5]]))
| bsd-3-clause |
nicproulx/mne-python | mne/preprocessing/tests/test_xdawn.py | 3 | 7741 | # Authors: Alexandre Barachant <[email protected]>
# Jean-Remi King <[email protected]>
#
# License: BSD (3-clause)
import numpy as np
import os.path as op
from nose.tools import assert_equal, assert_raises, assert_true
from numpy.testing import assert_array_equal, assert_array_almost_equal
from mne import Epochs, read_events, pick_types, compute_raw_covariance
from mne.io import read_raw_fif
from mne.utils import requires_sklearn, run_tests_if_main
from mne.preprocessing.xdawn import Xdawn, _XdawnTransformer
base_dir = op.join(op.dirname(__file__), '..', '..', 'io', 'tests', 'data')
raw_fname = op.join(base_dir, 'test_raw.fif')
event_name = op.join(base_dir, 'test-eve.fif')
tmin, tmax = -0.1, 0.2
event_id = dict(cond2=2, cond3=3)
def _get_data():
"""Get data."""
raw = read_raw_fif(raw_fname, verbose=False, preload=True)
events = read_events(event_name)
picks = pick_types(raw.info, meg=False, eeg=True, stim=False,
ecg=False, eog=False,
exclude='bads')[::8]
return raw, events, picks
def test_xdawn():
"""Test init of xdawn."""
# Init xdawn with good parameters
Xdawn(n_components=2, correct_overlap='auto', signal_cov=None, reg=None)
# Init xdawn with bad parameters
assert_raises(ValueError, Xdawn, correct_overlap=42)
def test_xdawn_fit():
"""Test Xdawn fit."""
# Get data
raw, events, picks = _get_data()
epochs = Epochs(raw, events, event_id, tmin, tmax, picks=picks,
preload=True, baseline=None, verbose=False)
# =========== Basic Fit test =================
# Test base xdawn
xd = Xdawn(n_components=2, correct_overlap='auto')
xd.fit(epochs)
# With these parameters, the overlap correction must be False
assert_equal(xd.correct_overlap_, False)
# No overlap correction should give averaged evoked
evoked = epochs['cond2'].average()
assert_array_equal(evoked.data, xd.evokeds_['cond2'].data)
# ========== with signal cov provided ====================
# Provide covariance object
signal_cov = compute_raw_covariance(raw, picks=picks)
xd = Xdawn(n_components=2, correct_overlap=False,
signal_cov=signal_cov)
xd.fit(epochs)
# Provide ndarray
signal_cov = np.eye(len(picks))
xd = Xdawn(n_components=2, correct_overlap=False,
signal_cov=signal_cov)
xd.fit(epochs)
# Provide ndarray of bad shape
signal_cov = np.eye(len(picks) - 1)
xd = Xdawn(n_components=2, correct_overlap=False,
signal_cov=signal_cov)
assert_raises(ValueError, xd.fit, epochs)
# Provide another type
signal_cov = 42
xd = Xdawn(n_components=2, correct_overlap=False,
signal_cov=signal_cov)
assert_raises(ValueError, xd.fit, epochs)
# Fit with baseline correction and overlap correction should throw an
# error
# XXX This is a buggy test, the epochs here don't overlap
epochs = Epochs(raw, events, event_id, tmin, tmax, picks=picks,
preload=True, baseline=(None, 0), verbose=False)
xd = Xdawn(n_components=2, correct_overlap=True)
assert_raises(ValueError, xd.fit, epochs)
def test_xdawn_apply_transform():
"""Test Xdawn apply and transform."""
# Get data
raw, events, picks = _get_data()
raw.pick_types(eeg=True, meg=False)
epochs = Epochs(raw, events, event_id, tmin, tmax, proj=False,
preload=True, baseline=None,
verbose=False)
n_components = 2
# Fit Xdawn
xd = Xdawn(n_components=n_components, correct_overlap=False)
xd.fit(epochs)
# Apply on different types of instances
for inst in [raw, epochs.average(), epochs]:
denoise = xd.apply(inst)
# Apply on other thing should raise an error
assert_raises(ValueError, xd.apply, 42)
# Transform on epochs
xd.transform(epochs)
# Transform on ndarray
xd.transform(epochs._data)
# Transform on someting else
assert_raises(ValueError, xd.transform, 42)
# Check numerical results with shuffled epochs
np.random.seed(0) # random makes unstable linalg
idx = np.arange(len(epochs))
np.random.shuffle(idx)
xd.fit(epochs[idx])
denoise_shfl = xd.apply(epochs)
assert_array_almost_equal(denoise['cond2']._data,
denoise_shfl['cond2']._data)
@requires_sklearn
def test_xdawn_regularization():
"""Test Xdawn with regularization."""
# Get data
raw, events, picks = _get_data()
epochs = Epochs(raw, events, event_id, tmin, tmax, picks=picks,
preload=True, baseline=None, verbose=False)
# Test with overlapping events.
# modify events to simulate one overlap
events = epochs.events
sel = np.where(events[:, 2] == 2)[0][:2]
modified_event = events[sel[0]]
modified_event[0] += 1
epochs.events[sel[1]] = modified_event
# Fit and check that overlap was found and applied
xd = Xdawn(n_components=2, correct_overlap='auto', reg='oas')
xd.fit(epochs)
assert_equal(xd.correct_overlap_, True)
evoked = epochs['cond2'].average()
assert_true(np.sum(np.abs(evoked.data - xd.evokeds_['cond2'].data)))
# With covariance regularization
for reg in [.1, 0.1, 'ledoit_wolf', 'oas']:
xd = Xdawn(n_components=2, correct_overlap=False,
signal_cov=np.eye(len(picks)), reg=reg)
xd.fit(epochs)
# With bad shrinkage
xd = Xdawn(n_components=2, correct_overlap=False,
signal_cov=np.eye(len(picks)), reg=2)
assert_raises(ValueError, xd.fit, epochs)
@requires_sklearn
def test_XdawnTransformer():
"""Test _XdawnTransformer."""
# Get data
raw, events, picks = _get_data()
epochs = Epochs(raw, events, event_id, tmin, tmax, picks=picks,
preload=True, baseline=None, verbose=False)
X = epochs._data
y = epochs.events[:, -1]
# Fit
xdt = _XdawnTransformer()
xdt.fit(X, y)
assert_raises(ValueError, xdt.fit, X, y[1:])
assert_raises(ValueError, xdt.fit, 'foo')
# Provide covariance object
signal_cov = compute_raw_covariance(raw, picks=picks)
xdt = _XdawnTransformer(signal_cov=signal_cov)
xdt.fit(X, y)
# Provide ndarray
signal_cov = np.eye(len(picks))
xdt = _XdawnTransformer(signal_cov=signal_cov)
xdt.fit(X, y)
# Provide ndarray of bad shape
signal_cov = np.eye(len(picks) - 1)
xdt = _XdawnTransformer(signal_cov=signal_cov)
assert_raises(ValueError, xdt.fit, X, y)
# Provide another type
signal_cov = 42
xdt = _XdawnTransformer(signal_cov=signal_cov)
assert_raises(ValueError, xdt.fit, X, y)
# Fit with y as None
xdt = _XdawnTransformer()
xdt.fit(X)
# Compare xdawn and _XdawnTransformer
xd = Xdawn(correct_overlap=False)
xd.fit(epochs)
xdt = _XdawnTransformer()
xdt.fit(X, y)
assert_array_almost_equal(xd.filters_['cond2'][:, :2],
xdt.filters_.reshape(2, 2, 8)[0].T)
# Transform testing
xdt.transform(X[1:, ...]) # different number of epochs
xdt.transform(X[:, :, 1:]) # different number of time
assert_raises(ValueError, xdt.transform, X[:, 1:, :])
Xt = xdt.transform(X)
assert_raises(ValueError, xdt.transform, 42)
# Inverse transform testing
Xinv = xdt.inverse_transform(Xt)
assert_equal(Xinv.shape, X.shape)
xdt.inverse_transform(Xt[1:, ...])
xdt.inverse_transform(Xt[:, :, 1:])
# should raise an error if not correct number of components
assert_raises(ValueError, xdt.inverse_transform, Xt[:, 1:, :])
assert_raises(ValueError, xdt.inverse_transform, 42)
run_tests_if_main()
| bsd-3-clause |
YISION/yision.github.io | randomforest-决策树与随机森林/f.py | 1 | 2724 | #encoding=utf8
from sklearn.ensemble import RandomForestClassifier
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
#导入数据集与设定因变量及响应变量#
data=pd.read_csv('data.csv')
#data=pd.read_csv('data_p.csv')
df=pd.DataFrame(data)
df=df.dropna()#去除缺失值#
y=df.BAD
x=pd.concat([df.LOAN,df.MORTDUE,df.VALUE,df.YOJ,df.DEROG,df.DELINQ,df.CLAGE,df.NINQ,df.CLNO],axis=1)
#x=pd.concat([df.LOAN,df.MORTDUE,df.VALUE,df.YOJ,df.DEROG,df.DELINQ,df.CLAGE,df.NINQ,df.CLNO,df.Resn_HomeImp,df.Resn_DebtCon,df.Job_Mgr,df.Job_Office,df.Job_Self,df.Job_ProfExe,df.Job_Sales,df.Job_Other],axis=1)
print df.head()
#分差训练集与测试集#
from sklearn.cross_validation import train_test_split
x_train,x_test,y_train,y_test=train_test_split(x,y,test_size=0.4,random_state=1)
#使用决策树#
from sklearn import tree, cross_validation
clf=tree.DecisionTreeClassifier(criterion='entropy',min_samples_leaf=8)
#print (clf)
print clf.fit(x_train,y_train)
#对测试集进行验证#
print("决策树准确率：{:.16f}".format(clf.score(x_test,y_test)))
print("决策树训练集：{:.16f}".format(clf.score(x_train,y_train)))
#生成特征图#
feature_importance=clf.feature_importances_
important_features=x_train.columns.values[0::]
feature_importance=100.0*(feature_importance/feature_importance.max())
sorted_idx=np.argsort(feature_importance)[::-1]
pos=np.arange(sorted_idx.shape[0])+.5
plt.title('Feature Importance')
plt.barh(pos,feature_importance[sorted_idx[::-1]],color='r',align='center')
plt.yticks(pos,important_features)
plt.xlabel('Relative Importance')
plt.draw()
plt.show()
#描绘决策树#
import pydot,StringIO
dot_data = StringIO.StringIO()
tree.export_graphviz(clf, out_file=dot_data, feature_names=['LOAN','MORTDUE','VALUE','YOJ','DEROG','DELINQ','CLAGE','NINQ','CLNO'])
dot_data.getvalue()
pydot.graph_from_dot_data(dot_data.getvalue())
graph = pydot.graph_from_dot_data(dot_data.getvalue())
graph.write_png('tree.png')
from IPython.core.display import Image
Image(filename='tree.png')
#对模型进行交叉验证#
score1=cross_validation.cross_val_score(clf, x, y,cv=10)
print score1
#随机森林#
clf2=RandomForestClassifier(n_estimators=1000,criterion='entropy',min_samples_leaf=8,random_state=1,n_jobs=5)
#print (clf2)
print clf2.fit(x_train,y_train)
#对测试集进行验证#
print("随机森林准确率：{:.16f}".format(clf2.score(x_test,y_test)))
print("随机森林训练集：{:.16f}".format(clf2.score(x_train,y_train)))
#两者模型比较,交叉验证#
score2=cross_validation.cross_val_score(clf2,x,y,cv=10)
print score2
print ("决策树交叉验证：")
print score1.mean()
print ("随机森林交叉验证：")
print score2.mean()
| mit |
466152112/scikit-learn | sklearn/utils/tests/test_sparsefuncs.py | 57 | 13752 | import numpy as np
import scipy.sparse as sp
from scipy import linalg
from numpy.testing import assert_array_almost_equal, assert_array_equal
from sklearn.datasets import make_classification
from sklearn.utils.sparsefuncs import (mean_variance_axis,
inplace_column_scale,
inplace_row_scale,
inplace_swap_row, inplace_swap_column,
min_max_axis,
count_nonzero, csc_median_axis_0)
from sklearn.utils.sparsefuncs_fast import assign_rows_csr
from sklearn.utils.testing import assert_raises
def test_mean_variance_axis0():
X, _ = make_classification(5, 4, random_state=0)
# Sparsify the array a little bit
X[0, 0] = 0
X[2, 1] = 0
X[4, 3] = 0
X_lil = sp.lil_matrix(X)
X_lil[1, 0] = 0
X[1, 0] = 0
X_csr = sp.csr_matrix(X_lil)
X_means, X_vars = mean_variance_axis(X_csr, axis=0)
assert_array_almost_equal(X_means, np.mean(X, axis=0))
assert_array_almost_equal(X_vars, np.var(X, axis=0))
X_csc = sp.csc_matrix(X_lil)
X_means, X_vars = mean_variance_axis(X_csc, axis=0)
assert_array_almost_equal(X_means, np.mean(X, axis=0))
assert_array_almost_equal(X_vars, np.var(X, axis=0))
assert_raises(TypeError, mean_variance_axis, X_lil, axis=0)
X = X.astype(np.float32)
X_csr = X_csr.astype(np.float32)
X_csc = X_csr.astype(np.float32)
X_means, X_vars = mean_variance_axis(X_csr, axis=0)
assert_array_almost_equal(X_means, np.mean(X, axis=0))
assert_array_almost_equal(X_vars, np.var(X, axis=0))
X_means, X_vars = mean_variance_axis(X_csc, axis=0)
assert_array_almost_equal(X_means, np.mean(X, axis=0))
assert_array_almost_equal(X_vars, np.var(X, axis=0))
assert_raises(TypeError, mean_variance_axis, X_lil, axis=0)
def test_mean_variance_illegal_axis():
X, _ = make_classification(5, 4, random_state=0)
# Sparsify the array a little bit
X[0, 0] = 0
X[2, 1] = 0
X[4, 3] = 0
X_csr = sp.csr_matrix(X)
assert_raises(ValueError, mean_variance_axis, X_csr, axis=-3)
assert_raises(ValueError, mean_variance_axis, X_csr, axis=2)
assert_raises(ValueError, mean_variance_axis, X_csr, axis=-1)
def test_mean_variance_axis1():
X, _ = make_classification(5, 4, random_state=0)
# Sparsify the array a little bit
X[0, 0] = 0
X[2, 1] = 0
X[4, 3] = 0
X_lil = sp.lil_matrix(X)
X_lil[1, 0] = 0
X[1, 0] = 0
X_csr = sp.csr_matrix(X_lil)
X_means, X_vars = mean_variance_axis(X_csr, axis=1)
assert_array_almost_equal(X_means, np.mean(X, axis=1))
assert_array_almost_equal(X_vars, np.var(X, axis=1))
X_csc = sp.csc_matrix(X_lil)
X_means, X_vars = mean_variance_axis(X_csc, axis=1)
assert_array_almost_equal(X_means, np.mean(X, axis=1))
assert_array_almost_equal(X_vars, np.var(X, axis=1))
assert_raises(TypeError, mean_variance_axis, X_lil, axis=1)
X = X.astype(np.float32)
X_csr = X_csr.astype(np.float32)
X_csc = X_csr.astype(np.float32)
X_means, X_vars = mean_variance_axis(X_csr, axis=1)
assert_array_almost_equal(X_means, np.mean(X, axis=1))
assert_array_almost_equal(X_vars, np.var(X, axis=1))
X_means, X_vars = mean_variance_axis(X_csc, axis=1)
assert_array_almost_equal(X_means, np.mean(X, axis=1))
assert_array_almost_equal(X_vars, np.var(X, axis=1))
assert_raises(TypeError, mean_variance_axis, X_lil, axis=1)
def test_densify_rows():
X = sp.csr_matrix([[0, 3, 0],
[2, 4, 0],
[0, 0, 0],
[9, 8, 7],
[4, 0, 5]], dtype=np.float64)
rows = np.array([0, 2, 3], dtype=np.intp)
out = np.ones((rows.shape[0], X.shape[1]), dtype=np.float64)
assign_rows_csr(X, rows,
np.arange(out.shape[0], dtype=np.intp)[::-1], out)
assert_array_equal(out, X[rows].toarray()[::-1])
def test_inplace_column_scale():
rng = np.random.RandomState(0)
X = sp.rand(100, 200, 0.05)
Xr = X.tocsr()
Xc = X.tocsc()
XA = X.toarray()
scale = rng.rand(200)
XA *= scale
inplace_column_scale(Xc, scale)
inplace_column_scale(Xr, scale)
assert_array_almost_equal(Xr.toarray(), Xc.toarray())
assert_array_almost_equal(XA, Xc.toarray())
assert_array_almost_equal(XA, Xr.toarray())
assert_raises(TypeError, inplace_column_scale, X.tolil(), scale)
X = X.astype(np.float32)
scale = scale.astype(np.float32)
Xr = X.tocsr()
Xc = X.tocsc()
XA = X.toarray()
XA *= scale
inplace_column_scale(Xc, scale)
inplace_column_scale(Xr, scale)
assert_array_almost_equal(Xr.toarray(), Xc.toarray())
assert_array_almost_equal(XA, Xc.toarray())
assert_array_almost_equal(XA, Xr.toarray())
assert_raises(TypeError, inplace_column_scale, X.tolil(), scale)
def test_inplace_row_scale():
rng = np.random.RandomState(0)
X = sp.rand(100, 200, 0.05)
Xr = X.tocsr()
Xc = X.tocsc()
XA = X.toarray()
scale = rng.rand(100)
XA *= scale.reshape(-1, 1)
inplace_row_scale(Xc, scale)
inplace_row_scale(Xr, scale)
assert_array_almost_equal(Xr.toarray(), Xc.toarray())
assert_array_almost_equal(XA, Xc.toarray())
assert_array_almost_equal(XA, Xr.toarray())
assert_raises(TypeError, inplace_column_scale, X.tolil(), scale)
X = X.astype(np.float32)
scale = scale.astype(np.float32)
Xr = X.tocsr()
Xc = X.tocsc()
XA = X.toarray()
XA *= scale.reshape(-1, 1)
inplace_row_scale(Xc, scale)
inplace_row_scale(Xr, scale)
assert_array_almost_equal(Xr.toarray(), Xc.toarray())
assert_array_almost_equal(XA, Xc.toarray())
assert_array_almost_equal(XA, Xr.toarray())
assert_raises(TypeError, inplace_column_scale, X.tolil(), scale)
def test_inplace_swap_row():
X = np.array([[0, 3, 0],
[2, 4, 0],
[0, 0, 0],
[9, 8, 7],
[4, 0, 5]], dtype=np.float64)
X_csr = sp.csr_matrix(X)
X_csc = sp.csc_matrix(X)
swap = linalg.get_blas_funcs(('swap',), (X,))
swap = swap[0]
X[0], X[-1] = swap(X[0], X[-1])
inplace_swap_row(X_csr, 0, -1)
inplace_swap_row(X_csc, 0, -1)
assert_array_equal(X_csr.toarray(), X_csc.toarray())
assert_array_equal(X, X_csc.toarray())
assert_array_equal(X, X_csr.toarray())
X[2], X[3] = swap(X[2], X[3])
inplace_swap_row(X_csr, 2, 3)
inplace_swap_row(X_csc, 2, 3)
assert_array_equal(X_csr.toarray(), X_csc.toarray())
assert_array_equal(X, X_csc.toarray())
assert_array_equal(X, X_csr.toarray())
assert_raises(TypeError, inplace_swap_row, X_csr.tolil())
X = np.array([[0, 3, 0],
[2, 4, 0],
[0, 0, 0],
[9, 8, 7],
[4, 0, 5]], dtype=np.float32)
X_csr = sp.csr_matrix(X)
X_csc = sp.csc_matrix(X)
swap = linalg.get_blas_funcs(('swap',), (X,))
swap = swap[0]
X[0], X[-1] = swap(X[0], X[-1])
inplace_swap_row(X_csr, 0, -1)
inplace_swap_row(X_csc, 0, -1)
assert_array_equal(X_csr.toarray(), X_csc.toarray())
assert_array_equal(X, X_csc.toarray())
assert_array_equal(X, X_csr.toarray())
X[2], X[3] = swap(X[2], X[3])
inplace_swap_row(X_csr, 2, 3)
inplace_swap_row(X_csc, 2, 3)
assert_array_equal(X_csr.toarray(), X_csc.toarray())
assert_array_equal(X, X_csc.toarray())
assert_array_equal(X, X_csr.toarray())
assert_raises(TypeError, inplace_swap_row, X_csr.tolil())
def test_inplace_swap_column():
X = np.array([[0, 3, 0],
[2, 4, 0],
[0, 0, 0],
[9, 8, 7],
[4, 0, 5]], dtype=np.float64)
X_csr = sp.csr_matrix(X)
X_csc = sp.csc_matrix(X)
swap = linalg.get_blas_funcs(('swap',), (X,))
swap = swap[0]
X[:, 0], X[:, -1] = swap(X[:, 0], X[:, -1])
inplace_swap_column(X_csr, 0, -1)
inplace_swap_column(X_csc, 0, -1)
assert_array_equal(X_csr.toarray(), X_csc.toarray())
assert_array_equal(X, X_csc.toarray())
assert_array_equal(X, X_csr.toarray())
X[:, 0], X[:, 1] = swap(X[:, 0], X[:, 1])
inplace_swap_column(X_csr, 0, 1)
inplace_swap_column(X_csc, 0, 1)
assert_array_equal(X_csr.toarray(), X_csc.toarray())
assert_array_equal(X, X_csc.toarray())
assert_array_equal(X, X_csr.toarray())
assert_raises(TypeError, inplace_swap_column, X_csr.tolil())
X = np.array([[0, 3, 0],
[2, 4, 0],
[0, 0, 0],
[9, 8, 7],
[4, 0, 5]], dtype=np.float32)
X_csr = sp.csr_matrix(X)
X_csc = sp.csc_matrix(X)
swap = linalg.get_blas_funcs(('swap',), (X,))
swap = swap[0]
X[:, 0], X[:, -1] = swap(X[:, 0], X[:, -1])
inplace_swap_column(X_csr, 0, -1)
inplace_swap_column(X_csc, 0, -1)
assert_array_equal(X_csr.toarray(), X_csc.toarray())
assert_array_equal(X, X_csc.toarray())
assert_array_equal(X, X_csr.toarray())
X[:, 0], X[:, 1] = swap(X[:, 0], X[:, 1])
inplace_swap_column(X_csr, 0, 1)
inplace_swap_column(X_csc, 0, 1)
assert_array_equal(X_csr.toarray(), X_csc.toarray())
assert_array_equal(X, X_csc.toarray())
assert_array_equal(X, X_csr.toarray())
assert_raises(TypeError, inplace_swap_column, X_csr.tolil())
def test_min_max_axis0():
X = np.array([[0, 3, 0],
[2, -1, 0],
[0, 0, 0],
[9, 8, 7],
[4, 0, 5]], dtype=np.float64)
X_csr = sp.csr_matrix(X)
X_csc = sp.csc_matrix(X)
mins_csr, maxs_csr = min_max_axis(X_csr, axis=0)
assert_array_equal(mins_csr, X.min(axis=0))
assert_array_equal(maxs_csr, X.max(axis=0))
mins_csc, maxs_csc = min_max_axis(X_csc, axis=0)
assert_array_equal(mins_csc, X.min(axis=0))
assert_array_equal(maxs_csc, X.max(axis=0))
X = X.astype(np.float32)
X_csr = sp.csr_matrix(X)
X_csc = sp.csc_matrix(X)
mins_csr, maxs_csr = min_max_axis(X_csr, axis=0)
assert_array_equal(mins_csr, X.min(axis=0))
assert_array_equal(maxs_csr, X.max(axis=0))
mins_csc, maxs_csc = min_max_axis(X_csc, axis=0)
assert_array_equal(mins_csc, X.min(axis=0))
assert_array_equal(maxs_csc, X.max(axis=0))
def test_min_max_axis1():
X = np.array([[0, 3, 0],
[2, -1, 0],
[0, 0, 0],
[9, 8, 7],
[4, 0, 5]], dtype=np.float64)
X_csr = sp.csr_matrix(X)
X_csc = sp.csc_matrix(X)
mins_csr, maxs_csr = min_max_axis(X_csr, axis=1)
assert_array_equal(mins_csr, X.min(axis=1))
assert_array_equal(maxs_csr, X.max(axis=1))
mins_csc, maxs_csc = min_max_axis(X_csc, axis=1)
assert_array_equal(mins_csc, X.min(axis=1))
assert_array_equal(maxs_csc, X.max(axis=1))
X = X.astype(np.float32)
X_csr = sp.csr_matrix(X)
X_csc = sp.csc_matrix(X)
mins_csr, maxs_csr = min_max_axis(X_csr, axis=1)
assert_array_equal(mins_csr, X.min(axis=1))
assert_array_equal(maxs_csr, X.max(axis=1))
mins_csc, maxs_csc = min_max_axis(X_csc, axis=1)
assert_array_equal(mins_csc, X.min(axis=1))
assert_array_equal(maxs_csc, X.max(axis=1))
def test_min_max_axis_errors():
X = np.array([[0, 3, 0],
[2, -1, 0],
[0, 0, 0],
[9, 8, 7],
[4, 0, 5]], dtype=np.float64)
X_csr = sp.csr_matrix(X)
X_csc = sp.csc_matrix(X)
assert_raises(TypeError, min_max_axis, X_csr.tolil(), axis=0)
assert_raises(ValueError, min_max_axis, X_csr, axis=2)
assert_raises(ValueError, min_max_axis, X_csc, axis=-3)
def test_count_nonzero():
X = np.array([[0, 3, 0],
[2, -1, 0],
[0, 0, 0],
[9, 8, 7],
[4, 0, 5]], dtype=np.float64)
X_csr = sp.csr_matrix(X)
X_csc = sp.csc_matrix(X)
X_nonzero = X != 0
sample_weight = [.5, .2, .3, .1, .1]
X_nonzero_weighted = X_nonzero * np.array(sample_weight)[:, None]
for axis in [0, 1, -1, -2, None]:
assert_array_almost_equal(count_nonzero(X_csr, axis=axis),
X_nonzero.sum(axis=axis))
assert_array_almost_equal(count_nonzero(X_csr, axis=axis,
sample_weight=sample_weight),
X_nonzero_weighted.sum(axis=axis))
assert_raises(TypeError, count_nonzero, X_csc)
assert_raises(ValueError, count_nonzero, X_csr, axis=2)
def test_csc_row_median():
# Test csc_row_median actually calculates the median.
# Test that it gives the same output when X is dense.
rng = np.random.RandomState(0)
X = rng.rand(100, 50)
dense_median = np.median(X, axis=0)
csc = sp.csc_matrix(X)
sparse_median = csc_median_axis_0(csc)
assert_array_equal(sparse_median, dense_median)
# Test that it gives the same output when X is sparse
X = rng.rand(51, 100)
X[X < 0.7] = 0.0
ind = rng.randint(0, 50, 10)
X[ind] = -X[ind]
csc = sp.csc_matrix(X)
dense_median = np.median(X, axis=0)
sparse_median = csc_median_axis_0(csc)
assert_array_equal(sparse_median, dense_median)
# Test for toy data.
X = [[0, -2], [-1, -1], [1, 0], [2, 1]]
csc = sp.csc_matrix(X)
assert_array_equal(csc_median_axis_0(csc), np.array([0.5, -0.5]))
X = [[0, -2], [-1, -5], [1, -3]]
csc = sp.csc_matrix(X)
assert_array_equal(csc_median_axis_0(csc), np.array([0., -3]))
# Test that it raises an Error for non-csc matrices.
assert_raises(TypeError, csc_median_axis_0, sp.csr_matrix(X))
| bsd-3-clause |
abandons/jieba | test/extract_topic.py | 65 | 1463 | import sys
sys.path.append("../")
from sklearn.feature_extraction.text import CountVectorizer
from sklearn.feature_extraction.text import TfidfTransformer
from sklearn import decomposition
import jieba
import time
import glob
import sys
import os
import random
if len(sys.argv)<2:
print("usage: extract_topic.py directory [n_topic] [n_top_words]")
sys.exit(0)
n_topic = 10
n_top_words = 25
if len(sys.argv)>2:
n_topic = int(sys.argv[2])
if len(sys.argv)>3:
n_top_words = int(sys.argv[3])
count_vect = CountVectorizer()
docs = []
pattern = os.path.join(sys.argv[1],"*.txt")
print("read "+pattern)
for f_name in glob.glob(pattern):
with open(f_name) as f:
print("read file:", f_name)
for line in f: #one line as a document
words = " ".join(jieba.cut(line))
docs.append(words)
random.shuffle(docs)
print("read done.")
print("transform")
counts = count_vect.fit_transform(docs)
tfidf = TfidfTransformer().fit_transform(counts)
print(tfidf.shape)
t0 = time.time()
print("training...")
nmf = decomposition.NMF(n_components=n_topic).fit(tfidf)
print("done in %0.3fs." % (time.time() - t0))
# Inverse the vectorizer vocabulary to be able
feature_names = count_vect.get_feature_names()
for topic_idx, topic in enumerate(nmf.components_):
print("Topic #%d:" % topic_idx)
print(" ".join([feature_names[i]
for i in topic.argsort()[:-n_top_words - 1:-1]]))
print("")
| mit |
chaluemwut/fbserver | venv/lib/python2.7/site-packages/sklearn/decomposition/tests/test_nmf.py | 33 | 6189 | import numpy as np
from scipy import linalg
from sklearn.decomposition import nmf
from sklearn.utils.testing import assert_true
from sklearn.utils.testing import assert_false
from sklearn.utils.testing import raises
from sklearn.utils.testing import assert_array_almost_equal
from sklearn.utils.testing import assert_greater
from sklearn.utils.testing import assert_less
random_state = np.random.mtrand.RandomState(0)
@raises(ValueError)
def test_initialize_nn_input():
"""Test NNDSVD behaviour on negative input"""
nmf._initialize_nmf(-np.ones((2, 2)), 2)
def test_initialize_nn_output():
"""Test that NNDSVD does not return negative values"""
data = np.abs(random_state.randn(10, 10))
for var in (None, 'a', 'ar'):
W, H = nmf._initialize_nmf(data, 10, random_state=0)
assert_false((W < 0).any() or (H < 0).any())
def test_initialize_close():
"""Test NNDSVD error
Test that _initialize_nmf error is less than the standard deviation of the
entries in the matrix.
"""
A = np.abs(random_state.randn(10, 10))
W, H = nmf._initialize_nmf(A, 10)
error = linalg.norm(np.dot(W, H) - A)
sdev = linalg.norm(A - A.mean())
assert_true(error <= sdev)
def test_initialize_variants():
"""Test NNDSVD variants correctness
Test that the variants 'a' and 'ar' differ from basic NNDSVD only where
the basic version has zeros.
"""
data = np.abs(random_state.randn(10, 10))
W0, H0 = nmf._initialize_nmf(data, 10, variant=None)
Wa, Ha = nmf._initialize_nmf(data, 10, variant='a')
War, Har = nmf._initialize_nmf(data, 10, variant='ar', random_state=0)
for ref, evl in ((W0, Wa), (W0, War), (H0, Ha), (H0, Har)):
assert_true(np.allclose(evl[ref != 0], ref[ref != 0]))
@raises(ValueError)
def test_projgrad_nmf_fit_nn_input():
"""Test model fit behaviour on negative input"""
A = -np.ones((2, 2))
m = nmf.ProjectedGradientNMF(n_components=2, init=None, random_state=0)
m.fit(A)
def test_projgrad_nmf_fit_nn_output():
"""Test that the decomposition does not contain negative values"""
A = np.c_[5 * np.ones(5) - np.arange(1, 6),
5 * np.ones(5) + np.arange(1, 6)]
for init in (None, 'nndsvd', 'nndsvda', 'nndsvdar'):
model = nmf.ProjectedGradientNMF(n_components=2, init=init,
random_state=0)
transf = model.fit_transform(A)
assert_false((model.components_ < 0).any() or
(transf < 0).any())
def test_projgrad_nmf_fit_close():
"""Test that the fit is not too far away"""
pnmf = nmf.ProjectedGradientNMF(5, init='nndsvda', random_state=0)
X = np.abs(random_state.randn(6, 5))
assert_less(pnmf.fit(X).reconstruction_err_, 0.05)
def test_nls_nn_output():
"""Test that NLS solver doesn't return negative values"""
A = np.arange(1, 5).reshape(1, -1)
Ap, _, _ = nmf._nls_subproblem(np.dot(A.T, -A), A.T, A, 0.001, 100)
assert_false((Ap < 0).any())
def test_nls_close():
"""Test that the NLS results should be close"""
A = np.arange(1, 5).reshape(1, -1)
Ap, _, _ = nmf._nls_subproblem(np.dot(A.T, A), A.T, np.zeros_like(A),
0.001, 100)
assert_true((np.abs(Ap - A) < 0.01).all())
def test_projgrad_nmf_transform():
"""Test that NMF.transform returns close values
(transform uses scipy.optimize.nnls for now)
"""
A = np.abs(random_state.randn(6, 5))
m = nmf.ProjectedGradientNMF(n_components=5, init='nndsvd', random_state=0)
transf = m.fit_transform(A)
assert_true(np.allclose(transf, m.transform(A), atol=1e-2, rtol=0))
def test_n_components_greater_n_features():
"""Smoke test for the case of more components than features."""
A = np.abs(random_state.randn(30, 10))
nmf.ProjectedGradientNMF(n_components=15, sparseness='data',
random_state=0).fit(A)
def test_projgrad_nmf_sparseness():
"""Test sparseness
Test that sparsity constraints actually increase sparseness in the
part where they are applied.
"""
A = np.abs(random_state.randn(10, 10))
m = nmf.ProjectedGradientNMF(n_components=5, random_state=0).fit(A)
data_sp = nmf.ProjectedGradientNMF(n_components=5, sparseness='data',
random_state=0).fit(A).data_sparseness_
comp_sp = nmf.ProjectedGradientNMF(n_components=5, sparseness='components',
random_state=0).fit(A).comp_sparseness_
assert_greater(data_sp, m.data_sparseness_)
assert_greater(comp_sp, m.comp_sparseness_)
def test_sparse_input():
"""Test that sparse matrices are accepted as input"""
from scipy.sparse import csc_matrix
A = np.abs(random_state.randn(10, 10))
A[:, 2 * np.arange(5)] = 0
T1 = nmf.ProjectedGradientNMF(n_components=5, init='random',
random_state=999).fit_transform(A)
A_sparse = csc_matrix(A)
pg_nmf = nmf.ProjectedGradientNMF(n_components=5, init='random',
random_state=999)
T2 = pg_nmf.fit_transform(A_sparse)
assert_array_almost_equal(pg_nmf.reconstruction_err_,
linalg.norm(A - np.dot(T2, pg_nmf.components_),
'fro'))
assert_array_almost_equal(T1, T2)
# same with sparseness
T2 = nmf.ProjectedGradientNMF(
n_components=5, init='random', sparseness='data',
random_state=999).fit_transform(A_sparse)
T1 = nmf.ProjectedGradientNMF(
n_components=5, init='random', sparseness='data',
random_state=999).fit_transform(A)
def test_sparse_transform():
"""Test that transform works on sparse data. Issue #2124"""
from scipy.sparse import csc_matrix
A = np.abs(random_state.randn(5, 4))
A[A > 1.0] = 0
A = csc_matrix(A)
model = nmf.NMF()
A_fit_tr = model.fit_transform(A)
A_tr = model.transform(A)
# This solver seems pretty inconsistent
assert_array_almost_equal(A_fit_tr, A_tr, decimal=2)
if __name__ == '__main__':
import nose
nose.run(argv=['', __file__])
| apache-2.0 |
hainm/scikit-learn | examples/preprocessing/plot_function_transformer.py | 161 | 1949 | """
=========================================================
Using FunctionTransformer to select columns
=========================================================
Shows how to use a function transformer in a pipeline. If you know your
dataset's first principle component is irrelevant for a classification task,
you can use the FunctionTransformer to select all but the first column of the
PCA transformed data.
"""
import matplotlib.pyplot as plt
import numpy as np
from sklearn.cross_validation import train_test_split
from sklearn.decomposition import PCA
from sklearn.pipeline import make_pipeline
from sklearn.preprocessing import FunctionTransformer
def _generate_vector(shift=0.5, noise=15):
return np.arange(1000) + (np.random.rand(1000) - shift) * noise
def generate_dataset():
"""
This dataset is two lines with a slope ~ 1, where one has
a y offset of ~100
"""
return np.vstack((
np.vstack((
_generate_vector(),
_generate_vector() + 100,
)).T,
np.vstack((
_generate_vector(),
_generate_vector(),
)).T,
)), np.hstack((np.zeros(1000), np.ones(1000)))
def all_but_first_column(X):
return X[:, 1:]
def drop_first_component(X, y):
"""
Create a pipeline with PCA and the column selector and use it to
transform the dataset.
"""
pipeline = make_pipeline(
PCA(), FunctionTransformer(all_but_first_column),
)
X_train, X_test, y_train, y_test = train_test_split(X, y)
pipeline.fit(X_train, y_train)
return pipeline.transform(X_test), y_test
if __name__ == '__main__':
X, y = generate_dataset()
plt.scatter(X[:, 0], X[:, 1], c=y, s=50)
plt.show()
X_transformed, y_transformed = drop_first_component(*generate_dataset())
plt.scatter(
X_transformed[:, 0],
np.zeros(len(X_transformed)),
c=y_transformed,
s=50,
)
plt.show()
| bsd-3-clause |
PrashntS/scikit-learn | examples/applications/plot_model_complexity_influence.py | 323 | 6372 | """
==========================
Model Complexity Influence
==========================
Demonstrate how model complexity influences both prediction accuracy and
computational performance.
The dataset is the Boston Housing dataset (resp. 20 Newsgroups) for
regression (resp. classification).
For each class of models we make the model complexity vary through the choice
of relevant model parameters and measure the influence on both computational
performance (latency) and predictive power (MSE or Hamming Loss).
"""
print(__doc__)
# Author: Eustache Diemert <[email protected]>
# License: BSD 3 clause
import time
import numpy as np
import matplotlib.pyplot as plt
from mpl_toolkits.axes_grid1.parasite_axes import host_subplot
from mpl_toolkits.axisartist.axislines import Axes
from scipy.sparse.csr import csr_matrix
from sklearn import datasets
from sklearn.utils import shuffle
from sklearn.metrics import mean_squared_error
from sklearn.svm.classes import NuSVR
from sklearn.ensemble.gradient_boosting import GradientBoostingRegressor
from sklearn.linear_model.stochastic_gradient import SGDClassifier
from sklearn.metrics import hamming_loss
###############################################################################
# Routines
# initialize random generator
np.random.seed(0)
def generate_data(case, sparse=False):
"""Generate regression/classification data."""
bunch = None
if case == 'regression':
bunch = datasets.load_boston()
elif case == 'classification':
bunch = datasets.fetch_20newsgroups_vectorized(subset='all')
X, y = shuffle(bunch.data, bunch.target)
offset = int(X.shape[0] * 0.8)
X_train, y_train = X[:offset], y[:offset]
X_test, y_test = X[offset:], y[offset:]
if sparse:
X_train = csr_matrix(X_train)
X_test = csr_matrix(X_test)
else:
X_train = np.array(X_train)
X_test = np.array(X_test)
y_test = np.array(y_test)
y_train = np.array(y_train)
data = {'X_train': X_train, 'X_test': X_test, 'y_train': y_train,
'y_test': y_test}
return data
def benchmark_influence(conf):
"""
Benchmark influence of :changing_param: on both MSE and latency.
"""
prediction_times = []
prediction_powers = []
complexities = []
for param_value in conf['changing_param_values']:
conf['tuned_params'][conf['changing_param']] = param_value
estimator = conf['estimator'](**conf['tuned_params'])
print("Benchmarking %s" % estimator)
estimator.fit(conf['data']['X_train'], conf['data']['y_train'])
conf['postfit_hook'](estimator)
complexity = conf['complexity_computer'](estimator)
complexities.append(complexity)
start_time = time.time()
for _ in range(conf['n_samples']):
y_pred = estimator.predict(conf['data']['X_test'])
elapsed_time = (time.time() - start_time) / float(conf['n_samples'])
prediction_times.append(elapsed_time)
pred_score = conf['prediction_performance_computer'](
conf['data']['y_test'], y_pred)
prediction_powers.append(pred_score)
print("Complexity: %d | %s: %.4f | Pred. Time: %fs\n" % (
complexity, conf['prediction_performance_label'], pred_score,
elapsed_time))
return prediction_powers, prediction_times, complexities
def plot_influence(conf, mse_values, prediction_times, complexities):
"""
Plot influence of model complexity on both accuracy and latency.
"""
plt.figure(figsize=(12, 6))
host = host_subplot(111, axes_class=Axes)
plt.subplots_adjust(right=0.75)
par1 = host.twinx()
host.set_xlabel('Model Complexity (%s)' % conf['complexity_label'])
y1_label = conf['prediction_performance_label']
y2_label = "Time (s)"
host.set_ylabel(y1_label)
par1.set_ylabel(y2_label)
p1, = host.plot(complexities, mse_values, 'b-', label="prediction error")
p2, = par1.plot(complexities, prediction_times, 'r-',
label="latency")
host.legend(loc='upper right')
host.axis["left"].label.set_color(p1.get_color())
par1.axis["right"].label.set_color(p2.get_color())
plt.title('Influence of Model Complexity - %s' % conf['estimator'].__name__)
plt.show()
def _count_nonzero_coefficients(estimator):
a = estimator.coef_.toarray()
return np.count_nonzero(a)
###############################################################################
# main code
regression_data = generate_data('regression')
classification_data = generate_data('classification', sparse=True)
configurations = [
{'estimator': SGDClassifier,
'tuned_params': {'penalty': 'elasticnet', 'alpha': 0.001, 'loss':
'modified_huber', 'fit_intercept': True},
'changing_param': 'l1_ratio',
'changing_param_values': [0.25, 0.5, 0.75, 0.9],
'complexity_label': 'non_zero coefficients',
'complexity_computer': _count_nonzero_coefficients,
'prediction_performance_computer': hamming_loss,
'prediction_performance_label': 'Hamming Loss (Misclassification Ratio)',
'postfit_hook': lambda x: x.sparsify(),
'data': classification_data,
'n_samples': 30},
{'estimator': NuSVR,
'tuned_params': {'C': 1e3, 'gamma': 2 ** -15},
'changing_param': 'nu',
'changing_param_values': [0.1, 0.25, 0.5, 0.75, 0.9],
'complexity_label': 'n_support_vectors',
'complexity_computer': lambda x: len(x.support_vectors_),
'data': regression_data,
'postfit_hook': lambda x: x,
'prediction_performance_computer': mean_squared_error,
'prediction_performance_label': 'MSE',
'n_samples': 30},
{'estimator': GradientBoostingRegressor,
'tuned_params': {'loss': 'ls'},
'changing_param': 'n_estimators',
'changing_param_values': [10, 50, 100, 200, 500],
'complexity_label': 'n_trees',
'complexity_computer': lambda x: x.n_estimators,
'data': regression_data,
'postfit_hook': lambda x: x,
'prediction_performance_computer': mean_squared_error,
'prediction_performance_label': 'MSE',
'n_samples': 30},
]
for conf in configurations:
prediction_performances, prediction_times, complexities = \
benchmark_influence(conf)
plot_influence(conf, prediction_performances, prediction_times,
complexities)
| bsd-3-clause |
evgchz/scikit-learn | doc/tutorial/text_analytics/solutions/exercise_01_language_train_model.py | 254 | 2253 | """Build a language detector model
The goal of this exercise is to train a linear classifier on text features
that represent sequences of up to 3 consecutive characters so as to be
recognize natural languages by using the frequencies of short character
sequences as 'fingerprints'.
"""
# Author: Olivier Grisel <[email protected]>
# License: Simplified BSD
import sys
from sklearn.feature_extraction.text import TfidfVectorizer
from sklearn.linear_model import Perceptron
from sklearn.pipeline import Pipeline
from sklearn.datasets import load_files
from sklearn.cross_validation import train_test_split
from sklearn import metrics
# The training data folder must be passed as first argument
languages_data_folder = sys.argv[1]
dataset = load_files(languages_data_folder)
# Split the dataset in training and test set:
docs_train, docs_test, y_train, y_test = train_test_split(
dataset.data, dataset.target, test_size=0.5)
# TASK: Build a an vectorizer that splits strings into sequence of 1 to 3
# characters instead of word tokens
vectorizer = TfidfVectorizer(ngram_range=(1, 3), analyzer='char',
use_idf=False)
# TASK: Build a vectorizer / classifier pipeline using the previous analyzer
# the pipeline instance should stored in a variable named clf
clf = Pipeline([
('vec', vectorizer),
('clf', Perceptron()),
])
# TASK: Fit the pipeline on the training set
clf.fit(docs_train, y_train)
# TASK: Predict the outcome on the testing set in a variable named y_predicted
y_predicted = clf.predict(docs_test)
# Print the classification report
print(metrics.classification_report(y_test, y_predicted,
target_names=dataset.target_names))
# Plot the confusion matrix
cm = metrics.confusion_matrix(y_test, y_predicted)
print(cm)
#import pylab as pl
#pl.matshow(cm, cmap=pl.cm.jet)
#pl.show()
# Predict the result on some short new sentences:
sentences = [
u'This is a language detection test.',
u'Ceci est un test de d\xe9tection de la langue.',
u'Dies ist ein Test, um die Sprache zu erkennen.',
]
predicted = clf.predict(sentences)
for s, p in zip(sentences, predicted):
print(u'The language of "%s" is "%s"' % (s, dataset.target_names[p]))
| bsd-3-clause |
chenyyx/scikit-learn-doc-zh | examples/en/neighbors/plot_digits_kde_sampling.py | 108 | 2026 | """
=========================
Kernel Density Estimation
=========================
This example shows how kernel density estimation (KDE), a powerful
non-parametric density estimation technique, can be used to learn
a generative model for a dataset. With this generative model in place,
new samples can be drawn. These new samples reflect the underlying model
of the data.
"""
import numpy as np
import matplotlib.pyplot as plt
from sklearn.datasets import load_digits
from sklearn.neighbors import KernelDensity
from sklearn.decomposition import PCA
from sklearn.model_selection import GridSearchCV
# load the data
digits = load_digits()
data = digits.data
# project the 64-dimensional data to a lower dimension
pca = PCA(n_components=15, whiten=False)
data = pca.fit_transform(digits.data)
# use grid search cross-validation to optimize the bandwidth
params = {'bandwidth': np.logspace(-1, 1, 20)}
grid = GridSearchCV(KernelDensity(), params)
grid.fit(data)
print("best bandwidth: {0}".format(grid.best_estimator_.bandwidth))
# use the best estimator to compute the kernel density estimate
kde = grid.best_estimator_
# sample 44 new points from the data
new_data = kde.sample(44, random_state=0)
new_data = pca.inverse_transform(new_data)
# turn data into a 4x11 grid
new_data = new_data.reshape((4, 11, -1))
real_data = digits.data[:44].reshape((4, 11, -1))
# plot real digits and resampled digits
fig, ax = plt.subplots(9, 11, subplot_kw=dict(xticks=[], yticks=[]))
for j in range(11):
ax[4, j].set_visible(False)
for i in range(4):
im = ax[i, j].imshow(real_data[i, j].reshape((8, 8)),
cmap=plt.cm.binary, interpolation='nearest')
im.set_clim(0, 16)
im = ax[i + 5, j].imshow(new_data[i, j].reshape((8, 8)),
cmap=plt.cm.binary, interpolation='nearest')
im.set_clim(0, 16)
ax[0, 5].set_title('Selection from the input data')
ax[5, 5].set_title('"New" digits drawn from the kernel density model')
plt.show()
| gpl-3.0 |
esteinig/netviewP | program/linux/0.7/netview.py | 1 | 28716 | #!/usr/bin/env python
# NetView P v.0.7 - Linux
# Dependencies: PLINK
# Eike Steinig
# Zenger Lab, JCU
# https://github.com/esteinig/netview
import os
import time
import shutil
import argparse
import subprocess
import numpy as np
import multiprocessing as mp
import scipy.sparse.csgraph as csg
import scipy.spatial.distance as sd
from sklearn.neighbors import NearestNeighbors
def main():
commands = CommandLine()
dat = Data()
dat.prefix = commands.arg_dict['prefix']
dat.ploidy = commands.arg_dict['ploidy']
dat.missing = commands.arg_dict['missing']
if commands.arg_dict['visual']:
print('\nGenerated node attribute files only.\n')
dat.readData(commands.arg_dict['attribute_file'], f='attributes', sep=',')
dat.writeData(f='attributes')
makeProject(commands.arg_dict['project'] + '_attributes', commands.arg_dict['prefix'])
exit(1)
print()
print(get_time() + "\t" + "---------------------------------")
print(get_time() + "\t" + " NETVIEW P v.0.7 ")
print(get_time() + "\t" + "---------------------------------")
print(get_time() + "\t" + "File =", commands.arg_dict['data_file'].upper())
if commands.arg_dict['plink']:
dat.filetype = 'plink'
dat.readData(commands.arg_dict['data_file'], f='plink', sep=commands.arg_dict['sep'])
elif commands.arg_dict['snps']:
dat.filetype = 'snps'
dat.readData(commands.arg_dict['data_file'], f='snp_mat', sep=commands.arg_dict['sep'])
else:
dat.filetype = 'dist'
dat.readData(commands.arg_dict['data_file'], f='matrix', sep=commands.arg_dict['sep'])
dat.readData(commands.arg_dict['attribute_file'], f='attributes', sep=',')
if dat.ploidy == 'diploid':
nsnp = dat.nSNP//2
else:
nsnp = dat.nSNP
print(get_time() + "\t" + "N =", str(dat.n).upper())
print(get_time() + "\t" + "SNPs =", str(nsnp).upper())
print(get_time() + "\t" + "Ploidy =", dat.ploidy.upper())
print(get_time() + "\t" + "---------------------------------")
print(get_time() + "\t" + "Quality Control =", str(commands.arg_dict['qc']).upper())
pipeline = Analysis(dat)
qc = False
if commands.arg_dict['qc'] and pipeline.data.filetype != 'dist':
qc_params = {'--mind': commands.arg_dict['mind'],
'--geno': commands.arg_dict['geno'],
'--maf': commands.arg_dict['maf'],
'--hwe': commands.arg_dict['hwe']}
pipeline.runPLINK(qc_parameters=qc_params, quality=True)
qc = True
if commands.arg_dict['mat'] and pipeline.data.filetype != 'dist':
pipeline.getDistance(distance=commands.arg_dict['distance'])
pipeline.data.writeData(file=commands.arg_dict['prefix'] + '_mat.dist', f='matrix')
makeProject(commands.arg_dict['project'] + '_dist', commands.arg_dict['prefix'])
print(get_time() + "\t" + "---------------------------------\n")
exit(1)
elif commands.arg_dict['mat'] and pipeline.data.filetype == 'dist':
print('\nError. Input is already a Distance Matrix.\n')
exit(1)
if not commands.arg_dict['off']:
if pipeline.data.filetype != 'dist':
pipeline.getDistance(distance=commands.arg_dict['distance'])
pipeline.runNetView(tree=commands.arg_dict['tree'], start=commands.arg_dict['start'],
stop=commands.arg_dict['stop'], step=commands.arg_dict['step'],
algorithm=commands.arg_dict['algorithm'])
if qc:
pipeline.updateNodeAttributes(commands.arg_dict['attribute_file'])
pipeline.data.writeData(f='attributes')
makeProject(commands.arg_dict['project'], commands.arg_dict['prefix'])
print(get_time() + "\t" + "---------------------------------\n")
def makeProject(project, prefix):
cwd = os.getcwd()
project_path = os.path.realpath(os.path.join(os.getcwd(), project))
plink_path = os.path.realpath(os.path.join(project_path, 'plink'))
network_path = os.path.realpath(os.path.join(project_path, 'networks'))
other_path = os.path.realpath(os.path.join(project_path, 'other'))
node_path = os.path.realpath(os.path.join(project_path, 'nodes'))
if os.path.exists(project_path):
shutil.rmtree(project_path)
architecture = [project_path, plink_path, network_path, other_path, node_path]
for directory in architecture:
try:
os.makedirs(directory)
except OSError:
if not os.path.isdir(directory):
raise
for name in os.listdir(cwd):
if name.endswith('.edges'):
pathname = os.path.join(cwd, name)
if os.path.isfile(pathname):
shutil.move(pathname, network_path)
if name.endswith('.dist'):
pathname = os.path.join(cwd, name)
if os.path.isfile(pathname):
shutil.move(pathname, other_path)
if name.endswith('.nat'):
pathname = os.path.join(cwd, name)
if os.path.isfile(pathname):
shutil.move(pathname, node_path)
elif name.startswith(prefix + '_plink_in'):
pathname = os.path.join(cwd, name)
if os.path.isfile(pathname):
os.remove(pathname)
elif name.startswith(prefix + '_plink'):
pathname = os.path.join(cwd, name)
if os.path.isfile(pathname):
shutil.move(pathname, plink_path)
elif name.endswith('_qc.csv'):
pathname = os.path.join(cwd, name)
if os.path.isfile(pathname):
shutil.move(pathname, other_path)
#### Functions for Multiprocessing ####
def netview(matrix, k, mst, algorithm, tree):
nbrs = NearestNeighbors(n_neighbors=k+1, algorithm=algorithm).fit(matrix)
adj_knn = nbrs.kneighbors_graph(matrix).toarray()
np.fill_diagonal(adj_knn, 0)
adj_mknn = (adj_knn == adj_knn.T) * adj_knn
if tree:
adj = mst + adj_mknn
else:
adj = adj_mknn
adjacency = np.tril(adj)
mst_edges = np.argwhere(adjacency < 1)
adjacency[adjacency > 0] = 1.
edges = np.argwhere(adjacency != 0)
weights = matrix[edges[:, 0], edges[:, 1]]
return [k, edges, weights, adjacency, mst_edges]
def netview_callback(k):
print(get_time() + "\t" + ' k=' + str(k[0]))
def get_time():
return time.strftime("[%H:%M:%S]")
#### Command Line Module ####
class CommandLine:
def __init__(self):
self.parser = argparse.ArgumentParser(description='NetView P v0.7', add_help=True)
self.setParser()
self.args = self.parser.parse_args()
self.arg_dict = vars(self.args)
def setParser(self):
data_type = self.parser.add_mutually_exclusive_group(required=True)
# Required Options
self.parser.add_argument('-f', dest='data_file', required=True, type=str,
help="Name of Data File")
data_type.add_argument('-p', dest='plink', action='store_true',
help="PLINK format (.ped/.map)")
data_type.add_argument('-s', dest='snps', action='store_true',
help="SNP matrix (N x SNPs)")
data_type.add_argument('-m', dest='dist', action='store_true',
help="Distance matrix (N x N)")
self.parser.add_argument('-a', dest='attribute_file', default='', type=str, required=True,
help="Node attribute file (.csv)")
# MAIN Options
self.parser.add_argument('--quality', dest='qc', action='store_true', default=False,
help="Quality control in PLINK (OFF)")
self.parser.add_argument('--distance', dest='distance', default='asd', type=str,
help="Distance measure for SNPs: hamming, asd, correlation... (asd)")
self.parser.add_argument('--algorithm', dest='algorithm', default='auto', type=str,
help="Algorithm for NN: auto, ball_tree, kd_tree, brute (brute)")
self.parser.add_argument('--mst-off', dest='tree', action='store_false', default=True,
help="Disable minimum spanning tree (OFF)")
self.parser.add_argument('--ploidy', dest='ploidy', default='diploid', type=str,
help="Set ploidy: haploid, diploid (diploid.")
self.parser.add_argument('--missing', dest='missing', default='0', type=str,
help="Set missing character (0)")
self.parser.add_argument('--prefix', dest='prefix', default='project', type=str,
help="Set prefix (project)")
self.parser.add_argument('--project', dest='project', default=time.strftime("%d-%m-%Y_%H-%M-%S"), type=str,
help="Output project name (timestamp)")
self.parser.add_argument('--sep', dest='sep', default='\t', type=str,
help="Delimiter for data file (\\t).")
# PARAMETER Options
self.parser.add_argument('--mind', dest='mind', default=0.1, type=float,
help="Filter samples > missing rate (0.1)")
self.parser.add_argument('--geno', dest='geno', default=0.1, type=float,
help="Filter SNPs > missing rate (0.1)")
self.parser.add_argument('--maf', dest='maf', default=0.01, type=float,
help="Filter SNPs < minor allele frequency (0.01)")
self.parser.add_argument('--hwe', dest='hwe', default=0.001, type=float,
help="Filter SNPs failing HWE test at P < (0.001)")
self.parser.add_argument('--start', dest='start', default=10, type=int,
help="Start at k = (10)")
self.parser.add_argument('--stop', dest='stop', default=40, type=int,
help="Stop at k = (40)")
self.parser.add_argument('--step', dest='step', default=10, type=int,
help="Step by k = (10)")
# PIPELINE Options
self.parser.add_argument('--visual', dest='visual', action='store_true', default=False,
help="Node attributes ONLY (OFF)")
self.parser.add_argument('--off', dest='off', action='store_true', default=False,
help="Switch off NetView and run only QC (OFF).")
self.parser.add_argument('--matrix', dest='mat', action='store_true', default=False,
help="Generate distance matrix ONLY (OFF).")
#### Data Module ####
class Data:
### DATA ATTRIBUTES ###
def __init__(self):
self.prefix = "project"
self.ploidy = 'diploid'
self.missing = "0"
self.n = 0
self.nSNP = 0
self.ids = [] # IDs
self.alleles = []
self.snps = np.arange(5) # Array (N x SNPs)
self.biodata = [] # List/Alignment of BioPython SeqRecords
self.meta_data = {}
self.snp_data = {}
self.matrices = {}
self.networks = {}
self.matrix = np.arange(5) # Current Matrix
self.netview_runs = 0
self.filetype = ''
### DATA READER ###
def readData(self, file, f, sep="\t", header=False, add_col=0):
def _read_nexus(file, sep=sep):
snp_position = []
snps = []
matrix = False
for line in file:
content = line.strip().split(sep)
if matrix == True:
if ";" in line:
break
snp_position.append(content[0])
snps.append(content[1:])
else:
if "dimensions" in line:
self.n = int(content[1].split("=")[1])
self.nSNP = int(content[2].split("=")[1][:-1])
elif "taxlabels" in line:
self.ids = content[1:]
elif "matrix" in line:
matrix = True
self.snps = np.array([list(i) for i in zip(*snps)]) # ordered by N
self.snp_data['snp_id'] = [''.join(p.split("_")[:-1]) for p in snp_position]
self.snp_data['snp_position'] = [p.split("_")[-1] for p in snp_position]
self.filetype = 'nexus'
def _read_raxml(file, sep=sep):
header = []
ids = []
snps = []
for line in file:
content = line.strip().split(sep)
if header:
ids.append(content[0])
snps.append(content[1])
else:
header = content
self.n = header[0]
self.nSNP = header[1]
self.ids = ids
self.snps = np.array(snps)
self.filetype = 'raxml'
def _read_plink(file, filename, sep=sep):
map_name = filename.split(".")[0] + ".map"
map_file = open(map_name)
ids = []
meta = []
snps = []
for line in file:
content = line.strip().split(sep)
ids.append(content[1])
snps.append(content[6:])
meta.append(content[:6])
self.ids = ids
self.snps = np.array(snps)
self.nSNP = len(self.snps[0])
self.n = len(self.ids)
self.meta_data["pop"] = [i[0] for i in meta]
self.meta_data["dam"] = [i[2] for i in meta]
self.meta_data["sire"] = [i[3] for i in meta]
self.meta_data["sex"] = [i[4] for i in meta]
self.meta_data["phenotype"] = [i[5] for i in meta]
map_content = [line.strip().split() for line in map_file]
map_content = list(zip(*map_content))
self.snp_data['snp_chromosome'] = list(map_content[0])
self.snp_data['snp_id'] = list(map_content[1])
self.snp_data['snp_genetic_distance'] = list(map_content[2])
self.snp_data['snp_position'] = list(map_content[3])
map_file.close()
self.filetype = 'plink'
def _read_matrix(file, header=header, add_col=add_col, sep=sep):
content = [line.strip().split(sep)[add_col:] for line in file]
if header:
content = content[1:]
matrix = np.array([list(map(float, ind)) for ind in content])
self.matrix = matrix
self.matrices['input'] = matrix
return matrix
def _read_snp_mat(file, sep):
matrix = np.array([line.strip().split(sep) for line in file])
self.snps = matrix
self.n = len(matrix[:, 1])
self.nSNP = len(matrix[1, :])
if self.ploidy == 'diploid':
self.snp_data['snp_id'] = [str(i) for i in range(self.nSNP//2)]
else:
self.snp_data['snp_id'] = [str(i) for i in range(self.nSNP)]
def _read_attributes(file, sep=sep):
content = [line.strip().split(sep) for line in file]
head = content[0]
content = list(zip(*content[1:]))
for i in range(len(head)):
self.meta_data[head[i]] = content[i]
self.ids = list(content[0])
## Main Read ##
infile = open(file)
f = f.lower()
if f == "nexus":
_read_nexus(infile, sep)
elif f =="raxml":
_read_raxml(infile, sep)
elif f == "plink":
_read_plink(infile, file, sep)
elif f == "matrix":
matrix = _read_matrix(infile, header, add_col, sep)
elif f == 'snp_mat':
_read_snp_mat(infile, sep)
elif f == 'attributes':
_read_attributes(infile, sep)
else:
print("File format not supported.")
raise IOError
infile.close()
if f != 'attributes':
alleles = np.unique(self.snps).tolist()
if self.missing in alleles:
alleles.remove(self.missing)
self.alleles = alleles
if f == 'matrix':
return matrix
### DATA WRITER ###
def writeData(self, f, file='data.out', sep="\t"):
def _write_raxml(outfile, sep):
outfile.write(str(self.n) + sep + str(self.nSNP) + "\n")
for i in range(self.n):
outfile.write(self.ids[i] + sep + ''.join(self.snps[i]) + "\n")
def _write_nexus(outfile, sep):
taxlabels = " ".join(self.ids)
header = '#nexus\nbegin data;\ndimensions ntax=' + str(self.n) + ' nchar=' + str(self.nSNP) + \
';\nformat symbols="AGCT" gap=. datatype=nucleotide;\ntaxlabels ' + taxlabels + ';\nmatrix\n'
tail = ";\nend;"
snps = list(zip(*self.snps))
outfile.write(header)
for i in range(self.nSNP):
if 'snp_chromosome' in self.snp_data.keys():
outfile.write(self.snp_data['snp_chromosome'][i] + "_")
else:
outfile.write(sep)
if 'snp_id' in self.snp_data.keys():
outfile.write(self.snp_data['snp_id'][i] + sep)
else:
outfile.write("SNP" + str(i) + sep)
outfile.write(sep.join(snps[i]) + "\n")
outfile.write(tail)
def _write_plink(outfile, filename, sep):
mapname = filename.split('.')[0] + ".map"
for i in range(self.n):
if 'pop' in self.meta_data.keys():
outfile.write(self.meta_data['pop'][i] + sep)
else:
outfile.write("NA" + sep)
if self.ids:
outfile.write(self.ids[i] + sep)
else:
outfile.write("N" + str(i+1) + sep)
if 'dam' in self.meta_data.keys():
outfile.write(self.meta_data['dam'][i] + sep)
else:
outfile.write("0" + sep)
if 'sire' in self.meta_data.keys():
outfile.write(self.meta_data['sire'][i] + sep)
else:
outfile.write("0" + sep)
if 'sex' in self.meta_data.keys():
outfile.write(self.meta_data['sex'][i] + sep)
else:
outfile.write("0" + sep)
if 'phenotype' in self.meta_data.keys():
outfile.write(self.meta_data['phenotype'][i] + sep)
else:
outfile.write("0" + sep)
outfile.write(sep.join(self.snps[i]) + "\n")
map_file = open(mapname, "w")
if 'snp_id' in self.snp_data:
for i in range(len(self.snp_data['snp_id'])):
if 'snp_chromosome' in self.snp_data.keys():
map_file.write(self.snp_data['snp_chromosome'][i] + sep)
else:
map_file.write("0" + sep)
if 'snp_id' in self.snp_data.keys():
map_file.write(self.snp_data['snp_id'][i] + sep)
else:
map_file.write("SNP" + str(i+1) + sep)
if 'snp_genetic_distance' in self.snp_data.keys():
map_file.write(self.snp_data['snp_genetic_distance'][i] + sep)
else:
map_file.write("0" + sep)
if 'snp_position' in self.snp_data.keys():
map_file.write(self.snp_data['snp_position'][i] + sep + "\n")
else:
map_file.write("0" + sep + "\n")
map_file.close()
def _write_metadata(outfile, sep):
outfile.write("#" + sep + "n=" + str(self.n) + sep + "nSNP=" +
str(self.nSNP) + sep + "(" + self.ploidy + ")\n")
ordered_keys = sorted([key for key in self.meta_data.keys()])
outfile.write("Isolate")
for key in ordered_keys:
outfile.write(sep + key)
outfile.write("\n")
for i in range(self.n):
if self.ids:
outfile.write(self.ids[i])
else:
outfile.write("N" + str(1))
for key in ordered_keys:
outfile.write(sep + self.meta_data[key][i])
outfile.write("\n")
def _write_snpdata(outfile, sep):
outfile.write("#" + sep + "n=" + str(self.n) + sep + "nSNP=" +
str(self.nSNP) + sep + "(" + self.ploidy + ")\n")
snp_data = dict(self.snp_data)
ordered_keys = sorted([key for key in snp_data.keys()])
outfile.write("SNP" + sep)
for key in ordered_keys:
outfile.write(sep + key)
outfile.write("\n")
for i in range(self.nSNP):
outfile.write("SNP_" + str(i))
for key in ordered_keys:
outfile.write(sep + snp_data[key][i])
outfile.write("\n")
def _write_attributes():
for key, value in self.meta_data.items():
outname = self.prefix + '_' + key + '.nat'
out = open(outname, 'w')
out.write('ID\t' + self.prefix + '_' + key + '\n')
for i in range(len(value)):
out.write(self.ids[i] + '\t' + value[i] + '\n')
out.close()
## Main Write ##
if f == 'attributes':
_write_attributes()
else:
filename = file
outfile = open(filename, "w")
f = f.lower()
if f == "nexus":
_write_nexus(outfile, sep)
elif f =="raxml":
_write_raxml(outfile, sep)
elif f == "plink":
_write_plink(outfile, file, sep)
elif f == "matrix":
np.savetxt(filename, self.matrix, fmt='%.9f', delimiter=sep)
elif f == "meta":
_write_metadata(outfile, sep)
elif f == "snp":
_write_snpdata(outfile, sep)
else:
raise IOError("File format not supported.")
outfile.close()
def __str__(self):
return ('-----------\nNumber of Individuals: %i\nNumber of SNPs: %i\nPloidy: %s\n-----------\n') % \
(self.n, self.nSNP, self.ploidy)
#### Analysis Module ####
class Analysis:
def __init__(self, data):
self.data = data
def getDistance(self, target='snps', distance='hamming'):
print(get_time() + "\t" + 'Distance = ' + distance.upper())
if self.data.filetype == 'dist':
target = 'matrix'
if target == 'matrix':
matrix = np.array(self.data.matrix)
else:
# Convert alleles to numbers (e.g. A -> 1, B -> 2) for use in scipy.spatial.distance.pdist()
allele_codes = {}
for i in range(len(self.data.alleles)):
allele_codes[self.data.alleles[i]] = int(i+1)
allele_codes[self.data.missing] = 0 # missing can not be 1 to i
snps = self.data.snps
for a, code in allele_codes.items():
snps[snps == a] = code
matrix = snps
if distance == 'asd':
self.runPLINK(asd=True)
self.data.readData(file=self.data.prefix + '_plink.mdist', f='matrix', sep=' ')
else:
matrix = sd.squareform(sd.pdist(matrix, distance))
self.data.matrix = matrix
self.data.matrices[distance] = self.data.matrix
return matrix
def runPLINK(self, qc_parameters={}, commandstring='', asd=False, quality=False):
if self.data.ploidy == 'haploid':
raise AttributeError('Haploid genotypes not supported for PLINK.')
if commandstring:
subprocess.call(commandstring)
else:
self.data.writeData(file=self.data.prefix + '_plink_in.ped', f='plink')
if quality and qc_parameters:
command = ['plink', '--noweb', '--file', self.data.prefix + '_plink_in']
for key, value in qc_parameters.items():
command.append(key)
command.append(str(value))
command.append('--recode')
command.append('--out')
command.append(self.data.prefix + '_plink_qc')
subprocess.call(command, stdout=subprocess.DEVNULL)
if os.path.exists(self.data.prefix + '_plink_qc.ped'):
self.data.readData(file=self.data.prefix + '_plink_qc.ped', f='plink', sep=' ')
if asd:
subprocess.call(['plink', '--noweb', '--file', self.data.prefix + '_plink_in', '--cluster', '--distance-matrix',
'--out', self.data.prefix + '_plink'], stdout=subprocess.DEVNULL)
def updateNodeAttributes(self, attribute_file):
if os.path.isfile(self.data.prefix + '_plink_qc.irem'):
infile = open(self.data.prefix + '_plink_qc.irem')
to_remove = [line.strip().split()[1] for line in infile]
infile.close()
infile = open(attribute_file)
outname = attribute_file.split('.')[0] + '_qc.csv'
outfile = open(outname, 'w')
for line in infile:
content = line.strip().split(',')
if content[0] not in to_remove:
outfile.write(line)
infile.close()
outfile.close()
self.data.readData(file=outname, f='attributes', sep=',')
def runNetView(self, tree=True, start=10, stop=40, step=10, algorithm='auto'):
print(get_time() + "\t" + "Minimum Spanning Tree = " + str(tree).upper())
print(get_time() + "\t" + "Nearest Neighbour = " + algorithm.upper())
print(get_time() + "\t" + "k = " + str(start) + " - " + str(stop) + ' (by ' + str(step) + ')')
print(get_time() + "\t" + "---------------------------------")
self.data.netview_runs += 1
matrix = self.data.matrix
if tree:
mst = csg.minimum_spanning_tree(matrix)
mst = mst.toarray()
self.data.networks['mst_' + str(self.data.netview_runs)] = mst
mst = mst + mst.T
else:
mst = None
pool = mp.Pool()
networks = [pool.apply_async(netview, args=(matrix, k, mst, algorithm, tree,), callback=netview_callback)
for k in range(start, stop+1, step)]
pool.close()
pool.join()
for item in networks:
result = item.get()
edges_array = result[1]
edges = result[1].tolist()
mst_edges = result[4].tolist()
self.data.networks['netview_k' + str(result[0]) + '_' + str(self.data.netview_runs)] = result[1:]
filename = self.data.prefix + '_netview_k' + str(result[0]) +\
"_" + str(self.data.netview_runs) + '.edges'
out = open(filename, "w")
out.write('Source\tTarget\tDistance\tMST\n')
for i in range(len(edges)):
out.write(str(self.data.ids[edges[i][0]]) + "\t" + str(self.data.ids[edges[i][1]]) +
"\t" + str(matrix[edges[i][0], edges[i][1]]))
if tree:
if edges[i] in mst_edges:
out.write('\t' + 'red\n')
else:
out.write('\t' + 'grey\n')
else:
out.write("\n")
if not tree:
singletons = np.setdiff1d(np.arange(self.data.n), edges_array.flatten()).tolist()
if singletons:
for node in singletons:
out.write(str(node) + '\n')
out.close()
main()
| gpl-2.0 |
analysiscenter/dataset | batchflow/opensets/imagenette.py | 1 | 5401 | """ Contains Imagenette and Imagewoof datasets """
import os
from os.path import dirname, basename
import tempfile
import logging
import urllib.request
import tarfile
from io import BytesIO
import PIL
import tqdm
import numpy as np
from sklearn.preprocessing import LabelEncoder
from . import ImagesOpenset
logger = logging.getLogger('SmallImagenet')
class Imagenette(ImagesOpenset):
""" Imagenette dataset.
Contains 12894 train and 500 test images. Total size 1.4GB.
Notes
-----
- Datasets contain both grayscale and colored images, ratio ~ 1:100
Argument `drop_grayscale` controls whether grayscale images should be dropped.
"""
SOURCE_URL = 'https://s3.amazonaws.com/fast-ai-imageclas/imagenette.tgz'
num_classes = 10
def __init__(self, *args, drop_grayscale=True, bar=False, preloaded=None, train_test=True, **kwargs):
self.bar = tqdm.tqdm(total=2) if bar else None
self.drop_grayscale = drop_grayscale
super().__init__(*args, preloaded=preloaded, train_test=train_test, **kwargs)
if self.bar:
self.bar.close()
def download(self, path=None):
""" Load data from website and extract it into numpy arrays """
def _image_class(filepath):
""" Image's class is determined by the parent folder of the image """
return basename(dirname(filepath))
def _is_train(filepath):
""" Whether image belongs to train or val parts can be determined by
the level 2 parent folder of the image
"""
return basename(dirname(dirname(filepath))) == 'train'
def _extract(archive, member):
data = archive.extractfile(member).read()
return PIL.Image.open(BytesIO(data))
def _is_file_rgb(archive, member):
""" Check whether archive member is a file.
In case `drop_grayscale` set to `True` it verifies that the member is the RGB mode image as well.
"""
if not self.drop_grayscale:
return member.isfile()
return member.isfile() and _extract(archive, member).mode == 'RGB'
def _gather_extracted(archive, files):
images = np.array([_extract(archive, file) for file in files], dtype=object)
labels = np.array([_image_class(file.name) for file in files])
labels_encoded = LabelEncoder().fit_transform(labels)
return images, labels_encoded
if path is None:
path = tempfile.gettempdir()
filename = os.path.basename(self.SOURCE_URL)
localname = os.path.join(path, filename)
if not os.path.isfile(localname):
logger.info("Downloading %s", filename)
urllib.request.urlretrieve(self.SOURCE_URL, localname)
logger.info("Downloaded %s", filename)
if self.bar:
self.bar.update(1)
logger.info("Extracting...")
with tarfile.open(localname, "r:gz") as archive:
files_in_archive = archive.getmembers()
train_files = [file for file in files_in_archive if _is_file_rgb(archive, file) and _is_train(file.name)]
train_data = _gather_extracted(archive, train_files)
test_files = [file for file in files_in_archive if _is_file_rgb(archive, file) and not _is_train(file.name)]
test_data = _gather_extracted(archive, test_files)
logger.info("Extracted")
if self.bar:
self.bar.update(1)
images = np.concatenate([train_data[0], test_data[0]])
labels = np.concatenate([train_data[1], test_data[1]])
preloaded = images, labels
train_len, test_len = len(train_data[0]), len(test_data[0])
index, train_index, test_index = self._infer_train_test_index(train_len, test_len)
return preloaded, index, train_index, test_index
class Imagenette320(Imagenette):
""" The '320px' version of Imagenette.
The shortest size resized to that size with their aspect ratio maintained.
Contains 12894 train and 500 test images. Total size 325MB.
"""
SOURCE_URL = 'https://s3.amazonaws.com/fast-ai-imageclas/imagenette-320.tgz'
class Imagenette160(Imagenette):
""" The '160px' version of Imagenette.
The shortest size resized to that size with their aspect ratio maintained.
Contains 12894 train and 500 test images. Total size 98MB.
"""
SOURCE_URL = 'https://s3.amazonaws.com/fast-ai-imageclas/imagenette-160.tgz'
class ImageWoof(Imagenette):
""" Imagewoof dataset. See the https://github.com/fastai/imagenette for details.
Contains 12454 train and 500 test images. Total size 1.3GB
"""
SOURCE_URL = 'https://s3.amazonaws.com/fast-ai-imageclas/imagewoof.tgz'
class ImageWoof320(Imagenette):
""" The '320px' version of Imagewoof.
The shortest size resized to that size with their aspect ratio maintained.
Contains 12454 train and 500 test images. Total size 313MB.
"""
SOURCE_URL = 'https://s3.amazonaws.com/fast-ai-imageclas/imagewoof-320.tgz'
class ImageWoof160(Imagenette):
""" The '160px' version of Imagewoof.
The shortest size resized to that size with their aspect ratio maintained.
Contains 12454 train and 500 test images. Total size 88MB
"""
SOURCE_URL = 'https://s3.amazonaws.com/fast-ai-imageclas/imagewoof-160.tgz'
| apache-2.0 |
jkibele/OpticalRS | OpticalRS/DepthEstimator.py | 1 | 9986 | # -*- coding: utf-8 -*-
"""
DepthEstimator
==============
Code for handling required data and producing depth estimates from multispectral
satellite imagery. KNN (Kibele and Shears, In Review) and linear methods
(Lyzenga et al., 2006) are currently supported.
References
----------
Kibele, J., Shears, N.T., In Press. Non-parametric empirical depth regression
for bathymetric mapping in coastal waters. IEEE Journal of Selected Topics in
Applied Earth Observations and Remote Sensing.
Lyzenga, D.R., Malinas, N.P., Tanis, F.J., 2006. Multispectral bathymetry using
a simple physically based algorithm. Geoscience and Remote Sensing, IEEE
Transactions on 44, 2251–2259. doi:10.1109/TGRS.2006.872909
"""
from RasterDS import RasterDS
from ArrayUtils import mask3D_with_2D, equalize_array_masks, equalize_band_masks
import KNNDepth
from Lyzenga2006 import dark_pixel_array, fit_and_predict, deep_water_means
import numpy as np
from sklearn.cross_validation import train_test_split
class DepthEstimator(object):
"""
Once initialized, this object can do a bunch of tasks related to depth
estimation.
Parameters
----------
img : OpticalRS.RasterDS, numpy image array, or file path to image
This is the multispectral image for which depth is to be estimated.
known_depths : OpticalRS.RasterDS, numpy image array, or file path to image
A raster of known depths.
Notes
-----
Assumptions:
- size of known_depths array = size of a single band of img
- unmasked known_depths pixels are a subset of unmasked img pixels
"""
def __init__(self,img,known_depths):
self.img_original = img
self.imrds = None
try:
self.imlevel = img.ndim
except AttributeError:
if type(img).__name__ == 'RasterDS':
self.imlevel = 4
self.imrds = img
else:
# next line should raise exception if `img` can't make RasterDS
self.imrds = RasterDS(img)
self.imlevel = 4
self.known_original = known_depths
if type(self.known_original).__name__=='RasterDS':
self.kdrds = known_depths
elif np.ma.isMaskedArray(self.known_original):
self.kdrds = None
else:
self.kdrds = RasterDS(self.known_original)
self.known_depth_arr = self.__known_depth_arr()
self.imarr = self.__imarr()
self.__mask_depths_with_no_image()
self.nbands = self.imarr_flat.shape[-1]
# Check that the numbers of pixels are compatible
impix = self.imarr_flat.size / self.nbands
dpix = self.known_depth_arr_flat.size
errstr = "{} image pixels and {} depth pixels. Need the same number of pixels."
assert impix == dpix, errstr.format(impix,dpix)
def __imarr(self):
"""
Return 3D (R,C,nBands) image array if possible. If only 2D
(pixels,nBands) array is available, return `None`. Returned array will
be np.ma.MaskedArray type even if no pixels are masked.
"""
try:
self.imarr
except AttributeError:
if self.imlevel == 4:
arr = np.ma.masked_invalid(self.imrds.band_array)
self.imarr = arr
elif self.imlevel == 3:
arr = np.ma.masked_invalid(self.img_original)
self.imarr = arr
else: # level 2
self.imarr = None
return self.imarr
def __known_depth_arr(self):
"""
Return a 2D (R,C) masked array of known depths if possible. If flat
array was handed in instead, return `None`.
"""
try:
self.known_depth_arr
except AttributeError:
if self.kdrds:
arr = self.kdrds.band_array.squeeze()
self.known_depth_arr = np.ma.masked_invalid(arr)
elif isinstance(self.known_original,np.ndarray):
arr = self.known_original.squeeze()
if arr.ndim > 1:
self.known_depth_arr = np.ma.masked_invalid(arr)
else:
self.known_depth_arr = None
else:
# I can't think of a case where we'd get here but...
self.known_depth_arr = None
return self.known_depth_arr
def __mask_depths_with_no_image(self):
"""
Mask depths that have no corresponding pixels. Only works for non-flat
arrays.
"""
if np.ma.is_masked(self.imarr) and np.ma.is_masked(self.known_depth_arr):
# I'm assuming all image bands have the same mask. ...they should.
immask = self.imarr[...,0].mask
self.known_depth_arr = np.ma.masked_where(immask, self.known_depth_arr)
@property
def known_depth_arr_flat(self):
if np.ma.isMA(self.known_depth_arr):
return self.known_depth_arr.ravel()
else:
return self.known_original
@property
def imarr_flat(self):
"""
Return all the image pixels in (pixels,bands) shape.
"""
if self.imlevel > 2:
return self.imarr.reshape(-1,self.imarr.shape[-1])
else:
return self.img_original
@property
def imarr_compressed(self):
"""
Return unmasked pixels in (pixels,bands) shape.
"""
return self.imarr_flat.compressed().reshape(-1,self.nbands)
@property
def known_imarr(self):
"""
Return 3D (R,C,nBands) image array with pixels masked where no known
depth is available. If no 3D image array is available, return `None`.
"""
if np.ma.isMA(self.imarr) and np.ma.isMA(self.known_depth_arr):
return mask3D_with_2D(self.imarr,self.known_depth_arr.mask)
else:
return None
@property
def known_imarr_flat(self):
"""
The flattend (pix,bands) image array with all pixels of unknown depth
masked.
"""
if np.ma.isMA(self.known_imarr):
return self.known_imarr.reshape(-1,self.nbands)
else:
mask1b = self.known_depth_arr_flat.mask
mask = np.repeat(np.atleast_2d(mask1b).T,self.nbands,1)
return np.ma.masked_where(mask,self.imarr_flat)
def training_split(self,train_size=0.4,random_state=0):
"""
Split your `DepthEstimator` into training and test subsets. This is a
wrapper on the scikit-learn `cross_validation.train_test_split`. More
info: http://scikit-learn.org/stable/modules/generated/sklearn.cross_validation.train_test_split.html
Parameters
----------
train_size : float, int, or None (default is 0.4)
If float, should be between 0.0 and 1.0 and represent the
proportion of the dataset to include in the train split. If int,
represents the absolute number of train samples. If None, the value
is automatically set to 0.75.
random_state : int or RandomState
Pseudo-random number generator state used for random sampling.
Returns
-------
(train_DE,test_DE) : tuple of DepthEstimators
Two `DepthEstimator` objects made with compressed and flattened
arrays. Suitable for training and/or testing depth estimators but
not for producing images.
"""
im_train, im_test, dep_train, dep_test = train_test_split(
self.known_imarr_flat, self.known_depth_arr_flat,
train_size=train_size,random_state=random_state)
return DepthEstimator(im_train,dep_train),DepthEstimator(im_test,dep_test)
def knn_depth_model(self,k=5,weights='uniform',metric='minkowski',
n_jobs=4, **kwargs):
"""
Return a trained KNN depth model. See `OpticalRS.KNNDepth.train_model`
for more information. This is really just a wrapper over the
KNeighborsRegressor model in scikit-learn.
"""
return KNNDepth.train_model(self.known_imarr_flat.compressed().reshape(-1,self.nbands),
self.known_depth_arr_flat.compressed(),
k=k, weights=weights,
metric=metric, n_jobs=n_jobs, **kwargs)
def knn_depth_estimation(self,k=5,weights='uniform',
metric='minkowski',n_jobs=4, **kwargs):
"""
Train a KNN regression model with `known_depths` and corresponding
pixels from `img`. Then use that model to predict depths for all pixels
in `img`. Return a single band array of estimated depths.
"""
out = self.imarr[...,0].copy()
knnmodel = self.knn_depth_model(k=k, weights=weights,
metric=metric, n_jobs=n_jobs, **kwargs)
ests = knnmodel.predict(self.imarr_compressed)
out[~out.mask] = ests
return out
def lyzenga_depth_estimation(self, Rinf=None, bands=None, n_std=0,
n_jobs=4):
"""
This will implement the linear depth estimation method described in
Lyzenga et al. 2006. This doc string needs a bit more detail but I don't
have time right now. Check `OpticalRS.Lyzenga2006` for more detail. This
method just wraps some of the code from that module to make it easier to
run.
"""
if bands is None:
bands = self.nbands
if Rinf is None:
Rinf = deep_water_means(self.imarr[...,:bands], n_std=n_std)
X = np.ma.log(self.imarr[...,:bands] - Rinf)
X = equalize_band_masks(X)
# need to re-equalize, might have lost pixels in log transform
Xtrain, deparr = equalize_array_masks(X, self.known_depth_arr)
return fit_and_predict(Xtrain, deparr, X, n_jobs=n_jobs)
| bsd-3-clause |
LiaoPan/scikit-learn | sklearn/neighbors/tests/test_nearest_centroid.py | 305 | 4121 | """
Testing for the nearest centroid module.
"""
import numpy as np
from scipy import sparse as sp
from numpy.testing import assert_array_equal
from numpy.testing import assert_equal
from sklearn.neighbors import NearestCentroid
from sklearn import datasets
from sklearn.metrics.pairwise import pairwise_distances
# toy sample
X = [[-2, -1], [-1, -1], [-1, -2], [1, 1], [1, 2], [2, 1]]
X_csr = sp.csr_matrix(X) # Sparse matrix
y = [-1, -1, -1, 1, 1, 1]
T = [[-1, -1], [2, 2], [3, 2]]
T_csr = sp.csr_matrix(T)
true_result = [-1, 1, 1]
# also load the iris dataset
# and randomly permute it
iris = datasets.load_iris()
rng = np.random.RandomState(1)
perm = rng.permutation(iris.target.size)
iris.data = iris.data[perm]
iris.target = iris.target[perm]
def test_classification_toy():
# Check classification on a toy dataset, including sparse versions.
clf = NearestCentroid()
clf.fit(X, y)
assert_array_equal(clf.predict(T), true_result)
# Same test, but with a sparse matrix to fit and test.
clf = NearestCentroid()
clf.fit(X_csr, y)
assert_array_equal(clf.predict(T_csr), true_result)
# Fit with sparse, test with non-sparse
clf = NearestCentroid()
clf.fit(X_csr, y)
assert_array_equal(clf.predict(T), true_result)
# Fit with non-sparse, test with sparse
clf = NearestCentroid()
clf.fit(X, y)
assert_array_equal(clf.predict(T_csr), true_result)
# Fit and predict with non-CSR sparse matrices
clf = NearestCentroid()
clf.fit(X_csr.tocoo(), y)
assert_array_equal(clf.predict(T_csr.tolil()), true_result)
def test_precomputed():
clf = NearestCentroid(metric="precomputed")
clf.fit(X, y)
S = pairwise_distances(T, clf.centroids_)
assert_array_equal(clf.predict(S), true_result)
def test_iris():
# Check consistency on dataset iris.
for metric in ('euclidean', 'cosine'):
clf = NearestCentroid(metric=metric).fit(iris.data, iris.target)
score = np.mean(clf.predict(iris.data) == iris.target)
assert score > 0.9, "Failed with score = " + str(score)
def test_iris_shrinkage():
# Check consistency on dataset iris, when using shrinkage.
for metric in ('euclidean', 'cosine'):
for shrink_threshold in [None, 0.1, 0.5]:
clf = NearestCentroid(metric=metric,
shrink_threshold=shrink_threshold)
clf = clf.fit(iris.data, iris.target)
score = np.mean(clf.predict(iris.data) == iris.target)
assert score > 0.8, "Failed with score = " + str(score)
def test_pickle():
import pickle
# classification
obj = NearestCentroid()
obj.fit(iris.data, iris.target)
score = obj.score(iris.data, iris.target)
s = pickle.dumps(obj)
obj2 = pickle.loads(s)
assert_equal(type(obj2), obj.__class__)
score2 = obj2.score(iris.data, iris.target)
assert_array_equal(score, score2,
"Failed to generate same score"
" after pickling (classification).")
def test_shrinkage_threshold_decoded_y():
clf = NearestCentroid(shrink_threshold=0.01)
y_ind = np.asarray(y)
y_ind[y_ind == -1] = 0
clf.fit(X, y_ind)
centroid_encoded = clf.centroids_
clf.fit(X, y)
assert_array_equal(centroid_encoded, clf.centroids_)
def test_predict_translated_data():
# Test that NearestCentroid gives same results on translated data
rng = np.random.RandomState(0)
X = rng.rand(50, 50)
y = rng.randint(0, 3, 50)
noise = rng.rand(50)
clf = NearestCentroid(shrink_threshold=0.1)
clf.fit(X, y)
y_init = clf.predict(X)
clf = NearestCentroid(shrink_threshold=0.1)
X_noise = X + noise
clf.fit(X_noise, y)
y_translate = clf.predict(X_noise)
assert_array_equal(y_init, y_translate)
def test_manhattan_metric():
# Test the manhattan metric.
clf = NearestCentroid(metric='manhattan')
clf.fit(X, y)
dense_centroid = clf.centroids_
clf.fit(X_csr, y)
assert_array_equal(clf.centroids_, dense_centroid)
assert_array_equal(dense_centroid, [[-1, -1], [1, 1]])
| bsd-3-clause |
zhenv5/scikit-learn | sklearn/metrics/cluster/tests/test_unsupervised.py | 230 | 2823 | import numpy as np
from scipy.sparse import csr_matrix
from sklearn import datasets
from sklearn.metrics.cluster.unsupervised import silhouette_score
from sklearn.metrics import pairwise_distances
from sklearn.utils.testing import assert_false, assert_almost_equal
from sklearn.utils.testing import assert_raises_regexp
def test_silhouette():
# Tests the Silhouette Coefficient.
dataset = datasets.load_iris()
X = dataset.data
y = dataset.target
D = pairwise_distances(X, metric='euclidean')
# Given that the actual labels are used, we can assume that S would be
# positive.
silhouette = silhouette_score(D, y, metric='precomputed')
assert(silhouette > 0)
# Test without calculating D
silhouette_metric = silhouette_score(X, y, metric='euclidean')
assert_almost_equal(silhouette, silhouette_metric)
# Test with sampling
silhouette = silhouette_score(D, y, metric='precomputed',
sample_size=int(X.shape[0] / 2),
random_state=0)
silhouette_metric = silhouette_score(X, y, metric='euclidean',
sample_size=int(X.shape[0] / 2),
random_state=0)
assert(silhouette > 0)
assert(silhouette_metric > 0)
assert_almost_equal(silhouette_metric, silhouette)
# Test with sparse X
X_sparse = csr_matrix(X)
D = pairwise_distances(X_sparse, metric='euclidean')
silhouette = silhouette_score(D, y, metric='precomputed')
assert(silhouette > 0)
def test_no_nan():
# Assert Silhouette Coefficient != nan when there is 1 sample in a class.
# This tests for the condition that caused issue 960.
# Note that there is only one sample in cluster 0. This used to cause the
# silhouette_score to return nan (see bug #960).
labels = np.array([1, 0, 1, 1, 1])
# The distance matrix doesn't actually matter.
D = np.random.RandomState(0).rand(len(labels), len(labels))
silhouette = silhouette_score(D, labels, metric='precomputed')
assert_false(np.isnan(silhouette))
def test_correct_labelsize():
# Assert 1 < n_labels < n_samples
dataset = datasets.load_iris()
X = dataset.data
# n_labels = n_samples
y = np.arange(X.shape[0])
assert_raises_regexp(ValueError,
'Number of labels is %d\. Valid values are 2 '
'to n_samples - 1 \(inclusive\)' % len(np.unique(y)),
silhouette_score, X, y)
# n_labels = 1
y = np.zeros(X.shape[0])
assert_raises_regexp(ValueError,
'Number of labels is %d\. Valid values are 2 '
'to n_samples - 1 \(inclusive\)' % len(np.unique(y)),
silhouette_score, X, y)
| bsd-3-clause |
ctherien/pysptools | pysptools/skl/km.py | 1 | 4885 | #
#------------------------------------------------------------------------------
# Copyright (c) 2013-2014, Christian Therien
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
#------------------------------------------------------------------------------
#
# km.py - This file is part of the PySptools package.
#
"""
KMeans class
"""
import numpy as np
import sklearn.cluster as cluster
#from . import out
#from .inval import *
from pysptools.classification.out import Output
from pysptools.classification.inval import *
class KMeans(object):
""" KMeans clustering algorithm adapted to hyperspectral imaging """
def __init__(self):
self.cluster = None
self.n_clusters = None
self.output = Output('KMeans')
@PredictInputValidation('KMeans')
def predict(self, M, n_clusters=5, n_jobs=1, init='k-means++'):
"""
KMeans clustering algorithm adapted to hyperspectral imaging.
It is a simple wrapper to the scikit-learn version.
Parameters:
M: `numpy array`
A HSI cube (m x n x p).
n_clusters: `int [default 5]`
The number of clusters to generate.
n_jobs: `int [default 1]`
Taken from scikit-learn doc:
The number of jobs to use for the computation. This works by breaking down the pairwise matrix into n_jobs even slices and computing them in parallel.
If -1 all CPUs are used. If 1 is given, no parallel computing code is used at all, which is useful for debugging. For n_jobs below -1, (n_cpus + 1 + n_jobs) are used. Thus for n_jobs = -2, all CPUs but one are used.
init: `string or array [default 'k-means++']`
Taken from scikit-learn doc: Method for initialization, defaults to `k-means++`:
`k-means++` : selects initial cluster centers for k-mean clustering in a smart way to speed up convergence. See section Notes in k_init for more details.
`random`: choose k observations (rows) at random from data for the initial centroids.
If an ndarray is passed, it should be of shape (n_clusters, n_features) and gives the initial centers.
Returns: `numpy array`
A cluster map (m x n x c), c is the clusters number .
"""
h, w, numBands = M.shape
self.n_clusters = n_clusters
X = np.reshape(M, (w*h, numBands))
clf = cluster.KMeans(n_clusters=n_clusters, n_jobs=n_jobs, init=init)
cls = clf.fit_predict(X)
self.cluster = np.reshape(cls, (h, w))
return self.cluster
@PlotInputValidation3('KMeans')
def plot(self, path, interpolation='none', colorMap='Accent', suffix=None):
"""
Plot the cluster map.
Parameters:
path: `string`
The path where to put the plot.
interpolation: `string [default none]`
A matplotlib interpolation method.
colorMap: `string [default 'Accent']`
A color map element of
['Accent', 'Dark2', 'Paired', 'Pastel1', 'Pastel2', 'Set1', 'Set2', 'Set3'],
"Accent" is the default and it fall back on "Jet".
suffix: `string [default None]`
Add a suffix to the file name.
"""
self.output.plot(self.cluster, self.n_clusters, path=path, interpolation=interpolation, colorMap=colorMap, suffix=suffix)
@DisplayInputValidation3('KMeans')
def display(self, interpolation='none', colorMap='Accent', suffix=None):
"""
Display the cluster map.
Parameters:
path: `string`
The path where to put the plot.
interpolation: `string [default none]`
A matplotlib interpolation method.
colorMap: `string [default 'Accent']`
A color map element of
['Accent', 'Dark2', 'Paired', 'Pastel1', 'Pastel2', 'Set1', 'Set2', 'Set3'],
"Accent" is the default and it fall back on "Jet".
suffix: `string [default None]`
Add a suffix to the title.
"""
self.output.plot(self.cluster, self.n_clusters, interpolation=interpolation, colorMap=colorMap, suffix=suffix)
| apache-2.0 |
zhenv5/scikit-learn | sklearn/decomposition/__init__.py | 147 | 1421 | """
The :mod:`sklearn.decomposition` module includes matrix decomposition
algorithms, including among others PCA, NMF or ICA. Most of the algorithms of
this module can be regarded as dimensionality reduction techniques.
"""
from .nmf import NMF, ProjectedGradientNMF
from .pca import PCA, RandomizedPCA
from .incremental_pca import IncrementalPCA
from .kernel_pca import KernelPCA
from .sparse_pca import SparsePCA, MiniBatchSparsePCA
from .truncated_svd import TruncatedSVD
from .fastica_ import FastICA, fastica
from .dict_learning import (dict_learning, dict_learning_online, sparse_encode,
DictionaryLearning, MiniBatchDictionaryLearning,
SparseCoder)
from .factor_analysis import FactorAnalysis
from ..utils.extmath import randomized_svd
from .online_lda import LatentDirichletAllocation
__all__ = ['DictionaryLearning',
'FastICA',
'IncrementalPCA',
'KernelPCA',
'MiniBatchDictionaryLearning',
'MiniBatchSparsePCA',
'NMF',
'PCA',
'ProjectedGradientNMF',
'RandomizedPCA',
'SparseCoder',
'SparsePCA',
'dict_learning',
'dict_learning_online',
'fastica',
'randomized_svd',
'sparse_encode',
'FactorAnalysis',
'TruncatedSVD',
'LatentDirichletAllocation']
| bsd-3-clause |
huzq/scikit-learn | sklearn/neighbors/_nearest_centroid.py | 4 | 7789 | # -*- coding: utf-8 -*-
"""
Nearest Centroid Classification
"""
# Author: Robert Layton <[email protected]>
# Olivier Grisel <[email protected]>
#
# License: BSD 3 clause
import warnings
import numpy as np
from scipy import sparse as sp
from ..base import BaseEstimator, ClassifierMixin
from ..metrics.pairwise import pairwise_distances
from ..preprocessing import LabelEncoder
from ..utils.validation import check_array, check_is_fitted
from ..utils.validation import _deprecate_positional_args
from ..utils.sparsefuncs import csc_median_axis_0
from ..utils.multiclass import check_classification_targets
class NearestCentroid(ClassifierMixin, BaseEstimator):
"""Nearest centroid classifier.
Each class is represented by its centroid, with test samples classified to
the class with the nearest centroid.
Read more in the :ref:`User Guide <nearest_centroid_classifier>`.
Parameters
----------
metric : str or callable
The metric to use when calculating distance between instances in a
feature array. If metric is a string or callable, it must be one of
the options allowed by metrics.pairwise.pairwise_distances for its
metric parameter.
The centroids for the samples corresponding to each class is the point
from which the sum of the distances (according to the metric) of all
samples that belong to that particular class are minimized.
If the "manhattan" metric is provided, this centroid is the median and
for all other metrics, the centroid is now set to be the mean.
.. versionchanged:: 0.19
``metric='precomputed'`` was deprecated and now raises an error
shrink_threshold : float, default=None
Threshold for shrinking centroids to remove features.
Attributes
----------
centroids_ : array-like of shape (n_classes, n_features)
Centroid of each class.
classes_ : array of shape (n_classes,)
The unique classes labels.
Examples
--------
>>> from sklearn.neighbors import NearestCentroid
>>> import numpy as np
>>> X = np.array([[-1, -1], [-2, -1], [-3, -2], [1, 1], [2, 1], [3, 2]])
>>> y = np.array([1, 1, 1, 2, 2, 2])
>>> clf = NearestCentroid()
>>> clf.fit(X, y)
NearestCentroid()
>>> print(clf.predict([[-0.8, -1]]))
[1]
See also
--------
sklearn.neighbors.KNeighborsClassifier: nearest neighbors classifier
Notes
-----
When used for text classification with tf-idf vectors, this classifier is
also known as the Rocchio classifier.
References
----------
Tibshirani, R., Hastie, T., Narasimhan, B., & Chu, G. (2002). Diagnosis of
multiple cancer types by shrunken centroids of gene expression. Proceedings
of the National Academy of Sciences of the United States of America,
99(10), 6567-6572. The National Academy of Sciences.
"""
@_deprecate_positional_args
def __init__(self, metric='euclidean', *, shrink_threshold=None):
self.metric = metric
self.shrink_threshold = shrink_threshold
def fit(self, X, y):
"""
Fit the NearestCentroid model according to the given training data.
Parameters
----------
X : {array-like, sparse matrix} of shape (n_samples, n_features)
Training vector, where n_samples is the number of samples and
n_features is the number of features.
Note that centroid shrinking cannot be used with sparse matrices.
y : array-like of shape (n_samples,)
Target values (integers)
"""
if self.metric == 'precomputed':
raise ValueError("Precomputed is not supported.")
# If X is sparse and the metric is "manhattan", store it in a csc
# format is easier to calculate the median.
if self.metric == 'manhattan':
X, y = self._validate_data(X, y, accept_sparse=['csc'])
else:
X, y = self._validate_data(X, y, accept_sparse=['csr', 'csc'])
is_X_sparse = sp.issparse(X)
if is_X_sparse and self.shrink_threshold:
raise ValueError("threshold shrinking not supported"
" for sparse input")
check_classification_targets(y)
n_samples, n_features = X.shape
le = LabelEncoder()
y_ind = le.fit_transform(y)
self.classes_ = classes = le.classes_
n_classes = classes.size
if n_classes < 2:
raise ValueError('The number of classes has to be greater than'
' one; got %d class' % (n_classes))
# Mask mapping each class to its members.
self.centroids_ = np.empty((n_classes, n_features), dtype=np.float64)
# Number of clusters in each class.
nk = np.zeros(n_classes)
for cur_class in range(n_classes):
center_mask = y_ind == cur_class
nk[cur_class] = np.sum(center_mask)
if is_X_sparse:
center_mask = np.where(center_mask)[0]
# XXX: Update other averaging methods according to the metrics.
if self.metric == "manhattan":
# NumPy does not calculate median of sparse matrices.
if not is_X_sparse:
self.centroids_[cur_class] = np.median(X[center_mask], axis=0)
else:
self.centroids_[cur_class] = csc_median_axis_0(X[center_mask])
else:
if self.metric != 'euclidean':
warnings.warn("Averaging for metrics other than "
"euclidean and manhattan not supported. "
"The average is set to be the mean."
)
self.centroids_[cur_class] = X[center_mask].mean(axis=0)
if self.shrink_threshold:
dataset_centroid_ = np.mean(X, axis=0)
# m parameter for determining deviation
m = np.sqrt((1. / nk) - (1. / n_samples))
# Calculate deviation using the standard deviation of centroids.
variance = (X - self.centroids_[y_ind]) ** 2
variance = variance.sum(axis=0)
s = np.sqrt(variance / (n_samples - n_classes))
s += np.median(s) # To deter outliers from affecting the results.
mm = m.reshape(len(m), 1) # Reshape to allow broadcasting.
ms = mm * s
deviation = ((self.centroids_ - dataset_centroid_) / ms)
# Soft thresholding: if the deviation crosses 0 during shrinking,
# it becomes zero.
signs = np.sign(deviation)
deviation = (np.abs(deviation) - self.shrink_threshold)
np.clip(deviation, 0, None, out=deviation)
deviation *= signs
# Now adjust the centroids using the deviation
msd = ms * deviation
self.centroids_ = dataset_centroid_[np.newaxis, :] + msd
return self
def predict(self, X):
"""Perform classification on an array of test vectors X.
The predicted class C for each sample in X is returned.
Parameters
----------
X : array-like of shape (n_samples, n_features)
Returns
-------
C : ndarray of shape (n_samples,)
Notes
-----
If the metric constructor parameter is "precomputed", X is assumed to
be the distance matrix between the data to be predicted and
``self.centroids_``.
"""
check_is_fitted(self)
X = check_array(X, accept_sparse='csr')
return self.classes_[pairwise_distances(
X, self.centroids_, metric=self.metric).argmin(axis=1)]
| bsd-3-clause |
JeanKossaifi/scikit-learn | benchmarks/bench_plot_nmf.py | 90 | 5742 | """
Benchmarks of Non-Negative Matrix Factorization
"""
from __future__ import print_function
from collections import defaultdict
import gc
from time import time
import numpy as np
from scipy.linalg import norm
from sklearn.decomposition.nmf import NMF, _initialize_nmf
from sklearn.datasets.samples_generator import make_low_rank_matrix
from sklearn.externals.six.moves import xrange
def alt_nnmf(V, r, max_iter=1000, tol=1e-3, init='random'):
'''
A, S = nnmf(X, r, tol=1e-3, R=None)
Implement Lee & Seung's algorithm
Parameters
----------
V : 2-ndarray, [n_samples, n_features]
input matrix
r : integer
number of latent features
max_iter : integer, optional
maximum number of iterations (default: 1000)
tol : double
tolerance threshold for early exit (when the update factor is within
tol of 1., the function exits)
init : string
Method used to initialize the procedure.
Returns
-------
A : 2-ndarray, [n_samples, r]
Component part of the factorization
S : 2-ndarray, [r, n_features]
Data part of the factorization
Reference
---------
"Algorithms for Non-negative Matrix Factorization"
by Daniel D Lee, Sebastian H Seung
(available at http://citeseer.ist.psu.edu/lee01algorithms.html)
'''
# Nomenclature in the function follows Lee & Seung
eps = 1e-5
n, m = V.shape
W, H = _initialize_nmf(V, r, init, random_state=0)
for i in xrange(max_iter):
updateH = np.dot(W.T, V) / (np.dot(np.dot(W.T, W), H) + eps)
H *= updateH
updateW = np.dot(V, H.T) / (np.dot(W, np.dot(H, H.T)) + eps)
W *= updateW
if i % 10 == 0:
max_update = max(updateW.max(), updateH.max())
if abs(1. - max_update) < tol:
break
return W, H
def report(error, time):
print("Frobenius loss: %.5f" % error)
print("Took: %.2fs" % time)
print()
def benchmark(samples_range, features_range, rank=50, tolerance=1e-5):
timeset = defaultdict(lambda: [])
err = defaultdict(lambda: [])
for n_samples in samples_range:
for n_features in features_range:
print("%2d samples, %2d features" % (n_samples, n_features))
print('=======================')
X = np.abs(make_low_rank_matrix(n_samples, n_features,
effective_rank=rank, tail_strength=0.2))
gc.collect()
print("benchmarking nndsvd-nmf: ")
tstart = time()
m = NMF(n_components=30, tol=tolerance, init='nndsvd').fit(X)
tend = time() - tstart
timeset['nndsvd-nmf'].append(tend)
err['nndsvd-nmf'].append(m.reconstruction_err_)
report(m.reconstruction_err_, tend)
gc.collect()
print("benchmarking nndsvda-nmf: ")
tstart = time()
m = NMF(n_components=30, init='nndsvda',
tol=tolerance).fit(X)
tend = time() - tstart
timeset['nndsvda-nmf'].append(tend)
err['nndsvda-nmf'].append(m.reconstruction_err_)
report(m.reconstruction_err_, tend)
gc.collect()
print("benchmarking nndsvdar-nmf: ")
tstart = time()
m = NMF(n_components=30, init='nndsvdar',
tol=tolerance).fit(X)
tend = time() - tstart
timeset['nndsvdar-nmf'].append(tend)
err['nndsvdar-nmf'].append(m.reconstruction_err_)
report(m.reconstruction_err_, tend)
gc.collect()
print("benchmarking random-nmf")
tstart = time()
m = NMF(n_components=30, init='random', max_iter=1000,
tol=tolerance).fit(X)
tend = time() - tstart
timeset['random-nmf'].append(tend)
err['random-nmf'].append(m.reconstruction_err_)
report(m.reconstruction_err_, tend)
gc.collect()
print("benchmarking alt-random-nmf")
tstart = time()
W, H = alt_nnmf(X, r=30, init='random', tol=tolerance)
tend = time() - tstart
timeset['alt-random-nmf'].append(tend)
err['alt-random-nmf'].append(np.linalg.norm(X - np.dot(W, H)))
report(norm(X - np.dot(W, H)), tend)
return timeset, err
if __name__ == '__main__':
from mpl_toolkits.mplot3d import axes3d # register the 3d projection
axes3d
import matplotlib.pyplot as plt
samples_range = np.linspace(50, 500, 3).astype(np.int)
features_range = np.linspace(50, 500, 3).astype(np.int)
timeset, err = benchmark(samples_range, features_range)
for i, results in enumerate((timeset, err)):
fig = plt.figure('scikit-learn Non-Negative Matrix Factorization'
'benchmark results')
ax = fig.gca(projection='3d')
for c, (label, timings) in zip('rbgcm', sorted(results.iteritems())):
X, Y = np.meshgrid(samples_range, features_range)
Z = np.asarray(timings).reshape(samples_range.shape[0],
features_range.shape[0])
# plot the actual surface
ax.plot_surface(X, Y, Z, rstride=8, cstride=8, alpha=0.3,
color=c)
# dummy point plot to stick the legend to since surface plot do not
# support legends (yet?)
ax.plot([1], [1], [1], color=c, label=label)
ax.set_xlabel('n_samples')
ax.set_ylabel('n_features')
zlabel = 'Time (s)' if i == 0 else 'reconstruction error'
ax.set_zlabel(zlabel)
ax.legend()
plt.show()
| bsd-3-clause |
sylvan5/PRML | ch5/digits.py | 2 | 2415 | #coding:utf-8
import numpy as np
from mlp import MultiLayerPerceptron
from sklearn.datasets import load_digits
from sklearn.cross_validation import train_test_split
from sklearn.preprocessing import LabelBinarizer
from sklearn.metrics import confusion_matrix, classification_report
"""
簡易手書き数字データの認識
scikit-learnのインストールが必要
http://scikit-learn.org/
"""
if __name__ == "__main__":
# scikit-learnの簡易数字データをロード
# 1797サンプル, 8x8ピクセル
digits = load_digits()
# 訓練データを作成
X = digits.data
y = digits.target
# ピクセルの値を0.0-1.0に正規化
X /= X.max()
# 多層パーセプトロン
mlp = MultiLayerPerceptron(64, 100, 10, act1="tanh", act2="sigmoid")
# 訓練データ（90%）とテストデータ（10%）に分解
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1)
# 教師信号の数字を1-of-K表記に変換
# 0 => [1, 0, 0, 0, 0, 0, 0, 0, 0, 0]
# 1 => [0, 1, 0, 0, 0, 0, 0, 0, 0, 0]
# ...
# 9 => [0, 0, 0, 0, 0, 0, 0, 0, 0, 1]
labels_train = LabelBinarizer().fit_transform(y_train)
labels_test = LabelBinarizer().fit_transform(y_test)
# 訓練データを用いてニューラルネットの重みを学習
mlp.fit(X_train, labels_train, learning_rate=0.01, epochs=10000)
# テストデータを用いて予測精度を計算
predictions = []
for i in range(X_test.shape[0]):
o = mlp.predict(X_test[i])
# 最大の出力を持つクラスに分類
predictions.append(np.argmax(o))
print confusion_matrix(y_test, predictions)
print classification_report(y_test, predictions)
# 誤認識したデータのみ描画
# 誤認識データ数と誤っているテストデータのidxを収集
cnt = 0
error_idx = []
for idx in range(len(y_test)):
if y_test[idx] != predictions[idx]:
print "error: %d : %d => %d" % (idx, y_test[idx], predictions[idx])
error_idx.append(idx)
cnt += 1
# 描画
import pylab
for i, idx in enumerate(error_idx):
pylab.subplot(cnt/5 + 1, 5, i + 1)
pylab.axis('off')
pylab.imshow(X_test[idx].reshape((8, 8)), cmap=pylab.cm.gray_r)
pylab.title('%d : %i => %i' % (idx, y_test[idx], predictions[idx]))
pylab.show()
| mit |
evgchz/scikit-learn | examples/ensemble/plot_gradient_boosting_regularization.py | 355 | 2843 | """
================================
Gradient Boosting regularization
================================
Illustration of the effect of different regularization strategies
for Gradient Boosting. The example is taken from Hastie et al 2009.
The loss function used is binomial deviance. Regularization via
shrinkage (``learning_rate < 1.0``) improves performance considerably.
In combination with shrinkage, stochastic gradient boosting
(``subsample < 1.0``) can produce more accurate models by reducing the
variance via bagging.
Subsampling without shrinkage usually does poorly.
Another strategy to reduce the variance is by subsampling the features
analogous to the random splits in Random Forests
(via the ``max_features`` parameter).
.. [1] T. Hastie, R. Tibshirani and J. Friedman, "Elements of Statistical
Learning Ed. 2", Springer, 2009.
"""
print(__doc__)
# Author: Peter Prettenhofer <[email protected]>
#
# License: BSD 3 clause
import numpy as np
import matplotlib.pyplot as plt
from sklearn import ensemble
from sklearn import datasets
X, y = datasets.make_hastie_10_2(n_samples=12000, random_state=1)
X = X.astype(np.float32)
# map labels from {-1, 1} to {0, 1}
labels, y = np.unique(y, return_inverse=True)
X_train, X_test = X[:2000], X[2000:]
y_train, y_test = y[:2000], y[2000:]
original_params = {'n_estimators': 1000, 'max_leaf_nodes': 4, 'max_depth': None, 'random_state': 2,
'min_samples_split': 5}
plt.figure()
for label, color, setting in [('No shrinkage', 'orange',
{'learning_rate': 1.0, 'subsample': 1.0}),
('learning_rate=0.1', 'turquoise',
{'learning_rate': 0.1, 'subsample': 1.0}),
('subsample=0.5', 'blue',
{'learning_rate': 1.0, 'subsample': 0.5}),
('learning_rate=0.1, subsample=0.5', 'gray',
{'learning_rate': 0.1, 'subsample': 0.5}),
('learning_rate=0.1, max_features=2', 'magenta',
{'learning_rate': 0.1, 'max_features': 2})]:
params = dict(original_params)
params.update(setting)
clf = ensemble.GradientBoostingClassifier(**params)
clf.fit(X_train, y_train)
# compute test set deviance
test_deviance = np.zeros((params['n_estimators'],), dtype=np.float64)
for i, y_pred in enumerate(clf.staged_decision_function(X_test)):
# clf.loss_ assumes that y_test[i] in {0, 1}
test_deviance[i] = clf.loss_(y_test, y_pred)
plt.plot((np.arange(test_deviance.shape[0]) + 1)[::5], test_deviance[::5],
'-', color=color, label=label)
plt.legend(loc='upper left')
plt.xlabel('Boosting Iterations')
plt.ylabel('Test Set Deviance')
plt.show()
| bsd-3-clause |
WojciechMigda/TCO-PCFStupskiPrize1 | src/cell_patches_dbscan.py | 1 | 8930 | #!/opt/anaconda2/bin/python
# -*- coding: utf-8 -*-
"""
################################################################################
#
# Copyright (c) 2015 Wojciech Migda
# All rights reserved
# Distributed under the terms of the MIT license
#
################################################################################
#
# Filename: cell_patches_kmeans.py
#
# Decription:
# Cell patches from images (with KMeans)
#
# Authors:
# Wojciech Migda
#
################################################################################
#
# History:
# --------
# Date Who Ticket Description
# ---------- --- --------- ------------------------------------------------
# 2015-12-20 wm Initial version
#
################################################################################
"""
from __future__ import print_function
DEBUG = False
__all__ = []
__version__ = 0.1
__date__ = '2015-12-20'
__updated__ = '2015-12-20'
from sys import path as sys_path
sys_path.insert(0, './Pipe')
import pipe as P
def pois(im, num_peaks, footprint_radius=2.5, min_dist=8, thr_abs=0.7):
from skimage.draw import circle
FOOTPRINT_RADIUS = footprint_radius
cxy = circle(4, 4, FOOTPRINT_RADIUS)
from numpy import zeros
cc = zeros((9, 9), dtype=int)
cc[cxy] = 1
from skimage.feature import peak_local_max
MIN_DIST = min_dist
THR_ABS = thr_abs
coordinates = [
peak_local_max(
im[:, :, layer],
min_distance=MIN_DIST,
footprint=cc,
threshold_abs=THR_ABS,
num_peaks=num_peaks) for layer in range(im.shape[2])]
return coordinates
@P.Pipe
def cluster(seq, window, epsilon, with_polar):
from numpy import where,array
from skimagepipes import cart2polar_
w2 = window / 2
for im, pois in seq:
for layer in range(im.shape[2]):
p = pois[layer]
p = p[where(
(p[:, 0] >= w2) &
(p[:, 0] < (im.shape[0] - w2)) &
(p[:, 1] >= w2) &
(p[:, 1] < (im.shape[1] - w2))
)
]
print(str(p.shape[0]) + " pois")
patches = array([im[cx - w2:cx + w2, cy - w2:cy + w2, layer].ravel() for cx, cy in p])
if with_polar:
patches = array([cart2polar_(im[cx - w2:cx + w2, cy - w2:cy + w2, layer]).ravel() for cx, cy in p])
pass
from sklearn.cluster import DBSCAN
#clf = DBSCAN(min_samples=5, eps=3.6)
#clf = DBSCAN(min_samples=5, eps=3.3) # 16x16 [51,148,105]
#clf = DBSCAN(min_samples=5, eps=3.2) # 16x16 [42,105,66]
#clf = DBSCAN(min_samples=5, eps=3.1) # 16x16 [36,57,33]
#clf = DBSCAN(min_samples=5, eps=2.8) # 14x14 [70,259,128]
#clf = DBSCAN(min_samples=5, eps=2.6) # 14x14 [50,104,42*]
#clf = DBSCAN(min_samples=5, eps=2.4) # 14x14 [34,34,11]
#clf = DBSCAN(min_samples=5, eps=2.2) # 12x12 [84*,248,84]
#clf = DBSCAN(min_samples=5, eps=2.1) # 12x12 [69*,155,48]
clf = DBSCAN(eps=epsilon, leaf_size=1000)
clf.fit(patches)
print(clf.components_.shape)
nclust = clf.components_.shape[0]
VISUALIZE = True
VISUALIZE = False
if VISUALIZE:
from skimage.exposure import rescale_intensity
from matplotlib import pyplot as plt
fig, ax = plt.subplots(1, nclust, figsize=(8, 3), sharex=True, sharey=True, subplot_kw={'adjustable':'box-forced'})
for i in range(nclust):
ax[i].imshow(
rescale_intensity(
clf.components_[i].reshape((window, window))
)
,interpolation='nearest'
#,cmap=plt.cm.gray
)
ax[i].axis('off')
pass
fig.subplots_adjust(wspace=0.02, hspace=0.02, top=0.9,
bottom=0.02, left=0.02, right=0.98)
plt.show()
pass
yield clf.components_
pass
return
def work(in_csv_file, out_csv_file, max_n_pois, patch_size, epsilon, with_polar):
from pypipes import as_csv_rows,iformat,loopcount,itime,iattach
from nppipes import itake,iexpand_dims
from skimagepipes import as_image,as_float,equalize_hist,imshow,trim,rgb_as_hed
from tcopipes import clean
features = (
in_csv_file
| as_csv_rows
#| P.skip(1)
#| P.take(3)
| itake(0)
| P.tee
| iformat('../../data/DX/{}-DX.png')
| as_image
| itime
| loopcount
| trim(0.2)
| as_float
| clean
| rgb_as_hed
| itake(0, axis=2)
| iexpand_dims(axis=2)
| equalize_hist
| imshow("H layer", cmap='gray')
| iattach(pois, max_n_pois)
| cluster(patch_size, epsilon, with_polar)
| P.as_list
)
#print(type(next(features, None)))
#print(next(features, None).shape)
from numpy import vstack
from numpy import savetxt
#print(vstack(features).shape)
savetxt(out_csv_file, vstack(features), delimiter=',', fmt='%f')
pass
def main(argv=None): # IGNORE:C0111
'''Command line options.'''
from sys import argv as Argv
if argv is None:
argv = Argv
pass
else:
Argv.extend(argv)
pass
from os.path import basename
program_name = basename(Argv[0])
program_version = "v%s" % __version__
program_build_date = str(__updated__)
program_version_message = '%%(prog)s %s (%s)' % (program_version, program_build_date)
program_shortdesc = __import__('__main__').__doc__.split("\n")[1]
program_license = '''%s
Created by Wojciech Migda on %s.
Copyright 2015 Wojciech Migda. All rights reserved.
Licensed under the MIT License
Distributed on an "AS IS" basis without warranties
or conditions of any kind, either express or implied.
USAGE
''' % (program_shortdesc, str(__date__))
try:
from argparse import ArgumentParser
from argparse import RawDescriptionHelpFormatter
from argparse import FileType
from sys import stdout,stdin
# Setup argument parser
parser = ArgumentParser(description=program_license, formatter_class=RawDescriptionHelpFormatter)
#parser.add_argument("-D", "--data-dir",
# type=str, action='store', dest="data_dir", required=True,
# help="directory with input CSV files, BMP 'train' and 'test' subfolders, and where H5 will be stored")
parser.add_argument("-i", "--in-csv",
action='store', dest="in_csv_file", default=stdin,
type=FileType('r'),
help="input CSV file name")
parser.add_argument("-o", "--out-csv",
action='store', dest="out_csv_file", default=stdout,
type=FileType('w'),
help="output CSV file name")
parser.add_argument("-p", "--patch-size",
type=int, default=12, action='store', dest="patch_size",
help="size of square patch to build the codebook upon, in pixels")
parser.add_argument("-N", "--max-pois",
type=int, default=5000, action='store', dest="max_n_pois",
help="max number of PoIs to collect (num_peaks of peak_local_max)")
parser.add_argument("-e", "--epsilon",
type=float, default=2.1, action='store', dest="epsilon",
help="epsilon for DBSCAN")
parser.add_argument("-P", "--with-polar",
default=False, action='store_true', dest="with_polar",
help="convert patches to polar coordinates")
# Process arguments
args = parser.parse_args()
for k, v in args.__dict__.items():
print(str(k) + ' => ' + str(v))
pass
work(args.in_csv_file,
args.out_csv_file,
args.max_n_pois,
args.patch_size,
args.epsilon,
args.with_polar)
return 0
except KeyboardInterrupt:
### handle keyboard interrupt ###
return 0
except Exception as e:
if DEBUG:
raise(e)
pass
indent = len(program_name) * " "
from sys import stderr
stderr.write(program_name + ": " + repr(e) + "\n")
stderr.write(indent + " for help use --help")
return 2
pass
if __name__ == "__main__":
if DEBUG:
from sys import argv
argv.append("--in-csv=../../data/training.csv")
argv.append("--max-pois=5000")
pass
from sys import exit as Exit
Exit(main())
pass
| mit |
alexsavio/scikit-learn | sklearn/gaussian_process/gpr.py | 13 | 18747 | """Gaussian processes regression. """
# Authors: Jan Hendrik Metzen <[email protected]>
#
# License: BSD 3 clause
import warnings
from operator import itemgetter
import numpy as np
from scipy.linalg import cholesky, cho_solve, solve_triangular
from scipy.optimize import fmin_l_bfgs_b
from sklearn.base import BaseEstimator, RegressorMixin, clone
from sklearn.gaussian_process.kernels import RBF, ConstantKernel as C
from sklearn.utils import check_random_state
from sklearn.utils.validation import check_X_y, check_array
class GaussianProcessRegressor(BaseEstimator, RegressorMixin):
"""Gaussian process regression (GPR).
The implementation is based on Algorithm 2.1 of Gaussian Processes
for Machine Learning (GPML) by Rasmussen and Williams.
In addition to standard scikit-learn estimator API,
GaussianProcessRegressor:
* allows prediction without prior fitting (based on the GP prior)
* provides an additional method sample_y(X), which evaluates samples
drawn from the GPR (prior or posterior) at given inputs
* exposes a method log_marginal_likelihood(theta), which can be used
externally for other ways of selecting hyperparameters, e.g., via
Markov chain Monte Carlo.
Read more in the :ref:`User Guide <gaussian_process>`.
.. versionadded:: 0.18
Parameters
----------
kernel : kernel object
The kernel specifying the covariance function of the GP. If None is
passed, the kernel "1.0 * RBF(1.0)" is used as default. Note that
the kernel's hyperparameters are optimized during fitting.
alpha : float or array-like, optional (default: 1e-10)
Value added to the diagonal of the kernel matrix during fitting.
Larger values correspond to increased noise level in the observations
and reduce potential numerical issue during fitting. If an array is
passed, it must have the same number of entries as the data used for
fitting and is used as datapoint-dependent noise level. Note that this
is equivalent to adding a WhiteKernel with c=alpha. Allowing to specify
the noise level directly as a parameter is mainly for convenience and
for consistency with Ridge.
optimizer : string or callable, optional (default: "fmin_l_bfgs_b")
Can either be one of the internally supported optimizers for optimizing
the kernel's parameters, specified by a string, or an externally
defined optimizer passed as a callable. If a callable is passed, it
must have the signature::
def optimizer(obj_func, initial_theta, bounds):
# * 'obj_func' is the objective function to be maximized, which
# takes the hyperparameters theta as parameter and an
# optional flag eval_gradient, which determines if the
# gradient is returned additionally to the function value
# * 'initial_theta': the initial value for theta, which can be
# used by local optimizers
# * 'bounds': the bounds on the values of theta
....
# Returned are the best found hyperparameters theta and
# the corresponding value of the target function.
return theta_opt, func_min
Per default, the 'fmin_l_bfgs_b' algorithm from scipy.optimize
is used. If None is passed, the kernel's parameters are kept fixed.
Available internal optimizers are::
'fmin_l_bfgs_b'
n_restarts_optimizer : int, optional (default: 0)
The number of restarts of the optimizer for finding the kernel's
parameters which maximize the log-marginal likelihood. The first run
of the optimizer is performed from the kernel's initial parameters,
the remaining ones (if any) from thetas sampled log-uniform randomly
from the space of allowed theta-values. If greater than 0, all bounds
must be finite. Note that n_restarts_optimizer == 0 implies that one
run is performed.
normalize_y : boolean, optional (default: False)
Whether the target values y are normalized, i.e., the mean of the
observed target values become zero. This parameter should be set to
True if the target values' mean is expected to differ considerable from
zero. When enabled, the normalization effectively modifies the GP's
prior based on the data, which contradicts the likelihood principle;
normalization is thus disabled per default.
copy_X_train : bool, optional (default: True)
If True, a persistent copy of the training data is stored in the
object. Otherwise, just a reference to the training data is stored,
which might cause predictions to change if the data is modified
externally.
random_state : integer or numpy.RandomState, optional
The generator used to initialize the centers. If an integer is
given, it fixes the seed. Defaults to the global numpy random
number generator.
Attributes
----------
X_train_ : array-like, shape = (n_samples, n_features)
Feature values in training data (also required for prediction)
y_train_ : array-like, shape = (n_samples, [n_output_dims])
Target values in training data (also required for prediction)
kernel_ : kernel object
The kernel used for prediction. The structure of the kernel is the
same as the one passed as parameter but with optimized hyperparameters
L_ : array-like, shape = (n_samples, n_samples)
Lower-triangular Cholesky decomposition of the kernel in ``X_train_``
alpha_ : array-like, shape = (n_samples,)
Dual coefficients of training data points in kernel space
log_marginal_likelihood_value_ : float
The log-marginal-likelihood of ``self.kernel_.theta``
"""
def __init__(self, kernel=None, alpha=1e-10,
optimizer="fmin_l_bfgs_b", n_restarts_optimizer=0,
normalize_y=False, copy_X_train=True, random_state=None):
self.kernel = kernel
self.alpha = alpha
self.optimizer = optimizer
self.n_restarts_optimizer = n_restarts_optimizer
self.normalize_y = normalize_y
self.copy_X_train = copy_X_train
self.random_state = random_state
def fit(self, X, y):
"""Fit Gaussian process regression model
Parameters
----------
X : array-like, shape = (n_samples, n_features)
Training data
y : array-like, shape = (n_samples, [n_output_dims])
Target values
Returns
-------
self : returns an instance of self.
"""
if self.kernel is None: # Use an RBF kernel as default
self.kernel_ = C(1.0, constant_value_bounds="fixed") \
* RBF(1.0, length_scale_bounds="fixed")
else:
self.kernel_ = clone(self.kernel)
self.rng = check_random_state(self.random_state)
X, y = check_X_y(X, y, multi_output=True, y_numeric=True)
# Normalize target value
if self.normalize_y:
self.y_train_mean = np.mean(y, axis=0)
# demean y
y = y - self.y_train_mean
else:
self.y_train_mean = np.zeros(1)
if np.iterable(self.alpha) \
and self.alpha.shape[0] != y.shape[0]:
if self.alpha.shape[0] == 1:
self.alpha = self.alpha[0]
else:
raise ValueError("alpha must be a scalar or an array"
" with same number of entries as y.(%d != %d)"
% (self.alpha.shape[0], y.shape[0]))
self.X_train_ = np.copy(X) if self.copy_X_train else X
self.y_train_ = np.copy(y) if self.copy_X_train else y
if self.optimizer is not None and self.kernel_.n_dims > 0:
# Choose hyperparameters based on maximizing the log-marginal
# likelihood (potentially starting from several initial values)
def obj_func(theta, eval_gradient=True):
if eval_gradient:
lml, grad = self.log_marginal_likelihood(
theta, eval_gradient=True)
return -lml, -grad
else:
return -self.log_marginal_likelihood(theta)
# First optimize starting from theta specified in kernel
optima = [(self._constrained_optimization(obj_func,
self.kernel_.theta,
self.kernel_.bounds))]
# Additional runs are performed from log-uniform chosen initial
# theta
if self.n_restarts_optimizer > 0:
if not np.isfinite(self.kernel_.bounds).all():
raise ValueError(
"Multiple optimizer restarts (n_restarts_optimizer>0) "
"requires that all bounds are finite.")
bounds = self.kernel_.bounds
for iteration in range(self.n_restarts_optimizer):
theta_initial = \
self.rng.uniform(bounds[:, 0], bounds[:, 1])
optima.append(
self._constrained_optimization(obj_func, theta_initial,
bounds))
# Select result from run with minimal (negative) log-marginal
# likelihood
lml_values = list(map(itemgetter(1), optima))
self.kernel_.theta = optima[np.argmin(lml_values)][0]
self.log_marginal_likelihood_value_ = -np.min(lml_values)
else:
self.log_marginal_likelihood_value_ = \
self.log_marginal_likelihood(self.kernel_.theta)
# Precompute quantities required for predictions which are independent
# of actual query points
K = self.kernel_(self.X_train_)
K[np.diag_indices_from(K)] += self.alpha
self.L_ = cholesky(K, lower=True) # Line 2
self.alpha_ = cho_solve((self.L_, True), self.y_train_) # Line 3
return self
def predict(self, X, return_std=False, return_cov=False):
"""Predict using the Gaussian process regression model
We can also predict based on an unfitted model by using the GP prior.
In addition to the mean of the predictive distribution, also its
standard deviation (return_std=True) or covariance (return_cov=True).
Note that at most one of the two can be requested.
Parameters
----------
X : array-like, shape = (n_samples, n_features)
Query points where the GP is evaluated
return_std : bool, default: False
If True, the standard-deviation of the predictive distribution at
the query points is returned along with the mean.
return_cov : bool, default: False
If True, the covariance of the joint predictive distribution at
the query points is returned along with the mean
Returns
-------
y_mean : array, shape = (n_samples, [n_output_dims])
Mean of predictive distribution a query points
y_std : array, shape = (n_samples,), optional
Standard deviation of predictive distribution at query points.
Only returned when return_std is True.
y_cov : array, shape = (n_samples, n_samples), optional
Covariance of joint predictive distribution a query points.
Only returned when return_cov is True.
"""
if return_std and return_cov:
raise RuntimeError(
"Not returning standard deviation of predictions when "
"returning full covariance.")
X = check_array(X)
if not hasattr(self, "X_train_"): # Unfitted;predict based on GP prior
y_mean = np.zeros(X.shape[0])
if return_cov:
y_cov = self.kernel(X)
return y_mean, y_cov
elif return_std:
y_var = self.kernel.diag(X)
return y_mean, np.sqrt(y_var)
else:
return y_mean
else: # Predict based on GP posterior
K_trans = self.kernel_(X, self.X_train_)
y_mean = K_trans.dot(self.alpha_) # Line 4 (y_mean = f_star)
y_mean = self.y_train_mean + y_mean # undo normal.
if return_cov:
v = cho_solve((self.L_, True), K_trans.T) # Line 5
y_cov = self.kernel_(X) - K_trans.dot(v) # Line 6
return y_mean, y_cov
elif return_std:
# compute inverse K_inv of K based on its Cholesky
# decomposition L and its inverse L_inv
L_inv = solve_triangular(self.L_.T, np.eye(self.L_.shape[0]))
K_inv = L_inv.dot(L_inv.T)
# Compute variance of predictive distribution
y_var = self.kernel_.diag(X)
y_var -= np.einsum("ki,kj,ij->k", K_trans, K_trans, K_inv)
# Check if any of the variances is negative because of
# numerical issues. If yes: set the variance to 0.
y_var_negative = y_var < 0
if np.any(y_var_negative):
warnings.warn("Predicted variances smaller than 0. "
"Setting those variances to 0.")
y_var[y_var_negative] = 0.0
return y_mean, np.sqrt(y_var)
else:
return y_mean
def sample_y(self, X, n_samples=1, random_state=0):
"""Draw samples from Gaussian process and evaluate at X.
Parameters
----------
X : array-like, shape = (n_samples_X, n_features)
Query points where the GP samples are evaluated
n_samples : int, default: 1
The number of samples drawn from the Gaussian process
random_state: RandomState or an int seed (0 by default)
A random number generator instance
Returns
-------
y_samples : array, shape = (n_samples_X, [n_output_dims], n_samples)
Values of n_samples samples drawn from Gaussian process and
evaluated at query points.
"""
rng = check_random_state(random_state)
y_mean, y_cov = self.predict(X, return_cov=True)
if y_mean.ndim == 1:
y_samples = rng.multivariate_normal(y_mean, y_cov, n_samples).T
else:
y_samples = \
[rng.multivariate_normal(y_mean[:, i], y_cov,
n_samples).T[:, np.newaxis]
for i in range(y_mean.shape[1])]
y_samples = np.hstack(y_samples)
return y_samples
def log_marginal_likelihood(self, theta=None, eval_gradient=False):
"""Returns log-marginal likelihood of theta for training data.
Parameters
----------
theta : array-like, shape = (n_kernel_params,) or None
Kernel hyperparameters for which the log-marginal likelihood is
evaluated. If None, the precomputed log_marginal_likelihood
of ``self.kernel_.theta`` is returned.
eval_gradient : bool, default: False
If True, the gradient of the log-marginal likelihood with respect
to the kernel hyperparameters at position theta is returned
additionally. If True, theta must not be None.
Returns
-------
log_likelihood : float
Log-marginal likelihood of theta for training data.
log_likelihood_gradient : array, shape = (n_kernel_params,), optional
Gradient of the log-marginal likelihood with respect to the kernel
hyperparameters at position theta.
Only returned when eval_gradient is True.
"""
if theta is None:
if eval_gradient:
raise ValueError(
"Gradient can only be evaluated for theta!=None")
return self.log_marginal_likelihood_value_
kernel = self.kernel_.clone_with_theta(theta)
if eval_gradient:
K, K_gradient = kernel(self.X_train_, eval_gradient=True)
else:
K = kernel(self.X_train_)
K[np.diag_indices_from(K)] += self.alpha
try:
L = cholesky(K, lower=True) # Line 2
except np.linalg.LinAlgError:
return (-np.inf, np.zeros_like(theta)) \
if eval_gradient else -np.inf
# Support multi-dimensional output of self.y_train_
y_train = self.y_train_
if y_train.ndim == 1:
y_train = y_train[:, np.newaxis]
alpha = cho_solve((L, True), y_train) # Line 3
# Compute log-likelihood (compare line 7)
log_likelihood_dims = -0.5 * np.einsum("ik,ik->k", y_train, alpha)
log_likelihood_dims -= np.log(np.diag(L)).sum()
log_likelihood_dims -= K.shape[0] / 2 * np.log(2 * np.pi)
log_likelihood = log_likelihood_dims.sum(-1) # sum over dimensions
if eval_gradient: # compare Equation 5.9 from GPML
tmp = np.einsum("ik,jk->ijk", alpha, alpha) # k: output-dimension
tmp -= cho_solve((L, True), np.eye(K.shape[0]))[:, :, np.newaxis]
# Compute "0.5 * trace(tmp.dot(K_gradient))" without
# constructing the full matrix tmp.dot(K_gradient) since only
# its diagonal is required
log_likelihood_gradient_dims = \
0.5 * np.einsum("ijl,ijk->kl", tmp, K_gradient)
log_likelihood_gradient = log_likelihood_gradient_dims.sum(-1)
if eval_gradient:
return log_likelihood, log_likelihood_gradient
else:
return log_likelihood
def _constrained_optimization(self, obj_func, initial_theta, bounds):
if self.optimizer == "fmin_l_bfgs_b":
theta_opt, func_min, convergence_dict = \
fmin_l_bfgs_b(obj_func, initial_theta, bounds=bounds)
if convergence_dict["warnflag"] != 0:
warnings.warn("fmin_l_bfgs_b terminated abnormally with the "
" state: %s" % convergence_dict)
elif callable(self.optimizer):
theta_opt, func_min = \
self.optimizer(obj_func, initial_theta, bounds=bounds)
else:
raise ValueError("Unknown optimizer %s." % self.optimizer)
return theta_opt, func_min
| bsd-3-clause |
rseubert/scikit-learn | sklearn/datasets/mldata.py | 309 | 7838 | """Automatically download MLdata datasets."""
# Copyright (c) 2011 Pietro Berkes
# License: BSD 3 clause
import os
from os.path import join, exists
import re
import numbers
try:
# Python 2
from urllib2 import HTTPError
from urllib2 import quote
from urllib2 import urlopen
except ImportError:
# Python 3+
from urllib.error import HTTPError
from urllib.parse import quote
from urllib.request import urlopen
import numpy as np
import scipy as sp
from scipy import io
from shutil import copyfileobj
from .base import get_data_home, Bunch
MLDATA_BASE_URL = "http://mldata.org/repository/data/download/matlab/%s"
def mldata_filename(dataname):
"""Convert a raw name for a data set in a mldata.org filename."""
dataname = dataname.lower().replace(' ', '-')
return re.sub(r'[().]', '', dataname)
def fetch_mldata(dataname, target_name='label', data_name='data',
transpose_data=True, data_home=None):
"""Fetch an mldata.org data set
If the file does not exist yet, it is downloaded from mldata.org .
mldata.org does not have an enforced convention for storing data or
naming the columns in a data set. The default behavior of this function
works well with the most common cases:
1) data values are stored in the column 'data', and target values in the
column 'label'
2) alternatively, the first column stores target values, and the second
data values
3) the data array is stored as `n_features x n_samples` , and thus needs
to be transposed to match the `sklearn` standard
Keyword arguments allow to adapt these defaults to specific data sets
(see parameters `target_name`, `data_name`, `transpose_data`, and
the examples below).
mldata.org data sets may have multiple columns, which are stored in the
Bunch object with their original name.
Parameters
----------
dataname:
Name of the data set on mldata.org,
e.g.: "leukemia", "Whistler Daily Snowfall", etc.
The raw name is automatically converted to a mldata.org URL .
target_name: optional, default: 'label'
Name or index of the column containing the target values.
data_name: optional, default: 'data'
Name or index of the column containing the data.
transpose_data: optional, default: True
If True, transpose the downloaded data array.
data_home: optional, default: None
Specify another download and cache folder for the data sets. By default
all scikit learn data is stored in '~/scikit_learn_data' subfolders.
Returns
-------
data : Bunch
Dictionary-like object, the interesting attributes are:
'data', the data to learn, 'target', the classification labels,
'DESCR', the full description of the dataset, and
'COL_NAMES', the original names of the dataset columns.
Examples
--------
Load the 'iris' dataset from mldata.org:
>>> from sklearn.datasets.mldata import fetch_mldata
>>> import tempfile
>>> test_data_home = tempfile.mkdtemp()
>>> iris = fetch_mldata('iris', data_home=test_data_home)
>>> iris.target.shape
(150,)
>>> iris.data.shape
(150, 4)
Load the 'leukemia' dataset from mldata.org, which needs to be transposed
to respects the sklearn axes convention:
>>> leuk = fetch_mldata('leukemia', transpose_data=True,
... data_home=test_data_home)
>>> leuk.data.shape
(72, 7129)
Load an alternative 'iris' dataset, which has different names for the
columns:
>>> iris2 = fetch_mldata('datasets-UCI iris', target_name=1,
... data_name=0, data_home=test_data_home)
>>> iris3 = fetch_mldata('datasets-UCI iris',
... target_name='class', data_name='double0',
... data_home=test_data_home)
>>> import shutil
>>> shutil.rmtree(test_data_home)
"""
# normalize dataset name
dataname = mldata_filename(dataname)
# check if this data set has been already downloaded
data_home = get_data_home(data_home=data_home)
data_home = join(data_home, 'mldata')
if not exists(data_home):
os.makedirs(data_home)
matlab_name = dataname + '.mat'
filename = join(data_home, matlab_name)
# if the file does not exist, download it
if not exists(filename):
urlname = MLDATA_BASE_URL % quote(dataname)
try:
mldata_url = urlopen(urlname)
except HTTPError as e:
if e.code == 404:
e.msg = "Dataset '%s' not found on mldata.org." % dataname
raise
# store Matlab file
try:
with open(filename, 'w+b') as matlab_file:
copyfileobj(mldata_url, matlab_file)
except:
os.remove(filename)
raise
mldata_url.close()
# load dataset matlab file
with open(filename, 'rb') as matlab_file:
matlab_dict = io.loadmat(matlab_file, struct_as_record=True)
# -- extract data from matlab_dict
# flatten column names
col_names = [str(descr[0])
for descr in matlab_dict['mldata_descr_ordering'][0]]
# if target or data names are indices, transform then into names
if isinstance(target_name, numbers.Integral):
target_name = col_names[target_name]
if isinstance(data_name, numbers.Integral):
data_name = col_names[data_name]
# rules for making sense of the mldata.org data format
# (earlier ones have priority):
# 1) there is only one array => it is "data"
# 2) there are multiple arrays
# a) copy all columns in the bunch, using their column name
# b) if there is a column called `target_name`, set "target" to it,
# otherwise set "target" to first column
# c) if there is a column called `data_name`, set "data" to it,
# otherwise set "data" to second column
dataset = {'DESCR': 'mldata.org dataset: %s' % dataname,
'COL_NAMES': col_names}
# 1) there is only one array => it is considered data
if len(col_names) == 1:
data_name = col_names[0]
dataset['data'] = matlab_dict[data_name]
# 2) there are multiple arrays
else:
for name in col_names:
dataset[name] = matlab_dict[name]
if target_name in col_names:
del dataset[target_name]
dataset['target'] = matlab_dict[target_name]
else:
del dataset[col_names[0]]
dataset['target'] = matlab_dict[col_names[0]]
if data_name in col_names:
del dataset[data_name]
dataset['data'] = matlab_dict[data_name]
else:
del dataset[col_names[1]]
dataset['data'] = matlab_dict[col_names[1]]
# set axes to sklearn conventions
if transpose_data:
dataset['data'] = dataset['data'].T
if 'target' in dataset:
if not sp.sparse.issparse(dataset['target']):
dataset['target'] = dataset['target'].squeeze()
return Bunch(**dataset)
# The following is used by nosetests to setup the docstring tests fixture
def setup_module(module):
# setup mock urllib2 module to avoid downloading from mldata.org
from sklearn.utils.testing import install_mldata_mock
install_mldata_mock({
'iris': {
'data': np.empty((150, 4)),
'label': np.empty(150),
},
'datasets-uci-iris': {
'double0': np.empty((150, 4)),
'class': np.empty((150,)),
},
'leukemia': {
'data': np.empty((72, 7129)),
},
})
def teardown_module(module):
from sklearn.utils.testing import uninstall_mldata_mock
uninstall_mldata_mock()
| bsd-3-clause |
bluemonk482/tdparse | src/sklearnSVM.py | 1 | 3651 | import os, time
from argparse import ArgumentParser
import numpy as np
from sklearn import svm, metrics
from sklearn.model_selection import GridSearchCV
from sklearn.model_selection import ShuffleSplit, GroupKFold
from sklearn.datasets import load_svmlight_file
from sklearn.externals import joblib
from utilities import readfeats, readfeats_sklearn, twoclass_fscore, frange, writingfile
# from liblinear import scaling
def macro_averaged_precision(y_true, y_predicted):
p = metrics.precision_score(y_true, y_predicted, average='macro')
return p
def predict(clf, x_train, y_train, x_test, y_test):
y_predicted = clf.predict(x_test)
print 'Macro-F1 score: ', metrics.f1_score(y_test, y_predicted, average='macro')
print 'Accuracy score: ', metrics.accuracy_score(y_test, y_predicted)
print "Macro-F1 score (2 classes):", (metrics.f1_score(y_test, y_predicted, average=None)[0]+metrics.f1_score(y_test, y_predicted, average=None)[-1])/2
return y_predicted
def CV(x_train, y_train):
c=[]
crange=frange(0.00001,1,10)
c.extend([i for i in crange])
crange=frange(0.00003,3,10)
c.extend([i for i in crange])
crange=frange(0.00005,5,10)
c.extend([i for i in crange])
crange=frange(0.00007,7,10)
c.extend([i for i in crange])
crange=frange(0.00009,10,10)
c.extend([i for i in crange])
c.sort() #Cost parameter values; use a bigger search space for better performance
cv = ShuffleSplit(n_splits=5, test_size=0.2, random_state=0).split(x_train, y_train)
# ids = readfeats('../data/election/output/id_train') # only for election data
# cv = GroupKFold(n_splits=5).split(x_train, y_train, ids)
clf = svm.LinearSVC()
param_grid = [{'C': c}]
twoclass_f1_macro = metrics.make_scorer(twoclass_fscore, greater_is_better=True)
precision_macro = metrics.make_scorer(macro_averaged_precision, greater_is_better=True)
grid_search = GridSearchCV(clf, param_grid=param_grid, cv=cv, verbose=0, scoring='f1_macro')
grid_search.fit(x_train, y_train)
print("Best parameters set:")
print '\n'
print(grid_search.best_estimator_)
print '\n'
print(grid_search.best_score_)
print(grid_search.best_params_)
print '\n'
return grid_search.best_estimator_
def save_model(clf, filepath):
joblib.dump(clf, filepath)
def main(output_dir):
trfile = '../data/'+output_dir+'/train.scale'
tfile = '../data/'+output_dir+'/test.scale'
pfile = '../data/'+output_dir+'/predresults'
truefile = '../data/'+output_dir+'/y_test'
# print "scaling features"
# scaling(output_dir)
print "loading features for training"
x_train, y_train = readfeats_sklearn(trfile)
print "loading features for testing"
x_test, y_test = readfeats_sklearn(tfile)
print "cross-validation"
clf = CV(x_train, y_train) # Comment this if parameter tuning is not desired
# print "training classifier"
# clf = svm.LinearSVC(C=1, class_weight='balanced') # Manually select C-parameter for training SVM
# clf.fit(x_train, y_train)
# print "saving trained model"
# save_model(clf, '../models/sklearn_saved.model')
print "evaluation"
preds = predict(clf, x_train, y_train, x_test, y_test)
print "writing labels"
writingfile(pfile, preds)
if __name__ == "__main__":
start = time.clock()
parser = ArgumentParser()
parser.add_argument("--data", dest="d", help="Output folder name", default='election')
args = parser.parse_args()
output_dir = args.d + '/output'
main(output_dir)
print "\n"
print "Time taken:", time.clock() - start | mit |
rohangoel96/IRCLogParser | IRCLogParser/lib/analysis/user.py | 1 | 18354 | import networkx as nx
import re
import sys
from sklearn.feature_extraction.text import CountVectorizer
from sklearn.feature_extraction import text
from nltk.stem.wordnet import WordNetLemmatizer
import numpy as np
from sklearn.feature_extraction.text import TfidfVectorizer
from sklearn.cluster import KMeans, MiniBatchKMeans
from time import time
from sklearn.decomposition import TruncatedSVD
from sklearn.preprocessing import Normalizer
from sklearn.pipeline import make_pipeline
from scipy.spatial.distance import cdist
import matplotlib.pyplot as plt
import lib.util as util
sys.path.append('../lib')
import lib.config as config
import ext.common_english_words as common_english_words
import ext.extend_stop_words as custom_stop_words
def nick_change_graph(log_dict, DAY_BY_DAY_ANALYSIS=False):
""" creates a graph which tracks the nick changes of the users
where each edge has a time stamp denoting the time
at which the nick was changed by the user
Args:
log_dict (str): Dictionary of logs created using reader.py
Returns:
list of the day_to_day nick changes if config.DAY_BY_DAY_ANALYSIS=True or else an aggregate nick change graph for the
given time period.
"""
rem_time = None #remembers the time of the last message of the file parsed before the current file
nick_change_day_list = []
aggregate_nick_change_graph = nx.MultiDiGraph() # graph for nick changes in the whole time span (not day to day)
for day_content_all_channels in log_dict.values():
for day_content in day_content_all_channels:
day_log = day_content["log_data"]
today_nick_change_graph = nx.MultiDiGraph() #using networkx
current_line_no = -1
for line in day_log:
current_line_no = current_line_no + 1
if(line[0] == '=' and "changed the topic of" not in line): #excluding the condition when user changes the topic. Search for only nick changes
nick1 = util.splice_find(line, "=", " is", 3)
nick2 = util.splice_find(line, "wn as", "\n", 5)
earlier_line_no = current_line_no
while earlier_line_no >= 0: #to find the line just before "=="" so as to find time of Nick Change
earlier_line_no = earlier_line_no - 1
if(day_log[earlier_line_no][0] != '='):
year, month, day = util.get_year_month_day(day_content)
util.build_graphs(nick1, nick2, day_log[earlier_line_no][1:6], year, month, day, today_nick_change_graph, aggregate_nick_change_graph)
break
if(earlier_line_no == -1):
today_nick_change_graph.add_edge(nick1, nick2, weight=rem_time)
aggregate_nick_change_graph.add_edge(nick1, nick2, weight = rem_time)
count = len(day_log) - 1 #setting up the rem_time for next file, by noting the last message sent on that file.
while(count >= 0):
if(day_log[count][0] != '='):
rem_time = day_log[count][1:6]
break
count = count-1
nick_change_day_list.append(today_nick_change_graph)
if DAY_BY_DAY_ANALYSIS:
return nick_change_day_list
else:
return aggregate_nick_change_graph
def top_keywords_for_nick(user_keyword_freq_dict, nick, threshold, min_words_spoken):
"""
outputs top keywords for a particular nick
Args:
user_keyword_freq_dict(dict): dictionary for each user having keywords and their frequency
nick(str) : user to do analysis on
threshold(float): threshold on normalised values to seperate meaningful words
min_words_spoken(int): threhold on the minumum number of words spoken by a user to perform analysis on
Returns:
null
"""
keywords = None
for dicts in user_keyword_freq_dict:
if dicts['nick'] == nick:
keywords = dicts['keywords']
break
total_freq = 0.0
for freq_tuple in keywords:
total_freq += freq_tuple[1]
top_keywords = []
top_keywords_normal_freq = []
if total_freq > min_words_spoken:
if keywords:
for keyword in keywords:
if keyword[2] >= threshold:
top_keywords.append(keyword[0].encode('ascii', 'ignore'))
top_keywords_normal_freq.append(keyword[2])
if len(top_keywords) == 0:
if config.DEBUGGER:
print "No word's normalised score crosses the value of", threshold
top_keywords = None
else:
if config.DEBUGGER:
print "No message sent by nick", nick
pass
else:
if config.DEBUGGER:
print "Not enough words spoken by", nick, "; spoke" ,int(total_freq), "words only, required", min_words_spoken
pass
return (top_keywords, top_keywords_normal_freq)
def keywords(log_dict, nicks, nick_same_list):
"""
Returns keywods for all users
Args:
log_dict (str): Dictionary of logs data created using reader.py
nicks(List) : list of nickname created using nickTracker.py
nick_same_list :List of same_nick names created using nickTracker.py
Returns
keywords_filtered: filtered keywords for user
user_keyword_freq_dict: dictionary for each user having keywords and their frequency
user_words_dict: keywods for user
nicks_for_stop_words: stop words
"""
user_words_dict = []
user_keyword_freq_dict = []
keywords_filtered = []
no_messages = 0
def get_nick_receiver(nick_receiver, rec, nick_to_compare, nick_name, nicks, nick_same_list):
if(rec == nick_name):
if(nick_to_compare != nick_name):
nick_receiver = iter_nicks(nick_receiver, nicks, nick_same_list, nick_name)
return nick_receiver
def iter_nicks(nick_sender_receiver, nicks, nick_same_list, nick_comp):
for i in range(len(nicks)):
if nick_comp in nick_same_list[i]:
nick_sender_receiver = nick_same_list[i][0]
break
else:
nick_sender_receiver = nick_comp
return nick_sender_receiver
for day_content_all_channels in log_dict.values():
for day_content in day_content_all_channels:
day_log = day_content["log_data"]
for line in day_log:
flag_comma = 0
if(util.check_if_msg_line(line)):
m = re.search(r"\<(.*?)\>", line)
nick_to_compare = util.correctLastCharCR((m.group(0)[1:-1]))
nick_sender = ''
nick_sender = iter_nicks(nick_sender, nicks, nick_same_list, nick_to_compare)
nick_receiver = ''
for nick_name in nicks:
rec_list = [e.strip() for e in line.split(':')] #receiver list splited about :
util.rec_list_splice(rec_list)
if not rec_list[1]: #index 0 will contain time 14:02
break
rec_list = util.correct_last_char_list(rec_list)
for rec in rec_list:
nick_receiver = get_nick_receiver(nick_receiver, rec, nick_to_compare, nick_name, nicks, nick_same_list)
if "," in rec_list[1]: #receiver list may of the form <Dhruv> Rohan, Ram :
flag_comma = 1
rec_list_2 = [e.strip() for e in rec_list[1].split(',')]
rec_list_2 = util.correct_last_char_list(rec_list_2)
for rec in rec_list_2:
nick_receiver = get_nick_receiver(nick_receiver, rec, nick_to_compare, nick_name, nicks, nick_same_list)
if(flag_comma == 0): #receiver list can be <Dhruv> Rohan, Hi!
rec = util.splice_find(line, ">", ", ", 1)
nick_receiver = get_nick_receiver(nick_receiver, rec, nick_to_compare, nick_name, nicks, nick_same_list)
#generating the words written by the sender
message = rec_list[1:]
no_messages += 1
correctedNickReciever = util.correct_nick_for_(nick_receiver)
if correctedNickReciever in message:
message.remove(correctedNickReciever)
lmtzr = WordNetLemmatizer()
#limit word size = 3, drop numbers.
word_list_temp = re.sub(r'\d+', '', " ".join(re.findall(r'\w{3,}', ":".join(message).replace(","," ")))).split(" ")
word_list = []
#remove punctuations
for word in word_list_temp:
word = word.lower()
word_list.append(word.replace("'",""))
word_list_lemmatized = []
try:
word_list_lemmatized = map(lmtzr.lemmatize, map(lambda x: lmtzr.lemmatize(x, 'v'), word_list))
except UnicodeDecodeError:
pass
fr = 1
for dic in user_words_dict:
if dic['sender'] == nick_sender:
dic['words'].extend(word_list_lemmatized)
fr = 0
if fr:
user_words_dict.append({'sender':nick_sender, 'words':word_list_lemmatized })
nicks_for_stop_words = []
stop_word_without_apostrophe = []
for l in nick_same_list:
nicks_for_stop_words.extend(l)
for dictonary in user_words_dict:
nicks_for_stop_words.append(dictonary['sender'])
nicks_for_stop_words.extend([x.lower() for x in nicks_for_stop_words])
for words in common_english_words.words:
stop_word_without_apostrophe.append(words.replace("'",""))
stop_words_extended = extended_stop_words(nicks_for_stop_words, stop_word_without_apostrophe)
count_vect = CountVectorizer(analyzer = 'word', stop_words=stop_words_extended, min_df = 1)
for dictonary in user_words_dict:
try:
matrix = count_vect.fit_transform(dictonary['words'])
freqs = [[word, matrix.getcol(idx).sum()] for word, idx in count_vect.vocabulary_.items()]
keywords = sorted(freqs, key = lambda x: -x[1])
total_freq = 0.0
for freq_tuple in keywords:
total_freq += freq_tuple[1]
for freq_tuple in keywords:
freq_tuple.append(round(freq_tuple[1]/float(total_freq), 5))
user_keyword_freq_dict.append({'nick':dictonary['sender'], 'keywords': keywords })
except ValueError:
pass
for data in user_keyword_freq_dict:
keywords, normal_scores = top_keywords_for_nick(user_keyword_freq_dict, data['nick'], config.KEYWORDS_THRESHOLD, config.KEYWORDS_MIN_WORDS)
if config.DEBUGGER:
print "Nick:", data['nick']
print "Keywords with normalised score > 0.01\n", keywords
print "Their Normal scores\n", normal_scores
print "\n"
if keywords:
keywords_filtered.append({'nick': data['nick'], 'keywords': keywords})
return keywords_filtered, user_keyword_freq_dict, user_words_dict, nicks_for_stop_words
def keywords_clusters(log_dict, nicks, nick_same_list):
"""
Uses `keywords` to form clusters of words post TF IDF (optional).
Args:
log_dict (str): Dictionary of logs data created using reader.py
nicks(List) : list of nickname created using nickTracker.py
nick_same_list :List of same_nick names created using nickTracker.py
Returns
null
"""
'''
AUTO TFIDF FROM JUST SENTENCES
'''
#http://scikit-learn.org/stable/auto_examples/text/document_clustering.html
#BUILDING CORPUS
keyword_dict_list, user_keyword_freq_dict, user_words_dict_list, nicks_for_stop_words = keywords(log_dict, nicks, nick_same_list)
corpus = []
def build_centroid(km):
if config.ENABLE_SVD:
original_space_centroids = svd.inverse_transform(km.cluster_centers_)
order_centroids = original_space_centroids.argsort()[:, ::-1]
else:
order_centroids = km.cluster_centers_.argsort()[:, ::-1]
return order_centroids
for user_words_dict in user_words_dict_list:
corpus.append(" ".join(map(str,user_words_dict['words'])))
print "No. of users", len(corpus)
#TF_IDF
stop_word_without_apostrophe = []
for words in common_english_words.words:
stop_word_without_apostrophe.append(words.replace("'",""))
stop_words_extended = extended_stop_words(nicks_for_stop_words, stop_word_without_apostrophe)
vectorizer = TfidfVectorizer(max_df=0.5, min_df=2, stop_words=stop_words_extended,
use_idf=True)
print "Extracting features from the training dataset using TF-IDF"
t0 = time()
tf_idf = vectorizer.fit_transform(corpus)
print("done in %fs" % (time() - t0))
print "n_samples: %d, n_features: %d \n" % tf_idf.shape
# LSA
if config.ENABLE_SVD:
print("============USING SVD==========")
print("Performing dimensionality reduction using LSA")
t0 = time()
# Vectorizer results are normalized, which makes KMeans behave as
# spherical k-means for better results. Since LSA/SVD results are
# not normalized, we have to redo the normalization.
svd = TruncatedSVD(100) #recommened value = 100
normalizer = Normalizer(copy=False)
lsa = make_pipeline(svd, normalizer)
tf_idf = lsa.fit_transform(tf_idf)
print("done in %fs" % (time() - t0))
explained_variance = svd.explained_variance_ratio_.sum()
print("Explained variance of the SVD step: {}%".format(
int(explained_variance * 100)))
if not config.ENABLE_ELBOW_METHOD_FOR_K:
# CLUSTERING
km = KMeans(n_clusters=config.NUMBER_OF_CLUSTERS, init='k-means++',
random_state=3465, max_iter=100, n_init=8)
print("Clustering sparse data with %s" % km)
t0 = time()
km.fit(tf_idf)
print("done in %0.3fs" % (time() - t0))
print("Top terms per cluster:")
order_centroids = build_centroid(km)
np.set_printoptions(threshold=np.nan)
terms = vectorizer.get_feature_names()
for i in range(config.NUMBER_OF_CLUSTERS):
print("Cluster %d:" % i)
for ind in order_centroids[i, :config.SHOW_N_WORDS_PER_CLUSTER]:
print terms[ind]+"\t"+str(round(km.cluster_centers_[i][ind], 2))
print ""
else:
print "============ELBOW METHOD ============="
sum_squared_errors_list = []
avg_sum_squared_errors_list = []
for i in xrange(1, config.CHECK_K_TILL + 1):
print "\n===>> K = ", i
km = KMeans(n_clusters=i, init='k-means++', max_iter=100, n_init=8)
t0 = time()
km.fit(tf_idf)
order_centroids = build_centroid(km)
distance_matrix_all_combination = cdist(tf_idf, km.cluster_centers_, 'euclidean')
# cIdx = np.argmin(distance_matrix_all_combination,axis=1)
distance_from_nearest_centroid = np.min(distance_matrix_all_combination, axis=1)
sum_squared_errors = sum(distance_from_nearest_centroid)
avg_sum_squared_errors = sum_squared_errors/tf_idf.shape[0]
print "Sum Squared Error =", sum_squared_errors
print "Avg Sum Squared Error =", avg_sum_squared_errors
sum_squared_errors_list.append(sum_squared_errors)
avg_sum_squared_errors_list.append(avg_sum_squared_errors)
print("Top terms per cluster:")
terms = vectorizer.get_feature_names()
for i in range(i):
print("Cluster %d:" % i)
for ind in order_centroids[i, :config.SHOW_N_WORDS_PER_CLUSTER]:
print(' %s' % terms[ind])
print()
plt.plot(range(1, config.CHECK_K_TILL+1), sum_squared_errors_list, 'b*-')
# ax.plot(K[kIdx], avgWithinSS[kIdx], marker='o', markersize=12,
# markeredgewidth=2, markeredgecolor='r', markerfacecolor='None')
plt.grid(True)
plt.xlabel('Number of clusters')
plt.ylabel('Average sum of squares')
plt.title('Elbow for KMeans clustering')
plt.show()
#NOTE RANDOM OUTPUTS BECAUSE OF RANDOM INITIALISATION
print "NOTE RANDOM OUTPUTS BECAUSE OF RANDOM INITIALISATION"
def extended_stop_words(nicks_for_stop_words, stop_word_without_apostrophe):
stop_words_extended = text.ENGLISH_STOP_WORDS.union(common_english_words.words).union(nicks_for_stop_words).union(stop_word_without_apostrophe).union(custom_stop_words.words).union(custom_stop_words.slangs)
return stop_words_extended | mit |
VasLem/KinectPainting | OptGridSearchCV.py | 1 | 7990 | '''
An optimized method for GridSearchCV, which iteratively performs grid search
and reduces the span of the parameters after each iteration. Made to make the
life of an engineer less boring.
'''
import numpy as np
from sklearn.model_selection import GridSearchCV
from sklearn.svm import LinearSVC
def optGridSearchCV(classifier, xtrain, ytrain, parameters, reduction_ratio=2,
iter_num=3, scoring='f1_macro', fold_num=5, first_rand=False,
n_jobs=1,verbose=1,only_rand=False, only_brute=False):
'''
The local optimum resides inside the parameters space, with bounds defined
by the min and max of each parameter, thus a recommended way to run this
function, if no prior knowledge exists, is to set the min and max of each
parameter to the corresponding min and max allowed bounds.
<classifier>: initialized classifier object
<xtrain>: features of samples, with shape (n_samples, n_features)
<ytrain>: labels of samples
<parameters>: dictionary of parameters, same with GridSearchCV <params>
type
<reduction_ratio>: the scale of relative reduction of the span of the
number parameters
<iter_num>: number of iterations to take place
<fold_num>: number of folds for CrossValidation
<first_rand> : True to perform random parameter picking (normally
distributed) firstly and then brute parameter picking (using linspace).
If false, the turn of each method changes
<only_rand> : True to perform only random picking
<only_brute> : True to perform only brute picking
'''
def print_params(parameters, preset=''):
'''
print parameters in pandas form, if allowed
'''
try:
from pandas import DataFrame
if isinstance(parameters, list):
params = DataFrame(parameters)
else:
try:
params = DataFrame.from_dict(parameters)
except ValueError:
params = DataFrame([parameters])
print(params)
except ImportError:
print(preset+str(parameters))
def reduce_list(params, best_params):
'''
Reduce parameters list of dictionaries to a parameters dictionary,
which correspots to the <best_params> found by <GridSearchCV>
'''
best_keys = set(best_params.keys())
for count, dic in enumerate(params):
if best_keys == set(dic.keys()):
return dic, count
raise Exception
def update_parameters(prev_parameters, best_parameters, num_of_samples,
rate=2, israndom=True):
'''
Each new parameter has the same number of values as previous one and
its values are inside the bounds set by the min and max values of the
old parameter. Furthermore, best value from the previous paramter
exists inside the new parameter.
<num_of_samples>: dictionary with keys from the best_parameters.
<prev_parameters>: previous parameters, which hold all tested values
<best_parameters>: parameters found to provide the best score (using
GridSearchCV)
<israndom>: whether to perform random or brute method
<rate>: rate of parameters span relative reduction
'''
rate = float(rate)
new_parameters = {}
for key in best_parameters:
if (not isinstance(best_parameters[key], str) and
not isinstance(best_parameters[key], bool) and
not best_parameters[key] is None):
if israndom:
center = best_parameters[key]
std = np.std(prev_parameters[key]) / float(rate)
pick = np.random.normal(loc=center, scale=std,
size=100 * num_of_samples[key])
pick = pick[(pick >=
np.min(prev_parameters[key]))*
(pick <= np.max(prev_parameters[key]))]
new_parameters[key] = pick[
:(num_of_samples[key]-1)]
else:
center = best_parameters[key]
rang = np.max(prev_parameters[
key]) - np.min(prev_parameters[key])
rang = [max(center - rang /
float(rate), min(prev_parameters[key])),
min(center + rang /
float(rate), max(prev_parameters[key]))]
new_parameters[key] = np.linspace(
rang[0], rang[1], num_of_samples[key]-1)
if isinstance(best_parameters[key], int):
new_parameters[key] = new_parameters[key].astype(int)
new_parameters[key] = new_parameters[key].tolist()
new_parameters[key] += [best_parameters[key]]
else:
new_parameters[key] = [best_parameters[key]]
return new_parameters
num_of_samples = {}
if not isinstance(parameters, list):
num_of_samples = {}
for key in parameters:
num_of_samples[key] = len(parameters[key])
best_scores = []
best_params = []
best_estimators = []
rand_flags = [first_rand, not first_rand]
if only_brute:
rand_flags = [False]
if only_rand:
rand_flags = [True]
for it_count in range(iter_num):
for rand_flag in rand_flags:
if verbose==2:
print('Parameters to test on:')
print_params(parameters,'\t')
try:
grids = GridSearchCV(
classifier,
parameters,
scoring=scoring,
cv=fold_num,
n_jobs=n_jobs, verbose=verbose)
grids.fit(xtrain, ytrain)
best_scores.append(grids.best_score_)
best_params.append(grids.best_params_)
best_estimators.append(grids.best_estimator_)
grids_params = grids.best_params_
except ValueError:
print('Invalid parameters')
raise
best_params = parameters
if rand_flag == rand_flags[1]:
print('Iteration Number: ' + str(it_count))
print('\tBest Classifier Params:')
print_params(best_params[-1],'\t\t')
print('\tBest Score:' + str(best_scores[-1]))
if isinstance(parameters, list):
parameters, _ = reduce_list(parameters, grids_params)
for key in parameters:
num_of_samples[key] = len(parameters[key])
if rand_flag == rand_flags[1] and it_count == iter_num - 1:
break
print('Reducing Parameters using '+ ['random' if rand_flag else
'brute'][0] + ' method')
parameters = update_parameters(parameters, grids_params, num_of_samples,
rate=reduction_ratio,
israndom=rand_flag)
return best_params, best_scores, best_estimators
def example():
'''
An example of usage
'''
parameters = [{'C': [1, 10, 100, 1000], 'tol': [0.001, 0.0001],
'class_weight': [None, 'balanced']},
{'C': [1, 10, 100, 1000], 'multi_class': ['crammer_singer'],
'tol': [0.001, 0.0001]}]
xtrain = np.random.random((100, 20))
xtrain[xtrain < 0] = 0
ytrain = (np.random.random(100) > 0.5).astype(int)
lsvc = LinearSVC()
optGridSearchCV(lsvc, xtrain, ytrain, parameters, reduction_ratio=2,
iter_num=3, scoring='f1_macro', fold_num=5, first_rand=False,
n_jobs=4)
if __name__ == '__main__':
example()
| bsd-3-clause |
mbayon/TFG-MachineLearning | vbig/lib/python2.7/site-packages/sklearn/metrics/cluster/bicluster.py | 359 | 2797 | from __future__ import division
import numpy as np
from sklearn.utils.linear_assignment_ import linear_assignment
from sklearn.utils.validation import check_consistent_length, check_array
__all__ = ["consensus_score"]
def _check_rows_and_columns(a, b):
"""Unpacks the row and column arrays and checks their shape."""
check_consistent_length(*a)
check_consistent_length(*b)
checks = lambda x: check_array(x, ensure_2d=False)
a_rows, a_cols = map(checks, a)
b_rows, b_cols = map(checks, b)
return a_rows, a_cols, b_rows, b_cols
def _jaccard(a_rows, a_cols, b_rows, b_cols):
"""Jaccard coefficient on the elements of the two biclusters."""
intersection = ((a_rows * b_rows).sum() *
(a_cols * b_cols).sum())
a_size = a_rows.sum() * a_cols.sum()
b_size = b_rows.sum() * b_cols.sum()
return intersection / (a_size + b_size - intersection)
def _pairwise_similarity(a, b, similarity):
"""Computes pairwise similarity matrix.
result[i, j] is the Jaccard coefficient of a's bicluster i and b's
bicluster j.
"""
a_rows, a_cols, b_rows, b_cols = _check_rows_and_columns(a, b)
n_a = a_rows.shape[0]
n_b = b_rows.shape[0]
result = np.array(list(list(similarity(a_rows[i], a_cols[i],
b_rows[j], b_cols[j])
for j in range(n_b))
for i in range(n_a)))
return result
def consensus_score(a, b, similarity="jaccard"):
"""The similarity of two sets of biclusters.
Similarity between individual biclusters is computed. Then the
best matching between sets is found using the Hungarian algorithm.
The final score is the sum of similarities divided by the size of
the larger set.
Read more in the :ref:`User Guide <biclustering>`.
Parameters
----------
a : (rows, columns)
Tuple of row and column indicators for a set of biclusters.
b : (rows, columns)
Another set of biclusters like ``a``.
similarity : string or function, optional, default: "jaccard"
May be the string "jaccard" to use the Jaccard coefficient, or
any function that takes four arguments, each of which is a 1d
indicator vector: (a_rows, a_columns, b_rows, b_columns).
References
----------
* Hochreiter, Bodenhofer, et. al., 2010. `FABIA: factor analysis
for bicluster acquisition
<https://www.ncbi.nlm.nih.gov/pmc/articles/PMC2881408/>`__.
"""
if similarity == "jaccard":
similarity = _jaccard
matrix = _pairwise_similarity(a, b, similarity)
indices = linear_assignment(1. - matrix)
n_a = len(a[0])
n_b = len(b[0])
return matrix[indices[:, 0], indices[:, 1]].sum() / max(n_a, n_b)
| mit |
akionakamura/scikit-learn | sklearn/linear_model/tests/test_coordinate_descent.py | 40 | 23697 | # Authors: Olivier Grisel <[email protected]>
# Alexandre Gramfort <[email protected]>
# License: BSD 3 clause
from sys import version_info
import numpy as np
from scipy import interpolate, sparse
from copy import deepcopy
from sklearn.datasets import load_boston
from sklearn.utils.testing import assert_array_almost_equal
from sklearn.utils.testing import assert_almost_equal
from sklearn.utils.testing import assert_equal
from sklearn.utils.testing import SkipTest
from sklearn.utils.testing import assert_true
from sklearn.utils.testing import assert_greater
from sklearn.utils.testing import assert_raises
from sklearn.utils.testing import assert_warns
from sklearn.utils.testing import ignore_warnings
from sklearn.utils.testing import assert_array_equal
from sklearn.utils.testing import TempMemmap
from sklearn.linear_model.coordinate_descent import Lasso, \
LassoCV, ElasticNet, ElasticNetCV, MultiTaskLasso, MultiTaskElasticNet, \
MultiTaskElasticNetCV, MultiTaskLassoCV, lasso_path, enet_path
from sklearn.linear_model import LassoLarsCV, lars_path
def check_warnings():
if version_info < (2, 6):
raise SkipTest("Testing for warnings is not supported in versions \
older than Python 2.6")
def test_lasso_zero():
# Check that the lasso can handle zero data without crashing
X = [[0], [0], [0]]
y = [0, 0, 0]
clf = Lasso(alpha=0.1).fit(X, y)
pred = clf.predict([[1], [2], [3]])
assert_array_almost_equal(clf.coef_, [0])
assert_array_almost_equal(pred, [0, 0, 0])
assert_almost_equal(clf.dual_gap_, 0)
def test_lasso_toy():
# Test Lasso on a toy example for various values of alpha.
# When validating this against glmnet notice that glmnet divides it
# against nobs.
X = [[-1], [0], [1]]
Y = [-1, 0, 1] # just a straight line
T = [[2], [3], [4]] # test sample
clf = Lasso(alpha=1e-8)
clf.fit(X, Y)
pred = clf.predict(T)
assert_array_almost_equal(clf.coef_, [1])
assert_array_almost_equal(pred, [2, 3, 4])
assert_almost_equal(clf.dual_gap_, 0)
clf = Lasso(alpha=0.1)
clf.fit(X, Y)
pred = clf.predict(T)
assert_array_almost_equal(clf.coef_, [.85])
assert_array_almost_equal(pred, [1.7, 2.55, 3.4])
assert_almost_equal(clf.dual_gap_, 0)
clf = Lasso(alpha=0.5)
clf.fit(X, Y)
pred = clf.predict(T)
assert_array_almost_equal(clf.coef_, [.25])
assert_array_almost_equal(pred, [0.5, 0.75, 1.])
assert_almost_equal(clf.dual_gap_, 0)
clf = Lasso(alpha=1)
clf.fit(X, Y)
pred = clf.predict(T)
assert_array_almost_equal(clf.coef_, [.0])
assert_array_almost_equal(pred, [0, 0, 0])
assert_almost_equal(clf.dual_gap_, 0)
def test_enet_toy():
# Test ElasticNet for various parameters of alpha and l1_ratio.
# Actually, the parameters alpha = 0 should not be allowed. However,
# we test it as a border case.
# ElasticNet is tested with and without precomputed Gram matrix
X = np.array([[-1.], [0.], [1.]])
Y = [-1, 0, 1] # just a straight line
T = [[2.], [3.], [4.]] # test sample
# this should be the same as lasso
clf = ElasticNet(alpha=1e-8, l1_ratio=1.0)
clf.fit(X, Y)
pred = clf.predict(T)
assert_array_almost_equal(clf.coef_, [1])
assert_array_almost_equal(pred, [2, 3, 4])
assert_almost_equal(clf.dual_gap_, 0)
clf = ElasticNet(alpha=0.5, l1_ratio=0.3, max_iter=100,
precompute=False)
clf.fit(X, Y)
pred = clf.predict(T)
assert_array_almost_equal(clf.coef_, [0.50819], decimal=3)
assert_array_almost_equal(pred, [1.0163, 1.5245, 2.0327], decimal=3)
assert_almost_equal(clf.dual_gap_, 0)
clf.set_params(max_iter=100, precompute=True)
clf.fit(X, Y) # with Gram
pred = clf.predict(T)
assert_array_almost_equal(clf.coef_, [0.50819], decimal=3)
assert_array_almost_equal(pred, [1.0163, 1.5245, 2.0327], decimal=3)
assert_almost_equal(clf.dual_gap_, 0)
clf.set_params(max_iter=100, precompute=np.dot(X.T, X))
clf.fit(X, Y) # with Gram
pred = clf.predict(T)
assert_array_almost_equal(clf.coef_, [0.50819], decimal=3)
assert_array_almost_equal(pred, [1.0163, 1.5245, 2.0327], decimal=3)
assert_almost_equal(clf.dual_gap_, 0)
clf = ElasticNet(alpha=0.5, l1_ratio=0.5)
clf.fit(X, Y)
pred = clf.predict(T)
assert_array_almost_equal(clf.coef_, [0.45454], 3)
assert_array_almost_equal(pred, [0.9090, 1.3636, 1.8181], 3)
assert_almost_equal(clf.dual_gap_, 0)
def build_dataset(n_samples=50, n_features=200, n_informative_features=10,
n_targets=1):
"""
build an ill-posed linear regression problem with many noisy features and
comparatively few samples
"""
random_state = np.random.RandomState(0)
if n_targets > 1:
w = random_state.randn(n_features, n_targets)
else:
w = random_state.randn(n_features)
w[n_informative_features:] = 0.0
X = random_state.randn(n_samples, n_features)
y = np.dot(X, w)
X_test = random_state.randn(n_samples, n_features)
y_test = np.dot(X_test, w)
return X, y, X_test, y_test
def test_lasso_cv():
X, y, X_test, y_test = build_dataset()
max_iter = 150
clf = LassoCV(n_alphas=10, eps=1e-3, max_iter=max_iter).fit(X, y)
assert_almost_equal(clf.alpha_, 0.056, 2)
clf = LassoCV(n_alphas=10, eps=1e-3, max_iter=max_iter, precompute=True)
clf.fit(X, y)
assert_almost_equal(clf.alpha_, 0.056, 2)
# Check that the lars and the coordinate descent implementation
# select a similar alpha
lars = LassoLarsCV(normalize=False, max_iter=30).fit(X, y)
# for this we check that they don't fall in the grid of
# clf.alphas further than 1
assert_true(np.abs(
np.searchsorted(clf.alphas_[::-1], lars.alpha_)
- np.searchsorted(clf.alphas_[::-1], clf.alpha_)) <= 1)
# check that they also give a similar MSE
mse_lars = interpolate.interp1d(lars.cv_alphas_, lars.cv_mse_path_.T)
np.testing.assert_approx_equal(mse_lars(clf.alphas_[5]).mean(),
clf.mse_path_[5].mean(), significant=2)
# test set
assert_greater(clf.score(X_test, y_test), 0.99)
def test_lasso_cv_positive_constraint():
X, y, X_test, y_test = build_dataset()
max_iter = 500
# Ensure the unconstrained fit has a negative coefficient
clf_unconstrained = LassoCV(n_alphas=3, eps=1e-1, max_iter=max_iter, cv=2,
n_jobs=1)
clf_unconstrained.fit(X, y)
assert_true(min(clf_unconstrained.coef_) < 0)
# On same data, constrained fit has non-negative coefficients
clf_constrained = LassoCV(n_alphas=3, eps=1e-1, max_iter=max_iter,
positive=True, cv=2, n_jobs=1)
clf_constrained.fit(X, y)
assert_true(min(clf_constrained.coef_) >= 0)
def test_lasso_path_return_models_vs_new_return_gives_same_coefficients():
# Test that lasso_path with lars_path style output gives the
# same result
# Some toy data
X = np.array([[1, 2, 3.1], [2.3, 5.4, 4.3]]).T
y = np.array([1, 2, 3.1])
alphas = [5., 1., .5]
# Use lars_path and lasso_path(new output) with 1D linear interpolation
# to compute the the same path
alphas_lars, _, coef_path_lars = lars_path(X, y, method='lasso')
coef_path_cont_lars = interpolate.interp1d(alphas_lars[::-1],
coef_path_lars[:, ::-1])
alphas_lasso2, coef_path_lasso2, _ = lasso_path(X, y, alphas=alphas,
return_models=False)
coef_path_cont_lasso = interpolate.interp1d(alphas_lasso2[::-1],
coef_path_lasso2[:, ::-1])
assert_array_almost_equal(
coef_path_cont_lasso(alphas), coef_path_cont_lars(alphas),
decimal=1)
def test_enet_path():
# We use a large number of samples and of informative features so that
# the l1_ratio selected is more toward ridge than lasso
X, y, X_test, y_test = build_dataset(n_samples=200, n_features=100,
n_informative_features=100)
max_iter = 150
# Here we have a small number of iterations, and thus the
# ElasticNet might not converge. This is to speed up tests
clf = ElasticNetCV(alphas=[0.01, 0.05, 0.1], eps=2e-3,
l1_ratio=[0.5, 0.7], cv=3,
max_iter=max_iter)
ignore_warnings(clf.fit)(X, y)
# Well-conditioned settings, we should have selected our
# smallest penalty
assert_almost_equal(clf.alpha_, min(clf.alphas_))
# Non-sparse ground truth: we should have seleted an elastic-net
# that is closer to ridge than to lasso
assert_equal(clf.l1_ratio_, min(clf.l1_ratio))
clf = ElasticNetCV(alphas=[0.01, 0.05, 0.1], eps=2e-3,
l1_ratio=[0.5, 0.7], cv=3,
max_iter=max_iter, precompute=True)
ignore_warnings(clf.fit)(X, y)
# Well-conditioned settings, we should have selected our
# smallest penalty
assert_almost_equal(clf.alpha_, min(clf.alphas_))
# Non-sparse ground truth: we should have seleted an elastic-net
# that is closer to ridge than to lasso
assert_equal(clf.l1_ratio_, min(clf.l1_ratio))
# We are in well-conditioned settings with low noise: we should
# have a good test-set performance
assert_greater(clf.score(X_test, y_test), 0.99)
# Multi-output/target case
X, y, X_test, y_test = build_dataset(n_features=10, n_targets=3)
clf = MultiTaskElasticNetCV(n_alphas=5, eps=2e-3, l1_ratio=[0.5, 0.7],
cv=3, max_iter=max_iter)
ignore_warnings(clf.fit)(X, y)
# We are in well-conditioned settings with low noise: we should
# have a good test-set performance
assert_greater(clf.score(X_test, y_test), 0.99)
assert_equal(clf.coef_.shape, (3, 10))
# Mono-output should have same cross-validated alpha_ and l1_ratio_
# in both cases.
X, y, _, _ = build_dataset(n_features=10)
clf1 = ElasticNetCV(n_alphas=5, eps=2e-3, l1_ratio=[0.5, 0.7])
clf1.fit(X, y)
clf2 = MultiTaskElasticNetCV(n_alphas=5, eps=2e-3, l1_ratio=[0.5, 0.7])
clf2.fit(X, y[:, np.newaxis])
assert_almost_equal(clf1.l1_ratio_, clf2.l1_ratio_)
assert_almost_equal(clf1.alpha_, clf2.alpha_)
def test_path_parameters():
X, y, _, _ = build_dataset()
max_iter = 100
clf = ElasticNetCV(n_alphas=50, eps=1e-3, max_iter=max_iter,
l1_ratio=0.5, tol=1e-3)
clf.fit(X, y) # new params
assert_almost_equal(0.5, clf.l1_ratio)
assert_equal(50, clf.n_alphas)
assert_equal(50, len(clf.alphas_))
def test_warm_start():
X, y, _, _ = build_dataset()
clf = ElasticNet(alpha=0.1, max_iter=5, warm_start=True)
ignore_warnings(clf.fit)(X, y)
ignore_warnings(clf.fit)(X, y) # do a second round with 5 iterations
clf2 = ElasticNet(alpha=0.1, max_iter=10)
ignore_warnings(clf2.fit)(X, y)
assert_array_almost_equal(clf2.coef_, clf.coef_)
def test_lasso_alpha_warning():
X = [[-1], [0], [1]]
Y = [-1, 0, 1] # just a straight line
clf = Lasso(alpha=0)
assert_warns(UserWarning, clf.fit, X, Y)
def test_lasso_positive_constraint():
X = [[-1], [0], [1]]
y = [1, 0, -1] # just a straight line with negative slope
lasso = Lasso(alpha=0.1, max_iter=1000, positive=True)
lasso.fit(X, y)
assert_true(min(lasso.coef_) >= 0)
lasso = Lasso(alpha=0.1, max_iter=1000, precompute=True, positive=True)
lasso.fit(X, y)
assert_true(min(lasso.coef_) >= 0)
def test_enet_positive_constraint():
X = [[-1], [0], [1]]
y = [1, 0, -1] # just a straight line with negative slope
enet = ElasticNet(alpha=0.1, max_iter=1000, positive=True)
enet.fit(X, y)
assert_true(min(enet.coef_) >= 0)
def test_enet_cv_positive_constraint():
X, y, X_test, y_test = build_dataset()
max_iter = 500
# Ensure the unconstrained fit has a negative coefficient
enetcv_unconstrained = ElasticNetCV(n_alphas=3, eps=1e-1,
max_iter=max_iter,
cv=2, n_jobs=1)
enetcv_unconstrained.fit(X, y)
assert_true(min(enetcv_unconstrained.coef_) < 0)
# On same data, constrained fit has non-negative coefficients
enetcv_constrained = ElasticNetCV(n_alphas=3, eps=1e-1, max_iter=max_iter,
cv=2, positive=True, n_jobs=1)
enetcv_constrained.fit(X, y)
assert_true(min(enetcv_constrained.coef_) >= 0)
def test_uniform_targets():
enet = ElasticNetCV(fit_intercept=True, n_alphas=3)
m_enet = MultiTaskElasticNetCV(fit_intercept=True, n_alphas=3)
lasso = LassoCV(fit_intercept=True, n_alphas=3)
m_lasso = MultiTaskLassoCV(fit_intercept=True, n_alphas=3)
models_single_task = (enet, lasso)
models_multi_task = (m_enet, m_lasso)
rng = np.random.RandomState(0)
X_train = rng.random_sample(size=(10, 3))
X_test = rng.random_sample(size=(10, 3))
y1 = np.empty(10)
y2 = np.empty((10, 2))
for model in models_single_task:
for y_values in (0, 5):
y1.fill(y_values)
assert_array_equal(model.fit(X_train, y1).predict(X_test), y1)
assert_array_equal(model.alphas_, [np.finfo(float).resolution]*3)
for model in models_multi_task:
for y_values in (0, 5):
y2[:, 0].fill(y_values)
y2[:, 1].fill(2 * y_values)
assert_array_equal(model.fit(X_train, y2).predict(X_test), y2)
assert_array_equal(model.alphas_, [np.finfo(float).resolution]*3)
def test_multi_task_lasso_and_enet():
X, y, X_test, y_test = build_dataset()
Y = np.c_[y, y]
# Y_test = np.c_[y_test, y_test]
clf = MultiTaskLasso(alpha=1, tol=1e-8).fit(X, Y)
assert_true(0 < clf.dual_gap_ < 1e-5)
assert_array_almost_equal(clf.coef_[0], clf.coef_[1])
clf = MultiTaskElasticNet(alpha=1, tol=1e-8).fit(X, Y)
assert_true(0 < clf.dual_gap_ < 1e-5)
assert_array_almost_equal(clf.coef_[0], clf.coef_[1])
def test_lasso_readonly_data():
X = np.array([[-1], [0], [1]])
Y = np.array([-1, 0, 1]) # just a straight line
T = np.array([[2], [3], [4]]) # test sample
with TempMemmap((X, Y)) as (X, Y):
clf = Lasso(alpha=0.5)
clf.fit(X, Y)
pred = clf.predict(T)
assert_array_almost_equal(clf.coef_, [.25])
assert_array_almost_equal(pred, [0.5, 0.75, 1.])
assert_almost_equal(clf.dual_gap_, 0)
def test_multi_task_lasso_readonly_data():
X, y, X_test, y_test = build_dataset()
Y = np.c_[y, y]
with TempMemmap((X, Y)) as (X, Y):
Y = np.c_[y, y]
clf = MultiTaskLasso(alpha=1, tol=1e-8).fit(X, Y)
assert_true(0 < clf.dual_gap_ < 1e-5)
assert_array_almost_equal(clf.coef_[0], clf.coef_[1])
def test_enet_multitarget():
n_targets = 3
X, y, _, _ = build_dataset(n_samples=10, n_features=8,
n_informative_features=10, n_targets=n_targets)
estimator = ElasticNet(alpha=0.01, fit_intercept=True)
estimator.fit(X, y)
coef, intercept, dual_gap = (estimator.coef_, estimator.intercept_,
estimator.dual_gap_)
for k in range(n_targets):
estimator.fit(X, y[:, k])
assert_array_almost_equal(coef[k, :], estimator.coef_)
assert_array_almost_equal(intercept[k], estimator.intercept_)
assert_array_almost_equal(dual_gap[k], estimator.dual_gap_)
def test_multioutput_enetcv_error():
X = np.random.randn(10, 2)
y = np.random.randn(10, 2)
clf = ElasticNetCV()
assert_raises(ValueError, clf.fit, X, y)
def test_multitask_enet_and_lasso_cv():
X, y, _, _ = build_dataset(n_features=100, n_targets=3)
clf = MultiTaskElasticNetCV().fit(X, y)
assert_almost_equal(clf.alpha_, 0.00556, 3)
clf = MultiTaskLassoCV().fit(X, y)
assert_almost_equal(clf.alpha_, 0.00278, 3)
X, y, _, _ = build_dataset(n_targets=3)
clf = MultiTaskElasticNetCV(n_alphas=50, eps=1e-3, max_iter=100,
l1_ratio=[0.3, 0.5], tol=1e-3)
clf.fit(X, y)
assert_equal(0.5, clf.l1_ratio_)
assert_equal((3, X.shape[1]), clf.coef_.shape)
assert_equal((3, ), clf.intercept_.shape)
assert_equal((2, 50, 3), clf.mse_path_.shape)
assert_equal((2, 50), clf.alphas_.shape)
X, y, _, _ = build_dataset(n_targets=3)
clf = MultiTaskLassoCV(n_alphas=50, eps=1e-3, max_iter=100, tol=1e-3)
clf.fit(X, y)
assert_equal((3, X.shape[1]), clf.coef_.shape)
assert_equal((3, ), clf.intercept_.shape)
assert_equal((50, 3), clf.mse_path_.shape)
assert_equal(50, len(clf.alphas_))
def test_1d_multioutput_enet_and_multitask_enet_cv():
X, y, _, _ = build_dataset(n_features=10)
y = y[:, np.newaxis]
clf = ElasticNetCV(n_alphas=5, eps=2e-3, l1_ratio=[0.5, 0.7])
clf.fit(X, y[:, 0])
clf1 = MultiTaskElasticNetCV(n_alphas=5, eps=2e-3, l1_ratio=[0.5, 0.7])
clf1.fit(X, y)
assert_almost_equal(clf.l1_ratio_, clf1.l1_ratio_)
assert_almost_equal(clf.alpha_, clf1.alpha_)
assert_almost_equal(clf.coef_, clf1.coef_[0])
assert_almost_equal(clf.intercept_, clf1.intercept_[0])
def test_1d_multioutput_lasso_and_multitask_lasso_cv():
X, y, _, _ = build_dataset(n_features=10)
y = y[:, np.newaxis]
clf = LassoCV(n_alphas=5, eps=2e-3)
clf.fit(X, y[:, 0])
clf1 = MultiTaskLassoCV(n_alphas=5, eps=2e-3)
clf1.fit(X, y)
assert_almost_equal(clf.alpha_, clf1.alpha_)
assert_almost_equal(clf.coef_, clf1.coef_[0])
assert_almost_equal(clf.intercept_, clf1.intercept_[0])
def test_sparse_input_dtype_enet_and_lassocv():
X, y, _, _ = build_dataset(n_features=10)
clf = ElasticNetCV(n_alphas=5)
clf.fit(sparse.csr_matrix(X), y)
clf1 = ElasticNetCV(n_alphas=5)
clf1.fit(sparse.csr_matrix(X, dtype=np.float32), y)
assert_almost_equal(clf.alpha_, clf1.alpha_, decimal=6)
assert_almost_equal(clf.coef_, clf1.coef_, decimal=6)
clf = LassoCV(n_alphas=5)
clf.fit(sparse.csr_matrix(X), y)
clf1 = LassoCV(n_alphas=5)
clf1.fit(sparse.csr_matrix(X, dtype=np.float32), y)
assert_almost_equal(clf.alpha_, clf1.alpha_, decimal=6)
assert_almost_equal(clf.coef_, clf1.coef_, decimal=6)
def test_precompute_invalid_argument():
X, y, _, _ = build_dataset()
for clf in [ElasticNetCV(precompute="invalid"),
LassoCV(precompute="invalid")]:
assert_raises(ValueError, clf.fit, X, y)
def test_warm_start_convergence():
X, y, _, _ = build_dataset()
model = ElasticNet(alpha=1e-3, tol=1e-3).fit(X, y)
n_iter_reference = model.n_iter_
# This dataset is not trivial enough for the model to converge in one pass.
assert_greater(n_iter_reference, 2)
# Check that n_iter_ is invariant to multiple calls to fit
# when warm_start=False, all else being equal.
model.fit(X, y)
n_iter_cold_start = model.n_iter_
assert_equal(n_iter_cold_start, n_iter_reference)
# Fit the same model again, using a warm start: the optimizer just performs
# a single pass before checking that it has already converged
model.set_params(warm_start=True)
model.fit(X, y)
n_iter_warm_start = model.n_iter_
assert_equal(n_iter_warm_start, 1)
def test_warm_start_convergence_with_regularizer_decrement():
boston = load_boston()
X, y = boston.data, boston.target
# Train a model to converge on a lightly regularized problem
final_alpha = 1e-5
low_reg_model = ElasticNet(alpha=final_alpha).fit(X, y)
# Fitting a new model on a more regularized version of the same problem.
# Fitting with high regularization is easier it should converge faster
# in general.
high_reg_model = ElasticNet(alpha=final_alpha * 10).fit(X, y)
assert_greater(low_reg_model.n_iter_, high_reg_model.n_iter_)
# Fit the solution to the original, less regularized version of the
# problem but from the solution of the highly regularized variant of
# the problem as a better starting point. This should also converge
# faster than the original model that starts from zero.
warm_low_reg_model = deepcopy(high_reg_model)
warm_low_reg_model.set_params(warm_start=True, alpha=final_alpha)
warm_low_reg_model.fit(X, y)
assert_greater(low_reg_model.n_iter_, warm_low_reg_model.n_iter_)
def test_random_descent():
# Test that both random and cyclic selection give the same results.
# Ensure that the test models fully converge and check a wide
# range of conditions.
# This uses the coordinate descent algo using the gram trick.
X, y, _, _ = build_dataset(n_samples=50, n_features=20)
clf_cyclic = ElasticNet(selection='cyclic', tol=1e-8)
clf_cyclic.fit(X, y)
clf_random = ElasticNet(selection='random', tol=1e-8, random_state=42)
clf_random.fit(X, y)
assert_array_almost_equal(clf_cyclic.coef_, clf_random.coef_)
assert_almost_equal(clf_cyclic.intercept_, clf_random.intercept_)
# This uses the descent algo without the gram trick
clf_cyclic = ElasticNet(selection='cyclic', tol=1e-8)
clf_cyclic.fit(X.T, y[:20])
clf_random = ElasticNet(selection='random', tol=1e-8, random_state=42)
clf_random.fit(X.T, y[:20])
assert_array_almost_equal(clf_cyclic.coef_, clf_random.coef_)
assert_almost_equal(clf_cyclic.intercept_, clf_random.intercept_)
# Sparse Case
clf_cyclic = ElasticNet(selection='cyclic', tol=1e-8)
clf_cyclic.fit(sparse.csr_matrix(X), y)
clf_random = ElasticNet(selection='random', tol=1e-8, random_state=42)
clf_random.fit(sparse.csr_matrix(X), y)
assert_array_almost_equal(clf_cyclic.coef_, clf_random.coef_)
assert_almost_equal(clf_cyclic.intercept_, clf_random.intercept_)
# Multioutput case.
new_y = np.hstack((y[:, np.newaxis], y[:, np.newaxis]))
clf_cyclic = MultiTaskElasticNet(selection='cyclic', tol=1e-8)
clf_cyclic.fit(X, new_y)
clf_random = MultiTaskElasticNet(selection='random', tol=1e-8,
random_state=42)
clf_random.fit(X, new_y)
assert_array_almost_equal(clf_cyclic.coef_, clf_random.coef_)
assert_almost_equal(clf_cyclic.intercept_, clf_random.intercept_)
# Raise error when selection is not in cyclic or random.
clf_random = ElasticNet(selection='invalid')
assert_raises(ValueError, clf_random.fit, X, y)
def test_deprection_precompute_enet():
# Test that setting precompute="auto" gives a Deprecation Warning.
X, y, _, _ = build_dataset(n_samples=20, n_features=10)
clf = ElasticNet(precompute="auto")
assert_warns(DeprecationWarning, clf.fit, X, y)
clf = Lasso(precompute="auto")
assert_warns(DeprecationWarning, clf.fit, X, y)
def test_enet_path_positive():
# Test that the coefs returned by positive=True in enet_path are positive
X, y, _, _ = build_dataset(n_samples=50, n_features=50)
for path in [enet_path, lasso_path]:
pos_path_coef = path(X, y, positive=True)[1]
assert_true(np.all(pos_path_coef >= 0))
def test_sparse_dense_descent_paths():
# Test that dense and sparse input give the same input for descent paths.
X, y, _, _ = build_dataset(n_samples=50, n_features=20)
csr = sparse.csr_matrix(X)
for path in [enet_path, lasso_path]:
_, coefs, _ = path(X, y, fit_intercept=False)
_, sparse_coefs, _ = path(csr, y, fit_intercept=False)
assert_array_almost_equal(coefs, sparse_coefs)
| bsd-3-clause |
moutai/scikit-learn | sklearn/covariance/__init__.py | 389 | 1157 | """
The :mod:`sklearn.covariance` module includes methods and algorithms to
robustly estimate the covariance of features given a set of points. The
precision matrix defined as the inverse of the covariance is also estimated.
Covariance estimation is closely related to the theory of Gaussian Graphical
Models.
"""
from .empirical_covariance_ import empirical_covariance, EmpiricalCovariance, \
log_likelihood
from .shrunk_covariance_ import shrunk_covariance, ShrunkCovariance, \
ledoit_wolf, ledoit_wolf_shrinkage, \
LedoitWolf, oas, OAS
from .robust_covariance import fast_mcd, MinCovDet
from .graph_lasso_ import graph_lasso, GraphLasso, GraphLassoCV
from .outlier_detection import EllipticEnvelope
__all__ = ['EllipticEnvelope',
'EmpiricalCovariance',
'GraphLasso',
'GraphLassoCV',
'LedoitWolf',
'MinCovDet',
'OAS',
'ShrunkCovariance',
'empirical_covariance',
'fast_mcd',
'graph_lasso',
'ledoit_wolf',
'ledoit_wolf_shrinkage',
'log_likelihood',
'oas',
'shrunk_covariance']
| bsd-3-clause |
eramirem/astroML | book_figures/chapter7/fig_spec_reconstruction.py | 3 | 3410 | """
PCA Reconstruction of a spectrum
--------------------------------
Figure 7.6
The reconstruction of a particular spectrum from its eigenvectors. The input
spectrum is shown in gray, and the partial reconstruction for progressively
more terms is shown in black. The top panel shows only the mean of the set of
spectra. By the time 20 PCA components are added, the reconstruction is very
close to the input, as indicated by the expected total variance of 94%.
"""
# Author: Jake VanderPlas
# License: BSD
# The figure produced by this code is published in the textbook
# "Statistics, Data Mining, and Machine Learning in Astronomy" (2013)
# For more information, see http://astroML.github.com
# To report a bug or issue, use the following forum:
# https://groups.google.com/forum/#!forum/astroml-general
import numpy as np
from matplotlib import pyplot as plt
from sklearn.decomposition import PCA
from astroML.datasets import sdss_corrected_spectra
from astroML.decorators import pickle_results
#----------------------------------------------------------------------
# This function adjusts matplotlib settings for a uniform feel in the textbook.
# Note that with usetex=True, fonts are rendered with LaTeX. This may
# result in an error if LaTeX is not installed on your system. In that case,
# you can set usetex to False.
from astroML.plotting import setup_text_plots
setup_text_plots(fontsize=8, usetex=True)
#------------------------------------------------------------
# Download data
data = sdss_corrected_spectra.fetch_sdss_corrected_spectra()
spectra = sdss_corrected_spectra.reconstruct_spectra(data)
wavelengths = sdss_corrected_spectra.compute_wavelengths(data)
#------------------------------------------------------------
# Compute PCA components
# Eigenvalues can be computed using PCA as in the commented code below:
#from sklearn.decomposition import PCA
#pca = PCA()
#pca.fit(spectra)
#evals = pca.explained_variance_ratio_
#evals_cs = evals.cumsum()
# because the spectra have been reconstructed from masked values, this
# is not exactly correct in this case: we'll use the values computed
# in the file compute_sdss_pca.py
evals = data['evals'] ** 2
evals_cs = evals.cumsum()
evals_cs /= evals_cs[-1]
evecs = data['evecs']
spec_mean = spectra.mean(0)
#------------------------------------------------------------
# Find the coefficients of a particular spectrum
spec = spectra[1]
coeff = np.dot(evecs, spec - spec_mean)
#------------------------------------------------------------
# Plot the sequence of reconstructions
fig = plt.figure(figsize=(5, 5))
fig.subplots_adjust(hspace=0, top=0.95, bottom=0.1, left=0.12, right=0.93)
for i, n in enumerate([0, 4, 8, 20]):
ax = fig.add_subplot(411 + i)
ax.plot(wavelengths, spec, '-', c='gray')
ax.plot(wavelengths, spec_mean + np.dot(coeff[:n], evecs[:n]), '-k')
if i < 3:
ax.xaxis.set_major_formatter(plt.NullFormatter())
ax.set_ylim(-2, 21)
ax.set_ylabel('flux')
if n == 0:
text = "mean"
elif n == 1:
text = "mean + 1 component\n"
text += r"$(\sigma^2_{tot} = %.2f)$" % evals_cs[n - 1]
else:
text = "mean + %i components\n" % n
text += r"$(\sigma^2_{tot} = %.2f)$" % evals_cs[n - 1]
ax.text(0.02, 0.93, text, ha='left', va='top', transform=ax.transAxes)
fig.axes[-1].set_xlabel(r'${\rm wavelength\ (\AA)}$')
plt.show()
| bsd-2-clause |
glennq/scikit-learn | sklearn/datasets/__init__.py | 72 | 3807 | """
The :mod:`sklearn.datasets` module includes utilities to load datasets,
including methods to load and fetch popular reference datasets. It also
features some artificial data generators.
"""
from .base import load_diabetes
from .base import load_digits
from .base import load_files
from .base import load_iris
from .base import load_breast_cancer
from .base import load_linnerud
from .base import load_boston
from .base import get_data_home
from .base import clear_data_home
from .base import load_sample_images
from .base import load_sample_image
from .covtype import fetch_covtype
from .kddcup99 import fetch_kddcup99
from .mlcomp import load_mlcomp
from .lfw import load_lfw_pairs
from .lfw import load_lfw_people
from .lfw import fetch_lfw_pairs
from .lfw import fetch_lfw_people
from .twenty_newsgroups import fetch_20newsgroups
from .twenty_newsgroups import fetch_20newsgroups_vectorized
from .mldata import fetch_mldata, mldata_filename
from .samples_generator import make_classification
from .samples_generator import make_multilabel_classification
from .samples_generator import make_hastie_10_2
from .samples_generator import make_regression
from .samples_generator import make_blobs
from .samples_generator import make_moons
from .samples_generator import make_circles
from .samples_generator import make_friedman1
from .samples_generator import make_friedman2
from .samples_generator import make_friedman3
from .samples_generator import make_low_rank_matrix
from .samples_generator import make_sparse_coded_signal
from .samples_generator import make_sparse_uncorrelated
from .samples_generator import make_spd_matrix
from .samples_generator import make_swiss_roll
from .samples_generator import make_s_curve
from .samples_generator import make_sparse_spd_matrix
from .samples_generator import make_gaussian_quantiles
from .samples_generator import make_biclusters
from .samples_generator import make_checkerboard
from .svmlight_format import load_svmlight_file
from .svmlight_format import load_svmlight_files
from .svmlight_format import dump_svmlight_file
from .olivetti_faces import fetch_olivetti_faces
from .species_distributions import fetch_species_distributions
from .california_housing import fetch_california_housing
from .rcv1 import fetch_rcv1
__all__ = ['clear_data_home',
'dump_svmlight_file',
'fetch_20newsgroups',
'fetch_20newsgroups_vectorized',
'fetch_lfw_pairs',
'fetch_lfw_people',
'fetch_mldata',
'fetch_olivetti_faces',
'fetch_species_distributions',
'fetch_california_housing',
'fetch_covtype',
'fetch_rcv1',
'fetch_kddcup99',
'get_data_home',
'load_boston',
'load_diabetes',
'load_digits',
'load_files',
'load_iris',
'load_breast_cancer',
'load_lfw_pairs',
'load_lfw_people',
'load_linnerud',
'load_mlcomp',
'load_sample_image',
'load_sample_images',
'load_svmlight_file',
'load_svmlight_files',
'make_biclusters',
'make_blobs',
'make_circles',
'make_classification',
'make_checkerboard',
'make_friedman1',
'make_friedman2',
'make_friedman3',
'make_gaussian_quantiles',
'make_hastie_10_2',
'make_low_rank_matrix',
'make_moons',
'make_multilabel_classification',
'make_regression',
'make_s_curve',
'make_sparse_coded_signal',
'make_sparse_spd_matrix',
'make_sparse_uncorrelated',
'make_spd_matrix',
'make_swiss_roll',
'mldata_filename']
| bsd-3-clause |
themrmax/scikit-learn | doc/conf.py | 10 | 9807 | # -*- coding: utf-8 -*-
#
# scikit-learn documentation build configuration file, created by
# sphinx-quickstart on Fri Jan 8 09:13:42 2010.
#
# This file is execfile()d with the current directory set to its containing
# dir.
#
# Note that not all possible configuration values are present in this
# autogenerated file.
#
# All configuration values have a default; values that are commented out
# serve to show the default.
from __future__ import print_function
import sys
import os
from sklearn.externals.six import u
# If extensions (or modules to document with autodoc) are in another
# directory, add these directories to sys.path here. If the directory
# is relative to the documentation root, use os.path.abspath to make it
# absolute, like shown here.
sys.path.insert(0, os.path.abspath('sphinxext'))
from github_link import make_linkcode_resolve
import sphinx_gallery
# -- General configuration ---------------------------------------------------
# Add any Sphinx extension module names here, as strings. They can be
# extensions coming with Sphinx (named 'sphinx.ext.*') or your custom ones.
extensions = [
'sphinx.ext.autodoc', 'sphinx.ext.autosummary',
'numpy_ext.numpydoc',
'sphinx.ext.linkcode', 'sphinx.ext.doctest',
'sphinx_gallery.gen_gallery',
'sphinx_issues',
]
# pngmath / imgmath compatibility layer for different sphinx versions
import sphinx
from distutils.version import LooseVersion
if LooseVersion(sphinx.__version__) < LooseVersion('1.4'):
extensions.append('sphinx.ext.pngmath')
else:
extensions.append('sphinx.ext.imgmath')
autodoc_default_flags = ['members', 'inherited-members']
# Add any paths that contain templates here, relative to this directory.
templates_path = ['templates']
# generate autosummary even if no references
autosummary_generate = True
# The suffix of source filenames.
source_suffix = '.rst'
# The encoding of source files.
#source_encoding = 'utf-8'
# Generate the plots for the gallery
plot_gallery = True
# The master toctree document.
master_doc = 'index'
# General information about the project.
project = u('scikit-learn')
copyright = u('2007 - 2017, scikit-learn developers (BSD License)')
# The version info for the project you're documenting, acts as replacement for
# |version| and |release|, also used in various other places throughout the
# built documents.
#
# The short X.Y version.
import sklearn
version = sklearn.__version__
# The full version, including alpha/beta/rc tags.
release = sklearn.__version__
# The language for content autogenerated by Sphinx. Refer to documentation
# for a list of supported languages.
#language = None
# There are two options for replacing |today|: either, you set today to some
# non-false value, then it is used:
#today = ''
# Else, today_fmt is used as the format for a strftime call.
#today_fmt = '%B %d, %Y'
# List of documents that shouldn't be included in the build.
#unused_docs = []
# List of directories, relative to source directory, that shouldn't be
# searched for source files.
exclude_trees = ['_build', 'templates', 'includes']
# The reST default role (used for this markup: `text`) to use for all
# documents.
#default_role = None
# If true, '()' will be appended to :func: etc. cross-reference text.
add_function_parentheses = False
# If true, the current module name will be prepended to all description
# unit titles (such as .. function::).
#add_module_names = True
# If true, sectionauthor and moduleauthor directives will be shown in the
# output. They are ignored by default.
#show_authors = False
# The name of the Pygments (syntax highlighting) style to use.
pygments_style = 'sphinx'
# A list of ignored prefixes for module index sorting.
#modindex_common_prefix = []
# -- Options for HTML output -------------------------------------------------
# The theme to use for HTML and HTML Help pages. Major themes that come with
# Sphinx are currently 'default' and 'sphinxdoc'.
html_theme = 'scikit-learn'
# Theme options are theme-specific and customize the look and feel of a theme
# further. For a list of options available for each theme, see the
# documentation.
html_theme_options = {'oldversion': False, 'collapsiblesidebar': True,
'google_analytics': True, 'surveybanner': False,
'sprintbanner': True}
# Add any paths that contain custom themes here, relative to this directory.
html_theme_path = ['themes']
# The name for this set of Sphinx documents. If None, it defaults to
# "<project> v<release> documentation".
#html_title = None
# A shorter title for the navigation bar. Default is the same as html_title.
html_short_title = 'scikit-learn'
# The name of an image file (relative to this directory) to place at the top
# of the sidebar.
html_logo = 'logos/scikit-learn-logo-small.png'
# The name of an image file (within the static path) to use as favicon of the
# docs. This file should be a Windows icon file (.ico) being 16x16 or 32x32
# pixels large.
html_favicon = 'logos/favicon.ico'
# Add any paths that contain custom static files (such as style sheets) here,
# relative to this directory. They are copied after the builtin static files,
# so a file named "default.css" will overwrite the builtin "default.css".
html_static_path = ['images']
# If not '', a 'Last updated on:' timestamp is inserted at every page bottom,
# using the given strftime format.
#html_last_updated_fmt = '%b %d, %Y'
# If true, SmartyPants will be used to convert quotes and dashes to
# typographically correct entities.
#html_use_smartypants = True
# Custom sidebar templates, maps document names to template names.
#html_sidebars = {}
# Additional templates that should be rendered to pages, maps page names to
# template names.
#html_additional_pages = {}
# If false, no module index is generated.
html_domain_indices = False
# If false, no index is generated.
html_use_index = False
# If true, the index is split into individual pages for each letter.
#html_split_index = False
# If true, links to the reST sources are added to the pages.
#html_show_sourcelink = True
# If true, an OpenSearch description file will be output, and all pages will
# contain a <link> tag referring to it. The value of this option must be the
# base URL from which the finished HTML is served.
#html_use_opensearch = ''
# If nonempty, this is the file name suffix for HTML files (e.g. ".xhtml").
#html_file_suffix = ''
# Output file base name for HTML help builder.
htmlhelp_basename = 'scikit-learndoc'
# -- Options for LaTeX output ------------------------------------------------
# The paper size ('letter' or 'a4').
#latex_paper_size = 'letter'
# The font size ('10pt', '11pt' or '12pt').
#latex_font_size = '10pt'
# Grouping the document tree into LaTeX files. List of tuples
# (source start file, target name, title, author, documentclass
# [howto/manual]).
latex_documents = [('index', 'user_guide.tex', u('scikit-learn user guide'),
u('scikit-learn developers'), 'manual'), ]
# The name of an image file (relative to this directory) to place at the top of
# the title page.
latex_logo = "logos/scikit-learn-logo.png"
# For "manual" documents, if this is true, then toplevel headings are parts,
# not chapters.
#latex_use_parts = False
# Additional stuff for the LaTeX preamble.
latex_preamble = r"""
\usepackage{amsmath}\usepackage{amsfonts}\usepackage{bm}\usepackage{morefloats}
\usepackage{enumitem} \setlistdepth{10}
"""
# Documents to append as an appendix to all manuals.
#latex_appendices = []
# If false, no module index is generated.
latex_domain_indices = False
trim_doctests_flags = True
sphinx_gallery_conf = {
'doc_module': 'sklearn',
'backreferences_dir': os.path.join('modules', 'generated'),
'reference_url': {
'sklearn': None,
'matplotlib': 'http://matplotlib.org',
'numpy': 'http://docs.scipy.org/doc/numpy-1.8.1',
'scipy': 'http://docs.scipy.org/doc/scipy-0.13.3/reference'}
}
# The following dictionary contains the information used to create the
# thumbnails for the front page of the scikit-learn home page.
# key: first image in set
# values: (number of plot in set, height of thumbnail)
carousel_thumbs = {'sphx_glr_plot_classifier_comparison_001.png': 600,
'sphx_glr_plot_outlier_detection_003.png': 372,
'sphx_glr_plot_gpr_co2_001.png': 350,
'sphx_glr_plot_adaboost_twoclass_001.png': 372,
'sphx_glr_plot_compare_methods_001.png': 349}
def make_carousel_thumbs(app, exception):
"""produces the final resized carousel images"""
if exception is not None:
return
print('Preparing carousel images')
image_dir = os.path.join(app.builder.outdir, '_images')
for glr_plot, max_width in carousel_thumbs.items():
image = os.path.join(image_dir, glr_plot)
if os.path.exists(image):
c_thumb = os.path.join(image_dir, glr_plot[:-4] + '_carousel.png')
sphinx_gallery.gen_rst.scale_image(image, c_thumb, max_width, 190)
# Config for sphinx_issues
issues_uri = 'https://github.com/scikit-learn/scikit-learn/issues/{issue}'
issues_github_path = 'scikit-learn/scikit-learn'
issues_user_uri = 'https://github.com/{user}'
def setup(app):
# to hide/show the prompt in code examples:
app.add_javascript('js/copybutton.js')
app.connect('build-finished', make_carousel_thumbs)
# The following is used by sphinx.ext.linkcode to provide links to github
linkcode_resolve = make_linkcode_resolve('sklearn',
u'https://github.com/scikit-learn/'
'scikit-learn/blob/{revision}/'
'{package}/{path}#L{lineno}')
| bsd-3-clause |
krisht/Krishna-Thesis | Research/src/BrainNet.py | 1 | 43359 | from __future__ import print_function
import datetime
import itertools
import matplotlib
import os
import re
os.environ["CUDA_DEVICE_ORDER"]="PCI_BUS_ID"
os.environ["CUDA_VISIBLE_DEVICES"]="0,1"
matplotlib.use('Agg')
import matplotlib.pyplot as plt
plt.rcParams["font.family"] = "FreeSerif"
import numpy as np
import os
import psutil
import random
import sys
import tensorflow as tf
import tensorflow.contrib.slim as slim
from sklearn import neighbors
from sklearn.metrics import confusion_matrix
from sklearn.preprocessing import normalize
from sklearn.manifold import TSNE
curr_time = datetime.datetime.now()
loss_mem = []
loss_mem_skip = []
def norm_op(vector, axisss):
#return normalize(vector, axis=axisss, norm='l2')
return vector * 10e4
def plot_embedding(X, y, epoch, accuracy, num_to_label, title):
x_min, x_max = np.min(X, 0), np.max(X, 0)
X = (X - x_min) / (x_max - x_min)
cmap = plt.get_cmap('gist_rainbow')
color_map = [cmap(1.*i/6) for i in range(6)]
legend_entry = []
for ii, c in enumerate(color_map):
legend_entry.append(matplotlib.patches.Patch(color=c, label=num_to_label[ii]))
plt.figure(figsize=(4.0, 4.0))
plt.scatter(X[:,0], X[:, 1], c=y, cmap=matplotlib.colors.ListedColormap(color_map), s=2)
plt.legend(handles=legend_entry)
plt.xticks([]), plt.yticks([])
#plt.title(title)
plt.savefig('./%s Results/%s_tSNE_plot_epoch%s_%.3f%%.pdf' % (curr_time, curr_time, epoch, accuracy), bbox_inches='tight')
def compute_tSNE(X, y, epoch, accuracy, num_to_label, with_seizure=None, title="t-SNE Embedding of DCNN Clustering Network"):
tsne = TSNE(n_components=2, init='random', random_state=0)
X_tsne = tsne.fit_transform(X)
plot_embedding(X_tsne, y, epoch=epoch, accuracy=accuracy, num_to_label=num_to_label, title=title)
if with_seizure is None:
np.savez('./%s Results/%s_tSNE_plot_epoch%s_%.3f%%' % (curr_time, curr_time, epoch, accuracy), X_tsne, y)
elif with_seizure == 1:
np.savez('./%s Results/%s_tSNE_plot_with_seizure_epoch%s_%.3f%%' % (curr_time, curr_time, epoch, accuracy), X_tsne, y)
elif with_seizure == 0:
np.savez('./%s Results/%s_tSNE_plot_without_seizure_epoch%s_%.3f%%' % (curr_time, curr_time, epoch, accuracy), X_tsne, y)
elif with_seizure == 2:
np.savez('./%s Results/%s_tSNE_plot_with_only_seizure_epoch%s_%.3f%%' % (curr_time, curr_time, epoch, accuracy), X_tsne, y)
def get_loss(loss_mem, loss_mem_skip):
plt.figure(figsize=(4.0, 4.0))
plt.plot(loss_mem_skip, 'ro-', markersize=2)
plt.xlabel("1000 Iterations")
plt.ylabel("Average Loss in 1000 Iterations")
plt.title("Iterations vs. Average Loss")
plt.savefig('./%s Results/%s_convergence_with_skip_plot.pdf' % (curr_time, curr_time), bbox_inches='tight')
plt.figure(figsize=(4.0, 4.0))
plt.plot(loss_mem, 'ro-', markersize=2)
plt.xlabel("1000 Iterations")
plt.ylabel("Average Loss in 1000 Iterations")
plt.title("Iterations vs. Average Loss")
plt.savefig('./%s Results/%s_convergence_plot.pdf' % (curr_time, curr_time), bbox_inches='tight')
def plot_confusion_matrix(cm, classes, normalize=True, cmap=plt.cm.Greys, accuracy = None, epoch=None, with_seizure=None, title = "Confusion Matrix on All Data"):
plt.figure(figsize=(4, 4))
plt.imshow(cm, interpolation='nearest', cmap=cmap)
ax = plt.gca()
#plt.colorbar()
tick_marks = np.arange(len(classes))
plt.xticks(tick_marks, classes, rotation=45)
plt.yticks(tick_marks, classes)
ax.yaxis.set_label_coords(-0.1,1.03)
h = ax.set_ylabel('True label', rotation=0, horizontalalignment='left')
if normalize:
cm = cm.astype('float') / cm.sum(axis=1)[:, np.newaxis]
cm = np.nan_to_num(cm)
print("Normalized confusion matrix")
else:
print('Confusion matrix, without normalization')
print(cm)
thresh = cm.max() / 2.
for i, j in itertools.product(range(cm.shape[0]), range(cm.shape[1])):
plt.text(j, i, '{0:.2f}'.format(cm[i, j]), horizontalalignment="center", verticalalignment="center", color="white" if cm[i, j] > thresh else "black")
#plt.tight_layout()
plt.xlabel('Predicted label')
#plt.title(title)
#plt.show()
if with_seizure is None:
plt.savefig('./%s Results/%s_confusion_matrix_epoch%s_%.3f%%.pdf' % (curr_time, curr_time, epoch, accuracy), bbox_inches='tight')
elif with_seizure == 1:
plt.savefig('./%s Results/%s_confusion_matrix_with_seizure_epoch%s_%.3f%%.pdf' % (curr_time, curr_time, epoch, accuracy), bbox_inches='tight')
elif with_seizure == 0:
plt.savefig('./%s Results/%s_confusion_matrix_without_seizure_epoch%s_%.3f%%.pdf' % (curr_time, curr_time, epoch, accuracy), bbox_inches='tight')
elif with_seizure == 2:
plt.savefig('./%s Results/%s_confusion_matrix_with_only_seizure_epoch%s_%.3f%%.pdf' % (curr_time, curr_time, epoch, accuracy), bbox_inches='tight')
class BrainNet:
def __init__(self, input_shape=[None, 71, 125], path_to_files='/media/krishna/DATA', l2_weight=0.05, num_output=64, num_classes=6, alpha=.5, validation_size=500, learning_rate=1e-3, batch_size=100, train_epoch=5, keep_prob=None, debug=True, restore_dir=None):
self.bckg_num = 0
self.artf_num = 1
self.eybl_num = 2
self.gped_num = 3
self.spsw_num = 4
self.pled_num = 5
self.path_to_files = path_to_files
self.num_to_class = dict()
self.num_to_class[0] = 'BCKG'
self.num_to_class[1] = 'ARTF'
self.num_to_class[2] = 'EYBL'
self.num_to_class[3] = 'GPED'
self.num_to_class[4] = 'SPSW'
self.num_to_class[5] = 'PLED'
self.count_of_triplets = dict()
self.DEBUG = debug
self.train_path = os.path.abspath(self.path_to_files + '/Train')
self.val_path = os.path.abspath(self.path_to_files + '/Validation')
path = os.path.abspath(self.path_to_files)
self.artf = np.load(os.path.abspath(self.train_path + '/artf_files.npy'))
self.bckg = np.load(os.path.abspath(self.train_path + '/bckg_files.npy'))
self.spsw = np.load(os.path.abspath(self.train_path + '/spsw_files.npy'))
self.pled = np.load(os.path.abspath(self.train_path + '/pled_files.npy'))
self.gped = np.load(os.path.abspath(self.train_path + '/gped_files.npy'))
self.eybl = np.load(os.path.abspath(self.train_path + '/eybl_files.npy'))
self.artf_val = np.load(os.path.abspath(self.val_path + '/artf_files.npy'))
self.bckg_val = np.load(os.path.abspath(self.val_path + '/bckg_files.npy'))
self.spsw_val = np.load(os.path.abspath(self.val_path + '/spsw_files.npy'))
self.pled_val = np.load(os.path.abspath(self.val_path + '/pled_files.npy'))
self.gped_val = np.load(os.path.abspath(self.val_path + '/gped_files.npy'))
self.eybl_val = np.load(os.path.abspath(self.val_path + '/eybl_files.npy'))
if path_to_files != '/media/krishna/DATA':
self.artf = np.asarray([s.replace('/media/krishna/DATA', self.path_to_files) for s in self.artf])
self.bckg = np.asarray([s.replace('/media/krishna/DATA', self.path_to_files) for s in self.bckg])
self.spsw = np.asarray([s.replace('/media/krishna/DATA', self.path_to_files) for s in self.spsw])
self.pled = np.asarray([s.replace('/media/krishna/DATA', self.path_to_files) for s in self.pled])
self.gped = np.asarray([s.replace('/media/krishna/DATA', self.path_to_files) for s in self.gped])
self.eybl = np.asarray([s.replace('/media/krishna/DATA', self.path_to_files) for s in self.eybl])
self.artf_val = np.asarray([s.replace('/media/krishna/DATA', self.path_to_files) for s in self.artf_val])
self.bckg_val = np.asarray([s.replace('/media/krishna/DATA', self.path_to_files) for s in self.bckg_val])
self.spsw_val = np.asarray([s.replace('/media/krishna/DATA', self.path_to_files) for s in self.spsw_val])
self.pled_val = np.asarray([s.replace('/media/krishna/DATA', self.path_to_files) for s in self.pled_val])
self.gped_val = np.asarray([s.replace('/media/krishna/DATA', self.path_to_files) for s in self.gped_val])
self.eybl_val = np.asarray([s.replace('/media/krishna/DATA', self.path_to_files) for s in self.eybl_val])
files_with_spsw = set(['session' + re.search('session(.+?)_', a).group(1) + '_' for a in self.spsw])
files_with_gped = set(['session' + re.search('session(.+?)_', a).group(1) + '_' for a in self.gped])
files_with_pled = set(['session' + re.search('session(.+?)_', a).group(1) + '_' for a in self.pled])
files_with_bckg = set(['session' + re.search('session(.+?)_', a).group(1) + '_' for a in self.bckg])
files_with_artf = set(['session' + re.search('session(.+?)_', a).group(1) + '_' for a in self.artf])
files_with_eybl = set(['session' + re.search('session(.+?)_', a).group(1) + '_' for a in self.eybl])
total_set = (files_with_spsw | files_with_gped | files_with_pled | files_with_bckg | files_with_artf | files_with_eybl)
self.files_without_seizures = total_set - files_with_spsw - files_with_pled - files_with_gped
self.files_with_seizures = total_set - self.files_without_seizures
print(self.files_with_seizures)
print(self.files_without_seizures)
self.sess = tf.Session()
self.num_classes = num_classes
self.num_output = num_output
self.input_shape = input_shape
self.batch_size = batch_size
self.alpha = alpha
self.train_epoch = train_epoch
self.learning_rate = learning_rate
self.keep_prob = keep_prob
self.validation_size = validation_size
self.l2_weight = l2_weight
self.inference_input = tf.placeholder(tf.float32, shape=input_shape)
self.inference_model = self.get_model(self.inference_input, reuse=False)
if restore_dir is not None:
if self.DEBUG:
print("Loading saved data...")
dir = tf.train.Saver()
dir.restore(self.sess, restore_dir)
if self.DEBUG:
print("Finished loading saved data...")
if not os.path.exists('./%s Results' % curr_time):
os.makedirs('./%s Results' % curr_time)
self.metadata_file = './%s Results/METADATA.txt' % curr_time
with open(self.metadata_file, 'w') as file:
file.write('DCNN Clustering Network\n')
#file.write('Normalization on\n')
file.write('Time of training: %s\n' % curr_time)
file.write('Input shape: %s\n' % input_shape)
file.write('Path to files: %s\n' % path_to_files)
file.write('L2 Regularization Weight: %s\n' % l2_weight)
file.write('Number of outputs: %s\n' % num_output)
file.write('Number of classes: %s\n' % num_classes)
file.write('Alpha value: %s\n' % alpha)
file.write('Validation Size: %s\n' % validation_size)
file.write('Learning rate: %s\n' % learning_rate)
file.write('Batch size: %s\n' % batch_size)
file.write('Number of Epochs: %s\n' % train_epoch)
file.write('Dropout probability: %s\n' % keep_prob)
file.write('Debug mode: %s\n' % debug)
file.write('Restore directory: %s\n' % restore_dir)
file.close()
def distance_metric(self, a, b, metric='cosine'):
if metric == 'cosine':
num = tf.reduce_sum(a*b, 1)
denom = tf.sqrt(tf.reduce_sum(a*a,1))*tf.sqrt(tf.reduce_sum(b*b, 1))
result = 1 - (self.num/self.denom)
return result
elif metric=='euclidean':
return tf.reduce_sum(tf.square(tf.subtract(a, b)), 1)
def triplet_loss(self, alpha):
self.anchor = tf.placeholder(tf.float32, shape=self.input_shape)
self.positive = tf.placeholder(tf.float32, shape=self.input_shape)
self.negative = tf.placeholder(tf.float32, shape=self.input_shape)
self.anchor_out = self.get_model(self.anchor, reuse=True)
self.positive_out = self.get_model(self.positive, reuse=True)
self.negative_out = self.get_model(self.negative, reuse=True)
with tf.variable_scope('triplet_loss'):
pos_dist = self.distance_metric(self.anchor_out, self.positive_out, metric='euclidean')
neg_dist = self.distance_metric(self.anchor_out, self.negative_out, metric='euclidean')
basic_loss = tf.add(tf.subtract(pos_dist, neg_dist), alpha)
loss = tf.reduce_mean(tf.maximum(basic_loss, 0.0), 0)
return loss
def get_triplets(self, size=10):
A = []
P = []
N = []
for _ in range(size):
choices = ['bckg', 'eybl', 'gped', 'spsw', 'pled', 'artf']
neg_choices = list(choices)
choice = random.choice(choices)
neg_choices.remove(choice)
if choice == 'bckg':
a = np.load(random.choice(self.bckg))
p = np.load(random.choice(self.bckg))
elif choice == 'eybl':
a = np.load(random.choice(self.eybl))
p = np.load(random.choice(self.eybl))
elif choice == 'gped':
a = np.load(random.choice(self.gped))
p = np.load(random.choice(self.gped))
elif choice == 'spsw':
a = np.load(random.choice(self.spsw))
p = np.load(random.choice(self.spsw))
elif choice == 'pled':
a = np.load(random.choice(self.pled))
p = np.load(random.choice(self.pled))
else:
a = np.load(random.choice(self.artf))
p = np.load(random.choice(self.artf))
neg_choice = random.choice(neg_choices)
if neg_choice == 'bckg':
n = np.load(random.choice(self.bckg))
elif neg_choice == 'eybl':
n = np.load(random.choice(self.eybl))
elif neg_choice == 'gped':
n = np.load(random.choice(self.gped))
elif neg_choice == 'spsw':
n = np.load(random.choice(self.spsw))
elif neg_choice == 'pled':
n = np.load(random.choice(self.pled))
else:
n = np.load(random.choice(self.artf))
key = choice + choice + neg_choice
if key in self.count_of_triplets:
self.count_of_triplets[key]+=1
else:
self.count_of_triplets[key] = 1
a = norm_op(a, axisss=0)
p = norm_op(p, axisss=0)
n = norm_op(n, axisss=0)
A.append(a)
P.append(p)
N.append(n)
A = np.asarray(A)
P = np.asarray(P)
N = np.asarray(N)
return A, P, N
# End new stuff
#
def simple_model(self, inputs, reuse=False):
with slim.arg_scope([slim.layers.conv2d, slim.layers.fully_connected], weights_initializer=tf.contrib.layers.xavier_initializer(uniform=True), weights_regularizer=slim.l2_regularizer(self.l2_weight), reuse=reuse):
net = tf.expand_dims(inputs, dim=3)
net = slim.layers.conv2d(net, num_outputs=32, kernel_size=5, scope='conv1', trainable=True)
net = slim.layers.max_pool2d(net, kernel_size=5, scope='maxpool1')
net = slim.layers.conv2d(net, num_outputs=64, kernel_size=3, scope='conv2', trainable=True)
net = slim.layers.max_pool2d(net, kernel_size=3, scope='maxpool2')
net = slim.layers.conv2d(net, num_outputs=128, kernel_size=2, scope='conv3', trainable=True)
net = slim.layers.max_pool2d(net, kernel_size=2, scope='maxpool3')
net = slim.layers.conv2d(net, num_outputs=256, kernel_size=1, scope='conv4', trainable=True)
net = slim.layers.max_pool2d(net, kernel_size=2, scope='maxpool4')
net = slim.layers.conv2d(net, num_outputs=1024, kernel_size=4, scope='conv5', trainable=True)
net = slim.layers.max_pool2d(net, kernel_size=4, scope='maxpool5')
net = slim.layers.flatten(net, scope='flatten')
net = slim.layers.fully_connected(net, 1024, scope='fc1', trainable=True)
net = slim.layers.fully_connected(net, 512, scope='fc2', trainable=True)
net = slim.layers.fully_connected(net, 256, scope='fc3', trainable=True)
net = slim.layers.fully_connected(net, self.num_output, weights_regularizer=None, scope='output')
return net
def inception_v3(self, inputs, dropout_keep_prob=0.8, reuse=False, scope=''):
end_points = {}
with tf.name_scope(scope, 'inception_v3', [inputs]):
with slim.arg_scope([slim.layers.conv2d, slim.layers.fully_connected, slim.layers.batch_norm, slim.layers.dropout], weights_initializer=tf.contrib.layers.xavier_initializer(uniform=True), weights_regularizer=slim.l2_regularizer(self.l2_weight), reuse=reuse):
with slim.arg_scope([slim.layers.conv2d], stride=1, padding='VALID', reuse=reuse):
# 299 x 299 x 3
inputs = tf.expand_dims(inputs, dim=3)
end_points['conv0'] = slim.layers.conv2d(inputs, 32, kernel_size=3, stride=2, scope='conv0')
# 149 x 149 x 32
end_points['conv1'] = slim.layers.conv2d(end_points['conv0'], 32, kernel_size=3, scope='conv1')
# 147 x 147 x 32
end_points['conv2'] = slim.layers.conv2d(end_points['conv1'], 64, kernel_size=3, padding='SAME', scope='conv2')
# 147 x 147 x 64
#end_points['pool1'] = slim.layers.max_pool2d(end_points['conv2'], kernel_size=3, stride=2, scope='pool1')
# 73 x 73 x 64
end_points['conv3'] = slim.layers.conv2d(end_points['conv2'], 80, kernel_size=1, scope='conv3')
# 73 x 73 x 80.
end_points['conv4'] = slim.layers.conv2d(end_points['conv3'], 192, kernel_size=3, scope='conv4')
# 71 x 71 x 192.
#end_points['pool2'] = slim.layers.max_pool2d(end_points['conv4'], kernel_size=3, stride=2, scope='pool2')
# 35 x 35 x 192.
net = end_points['conv4']
# Inception blocks
with slim.arg_scope([slim.layers.conv2d], stride=1, padding='SAME', reuse=reuse):
# mixed: 35 x 35 x 256.
with tf.variable_scope('mixed_35x35x256a'):
with tf.variable_scope('branch1x1'):
branch1x1 = slim.layers.conv2d(net, 64, kernel_size=1, scope='branch1x1/conv1')
with tf.variable_scope('branch5x5'):
branch5x5 = slim.layers.conv2d(net, 48, kernel_size=1, scope='branch1x1/conv2')
branch5x5 = slim.layers.conv2d(branch5x5, 64, kernel_size=5, scope='branch1x1/conv3')
with tf.variable_scope('branch3x3dbl'):
branch3x3dbl = slim.layers.conv2d(net, 64, kernel_size=1, scope='branch3x3dbl/conv1')
branch3x3dbl = slim.layers.conv2d(branch3x3dbl, 96, kernel_size=3, scope='branch3x3dbl/conv2')
branch3x3dbl = slim.layers.conv2d(branch3x3dbl, 96, kernel_size=3, scope='branch3x3dbl/conv3')
with tf.variable_scope('branch_pool'):
branch_pool = slim.layers.avg_pool2d(net, kernel_size=3, stride=1, padding='SAME', scope='branch_pool/avg_pool1')
branch_pool = slim.layers.conv2d(branch_pool, 32, kernel_size=1, scope='branch_pool/conv1')
net = tf.concat(axis=3, values=[branch1x1, branch5x5, branch3x3dbl, branch_pool])
end_points['mixed_35x35x256a'] = net
# mixed_1: 35 x 35 x 288.
with tf.variable_scope('mixed_35x35x288a'):
with tf.variable_scope('branch1x1'):
branch1x1 = slim.layers.conv2d(net, 64, kernel_size=1, scope='branch1x1/conv1')
with tf.variable_scope('branch5x5'):
branch5x5 = slim.layers.conv2d(net, 48, kernel_size=1, scope='branch5x5/conv1')
branch5x5 = slim.layers.conv2d(branch5x5, 64, kernel_size=5, scope='branch5x5/conv2')
with tf.variable_scope('branch3x3dbl'):
branch3x3dbl = slim.layers.conv2d(net, 64, kernel_size=1, scope='branch3x3dbl/conv1')
branch3x3dbl = slim.layers.conv2d(branch3x3dbl, 96, kernel_size=3, scope='branch3x3dbl/conv2')
branch3x3dbl = slim.layers.conv2d(branch3x3dbl, 96, kernel_size=3, scope='branch3x3dbl/conv3')
with tf.variable_scope('branch_pool'):
branch_pool = slim.layers.avg_pool2d(net, kernel_size=3, stride=1, padding='SAME', scope='branch_pool/avg_pool1')
branch_pool = slim.layers.conv2d(branch_pool, 64, kernel_size=1, scope='branch_pool/conv1')
net = tf.concat(axis=3, values=[branch1x1, branch5x5, branch3x3dbl, branch_pool])
end_points['mixed_35x35x288a'] = net
# mixed_2: 35 x 35 x 288.
with tf.variable_scope('mixed_35x35x288b'):
with tf.variable_scope('branch1x1'):
branch1x1 = slim.layers.conv2d(net, 64, kernel_size=1, scope='branch1x1/conv1')
with tf.variable_scope('branch5x5'):
branch5x5 = slim.layers.conv2d(net, 48, kernel_size=1, scope='branch5x5/conv1')
branch5x5 = slim.layers.conv2d(branch5x5, 64, kernel_size=5, scope='branch5x5/conv2')
with tf.variable_scope('branch3x3dbl'):
branch3x3dbl = slim.layers.conv2d(net, 64, kernel_size=1, scope='branch3x3dbl/conv1')
branch3x3dbl = slim.layers.conv2d(branch3x3dbl, 96, kernel_size=3, scope='branch3x3dbl/conv2')
branch3x3dbl = slim.layers.conv2d(branch3x3dbl, 96, kernel_size=3, scope='branch3x3dbl/conv3')
with tf.variable_scope('branch_pool'):
branch_pool = slim.layers.avg_pool2d(net, kernel_size=3, stride=1, padding='SAME', scope='branch_pool/avg_pool1')
branch_pool = slim.layers.conv2d(branch_pool, 64, kernel_size=1, scope='branch_pool/conv1')
net = tf.concat(axis=3, values=[branch1x1, branch5x5, branch3x3dbl, branch_pool])
end_points['mixed_35x35x288b'] = net
# mixed_3: 17 x 17 x 768.
with tf.variable_scope('mixed_17x17x768a'):
with tf.variable_scope('branch3x3'):
branch3x3 = slim.layers.conv2d(net, 384, kernel_size=3, stride=2, padding='VALID', scope='branch3x3/conv1')
with tf.variable_scope('branch3x3dbl'):
branch3x3dbl = slim.layers.conv2d(net, 64, kernel_size=1, scope='branch3x3dbl/conv1')
branch3x3dbl = slim.layers.conv2d(branch3x3dbl, 96, kernel_size=3, scope='branch3x3dbl/conv2')
branch3x3dbl = slim.layers.conv2d(branch3x3dbl, 96, kernel_size=3, stride=2, padding='VALID', scope='branch3x3dbl/conv3')
with tf.variable_scope('branch_pool'):
branch_pool = slim.layers.max_pool2d(net, kernel_size=3, stride=2, padding='VALID', scope='branch_pool/max_pool1')
net = tf.concat(axis=3, values=[branch3x3, branch3x3dbl, branch_pool])
end_points['mixed_17x17x768a'] = net
# mixed4: 17 x 17 x 768.
with tf.variable_scope('mixed_17x17x768b'):
with tf.variable_scope('branch1x1'):
branch1x1 = slim.layers.conv2d(net, 192, kernel_size=1, scope='branch1x1/conv1')
with tf.variable_scope('branch7x7'):
branch7x7 = slim.layers.conv2d(net, 128, kernel_size=1, scope='branch7x7/conv1')
branch7x7 = slim.layers.conv2d(branch7x7, 128, kernel_size=(1, 7), scope='branch7x7/conv2')
branch7x7 = slim.layers.conv2d(branch7x7, 192, kernel_size=(7, 1), scope='branch7x7/conv3')
with tf.variable_scope('branch7x7dbl'):
branch7x7dbl = slim.layers.conv2d(net, 128, kernel_size=1, scope='branch7x7dbl/conv1')
branch7x7dbl = slim.layers.conv2d(branch7x7dbl, 128, kernel_size=(7, 1), scope='branch7x7dbl/conv2')
branch7x7dbl = slim.layers.conv2d(branch7x7dbl, 128, kernel_size=(1, 7), scope='branch7x7dbl/conv3')
branch7x7dbl = slim.layers.conv2d(branch7x7dbl, 128, kernel_size=(7, 1), scope='branch7x7dbl/conv4')
branch7x7dbl = slim.layers.conv2d(branch7x7dbl, 192, kernel_size=(1, 7), scope='branch7x7dbl/conv5')
with tf.variable_scope('branch_pool'):
branch_pool = slim.layers.avg_pool2d(net, kernel_size=3, stride=1, padding='SAME', scope='branch_pool/avg_pool1')
branch_pool = slim.layers.conv2d(branch_pool, 192, kernel_size=1, scope='branch_pool/conv1')
net = tf.concat(axis=3, values=[branch1x1, branch7x7, branch7x7dbl, branch_pool])
end_points['mixed_17x17x768b'] = net
# mixed_5: 17 x 17 x 768.
with tf.variable_scope('mixed_17x17x768c'):
with tf.variable_scope('branch1x1'):
branch1x1 = slim.layers.conv2d(net, 192, kernel_size=1, scope='branch1x1/conv1')
with tf.variable_scope('branch7x7'):
branch7x7 = slim.layers.conv2d(net, 160, kernel_size=1, scope='branch7x7/conv1')
branch7x7 = slim.layers.conv2d(branch7x7, 160, kernel_size=(1, 7), scope='branch7x7/conv2')
branch7x7 = slim.layers.conv2d(branch7x7, 192, kernel_size=(7, 1), scope='branch7x7/conv3')
with tf.variable_scope('branch7x7dbl'):
branch7x7dbl = slim.layers.conv2d(net, 160, kernel_size=1, scope='branch7x7dbl/conv1')
branch7x7dbl = slim.layers.conv2d(branch7x7dbl, 160, kernel_size=(7, 1), scope='branch7x7dbl/conv2')
branch7x7dbl = slim.layers.conv2d(branch7x7dbl, 160, kernel_size=(1, 7), scope='branch7x7dbl/conv3')
branch7x7dbl = slim.layers.conv2d(branch7x7dbl, 160, kernel_size=(7, 1), scope='branch7x7dbl/conv4')
branch7x7dbl = slim.layers.conv2d(branch7x7dbl, 192, kernel_size=(1, 7), scope='branch7x7dbl/conv5')
with tf.variable_scope('branch_pool'):
branch_pool = slim.layers.avg_pool2d(net, kernel_size=3, stride=1, padding='SAME', scope='branch_pool/avg_pool1')
branch_pool = slim.layers.conv2d(branch_pool, 192, kernel_size=1, scope='branch_pool/conv2')
net = tf.concat(axis=3, values=[branch1x1, branch7x7, branch7x7dbl, branch_pool])
end_points['mixed_17x17x768c'] = net
# mixed_6: 17 x 17 x 768.
with tf.variable_scope('mixed_17x17x768d'):
with tf.variable_scope('branch1x1'):
branch1x1 = slim.layers.conv2d(net, 192, kernel_size=1, scope='branch1x1/conv1')
with tf.variable_scope('branch7x7'):
branch7x7 = slim.layers.conv2d(net, 160, kernel_size=1, scope='branch7x7/conv1')
branch7x7 = slim.layers.conv2d(branch7x7, 160, kernel_size=(1, 7), scope='branch7x7/conv2')
branch7x7 = slim.layers.conv2d(branch7x7, 192, kernel_size=(7, 1), scope='branch7x7/conv3')
with tf.variable_scope('branch7x7dbl'):
branch7x7dbl = slim.layers.conv2d(net, 160, kernel_size=1, scope='branch7x7dbl/conv1')
branch7x7dbl = slim.layers.conv2d(branch7x7dbl, 160, kernel_size=(7, 1), scope='branch7x7dbl/conv2')
branch7x7dbl = slim.layers.conv2d(branch7x7dbl, 160, kernel_size=(1, 7), scope='branch7x7dbl/conv3')
branch7x7dbl = slim.layers.conv2d(branch7x7dbl, 160, kernel_size=(7, 1), scope='branch7x7dbl/conv4')
branch7x7dbl = slim.layers.conv2d(branch7x7dbl, 192, kernel_size=(1, 7), scope='branch7x7dbl/conv5')
with tf.variable_scope('branch_pool'):
branch_pool = slim.layers.avg_pool2d(net, kernel_size=3, stride=1, padding='SAME', scope='branch_pool/avg_pool1')
branch_pool = slim.layers.conv2d(branch_pool, 192, kernel_size=1, scope='branch_pool/conv1')
net = tf.concat(axis=3, values=[branch1x1, branch7x7, branch7x7dbl, branch_pool])
end_points['mixed_17x17x768d'] = net
# mixed_7: 17 x 17 x 768.
with tf.variable_scope('mixed_17x17x768e'):
with tf.variable_scope('branch1x1'):
branch1x1 = slim.layers.conv2d(net, 192, kernel_size=1, scope='branch1x1/conv1')
with tf.variable_scope('branch7x7'):
branch7x7 = slim.layers.conv2d(net, 192, kernel_size=1, scope='branch7x7/conv1')
branch7x7 = slim.layers.conv2d(branch7x7, 192, kernel_size=(1, 7), scope='branch7x7/conv2')
branch7x7 = slim.layers.conv2d(branch7x7, 192, kernel_size=(7, 1), scope='branch7x7/conv3')
with tf.variable_scope('branch7x7dbl'):
branch7x7dbl = slim.layers.conv2d(net, 192, kernel_size=1, scope='branch7x7dbl/conv1')
branch7x7dbl = slim.layers.conv2d(branch7x7dbl, 192, kernel_size=(7, 1), scope='branch7x7dbl/conv2')
branch7x7dbl = slim.layers.conv2d(branch7x7dbl, 192, kernel_size=(1, 7), scope='branch7x7dbl/conv3')
branch7x7dbl = slim.layers.conv2d(branch7x7dbl, 192, kernel_size=(7, 1), scope='branch7x7dbl/conv4')
branch7x7dbl = slim.layers.conv2d(branch7x7dbl, 192, kernel_size=(1, 7), scope='branch7x7dbl/conv5')
with tf.variable_scope('branch_pool'):
branch_pool = slim.layers.avg_pool2d(net, kernel_size=3, stride=1, padding='SAME', scope='branch_pool/avg_pool1')
branch_pool = slim.layers.conv2d(branch_pool, 192, kernel_size=1, scope='branch_pool/conv1')
net = tf.concat(axis=3, values=[branch1x1, branch7x7, branch7x7dbl, branch_pool])
end_points['mixed_17x17x768e'] = net
# Auxiliary Head logits
aux_logits = tf.identity(end_points['mixed_17x17x768e'])
with tf.variable_scope('aux_logits'):
aux_logits = slim.layers.avg_pool2d(aux_logits, kernel_size=5, stride=3, padding='VALID', scope='aux_logits/avg_pool1')
aux_logits = slim.layers.conv2d(aux_logits, 128, kernel_size=1, scope='aux_logits/proj')
# Shape of feature map before the final layer.
shape = aux_logits.get_shape()
aux_logits = slim.layers.conv2d(aux_logits, 768, shape[1:3], padding='VALID', scope='aux_logits/conv2')
aux_logits = slim.layers.flatten(aux_logits, scope='aux_logits/flatten')
aux_logits = slim.layers.fully_connected(aux_logits, self.num_output, activation_fn=None, scope='aux_logits/fc1')
end_points['aux_logits'] = aux_logits
with tf.variable_scope('mixed_17x17x1280a'):
with tf.variable_scope('branch3x3'):
branch3x3 = slim.layers.conv2d(net, 192, kernel_size=1, scope='branch3x3/conv1')
branch3x3 = slim.layers.conv2d(branch3x3, 320, kernel_size=3, stride=2, padding='VALID', scope='branch3x3/conv2')
with tf.variable_scope('branch7x7x3'):
branch7x7x3 = slim.layers.conv2d(net, 192, kernel_size=1, scope='branch7x7x3/conv1')
branch7x7x3 = slim.layers.conv2d(branch7x7x3, 192, kernel_size=(1, 7), scope='branch7x7x3/conv2')
branch7x7x3 = slim.layers.conv2d(branch7x7x3, 192, kernel_size=(7, 1), scope='branch7x7x3/conv3')
branch7x7x3 = slim.layers.conv2d(branch7x7x3, 192, kernel_size=3, stride=2, padding='VALID', scope='branch7x7x3/conv4')
with tf.variable_scope('branch_pool'):
branch_pool = slim.layers.max_pool2d(net, kernel_size=3, stride=2, padding='VALID', scope='branch_pool/max_pool1')
net = tf.concat(axis=3, values=[branch3x3, branch7x7x3, branch_pool])
end_points['mixed_17x17x1280a'] = net
with tf.variable_scope('logits'):
shape = net.get_shape()
net = slim.layers.avg_pool2d(net, shape[1:3], stride=1, padding='VALID', scope='pool')
end_points['prev_layer'] = net
# 1 x 1 x 2048
#net = slim.layers.dropout(net, dropout_keep_prob, scope='dropout')
net = slim.layers.flatten(net, scope='flatten')
# 2048
logits = slim.layers.fully_connected(net, self.num_output, weights_regularizer=None, activation_fn=None, scope='logits')
# 1000
end_points['logits'] = logits
return end_points['logits']
def get_model(self, inputs, reuse=False, use_inception=True):
if not use_inception:
return self.simple_model(inputs, reuse=reuse)
else:
return self.inception_v3(inputs, reuse=reuse)
def train_model(self, outdir=None):
loss = self.triplet_loss(alpha=self.alpha)
self.optimizer = tf.train.AdamOptimizer(learning_rate=self.learning_rate)
self.optim = self.optimizer.minimize(loss=loss)
self.sess.run(tf.global_variables_initializer())
count = 0
ii = 0
val_percentage = 0
val_conf_matrix = 0
epoch = -1
while True:
epoch += 1
ii = 0
count = 0
temp_count = 0
full_loss = 0
while ii <= self.batch_size:
ii += 1
a, p, n = self.get_triplets()
temploss = self.sess.run(loss, feed_dict={self.anchor: a, self.positive: p, self.negative: n})
if temploss == 0:
ii -= 1
count += 1
temp_count += 1
continue
full_loss += temploss
if ((ii + epoch * self.batch_size) % 1000 == 0):
loss_mem_skip.append(full_loss / (1000.0 + temp_count))
loss_mem.append(full_loss / (1000.0))
full_loss = 0
temp_count = 0
get_loss(loss_mem, loss_mem_skip)
_, a, p, n = self.sess.run([self.optim, self.anchor_out, self.positive_out, self.negative_out], feed_dict={self.anchor: a, self.positive: p, self.negative: n})
d1 = np.linalg.norm(p - a)
d2 = np.linalg.norm(n - a)
if self.DEBUG:
print("Epoch: %2d, Iter: %7d, IterSkip: %7d, Loss: %.4f, P_Diff: %.4f, N_diff: %.4f" % (epoch, ii, count, temploss, d1, d2))
val_percentage, val_conf_matrix = self.validate(epoch)
self.sess.close()
return epoch, val_percentage, val_conf_matrix
def get_sample(self, size=1, validation=False, with_seizure=None):
data_list = []
class_list = []
if not validation:
for ii in range(0, size):
if with_seizure is None:
choice = random.choice(['bckg', 'eybl', 'gped', 'spsw', 'pled', 'artf'])
if choice == 'bckg':
data_list.append(norm_op(np.load(random.choice(self.bckg)), axisss=0))
class_list.append(self.bckg_num)
elif choice == 'eybl':
data_list.append(norm_op(np.load(random.choice(self.eybl)), axisss=0))
class_list.append(self.eybl_num)
elif choice == 'gped':
data_list.append(norm_op(np.load(random.choice(self.gped)), axisss=0))
class_list.append(self.gped_num)
elif choice == 'spsw':
data_list.append(norm_op(np.load(random.choice(self.spsw)), axisss=0))
class_list.append(self.spsw_num)
elif choice == 'pled':
data_list.append(norm_op(np.load(random.choice(self.pled)), axisss=0))
class_list.append(self.pled_num)
else:
data_list.append(norm_op(np.load(random.choice(self.artf)), axisss=0))
class_list.append(self.artf_num)
elif with_seizure == 2:
choice = random.choice(['gped', 'spsw', 'pled'])
success = False
the_file = ''
class_num = None
while not success:
if choice == 'bckg':
the_file = random.choice(self.bckg)
class_num = self.bckg_num
elif choice == 'eybl':
the_file = random.choice(self.eybl)
class_num = self.eybl_num
elif choice == 'gped':
the_file = random.choice(self.gped)
class_num = self.gped_num
elif choice == 'spsw':
the_file = random.choice(self.spsw)
class_num = self.spsw_num
elif choice == 'pled':
the_file = random.choice(self.pled)
class_num = self.pled_num
else:
the_file = random.choice(self.artf)
class_num = self.artf_num
the_file_stripped = 'session' + re.search('session(.+?)_', str(the_file)).group(1) + '_'
if the_file_stripped in self.files_with_seizures:
success = True
#print(the_file, the_file_stripped, the_file_stripped in self.files_with_seizures)
data_list.append(norm_op(np.load(str(the_file)), axisss=0))
class_list.append(class_num)
elif with_seizure == 1:
choice = random.choice(['bckg', 'eybl', 'gped', 'spsw', 'pled', 'artf'])
success = False
the_file = ''
class_num = None
while not success:
if choice == 'bckg':
the_file = random.choice(self.bckg)
class_num = self.bckg_num
elif choice == 'eybl':
the_file = random.choice(self.eybl)
class_num = self.eybl_num
elif choice == 'gped':
the_file = random.choice(self.gped)
class_num = self.gped_num
elif choice == 'spsw':
the_file = random.choice(self.spsw)
class_num = self.spsw_num
elif choice == 'pled':
the_file = random.choice(self.pled)
class_num = self.pled_num
else:
the_file = random.choice(self.artf)
class_num = self.artf_num
the_file_stripped = 'session' + re.search('session(.+?)_', str(the_file)).group(1) + '_'
if the_file_stripped in self.files_with_seizures:
success = True
#print(the_file, the_file_stripped, the_file_stripped in self.files_with_seizures)
data_list.append(norm_op(np.load(str(the_file)), axisss=0))
class_list.append(class_num)
elif with_seizure == 0:
choice = random.choice(['bckg', 'eybl', 'artf'])
success = False
the_file = ''
class_num = None
while not success:
if choice == 'bckg':
the_file = random.choice(self.bckg)
class_num = self.bckg_num
elif choice == 'eybl':
the_file = random.choice(self.eybl)
class_num = self.eybl_num
elif choice == 'gped':
the_file = random.choice(self.gped)
class_num = self.gped_num
elif choice == 'spsw':
the_file = random.choice(self.spsw)
class_num = self.spsw_num
elif choice == 'pled':
the_file = random.choice(self.pled)
class_num = self.pled_num
else:
the_file = random.choice(self.artf)
class_num = self.artf_num
#print(the_file)
the_file_stripped = 'session' + re.search('session(.+?)_', str(the_file)).group(1) + '_'
if the_file_stripped in self.files_without_seizures:
success = True
#print(the_file, the_file_stripped, the_file_stripped in self.files_without_seizures)
data_list.append(norm_op(np.load(str(the_file)), axisss=0))
class_list.append(class_num)
else:
for ii in range(0, size):
choice = random.choice(['bckg', 'eybl', 'gped', 'spsw', 'pled', 'artf'])
if choice == 'bckg':
data_list.append(norm_op(np.load(random.choice(self.bckg_val)), axisss=0))
class_list.append(self.bckg_num)
elif choice == 'eybl':
data_list.append(norm_op(np.load(random.choice(self.eybl_val)), axisss=0))
class_list.append(self.eybl_num)
elif choice == 'gped':
data_list.append(norm_op(np.load(random.choice(self.gped_val)), axisss=0))
class_list.append(self.gped_num)
elif choice == 'spsw':
data_list.append(norm_op(np.load(random.choice(self.spsw_val)), axisss=0))
class_list.append(self.spsw_num)
elif choice == 'pled':
data_list.append(norm_op(np.load(random.choice(self.pled_val)), axisss=0))
class_list.append(self.pled_num)
else:
data_list.append(norm_op(np.load(random.choice(self.artf_val)), axisss=0))
class_list.append(self.artf_num)
return data_list, class_list
def validate(self, epoch):
inputs, classes = self.get_sample(size=self.validation_size, validation=True)
vector_inputs = self.sess.run(self.inference_model, feed_dict={self.inference_input: inputs})
del inputs
tempClassifier = neighbors.KNeighborsClassifier(31)
tempClassifier.fit(vector_inputs, classes)
# All data (Files with Seizures & Files without Seizures)
val_inputs, val_classes = self.get_sample(size=self.validation_size)
vector_val_inputs = self.sess.run(self.inference_model, feed_dict={self.inference_input: val_inputs})
del val_inputs
pred_class = tempClassifier.predict(vector_val_inputs)
percentage = len([i for i, j in zip(val_classes, pred_class) if i == j]) * 100.0 / self.validation_size
if self.DEBUG:
print("Validation Results: %.3f%% of of %d correct" % (percentage, self.validation_size))
val_classes = list(map(lambda x: self.num_to_class[x], val_classes))
pred_class = list(map(lambda x: self.num_to_class[x], pred_class))
class_labels = [0, 1, 2, 3, 4, 5]
class_labels = list(map(lambda x: self.num_to_class[x], class_labels))
conf_matrix = confusion_matrix(val_classes, pred_class, labels=class_labels)
np.set_printoptions(precision=2)
np.save('./%s Results/%s_confusion_matrix_epoch%s_%.3f%%' % (curr_time, curr_time, epoch, percentage), conf_matrix)
plot_confusion_matrix(conf_matrix, classes=class_labels, epoch=epoch, accuracy=percentage)
print("All data: %s" % set(val_classes))
compute_tSNE(vector_inputs, classes, epoch=epoch, accuracy=percentage, num_to_label=self.num_to_class)
# Files with Seizures
val_inputs_seizure, val_classes_seizure = self.get_sample(size=self.validation_size, with_seizure = 1)
vector_val_inputs_seizure = self.sess.run(self.inference_model, feed_dict={self.inference_input: val_inputs_seizure})
del val_inputs_seizure
pred_class_seizure = tempClassifier.predict(vector_val_inputs_seizure)
percentage_seizure = len([i for i, j in zip(val_classes_seizure, pred_class_seizure) if i == j]) * 100.0 / self.validation_size
if self.DEBUG:
print("Validation Results: %.3f%% of of %d correct" % (percentage_seizure, self.validation_size))
val_classes_seizure = list(map(lambda x: self.num_to_class[x], val_classes_seizure))
pred_class_seizure = list(map(lambda x: self.num_to_class[x], pred_class_seizure))
class_labels_seizure = [0, 1, 2, 3, 4, 5]
class_labels_seizure = list(map(lambda x: self.num_to_class[x], class_labels_seizure))
conf_matrix_seizure = confusion_matrix(val_classes_seizure, pred_class_seizure, labels=class_labels_seizure)
np.set_printoptions(precision=2)
np.save('./%s Results/%s_confusion_matrix_with_seizure_epoch%s_%.3f%%' % (curr_time, curr_time, epoch, percentage_seizure), conf_matrix_seizure)
plot_confusion_matrix(conf_matrix_seizure, classes=class_labels_seizure, epoch=epoch, accuracy=percentage_seizure, with_seizure=1, title = "Confusion Matrix on Files with Seizure")
print("With Seizure data: %s" % set(val_classes_seizure))
#compute_tSNE(vector_inputs, classes, epoch=epoch, accuracy=percentage_seizure, num_to_label=self.num_to_class)
# ONLY Seizures
val_inputs_only_seizure, val_classes_only_seizure = self.get_sample(size=self.validation_size, with_seizure = 2)
vector_val_inputs_only_seizure = self.sess.run(self.inference_model, feed_dict={self.inference_input: val_inputs_only_seizure})
del val_inputs_only_seizure
pred_class_only_seizure = tempClassifier.predict(vector_val_inputs_only_seizure)
percentage_only_seizure = len([i for i, j in zip(val_classes_only_seizure, pred_class_only_seizure) if i == j]) * 100.0 / self.validation_size
if self.DEBUG:
print("Validation Results: %.3f%% of of %d correct" % (percentage_only_seizure, self.validation_size))
val_classes_only_seizure = list(map(lambda x: self.num_to_class[x], val_classes_only_seizure))
pred_class_only_seizure = list(map(lambda x: self.num_to_class[x], pred_class_only_seizure))
class_labels_only_seizure = [0, 1, 2, 3, 4, 5]
class_labels_only_seizure = list(map(lambda x: self.num_to_class[x], class_labels_only_seizure))
conf_matrix_only_seizure = confusion_matrix(val_classes_only_seizure, pred_class_only_seizure, labels=class_labels_seizure)
np.set_printoptions(precision=2)
np.save('./%s Results/%s_confusion_matrix_with_only_seizure_epoch%s_%.3f%%' % (curr_time, curr_time, epoch, percentage_only_seizure), conf_matrix_only_seizure)
plot_confusion_matrix(conf_matrix_only_seizure, classes=class_labels_only_seizure, epoch=epoch, accuracy=percentage_only_seizure, with_seizure=1, title = "Confusion Matrix on Files with Seizure")
print("With only Seizure data: %s" % set(val_classes_only_seizure))
#compute_tSNE(vector_inputs, classes, epoch=epoch, accuracy=percentage_seizure, num_to_label=self.num_to_class)
# Files without Seizures
val_inputs_without_seizure, val_classes_without_seizure = self.get_sample(size=self.validation_size, with_seizure=0)
vector_val_inputs_without_seizure = self.sess.run(self.inference_model, feed_dict={self.inference_input: val_inputs_without_seizure})
del val_inputs_without_seizure
pred_class_without_seizure = tempClassifier.predict(vector_val_inputs_without_seizure)
percentage_without_seizure = len([i for i, j in zip(val_classes_without_seizure, pred_class_without_seizure) if i == j]) * 100.0 / self.validation_size
if self.DEBUG:
print("Validation Results: %.3f%% of of %d correct" % (percentage_without_seizure, self.validation_size))
val_classes_without_seizure = list(map(lambda x: self.num_to_class[x], val_classes_without_seizure))
pred_class_without_seizure = list(map(lambda x: self.num_to_class[x], pred_class_without_seizure))
class_labels_without_seizure = [0, 1, 2, 3, 4, 5]
class_labels_without_seizure = list(map(lambda x: self.num_to_class[x], class_labels_without_seizure))
conf_matrix_without_seizure = confusion_matrix(val_classes_without_seizure, pred_class_without_seizure, labels=class_labels_without_seizure)
np.set_printoptions(precision=2)
np.save('./%s Results/%s_confusion_matrix_without_seizure_epoch%s_%.3f%%' % (curr_time, curr_time, epoch, percentage_without_seizure), conf_matrix_without_seizure)
plot_confusion_matrix(conf_matrix_without_seizure, classes=class_labels_without_seizure, epoch=epoch, accuracy=percentage_without_seizure, with_seizure=0, title = "Confusion Matrix on Files without Seizure")
print("Without Seizure data: %s" % set(val_classes_without_seizure))
#compute_tSNE(vector_inputs, classes, epoch=epoch, accuracy=percentage_without_seizure, num_to_label=self.num_to_class)
self.count_of_triplets = dict()
return percentage, conf_matrix
| mit |
drammock/mne-python | tutorials/machine-learning/30_strf.py | 10 | 14437 | # -*- coding: utf-8 -*-
"""
=====================================================================
Spectro-temporal receptive field (STRF) estimation on continuous data
=====================================================================
This demonstrates how an encoding model can be fit with multiple continuous
inputs. In this case, we simulate the model behind a spectro-temporal receptive
field (or STRF). First, we create a linear filter that maps patterns in
spectro-temporal space onto an output, representing neural activity. We fit
a receptive field model that attempts to recover the original linear filter
that was used to create this data.
"""
# Authors: Chris Holdgraf <[email protected]>
# Eric Larson <[email protected]>
#
# License: BSD (3-clause)
# sphinx_gallery_thumbnail_number = 7
import numpy as np
import matplotlib.pyplot as plt
import mne
from mne.decoding import ReceptiveField, TimeDelayingRidge
from scipy.stats import multivariate_normal
from scipy.io import loadmat
from sklearn.preprocessing import scale
rng = np.random.RandomState(1337) # To make this example reproducible
###############################################################################
# Load audio data
# ---------------
#
# We'll read in the audio data from :footcite:`CrosseEtAl2016` in order to
# simulate a response.
#
# In addition, we'll downsample the data along the time dimension in order to
# speed up computation. Note that depending on the input values, this may
# not be desired. For example if your input stimulus varies more quickly than
# 1/2 the sampling rate to which we are downsampling.
# Read in audio that's been recorded in epochs.
path_audio = mne.datasets.mtrf.data_path()
data = loadmat(path_audio + '/speech_data.mat')
audio = data['spectrogram'].T
sfreq = float(data['Fs'][0, 0])
n_decim = 2
audio = mne.filter.resample(audio, down=n_decim, npad='auto')
sfreq /= n_decim
###############################################################################
# Create a receptive field
# ------------------------
#
# We'll simulate a linear receptive field for a theoretical neural signal. This
# defines how the signal will respond to power in this receptive field space.
n_freqs = 20
tmin, tmax = -0.1, 0.4
# To simulate the data we'll create explicit delays here
delays_samp = np.arange(np.round(tmin * sfreq),
np.round(tmax * sfreq) + 1).astype(int)
delays_sec = delays_samp / sfreq
freqs = np.linspace(50, 5000, n_freqs)
grid = np.array(np.meshgrid(delays_sec, freqs))
# We need data to be shaped as n_epochs, n_features, n_times, so swap axes here
grid = grid.swapaxes(0, -1).swapaxes(0, 1)
# Simulate a temporal receptive field with a Gabor filter
means_high = [.1, 500]
means_low = [.2, 2500]
cov = [[.001, 0], [0, 500000]]
gauss_high = multivariate_normal.pdf(grid, means_high, cov)
gauss_low = -1 * multivariate_normal.pdf(grid, means_low, cov)
weights = gauss_high + gauss_low # Combine to create the "true" STRF
kwargs = dict(vmax=np.abs(weights).max(), vmin=-np.abs(weights).max(),
cmap='RdBu_r', shading='gouraud')
fig, ax = plt.subplots()
ax.pcolormesh(delays_sec, freqs, weights, **kwargs)
ax.set(title='Simulated STRF', xlabel='Time Lags (s)', ylabel='Frequency (Hz)')
plt.setp(ax.get_xticklabels(), rotation=45)
plt.autoscale(tight=True)
mne.viz.tight_layout()
###############################################################################
# Simulate a neural response
# --------------------------
#
# Using this receptive field, we'll create an artificial neural response to
# a stimulus.
#
# To do this, we'll create a time-delayed version of the receptive field, and
# then calculate the dot product between this and the stimulus. Note that this
# is effectively doing a convolution between the stimulus and the receptive
# field. See `here <https://en.wikipedia.org/wiki/Convolution>`_ for more
# information.
# Reshape audio to split into epochs, then make epochs the first dimension.
n_epochs, n_seconds = 16, 5
audio = audio[:, :int(n_seconds * sfreq * n_epochs)]
X = audio.reshape([n_freqs, n_epochs, -1]).swapaxes(0, 1)
n_times = X.shape[-1]
# Delay the spectrogram according to delays so it can be combined w/ the STRF
# Lags will now be in axis 1, then we reshape to vectorize
delays = np.arange(np.round(tmin * sfreq),
np.round(tmax * sfreq) + 1).astype(int)
# Iterate through indices and append
X_del = np.zeros((len(delays),) + X.shape)
for ii, ix_delay in enumerate(delays):
# These arrays will take/put particular indices in the data
take = [slice(None)] * X.ndim
put = [slice(None)] * X.ndim
if ix_delay > 0:
take[-1] = slice(None, -ix_delay)
put[-1] = slice(ix_delay, None)
elif ix_delay < 0:
take[-1] = slice(-ix_delay, None)
put[-1] = slice(None, ix_delay)
X_del[ii][tuple(put)] = X[tuple(take)]
# Now set the delayed axis to the 2nd dimension
X_del = np.rollaxis(X_del, 0, 3)
X_del = X_del.reshape([n_epochs, -1, n_times])
n_features = X_del.shape[1]
weights_sim = weights.ravel()
# Simulate a neural response to the sound, given this STRF
y = np.zeros((n_epochs, n_times))
for ii, iep in enumerate(X_del):
# Simulate this epoch and add random noise
noise_amp = .002
y[ii] = np.dot(weights_sim, iep) + noise_amp * rng.randn(n_times)
# Plot the first 2 trials of audio and the simulated electrode activity
X_plt = scale(np.hstack(X[:2]).T).T
y_plt = scale(np.hstack(y[:2]))
time = np.arange(X_plt.shape[-1]) / sfreq
_, (ax1, ax2) = plt.subplots(2, 1, figsize=(6, 6), sharex=True)
ax1.pcolormesh(time, freqs, X_plt, vmin=0, vmax=4, cmap='Reds',
shading='gouraud')
ax1.set_title('Input auditory features')
ax1.set(ylim=[freqs.min(), freqs.max()], ylabel='Frequency (Hz)')
ax2.plot(time, y_plt)
ax2.set(xlim=[time.min(), time.max()], title='Simulated response',
xlabel='Time (s)', ylabel='Activity (a.u.)')
mne.viz.tight_layout()
###############################################################################
# Fit a model to recover this receptive field
# -------------------------------------------
#
# Finally, we'll use the :class:`mne.decoding.ReceptiveField` class to recover
# the linear receptive field of this signal. Note that properties of the
# receptive field (e.g. smoothness) will depend on the autocorrelation in the
# inputs and outputs.
# Create training and testing data
train, test = np.arange(n_epochs - 1), n_epochs - 1
X_train, X_test, y_train, y_test = X[train], X[test], y[train], y[test]
X_train, X_test, y_train, y_test = [np.rollaxis(ii, -1, 0) for ii in
(X_train, X_test, y_train, y_test)]
# Model the simulated data as a function of the spectrogram input
alphas = np.logspace(-3, 3, 7)
scores = np.zeros_like(alphas)
models = []
for ii, alpha in enumerate(alphas):
rf = ReceptiveField(tmin, tmax, sfreq, freqs, estimator=alpha)
rf.fit(X_train, y_train)
# Now make predictions about the model output, given input stimuli.
scores[ii] = rf.score(X_test, y_test)
models.append(rf)
times = rf.delays_ / float(rf.sfreq)
# Choose the model that performed best on the held out data
ix_best_alpha = np.argmax(scores)
best_mod = models[ix_best_alpha]
coefs = best_mod.coef_[0]
best_pred = best_mod.predict(X_test)[:, 0]
# Plot the original STRF, and the one that we recovered with modeling.
_, (ax1, ax2) = plt.subplots(1, 2, figsize=(6, 3), sharey=True, sharex=True)
ax1.pcolormesh(delays_sec, freqs, weights, **kwargs)
ax2.pcolormesh(times, rf.feature_names, coefs, **kwargs)
ax1.set_title('Original STRF')
ax2.set_title('Best Reconstructed STRF')
plt.setp([iax.get_xticklabels() for iax in [ax1, ax2]], rotation=45)
plt.autoscale(tight=True)
mne.viz.tight_layout()
# Plot the actual response and the predicted response on a held out stimulus
time_pred = np.arange(best_pred.shape[0]) / sfreq
fig, ax = plt.subplots()
ax.plot(time_pred, y_test, color='k', alpha=.2, lw=4)
ax.plot(time_pred, best_pred, color='r', lw=1)
ax.set(title='Original and predicted activity', xlabel='Time (s)')
ax.legend(['Original', 'Predicted'])
plt.autoscale(tight=True)
mne.viz.tight_layout()
###############################################################################
# Visualize the effects of regularization
# ---------------------------------------
#
# Above we fit a :class:`mne.decoding.ReceptiveField` model for one of many
# values for the ridge regularization parameter. Here we will plot the model
# score as well as the model coefficients for each value, in order to
# visualize how coefficients change with different levels of regularization.
# These issues as well as the STRF pipeline are described in detail
# in :footcite:`TheunissenEtAl2001,WillmoreSmyth2003,HoldgrafEtAl2016`.
# Plot model score for each ridge parameter
fig = plt.figure(figsize=(10, 4))
ax = plt.subplot2grid([2, len(alphas)], [1, 0], 1, len(alphas))
ax.plot(np.arange(len(alphas)), scores, marker='o', color='r')
ax.annotate('Best parameter', (ix_best_alpha, scores[ix_best_alpha]),
(ix_best_alpha, scores[ix_best_alpha] - .1),
arrowprops={'arrowstyle': '->'})
plt.xticks(np.arange(len(alphas)), ["%.0e" % ii for ii in alphas])
ax.set(xlabel="Ridge regularization value", ylabel="Score ($R^2$)",
xlim=[-.4, len(alphas) - .6])
mne.viz.tight_layout()
# Plot the STRF of each ridge parameter
for ii, (rf, i_alpha) in enumerate(zip(models, alphas)):
ax = plt.subplot2grid([2, len(alphas)], [0, ii], 1, 1)
ax.pcolormesh(times, rf.feature_names, rf.coef_[0], **kwargs)
plt.xticks([], [])
plt.yticks([], [])
plt.autoscale(tight=True)
fig.suptitle('Model coefficients / scores for many ridge parameters', y=1)
mne.viz.tight_layout()
###############################################################################
# Using different regularization types
# ------------------------------------
# In addition to the standard ridge regularization, the
# :class:`mne.decoding.TimeDelayingRidge` class also exposes
# `Laplacian <https://en.wikipedia.org/wiki/Laplacian_matrix>`_ regularization
# term as:
#
# .. math::
# \left[\begin{matrix}
# 1 & -1 & & & & \\
# -1 & 2 & -1 & & & \\
# & -1 & 2 & -1 & & \\
# & & \ddots & \ddots & \ddots & \\
# & & & -1 & 2 & -1 \\
# & & & & -1 & 1\end{matrix}\right]
#
# This imposes a smoothness constraint of nearby time samples and/or features.
# Quoting :footcite:`CrosseEtAl2016` :
#
# Tikhonov [identity] regularization (Equation 5) reduces overfitting by
# smoothing the TRF estimate in a way that is insensitive to
# the amplitude of the signal of interest. However, the Laplacian
# approach (Equation 6) reduces off-sample error whilst preserving
# signal amplitude (Lalor et al., 2006). As a result, this approach
# usually leads to an improved estimate of the system’s response (as
# indexed by MSE) compared to Tikhonov regularization.
#
scores_lap = np.zeros_like(alphas)
models_lap = []
for ii, alpha in enumerate(alphas):
estimator = TimeDelayingRidge(tmin, tmax, sfreq, reg_type='laplacian',
alpha=alpha)
rf = ReceptiveField(tmin, tmax, sfreq, freqs, estimator=estimator)
rf.fit(X_train, y_train)
# Now make predictions about the model output, given input stimuli.
scores_lap[ii] = rf.score(X_test, y_test)
models_lap.append(rf)
ix_best_alpha_lap = np.argmax(scores_lap)
###############################################################################
# Compare model performance
# -------------------------
# Below we visualize the model performance of each regularization method
# (ridge vs. Laplacian) for different levels of alpha. As you can see, the
# Laplacian method performs better in general, because it imposes a smoothness
# constraint along the time and feature dimensions of the coefficients.
# This matches the "true" receptive field structure and results in a better
# model fit.
fig = plt.figure(figsize=(10, 6))
ax = plt.subplot2grid([3, len(alphas)], [2, 0], 1, len(alphas))
ax.plot(np.arange(len(alphas)), scores_lap, marker='o', color='r')
ax.plot(np.arange(len(alphas)), scores, marker='o', color='0.5', ls=':')
ax.annotate('Best Laplacian', (ix_best_alpha_lap,
scores_lap[ix_best_alpha_lap]),
(ix_best_alpha_lap, scores_lap[ix_best_alpha_lap] - .1),
arrowprops={'arrowstyle': '->'})
ax.annotate('Best Ridge', (ix_best_alpha, scores[ix_best_alpha]),
(ix_best_alpha, scores[ix_best_alpha] - .1),
arrowprops={'arrowstyle': '->'})
plt.xticks(np.arange(len(alphas)), ["%.0e" % ii for ii in alphas])
ax.set(xlabel="Laplacian regularization value", ylabel="Score ($R^2$)",
xlim=[-.4, len(alphas) - .6])
mne.viz.tight_layout()
# Plot the STRF of each ridge parameter
xlim = times[[0, -1]]
for ii, (rf_lap, rf, i_alpha) in enumerate(zip(models_lap, models, alphas)):
ax = plt.subplot2grid([3, len(alphas)], [0, ii], 1, 1)
ax.pcolormesh(times, rf_lap.feature_names, rf_lap.coef_[0], **kwargs)
ax.set(xticks=[], yticks=[], xlim=xlim)
if ii == 0:
ax.set(ylabel='Laplacian')
ax = plt.subplot2grid([3, len(alphas)], [1, ii], 1, 1)
ax.pcolormesh(times, rf.feature_names, rf.coef_[0], **kwargs)
ax.set(xticks=[], yticks=[], xlim=xlim)
if ii == 0:
ax.set(ylabel='Ridge')
fig.suptitle('Model coefficients / scores for laplacian regularization', y=1)
mne.viz.tight_layout()
###############################################################################
# Plot the original STRF, and the one that we recovered with modeling.
rf = models[ix_best_alpha]
rf_lap = models_lap[ix_best_alpha_lap]
_, (ax1, ax2, ax3) = plt.subplots(1, 3, figsize=(9, 3),
sharey=True, sharex=True)
ax1.pcolormesh(delays_sec, freqs, weights, **kwargs)
ax2.pcolormesh(times, rf.feature_names, rf.coef_[0], **kwargs)
ax3.pcolormesh(times, rf_lap.feature_names, rf_lap.coef_[0], **kwargs)
ax1.set_title('Original STRF')
ax2.set_title('Best Ridge STRF')
ax3.set_title('Best Laplacian STRF')
plt.setp([iax.get_xticklabels() for iax in [ax1, ax2, ax3]], rotation=45)
plt.autoscale(tight=True)
mne.viz.tight_layout()
###############################################################################
# References
# ==========
# .. footbibliography::
| bsd-3-clause |
f3r/scikit-learn | examples/model_selection/grid_search_text_feature_extraction.py | 99 | 4163 |
"""
==========================================================
Sample pipeline for text feature extraction and evaluation
==========================================================
The dataset used in this example is the 20 newsgroups dataset which will be
automatically downloaded and then cached and reused for the document
classification example.
You can adjust the number of categories by giving their names to the dataset
loader or setting them to None to get the 20 of them.
Here is a sample output of a run on a quad-core machine::
Loading 20 newsgroups dataset for categories:
['alt.atheism', 'talk.religion.misc']
1427 documents
2 categories
Performing grid search...
pipeline: ['vect', 'tfidf', 'clf']
parameters:
{'clf__alpha': (1.0000000000000001e-05, 9.9999999999999995e-07),
'clf__n_iter': (10, 50, 80),
'clf__penalty': ('l2', 'elasticnet'),
'tfidf__use_idf': (True, False),
'vect__max_n': (1, 2),
'vect__max_df': (0.5, 0.75, 1.0),
'vect__max_features': (None, 5000, 10000, 50000)}
done in 1737.030s
Best score: 0.940
Best parameters set:
clf__alpha: 9.9999999999999995e-07
clf__n_iter: 50
clf__penalty: 'elasticnet'
tfidf__use_idf: True
vect__max_n: 2
vect__max_df: 0.75
vect__max_features: 50000
"""
# Author: Olivier Grisel <[email protected]>
# Peter Prettenhofer <[email protected]>
# Mathieu Blondel <[email protected]>
# License: BSD 3 clause
from __future__ import print_function
from pprint import pprint
from time import time
import logging
from sklearn.datasets import fetch_20newsgroups
from sklearn.feature_extraction.text import CountVectorizer
from sklearn.feature_extraction.text import TfidfTransformer
from sklearn.linear_model import SGDClassifier
from sklearn.model_selection import GridSearchCV
from sklearn.pipeline import Pipeline
print(__doc__)
# Display progress logs on stdout
logging.basicConfig(level=logging.INFO,
format='%(asctime)s %(levelname)s %(message)s')
###############################################################################
# Load some categories from the training set
categories = [
'alt.atheism',
'talk.religion.misc',
]
# Uncomment the following to do the analysis on all the categories
#categories = None
print("Loading 20 newsgroups dataset for categories:")
print(categories)
data = fetch_20newsgroups(subset='train', categories=categories)
print("%d documents" % len(data.filenames))
print("%d categories" % len(data.target_names))
print()
###############################################################################
# define a pipeline combining a text feature extractor with a simple
# classifier
pipeline = Pipeline([
('vect', CountVectorizer()),
('tfidf', TfidfTransformer()),
('clf', SGDClassifier()),
])
# uncommenting more parameters will give better exploring power but will
# increase processing time in a combinatorial way
parameters = {
'vect__max_df': (0.5, 0.75, 1.0),
#'vect__max_features': (None, 5000, 10000, 50000),
'vect__ngram_range': ((1, 1), (1, 2)), # unigrams or bigrams
#'tfidf__use_idf': (True, False),
#'tfidf__norm': ('l1', 'l2'),
'clf__alpha': (0.00001, 0.000001),
'clf__penalty': ('l2', 'elasticnet'),
#'clf__n_iter': (10, 50, 80),
}
if __name__ == "__main__":
# multiprocessing requires the fork to happen in a __main__ protected
# block
# find the best parameters for both the feature extraction and the
# classifier
grid_search = GridSearchCV(pipeline, parameters, n_jobs=-1, verbose=1)
print("Performing grid search...")
print("pipeline:", [name for name, _ in pipeline.steps])
print("parameters:")
pprint(parameters)
t0 = time()
grid_search.fit(data.data, data.target)
print("done in %0.3fs" % (time() - t0))
print()
print("Best score: %0.3f" % grid_search.best_score_)
print("Best parameters set:")
best_parameters = grid_search.best_estimator_.get_params()
for param_name in sorted(parameters.keys()):
print("\t%s: %r" % (param_name, best_parameters[param_name]))
| bsd-3-clause |
pnedunuri/scikit-learn | examples/decomposition/plot_image_denoising.py | 181 | 5819 | """
=========================================
Image denoising using dictionary learning
=========================================
An example comparing the effect of reconstructing noisy fragments
of the Lena image using firstly online :ref:`DictionaryLearning` and
various transform methods.
The dictionary is fitted on the distorted left half of the image, and
subsequently used to reconstruct the right half. Note that even better
performance could be achieved by fitting to an undistorted (i.e.
noiseless) image, but here we start from the assumption that it is not
available.
A common practice for evaluating the results of image denoising is by looking
at the difference between the reconstruction and the original image. If the
reconstruction is perfect this will look like Gaussian noise.
It can be seen from the plots that the results of :ref:`omp` with two
non-zero coefficients is a bit less biased than when keeping only one
(the edges look less prominent). It is in addition closer from the ground
truth in Frobenius norm.
The result of :ref:`least_angle_regression` is much more strongly biased: the
difference is reminiscent of the local intensity value of the original image.
Thresholding is clearly not useful for denoising, but it is here to show that
it can produce a suggestive output with very high speed, and thus be useful
for other tasks such as object classification, where performance is not
necessarily related to visualisation.
"""
print(__doc__)
from time import time
import matplotlib.pyplot as plt
import numpy as np
from scipy.misc import lena
from sklearn.decomposition import MiniBatchDictionaryLearning
from sklearn.feature_extraction.image import extract_patches_2d
from sklearn.feature_extraction.image import reconstruct_from_patches_2d
###############################################################################
# Load Lena image and extract patches
lena = lena() / 256.0
# downsample for higher speed
lena = lena[::2, ::2] + lena[1::2, ::2] + lena[::2, 1::2] + lena[1::2, 1::2]
lena /= 4.0
height, width = lena.shape
# Distort the right half of the image
print('Distorting image...')
distorted = lena.copy()
distorted[:, height // 2:] += 0.075 * np.random.randn(width, height // 2)
# Extract all reference patches from the left half of the image
print('Extracting reference patches...')
t0 = time()
patch_size = (7, 7)
data = extract_patches_2d(distorted[:, :height // 2], patch_size)
data = data.reshape(data.shape[0], -1)
data -= np.mean(data, axis=0)
data /= np.std(data, axis=0)
print('done in %.2fs.' % (time() - t0))
###############################################################################
# Learn the dictionary from reference patches
print('Learning the dictionary...')
t0 = time()
dico = MiniBatchDictionaryLearning(n_components=100, alpha=1, n_iter=500)
V = dico.fit(data).components_
dt = time() - t0
print('done in %.2fs.' % dt)
plt.figure(figsize=(4.2, 4))
for i, comp in enumerate(V[:100]):
plt.subplot(10, 10, i + 1)
plt.imshow(comp.reshape(patch_size), cmap=plt.cm.gray_r,
interpolation='nearest')
plt.xticks(())
plt.yticks(())
plt.suptitle('Dictionary learned from Lena patches\n' +
'Train time %.1fs on %d patches' % (dt, len(data)),
fontsize=16)
plt.subplots_adjust(0.08, 0.02, 0.92, 0.85, 0.08, 0.23)
###############################################################################
# Display the distorted image
def show_with_diff(image, reference, title):
"""Helper function to display denoising"""
plt.figure(figsize=(5, 3.3))
plt.subplot(1, 2, 1)
plt.title('Image')
plt.imshow(image, vmin=0, vmax=1, cmap=plt.cm.gray, interpolation='nearest')
plt.xticks(())
plt.yticks(())
plt.subplot(1, 2, 2)
difference = image - reference
plt.title('Difference (norm: %.2f)' % np.sqrt(np.sum(difference ** 2)))
plt.imshow(difference, vmin=-0.5, vmax=0.5, cmap=plt.cm.PuOr,
interpolation='nearest')
plt.xticks(())
plt.yticks(())
plt.suptitle(title, size=16)
plt.subplots_adjust(0.02, 0.02, 0.98, 0.79, 0.02, 0.2)
show_with_diff(distorted, lena, 'Distorted image')
###############################################################################
# Extract noisy patches and reconstruct them using the dictionary
print('Extracting noisy patches... ')
t0 = time()
data = extract_patches_2d(distorted[:, height // 2:], patch_size)
data = data.reshape(data.shape[0], -1)
intercept = np.mean(data, axis=0)
data -= intercept
print('done in %.2fs.' % (time() - t0))
transform_algorithms = [
('Orthogonal Matching Pursuit\n1 atom', 'omp',
{'transform_n_nonzero_coefs': 1}),
('Orthogonal Matching Pursuit\n2 atoms', 'omp',
{'transform_n_nonzero_coefs': 2}),
('Least-angle regression\n5 atoms', 'lars',
{'transform_n_nonzero_coefs': 5}),
('Thresholding\n alpha=0.1', 'threshold', {'transform_alpha': .1})]
reconstructions = {}
for title, transform_algorithm, kwargs in transform_algorithms:
print(title + '...')
reconstructions[title] = lena.copy()
t0 = time()
dico.set_params(transform_algorithm=transform_algorithm, **kwargs)
code = dico.transform(data)
patches = np.dot(code, V)
if transform_algorithm == 'threshold':
patches -= patches.min()
patches /= patches.max()
patches += intercept
patches = patches.reshape(len(data), *patch_size)
if transform_algorithm == 'threshold':
patches -= patches.min()
patches /= patches.max()
reconstructions[title][:, height // 2:] = reconstruct_from_patches_2d(
patches, (width, height // 2))
dt = time() - t0
print('done in %.2fs.' % dt)
show_with_diff(reconstructions[title], lena,
title + ' (time: %.1fs)' % dt)
plt.show()
| bsd-3-clause |
kedz/cuttsum | trec2015/sbin/l2s/apsal-dev.py | 1 | 9067 | import cuttsum.events
import cuttsum.corpora
from cuttsum.pipeline import InputStreamResource
from cuttsum.classifiers import NuggetRegressor
import cuttsum.judgements
import pandas as pd
import numpy as np
from datetime import datetime
from cuttsum.misc import event2semsim
from sklearn.cluster import AffinityPropagation
from sklearn.metrics.pairwise import cosine_similarity
import os
def epoch(dt):
return int((dt - datetime(1970, 1, 1)).total_seconds())
matches_df = cuttsum.judgements.get_merged_dataframe()
def get_input_stream(event, gold_probs, extractor="goose", thresh=.8, delay=None, topk=20):
max_nuggets = 3
corpus = cuttsum.corpora.get_raw_corpus(event)
res = InputStreamResource()
df = pd.concat(
res.get_dataframes(event, corpus, extractor, thresh, delay, topk))
selector = (df["n conf"] == 1) & (df["nugget probs"].apply(len) == 0)
df.loc[selector, "nugget probs"] = df.loc[selector, "nuggets"].apply(lambda x: {n:1 for n in x})
df["true probs"] = df["nugget probs"].apply(lambda x: [val for key, val in x.items()] +[0])
df["true probs"] = df["true probs"].apply(lambda x: np.max(x))
df.loc[(df["n conf"] == 1) & (df["nuggets"].apply(len) == 0), "true probs"] = 0
if gold_probs is True:
df["probs"] = df["true probs"]
else:
df["probs"] = NuggetRegressor().predict(event, df)
df["nuggets"] = df["nugget probs"].apply(
lambda x: set([key for key, val in x.items() if val > .9]))
nid2time = {}
nids = set(matches_df[matches_df["query id"] == event.query_id]["nugget id"].tolist())
for nid in nids:
ts = matches_df[matches_df["nugget id"] == nid]["update id"].apply(lambda x: int(x.split("-")[0])).tolist()
ts.sort()
nid2time[nid] = ts[0]
fltr_nuggets = []
for name, row in df.iterrows():
fltr_nuggets.append(
set([nug for nug in row["nuggets"] if nid2time[nug] <= row["timestamp"]]))
#print df[["nuggets", "timestamp"]].apply(lambda y: print y[0]) # datetime.utcfromtimestamp(int(y["timestamp"])))
#print nids
df["nuggets"] = fltr_nuggets
df["nuggets"] = df["nuggets"].apply(lambda x: x if len(x) <= max_nuggets else set([]))
from cuttsum.pipeline import DedupedArticlesResource
ded = DedupedArticlesResource()
stats_df = ded.get_stats_df(event, corpus, extractor, thresh)
stats_df["stream ids"] = stats_df["stream ids"].apply(lambda x: set(eval(x)))
sid2match = {}
for _, row in stats_df.iterrows():
for sid in row["stream ids"]:
sid2match[sid] = row["match"]
all_ts = []
all_docs = []
new_docs = []
for (sid, ts), doc in df.groupby(["stream id", "timestamp"]):
# print sub_doc
if len(all_ts) > 0:
assert ts >= all_ts[-1]
all_ts.append(ts)
if sid2match[sid] is True:
new_docs.append(doc)
all_docs.append(doc)
df = pd.concat(new_docs)
print len(all_docs), len(new_docs)
return df
def main(output_dir, sim_threshold, bucket_size, pref_offset):
if not os.path.exists(output_dir):
os.makedirs(output_dir)
dev_qids = set([19, 23, 27, 34, 35])
summary_data = []
K_data = []
for event in cuttsum.events.get_events():
if event.query_num not in dev_qids: continue
print event
semsim = event2semsim(event)
istream = get_input_stream(event, False, extractor="goose",
thresh=.8, delay=None, topk=20)
prev_time = 0
cache = None
clusters = []
max_h = len(event.list_event_hours()) - 1
for h, hour in enumerate(event.list_event_hours()):
if h % bucket_size != 0 and h != max_h:
continue
current_time = epoch(hour)
input_sents = istream[
(istream["timestamp"] < current_time) & \
(istream["timestamp"] >= prev_time)]
len_select = input_sents["lemmas stopped"].apply(len) > 10
input_sents = input_sents[len_select]
if len(input_sents) <= 1: continue
stems = input_sents["stems"].apply(lambda x: ' '.join(x)).tolist()
X = semsim.transform(stems)
probs = input_sents["probs"]
p = probs.values
K = -(1 - cosine_similarity(X))
K_ma = np.ma.masked_array(K, np.eye(K.shape[0]))
Kmin = np.ma.min(K_ma)
Kmax = np.ma.max(K_ma)
median = np.ma.median(K_ma)[0]
pref = np.minimum(p + median, -.05)
print "SYS TIME:", hour, "# SENTS:", K.shape[0],
print "min/median/max pref: {}/{}/{}".format(
pref.min(), np.median(pref), pref.max())
#K_data.append({"min": Kmin, "max": Kmax, "median": median})
K_data.append({"min": (pref).min(), "max": (pref).max(),
"median": np.median((pref))})
#print K
# continue
#
ap = AffinityPropagation(
preference=pref-pref_offset, affinity="precomputed",
verbose=True, max_iter=1000)
ap.fit(K)
# ##print input_sents["pretty text"]
#
labels = ap.labels_
if ap.cluster_centers_indices_ != None:
for c in ap.cluster_centers_indices_:
if cache == None:
cache = X[c]
updates_df = \
input_sents.reset_index(drop=True).iloc[c]
updates_df["query id"] = event.query_num
updates_df["system timestamp"] = current_time
summary_data.append(
updates_df[
["query id", "stream id", "sent id",
"system timestamp", "sent text"]
].to_frame().T
)
else:
Ksum = cosine_similarity(cache, X[c])
#print "MAX SIM", Ksum.max()
#print input_sents.reset_index(drop=True).iloc[c]["sent text"]
if Ksum.max() < sim_threshold:
cache = np.vstack([cache, X[c]])
updates_df = \
input_sents.reset_index(drop=True).iloc[c]
updates_df["query id"] = event.query_num
updates_df["system timestamp"] = current_time
summary_data.append(
updates_df[
["query id", "stream id", "sent id",
"system timestamp", "sent text"]
].to_frame().T
)
#
# for l, i in enumerate(af.cluster_centers_indices_):
# support = np.sum(labels == l)
# center = input_sents.iloc[i][["update id", "sent text", "pretty text", "stems", "nuggets"]]
# center = center.to_dict()
# center["support"] = support
# center["timestamp"] = current_time
# clusters.append(center)
#
prev_time = current_time
# df = pd.DataFrame(clusters, columns=["update id", "timestamp", "support", "sent text", "pretty text", "stems", "nuggets"])
#
# import os
# dirname = "clusters"
# if not os.path.exists(dirname):
# os.makedirs(dirname)
#
# with open(os.path.join(dirname, "{}.tsv".format(event.query_id)), "w") as f:
# df.to_csv(f, sep="\t", index=False)
#
df = pd.DataFrame(K_data, columns=["min", "max", "median"])
print df
print df.mean()
print df.std()
print df.max()
df = pd.concat(summary_data)
df["conf"] = .5
df["team id"] = "APSAL"
df["run id"] = "sim{}_bs{}_off{}".format(
sim_threshold, bucket_size, pref_offset)
print df
of = os.path.join(output_dir, "apsal" + "sim{}_bs{}_off{}.tsv".format(
sim_threshold, bucket_size, pref_offset))
cols = ["query id", "team id", "run id", "stream id", "sent id",
"system timestamp", "conf"]
df[cols].to_csv(of, sep="\t", header=False, index=False)
if __name__ == "__main__":
import argparse
parser = argparse.ArgumentParser()
parser.add_argument(u"--output-dir", type=str,
required=True, help="directory to write results.")
parser.add_argument(
u"--sim-cutoff", type=float, required=True)
parser.add_argument(
u"--bucket-size", type=float, required=True)
parser.add_argument(
u"--pref-offset", type=float, required=True)
args = parser.parse_args()
main(args.output_dir, args.sim_cutoff,
args.bucket_size, args.pref_offset)
| apache-2.0 |
mlyundin/scikit-learn | sklearn/decomposition/tests/test_incremental_pca.py | 297 | 8265 | """Tests for Incremental PCA."""
import numpy as np
from sklearn.utils.testing import assert_almost_equal
from sklearn.utils.testing import assert_array_almost_equal
from sklearn.utils.testing import assert_raises
from sklearn import datasets
from sklearn.decomposition import PCA, IncrementalPCA
iris = datasets.load_iris()
def test_incremental_pca():
# Incremental PCA on dense arrays.
X = iris.data
batch_size = X.shape[0] // 3
ipca = IncrementalPCA(n_components=2, batch_size=batch_size)
pca = PCA(n_components=2)
pca.fit_transform(X)
X_transformed = ipca.fit_transform(X)
np.testing.assert_equal(X_transformed.shape, (X.shape[0], 2))
assert_almost_equal(ipca.explained_variance_ratio_.sum(),
pca.explained_variance_ratio_.sum(), 1)
for n_components in [1, 2, X.shape[1]]:
ipca = IncrementalPCA(n_components, batch_size=batch_size)
ipca.fit(X)
cov = ipca.get_covariance()
precision = ipca.get_precision()
assert_array_almost_equal(np.dot(cov, precision),
np.eye(X.shape[1]))
def test_incremental_pca_check_projection():
# Test that the projection of data is correct.
rng = np.random.RandomState(1999)
n, p = 100, 3
X = rng.randn(n, p) * .1
X[:10] += np.array([3, 4, 5])
Xt = 0.1 * rng.randn(1, p) + np.array([3, 4, 5])
# Get the reconstruction of the generated data X
# Note that Xt has the same "components" as X, just separated
# This is what we want to ensure is recreated correctly
Yt = IncrementalPCA(n_components=2).fit(X).transform(Xt)
# Normalize
Yt /= np.sqrt((Yt ** 2).sum())
# Make sure that the first element of Yt is ~1, this means
# the reconstruction worked as expected
assert_almost_equal(np.abs(Yt[0][0]), 1., 1)
def test_incremental_pca_inverse():
# Test that the projection of data can be inverted.
rng = np.random.RandomState(1999)
n, p = 50, 3
X = rng.randn(n, p) # spherical data
X[:, 1] *= .00001 # make middle component relatively small
X += [5, 4, 3] # make a large mean
# same check that we can find the original data from the transformed
# signal (since the data is almost of rank n_components)
ipca = IncrementalPCA(n_components=2, batch_size=10).fit(X)
Y = ipca.transform(X)
Y_inverse = ipca.inverse_transform(Y)
assert_almost_equal(X, Y_inverse, decimal=3)
def test_incremental_pca_validation():
# Test that n_components is >=1 and <= n_features.
X = [[0, 1], [1, 0]]
for n_components in [-1, 0, .99, 3]:
assert_raises(ValueError, IncrementalPCA(n_components,
batch_size=10).fit, X)
def test_incremental_pca_set_params():
# Test that components_ sign is stable over batch sizes.
rng = np.random.RandomState(1999)
n_samples = 100
n_features = 20
X = rng.randn(n_samples, n_features)
X2 = rng.randn(n_samples, n_features)
X3 = rng.randn(n_samples, n_features)
ipca = IncrementalPCA(n_components=20)
ipca.fit(X)
# Decreasing number of components
ipca.set_params(n_components=10)
assert_raises(ValueError, ipca.partial_fit, X2)
# Increasing number of components
ipca.set_params(n_components=15)
assert_raises(ValueError, ipca.partial_fit, X3)
# Returning to original setting
ipca.set_params(n_components=20)
ipca.partial_fit(X)
def test_incremental_pca_num_features_change():
# Test that changing n_components will raise an error.
rng = np.random.RandomState(1999)
n_samples = 100
X = rng.randn(n_samples, 20)
X2 = rng.randn(n_samples, 50)
ipca = IncrementalPCA(n_components=None)
ipca.fit(X)
assert_raises(ValueError, ipca.partial_fit, X2)
def test_incremental_pca_batch_signs():
# Test that components_ sign is stable over batch sizes.
rng = np.random.RandomState(1999)
n_samples = 100
n_features = 3
X = rng.randn(n_samples, n_features)
all_components = []
batch_sizes = np.arange(10, 20)
for batch_size in batch_sizes:
ipca = IncrementalPCA(n_components=None, batch_size=batch_size).fit(X)
all_components.append(ipca.components_)
for i, j in zip(all_components[:-1], all_components[1:]):
assert_almost_equal(np.sign(i), np.sign(j), decimal=6)
def test_incremental_pca_batch_values():
# Test that components_ values are stable over batch sizes.
rng = np.random.RandomState(1999)
n_samples = 100
n_features = 3
X = rng.randn(n_samples, n_features)
all_components = []
batch_sizes = np.arange(20, 40, 3)
for batch_size in batch_sizes:
ipca = IncrementalPCA(n_components=None, batch_size=batch_size).fit(X)
all_components.append(ipca.components_)
for i, j in zip(all_components[:-1], all_components[1:]):
assert_almost_equal(i, j, decimal=1)
def test_incremental_pca_partial_fit():
# Test that fit and partial_fit get equivalent results.
rng = np.random.RandomState(1999)
n, p = 50, 3
X = rng.randn(n, p) # spherical data
X[:, 1] *= .00001 # make middle component relatively small
X += [5, 4, 3] # make a large mean
# same check that we can find the original data from the transformed
# signal (since the data is almost of rank n_components)
batch_size = 10
ipca = IncrementalPCA(n_components=2, batch_size=batch_size).fit(X)
pipca = IncrementalPCA(n_components=2, batch_size=batch_size)
# Add one to make sure endpoint is included
batch_itr = np.arange(0, n + 1, batch_size)
for i, j in zip(batch_itr[:-1], batch_itr[1:]):
pipca.partial_fit(X[i:j, :])
assert_almost_equal(ipca.components_, pipca.components_, decimal=3)
def test_incremental_pca_against_pca_iris():
# Test that IncrementalPCA and PCA are approximate (to a sign flip).
X = iris.data
Y_pca = PCA(n_components=2).fit_transform(X)
Y_ipca = IncrementalPCA(n_components=2, batch_size=25).fit_transform(X)
assert_almost_equal(np.abs(Y_pca), np.abs(Y_ipca), 1)
def test_incremental_pca_against_pca_random_data():
# Test that IncrementalPCA and PCA are approximate (to a sign flip).
rng = np.random.RandomState(1999)
n_samples = 100
n_features = 3
X = rng.randn(n_samples, n_features) + 5 * rng.rand(1, n_features)
Y_pca = PCA(n_components=3).fit_transform(X)
Y_ipca = IncrementalPCA(n_components=3, batch_size=25).fit_transform(X)
assert_almost_equal(np.abs(Y_pca), np.abs(Y_ipca), 1)
def test_explained_variances():
# Test that PCA and IncrementalPCA calculations match
X = datasets.make_low_rank_matrix(1000, 100, tail_strength=0.,
effective_rank=10, random_state=1999)
prec = 3
n_samples, n_features = X.shape
for nc in [None, 99]:
pca = PCA(n_components=nc).fit(X)
ipca = IncrementalPCA(n_components=nc, batch_size=100).fit(X)
assert_almost_equal(pca.explained_variance_, ipca.explained_variance_,
decimal=prec)
assert_almost_equal(pca.explained_variance_ratio_,
ipca.explained_variance_ratio_, decimal=prec)
assert_almost_equal(pca.noise_variance_, ipca.noise_variance_,
decimal=prec)
def test_whitening():
# Test that PCA and IncrementalPCA transforms match to sign flip.
X = datasets.make_low_rank_matrix(1000, 10, tail_strength=0.,
effective_rank=2, random_state=1999)
prec = 3
n_samples, n_features = X.shape
for nc in [None, 9]:
pca = PCA(whiten=True, n_components=nc).fit(X)
ipca = IncrementalPCA(whiten=True, n_components=nc,
batch_size=250).fit(X)
Xt_pca = pca.transform(X)
Xt_ipca = ipca.transform(X)
assert_almost_equal(np.abs(Xt_pca), np.abs(Xt_ipca), decimal=prec)
Xinv_ipca = ipca.inverse_transform(Xt_ipca)
Xinv_pca = pca.inverse_transform(Xt_pca)
assert_almost_equal(X, Xinv_ipca, decimal=prec)
assert_almost_equal(X, Xinv_pca, decimal=prec)
assert_almost_equal(Xinv_pca, Xinv_ipca, decimal=prec)
| bsd-3-clause |
alexeyum/scikit-learn | sklearn/cluster/tests/test_spectral.py | 72 | 7950 | """Testing for Spectral Clustering methods"""
from sklearn.externals.six.moves import cPickle
dumps, loads = cPickle.dumps, cPickle.loads
import numpy as np
from scipy import sparse
from sklearn.utils import check_random_state
from sklearn.utils.testing import assert_equal
from sklearn.utils.testing import assert_array_equal
from sklearn.utils.testing import assert_raises
from sklearn.utils.testing import assert_greater
from sklearn.utils.testing import assert_warns_message
from sklearn.cluster import SpectralClustering, spectral_clustering
from sklearn.cluster.spectral import spectral_embedding
from sklearn.cluster.spectral import discretize
from sklearn.metrics import pairwise_distances
from sklearn.metrics import adjusted_rand_score
from sklearn.metrics.pairwise import kernel_metrics, rbf_kernel
from sklearn.datasets.samples_generator import make_blobs
def test_spectral_clustering():
S = np.array([[1.0, 1.0, 1.0, 0.2, 0.0, 0.0, 0.0],
[1.0, 1.0, 1.0, 0.2, 0.0, 0.0, 0.0],
[1.0, 1.0, 1.0, 0.2, 0.0, 0.0, 0.0],
[0.2, 0.2, 0.2, 1.0, 1.0, 1.0, 1.0],
[0.0, 0.0, 0.0, 1.0, 1.0, 1.0, 1.0],
[0.0, 0.0, 0.0, 1.0, 1.0, 1.0, 1.0],
[0.0, 0.0, 0.0, 1.0, 1.0, 1.0, 1.0]])
for eigen_solver in ('arpack', 'lobpcg'):
for assign_labels in ('kmeans', 'discretize'):
for mat in (S, sparse.csr_matrix(S)):
model = SpectralClustering(random_state=0, n_clusters=2,
affinity='precomputed',
eigen_solver=eigen_solver,
assign_labels=assign_labels
).fit(mat)
labels = model.labels_
if labels[0] == 0:
labels = 1 - labels
assert_array_equal(labels, [1, 1, 1, 0, 0, 0, 0])
model_copy = loads(dumps(model))
assert_equal(model_copy.n_clusters, model.n_clusters)
assert_equal(model_copy.eigen_solver, model.eigen_solver)
assert_array_equal(model_copy.labels_, model.labels_)
def test_spectral_amg_mode():
# Test the amg mode of SpectralClustering
centers = np.array([
[0., 0., 0.],
[10., 10., 10.],
[20., 20., 20.],
])
X, true_labels = make_blobs(n_samples=100, centers=centers,
cluster_std=1., random_state=42)
D = pairwise_distances(X) # Distance matrix
S = np.max(D) - D # Similarity matrix
S = sparse.coo_matrix(S)
try:
from pyamg import smoothed_aggregation_solver
amg_loaded = True
except ImportError:
amg_loaded = False
if amg_loaded:
labels = spectral_clustering(S, n_clusters=len(centers),
random_state=0, eigen_solver="amg")
# We don't care too much that it's good, just that it *worked*.
# There does have to be some lower limit on the performance though.
assert_greater(np.mean(labels == true_labels), .3)
else:
assert_raises(ValueError, spectral_embedding, S,
n_components=len(centers),
random_state=0, eigen_solver="amg")
def test_spectral_unknown_mode():
# Test that SpectralClustering fails with an unknown mode set.
centers = np.array([
[0., 0., 0.],
[10., 10., 10.],
[20., 20., 20.],
])
X, true_labels = make_blobs(n_samples=100, centers=centers,
cluster_std=1., random_state=42)
D = pairwise_distances(X) # Distance matrix
S = np.max(D) - D # Similarity matrix
S = sparse.coo_matrix(S)
assert_raises(ValueError, spectral_clustering, S, n_clusters=2,
random_state=0, eigen_solver="<unknown>")
def test_spectral_unknown_assign_labels():
# Test that SpectralClustering fails with an unknown assign_labels set.
centers = np.array([
[0., 0., 0.],
[10., 10., 10.],
[20., 20., 20.],
])
X, true_labels = make_blobs(n_samples=100, centers=centers,
cluster_std=1., random_state=42)
D = pairwise_distances(X) # Distance matrix
S = np.max(D) - D # Similarity matrix
S = sparse.coo_matrix(S)
assert_raises(ValueError, spectral_clustering, S, n_clusters=2,
random_state=0, assign_labels="<unknown>")
def test_spectral_clustering_sparse():
X, y = make_blobs(n_samples=20, random_state=0,
centers=[[1, 1], [-1, -1]], cluster_std=0.01)
S = rbf_kernel(X, gamma=1)
S = np.maximum(S - 1e-4, 0)
S = sparse.coo_matrix(S)
labels = SpectralClustering(random_state=0, n_clusters=2,
affinity='precomputed').fit(S).labels_
assert_equal(adjusted_rand_score(y, labels), 1)
def test_affinities():
# Note: in the following, random_state has been selected to have
# a dataset that yields a stable eigen decomposition both when built
# on OSX and Linux
X, y = make_blobs(n_samples=20, random_state=0,
centers=[[1, 1], [-1, -1]], cluster_std=0.01
)
# nearest neighbors affinity
sp = SpectralClustering(n_clusters=2, affinity='nearest_neighbors',
random_state=0)
assert_warns_message(UserWarning, 'not fully connected', sp.fit, X)
assert_equal(adjusted_rand_score(y, sp.labels_), 1)
sp = SpectralClustering(n_clusters=2, gamma=2, random_state=0)
labels = sp.fit(X).labels_
assert_equal(adjusted_rand_score(y, labels), 1)
X = check_random_state(10).rand(10, 5) * 10
kernels_available = kernel_metrics()
for kern in kernels_available:
# Additive chi^2 gives a negative similarity matrix which
# doesn't make sense for spectral clustering
if kern != 'additive_chi2':
sp = SpectralClustering(n_clusters=2, affinity=kern,
random_state=0)
labels = sp.fit(X).labels_
assert_equal((X.shape[0],), labels.shape)
sp = SpectralClustering(n_clusters=2, affinity=lambda x, y: 1,
random_state=0)
labels = sp.fit(X).labels_
assert_equal((X.shape[0],), labels.shape)
def histogram(x, y, **kwargs):
# Histogram kernel implemented as a callable.
assert_equal(kwargs, {}) # no kernel_params that we didn't ask for
return np.minimum(x, y).sum()
sp = SpectralClustering(n_clusters=2, affinity=histogram, random_state=0)
labels = sp.fit(X).labels_
assert_equal((X.shape[0],), labels.shape)
# raise error on unknown affinity
sp = SpectralClustering(n_clusters=2, affinity='<unknown>')
assert_raises(ValueError, sp.fit, X)
def test_discretize(seed=8):
# Test the discretize using a noise assignment matrix
random_state = np.random.RandomState(seed)
for n_samples in [50, 100, 150, 500]:
for n_class in range(2, 10):
# random class labels
y_true = random_state.randint(0, n_class + 1, n_samples)
y_true = np.array(y_true, np.float)
# noise class assignment matrix
y_indicator = sparse.coo_matrix((np.ones(n_samples),
(np.arange(n_samples),
y_true)),
shape=(n_samples,
n_class + 1))
y_true_noisy = (y_indicator.toarray()
+ 0.1 * random_state.randn(n_samples,
n_class + 1))
y_pred = discretize(y_true_noisy, random_state)
assert_greater(adjusted_rand_score(y_true, y_pred), 0.8)
| bsd-3-clause |
olologin/scikit-learn | sklearn/gaussian_process/tests/test_kernels.py | 24 | 11602 | """Testing for kernels for Gaussian processes."""
# Author: Jan Hendrik Metzen <[email protected]>
# Licence: BSD 3 clause
from collections import Hashable
from sklearn.externals.funcsigs import signature
import numpy as np
from sklearn.gaussian_process.kernels import _approx_fprime
from sklearn.metrics.pairwise \
import PAIRWISE_KERNEL_FUNCTIONS, euclidean_distances, pairwise_kernels
from sklearn.gaussian_process.kernels \
import (RBF, Matern, RationalQuadratic, ExpSineSquared, DotProduct,
ConstantKernel, WhiteKernel, PairwiseKernel, KernelOperator,
Exponentiation)
from sklearn.base import clone
from sklearn.utils.testing import (assert_equal, assert_almost_equal,
assert_not_equal, assert_array_equal,
assert_array_almost_equal)
X = np.random.RandomState(0).normal(0, 1, (5, 2))
Y = np.random.RandomState(0).normal(0, 1, (6, 2))
kernel_white = RBF(length_scale=2.0) + WhiteKernel(noise_level=3.0)
kernels = [RBF(length_scale=2.0), RBF(length_scale_bounds=(0.5, 2.0)),
ConstantKernel(constant_value=10.0),
2.0 * RBF(length_scale=0.33, length_scale_bounds="fixed"),
2.0 * RBF(length_scale=0.5), kernel_white,
2.0 * RBF(length_scale=[0.5, 2.0]),
2.0 * Matern(length_scale=0.33, length_scale_bounds="fixed"),
2.0 * Matern(length_scale=0.5, nu=0.5),
2.0 * Matern(length_scale=1.5, nu=1.5),
2.0 * Matern(length_scale=2.5, nu=2.5),
2.0 * Matern(length_scale=[0.5, 2.0], nu=0.5),
3.0 * Matern(length_scale=[2.0, 0.5], nu=1.5),
4.0 * Matern(length_scale=[0.5, 0.5], nu=2.5),
RationalQuadratic(length_scale=0.5, alpha=1.5),
ExpSineSquared(length_scale=0.5, periodicity=1.5),
DotProduct(sigma_0=2.0), DotProduct(sigma_0=2.0) ** 2]
for metric in PAIRWISE_KERNEL_FUNCTIONS:
if metric in ["additive_chi2", "chi2"]:
continue
kernels.append(PairwiseKernel(gamma=1.0, metric=metric))
def test_kernel_gradient():
""" Compare analytic and numeric gradient of kernels. """
for kernel in kernels:
K, K_gradient = kernel(X, eval_gradient=True)
assert_equal(K_gradient.shape[0], X.shape[0])
assert_equal(K_gradient.shape[1], X.shape[0])
assert_equal(K_gradient.shape[2], kernel.theta.shape[0])
def eval_kernel_for_theta(theta):
kernel_clone = kernel.clone_with_theta(theta)
K = kernel_clone(X, eval_gradient=False)
return K
K_gradient_approx = \
_approx_fprime(kernel.theta, eval_kernel_for_theta, 1e-10)
assert_almost_equal(K_gradient, K_gradient_approx, 4)
def test_kernel_theta():
""" Check that parameter vector theta of kernel is set correctly. """
for kernel in kernels:
if isinstance(kernel, KernelOperator) \
or isinstance(kernel, Exponentiation): # skip non-basic kernels
continue
theta = kernel.theta
_, K_gradient = kernel(X, eval_gradient=True)
# Determine kernel parameters that contribute to theta
init_sign = signature(kernel.__class__.__init__).parameters.values()
args = [p.name for p in init_sign if p.name != 'self']
theta_vars = map(lambda s: s.rstrip("_bounds"),
filter(lambda s: s.endswith("_bounds"), args))
assert_equal(
set(hyperparameter.name
for hyperparameter in kernel.hyperparameters),
set(theta_vars))
# Check that values returned in theta are consistent with
# hyperparameter values (being their logarithms)
for i, hyperparameter in enumerate(kernel.hyperparameters):
assert_equal(theta[i],
np.log(getattr(kernel, hyperparameter.name)))
# Fixed kernel parameters must be excluded from theta and gradient.
for i, hyperparameter in enumerate(kernel.hyperparameters):
# create copy with certain hyperparameter fixed
params = kernel.get_params()
params[hyperparameter.name + "_bounds"] = "fixed"
kernel_class = kernel.__class__
new_kernel = kernel_class(**params)
# Check that theta and K_gradient are identical with the fixed
# dimension left out
_, K_gradient_new = new_kernel(X, eval_gradient=True)
assert_equal(theta.shape[0], new_kernel.theta.shape[0] + 1)
assert_equal(K_gradient.shape[2], K_gradient_new.shape[2] + 1)
if i > 0:
assert_equal(theta[:i], new_kernel.theta[:i])
assert_array_equal(K_gradient[..., :i],
K_gradient_new[..., :i])
if i + 1 < len(kernel.hyperparameters):
assert_equal(theta[i+1:], new_kernel.theta[i:])
assert_array_equal(K_gradient[..., i+1:],
K_gradient_new[..., i:])
# Check that values of theta are modified correctly
for i, hyperparameter in enumerate(kernel.hyperparameters):
theta[i] = np.log(42)
kernel.theta = theta
assert_almost_equal(getattr(kernel, hyperparameter.name), 42)
setattr(kernel, hyperparameter.name, 43)
assert_almost_equal(kernel.theta[i], np.log(43))
def test_auto_vs_cross():
""" Auto-correlation and cross-correlation should be consistent. """
for kernel in kernels:
if kernel == kernel_white:
continue # Identity is not satisfied on diagonal
K_auto = kernel(X)
K_cross = kernel(X, X)
assert_almost_equal(K_auto, K_cross, 5)
def test_kernel_diag():
""" Test that diag method of kernel returns consistent results. """
for kernel in kernels:
K_call_diag = np.diag(kernel(X))
K_diag = kernel.diag(X)
assert_almost_equal(K_call_diag, K_diag, 5)
def test_kernel_operator_commutative():
""" Adding kernels and multiplying kernels should be commutative. """
# Check addition
assert_almost_equal((RBF(2.0) + 1.0)(X),
(1.0 + RBF(2.0))(X))
# Check multiplication
assert_almost_equal((3.0 * RBF(2.0))(X),
(RBF(2.0) * 3.0)(X))
def test_kernel_anisotropic():
""" Anisotropic kernel should be consistent with isotropic kernels."""
kernel = 3.0 * RBF([0.5, 2.0])
K = kernel(X)
X1 = np.array(X)
X1[:, 0] *= 4
K1 = 3.0 * RBF(2.0)(X1)
assert_almost_equal(K, K1)
X2 = np.array(X)
X2[:, 1] /= 4
K2 = 3.0 * RBF(0.5)(X2)
assert_almost_equal(K, K2)
# Check getting and setting via theta
kernel.theta = kernel.theta + np.log(2)
assert_array_equal(kernel.theta, np.log([6.0, 1.0, 4.0]))
assert_array_equal(kernel.k2.length_scale, [1.0, 4.0])
def test_kernel_stationary():
""" Test stationarity of kernels."""
for kernel in kernels:
if not kernel.is_stationary():
continue
K = kernel(X, X + 1)
assert_almost_equal(K[0, 0], np.diag(K))
def test_kernel_clone():
""" Test that sklearn's clone works correctly on kernels. """
for kernel in kernels:
kernel_cloned = clone(kernel)
assert_equal(kernel, kernel_cloned)
assert_not_equal(id(kernel), id(kernel_cloned))
for attr in kernel.__dict__.keys():
attr_value = getattr(kernel, attr)
attr_value_cloned = getattr(kernel_cloned, attr)
if attr.startswith("hyperparameter_"):
assert_equal(attr_value.name, attr_value_cloned.name)
assert_equal(attr_value.value_type,
attr_value_cloned.value_type)
assert_array_equal(attr_value.bounds,
attr_value_cloned.bounds)
assert_equal(attr_value.n_elements,
attr_value_cloned.n_elements)
elif np.iterable(attr_value):
for i in range(len(attr_value)):
if np.iterable(attr_value[i]):
assert_array_equal(attr_value[i],
attr_value_cloned[i])
else:
assert_equal(attr_value[i], attr_value_cloned[i])
else:
assert_equal(attr_value, attr_value_cloned)
if not isinstance(attr_value, Hashable):
# modifiable attributes must not be identical
assert_not_equal(id(attr_value), id(attr_value_cloned))
def test_matern_kernel():
""" Test consistency of Matern kernel for special values of nu. """
K = Matern(nu=1.5, length_scale=1.0)(X)
# the diagonal elements of a matern kernel are 1
assert_array_almost_equal(np.diag(K), np.ones(X.shape[0]))
# matern kernel for coef0==0.5 is equal to absolute exponential kernel
K_absexp = np.exp(-euclidean_distances(X, X, squared=False))
K = Matern(nu=0.5, length_scale=1.0)(X)
assert_array_almost_equal(K, K_absexp)
# test that special cases of matern kernel (coef0 in [0.5, 1.5, 2.5])
# result in nearly identical results as the general case for coef0 in
# [0.5 + tiny, 1.5 + tiny, 2.5 + tiny]
tiny = 1e-10
for nu in [0.5, 1.5, 2.5]:
K1 = Matern(nu=nu, length_scale=1.0)(X)
K2 = Matern(nu=nu + tiny, length_scale=1.0)(X)
assert_array_almost_equal(K1, K2)
def test_kernel_versus_pairwise():
"""Check that GP kernels can also be used as pairwise kernels."""
for kernel in kernels:
# Test auto-kernel
if kernel != kernel_white:
# For WhiteKernel: k(X) != k(X,X). This is assumed by
# pairwise_kernels
K1 = kernel(X)
K2 = pairwise_kernels(X, metric=kernel)
assert_array_almost_equal(K1, K2)
# Test cross-kernel
K1 = kernel(X, Y)
K2 = pairwise_kernels(X, Y, metric=kernel)
assert_array_almost_equal(K1, K2)
def test_set_get_params():
"""Check that set_params()/get_params() is consistent with kernel.theta."""
for kernel in kernels:
# Test get_params()
index = 0
params = kernel.get_params()
for hyperparameter in kernel.hyperparameters:
if hyperparameter.bounds is "fixed":
continue
size = hyperparameter.n_elements
if size > 1: # anisotropic kernels
assert_almost_equal(np.exp(kernel.theta[index:index+size]),
params[hyperparameter.name])
index += size
else:
assert_almost_equal(np.exp(kernel.theta[index]),
params[hyperparameter.name])
index += 1
# Test set_params()
index = 0
value = 10 # arbitrary value
for hyperparameter in kernel.hyperparameters:
if hyperparameter.bounds is "fixed":
continue
size = hyperparameter.n_elements
if size > 1: # anisotropic kernels
kernel.set_params(**{hyperparameter.name: [value]*size})
assert_almost_equal(np.exp(kernel.theta[index:index+size]),
[value]*size)
index += size
else:
kernel.set_params(**{hyperparameter.name: value})
assert_almost_equal(np.exp(kernel.theta[index]), value)
index += 1
| bsd-3-clause |
belltailjp/scikit-learn | sklearn/datasets/base.py | 196 | 18554 | """
Base IO code for all datasets
"""
# Copyright (c) 2007 David Cournapeau <[email protected]>
# 2010 Fabian Pedregosa <[email protected]>
# 2010 Olivier Grisel <[email protected]>
# License: BSD 3 clause
import os
import csv
import shutil
from os import environ
from os.path import dirname
from os.path import join
from os.path import exists
from os.path import expanduser
from os.path import isdir
from os import listdir
from os import makedirs
import numpy as np
from ..utils import check_random_state
class Bunch(dict):
"""Container object for datasets
Dictionary-like object that exposes its keys as attributes.
>>> b = Bunch(a=1, b=2)
>>> b['b']
2
>>> b.b
2
>>> b.a = 3
>>> b['a']
3
>>> b.c = 6
>>> b['c']
6
"""
def __init__(self, **kwargs):
dict.__init__(self, kwargs)
def __setattr__(self, key, value):
self[key] = value
def __getattr__(self, key):
try:
return self[key]
except KeyError:
raise AttributeError(key)
def __getstate__(self):
return self.__dict__
def get_data_home(data_home=None):
"""Return the path of the scikit-learn data dir.
This folder is used by some large dataset loaders to avoid
downloading the data several times.
By default the data dir is set to a folder named 'scikit_learn_data'
in the user home folder.
Alternatively, it can be set by the 'SCIKIT_LEARN_DATA' environment
variable or programmatically by giving an explicit folder path. The
'~' symbol is expanded to the user home folder.
If the folder does not already exist, it is automatically created.
"""
if data_home is None:
data_home = environ.get('SCIKIT_LEARN_DATA',
join('~', 'scikit_learn_data'))
data_home = expanduser(data_home)
if not exists(data_home):
makedirs(data_home)
return data_home
def clear_data_home(data_home=None):
"""Delete all the content of the data home cache."""
data_home = get_data_home(data_home)
shutil.rmtree(data_home)
def load_files(container_path, description=None, categories=None,
load_content=True, shuffle=True, encoding=None,
decode_error='strict', random_state=0):
"""Load text files with categories as subfolder names.
Individual samples are assumed to be files stored a two levels folder
structure such as the following:
container_folder/
category_1_folder/
file_1.txt
file_2.txt
...
file_42.txt
category_2_folder/
file_43.txt
file_44.txt
...
The folder names are used as supervised signal label names. The
individual file names are not important.
This function does not try to extract features into a numpy array or
scipy sparse matrix. In addition, if load_content is false it
does not try to load the files in memory.
To use text files in a scikit-learn classification or clustering
algorithm, you will need to use the `sklearn.feature_extraction.text`
module to build a feature extraction transformer that suits your
problem.
If you set load_content=True, you should also specify the encoding of
the text using the 'encoding' parameter. For many modern text files,
'utf-8' will be the correct encoding. If you leave encoding equal to None,
then the content will be made of bytes instead of Unicode, and you will
not be able to use most functions in `sklearn.feature_extraction.text`.
Similar feature extractors should be built for other kind of unstructured
data input such as images, audio, video, ...
Read more in the :ref:`User Guide <datasets>`.
Parameters
----------
container_path : string or unicode
Path to the main folder holding one subfolder per category
description: string or unicode, optional (default=None)
A paragraph describing the characteristic of the dataset: its source,
reference, etc.
categories : A collection of strings or None, optional (default=None)
If None (default), load all the categories.
If not None, list of category names to load (other categories ignored).
load_content : boolean, optional (default=True)
Whether to load or not the content of the different files. If
true a 'data' attribute containing the text information is present
in the data structure returned. If not, a filenames attribute
gives the path to the files.
encoding : string or None (default is None)
If None, do not try to decode the content of the files (e.g. for
images or other non-text content).
If not None, encoding to use to decode text files to Unicode if
load_content is True.
decode_error: {'strict', 'ignore', 'replace'}, optional
Instruction on what to do if a byte sequence is given to analyze that
contains characters not of the given `encoding`. Passed as keyword
argument 'errors' to bytes.decode.
shuffle : bool, optional (default=True)
Whether or not to shuffle the data: might be important for models that
make the assumption that the samples are independent and identically
distributed (i.i.d.), such as stochastic gradient descent.
random_state : int, RandomState instance or None, optional (default=0)
If int, random_state is the seed used by the random number generator;
If RandomState instance, random_state is the random number generator;
If None, the random number generator is the RandomState instance used
by `np.random`.
Returns
-------
data : Bunch
Dictionary-like object, the interesting attributes are: either
data, the raw text data to learn, or 'filenames', the files
holding it, 'target', the classification labels (integer index),
'target_names', the meaning of the labels, and 'DESCR', the full
description of the dataset.
"""
target = []
target_names = []
filenames = []
folders = [f for f in sorted(listdir(container_path))
if isdir(join(container_path, f))]
if categories is not None:
folders = [f for f in folders if f in categories]
for label, folder in enumerate(folders):
target_names.append(folder)
folder_path = join(container_path, folder)
documents = [join(folder_path, d)
for d in sorted(listdir(folder_path))]
target.extend(len(documents) * [label])
filenames.extend(documents)
# convert to array for fancy indexing
filenames = np.array(filenames)
target = np.array(target)
if shuffle:
random_state = check_random_state(random_state)
indices = np.arange(filenames.shape[0])
random_state.shuffle(indices)
filenames = filenames[indices]
target = target[indices]
if load_content:
data = []
for filename in filenames:
with open(filename, 'rb') as f:
data.append(f.read())
if encoding is not None:
data = [d.decode(encoding, decode_error) for d in data]
return Bunch(data=data,
filenames=filenames,
target_names=target_names,
target=target,
DESCR=description)
return Bunch(filenames=filenames,
target_names=target_names,
target=target,
DESCR=description)
def load_iris():
"""Load and return the iris dataset (classification).
The iris dataset is a classic and very easy multi-class classification
dataset.
================= ==============
Classes 3
Samples per class 50
Samples total 150
Dimensionality 4
Features real, positive
================= ==============
Read more in the :ref:`User Guide <datasets>`.
Returns
-------
data : Bunch
Dictionary-like object, the interesting attributes are:
'data', the data to learn, 'target', the classification labels,
'target_names', the meaning of the labels, 'feature_names', the
meaning of the features, and 'DESCR', the
full description of the dataset.
Examples
--------
Let's say you are interested in the samples 10, 25, and 50, and want to
know their class name.
>>> from sklearn.datasets import load_iris
>>> data = load_iris()
>>> data.target[[10, 25, 50]]
array([0, 0, 1])
>>> list(data.target_names)
['setosa', 'versicolor', 'virginica']
"""
module_path = dirname(__file__)
with open(join(module_path, 'data', 'iris.csv')) as csv_file:
data_file = csv.reader(csv_file)
temp = next(data_file)
n_samples = int(temp[0])
n_features = int(temp[1])
target_names = np.array(temp[2:])
data = np.empty((n_samples, n_features))
target = np.empty((n_samples,), dtype=np.int)
for i, ir in enumerate(data_file):
data[i] = np.asarray(ir[:-1], dtype=np.float)
target[i] = np.asarray(ir[-1], dtype=np.int)
with open(join(module_path, 'descr', 'iris.rst')) as rst_file:
fdescr = rst_file.read()
return Bunch(data=data, target=target,
target_names=target_names,
DESCR=fdescr,
feature_names=['sepal length (cm)', 'sepal width (cm)',
'petal length (cm)', 'petal width (cm)'])
def load_digits(n_class=10):
"""Load and return the digits dataset (classification).
Each datapoint is a 8x8 image of a digit.
================= ==============
Classes 10
Samples per class ~180
Samples total 1797
Dimensionality 64
Features integers 0-16
================= ==============
Read more in the :ref:`User Guide <datasets>`.
Parameters
----------
n_class : integer, between 0 and 10, optional (default=10)
The number of classes to return.
Returns
-------
data : Bunch
Dictionary-like object, the interesting attributes are:
'data', the data to learn, 'images', the images corresponding
to each sample, 'target', the classification labels for each
sample, 'target_names', the meaning of the labels, and 'DESCR',
the full description of the dataset.
Examples
--------
To load the data and visualize the images::
>>> from sklearn.datasets import load_digits
>>> digits = load_digits()
>>> print(digits.data.shape)
(1797, 64)
>>> import pylab as pl #doctest: +SKIP
>>> pl.gray() #doctest: +SKIP
>>> pl.matshow(digits.images[0]) #doctest: +SKIP
>>> pl.show() #doctest: +SKIP
"""
module_path = dirname(__file__)
data = np.loadtxt(join(module_path, 'data', 'digits.csv.gz'),
delimiter=',')
with open(join(module_path, 'descr', 'digits.rst')) as f:
descr = f.read()
target = data[:, -1]
flat_data = data[:, :-1]
images = flat_data.view()
images.shape = (-1, 8, 8)
if n_class < 10:
idx = target < n_class
flat_data, target = flat_data[idx], target[idx]
images = images[idx]
return Bunch(data=flat_data,
target=target.astype(np.int),
target_names=np.arange(10),
images=images,
DESCR=descr)
def load_diabetes():
"""Load and return the diabetes dataset (regression).
============== ==================
Samples total 442
Dimensionality 10
Features real, -.2 < x < .2
Targets integer 25 - 346
============== ==================
Read more in the :ref:`User Guide <datasets>`.
Returns
-------
data : Bunch
Dictionary-like object, the interesting attributes are:
'data', the data to learn and 'target', the regression target for each
sample.
"""
base_dir = join(dirname(__file__), 'data')
data = np.loadtxt(join(base_dir, 'diabetes_data.csv.gz'))
target = np.loadtxt(join(base_dir, 'diabetes_target.csv.gz'))
return Bunch(data=data, target=target)
def load_linnerud():
"""Load and return the linnerud dataset (multivariate regression).
Samples total: 20
Dimensionality: 3 for both data and targets
Features: integer
Targets: integer
Returns
-------
data : Bunch
Dictionary-like object, the interesting attributes are: 'data' and
'targets', the two multivariate datasets, with 'data' corresponding to
the exercise and 'targets' corresponding to the physiological
measurements, as well as 'feature_names' and 'target_names'.
"""
base_dir = join(dirname(__file__), 'data/')
# Read data
data_exercise = np.loadtxt(base_dir + 'linnerud_exercise.csv', skiprows=1)
data_physiological = np.loadtxt(base_dir + 'linnerud_physiological.csv',
skiprows=1)
# Read header
with open(base_dir + 'linnerud_exercise.csv') as f:
header_exercise = f.readline().split()
with open(base_dir + 'linnerud_physiological.csv') as f:
header_physiological = f.readline().split()
with open(dirname(__file__) + '/descr/linnerud.rst') as f:
descr = f.read()
return Bunch(data=data_exercise, feature_names=header_exercise,
target=data_physiological,
target_names=header_physiological,
DESCR=descr)
def load_boston():
"""Load and return the boston house-prices dataset (regression).
============== ==============
Samples total 506
Dimensionality 13
Features real, positive
Targets real 5. - 50.
============== ==============
Returns
-------
data : Bunch
Dictionary-like object, the interesting attributes are:
'data', the data to learn, 'target', the regression targets,
and 'DESCR', the full description of the dataset.
Examples
--------
>>> from sklearn.datasets import load_boston
>>> boston = load_boston()
>>> print(boston.data.shape)
(506, 13)
"""
module_path = dirname(__file__)
fdescr_name = join(module_path, 'descr', 'boston_house_prices.rst')
with open(fdescr_name) as f:
descr_text = f.read()
data_file_name = join(module_path, 'data', 'boston_house_prices.csv')
with open(data_file_name) as f:
data_file = csv.reader(f)
temp = next(data_file)
n_samples = int(temp[0])
n_features = int(temp[1])
data = np.empty((n_samples, n_features))
target = np.empty((n_samples,))
temp = next(data_file) # names of features
feature_names = np.array(temp)
for i, d in enumerate(data_file):
data[i] = np.asarray(d[:-1], dtype=np.float)
target[i] = np.asarray(d[-1], dtype=np.float)
return Bunch(data=data,
target=target,
# last column is target value
feature_names=feature_names[:-1],
DESCR=descr_text)
def load_sample_images():
"""Load sample images for image manipulation.
Loads both, ``china`` and ``flower``.
Returns
-------
data : Bunch
Dictionary-like object with the following attributes :
'images', the two sample images, 'filenames', the file
names for the images, and 'DESCR'
the full description of the dataset.
Examples
--------
To load the data and visualize the images:
>>> from sklearn.datasets import load_sample_images
>>> dataset = load_sample_images() #doctest: +SKIP
>>> len(dataset.images) #doctest: +SKIP
2
>>> first_img_data = dataset.images[0] #doctest: +SKIP
>>> first_img_data.shape #doctest: +SKIP
(427, 640, 3)
>>> first_img_data.dtype #doctest: +SKIP
dtype('uint8')
"""
# Try to import imread from scipy. We do this lazily here to prevent
# this module from depending on PIL.
try:
try:
from scipy.misc import imread
except ImportError:
from scipy.misc.pilutil import imread
except ImportError:
raise ImportError("The Python Imaging Library (PIL) "
"is required to load data from jpeg files")
module_path = join(dirname(__file__), "images")
with open(join(module_path, 'README.txt')) as f:
descr = f.read()
filenames = [join(module_path, filename)
for filename in os.listdir(module_path)
if filename.endswith(".jpg")]
# Load image data for each image in the source folder.
images = [imread(filename) for filename in filenames]
return Bunch(images=images,
filenames=filenames,
DESCR=descr)
def load_sample_image(image_name):
"""Load the numpy array of a single sample image
Parameters
-----------
image_name: {`china.jpg`, `flower.jpg`}
The name of the sample image loaded
Returns
-------
img: 3D array
The image as a numpy array: height x width x color
Examples
---------
>>> from sklearn.datasets import load_sample_image
>>> china = load_sample_image('china.jpg') # doctest: +SKIP
>>> china.dtype # doctest: +SKIP
dtype('uint8')
>>> china.shape # doctest: +SKIP
(427, 640, 3)
>>> flower = load_sample_image('flower.jpg') # doctest: +SKIP
>>> flower.dtype # doctest: +SKIP
dtype('uint8')
>>> flower.shape # doctest: +SKIP
(427, 640, 3)
"""
images = load_sample_images()
index = None
for i, filename in enumerate(images.filenames):
if filename.endswith(image_name):
index = i
break
if index is None:
raise AttributeError("Cannot find sample image: %s" % image_name)
return images.images[index]
| bsd-3-clause |
JPFrancoia/scikit-learn | sklearn/cluster/k_means_.py | 4 | 59475 | """K-means clustering"""
# Authors: Gael Varoquaux <[email protected]>
# Thomas Rueckstiess <[email protected]>
# James Bergstra <[email protected]>
# Jan Schlueter <[email protected]>
# Nelle Varoquaux
# Peter Prettenhofer <[email protected]>
# Olivier Grisel <[email protected]>
# Mathieu Blondel <[email protected]>
# Robert Layton <[email protected]>
# License: BSD 3 clause
import warnings
import numpy as np
import scipy.sparse as sp
from ..base import BaseEstimator, ClusterMixin, TransformerMixin
from ..metrics.pairwise import euclidean_distances
from ..utils.extmath import row_norms, squared_norm, stable_cumsum
from ..utils.sparsefuncs_fast import assign_rows_csr
from ..utils.sparsefuncs import mean_variance_axis
from ..utils.fixes import astype
from ..utils import check_array
from ..utils import check_random_state
from ..utils import as_float_array
from ..utils import gen_batches
from ..utils.validation import check_is_fitted
from ..utils.validation import FLOAT_DTYPES
from ..utils.random import choice
from ..externals.joblib import Parallel
from ..externals.joblib import delayed
from ..externals.six import string_types
from . import _k_means
from ._k_means_elkan import k_means_elkan
###############################################################################
# Initialization heuristic
def _k_init(X, n_clusters, x_squared_norms, random_state, n_local_trials=None):
"""Init n_clusters seeds according to k-means++
Parameters
-----------
X: array or sparse matrix, shape (n_samples, n_features)
The data to pick seeds for. To avoid memory copy, the input data
should be double precision (dtype=np.float64).
n_clusters: integer
The number of seeds to choose
x_squared_norms: array, shape (n_samples,)
Squared Euclidean norm of each data point.
random_state: numpy.RandomState
The generator used to initialize the centers.
n_local_trials: integer, optional
The number of seeding trials for each center (except the first),
of which the one reducing inertia the most is greedily chosen.
Set to None to make the number of trials depend logarithmically
on the number of seeds (2+log(k)); this is the default.
Notes
-----
Selects initial cluster centers for k-mean clustering in a smart way
to speed up convergence. see: Arthur, D. and Vassilvitskii, S.
"k-means++: the advantages of careful seeding". ACM-SIAM symposium
on Discrete algorithms. 2007
Version ported from http://www.stanford.edu/~darthur/kMeansppTest.zip,
which is the implementation used in the aforementioned paper.
"""
n_samples, n_features = X.shape
centers = np.empty((n_clusters, n_features), dtype=X.dtype)
assert x_squared_norms is not None, 'x_squared_norms None in _k_init'
# Set the number of local seeding trials if none is given
if n_local_trials is None:
# This is what Arthur/Vassilvitskii tried, but did not report
# specific results for other than mentioning in the conclusion
# that it helped.
n_local_trials = 2 + int(np.log(n_clusters))
# Pick first center randomly
center_id = random_state.randint(n_samples)
if sp.issparse(X):
centers[0] = X[center_id].toarray()
else:
centers[0] = X[center_id]
# Initialize list of closest distances and calculate current potential
closest_dist_sq = euclidean_distances(
centers[0, np.newaxis], X, Y_norm_squared=x_squared_norms,
squared=True)
current_pot = closest_dist_sq.sum()
# Pick the remaining n_clusters-1 points
for c in range(1, n_clusters):
# Choose center candidates by sampling with probability proportional
# to the squared distance to the closest existing center
rand_vals = random_state.random_sample(n_local_trials) * current_pot
candidate_ids = np.searchsorted(stable_cumsum(closest_dist_sq),
rand_vals)
# Compute distances to center candidates
distance_to_candidates = euclidean_distances(
X[candidate_ids], X, Y_norm_squared=x_squared_norms, squared=True)
# Decide which candidate is the best
best_candidate = None
best_pot = None
best_dist_sq = None
for trial in range(n_local_trials):
# Compute potential when including center candidate
new_dist_sq = np.minimum(closest_dist_sq,
distance_to_candidates[trial])
new_pot = new_dist_sq.sum()
# Store result if it is the best local trial so far
if (best_candidate is None) or (new_pot < best_pot):
best_candidate = candidate_ids[trial]
best_pot = new_pot
best_dist_sq = new_dist_sq
# Permanently add best center candidate found in local tries
if sp.issparse(X):
centers[c] = X[best_candidate].toarray()
else:
centers[c] = X[best_candidate]
current_pot = best_pot
closest_dist_sq = best_dist_sq
return centers
###############################################################################
# K-means batch estimation by EM (expectation maximization)
def _validate_center_shape(X, n_centers, centers):
"""Check if centers is compatible with X and n_centers"""
if len(centers) != n_centers:
raise ValueError('The shape of the initial centers (%s) '
'does not match the number of clusters %i'
% (centers.shape, n_centers))
if centers.shape[1] != X.shape[1]:
raise ValueError(
"The number of features of the initial centers %s "
"does not match the number of features of the data %s."
% (centers.shape[1], X.shape[1]))
def _tolerance(X, tol):
"""Return a tolerance which is independent of the dataset"""
if sp.issparse(X):
variances = mean_variance_axis(X, axis=0)[1]
else:
variances = np.var(X, axis=0)
return np.mean(variances) * tol
def k_means(X, n_clusters, init='k-means++', precompute_distances='auto',
n_init=10, max_iter=300, verbose=False,
tol=1e-4, random_state=None, copy_x=True, n_jobs=1,
algorithm="auto", return_n_iter=False):
"""K-means clustering algorithm.
Read more in the :ref:`User Guide <k_means>`.
Parameters
----------
X : array-like or sparse matrix, shape (n_samples, n_features)
The observations to cluster.
n_clusters : int
The number of clusters to form as well as the number of
centroids to generate.
max_iter : int, optional, default 300
Maximum number of iterations of the k-means algorithm to run.
n_init : int, optional, default: 10
Number of time the k-means algorithm will be run with different
centroid seeds. The final results will be the best output of
n_init consecutive runs in terms of inertia.
init : {'k-means++', 'random', or ndarray, or a callable}, optional
Method for initialization, default to 'k-means++':
'k-means++' : selects initial cluster centers for k-mean
clustering in a smart way to speed up convergence. See section
Notes in k_init for more details.
'random': generate k centroids from a Gaussian with mean and
variance estimated from the data.
If an ndarray is passed, it should be of shape (n_clusters, n_features)
and gives the initial centers.
If a callable is passed, it should take arguments X, k and
and a random state and return an initialization.
algorithm : "auto", "full" or "elkan", default="auto"
K-means algorithm to use. The classical EM-style algorithm is "full".
The "elkan" variation is more efficient by using the triangle
inequality, but currently doesn't support sparse data. "auto" chooses
"elkan" for dense data and "full" for sparse data.
precompute_distances : {'auto', True, False}
Precompute distances (faster but takes more memory).
'auto' : do not precompute distances if n_samples * n_clusters > 12
million. This corresponds to about 100MB overhead per job using
double precision.
True : always precompute distances
False : never precompute distances
tol : float, optional
The relative increment in the results before declaring convergence.
verbose : boolean, optional
Verbosity mode.
random_state : integer or numpy.RandomState, optional
The generator used to initialize the centers. If an integer is
given, it fixes the seed. Defaults to the global numpy random
number generator.
copy_x : boolean, optional
When pre-computing distances it is more numerically accurate to center
the data first. If copy_x is True, then the original data is not
modified. If False, the original data is modified, and put back before
the function returns, but small numerical differences may be introduced
by subtracting and then adding the data mean.
n_jobs : int
The number of jobs to use for the computation. This works by computing
each of the n_init runs in parallel.
If -1 all CPUs are used. If 1 is given, no parallel computing code is
used at all, which is useful for debugging. For n_jobs below -1,
(n_cpus + 1 + n_jobs) are used. Thus for n_jobs = -2, all CPUs but one
are used.
return_n_iter : bool, optional
Whether or not to return the number of iterations.
Returns
-------
centroid : float ndarray with shape (k, n_features)
Centroids found at the last iteration of k-means.
label : integer ndarray with shape (n_samples,)
label[i] is the code or index of the centroid the
i'th observation is closest to.
inertia : float
The final value of the inertia criterion (sum of squared distances to
the closest centroid for all observations in the training set).
best_n_iter: int
Number of iterations corresponding to the best results.
Returned only if `return_n_iter` is set to True.
"""
if n_init <= 0:
raise ValueError("Invalid number of initializations."
" n_init=%d must be bigger than zero." % n_init)
random_state = check_random_state(random_state)
if max_iter <= 0:
raise ValueError('Number of iterations should be a positive number,'
' got %d instead' % max_iter)
X = as_float_array(X, copy=copy_x)
tol = _tolerance(X, tol)
# If the distances are precomputed every job will create a matrix of shape
# (n_clusters, n_samples). To stop KMeans from eating up memory we only
# activate this if the created matrix is guaranteed to be under 100MB. 12
# million entries consume a little under 100MB if they are of type double.
if precompute_distances == 'auto':
n_samples = X.shape[0]
precompute_distances = (n_clusters * n_samples) < 12e6
elif isinstance(precompute_distances, bool):
pass
else:
raise ValueError("precompute_distances should be 'auto' or True/False"
", but a value of %r was passed" %
precompute_distances)
# subtract of mean of x for more accurate distance computations
if not sp.issparse(X) or hasattr(init, '__array__'):
X_mean = X.mean(axis=0)
if not sp.issparse(X):
# The copy was already done above
X -= X_mean
if hasattr(init, '__array__'):
init = check_array(init, dtype=X.dtype.type, copy=True)
_validate_center_shape(X, n_clusters, init)
init -= X_mean
if n_init != 1:
warnings.warn(
'Explicit initial center position passed: '
'performing only one init in k-means instead of n_init=%d'
% n_init, RuntimeWarning, stacklevel=2)
n_init = 1
# precompute squared norms of data points
x_squared_norms = row_norms(X, squared=True)
best_labels, best_inertia, best_centers = None, None, None
if n_clusters == 1:
# elkan doesn't make sense for a single cluster, full will produce
# the right result.
algorithm = "full"
if algorithm == "auto":
algorithm = "full" if sp.issparse(X) else 'elkan'
if algorithm == "full":
kmeans_single = _kmeans_single_lloyd
elif algorithm == "elkan":
kmeans_single = _kmeans_single_elkan
else:
raise ValueError("Algorithm must be 'auto', 'full' or 'elkan', got"
" %s" % str(algorithm))
if n_jobs == 1:
# For a single thread, less memory is needed if we just store one set
# of the best results (as opposed to one set per run per thread).
for it in range(n_init):
# run a k-means once
labels, inertia, centers, n_iter_ = kmeans_single(
X, n_clusters, max_iter=max_iter, init=init, verbose=verbose,
precompute_distances=precompute_distances, tol=tol,
x_squared_norms=x_squared_norms, random_state=random_state)
# determine if these results are the best so far
if best_inertia is None or inertia < best_inertia:
best_labels = labels.copy()
best_centers = centers.copy()
best_inertia = inertia
best_n_iter = n_iter_
else:
# parallelisation of k-means runs
seeds = random_state.randint(np.iinfo(np.int32).max, size=n_init)
results = Parallel(n_jobs=n_jobs, verbose=0)(
delayed(kmeans_single)(X, n_clusters, max_iter=max_iter, init=init,
verbose=verbose, tol=tol,
precompute_distances=precompute_distances,
x_squared_norms=x_squared_norms,
# Change seed to ensure variety
random_state=seed)
for seed in seeds)
# Get results with the lowest inertia
labels, inertia, centers, n_iters = zip(*results)
best = np.argmin(inertia)
best_labels = labels[best]
best_inertia = inertia[best]
best_centers = centers[best]
best_n_iter = n_iters[best]
if not sp.issparse(X):
if not copy_x:
X += X_mean
best_centers += X_mean
if return_n_iter:
return best_centers, best_labels, best_inertia, best_n_iter
else:
return best_centers, best_labels, best_inertia
def _kmeans_single_elkan(X, n_clusters, max_iter=300, init='k-means++',
verbose=False, x_squared_norms=None,
random_state=None, tol=1e-4,
precompute_distances=True):
if sp.issparse(X):
raise ValueError("algorithm='elkan' not supported for sparse input X")
X = check_array(X, order="C")
random_state = check_random_state(random_state)
if x_squared_norms is None:
x_squared_norms = row_norms(X, squared=True)
# init
centers = _init_centroids(X, n_clusters, init, random_state=random_state,
x_squared_norms=x_squared_norms)
centers = np.ascontiguousarray(centers)
if verbose:
print('Initialization complete')
centers, labels, n_iter = k_means_elkan(X, n_clusters, centers, tol=tol,
max_iter=max_iter, verbose=verbose)
inertia = np.sum((X - centers[labels]) ** 2, dtype=np.float64)
return labels, inertia, centers, n_iter
def _kmeans_single_lloyd(X, n_clusters, max_iter=300, init='k-means++',
verbose=False, x_squared_norms=None,
random_state=None, tol=1e-4,
precompute_distances=True):
"""A single run of k-means, assumes preparation completed prior.
Parameters
----------
X: array-like of floats, shape (n_samples, n_features)
The observations to cluster.
n_clusters: int
The number of clusters to form as well as the number of
centroids to generate.
max_iter: int, optional, default 300
Maximum number of iterations of the k-means algorithm to run.
init: {'k-means++', 'random', or ndarray, or a callable}, optional
Method for initialization, default to 'k-means++':
'k-means++' : selects initial cluster centers for k-mean
clustering in a smart way to speed up convergence. See section
Notes in k_init for more details.
'random': generate k centroids from a Gaussian with mean and
variance estimated from the data.
If an ndarray is passed, it should be of shape (k, p) and gives
the initial centers.
If a callable is passed, it should take arguments X, k and
and a random state and return an initialization.
tol: float, optional
The relative increment in the results before declaring convergence.
verbose: boolean, optional
Verbosity mode
x_squared_norms: array
Precomputed x_squared_norms.
precompute_distances : boolean, default: True
Precompute distances (faster but takes more memory).
random_state: integer or numpy.RandomState, optional
The generator used to initialize the centers. If an integer is
given, it fixes the seed. Defaults to the global numpy random
number generator.
Returns
-------
centroid: float ndarray with shape (k, n_features)
Centroids found at the last iteration of k-means.
label: integer ndarray with shape (n_samples,)
label[i] is the code or index of the centroid the
i'th observation is closest to.
inertia: float
The final value of the inertia criterion (sum of squared distances to
the closest centroid for all observations in the training set).
n_iter : int
Number of iterations run.
"""
random_state = check_random_state(random_state)
best_labels, best_inertia, best_centers = None, None, None
# init
centers = _init_centroids(X, n_clusters, init, random_state=random_state,
x_squared_norms=x_squared_norms)
if verbose:
print("Initialization complete")
# Allocate memory to store the distances for each sample to its
# closer center for reallocation in case of ties
distances = np.zeros(shape=(X.shape[0],), dtype=X.dtype)
# iterations
for i in range(max_iter):
centers_old = centers.copy()
# labels assignment is also called the E-step of EM
labels, inertia = \
_labels_inertia(X, x_squared_norms, centers,
precompute_distances=precompute_distances,
distances=distances)
# computation of the means is also called the M-step of EM
if sp.issparse(X):
centers = _k_means._centers_sparse(X, labels, n_clusters,
distances)
else:
centers = _k_means._centers_dense(X, labels, n_clusters, distances)
if verbose:
print("Iteration %2d, inertia %.3f" % (i, inertia))
if best_inertia is None or inertia < best_inertia:
best_labels = labels.copy()
best_centers = centers.copy()
best_inertia = inertia
center_shift_total = squared_norm(centers_old - centers)
if center_shift_total <= tol:
if verbose:
print("Converged at iteration %d: "
"center shift %e within tolerance %e"
% (i, center_shift_total, tol))
break
if center_shift_total > 0:
# rerun E-step in case of non-convergence so that predicted labels
# match cluster centers
best_labels, best_inertia = \
_labels_inertia(X, x_squared_norms, best_centers,
precompute_distances=precompute_distances,
distances=distances)
return best_labels, best_inertia, best_centers, i + 1
def _labels_inertia_precompute_dense(X, x_squared_norms, centers, distances):
"""Compute labels and inertia using a full distance matrix.
This will overwrite the 'distances' array in-place.
Parameters
----------
X : numpy array, shape (n_sample, n_features)
Input data.
x_squared_norms : numpy array, shape (n_samples,)
Precomputed squared norms of X.
centers : numpy array, shape (n_clusters, n_features)
Cluster centers which data is assigned to.
distances : numpy array, shape (n_samples,)
Pre-allocated array in which distances are stored.
Returns
-------
labels : numpy array, dtype=np.int, shape (n_samples,)
Indices of clusters that samples are assigned to.
inertia : float
Sum of distances of samples to their closest cluster center.
"""
n_samples = X.shape[0]
k = centers.shape[0]
all_distances = euclidean_distances(centers, X, x_squared_norms,
squared=True)
labels = np.empty(n_samples, dtype=np.int32)
labels.fill(-1)
mindist = np.empty(n_samples)
mindist.fill(np.infty)
for center_id in range(k):
dist = all_distances[center_id]
labels[dist < mindist] = center_id
mindist = np.minimum(dist, mindist)
if n_samples == distances.shape[0]:
# distances will be changed in-place
distances[:] = mindist
inertia = mindist.sum()
return labels, inertia
def _labels_inertia(X, x_squared_norms, centers,
precompute_distances=True, distances=None):
"""E step of the K-means EM algorithm.
Compute the labels and the inertia of the given samples and centers.
This will compute the distances in-place.
Parameters
----------
X: float64 array-like or CSR sparse matrix, shape (n_samples, n_features)
The input samples to assign to the labels.
x_squared_norms: array, shape (n_samples,)
Precomputed squared euclidean norm of each data point, to speed up
computations.
centers: float array, shape (k, n_features)
The cluster centers.
precompute_distances : boolean, default: True
Precompute distances (faster but takes more memory).
distances: float array, shape (n_samples,)
Pre-allocated array to be filled in with each sample's distance
to the closest center.
Returns
-------
labels: int array of shape(n)
The resulting assignment
inertia : float
Sum of distances of samples to their closest cluster center.
"""
n_samples = X.shape[0]
# set the default value of centers to -1 to be able to detect any anomaly
# easily
labels = -np.ones(n_samples, np.int32)
if distances is None:
distances = np.zeros(shape=(0,), dtype=X.dtype)
# distances will be changed in-place
if sp.issparse(X):
inertia = _k_means._assign_labels_csr(
X, x_squared_norms, centers, labels, distances=distances)
else:
if precompute_distances:
return _labels_inertia_precompute_dense(X, x_squared_norms,
centers, distances)
inertia = _k_means._assign_labels_array(
X, x_squared_norms, centers, labels, distances=distances)
return labels, inertia
def _init_centroids(X, k, init, random_state=None, x_squared_norms=None,
init_size=None):
"""Compute the initial centroids
Parameters
----------
X: array, shape (n_samples, n_features)
k: int
number of centroids
init: {'k-means++', 'random' or ndarray or callable} optional
Method for initialization
random_state: integer or numpy.RandomState, optional
The generator used to initialize the centers. If an integer is
given, it fixes the seed. Defaults to the global numpy random
number generator.
x_squared_norms: array, shape (n_samples,), optional
Squared euclidean norm of each data point. Pass it if you have it at
hands already to avoid it being recomputed here. Default: None
init_size : int, optional
Number of samples to randomly sample for speeding up the
initialization (sometimes at the expense of accuracy): the
only algorithm is initialized by running a batch KMeans on a
random subset of the data. This needs to be larger than k.
Returns
-------
centers: array, shape(k, n_features)
"""
random_state = check_random_state(random_state)
n_samples = X.shape[0]
if x_squared_norms is None:
x_squared_norms = row_norms(X, squared=True)
if init_size is not None and init_size < n_samples:
if init_size < k:
warnings.warn(
"init_size=%d should be larger than k=%d. "
"Setting it to 3*k" % (init_size, k),
RuntimeWarning, stacklevel=2)
init_size = 3 * k
init_indices = random_state.randint(0, n_samples, init_size)
X = X[init_indices]
x_squared_norms = x_squared_norms[init_indices]
n_samples = X.shape[0]
elif n_samples < k:
raise ValueError(
"n_samples=%d should be larger than k=%d" % (n_samples, k))
if isinstance(init, string_types) and init == 'k-means++':
centers = _k_init(X, k, random_state=random_state,
x_squared_norms=x_squared_norms)
elif isinstance(init, string_types) and init == 'random':
seeds = random_state.permutation(n_samples)[:k]
centers = X[seeds]
elif hasattr(init, '__array__'):
# ensure that the centers have the same dtype as X
# this is a requirement of fused types of cython
centers = np.array(init, dtype=X.dtype)
elif callable(init):
centers = init(X, k, random_state=random_state)
centers = np.asarray(centers, dtype=X.dtype)
else:
raise ValueError("the init parameter for the k-means should "
"be 'k-means++' or 'random' or an ndarray, "
"'%s' (type '%s') was passed." % (init, type(init)))
if sp.issparse(centers):
centers = centers.toarray()
_validate_center_shape(X, k, centers)
return centers
class KMeans(BaseEstimator, ClusterMixin, TransformerMixin):
"""K-Means clustering
Read more in the :ref:`User Guide <k_means>`.
Parameters
----------
n_clusters : int, optional, default: 8
The number of clusters to form as well as the number of
centroids to generate.
max_iter : int, default: 300
Maximum number of iterations of the k-means algorithm for a
single run.
n_init : int, default: 10
Number of time the k-means algorithm will be run with different
centroid seeds. The final results will be the best output of
n_init consecutive runs in terms of inertia.
init : {'k-means++', 'random' or an ndarray}
Method for initialization, defaults to 'k-means++':
'k-means++' : selects initial cluster centers for k-mean
clustering in a smart way to speed up convergence. See section
Notes in k_init for more details.
'random': choose k observations (rows) at random from data for
the initial centroids.
If an ndarray is passed, it should be of shape (n_clusters, n_features)
and gives the initial centers.
algorithm : "auto", "full" or "elkan", default="auto"
K-means algorithm to use. The classical EM-style algorithm is "full".
The "elkan" variation is more efficient by using the triangle
inequality, but currently doesn't support sparse data. "auto" chooses
"elkan" for dense data and "full" for sparse data.
precompute_distances : {'auto', True, False}
Precompute distances (faster but takes more memory).
'auto' : do not precompute distances if n_samples * n_clusters > 12
million. This corresponds to about 100MB overhead per job using
double precision.
True : always precompute distances
False : never precompute distances
tol : float, default: 1e-4
Relative tolerance with regards to inertia to declare convergence
n_jobs : int
The number of jobs to use for the computation. This works by computing
each of the n_init runs in parallel.
If -1 all CPUs are used. If 1 is given, no parallel computing code is
used at all, which is useful for debugging. For n_jobs below -1,
(n_cpus + 1 + n_jobs) are used. Thus for n_jobs = -2, all CPUs but one
are used.
random_state : integer or numpy.RandomState, optional
The generator used to initialize the centers. If an integer is
given, it fixes the seed. Defaults to the global numpy random
number generator.
verbose : int, default 0
Verbosity mode.
copy_x : boolean, default True
When pre-computing distances it is more numerically accurate to center
the data first. If copy_x is True, then the original data is not
modified. If False, the original data is modified, and put back before
the function returns, but small numerical differences may be introduced
by subtracting and then adding the data mean.
Attributes
----------
cluster_centers_ : array, [n_clusters, n_features]
Coordinates of cluster centers
labels_ :
Labels of each point
inertia_ : float
Sum of distances of samples to their closest cluster center.
Examples
--------
>>> from sklearn.cluster import KMeans
>>> import numpy as np
>>> X = np.array([[1, 2], [1, 4], [1, 0],
... [4, 2], [4, 4], [4, 0]])
>>> kmeans = KMeans(n_clusters=2, random_state=0).fit(X)
>>> kmeans.labels_
array([0, 0, 0, 1, 1, 1], dtype=int32)
>>> kmeans.predict([[0, 0], [4, 4]])
array([0, 1], dtype=int32)
>>> kmeans.cluster_centers_
array([[ 1., 2.],
[ 4., 2.]])
See also
--------
MiniBatchKMeans
Alternative online implementation that does incremental updates
of the centers positions using mini-batches.
For large scale learning (say n_samples > 10k) MiniBatchKMeans is
probably much faster than the default batch implementation.
Notes
------
The k-means problem is solved using Lloyd's algorithm.
The average complexity is given by O(k n T), were n is the number of
samples and T is the number of iteration.
The worst case complexity is given by O(n^(k+2/p)) with
n = n_samples, p = n_features. (D. Arthur and S. Vassilvitskii,
'How slow is the k-means method?' SoCG2006)
In practice, the k-means algorithm is very fast (one of the fastest
clustering algorithms available), but it falls in local minima. That's why
it can be useful to restart it several times.
"""
def __init__(self, n_clusters=8, init='k-means++', n_init=10,
max_iter=300, tol=1e-4, precompute_distances='auto',
verbose=0, random_state=None, copy_x=True,
n_jobs=1, algorithm='auto'):
self.n_clusters = n_clusters
self.init = init
self.max_iter = max_iter
self.tol = tol
self.precompute_distances = precompute_distances
self.n_init = n_init
self.verbose = verbose
self.random_state = random_state
self.copy_x = copy_x
self.n_jobs = n_jobs
self.algorithm = algorithm
def _check_fit_data(self, X):
"""Verify that the number of samples given is larger than k"""
X = check_array(X, accept_sparse='csr', dtype=[np.float64, np.float32])
if X.shape[0] < self.n_clusters:
raise ValueError("n_samples=%d should be >= n_clusters=%d" % (
X.shape[0], self.n_clusters))
return X
def _check_test_data(self, X):
X = check_array(X, accept_sparse='csr', dtype=FLOAT_DTYPES)
n_samples, n_features = X.shape
expected_n_features = self.cluster_centers_.shape[1]
if not n_features == expected_n_features:
raise ValueError("Incorrect number of features. "
"Got %d features, expected %d" % (
n_features, expected_n_features))
return X
def fit(self, X, y=None):
"""Compute k-means clustering.
Parameters
----------
X : array-like or sparse matrix, shape=(n_samples, n_features)
"""
random_state = check_random_state(self.random_state)
X = self._check_fit_data(X)
self.cluster_centers_, self.labels_, self.inertia_, self.n_iter_ = \
k_means(
X, n_clusters=self.n_clusters, init=self.init,
n_init=self.n_init, max_iter=self.max_iter, verbose=self.verbose,
precompute_distances=self.precompute_distances,
tol=self.tol, random_state=random_state, copy_x=self.copy_x,
n_jobs=self.n_jobs, algorithm=self.algorithm,
return_n_iter=True)
return self
def fit_predict(self, X, y=None):
"""Compute cluster centers and predict cluster index for each sample.
Convenience method; equivalent to calling fit(X) followed by
predict(X).
"""
return self.fit(X).labels_
def fit_transform(self, X, y=None):
"""Compute clustering and transform X to cluster-distance space.
Equivalent to fit(X).transform(X), but more efficiently implemented.
"""
# Currently, this just skips a copy of the data if it is not in
# np.array or CSR format already.
# XXX This skips _check_test_data, which may change the dtype;
# we should refactor the input validation.
X = self._check_fit_data(X)
return self.fit(X)._transform(X)
def transform(self, X, y=None):
"""Transform X to a cluster-distance space.
In the new space, each dimension is the distance to the cluster
centers. Note that even if X is sparse, the array returned by
`transform` will typically be dense.
Parameters
----------
X : {array-like, sparse matrix}, shape = [n_samples, n_features]
New data to transform.
Returns
-------
X_new : array, shape [n_samples, k]
X transformed in the new space.
"""
check_is_fitted(self, 'cluster_centers_')
X = self._check_test_data(X)
return self._transform(X)
def _transform(self, X):
"""guts of transform method; no input validation"""
return euclidean_distances(X, self.cluster_centers_)
def predict(self, X):
"""Predict the closest cluster each sample in X belongs to.
In the vector quantization literature, `cluster_centers_` is called
the code book and each value returned by `predict` is the index of
the closest code in the code book.
Parameters
----------
X : {array-like, sparse matrix}, shape = [n_samples, n_features]
New data to predict.
Returns
-------
labels : array, shape [n_samples,]
Index of the cluster each sample belongs to.
"""
check_is_fitted(self, 'cluster_centers_')
X = self._check_test_data(X)
x_squared_norms = row_norms(X, squared=True)
return _labels_inertia(X, x_squared_norms, self.cluster_centers_)[0]
def score(self, X, y=None):
"""Opposite of the value of X on the K-means objective.
Parameters
----------
X : {array-like, sparse matrix}, shape = [n_samples, n_features]
New data.
Returns
-------
score : float
Opposite of the value of X on the K-means objective.
"""
check_is_fitted(self, 'cluster_centers_')
X = self._check_test_data(X)
x_squared_norms = row_norms(X, squared=True)
return -_labels_inertia(X, x_squared_norms, self.cluster_centers_)[1]
def _mini_batch_step(X, x_squared_norms, centers, counts,
old_center_buffer, compute_squared_diff,
distances, random_reassign=False,
random_state=None, reassignment_ratio=.01,
verbose=False):
"""Incremental update of the centers for the Minibatch K-Means algorithm.
Parameters
----------
X : array, shape (n_samples, n_features)
The original data array.
x_squared_norms : array, shape (n_samples,)
Squared euclidean norm of each data point.
centers : array, shape (k, n_features)
The cluster centers. This array is MODIFIED IN PLACE
counts : array, shape (k,)
The vector in which we keep track of the numbers of elements in a
cluster. This array is MODIFIED IN PLACE
distances : array, dtype float, shape (n_samples), optional
If not None, should be a pre-allocated array that will be used to store
the distances of each sample to its closest center.
May not be None when random_reassign is True.
random_state : integer or numpy.RandomState, optional
The generator used to initialize the centers. If an integer is
given, it fixes the seed. Defaults to the global numpy random
number generator.
random_reassign : boolean, optional
If True, centers with very low counts are randomly reassigned
to observations.
reassignment_ratio : float, optional
Control the fraction of the maximum number of counts for a
center to be reassigned. A higher value means that low count
centers are more likely to be reassigned, which means that the
model will take longer to converge, but should converge in a
better clustering.
verbose : bool, optional, default False
Controls the verbosity.
compute_squared_diff : bool
If set to False, the squared diff computation is skipped.
old_center_buffer : int
Copy of old centers for monitoring convergence.
Returns
-------
inertia : float
Sum of distances of samples to their closest cluster center.
squared_diff : numpy array, shape (n_clusters,)
Squared distances between previous and updated cluster centers.
"""
# Perform label assignment to nearest centers
nearest_center, inertia = _labels_inertia(X, x_squared_norms, centers,
distances=distances)
if random_reassign and reassignment_ratio > 0:
random_state = check_random_state(random_state)
# Reassign clusters that have very low counts
to_reassign = counts < reassignment_ratio * counts.max()
# pick at most .5 * batch_size samples as new centers
if to_reassign.sum() > .5 * X.shape[0]:
indices_dont_reassign = np.argsort(counts)[int(.5 * X.shape[0]):]
to_reassign[indices_dont_reassign] = False
n_reassigns = to_reassign.sum()
if n_reassigns:
# Pick new clusters amongst observations with uniform probability
new_centers = choice(X.shape[0], replace=False, size=n_reassigns,
random_state=random_state)
if verbose:
print("[MiniBatchKMeans] Reassigning %i cluster centers."
% n_reassigns)
if sp.issparse(X) and not sp.issparse(centers):
assign_rows_csr(X,
astype(new_centers, np.intp),
astype(np.where(to_reassign)[0], np.intp),
centers)
else:
centers[to_reassign] = X[new_centers]
# reset counts of reassigned centers, but don't reset them too small
# to avoid instant reassignment. This is a pretty dirty hack as it
# also modifies the learning rates.
counts[to_reassign] = np.min(counts[~to_reassign])
# implementation for the sparse CSR representation completely written in
# cython
if sp.issparse(X):
return inertia, _k_means._mini_batch_update_csr(
X, x_squared_norms, centers, counts, nearest_center,
old_center_buffer, compute_squared_diff)
# dense variant in mostly numpy (not as memory efficient though)
k = centers.shape[0]
squared_diff = 0.0
for center_idx in range(k):
# find points from minibatch that are assigned to this center
center_mask = nearest_center == center_idx
count = center_mask.sum()
if count > 0:
if compute_squared_diff:
old_center_buffer[:] = centers[center_idx]
# inplace remove previous count scaling
centers[center_idx] *= counts[center_idx]
# inplace sum with new points members of this cluster
centers[center_idx] += np.sum(X[center_mask], axis=0)
# update the count statistics for this center
counts[center_idx] += count
# inplace rescale to compute mean of all points (old and new)
# Note: numpy >= 1.10 does not support '/=' for the following
# expression for a mixture of int and float (see numpy issue #6464)
centers[center_idx] = centers[center_idx] / counts[center_idx]
# update the squared diff if necessary
if compute_squared_diff:
diff = centers[center_idx].ravel() - old_center_buffer.ravel()
squared_diff += np.dot(diff, diff)
return inertia, squared_diff
def _mini_batch_convergence(model, iteration_idx, n_iter, tol,
n_samples, centers_squared_diff, batch_inertia,
context, verbose=0):
"""Helper function to encapsulate the early stopping logic"""
# Normalize inertia to be able to compare values when
# batch_size changes
batch_inertia /= model.batch_size
centers_squared_diff /= model.batch_size
# Compute an Exponentially Weighted Average of the squared
# diff to monitor the convergence while discarding
# minibatch-local stochastic variability:
# https://en.wikipedia.org/wiki/Moving_average
ewa_diff = context.get('ewa_diff')
ewa_inertia = context.get('ewa_inertia')
if ewa_diff is None:
ewa_diff = centers_squared_diff
ewa_inertia = batch_inertia
else:
alpha = float(model.batch_size) * 2.0 / (n_samples + 1)
alpha = 1.0 if alpha > 1.0 else alpha
ewa_diff = ewa_diff * (1 - alpha) + centers_squared_diff * alpha
ewa_inertia = ewa_inertia * (1 - alpha) + batch_inertia * alpha
# Log progress to be able to monitor convergence
if verbose:
progress_msg = (
'Minibatch iteration %d/%d:'
' mean batch inertia: %f, ewa inertia: %f ' % (
iteration_idx + 1, n_iter, batch_inertia,
ewa_inertia))
print(progress_msg)
# Early stopping based on absolute tolerance on squared change of
# centers position (using EWA smoothing)
if tol > 0.0 and ewa_diff <= tol:
if verbose:
print('Converged (small centers change) at iteration %d/%d'
% (iteration_idx + 1, n_iter))
return True
# Early stopping heuristic due to lack of improvement on smoothed inertia
ewa_inertia_min = context.get('ewa_inertia_min')
no_improvement = context.get('no_improvement', 0)
if ewa_inertia_min is None or ewa_inertia < ewa_inertia_min:
no_improvement = 0
ewa_inertia_min = ewa_inertia
else:
no_improvement += 1
if (model.max_no_improvement is not None
and no_improvement >= model.max_no_improvement):
if verbose:
print('Converged (lack of improvement in inertia)'
' at iteration %d/%d'
% (iteration_idx + 1, n_iter))
return True
# update the convergence context to maintain state across successive calls:
context['ewa_diff'] = ewa_diff
context['ewa_inertia'] = ewa_inertia
context['ewa_inertia_min'] = ewa_inertia_min
context['no_improvement'] = no_improvement
return False
class MiniBatchKMeans(KMeans):
"""Mini-Batch K-Means clustering
Read more in the :ref:`User Guide <mini_batch_kmeans>`.
Parameters
----------
n_clusters : int, optional, default: 8
The number of clusters to form as well as the number of
centroids to generate.
max_iter : int, optional
Maximum number of iterations over the complete dataset before
stopping independently of any early stopping criterion heuristics.
max_no_improvement : int, default: 10
Control early stopping based on the consecutive number of mini
batches that does not yield an improvement on the smoothed inertia.
To disable convergence detection based on inertia, set
max_no_improvement to None.
tol : float, default: 0.0
Control early stopping based on the relative center changes as
measured by a smoothed, variance-normalized of the mean center
squared position changes. This early stopping heuristics is
closer to the one used for the batch variant of the algorithms
but induces a slight computational and memory overhead over the
inertia heuristic.
To disable convergence detection based on normalized center
change, set tol to 0.0 (default).
batch_size : int, optional, default: 100
Size of the mini batches.
init_size : int, optional, default: 3 * batch_size
Number of samples to randomly sample for speeding up the
initialization (sometimes at the expense of accuracy): the
only algorithm is initialized by running a batch KMeans on a
random subset of the data. This needs to be larger than n_clusters.
init : {'k-means++', 'random' or an ndarray}, default: 'k-means++'
Method for initialization, defaults to 'k-means++':
'k-means++' : selects initial cluster centers for k-mean
clustering in a smart way to speed up convergence. See section
Notes in k_init for more details.
'random': choose k observations (rows) at random from data for
the initial centroids.
If an ndarray is passed, it should be of shape (n_clusters, n_features)
and gives the initial centers.
n_init : int, default=3
Number of random initializations that are tried.
In contrast to KMeans, the algorithm is only run once, using the
best of the ``n_init`` initializations as measured by inertia.
compute_labels : boolean, default=True
Compute label assignment and inertia for the complete dataset
once the minibatch optimization has converged in fit.
random_state : integer or numpy.RandomState, optional
The generator used to initialize the centers. If an integer is
given, it fixes the seed. Defaults to the global numpy random
number generator.
reassignment_ratio : float, default: 0.01
Control the fraction of the maximum number of counts for a
center to be reassigned. A higher value means that low count
centers are more easily reassigned, which means that the
model will take longer to converge, but should converge in a
better clustering.
verbose : boolean, optional
Verbosity mode.
Attributes
----------
cluster_centers_ : array, [n_clusters, n_features]
Coordinates of cluster centers
labels_ :
Labels of each point (if compute_labels is set to True).
inertia_ : float
The value of the inertia criterion associated with the chosen
partition (if compute_labels is set to True). The inertia is
defined as the sum of square distances of samples to their nearest
neighbor.
See also
--------
KMeans
The classic implementation of the clustering method based on the
Lloyd's algorithm. It consumes the whole set of input data at each
iteration.
Notes
-----
See http://www.eecs.tufts.edu/~dsculley/papers/fastkmeans.pdf
"""
def __init__(self, n_clusters=8, init='k-means++', max_iter=100,
batch_size=100, verbose=0, compute_labels=True,
random_state=None, tol=0.0, max_no_improvement=10,
init_size=None, n_init=3, reassignment_ratio=0.01):
super(MiniBatchKMeans, self).__init__(
n_clusters=n_clusters, init=init, max_iter=max_iter,
verbose=verbose, random_state=random_state, tol=tol, n_init=n_init)
self.max_no_improvement = max_no_improvement
self.batch_size = batch_size
self.compute_labels = compute_labels
self.init_size = init_size
self.reassignment_ratio = reassignment_ratio
def fit(self, X, y=None):
"""Compute the centroids on X by chunking it into mini-batches.
Parameters
----------
X : array-like, shape = [n_samples, n_features]
Coordinates of the data points to cluster
"""
random_state = check_random_state(self.random_state)
X = check_array(X, accept_sparse="csr", order='C',
dtype=[np.float64, np.float32])
n_samples, n_features = X.shape
if n_samples < self.n_clusters:
raise ValueError("Number of samples smaller than number "
"of clusters.")
n_init = self.n_init
if hasattr(self.init, '__array__'):
self.init = np.ascontiguousarray(self.init, dtype=X.dtype)
if n_init != 1:
warnings.warn(
'Explicit initial center position passed: '
'performing only one init in MiniBatchKMeans instead of '
'n_init=%d'
% self.n_init, RuntimeWarning, stacklevel=2)
n_init = 1
x_squared_norms = row_norms(X, squared=True)
if self.tol > 0.0:
tol = _tolerance(X, self.tol)
# using tol-based early stopping needs the allocation of a
# dedicated before which can be expensive for high dim data:
# hence we allocate it outside of the main loop
old_center_buffer = np.zeros(n_features, dtype=X.dtype)
else:
tol = 0.0
# no need for the center buffer if tol-based early stopping is
# disabled
old_center_buffer = np.zeros(0, dtype=X.dtype)
distances = np.zeros(self.batch_size, dtype=X.dtype)
n_batches = int(np.ceil(float(n_samples) / self.batch_size))
n_iter = int(self.max_iter * n_batches)
init_size = self.init_size
if init_size is None:
init_size = 3 * self.batch_size
if init_size > n_samples:
init_size = n_samples
self.init_size_ = init_size
validation_indices = random_state.randint(0, n_samples, init_size)
X_valid = X[validation_indices]
x_squared_norms_valid = x_squared_norms[validation_indices]
# perform several inits with random sub-sets
best_inertia = None
for init_idx in range(n_init):
if self.verbose:
print("Init %d/%d with method: %s"
% (init_idx + 1, n_init, self.init))
counts = np.zeros(self.n_clusters, dtype=np.int32)
# TODO: once the `k_means` function works with sparse input we
# should refactor the following init to use it instead.
# Initialize the centers using only a fraction of the data as we
# expect n_samples to be very large when using MiniBatchKMeans
cluster_centers = _init_centroids(
X, self.n_clusters, self.init,
random_state=random_state,
x_squared_norms=x_squared_norms,
init_size=init_size)
# Compute the label assignment on the init dataset
batch_inertia, centers_squared_diff = _mini_batch_step(
X_valid, x_squared_norms[validation_indices],
cluster_centers, counts, old_center_buffer, False,
distances=None, verbose=self.verbose)
# Keep only the best cluster centers across independent inits on
# the common validation set
_, inertia = _labels_inertia(X_valid, x_squared_norms_valid,
cluster_centers)
if self.verbose:
print("Inertia for init %d/%d: %f"
% (init_idx + 1, n_init, inertia))
if best_inertia is None or inertia < best_inertia:
self.cluster_centers_ = cluster_centers
self.counts_ = counts
best_inertia = inertia
# Empty context to be used inplace by the convergence check routine
convergence_context = {}
# Perform the iterative optimization until the final convergence
# criterion
for iteration_idx in range(n_iter):
# Sample a minibatch from the full dataset
minibatch_indices = random_state.randint(
0, n_samples, self.batch_size)
# Perform the actual update step on the minibatch data
batch_inertia, centers_squared_diff = _mini_batch_step(
X[minibatch_indices], x_squared_norms[minibatch_indices],
self.cluster_centers_, self.counts_,
old_center_buffer, tol > 0.0, distances=distances,
# Here we randomly choose whether to perform
# random reassignment: the choice is done as a function
# of the iteration index, and the minimum number of
# counts, in order to force this reassignment to happen
# every once in a while
random_reassign=((iteration_idx + 1)
% (10 + self.counts_.min()) == 0),
random_state=random_state,
reassignment_ratio=self.reassignment_ratio,
verbose=self.verbose)
# Monitor convergence and do early stopping if necessary
if _mini_batch_convergence(
self, iteration_idx, n_iter, tol, n_samples,
centers_squared_diff, batch_inertia, convergence_context,
verbose=self.verbose):
break
self.n_iter_ = iteration_idx + 1
if self.compute_labels:
self.labels_, self.inertia_ = self._labels_inertia_minibatch(X)
return self
def _labels_inertia_minibatch(self, X):
"""Compute labels and inertia using mini batches.
This is slightly slower than doing everything at once but preventes
memory errors / segfaults.
Parameters
----------
X : array-like, shape (n_samples, n_features)
Input data.
Returns
-------
labels : array, shap (n_samples,)
Cluster labels for each point.
inertia : float
Sum of squared distances of points to nearest cluster.
"""
if self.verbose:
print('Computing label assignment and total inertia')
x_squared_norms = row_norms(X, squared=True)
slices = gen_batches(X.shape[0], self.batch_size)
results = [_labels_inertia(X[s], x_squared_norms[s],
self.cluster_centers_) for s in slices]
labels, inertia = zip(*results)
return np.hstack(labels), np.sum(inertia)
def partial_fit(self, X, y=None):
"""Update k means estimate on a single mini-batch X.
Parameters
----------
X : array-like, shape = [n_samples, n_features]
Coordinates of the data points to cluster.
"""
X = check_array(X, accept_sparse="csr")
n_samples, n_features = X.shape
if hasattr(self.init, '__array__'):
self.init = np.ascontiguousarray(self.init, dtype=X.dtype)
if n_samples == 0:
return self
x_squared_norms = row_norms(X, squared=True)
self.random_state_ = getattr(self, "random_state_",
check_random_state(self.random_state))
if (not hasattr(self, 'counts_')
or not hasattr(self, 'cluster_centers_')):
# this is the first call partial_fit on this object:
# initialize the cluster centers
self.cluster_centers_ = _init_centroids(
X, self.n_clusters, self.init,
random_state=self.random_state_,
x_squared_norms=x_squared_norms, init_size=self.init_size)
self.counts_ = np.zeros(self.n_clusters, dtype=np.int32)
random_reassign = False
distances = None
else:
# The lower the minimum count is, the more we do random
# reassignment, however, we don't want to do random
# reassignment too often, to allow for building up counts
random_reassign = self.random_state_.randint(
10 * (1 + self.counts_.min())) == 0
distances = np.zeros(X.shape[0], dtype=X.dtype)
_mini_batch_step(X, x_squared_norms, self.cluster_centers_,
self.counts_, np.zeros(0, dtype=X.dtype), 0,
random_reassign=random_reassign, distances=distances,
random_state=self.random_state_,
reassignment_ratio=self.reassignment_ratio,
verbose=self.verbose)
if self.compute_labels:
self.labels_, self.inertia_ = _labels_inertia(
X, x_squared_norms, self.cluster_centers_)
return self
def predict(self, X):
"""Predict the closest cluster each sample in X belongs to.
In the vector quantization literature, `cluster_centers_` is called
the code book and each value returned by `predict` is the index of
the closest code in the code book.
Parameters
----------
X : {array-like, sparse matrix}, shape = [n_samples, n_features]
New data to predict.
Returns
-------
labels : array, shape [n_samples,]
Index of the cluster each sample belongs to.
"""
check_is_fitted(self, 'cluster_centers_')
X = self._check_test_data(X)
return self._labels_inertia_minibatch(X)[0]
| bsd-3-clause |
saiwing-yeung/scikit-learn | examples/calibration/plot_calibration.py | 66 | 4795 | """
======================================
Probability calibration of classifiers
======================================
When performing classification you often want to predict not only
the class label, but also the associated probability. This probability
gives you some kind of confidence on the prediction. However, not all
classifiers provide well-calibrated probabilities, some being over-confident
while others being under-confident. Thus, a separate calibration of predicted
probabilities is often desirable as a postprocessing. This example illustrates
two different methods for this calibration and evaluates the quality of the
returned probabilities using Brier's score
(see https://en.wikipedia.org/wiki/Brier_score).
Compared are the estimated probability using a Gaussian naive Bayes classifier
without calibration, with a sigmoid calibration, and with a non-parametric
isotonic calibration. One can observe that only the non-parametric model is able
to provide a probability calibration that returns probabilities close to the
expected 0.5 for most of the samples belonging to the middle cluster with
heterogeneous labels. This results in a significantly improved Brier score.
"""
print(__doc__)
# Author: Mathieu Blondel <[email protected]>
# Alexandre Gramfort <[email protected]>
# Balazs Kegl <[email protected]>
# Jan Hendrik Metzen <[email protected]>
# License: BSD Style.
import numpy as np
import matplotlib.pyplot as plt
from matplotlib import cm
from sklearn.datasets import make_blobs
from sklearn.naive_bayes import GaussianNB
from sklearn.metrics import brier_score_loss
from sklearn.calibration import CalibratedClassifierCV
from sklearn.model_selection import train_test_split
n_samples = 50000
n_bins = 3 # use 3 bins for calibration_curve as we have 3 clusters here
# Generate 3 blobs with 2 classes where the second blob contains
# half positive samples and half negative samples. Probability in this
# blob is therefore 0.5.
centers = [(-5, -5), (0, 0), (5, 5)]
X, y = make_blobs(n_samples=n_samples, n_features=2, cluster_std=1.0,
centers=centers, shuffle=False, random_state=42)
y[:n_samples // 2] = 0
y[n_samples // 2:] = 1
sample_weight = np.random.RandomState(42).rand(y.shape[0])
# split train, test for calibration
X_train, X_test, y_train, y_test, sw_train, sw_test = \
train_test_split(X, y, sample_weight, test_size=0.9, random_state=42)
# Gaussian Naive-Bayes with no calibration
clf = GaussianNB()
clf.fit(X_train, y_train) # GaussianNB itself does not support sample-weights
prob_pos_clf = clf.predict_proba(X_test)[:, 1]
# Gaussian Naive-Bayes with isotonic calibration
clf_isotonic = CalibratedClassifierCV(clf, cv=2, method='isotonic')
clf_isotonic.fit(X_train, y_train, sw_train)
prob_pos_isotonic = clf_isotonic.predict_proba(X_test)[:, 1]
# Gaussian Naive-Bayes with sigmoid calibration
clf_sigmoid = CalibratedClassifierCV(clf, cv=2, method='sigmoid')
clf_sigmoid.fit(X_train, y_train, sw_train)
prob_pos_sigmoid = clf_sigmoid.predict_proba(X_test)[:, 1]
print("Brier scores: (the smaller the better)")
clf_score = brier_score_loss(y_test, prob_pos_clf, sw_test)
print("No calibration: %1.3f" % clf_score)
clf_isotonic_score = brier_score_loss(y_test, prob_pos_isotonic, sw_test)
print("With isotonic calibration: %1.3f" % clf_isotonic_score)
clf_sigmoid_score = brier_score_loss(y_test, prob_pos_sigmoid, sw_test)
print("With sigmoid calibration: %1.3f" % clf_sigmoid_score)
###############################################################################
# Plot the data and the predicted probabilities
plt.figure()
y_unique = np.unique(y)
colors = cm.rainbow(np.linspace(0.0, 1.0, y_unique.size))
for this_y, color in zip(y_unique, colors):
this_X = X_train[y_train == this_y]
this_sw = sw_train[y_train == this_y]
plt.scatter(this_X[:, 0], this_X[:, 1], s=this_sw * 50, c=color, alpha=0.5,
label="Class %s" % this_y)
plt.legend(loc="best")
plt.title("Data")
plt.figure()
order = np.lexsort((prob_pos_clf, ))
plt.plot(prob_pos_clf[order], 'r', label='No calibration (%1.3f)' % clf_score)
plt.plot(prob_pos_isotonic[order], 'g', linewidth=3,
label='Isotonic calibration (%1.3f)' % clf_isotonic_score)
plt.plot(prob_pos_sigmoid[order], 'b', linewidth=3,
label='Sigmoid calibration (%1.3f)' % clf_sigmoid_score)
plt.plot(np.linspace(0, y_test.size, 51)[1::2],
y_test[order].reshape(25, -1).mean(1),
'k', linewidth=3, label=r'Empirical')
plt.ylim([-0.05, 1.05])
plt.xlabel("Instances sorted according to predicted probability "
"(uncalibrated GNB)")
plt.ylabel("P(y=1)")
plt.legend(loc="upper left")
plt.title("Gaussian naive Bayes probabilities")
plt.show()
| bsd-3-clause |
terkkila/scikit-learn | benchmarks/bench_lasso.py | 297 | 3305 | """
Benchmarks of Lasso vs LassoLars
First, we fix a training set and increase the number of
samples. Then we plot the computation time as function of
the number of samples.
In the second benchmark, we increase the number of dimensions of the
training set. Then we plot the computation time as function of
the number of dimensions.
In both cases, only 10% of the features are informative.
"""
import gc
from time import time
import numpy as np
from sklearn.datasets.samples_generator import make_regression
def compute_bench(alpha, n_samples, n_features, precompute):
lasso_results = []
lars_lasso_results = []
it = 0
for ns in n_samples:
for nf in n_features:
it += 1
print('==================')
print('Iteration %s of %s' % (it, max(len(n_samples),
len(n_features))))
print('==================')
n_informative = nf // 10
X, Y, coef_ = make_regression(n_samples=ns, n_features=nf,
n_informative=n_informative,
noise=0.1, coef=True)
X /= np.sqrt(np.sum(X ** 2, axis=0)) # Normalize data
gc.collect()
print("- benchmarking Lasso")
clf = Lasso(alpha=alpha, fit_intercept=False,
precompute=precompute)
tstart = time()
clf.fit(X, Y)
lasso_results.append(time() - tstart)
gc.collect()
print("- benchmarking LassoLars")
clf = LassoLars(alpha=alpha, fit_intercept=False,
normalize=False, precompute=precompute)
tstart = time()
clf.fit(X, Y)
lars_lasso_results.append(time() - tstart)
return lasso_results, lars_lasso_results
if __name__ == '__main__':
from sklearn.linear_model import Lasso, LassoLars
import pylab as pl
alpha = 0.01 # regularization parameter
n_features = 10
list_n_samples = np.linspace(100, 1000000, 5).astype(np.int)
lasso_results, lars_lasso_results = compute_bench(alpha, list_n_samples,
[n_features], precompute=True)
pl.figure('scikit-learn LASSO benchmark results')
pl.subplot(211)
pl.plot(list_n_samples, lasso_results, 'b-',
label='Lasso')
pl.plot(list_n_samples, lars_lasso_results, 'r-',
label='LassoLars')
pl.title('precomputed Gram matrix, %d features, alpha=%s' % (n_features, alpha))
pl.legend(loc='upper left')
pl.xlabel('number of samples')
pl.ylabel('Time (s)')
pl.axis('tight')
n_samples = 2000
list_n_features = np.linspace(500, 3000, 5).astype(np.int)
lasso_results, lars_lasso_results = compute_bench(alpha, [n_samples],
list_n_features, precompute=False)
pl.subplot(212)
pl.plot(list_n_features, lasso_results, 'b-', label='Lasso')
pl.plot(list_n_features, lars_lasso_results, 'r-', label='LassoLars')
pl.title('%d samples, alpha=%s' % (n_samples, alpha))
pl.legend(loc='upper left')
pl.xlabel('number of features')
pl.ylabel('Time (s)')
pl.axis('tight')
pl.show()
| bsd-3-clause |
imaculate/scikit-learn | benchmarks/bench_mnist.py | 38 | 6799 | """
=======================
MNIST dataset benchmark
=======================
Benchmark on the MNIST dataset. The dataset comprises 70,000 samples
and 784 features. Here, we consider the task of predicting
10 classes - digits from 0 to 9 from their raw images. By contrast to the
covertype dataset, the feature space is homogenous.
Example of output :
[..]
Classification performance:
===========================
Classifier train-time test-time error-rate
------------------------------------------------------------
MLP_adam 53.46s 0.11s 0.0224
Nystroem-SVM 112.97s 0.92s 0.0228
MultilayerPerceptron 24.33s 0.14s 0.0287
ExtraTrees 42.99s 0.57s 0.0294
RandomForest 42.70s 0.49s 0.0318
SampledRBF-SVM 135.81s 0.56s 0.0486
LinearRegression-SAG 16.67s 0.06s 0.0824
CART 20.69s 0.02s 0.1219
dummy 0.00s 0.01s 0.8973
"""
from __future__ import division, print_function
# Author: Issam H. Laradji
# Arnaud Joly <[email protected]>
# License: BSD 3 clause
import os
from time import time
import argparse
import numpy as np
from sklearn.datasets import fetch_mldata
from sklearn.datasets import get_data_home
from sklearn.ensemble import ExtraTreesClassifier
from sklearn.ensemble import RandomForestClassifier
from sklearn.dummy import DummyClassifier
from sklearn.externals.joblib import Memory
from sklearn.kernel_approximation import Nystroem
from sklearn.kernel_approximation import RBFSampler
from sklearn.metrics import zero_one_loss
from sklearn.pipeline import make_pipeline
from sklearn.svm import LinearSVC
from sklearn.tree import DecisionTreeClassifier
from sklearn.utils import check_array
from sklearn.linear_model import LogisticRegression
from sklearn.neural_network import MLPClassifier
# Memoize the data extraction and memory map the resulting
# train / test splits in readonly mode
memory = Memory(os.path.join(get_data_home(), 'mnist_benchmark_data'),
mmap_mode='r')
@memory.cache
def load_data(dtype=np.float32, order='F'):
"""Load the data, then cache and memmap the train/test split"""
######################################################################
# Load dataset
print("Loading dataset...")
data = fetch_mldata('MNIST original')
X = check_array(data['data'], dtype=dtype, order=order)
y = data["target"]
# Normalize features
X = X / 255
# Create train-test split (as [Joachims, 2006])
print("Creating train-test split...")
n_train = 60000
X_train = X[:n_train]
y_train = y[:n_train]
X_test = X[n_train:]
y_test = y[n_train:]
return X_train, X_test, y_train, y_test
ESTIMATORS = {
"dummy": DummyClassifier(),
'CART': DecisionTreeClassifier(),
'ExtraTrees': ExtraTreesClassifier(n_estimators=100),
'RandomForest': RandomForestClassifier(n_estimators=100),
'Nystroem-SVM': make_pipeline(
Nystroem(gamma=0.015, n_components=1000), LinearSVC(C=100)),
'SampledRBF-SVM': make_pipeline(
RBFSampler(gamma=0.015, n_components=1000), LinearSVC(C=100)),
'LinearRegression-SAG': LogisticRegression(solver='sag', tol=1e-1, C=1e4),
'MultilayerPerceptron': MLPClassifier(
hidden_layer_sizes=(100, 100), max_iter=400, alpha=1e-4,
algorithm='sgd', learning_rate_init=0.2, momentum=0.9, verbose=1,
tol=1e-4, random_state=1),
'MLP-adam': MLPClassifier(
hidden_layer_sizes=(100, 100), max_iter=400, alpha=1e-4,
algorithm='adam', learning_rate_init=0.001, verbose=1,
tol=1e-4, random_state=1)
}
if __name__ == "__main__":
parser = argparse.ArgumentParser()
parser.add_argument('--classifiers', nargs="+",
choices=ESTIMATORS, type=str,
default=['ExtraTrees', 'Nystroem-SVM'],
help="list of classifiers to benchmark.")
parser.add_argument('--n-jobs', nargs="?", default=1, type=int,
help="Number of concurrently running workers for "
"models that support parallelism.")
parser.add_argument('--order', nargs="?", default="C", type=str,
choices=["F", "C"],
help="Allow to choose between fortran and C ordered "
"data")
parser.add_argument('--random-seed', nargs="?", default=0, type=int,
help="Common seed used by random number generator.")
args = vars(parser.parse_args())
print(__doc__)
X_train, X_test, y_train, y_test = load_data(order=args["order"])
print("")
print("Dataset statistics:")
print("===================")
print("%s %d" % ("number of features:".ljust(25), X_train.shape[1]))
print("%s %d" % ("number of classes:".ljust(25), np.unique(y_train).size))
print("%s %s" % ("data type:".ljust(25), X_train.dtype))
print("%s %d (size=%dMB)" % ("number of train samples:".ljust(25),
X_train.shape[0], int(X_train.nbytes / 1e6)))
print("%s %d (size=%dMB)" % ("number of test samples:".ljust(25),
X_test.shape[0], int(X_test.nbytes / 1e6)))
print()
print("Training Classifiers")
print("====================")
error, train_time, test_time = {}, {}, {}
for name in sorted(args["classifiers"]):
print("Training %s ... " % name, end="")
estimator = ESTIMATORS[name]
estimator_params = estimator.get_params()
estimator.set_params(**{p: args["random_seed"]
for p in estimator_params
if p.endswith("random_state")})
if "n_jobs" in estimator_params:
estimator.set_params(n_jobs=args["n_jobs"])
time_start = time()
estimator.fit(X_train, y_train)
train_time[name] = time() - time_start
time_start = time()
y_pred = estimator.predict(X_test)
test_time[name] = time() - time_start
error[name] = zero_one_loss(y_test, y_pred)
print("done")
print()
print("Classification performance:")
print("===========================")
print("{0: <24} {1: >10} {2: >11} {3: >12}"
"".format("Classifier ", "train-time", "test-time", "error-rate"))
print("-" * 60)
for name in sorted(args["classifiers"], key=error.get):
print("{0: <23} {1: >10.2f}s {2: >10.2f}s {3: >12.4f}"
"".format(name, train_time[name], test_time[name], error[name]))
print()
| bsd-3-clause |
billy-inn/scikit-learn | sklearn/tests/test_cross_validation.py | 27 | 41664 | """Test the cross_validation module"""
from __future__ import division
import warnings
import numpy as np
from scipy.sparse import coo_matrix
from scipy import stats
from sklearn.utils.testing import assert_true
from sklearn.utils.testing import assert_false
from sklearn.utils.testing import assert_equal
from sklearn.utils.testing import assert_almost_equal
from sklearn.utils.testing import assert_raises
from sklearn.utils.testing import assert_greater
from sklearn.utils.testing import assert_less
from sklearn.utils.testing import assert_not_equal
from sklearn.utils.testing import assert_array_almost_equal
from sklearn.utils.testing import assert_array_equal
from sklearn.utils.testing import assert_warns_message
from sklearn.utils.testing import ignore_warnings
from sklearn.utils.mocking import CheckingClassifier, MockDataFrame
from sklearn import cross_validation as cval
from sklearn.datasets import make_regression
from sklearn.datasets import load_boston
from sklearn.datasets import load_digits
from sklearn.datasets import load_iris
from sklearn.metrics import explained_variance_score
from sklearn.metrics import make_scorer
from sklearn.metrics import precision_score
from sklearn.externals import six
from sklearn.externals.six.moves import zip
from sklearn.linear_model import Ridge
from sklearn.neighbors import KNeighborsClassifier
from sklearn.svm import SVC
from sklearn.cluster import KMeans
from sklearn.preprocessing import Imputer
from sklearn.pipeline import Pipeline
class MockClassifier(object):
"""Dummy classifier to test the cross-validation"""
def __init__(self, a=0, allow_nd=False):
self.a = a
self.allow_nd = allow_nd
def fit(self, X, Y=None, sample_weight=None, class_prior=None,
sparse_sample_weight=None, sparse_param=None, dummy_int=None,
dummy_str=None, dummy_obj=None, callback=None):
"""The dummy arguments are to test that this fit function can
accept non-array arguments through cross-validation, such as:
- int
- str (this is actually array-like)
- object
- function
"""
self.dummy_int = dummy_int
self.dummy_str = dummy_str
self.dummy_obj = dummy_obj
if callback is not None:
callback(self)
if self.allow_nd:
X = X.reshape(len(X), -1)
if X.ndim >= 3 and not self.allow_nd:
raise ValueError('X cannot be d')
if sample_weight is not None:
assert_true(sample_weight.shape[0] == X.shape[0],
'MockClassifier extra fit_param sample_weight.shape[0]'
' is {0}, should be {1}'.format(sample_weight.shape[0],
X.shape[0]))
if class_prior is not None:
assert_true(class_prior.shape[0] == len(np.unique(y)),
'MockClassifier extra fit_param class_prior.shape[0]'
' is {0}, should be {1}'.format(class_prior.shape[0],
len(np.unique(y))))
if sparse_sample_weight is not None:
fmt = ('MockClassifier extra fit_param sparse_sample_weight'
'.shape[0] is {0}, should be {1}')
assert_true(sparse_sample_weight.shape[0] == X.shape[0],
fmt.format(sparse_sample_weight.shape[0], X.shape[0]))
if sparse_param is not None:
fmt = ('MockClassifier extra fit_param sparse_param.shape '
'is ({0}, {1}), should be ({2}, {3})')
assert_true(sparse_param.shape == P_sparse.shape,
fmt.format(sparse_param.shape[0],
sparse_param.shape[1],
P_sparse.shape[0], P_sparse.shape[1]))
return self
def predict(self, T):
if self.allow_nd:
T = T.reshape(len(T), -1)
return T[:, 0]
def score(self, X=None, Y=None):
return 1. / (1 + np.abs(self.a))
def get_params(self, deep=False):
return {'a': self.a, 'allow_nd': self.allow_nd}
X = np.ones((10, 2))
X_sparse = coo_matrix(X)
W_sparse = coo_matrix((np.array([1]), (np.array([1]), np.array([0]))),
shape=(10, 1))
P_sparse = coo_matrix(np.eye(5))
y = np.arange(10) // 2
##############################################################################
# Tests
def check_valid_split(train, test, n_samples=None):
# Use python sets to get more informative assertion failure messages
train, test = set(train), set(test)
# Train and test split should not overlap
assert_equal(train.intersection(test), set())
if n_samples is not None:
# Check that the union of train an test split cover all the indices
assert_equal(train.union(test), set(range(n_samples)))
def check_cv_coverage(cv, expected_n_iter=None, n_samples=None):
# Check that a all the samples appear at least once in a test fold
if expected_n_iter is not None:
assert_equal(len(cv), expected_n_iter)
else:
expected_n_iter = len(cv)
collected_test_samples = set()
iterations = 0
for train, test in cv:
check_valid_split(train, test, n_samples=n_samples)
iterations += 1
collected_test_samples.update(test)
# Check that the accumulated test samples cover the whole dataset
assert_equal(iterations, expected_n_iter)
if n_samples is not None:
assert_equal(collected_test_samples, set(range(n_samples)))
def test_kfold_valueerrors():
# Check that errors are raised if there is not enough samples
assert_raises(ValueError, cval.KFold, 3, 4)
# Check that a warning is raised if the least populated class has too few
# members.
y = [3, 3, -1, -1, 2]
cv = assert_warns_message(Warning, "The least populated class",
cval.StratifiedKFold, y, 3)
# Check that despite the warning the folds are still computed even
# though all the classes are not necessarily represented at on each
# side of the split at each split
check_cv_coverage(cv, expected_n_iter=3, n_samples=len(y))
# Error when number of folds is <= 1
assert_raises(ValueError, cval.KFold, 2, 0)
assert_raises(ValueError, cval.KFold, 2, 1)
assert_raises(ValueError, cval.StratifiedKFold, y, 0)
assert_raises(ValueError, cval.StratifiedKFold, y, 1)
# When n is not integer:
assert_raises(ValueError, cval.KFold, 2.5, 2)
# When n_folds is not integer:
assert_raises(ValueError, cval.KFold, 5, 1.5)
assert_raises(ValueError, cval.StratifiedKFold, y, 1.5)
def test_kfold_indices():
# Check all indices are returned in the test folds
kf = cval.KFold(300, 3)
check_cv_coverage(kf, expected_n_iter=3, n_samples=300)
# Check all indices are returned in the test folds even when equal-sized
# folds are not possible
kf = cval.KFold(17, 3)
check_cv_coverage(kf, expected_n_iter=3, n_samples=17)
def test_kfold_no_shuffle():
# Manually check that KFold preserves the data ordering on toy datasets
splits = iter(cval.KFold(4, 2))
train, test = next(splits)
assert_array_equal(test, [0, 1])
assert_array_equal(train, [2, 3])
train, test = next(splits)
assert_array_equal(test, [2, 3])
assert_array_equal(train, [0, 1])
splits = iter(cval.KFold(5, 2))
train, test = next(splits)
assert_array_equal(test, [0, 1, 2])
assert_array_equal(train, [3, 4])
train, test = next(splits)
assert_array_equal(test, [3, 4])
assert_array_equal(train, [0, 1, 2])
def test_stratified_kfold_no_shuffle():
# Manually check that StratifiedKFold preserves the data ordering as much
# as possible on toy datasets in order to avoid hiding sample dependencies
# when possible
splits = iter(cval.StratifiedKFold([1, 1, 0, 0], 2))
train, test = next(splits)
assert_array_equal(test, [0, 2])
assert_array_equal(train, [1, 3])
train, test = next(splits)
assert_array_equal(test, [1, 3])
assert_array_equal(train, [0, 2])
splits = iter(cval.StratifiedKFold([1, 1, 1, 0, 0, 0, 0], 2))
train, test = next(splits)
assert_array_equal(test, [0, 1, 3, 4])
assert_array_equal(train, [2, 5, 6])
train, test = next(splits)
assert_array_equal(test, [2, 5, 6])
assert_array_equal(train, [0, 1, 3, 4])
def test_stratified_kfold_ratios():
# Check that stratified kfold preserves label ratios in individual splits
# Repeat with shuffling turned off and on
n_samples = 1000
labels = np.array([4] * int(0.10 * n_samples) +
[0] * int(0.89 * n_samples) +
[1] * int(0.01 * n_samples))
for shuffle in [False, True]:
for train, test in cval.StratifiedKFold(labels, 5, shuffle=shuffle):
assert_almost_equal(np.sum(labels[train] == 4) / len(train), 0.10,
2)
assert_almost_equal(np.sum(labels[train] == 0) / len(train), 0.89,
2)
assert_almost_equal(np.sum(labels[train] == 1) / len(train), 0.01,
2)
assert_almost_equal(np.sum(labels[test] == 4) / len(test), 0.10, 2)
assert_almost_equal(np.sum(labels[test] == 0) / len(test), 0.89, 2)
assert_almost_equal(np.sum(labels[test] == 1) / len(test), 0.01, 2)
def test_kfold_balance():
# Check that KFold returns folds with balanced sizes
for kf in [cval.KFold(i, 5) for i in range(11, 17)]:
sizes = []
for _, test in kf:
sizes.append(len(test))
assert_true((np.max(sizes) - np.min(sizes)) <= 1)
assert_equal(np.sum(sizes), kf.n)
def test_stratifiedkfold_balance():
# Check that KFold returns folds with balanced sizes (only when
# stratification is possible)
# Repeat with shuffling turned off and on
labels = [0] * 3 + [1] * 14
for shuffle in [False, True]:
for skf in [cval.StratifiedKFold(labels[:i], 3, shuffle=shuffle)
for i in range(11, 17)]:
sizes = []
for _, test in skf:
sizes.append(len(test))
assert_true((np.max(sizes) - np.min(sizes)) <= 1)
assert_equal(np.sum(sizes), skf.n)
def test_shuffle_kfold():
# Check the indices are shuffled properly, and that all indices are
# returned in the different test folds
kf = cval.KFold(300, 3, shuffle=True, random_state=0)
ind = np.arange(300)
all_folds = None
for train, test in kf:
sorted_array = np.arange(100)
assert_true(np.any(sorted_array != ind[train]))
sorted_array = np.arange(101, 200)
assert_true(np.any(sorted_array != ind[train]))
sorted_array = np.arange(201, 300)
assert_true(np.any(sorted_array != ind[train]))
if all_folds is None:
all_folds = ind[test].copy()
else:
all_folds = np.concatenate((all_folds, ind[test]))
all_folds.sort()
assert_array_equal(all_folds, ind)
def test_shuffle_stratifiedkfold():
# Check that shuffling is happening when requested, and for proper
# sample coverage
labels = [0] * 20 + [1] * 20
kf0 = list(cval.StratifiedKFold(labels, 5, shuffle=True, random_state=0))
kf1 = list(cval.StratifiedKFold(labels, 5, shuffle=True, random_state=1))
for (_, test0), (_, test1) in zip(kf0, kf1):
assert_true(set(test0) != set(test1))
check_cv_coverage(kf0, expected_n_iter=5, n_samples=40)
def test_kfold_can_detect_dependent_samples_on_digits(): # see #2372
# The digits samples are dependent: they are apparently grouped by authors
# although we don't have any information on the groups segment locations
# for this data. We can highlight this fact be computing k-fold cross-
# validation with and without shuffling: we observe that the shuffling case
# wrongly makes the IID assumption and is therefore too optimistic: it
# estimates a much higher accuracy (around 0.96) than than the non
# shuffling variant (around 0.86).
digits = load_digits()
X, y = digits.data[:800], digits.target[:800]
model = SVC(C=10, gamma=0.005)
n = len(y)
cv = cval.KFold(n, 5, shuffle=False)
mean_score = cval.cross_val_score(model, X, y, cv=cv).mean()
assert_greater(0.88, mean_score)
assert_greater(mean_score, 0.85)
# Shuffling the data artificially breaks the dependency and hides the
# overfitting of the model with regards to the writing style of the authors
# by yielding a seriously overestimated score:
cv = cval.KFold(n, 5, shuffle=True, random_state=0)
mean_score = cval.cross_val_score(model, X, y, cv=cv).mean()
assert_greater(mean_score, 0.95)
cv = cval.KFold(n, 5, shuffle=True, random_state=1)
mean_score = cval.cross_val_score(model, X, y, cv=cv).mean()
assert_greater(mean_score, 0.95)
# Similarly, StratifiedKFold should try to shuffle the data as little
# as possible (while respecting the balanced class constraints)
# and thus be able to detect the dependency by not overestimating
# the CV score either. As the digits dataset is approximately balanced
# the estimated mean score is close to the score measured with
# non-shuffled KFold
cv = cval.StratifiedKFold(y, 5)
mean_score = cval.cross_val_score(model, X, y, cv=cv).mean()
assert_greater(0.88, mean_score)
assert_greater(mean_score, 0.85)
def test_shuffle_split():
ss1 = cval.ShuffleSplit(10, test_size=0.2, random_state=0)
ss2 = cval.ShuffleSplit(10, test_size=2, random_state=0)
ss3 = cval.ShuffleSplit(10, test_size=np.int32(2), random_state=0)
for typ in six.integer_types:
ss4 = cval.ShuffleSplit(10, test_size=typ(2), random_state=0)
for t1, t2, t3, t4 in zip(ss1, ss2, ss3, ss4):
assert_array_equal(t1[0], t2[0])
assert_array_equal(t2[0], t3[0])
assert_array_equal(t3[0], t4[0])
assert_array_equal(t1[1], t2[1])
assert_array_equal(t2[1], t3[1])
assert_array_equal(t3[1], t4[1])
def test_stratified_shuffle_split_init():
y = np.asarray([0, 1, 1, 1, 2, 2, 2])
# Check that error is raised if there is a class with only one sample
assert_raises(ValueError, cval.StratifiedShuffleSplit, y, 3, 0.2)
# Check that error is raised if the test set size is smaller than n_classes
assert_raises(ValueError, cval.StratifiedShuffleSplit, y, 3, 2)
# Check that error is raised if the train set size is smaller than
# n_classes
assert_raises(ValueError, cval.StratifiedShuffleSplit, y, 3, 3, 2)
y = np.asarray([0, 0, 0, 1, 1, 1, 2, 2, 2])
# Check that errors are raised if there is not enough samples
assert_raises(ValueError, cval.StratifiedShuffleSplit, y, 3, 0.5, 0.6)
assert_raises(ValueError, cval.StratifiedShuffleSplit, y, 3, 8, 0.6)
assert_raises(ValueError, cval.StratifiedShuffleSplit, y, 3, 0.6, 8)
# Train size or test size too small
assert_raises(ValueError, cval.StratifiedShuffleSplit, y, train_size=2)
assert_raises(ValueError, cval.StratifiedShuffleSplit, y, test_size=2)
def test_stratified_shuffle_split_iter():
ys = [np.array([1, 1, 1, 1, 2, 2, 2, 3, 3, 3, 3, 3]),
np.array([0, 0, 0, 1, 1, 1, 2, 2, 2, 3, 3, 3]),
np.array([0, 1, 2, 3, 0, 1, 2, 3, 0, 1, 2, 3, 0, 1, 2]),
np.array([1, 1, 2, 2, 2, 3, 3, 3, 4, 4, 4, 4, 4, 4, 4, 4]),
np.array([-1] * 800 + [1] * 50)
]
for y in ys:
sss = cval.StratifiedShuffleSplit(y, 6, test_size=0.33,
random_state=0)
for train, test in sss:
assert_array_equal(np.unique(y[train]), np.unique(y[test]))
# Checks if folds keep classes proportions
p_train = (np.bincount(np.unique(y[train], return_inverse=True)[1])
/ float(len(y[train])))
p_test = (np.bincount(np.unique(y[test], return_inverse=True)[1])
/ float(len(y[test])))
assert_array_almost_equal(p_train, p_test, 1)
assert_equal(y[train].size + y[test].size, y.size)
assert_array_equal(np.lib.arraysetops.intersect1d(train, test), [])
def test_stratified_shuffle_split_even():
# Test the StratifiedShuffleSplit, indices are drawn with a
# equal chance
n_folds = 5
n_iter = 1000
def assert_counts_are_ok(idx_counts, p):
# Here we test that the distribution of the counts
# per index is close enough to a binomial
threshold = 0.05 / n_splits
bf = stats.binom(n_splits, p)
for count in idx_counts:
p = bf.pmf(count)
assert_true(p > threshold,
"An index is not drawn with chance corresponding "
"to even draws")
for n_samples in (6, 22):
labels = np.array((n_samples // 2) * [0, 1])
splits = cval.StratifiedShuffleSplit(labels, n_iter=n_iter,
test_size=1. / n_folds,
random_state=0)
train_counts = [0] * n_samples
test_counts = [0] * n_samples
n_splits = 0
for train, test in splits:
n_splits += 1
for counter, ids in [(train_counts, train), (test_counts, test)]:
for id in ids:
counter[id] += 1
assert_equal(n_splits, n_iter)
assert_equal(len(train), splits.n_train)
assert_equal(len(test), splits.n_test)
assert_equal(len(set(train).intersection(test)), 0)
label_counts = np.unique(labels)
assert_equal(splits.test_size, 1.0 / n_folds)
assert_equal(splits.n_train + splits.n_test, len(labels))
assert_equal(len(label_counts), 2)
ex_test_p = float(splits.n_test) / n_samples
ex_train_p = float(splits.n_train) / n_samples
assert_counts_are_ok(train_counts, ex_train_p)
assert_counts_are_ok(test_counts, ex_test_p)
def test_predefinedsplit_with_kfold_split():
# Check that PredefinedSplit can reproduce a split generated by Kfold.
folds = -1 * np.ones(10)
kf_train = []
kf_test = []
for i, (train_ind, test_ind) in enumerate(cval.KFold(10, 5, shuffle=True)):
kf_train.append(train_ind)
kf_test.append(test_ind)
folds[test_ind] = i
ps_train = []
ps_test = []
ps = cval.PredefinedSplit(folds)
for train_ind, test_ind in ps:
ps_train.append(train_ind)
ps_test.append(test_ind)
assert_array_equal(ps_train, kf_train)
assert_array_equal(ps_test, kf_test)
def test_leave_label_out_changing_labels():
# Check that LeaveOneLabelOut and LeavePLabelOut work normally if
# the labels variable is changed before calling __iter__
labels = np.array([0, 1, 2, 1, 1, 2, 0, 0])
labels_changing = np.array(labels, copy=True)
lolo = cval.LeaveOneLabelOut(labels)
lolo_changing = cval.LeaveOneLabelOut(labels_changing)
lplo = cval.LeavePLabelOut(labels, p=2)
lplo_changing = cval.LeavePLabelOut(labels_changing, p=2)
labels_changing[:] = 0
for llo, llo_changing in [(lolo, lolo_changing), (lplo, lplo_changing)]:
for (train, test), (train_chan, test_chan) in zip(llo, llo_changing):
assert_array_equal(train, train_chan)
assert_array_equal(test, test_chan)
def test_cross_val_score():
clf = MockClassifier()
for a in range(-10, 10):
clf.a = a
# Smoke test
scores = cval.cross_val_score(clf, X, y)
assert_array_equal(scores, clf.score(X, y))
# test with multioutput y
scores = cval.cross_val_score(clf, X_sparse, X)
assert_array_equal(scores, clf.score(X_sparse, X))
scores = cval.cross_val_score(clf, X_sparse, y)
assert_array_equal(scores, clf.score(X_sparse, y))
# test with multioutput y
scores = cval.cross_val_score(clf, X_sparse, X)
assert_array_equal(scores, clf.score(X_sparse, X))
# test with X and y as list
list_check = lambda x: isinstance(x, list)
clf = CheckingClassifier(check_X=list_check)
scores = cval.cross_val_score(clf, X.tolist(), y.tolist())
clf = CheckingClassifier(check_y=list_check)
scores = cval.cross_val_score(clf, X, y.tolist())
assert_raises(ValueError, cval.cross_val_score, clf, X, y,
scoring="sklearn")
# test with 3d X and
X_3d = X[:, :, np.newaxis]
clf = MockClassifier(allow_nd=True)
scores = cval.cross_val_score(clf, X_3d, y)
clf = MockClassifier(allow_nd=False)
assert_raises(ValueError, cval.cross_val_score, clf, X_3d, y)
def test_cross_val_score_pandas():
# check cross_val_score doesn't destroy pandas dataframe
types = [(MockDataFrame, MockDataFrame)]
try:
from pandas import Series, DataFrame
types.append((Series, DataFrame))
except ImportError:
pass
for TargetType, InputFeatureType in types:
# X dataframe, y series
X_df, y_ser = InputFeatureType(X), TargetType(y)
check_df = lambda x: isinstance(x, InputFeatureType)
check_series = lambda x: isinstance(x, TargetType)
clf = CheckingClassifier(check_X=check_df, check_y=check_series)
cval.cross_val_score(clf, X_df, y_ser)
def test_cross_val_score_mask():
# test that cross_val_score works with boolean masks
svm = SVC(kernel="linear")
iris = load_iris()
X, y = iris.data, iris.target
cv_indices = cval.KFold(len(y), 5)
scores_indices = cval.cross_val_score(svm, X, y, cv=cv_indices)
cv_indices = cval.KFold(len(y), 5)
cv_masks = []
for train, test in cv_indices:
mask_train = np.zeros(len(y), dtype=np.bool)
mask_test = np.zeros(len(y), dtype=np.bool)
mask_train[train] = 1
mask_test[test] = 1
cv_masks.append((train, test))
scores_masks = cval.cross_val_score(svm, X, y, cv=cv_masks)
assert_array_equal(scores_indices, scores_masks)
def test_cross_val_score_precomputed():
# test for svm with precomputed kernel
svm = SVC(kernel="precomputed")
iris = load_iris()
X, y = iris.data, iris.target
linear_kernel = np.dot(X, X.T)
score_precomputed = cval.cross_val_score(svm, linear_kernel, y)
svm = SVC(kernel="linear")
score_linear = cval.cross_val_score(svm, X, y)
assert_array_equal(score_precomputed, score_linear)
# Error raised for non-square X
svm = SVC(kernel="precomputed")
assert_raises(ValueError, cval.cross_val_score, svm, X, y)
# test error is raised when the precomputed kernel is not array-like
# or sparse
assert_raises(ValueError, cval.cross_val_score, svm,
linear_kernel.tolist(), y)
def test_cross_val_score_fit_params():
clf = MockClassifier()
n_samples = X.shape[0]
n_classes = len(np.unique(y))
DUMMY_INT = 42
DUMMY_STR = '42'
DUMMY_OBJ = object()
def assert_fit_params(clf):
# Function to test that the values are passed correctly to the
# classifier arguments for non-array type
assert_equal(clf.dummy_int, DUMMY_INT)
assert_equal(clf.dummy_str, DUMMY_STR)
assert_equal(clf.dummy_obj, DUMMY_OBJ)
fit_params = {'sample_weight': np.ones(n_samples),
'class_prior': np.ones(n_classes) / n_classes,
'sparse_sample_weight': W_sparse,
'sparse_param': P_sparse,
'dummy_int': DUMMY_INT,
'dummy_str': DUMMY_STR,
'dummy_obj': DUMMY_OBJ,
'callback': assert_fit_params}
cval.cross_val_score(clf, X, y, fit_params=fit_params)
def test_cross_val_score_score_func():
clf = MockClassifier()
_score_func_args = []
def score_func(y_test, y_predict):
_score_func_args.append((y_test, y_predict))
return 1.0
with warnings.catch_warnings(record=True):
scoring = make_scorer(score_func)
score = cval.cross_val_score(clf, X, y, scoring=scoring)
assert_array_equal(score, [1.0, 1.0, 1.0])
assert len(_score_func_args) == 3
def test_cross_val_score_errors():
class BrokenEstimator:
pass
assert_raises(TypeError, cval.cross_val_score, BrokenEstimator(), X)
def test_train_test_split_errors():
assert_raises(ValueError, cval.train_test_split)
assert_raises(ValueError, cval.train_test_split, range(3), train_size=1.1)
assert_raises(ValueError, cval.train_test_split, range(3), test_size=0.6,
train_size=0.6)
assert_raises(ValueError, cval.train_test_split, range(3),
test_size=np.float32(0.6), train_size=np.float32(0.6))
assert_raises(ValueError, cval.train_test_split, range(3),
test_size="wrong_type")
assert_raises(ValueError, cval.train_test_split, range(3), test_size=2,
train_size=4)
assert_raises(TypeError, cval.train_test_split, range(3),
some_argument=1.1)
assert_raises(ValueError, cval.train_test_split, range(3), range(42))
def test_train_test_split():
X = np.arange(100).reshape((10, 10))
X_s = coo_matrix(X)
y = np.arange(10)
# simple test
split = cval.train_test_split(X, y, test_size=None, train_size=.5)
X_train, X_test, y_train, y_test = split
assert_equal(len(y_test), len(y_train))
# test correspondence of X and y
assert_array_equal(X_train[:, 0], y_train * 10)
assert_array_equal(X_test[:, 0], y_test * 10)
# conversion of lists to arrays (deprecated?)
with warnings.catch_warnings(record=True):
split = cval.train_test_split(X, X_s, y.tolist(), allow_lists=False)
X_train, X_test, X_s_train, X_s_test, y_train, y_test = split
assert_array_equal(X_train, X_s_train.toarray())
assert_array_equal(X_test, X_s_test.toarray())
# don't convert lists to anything else by default
split = cval.train_test_split(X, X_s, y.tolist())
X_train, X_test, X_s_train, X_s_test, y_train, y_test = split
assert_true(isinstance(y_train, list))
assert_true(isinstance(y_test, list))
# allow nd-arrays
X_4d = np.arange(10 * 5 * 3 * 2).reshape(10, 5, 3, 2)
y_3d = np.arange(10 * 7 * 11).reshape(10, 7, 11)
split = cval.train_test_split(X_4d, y_3d)
assert_equal(split[0].shape, (7, 5, 3, 2))
assert_equal(split[1].shape, (3, 5, 3, 2))
assert_equal(split[2].shape, (7, 7, 11))
assert_equal(split[3].shape, (3, 7, 11))
# test stratification option
y = np.array([1, 1, 1, 1, 2, 2, 2, 2])
for test_size, exp_test_size in zip([2, 4, 0.25, 0.5, 0.75],
[2, 4, 2, 4, 6]):
train, test = cval.train_test_split(y,
test_size=test_size,
stratify=y,
random_state=0)
assert_equal(len(test), exp_test_size)
assert_equal(len(test) + len(train), len(y))
# check the 1:1 ratio of ones and twos in the data is preserved
assert_equal(np.sum(train == 1), np.sum(train == 2))
def train_test_split_pandas():
# check cross_val_score doesn't destroy pandas dataframe
types = [MockDataFrame]
try:
from pandas import DataFrame
types.append(DataFrame)
except ImportError:
pass
for InputFeatureType in types:
# X dataframe
X_df = InputFeatureType(X)
X_train, X_test = cval.train_test_split(X_df)
assert_true(isinstance(X_train, InputFeatureType))
assert_true(isinstance(X_test, InputFeatureType))
def train_test_split_mock_pandas():
# X mock dataframe
X_df = MockDataFrame(X)
X_train, X_test = cval.train_test_split(X_df)
assert_true(isinstance(X_train, MockDataFrame))
assert_true(isinstance(X_test, MockDataFrame))
X_train_arr, X_test_arr = cval.train_test_split(X_df, allow_lists=False)
assert_true(isinstance(X_train_arr, np.ndarray))
assert_true(isinstance(X_test_arr, np.ndarray))
def test_cross_val_score_with_score_func_classification():
iris = load_iris()
clf = SVC(kernel='linear')
# Default score (should be the accuracy score)
scores = cval.cross_val_score(clf, iris.data, iris.target, cv=5)
assert_array_almost_equal(scores, [0.97, 1., 0.97, 0.97, 1.], 2)
# Correct classification score (aka. zero / one score) - should be the
# same as the default estimator score
zo_scores = cval.cross_val_score(clf, iris.data, iris.target,
scoring="accuracy", cv=5)
assert_array_almost_equal(zo_scores, [0.97, 1., 0.97, 0.97, 1.], 2)
# F1 score (class are balanced so f1_score should be equal to zero/one
# score
f1_scores = cval.cross_val_score(clf, iris.data, iris.target,
scoring="f1_weighted", cv=5)
assert_array_almost_equal(f1_scores, [0.97, 1., 0.97, 0.97, 1.], 2)
def test_cross_val_score_with_score_func_regression():
X, y = make_regression(n_samples=30, n_features=20, n_informative=5,
random_state=0)
reg = Ridge()
# Default score of the Ridge regression estimator
scores = cval.cross_val_score(reg, X, y, cv=5)
assert_array_almost_equal(scores, [0.94, 0.97, 0.97, 0.99, 0.92], 2)
# R2 score (aka. determination coefficient) - should be the
# same as the default estimator score
r2_scores = cval.cross_val_score(reg, X, y, scoring="r2", cv=5)
assert_array_almost_equal(r2_scores, [0.94, 0.97, 0.97, 0.99, 0.92], 2)
# Mean squared error; this is a loss function, so "scores" are negative
mse_scores = cval.cross_val_score(reg, X, y, cv=5,
scoring="mean_squared_error")
expected_mse = np.array([-763.07, -553.16, -274.38, -273.26, -1681.99])
assert_array_almost_equal(mse_scores, expected_mse, 2)
# Explained variance
scoring = make_scorer(explained_variance_score)
ev_scores = cval.cross_val_score(reg, X, y, cv=5, scoring=scoring)
assert_array_almost_equal(ev_scores, [0.94, 0.97, 0.97, 0.99, 0.92], 2)
def test_permutation_score():
iris = load_iris()
X = iris.data
X_sparse = coo_matrix(X)
y = iris.target
svm = SVC(kernel='linear')
cv = cval.StratifiedKFold(y, 2)
score, scores, pvalue = cval.permutation_test_score(
svm, X, y, n_permutations=30, cv=cv, scoring="accuracy")
assert_greater(score, 0.9)
assert_almost_equal(pvalue, 0.0, 1)
score_label, _, pvalue_label = cval.permutation_test_score(
svm, X, y, n_permutations=30, cv=cv, scoring="accuracy",
labels=np.ones(y.size), random_state=0)
assert_true(score_label == score)
assert_true(pvalue_label == pvalue)
# check that we obtain the same results with a sparse representation
svm_sparse = SVC(kernel='linear')
cv_sparse = cval.StratifiedKFold(y, 2)
score_label, _, pvalue_label = cval.permutation_test_score(
svm_sparse, X_sparse, y, n_permutations=30, cv=cv_sparse,
scoring="accuracy", labels=np.ones(y.size), random_state=0)
assert_true(score_label == score)
assert_true(pvalue_label == pvalue)
# test with custom scoring object
def custom_score(y_true, y_pred):
return (((y_true == y_pred).sum() - (y_true != y_pred).sum())
/ y_true.shape[0])
scorer = make_scorer(custom_score)
score, _, pvalue = cval.permutation_test_score(
svm, X, y, n_permutations=100, scoring=scorer, cv=cv, random_state=0)
assert_almost_equal(score, .93, 2)
assert_almost_equal(pvalue, 0.01, 3)
# set random y
y = np.mod(np.arange(len(y)), 3)
score, scores, pvalue = cval.permutation_test_score(
svm, X, y, n_permutations=30, cv=cv, scoring="accuracy")
assert_less(score, 0.5)
assert_greater(pvalue, 0.2)
def test_cross_val_generator_with_indices():
X = np.array([[1, 2], [3, 4], [5, 6], [7, 8]])
y = np.array([1, 1, 2, 2])
labels = np.array([1, 2, 3, 4])
# explicitly passing indices value is deprecated
loo = cval.LeaveOneOut(4)
lpo = cval.LeavePOut(4, 2)
kf = cval.KFold(4, 2)
skf = cval.StratifiedKFold(y, 2)
lolo = cval.LeaveOneLabelOut(labels)
lopo = cval.LeavePLabelOut(labels, 2)
ps = cval.PredefinedSplit([1, 1, 2, 2])
ss = cval.ShuffleSplit(2)
for cv in [loo, lpo, kf, skf, lolo, lopo, ss, ps]:
for train, test in cv:
assert_not_equal(np.asarray(train).dtype.kind, 'b')
assert_not_equal(np.asarray(train).dtype.kind, 'b')
X[train], X[test]
y[train], y[test]
@ignore_warnings
def test_cross_val_generator_with_default_indices():
X = np.array([[1, 2], [3, 4], [5, 6], [7, 8]])
y = np.array([1, 1, 2, 2])
labels = np.array([1, 2, 3, 4])
loo = cval.LeaveOneOut(4)
lpo = cval.LeavePOut(4, 2)
kf = cval.KFold(4, 2)
skf = cval.StratifiedKFold(y, 2)
lolo = cval.LeaveOneLabelOut(labels)
lopo = cval.LeavePLabelOut(labels, 2)
ss = cval.ShuffleSplit(2)
ps = cval.PredefinedSplit([1, 1, 2, 2])
for cv in [loo, lpo, kf, skf, lolo, lopo, ss, ps]:
for train, test in cv:
assert_not_equal(np.asarray(train).dtype.kind, 'b')
assert_not_equal(np.asarray(train).dtype.kind, 'b')
X[train], X[test]
y[train], y[test]
def test_shufflesplit_errors():
assert_raises(ValueError, cval.ShuffleSplit, 10, test_size=2.0)
assert_raises(ValueError, cval.ShuffleSplit, 10, test_size=1.0)
assert_raises(ValueError, cval.ShuffleSplit, 10, test_size=0.1,
train_size=0.95)
assert_raises(ValueError, cval.ShuffleSplit, 10, test_size=11)
assert_raises(ValueError, cval.ShuffleSplit, 10, test_size=10)
assert_raises(ValueError, cval.ShuffleSplit, 10, test_size=8, train_size=3)
assert_raises(ValueError, cval.ShuffleSplit, 10, train_size=1j)
assert_raises(ValueError, cval.ShuffleSplit, 10, test_size=None,
train_size=None)
def test_shufflesplit_reproducible():
# Check that iterating twice on the ShuffleSplit gives the same
# sequence of train-test when the random_state is given
ss = cval.ShuffleSplit(10, random_state=21)
assert_array_equal(list(a for a, b in ss), list(a for a, b in ss))
def test_safe_split_with_precomputed_kernel():
clf = SVC()
clfp = SVC(kernel="precomputed")
iris = load_iris()
X, y = iris.data, iris.target
K = np.dot(X, X.T)
cv = cval.ShuffleSplit(X.shape[0], test_size=0.25, random_state=0)
tr, te = list(cv)[0]
X_tr, y_tr = cval._safe_split(clf, X, y, tr)
K_tr, y_tr2 = cval._safe_split(clfp, K, y, tr)
assert_array_almost_equal(K_tr, np.dot(X_tr, X_tr.T))
X_te, y_te = cval._safe_split(clf, X, y, te, tr)
K_te, y_te2 = cval._safe_split(clfp, K, y, te, tr)
assert_array_almost_equal(K_te, np.dot(X_te, X_tr.T))
def test_cross_val_score_allow_nans():
# Check that cross_val_score allows input data with NaNs
X = np.arange(200, dtype=np.float64).reshape(10, -1)
X[2, :] = np.nan
y = np.repeat([0, 1], X.shape[0] / 2)
p = Pipeline([
('imputer', Imputer(strategy='mean', missing_values='NaN')),
('classifier', MockClassifier()),
])
cval.cross_val_score(p, X, y, cv=5)
def test_train_test_split_allow_nans():
# Check that train_test_split allows input data with NaNs
X = np.arange(200, dtype=np.float64).reshape(10, -1)
X[2, :] = np.nan
y = np.repeat([0, 1], X.shape[0] / 2)
cval.train_test_split(X, y, test_size=0.2, random_state=42)
def test_permutation_test_score_allow_nans():
# Check that permutation_test_score allows input data with NaNs
X = np.arange(200, dtype=np.float64).reshape(10, -1)
X[2, :] = np.nan
y = np.repeat([0, 1], X.shape[0] / 2)
p = Pipeline([
('imputer', Imputer(strategy='mean', missing_values='NaN')),
('classifier', MockClassifier()),
])
cval.permutation_test_score(p, X, y, cv=5)
def test_check_cv_return_types():
X = np.ones((9, 2))
cv = cval.check_cv(3, X, classifier=False)
assert_true(isinstance(cv, cval.KFold))
y_binary = np.array([0, 1, 0, 1, 0, 0, 1, 1, 1])
cv = cval.check_cv(3, X, y_binary, classifier=True)
assert_true(isinstance(cv, cval.StratifiedKFold))
y_multiclass = np.array([0, 1, 0, 1, 2, 1, 2, 0, 2])
cv = cval.check_cv(3, X, y_multiclass, classifier=True)
assert_true(isinstance(cv, cval.StratifiedKFold))
X = np.ones((5, 2))
y_multilabel = [[1, 0, 1], [1, 1, 0], [0, 0, 0], [0, 1, 1], [1, 0, 0]]
cv = cval.check_cv(3, X, y_multilabel, classifier=True)
assert_true(isinstance(cv, cval.KFold))
y_multioutput = np.array([[1, 2], [0, 3], [0, 0], [3, 1], [2, 0]])
cv = cval.check_cv(3, X, y_multioutput, classifier=True)
assert_true(isinstance(cv, cval.KFold))
def test_cross_val_score_multilabel():
X = np.array([[-3, 4], [2, 4], [3, 3], [0, 2], [-3, 1],
[-2, 1], [0, 0], [-2, -1], [-1, -2], [1, -2]])
y = np.array([[1, 1], [0, 1], [0, 1], [0, 1], [1, 1],
[0, 1], [1, 0], [1, 1], [1, 0], [0, 0]])
clf = KNeighborsClassifier(n_neighbors=1)
scoring_micro = make_scorer(precision_score, average='micro')
scoring_macro = make_scorer(precision_score, average='macro')
scoring_samples = make_scorer(precision_score, average='samples')
score_micro = cval.cross_val_score(clf, X, y, scoring=scoring_micro, cv=5)
score_macro = cval.cross_val_score(clf, X, y, scoring=scoring_macro, cv=5)
score_samples = cval.cross_val_score(clf, X, y,
scoring=scoring_samples, cv=5)
assert_almost_equal(score_micro, [1, 1 / 2, 3 / 4, 1 / 2, 1 / 3])
assert_almost_equal(score_macro, [1, 1 / 2, 3 / 4, 1 / 2, 1 / 4])
assert_almost_equal(score_samples, [1, 1 / 2, 3 / 4, 1 / 2, 1 / 4])
def test_cross_val_predict():
boston = load_boston()
X, y = boston.data, boston.target
cv = cval.KFold(len(boston.target))
est = Ridge()
# Naive loop (should be same as cross_val_predict):
preds2 = np.zeros_like(y)
for train, test in cv:
est.fit(X[train], y[train])
preds2[test] = est.predict(X[test])
preds = cval.cross_val_predict(est, X, y, cv=cv)
assert_array_almost_equal(preds, preds2)
preds = cval.cross_val_predict(est, X, y)
assert_equal(len(preds), len(y))
cv = cval.LeaveOneOut(len(y))
preds = cval.cross_val_predict(est, X, y, cv=cv)
assert_equal(len(preds), len(y))
Xsp = X.copy()
Xsp *= (Xsp > np.median(Xsp))
Xsp = coo_matrix(Xsp)
preds = cval.cross_val_predict(est, Xsp, y)
assert_array_almost_equal(len(preds), len(y))
preds = cval.cross_val_predict(KMeans(), X)
assert_equal(len(preds), len(y))
def bad_cv():
for i in range(4):
yield np.array([0, 1, 2, 3]), np.array([4, 5, 6, 7, 8])
assert_raises(ValueError, cval.cross_val_predict, est, X, y, cv=bad_cv())
def test_cross_val_predict_input_types():
clf = Ridge()
# Smoke test
predictions = cval.cross_val_predict(clf, X, y)
assert_equal(predictions.shape, (10,))
# test with multioutput y
predictions = cval.cross_val_predict(clf, X_sparse, X)
assert_equal(predictions.shape, (10, 2))
predictions = cval.cross_val_predict(clf, X_sparse, y)
assert_array_equal(predictions.shape, (10,))
# test with multioutput y
predictions = cval.cross_val_predict(clf, X_sparse, X)
assert_array_equal(predictions.shape, (10, 2))
# test with X and y as list
list_check = lambda x: isinstance(x, list)
clf = CheckingClassifier(check_X=list_check)
predictions = cval.cross_val_predict(clf, X.tolist(), y.tolist())
clf = CheckingClassifier(check_y=list_check)
predictions = cval.cross_val_predict(clf, X, y.tolist())
# test with 3d X and
X_3d = X[:, :, np.newaxis]
check_3d = lambda x: x.ndim == 3
clf = CheckingClassifier(check_X=check_3d)
predictions = cval.cross_val_predict(clf, X_3d, y)
assert_array_equal(predictions.shape, (10,))
def test_cross_val_predict_pandas():
# check cross_val_score doesn't destroy pandas dataframe
types = [(MockDataFrame, MockDataFrame)]
try:
from pandas import Series, DataFrame
types.append((Series, DataFrame))
except ImportError:
pass
for TargetType, InputFeatureType in types:
# X dataframe, y series
X_df, y_ser = InputFeatureType(X), TargetType(y)
check_df = lambda x: isinstance(x, InputFeatureType)
check_series = lambda x: isinstance(x, TargetType)
clf = CheckingClassifier(check_X=check_df, check_y=check_series)
cval.cross_val_predict(clf, X_df, y_ser)
def test_sparse_fit_params():
iris = load_iris()
X, y = iris.data, iris.target
clf = MockClassifier()
fit_params = {'sparse_sample_weight': coo_matrix(np.eye(X.shape[0]))}
a = cval.cross_val_score(clf, X, y, fit_params=fit_params)
assert_array_equal(a, np.ones(3))
def test_check_is_partition():
p = np.arange(100)
assert_true(cval._check_is_partition(p, 100))
assert_false(cval._check_is_partition(np.delete(p, 23), 100))
p[0] = 23
assert_false(cval._check_is_partition(p, 100))
| bsd-3-clause |
ldirer/scikit-learn | sklearn/manifold/locally_linear.py | 14 | 26498 | """Locally Linear Embedding"""
# Author: Fabian Pedregosa -- <[email protected]>
# Jake Vanderplas -- <[email protected]>
# License: BSD 3 clause (C) INRIA 2011
import numpy as np
from scipy.linalg import eigh, svd, qr, solve
from scipy.sparse import eye, csr_matrix
from scipy.sparse.linalg import eigsh
from ..base import BaseEstimator, TransformerMixin
from ..utils import check_random_state, check_array
from ..utils.extmath import stable_cumsum
from ..utils.validation import check_is_fitted
from ..utils.validation import FLOAT_DTYPES
from ..neighbors import NearestNeighbors
def barycenter_weights(X, Z, reg=1e-3):
"""Compute barycenter weights of X from Y along the first axis
We estimate the weights to assign to each point in Y[i] to recover
the point X[i]. The barycenter weights sum to 1.
Parameters
----------
X : array-like, shape (n_samples, n_dim)
Z : array-like, shape (n_samples, n_neighbors, n_dim)
reg : float, optional
amount of regularization to add for the problem to be
well-posed in the case of n_neighbors > n_dim
Returns
-------
B : array-like, shape (n_samples, n_neighbors)
Notes
-----
See developers note for more information.
"""
X = check_array(X, dtype=FLOAT_DTYPES)
Z = check_array(Z, dtype=FLOAT_DTYPES, allow_nd=True)
n_samples, n_neighbors = X.shape[0], Z.shape[1]
B = np.empty((n_samples, n_neighbors), dtype=X.dtype)
v = np.ones(n_neighbors, dtype=X.dtype)
# this might raise a LinalgError if G is singular and has trace
# zero
for i, A in enumerate(Z.transpose(0, 2, 1)):
C = A.T - X[i] # broadcasting
G = np.dot(C, C.T)
trace = np.trace(G)
if trace > 0:
R = reg * trace
else:
R = reg
G.flat[::Z.shape[1] + 1] += R
w = solve(G, v, sym_pos=True)
B[i, :] = w / np.sum(w)
return B
def barycenter_kneighbors_graph(X, n_neighbors, reg=1e-3, n_jobs=1):
"""Computes the barycenter weighted graph of k-Neighbors for points in X
Parameters
----------
X : {array-like, sparse matrix, BallTree, KDTree, NearestNeighbors}
Sample data, shape = (n_samples, n_features), in the form of a
numpy array, sparse array, precomputed tree, or NearestNeighbors
object.
n_neighbors : int
Number of neighbors for each sample.
reg : float, optional
Amount of regularization when solving the least-squares
problem. Only relevant if mode='barycenter'. If None, use the
default.
n_jobs : int, optional (default = 1)
The number of parallel jobs to run for neighbors search.
If ``-1``, then the number of jobs is set to the number of CPU cores.
Returns
-------
A : sparse matrix in CSR format, shape = [n_samples, n_samples]
A[i, j] is assigned the weight of edge that connects i to j.
See also
--------
sklearn.neighbors.kneighbors_graph
sklearn.neighbors.radius_neighbors_graph
"""
knn = NearestNeighbors(n_neighbors + 1, n_jobs=n_jobs).fit(X)
X = knn._fit_X
n_samples = X.shape[0]
ind = knn.kneighbors(X, return_distance=False)[:, 1:]
data = barycenter_weights(X, X[ind], reg=reg)
indptr = np.arange(0, n_samples * n_neighbors + 1, n_neighbors)
return csr_matrix((data.ravel(), ind.ravel(), indptr),
shape=(n_samples, n_samples))
def null_space(M, k, k_skip=1, eigen_solver='arpack', tol=1E-6, max_iter=100,
random_state=None):
"""
Find the null space of a matrix M.
Parameters
----------
M : {array, matrix, sparse matrix, LinearOperator}
Input covariance matrix: should be symmetric positive semi-definite
k : integer
Number of eigenvalues/vectors to return
k_skip : integer, optional
Number of low eigenvalues to skip.
eigen_solver : string, {'auto', 'arpack', 'dense'}
auto : algorithm will attempt to choose the best method for input data
arpack : use arnoldi iteration in shift-invert mode.
For this method, M may be a dense matrix, sparse matrix,
or general linear operator.
Warning: ARPACK can be unstable for some problems. It is
best to try several random seeds in order to check results.
dense : use standard dense matrix operations for the eigenvalue
decomposition. For this method, M must be an array
or matrix type. This method should be avoided for
large problems.
tol : float, optional
Tolerance for 'arpack' method.
Not used if eigen_solver=='dense'.
max_iter : maximum number of iterations for 'arpack' method
not used if eigen_solver=='dense'
random_state : int, RandomState instance or None, optional (default=None)
If int, random_state is the seed used by the random number generator;
If RandomState instance, random_state is the random number generator;
If None, the random number generator is the RandomState instance used
by `np.random`. Used when ``solver`` == 'arpack'.
"""
if eigen_solver == 'auto':
if M.shape[0] > 200 and k + k_skip < 10:
eigen_solver = 'arpack'
else:
eigen_solver = 'dense'
if eigen_solver == 'arpack':
random_state = check_random_state(random_state)
# initialize with [-1,1] as in ARPACK
v0 = random_state.uniform(-1, 1, M.shape[0])
try:
eigen_values, eigen_vectors = eigsh(M, k + k_skip, sigma=0.0,
tol=tol, maxiter=max_iter,
v0=v0)
except RuntimeError as msg:
raise ValueError("Error in determining null-space with ARPACK. "
"Error message: '%s'. "
"Note that method='arpack' can fail when the "
"weight matrix is singular or otherwise "
"ill-behaved. method='dense' is recommended. "
"See online documentation for more information."
% msg)
return eigen_vectors[:, k_skip:], np.sum(eigen_values[k_skip:])
elif eigen_solver == 'dense':
if hasattr(M, 'toarray'):
M = M.toarray()
eigen_values, eigen_vectors = eigh(
M, eigvals=(k_skip, k + k_skip - 1), overwrite_a=True)
index = np.argsort(np.abs(eigen_values))
return eigen_vectors[:, index], np.sum(eigen_values)
else:
raise ValueError("Unrecognized eigen_solver '%s'" % eigen_solver)
def locally_linear_embedding(
X, n_neighbors, n_components, reg=1e-3, eigen_solver='auto', tol=1e-6,
max_iter=100, method='standard', hessian_tol=1E-4, modified_tol=1E-12,
random_state=None, n_jobs=1):
"""Perform a Locally Linear Embedding analysis on the data.
Read more in the :ref:`User Guide <locally_linear_embedding>`.
Parameters
----------
X : {array-like, sparse matrix, BallTree, KDTree, NearestNeighbors}
Sample data, shape = (n_samples, n_features), in the form of a
numpy array, sparse array, precomputed tree, or NearestNeighbors
object.
n_neighbors : integer
number of neighbors to consider for each point.
n_components : integer
number of coordinates for the manifold.
reg : float
regularization constant, multiplies the trace of the local covariance
matrix of the distances.
eigen_solver : string, {'auto', 'arpack', 'dense'}
auto : algorithm will attempt to choose the best method for input data
arpack : use arnoldi iteration in shift-invert mode.
For this method, M may be a dense matrix, sparse matrix,
or general linear operator.
Warning: ARPACK can be unstable for some problems. It is
best to try several random seeds in order to check results.
dense : use standard dense matrix operations for the eigenvalue
decomposition. For this method, M must be an array
or matrix type. This method should be avoided for
large problems.
tol : float, optional
Tolerance for 'arpack' method
Not used if eigen_solver=='dense'.
max_iter : integer
maximum number of iterations for the arpack solver.
method : {'standard', 'hessian', 'modified', 'ltsa'}
standard : use the standard locally linear embedding algorithm.
see reference [1]_
hessian : use the Hessian eigenmap method. This method requires
n_neighbors > n_components * (1 + (n_components + 1) / 2.
see reference [2]_
modified : use the modified locally linear embedding algorithm.
see reference [3]_
ltsa : use local tangent space alignment algorithm
see reference [4]_
hessian_tol : float, optional
Tolerance for Hessian eigenmapping method.
Only used if method == 'hessian'
modified_tol : float, optional
Tolerance for modified LLE method.
Only used if method == 'modified'
random_state : int, RandomState instance or None, optional (default=None)
If int, random_state is the seed used by the random number generator;
If RandomState instance, random_state is the random number generator;
If None, the random number generator is the RandomState instance used
by `np.random`. Used when ``solver`` == 'arpack'.
n_jobs : int, optional (default = 1)
The number of parallel jobs to run for neighbors search.
If ``-1``, then the number of jobs is set to the number of CPU cores.
Returns
-------
Y : array-like, shape [n_samples, n_components]
Embedding vectors.
squared_error : float
Reconstruction error for the embedding vectors. Equivalent to
``norm(Y - W Y, 'fro')**2``, where W are the reconstruction weights.
References
----------
.. [1] `Roweis, S. & Saul, L. Nonlinear dimensionality reduction
by locally linear embedding. Science 290:2323 (2000).`
.. [2] `Donoho, D. & Grimes, C. Hessian eigenmaps: Locally
linear embedding techniques for high-dimensional data.
Proc Natl Acad Sci U S A. 100:5591 (2003).`
.. [3] `Zhang, Z. & Wang, J. MLLE: Modified Locally Linear
Embedding Using Multiple Weights.`
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.70.382
.. [4] `Zhang, Z. & Zha, H. Principal manifolds and nonlinear
dimensionality reduction via tangent space alignment.
Journal of Shanghai Univ. 8:406 (2004)`
"""
if eigen_solver not in ('auto', 'arpack', 'dense'):
raise ValueError("unrecognized eigen_solver '%s'" % eigen_solver)
if method not in ('standard', 'hessian', 'modified', 'ltsa'):
raise ValueError("unrecognized method '%s'" % method)
nbrs = NearestNeighbors(n_neighbors=n_neighbors + 1, n_jobs=n_jobs)
nbrs.fit(X)
X = nbrs._fit_X
N, d_in = X.shape
if n_components > d_in:
raise ValueError("output dimension must be less than or equal "
"to input dimension")
if n_neighbors >= N:
raise ValueError("n_neighbors must be less than number of points")
if n_neighbors <= 0:
raise ValueError("n_neighbors must be positive")
M_sparse = (eigen_solver != 'dense')
if method == 'standard':
W = barycenter_kneighbors_graph(
nbrs, n_neighbors=n_neighbors, reg=reg, n_jobs=n_jobs)
# we'll compute M = (I-W)'(I-W)
# depending on the solver, we'll do this differently
if M_sparse:
M = eye(*W.shape, format=W.format) - W
M = (M.T * M).tocsr()
else:
M = (W.T * W - W.T - W).toarray()
M.flat[::M.shape[0] + 1] += 1 # W = W - I = W - I
elif method == 'hessian':
dp = n_components * (n_components + 1) // 2
if n_neighbors <= n_components + dp:
raise ValueError("for method='hessian', n_neighbors must be "
"greater than "
"[n_components * (n_components + 3) / 2]")
neighbors = nbrs.kneighbors(X, n_neighbors=n_neighbors + 1,
return_distance=False)
neighbors = neighbors[:, 1:]
Yi = np.empty((n_neighbors, 1 + n_components + dp), dtype=np.float64)
Yi[:, 0] = 1
M = np.zeros((N, N), dtype=np.float64)
use_svd = (n_neighbors > d_in)
for i in range(N):
Gi = X[neighbors[i]]
Gi -= Gi.mean(0)
# build Hessian estimator
if use_svd:
U = svd(Gi, full_matrices=0)[0]
else:
Ci = np.dot(Gi, Gi.T)
U = eigh(Ci)[1][:, ::-1]
Yi[:, 1:1 + n_components] = U[:, :n_components]
j = 1 + n_components
for k in range(n_components):
Yi[:, j:j + n_components - k] = (U[:, k:k + 1] *
U[:, k:n_components])
j += n_components - k
Q, R = qr(Yi)
w = Q[:, n_components + 1:]
S = w.sum(0)
S[np.where(abs(S) < hessian_tol)] = 1
w /= S
nbrs_x, nbrs_y = np.meshgrid(neighbors[i], neighbors[i])
M[nbrs_x, nbrs_y] += np.dot(w, w.T)
if M_sparse:
M = csr_matrix(M)
elif method == 'modified':
if n_neighbors < n_components:
raise ValueError("modified LLE requires "
"n_neighbors >= n_components")
neighbors = nbrs.kneighbors(X, n_neighbors=n_neighbors + 1,
return_distance=False)
neighbors = neighbors[:, 1:]
# find the eigenvectors and eigenvalues of each local covariance
# matrix. We want V[i] to be a [n_neighbors x n_neighbors] matrix,
# where the columns are eigenvectors
V = np.zeros((N, n_neighbors, n_neighbors))
nev = min(d_in, n_neighbors)
evals = np.zeros([N, nev])
# choose the most efficient way to find the eigenvectors
use_svd = (n_neighbors > d_in)
if use_svd:
for i in range(N):
X_nbrs = X[neighbors[i]] - X[i]
V[i], evals[i], _ = svd(X_nbrs,
full_matrices=True)
evals **= 2
else:
for i in range(N):
X_nbrs = X[neighbors[i]] - X[i]
C_nbrs = np.dot(X_nbrs, X_nbrs.T)
evi, vi = eigh(C_nbrs)
evals[i] = evi[::-1]
V[i] = vi[:, ::-1]
# find regularized weights: this is like normal LLE.
# because we've already computed the SVD of each covariance matrix,
# it's faster to use this rather than np.linalg.solve
reg = 1E-3 * evals.sum(1)
tmp = np.dot(V.transpose(0, 2, 1), np.ones(n_neighbors))
tmp[:, :nev] /= evals + reg[:, None]
tmp[:, nev:] /= reg[:, None]
w_reg = np.zeros((N, n_neighbors))
for i in range(N):
w_reg[i] = np.dot(V[i], tmp[i])
w_reg /= w_reg.sum(1)[:, None]
# calculate eta: the median of the ratio of small to large eigenvalues
# across the points. This is used to determine s_i, below
rho = evals[:, n_components:].sum(1) / evals[:, :n_components].sum(1)
eta = np.median(rho)
# find s_i, the size of the "almost null space" for each point:
# this is the size of the largest set of eigenvalues
# such that Sum[v; v in set]/Sum[v; v not in set] < eta
s_range = np.zeros(N, dtype=int)
evals_cumsum = stable_cumsum(evals, 1)
eta_range = evals_cumsum[:, -1:] / evals_cumsum[:, :-1] - 1
for i in range(N):
s_range[i] = np.searchsorted(eta_range[i, ::-1], eta)
s_range += n_neighbors - nev # number of zero eigenvalues
# Now calculate M.
# This is the [N x N] matrix whose null space is the desired embedding
M = np.zeros((N, N), dtype=np.float64)
for i in range(N):
s_i = s_range[i]
# select bottom s_i eigenvectors and calculate alpha
Vi = V[i, :, n_neighbors - s_i:]
alpha_i = np.linalg.norm(Vi.sum(0)) / np.sqrt(s_i)
# compute Householder matrix which satisfies
# Hi*Vi.T*ones(n_neighbors) = alpha_i*ones(s)
# using prescription from paper
h = alpha_i * np.ones(s_i) - np.dot(Vi.T, np.ones(n_neighbors))
norm_h = np.linalg.norm(h)
if norm_h < modified_tol:
h *= 0
else:
h /= norm_h
# Householder matrix is
# >> Hi = np.identity(s_i) - 2*np.outer(h,h)
# Then the weight matrix is
# >> Wi = np.dot(Vi,Hi) + (1-alpha_i) * w_reg[i,:,None]
# We do this much more efficiently:
Wi = (Vi - 2 * np.outer(np.dot(Vi, h), h) +
(1 - alpha_i) * w_reg[i, :, None])
# Update M as follows:
# >> W_hat = np.zeros( (N,s_i) )
# >> W_hat[neighbors[i],:] = Wi
# >> W_hat[i] -= 1
# >> M += np.dot(W_hat,W_hat.T)
# We can do this much more efficiently:
nbrs_x, nbrs_y = np.meshgrid(neighbors[i], neighbors[i])
M[nbrs_x, nbrs_y] += np.dot(Wi, Wi.T)
Wi_sum1 = Wi.sum(1)
M[i, neighbors[i]] -= Wi_sum1
M[neighbors[i], i] -= Wi_sum1
M[i, i] += s_i
if M_sparse:
M = csr_matrix(M)
elif method == 'ltsa':
neighbors = nbrs.kneighbors(X, n_neighbors=n_neighbors + 1,
return_distance=False)
neighbors = neighbors[:, 1:]
M = np.zeros((N, N))
use_svd = (n_neighbors > d_in)
for i in range(N):
Xi = X[neighbors[i]]
Xi -= Xi.mean(0)
# compute n_components largest eigenvalues of Xi * Xi^T
if use_svd:
v = svd(Xi, full_matrices=True)[0]
else:
Ci = np.dot(Xi, Xi.T)
v = eigh(Ci)[1][:, ::-1]
Gi = np.zeros((n_neighbors, n_components + 1))
Gi[:, 1:] = v[:, :n_components]
Gi[:, 0] = 1. / np.sqrt(n_neighbors)
GiGiT = np.dot(Gi, Gi.T)
nbrs_x, nbrs_y = np.meshgrid(neighbors[i], neighbors[i])
M[nbrs_x, nbrs_y] -= GiGiT
M[neighbors[i], neighbors[i]] += 1
return null_space(M, n_components, k_skip=1, eigen_solver=eigen_solver,
tol=tol, max_iter=max_iter, random_state=random_state)
class LocallyLinearEmbedding(BaseEstimator, TransformerMixin):
"""Locally Linear Embedding
Read more in the :ref:`User Guide <locally_linear_embedding>`.
Parameters
----------
n_neighbors : integer
number of neighbors to consider for each point.
n_components : integer
number of coordinates for the manifold
reg : float
regularization constant, multiplies the trace of the local covariance
matrix of the distances.
eigen_solver : string, {'auto', 'arpack', 'dense'}
auto : algorithm will attempt to choose the best method for input data
arpack : use arnoldi iteration in shift-invert mode.
For this method, M may be a dense matrix, sparse matrix,
or general linear operator.
Warning: ARPACK can be unstable for some problems. It is
best to try several random seeds in order to check results.
dense : use standard dense matrix operations for the eigenvalue
decomposition. For this method, M must be an array
or matrix type. This method should be avoided for
large problems.
tol : float, optional
Tolerance for 'arpack' method
Not used if eigen_solver=='dense'.
max_iter : integer
maximum number of iterations for the arpack solver.
Not used if eigen_solver=='dense'.
method : string ('standard', 'hessian', 'modified' or 'ltsa')
standard : use the standard locally linear embedding algorithm. see
reference [1]
hessian : use the Hessian eigenmap method. This method requires
``n_neighbors > n_components * (1 + (n_components + 1) / 2``
see reference [2]
modified : use the modified locally linear embedding algorithm.
see reference [3]
ltsa : use local tangent space alignment algorithm
see reference [4]
hessian_tol : float, optional
Tolerance for Hessian eigenmapping method.
Only used if ``method == 'hessian'``
modified_tol : float, optional
Tolerance for modified LLE method.
Only used if ``method == 'modified'``
neighbors_algorithm : string ['auto'|'brute'|'kd_tree'|'ball_tree']
algorithm to use for nearest neighbors search,
passed to neighbors.NearestNeighbors instance
random_state : int, RandomState instance or None, optional (default=None)
If int, random_state is the seed used by the random number generator;
If RandomState instance, random_state is the random number generator;
If None, the random number generator is the RandomState instance used
by `np.random`. Used when ``eigen_solver`` == 'arpack'.
n_jobs : int, optional (default = 1)
The number of parallel jobs to run.
If ``-1``, then the number of jobs is set to the number of CPU cores.
Attributes
----------
embedding_vectors_ : array-like, shape [n_components, n_samples]
Stores the embedding vectors
reconstruction_error_ : float
Reconstruction error associated with `embedding_vectors_`
nbrs_ : NearestNeighbors object
Stores nearest neighbors instance, including BallTree or KDtree
if applicable.
References
----------
.. [1] `Roweis, S. & Saul, L. Nonlinear dimensionality reduction
by locally linear embedding. Science 290:2323 (2000).`
.. [2] `Donoho, D. & Grimes, C. Hessian eigenmaps: Locally
linear embedding techniques for high-dimensional data.
Proc Natl Acad Sci U S A. 100:5591 (2003).`
.. [3] `Zhang, Z. & Wang, J. MLLE: Modified Locally Linear
Embedding Using Multiple Weights.`
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.70.382
.. [4] `Zhang, Z. & Zha, H. Principal manifolds and nonlinear
dimensionality reduction via tangent space alignment.
Journal of Shanghai Univ. 8:406 (2004)`
"""
def __init__(self, n_neighbors=5, n_components=2, reg=1E-3,
eigen_solver='auto', tol=1E-6, max_iter=100,
method='standard', hessian_tol=1E-4, modified_tol=1E-12,
neighbors_algorithm='auto', random_state=None, n_jobs=1):
self.n_neighbors = n_neighbors
self.n_components = n_components
self.reg = reg
self.eigen_solver = eigen_solver
self.tol = tol
self.max_iter = max_iter
self.method = method
self.hessian_tol = hessian_tol
self.modified_tol = modified_tol
self.random_state = random_state
self.neighbors_algorithm = neighbors_algorithm
self.n_jobs = n_jobs
def _fit_transform(self, X):
self.nbrs_ = NearestNeighbors(self.n_neighbors,
algorithm=self.neighbors_algorithm,
n_jobs=self.n_jobs)
random_state = check_random_state(self.random_state)
X = check_array(X, dtype=float)
self.nbrs_.fit(X)
self.embedding_, self.reconstruction_error_ = \
locally_linear_embedding(
self.nbrs_, self.n_neighbors, self.n_components,
eigen_solver=self.eigen_solver, tol=self.tol,
max_iter=self.max_iter, method=self.method,
hessian_tol=self.hessian_tol, modified_tol=self.modified_tol,
random_state=random_state, reg=self.reg, n_jobs=self.n_jobs)
def fit(self, X, y=None):
"""Compute the embedding vectors for data X
Parameters
----------
X : array-like of shape [n_samples, n_features]
training set.
Returns
-------
self : returns an instance of self.
"""
self._fit_transform(X)
return self
def fit_transform(self, X, y=None):
"""Compute the embedding vectors for data X and transform X.
Parameters
----------
X : array-like of shape [n_samples, n_features]
training set.
Returns
-------
X_new : array-like, shape (n_samples, n_components)
"""
self._fit_transform(X)
return self.embedding_
def transform(self, X):
"""
Transform new points into embedding space.
Parameters
----------
X : array-like, shape = [n_samples, n_features]
Returns
-------
X_new : array, shape = [n_samples, n_components]
Notes
-----
Because of scaling performed by this method, it is discouraged to use
it together with methods that are not scale-invariant (like SVMs)
"""
check_is_fitted(self, "nbrs_")
X = check_array(X)
ind = self.nbrs_.kneighbors(X, n_neighbors=self.n_neighbors,
return_distance=False)
weights = barycenter_weights(X, self.nbrs_._fit_X[ind],
reg=self.reg)
X_new = np.empty((X.shape[0], self.n_components))
for i in range(X.shape[0]):
X_new[i] = np.dot(self.embedding_[ind[i]].T, weights[i])
return X_new
| bsd-3-clause |
ycaihua/scikit-learn | sklearn/tests/test_pipeline.py | 17 | 12512 | """
Test the pipeline module.
"""
import numpy as np
from scipy import sparse
from sklearn.externals.six.moves import zip
from sklearn.utils.testing import assert_raises
from sklearn.utils.testing import assert_equal
from sklearn.utils.testing import assert_false
from sklearn.utils.testing import assert_true
from sklearn.utils.testing import assert_array_equal
from sklearn.utils.testing import assert_array_almost_equal
from sklearn.base import BaseEstimator, clone
from sklearn.pipeline import Pipeline, FeatureUnion, make_pipeline, make_union
from sklearn.svm import SVC
from sklearn.linear_model import LogisticRegression
from sklearn.linear_model import LinearRegression
from sklearn.feature_selection import SelectKBest, f_classif
from sklearn.decomposition import PCA, RandomizedPCA, TruncatedSVD
from sklearn.datasets import load_iris
from sklearn.preprocessing import StandardScaler
from sklearn.feature_extraction.text import CountVectorizer
JUNK_FOOD_DOCS = (
"the pizza pizza beer copyright",
"the pizza burger beer copyright",
"the the pizza beer beer copyright",
"the burger beer beer copyright",
"the coke burger coke copyright",
"the coke burger burger",
)
class IncorrectT(BaseEstimator):
"""Small class to test parameter dispatching.
"""
def __init__(self, a=None, b=None):
self.a = a
self.b = b
class T(IncorrectT):
def fit(self, X, y):
return self
class TransfT(T):
def transform(self, X, y=None):
return X
class FitParamT(BaseEstimator):
"""Mock classifier
"""
def __init__(self):
self.successful = False
pass
def fit(self, X, y, should_succeed=False):
self.successful = should_succeed
def predict(self, X):
return self.successful
def test_pipeline_init():
""" Test the various init parameters of the pipeline.
"""
assert_raises(TypeError, Pipeline)
# Check that we can't instantiate pipelines with objects without fit
# method
pipe = assert_raises(TypeError, Pipeline, [('svc', IncorrectT)])
# Smoke test with only an estimator
clf = T()
pipe = Pipeline([('svc', clf)])
assert_equal(pipe.get_params(deep=True),
dict(svc__a=None, svc__b=None, svc=clf))
# Check that params are set
pipe.set_params(svc__a=0.1)
assert_equal(clf.a, 0.1)
# Smoke test the repr:
repr(pipe)
# Test with two objects
clf = SVC()
filter1 = SelectKBest(f_classif)
pipe = Pipeline([('anova', filter1), ('svc', clf)])
# Check that we can't use the same stage name twice
assert_raises(ValueError, Pipeline, [('svc', SVC()), ('svc', SVC())])
# Check that params are set
pipe.set_params(svc__C=0.1)
assert_equal(clf.C, 0.1)
# Smoke test the repr:
repr(pipe)
# Check that params are not set when naming them wrong
assert_raises(ValueError, pipe.set_params, anova__C=0.1)
# Test clone
pipe2 = clone(pipe)
assert_false(pipe.named_steps['svc'] is pipe2.named_steps['svc'])
# Check that apart from estimators, the parameters are the same
params = pipe.get_params()
params2 = pipe2.get_params()
# Remove estimators that where copied
params.pop('svc')
params.pop('anova')
params2.pop('svc')
params2.pop('anova')
assert_equal(params, params2)
def test_pipeline_methods_anova():
""" Test the various methods of the pipeline (anova).
"""
iris = load_iris()
X = iris.data
y = iris.target
# Test with Anova + LogisticRegression
clf = LogisticRegression()
filter1 = SelectKBest(f_classif, k=2)
pipe = Pipeline([('anova', filter1), ('logistic', clf)])
pipe.fit(X, y)
pipe.predict(X)
pipe.predict_proba(X)
pipe.predict_log_proba(X)
pipe.score(X, y)
def test_pipeline_fit_params():
"""Test that the pipeline can take fit parameters
"""
pipe = Pipeline([('transf', TransfT()), ('clf', FitParamT())])
pipe.fit(X=None, y=None, clf__should_succeed=True)
# classifier should return True
assert_true(pipe.predict(None))
# and transformer params should not be changed
assert_true(pipe.named_steps['transf'].a is None)
assert_true(pipe.named_steps['transf'].b is None)
def test_pipeline_methods_pca_svm():
"""Test the various methods of the pipeline (pca + svm)."""
iris = load_iris()
X = iris.data
y = iris.target
# Test with PCA + SVC
clf = SVC(probability=True, random_state=0)
pca = PCA(n_components='mle', whiten=True)
pipe = Pipeline([('pca', pca), ('svc', clf)])
pipe.fit(X, y)
pipe.predict(X)
pipe.predict_proba(X)
pipe.predict_log_proba(X)
pipe.score(X, y)
def test_pipeline_methods_preprocessing_svm():
"""Test the various methods of the pipeline (preprocessing + svm)."""
iris = load_iris()
X = iris.data
y = iris.target
n_samples = X.shape[0]
n_classes = len(np.unique(y))
scaler = StandardScaler()
pca = RandomizedPCA(n_components=2, whiten=True)
clf = SVC(probability=True, random_state=0)
for preprocessing in [scaler, pca]:
pipe = Pipeline([('preprocess', preprocessing), ('svc', clf)])
pipe.fit(X, y)
# check shapes of various prediction functions
predict = pipe.predict(X)
assert_equal(predict.shape, (n_samples,))
proba = pipe.predict_proba(X)
assert_equal(proba.shape, (n_samples, n_classes))
log_proba = pipe.predict_log_proba(X)
assert_equal(log_proba.shape, (n_samples, n_classes))
decision_function = pipe.decision_function(X)
assert_equal(decision_function.shape, (n_samples, n_classes))
pipe.score(X, y)
def test_feature_union():
# basic sanity check for feature union
iris = load_iris()
X = iris.data
X -= X.mean(axis=0)
y = iris.target
svd = TruncatedSVD(n_components=2, random_state=0)
select = SelectKBest(k=1)
fs = FeatureUnion([("svd", svd), ("select", select)])
fs.fit(X, y)
X_transformed = fs.transform(X)
assert_equal(X_transformed.shape, (X.shape[0], 3))
# check if it does the expected thing
assert_array_almost_equal(X_transformed[:, :-1], svd.fit_transform(X))
assert_array_equal(X_transformed[:, -1],
select.fit_transform(X, y).ravel())
# test if it also works for sparse input
# We use a different svd object to control the random_state stream
fs = FeatureUnion([("svd", svd), ("select", select)])
X_sp = sparse.csr_matrix(X)
X_sp_transformed = fs.fit_transform(X_sp, y)
assert_array_almost_equal(X_transformed, X_sp_transformed.toarray())
# test setting parameters
fs.set_params(select__k=2)
assert_equal(fs.fit_transform(X, y).shape, (X.shape[0], 4))
# test it works with transformers missing fit_transform
fs = FeatureUnion([("mock", TransfT()), ("svd", svd), ("select", select)])
X_transformed = fs.fit_transform(X, y)
assert_equal(X_transformed.shape, (X.shape[0], 8))
def test_make_union():
pca = PCA()
mock = TransfT()
fu = make_union(pca, mock)
names, transformers = zip(*fu.transformer_list)
assert_equal(names, ("pca", "transft"))
assert_equal(transformers, (pca, mock))
def test_pipeline_transform():
# Test whether pipeline works with a transformer at the end.
# Also test pipeline.transform and pipeline.inverse_transform
iris = load_iris()
X = iris.data
pca = PCA(n_components=2)
pipeline = Pipeline([('pca', pca)])
# test transform and fit_transform:
X_trans = pipeline.fit(X).transform(X)
X_trans2 = pipeline.fit_transform(X)
X_trans3 = pca.fit_transform(X)
assert_array_almost_equal(X_trans, X_trans2)
assert_array_almost_equal(X_trans, X_trans3)
X_back = pipeline.inverse_transform(X_trans)
X_back2 = pca.inverse_transform(X_trans)
assert_array_almost_equal(X_back, X_back2)
def test_pipeline_fit_transform():
# Test whether pipeline works with a transformer missing fit_transform
iris = load_iris()
X = iris.data
y = iris.target
transft = TransfT()
pipeline = Pipeline([('mock', transft)])
# test fit_transform:
X_trans = pipeline.fit_transform(X, y)
X_trans2 = transft.fit(X, y).transform(X)
assert_array_almost_equal(X_trans, X_trans2)
def test_make_pipeline():
t1 = TransfT()
t2 = TransfT()
pipe = make_pipeline(t1, t2)
assert_true(isinstance(pipe, Pipeline))
assert_equal(pipe.steps[0][0], "transft-1")
assert_equal(pipe.steps[1][0], "transft-2")
pipe = make_pipeline(t1, t2, FitParamT())
assert_true(isinstance(pipe, Pipeline))
assert_equal(pipe.steps[0][0], "transft-1")
assert_equal(pipe.steps[1][0], "transft-2")
assert_equal(pipe.steps[2][0], "fitparamt")
def test_feature_union_weights():
# test feature union with transformer weights
iris = load_iris()
X = iris.data
y = iris.target
pca = RandomizedPCA(n_components=2, random_state=0)
select = SelectKBest(k=1)
# test using fit followed by transform
fs = FeatureUnion([("pca", pca), ("select", select)],
transformer_weights={"pca": 10})
fs.fit(X, y)
X_transformed = fs.transform(X)
# test using fit_transform
fs = FeatureUnion([("pca", pca), ("select", select)],
transformer_weights={"pca": 10})
X_fit_transformed = fs.fit_transform(X, y)
# test it works with transformers missing fit_transform
fs = FeatureUnion([("mock", TransfT()), ("pca", pca), ("select", select)],
transformer_weights={"mock": 10})
X_fit_transformed_wo_method = fs.fit_transform(X, y)
# check against expected result
# We use a different pca object to control the random_state stream
assert_array_almost_equal(X_transformed[:, :-1], 10 * pca.fit_transform(X))
assert_array_equal(X_transformed[:, -1],
select.fit_transform(X, y).ravel())
assert_array_almost_equal(X_fit_transformed[:, :-1],
10 * pca.fit_transform(X))
assert_array_equal(X_fit_transformed[:, -1],
select.fit_transform(X, y).ravel())
assert_equal(X_fit_transformed_wo_method.shape, (X.shape[0], 7))
def test_feature_union_parallel():
# test that n_jobs work for FeatureUnion
X = JUNK_FOOD_DOCS
fs = FeatureUnion([
("words", CountVectorizer(analyzer='word')),
("chars", CountVectorizer(analyzer='char')),
])
fs_parallel = FeatureUnion([
("words", CountVectorizer(analyzer='word')),
("chars", CountVectorizer(analyzer='char')),
], n_jobs=2)
fs_parallel2 = FeatureUnion([
("words", CountVectorizer(analyzer='word')),
("chars", CountVectorizer(analyzer='char')),
], n_jobs=2)
fs.fit(X)
X_transformed = fs.transform(X)
assert_equal(X_transformed.shape[0], len(X))
fs_parallel.fit(X)
X_transformed_parallel = fs_parallel.transform(X)
assert_equal(X_transformed.shape, X_transformed_parallel.shape)
assert_array_equal(
X_transformed.toarray(),
X_transformed_parallel.toarray()
)
# fit_transform should behave the same
X_transformed_parallel2 = fs_parallel2.fit_transform(X)
assert_array_equal(
X_transformed.toarray(),
X_transformed_parallel2.toarray()
)
# transformers should stay fit after fit_transform
X_transformed_parallel2 = fs_parallel2.transform(X)
assert_array_equal(
X_transformed.toarray(),
X_transformed_parallel2.toarray()
)
def test_feature_union_feature_names():
word_vect = CountVectorizer(analyzer="word")
char_vect = CountVectorizer(analyzer="char_wb", ngram_range=(3, 3))
ft = FeatureUnion([("chars", char_vect), ("words", word_vect)])
ft.fit(JUNK_FOOD_DOCS)
feature_names = ft.get_feature_names()
for feat in feature_names:
assert_true("chars__" in feat or "words__" in feat)
assert_equal(len(feature_names), 35)
def test_classes_property():
iris = load_iris()
X = iris.data
y = iris.target
reg = make_pipeline(SelectKBest(k=1), LinearRegression())
reg.fit(X, y)
assert_raises(AttributeError, getattr, reg, "classes_")
clf = make_pipeline(SelectKBest(k=1), LogisticRegression(random_state=0))
assert_raises(AttributeError, getattr, clf, "classes_")
clf.fit(X, y)
assert_array_equal(clf.classes_, np.unique(y))
| bsd-3-clause |
tdhopper/scikit-learn | examples/linear_model/plot_ols_ridge_variance.py | 387 | 2060 | #!/usr/bin/python
# -*- coding: utf-8 -*-
"""
=========================================================
Ordinary Least Squares and Ridge Regression Variance
=========================================================
Due to the few points in each dimension and the straight
line that linear regression uses to follow these points
as well as it can, noise on the observations will cause
great variance as shown in the first plot. Every line's slope
can vary quite a bit for each prediction due to the noise
induced in the observations.
Ridge regression is basically minimizing a penalised version
of the least-squared function. The penalising `shrinks` the
value of the regression coefficients.
Despite the few data points in each dimension, the slope
of the prediction is much more stable and the variance
in the line itself is greatly reduced, in comparison to that
of the standard linear regression
"""
print(__doc__)
# Code source: Gaël Varoquaux
# Modified for documentation by Jaques Grobler
# License: BSD 3 clause
import numpy as np
import matplotlib.pyplot as plt
from sklearn import linear_model
X_train = np.c_[.5, 1].T
y_train = [.5, 1]
X_test = np.c_[0, 2].T
np.random.seed(0)
classifiers = dict(ols=linear_model.LinearRegression(),
ridge=linear_model.Ridge(alpha=.1))
fignum = 1
for name, clf in classifiers.items():
fig = plt.figure(fignum, figsize=(4, 3))
plt.clf()
plt.title(name)
ax = plt.axes([.12, .12, .8, .8])
for _ in range(6):
this_X = .1 * np.random.normal(size=(2, 1)) + X_train
clf.fit(this_X, y_train)
ax.plot(X_test, clf.predict(X_test), color='.5')
ax.scatter(this_X, y_train, s=3, c='.5', marker='o', zorder=10)
clf.fit(X_train, y_train)
ax.plot(X_test, clf.predict(X_test), linewidth=2, color='blue')
ax.scatter(X_train, y_train, s=30, c='r', marker='+', zorder=10)
ax.set_xticks(())
ax.set_yticks(())
ax.set_ylim((0, 1.6))
ax.set_xlabel('X')
ax.set_ylabel('y')
ax.set_xlim(0, 2)
fignum += 1
plt.show()
| bsd-3-clause |
ElDeveloper/scikit-learn | examples/decomposition/plot_pca_iris.py | 253 | 1801 | #!/usr/bin/python
# -*- coding: utf-8 -*-
"""
=========================================================
PCA example with Iris Data-set
=========================================================
Principal Component Analysis applied to the Iris dataset.
See `here <http://en.wikipedia.org/wiki/Iris_flower_data_set>`_ for more
information on this dataset.
"""
print(__doc__)
# Code source: Gaël Varoquaux
# License: BSD 3 clause
import numpy as np
import matplotlib.pyplot as plt
from mpl_toolkits.mplot3d import Axes3D
from sklearn import decomposition
from sklearn import datasets
np.random.seed(5)
centers = [[1, 1], [-1, -1], [1, -1]]
iris = datasets.load_iris()
X = iris.data
y = iris.target
fig = plt.figure(1, figsize=(4, 3))
plt.clf()
ax = Axes3D(fig, rect=[0, 0, .95, 1], elev=48, azim=134)
plt.cla()
pca = decomposition.PCA(n_components=3)
pca.fit(X)
X = pca.transform(X)
for name, label in [('Setosa', 0), ('Versicolour', 1), ('Virginica', 2)]:
ax.text3D(X[y == label, 0].mean(),
X[y == label, 1].mean() + 1.5,
X[y == label, 2].mean(), name,
horizontalalignment='center',
bbox=dict(alpha=.5, edgecolor='w', facecolor='w'))
# Reorder the labels to have colors matching the cluster results
y = np.choose(y, [1, 2, 0]).astype(np.float)
ax.scatter(X[:, 0], X[:, 1], X[:, 2], c=y, cmap=plt.cm.spectral)
x_surf = [X[:, 0].min(), X[:, 0].max(),
X[:, 0].min(), X[:, 0].max()]
y_surf = [X[:, 0].max(), X[:, 0].max(),
X[:, 0].min(), X[:, 0].min()]
x_surf = np.array(x_surf)
y_surf = np.array(y_surf)
v0 = pca.transform(pca.components_[0])
v0 /= v0[-1]
v1 = pca.transform(pca.components_[1])
v1 /= v1[-1]
ax.w_xaxis.set_ticklabels([])
ax.w_yaxis.set_ticklabels([])
ax.w_zaxis.set_ticklabels([])
plt.show()
| bsd-3-clause |
mayavanand/RMMAFinalProject | azimuth/features/featurization.py | 1 | 26462 | import pandas
import time
import sklearn
import numpy as np
import Bio.SeqUtils as SeqUtil
import Bio.Seq as Seq
import util
import sys
import Bio.SeqUtils.MeltingTemp as Tm
import pickle
import itertools
def featurize_data(data, learn_options, Y, gene_position, pam_audit=True, length_audit=True):
'''
assumes that data contains the 30mer
returns set of features from which one can make a kernel for each one
'''
all_lens = data['30mer'].apply(len).values
unique_lengths = np.unique(all_lens)
num_lengths = len(unique_lengths)
assert num_lengths == 1, "should only have sequences of a single length, but found %s: %s" % (num_lengths, str(unique_lengths))
print "Constructing features..."
t0 = time.time()
feature_sets = {}
if learn_options["nuc_features"]:
# spectrum kernels (position-independent) and weighted degree kernels (position-dependent)
get_all_order_nuc_features(data['30mer'], feature_sets, learn_options, learn_options["order"], max_index_to_use=30)
check_feature_set(feature_sets)
if learn_options["gc_features"]:
gc_above_10, gc_below_10, gc_count = gc_features(data, length_audit)
feature_sets['gc_above_10'] = pandas.DataFrame(gc_above_10)
feature_sets['gc_below_10'] = pandas.DataFrame(gc_below_10)
feature_sets['gc_count'] = pandas.DataFrame(gc_count)
if learn_options["pam_features"]:
pam_above_1, pam_equals_1, pam_count = pam_features(data, length_audit)
feature_sets['pam_above_1'] = pandas.DataFrame(pam_above_1)
feature_sets['pam_equals_1'] = pandas.DataFrame(pam_equals_1)
feature_sets['pam_count'] = pandas.DataFrame(pam_count)
'''
if learn_options["repeat_features"]:
repeat_above_0, repeat_equals_0, repeat_count = repeat_features(data, length_audit)
feature_sets['repeat_above_0'] = pandas.DataFrame(repeat_above_0)
feature_sets['repeat_equals_1'] = pandas.DataFrame(repeat_equals_0)
feature_sets['repeat_count'] = pandas.DataFrame(repeat_count)
'''
if learn_options["include_gene_position"]:
# gene_position_columns = ["Amino Acid Cut position", "Percent Peptide", "Nucleotide cut position"]
# gene_position_columns = ["Percent Peptide", "Nucleotide cut position"]
for set in gene_position.columns:
set_name = set
feature_sets[set_name] = pandas.DataFrame(gene_position[set])
feature_sets["Percent Peptide <50%"] = feature_sets["Percent Peptide"] < 50
feature_sets["Percent Peptide <50%"]['Percent Peptide <50%'] = feature_sets["Percent Peptide <50%"].pop("Percent Peptide")
if learn_options["include_gene_effect"]:
print "including gene effect"
gene_names = Y['Target gene']
enc = sklearn.preprocessing.OneHotEncoder()
label_encoder = sklearn.preprocessing.LabelEncoder()
label_encoder.fit(gene_names)
one_hot_genes = np.array(enc.fit_transform(label_encoder.transform(gene_names)[:, None]).todense())
feature_sets["gene effect"] = pandas.DataFrame(one_hot_genes,
columns=["gene_%d" % i for i in range(one_hot_genes.shape[1])], index=gene_names.index)
if learn_options['include_known_pairs']:
feature_sets['known pairs'] = pandas.DataFrame(Y['test'])
if learn_options["include_NGGX_interaction"]:
feature_sets["NGGX"] = NGGX_interaction_feature(data, pam_audit)
#if learn_options["include_NGGXX_interaction"]:
# feature_sets["NGGXX"] = NGGXX_interaction_feature(data, pam_audit)
if learn_options["include_Tm"]:
feature_sets["Tm"] = Tm_feature(data, pam_audit)
if learn_options["include_sgRNAscore"]:
feature_sets["sgRNA Score"] = pandas.DataFrame(data["sgRNA Score"])
if learn_options["include_drug"]:
# feature_sets["drug"] = pandas.DataFrame(data["drug"])
drug_names = Y.index.get_level_values('drug').tolist()
enc = sklearn.preprocessing.OneHotEncoder()
label_encoder = sklearn.preprocessing.LabelEncoder()
label_encoder.fit(drug_names)
one_hot_drugs = np.array(enc.fit_transform(label_encoder.transform(drug_names)[:, None]).todense())
feature_sets["drug"] = pandas.DataFrame(one_hot_drugs, columns=["drug_%d" % i for i in range(one_hot_drugs.shape[1])], index=drug_names)
if learn_options['include_strand']:
feature_sets['Strand effect'] = (pandas.DataFrame(data['Strand']) == 'sense')*1
if learn_options["include_gene_feature"]:
feature_sets["gene features"] = gene_feature(Y, data, learn_options)
if learn_options["include_gene_guide_feature"] > 0:
tmp_feature_sets = gene_guide_feature(Y, data, learn_options)
for key in tmp_feature_sets:
feature_sets[key] = tmp_feature_sets[key]
if learn_options["include_microhomology"]:
feature_sets["microhomology"] = get_micro_homology_features(Y['Target gene'], learn_options, data)
t1 = time.time()
print "\t\tElapsed time for constructing features is %.2f seconds" % (t1-t0)
check_feature_set(feature_sets)
if learn_options['normalize_features']:
assert("should not be here as doesn't make sense when we make one-off predictions, but could make sense for internal model comparisons when using regularized models")
feature_sets = normalize_feature_sets(feature_sets)
check_feature_set(feature_sets)
return feature_sets
def check_feature_set(feature_sets):
'''
Ensure the # of people is the same in each feature set
'''
assert feature_sets != {}, "no feature sets present"
N = None
for ft in feature_sets.keys():
N2 = feature_sets[ft].shape[0]
if N is None:
N = N2
else:
assert N >= 1, "should be at least one individual"
assert N == N2, "# of individuals do not match up across feature sets"
for set in feature_sets.keys():
if np.any(np.isnan(feature_sets[set])):
raise Exception("found Nan in set %s" % set)
def NGGX_interaction_feature(data, pam_audit=True):
'''
assuming 30-mer, grab the NGGX _ _ positions, and make a one-hot
encoding of the NX nucleotides yielding 4x4=16 features
'''
sequence = data['30mer'].values
feat_NX = pandas.DataFrame()
# check that GG is where we think
for seq in sequence:
if pam_audit and seq[25:27] != "GG":
raise Exception("expected GG but found %s" % seq[25:27])
NX = seq[24]+seq[27]
NX_onehot = nucleotide_features(NX,order=2, feature_type='pos_dependent', max_index_to_use=2, prefix="NGGX")
# NX_onehot[:] = np.random.rand(NX_onehot.shape[0]) ##TESTING RANDOM FEATURE
feat_NX = pandas.concat([feat_NX, NX_onehot], axis=1)
return feat_NX.T
def NGGXX_interaction_feature(data, pam_audit=True):
#added by Maya and Rachel
#assuming 30-mer, grab the NGGXX _ _ positions, and make a one-hot
#encoding of the NXX nucleotides yielding 4x4x4=64 features
sequence = data['30mer'].values
feat_NXX = pandas.DataFrame()
# check that GG is where we think
for seq in sequence:
if pam_audit and seq[25:27] != "GG":
raise Exception("expected GG but found %s" % seq[25:27])
NXX = seq[24]+seq[27]+seq[28]
NXX_onehot = nucleotide_features(NXX, order=3, feature_type='pos_dependent', max_index_to_use=3, prefix="NGGXX")
# NXX_onehot[:] = np.random.rand(NXX_onehot.shape[0]) ##TESTING RANDOM FEATURE
feat_NXX = pandas.concat([feat_NXX, NXX_onehot], axis=1)
return feat_NXX.T
def countPAM(s, length_audit=True):
#added by Maya and Rachel
#number of PAMs for the entire 30mer
if length_audit:
assert len(s) == 30
#check to ensure s of right length
numPams = 0
i = 1
while(i < 30):
if s[i] == 'G':
if s[i+1] == 'G':
numPams = numPams+1
i = i+3
return numPams
def countRepeats(s, length_audit=True):
#added by Maya and Rachel
#number of repeats for the entire 30mer
D = {}
i = 0
numRepeats = 0
while(i < 30):
codon = s[i] + s[i+1] + s[i+2]
if codon in D.keys():
D[codon] = D[codon] + 1
else:
D[codon] = 1
i = i+3
for key in D.keys():
if D[key] != 1:
numRepeats = numRepeats + D[key] - 1
return numRepeats
def get_all_order_nuc_features(data, feature_sets, learn_options, maxorder, max_index_to_use, prefix=""):
for order in range(1, maxorder+1):
print "\t\tconstructing order %s features" % order
nuc_features_pd, nuc_features_pi = apply_nucleotide_features(data, order, learn_options["num_proc"],
include_pos_independent=True, max_index_to_use=max_index_to_use, prefix=prefix)
feature_sets['%s_nuc_pd_Order%i' % (prefix, order)] = nuc_features_pd
if learn_options['include_pi_nuc_feat']:
feature_sets['%s_nuc_pi_Order%i' % (prefix, order)] = nuc_features_pi
check_feature_set(feature_sets)
print "\t\t\t\t\t\t\tdone"
def countGC(s, length_audit=True):
'''
GC content for only the 20mer, as per the Doench paper/code
'''
if length_audit:
assert len(s) == 30, "seems to assume 30mer"
return len(s[4:24].replace('A', '').replace('T', ''))
def SeqUtilFeatures(data):
'''
assuming '30-mer'is a key
get melting temperature features from:
0-the 30-mer ("global Tm")
1-the Tm (melting temperature) of the DNA:RNA hybrid from positions 16 - 20 of the sgRNA, i.e. the 5nts immediately proximal of the NGG PAM
2-the Tm of the DNA:RNA hybrid from position 8 - 15 (i.e. 8 nt)
3-the Tm of the DNA:RNA hybrid from position 3 - 7 (i.e. 5 nt)
'''
sequence = data['30mer'].values
num_features = 1
featarray = np.ones((sequence.shape[0], num_features))
for i, seq in enumerate(sequence):
assert len(seq) == 30, "seems to assume 30mer"
featarray[i, 0] = SeqUtil.molecular_weight(str(seq))
feat = pandas.DataFrame(pandas.DataFrame(featarray))
return feat
def organism_feature(data):
'''
Human vs. mouse
'''
organism = np.array(data['Organism'].values)
feat = pandas.DataFrame(pandas.DataFrame(featarray))
import ipdb; ipdb.set_trace()
return feat
def get_micro_homology_features(gene_names, learn_options, X):
# originally was flipping the guide itself as necessary, but now flipping the gene instead
print "building microhomology features"
feat = pandas.DataFrame(index=X.index)
feat["mh_score"] = ""
feat["oof_score"] = ""
#with open(r"tmp\V%s_gene_mismatches.csv" % learn_options["V"],'wb') as f:
if True:
# number of nulceotides to take to the left and right of the guide
k_mer_length_left = 9
k_mer_length_right = 21
for gene in gene_names.unique():
gene_seq = Seq.Seq(util.get_gene_sequence(gene)).reverse_complement()
guide_inds = np.where(gene_names.values == gene)[0]
print "getting microhomology for all %d guides in gene %s" % (len(guide_inds), gene)
for j, ps in enumerate(guide_inds):
guide_seq = Seq.Seq(X['30mer'][ps])
strand = X['Strand'][ps]
if strand=='sense':
gene_seq = gene_seq.reverse_complement()
# figure out the sequence to the left and right of this guide, in the gene
ind = gene_seq.find(guide_seq)
if ind==-1:
gene_seq = gene_seq.reverse_complement()
ind = gene_seq.find(guide_seq)
#assert ind != -1, "still didn't work"
#print "shouldn't get here"
else:
#print "all good"
pass
#assert ind != -1, "could not find guide in gene"
if ind==-1:
#print "***could not find guide %s for gene %s" % (str(guide_seq), str(gene))
#if.write(str(gene) + "," + str(guide_seq))
mh_score = 0
oof_score = 0
else:
#print "worked"
assert gene_seq[ind:(ind+len(guide_seq))]==guide_seq, "match not right"
left_win = gene_seq[(ind - k_mer_length_left):ind]
right_win = gene_seq[(ind + len(guide_seq)):(ind + len(guide_seq) + k_mer_length_right)]
#if strand=='antisense':
# # it's arbitrary which of sense and anti-sense we flip, we just want
# # to keep them in the same relative alphabet/direction
# left_win = left_win.reverse_complement()
# right_win = right_win.reverse_complement()
assert len(left_win.tostring())==k_mer_length_left
assert len(right_win.tostring())==k_mer_length_right
sixtymer = str(left_win) + str(guide_seq) + str(right_win)
assert len(sixtymer)==60, "should be of length 60"
mh_score, oof_score = microhomology.compute_score(sixtymer)
feat.ix[ps,"mh_score"] = mh_score
feat.ix[ps,"oof_score"] = oof_score
print "computed microhomology of %s" % (str(gene))
return pandas.DataFrame(feat, dtype='float')
def local_gene_seq_features(gene_names, learn_options, X):
print "building local gene sequence features"
feat = pandas.DataFrame(index=X.index)
feat["gene_left_win"] = ""
feat["gene_right_win"] = ""
# number of nulceotides to take to the left and right of the guide
k_mer_length = learn_options['include_gene_guide_feature']
for gene in gene_names.unique():
gene_seq = Seq.Seq(util.get_gene_sequence(gene)).reverse_complement()
for ps in np.where(gene_names.values==gene)[0]:
guide_seq = Seq.Seq(X['30mer'][ps])
strand = X['Strand'][ps]
if strand=='sense':
guide_seq = guide_seq.reverse_complement()
#gene_seq = gene_seq.reverse_complement()
# figure out the sequence to the left and right of this guide, in the gene
ind = gene_seq.find(guide_seq)
if ind ==-1:
#gene_seq = gene_seq.reverse_complement()
#ind = gene_seq.find(guide_seq)
assert ind != -1, "could not find guide in gene"
assert gene_seq[ind:(ind+len(guide_seq))]==guide_seq, "match not right"
left_win = gene_seq[(ind - k_mer_length):ind]
right_win = gene_seq[(ind + len(guide_seq)):(ind + len(guide_seq) + k_mer_length)]
if strand=='antisense':
# it's arbitrary which of sense and anti-sense we flip, we just want
# to keep them in the same relative alphabet/direction
left_win = left_win.reverse_complement()
right_win = right_win.reverse_complement()
assert not left_win.tostring()=="", "k_mer_context, %s, is too large" % k_mer_length
assert not left_win.tostring()=="", "k_mer_context, %s, is too large" % k_mer_length
assert len(left_win)==len(right_win), "k_mer_context, %s, is too large" % k_mer_length
feat.ix[ps,"gene_left_win"] = left_win.tostring()
feat.ix[ps,"gene_right_win"] = right_win.tostring()
print "featurizing local context of %s" % (gene)
feature_sets = {}
get_all_order_nuc_features(feat["gene_left_win"], feature_sets, learn_options, learn_options["order"], max_index_to_use=sys.maxint, prefix="gene_left_win")
get_all_order_nuc_features(feat["gene_right_win"], feature_sets, learn_options, learn_options["order"], max_index_to_use=sys.maxint, prefix="gene_right_win")
return feature_sets
def gene_feature(Y, X, learn_options):
'''
Things like the sequence of the gene, the DNA Tm of the gene, etc.
'''
gene_names = Y['Target gene']
gene_length = np.zeros((gene_names.values.shape[0], 1))
gc_content = np.zeros((gene_names.shape[0], 1))
temperature = np.zeros((gene_names.shape[0], 1))
molecular_weight = np.zeros((gene_names.shape[0], 1))
for gene in gene_names.unique():
seq = util.get_gene_sequence(gene)
gene_length[gene_names.values==gene] = len(seq)
gc_content[gene_names.values==gene] = SeqUtil.GC(seq)
temperature[gene_names.values==gene] = Tm.Tm_staluc(seq, rna=False)
molecular_weight[gene_names.values==gene] = SeqUtil.molecular_weight(seq, 'DNA')
all = np.concatenate((gene_length, gc_content, temperature, molecular_weight), axis=1)
df = pandas.DataFrame(data=all, index=gene_names.index, columns=['gene length',
'gene GC content',
'gene temperature',
'gene molecular weight'])
return df
def gene_guide_feature(Y, X, learn_options):
#features, which are related to parts of the gene-local to the guide, and
#possibly incorporating the guide or interactions with it
#expensive, so pickle if necessary
gene_file = r"..\data\gene_seq_feat_V%s_km%s.ord%s.pickle" % (learn_options['V'], learn_options['include_gene_guide_feature'], learn_options['order'])
if False: #os.path.isfile(gene_file): #while debugging, comment out
print "loading local gene seq feats from file %s" % gene_file
with open(gene_file, "rb") as f: feature_sets = pickle.load(f)
else:
feature_sets = local_gene_seq_features(Y['Target gene'], learn_options, X)
print "writing local gene seq feats to file %s" % gene_file
with open(gene_file, "wb") as f: pickle.dump(feature_sets, f)
return feature_sets
def gc_cont(seq):
return (seq.count('G') + seq.count('C'))/float(len(seq))
def Tm_feature(data, pam_audit=True):
'''
assuming '30-mer'is a key
get melting temperature features from:
0-the 30-mer ("global Tm")
1-the Tm (melting temperature) of the DNA:RNA hybrid from positions 16 - 20 of the sgRNA, i.e. the 5nts immediately proximal of the NGG PAM
2-the Tm of the DNA:RNA hybrid from position 8 - 15 (i.e. 8 nt)
3-the Tm of the DNA:RNA hybrid from position 3 - 7 (i.e. 5 nt)
'''
sequence = data['30mer'].values
featarray = np.ones((sequence.shape[0],4))
for i, seq in enumerate(sequence):
if pam_audit and seq[25:27]!="GG":
raise Exception("expected GG but found %s" % seq[25:27])
rna = False
featarray[i,0] = Tm.Tm_staluc(seq, rna=rna) #30mer Tm
featarray[i,1] = Tm.Tm_staluc(seq[19:24], rna=rna) #5nts immediately proximal of the NGG PAM
featarray[i,2] = Tm.Tm_staluc(seq[11:19], rna=rna) #8-mer
featarray[i,3] = Tm.Tm_staluc(seq[6:11], rna=rna) #5-mer
feat = pandas.DataFrame(featarray, index=data.index, columns=["Tm global_%s" % rna, "5mer_end_%s" %rna, "8mer_middle_%s" %rna, "5mer_start_%s" %rna])
return feat
def gc_features(data, audit=True):
gc_count = data['30mer'].apply(lambda seq: countGC(seq, audit))
gc_count.name = 'GC count'
gc_above_10 = (gc_count > 10)*1
gc_above_10.name = 'GC > 10'
gc_below_10 = (gc_count < 10)*1
gc_below_10.name = 'GC < 10'
return gc_above_10, gc_below_10, gc_count
def pam_features(data, audit=True):
pam_count = data['30mer'].apply(lambda seq: countPAM(seq, audit))
pam_count.name = 'PAM count'
pam_above_1 = (pam_count > 1)*1
pam_above_1.name = 'PAM > 1'
pam_equals_1 = (pam_count < 2)*1
pam_equals_1.name = 'PAM = 1'
return pam_above_1, pam_equals_1, pam_count
def repeat_features(data, audit=True):
repeat_count = data['30mer'].apply(lambda seq: countRepeats(seq, audit))
repeat_count.name = 'repeat count'
repeat_above_0 = (repeat_count > 0)*1
repeat_above_0.name = 'repeat > 0'
repeat_equals_0 = (repeat_count < 1)*1
repeat_equals_0.name = 'repeat < 1'
return repeat_above_0, repeat_equals_0, repeat_count
def normalize_features(data,axis):
'''
input: Pandas.DataFrame of dtype=np.float64 array, of dimensions
mean-center, and unit variance each feature
'''
data -= data.mean(axis)
data /= data.std(axis)
# remove rows with NaNs
data = data.dropna(1)
if np.any(np.isnan(data.values)): raise Exception("found NaN in normalized features")
return data
def apply_nucleotide_features(seq_data_frame, order, num_proc, include_pos_independent, max_index_to_use, prefix=""):
fast = True
if include_pos_independent:
feat_pd = seq_data_frame.apply(nucleotide_features, args=(order, max_index_to_use, prefix, 'pos_dependent'))
feat_pi = seq_data_frame.apply(nucleotide_features, args=(order, max_index_to_use, prefix, 'pos_independent'))
assert not np.any(np.isnan(feat_pd)), "nans here can arise from sequences of different lengths"
assert not np.any(np.isnan(feat_pi)), "nans here can arise from sequences of different lengths"
return feat_pd, feat_pi
else:
feat_pd = seq_data_frame.apply(nucleotide_features, args=(order, max_index_to_use, prefix, 'pos_dependent'))
assert not np.any(np.isnan(feat_pd)), "found nan in feat_pd"
return feat_pd
def get_alphabet(order, raw_alphabet = ['A', 'T', 'C', 'G']):
alphabet = ["".join(i) for i in itertools.product(raw_alphabet, repeat=order)]
return alphabet, raw_alphabet
def nucleotide_features(s, order, max_index_to_use, prefix="", feature_type='all', raw_alphabet = ['A', 'T', 'C', 'G']):
'''
compute position-specific order-mer features for the 4-letter alphabet
(e.g. for a sequence of length 30, there are 30*4 single nucleotide features
and (30-1)*4^2=464 double nucleotide features
'''
assert feature_type in ['all', 'pos_independent', 'pos_dependent']
if max_index_to_use <= len(s):
#print "WARNING: trimming max_index_to use down to length of string=%s" % len(s)
max_index_to_use = len(s)
if max_index_to_use is not None:
s = s[:max_index_to_use]
#assert(len(s)==30, "length not 30")
#s = s[:30] #cut-off at thirty to clean up extra data that they accidentally left in, and were instructed to ignore in this way
alphabet, raw_alphabet = get_alphabet(order, raw_alphabet = raw_alphabet)
features_pos_dependent = np.zeros(len(alphabet)*(len(s)-(order-1)))
features_pos_independent = np.zeros(np.power(len(raw_alphabet),order))
for position in range(0, len(s)-order+1, 1):
nucl = s[position:position+order]
features_pos_dependent[alphabet.index(nucl) + (position*len(alphabet))] = 1.0
features_pos_independent[alphabet.index(nucl)] += 1.0
index_dependent = ['%s_pd.Order%d_P%d' % (prefix, order, i) for i in range(len(features_pos_dependent))]
if np.any(np.isnan(features_pos_dependent)):
raise Exception("found nan features in features_pos_dependent")
if np.any(np.isnan(features_pos_independent)):
raise Exception("found nan features in features_pos_independent")
if feature_type == 'all' or feature_type == 'pos_independent':
index_independent = ['%s_pi.Order%d_P%d' % (prefix, order,i) for i in range(len(features_pos_independent))]
if feature_type == 'all':
res = pandas.Series(features_pos_dependent,index=index_dependent), pandas.Series(features_pos_independent,index=index_independent)
assert not np.any(np.isnan(res.values))
return res
else:
res = pandas.Series(features_pos_independent, index=index_independent)
assert not np.any(np.isnan(res.values))
return res
res = pandas.Series(features_pos_dependent, index=index_dependent)
assert not np.any(np.isnan(res.values))
return res
def nucleotide_features_dictionary(prefix=''):
seqname = ['-4', '-3', '-2', '-1']
seqname.extend([str(i) for i in range(1,21)])
seqname.extend(['N', 'G', 'G', '+1', '+2', '+3'])
orders = [1, 2, 3]
sequence = 30
feature_names_dep = []
feature_names_indep = []
index_dependent = []
index_independent = []
for order in orders:
raw_alphabet = ['A', 'T', 'C', 'G']
alphabet = ["".join(i) for i in itertools.product(raw_alphabet, repeat=order)]
features_pos_dependent = np.zeros(len(alphabet)*(sequence-(order-1)))
features_pos_independent = np.zeros(np.power(len(raw_alphabet),order))
index_dependent.extend(['%s_pd.Order%d_P%d' % (prefix, order, i) for i in range(len(features_pos_dependent))])
index_independent.extend(['%s_pi.Order%d_P%d' % (prefix, order,i) for i in range(len(features_pos_independent))])
for pos in range(sequence-(order-1)):
for letter in alphabet:
feature_names_dep.append('%s_%s' % (letter, seqname[pos]))
for letter in alphabet:
feature_names_indep.append('%s' % letter)
assert len(feature_names_indep) == len(index_independent)
assert len(feature_names_dep) == len(index_dependent)
index_all = index_dependent + index_independent
feature_all = feature_names_dep + feature_names_indep
return dict(zip(index_all, feature_all))
def normalize_feature_sets(feature_sets):
'''
zero-mean, unit-variance each feature within each set
'''
print "Normalizing features..."
t1 = time.time()
new_feature_sets = {}
for set in feature_sets:
new_feature_sets[set] = normalize_features(feature_sets[set],axis=0)
if np.any(np.isnan(new_feature_sets[set].values)):
raise Exception("found Nan feature values in set=%s" % set)
assert new_feature_sets[set].shape[1] > 0, "0 columns of features"
t2 = time.time()
print "\t\tElapsed time for normalizing features is %.2f seconds" % (t2-t1)
return new_feature_sets
| bsd-3-clause |
phdowling/scikit-learn | examples/neighbors/plot_approximate_nearest_neighbors_scalability.py | 225 | 5719 | """
============================================
Scalability of Approximate Nearest Neighbors
============================================
This example studies the scalability profile of approximate 10-neighbors
queries using the LSHForest with ``n_estimators=20`` and ``n_candidates=200``
when varying the number of samples in the dataset.
The first plot demonstrates the relationship between query time and index size
of LSHForest. Query time is compared with the brute force method in exact
nearest neighbor search for the same index sizes. The brute force queries have a
very predictable linear scalability with the index (full scan). LSHForest index
have sub-linear scalability profile but can be slower for small datasets.
The second plot shows the speedup when using approximate queries vs brute force
exact queries. The speedup tends to increase with the dataset size but should
reach a plateau typically when doing queries on datasets with millions of
samples and a few hundreds of dimensions. Higher dimensional datasets tends to
benefit more from LSHForest indexing.
The break even point (speedup = 1) depends on the dimensionality and structure
of the indexed data and the parameters of the LSHForest index.
The precision of approximate queries should decrease slowly with the dataset
size. The speed of the decrease depends mostly on the LSHForest parameters and
the dimensionality of the data.
"""
from __future__ import division
print(__doc__)
# Authors: Maheshakya Wijewardena <[email protected]>
# Olivier Grisel <[email protected]>
#
# License: BSD 3 clause
###############################################################################
import time
import numpy as np
from sklearn.datasets.samples_generator import make_blobs
from sklearn.neighbors import LSHForest
from sklearn.neighbors import NearestNeighbors
import matplotlib.pyplot as plt
# Parameters of the study
n_samples_min = int(1e3)
n_samples_max = int(1e5)
n_features = 100
n_centers = 100
n_queries = 100
n_steps = 6
n_iter = 5
# Initialize the range of `n_samples`
n_samples_values = np.logspace(np.log10(n_samples_min),
np.log10(n_samples_max),
n_steps).astype(np.int)
# Generate some structured data
rng = np.random.RandomState(42)
all_data, _ = make_blobs(n_samples=n_samples_max + n_queries,
n_features=n_features, centers=n_centers, shuffle=True,
random_state=0)
queries = all_data[:n_queries]
index_data = all_data[n_queries:]
# Metrics to collect for the plots
average_times_exact = []
average_times_approx = []
std_times_approx = []
accuracies = []
std_accuracies = []
average_speedups = []
std_speedups = []
# Calculate the average query time
for n_samples in n_samples_values:
X = index_data[:n_samples]
# Initialize LSHForest for queries of a single neighbor
lshf = LSHForest(n_estimators=20, n_candidates=200,
n_neighbors=10).fit(X)
nbrs = NearestNeighbors(algorithm='brute', metric='cosine',
n_neighbors=10).fit(X)
time_approx = []
time_exact = []
accuracy = []
for i in range(n_iter):
# pick one query at random to study query time variability in LSHForest
query = queries[rng.randint(0, n_queries)]
t0 = time.time()
exact_neighbors = nbrs.kneighbors(query, return_distance=False)
time_exact.append(time.time() - t0)
t0 = time.time()
approx_neighbors = lshf.kneighbors(query, return_distance=False)
time_approx.append(time.time() - t0)
accuracy.append(np.in1d(approx_neighbors, exact_neighbors).mean())
average_time_exact = np.mean(time_exact)
average_time_approx = np.mean(time_approx)
speedup = np.array(time_exact) / np.array(time_approx)
average_speedup = np.mean(speedup)
mean_accuracy = np.mean(accuracy)
std_accuracy = np.std(accuracy)
print("Index size: %d, exact: %0.3fs, LSHF: %0.3fs, speedup: %0.1f, "
"accuracy: %0.2f +/-%0.2f" %
(n_samples, average_time_exact, average_time_approx, average_speedup,
mean_accuracy, std_accuracy))
accuracies.append(mean_accuracy)
std_accuracies.append(std_accuracy)
average_times_exact.append(average_time_exact)
average_times_approx.append(average_time_approx)
std_times_approx.append(np.std(time_approx))
average_speedups.append(average_speedup)
std_speedups.append(np.std(speedup))
# Plot average query time against n_samples
plt.figure()
plt.errorbar(n_samples_values, average_times_approx, yerr=std_times_approx,
fmt='o-', c='r', label='LSHForest')
plt.plot(n_samples_values, average_times_exact, c='b',
label="NearestNeighbors(algorithm='brute', metric='cosine')")
plt.legend(loc='upper left', fontsize='small')
plt.ylim(0, None)
plt.ylabel("Average query time in seconds")
plt.xlabel("n_samples")
plt.grid(which='both')
plt.title("Impact of index size on response time for first "
"nearest neighbors queries")
# Plot average query speedup versus index size
plt.figure()
plt.errorbar(n_samples_values, average_speedups, yerr=std_speedups,
fmt='o-', c='r')
plt.ylim(0, None)
plt.ylabel("Average speedup")
plt.xlabel("n_samples")
plt.grid(which='both')
plt.title("Speedup of the approximate NN queries vs brute force")
# Plot average precision versus index size
plt.figure()
plt.errorbar(n_samples_values, accuracies, std_accuracies, fmt='o-', c='c')
plt.ylim(0, 1.1)
plt.ylabel("precision@10")
plt.xlabel("n_samples")
plt.grid(which='both')
plt.title("precision of 10-nearest-neighbors queries with index size")
plt.show()
| bsd-3-clause |
kcompher/BuildingMachineLearningSystemsWithPython | ch08/stacked.py | 4 | 1057 | # This code is supporting material for the book
# Building Machine Learning Systems with Python
# by Willi Richert and Luis Pedro Coelho
# published by PACKT Publishing
#
# It is made available under the MIT License
from __future__ import print_function
from sklearn.linear_model import LinearRegression
from load_ml100k import load
import numpy as np
import similar_movie
import usermodel
import corrneighbours
reviews = load()
reg = LinearRegression()
es = np.array([
usermodel.all_estimates(reviews),
corrneighbours.all_estimates(reviews),
similar_movies.all_estimates(reviews),
])
reviews = reviews.toarray()
total_error = 0.0
coefficients = []
for u in xrange(reviews.shape[0]):
es0 = np.delete(es, u, 1)
r0 = np.delete(reviews, u, 0)
X, Y = np.where(r0 > 0)
X = es[:, X, Y]
y = r0[r0 > 0]
reg.fit(X.T, y)
coefficients.append(reg.coef_)
r0 = reviews[u]
X = np.where(r0 > 0)
p0 = reg.predict(es[:, u, X].squeeze().T)
err0 = r0[r0 > 0] - p0
total_error += np.dot(err0, err0)
print(u)
| mit |
tiagofrepereira2012/tensorflow | tensorflow/examples/learn/text_classification.py | 12 | 6651 | # Copyright 2016 The TensorFlow Authors. All Rights Reserved.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
"""Example of Estimator for DNN-based text classification with DBpedia data."""
from __future__ import absolute_import
from __future__ import division
from __future__ import print_function
import argparse
import sys
import numpy as np
import pandas
from sklearn import metrics
import tensorflow as tf
FLAGS = None
MAX_DOCUMENT_LENGTH = 10
EMBEDDING_SIZE = 50
n_words = 0
MAX_LABEL = 15
WORDS_FEATURE = 'words' # Name of the input words feature.
def estimator_spec_for_softmax_classification(
logits, labels, mode):
"""Returns EstimatorSpec instance for softmax classification."""
predicted_classes = tf.argmax(logits, 1)
if mode == tf.estimator.ModeKeys.PREDICT:
return tf.estimator.EstimatorSpec(
mode=mode,
predictions={
'class': predicted_classes,
'prob': tf.nn.softmax(logits)
})
onehot_labels = tf.one_hot(labels, MAX_LABEL, 1, 0)
loss = tf.losses.softmax_cross_entropy(
onehot_labels=onehot_labels, logits=logits)
if mode == tf.estimator.ModeKeys.TRAIN:
optimizer = tf.train.AdamOptimizer(learning_rate=0.01)
train_op = optimizer.minimize(loss, global_step=tf.train.get_global_step())
return tf.estimator.EstimatorSpec(mode, loss=loss, train_op=train_op)
eval_metric_ops = {
'accuracy': tf.metrics.accuracy(
labels=labels, predictions=predicted_classes)
}
return tf.estimator.EstimatorSpec(
mode=mode, loss=loss, eval_metric_ops=eval_metric_ops)
def bag_of_words_model(features, labels, mode):
"""A bag-of-words model. Note it disregards the word order in the text."""
bow_column = tf.feature_column.categorical_column_with_identity(
WORDS_FEATURE, num_buckets=n_words)
bow_embedding_column = tf.feature_column.embedding_column(
bow_column, dimension=EMBEDDING_SIZE)
bow = tf.feature_column.input_layer(
features,
feature_columns=[bow_embedding_column])
logits = tf.layers.dense(bow, MAX_LABEL, activation=None)
return estimator_spec_for_softmax_classification(
logits=logits, labels=labels, mode=mode)
def rnn_model(features, labels, mode):
"""RNN model to predict from sequence of words to a class."""
# Convert indexes of words into embeddings.
# This creates embeddings matrix of [n_words, EMBEDDING_SIZE] and then
# maps word indexes of the sequence into [batch_size, sequence_length,
# EMBEDDING_SIZE].
word_vectors = tf.contrib.layers.embed_sequence(
features[WORDS_FEATURE], vocab_size=n_words, embed_dim=EMBEDDING_SIZE)
# Split into list of embedding per word, while removing doc length dim.
# word_list results to be a list of tensors [batch_size, EMBEDDING_SIZE].
word_list = tf.unstack(word_vectors, axis=1)
# Create a Gated Recurrent Unit cell with hidden size of EMBEDDING_SIZE.
cell = tf.contrib.rnn.GRUCell(EMBEDDING_SIZE)
# Create an unrolled Recurrent Neural Networks to length of
# MAX_DOCUMENT_LENGTH and passes word_list as inputs for each unit.
_, encoding = tf.contrib.rnn.static_rnn(cell, word_list, dtype=tf.float32)
# Given encoding of RNN, take encoding of last step (e.g hidden size of the
# neural network of last step) and pass it as features for softmax
# classification over output classes.
logits = tf.layers.dense(encoding, MAX_LABEL, activation=None)
return estimator_spec_for_softmax_classification(
logits=logits, labels=labels, mode=mode)
def main(unused_argv):
global n_words
# Prepare training and testing data
dbpedia = tf.contrib.learn.datasets.load_dataset(
'dbpedia', test_with_fake_data=FLAGS.test_with_fake_data)
x_train = pandas.DataFrame(dbpedia.train.data)[1]
y_train = pandas.Series(dbpedia.train.target)
x_test = pandas.DataFrame(dbpedia.test.data)[1]
y_test = pandas.Series(dbpedia.test.target)
# Process vocabulary
vocab_processor = tf.contrib.learn.preprocessing.VocabularyProcessor(
MAX_DOCUMENT_LENGTH)
x_transform_train = vocab_processor.fit_transform(x_train)
x_transform_test = vocab_processor.transform(x_test)
x_train = np.array(list(x_transform_train))
x_test = np.array(list(x_transform_test))
n_words = len(vocab_processor.vocabulary_)
print('Total words: %d' % n_words)
# Build model
# Switch between rnn_model and bag_of_words_model to test different models.
model_fn = rnn_model
if FLAGS.bow_model:
# Subtract 1 because VocabularyProcessor outputs a word-id matrix where word
# ids start from 1 and 0 means 'no word'. But
# categorical_column_with_identity assumes 0-based count and uses -1 for
# missing word.
x_train -= 1
x_test -= 1
model_fn = bag_of_words_model
classifier = tf.estimator.Estimator(model_fn=model_fn)
# Train.
train_input_fn = tf.estimator.inputs.numpy_input_fn(
x={WORDS_FEATURE: x_train},
y=y_train,
batch_size=len(x_train),
num_epochs=None,
shuffle=True)
classifier.train(input_fn=train_input_fn, steps=100)
# Predict.
test_input_fn = tf.estimator.inputs.numpy_input_fn(
x={WORDS_FEATURE: x_test},
y=y_test,
num_epochs=1,
shuffle=False)
predictions = classifier.predict(input_fn=test_input_fn)
y_predicted = np.array(list(p['class'] for p in predictions))
y_predicted = y_predicted.reshape(np.array(y_test).shape)
# Score with sklearn.
score = metrics.accuracy_score(y_test, y_predicted)
print('Accuracy (sklearn): {0:f}'.format(score))
# Score with tensorflow.
scores = classifier.evaluate(input_fn=test_input_fn)
print('Accuracy (tensorflow): {0:f}'.format(scores['accuracy']))
if __name__ == '__main__':
parser = argparse.ArgumentParser()
parser.add_argument(
'--test_with_fake_data',
default=False,
help='Test the example code with fake data.',
action='store_true')
parser.add_argument(
'--bow_model',
default=False,
help='Run with BOW model instead of RNN.',
action='store_true')
FLAGS, unparsed = parser.parse_known_args()
tf.app.run(main=main, argv=[sys.argv[0]] + unparsed)
| apache-2.0 |
rrohan/scikit-learn | examples/cluster/plot_kmeans_stability_low_dim_dense.py | 338 | 4324 | """
============================================================
Empirical evaluation of the impact of k-means initialization
============================================================
Evaluate the ability of k-means initializations strategies to make
the algorithm convergence robust as measured by the relative standard
deviation of the inertia of the clustering (i.e. the sum of distances
to the nearest cluster center).
The first plot shows the best inertia reached for each combination
of the model (``KMeans`` or ``MiniBatchKMeans``) and the init method
(``init="random"`` or ``init="kmeans++"``) for increasing values of the
``n_init`` parameter that controls the number of initializations.
The second plot demonstrate one single run of the ``MiniBatchKMeans``
estimator using a ``init="random"`` and ``n_init=1``. This run leads to
a bad convergence (local optimum) with estimated centers stuck
between ground truth clusters.
The dataset used for evaluation is a 2D grid of isotropic Gaussian
clusters widely spaced.
"""
print(__doc__)
# Author: Olivier Grisel <[email protected]>
# License: BSD 3 clause
import numpy as np
import matplotlib.pyplot as plt
import matplotlib.cm as cm
from sklearn.utils import shuffle
from sklearn.utils import check_random_state
from sklearn.cluster import MiniBatchKMeans
from sklearn.cluster import KMeans
random_state = np.random.RandomState(0)
# Number of run (with randomly generated dataset) for each strategy so as
# to be able to compute an estimate of the standard deviation
n_runs = 5
# k-means models can do several random inits so as to be able to trade
# CPU time for convergence robustness
n_init_range = np.array([1, 5, 10, 15, 20])
# Datasets generation parameters
n_samples_per_center = 100
grid_size = 3
scale = 0.1
n_clusters = grid_size ** 2
def make_data(random_state, n_samples_per_center, grid_size, scale):
random_state = check_random_state(random_state)
centers = np.array([[i, j]
for i in range(grid_size)
for j in range(grid_size)])
n_clusters_true, n_features = centers.shape
noise = random_state.normal(
scale=scale, size=(n_samples_per_center, centers.shape[1]))
X = np.concatenate([c + noise for c in centers])
y = np.concatenate([[i] * n_samples_per_center
for i in range(n_clusters_true)])
return shuffle(X, y, random_state=random_state)
# Part 1: Quantitative evaluation of various init methods
fig = plt.figure()
plots = []
legends = []
cases = [
(KMeans, 'k-means++', {}),
(KMeans, 'random', {}),
(MiniBatchKMeans, 'k-means++', {'max_no_improvement': 3}),
(MiniBatchKMeans, 'random', {'max_no_improvement': 3, 'init_size': 500}),
]
for factory, init, params in cases:
print("Evaluation of %s with %s init" % (factory.__name__, init))
inertia = np.empty((len(n_init_range), n_runs))
for run_id in range(n_runs):
X, y = make_data(run_id, n_samples_per_center, grid_size, scale)
for i, n_init in enumerate(n_init_range):
km = factory(n_clusters=n_clusters, init=init, random_state=run_id,
n_init=n_init, **params).fit(X)
inertia[i, run_id] = km.inertia_
p = plt.errorbar(n_init_range, inertia.mean(axis=1), inertia.std(axis=1))
plots.append(p[0])
legends.append("%s with %s init" % (factory.__name__, init))
plt.xlabel('n_init')
plt.ylabel('inertia')
plt.legend(plots, legends)
plt.title("Mean inertia for various k-means init across %d runs" % n_runs)
# Part 2: Qualitative visual inspection of the convergence
X, y = make_data(random_state, n_samples_per_center, grid_size, scale)
km = MiniBatchKMeans(n_clusters=n_clusters, init='random', n_init=1,
random_state=random_state).fit(X)
fig = plt.figure()
for k in range(n_clusters):
my_members = km.labels_ == k
color = cm.spectral(float(k) / n_clusters, 1)
plt.plot(X[my_members, 0], X[my_members, 1], 'o', marker='.', c=color)
cluster_center = km.cluster_centers_[k]
plt.plot(cluster_center[0], cluster_center[1], 'o',
markerfacecolor=color, markeredgecolor='k', markersize=6)
plt.title("Example cluster allocation with a single random init\n"
"with MiniBatchKMeans")
plt.show()
| bsd-3-clause |
ZhouJiaLinmumu/Grasp-and-lift-EEG-challenge | lvl2/genEns.py | 4 | 3742 | # -*- coding: utf-8 -*-
"""
Created on Sat Aug 15 14:12:12 2015
@author: rc, alex
"""
import os
import sys
if __name__ == '__main__' and __package__ is None:
filePath = os.path.dirname(os.path.dirname(os.path.abspath(__file__)))
sys.path.append(filePath)
import numpy as np
import yaml
from copy import deepcopy
from collections import OrderedDict
from sklearn.metrics import roc_auc_score
from sklearn.cross_validation import LeaveOneLabelOut
from preprocessing.aux import getEventNames
from utils.ensembles import createEnsFunc, loadPredictions, getLvl1ModelList
from ensembling.WeightedMean import WeightedMeanClassifier
from ensembling.NeuralNet import NeuralNet
from ensembling.XGB import XGB
def _from_yaml_to_func(method, params):
"""go from yaml to method.
Need to be here for accesing local variables.
"""
prm = dict()
if params is not None:
for key, val in params.iteritems():
prm[key] = eval(str(val))
return eval(method)(**prm)
# ## here read YAML and build models ###
yml = yaml.load(open(sys.argv[1]))
fileName = yml['Meta']['file']
if 'subsample' in yml['Meta']:
subsample = yml['Meta']['subsample']
else:
subsample = 1
modelName, modelParams = yml['Model'].iteritems().next()
model_base = _from_yaml_to_func(modelName, modelParams)
ensemble = yml['Model'][modelName]['ensemble']
addSubjectID = True if 'addSubjectID' in yml.keys() else False
mode = sys.argv[2]
if mode == 'val':
test = False
elif mode == 'test':
test = True
else:
raise('Invalid mode. Please specify either val or test')
print('Running %s in mode %s, predictions will be saved as %s' % (modelName,mode,fileName))
######
cols = getEventNames()
ids = np.load('../infos_test.npy')
subjects_test = ids[:, 1]
series_test = ids[:, 2]
ids = ids[:, 0]
labels = np.load('../infos_val.npy')
subjects = labels[:, -2]
series = labels[:, -1]
labels = labels[:, :-2]
allCols = range(len(cols))
# ## loading predictions ###
files = getLvl1ModelList()
preds_val = OrderedDict()
for f in files:
loadPredictions(preds_val, f[0], f[1])
# validity check
for m in ensemble:
assert(m in preds_val)
# ## train/test ###
aggr = createEnsFunc(ensemble)
dataTrain = aggr(preds_val)
preds_val = None
# optionally adding subjectIDs
if addSubjectID:
dataTrain = np.c_[dataTrain, subjects]
np.random.seed(4234521)
if test:
# train the model
model = deepcopy(model_base)
model.fit(dataTrain[::subsample], labels[::subsample])
dataTrain = None
# load test data
preds_test = OrderedDict()
for f in files:
loadPredictions(preds_test, f[0], f[1], test=True)
dataTest = aggr(preds_test)
preds_test = None
# switch to add subjects
if addSubjectID:
dataTest = np.c_[dataTest, subjects_test]
# get predictions
p = model.predict_proba(dataTest)
np.save('test/test_%s.npy' % fileName, [p])
else:
auc_tot = []
p = np.zeros(labels.shape)
cv = LeaveOneLabelOut(series)
for fold, (train, test) in enumerate(cv):
model = deepcopy(model_base)
if modelName == 'NeuralNet':
# passing also test data to print out test error during training
model.fit(dataTrain[train], labels[train], dataTrain[test],
labels[test])
else:
model.fit(dataTrain[train][::subsample], labels[train][::subsample])
p[test] = model.predict_proba(dataTrain[test])
auc = [roc_auc_score(labels[test][:, col], p[test][:, col])
for col in allCols]
auc_tot.append(np.mean(auc))
print('Fold %d, score: %.5f' % (fold, auc_tot[-1]))
print('AUC: %.5f' % np.mean(auc_tot))
np.save('val/val_%s.npy' % fileName, [p])
| bsd-3-clause |
HKUST-SING/tensorflow | tensorflow/examples/learn/mnist.py | 45 | 3999 | # Copyright 2016 The TensorFlow Authors. All Rights Reserved.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
"""This showcases how simple it is to build image classification networks.
It follows description from this TensorFlow tutorial:
https://www.tensorflow.org/versions/master/tutorials/mnist/pros/index.html#deep-mnist-for-experts
"""
from __future__ import absolute_import
from __future__ import division
from __future__ import print_function
import numpy as np
from sklearn import metrics
import tensorflow as tf
layers = tf.contrib.layers
learn = tf.contrib.learn
def max_pool_2x2(tensor_in):
return tf.nn.max_pool(
tensor_in, ksize=[1, 2, 2, 1], strides=[1, 2, 2, 1], padding='SAME')
def conv_model(feature, target, mode):
"""2-layer convolution model."""
# Convert the target to a one-hot tensor of shape (batch_size, 10) and
# with a on-value of 1 for each one-hot vector of length 10.
target = tf.one_hot(tf.cast(target, tf.int32), 10, 1, 0)
# Reshape feature to 4d tensor with 2nd and 3rd dimensions being
# image width and height final dimension being the number of color channels.
feature = tf.reshape(feature, [-1, 28, 28, 1])
# First conv layer will compute 32 features for each 5x5 patch
with tf.variable_scope('conv_layer1'):
h_conv1 = layers.convolution2d(
feature, 32, kernel_size=[5, 5], activation_fn=tf.nn.relu)
h_pool1 = max_pool_2x2(h_conv1)
# Second conv layer will compute 64 features for each 5x5 patch.
with tf.variable_scope('conv_layer2'):
h_conv2 = layers.convolution2d(
h_pool1, 64, kernel_size=[5, 5], activation_fn=tf.nn.relu)
h_pool2 = max_pool_2x2(h_conv2)
# reshape tensor into a batch of vectors
h_pool2_flat = tf.reshape(h_pool2, [-1, 7 * 7 * 64])
# Densely connected layer with 1024 neurons.
h_fc1 = layers.dropout(
layers.fully_connected(
h_pool2_flat, 1024, activation_fn=tf.nn.relu),
keep_prob=0.5,
is_training=mode == tf.contrib.learn.ModeKeys.TRAIN)
# Compute logits (1 per class) and compute loss.
logits = layers.fully_connected(h_fc1, 10, activation_fn=None)
loss = tf.losses.softmax_cross_entropy(target, logits)
# Create a tensor for training op.
train_op = layers.optimize_loss(
loss,
tf.contrib.framework.get_global_step(),
optimizer='SGD',
learning_rate=0.001)
return tf.argmax(logits, 1), loss, train_op
def main(unused_args):
### Download and load MNIST dataset.
mnist = learn.datasets.load_dataset('mnist')
### Linear classifier.
feature_columns = learn.infer_real_valued_columns_from_input(
mnist.train.images)
classifier = learn.LinearClassifier(
feature_columns=feature_columns, n_classes=10)
classifier.fit(mnist.train.images,
mnist.train.labels.astype(np.int32),
batch_size=100,
steps=1000)
score = metrics.accuracy_score(mnist.test.labels,
list(classifier.predict(mnist.test.images)))
print('Accuracy: {0:f}'.format(score))
### Convolutional network
classifier = learn.Estimator(model_fn=conv_model)
classifier.fit(mnist.train.images,
mnist.train.labels,
batch_size=100,
steps=20000)
score = metrics.accuracy_score(mnist.test.labels,
list(classifier.predict(mnist.test.images)))
print('Accuracy: {0:f}'.format(score))
if __name__ == '__main__':
tf.app.run()
| apache-2.0 |
sarahgrogan/scikit-learn | doc/tutorial/text_analytics/skeletons/exercise_01_language_train_model.py | 254 | 2005 | """Build a language detector model
The goal of this exercise is to train a linear classifier on text features
that represent sequences of up to 3 consecutive characters so as to be
recognize natural languages by using the frequencies of short character
sequences as 'fingerprints'.
"""
# Author: Olivier Grisel <[email protected]>
# License: Simplified BSD
import sys
from sklearn.feature_extraction.text import TfidfVectorizer
from sklearn.linear_model import Perceptron
from sklearn.pipeline import Pipeline
from sklearn.datasets import load_files
from sklearn.cross_validation import train_test_split
from sklearn import metrics
# The training data folder must be passed as first argument
languages_data_folder = sys.argv[1]
dataset = load_files(languages_data_folder)
# Split the dataset in training and test set:
docs_train, docs_test, y_train, y_test = train_test_split(
dataset.data, dataset.target, test_size=0.5)
# TASK: Build a an vectorizer that splits strings into sequence of 1 to 3
# characters instead of word tokens
# TASK: Build a vectorizer / classifier pipeline using the previous analyzer
# the pipeline instance should stored in a variable named clf
# TASK: Fit the pipeline on the training set
# TASK: Predict the outcome on the testing set in a variable named y_predicted
# Print the classification report
print(metrics.classification_report(y_test, y_predicted,
target_names=dataset.target_names))
# Plot the confusion matrix
cm = metrics.confusion_matrix(y_test, y_predicted)
print(cm)
#import pylab as pl
#pl.matshow(cm, cmap=pl.cm.jet)
#pl.show()
# Predict the result on some short new sentences:
sentences = [
u'This is a language detection test.',
u'Ceci est un test de d\xe9tection de la langue.',
u'Dies ist ein Test, um die Sprache zu erkennen.',
]
predicted = clf.predict(sentences)
for s, p in zip(sentences, predicted):
print(u'The language of "%s" is "%s"' % (s, dataset.target_names[p]))
| bsd-3-clause |
smukoehler/SDB-control | mpcdriver.py | 1 | 3535 | import urlparse
import datetime
import urllib2
from smap.driver import SmapDriver
from smap.util import periodicSequentialCall
from smap.contrib import dtutil
from sklearn import linear_model
from smap.archiver.client import RepublishClient
from functools import partial
from mpc import *
class SimpleMPC(SmapDriver):
def setup(self, opts):
self.rate = float( opts.get('rate' , 120 ) )
self.archiver_url = opts.get('archiver')
self.input_variables = opts.get('input_variables', None)
self.state_variables = opts.get('state_variables', None).split(',')
self.read_stream_data()
self.setup_model()
'''
Create MPC kernel
'''
def setup_model(self):
self.mpc_model = MPC()
'''
Function that runs periodically to update the model
'''
def start(self):
self._loop = periodicSequentialCall(self.predict)
self._loop.start(self.rate)
for clientlist in self.repubclients.itervalues():
for c in clientlist:
c.connect()
def predict(self):
# Input vector at step t-1
input_vector_t_1 = self.construct_input(-1)
# State vector at step t-1
state_vector_t_1 = self.construct_state(-1)
if input_vector_t_1 == None or state_vector_t_1 == None:
return
# Call mpc kernel to add data
self.mpc_model.add_data( input_vector_t_1 , state_vector_t_1 )
# Input vector at time t
input_vector_t = self.construct_input(0)
# predict by calling at mpc kernel
prediction = self.mpc_model.predict( input_vector_t )
# Get model parameters
params = self.mpc_model.get_model()
# Do post processing
self.post_processing(i , prediction, self.construct_state(i)[0], params)
'''
Reads data to be supplied to build the model
'''
def read_stream_data(self):
self.points = {}
self.repubclients = {}
for name in self.input_variables:
point = name.strip()
self.points[point] = []
self.repubclients[point] = [RepublishClient(self.archiver_url, partial(self.cb, point), restrict="Metadata/Name = '" + str(point) + "'")]
for name in self.state_variables:
point = name.strip()
self.points[point] = []
self.repubclients[point] = [RepublishClient(self.archiver_url, partial(self.cb, point), restrict="Metadata/Name = '" + str(point) + "'")]
def cb(self, point, _, data):
value = data[-1][-1][1]
print 'Received',point,'=',value
self.points[point].append(value)
'''
Constructs an input vector at a particular timestep
'''
def construct_input(self, step):
input_vector = []
try:
for point in self.input_variables:
input_vector.append( self.points[point][ step - 1] )
for point in self.state_variables:
input_vector.append( self.points[point][ step - 2] )
except:
return None
return input_vector
'''
Constructs the state vector at a particular timestep
'''
def construct_state(self, step):
state_vector = []
try:
for point in self.state_variables:
state_vector.append( self.points[point][ step - 1 ])
except:
return None
return state_vector
'''
Do post processing
'''
def post_processing(self, step, prediction, state_t, params ):
# Do post processing
for i in range(len(self.state_variables)):
self.add('/' + self.state_variables[i] + "-predicted" , prediction[i] )
for j in range(len(self.input_variables)):
self.add('/' + self.state_variables[i] + "-mpc-param-effect-of-" + self.input_variables[j], params[j])
for j in range(len(self.state_variables)):
self.add('/' + self.state_variables[i] + "-mpc-param-effect-of-" + self.state_variables[j], params[ len(self.input_variables) + j])
| bsd-2-clause |
CylanceSPEAR/IntroductionToMachineLearningForSecurityPros | IDPanel/train_lr_model.py | 1 | 4200 | from idpanel.training.vectorization import load_raw_feature_vectors
from idpanel.training.features import load_raw_features
from idpanel.labels import load_labels
from sklearn.cross_validation import train_test_split
from sklearn.linear_model import LogisticRegression
from sklearn.metrics import confusion_matrix
import warnings
from sklearn.metrics import roc_curve, auc
import numpy as np
import matplotlib.pyplot as plt
import pickle
def classify(model, sample):
labels = sorted(model.keys())
proba = []
for label in labels:
proba.append(model[label].predict_proba(sample)[0, 1])
label = None
proba = np.array(proba)
if (proba > 0.5).sum() > 0:
label = labels[proba.argmax()]
return label, labels, proba
if __name__ == "__main__" or True:
from argparse import ArgumentParser
parser = ArgumentParser(
prog=__file__,
description="Train Logistic Regression Model",
)
parser.add_argument("-p", "--penalty", choices=["l1", "l2"], default="l2")
parser.add_argument("-d", "--dual", action='store_true', default=False)
parser.add_argument("-C", type=float, default=1.0)
parser.add_argument("-f", "--fit-intercept", default=True, action='store_true')
parser.add_argument("-i", "--intercept-scaling", type=float, default=1.0)
parser.add_argument("-m", "--max-iter", type=int, default=100)
parser.add_argument("-s", "--solver", choices=["newton-cg", "lbfgs", "liblinear", "sag"], default="liblinear")
parser.add_argument("-t", "--tol", type=float, default=0.0001)
args = parser.parse_args()
warnings.warn = lambda x, y: x
label_indeces = load_labels()
raw_features = load_raw_features()
original_labels, names, vectors = load_raw_feature_vectors()
labels = [1 if l != "not_panel" else 0 for l in original_labels]
vectors = np.array(vectors)
print "Creating training and testing sets"
X_train, X_test, y_train, y_test = train_test_split(vectors, labels, stratify=labels)
print X_train.shape[0], "samples in training set,", len(set(list(y_train))), "labels in training set"
print X_test.shape[0], "samples in training set,", len(set(list(y_test))), "labels in testing set"
lr = LogisticRegression(
n_jobs=-1,
penalty=args.penalty,
dual=args.dual,
C=args.C,
fit_intercept=args.fit_intercept,
intercept_scaling=args.intercept_scaling,
max_iter=args.max_iter,
solver=args.solver,
tol=args.tol
)
lr.fit(X_train, y_train)
#print (lr.feature_importances_ != 0).sum()
pred = lr.predict(X_test)
pred_proba = lr.predict_proba(X_test)
print "Confusion Matrix:"
print confusion_matrix(y_test, pred)
#print np.array(y_test) == 1
pos_hist, pos_bin_edges = np.histogram(pred_proba[np.array(y_test) == 1, 1],
bins=[0, .1, .2, .3, .4, .5, .6, .7, .8, .9, 1])
neg_hist, neg_bin_edges = np.histogram(pred_proba[np.array(y_test) == 0, 1],
bins=[0, .1, .2, .3, .4, .5, .6, .7, .8, .9, 1])
fig, (ax1, ax2) = plt.subplots(2, 1)
#print pos_hist.shape, pos_bin_edges.shape
#print neg_hist.tolist()
ax1.plot(pos_bin_edges[:-1] + 0.05, pos_hist, color='green', linestyle='solid', label="Positives")
ax1.plot(neg_bin_edges[:-1] + 0.05, neg_hist, color='red', linestyle='solid', label="Negatives")
ax1.set_xlim(0.0, 1.0)
ax1.set_ylim(0.0, max(neg_hist.max(), pos_hist.max()))
ax1.set_xlabel('Threshold')
ax1.set_ylabel('Sample Count')
ax1.set_title('Positive Classification Thresholds')
ax1.legend(loc="upper left")
fpr, tpr, _ = roc_curve(y_test, pred_proba[:, 1])
roc_auc = auc(fpr, tpr)
ax2.plot(fpr, tpr, linewidth=4)
ax2.plot([0, 1], [0, 1], 'r--')
#ax2.xlim([0.0, 1.0])
#ax2.ylim([0.0, 1.05])
ax2.set_xlabel('False Positive Rate')
ax2.set_ylabel('True Positive Rate')
ax2.set_title('Logistic Regression ROC Curve')
#ax2.legend(loc="lower right")
plt.show()
with open("bot_model.lrmdl", "w") as f:
pickle.dump({"model": lr, "relevant_features": lr.coef_ != 0}, f)
| gpl-3.0 |
Titan-C/scikit-learn | sklearn/linear_model/omp.py | 8 | 31640 | """Orthogonal matching pursuit algorithms
"""
# Author: Vlad Niculae
#
# License: BSD 3 clause
import warnings
import numpy as np
from scipy import linalg
from scipy.linalg.lapack import get_lapack_funcs
from .base import LinearModel, _pre_fit
from ..base import RegressorMixin
from ..utils import as_float_array, check_array, check_X_y
from ..model_selection import check_cv
from ..externals.joblib import Parallel, delayed
solve_triangular_args = {'check_finite': False}
premature = """ Orthogonal matching pursuit ended prematurely due to linear
dependence in the dictionary. The requested precision might not have been met.
"""
def _cholesky_omp(X, y, n_nonzero_coefs, tol=None, copy_X=True,
return_path=False):
"""Orthogonal Matching Pursuit step using the Cholesky decomposition.
Parameters
----------
X : array, shape (n_samples, n_features)
Input dictionary. Columns are assumed to have unit norm.
y : array, shape (n_samples,)
Input targets
n_nonzero_coefs : int
Targeted number of non-zero elements
tol : float
Targeted squared error, if not None overrides n_nonzero_coefs.
copy_X : bool, optional
Whether the design matrix X must be copied by the algorithm. A false
value is only helpful if X is already Fortran-ordered, otherwise a
copy is made anyway.
return_path : bool, optional. Default: False
Whether to return every value of the nonzero coefficients along the
forward path. Useful for cross-validation.
Returns
-------
gamma : array, shape (n_nonzero_coefs,)
Non-zero elements of the solution
idx : array, shape (n_nonzero_coefs,)
Indices of the positions of the elements in gamma within the solution
vector
coef : array, shape (n_features, n_nonzero_coefs)
The first k values of column k correspond to the coefficient value
for the active features at that step. The lower left triangle contains
garbage. Only returned if ``return_path=True``.
n_active : int
Number of active features at convergence.
"""
if copy_X:
X = X.copy('F')
else: # even if we are allowed to overwrite, still copy it if bad order
X = np.asfortranarray(X)
min_float = np.finfo(X.dtype).eps
nrm2, swap = linalg.get_blas_funcs(('nrm2', 'swap'), (X,))
potrs, = get_lapack_funcs(('potrs',), (X,))
alpha = np.dot(X.T, y)
residual = y
gamma = np.empty(0)
n_active = 0
indices = np.arange(X.shape[1]) # keeping track of swapping
max_features = X.shape[1] if tol is not None else n_nonzero_coefs
if solve_triangular_args:
# new scipy, don't need to initialize because check_finite=False
L = np.empty((max_features, max_features), dtype=X.dtype)
else:
# old scipy, we need the garbage upper triangle to be non-Inf
L = np.zeros((max_features, max_features), dtype=X.dtype)
L[0, 0] = 1.
if return_path:
coefs = np.empty_like(L)
while True:
lam = np.argmax(np.abs(np.dot(X.T, residual)))
if lam < n_active or alpha[lam] ** 2 < min_float:
# atom already selected or inner product too small
warnings.warn(premature, RuntimeWarning, stacklevel=2)
break
if n_active > 0:
# Updates the Cholesky decomposition of X' X
L[n_active, :n_active] = np.dot(X[:, :n_active].T, X[:, lam])
linalg.solve_triangular(L[:n_active, :n_active],
L[n_active, :n_active],
trans=0, lower=1,
overwrite_b=True,
**solve_triangular_args)
v = nrm2(L[n_active, :n_active]) ** 2
if 1 - v <= min_float: # selected atoms are dependent
warnings.warn(premature, RuntimeWarning, stacklevel=2)
break
L[n_active, n_active] = np.sqrt(1 - v)
X.T[n_active], X.T[lam] = swap(X.T[n_active], X.T[lam])
alpha[n_active], alpha[lam] = alpha[lam], alpha[n_active]
indices[n_active], indices[lam] = indices[lam], indices[n_active]
n_active += 1
# solves LL'x = y as a composition of two triangular systems
gamma, _ = potrs(L[:n_active, :n_active], alpha[:n_active], lower=True,
overwrite_b=False)
if return_path:
coefs[:n_active, n_active - 1] = gamma
residual = y - np.dot(X[:, :n_active], gamma)
if tol is not None and nrm2(residual) ** 2 <= tol:
break
elif n_active == max_features:
break
if return_path:
return gamma, indices[:n_active], coefs[:, :n_active], n_active
else:
return gamma, indices[:n_active], n_active
def _gram_omp(Gram, Xy, n_nonzero_coefs, tol_0=None, tol=None,
copy_Gram=True, copy_Xy=True, return_path=False):
"""Orthogonal Matching Pursuit step on a precomputed Gram matrix.
This function uses the Cholesky decomposition method.
Parameters
----------
Gram : array, shape (n_features, n_features)
Gram matrix of the input data matrix
Xy : array, shape (n_features,)
Input targets
n_nonzero_coefs : int
Targeted number of non-zero elements
tol_0 : float
Squared norm of y, required if tol is not None.
tol : float
Targeted squared error, if not None overrides n_nonzero_coefs.
copy_Gram : bool, optional
Whether the gram matrix must be copied by the algorithm. A false
value is only helpful if it is already Fortran-ordered, otherwise a
copy is made anyway.
copy_Xy : bool, optional
Whether the covariance vector Xy must be copied by the algorithm.
If False, it may be overwritten.
return_path : bool, optional. Default: False
Whether to return every value of the nonzero coefficients along the
forward path. Useful for cross-validation.
Returns
-------
gamma : array, shape (n_nonzero_coefs,)
Non-zero elements of the solution
idx : array, shape (n_nonzero_coefs,)
Indices of the positions of the elements in gamma within the solution
vector
coefs : array, shape (n_features, n_nonzero_coefs)
The first k values of column k correspond to the coefficient value
for the active features at that step. The lower left triangle contains
garbage. Only returned if ``return_path=True``.
n_active : int
Number of active features at convergence.
"""
Gram = Gram.copy('F') if copy_Gram else np.asfortranarray(Gram)
if copy_Xy:
Xy = Xy.copy()
min_float = np.finfo(Gram.dtype).eps
nrm2, swap = linalg.get_blas_funcs(('nrm2', 'swap'), (Gram,))
potrs, = get_lapack_funcs(('potrs',), (Gram,))
indices = np.arange(len(Gram)) # keeping track of swapping
alpha = Xy
tol_curr = tol_0
delta = 0
gamma = np.empty(0)
n_active = 0
max_features = len(Gram) if tol is not None else n_nonzero_coefs
if solve_triangular_args:
# new scipy, don't need to initialize because check_finite=False
L = np.empty((max_features, max_features), dtype=Gram.dtype)
else:
# old scipy, we need the garbage upper triangle to be non-Inf
L = np.zeros((max_features, max_features), dtype=Gram.dtype)
L[0, 0] = 1.
if return_path:
coefs = np.empty_like(L)
while True:
lam = np.argmax(np.abs(alpha))
if lam < n_active or alpha[lam] ** 2 < min_float:
# selected same atom twice, or inner product too small
warnings.warn(premature, RuntimeWarning, stacklevel=3)
break
if n_active > 0:
L[n_active, :n_active] = Gram[lam, :n_active]
linalg.solve_triangular(L[:n_active, :n_active],
L[n_active, :n_active],
trans=0, lower=1,
overwrite_b=True,
**solve_triangular_args)
v = nrm2(L[n_active, :n_active]) ** 2
if 1 - v <= min_float: # selected atoms are dependent
warnings.warn(premature, RuntimeWarning, stacklevel=3)
break
L[n_active, n_active] = np.sqrt(1 - v)
Gram[n_active], Gram[lam] = swap(Gram[n_active], Gram[lam])
Gram.T[n_active], Gram.T[lam] = swap(Gram.T[n_active], Gram.T[lam])
indices[n_active], indices[lam] = indices[lam], indices[n_active]
Xy[n_active], Xy[lam] = Xy[lam], Xy[n_active]
n_active += 1
# solves LL'x = y as a composition of two triangular systems
gamma, _ = potrs(L[:n_active, :n_active], Xy[:n_active], lower=True,
overwrite_b=False)
if return_path:
coefs[:n_active, n_active - 1] = gamma
beta = np.dot(Gram[:, :n_active], gamma)
alpha = Xy - beta
if tol is not None:
tol_curr += delta
delta = np.inner(gamma, beta[:n_active])
tol_curr -= delta
if abs(tol_curr) <= tol:
break
elif n_active == max_features:
break
if return_path:
return gamma, indices[:n_active], coefs[:, :n_active], n_active
else:
return gamma, indices[:n_active], n_active
def orthogonal_mp(X, y, n_nonzero_coefs=None, tol=None, precompute=False,
copy_X=True, return_path=False,
return_n_iter=False):
"""Orthogonal Matching Pursuit (OMP)
Solves n_targets Orthogonal Matching Pursuit problems.
An instance of the problem has the form:
When parametrized by the number of non-zero coefficients using
`n_nonzero_coefs`:
argmin ||y - X\gamma||^2 subject to ||\gamma||_0 <= n_{nonzero coefs}
When parametrized by error using the parameter `tol`:
argmin ||\gamma||_0 subject to ||y - X\gamma||^2 <= tol
Read more in the :ref:`User Guide <omp>`.
Parameters
----------
X : array, shape (n_samples, n_features)
Input data. Columns are assumed to have unit norm.
y : array, shape (n_samples,) or (n_samples, n_targets)
Input targets
n_nonzero_coefs : int
Desired number of non-zero entries in the solution. If None (by
default) this value is set to 10% of n_features.
tol : float
Maximum norm of the residual. If not None, overrides n_nonzero_coefs.
precompute : {True, False, 'auto'},
Whether to perform precomputations. Improves performance when n_targets
or n_samples is very large.
copy_X : bool, optional
Whether the design matrix X must be copied by the algorithm. A false
value is only helpful if X is already Fortran-ordered, otherwise a
copy is made anyway.
return_path : bool, optional. Default: False
Whether to return every value of the nonzero coefficients along the
forward path. Useful for cross-validation.
return_n_iter : bool, optional default False
Whether or not to return the number of iterations.
Returns
-------
coef : array, shape (n_features,) or (n_features, n_targets)
Coefficients of the OMP solution. If `return_path=True`, this contains
the whole coefficient path. In this case its shape is
(n_features, n_features) or (n_features, n_targets, n_features) and
iterating over the last axis yields coefficients in increasing order
of active features.
n_iters : array-like or int
Number of active features across every target. Returned only if
`return_n_iter` is set to True.
See also
--------
OrthogonalMatchingPursuit
orthogonal_mp_gram
lars_path
decomposition.sparse_encode
Notes
-----
Orthogonal matching pursuit was introduced in S. Mallat, Z. Zhang,
Matching pursuits with time-frequency dictionaries, IEEE Transactions on
Signal Processing, Vol. 41, No. 12. (December 1993), pp. 3397-3415.
(http://blanche.polytechnique.fr/~mallat/papiers/MallatPursuit93.pdf)
This implementation is based on Rubinstein, R., Zibulevsky, M. and Elad,
M., Efficient Implementation of the K-SVD Algorithm using Batch Orthogonal
Matching Pursuit Technical Report - CS Technion, April 2008.
http://www.cs.technion.ac.il/~ronrubin/Publications/KSVD-OMP-v2.pdf
"""
X = check_array(X, order='F', copy=copy_X)
copy_X = False
if y.ndim == 1:
y = y.reshape(-1, 1)
y = check_array(y)
if y.shape[1] > 1: # subsequent targets will be affected
copy_X = True
if n_nonzero_coefs is None and tol is None:
# default for n_nonzero_coefs is 0.1 * n_features
# but at least one.
n_nonzero_coefs = max(int(0.1 * X.shape[1]), 1)
if tol is not None and tol < 0:
raise ValueError("Epsilon cannot be negative")
if tol is None and n_nonzero_coefs <= 0:
raise ValueError("The number of atoms must be positive")
if tol is None and n_nonzero_coefs > X.shape[1]:
raise ValueError("The number of atoms cannot be more than the number "
"of features")
if precompute == 'auto':
precompute = X.shape[0] > X.shape[1]
if precompute:
G = np.dot(X.T, X)
G = np.asfortranarray(G)
Xy = np.dot(X.T, y)
if tol is not None:
norms_squared = np.sum((y ** 2), axis=0)
else:
norms_squared = None
return orthogonal_mp_gram(G, Xy, n_nonzero_coefs, tol, norms_squared,
copy_Gram=copy_X, copy_Xy=False,
return_path=return_path)
if return_path:
coef = np.zeros((X.shape[1], y.shape[1], X.shape[1]))
else:
coef = np.zeros((X.shape[1], y.shape[1]))
n_iters = []
for k in range(y.shape[1]):
out = _cholesky_omp(
X, y[:, k], n_nonzero_coefs, tol,
copy_X=copy_X, return_path=return_path)
if return_path:
_, idx, coefs, n_iter = out
coef = coef[:, :, :len(idx)]
for n_active, x in enumerate(coefs.T):
coef[idx[:n_active + 1], k, n_active] = x[:n_active + 1]
else:
x, idx, n_iter = out
coef[idx, k] = x
n_iters.append(n_iter)
if y.shape[1] == 1:
n_iters = n_iters[0]
if return_n_iter:
return np.squeeze(coef), n_iters
else:
return np.squeeze(coef)
def orthogonal_mp_gram(Gram, Xy, n_nonzero_coefs=None, tol=None,
norms_squared=None, copy_Gram=True,
copy_Xy=True, return_path=False,
return_n_iter=False):
"""Gram Orthogonal Matching Pursuit (OMP)
Solves n_targets Orthogonal Matching Pursuit problems using only
the Gram matrix X.T * X and the product X.T * y.
Read more in the :ref:`User Guide <omp>`.
Parameters
----------
Gram : array, shape (n_features, n_features)
Gram matrix of the input data: X.T * X
Xy : array, shape (n_features,) or (n_features, n_targets)
Input targets multiplied by X: X.T * y
n_nonzero_coefs : int
Desired number of non-zero entries in the solution. If None (by
default) this value is set to 10% of n_features.
tol : float
Maximum norm of the residual. If not None, overrides n_nonzero_coefs.
norms_squared : array-like, shape (n_targets,)
Squared L2 norms of the lines of y. Required if tol is not None.
copy_Gram : bool, optional
Whether the gram matrix must be copied by the algorithm. A false
value is only helpful if it is already Fortran-ordered, otherwise a
copy is made anyway.
copy_Xy : bool, optional
Whether the covariance vector Xy must be copied by the algorithm.
If False, it may be overwritten.
return_path : bool, optional. Default: False
Whether to return every value of the nonzero coefficients along the
forward path. Useful for cross-validation.
return_n_iter : bool, optional default False
Whether or not to return the number of iterations.
Returns
-------
coef : array, shape (n_features,) or (n_features, n_targets)
Coefficients of the OMP solution. If `return_path=True`, this contains
the whole coefficient path. In this case its shape is
(n_features, n_features) or (n_features, n_targets, n_features) and
iterating over the last axis yields coefficients in increasing order
of active features.
n_iters : array-like or int
Number of active features across every target. Returned only if
`return_n_iter` is set to True.
See also
--------
OrthogonalMatchingPursuit
orthogonal_mp
lars_path
decomposition.sparse_encode
Notes
-----
Orthogonal matching pursuit was introduced in G. Mallat, Z. Zhang,
Matching pursuits with time-frequency dictionaries, IEEE Transactions on
Signal Processing, Vol. 41, No. 12. (December 1993), pp. 3397-3415.
(http://blanche.polytechnique.fr/~mallat/papiers/MallatPursuit93.pdf)
This implementation is based on Rubinstein, R., Zibulevsky, M. and Elad,
M., Efficient Implementation of the K-SVD Algorithm using Batch Orthogonal
Matching Pursuit Technical Report - CS Technion, April 2008.
http://www.cs.technion.ac.il/~ronrubin/Publications/KSVD-OMP-v2.pdf
"""
Gram = check_array(Gram, order='F', copy=copy_Gram)
Xy = np.asarray(Xy)
if Xy.ndim > 1 and Xy.shape[1] > 1:
# or subsequent target will be affected
copy_Gram = True
if Xy.ndim == 1:
Xy = Xy[:, np.newaxis]
if tol is not None:
norms_squared = [norms_squared]
if n_nonzero_coefs is None and tol is None:
n_nonzero_coefs = int(0.1 * len(Gram))
if tol is not None and norms_squared is None:
raise ValueError('Gram OMP needs the precomputed norms in order '
'to evaluate the error sum of squares.')
if tol is not None and tol < 0:
raise ValueError("Epsilon cannot be negative")
if tol is None and n_nonzero_coefs <= 0:
raise ValueError("The number of atoms must be positive")
if tol is None and n_nonzero_coefs > len(Gram):
raise ValueError("The number of atoms cannot be more than the number "
"of features")
if return_path:
coef = np.zeros((len(Gram), Xy.shape[1], len(Gram)))
else:
coef = np.zeros((len(Gram), Xy.shape[1]))
n_iters = []
for k in range(Xy.shape[1]):
out = _gram_omp(
Gram, Xy[:, k], n_nonzero_coefs,
norms_squared[k] if tol is not None else None, tol,
copy_Gram=copy_Gram, copy_Xy=copy_Xy,
return_path=return_path)
if return_path:
_, idx, coefs, n_iter = out
coef = coef[:, :, :len(idx)]
for n_active, x in enumerate(coefs.T):
coef[idx[:n_active + 1], k, n_active] = x[:n_active + 1]
else:
x, idx, n_iter = out
coef[idx, k] = x
n_iters.append(n_iter)
if Xy.shape[1] == 1:
n_iters = n_iters[0]
if return_n_iter:
return np.squeeze(coef), n_iters
else:
return np.squeeze(coef)
class OrthogonalMatchingPursuit(LinearModel, RegressorMixin):
"""Orthogonal Matching Pursuit model (OMP)
Parameters
----------
n_nonzero_coefs : int, optional
Desired number of non-zero entries in the solution. If None (by
default) this value is set to 10% of n_features.
tol : float, optional
Maximum norm of the residual. If not None, overrides n_nonzero_coefs.
fit_intercept : boolean, optional
whether to calculate the intercept for this model. If set
to false, no intercept will be used in calculations
(e.g. data is expected to be already centered).
normalize : boolean, optional, default True
This parameter is ignored when ``fit_intercept`` is set to False.
If True, the regressors X will be normalized before regression by
subtracting the mean and dividing by the l2-norm.
If you wish to standardize, please use
:class:`sklearn.preprocessing.StandardScaler` before calling ``fit``
on an estimator with ``normalize=False``.
precompute : {True, False, 'auto'}, default 'auto'
Whether to use a precomputed Gram and Xy matrix to speed up
calculations. Improves performance when `n_targets` or `n_samples` is
very large. Note that if you already have such matrices, you can pass
them directly to the fit method.
Read more in the :ref:`User Guide <omp>`.
Attributes
----------
coef_ : array, shape (n_features,) or (n_targets, n_features)
parameter vector (w in the formula)
intercept_ : float or array, shape (n_targets,)
independent term in decision function.
n_iter_ : int or array-like
Number of active features across every target.
Notes
-----
Orthogonal matching pursuit was introduced in G. Mallat, Z. Zhang,
Matching pursuits with time-frequency dictionaries, IEEE Transactions on
Signal Processing, Vol. 41, No. 12. (December 1993), pp. 3397-3415.
(http://blanche.polytechnique.fr/~mallat/papiers/MallatPursuit93.pdf)
This implementation is based on Rubinstein, R., Zibulevsky, M. and Elad,
M., Efficient Implementation of the K-SVD Algorithm using Batch Orthogonal
Matching Pursuit Technical Report - CS Technion, April 2008.
http://www.cs.technion.ac.il/~ronrubin/Publications/KSVD-OMP-v2.pdf
See also
--------
orthogonal_mp
orthogonal_mp_gram
lars_path
Lars
LassoLars
decomposition.sparse_encode
"""
def __init__(self, n_nonzero_coefs=None, tol=None, fit_intercept=True,
normalize=True, precompute='auto'):
self.n_nonzero_coefs = n_nonzero_coefs
self.tol = tol
self.fit_intercept = fit_intercept
self.normalize = normalize
self.precompute = precompute
def fit(self, X, y):
"""Fit the model using X, y as training data.
Parameters
----------
X : array-like, shape (n_samples, n_features)
Training data.
y : array-like, shape (n_samples,) or (n_samples, n_targets)
Target values.
Returns
-------
self : object
returns an instance of self.
"""
X, y = check_X_y(X, y, multi_output=True, y_numeric=True)
n_features = X.shape[1]
X, y, X_offset, y_offset, X_scale, Gram, Xy = \
_pre_fit(X, y, None, self.precompute, self.normalize,
self.fit_intercept, copy=True)
if y.ndim == 1:
y = y[:, np.newaxis]
if self.n_nonzero_coefs is None and self.tol is None:
# default for n_nonzero_coefs is 0.1 * n_features
# but at least one.
self.n_nonzero_coefs_ = max(int(0.1 * n_features), 1)
else:
self.n_nonzero_coefs_ = self.n_nonzero_coefs
if Gram is False:
coef_, self.n_iter_ = orthogonal_mp(
X, y, self.n_nonzero_coefs_, self.tol,
precompute=False, copy_X=True,
return_n_iter=True)
else:
norms_sq = np.sum(y ** 2, axis=0) if self.tol is not None else None
coef_, self.n_iter_ = orthogonal_mp_gram(
Gram, Xy=Xy, n_nonzero_coefs=self.n_nonzero_coefs_,
tol=self.tol, norms_squared=norms_sq,
copy_Gram=True, copy_Xy=True,
return_n_iter=True)
self.coef_ = coef_.T
self._set_intercept(X_offset, y_offset, X_scale)
return self
def _omp_path_residues(X_train, y_train, X_test, y_test, copy=True,
fit_intercept=True, normalize=True, max_iter=100):
"""Compute the residues on left-out data for a full LARS path
Parameters
-----------
X_train : array, shape (n_samples, n_features)
The data to fit the LARS on
y_train : array, shape (n_samples)
The target variable to fit LARS on
X_test : array, shape (n_samples, n_features)
The data to compute the residues on
y_test : array, shape (n_samples)
The target variable to compute the residues on
copy : boolean, optional
Whether X_train, X_test, y_train and y_test should be copied. If
False, they may be overwritten.
fit_intercept : boolean
whether to calculate the intercept for this model. If set
to false, no intercept will be used in calculations
(e.g. data is expected to be already centered).
normalize : boolean, optional, default True
This parameter is ignored when ``fit_intercept`` is set to False.
If True, the regressors X will be normalized before regression by
subtracting the mean and dividing by the l2-norm.
If you wish to standardize, please use
:class:`sklearn.preprocessing.StandardScaler` before calling ``fit``
on an estimator with ``normalize=False``.
max_iter : integer, optional
Maximum numbers of iterations to perform, therefore maximum features
to include. 100 by default.
Returns
-------
residues : array, shape (n_samples, max_features)
Residues of the prediction on the test data
"""
if copy:
X_train = X_train.copy()
y_train = y_train.copy()
X_test = X_test.copy()
y_test = y_test.copy()
if fit_intercept:
X_mean = X_train.mean(axis=0)
X_train -= X_mean
X_test -= X_mean
y_mean = y_train.mean(axis=0)
y_train = as_float_array(y_train, copy=False)
y_train -= y_mean
y_test = as_float_array(y_test, copy=False)
y_test -= y_mean
if normalize:
norms = np.sqrt(np.sum(X_train ** 2, axis=0))
nonzeros = np.flatnonzero(norms)
X_train[:, nonzeros] /= norms[nonzeros]
coefs = orthogonal_mp(X_train, y_train, n_nonzero_coefs=max_iter, tol=None,
precompute=False, copy_X=False,
return_path=True)
if coefs.ndim == 1:
coefs = coefs[:, np.newaxis]
if normalize:
coefs[nonzeros] /= norms[nonzeros][:, np.newaxis]
return np.dot(coefs.T, X_test.T) - y_test
class OrthogonalMatchingPursuitCV(LinearModel, RegressorMixin):
"""Cross-validated Orthogonal Matching Pursuit model (OMP)
Parameters
----------
copy : bool, optional
Whether the design matrix X must be copied by the algorithm. A false
value is only helpful if X is already Fortran-ordered, otherwise a
copy is made anyway.
fit_intercept : boolean, optional
whether to calculate the intercept for this model. If set
to false, no intercept will be used in calculations
(e.g. data is expected to be already centered).
normalize : boolean, optional, default True
This parameter is ignored when ``fit_intercept`` is set to False.
If True, the regressors X will be normalized before regression by
subtracting the mean and dividing by the l2-norm.
If you wish to standardize, please use
:class:`sklearn.preprocessing.StandardScaler` before calling ``fit``
on an estimator with ``normalize=False``.
max_iter : integer, optional
Maximum numbers of iterations to perform, therefore maximum features
to include. 10% of ``n_features`` but at least 5 if available.
cv : int, cross-validation generator or an iterable, optional
Determines the cross-validation splitting strategy.
Possible inputs for cv are:
- None, to use the default 3-fold cross-validation,
- integer, to specify the number of folds.
- An object to be used as a cross-validation generator.
- An iterable yielding train/test splits.
For integer/None inputs, :class:`KFold` is used.
Refer :ref:`User Guide <cross_validation>` for the various
cross-validation strategies that can be used here.
n_jobs : integer, optional
Number of CPUs to use during the cross validation. If ``-1``, use
all the CPUs
verbose : boolean or integer, optional
Sets the verbosity amount
Read more in the :ref:`User Guide <omp>`.
Attributes
----------
intercept_ : float or array, shape (n_targets,)
Independent term in decision function.
coef_ : array, shape (n_features,) or (n_targets, n_features)
Parameter vector (w in the problem formulation).
n_nonzero_coefs_ : int
Estimated number of non-zero coefficients giving the best mean squared
error over the cross-validation folds.
n_iter_ : int or array-like
Number of active features across every target for the model refit with
the best hyperparameters got by cross-validating across all folds.
See also
--------
orthogonal_mp
orthogonal_mp_gram
lars_path
Lars
LassoLars
OrthogonalMatchingPursuit
LarsCV
LassoLarsCV
decomposition.sparse_encode
"""
def __init__(self, copy=True, fit_intercept=True, normalize=True,
max_iter=None, cv=None, n_jobs=1, verbose=False):
self.copy = copy
self.fit_intercept = fit_intercept
self.normalize = normalize
self.max_iter = max_iter
self.cv = cv
self.n_jobs = n_jobs
self.verbose = verbose
def fit(self, X, y):
"""Fit the model using X, y as training data.
Parameters
----------
X : array-like, shape [n_samples, n_features]
Training data.
y : array-like, shape [n_samples]
Target values.
Returns
-------
self : object
returns an instance of self.
"""
X, y = check_X_y(X, y, y_numeric=True, ensure_min_features=2,
estimator=self)
X = as_float_array(X, copy=False, force_all_finite=False)
cv = check_cv(self.cv, classifier=False)
max_iter = (min(max(int(0.1 * X.shape[1]), 5), X.shape[1])
if not self.max_iter
else self.max_iter)
cv_paths = Parallel(n_jobs=self.n_jobs, verbose=self.verbose)(
delayed(_omp_path_residues)(
X[train], y[train], X[test], y[test], self.copy,
self.fit_intercept, self.normalize, max_iter)
for train, test in cv.split(X))
min_early_stop = min(fold.shape[0] for fold in cv_paths)
mse_folds = np.array([(fold[:min_early_stop] ** 2).mean(axis=1)
for fold in cv_paths])
best_n_nonzero_coefs = np.argmin(mse_folds.mean(axis=0)) + 1
self.n_nonzero_coefs_ = best_n_nonzero_coefs
omp = OrthogonalMatchingPursuit(n_nonzero_coefs=best_n_nonzero_coefs,
fit_intercept=self.fit_intercept,
normalize=self.normalize)
omp.fit(X, y)
self.coef_ = omp.coef_
self.intercept_ = omp.intercept_
self.n_iter_ = omp.n_iter_
return self
| bsd-3-clause |
jorge2703/scikit-learn | sklearn/utils/tests/test_random.py | 230 | 7344 | from __future__ import division
import numpy as np
import scipy.sparse as sp
from scipy.misc import comb as combinations
from numpy.testing import assert_array_almost_equal
from sklearn.utils.random import sample_without_replacement
from sklearn.utils.random import random_choice_csc
from sklearn.utils.testing import (
assert_raises,
assert_equal,
assert_true)
###############################################################################
# test custom sampling without replacement algorithm
###############################################################################
def test_invalid_sample_without_replacement_algorithm():
assert_raises(ValueError, sample_without_replacement, 5, 4, "unknown")
def test_sample_without_replacement_algorithms():
methods = ("auto", "tracking_selection", "reservoir_sampling", "pool")
for m in methods:
def sample_without_replacement_method(n_population, n_samples,
random_state=None):
return sample_without_replacement(n_population, n_samples,
method=m,
random_state=random_state)
check_edge_case_of_sample_int(sample_without_replacement_method)
check_sample_int(sample_without_replacement_method)
check_sample_int_distribution(sample_without_replacement_method)
def check_edge_case_of_sample_int(sample_without_replacement):
# n_poluation < n_sample
assert_raises(ValueError, sample_without_replacement, 0, 1)
assert_raises(ValueError, sample_without_replacement, 1, 2)
# n_population == n_samples
assert_equal(sample_without_replacement(0, 0).shape, (0, ))
assert_equal(sample_without_replacement(1, 1).shape, (1, ))
# n_population >= n_samples
assert_equal(sample_without_replacement(5, 0).shape, (0, ))
assert_equal(sample_without_replacement(5, 1).shape, (1, ))
# n_population < 0 or n_samples < 0
assert_raises(ValueError, sample_without_replacement, -1, 5)
assert_raises(ValueError, sample_without_replacement, 5, -1)
def check_sample_int(sample_without_replacement):
# This test is heavily inspired from test_random.py of python-core.
#
# For the entire allowable range of 0 <= k <= N, validate that
# the sample is of the correct length and contains only unique items
n_population = 100
for n_samples in range(n_population + 1):
s = sample_without_replacement(n_population, n_samples)
assert_equal(len(s), n_samples)
unique = np.unique(s)
assert_equal(np.size(unique), n_samples)
assert_true(np.all(unique < n_population))
# test edge case n_population == n_samples == 0
assert_equal(np.size(sample_without_replacement(0, 0)), 0)
def check_sample_int_distribution(sample_without_replacement):
# This test is heavily inspired from test_random.py of python-core.
#
# For the entire allowable range of 0 <= k <= N, validate that
# sample generates all possible permutations
n_population = 10
# a large number of trials prevents false negatives without slowing normal
# case
n_trials = 10000
for n_samples in range(n_population):
# Counting the number of combinations is not as good as counting the
# the number of permutations. However, it works with sampling algorithm
# that does not provide a random permutation of the subset of integer.
n_expected = combinations(n_population, n_samples, exact=True)
output = {}
for i in range(n_trials):
output[frozenset(sample_without_replacement(n_population,
n_samples))] = None
if len(output) == n_expected:
break
else:
raise AssertionError(
"number of combinations != number of expected (%s != %s)" %
(len(output), n_expected))
def test_random_choice_csc(n_samples=10000, random_state=24):
# Explicit class probabilities
classes = [np.array([0, 1]), np.array([0, 1, 2])]
class_probabilites = [np.array([0.5, 0.5]), np.array([0.6, 0.1, 0.3])]
got = random_choice_csc(n_samples, classes, class_probabilites,
random_state)
assert_true(sp.issparse(got))
for k in range(len(classes)):
p = np.bincount(got.getcol(k).toarray().ravel()) / float(n_samples)
assert_array_almost_equal(class_probabilites[k], p, decimal=1)
# Implicit class probabilities
classes = [[0, 1], [1, 2]] # test for array-like support
class_probabilites = [np.array([0.5, 0.5]), np.array([0, 1/2, 1/2])]
got = random_choice_csc(n_samples=n_samples,
classes=classes,
random_state=random_state)
assert_true(sp.issparse(got))
for k in range(len(classes)):
p = np.bincount(got.getcol(k).toarray().ravel()) / float(n_samples)
assert_array_almost_equal(class_probabilites[k], p, decimal=1)
# Edge case proabilites 1.0 and 0.0
classes = [np.array([0, 1]), np.array([0, 1, 2])]
class_probabilites = [np.array([1.0, 0.0]), np.array([0.0, 1.0, 0.0])]
got = random_choice_csc(n_samples, classes, class_probabilites,
random_state)
assert_true(sp.issparse(got))
for k in range(len(classes)):
p = np.bincount(got.getcol(k).toarray().ravel(),
minlength=len(class_probabilites[k])) / n_samples
assert_array_almost_equal(class_probabilites[k], p, decimal=1)
# One class target data
classes = [[1], [0]] # test for array-like support
class_probabilites = [np.array([0.0, 1.0]), np.array([1.0])]
got = random_choice_csc(n_samples=n_samples,
classes=classes,
random_state=random_state)
assert_true(sp.issparse(got))
for k in range(len(classes)):
p = np.bincount(got.getcol(k).toarray().ravel()) / n_samples
assert_array_almost_equal(class_probabilites[k], p, decimal=1)
def test_random_choice_csc_errors():
# the length of an array in classes and class_probabilites is mismatched
classes = [np.array([0, 1]), np.array([0, 1, 2, 3])]
class_probabilites = [np.array([0.5, 0.5]), np.array([0.6, 0.1, 0.3])]
assert_raises(ValueError, random_choice_csc, 4, classes,
class_probabilites, 1)
# the class dtype is not supported
classes = [np.array(["a", "1"]), np.array(["z", "1", "2"])]
class_probabilites = [np.array([0.5, 0.5]), np.array([0.6, 0.1, 0.3])]
assert_raises(ValueError, random_choice_csc, 4, classes,
class_probabilites, 1)
# the class dtype is not supported
classes = [np.array([4.2, 0.1]), np.array([0.1, 0.2, 9.4])]
class_probabilites = [np.array([0.5, 0.5]), np.array([0.6, 0.1, 0.3])]
assert_raises(ValueError, random_choice_csc, 4, classes,
class_probabilites, 1)
# Given proabilites don't sum to 1
classes = [np.array([0, 1]), np.array([0, 1, 2])]
class_probabilites = [np.array([0.5, 0.6]), np.array([0.6, 0.1, 0.3])]
assert_raises(ValueError, random_choice_csc, 4, classes,
class_probabilites, 1)
| bsd-3-clause |
wazeerzulfikar/scikit-learn | examples/model_selection/plot_grid_search_digits.py | 56 | 2761 | """
============================================================
Parameter estimation using grid search with cross-validation
============================================================
This examples shows how a classifier is optimized by cross-validation,
which is done using the :class:`sklearn.model_selection.GridSearchCV` object
on a development set that comprises only half of the available labeled data.
The performance of the selected hyper-parameters and trained model is
then measured on a dedicated evaluation set that was not used during
the model selection step.
More details on tools available for model selection can be found in the
sections on :ref:`cross_validation` and :ref:`grid_search`.
"""
from __future__ import print_function
from sklearn import datasets
from sklearn.model_selection import train_test_split
from sklearn.model_selection import GridSearchCV
from sklearn.metrics import classification_report
from sklearn.svm import SVC
print(__doc__)
# Loading the Digits dataset
digits = datasets.load_digits()
# To apply an classifier on this data, we need to flatten the image, to
# turn the data in a (samples, feature) matrix:
n_samples = len(digits.images)
X = digits.images.reshape((n_samples, -1))
y = digits.target
# Split the dataset in two equal parts
X_train, X_test, y_train, y_test = train_test_split(
X, y, test_size=0.5, random_state=0)
# Set the parameters by cross-validation
tuned_parameters = [{'kernel': ['rbf'], 'gamma': [1e-3, 1e-4],
'C': [1, 10, 100, 1000]},
{'kernel': ['linear'], 'C': [1, 10, 100, 1000]}]
scores = ['precision', 'recall']
for score in scores:
print("# Tuning hyper-parameters for %s" % score)
print()
clf = GridSearchCV(SVC(), tuned_parameters, cv=5,
scoring='%s_macro' % score)
clf.fit(X_train, y_train)
print("Best parameters set found on development set:")
print()
print(clf.best_params_)
print()
print("Grid scores on development set:")
print()
means = clf.cv_results_['mean_test_score']
stds = clf.cv_results_['std_test_score']
for mean, std, params in zip(means, stds, clf.cv_results_['params']):
print("%0.3f (+/-%0.03f) for %r"
% (mean, std * 2, params))
print()
print("Detailed classification report:")
print()
print("The model is trained on the full development set.")
print("The scores are computed on the full evaluation set.")
print()
y_true, y_pred = y_test, clf.predict(X_test)
print(classification_report(y_true, y_pred))
print()
# Note the problem is too easy: the hyperparameter plateau is too flat and the
# output model is the same for precision and recall with ties in quality.
| bsd-3-clause |
Obus/scikit-learn | sklearn/tests/test_learning_curve.py | 225 | 10791 | # Author: Alexander Fabisch <[email protected]>
#
# License: BSD 3 clause
import sys
from sklearn.externals.six.moves import cStringIO as StringIO
import numpy as np
import warnings
from sklearn.base import BaseEstimator
from sklearn.learning_curve import learning_curve, validation_curve
from sklearn.utils.testing import assert_raises
from sklearn.utils.testing import assert_warns
from sklearn.utils.testing import assert_equal
from sklearn.utils.testing import assert_array_equal
from sklearn.utils.testing import assert_array_almost_equal
from sklearn.datasets import make_classification
from sklearn.cross_validation import KFold
from sklearn.linear_model import PassiveAggressiveClassifier
class MockImprovingEstimator(BaseEstimator):
"""Dummy classifier to test the learning curve"""
def __init__(self, n_max_train_sizes):
self.n_max_train_sizes = n_max_train_sizes
self.train_sizes = 0
self.X_subset = None
def fit(self, X_subset, y_subset=None):
self.X_subset = X_subset
self.train_sizes = X_subset.shape[0]
return self
def predict(self, X):
raise NotImplementedError
def score(self, X=None, Y=None):
# training score becomes worse (2 -> 1), test error better (0 -> 1)
if self._is_training_data(X):
return 2. - float(self.train_sizes) / self.n_max_train_sizes
else:
return float(self.train_sizes) / self.n_max_train_sizes
def _is_training_data(self, X):
return X is self.X_subset
class MockIncrementalImprovingEstimator(MockImprovingEstimator):
"""Dummy classifier that provides partial_fit"""
def __init__(self, n_max_train_sizes):
super(MockIncrementalImprovingEstimator,
self).__init__(n_max_train_sizes)
self.x = None
def _is_training_data(self, X):
return self.x in X
def partial_fit(self, X, y=None, **params):
self.train_sizes += X.shape[0]
self.x = X[0]
class MockEstimatorWithParameter(BaseEstimator):
"""Dummy classifier to test the validation curve"""
def __init__(self, param=0.5):
self.X_subset = None
self.param = param
def fit(self, X_subset, y_subset):
self.X_subset = X_subset
self.train_sizes = X_subset.shape[0]
return self
def predict(self, X):
raise NotImplementedError
def score(self, X=None, y=None):
return self.param if self._is_training_data(X) else 1 - self.param
def _is_training_data(self, X):
return X is self.X_subset
def test_learning_curve():
X, y = make_classification(n_samples=30, n_features=1, n_informative=1,
n_redundant=0, n_classes=2,
n_clusters_per_class=1, random_state=0)
estimator = MockImprovingEstimator(20)
with warnings.catch_warnings(record=True) as w:
train_sizes, train_scores, test_scores = learning_curve(
estimator, X, y, cv=3, train_sizes=np.linspace(0.1, 1.0, 10))
if len(w) > 0:
raise RuntimeError("Unexpected warning: %r" % w[0].message)
assert_equal(train_scores.shape, (10, 3))
assert_equal(test_scores.shape, (10, 3))
assert_array_equal(train_sizes, np.linspace(2, 20, 10))
assert_array_almost_equal(train_scores.mean(axis=1),
np.linspace(1.9, 1.0, 10))
assert_array_almost_equal(test_scores.mean(axis=1),
np.linspace(0.1, 1.0, 10))
def test_learning_curve_unsupervised():
X, _ = make_classification(n_samples=30, n_features=1, n_informative=1,
n_redundant=0, n_classes=2,
n_clusters_per_class=1, random_state=0)
estimator = MockImprovingEstimator(20)
train_sizes, train_scores, test_scores = learning_curve(
estimator, X, y=None, cv=3, train_sizes=np.linspace(0.1, 1.0, 10))
assert_array_equal(train_sizes, np.linspace(2, 20, 10))
assert_array_almost_equal(train_scores.mean(axis=1),
np.linspace(1.9, 1.0, 10))
assert_array_almost_equal(test_scores.mean(axis=1),
np.linspace(0.1, 1.0, 10))
def test_learning_curve_verbose():
X, y = make_classification(n_samples=30, n_features=1, n_informative=1,
n_redundant=0, n_classes=2,
n_clusters_per_class=1, random_state=0)
estimator = MockImprovingEstimator(20)
old_stdout = sys.stdout
sys.stdout = StringIO()
try:
train_sizes, train_scores, test_scores = \
learning_curve(estimator, X, y, cv=3, verbose=1)
finally:
out = sys.stdout.getvalue()
sys.stdout.close()
sys.stdout = old_stdout
assert("[learning_curve]" in out)
def test_learning_curve_incremental_learning_not_possible():
X, y = make_classification(n_samples=2, n_features=1, n_informative=1,
n_redundant=0, n_classes=2,
n_clusters_per_class=1, random_state=0)
# The mockup does not have partial_fit()
estimator = MockImprovingEstimator(1)
assert_raises(ValueError, learning_curve, estimator, X, y,
exploit_incremental_learning=True)
def test_learning_curve_incremental_learning():
X, y = make_classification(n_samples=30, n_features=1, n_informative=1,
n_redundant=0, n_classes=2,
n_clusters_per_class=1, random_state=0)
estimator = MockIncrementalImprovingEstimator(20)
train_sizes, train_scores, test_scores = learning_curve(
estimator, X, y, cv=3, exploit_incremental_learning=True,
train_sizes=np.linspace(0.1, 1.0, 10))
assert_array_equal(train_sizes, np.linspace(2, 20, 10))
assert_array_almost_equal(train_scores.mean(axis=1),
np.linspace(1.9, 1.0, 10))
assert_array_almost_equal(test_scores.mean(axis=1),
np.linspace(0.1, 1.0, 10))
def test_learning_curve_incremental_learning_unsupervised():
X, _ = make_classification(n_samples=30, n_features=1, n_informative=1,
n_redundant=0, n_classes=2,
n_clusters_per_class=1, random_state=0)
estimator = MockIncrementalImprovingEstimator(20)
train_sizes, train_scores, test_scores = learning_curve(
estimator, X, y=None, cv=3, exploit_incremental_learning=True,
train_sizes=np.linspace(0.1, 1.0, 10))
assert_array_equal(train_sizes, np.linspace(2, 20, 10))
assert_array_almost_equal(train_scores.mean(axis=1),
np.linspace(1.9, 1.0, 10))
assert_array_almost_equal(test_scores.mean(axis=1),
np.linspace(0.1, 1.0, 10))
def test_learning_curve_batch_and_incremental_learning_are_equal():
X, y = make_classification(n_samples=30, n_features=1, n_informative=1,
n_redundant=0, n_classes=2,
n_clusters_per_class=1, random_state=0)
train_sizes = np.linspace(0.2, 1.0, 5)
estimator = PassiveAggressiveClassifier(n_iter=1, shuffle=False)
train_sizes_inc, train_scores_inc, test_scores_inc = \
learning_curve(
estimator, X, y, train_sizes=train_sizes,
cv=3, exploit_incremental_learning=True)
train_sizes_batch, train_scores_batch, test_scores_batch = \
learning_curve(
estimator, X, y, cv=3, train_sizes=train_sizes,
exploit_incremental_learning=False)
assert_array_equal(train_sizes_inc, train_sizes_batch)
assert_array_almost_equal(train_scores_inc.mean(axis=1),
train_scores_batch.mean(axis=1))
assert_array_almost_equal(test_scores_inc.mean(axis=1),
test_scores_batch.mean(axis=1))
def test_learning_curve_n_sample_range_out_of_bounds():
X, y = make_classification(n_samples=30, n_features=1, n_informative=1,
n_redundant=0, n_classes=2,
n_clusters_per_class=1, random_state=0)
estimator = MockImprovingEstimator(20)
assert_raises(ValueError, learning_curve, estimator, X, y, cv=3,
train_sizes=[0, 1])
assert_raises(ValueError, learning_curve, estimator, X, y, cv=3,
train_sizes=[0.0, 1.0])
assert_raises(ValueError, learning_curve, estimator, X, y, cv=3,
train_sizes=[0.1, 1.1])
assert_raises(ValueError, learning_curve, estimator, X, y, cv=3,
train_sizes=[0, 20])
assert_raises(ValueError, learning_curve, estimator, X, y, cv=3,
train_sizes=[1, 21])
def test_learning_curve_remove_duplicate_sample_sizes():
X, y = make_classification(n_samples=3, n_features=1, n_informative=1,
n_redundant=0, n_classes=2,
n_clusters_per_class=1, random_state=0)
estimator = MockImprovingEstimator(2)
train_sizes, _, _ = assert_warns(
RuntimeWarning, learning_curve, estimator, X, y, cv=3,
train_sizes=np.linspace(0.33, 1.0, 3))
assert_array_equal(train_sizes, [1, 2])
def test_learning_curve_with_boolean_indices():
X, y = make_classification(n_samples=30, n_features=1, n_informative=1,
n_redundant=0, n_classes=2,
n_clusters_per_class=1, random_state=0)
estimator = MockImprovingEstimator(20)
cv = KFold(n=30, n_folds=3)
train_sizes, train_scores, test_scores = learning_curve(
estimator, X, y, cv=cv, train_sizes=np.linspace(0.1, 1.0, 10))
assert_array_equal(train_sizes, np.linspace(2, 20, 10))
assert_array_almost_equal(train_scores.mean(axis=1),
np.linspace(1.9, 1.0, 10))
assert_array_almost_equal(test_scores.mean(axis=1),
np.linspace(0.1, 1.0, 10))
def test_validation_curve():
X, y = make_classification(n_samples=2, n_features=1, n_informative=1,
n_redundant=0, n_classes=2,
n_clusters_per_class=1, random_state=0)
param_range = np.linspace(0, 1, 10)
with warnings.catch_warnings(record=True) as w:
train_scores, test_scores = validation_curve(
MockEstimatorWithParameter(), X, y, param_name="param",
param_range=param_range, cv=2
)
if len(w) > 0:
raise RuntimeError("Unexpected warning: %r" % w[0].message)
assert_array_almost_equal(train_scores.mean(axis=1), param_range)
assert_array_almost_equal(test_scores.mean(axis=1), 1 - param_range)
| bsd-3-clause |
dipanjanS/text-analytics-with-python | New-Second-Edition/Ch05 - Text Classification/model_evaluation_utils.py | 2 | 9263 | # -*- coding: utf-8 -*-
"""
Created on Mon Jul 31 20:05:23 2017
@author: DIP
@Copyright: Dipanjan Sarkar
"""
from sklearn import metrics
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
from sklearn.preprocessing import LabelEncoder
from sklearn.base import clone
from sklearn.preprocessing import label_binarize
from scipy import interp
from sklearn.metrics import roc_curve, auc
def get_metrics(true_labels, predicted_labels):
print('Accuracy:', np.round(
metrics.accuracy_score(true_labels,
predicted_labels),
4))
print('Precision:', np.round(
metrics.precision_score(true_labels,
predicted_labels,
average='weighted'),
4))
print('Recall:', np.round(
metrics.recall_score(true_labels,
predicted_labels,
average='weighted'),
4))
print('F1 Score:', np.round(
metrics.f1_score(true_labels,
predicted_labels,
average='weighted'),
4))
def train_predict_model(classifier,
train_features, train_labels,
test_features, test_labels):
# build model
classifier.fit(train_features, train_labels)
# predict using model
predictions = classifier.predict(test_features)
return predictions
def display_confusion_matrix(true_labels, predicted_labels, classes=[1,0]):
total_classes = len(classes)
level_labels = [total_classes*[0], list(range(total_classes))]
cm = metrics.confusion_matrix(y_true=true_labels, y_pred=predicted_labels,
labels=classes)
cm_frame = pd.DataFrame(data=cm,
columns=pd.MultiIndex(levels=[['Predicted:'], classes],
labels=level_labels),
index=pd.MultiIndex(levels=[['Actual:'], classes],
labels=level_labels))
print(cm_frame)
def display_confusion_matrix_pretty(true_labels, predicted_labels, classes=[1,0]):
total_classes = len(classes)
level_labels = [total_classes*[0], list(range(total_classes))]
cm = metrics.confusion_matrix(y_true=true_labels, y_pred=predicted_labels,
labels=classes)
cm_frame = pd.DataFrame(data=cm,
columns=pd.MultiIndex(levels=[['Predicted:'], classes],
labels=level_labels),
index=pd.MultiIndex(levels=[['Actual:'], classes],
labels=level_labels))
return cm_frame
def display_classification_report(true_labels, predicted_labels, classes=[1,0]):
report = metrics.classification_report(y_true=true_labels,
y_pred=predicted_labels,
labels=classes)
print(report)
def display_model_performance_metrics(true_labels, predicted_labels, classes=[1,0]):
print('Model Performance metrics:')
print('-'*30)
get_metrics(true_labels=true_labels, predicted_labels=predicted_labels)
print('\nModel Classification report:')
print('-'*30)
display_classification_report(true_labels=true_labels, predicted_labels=predicted_labels,
classes=classes)
print('\nPrediction Confusion Matrix:')
print('-'*30)
display_confusion_matrix(true_labels=true_labels, predicted_labels=predicted_labels,
classes=classes)
def plot_model_decision_surface(clf, train_features, train_labels,
plot_step=0.02, cmap=plt.cm.RdYlBu,
markers=None, alphas=None, colors=None):
if train_features.shape[1] != 2:
raise ValueError("X_train should have exactly 2 columnns!")
x_min, x_max = train_features[:, 0].min() - plot_step, train_features[:, 0].max() + plot_step
y_min, y_max = train_features[:, 1].min() - plot_step, train_features[:, 1].max() + plot_step
xx, yy = np.meshgrid(np.arange(x_min, x_max, plot_step),
np.arange(y_min, y_max, plot_step))
clf_est = clone(clf)
clf_est.fit(train_features,train_labels)
if hasattr(clf_est, 'predict_proba'):
Z = clf_est.predict_proba(np.c_[xx.ravel(), yy.ravel()])[:,1]
else:
Z = clf_est.predict(np.c_[xx.ravel(), yy.ravel()])
Z = Z.reshape(xx.shape)
cs = plt.contourf(xx, yy, Z, cmap=cmap)
le = LabelEncoder()
y_enc = le.fit_transform(train_labels)
n_classes = len(le.classes_)
plot_colors = ''.join(colors) if colors else [None] * n_classes
label_names = le.classes_
markers = markers if markers else [None] * n_classes
alphas = alphas if alphas else [None] * n_classes
for i, color in zip(range(n_classes), plot_colors):
idx = np.where(y_enc == i)
plt.scatter(train_features[idx, 0], train_features[idx, 1], c=color,
label=label_names[i], cmap=cmap, edgecolors='black',
marker=markers[i], alpha=alphas[i])
plt.legend()
plt.show()
def plot_model_roc_curve(clf, features, true_labels, label_encoder=None, class_names=None):
## Compute ROC curve and ROC area for each class
fpr = dict()
tpr = dict()
roc_auc = dict()
if hasattr(clf, 'classes_'):
class_labels = clf.classes_
elif label_encoder:
class_labels = label_encoder.classes_
elif class_names:
class_labels = class_names
else:
raise ValueError('Unable to derive prediction classes, please specify class_names!')
n_classes = len(class_labels)
y_test = label_binarize(true_labels, classes=class_labels)
if n_classes == 2:
if hasattr(clf, 'predict_proba'):
prob = clf.predict_proba(features)
y_score = prob[:, prob.shape[1]-1]
elif hasattr(clf, 'decision_function'):
prob = clf.decision_function(features)
y_score = prob[:, prob.shape[1]-1]
else:
raise AttributeError("Estimator doesn't have a probability or confidence scoring system!")
fpr, tpr, _ = roc_curve(y_test, y_score)
roc_auc = auc(fpr, tpr)
plt.plot(fpr, tpr, label='ROC curve (area = {0:0.2f})'
''.format(roc_auc),
linewidth=2.5)
elif n_classes > 2:
if hasattr(clf, 'predict_proba'):
y_score = clf.predict_proba(features)
elif hasattr(clf, 'decision_function'):
y_score = clf.decision_function(features)
else:
raise AttributeError("Estimator doesn't have a probability or confidence scoring system!")
for i in range(n_classes):
fpr[i], tpr[i], _ = roc_curve(y_test[:, i], y_score[:, i])
roc_auc[i] = auc(fpr[i], tpr[i])
## Compute micro-average ROC curve and ROC area
fpr["micro"], tpr["micro"], _ = roc_curve(y_test.ravel(), y_score.ravel())
roc_auc["micro"] = auc(fpr["micro"], tpr["micro"])
## Compute macro-average ROC curve and ROC area
# First aggregate all false positive rates
all_fpr = np.unique(np.concatenate([fpr[i] for i in range(n_classes)]))
# Then interpolate all ROC curves at this points
mean_tpr = np.zeros_like(all_fpr)
for i in range(n_classes):
mean_tpr += interp(all_fpr, fpr[i], tpr[i])
# Finally average it and compute AUC
mean_tpr /= n_classes
fpr["macro"] = all_fpr
tpr["macro"] = mean_tpr
roc_auc["macro"] = auc(fpr["macro"], tpr["macro"])
## Plot ROC curves
plt.figure(figsize=(6, 4))
plt.plot(fpr["micro"], tpr["micro"],
label='micro-average ROC curve (area = {0:0.2f})'
''.format(roc_auc["micro"]), linewidth=3)
plt.plot(fpr["macro"], tpr["macro"],
label='macro-average ROC curve (area = {0:0.2f})'
''.format(roc_auc["macro"]), linewidth=3)
for i, label in enumerate(class_labels):
plt.plot(fpr[i], tpr[i], label='ROC curve of class {0} (area = {1:0.2f})'
''.format(label, roc_auc[i]),
linewidth=2, linestyle=':')
else:
raise ValueError('Number of classes should be atleast 2 or more')
plt.plot([0, 1], [0, 1], 'k--')
plt.xlim([0.0, 1.0])
plt.ylim([0.0, 1.05])
plt.xlabel('False Positive Rate')
plt.ylabel('True Positive Rate')
plt.title('Receiver Operating Characteristic (ROC) Curve')
plt.legend(loc="lower right")
plt.show()
| apache-2.0 |
Clyde-fare/scikit-learn | sklearn/metrics/scorer.py | 211 | 13141 | """
The :mod:`sklearn.metrics.scorer` submodule implements a flexible
interface for model selection and evaluation using
arbitrary score functions.
A scorer object is a callable that can be passed to
:class:`sklearn.grid_search.GridSearchCV` or
:func:`sklearn.cross_validation.cross_val_score` as the ``scoring`` parameter,
to specify how a model should be evaluated.
The signature of the call is ``(estimator, X, y)`` where ``estimator``
is the model to be evaluated, ``X`` is the test data and ``y`` is the
ground truth labeling (or ``None`` in the case of unsupervised models).
"""
# Authors: Andreas Mueller <[email protected]>
# Lars Buitinck <[email protected]>
# Arnaud Joly <[email protected]>
# License: Simplified BSD
from abc import ABCMeta, abstractmethod
from functools import partial
import numpy as np
from . import (r2_score, median_absolute_error, mean_absolute_error,
mean_squared_error, accuracy_score, f1_score,
roc_auc_score, average_precision_score,
precision_score, recall_score, log_loss)
from .cluster import adjusted_rand_score
from ..utils.multiclass import type_of_target
from ..externals import six
from ..base import is_regressor
class _BaseScorer(six.with_metaclass(ABCMeta, object)):
def __init__(self, score_func, sign, kwargs):
self._kwargs = kwargs
self._score_func = score_func
self._sign = sign
@abstractmethod
def __call__(self, estimator, X, y, sample_weight=None):
pass
def __repr__(self):
kwargs_string = "".join([", %s=%s" % (str(k), str(v))
for k, v in self._kwargs.items()])
return ("make_scorer(%s%s%s%s)"
% (self._score_func.__name__,
"" if self._sign > 0 else ", greater_is_better=False",
self._factory_args(), kwargs_string))
def _factory_args(self):
"""Return non-default make_scorer arguments for repr."""
return ""
class _PredictScorer(_BaseScorer):
def __call__(self, estimator, X, y_true, sample_weight=None):
"""Evaluate predicted target values for X relative to y_true.
Parameters
----------
estimator : object
Trained estimator to use for scoring. Must have a predict_proba
method; the output of that is used to compute the score.
X : array-like or sparse matrix
Test data that will be fed to estimator.predict.
y_true : array-like
Gold standard target values for X.
sample_weight : array-like, optional (default=None)
Sample weights.
Returns
-------
score : float
Score function applied to prediction of estimator on X.
"""
y_pred = estimator.predict(X)
if sample_weight is not None:
return self._sign * self._score_func(y_true, y_pred,
sample_weight=sample_weight,
**self._kwargs)
else:
return self._sign * self._score_func(y_true, y_pred,
**self._kwargs)
class _ProbaScorer(_BaseScorer):
def __call__(self, clf, X, y, sample_weight=None):
"""Evaluate predicted probabilities for X relative to y_true.
Parameters
----------
clf : object
Trained classifier to use for scoring. Must have a predict_proba
method; the output of that is used to compute the score.
X : array-like or sparse matrix
Test data that will be fed to clf.predict_proba.
y : array-like
Gold standard target values for X. These must be class labels,
not probabilities.
sample_weight : array-like, optional (default=None)
Sample weights.
Returns
-------
score : float
Score function applied to prediction of estimator on X.
"""
y_pred = clf.predict_proba(X)
if sample_weight is not None:
return self._sign * self._score_func(y, y_pred,
sample_weight=sample_weight,
**self._kwargs)
else:
return self._sign * self._score_func(y, y_pred, **self._kwargs)
def _factory_args(self):
return ", needs_proba=True"
class _ThresholdScorer(_BaseScorer):
def __call__(self, clf, X, y, sample_weight=None):
"""Evaluate decision function output for X relative to y_true.
Parameters
----------
clf : object
Trained classifier to use for scoring. Must have either a
decision_function method or a predict_proba method; the output of
that is used to compute the score.
X : array-like or sparse matrix
Test data that will be fed to clf.decision_function or
clf.predict_proba.
y : array-like
Gold standard target values for X. These must be class labels,
not decision function values.
sample_weight : array-like, optional (default=None)
Sample weights.
Returns
-------
score : float
Score function applied to prediction of estimator on X.
"""
y_type = type_of_target(y)
if y_type not in ("binary", "multilabel-indicator"):
raise ValueError("{0} format is not supported".format(y_type))
if is_regressor(clf):
y_pred = clf.predict(X)
else:
try:
y_pred = clf.decision_function(X)
# For multi-output multi-class estimator
if isinstance(y_pred, list):
y_pred = np.vstack(p for p in y_pred).T
except (NotImplementedError, AttributeError):
y_pred = clf.predict_proba(X)
if y_type == "binary":
y_pred = y_pred[:, 1]
elif isinstance(y_pred, list):
y_pred = np.vstack([p[:, -1] for p in y_pred]).T
if sample_weight is not None:
return self._sign * self._score_func(y, y_pred,
sample_weight=sample_weight,
**self._kwargs)
else:
return self._sign * self._score_func(y, y_pred, **self._kwargs)
def _factory_args(self):
return ", needs_threshold=True"
def get_scorer(scoring):
if isinstance(scoring, six.string_types):
try:
scorer = SCORERS[scoring]
except KeyError:
raise ValueError('%r is not a valid scoring value. '
'Valid options are %s'
% (scoring, sorted(SCORERS.keys())))
else:
scorer = scoring
return scorer
def _passthrough_scorer(estimator, *args, **kwargs):
"""Function that wraps estimator.score"""
return estimator.score(*args, **kwargs)
def check_scoring(estimator, scoring=None, allow_none=False):
"""Determine scorer from user options.
A TypeError will be thrown if the estimator cannot be scored.
Parameters
----------
estimator : estimator object implementing 'fit'
The object to use to fit the data.
scoring : string, callable or None, optional, default: None
A string (see model evaluation documentation) or
a scorer callable object / function with signature
``scorer(estimator, X, y)``.
allow_none : boolean, optional, default: False
If no scoring is specified and the estimator has no score function, we
can either return None or raise an exception.
Returns
-------
scoring : callable
A scorer callable object / function with signature
``scorer(estimator, X, y)``.
"""
has_scoring = scoring is not None
if not hasattr(estimator, 'fit'):
raise TypeError("estimator should a be an estimator implementing "
"'fit' method, %r was passed" % estimator)
elif has_scoring:
return get_scorer(scoring)
elif hasattr(estimator, 'score'):
return _passthrough_scorer
elif allow_none:
return None
else:
raise TypeError(
"If no scoring is specified, the estimator passed should "
"have a 'score' method. The estimator %r does not." % estimator)
def make_scorer(score_func, greater_is_better=True, needs_proba=False,
needs_threshold=False, **kwargs):
"""Make a scorer from a performance metric or loss function.
This factory function wraps scoring functions for use in GridSearchCV
and cross_val_score. It takes a score function, such as ``accuracy_score``,
``mean_squared_error``, ``adjusted_rand_index`` or ``average_precision``
and returns a callable that scores an estimator's output.
Read more in the :ref:`User Guide <scoring>`.
Parameters
----------
score_func : callable,
Score function (or loss function) with signature
``score_func(y, y_pred, **kwargs)``.
greater_is_better : boolean, default=True
Whether score_func is a score function (default), meaning high is good,
or a loss function, meaning low is good. In the latter case, the
scorer object will sign-flip the outcome of the score_func.
needs_proba : boolean, default=False
Whether score_func requires predict_proba to get probability estimates
out of a classifier.
needs_threshold : boolean, default=False
Whether score_func takes a continuous decision certainty.
This only works for binary classification using estimators that
have either a decision_function or predict_proba method.
For example ``average_precision`` or the area under the roc curve
can not be computed using discrete predictions alone.
**kwargs : additional arguments
Additional parameters to be passed to score_func.
Returns
-------
scorer : callable
Callable object that returns a scalar score; greater is better.
Examples
--------
>>> from sklearn.metrics import fbeta_score, make_scorer
>>> ftwo_scorer = make_scorer(fbeta_score, beta=2)
>>> ftwo_scorer
make_scorer(fbeta_score, beta=2)
>>> from sklearn.grid_search import GridSearchCV
>>> from sklearn.svm import LinearSVC
>>> grid = GridSearchCV(LinearSVC(), param_grid={'C': [1, 10]},
... scoring=ftwo_scorer)
"""
sign = 1 if greater_is_better else -1
if needs_proba and needs_threshold:
raise ValueError("Set either needs_proba or needs_threshold to True,"
" but not both.")
if needs_proba:
cls = _ProbaScorer
elif needs_threshold:
cls = _ThresholdScorer
else:
cls = _PredictScorer
return cls(score_func, sign, kwargs)
# Standard regression scores
r2_scorer = make_scorer(r2_score)
mean_squared_error_scorer = make_scorer(mean_squared_error,
greater_is_better=False)
mean_absolute_error_scorer = make_scorer(mean_absolute_error,
greater_is_better=False)
median_absolute_error_scorer = make_scorer(median_absolute_error,
greater_is_better=False)
# Standard Classification Scores
accuracy_scorer = make_scorer(accuracy_score)
f1_scorer = make_scorer(f1_score)
# Score functions that need decision values
roc_auc_scorer = make_scorer(roc_auc_score, greater_is_better=True,
needs_threshold=True)
average_precision_scorer = make_scorer(average_precision_score,
needs_threshold=True)
precision_scorer = make_scorer(precision_score)
recall_scorer = make_scorer(recall_score)
# Score function for probabilistic classification
log_loss_scorer = make_scorer(log_loss, greater_is_better=False,
needs_proba=True)
# Clustering scores
adjusted_rand_scorer = make_scorer(adjusted_rand_score)
SCORERS = dict(r2=r2_scorer,
median_absolute_error=median_absolute_error_scorer,
mean_absolute_error=mean_absolute_error_scorer,
mean_squared_error=mean_squared_error_scorer,
accuracy=accuracy_scorer, roc_auc=roc_auc_scorer,
average_precision=average_precision_scorer,
log_loss=log_loss_scorer,
adjusted_rand_score=adjusted_rand_scorer)
for name, metric in [('precision', precision_score),
('recall', recall_score), ('f1', f1_score)]:
SCORERS[name] = make_scorer(metric)
for average in ['macro', 'micro', 'samples', 'weighted']:
qualified_name = '{0}_{1}'.format(name, average)
SCORERS[qualified_name] = make_scorer(partial(metric, pos_label=None,
average=average))
| bsd-3-clause |
ankurankan/scikit-learn | sklearn/manifold/tests/test_locally_linear.py | 41 | 4827 | from itertools import product
from nose.tools import assert_true
import numpy as np
from numpy.testing import assert_almost_equal, assert_array_almost_equal
from scipy import linalg
from sklearn import neighbors, manifold
from sklearn.manifold.locally_linear import barycenter_kneighbors_graph
from sklearn.utils.testing import assert_less
from sklearn.utils.testing import ignore_warnings
eigen_solvers = ['dense', 'arpack']
#----------------------------------------------------------------------
# Test utility routines
def test_barycenter_kneighbors_graph():
X = np.array([[0, 1], [1.01, 1.], [2, 0]])
A = barycenter_kneighbors_graph(X, 1)
assert_array_almost_equal(
A.toarray(),
[[0., 1., 0.],
[1., 0., 0.],
[0., 1., 0.]])
A = barycenter_kneighbors_graph(X, 2)
# check that columns sum to one
assert_array_almost_equal(np.sum(A.toarray(), 1), np.ones(3))
pred = np.dot(A.toarray(), X)
assert_less(linalg.norm(pred - X) / X.shape[0], 1)
#----------------------------------------------------------------------
# Test LLE by computing the reconstruction error on some manifolds.
def test_lle_simple_grid():
# note: ARPACK is numerically unstable, so this test will fail for
# some random seeds. We choose 2 because the tests pass.
rng = np.random.RandomState(2)
tol = 0.1
# grid of equidistant points in 2D, n_components = n_dim
X = np.array(list(product(range(5), repeat=2)))
X = X + 1e-10 * rng.uniform(size=X.shape)
n_components = 2
clf = manifold.LocallyLinearEmbedding(n_neighbors=5,
n_components=n_components,
random_state=rng)
tol = 0.1
N = barycenter_kneighbors_graph(X, clf.n_neighbors).toarray()
reconstruction_error = linalg.norm(np.dot(N, X) - X, 'fro')
assert_less(reconstruction_error, tol)
for solver in eigen_solvers:
clf.set_params(eigen_solver=solver)
clf.fit(X)
assert_true(clf.embedding_.shape[1] == n_components)
reconstruction_error = linalg.norm(
np.dot(N, clf.embedding_) - clf.embedding_, 'fro') ** 2
assert_less(reconstruction_error, tol)
assert_almost_equal(clf.reconstruction_error_,
reconstruction_error, decimal=1)
# re-embed a noisy version of X using the transform method
noise = rng.randn(*X.shape) / 100
X_reembedded = clf.transform(X + noise)
assert_less(linalg.norm(X_reembedded - clf.embedding_), tol)
def test_lle_manifold():
rng = np.random.RandomState(0)
# similar test on a slightly more complex manifold
X = np.array(list(product(np.arange(18), repeat=2)))
X = np.c_[X, X[:, 0] ** 2 / 18]
X = X + 1e-10 * rng.uniform(size=X.shape)
n_components = 2
for method in ["standard", "hessian", "modified", "ltsa"]:
clf = manifold.LocallyLinearEmbedding(n_neighbors=6,
n_components=n_components,
method=method, random_state=0)
tol = 1.5 if method == "standard" else 3
N = barycenter_kneighbors_graph(X, clf.n_neighbors).toarray()
reconstruction_error = linalg.norm(np.dot(N, X) - X)
assert_less(reconstruction_error, tol)
for solver in eigen_solvers:
clf.set_params(eigen_solver=solver)
clf.fit(X)
assert_true(clf.embedding_.shape[1] == n_components)
reconstruction_error = linalg.norm(
np.dot(N, clf.embedding_) - clf.embedding_, 'fro') ** 2
details = ("solver: %s, method: %s" % (solver, method))
assert_less(reconstruction_error, tol, msg=details)
assert_less(np.abs(clf.reconstruction_error_ -
reconstruction_error),
tol * reconstruction_error, msg=details)
def test_pipeline():
# check that LocallyLinearEmbedding works fine as a Pipeline
# only checks that no error is raised.
# TODO check that it actually does something useful
from sklearn import pipeline, datasets
X, y = datasets.make_blobs(random_state=0)
clf = pipeline.Pipeline(
[('filter', manifold.LocallyLinearEmbedding(random_state=0)),
('clf', neighbors.KNeighborsClassifier())])
clf.fit(X, y)
assert_less(.9, clf.score(X, y))
# Test the error raised when the weight matrix is singular
def test_singular_matrix():
from nose.tools import assert_raises
M = np.ones((10, 3))
f = ignore_warnings
assert_raises(ValueError, f(manifold.locally_linear_embedding),
M, 2, 1, method='standard', eigen_solver='arpack')
if __name__ == '__main__':
import nose
nose.runmodule()
| bsd-3-clause |
yask123/scikit-learn | sklearn/cross_decomposition/pls_.py | 187 | 28507 | """
The :mod:`sklearn.pls` module implements Partial Least Squares (PLS).
"""
# Author: Edouard Duchesnay <[email protected]>
# License: BSD 3 clause
from ..base import BaseEstimator, RegressorMixin, TransformerMixin
from ..utils import check_array, check_consistent_length
from ..externals import six
import warnings
from abc import ABCMeta, abstractmethod
import numpy as np
from scipy import linalg
from ..utils import arpack
from ..utils.validation import check_is_fitted
__all__ = ['PLSCanonical', 'PLSRegression', 'PLSSVD']
def _nipals_twoblocks_inner_loop(X, Y, mode="A", max_iter=500, tol=1e-06,
norm_y_weights=False):
"""Inner loop of the iterative NIPALS algorithm.
Provides an alternative to the svd(X'Y); returns the first left and right
singular vectors of X'Y. See PLS for the meaning of the parameters. It is
similar to the Power method for determining the eigenvectors and
eigenvalues of a X'Y.
"""
y_score = Y[:, [0]]
x_weights_old = 0
ite = 1
X_pinv = Y_pinv = None
eps = np.finfo(X.dtype).eps
# Inner loop of the Wold algo.
while True:
# 1.1 Update u: the X weights
if mode == "B":
if X_pinv is None:
X_pinv = linalg.pinv(X) # compute once pinv(X)
x_weights = np.dot(X_pinv, y_score)
else: # mode A
# Mode A regress each X column on y_score
x_weights = np.dot(X.T, y_score) / np.dot(y_score.T, y_score)
# 1.2 Normalize u
x_weights /= np.sqrt(np.dot(x_weights.T, x_weights)) + eps
# 1.3 Update x_score: the X latent scores
x_score = np.dot(X, x_weights)
# 2.1 Update y_weights
if mode == "B":
if Y_pinv is None:
Y_pinv = linalg.pinv(Y) # compute once pinv(Y)
y_weights = np.dot(Y_pinv, x_score)
else:
# Mode A regress each Y column on x_score
y_weights = np.dot(Y.T, x_score) / np.dot(x_score.T, x_score)
# 2.2 Normalize y_weights
if norm_y_weights:
y_weights /= np.sqrt(np.dot(y_weights.T, y_weights)) + eps
# 2.3 Update y_score: the Y latent scores
y_score = np.dot(Y, y_weights) / (np.dot(y_weights.T, y_weights) + eps)
# y_score = np.dot(Y, y_weights) / np.dot(y_score.T, y_score) ## BUG
x_weights_diff = x_weights - x_weights_old
if np.dot(x_weights_diff.T, x_weights_diff) < tol or Y.shape[1] == 1:
break
if ite == max_iter:
warnings.warn('Maximum number of iterations reached')
break
x_weights_old = x_weights
ite += 1
return x_weights, y_weights, ite
def _svd_cross_product(X, Y):
C = np.dot(X.T, Y)
U, s, Vh = linalg.svd(C, full_matrices=False)
u = U[:, [0]]
v = Vh.T[:, [0]]
return u, v
def _center_scale_xy(X, Y, scale=True):
""" Center X, Y and scale if the scale parameter==True
Returns
-------
X, Y, x_mean, y_mean, x_std, y_std
"""
# center
x_mean = X.mean(axis=0)
X -= x_mean
y_mean = Y.mean(axis=0)
Y -= y_mean
# scale
if scale:
x_std = X.std(axis=0, ddof=1)
x_std[x_std == 0.0] = 1.0
X /= x_std
y_std = Y.std(axis=0, ddof=1)
y_std[y_std == 0.0] = 1.0
Y /= y_std
else:
x_std = np.ones(X.shape[1])
y_std = np.ones(Y.shape[1])
return X, Y, x_mean, y_mean, x_std, y_std
class _PLS(six.with_metaclass(ABCMeta), BaseEstimator, TransformerMixin,
RegressorMixin):
"""Partial Least Squares (PLS)
This class implements the generic PLS algorithm, constructors' parameters
allow to obtain a specific implementation such as:
- PLS2 regression, i.e., PLS 2 blocks, mode A, with asymmetric deflation
and unnormalized y weights such as defined by [Tenenhaus 1998] p. 132.
With univariate response it implements PLS1.
- PLS canonical, i.e., PLS 2 blocks, mode A, with symmetric deflation and
normalized y weights such as defined by [Tenenhaus 1998] (p. 132) and
[Wegelin et al. 2000]. This parametrization implements the original Wold
algorithm.
We use the terminology defined by [Wegelin et al. 2000].
This implementation uses the PLS Wold 2 blocks algorithm based on two
nested loops:
(i) The outer loop iterate over components.
(ii) The inner loop estimates the weights vectors. This can be done
with two algo. (a) the inner loop of the original NIPALS algo. or (b) a
SVD on residuals cross-covariance matrices.
n_components : int, number of components to keep. (default 2).
scale : boolean, scale data? (default True)
deflation_mode : str, "canonical" or "regression". See notes.
mode : "A" classical PLS and "B" CCA. See notes.
norm_y_weights: boolean, normalize Y weights to one? (default False)
algorithm : string, "nipals" or "svd"
The algorithm used to estimate the weights. It will be called
n_components times, i.e. once for each iteration of the outer loop.
max_iter : an integer, the maximum number of iterations (default 500)
of the NIPALS inner loop (used only if algorithm="nipals")
tol : non-negative real, default 1e-06
The tolerance used in the iterative algorithm.
copy : boolean, default True
Whether the deflation should be done on a copy. Let the default
value to True unless you don't care about side effects.
Attributes
----------
x_weights_ : array, [p, n_components]
X block weights vectors.
y_weights_ : array, [q, n_components]
Y block weights vectors.
x_loadings_ : array, [p, n_components]
X block loadings vectors.
y_loadings_ : array, [q, n_components]
Y block loadings vectors.
x_scores_ : array, [n_samples, n_components]
X scores.
y_scores_ : array, [n_samples, n_components]
Y scores.
x_rotations_ : array, [p, n_components]
X block to latents rotations.
y_rotations_ : array, [q, n_components]
Y block to latents rotations.
coef_: array, [p, q]
The coefficients of the linear model: ``Y = X coef_ + Err``
n_iter_ : array-like
Number of iterations of the NIPALS inner loop for each
component. Not useful if the algorithm given is "svd".
References
----------
Jacob A. Wegelin. A survey of Partial Least Squares (PLS) methods, with
emphasis on the two-block case. Technical Report 371, Department of
Statistics, University of Washington, Seattle, 2000.
In French but still a reference:
Tenenhaus, M. (1998). La regression PLS: theorie et pratique. Paris:
Editions Technic.
See also
--------
PLSCanonical
PLSRegression
CCA
PLS_SVD
"""
@abstractmethod
def __init__(self, n_components=2, scale=True, deflation_mode="regression",
mode="A", algorithm="nipals", norm_y_weights=False,
max_iter=500, tol=1e-06, copy=True):
self.n_components = n_components
self.deflation_mode = deflation_mode
self.mode = mode
self.norm_y_weights = norm_y_weights
self.scale = scale
self.algorithm = algorithm
self.max_iter = max_iter
self.tol = tol
self.copy = copy
def fit(self, X, Y):
"""Fit model to data.
Parameters
----------
X : array-like, shape = [n_samples, n_features]
Training vectors, where n_samples in the number of samples and
n_features is the number of predictors.
Y : array-like of response, shape = [n_samples, n_targets]
Target vectors, where n_samples in the number of samples and
n_targets is the number of response variables.
"""
# copy since this will contains the residuals (deflated) matrices
check_consistent_length(X, Y)
X = check_array(X, dtype=np.float64, copy=self.copy)
Y = check_array(Y, dtype=np.float64, copy=self.copy, ensure_2d=False)
if Y.ndim == 1:
Y = Y.reshape(-1, 1)
n = X.shape[0]
p = X.shape[1]
q = Y.shape[1]
if self.n_components < 1 or self.n_components > p:
raise ValueError('Invalid number of components: %d' %
self.n_components)
if self.algorithm not in ("svd", "nipals"):
raise ValueError("Got algorithm %s when only 'svd' "
"and 'nipals' are known" % self.algorithm)
if self.algorithm == "svd" and self.mode == "B":
raise ValueError('Incompatible configuration: mode B is not '
'implemented with svd algorithm')
if self.deflation_mode not in ["canonical", "regression"]:
raise ValueError('The deflation mode is unknown')
# Scale (in place)
X, Y, self.x_mean_, self.y_mean_, self.x_std_, self.y_std_\
= _center_scale_xy(X, Y, self.scale)
# Residuals (deflated) matrices
Xk = X
Yk = Y
# Results matrices
self.x_scores_ = np.zeros((n, self.n_components))
self.y_scores_ = np.zeros((n, self.n_components))
self.x_weights_ = np.zeros((p, self.n_components))
self.y_weights_ = np.zeros((q, self.n_components))
self.x_loadings_ = np.zeros((p, self.n_components))
self.y_loadings_ = np.zeros((q, self.n_components))
self.n_iter_ = []
# NIPALS algo: outer loop, over components
for k in range(self.n_components):
if np.all(np.dot(Yk.T, Yk) < np.finfo(np.double).eps):
# Yk constant
warnings.warn('Y residual constant at iteration %s' % k)
break
# 1) weights estimation (inner loop)
# -----------------------------------
if self.algorithm == "nipals":
x_weights, y_weights, n_iter_ = \
_nipals_twoblocks_inner_loop(
X=Xk, Y=Yk, mode=self.mode, max_iter=self.max_iter,
tol=self.tol, norm_y_weights=self.norm_y_weights)
self.n_iter_.append(n_iter_)
elif self.algorithm == "svd":
x_weights, y_weights = _svd_cross_product(X=Xk, Y=Yk)
# compute scores
x_scores = np.dot(Xk, x_weights)
if self.norm_y_weights:
y_ss = 1
else:
y_ss = np.dot(y_weights.T, y_weights)
y_scores = np.dot(Yk, y_weights) / y_ss
# test for null variance
if np.dot(x_scores.T, x_scores) < np.finfo(np.double).eps:
warnings.warn('X scores are null at iteration %s' % k)
break
# 2) Deflation (in place)
# ----------------------
# Possible memory footprint reduction may done here: in order to
# avoid the allocation of a data chunk for the rank-one
# approximations matrix which is then subtracted to Xk, we suggest
# to perform a column-wise deflation.
#
# - regress Xk's on x_score
x_loadings = np.dot(Xk.T, x_scores) / np.dot(x_scores.T, x_scores)
# - subtract rank-one approximations to obtain remainder matrix
Xk -= np.dot(x_scores, x_loadings.T)
if self.deflation_mode == "canonical":
# - regress Yk's on y_score, then subtract rank-one approx.
y_loadings = (np.dot(Yk.T, y_scores)
/ np.dot(y_scores.T, y_scores))
Yk -= np.dot(y_scores, y_loadings.T)
if self.deflation_mode == "regression":
# - regress Yk's on x_score, then subtract rank-one approx.
y_loadings = (np.dot(Yk.T, x_scores)
/ np.dot(x_scores.T, x_scores))
Yk -= np.dot(x_scores, y_loadings.T)
# 3) Store weights, scores and loadings # Notation:
self.x_scores_[:, k] = x_scores.ravel() # T
self.y_scores_[:, k] = y_scores.ravel() # U
self.x_weights_[:, k] = x_weights.ravel() # W
self.y_weights_[:, k] = y_weights.ravel() # C
self.x_loadings_[:, k] = x_loadings.ravel() # P
self.y_loadings_[:, k] = y_loadings.ravel() # Q
# Such that: X = TP' + Err and Y = UQ' + Err
# 4) rotations from input space to transformed space (scores)
# T = X W(P'W)^-1 = XW* (W* : p x k matrix)
# U = Y C(Q'C)^-1 = YC* (W* : q x k matrix)
self.x_rotations_ = np.dot(
self.x_weights_,
linalg.pinv(np.dot(self.x_loadings_.T, self.x_weights_)))
if Y.shape[1] > 1:
self.y_rotations_ = np.dot(
self.y_weights_,
linalg.pinv(np.dot(self.y_loadings_.T, self.y_weights_)))
else:
self.y_rotations_ = np.ones(1)
if True or self.deflation_mode == "regression":
# FIXME what's with the if?
# Estimate regression coefficient
# Regress Y on T
# Y = TQ' + Err,
# Then express in function of X
# Y = X W(P'W)^-1Q' + Err = XB + Err
# => B = W*Q' (p x q)
self.coef_ = np.dot(self.x_rotations_, self.y_loadings_.T)
self.coef_ = (1. / self.x_std_.reshape((p, 1)) * self.coef_ *
self.y_std_)
return self
def transform(self, X, Y=None, copy=True):
"""Apply the dimension reduction learned on the train data.
Parameters
----------
X : array-like of predictors, shape = [n_samples, p]
Training vectors, where n_samples in the number of samples and
p is the number of predictors.
Y : array-like of response, shape = [n_samples, q], optional
Training vectors, where n_samples in the number of samples and
q is the number of response variables.
copy : boolean, default True
Whether to copy X and Y, or perform in-place normalization.
Returns
-------
x_scores if Y is not given, (x_scores, y_scores) otherwise.
"""
check_is_fitted(self, 'x_mean_')
X = check_array(X, copy=copy)
# Normalize
X -= self.x_mean_
X /= self.x_std_
# Apply rotation
x_scores = np.dot(X, self.x_rotations_)
if Y is not None:
Y = check_array(Y, ensure_2d=False, copy=copy)
if Y.ndim == 1:
Y = Y.reshape(-1, 1)
Y -= self.y_mean_
Y /= self.y_std_
y_scores = np.dot(Y, self.y_rotations_)
return x_scores, y_scores
return x_scores
def predict(self, X, copy=True):
"""Apply the dimension reduction learned on the train data.
Parameters
----------
X : array-like of predictors, shape = [n_samples, p]
Training vectors, where n_samples in the number of samples and
p is the number of predictors.
copy : boolean, default True
Whether to copy X and Y, or perform in-place normalization.
Notes
-----
This call requires the estimation of a p x q matrix, which may
be an issue in high dimensional space.
"""
check_is_fitted(self, 'x_mean_')
X = check_array(X, copy=copy)
# Normalize
X -= self.x_mean_
X /= self.x_std_
Ypred = np.dot(X, self.coef_)
return Ypred + self.y_mean_
def fit_transform(self, X, y=None, **fit_params):
"""Learn and apply the dimension reduction on the train data.
Parameters
----------
X : array-like of predictors, shape = [n_samples, p]
Training vectors, where n_samples in the number of samples and
p is the number of predictors.
Y : array-like of response, shape = [n_samples, q], optional
Training vectors, where n_samples in the number of samples and
q is the number of response variables.
copy : boolean, default True
Whether to copy X and Y, or perform in-place normalization.
Returns
-------
x_scores if Y is not given, (x_scores, y_scores) otherwise.
"""
check_is_fitted(self, 'x_mean_')
return self.fit(X, y, **fit_params).transform(X, y)
class PLSRegression(_PLS):
"""PLS regression
PLSRegression implements the PLS 2 blocks regression known as PLS2 or PLS1
in case of one dimensional response.
This class inherits from _PLS with mode="A", deflation_mode="regression",
norm_y_weights=False and algorithm="nipals".
Read more in the :ref:`User Guide <cross_decomposition>`.
Parameters
----------
n_components : int, (default 2)
Number of components to keep.
scale : boolean, (default True)
whether to scale the data
max_iter : an integer, (default 500)
the maximum number of iterations of the NIPALS inner loop (used
only if algorithm="nipals")
tol : non-negative real
Tolerance used in the iterative algorithm default 1e-06.
copy : boolean, default True
Whether the deflation should be done on a copy. Let the default
value to True unless you don't care about side effect
Attributes
----------
x_weights_ : array, [p, n_components]
X block weights vectors.
y_weights_ : array, [q, n_components]
Y block weights vectors.
x_loadings_ : array, [p, n_components]
X block loadings vectors.
y_loadings_ : array, [q, n_components]
Y block loadings vectors.
x_scores_ : array, [n_samples, n_components]
X scores.
y_scores_ : array, [n_samples, n_components]
Y scores.
x_rotations_ : array, [p, n_components]
X block to latents rotations.
y_rotations_ : array, [q, n_components]
Y block to latents rotations.
coef_: array, [p, q]
The coefficients of the linear model: ``Y = X coef_ + Err``
n_iter_ : array-like
Number of iterations of the NIPALS inner loop for each
component.
Notes
-----
For each component k, find weights u, v that optimizes:
``max corr(Xk u, Yk v) * var(Xk u) var(Yk u)``, such that ``|u| = 1``
Note that it maximizes both the correlations between the scores and the
intra-block variances.
The residual matrix of X (Xk+1) block is obtained by the deflation on
the current X score: x_score.
The residual matrix of Y (Yk+1) block is obtained by deflation on the
current X score. This performs the PLS regression known as PLS2. This
mode is prediction oriented.
This implementation provides the same results that 3 PLS packages
provided in the R language (R-project):
- "mixOmics" with function pls(X, Y, mode = "regression")
- "plspm " with function plsreg2(X, Y)
- "pls" with function oscorespls.fit(X, Y)
Examples
--------
>>> from sklearn.cross_decomposition import PLSRegression
>>> X = [[0., 0., 1.], [1.,0.,0.], [2.,2.,2.], [2.,5.,4.]]
>>> Y = [[0.1, -0.2], [0.9, 1.1], [6.2, 5.9], [11.9, 12.3]]
>>> pls2 = PLSRegression(n_components=2)
>>> pls2.fit(X, Y)
... # doctest: +NORMALIZE_WHITESPACE
PLSRegression(copy=True, max_iter=500, n_components=2, scale=True,
tol=1e-06)
>>> Y_pred = pls2.predict(X)
References
----------
Jacob A. Wegelin. A survey of Partial Least Squares (PLS) methods, with
emphasis on the two-block case. Technical Report 371, Department of
Statistics, University of Washington, Seattle, 2000.
In french but still a reference:
Tenenhaus, M. (1998). La regression PLS: theorie et pratique. Paris:
Editions Technic.
"""
def __init__(self, n_components=2, scale=True,
max_iter=500, tol=1e-06, copy=True):
_PLS.__init__(self, n_components=n_components, scale=scale,
deflation_mode="regression", mode="A",
norm_y_weights=False, max_iter=max_iter, tol=tol,
copy=copy)
class PLSCanonical(_PLS):
""" PLSCanonical implements the 2 blocks canonical PLS of the original Wold
algorithm [Tenenhaus 1998] p.204, referred as PLS-C2A in [Wegelin 2000].
This class inherits from PLS with mode="A" and deflation_mode="canonical",
norm_y_weights=True and algorithm="nipals", but svd should provide similar
results up to numerical errors.
Read more in the :ref:`User Guide <cross_decomposition>`.
Parameters
----------
scale : boolean, scale data? (default True)
algorithm : string, "nipals" or "svd"
The algorithm used to estimate the weights. It will be called
n_components times, i.e. once for each iteration of the outer loop.
max_iter : an integer, (default 500)
the maximum number of iterations of the NIPALS inner loop (used
only if algorithm="nipals")
tol : non-negative real, default 1e-06
the tolerance used in the iterative algorithm
copy : boolean, default True
Whether the deflation should be done on a copy. Let the default
value to True unless you don't care about side effect
n_components : int, number of components to keep. (default 2).
Attributes
----------
x_weights_ : array, shape = [p, n_components]
X block weights vectors.
y_weights_ : array, shape = [q, n_components]
Y block weights vectors.
x_loadings_ : array, shape = [p, n_components]
X block loadings vectors.
y_loadings_ : array, shape = [q, n_components]
Y block loadings vectors.
x_scores_ : array, shape = [n_samples, n_components]
X scores.
y_scores_ : array, shape = [n_samples, n_components]
Y scores.
x_rotations_ : array, shape = [p, n_components]
X block to latents rotations.
y_rotations_ : array, shape = [q, n_components]
Y block to latents rotations.
n_iter_ : array-like
Number of iterations of the NIPALS inner loop for each
component. Not useful if the algorithm provided is "svd".
Notes
-----
For each component k, find weights u, v that optimize::
max corr(Xk u, Yk v) * var(Xk u) var(Yk u), such that ``|u| = |v| = 1``
Note that it maximizes both the correlations between the scores and the
intra-block variances.
The residual matrix of X (Xk+1) block is obtained by the deflation on the
current X score: x_score.
The residual matrix of Y (Yk+1) block is obtained by deflation on the
current Y score. This performs a canonical symmetric version of the PLS
regression. But slightly different than the CCA. This is mostly used
for modeling.
This implementation provides the same results that the "plspm" package
provided in the R language (R-project), using the function plsca(X, Y).
Results are equal or collinear with the function
``pls(..., mode = "canonical")`` of the "mixOmics" package. The difference
relies in the fact that mixOmics implementation does not exactly implement
the Wold algorithm since it does not normalize y_weights to one.
Examples
--------
>>> from sklearn.cross_decomposition import PLSCanonical
>>> X = [[0., 0., 1.], [1.,0.,0.], [2.,2.,2.], [2.,5.,4.]]
>>> Y = [[0.1, -0.2], [0.9, 1.1], [6.2, 5.9], [11.9, 12.3]]
>>> plsca = PLSCanonical(n_components=2)
>>> plsca.fit(X, Y)
... # doctest: +NORMALIZE_WHITESPACE
PLSCanonical(algorithm='nipals', copy=True, max_iter=500, n_components=2,
scale=True, tol=1e-06)
>>> X_c, Y_c = plsca.transform(X, Y)
References
----------
Jacob A. Wegelin. A survey of Partial Least Squares (PLS) methods, with
emphasis on the two-block case. Technical Report 371, Department of
Statistics, University of Washington, Seattle, 2000.
Tenenhaus, M. (1998). La regression PLS: theorie et pratique. Paris:
Editions Technic.
See also
--------
CCA
PLSSVD
"""
def __init__(self, n_components=2, scale=True, algorithm="nipals",
max_iter=500, tol=1e-06, copy=True):
_PLS.__init__(self, n_components=n_components, scale=scale,
deflation_mode="canonical", mode="A",
norm_y_weights=True, algorithm=algorithm,
max_iter=max_iter, tol=tol, copy=copy)
class PLSSVD(BaseEstimator, TransformerMixin):
"""Partial Least Square SVD
Simply perform a svd on the crosscovariance matrix: X'Y
There are no iterative deflation here.
Read more in the :ref:`User Guide <cross_decomposition>`.
Parameters
----------
n_components : int, default 2
Number of components to keep.
scale : boolean, default True
Whether to scale X and Y.
copy : boolean, default True
Whether to copy X and Y, or perform in-place computations.
Attributes
----------
x_weights_ : array, [p, n_components]
X block weights vectors.
y_weights_ : array, [q, n_components]
Y block weights vectors.
x_scores_ : array, [n_samples, n_components]
X scores.
y_scores_ : array, [n_samples, n_components]
Y scores.
See also
--------
PLSCanonical
CCA
"""
def __init__(self, n_components=2, scale=True, copy=True):
self.n_components = n_components
self.scale = scale
self.copy = copy
def fit(self, X, Y):
# copy since this will contains the centered data
check_consistent_length(X, Y)
X = check_array(X, dtype=np.float64, copy=self.copy)
Y = check_array(Y, dtype=np.float64, copy=self.copy, ensure_2d=False)
if Y.ndim == 1:
Y = Y.reshape(-1, 1)
if self.n_components > max(Y.shape[1], X.shape[1]):
raise ValueError("Invalid number of components n_components=%d"
" with X of shape %s and Y of shape %s."
% (self.n_components, str(X.shape), str(Y.shape)))
# Scale (in place)
X, Y, self.x_mean_, self.y_mean_, self.x_std_, self.y_std_ =\
_center_scale_xy(X, Y, self.scale)
# svd(X'Y)
C = np.dot(X.T, Y)
# The arpack svds solver only works if the number of extracted
# components is smaller than rank(X) - 1. Hence, if we want to extract
# all the components (C.shape[1]), we have to use another one. Else,
# let's use arpacks to compute only the interesting components.
if self.n_components >= np.min(C.shape):
U, s, V = linalg.svd(C, full_matrices=False)
else:
U, s, V = arpack.svds(C, k=self.n_components)
V = V.T
self.x_scores_ = np.dot(X, U)
self.y_scores_ = np.dot(Y, V)
self.x_weights_ = U
self.y_weights_ = V
return self
def transform(self, X, Y=None):
"""Apply the dimension reduction learned on the train data."""
check_is_fitted(self, 'x_mean_')
X = check_array(X, dtype=np.float64)
Xr = (X - self.x_mean_) / self.x_std_
x_scores = np.dot(Xr, self.x_weights_)
if Y is not None:
if Y.ndim == 1:
Y = Y.reshape(-1, 1)
Yr = (Y - self.y_mean_) / self.y_std_
y_scores = np.dot(Yr, self.y_weights_)
return x_scores, y_scores
return x_scores
def fit_transform(self, X, y=None, **fit_params):
"""Learn and apply the dimension reduction on the train data.
Parameters
----------
X : array-like of predictors, shape = [n_samples, p]
Training vectors, where n_samples in the number of samples and
p is the number of predictors.
Y : array-like of response, shape = [n_samples, q], optional
Training vectors, where n_samples in the number of samples and
q is the number of response variables.
Returns
-------
x_scores if Y is not given, (x_scores, y_scores) otherwise.
"""
return self.fit(X, y, **fit_params).transform(X, y)
| bsd-3-clause |
JPFrancoia/scikit-learn | examples/ensemble/plot_forest_iris.py | 335 | 6271 | """
====================================================================
Plot the decision surfaces of ensembles of trees on the iris dataset
====================================================================
Plot the decision surfaces of forests of randomized trees trained on pairs of
features of the iris dataset.
This plot compares the decision surfaces learned by a decision tree classifier
(first column), by a random forest classifier (second column), by an extra-
trees classifier (third column) and by an AdaBoost classifier (fourth column).
In the first row, the classifiers are built using the sepal width and the sepal
length features only, on the second row using the petal length and sepal length
only, and on the third row using the petal width and the petal length only.
In descending order of quality, when trained (outside of this example) on all
4 features using 30 estimators and scored using 10 fold cross validation, we see::
ExtraTreesClassifier() # 0.95 score
RandomForestClassifier() # 0.94 score
AdaBoost(DecisionTree(max_depth=3)) # 0.94 score
DecisionTree(max_depth=None) # 0.94 score
Increasing `max_depth` for AdaBoost lowers the standard deviation of the scores (but
the average score does not improve).
See the console's output for further details about each model.
In this example you might try to:
1) vary the ``max_depth`` for the ``DecisionTreeClassifier`` and
``AdaBoostClassifier``, perhaps try ``max_depth=3`` for the
``DecisionTreeClassifier`` or ``max_depth=None`` for ``AdaBoostClassifier``
2) vary ``n_estimators``
It is worth noting that RandomForests and ExtraTrees can be fitted in parallel
on many cores as each tree is built independently of the others. AdaBoost's
samples are built sequentially and so do not use multiple cores.
"""
print(__doc__)
import numpy as np
import matplotlib.pyplot as plt
from sklearn import clone
from sklearn.datasets import load_iris
from sklearn.ensemble import (RandomForestClassifier, ExtraTreesClassifier,
AdaBoostClassifier)
from sklearn.externals.six.moves import xrange
from sklearn.tree import DecisionTreeClassifier
# Parameters
n_classes = 3
n_estimators = 30
plot_colors = "ryb"
cmap = plt.cm.RdYlBu
plot_step = 0.02 # fine step width for decision surface contours
plot_step_coarser = 0.5 # step widths for coarse classifier guesses
RANDOM_SEED = 13 # fix the seed on each iteration
# Load data
iris = load_iris()
plot_idx = 1
models = [DecisionTreeClassifier(max_depth=None),
RandomForestClassifier(n_estimators=n_estimators),
ExtraTreesClassifier(n_estimators=n_estimators),
AdaBoostClassifier(DecisionTreeClassifier(max_depth=3),
n_estimators=n_estimators)]
for pair in ([0, 1], [0, 2], [2, 3]):
for model in models:
# We only take the two corresponding features
X = iris.data[:, pair]
y = iris.target
# Shuffle
idx = np.arange(X.shape[0])
np.random.seed(RANDOM_SEED)
np.random.shuffle(idx)
X = X[idx]
y = y[idx]
# Standardize
mean = X.mean(axis=0)
std = X.std(axis=0)
X = (X - mean) / std
# Train
clf = clone(model)
clf = model.fit(X, y)
scores = clf.score(X, y)
# Create a title for each column and the console by using str() and
# slicing away useless parts of the string
model_title = str(type(model)).split(".")[-1][:-2][:-len("Classifier")]
model_details = model_title
if hasattr(model, "estimators_"):
model_details += " with {} estimators".format(len(model.estimators_))
print( model_details + " with features", pair, "has a score of", scores )
plt.subplot(3, 4, plot_idx)
if plot_idx <= len(models):
# Add a title at the top of each column
plt.title(model_title)
# Now plot the decision boundary using a fine mesh as input to a
# filled contour plot
x_min, x_max = X[:, 0].min() - 1, X[:, 0].max() + 1
y_min, y_max = X[:, 1].min() - 1, X[:, 1].max() + 1
xx, yy = np.meshgrid(np.arange(x_min, x_max, plot_step),
np.arange(y_min, y_max, plot_step))
# Plot either a single DecisionTreeClassifier or alpha blend the
# decision surfaces of the ensemble of classifiers
if isinstance(model, DecisionTreeClassifier):
Z = model.predict(np.c_[xx.ravel(), yy.ravel()])
Z = Z.reshape(xx.shape)
cs = plt.contourf(xx, yy, Z, cmap=cmap)
else:
# Choose alpha blend level with respect to the number of estimators
# that are in use (noting that AdaBoost can use fewer estimators
# than its maximum if it achieves a good enough fit early on)
estimator_alpha = 1.0 / len(model.estimators_)
for tree in model.estimators_:
Z = tree.predict(np.c_[xx.ravel(), yy.ravel()])
Z = Z.reshape(xx.shape)
cs = plt.contourf(xx, yy, Z, alpha=estimator_alpha, cmap=cmap)
# Build a coarser grid to plot a set of ensemble classifications
# to show how these are different to what we see in the decision
# surfaces. These points are regularly space and do not have a black outline
xx_coarser, yy_coarser = np.meshgrid(np.arange(x_min, x_max, plot_step_coarser),
np.arange(y_min, y_max, plot_step_coarser))
Z_points_coarser = model.predict(np.c_[xx_coarser.ravel(), yy_coarser.ravel()]).reshape(xx_coarser.shape)
cs_points = plt.scatter(xx_coarser, yy_coarser, s=15, c=Z_points_coarser, cmap=cmap, edgecolors="none")
# Plot the training points, these are clustered together and have a
# black outline
for i, c in zip(xrange(n_classes), plot_colors):
idx = np.where(y == i)
plt.scatter(X[idx, 0], X[idx, 1], c=c, label=iris.target_names[i],
cmap=cmap)
plot_idx += 1 # move on to the next plot in sequence
plt.suptitle("Classifiers on feature subsets of the Iris dataset")
plt.axis("tight")
plt.show()
| bsd-3-clause |
rahuldhote/scikit-learn | sklearn/neighbors/tests/test_dist_metrics.py | 230 | 5234 | import itertools
import pickle
import numpy as np
from numpy.testing import assert_array_almost_equal
import scipy
from scipy.spatial.distance import cdist
from sklearn.neighbors.dist_metrics import DistanceMetric
from nose import SkipTest
def dist_func(x1, x2, p):
return np.sum((x1 - x2) ** p) ** (1. / p)
def cmp_version(version1, version2):
version1 = tuple(map(int, version1.split('.')[:2]))
version2 = tuple(map(int, version2.split('.')[:2]))
if version1 < version2:
return -1
elif version1 > version2:
return 1
else:
return 0
class TestMetrics:
def __init__(self, n1=20, n2=25, d=4, zero_frac=0.5,
rseed=0, dtype=np.float64):
np.random.seed(rseed)
self.X1 = np.random.random((n1, d)).astype(dtype)
self.X2 = np.random.random((n2, d)).astype(dtype)
# make boolean arrays: ones and zeros
self.X1_bool = self.X1.round(0)
self.X2_bool = self.X2.round(0)
V = np.random.random((d, d))
VI = np.dot(V, V.T)
self.metrics = {'euclidean': {},
'cityblock': {},
'minkowski': dict(p=(1, 1.5, 2, 3)),
'chebyshev': {},
'seuclidean': dict(V=(np.random.random(d),)),
'wminkowski': dict(p=(1, 1.5, 3),
w=(np.random.random(d),)),
'mahalanobis': dict(VI=(VI,)),
'hamming': {},
'canberra': {},
'braycurtis': {}}
self.bool_metrics = ['matching', 'jaccard', 'dice',
'kulsinski', 'rogerstanimoto', 'russellrao',
'sokalmichener', 'sokalsneath']
def test_cdist(self):
for metric, argdict in self.metrics.items():
keys = argdict.keys()
for vals in itertools.product(*argdict.values()):
kwargs = dict(zip(keys, vals))
D_true = cdist(self.X1, self.X2, metric, **kwargs)
yield self.check_cdist, metric, kwargs, D_true
for metric in self.bool_metrics:
D_true = cdist(self.X1_bool, self.X2_bool, metric)
yield self.check_cdist_bool, metric, D_true
def check_cdist(self, metric, kwargs, D_true):
if metric == 'canberra' and cmp_version(scipy.__version__, '0.9') <= 0:
raise SkipTest("Canberra distance incorrect in scipy < 0.9")
dm = DistanceMetric.get_metric(metric, **kwargs)
D12 = dm.pairwise(self.X1, self.X2)
assert_array_almost_equal(D12, D_true)
def check_cdist_bool(self, metric, D_true):
dm = DistanceMetric.get_metric(metric)
D12 = dm.pairwise(self.X1_bool, self.X2_bool)
assert_array_almost_equal(D12, D_true)
def test_pdist(self):
for metric, argdict in self.metrics.items():
keys = argdict.keys()
for vals in itertools.product(*argdict.values()):
kwargs = dict(zip(keys, vals))
D_true = cdist(self.X1, self.X1, metric, **kwargs)
yield self.check_pdist, metric, kwargs, D_true
for metric in self.bool_metrics:
D_true = cdist(self.X1_bool, self.X1_bool, metric)
yield self.check_pdist_bool, metric, D_true
def check_pdist(self, metric, kwargs, D_true):
if metric == 'canberra' and cmp_version(scipy.__version__, '0.9') <= 0:
raise SkipTest("Canberra distance incorrect in scipy < 0.9")
dm = DistanceMetric.get_metric(metric, **kwargs)
D12 = dm.pairwise(self.X1)
assert_array_almost_equal(D12, D_true)
def check_pdist_bool(self, metric, D_true):
dm = DistanceMetric.get_metric(metric)
D12 = dm.pairwise(self.X1_bool)
assert_array_almost_equal(D12, D_true)
def test_haversine_metric():
def haversine_slow(x1, x2):
return 2 * np.arcsin(np.sqrt(np.sin(0.5 * (x1[0] - x2[0])) ** 2
+ np.cos(x1[0]) * np.cos(x2[0]) *
np.sin(0.5 * (x1[1] - x2[1])) ** 2))
X = np.random.random((10, 2))
haversine = DistanceMetric.get_metric("haversine")
D1 = haversine.pairwise(X)
D2 = np.zeros_like(D1)
for i, x1 in enumerate(X):
for j, x2 in enumerate(X):
D2[i, j] = haversine_slow(x1, x2)
assert_array_almost_equal(D1, D2)
assert_array_almost_equal(haversine.dist_to_rdist(D1),
np.sin(0.5 * D2) ** 2)
def test_pyfunc_metric():
X = np.random.random((10, 3))
euclidean = DistanceMetric.get_metric("euclidean")
pyfunc = DistanceMetric.get_metric("pyfunc", func=dist_func, p=2)
# Check if both callable metric and predefined metric initialized
# DistanceMetric object is picklable
euclidean_pkl = pickle.loads(pickle.dumps(euclidean))
pyfunc_pkl = pickle.loads(pickle.dumps(pyfunc))
D1 = euclidean.pairwise(X)
D2 = pyfunc.pairwise(X)
D1_pkl = euclidean_pkl.pairwise(X)
D2_pkl = pyfunc_pkl.pairwise(X)
assert_array_almost_equal(D1, D2)
assert_array_almost_equal(D1_pkl, D2_pkl)
| bsd-3-clause |
ChanderG/scikit-learn | examples/linear_model/plot_sgd_weighted_samples.py | 344 | 1458 | """
=====================
SGD: Weighted samples
=====================
Plot decision function of a weighted dataset, where the size of points
is proportional to its weight.
"""
print(__doc__)
import numpy as np
import matplotlib.pyplot as plt
from sklearn import linear_model
# we create 20 points
np.random.seed(0)
X = np.r_[np.random.randn(10, 2) + [1, 1], np.random.randn(10, 2)]
y = [1] * 10 + [-1] * 10
sample_weight = 100 * np.abs(np.random.randn(20))
# and assign a bigger weight to the last 10 samples
sample_weight[:10] *= 10
# plot the weighted data points
xx, yy = np.meshgrid(np.linspace(-4, 5, 500), np.linspace(-4, 5, 500))
plt.figure()
plt.scatter(X[:, 0], X[:, 1], c=y, s=sample_weight, alpha=0.9,
cmap=plt.cm.bone)
## fit the unweighted model
clf = linear_model.SGDClassifier(alpha=0.01, n_iter=100)
clf.fit(X, y)
Z = clf.decision_function(np.c_[xx.ravel(), yy.ravel()])
Z = Z.reshape(xx.shape)
no_weights = plt.contour(xx, yy, Z, levels=[0], linestyles=['solid'])
## fit the weighted model
clf = linear_model.SGDClassifier(alpha=0.01, n_iter=100)
clf.fit(X, y, sample_weight=sample_weight)
Z = clf.decision_function(np.c_[xx.ravel(), yy.ravel()])
Z = Z.reshape(xx.shape)
samples_weights = plt.contour(xx, yy, Z, levels=[0], linestyles=['dashed'])
plt.legend([no_weights.collections[0], samples_weights.collections[0]],
["no weights", "with weights"], loc="lower left")
plt.xticks(())
plt.yticks(())
plt.show()
| bsd-3-clause |
sandyjmacdonald/dots_for_microarrays | dots_backend/dots_analysis.py | 1 | 12261 | # -*- coding: utf-8 -*-
#!/usr/bin/env python
import warnings
import pandas as pd
import numpy as np
import scipy.cluster.hierarchy as hac
from dots_arrays import Experiment
from sklearn.decomposition import PCA
from itertools import combinations
from scipy.stats import ttest_ind, f_oneway
from statsmodels.stats.multitest import multipletests
from statsmodels.stats.multicomp import MultiComparison
from sklearn.metrics import silhouette_score, silhouette_samples
from sklearn.cluster import KMeans
## Functions ##
def run_pca(experiment):
'''Run PCA when given an experiment instance or data frame with expression values.
Args:
experiment (Experiment instance): An instance of the Experiment class.
Returns:
A Pandas data frame with results of PCA analysis.
'''
## The below if/elif checks whether experiment passed to function is an instance of the
## Experiment class or just a data frame with expression values in.
if isinstance(experiment, Experiment):
df = experiment.get_exp_values().T
elif isinstance(experiment, pd.DataFrame):
df = experiment.T
## Run the PCA, get the scores and unzip tuples into separate lists of x and y values.
pca = PCA(n_components=3)
pca_fit = pca.fit_transform(df)
vals = [(x[0], x[1]) for x in pca_fit]
xvals, yvals = zip(*vals)
## Convert the data into a dictionary for easy conversion into a Pandas data frame.
pca_dict = {'xvals': xvals, 'yvals': yvals, 'sampleid': list(df.index), 'group': [x.split('_')[0] for x in list(df.index)]}
pca_df = pd.DataFrame(pca_dict)
return pca_df
def get_fold_changes(experiment):
'''Calculate pairwise fold change and log fold change values.
Args:
experiment (Experiment instance): An instance of the Experiment class.
Returns:
A new Pandas data frame with pairwise fold change and log fold change values.
'''
groups = experiment.get_groups()
pairs = map(list, list(combinations(groups, 2)))
if all([g.isdigit() for g in groups]):
pairs = sorted(pairs, key=lambda x:x[0])
samples = experiment.get_sampleids()
df = experiment.df
new_df = df.ix[:, :5].copy()
for group in groups:
ids = [sample for sample in samples if group == sample.split('_')[0]]
new_df['mean_' + group] = df[ids].mean(axis=1)
del df
## For each pair, calculate mean values for each group, fold changes and log2 fold changes.
for pair in pairs:
if all([g.isdigit() for g in pair]):
pair.sort(key=int, reverse=True)
else:
pair.sort()
name_1, name_2 = pair
new_df['abs_mean_diff_' + name_1 + '_' + name_2] = abs((2 ** new_df['mean_' + name_1]) - (2 ** new_df['mean_' + name_2]))
new_df['logFC_' + name_1 + '_' + name_2] = new_df['mean_' + name_1] - new_df['mean_' + name_2]
new_df['FC_' + name_1 + '_' + name_2] = 2 ** new_df['logFC_' + name_1 + '_' + name_2]
return new_df
def run_stats(experiment):
'''Run independent T-test or one-way ANOVA dependent on number of groups.
Args:
experiment (Experiment instance): An instance of the Experiment class.
Returns:
A new Pandas data frame with p values, adjusted p values and Tukey HSD
post-hoc results if there are > 2 groups.
'''
groups = experiment.get_groups()
samples = experiment.get_sampleids()
df = experiment.df
all_vals = []
## Get values for each group, ready for T-test or ANOVA.
for group in groups:
ids = [sample for sample in samples if group == sample.split('_')[0]]
vals = map(list, df[ids].values)
all_vals.append(vals)
## Decide whether to use T-test or ANOVA dependent on number of groups.
if len(groups) == 2:
p_vals = [ttest_ind(all_vals[0][i], all_vals[1][i])[1] for i in range(len(all_vals[0]))]
else:
p_vals = []
for i in range(len(all_vals[0])):
row_vals = [all_vals[j][i] for j in range(len(groups))]
p_val = f_oneway(*row_vals)[1]
p_vals.append(p_val)
## Adjust the p values and create a new data frame with them in.
p_val_adj = list(multipletests(p_vals, method='fdr_bh')[1])
new_df = df.ix[:, :5].copy()
new_df['p_val'] = pd.Series(p_vals, index=new_df.index)
new_df['p_val_adj'] = pd.Series(p_val_adj, index=new_df.index)
## Post-hoc test.
## Only do the post-hoc test if there are more than 2 groups, duh!
if len(groups) > 2:
vals_df = df[samples]
group_ids = [sample.split('_')[0] for sample in vals_df.columns.values]
posthoc_results = {}
## Run the post-hoc test on each row.
for row in range(len(vals_df)):
row_vals = vals_df.ix[row]
mc = MultiComparison(row_vals, group_ids)
mc_groups = mc.groupsunique
results = mc.tukeyhsd()
significant = results.reject
pairs = zip(*[x.tolist() for x in mc.pairindices])
## Go through each pair and add results to the posthoc_results dictionary.
for i in range(len(pairs)):
pair = list(pairs[i])
pair.sort()
pair_name = str(mc_groups[pair[0]]) + '_' + str(mc_groups[pair[1]])
if pair_name in posthoc_results:
posthoc_results[pair_name].append(significant[i])
else:
posthoc_results[pair_name] = [significant[i]]
## Add the post-hoc results to the data frame.
for pair_name in posthoc_results:
new_df['significant_' + pair_name] = posthoc_results[pair_name]
return new_df
def find_clusters(df, k_vals=[4, 9, 16, 25], how='hierarchical'):
'''Find clusters, and if method is k-means run silhouette analysis
to determine the value of k.
Args:
df (data frame): A data frame with normalised expression data.
k_vals (list or range): The range over which to test k.
how ('hierarchical' or 'kmeans'): Clustering method.
Returns:
A list of cluster numbers.
'''
## Don't run the silhouette analysis for hierarchical clustering,
## just calculate the clusters using estimate of k.
if how == 'hierarchical':
k = int(np.sqrt((len(df) / 2.0)))
hc = hac.linkage(df, method='average')
optimal_clusters = hac.fcluster(hc, t=k, criterion='maxclust')
## If method is k-means, run silhouette analysis.
elif how == 'kmeans':
best_combined_score = 0
optimal_k = 2
## Try values of k from range and keep track of optimal k according
## to silhouette score.
for k in k_vals:
km = KMeans(n_clusters=k, random_state=10)
clusters = km.fit_predict(df)
silhouette_avg = silhouette_score(df, clusters)
sample_silhouette_values = silhouette_samples(df, clusters)
above_mean = 0
silhouette_sizes = []
for i in range(k):
ith_cluster_silhouette_values = sample_silhouette_values[clusters == i]
size_cluster_i = ith_cluster_silhouette_values.shape[0]
silhouette_sizes.append(size_cluster_i)
if max(ith_cluster_silhouette_values) > silhouette_avg:
above_mean += 1
## This combined score should pick the best value of k
above_mean_score = float(above_mean) / k
std_score = 1.0/np.std(silhouette_sizes) if np.std(silhouette_sizes) > 1.0 else 1.0
combined_score = (silhouette_avg + above_mean_score + std_score) / 3
## Put the clusters in the new column in the data frame.
if combined_score > best_combined_score:
best_combined_score = combined_score
optimal_k = k
optimal_clusters = clusters
optimal_clusters = [cluster + 1 for cluster in optimal_clusters]
return optimal_clusters
def get_clusters(experiment, how='hierarchical'):
'''Clusters significantly differentially expressed genes by expression pattern
across the samples using hierarchical or k-means clustering and silhouette analysis
to pick the value of k (via the find_clusters function).
Args:
experiment (Experiment instance): An instance of the Experiment class.
how ('hierarchical' or 'kmeans'): Clustering method.
Returns:
A new Pandas data frame with fold changes, p values and clusters.
'''
## Run the stats to filter genes down to significant ones only.
stats = run_stats(experiment)
stats = stats[['FeatureNum', 'p_val', 'p_val_adj']].copy()
## Get the fold changes
fcs = get_fold_changes(experiment)
keep_cols = [x for x in fcs.columns.values if 'logFC' in x or 'abs_mean_diff' in x]
fc_cols = [x for x in fcs.columns.values if 'logFC' in x]
fcs = fcs[['FeatureNum'] + keep_cols].copy()
norm_exp_cols = experiment.get_sampleids()
abs_mean_diff_cols = [x for x in fcs.columns.values if 'abs_mean_diff' in x]
## Merge together the stats and fold changes data frames.
merged_df = pd.merge(experiment.df, stats, on='FeatureNum')
merged_df = pd.merge(merged_df, fcs, on='FeatureNum')
## Filter the merged data frame to leave only significantly differentially
## expressed genes (adj. p < 0.05. Also, increase the fold change cutoff until there
## are less than 2,500 rows left in the data frame (so that heat maps can be drawn).
filtered_df = merged_df[(merged_df['p_val_adj'] < 0.05) & ((abs(merged_df[fc_cols]) > np.log2(float(1))).any(1) == True) & ((merged_df[abs_mean_diff_cols] > 0.5).any(1) == True)].copy()
i = 2
while len(filtered_df) * len(experiment.get_sampleids()) > 40000:
filtered_df = merged_df[(merged_df['p_val_adj'] < 0.05) & ((abs(merged_df[fc_cols]) > np.log2(float(i))).any(1) == True) & ((merged_df[abs_mean_diff_cols] > 0.5).any(1) == True)].copy()
i += 1
## Clean up.
del merged_df
del stats
del fcs
## A good guesstimate for k.
k_limit = int(np.sqrt((len(filtered_df) / 2)))
## Catches numpy warnings about means of empty slices.
with warnings.catch_warnings():
warnings.simplefilter("ignore", category=RuntimeWarning)
## Hierarchical clustering.
if how == 'hierarchical':
clusters = find_clusters(filtered_df[norm_exp_cols], how='hierarchical')
filtered_df['cluster'] = clusters
## K-means clustering with silhouette analysis to determine value of k.
elif how == 'kmeans':
clusters = find_clusters(filtered_df[norm_exp_cols], k_vals=range(3, k_limit), how='kmeans')
filtered_df['cluster'] = clusters
## Sort the data frame by cluster and mean expression across samples.
filtered_df['mean_norm_expression'] = filtered_df[norm_exp_cols].mean(axis=0)
filtered_df.sort_values(by=['cluster', 'mean_norm_expression'], ascending=[True, False], inplace=True)
filtered_df = filtered_df.reset_index(drop=True)
return filtered_df
def write_fcs_stats(experiment, outfile='foldchanges_stats.txt'):
'''Creates a tab-separated table with a full list of fold changes,
p values, adjusted p values and post hoc results.
Args:
experiment (Experiment instance): An instance of the Experiment class.
outfile (string): The name of the table-separated table to be created.
'''
## Run the stats and fold changes and merge them into a single data frame.
stats = run_stats(experiment)
posthoc_cols = [colname for colname in stats.columns.values if 'significant' in colname]
stats = stats[['FeatureNum', 'p_val', 'p_val_adj'] + posthoc_cols]
fcs = get_fold_changes(experiment)
fc_cols = [colname for colname in fcs.columns.values if not 'abs_mean_diff_' in colname]
merged_df = pd.merge(fcs, stats, on='FeatureNum')
## Define the order of the columns in the data frame.
colnames = list(merged_df.columns.values)
global col_order
col_order = ['mean', 'FC', 'logFC', 'abs_mean_diff', 'p_val', 'adj_p_val', 'significant']
## Function to custom sort the columns.
def keyfunc(col):
for c in col_order:
if col.startswith(c):
return (col_order.index(c), col.lstrip(c + '_'))
break
## Sort the columns.
sorted_colnames = colnames[:5] + sorted(colnames[5:], key=keyfunc)
merged_df = merged_df[sorted_colnames]
## Fix the type of the FeatureNum column and sort it.
merged_df['FeatureNum'] = merged_df['FeatureNum'].astype(int)
merged_df.sort_values(by='FeatureNum', ascending=True, inplace=True)
## Write the table.
merged_df.to_csv(outfile, sep='\t', index=False)
def write_normalised_expression(experiment, outfile='normalised_expression.txt'):
'''Creates a tab-separated table with all of the normalised expression values.
Args:
experiment (Experiment instance): An instance of the Experiment class.
outfile (string): The name of the table-separated table to be created.
'''
## Read in the experiment.
experiment_df = experiment.df
## Sort the values columns.
colnames = list(experiment_df.columns.values)
sorted_colnames = colnames[:5] + sorted(colnames[5:])
experiment_df = experiment_df[sorted_colnames]
## Write the table.
experiment_df.to_csv(outfile, sep='\t', index=False)
| mit |
anguoyang/SMQTK | python/smqtk/indexing/naive_bayes.py | 1 | 9147 | """
LICENCE
-------
Copyright 2015 by Kitware, Inc. All Rights Reserved. Please refer to
KITWARE_LICENSE.TXT for licensing information, or contact General Counsel,
Kitware, Inc., 28 Corporate Drive, Clifton Park, NY 12065.
"""
from . import Indexer
import cPickle
import os.path as osp
import numpy
from sklearn.naive_bayes import MultinomialNB
import smqtk_config
from smqtk.utils import safe_create_dir, SimpleTimer
class NaiveBayesMultinomial (Indexer):
def __init__(self, data_dir):
self.data_dir = osp.join(smqtk_config.DATA_DIR, data_dir)
# Array of UIDs in the index the UID refers to in these internal
# structures
#: :type: list[object]
self._uid_array = None
self._uid2idx_map = None
# Matrix of features
#: :type: numpy.core.multiarray.ndarray
self._feature_mat = None
if self.has_model_files():
self._load_model_files()
@property
def uid_list_filepath(self):
return osp.join(self.data_dir, "uid_list.pickle")
@property
def feature_mat_filepath(self):
return osp.join(self.data_dir, "feature_mat.npy")
def has_model_files(self):
return (osp.isfile(self.uid_list_filepath)
and osp.isfile(self.feature_mat_filepath))
def _load_model_files(self):
with open(self.uid_list_filepath, 'rb') as infile:
#: :type: list[object]
self._uid_array = cPickle.load(infile)
#: :type: numpy.core.multiarray.ndarray
self._feature_mat = numpy.load(self.feature_mat_filepath)
# Mapping of element UID to array/matrix index position
#: :type: dict of int
self._uid2idx_map = {}
for idx, uid in enumerate(self._uid_array):
self._uid2idx_map[uid] = idx
def has_model(self):
"""
:return: True if this indexer has a valid initialized model for
extension and ranking (or doesn't need one to perform those tasks).
:rtype: bool
"""
return (
self._uid_array is not None
and self._feature_mat is not None
and 0 not in self._feature_mat.shape # has dimensionality
)
def generate_model(self, descriptor_map, parallel=None, **kwargs):
"""
Generate this indexers data-model using the given features,
saving it to files in the configured data directory.
:raises RuntimeError: Precaution error when there is an existing data
model for this indexer. Manually delete or move the existing
model before computing another one.
Specific implementations may error on other things. See the specific
implementations for more details.
:raises ValueError: The given feature map had no content.
:param descriptor_map: Mapping of integer IDs to feature data. All feature
data must be of the same size!
:type descriptor_map: dict of (int, numpy.core.multiarray.ndarray)
:param parallel: Optionally specification of how many processors to use
when pooling sub-tasks. If None, we attempt to use all available
cores.
:type parallel: int
"""
super(NaiveBayesMultinomial, self).generate_model(descriptor_map, parallel)
num_features = len(descriptor_map)
ordered_uids = sorted(descriptor_map.keys())
sample_feature = descriptor_map[ordered_uids[0]]
feature_len = len(sample_feature)
# Pre-allocating arrays
self._uid_array = []
self._feature_mat = numpy.zeros(
(num_features, feature_len), dtype=sample_feature.dtype
)
self.log.info("Populating feature matrix")
for i, (uid, feat) in enumerate(descriptor_map.iteritems()):
self._uid_array.append(uid)
self._feature_mat[i] = feat
with SimpleTimer("Saving data files", self.log.info):
safe_create_dir(self.data_dir)
with open(self.uid_list_filepath, 'wb') as ofile:
cPickle.dump(self._uid_array, ofile)
numpy.save(self.feature_mat_filepath, self._feature_mat)
def extend_model(self, uid_feature_map, parallel=None):
"""
Extend, in memory, the current model with the given feature elements.
Online extensions are not saved to data files.
NOTE: For now, if there is currently no data model created for this
indexer / descriptor combination, we will error. In the future, I
would imagine a new model would be created.
:raises RuntimeError: No current model.
:param uid_feature_map: Mapping of integer IDs to features to extend this
indexer's model with.
:type uid_feature_map: dict of (collections.Hashable, numpy.core.multiarray.ndarray)
:param parallel: Optionally specification of how many processors to use
when pooling sub-tasks. If None, we attempt to use all available
cores. Not all implementation support parallel model extension.
:type parallel: int
"""
super(NaiveBayesMultinomial, self).extend_model(uid_feature_map, parallel)
# Shortcut when we're not given anything to actually process
if not uid_feature_map:
self.log.debug("No new features to extend")
return
# Check UID intersection
with SimpleTimer("Checking UID uniqueness", self.log.debug):
cur_uids = set(self._uid_array)
intersection = cur_uids.intersection(uid_feature_map.keys())
if intersection:
raise ValueError("The following IDs are already present in the "
"indexer's model: %s" % tuple(intersection))
# Check feature consistency
# - Assuming that there is are least one feature in our current model...
with SimpleTimer("Checking input feature shape", self.log.debug):
example_feat = self._feature_mat[0]
for feat in uid_feature_map.values():
if feat.shape[0] != example_feat.shape[0]:
raise ValueError("One or more features provided are not of "
"the correct shape! Found %s when we "
"require %s"
% (feat.shape, example_feat.shape[1]))
del example_feat # Deleting so we can resize later in the function
# Extend data structures
# - UID and Feature matrix can be simply resized in-place as we are
# strictly adding to the end of the structure in memory.
# - distance matrix, since we're adding new columns in addition to rows,
# need to create a new matrix of the desired shape, copying in
# existing into new matrix.
self.log.debug("Sorting feature UIDs")
new_uids = sorted(uid_feature_map.keys())
self.log.debug("Calculating before and after sizes.")
num_features_before = self._feature_mat.shape[0]
num_features_after = num_features_before + len(uid_feature_map)
with SimpleTimer("Resizing uid/feature matrices", self.log.debug):
self._feature_mat.resize((num_features_after,
self._feature_mat.shape[1]))
with SimpleTimer("Adding to matrices", self.log.debug):
for i in range(num_features_before, num_features_after):
i_uid = new_uids[i-num_features_before]
self._uid_array.append(i_uid)
assert len(self._uid_array) == i+1
self._uid2idx_map[i_uid] = i
self._feature_mat[i] = uid_feature_map[i_uid]
def rank(self, pos_ids, neg_ids=()):
super(NaiveBayesMultinomial, self).rank(pos_ids, neg_ids)
num_pos = len(pos_ids)
num_neg = len(neg_ids)
train = numpy.ndarray((num_pos + num_neg, self._feature_mat.shape[1]),
dtype=self._feature_mat.dtype)
train[:num_pos, :] = \
self._feature_mat[tuple(self._uid2idx_map[uid] for uid in pos_ids), :]
train[num_pos:num_pos+num_neg, :] = \
self._feature_mat[tuple(self._uid2idx_map[uid] for uid in neg_ids), :]
# Positive elements are label 1, negatives are label 0
labels = numpy.concatenate((numpy.ones(len(pos_ids)),
numpy.zeros(len(neg_ids))))
# Only really care about probability of positive, so just keeping that
# column.
mnb = MultinomialNB()
probs = mnb.fit(train, labels).predict_proba(self._feature_mat)[:, 1]
return dict(zip(self._uid_array, probs))
def reset(self):
"""
Reset this indexer to its original state, i.e. removing any model
extension that may have occurred.
:raises RuntimeError: Unable to reset due to lack of available model.
"""
super(NaiveBayesMultinomial, self).reset()
self._load_model_files()
INDEXER_CLASS = [
NaiveBayesMultinomial
]
| bsd-3-clause |
YinongLong/scikit-learn | sklearn/ensemble/tests/test_voting_classifier.py | 21 | 10259 | """Testing for the VotingClassifier"""
import numpy as np
from sklearn.utils.testing import assert_almost_equal, assert_array_equal
from sklearn.utils.testing import assert_equal
from sklearn.utils.testing import assert_raise_message
from sklearn.exceptions import NotFittedError
from sklearn.linear_model import LogisticRegression
from sklearn.naive_bayes import GaussianNB
from sklearn.ensemble import RandomForestClassifier
from sklearn.ensemble import VotingClassifier
from sklearn.model_selection import GridSearchCV
from sklearn import datasets
from sklearn.model_selection import cross_val_score
from sklearn.datasets import make_multilabel_classification
from sklearn.svm import SVC
from sklearn.multiclass import OneVsRestClassifier
from sklearn.neighbors import KNeighborsClassifier
# Load the iris dataset and randomly permute it
iris = datasets.load_iris()
X, y = iris.data[:, 1:3], iris.target
def test_estimator_init():
eclf = VotingClassifier(estimators=[])
msg = ('Invalid `estimators` attribute, `estimators` should be'
' a list of (string, estimator) tuples')
assert_raise_message(AttributeError, msg, eclf.fit, X, y)
clf = LogisticRegression(random_state=1)
eclf = VotingClassifier(estimators=[('lr', clf)], voting='error')
msg = ('Voting must be \'soft\' or \'hard\'; got (voting=\'error\')')
assert_raise_message(ValueError, msg, eclf.fit, X, y)
eclf = VotingClassifier(estimators=[('lr', clf)], weights=[1, 2])
msg = ('Number of classifiers and weights must be equal'
'; got 2 weights, 1 estimators')
assert_raise_message(ValueError, msg, eclf.fit, X, y)
def test_predictproba_hardvoting():
eclf = VotingClassifier(estimators=[('lr1', LogisticRegression()),
('lr2', LogisticRegression())],
voting='hard')
msg = "predict_proba is not available when voting='hard'"
assert_raise_message(AttributeError, msg, eclf.predict_proba, X)
def test_notfitted():
eclf = VotingClassifier(estimators=[('lr1', LogisticRegression()),
('lr2', LogisticRegression())],
voting='soft')
msg = ("This VotingClassifier instance is not fitted yet. Call \'fit\'"
" with appropriate arguments before using this method.")
assert_raise_message(NotFittedError, msg, eclf.predict_proba, X)
def test_majority_label_iris():
"""Check classification by majority label on dataset iris."""
clf1 = LogisticRegression(random_state=123)
clf2 = RandomForestClassifier(random_state=123)
clf3 = GaussianNB()
eclf = VotingClassifier(estimators=[
('lr', clf1), ('rf', clf2), ('gnb', clf3)],
voting='hard')
scores = cross_val_score(eclf, X, y, cv=5, scoring='accuracy')
assert_almost_equal(scores.mean(), 0.95, decimal=2)
def test_tie_situation():
"""Check voting classifier selects smaller class label in tie situation."""
clf1 = LogisticRegression(random_state=123)
clf2 = RandomForestClassifier(random_state=123)
eclf = VotingClassifier(estimators=[('lr', clf1), ('rf', clf2)],
voting='hard')
assert_equal(clf1.fit(X, y).predict(X)[73], 2)
assert_equal(clf2.fit(X, y).predict(X)[73], 1)
assert_equal(eclf.fit(X, y).predict(X)[73], 1)
def test_weights_iris():
"""Check classification by average probabilities on dataset iris."""
clf1 = LogisticRegression(random_state=123)
clf2 = RandomForestClassifier(random_state=123)
clf3 = GaussianNB()
eclf = VotingClassifier(estimators=[
('lr', clf1), ('rf', clf2), ('gnb', clf3)],
voting='soft',
weights=[1, 2, 10])
scores = cross_val_score(eclf, X, y, cv=5, scoring='accuracy')
assert_almost_equal(scores.mean(), 0.93, decimal=2)
def test_predict_on_toy_problem():
"""Manually check predicted class labels for toy dataset."""
clf1 = LogisticRegression(random_state=123)
clf2 = RandomForestClassifier(random_state=123)
clf3 = GaussianNB()
X = np.array([[-1.1, -1.5],
[-1.2, -1.4],
[-3.4, -2.2],
[1.1, 1.2],
[2.1, 1.4],
[3.1, 2.3]])
y = np.array([1, 1, 1, 2, 2, 2])
assert_equal(all(clf1.fit(X, y).predict(X)), all([1, 1, 1, 2, 2, 2]))
assert_equal(all(clf2.fit(X, y).predict(X)), all([1, 1, 1, 2, 2, 2]))
assert_equal(all(clf3.fit(X, y).predict(X)), all([1, 1, 1, 2, 2, 2]))
eclf = VotingClassifier(estimators=[
('lr', clf1), ('rf', clf2), ('gnb', clf3)],
voting='hard',
weights=[1, 1, 1])
assert_equal(all(eclf.fit(X, y).predict(X)), all([1, 1, 1, 2, 2, 2]))
eclf = VotingClassifier(estimators=[
('lr', clf1), ('rf', clf2), ('gnb', clf3)],
voting='soft',
weights=[1, 1, 1])
assert_equal(all(eclf.fit(X, y).predict(X)), all([1, 1, 1, 2, 2, 2]))
def test_predict_proba_on_toy_problem():
"""Calculate predicted probabilities on toy dataset."""
clf1 = LogisticRegression(random_state=123)
clf2 = RandomForestClassifier(random_state=123)
clf3 = GaussianNB()
X = np.array([[-1.1, -1.5], [-1.2, -1.4], [-3.4, -2.2], [1.1, 1.2]])
y = np.array([1, 1, 2, 2])
clf1_res = np.array([[0.59790391, 0.40209609],
[0.57622162, 0.42377838],
[0.50728456, 0.49271544],
[0.40241774, 0.59758226]])
clf2_res = np.array([[0.8, 0.2],
[0.8, 0.2],
[0.2, 0.8],
[0.3, 0.7]])
clf3_res = np.array([[0.9985082, 0.0014918],
[0.99845843, 0.00154157],
[0., 1.],
[0., 1.]])
t00 = (2*clf1_res[0][0] + clf2_res[0][0] + clf3_res[0][0]) / 4
t11 = (2*clf1_res[1][1] + clf2_res[1][1] + clf3_res[1][1]) / 4
t21 = (2*clf1_res[2][1] + clf2_res[2][1] + clf3_res[2][1]) / 4
t31 = (2*clf1_res[3][1] + clf2_res[3][1] + clf3_res[3][1]) / 4
eclf = VotingClassifier(estimators=[
('lr', clf1), ('rf', clf2), ('gnb', clf3)],
voting='soft',
weights=[2, 1, 1])
eclf_res = eclf.fit(X, y).predict_proba(X)
assert_almost_equal(t00, eclf_res[0][0], decimal=1)
assert_almost_equal(t11, eclf_res[1][1], decimal=1)
assert_almost_equal(t21, eclf_res[2][1], decimal=1)
assert_almost_equal(t31, eclf_res[3][1], decimal=1)
try:
eclf = VotingClassifier(estimators=[
('lr', clf1), ('rf', clf2), ('gnb', clf3)],
voting='hard')
eclf.fit(X, y).predict_proba(X)
except AttributeError:
pass
else:
raise AssertionError('AttributeError for voting == "hard"'
' and with predict_proba not raised')
def test_multilabel():
"""Check if error is raised for multilabel classification."""
X, y = make_multilabel_classification(n_classes=2, n_labels=1,
allow_unlabeled=False,
random_state=123)
clf = OneVsRestClassifier(SVC(kernel='linear'))
eclf = VotingClassifier(estimators=[('ovr', clf)], voting='hard')
try:
eclf.fit(X, y)
except NotImplementedError:
return
def test_gridsearch():
"""Check GridSearch support."""
clf1 = LogisticRegression(random_state=1)
clf2 = RandomForestClassifier(random_state=1)
clf3 = GaussianNB()
eclf = VotingClassifier(estimators=[
('lr', clf1), ('rf', clf2), ('gnb', clf3)],
voting='soft')
params = {'lr__C': [1.0, 100.0],
'voting': ['soft', 'hard'],
'weights': [[0.5, 0.5, 0.5], [1.0, 0.5, 0.5]]}
grid = GridSearchCV(estimator=eclf, param_grid=params, cv=5)
grid.fit(iris.data, iris.target)
def test_parallel_predict():
"""Check parallel backend of VotingClassifier on toy dataset."""
clf1 = LogisticRegression(random_state=123)
clf2 = RandomForestClassifier(random_state=123)
clf3 = GaussianNB()
X = np.array([[-1.1, -1.5], [-1.2, -1.4], [-3.4, -2.2], [1.1, 1.2]])
y = np.array([1, 1, 2, 2])
eclf1 = VotingClassifier(estimators=[
('lr', clf1), ('rf', clf2), ('gnb', clf3)],
voting='soft',
n_jobs=1).fit(X, y)
eclf2 = VotingClassifier(estimators=[
('lr', clf1), ('rf', clf2), ('gnb', clf3)],
voting='soft',
n_jobs=2).fit(X, y)
assert_array_equal(eclf1.predict(X), eclf2.predict(X))
assert_array_equal(eclf1.predict_proba(X), eclf2.predict_proba(X))
def test_sample_weight():
"""Tests sample_weight parameter of VotingClassifier"""
clf1 = LogisticRegression(random_state=123)
clf2 = RandomForestClassifier(random_state=123)
clf3 = SVC(probability=True, random_state=123)
eclf1 = VotingClassifier(estimators=[
('lr', clf1), ('rf', clf2), ('svc', clf3)],
voting='soft').fit(X, y, sample_weight=np.ones((len(y),)))
eclf2 = VotingClassifier(estimators=[
('lr', clf1), ('rf', clf2), ('svc', clf3)],
voting='soft').fit(X, y)
assert_array_equal(eclf1.predict(X), eclf2.predict(X))
assert_array_equal(eclf1.predict_proba(X), eclf2.predict_proba(X))
sample_weight = np.random.RandomState(123).uniform(size=(len(y),))
eclf3 = VotingClassifier(estimators=[('lr', clf1)], voting='soft')
eclf3.fit(X, y, sample_weight)
clf1.fit(X, y, sample_weight)
assert_array_equal(eclf3.predict(X), clf1.predict(X))
assert_array_equal(eclf3.predict_proba(X), clf1.predict_proba(X))
clf4 = KNeighborsClassifier()
eclf3 = VotingClassifier(estimators=[
('lr', clf1), ('svc', clf3), ('knn', clf4)],
voting='soft')
msg = ('Underlying estimator \'knn\' does not support sample weights.')
assert_raise_message(ValueError, msg, eclf3.fit, X, y, sample_weight)
| bsd-3-clause |
bbfamily/abu | abupy/UmpBu/ABuUmpEdgeBase.py | 1 | 25925 | # -*- encoding:utf-8 -*-
"""
边裁基础实现模块
"""
from __future__ import division
from __future__ import print_function
from __future__ import absolute_import
import logging
import os
from abc import abstractmethod
import numpy as np
import sklearn.preprocessing as preprocessing
from enum import Enum
from sklearn.metrics.pairwise import pairwise_distances
from ..CoreBu import ABuEnv
from ..UtilBu import ABuFileUtil
from ..SimilarBu.ABuCorrcoef import ECoreCorrType, corr_xy
from .ABuUmpBase import AbuUmpBase
# noinspection PyUnresolvedReferences
from ..CoreBu.ABuFixes import filter
__author__ = '阿布'
__weixin__ = 'abu_quant'
"""在predict中度量输入的x和矩阵中其它矢量的pairwise_distances后，通过if distances_cx.min() > K_DISTANCE_THRESHOLD过滤"""
K_DISTANCE_THRESHOLD = 0.668
"""从第一轮pairwise_distances的结果使用argsort后取K_N_TOP_SEED个做为第二轮相似匹配的种子"""
K_N_TOP_SEED = 100
"""完成第二轮相似度匹配后使用K_SIMILAR_THRESHOLD做为阀值过滤后得到有投票权的向量"""
K_SIMILAR_THRESHOLD = 0.91
"""
K_CG_TOP_RATE做为计算win_top和loss_top
win_top = len(self.fiter.df['profit_cg']) - len(self.fiter.df['profit_cg']) * K_CG_TOP_RATE
eg:
len(self.fiter.df['profit_cg']) == 100
-> win_top = 100 - 100 * 0.236
-> win_top = 100 - 23.6
-> win_top = 76.4
loss_top = len(self.fiter.df['profit_cg']) * K_CG_TOP_RATE
eg:
len(self.fiter.df['profit_cg']) == 100
-> loss_top = 100 * 0.236
-> loss_top = 23.6
"""
K_CG_TOP_RATE = 0.236
"""在predict中最后的投票结果需要大于一定比例才被认可, 即对有争议的投票需要一方拥有相对优势才认可"""
K_EDGE_JUDGE_RATE = 0.618
class EEdgeType(Enum):
"""对交易的利润亏损进行rank后的分类结果"""
"""损失最多的一类交易，可理解为最底端"""
E_EEdge_TOP_LOSS = -1
"""其它的普通收益亏损的交易，在整个训练集交易中占最多数"""
E_EEdge_NORMAL = 0
"""盈利最多的一类交易，可理解为最顶端"""
E_STORE_TOP_WIN = 1
"""在第二轮的相似度匹配中使用的方法，传递给ABuCorrcoef.corr_xy函数"""
g_similar_type = ECoreCorrType.E_CORE_TYPE_PEARS
class AbuUmpEdgeBase(AbuUmpBase):
"""边裁基类"""
@classmethod
def ump_edge_clf_dump(cls, orders_pd_train, show_info=False, market_name=None):
"""
类方法，通过交易训练集orders_pd_train构造AbuUmpEdgeBase子类对象, 使用fit方法对训练集进行特征采集，后进行dump_clf即
本地序列化存贮等工作
:param orders_pd_train: 交易训练集，pd.DataFrame对象
:param show_info: 是否显示edge.fiter.df.head()，默认False
:param market_name: 主裁训练或者获取裁判对应的存贮唯一名称，默认None, 根据env中的当前市场设置存储名称
:return: AbuUmpEdgeBase子类对象实例
"""
edge = cls(orders_pd_train, market_name=market_name)
edge.fit()
edge.dump_clf()
if show_info:
print('edge.fiter.df.head():\n', edge.fiter.df.head())
return edge
@abstractmethod
def get_fiter_class(self):
"""abstractmethod子类必须实现，声明具体子类裁判使用的筛选特征形成特征的类"""
pass
@abstractmethod
def get_predict_col(self):
"""abstractmethod子类必须实现，获取具体子类裁判需要的特征keys"""
pass
@classmethod
@abstractmethod
def class_unique_id(cls):
"""
具体ump类关键字唯一名称，类方法，abstractmethod子类必须实现
主要针对外部user设置自定义ump使用, 需要user自己保证class_unique_id的唯一性，内部不做检测
具体使用见ABuUmpManager中extend_ump_block方法
"""
pass
def __init__(self, orders_pd=None, predict=False, market_name=None, **kwarg):
"""
:param orders_pd: 回测结果生成的交易订单构成的pd.DataFrame对象, 最好是经过度量类
AbuMetricsBase对象进行度量fit_metrics之后的orders_pd
:param predict: 是否构造的裁判类型为预测，非训练裁判
:param market_name: 主裁训练或者获取裁判对应的存贮唯一名称，默认None, 根据env中的当前市场设置存储名称
:param kwarg: 将kwarg参数透传给fiter_cls的构造：
self.fiter = self.fiter_cls(orders_pd=orders_pd, **kwarg)
"""
# 特征筛选类fiter_cls
self.fiter_cls = self.get_fiter_class()
# 对交易特征进行统一标准化的scaler对象
self.scaler = preprocessing.StandardScaler()
if isinstance(market_name, ABuEnv.EMarketTargetType):
market_name = market_name.value
# predict或者训练的情况都需要对应裁判的唯一名称, 默认使用对应市场的字符串名字 eg，'us'， 'cn'
self.market_name = ABuEnv.g_market_target.value if market_name is None else market_name
if not predict:
# TODO 拆开predict和训练数据逻辑，不要纠缠在一起
if orders_pd is not None and 'profit_cg' not in orders_pd.columns:
# profit_cg等度量参数是要在AbuMetricsBase结束后才会有
logging.info('you do better AbuMetricsBase.fit_metrics in orders_pd!!!!')
from ..MetricsBu.ABuMetricsBase import AbuMetricsBase
# 这里只做fit_metrics_order，没做fit_metrics因为比如期货，比特币会有自己的度量类，使用通用的fit_metrics_order
AbuMetricsBase(orders_pd, None, None, None).fit_metrics_order()
# 实例化特征构造对象self.fiter
self.fiter = self.fiter_cls(orders_pd=orders_pd, **kwarg)
"""
通过self.fiter_cls构造形成self.fiter后self.fiter.df中以存在特征
eg：self.fiter.df
profit profit_cg buy_deg_ang42 buy_deg_ang252 buy_deg_ang60 buy_deg_ang21
2014-09-24 -22618.04 -0.0566 3.378 3.458 3.458 1.818
2014-10-24 -29690.28 -0.0742 0.191 2.889 2.809 -1.089
2014-10-29 18959.19 0.0542 -2.026 16.689 -0.761 1.980
2014-10-29 148209.36 0.5022 -3.427 -11.956 -8.296 6.507
2014-10-29 24867.60 0.0952 -2.915 39.469 -6.043 7.046
"""
# 默认使用svm，这里需要参数可设置
self.fiter().estimator.svc()
def fit(self):
"""
边裁训练集拟合存储函数，相对主裁的训练fit函数，边裁的fit很简单
self.fiter.df经过fit后添加了新列p_rk_cg和rk形式如下所示
eg：self.fiter.df
profit profit_cg buy_deg_ang42 buy_deg_ang252 \
2014-09-24 -22618.04 -0.0566 3.378 3.458
2014-10-24 -29690.28 -0.0742 0.191 2.889
2014-10-29 18959.19 0.0542 -2.026 16.689
2014-10-29 148209.36 0.5022 -3.427 -11.956
2014-10-29 24867.60 0.0952 -2.915 39.469
2014-10-29 18959.19 0.0542 -2.026 16.689
2014-11-03 1250.80 0.0045 0.103 39.202
2014-11-11 59888.21 0.1857 8.341 -9.450
2014-11-12 -3578.78 -0.0140 3.963 6.595
2014-11-26 -29085.19 -0.0946 14.052 6.061
... ... ... ... ...
2016-03-14 16220.57 0.0559 4.002 -10.559
2016-03-14 -25328.12 -0.1218 0.129 -6.649
2016-03-30 -29858.44 -0.0863 13.121 -8.461
2016-04-04 5373.76 0.0244 4.409 -33.097
2016-04-13 -28044.40 -0.1159 6.603 -31.459
2016-04-14 -18645.93 -0.0467 4.611 18.428
2016-04-15 -32484.79 -0.1149 4.238 -13.247
2016-04-15 -32484.79 -0.1149 4.238 -13.247
2016-04-29 290.96 0.0007 1.445 16.266
2016-04-29 290.96 0.0007 1.445 16.266
buy_deg_ang60 buy_deg_ang21 p_rk_cg rk
2014-09-24 3.458 1.818 19.0 0
2014-10-24 2.809 -1.089 13.0 -1
2014-10-29 -0.761 1.980 35.5 0
2014-10-29 -8.296 6.507 56.0 1
2014-10-29 -6.043 7.046 43.0 1
2014-10-29 -0.761 1.980 35.5 0
2014-11-03 -4.614 10.125 28.0 0
2014-11-11 0.730 12.397 48.0 1
2014-11-12 -7.524 6.671 23.0 0
2014-11-26 7.566 12.494 9.0 -1
... ... ... ... ..
2016-03-14 -7.992 9.324 37.0 0
2016-03-14 -10.880 5.201 2.0 -1
2016-03-30 4.498 4.070 12.0 -1
2016-04-04 -6.281 5.618 33.0 0
2016-04-13 0.191 4.457 4.0 -1
2016-04-14 3.134 0.733 20.0 0
2016-04-15 4.693 1.162 5.5 -1
2016-04-15 4.693 1.162 5.5 -1
2016-04-29 4.615 -1.115 24.5 0
2016-04-29 4.615 -1.115 24.5 0
边裁裁决方式多次使用非均衡技术对最后的结果概率进行干预，目的是使最终的裁决正确率达成非均衡的目标，
非均衡技术思想是量化中很很重要的一种设计思路，因为我们量化的目标结果就是非均衡（我们想要赢的钱比输的多）
"""
# 对训练特征fiter.df中的profit_cg进行rank，即针对训练集中的交易盈利亏损值进行rank排序, rank结果添加到self.fiter.df新列
# TODO 暂时只使用profit_cg不使用profit做为训练参数，需要整合profit为训练的rank等综合权重处理
self.fiter.df['p_rk_cg'] = self.fiter.df['profit_cg'].rank()
"""
eg: self.fiter.df['p_rk_cg']
2014-09-24 19.0
2014-10-24 13.0
2014-10-29 35.5
2014-10-29 56.0
2014-10-29 43.0
2014-10-29 35.5
2014-11-03 28.0
2014-11-11 48.0
2014-11-12 23.0
2014-11-26 9.0
...
2016-03-14 37.0
2016-03-14 2.0
2016-03-30 12.0
2016-04-04 33.0
2016-04-13 4.0
2016-04-14 20.0
2016-04-15 5.5
2016-04-15 5.5
2016-04-29 24.5
2016-04-29 24.5
"""
# K_CG_TOP_RATE=0.236, 由于策略的胜负的非均衡，win_top的位置实际比较loss_top为非均衡，为后续制造概率优势
win_top = len(self.fiter.df['profit_cg']) - len(self.fiter.df['profit_cg']) * K_CG_TOP_RATE
"""
eg:
len(self.fiter.df['profit_cg']) == 100
-> win_top = 100 - 100 * 0.236
-> win_top = 100 - 23.6
-> win_top = 76.4
"""
loss_top = len(self.fiter.df['profit_cg']) * K_CG_TOP_RATE
"""
eg:
len(self.fiter.df['profit_cg']) == 100
-> loss_top = 100 * 0.236
-> loss_top = 23.6
"""
# self.fiter.df添加新列'rk'，初始值都为EEdgeType.E_EEdge_NORMAL.value，即0
self.fiter.df['rk'] = EEdgeType.E_EEdge_NORMAL.value
"""
根据win_top, loss_top将整体切分为三段，rk：-1, 0, 1
rk profit_cg p_rk_cg
2011-09-21 0 0.036216 58816.0
2011-09-21 1 0.046784 61581.0
2011-09-21 -1 -0.191184 1276.0
2011-09-21 0 -0.000428 43850.0
2011-09-21 0 0.001724 44956.0
"""
# noinspection PyTypeChecker
self.fiter.df['rk'] = np.where(self.fiter.df['p_rk_cg'] > win_top, EEdgeType.E_STORE_TOP_WIN.value,
self.fiter.df['rk'])
# noinspection PyTypeChecker
self.fiter.df['rk'] = np.where(self.fiter.df['p_rk_cg'] < loss_top, EEdgeType.E_EEdge_TOP_LOSS.value,
self.fiter.df['rk'])
def dump_file_fn(self):
"""
边裁本地缓存的存储路径规则：
ABuEnv.g_project_data_dir ＋ 'ump/ump_edge_' ＋ market_name + self.class_unique_id()
"""
# TODO 如果有裁判覆盖，保留备份，显示通知
unique_ump_name = 'ump/ump_edge_{}_{}'.format(self.market_name, self.class_unique_id())
return os.path.join(ABuEnv.g_project_data_dir, unique_ump_name)
def dump_clf(self):
"""
边裁的本地序列化相对主裁的dump_clf也简单很多，
将self.fiter.df和self.fiter.x打包成一个字典对象df_x_dict
通过ABuFileUtil.dump_pickle进行保存
"""
df_x_dict = {'fiter_df': self.fiter.df, 'fiter_x': self.fiter.x}
"""
eg：df_x_dict
array([[ 3.378, 3.458, 3.458, 1.818],
[ 0.191, 2.889, 2.809, -1.089],
[ -2.026, 16.689, -0.761, 1.98 ],
[ -3.427, -11.956, -8.296, 6.507],
[ -2.915, 39.469, -6.043, 7.046],
[ -2.026, 16.689, -0.761, 1.98 ],
[ 0.103, 39.202, -4.614, 10.125],
[ 8.341, -9.45 , 0.73 , 12.397],
[ 3.963, 6.595, -7.524, 6.671],
....................................
[ 4.002, -10.559, -7.992, 9.324],
[ 0.129, -6.649, -10.88 , 5.201],
[ 13.121, -8.461, 4.498, 4.07 ],
[ 4.409, -33.097, -6.281, 5.618],
[ 6.603, -31.459, 0.191, 4.457],
[ 4.611, 18.428, 3.134, 0.733],
[ 4.238, -13.247, 4.693, 1.162],
[ 4.238, -13.247, 4.693, 1.162],
[ 1.445, 16.266, 4.615, -1.115],
[ 1.445, 16.266, 4.615, -1.115]])
"""
ABuFileUtil.dump_pickle(df_x_dict, self.dump_file_fn(), how='zero')
def predict(self, **kwargs):
"""
边裁交易决策函数，从CachedUmpManager中获取缓存df_x_dict，对kwargs关键字参数所描述的交易特征进行拦截决策
边裁的predict()实现相对主裁来说比较复杂，大致思路如下：
1. 从输入的新交易中挑选需要的特征组成x
2. 将x和之前保存的训练集数据组合concatenate()，一起做数据标准化scaler
3. 使用sklearn.metrics.pairwise.pairwise_distances()度量输入特征和训练集矩阵中的距离序列
4. 取pairwise_distances() TOP个作为种子，继续匹配相似度
5. 相似度由大到小排序，保留大于保留阀值的相似度交易数据做为最终有投票权利的
6. 保留的交易认为是与新交易最相似的交易，保留的交易使用之前非均衡的rk对新交易进行投票
7. 最后的判断需要大于一定比例才被结果认可，即再次启动非均衡
:param kwargs: 需要和子类对象实现的虚方法get_predict_col中获取特征列对应的
关键字参数，eg: buy_deg_ang42=3.378, buy_deg_ang60=3.458
buy_deg_ang21=3.191, buy_deg_ang252=1.818
:return: 是否对kwargs关键字参数所描述的交易特征进行拦截，
EEdgeType: 不拦截: EEdgeType.E_EEdge_NORMAL or EEdgeType.E_STORE_TOP_WIN
拦截: EEdgeType.E_EEdge_TOP_LOSS
"""
# 统一从CachedUmpManager中获取缓存ump，没有缓存的情况下load_pickle
df_x_dict = AbuUmpBase.dump_clf_manager.get_ump(self)
# 从df_x_dict['fiter_df'].columns中筛选特征列
feature_columns = df_x_dict['fiter_df'].columns.drop(['profit', 'profit_cg', 'p_rk_cg', 'rk'])
"""
eg: df_x_dict['fiter_df'].columns
Index(['profit', 'profit_cg', 'buy_deg_ang42', 'buy_deg_ang252',
'buy_deg_ang60', 'buy_deg_ang21', 'p_rk_cg', 'rk'], dtype='object')
drop(['profit', 'profit_cg', 'p_rk_cg', 'rk']
-> ['buy_deg_ang42', 'buy_deg_ang252', 'buy_deg_ang60', 'buy_deg_ang21']
"""
# eg, x: array([ 3.378, 3.458, 3.458, 1.818])
x = np.array([kwargs[col] for col in feature_columns])
x = x.reshape(1, -1)
# 把新的x concatenate到之前保存的矩阵中
con_x = np.concatenate((x, df_x_dict['fiter_x']), axis=0)
# 将输入的x和原始矩阵组装好的新矩阵con_x一起标准化
con_x = self.scaler.fit_transform(con_x)
# 使用输入的x即con_x[0]和矩阵中其它的进行pairwise_distances比较
distances_cx = pairwise_distances(con_x[0].reshape(1, -1), con_x[1:],
metric='euclidean')
distances_cx = distances_cx[0]
"""
eg: distances_cx
array([[ 0. , 0.8432, 1.4371, 2.4178, 3.1302, 1.4371, 3.1774,
2.5422, 1.7465, 3.0011, 0.7233, 2.264 , 0.8279, 0.8279,
2.309 , 1.4878, 1.9396, 0.7438, 0.9731, 0.4494, 2.0755,
2.9762, 4.5869, 5.2029, 0.7362, 0.7362, 3.623 , 0.6105,
0.6105, 1.2288, 2.0991, 2.0991, 3.2272, 0.8599, 0.7419,
0.7419, 0.7804, 2.5241, 1.8116, 2.5373, 2.2742, 2.1726,
3.2738, 1.293 , 2.4555, 2.4555, 2.3358, 2.1673, 2.0187,
2.8637, 2.5066, 1.052 , 1.1481, 1.1481, 1.1175, 1.1175]])
"""
# 如果最小距离大于阀值，认为无效，K_DISTANCE_THRESHOLD = 0.668
if distances_cx.min() > K_DISTANCE_THRESHOLD:
return EEdgeType.E_EEdge_NORMAL
distances_sort = distances_cx.argsort()
"""
eg: distances_sort
array([ 0, 19, 28, 27, 10, 24, 25, 35, 34, 17, 36, 13, 12, 1, 33, 18, 51,
54, 55, 52, 53, 29, 43, 5, 2, 15, 8, 38, 16, 48, 20, 30, 31, 47,
41, 11, 40, 14, 46, 3, 45, 44, 50, 37, 39, 7, 49, 21, 9, 4, 6,
32, 42, 26, 22, 23])
"""
n_top = K_N_TOP_SEED if len(distances_cx) > K_N_TOP_SEED else len(distances_cx)
# 取前100个作为种子继续匹配相似度做数据准备
distances_sort = distances_sort[:n_top]
# 进行第二轮的相似度匹配，使用输入的x即con_x[0]和distances_sort中记录的其它矩阵矢量进行corr_xy
similar_cx = {arg: corr_xy(con_x[0], con_x[arg + 1], g_similar_type) for arg in distances_sort}
"""
eg: similar_cx
{0: 1.0, 19: 0.9197507467964976, 28: 0.57289288329659238, 27: 0.57289288329659238,
10: 0.44603792013583493, 24: 0.4103293780402798, 25: 0.4103293780402798,
35: 0.22026514236282496, 34: 0.22026514236282496, 17: -0.24170074544552811,
36: 0.43863838382081699, 13: 0.16234971594751921, 12: 0.16234971594751921, 1: 0.92424298737490296,
33: 0.47818723914034433, 18: -0.17734957863273493, 51: 0.63704694680797502, 54: 0.75395818997353681,
55: 0.75395818997353681, 52: 0.6485413094804453, 53: 0.6485413094804453,
29: 0.89796883127042837, 43: 0.86342390437553329, 5: 0.12738173851484677,
2: 0.12738173851484677, 15: 0.53496775815355813, 8: -0.92624283913287053,
38: -0.52046967255944876, 16: -0.65837858483393186, 48: 0.26241267262766549,
20: 0.45007515315947716, 30: -0.78037071039800843, 31: -0.78037071039800843,
47: -0.99196576241088685, 41: 0.71286817166895511, 11: -0.57565781272205685,
40: -0.089683927257343574, 14: -0.49743962329463148, 46: -0.84622925585859421, 3: -0.82066914234853283,
45: 0.30735926720691314, 44: 0.30735926720691314, 50: 0.010871213734502339, 37: -0.65150765047066517,
39: -0.38809703338219459, 7: -0.57947244493007666, 49: -0.33103296960584466, 21: 0.69444344588208717,
9: -0.3435188573004419, 4: -0.39204446380766983, 6: -0.54996919528831723, 32: -0.9481034251744791,
42: 0.20829094732022327, 26: 0.9936229414412624, 22: -0.35972456962349542, 23: -0.085747705364200594}
"""
# 相似度大到小排序
similar_sorted = sorted(zip(similar_cx.values(), similar_cx.keys()))[::-1]
"""
eg: similar_sorted
[(1.0, 0), (0.9936229414412624, 26), (0.92424298737490296, 1), (0.9197507467964976, 19), (
0.89796883127042837, 29), (0.86342390437553329, 43), (0.75395818997353681, 55), (0.75395818997353681, 54),
(0.71286817166895511, 41), (0.69444344588208717, 21), (0.6485413094804453, 53), (0.6485413094804453, 52),
(0.63704694680797502, 51), (0.57289288329659238, 28), (0.57289288329659238, 27), (0.53496775815355813, 15),
(0.47818723914034433, 33), (0.45007515315947716, 20), (0.44603792013583493, 10), (0.43863838382081699, 36),
(0.4103293780402798, 25), (0.4103293780402798, 24), (0.30735926720691314, 45), (0.30735926720691314, 44),
(0.26241267262766549, 48), (0.22026514236282496, 35), (0.22026514236282496, 34), (0.20829094732022327, 42),
(0.16234971594751921, 13), (0.16234971594751921, 12), (0.12738173851484677, 5), (0.12738173851484677, 2),
(0.010871213734502339, 50), (-0.085747705364200594, 23), (-0.089683927257343574, 40),
(-0.17734957863273493, 18), (-0.24170074544552811, 17), (-0.33103296960584466, 49),
(-0.3435188573004419, 9), (-0.35972456962349542, 22), (-0.38809703338219459, 39),
(-0.39204446380766983, 4), (-0.49743962329463148, 14), (-0.52046967255944876, 38),
(-0.54996919528831723, 6), (-0.57565781272205685, 11), (-0.57947244493007666, 7),
(-0.65150765047066517, 37), (-0.65837858483393186, 16), (-0.78037071039800843, 31),
(-0.78037071039800843, 30), (-0.82066914234853283, 3), (-0.84622925585859421, 46),
(-0.92624283913287053, 8), (-0.9481034251744791, 32), (-0.99196576241088685, 47)]
"""
# 只取大于阀值相似度K_SIMILAR_THRESHOLD的做为最终有投票权利的
similar_filters = list(filter(lambda sm: sm[0] > K_SIMILAR_THRESHOLD, similar_sorted))
"""
eg: similar_filters
[(1.0, 0), (0.9936229414412624, 26), (0.92424298737490296, 1), (0.9197507467964976, 19)]
"""
if len(similar_filters) < int(n_top * 0.1):
# 投票的太少，初始相似种子n_top的0.1为阀值，认为无效，eg：int(100 * 0.1) == 10
return EEdgeType.E_EEdge_NORMAL
top_loss_cluster_cnt = 0
top_win_cluster_cnt = 0
# 由于gmm_component_filter中win_top的非均衡，导致top_win_cluster_cnt > top_loss_cluster_cnt概率大
for similar in similar_filters:
"""
eg:
similar: (0.9936229414412624, 26)
order_ind = similar[1] = 26
similar_val = similar[0] = 0.9936229414412624
"""
order_ind = similar[1]
similar_val = similar[0]
# 通过order_ind获取有投票权利的交易的rk值
rk = df_x_dict['fiter_df'].iloc[order_ind]['rk']
# 对应这个最相似的在哪一个分类中，判断edge
if rk == -1:
# 需要 * similar_val eg： top_loss_cluster_cnt += 1 * 0.9936229414412624
top_loss_cluster_cnt += 1 * similar_val
elif rk == 1:
top_win_cluster_cnt += 1 * similar_val
# 最后的投票结果需要大于一定比例才被认可, 即对有争议的投票需要一方拥有相对优势才认可
if int(top_win_cluster_cnt * K_EDGE_JUDGE_RATE) > top_loss_cluster_cnt:
"""
eg: top_win_cluster_cnt = 100
top_loss_cluster_cnt ＝ 50
int(top_win_cluster_cnt * K_EDGE_JUDGE_RATE) == 62
62 > 50 -> EEdgeType.E_STORE_TOP_WIN
"""
return EEdgeType.E_STORE_TOP_WIN
elif int(top_loss_cluster_cnt * K_EDGE_JUDGE_RATE) > top_win_cluster_cnt:
"""
eg: top_loss_cluster_cnt = 100
top_win_cluster_cnt ＝ 50
int(top_loss_cluster_cnt * K_EDGE_JUDGE_RATE) == 62
62 > 50 -> EEdgeType.E_EEdge_TOP_LOSS
"""
# 由于top_win_cluster_cnt > top_loss_cluster_cnt的非均衡本来就有概率优势，＊ K_EDGE_JUDGE_RATE进一步扩大概率优势
return EEdgeType.E_EEdge_TOP_LOSS
return EEdgeType.E_EEdge_NORMAL
| gpl-3.0 |
Aasmi/scikit-learn | sklearn/decomposition/tests/test_nmf.py | 32 | 6044 | import numpy as np
from scipy import linalg
from sklearn.decomposition import nmf
from sklearn.utils.testing import assert_true
from sklearn.utils.testing import assert_false
from sklearn.utils.testing import raises
from sklearn.utils.testing import assert_array_almost_equal
from sklearn.utils.testing import assert_greater
from sklearn.utils.testing import assert_less
random_state = np.random.mtrand.RandomState(0)
@raises(ValueError)
def test_initialize_nn_input():
# Test NNDSVD behaviour on negative input
nmf._initialize_nmf(-np.ones((2, 2)), 2)
def test_initialize_nn_output():
# Test that NNDSVD does not return negative values
data = np.abs(random_state.randn(10, 10))
for var in (None, 'a', 'ar'):
W, H = nmf._initialize_nmf(data, 10, random_state=0)
assert_false((W < 0).any() or (H < 0).any())
def test_initialize_close():
# Test NNDSVD error
# Test that _initialize_nmf error is less than the standard deviation of
# the entries in the matrix.
A = np.abs(random_state.randn(10, 10))
W, H = nmf._initialize_nmf(A, 10)
error = linalg.norm(np.dot(W, H) - A)
sdev = linalg.norm(A - A.mean())
assert_true(error <= sdev)
def test_initialize_variants():
# Test NNDSVD variants correctness
# Test that the variants 'a' and 'ar' differ from basic NNDSVD only where
# the basic version has zeros.
data = np.abs(random_state.randn(10, 10))
W0, H0 = nmf._initialize_nmf(data, 10, variant=None)
Wa, Ha = nmf._initialize_nmf(data, 10, variant='a')
War, Har = nmf._initialize_nmf(data, 10, variant='ar', random_state=0)
for ref, evl in ((W0, Wa), (W0, War), (H0, Ha), (H0, Har)):
assert_true(np.allclose(evl[ref != 0], ref[ref != 0]))
@raises(ValueError)
def test_projgrad_nmf_fit_nn_input():
# Test model fit behaviour on negative input
A = -np.ones((2, 2))
m = nmf.ProjectedGradientNMF(n_components=2, init=None, random_state=0)
m.fit(A)
def test_projgrad_nmf_fit_nn_output():
# Test that the decomposition does not contain negative values
A = np.c_[5 * np.ones(5) - np.arange(1, 6),
5 * np.ones(5) + np.arange(1, 6)]
for init in (None, 'nndsvd', 'nndsvda', 'nndsvdar'):
model = nmf.ProjectedGradientNMF(n_components=2, init=init,
random_state=0)
transf = model.fit_transform(A)
assert_false((model.components_ < 0).any() or
(transf < 0).any())
def test_projgrad_nmf_fit_close():
# Test that the fit is not too far away
pnmf = nmf.ProjectedGradientNMF(5, init='nndsvda', random_state=0)
X = np.abs(random_state.randn(6, 5))
assert_less(pnmf.fit(X).reconstruction_err_, 0.05)
def test_nls_nn_output():
# Test that NLS solver doesn't return negative values
A = np.arange(1, 5).reshape(1, -1)
Ap, _, _ = nmf._nls_subproblem(np.dot(A.T, -A), A.T, A, 0.001, 100)
assert_false((Ap < 0).any())
def test_nls_close():
# Test that the NLS results should be close
A = np.arange(1, 5).reshape(1, -1)
Ap, _, _ = nmf._nls_subproblem(np.dot(A.T, A), A.T, np.zeros_like(A),
0.001, 100)
assert_true((np.abs(Ap - A) < 0.01).all())
def test_projgrad_nmf_transform():
# Test that NMF.transform returns close values
# (transform uses scipy.optimize.nnls for now)
A = np.abs(random_state.randn(6, 5))
m = nmf.ProjectedGradientNMF(n_components=5, init='nndsvd', random_state=0)
transf = m.fit_transform(A)
assert_true(np.allclose(transf, m.transform(A), atol=1e-2, rtol=0))
def test_n_components_greater_n_features():
# Smoke test for the case of more components than features.
A = np.abs(random_state.randn(30, 10))
nmf.ProjectedGradientNMF(n_components=15, sparseness='data',
random_state=0).fit(A)
def test_projgrad_nmf_sparseness():
# Test sparseness
# Test that sparsity constraints actually increase sparseness in the
# part where they are applied.
A = np.abs(random_state.randn(10, 10))
m = nmf.ProjectedGradientNMF(n_components=5, random_state=0).fit(A)
data_sp = nmf.ProjectedGradientNMF(n_components=5, sparseness='data',
random_state=0).fit(A).data_sparseness_
comp_sp = nmf.ProjectedGradientNMF(n_components=5, sparseness='components',
random_state=0).fit(A).comp_sparseness_
assert_greater(data_sp, m.data_sparseness_)
assert_greater(comp_sp, m.comp_sparseness_)
def test_sparse_input():
# Test that sparse matrices are accepted as input
from scipy.sparse import csc_matrix
A = np.abs(random_state.randn(10, 10))
A[:, 2 * np.arange(5)] = 0
T1 = nmf.ProjectedGradientNMF(n_components=5, init='random',
random_state=999).fit_transform(A)
A_sparse = csc_matrix(A)
pg_nmf = nmf.ProjectedGradientNMF(n_components=5, init='random',
random_state=999)
T2 = pg_nmf.fit_transform(A_sparse)
assert_array_almost_equal(pg_nmf.reconstruction_err_,
linalg.norm(A - np.dot(T2, pg_nmf.components_),
'fro'))
assert_array_almost_equal(T1, T2)
# same with sparseness
T2 = nmf.ProjectedGradientNMF(
n_components=5, init='random', sparseness='data',
random_state=999).fit_transform(A_sparse)
T1 = nmf.ProjectedGradientNMF(
n_components=5, init='random', sparseness='data',
random_state=999).fit_transform(A)
def test_sparse_transform():
# Test that transform works on sparse data. Issue #2124
from scipy.sparse import csc_matrix
A = np.abs(random_state.randn(5, 4))
A[A > 1.0] = 0
A = csc_matrix(A)
model = nmf.NMF()
A_fit_tr = model.fit_transform(A)
A_tr = model.transform(A)
# This solver seems pretty inconsistent
assert_array_almost_equal(A_fit_tr, A_tr, decimal=2)
| bsd-3-clause |
xavierwu/scikit-learn | examples/applications/plot_species_distribution_modeling.py | 254 | 7434 | """
=============================
Species distribution modeling
=============================
Modeling species' geographic distributions is an important
problem in conservation biology. In this example we
model the geographic distribution of two south american
mammals given past observations and 14 environmental
variables. Since we have only positive examples (there are
no unsuccessful observations), we cast this problem as a
density estimation problem and use the `OneClassSVM` provided
by the package `sklearn.svm` as our modeling tool.
The dataset is provided by Phillips et. al. (2006).
If available, the example uses
`basemap <http://matplotlib.sourceforge.net/basemap/doc/html/>`_
to plot the coast lines and national boundaries of South America.
The two species are:
- `"Bradypus variegatus"
<http://www.iucnredlist.org/apps/redlist/details/3038/0>`_ ,
the Brown-throated Sloth.
- `"Microryzomys minutus"
<http://www.iucnredlist.org/apps/redlist/details/13408/0>`_ ,
also known as the Forest Small Rice Rat, a rodent that lives in Peru,
Colombia, Ecuador, Peru, and Venezuela.
References
----------
* `"Maximum entropy modeling of species geographic distributions"
<http://www.cs.princeton.edu/~schapire/papers/ecolmod.pdf>`_
S. J. Phillips, R. P. Anderson, R. E. Schapire - Ecological Modelling,
190:231-259, 2006.
"""
# Authors: Peter Prettenhofer <[email protected]>
# Jake Vanderplas <[email protected]>
#
# License: BSD 3 clause
from __future__ import print_function
from time import time
import numpy as np
import matplotlib.pyplot as plt
from sklearn.datasets.base import Bunch
from sklearn.datasets import fetch_species_distributions
from sklearn.datasets.species_distributions import construct_grids
from sklearn import svm, metrics
# if basemap is available, we'll use it.
# otherwise, we'll improvise later...
try:
from mpl_toolkits.basemap import Basemap
basemap = True
except ImportError:
basemap = False
print(__doc__)
def create_species_bunch(species_name, train, test, coverages, xgrid, ygrid):
"""Create a bunch with information about a particular organism
This will use the test/train record arrays to extract the
data specific to the given species name.
"""
bunch = Bunch(name=' '.join(species_name.split("_")[:2]))
species_name = species_name.encode('ascii')
points = dict(test=test, train=train)
for label, pts in points.items():
# choose points associated with the desired species
pts = pts[pts['species'] == species_name]
bunch['pts_%s' % label] = pts
# determine coverage values for each of the training & testing points
ix = np.searchsorted(xgrid, pts['dd long'])
iy = np.searchsorted(ygrid, pts['dd lat'])
bunch['cov_%s' % label] = coverages[:, -iy, ix].T
return bunch
def plot_species_distribution(species=("bradypus_variegatus_0",
"microryzomys_minutus_0")):
"""
Plot the species distribution.
"""
if len(species) > 2:
print("Note: when more than two species are provided,"
" only the first two will be used")
t0 = time()
# Load the compressed data
data = fetch_species_distributions()
# Set up the data grid
xgrid, ygrid = construct_grids(data)
# The grid in x,y coordinates
X, Y = np.meshgrid(xgrid, ygrid[::-1])
# create a bunch for each species
BV_bunch = create_species_bunch(species[0],
data.train, data.test,
data.coverages, xgrid, ygrid)
MM_bunch = create_species_bunch(species[1],
data.train, data.test,
data.coverages, xgrid, ygrid)
# background points (grid coordinates) for evaluation
np.random.seed(13)
background_points = np.c_[np.random.randint(low=0, high=data.Ny,
size=10000),
np.random.randint(low=0, high=data.Nx,
size=10000)].T
# We'll make use of the fact that coverages[6] has measurements at all
# land points. This will help us decide between land and water.
land_reference = data.coverages[6]
# Fit, predict, and plot for each species.
for i, species in enumerate([BV_bunch, MM_bunch]):
print("_" * 80)
print("Modeling distribution of species '%s'" % species.name)
# Standardize features
mean = species.cov_train.mean(axis=0)
std = species.cov_train.std(axis=0)
train_cover_std = (species.cov_train - mean) / std
# Fit OneClassSVM
print(" - fit OneClassSVM ... ", end='')
clf = svm.OneClassSVM(nu=0.1, kernel="rbf", gamma=0.5)
clf.fit(train_cover_std)
print("done.")
# Plot map of South America
plt.subplot(1, 2, i + 1)
if basemap:
print(" - plot coastlines using basemap")
m = Basemap(projection='cyl', llcrnrlat=Y.min(),
urcrnrlat=Y.max(), llcrnrlon=X.min(),
urcrnrlon=X.max(), resolution='c')
m.drawcoastlines()
m.drawcountries()
else:
print(" - plot coastlines from coverage")
plt.contour(X, Y, land_reference,
levels=[-9999], colors="k",
linestyles="solid")
plt.xticks([])
plt.yticks([])
print(" - predict species distribution")
# Predict species distribution using the training data
Z = np.ones((data.Ny, data.Nx), dtype=np.float64)
# We'll predict only for the land points.
idx = np.where(land_reference > -9999)
coverages_land = data.coverages[:, idx[0], idx[1]].T
pred = clf.decision_function((coverages_land - mean) / std)[:, 0]
Z *= pred.min()
Z[idx[0], idx[1]] = pred
levels = np.linspace(Z.min(), Z.max(), 25)
Z[land_reference == -9999] = -9999
# plot contours of the prediction
plt.contourf(X, Y, Z, levels=levels, cmap=plt.cm.Reds)
plt.colorbar(format='%.2f')
# scatter training/testing points
plt.scatter(species.pts_train['dd long'], species.pts_train['dd lat'],
s=2 ** 2, c='black',
marker='^', label='train')
plt.scatter(species.pts_test['dd long'], species.pts_test['dd lat'],
s=2 ** 2, c='black',
marker='x', label='test')
plt.legend()
plt.title(species.name)
plt.axis('equal')
# Compute AUC with regards to background points
pred_background = Z[background_points[0], background_points[1]]
pred_test = clf.decision_function((species.cov_test - mean)
/ std)[:, 0]
scores = np.r_[pred_test, pred_background]
y = np.r_[np.ones(pred_test.shape), np.zeros(pred_background.shape)]
fpr, tpr, thresholds = metrics.roc_curve(y, scores)
roc_auc = metrics.auc(fpr, tpr)
plt.text(-35, -70, "AUC: %.3f" % roc_auc, ha="right")
print("\n Area under the ROC curve : %f" % roc_auc)
print("\ntime elapsed: %.2fs" % (time() - t0))
plot_species_distribution()
plt.show()
| bsd-3-clause |
ElDeveloper/scikit-learn | sklearn/datasets/tests/test_svmlight_format.py | 228 | 11221 | from bz2 import BZ2File
import gzip
from io import BytesIO
import numpy as np
import os
import shutil
from tempfile import NamedTemporaryFile
from sklearn.externals.six import b
from sklearn.utils.testing import assert_equal
from sklearn.utils.testing import assert_array_equal
from sklearn.utils.testing import assert_array_almost_equal
from sklearn.utils.testing import assert_raises
from sklearn.utils.testing import raises
from sklearn.utils.testing import assert_in
import sklearn
from sklearn.datasets import (load_svmlight_file, load_svmlight_files,
dump_svmlight_file)
currdir = os.path.dirname(os.path.abspath(__file__))
datafile = os.path.join(currdir, "data", "svmlight_classification.txt")
multifile = os.path.join(currdir, "data", "svmlight_multilabel.txt")
invalidfile = os.path.join(currdir, "data", "svmlight_invalid.txt")
invalidfile2 = os.path.join(currdir, "data", "svmlight_invalid_order.txt")
def test_load_svmlight_file():
X, y = load_svmlight_file(datafile)
# test X's shape
assert_equal(X.indptr.shape[0], 7)
assert_equal(X.shape[0], 6)
assert_equal(X.shape[1], 21)
assert_equal(y.shape[0], 6)
# test X's non-zero values
for i, j, val in ((0, 2, 2.5), (0, 10, -5.2), (0, 15, 1.5),
(1, 5, 1.0), (1, 12, -3),
(2, 20, 27)):
assert_equal(X[i, j], val)
# tests X's zero values
assert_equal(X[0, 3], 0)
assert_equal(X[0, 5], 0)
assert_equal(X[1, 8], 0)
assert_equal(X[1, 16], 0)
assert_equal(X[2, 18], 0)
# test can change X's values
X[0, 2] *= 2
assert_equal(X[0, 2], 5)
# test y
assert_array_equal(y, [1, 2, 3, 4, 1, 2])
def test_load_svmlight_file_fd():
# test loading from file descriptor
X1, y1 = load_svmlight_file(datafile)
fd = os.open(datafile, os.O_RDONLY)
try:
X2, y2 = load_svmlight_file(fd)
assert_array_equal(X1.data, X2.data)
assert_array_equal(y1, y2)
finally:
os.close(fd)
def test_load_svmlight_file_multilabel():
X, y = load_svmlight_file(multifile, multilabel=True)
assert_equal(y, [(0, 1), (2,), (), (1, 2)])
def test_load_svmlight_files():
X_train, y_train, X_test, y_test = load_svmlight_files([datafile] * 2,
dtype=np.float32)
assert_array_equal(X_train.toarray(), X_test.toarray())
assert_array_equal(y_train, y_test)
assert_equal(X_train.dtype, np.float32)
assert_equal(X_test.dtype, np.float32)
X1, y1, X2, y2, X3, y3 = load_svmlight_files([datafile] * 3,
dtype=np.float64)
assert_equal(X1.dtype, X2.dtype)
assert_equal(X2.dtype, X3.dtype)
assert_equal(X3.dtype, np.float64)
def test_load_svmlight_file_n_features():
X, y = load_svmlight_file(datafile, n_features=22)
# test X'shape
assert_equal(X.indptr.shape[0], 7)
assert_equal(X.shape[0], 6)
assert_equal(X.shape[1], 22)
# test X's non-zero values
for i, j, val in ((0, 2, 2.5), (0, 10, -5.2),
(1, 5, 1.0), (1, 12, -3)):
assert_equal(X[i, j], val)
# 21 features in file
assert_raises(ValueError, load_svmlight_file, datafile, n_features=20)
def test_load_compressed():
X, y = load_svmlight_file(datafile)
with NamedTemporaryFile(prefix="sklearn-test", suffix=".gz") as tmp:
tmp.close() # necessary under windows
with open(datafile, "rb") as f:
shutil.copyfileobj(f, gzip.open(tmp.name, "wb"))
Xgz, ygz = load_svmlight_file(tmp.name)
# because we "close" it manually and write to it,
# we need to remove it manually.
os.remove(tmp.name)
assert_array_equal(X.toarray(), Xgz.toarray())
assert_array_equal(y, ygz)
with NamedTemporaryFile(prefix="sklearn-test", suffix=".bz2") as tmp:
tmp.close() # necessary under windows
with open(datafile, "rb") as f:
shutil.copyfileobj(f, BZ2File(tmp.name, "wb"))
Xbz, ybz = load_svmlight_file(tmp.name)
# because we "close" it manually and write to it,
# we need to remove it manually.
os.remove(tmp.name)
assert_array_equal(X.toarray(), Xbz.toarray())
assert_array_equal(y, ybz)
@raises(ValueError)
def test_load_invalid_file():
load_svmlight_file(invalidfile)
@raises(ValueError)
def test_load_invalid_order_file():
load_svmlight_file(invalidfile2)
@raises(ValueError)
def test_load_zero_based():
f = BytesIO(b("-1 4:1.\n1 0:1\n"))
load_svmlight_file(f, zero_based=False)
def test_load_zero_based_auto():
data1 = b("-1 1:1 2:2 3:3\n")
data2 = b("-1 0:0 1:1\n")
f1 = BytesIO(data1)
X, y = load_svmlight_file(f1, zero_based="auto")
assert_equal(X.shape, (1, 3))
f1 = BytesIO(data1)
f2 = BytesIO(data2)
X1, y1, X2, y2 = load_svmlight_files([f1, f2], zero_based="auto")
assert_equal(X1.shape, (1, 4))
assert_equal(X2.shape, (1, 4))
def test_load_with_qid():
# load svmfile with qid attribute
data = b("""
3 qid:1 1:0.53 2:0.12
2 qid:1 1:0.13 2:0.1
7 qid:2 1:0.87 2:0.12""")
X, y = load_svmlight_file(BytesIO(data), query_id=False)
assert_array_equal(y, [3, 2, 7])
assert_array_equal(X.toarray(), [[.53, .12], [.13, .1], [.87, .12]])
res1 = load_svmlight_files([BytesIO(data)], query_id=True)
res2 = load_svmlight_file(BytesIO(data), query_id=True)
for X, y, qid in (res1, res2):
assert_array_equal(y, [3, 2, 7])
assert_array_equal(qid, [1, 1, 2])
assert_array_equal(X.toarray(), [[.53, .12], [.13, .1], [.87, .12]])
@raises(ValueError)
def test_load_invalid_file2():
load_svmlight_files([datafile, invalidfile, datafile])
@raises(TypeError)
def test_not_a_filename():
# in python 3 integers are valid file opening arguments (taken as unix
# file descriptors)
load_svmlight_file(.42)
@raises(IOError)
def test_invalid_filename():
load_svmlight_file("trou pic nic douille")
def test_dump():
Xs, y = load_svmlight_file(datafile)
Xd = Xs.toarray()
# slicing a csr_matrix can unsort its .indices, so test that we sort
# those correctly
Xsliced = Xs[np.arange(Xs.shape[0])]
for X in (Xs, Xd, Xsliced):
for zero_based in (True, False):
for dtype in [np.float32, np.float64, np.int32]:
f = BytesIO()
# we need to pass a comment to get the version info in;
# LibSVM doesn't grok comments so they're not put in by
# default anymore.
dump_svmlight_file(X.astype(dtype), y, f, comment="test",
zero_based=zero_based)
f.seek(0)
comment = f.readline()
try:
comment = str(comment, "utf-8")
except TypeError: # fails in Python 2.x
pass
assert_in("scikit-learn %s" % sklearn.__version__, comment)
comment = f.readline()
try:
comment = str(comment, "utf-8")
except TypeError: # fails in Python 2.x
pass
assert_in(["one", "zero"][zero_based] + "-based", comment)
X2, y2 = load_svmlight_file(f, dtype=dtype,
zero_based=zero_based)
assert_equal(X2.dtype, dtype)
assert_array_equal(X2.sorted_indices().indices, X2.indices)
if dtype == np.float32:
assert_array_almost_equal(
# allow a rounding error at the last decimal place
Xd.astype(dtype), X2.toarray(), 4)
else:
assert_array_almost_equal(
# allow a rounding error at the last decimal place
Xd.astype(dtype), X2.toarray(), 15)
assert_array_equal(y, y2)
def test_dump_multilabel():
X = [[1, 0, 3, 0, 5],
[0, 0, 0, 0, 0],
[0, 5, 0, 1, 0]]
y = [[0, 1, 0], [1, 0, 1], [1, 1, 0]]
f = BytesIO()
dump_svmlight_file(X, y, f, multilabel=True)
f.seek(0)
# make sure it dumps multilabel correctly
assert_equal(f.readline(), b("1 0:1 2:3 4:5\n"))
assert_equal(f.readline(), b("0,2 \n"))
assert_equal(f.readline(), b("0,1 1:5 3:1\n"))
def test_dump_concise():
one = 1
two = 2.1
three = 3.01
exact = 1.000000000000001
# loses the last decimal place
almost = 1.0000000000000001
X = [[one, two, three, exact, almost],
[1e9, 2e18, 3e27, 0, 0],
[0, 0, 0, 0, 0],
[0, 0, 0, 0, 0],
[0, 0, 0, 0, 0]]
y = [one, two, three, exact, almost]
f = BytesIO()
dump_svmlight_file(X, y, f)
f.seek(0)
# make sure it's using the most concise format possible
assert_equal(f.readline(),
b("1 0:1 1:2.1 2:3.01 3:1.000000000000001 4:1\n"))
assert_equal(f.readline(), b("2.1 0:1000000000 1:2e+18 2:3e+27\n"))
assert_equal(f.readline(), b("3.01 \n"))
assert_equal(f.readline(), b("1.000000000000001 \n"))
assert_equal(f.readline(), b("1 \n"))
f.seek(0)
# make sure it's correct too :)
X2, y2 = load_svmlight_file(f)
assert_array_almost_equal(X, X2.toarray())
assert_array_equal(y, y2)
def test_dump_comment():
X, y = load_svmlight_file(datafile)
X = X.toarray()
f = BytesIO()
ascii_comment = "This is a comment\nspanning multiple lines."
dump_svmlight_file(X, y, f, comment=ascii_comment, zero_based=False)
f.seek(0)
X2, y2 = load_svmlight_file(f, zero_based=False)
assert_array_almost_equal(X, X2.toarray())
assert_array_equal(y, y2)
# XXX we have to update this to support Python 3.x
utf8_comment = b("It is true that\n\xc2\xbd\xc2\xb2 = \xc2\xbc")
f = BytesIO()
assert_raises(UnicodeDecodeError,
dump_svmlight_file, X, y, f, comment=utf8_comment)
unicode_comment = utf8_comment.decode("utf-8")
f = BytesIO()
dump_svmlight_file(X, y, f, comment=unicode_comment, zero_based=False)
f.seek(0)
X2, y2 = load_svmlight_file(f, zero_based=False)
assert_array_almost_equal(X, X2.toarray())
assert_array_equal(y, y2)
f = BytesIO()
assert_raises(ValueError,
dump_svmlight_file, X, y, f, comment="I've got a \0.")
def test_dump_invalid():
X, y = load_svmlight_file(datafile)
f = BytesIO()
y2d = [y]
assert_raises(ValueError, dump_svmlight_file, X, y2d, f)
f = BytesIO()
assert_raises(ValueError, dump_svmlight_file, X, y[:-1], f)
def test_dump_query_id():
# test dumping a file with query_id
X, y = load_svmlight_file(datafile)
X = X.toarray()
query_id = np.arange(X.shape[0]) // 2
f = BytesIO()
dump_svmlight_file(X, y, f, query_id=query_id, zero_based=True)
f.seek(0)
X1, y1, query_id1 = load_svmlight_file(f, query_id=True, zero_based=True)
assert_array_almost_equal(X, X1.toarray())
assert_array_almost_equal(y, y1)
assert_array_almost_equal(query_id, query_id1)
| bsd-3-clause |
smartscheduling/scikit-learn-categorical-tree | examples/applications/plot_model_complexity_influence.py | 323 | 6372 | """
==========================
Model Complexity Influence
==========================
Demonstrate how model complexity influences both prediction accuracy and
computational performance.
The dataset is the Boston Housing dataset (resp. 20 Newsgroups) for
regression (resp. classification).
For each class of models we make the model complexity vary through the choice
of relevant model parameters and measure the influence on both computational
performance (latency) and predictive power (MSE or Hamming Loss).
"""
print(__doc__)
# Author: Eustache Diemert <[email protected]>
# License: BSD 3 clause
import time
import numpy as np
import matplotlib.pyplot as plt
from mpl_toolkits.axes_grid1.parasite_axes import host_subplot
from mpl_toolkits.axisartist.axislines import Axes
from scipy.sparse.csr import csr_matrix
from sklearn import datasets
from sklearn.utils import shuffle
from sklearn.metrics import mean_squared_error
from sklearn.svm.classes import NuSVR
from sklearn.ensemble.gradient_boosting import GradientBoostingRegressor
from sklearn.linear_model.stochastic_gradient import SGDClassifier
from sklearn.metrics import hamming_loss
###############################################################################
# Routines
# initialize random generator
np.random.seed(0)
def generate_data(case, sparse=False):
"""Generate regression/classification data."""
bunch = None
if case == 'regression':
bunch = datasets.load_boston()
elif case == 'classification':
bunch = datasets.fetch_20newsgroups_vectorized(subset='all')
X, y = shuffle(bunch.data, bunch.target)
offset = int(X.shape[0] * 0.8)
X_train, y_train = X[:offset], y[:offset]
X_test, y_test = X[offset:], y[offset:]
if sparse:
X_train = csr_matrix(X_train)
X_test = csr_matrix(X_test)
else:
X_train = np.array(X_train)
X_test = np.array(X_test)
y_test = np.array(y_test)
y_train = np.array(y_train)
data = {'X_train': X_train, 'X_test': X_test, 'y_train': y_train,
'y_test': y_test}
return data
def benchmark_influence(conf):
"""
Benchmark influence of :changing_param: on both MSE and latency.
"""
prediction_times = []
prediction_powers = []
complexities = []
for param_value in conf['changing_param_values']:
conf['tuned_params'][conf['changing_param']] = param_value
estimator = conf['estimator'](**conf['tuned_params'])
print("Benchmarking %s" % estimator)
estimator.fit(conf['data']['X_train'], conf['data']['y_train'])
conf['postfit_hook'](estimator)
complexity = conf['complexity_computer'](estimator)
complexities.append(complexity)
start_time = time.time()
for _ in range(conf['n_samples']):
y_pred = estimator.predict(conf['data']['X_test'])
elapsed_time = (time.time() - start_time) / float(conf['n_samples'])
prediction_times.append(elapsed_time)
pred_score = conf['prediction_performance_computer'](
conf['data']['y_test'], y_pred)
prediction_powers.append(pred_score)
print("Complexity: %d | %s: %.4f | Pred. Time: %fs\n" % (
complexity, conf['prediction_performance_label'], pred_score,
elapsed_time))
return prediction_powers, prediction_times, complexities
def plot_influence(conf, mse_values, prediction_times, complexities):
"""
Plot influence of model complexity on both accuracy and latency.
"""
plt.figure(figsize=(12, 6))
host = host_subplot(111, axes_class=Axes)
plt.subplots_adjust(right=0.75)
par1 = host.twinx()
host.set_xlabel('Model Complexity (%s)' % conf['complexity_label'])
y1_label = conf['prediction_performance_label']
y2_label = "Time (s)"
host.set_ylabel(y1_label)
par1.set_ylabel(y2_label)
p1, = host.plot(complexities, mse_values, 'b-', label="prediction error")
p2, = par1.plot(complexities, prediction_times, 'r-',
label="latency")
host.legend(loc='upper right')
host.axis["left"].label.set_color(p1.get_color())
par1.axis["right"].label.set_color(p2.get_color())
plt.title('Influence of Model Complexity - %s' % conf['estimator'].__name__)
plt.show()
def _count_nonzero_coefficients(estimator):
a = estimator.coef_.toarray()
return np.count_nonzero(a)
###############################################################################
# main code
regression_data = generate_data('regression')
classification_data = generate_data('classification', sparse=True)
configurations = [
{'estimator': SGDClassifier,
'tuned_params': {'penalty': 'elasticnet', 'alpha': 0.001, 'loss':
'modified_huber', 'fit_intercept': True},
'changing_param': 'l1_ratio',
'changing_param_values': [0.25, 0.5, 0.75, 0.9],
'complexity_label': 'non_zero coefficients',
'complexity_computer': _count_nonzero_coefficients,
'prediction_performance_computer': hamming_loss,
'prediction_performance_label': 'Hamming Loss (Misclassification Ratio)',
'postfit_hook': lambda x: x.sparsify(),
'data': classification_data,
'n_samples': 30},
{'estimator': NuSVR,
'tuned_params': {'C': 1e3, 'gamma': 2 ** -15},
'changing_param': 'nu',
'changing_param_values': [0.1, 0.25, 0.5, 0.75, 0.9],
'complexity_label': 'n_support_vectors',
'complexity_computer': lambda x: len(x.support_vectors_),
'data': regression_data,
'postfit_hook': lambda x: x,
'prediction_performance_computer': mean_squared_error,
'prediction_performance_label': 'MSE',
'n_samples': 30},
{'estimator': GradientBoostingRegressor,
'tuned_params': {'loss': 'ls'},
'changing_param': 'n_estimators',
'changing_param_values': [10, 50, 100, 200, 500],
'complexity_label': 'n_trees',
'complexity_computer': lambda x: x.n_estimators,
'data': regression_data,
'postfit_hook': lambda x: x,
'prediction_performance_computer': mean_squared_error,
'prediction_performance_label': 'MSE',
'n_samples': 30},
]
for conf in configurations:
prediction_performances, prediction_times, complexities = \
benchmark_influence(conf)
plot_influence(conf, prediction_performances, prediction_times,
complexities)
| bsd-3-clause |
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