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wkerzendorf/wsynphot
wsynphot/base.py
1
15987
# defining the base filter curve classes import os from scipy import interpolate from wsynphot.spectrum1d import SKSpectrum1D as Spectrum1D import pandas as pd from wsynphot.io.cache_filters import load_filter_index, load_transmission_data from astropy import units as u, constants as const from astropy import utils import numpy as np from wsynphot.calibration import get_vega_calibration_spectrum def calculate_filter_flux_density(spectrum, filter): """ Calculate the average flux through the filter by evaluating the integral ..math:: f_lambda = \\frac{\\int_}{} Parameters ---------- spectrum: ~specutils.Spectrum1D spectrum object filter: ~wsynphot.FilterCurve :return: """ filtered_spectrum = filter * spectrum filter_flux_density = np.trapz(filtered_spectrum.flux * filtered_spectrum.wavelength, filtered_spectrum.wavelength) return filter_flux_density def calculate_vega_magnitude(spectrum, filter): filter_flux_density = calculate_filter_flux_density(spectrum, filter) wavelength_delta = filter.calculate_wavelength_delta() filtered_f_lambda = (filter_flux_density / wavelength_delta) zp_vega_f_lambda = filter.zp_vega_f_lambda return -2.5 * np.log10(filtered_f_lambda / zp_vega_f_lambda) def calculate_ab_magnitude(spectrum, filter): filtered_f_lambda = (calculate_filter_flux_density(spectrum, filter) / filter.calculate_wavelength_delta()) return -2.5 * np.log10(filtered_f_lambda / filter.zp_ab_f_lambda) def list_filters(): """ List available filter sets along with their properties """ return load_filter_index() class BaseFilterCurve(object): """ Basic filter curve class Parameters ---------- wavelength: ~astropy.units.Quantity wavelength for filter curve transmission_lambda: numpy.ndarray transmission_lambda for filter curve interpolation_kind: str allowed interpolation kinds given in scipy.interpolate.interp1d """ @classmethod def load_filter(cls, filter_id=None, interpolation_kind='linear'): """ Parameters ---------- filter_id: str or None if None is provided will return a DataFrame of all filters interpolation_kind: str see scipy.interpolation.interp1d """ if filter_id is None: return list_filters() else: filter = load_transmission_data(filter_id) wavelength_unit = 'angstrom' wavelength = filter['Wavelength'].values * u.Unit(wavelength_unit) return cls(wavelength, filter['Transmission'].values, interpolation_kind=interpolation_kind, filter_id=filter_id) def __init__(self, wavelength, transmission_lambda, interpolation_kind='linear', filter_id=None): if not hasattr(wavelength, 'unit'): raise ValueError('the wavelength needs to be a astropy quantity') self.wavelength = wavelength self.transmission_lambda = transmission_lambda self.interpolation_object = interpolate.interp1d(self.wavelength, self.transmission_lambda, kind=interpolation_kind, bounds_error=False, fill_value=0.0) self.filter_id = filter_id def __mul__(self, other): if not hasattr(other, 'flux') or not hasattr(other, 'wavelength'): raise ValueError('requiring a specutils.Spectrum1D-like object that' 'has attributes "flux" and "wavelength"') #new_wavelength = np.union1d(other.wavelength.to(self.wavelength.unit).value, # self.wavelength.value) * self.wavelength.unit transmission = self.interpolate(other.wavelength) return Spectrum1D.from_array(other.wavelength, transmission * other.flux) def __rmul__(self, other): return self.__mul__(other) @utils.lazyproperty def lambda_pivot(self): """ Calculate the pivotal wavelength as defined in Bessell & Murphy 2012 .. math:: \\lambda_\\textrm{pivot} = \\sqrt{ \\frac{\\int S(\\lambda)\\lambda d\\lambda}{\\int \\frac{S(\\lambda)}{\\lambda}}}\\\\ <f_\\nu> = <f_\\lambda>\\frac{\\lambda_\\textrm{pivot}^2}{c} """ return np.sqrt((np.trapz(self.transmission_lambda * self.wavelength, self.wavelength)/ (np.trapz(self.transmission_lambda / self.wavelength, self.wavelength)))) @utils.lazyproperty def wavelength_start(self): return self.get_wavelength_start() @utils.lazyproperty def wavelength_end(self): return self.get_wavelength_end() @utils.lazyproperty def zp_ab_f_lambda(self): return (self.zp_ab_f_nu * const.c / self.lambda_pivot**2).to( 'erg/s/cm^2/Angstrom', u.spectral()) @utils.lazyproperty def zp_ab_f_nu(self): return (3631 * u.Jy).to('erg/s/cm^2/Hz') @utils.lazyproperty def zp_vega_f_lambda(self): return (calculate_filter_flux_density(get_vega_calibration_spectrum(), self) / self.calculate_wavelength_delta()) def interpolate(self, wavelength): """ Interpolate the filter onto new wavelength grid Parameters ---------- wavelength: ~astropy.units.Quantity wavelength grid to interpolate on """ converted_wavelength = wavelength.to(self.wavelength.unit) return self.interpolation_object(converted_wavelength) def _calculuate_flux_density(self, wavelength, flux): return _calculcate_filter_flux_density(flux, self) def calculate_flux_density(self, spectrum): return calculate_filter_flux_density(spectrum, self) def calculate_f_lambda(self, spectrum): return (self.calculate_flux_density(spectrum) / self.calculate_wavelength_delta()) def calculate_wavelength_delta(self): """ Calculate the Integral :math:`\integral :return: """ return np.trapz(self.transmission_lambda * self.wavelength, self.wavelength) def calculate_weighted_average_wavelength(self): """ Calculate integral :math:`\\frac{\\int S(\\lambda) \\lambda d\\lambda}{\\int S(\\lambda) d\\lambda}` Returns : ~astropy.units.Quantity """ return (np.trapz(self.transmission_lambda * self.wavelength, self.wavelength) / self.calculate_wavelength_delta()) def calculate_vega_magnitude(self, spectrum): __doc__ = calculate_vega_magnitude.__doc__ return calculate_vega_magnitude(spectrum, self) def calculate_ab_magnitude(self, spectrum): __doc__ = calculate_ab_magnitude.__doc__ return calculate_ab_magnitude(spectrum, self) def convert_ab_magnitude_to_f_lambda(self, mag): return 10**(-0.4*mag) * self.zp_ab_f_lambda def convert_vega_magnitude_to_f_lambda(self, mag): return 10**(-0.4*mag) * self.zp_vega_f_lambda def plot(self, ax, scale_max=None, make_label=True, plot_kwargs={}, format_filter_id=None): if scale_max is not None: if hasattr(scale_max, 'unit'): scale_max = scale_max.value transmission = (self.transmission_lambda * scale_max / self.transmission_lambda.max()) else: transmission = self.transmission_lambda ax.plot(self.wavelength, transmission, **plot_kwargs) ax.set_xlabel('Wavelength [{0}]'.format( self.wavelength.unit.to_string(format='latex'))) ax.set_ylabel('Transmission [1]') if make_label==True and self.filter_id is not None: if format_filter_id is not None: filter_id = format_filter_id(self.filter_id) else: filter_id = self.filter_id text_x = (self.lambda_pivot).value text_y = transmission.max()/2 ax.text(text_x, text_y, filter_id, horizontalalignment='center', verticalalignment='center', bbox=dict(facecolor='white', alpha=0.5)) def get_wavelength_start(self, threshold=0.01): norm_cum_sum = (np.cumsum(self.transmission_lambda) / np.sum(self.transmission_lambda)) return self.wavelength[norm_cum_sum.searchsorted(threshold)] def get_wavelength_end(self, threshold=0.01): norm_cum_sum = (np.cumsum(self.transmission_lambda) / np.sum(self.transmission_lambda)) return self.wavelength[norm_cum_sum.searchsorted(1 - threshold)] class FilterCurve(BaseFilterCurve): def __repr__(self): if self.filter_id is None: filter_id = "{0:x}".format(self.__hash__()) else: filter_id = self.filter_id return "FilterCurve <{0}>".format(filter_id) class FilterSet(object): """ A set of filters Parameters ---------- filter_set: ~list a list of strings or a list of filters interpolation_kind: ~str scipy interpolaton kinds """ def __init__(self, filter_set, interpolation_kind='linear'): if hasattr(filter_set[0], 'wavelength'): self.filter_set = filter_set else: self.filter_set = [FilterCurve.load_filter(filter_id, interpolation_kind= interpolation_kind) for filter_id in filter_set] def __iter__(self): self.current_filter_idx = 0 return self def __next__(self): try: item = self.filter_set[self.current_filter_idx] except IndexError: raise StopIteration self.current_filter_idx += 1 return item next = __next__ def __getitem__(self, item): return self.filter_set.__getitem__(item) def __repr__(self): return "<{0} \n{1}>".format(self.__class__.__name__, '\n'.join( [item.filter_id for item in self.filter_set])) @property def lambda_pivot(self): return u.Quantity([item.lambda_pivot for item in self]) def calculate_f_lambda(self, spectrum): return u.Quantity( [item.calculate_f_lambda(spectrum) for item in self.filter_set]) def calculate_ab_magnitudes(self, spectrum): mags = [item.calculate_ab_magnitude(spectrum) for item in self.filter_set] return mags def calculate_vega_magnitudes(self, spectrum): mags = [item.calculate_vega_magnitude(spectrum) for item in self.filter_set] return mags def convert_ab_magnitudes_to_f_lambda(self, magnitudes): if len(magnitudes) != len(self.filter_set): raise ValueError("Filter set and magnitudes need to have the same " "number of items") f_lambdas = [filter.convert_ab_magnitude_to_f_lambda(mag) for filter, mag in zip(self.filter_set, magnitudes)] return u.Quantity(f_lambdas) def convert_ab_magnitude_uncertainties_to_f_lambda_uncertainties( self, magnitudes, magnitude_uncertainties): if len(magnitudes) != len(self.filter_set): raise ValueError("Filter set and magnitudes need to have the same " "number of items") f_lambda_positive_uncertainties = u.Quantity( [filter.convert_ab_magnitude_to_f_lambda(mag + mag_uncertainty) for filter, mag, mag_uncertainty in zip( self.filter_set, magnitudes, magnitude_uncertainties, )]) f_lambda_negative_uncertainties = u.Quantity( [filter.convert_ab_magnitude_to_f_lambda(mag - mag_uncertainty) for filter, mag, mag_uncertainty in zip( self.filter_set, magnitudes, magnitude_uncertainties)]) return np.abs(u.Quantity((f_lambda_positive_uncertainties, f_lambda_negative_uncertainties)) - self.convert_ab_magnitudes_to_f_lambda(magnitudes)) def convert_vega_magnitude_uncertainties_to_f_lambda_uncertainties( self, magnitudes, magnitude_uncertainties): if len(magnitudes) != len(self.filter_set): raise ValueError("Filter set and magnitudes need to have the same " "number of items") f_lambda_positive_uncertainties = u.Quantity( [filter.convert_vega_magnitude_to_f_lambda(mag + mag_uncertainty) for filter, mag, mag_uncertainty in zip( self.filter_set, magnitudes, magnitude_uncertainties, )]) f_lambda_negative_uncertainties = u.Quantity( [filter.convert_vega_magnitude_to_f_lambda(mag - mag_uncertainty) for filter, mag, mag_uncertainty in zip( self.filter_set, magnitudes, magnitude_uncertainties)]) return np.abs(u.Quantity((f_lambda_positive_uncertainties, f_lambda_negative_uncertainties)) - self.convert_vega_magnitudes_to_f_lambda(magnitudes)) def convert_vega_magnitudes_to_f_lambda(self, magnitudes): if len(magnitudes) != len(self.filter_set): raise ValueError("Filter set and magnitudes need to have the same " "number of items") f_lambdas = [filter.convert_vega_magnitude_to_f_lambda(mag) for filter, mag in zip(self.filter_set, magnitudes)] return u.Quantity(f_lambdas) def plot_spectrum(self, spectrum, ax, make_labels=True, spectrum_plot_kwargs={}, filter_plot_kwargs={}, filter_color_list=None, format_filter_id=None): """ plot a spectrum with the given filters spectrum: ax: make_labels: :return: """ ax.plot(spectrum.wavelength, spectrum.flux, **spectrum_plot_kwargs) for i, filter in enumerate(self.filter_set): filter_scale = filter.calculate_f_lambda(spectrum) if filter_color_list is not None: filter_plot_kwargs['color'] = filter_color_list[i] filter.plot(ax, scale_max=filter_scale, make_label=make_labels, plot_kwargs=filter_plot_kwargs, format_filter_id=format_filter_id) class MagnitudeSet(FilterSet): def __init__(self, filter_set, magnitudes, magnitude_uncertainties=None, interpolation_kind='linear'): super(MagnitudeSet, self).__init__(filter_set, interpolation_kind= interpolation_kind) self.magnitudes = np.array(magnitudes) self.magnitude_uncertainties = np.array(magnitude_uncertainties) def __repr__(self): mag_str = '{0} {1:.4f} +/- {2:.4f}' mag_data = [] for i, filter in enumerate(self.filter_set): unc = (np.nan if self.magnitude_uncertainties is None else self.magnitude_uncertainties[i]) mag_data.append(mag_str.format(filter.filter_id, self.magnitudes[i], unc)) return "<{0} \n{1}>".format(self.__class__.__name__, '\n'.join(mag_data))
bsd-3-clause
ybayle/ReproducibleResearchIEEE2017
src/svmbff.py
1
22789
# -*- coding: utf-8 -*- #!/usr/bin/python # # Author Yann Bayle # E-mail bayle.yann@live.fr # License MIT # Created 13/10/2016 # Updated 20/01/2017 # Version 1.0.0 # """ Description of svmbff.py ====================== bextract -mfcc -zcrs -ctd -rlf -flx -ws 1024 -as 898 -sv -fe filename.mf -w out.arff :Example: python svmbff.py """ import os import csv import sys import time import utils import shutil import argparse import multiprocessing from statistics import stdev from scipy.io import arff from sklearn.metrics import precision_recall_curve, precision_score, recall_score, classification_report, f1_score, accuracy_score begin = int(round(time.time() * 1000)) def validate_arff(filename): """Description of validate_arff Check if filename exists on path and is a file If file corresponds to valid arff file return absolute path Otherwise move file to invalid directory and return False """ # Check if file exists if os.path.isfile(filename) and os.path.exists(filename): filename = os.path.abspath(filename) else: return False # If does not satisfy min size, move to "empty" folder if os.stat(filename).st_size < 8100: tmp_path = filename.split("/") empty_dirname = "/".join(tmp_path[:-1]) + "/empty/" if not os.path.exists(empty_dirname): os.makedirs(empty_dirname) shutil.move(filename, empty_dirname + tmp_path[-1]) return False # # If filename does not match with feature name, move to "invalid" folder # name_file = filename.split("/")[-1][:12] # with open(filename) as filep: # for i, line in enumerate(filep): # if i == 70: # # 71th line # name_feat = line.split(" ")[2][1:13] # break # if name_file != name_feat: # tmp_path = filename.split("/") # invalid_dirname = "/".join(tmp_path[:-1]) + "/invalid/" # if not os.path.exists(invalid_dirname): # os.makedirs(invalid_dirname) # shutil.move(filename, invalid_dirname + tmp_path[-1]) # return False # If everything went well, return filename absolute path return filename def merge_arff(indir, outfilename): """Description of merge_arff bextract program from Marsyas generate one output file per audio file This function merge them all in one unique file Check if analysed file are valid i.e. not empty """ utils.print_success("Preprocessing ARFFs") indir = utils.abs_path_dir(indir) filenames = os.listdir(indir) outfn = open(outfilename, 'w') cpt_invalid_fn = 0 # Write first lines of ARFF template file for filename in filenames: if os.path.isfile(indir + filename): new_fn = validate_arff(indir + filename) if new_fn: with open(new_fn, 'r') as template: nb_line = 74 for line in template: if not nb_line: break nb_line -= 1 outfn.write(line) break else: cpt_invalid_fn += 1 # Append all arff file to the output file cur_file_num = 1 for filename in filenames: if os.path.isfile(indir + filename): new_fn = validate_arff(indir + filename) if new_fn: cur_file_num = cur_file_num + 1 utils.print_progress_start("Analysing file\t" + str(cur_file_num)) fname = open(new_fn, 'r') outfn.write("".join(fname.readlines()[74:77])) fname.close() else: cpt_invalid_fn += 1 utils.print_progress_end() outfn.close() # os.system("rm " + indir + "*.arff") if cpt_invalid_fn: utils.print_warning(str(cpt_invalid_fn) + " ARFF files with errors found") return outfilename def add_groundtruth(feature_fn, groundtruth_fn, output_fn): """Description of add_groundtruth Write in output filename the groundtruth merged with corresponding features ..todo:: Error with old_tag not corresponding to filename... """ utils.print_success("Adding groundtruth") feature_fn = utils.abs_path_file(feature_fn) groundtruth_fn = utils.abs_path_file(groundtruth_fn) if os.path.isfile(output_fn) and os.path.exists(output_fn): utils.print_warning("Overwritting existing output file: " + utils.abs_path_file(output_fn)) # TODO Read groundtruth file in memory tmp_gt = csv.reader(open(groundtruth_fn, "r")) groundtruths = {} for row in tmp_gt: groundtruths[row[0]] = row[1] tags = [] output = open(output_fn, "w") # switch if test set preprocessing # separator = "_" separator = "." with open(feature_fn, "r") as feat: line_num = 0 tmp_line = "" for line in feat: line_num += 1 if line_num > 74: if line[0] != "%": # Alter feature line with correct tag cur_line = line.split(",") old_tag = cur_line[-1].split(separator)[0] if old_tag in groundtruths: new_tag = groundtruths[old_tag] output.write(tmp_line + ",".join(cur_line[:-1]) + "," + new_tag +"\n") tmp_line = "" tags.append(new_tag) else: # TODO # File not in groundtruth tmp_line = "" # utils.print_warning("Error with " + old_tag) else: tmp_line += line elif line_num == 2: output.write("@relation train_test.arff\n") # output.write("@relation MARSYAS_KEA\n") elif line_num == 71: # Alter line 71 containing all tag gathered along the way # TODO enhance output.write("@attribute output {i,s}\n") else: # Write header output.write(line) output.close() def split_number(number, nb_folds): """Description of split_number Return an int array of size nb_folds where the sum of cells = number All the integers in cells are the same +-1 """ if not isinstance(number, int) and not isinstance(nb_folds, int): utils.print_error("Variable must be integer") if number < nb_folds: utils.print_error("Number of folds > Number of data available") min_num = int(number/nb_folds) folds = [min_num] * nb_folds for num in range(0, number-(min_num*nb_folds)): folds[num] = folds[num] + 1 return folds def create_folds(filelist, nb_folds, folds_dir, invert_train_test=False): """Description of create_folds """ utils.print_success("Creating folds") if nb_folds < 1: utils.print_error("Wrong number of folds provided") # folds_dir = "/".join(filelist.split("/")[:-1]) if nb_folds == 1: # Train and test set are the same folds_dir = folds_dir + "01_fold/" utils.create_dir(folds_dir) os.system("cp " + filelist + " " + folds_dir + "/train_test.arff") else: # Create train and test set folds_dir = folds_dir + str(nb_folds).zfill(2) + "_folds/" utils.create_dir(folds_dir) # TODO # Read filelist # Extract name and tag # Separate different tag # create folds data, meta = arff.loadarff(filelist) tags = {} for row in data: tag = row[-1].decode("ascii") if tag in tags: tags[tag] += 1 else: tags[tag] = 1 tags_folds = {} tags_folds_index = {} for tag in tags: tags_folds[tag] = split_number(tags[tag], nb_folds) tags_folds_index[tag] = 0 # Create empty folds folds = {} # Init empty folds for index in range(0, nb_folds): folds[index] = "" # Fill folds with data with open(filelist, "r") as filelist_pointer: arff_header = "" tmp = "" for i, line in enumerate(filelist_pointer): utils.print_progress_start("\t" + str(i)) # Until the 75th line if i > 74: # Process ARFF data if "% " in line: # Memorize line tmp += line else: # Get line 3 and add it to corresponding fold tag = line.split(",")[-1][:-1] num_fold = tags_folds_index[tag] if tags_folds[tag][num_fold] == 0: tags_folds_index[tag] += 1 tags_folds[tag][tags_folds_index[tag]] -= 1 folds[tags_folds_index[tag]] += tmp + line tmp = "" else: # Save ARFF header lines arff_header += line utils.print_progress_end # At this point data has been split up in different part # Use this part to create train/test split if invert_train_test: # Test is bigger than train fn_with_min_data = "/train_" fn_with_max_data = "/test_" else: # Train is bigger than test fn_with_min_data = "/test_" fn_with_max_data = "/train_" for index_test in range(0, nb_folds): filep = open(folds_dir + fn_with_min_data + str(index_test+1).zfill(2) + ".arff", "a") filep.write(arff_header + folds[index_test]) filep.close() filep = open(folds_dir + fn_with_max_data + str(index_test+1).zfill(2) + ".arff", "a") filep.write(arff_header) for index_train in range(0, nb_folds): if index_train != index_test: filep.write(folds[index_train]) filep.close() return folds_dir def process_results(in_fn, out_fn): in_fn = utils.abs_path_file(in_fn) out_fp = open(out_fn, "w") with open(in_fn, "r") as filep: for index, line in enumerate(filep): if index % 2: row = line[:-1].split("\t") out_fp.write(row[0].split("_")[0] + "," + row[2] + "\n") out_fp.close() def experiment_2_3(): process_results("src/tmp/svmbff/SVMBFF.csv", "predictions/SVMBFF.csv") def run_kea(train_file, test_file, out_file, verbose=False): """Description of run_kea Launch kea classification on specified file """ kea_cmd = 'kea -m tags -w ' + train_file + ' -tw ' + test_file + ' -pr ' + out_file if not verbose: kea_cmd += "> /dev/null 2>&1" os.system(kea_cmd) train_dir = train_file.split(os.sep) train_dir = os.sep.join(train_dir[:-1]) # os.system("rm " + train_dir + "/*affinities*") test_dir = test_file.split(os.sep) test_dir = os.sep.join(test_dir[:-1]) # os.system("rm " + test_dir + "/*affinities*") def run_kea_on_folds(folds_dir): """Description of run_kea_on_folds Wrapper for kea on folds """ folds_dir = utils.abs_path_dir(folds_dir) out_file = folds_dir + "/results.txt" if os.path.exists(folds_dir + "/train_test.arff"): train_file = folds_dir + "/train_test.arff" test_file = train_file run_kea(train_file, test_file, out_file) else: nb_folds = len([name for name in os.listdir(folds_dir) if os.path.isfile(os.path.join(folds_dir, name))]) # Run on multiple train/test for index in range(1, int(nb_folds/2)+1): utils.print_progress_start("Train/Test on fold " + str(index)) train_file = folds_dir + "/train_" + str(index).zfill(2) + ".arff" test_file = folds_dir + "/test_" + str(index).zfill(2) + ".arff" out_file = folds_dir + "/results_" + str(index).zfill(2) + ".arff" run_kea(train_file, test_file, out_file) utils.print_progress_end() utils.print_warning("TODO multiprocessing") # # Parallel computing on each TrainTestFolds # printTitle("Parallel train & test of folds") # partialRunTrainTestOnFold = partial(runTrainTestOnFold, args=args) # pool = multiprocessing.Pool() # pool.map(partialRunTrainTestOnFold, range(nb_folds)) #make our results with a map call # pool.close() #we are not adding any more processes # pool.join() #tell it to wait until all threads are done before going on def extract_feat_train(): dirs = ["/media/sf_SharedFolder/DataSets/Jamendo/Yann/song/", "/media/sf_SharedFolder/DataSets/ccmixter_corpus/instru/", "/media/sf_SharedFolder/DataSets/MedleyDB/MedleyDB/instru/vrai/"] outdir= "res/" for indir in dirs: extensions = ["wav", "mp3"] filenames = [fn for fn in os.listdir(indir) if any(fn.endswith(ext) for ext in extensions)] for index, filename in enumerate(filenames): dirName = indir.split("/")[-2] + ".mf" with open(dirName, "w") as filep: filep.write(indir + filename + "\n") outfilename = outdir + filename[:-3].replace(" ", "_") + "arff" bextract_cmd = "bextract -mfcc -zcrs -ctd -rlf -flx -ws 1024 -as 898 -sv -fe " + dirName + " -w " + outfilename os.system(bextract_cmd) def read_gts(filename): filename = utils.abs_path_file(filename) groundtruths = {} i = 0 with open(filename, "r") as filep: for index, line in enumerate(filep): if index > 73: if i == 0: i += 1 name = line.split("/")[-1][:-1] elif i == 1: i += 1 elif i == 2: i = 0 groundtruths[name] = line.split(",")[-1][:-1] return groundtruths def read_preds(filename): pres_filen = utils.abs_path_file(filename) predictions = {} i = 0 with open(filename, "r") as filep: for index, line in enumerate(filep): if index % 2: line = line.split("\t") name = line[0].split("/")[-1] pred = float(line[-1]) if pred > 0.5: predictions[name] = "s" else: predictions[name] = "i" return predictions def figure2(): # folds_dir = create_folds("results/dataset.arff", 5) # run_kea_on_folds(folds_dir) # read results arff file and print accuracy and f-measure gts_filen = "results/dataset.arff" gts = read_gts(gts_filen) folds_dir = "results/05_folds/" res_files = [name for name in os.listdir(folds_dir) if os.path.isfile(os.path.join(folds_dir, name)) and "results" in name] acc = [] f1 = [] for res in res_files: predictions = [] groundtruths = [] preds = read_preds(folds_dir + res) for name in preds: if name in gts: groundtruths.append(gts[name]) predictions.append(preds[name]) acc.append(accuracy_score(groundtruths, predictions)) predictions = [1 if i=="s" else 0 for i in predictions] groundtruths = [1 if i=="s" else 0 for i in groundtruths] f1.append(f1_score(groundtruths, predictions, average='weighted')) # Print average ± standard deviation print("Accuracy " + str(sum(acc)/float(len(acc))) + " ± " + str(stdev(acc))) print("F-Measure " + str(sum(f1)/float(len(f1))) + " ± " + str(stdev(f1))) dir_stats = utils.create_dir("stats/") with open(dir_stats + "table1_accuracy.csv", "a") as filep: filep.write("SVMBFF") for val in acc: filep.write("," + str(val)) filep.write("\n") with open(dir_stats + "table1_f1.csv", "a") as filep: filep.write("SVMBFF") for val in f1: filep.write("," + str(val)) filep.write("\n") # with open(dir_stats + "table1_accuracy.csv", "a") as filep: # for val in acc: # filep.write("SVMBFF," + str(val) + "\n") # with open(dir_stats + "table1_f1.csv", "a") as filep: # for val in f1: # filep.write("SVMBFF," + str(val) + "\n") def extract_features(tracks_dir="tracks/", feat_dir="features/"): utils.print_success("Extracting features") tracks_fn = os.listdir(tracks_dir) utils.create_dir(feat_dir) feat_dir = utils.create_dir(feat_dir + "svmbff") bextract = "bextract -mfcc -zcrs -ctd -rlf -flx -ws 1024 -as 898 -sv -fe " for index, filename in enumerate(tracks_fn): utils.print_progress_start(str(index) + "/" + str(len(tracks_fn)) + " " + filename) track_path = filename + ".mf" with open(track_path, "w") as filep: filep.write(tracks_dir + filename + "\n") new_fn = filename.split(".")[0] + ".arff" try: os.system(bextract + track_path + " -w " + new_fn + "> /dev/null 2>&1") except: utils.print_info("You have to make marsyas available systemwide, tips:") utils.print_info("http://marsyas.info/doc/manual/marsyas-user/Step_002dby_002dstep-building-instructions.html#Step_002dby_002dstep-building-instructions") utils.print_info("http://stackoverflow.com/a/21173918") utils.print_error("Program exit") # print(new_fn) # print(feat_dir + " " + new_fn) os.rename(new_fn, feat_dir + new_fn) # os.rename("MARSYAS_EMPTY" + new_fn, feat_dir + new_fn) os.system("rm " + track_path) utils.print_progress_end() os.system("rm bextract_single.mf") def table1_exp1(folds_dir): utils.print_success("Experiment 1 in Table 1") fn_gts = "groundtruths/database1.csv" gts = utils.read_groundtruths(fn_gts) res_files = [name for name in os.listdir(folds_dir) if os.path.isfile(os.path.join(folds_dir, name)) and "results" in name] acc = [] f1 = [] for res in res_files: predictions = [] groundtruths = [] preds = read_preds(folds_dir + res) for name in preds: name_gts = name.split(".")[0] if name_gts in gts: groundtruths.append(gts[name_gts]) predictions.append(preds[name]) acc.append(accuracy_score(groundtruths, predictions)) predictions = [1 if i=="s" else 0 for i in predictions] groundtruths = [1 if i=="s" else 0 for i in groundtruths] f1.append(f1_score(groundtruths, predictions, average='binary')) # Print average ± standard deviation utils.print_info("Accuracy " + str(sum(acc)/float(len(acc))) + " ± " + str(stdev(acc))) utils.print_info("F-Measure " + str(sum(f1)/float(len(f1))) + " ± " + str(stdev(f1))) dir_res = utils.create_dir("stats/") with open(dir_res + "table1_accuracy.csv", "a") as filep: for val in acc: filep.write("SVMBFF," + str(val) + "\n") with open(dir_res + "table1_f1.csv", "a") as filep: for val in f1: filep.write("SVMBFF," + str(val) + "\n") def experiment_1(folder="."): utils.print_success("SVMBFF Experiment 1 (approx. 1 minutes)") # Variables folder = utils.abs_path_dir(folder) dir_tmp = utils.create_dir(folder + "src/tmp/") dir_svmbff = utils.create_dir(dir_tmp + "svmbff/") dir_tracks = folder + "tracks/" dir_feat = folder + "features/svmbff/" fn_feats_db1 = dir_svmbff + "svmbff_database1.arff" feats_gts_db1 = folder + "features/" + "svmbff_database1.arff" groundtruths = folder + "groundtruths/database1.csv" extract_features(dir_tracks) merge_arff(dir_feat, fn_feats_db1) add_groundtruth(fn_feats_db1, groundtruths, feats_gts_db1) os.remove(fn_feats_db1) dir_folds = create_folds(feats_gts_db1, 5, dir_svmbff) run_kea_on_folds(dir_folds) table1_exp1(dir_folds) def main(): utils.print_success("SVMBFF (approx. 2 minutes)") experiment_1(folder="../") if __name__ == "__main__": PARSER = argparse.ArgumentParser(description="Validate list of ISRCs") PARSER.add_argument( "-i", "--input_dir", help="input directory containing all ARFF file from Marsyas bextract", type=str, default="data", metavar="input_dir") PARSER.add_argument( "-o", "--output_file", help="output file", type=str, default="feat_with_groundtruth.txt", metavar="output_file") PARSER.add_argument( "-g", "--groundtruth_file", help="groundtruth file", type=str, default="groundtruth.txt", metavar="groundtruth_file") PARSER.add_argument( "-n", "--nb_folds", default=1, type=int, metavar="nb_folds", help="classification folds number, must be >= 1, default = 1") main() # figure2() # indir1 = "res/" # indir2 = "/media/sf_DATA/Datasets/Simbals/new/201611/arff/" # merge_arff(indir2, "test2.arff") # utils.print_success("Kea classification") # # Variable declaration # input_dir = PARSER.parse_args().input_dir # res_dir = "analysis" # utils.create_dir(res_dir) # if input_dir[-1] == "/": # input_dir = input_dir[:-1] # proj_dir = res_dir + "/" + input_dir.split("/")[-1] # utils.create_dir(proj_dir) # feat_without_groundtruth = proj_dir + "/feat_without_groundtruth.arff" # feat_with_groundtruth = proj_dir + "/" + PARSER.parse_args().output_file # # Functions call # merge_arff(input_dir, feat_without_groundtruth) # add_groundtruth(feat_without_groundtruth, # PARSER.parse_args().groundtruth_file, # feat_with_groundtruth) # os.remove(feat_without_groundtruth) # folds_dir = create_folds(feat_with_groundtruth, PARSER.parse_args().nb_folds, invert_train_test=True) # folds_dir = create_folds("results/train_kea.arff", 5) # run_kea_on_folds(folds_dir) # # 2 merge all arff files dans train/test file (generate train/test folds/set, # # reuse vqmm) à partir des fichiers sources d'un autre dossier, tout copier # # dans dossier de svmbff. no-overlap train/Test # # 3 lancer kea sur toutes les train/test # # 4 Afficher les résultats # utils.print_success("Finished in " + str(int(round(time.time() * 1000)) - begin) + "ms") # """ # kea -m tags -w ' + train_file + ' -tw ' + test_file + ' -pr ' + out_file # """
mit
MJuddBooth/pandas
pandas/tests/series/test_block_internals.py
2
1472
# -*- coding: utf-8 -*- import pandas as pd # Segregated collection of methods that require the BlockManager internal data # structure class TestSeriesBlockInternals(object): def test_setitem_invalidates_datetime_index_freq(self): # GH#24096 altering a datetime64tz Series inplace invalidates the # `freq` attribute on the underlying DatetimeIndex dti = pd.date_range('20130101', periods=3, tz='US/Eastern') ts = dti[1] ser = pd.Series(dti) assert ser._values is not dti assert ser._values._data.base is not dti._data._data.base assert dti.freq == 'D' ser.iloc[1] = pd.NaT assert ser._values.freq is None # check that the DatetimeIndex was not altered in place assert ser._values is not dti assert ser._values._data.base is not dti._data._data.base assert dti[1] == ts assert dti.freq == 'D' def test_dt64tz_setitem_does_not_mutate_dti(self): # GH#21907, GH#24096 dti = pd.date_range('2016-01-01', periods=10, tz='US/Pacific') ts = dti[0] ser = pd.Series(dti) assert ser._values is not dti assert ser._values._data.base is not dti._data._data.base assert ser._data.blocks[0].values is not dti assert (ser._data.blocks[0].values._data.base is not dti._data._data.base) ser[::3] = pd.NaT assert ser[0] is pd.NaT assert dti[0] == ts
bsd-3-clause
xunilrj/sandbox
courses/course-edx-dat2031x/Simulation.py
1
2680
# -*- coding: utf-8 -*- def sim_normal(nums, mean = 600, sd = 30): import numpy as np import numpy.random as nr for n in nums: dist = nr.normal(loc = mean, scale = sd, size = n) titl = 'Normal distribution with ' + str(n) + ' values' print('Summary for ' + str(n) + ' samples') print(dist_summary(dist, titl)) print('Emperical 95% CIs') print(np.percentile(dist, [2.5, 97.5])) print(' ') return('Done!') def sim_poisson(nums, mean = 600): import numpy as np import numpy.random as nr for n in nums: dist = nr.poisson(lam = mean, size = n) titl = 'Poisson distribution with ' + str(n) + ' values' print(dist_summary(dist, titl)) print('Emperical 95% CIs') print(np.percentile(dist, [2.5, 97.5])) print(' ') return('Done!') def dist_summary(dist, names = 'dist_name'): import pandas as pd import matplotlib.pyplot as plt ser = pd.Series(dist) fig = plt.figure(1, figsize=(9, 6)) ax = fig.gca() ser.hist(ax = ax, bins = 120) ax.set_title('Frequency distribution of ' + names) ax.set_ylabel('Frequency') plt.show() return(ser.describe()) def gen_profits(num): import numpy.random as nr unif = nr.uniform(size = num) out = [5 if x < 0.3 else (3.5 if x < 0.6 else 4) for x in unif] return(out) def gen_tips(num): import numpy.random as nr unif = nr.uniform(size = num) out = [0 if x < 0.5 else (0.25 if x < 0.7 else (1.0 if x < 0.9 else 2.0)) for x in unif] return(out) def sim_lemonade(num, mean = 600, sd = 30, pois = False): ## Simulate the profits and tips for ## a lemonade stand. import numpy.random as nr ## number of customer arrivals if pois: arrivals = nr.poisson(lam = mean, size = num) else: arrivals = nr.normal(loc = mean, scale = sd, size = num) print(dist_summary(arrivals, 'customer arrivals per day')) ## Compute distibution of average profit per arrival proft = gen_profits(num) print(dist_summary(proft, 'profit per arrival')) ## Total profits are profit per arrival ## times number of arrivals. total_profit = arrivals * proft print(dist_summary(total_profit, 'total profit per day')) ## Compute distribution of average tips per arrival tps = gen_tips(num) print(dist_summary(tps, 'tips per arrival')) ## Compute average tips per day total_tips = arrivals * tps print(dist_summary(total_tips, 'total tips per day')) ## Compute total profits plus total tips. total_take = total_profit + total_tips return(dist_summary(total_take, 'total net per day'))
apache-2.0
EconForge/Smolyak
doc/sphinxext/docscrape_sphinx.py
62
7703
import re, inspect, textwrap, pydoc import sphinx from docscrape import NumpyDocString, FunctionDoc, ClassDoc class SphinxDocString(NumpyDocString): def __init__(self, docstring, config={}): self.use_plots = config.get('use_plots', False) NumpyDocString.__init__(self, docstring, config=config) # string conversion routines def _str_header(self, name, symbol='`'): return ['.. rubric:: ' + name, ''] def _str_field_list(self, name): return [':' + name + ':'] def _str_indent(self, doc, indent=4): out = [] for line in doc: out += [' '*indent + line] return out def _str_signature(self): return [''] if self['Signature']: return ['``%s``' % self['Signature']] + [''] else: return [''] def _str_summary(self): return self['Summary'] + [''] def _str_extended_summary(self): return self['Extended Summary'] + [''] def _str_param_list(self, name): out = [] if self[name]: out += self._str_field_list(name) out += [''] for param,param_type,desc in self[name]: out += self._str_indent(['**%s** : %s' % (param.strip(), param_type)]) out += [''] out += self._str_indent(desc,8) out += [''] return out @property def _obj(self): if hasattr(self, '_cls'): return self._cls elif hasattr(self, '_f'): return self._f return None def _str_member_list(self, name): """ Generate a member listing, autosummary:: table where possible, and a table where not. """ out = [] if self[name]: out += ['.. rubric:: %s' % name, ''] prefix = getattr(self, '_name', '') if prefix: prefix = '~%s.' % prefix autosum = [] others = [] for param, param_type, desc in self[name]: param = param.strip() if not self._obj or hasattr(self._obj, param): autosum += [" %s%s" % (prefix, param)] else: others.append((param, param_type, desc)) if autosum: out += ['.. autosummary::', ' :toctree:', ''] out += autosum if others: maxlen_0 = max([len(x[0]) for x in others]) maxlen_1 = max([len(x[1]) for x in others]) hdr = "="*maxlen_0 + " " + "="*maxlen_1 + " " + "="*10 fmt = '%%%ds %%%ds ' % (maxlen_0, maxlen_1) n_indent = maxlen_0 + maxlen_1 + 4 out += [hdr] for param, param_type, desc in others: out += [fmt % (param.strip(), param_type)] out += self._str_indent(desc, n_indent) out += [hdr] out += [''] return out def _str_section(self, name): out = [] if self[name]: out += self._str_header(name) out += [''] content = textwrap.dedent("\n".join(self[name])).split("\n") out += content out += [''] return out def _str_see_also(self, func_role): out = [] if self['See Also']: see_also = super(SphinxDocString, self)._str_see_also(func_role) out = ['.. seealso::', ''] out += self._str_indent(see_also[2:]) return out def _str_warnings(self): out = [] if self['Warnings']: out = ['.. warning::', ''] out += self._str_indent(self['Warnings']) return out def _str_index(self): idx = self['index'] out = [] if len(idx) == 0: return out out += ['.. index:: %s' % idx.get('default','')] for section, references in idx.iteritems(): if section == 'default': continue elif section == 'refguide': out += [' single: %s' % (', '.join(references))] else: out += [' %s: %s' % (section, ','.join(references))] return out def _str_references(self): out = [] if self['References']: out += self._str_header('References') if isinstance(self['References'], str): self['References'] = [self['References']] out.extend(self['References']) out += [''] # Latex collects all references to a separate bibliography, # so we need to insert links to it if sphinx.__version__ >= "0.6": out += ['.. only:: latex',''] else: out += ['.. latexonly::',''] items = [] for line in self['References']: m = re.match(r'.. \[([a-z0-9._-]+)\]', line, re.I) if m: items.append(m.group(1)) out += [' ' + ", ".join(["[%s]_" % item for item in items]), ''] return out def _str_examples(self): examples_str = "\n".join(self['Examples']) if (self.use_plots and 'import matplotlib' in examples_str and 'plot::' not in examples_str): out = [] out += self._str_header('Examples') out += ['.. plot::', ''] out += self._str_indent(self['Examples']) out += [''] return out else: return self._str_section('Examples') def __str__(self, indent=0, func_role="obj"): out = [] out += self._str_signature() out += self._str_index() + [''] out += self._str_summary() out += self._str_extended_summary() for param_list in ('Parameters', 'Returns', 'Raises'): out += self._str_param_list(param_list) out += self._str_warnings() out += self._str_see_also(func_role) out += self._str_section('Notes') out += self._str_references() out += self._str_examples() for param_list in ('Attributes', 'Methods'): out += self._str_member_list(param_list) out = self._str_indent(out,indent) return '\n'.join(out) class SphinxFunctionDoc(SphinxDocString, FunctionDoc): def __init__(self, obj, doc=None, config={}): self.use_plots = config.get('use_plots', False) FunctionDoc.__init__(self, obj, doc=doc, config=config) class SphinxClassDoc(SphinxDocString, ClassDoc): def __init__(self, obj, doc=None, func_doc=None, config={}): self.use_plots = config.get('use_plots', False) ClassDoc.__init__(self, obj, doc=doc, func_doc=None, config=config) class SphinxObjDoc(SphinxDocString): def __init__(self, obj, doc=None, config={}): self._f = obj SphinxDocString.__init__(self, doc, config=config) def get_doc_object(obj, what=None, doc=None, config={}): if what is None: if inspect.isclass(obj): what = 'class' elif inspect.ismodule(obj): what = 'module' elif callable(obj): what = 'function' else: what = 'object' if what == 'class': return SphinxClassDoc(obj, func_doc=SphinxFunctionDoc, doc=doc, config=config) elif what in ('function', 'method'): return SphinxFunctionDoc(obj, doc=doc, config=config) else: if doc is None: doc = pydoc.getdoc(obj) return SphinxObjDoc(obj, doc, config=config)
mit
joergkappes/opengm
src/interfaces/python/examples/python_visitor_gui.py
14
1377
""" Usage: python_visitor_gui.py This script shows how one can implement visitors in pure python and inject them into OpenGM solver. ( not all OpenGM solvers support this kind of code injection ) """ import opengm import numpy import matplotlib from matplotlib import pyplot as plt shape=[100,100] numLabels=10 unaries=numpy.random.rand(shape[0], shape[1],numLabels) potts=opengm.PottsFunction([numLabels,numLabels],0.0,0.4) gm=opengm.grid2d2Order(unaries=unaries,regularizer=potts) inf=opengm.inference.BeliefPropagation(gm,parameter=opengm.InfParam(damping=0.5)) class PyCallback(object): def __init__(self,shape,numLabels): self.shape=shape self.numLabels=numLabels self.cmap = matplotlib.colors.ListedColormap ( numpy.random.rand ( self.numLabels,3)) matplotlib.interactive(True) def begin(self,inference): print "begin of inference" def end(self,inference): print "end of inference" def visit(self,inference): gm=inference.gm() labelVector=inference.arg() print "energy ",gm.evaluate(labelVector) labelVector=labelVector.reshape(self.shape) plt.imshow(labelVector*255.0, cmap=self.cmap,interpolation="nearest") plt.draw() callback=PyCallback(shape,numLabels) visitor=inf.pythonVisitor(callback,visitNth=1) inf.infer(visitor) argmin=inf.arg()
mit
UCBerkeleySETI/blimpy
blimpy/plotting/plot_time_series.py
1
1628
from .config import * from ..utils import rebin, db from .plot_utils import calc_extent def plot_time_series(wf, f_start=None, f_stop=None, if_id=0, logged=True, orientation='h', MJD_time=False, **kwargs): """ Plot the time series. Args: f_start (float): start frequency, in MHz f_stop (float): stop frequency, in MHz logged (bool): Plot in linear (False) or dB units (True), kwargs: keyword args to be passed to matplotlib imshow() """ ax = plt.gca() plot_f, plot_data = wf.grab_data(f_start, f_stop, if_id) # Since the data has been squeezed, the axis for time goes away if only one bin, causing a bug with axis=1 if len(plot_data.shape) > 1: plot_data = np.nanmean(plot_data, axis=1) else: plot_data = np.nanmean(plot_data) if logged and wf.header['nbits'] >= 8: plot_data = db(plot_data) # Make proper time axis for plotting (but only for plotting!). Note that this makes the values inclusive. extent = calc_extent(wf, plot_f=plot_f, plot_t=wf.timestamps, MJD_time=MJD_time) plot_t = np.linspace(extent[2], extent[3], len(wf.timestamps)) if MJD_time: tlabel = "Time [MJD]" else: tlabel = "Time [s]" if logged: plabel = "Power [dB]" else: plabel = "Power [counts]" # Reverse oder if vertical orientation. if 'v' in orientation: plt.plot(plot_data, plot_t, **kwargs) plt.xlabel(plabel) else: plt.plot(plot_t, plot_data, **kwargs) plt.xlabel(tlabel) plt.ylabel(plabel) ax.autoscale(axis='both', tight=True)
bsd-3-clause
MadsJensen/agency_connectivity
make_df_hilbert_data.py
1
1383
import numpy as np import pandas as pd import scipy.io as sio from my_settings import * data = sio.loadmat("/home/mje/Projects/agency_connectivity/Data/data_all.mat")[ "data_all"] column_keys = ["subject", "trial", "condition", "shift"] result_df = pd.DataFrame(columns=column_keys) for k, subject in enumerate(subjects): p8_invol_shift = data[k, 3] - np.mean(data[k, 0]) p8_vol_shift = data[k, 2] - np.mean(data[k, 0]) p8_vol_bs_shift = data[k, 1] - np.mean(data[k, 0]) for j in range(89): row = pd.DataFrame([{"trial": int(j), "subject": subject, "condition": "vol_bs", "shift": p8_vol_bs_shift[j + 1][0]}]) result_df = result_df.append(row, ignore_index=True) for j in range(89): row = pd.DataFrame([{"trial": int(j), "subject": subject, "condition": "vol", "shift": p8_vol_shift[j + 1][0]}]) result_df = result_df.append(row, ignore_index=True) for j in range(89): row = pd.DataFrame([{"trial": int(j), "subject": subject, "condition": "invol", "shift": p8_invol_shift[j][0]}]) result_df = result_df.append(row, ignore_index=True)
bsd-3-clause
pyIMS/pyimzML
pyimzml/ImzMLParser.py
2
24463
# -*- coding: utf-8 -*- # Copyright 2015 Dominik Fay # # 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. from bisect import bisect_left, bisect_right import sys import re from pathlib import Path from warnings import warn import numpy as np from pyimzml.metadata import Metadata, SpectrumData from pyimzml.ontology.ontology import convert_cv_param PRECISION_DICT = {"32-bit float": 'f', "64-bit float": 'd', "32-bit integer": 'i', "64-bit integer": 'l'} SIZE_DICT = {'f': 4, 'd': 8, 'i': 4, 'l': 8} INFER_IBD_FROM_IMZML = object() XMLNS_PREFIX = "{http://psi.hupo.org/ms/mzml}" param_group_elname = "referenceableParamGroup" data_processing_elname = "dataProcessing" instrument_confid_elname = "instrumentConfiguration" def choose_iterparse(parse_lib=None): if parse_lib == 'ElementTree': from xml.etree.ElementTree import iterparse elif parse_lib == 'lxml': from lxml.etree import iterparse else: try: from lxml.etree import iterparse except ImportError: from xml.etree.ElementTree import iterparse return iterparse def _get_cv_param(elem, accession, deep=False, convert=False): base = './/' if deep else '' node = elem.find('%s%scvParam[@accession="%s"]' % (base, XMLNS_PREFIX, accession)) if node is not None: if convert: return convert_cv_param(accession, node.get('value')) return node.get('value') class ImzMLParser: """ Parser for imzML 1.1.0 files (see specification here: http://imzml.org/download/imzml/specifications_imzML1.1.0_RC1.pdf). Iteratively reads the .imzML file into memory while pruning the per-spectrum metadata (everything in <spectrumList> elements) during initialization. Returns a spectrum upon calling getspectrum(i). The binary file is read in every call of getspectrum(i). Use enumerate(parser.coordinates) to get all coordinates with their respective index. Coordinates are always 3-dimensional. If the third spatial dimension is not present in the data, it will be set to zero. The global metadata fields in the imzML file are stored in parser.metadata. Spectrum-specific metadata fields are not stored by default due to avoid memory issues, use the `include_spectra_metadata` parameter if spectrum-specific metadata is needed. """ def __init__( self, filename, parse_lib=None, ibd_file=INFER_IBD_FROM_IMZML, include_spectra_metadata=None, ): """ Opens the two files corresponding to the file name, reads the entire .imzML file and extracts required attributes. Does not read any binary data, yet. :param filename: name of the XML file. Must end with .imzML. Binary data file must be named equally but ending with .ibd Alternatively an open file or Buffer Protocol object can be supplied, if ibd_file is also supplied :param parse_lib: XML-parsing library to use: 'ElementTree' or 'lxml', the later will be used if argument not provided :param ibd_file: File or Buffer Protocol object for the .ibd file. Leave blank to infer it from the imzml filename. Set to None if no data from the .ibd file is needed (getspectrum calls will not work) :param include_spectra_metadata: None, 'full', or a list/set of accession IDs. If 'full' is given, parser.spectrum_full_metadata will be populated with a list of complex objects containing the full metadata for each spectrum. If a list or set is given, parser.spectrum_metadata_fields will be populated with a dict mapping accession IDs to lists. Each list will contain the values for that accession ID for each spectrum. Note that for performance reasons, this mode only searches the spectrum itself for the value. It won't check any referenced referenceable param groups if the accession ID isn't present in the spectrum metadata. """ # ElementTree requires the schema location for finding tags (why?) but # fails to read it from the root element. As this should be identical # for all imzML files, it is hard-coded here and prepended before every tag self.sl = "{http://psi.hupo.org/ms/mzml}" # maps each imzML number format to its struct equivalent self.precisionDict = dict(PRECISION_DICT) # maps each number format character to its amount of bytes used self.sizeDict = dict(SIZE_DICT) self.filename = filename self.mzOffsets = [] self.intensityOffsets = [] self.mzLengths = [] self.intensityLengths = [] # list of all (x,y,z) coordinates as tuples. self.coordinates = [] self.root = None self.metadata = None if include_spectra_metadata == 'full': self.spectrum_full_metadata = [] elif include_spectra_metadata is not None: include_spectra_metadata = set(include_spectra_metadata) self.spectrum_metadata_fields = { k: [] for k in include_spectra_metadata } self.mzGroupId = self.intGroupId = self.mzPrecision = self.intensityPrecision = None self.iterparse = choose_iterparse(parse_lib) self.__iter_read_spectrum_meta(include_spectra_metadata) if ibd_file is INFER_IBD_FROM_IMZML: # name of the binary file ibd_filename = self._infer_bin_filename(self.filename) self.m = open(ibd_filename, "rb") else: self.m = ibd_file # Dict for basic imzML metadata other than those required for reading # spectra. See method __readimzmlmeta() self.imzmldict = self.__readimzmlmeta() self.imzmldict['max count of pixels z'] = np.asarray(self.coordinates)[:,2].max() @staticmethod def _infer_bin_filename(imzml_path): imzml_path = Path(imzml_path) ibd_path = [f for f in imzml_path.parent.glob('*') if re.match(r'.+\.ibd', str(f), re.IGNORECASE) and f.stem == imzml_path.stem][0] return str(ibd_path) # system method for use of 'with ... as' def __enter__(self): return self # system method for use of 'with ... as' def __exit__(self, exc_t, exc_v, trace): if self.m is not None: self.m.close() def __iter_read_spectrum_meta(self, include_spectra_metadata): """ This method should only be called by __init__. Reads the data formats, coordinates and offsets from the .imzML file and initializes the respective attributes. While traversing the XML tree, the per-spectrum metadata is pruned, i.e. the <spectrumList> element(s) are left behind empty. Supported accession values for the number formats: "MS:1000521", "MS:1000523", "IMS:1000141" or "IMS:1000142". The string values are "32-bit float", "64-bit float", "32-bit integer", "64-bit integer". """ mz_group = int_group = None slist = None elem_iterator = self.iterparse(self.filename, events=("start", "end")) if sys.version_info > (3,): _, self.root = next(elem_iterator) else: _, self.root = elem_iterator.next() for event, elem in elem_iterator: if elem.tag == self.sl + "spectrumList" and event == "start": self.__process_metadata() slist = elem elif elem.tag == self.sl + "spectrum" and event == "end": self.__process_spectrum(elem, include_spectra_metadata) slist.remove(elem) self.__fix_offsets() def __fix_offsets(self): # clean up the mess after morons who use signed 32-bit where unsigned 64-bit is appropriate def fix(array): fixed = [] delta = 0 prev_value = float('nan') for value in array: if value < 0 and prev_value >= 0: delta += 2**32 fixed.append(value + delta) prev_value = value return fixed self.mzOffsets = fix(self.mzOffsets) self.intensityOffsets = fix(self.intensityOffsets) def __process_metadata(self): if self.metadata is None: self.metadata = Metadata(self.root) for param_id, param_group in self.metadata.referenceable_param_groups.items(): if 'm/z array' in param_group.param_by_name: self.mzGroupId = param_id for name, dtype in self.precisionDict.items(): if name in param_group.param_by_name: self.mzPrecision = dtype if 'intensity array' in param_group.param_by_name: self.intGroupId = param_id for name, dtype in self.precisionDict.items(): if name in param_group.param_by_name: self.intensityPrecision = dtype if not hasattr(self, 'mzPrecision'): raise RuntimeError("Could not determine m/z precision") if not hasattr(self, 'intensityPrecision'): raise RuntimeError("Could not determine intensity precision") def __process_spectrum(self, elem, include_spectra_metadata): arrlistelem = elem.find('%sbinaryDataArrayList' % self.sl) mz_group = None int_group = None for e in arrlistelem: ref = e.find('%sreferenceableParamGroupRef' % self.sl).attrib["ref"] if ref == self.mzGroupId: mz_group = e elif ref == self.intGroupId: int_group = e self.mzOffsets.append(int(_get_cv_param(mz_group, 'IMS:1000102'))) self.mzLengths.append(int(_get_cv_param(mz_group, 'IMS:1000103'))) self.intensityOffsets.append(int(_get_cv_param(int_group, 'IMS:1000102'))) self.intensityLengths.append(int(_get_cv_param(int_group, 'IMS:1000103'))) scan_elem = elem.find('%sscanList/%sscan' % (self.sl, self.sl)) x = _get_cv_param(scan_elem, 'IMS:1000050') y = _get_cv_param(scan_elem, 'IMS:1000051') z = _get_cv_param(scan_elem, 'IMS:1000052') if z is not None: self.coordinates.append((int(x), int(y), int(z))) else: self.coordinates.append((int(x), int(y), 1)) if include_spectra_metadata == 'full': self.spectrum_full_metadata.append( SpectrumData(elem, self.metadata.referenceable_param_groups) ) elif include_spectra_metadata: for param in include_spectra_metadata: value = _get_cv_param(elem, param, deep=True, convert=True) self.spectrum_metadata_fields[param].append(value) def __readimzmlmeta(self): """ DEPRECATED - use self.metadata instead, as it has much greater detail and allows for multiple scan settings / instruments. This method should only be called by __init__. Initializes the imzmldict with frequently used metadata from the .imzML file. :return d: dict containing above mentioned meta data :rtype: dict :raises Warning: if an xml attribute has a number format different from the imzML specification """ d = {} scan_settings_list_elem = self.root.find('%sscanSettingsList' % self.sl) instrument_config_list_elem = self.root.find('%sinstrumentConfigurationList' % self.sl) scan_settings_params = [ ("max count of pixels x", "IMS:1000042"), ("max count of pixels y", "IMS:1000043"), ("max dimension x", "IMS:1000044"), ("max dimension y", "IMS:1000045"), ("pixel size x", "IMS:1000046"), ("pixel size y", "IMS:1000047"), ("matrix solution concentration", "MS:1000835"), ] instrument_config_params = [ ("wavelength", "MS:1000843"), ("focus diameter x", "MS:1000844"), ("focus diameter y", "MS:1000845"), ("pulse energy", "MS:1000846"), ("pulse duration", "MS:1000847"), ("attenuation", "MS:1000848"), ] for name, accession in scan_settings_params: try: val = _get_cv_param(scan_settings_list_elem, accession, deep=True, convert=True) if val is not None: d[name] = val except ValueError: warn(Warning('Wrong data type in XML file. Skipped attribute "%s"' % name)) for name, accession in instrument_config_params: try: val = _get_cv_param(instrument_config_list_elem, accession, deep=True, convert=True) if val is not None: d[name] = val except ValueError: warn(Warning('Wrong data type in XML file. Skipped attribute "%s"' % name)) return d def get_physical_coordinates(self, i): """ For a pixel index i, return the real-world coordinates in nanometers. This is equivalent to multiplying the image coordinates of the given pixel with the pixel size. :param i: the pixel index :return: a tuple of x and y coordinates. :rtype: Tuple[float] :raises KeyError: if the .imzML file does not specify the attributes "pixel size x" and "pixel size y" """ try: pixel_size_x = self.imzmldict["pixel size x"] pixel_size_y = self.imzmldict["pixel size y"] except KeyError: raise KeyError("Could not find all pixel size attributes in imzML file") image_x, image_y = self.coordinates[i][:2] return image_x * pixel_size_x, image_y * pixel_size_y def getspectrum(self, index): """ Reads the spectrum at specified index from the .ibd file. :param index: Index of the desired spectrum in the .imzML file Output: mz_array: numpy.ndarray Sequence of m/z values representing the horizontal axis of the desired mass spectrum intensity_array: numpy.ndarray Sequence of intensity values corresponding to mz_array """ mz_bytes, intensity_bytes = self.get_spectrum_as_string(index) mz_array = np.frombuffer(mz_bytes, dtype=self.mzPrecision) intensity_array = np.frombuffer(intensity_bytes, dtype=self.intensityPrecision) return mz_array, intensity_array def get_spectrum_as_string(self, index): """ Reads m/z array and intensity array of the spectrum at specified location from the binary file as a byte string. The string can be unpacked by the struct module. To get the arrays as numbers, use getspectrum :param index: Index of the desired spectrum in the .imzML file :rtype: Tuple[str, str] Output: mz_string: string where each character represents a byte of the mz array of the spectrum intensity_string: string where each character represents a byte of the intensity array of the spectrum """ offsets = [self.mzOffsets[index], self.intensityOffsets[index]] lengths = [self.mzLengths[index], self.intensityLengths[index]] lengths[0] *= self.sizeDict[self.mzPrecision] lengths[1] *= self.sizeDict[self.intensityPrecision] self.m.seek(offsets[0]) mz_string = self.m.read(lengths[0]) self.m.seek(offsets[1]) intensity_string = self.m.read(lengths[1]) return mz_string, intensity_string def portable_spectrum_reader(self): """ Builds a PortableSpectrumReader that holds the coordinates list and spectrum offsets in the .ibd file so that the .ibd file can be read without opening the .imzML file again. The PortableSpectrumReader can be safely pickled and unpickled, making it useful for reading the spectra in a distributed environment such as PySpark or PyWren. """ return PortableSpectrumReader(self.coordinates, self.mzPrecision, self.mzOffsets, self.mzLengths, self.intensityPrecision, self.intensityOffsets, self.intensityLengths) def getionimage(p, mz_value, tol=0.1, z=1, reduce_func=sum): """ Get an image representation of the intensity distribution of the ion with specified m/z value. By default, the intensity values within the tolerance region are summed. :param p: the ImzMLParser (or anything else with similar attributes) for the desired dataset :param mz_value: m/z value for which the ion image shall be returned :param tol: Absolute tolerance for the m/z value, such that all ions with values mz_value-|tol| <= x <= mz_value+|tol| are included. Defaults to 0.1 :param z: z Value if spectrogram is 3-dimensional. :param reduce_func: the bahaviour for reducing the intensities between mz_value-|tol| and mz_value+|tol| to a single value. Must be a function that takes a sequence as input and outputs a number. By default, the values are summed. :return: numpy matrix with each element representing the ion intensity in this pixel. Can be easily plotted with matplotlib """ tol = abs(tol) im = np.zeros((p.imzmldict["max count of pixels y"], p.imzmldict["max count of pixels x"])) for i, (x, y, z_) in enumerate(p.coordinates): if z_ == 0: UserWarning("z coordinate = 0 present, if you're getting blank images set getionimage(.., .., z=0)") if z_ == z: mzs, ints = map(lambda x: np.asarray(x), p.getspectrum(i)) min_i, max_i = _bisect_spectrum(mzs, mz_value, tol) im[y - 1, x - 1] = reduce_func(ints[min_i:max_i+1]) return im def browse(p): """ Create a per-spectrum metadata browser for the parser. Usage:: # get a list of the instrument configurations used in the first pixel instrument_configurations = browse(p).for_spectrum(0).get_ids("instrumentConfiguration") Currently, ``instrumentConfiguration``, ``dataProcessing`` and ``referenceableParamGroup`` are supported. For browsing all spectra iteratively, you should by all means use **ascending** indices. Doing otherwise can result in quadratic runtime. The following example shows how to retrieve all unique instrumentConfigurations used:: browser = browse(p) all_config_ids = set() for i, _ in enumerate(p.coordinates): all_config_ids.update(browser.for_spectrum(i).get_ids("instrumentConfiguration")) This is a list of ids with which you can find the corresponding ``<instrumentConfiguration>`` tag in the xml tree. :param p: the parser :return: the browser """ return _ImzMLMetaDataBrowser(p.root, p.filename, p.sl) def _bisect_spectrum(mzs, mz_value, tol): ix_l, ix_u = bisect_left(mzs, mz_value - tol), bisect_right(mzs, mz_value + tol) - 1 if ix_l == len(mzs): return len(mzs), len(mzs) if ix_u < 1: return 0, 0 if ix_u == len(mzs): ix_u -= 1 if mzs[ix_l] < (mz_value - tol): ix_l += 1 if mzs[ix_u] > (mz_value + tol): ix_u -= 1 return ix_l, ix_u class _ImzMLMetaDataBrowser(object): def __init__(self, root, fn, sl): self._root = root self._sl = sl self._fn = fn self._iter, self._previous, self._list_elem = None, None, None self.iterparse = choose_iterparse() def for_spectrum(self, i): if self._previous is None or i <= self._previous: self._iter = self.iterparse(self._fn, events=("start", "end")) for event, s in self._iter: if s.tag == self._sl + "spectrumList" and event == "start": self._list_elem = s elif s.tag == self._sl + "spectrum" and event == "end": self._list_elem.remove(s) if s.attrib["index"] == str(i): self._previous = i return _SpectrumMetaDataBrowser(self._root, self._sl, s) class _SpectrumMetaDataBrowser(object): def __init__(self, root, sl, spectrum): self._root = root self._sl = sl self._spectrum = spectrum def get_ids(self, element): param_methods = { param_group_elname: self._find_referenceable_param_groups, data_processing_elname: self._find_data_processing, instrument_confid_elname: self._find_instrument_configurations, } try: return param_methods[element]() except KeyError as e: raise ValueError("Unsupported element: " + str(element)) def _find_referenceable_param_groups(self): param_group_refs = self._spectrum.findall("%sreferenceableParamGroupRef" % self._sl) ids = map(lambda g: g.attrib["ref"], param_group_refs) return ids def _find_instrument_configurations(self): ids = None scan_list = self._spectrum.find("%sscanList" % self._sl) if scan_list: scans = scan_list.findall("%sscan[@instrumentConfigurationRef]" % self._sl) ids = map(lambda s: s.attrib["instrumentConfigurationRef"], scans) if not ids: run = self._root.find("%srun") try: return [run.attrib["defaultInstrumentConfigurationRef"]] except KeyError as _: return list() else: return ids def _find_data_processing(self): try: return self._spectrum.attrib["dataProcessingRef"] except KeyError as _: spectrum_list = self._root.find("%srun/%sspectrumList" % tuple(2 * [self._sl])) try: return [spectrum_list.attrib["defaultDataProcessingRef"]] except KeyError as _: return [] class PortableSpectrumReader(object): """ A pickle-able class for holding the minimal set of data required for reading, without holding any references to open files that wouldn't survive pickling. """ def __init__(self, coordinates, mzPrecision, mzOffsets, mzLengths, intensityPrecision, intensityOffsets, intensityLengths): self.coordinates = coordinates self.mzPrecision = mzPrecision self.mzOffsets = mzOffsets self.mzLengths = mzLengths self.intensityPrecision = intensityPrecision self.intensityOffsets = intensityOffsets self.intensityLengths = intensityLengths def read_spectrum_from_file(self, file, index): """ Reads the spectrum at specified index from the .ibd file. :param file: File or file-like object for the .ibd file :param index: Index of the desired spectrum in the .imzML file Output: mz_array: numpy.ndarray Sequence of m/z values representing the horizontal axis of the desired mass spectrum intensity_array: numpy.ndarray Sequence of intensity values corresponding to mz_array """ file.seek(self.mzOffsets[index]) mz_bytes = file.read(self.mzLengths[index] * SIZE_DICT[self.mzPrecision]) file.seek(self.intensityOffsets[index]) intensity_bytes = file.read(self.intensityLengths[index] * SIZE_DICT[self.intensityPrecision]) mz_array = np.frombuffer(mz_bytes, dtype=self.mzPrecision) intensity_array = np.frombuffer(intensity_bytes, dtype=self.intensityPrecision) return mz_array, intensity_array
apache-2.0
InnovArul/codesmart
Assignments/Jul-Nov-2017/reinforcement_learning_udemy/rl/monte_carlo_soft_epsilon.py
1
3861
from __future__ import print_function import numpy as np from grid import standard_grid, negative_grid from iterative_policy_evaluation import print_values, print_policy import matplotlib.pyplot as plt from monte_carlo_exploring_starts import max_dict EPS = 1e-4 GAMMA = 0.9 ALL_POSSIBLE_ACTIONS = {'U', 'D', 'L', 'R'} def random_action(a, eps=0.1): p = np.random.random() if(p < 1 - eps): return a else: return np.random.choice(list(ALL_POSSIBLE_ACTIONS)) # monte carlo sampling - finding out optimal policy (policy iteration) def play_game(grid, policy): all_states = list(grid.actions.keys()) state = (2, 0) # instead of taking random action at first step, consider the action which is probabilistic with the policy a = random_action(policy[state]) grid.set_state(state) states_actions_rewards = [(state, a, 0)] # action is corresponding to the one which is going to be taken while True: r = grid.move(a) state = grid.current_state() #print(prev_state) # if game over, break the loop if grid.game_over(): states_actions_rewards.append((state, None, r)) # agent has hit the wall and we should not allow it to happen break else: # collect the next action that we are gonna take and insert into the trace a = random_action(policy[state]) states_actions_rewards.append((state, a, r)) # calculate the returns by working backwards from terminal state G = 0 states_actions_returns = [] for i, state_action_reward in enumerate(reversed(states_actions_rewards)): state, action, reward = state_action_reward if i != 0: states_actions_returns.append((state, action, G)) G = reward + GAMMA * G states_actions_returns.reverse() return states_actions_returns def max_dict(hash): max_key = None max_val = float('-inf') for k in hash: if(hash[k] > max_val): max_key, max_val = k, hash[k] return max_key, max_val if __name__ == '__main__': #grid = standard_grid() grid = negative_grid(-0.1) print('grid') print_values(grid.rewards, grid) # init random policy policy = {} for s in grid.actions: policy[s] = np.random.choice(list(ALL_POSSIBLE_ACTIONS)) print('policy') print_policy(policy, grid) # initialioze Q(s, a) Q = {} returns = {} # buffer to hold all the returns for a state during monte-carlo game plays for s in grid.actions: # if state is non terminal Q[s] = {} for a in ALL_POSSIBLE_ACTIONS: # for all the possible actions, initialize Q(s,a) Q[s][a] = 0 returns[(s, a)] = [] # deltas deltas = [] for sample in range(5000): if sample % 500 == 0: print(sample) biggest_change = 0 # generate an episode and adapt Q(s, a) states_actions_returns = play_game(grid, policy) seen_states_actions = set() for s, a, G in states_actions_returns: key = (s, a) if s not in seen_states_actions: old_q = Q[s][a] returns[key].append(G) Q[s][a] = np.mean(returns[key]) seen_states_actions.add(key) biggest_change = max(biggest_change, abs(G - old_q)) deltas.append(biggest_change) # policy improvement for s in Q: policy[s] = max_dict(Q[s])[0] plt.plot(deltas) plt.show() V = {} # policy improvement for s in Q: V[s] = max_dict(Q[s])[1] print('grid') print_values(V, grid) print('policy') print_policy(policy, grid)
gpl-2.0
hainm/MSMs
code/sandbox/tica_kde_svm.py
3
2319
from sklearn.covariance import EllipticEnvelope import sklearn.neighbors from sklearn.svm import OneClassSVM import os from msmbuilder import example_datasets, cluster, msm, featurizer, lumping, utils, dataset, decomposition sysname = os.path.split(os.getcwd())[-1] dt = 0.25 tica_lagtime = 400 regularization_string = "_012" X0 = dataset.dataset("./tica/tica%d%s.h5" % (tica_lagtime, regularization_string)) slicer = featurizer.FirstSlicer(2) X = slicer.transform(X0) Xf0 = np.concatenate(X) Xf = Xf0[::50] hexbin(Xf0[:, 0], Xf0[:, 1], bins='log') svm = OneClassSVM(nu=0.15) svm.fit(Xf) y = svm.predict(Xf) plot(Xf[y==1][:, 0], Xf[y==1][:, 1], 'kx') plot(Xf[y==-1][:, 0], Xf[y==-1][:, 1], 'wx') clusterer = cluster.GMM(n_components=3) yi = map(lambda x: svm.predict(x), X) from msmbuilder.cluster import MultiSequenceClusterMixin, BaseEstimator from sklearn.svm import OneClassSVM class OneClassSVMTrimmer(MultiSequenceClusterMixin, OneClassSVM, BaseEstimator): def partial_transform(self, traj): """Featurize an MD trajectory into a vector space. Parameters ---------- traj : mdtraj.Trajectory A molecular dynamics trajectory to featurize. Returns ------- features : np.ndarray, dtype=float, shape=(n_samples, n_features) A featurized trajectory is a 2D array of shape `(length_of_trajectory x n_features)` where each `features[i]` vector is computed by applying the featurization function to the `i`th snapshot of the input trajectory. See Also -------- transform : simultaneously featurize a collection of MD trajectories """ pass def transform(self, traj_list, y=None): """Featurize a several trajectories. Parameters ---------- traj_list : list(mdtraj.Trajectory) Trajectories to be featurized. Returns ------- features : list(np.ndarray), length = len(traj_list) The featurized trajectories. features[i] is the featurized version of traj_list[i] and has shape (n_samples_i, n_features) """ return [self.partial_transform(traj) for traj in traj_list] trimmer = OneClassSVMTrimmer() trimmer.fit(X[0:10])
gpl-2.0
khrapovs/datastorage
datastorage/compustat.py
1
2589
#!/usr/bin/env python # -*- coding: utf-8 -*- """ Short interest dynamics """ from __future__ import print_function, division import os import zipfile import datetime as dt import pandas as pd import matplotlib.pyplot as plt import seaborn as sns path = os.getenv("HOME") + '/Dropbox/Research/data/Compustat/data/' # __location__ = os.path.realpath(os.path.join(os.getcwd(), # os.path.dirname(__file__))) # path = os.path.join(__location__, path + 'Compustat/data/') def date_convert(string): return dt.datetime.strptime(string, '%d-%m-%Y') def import_data(): """Import data and save it to the disk. """ zf = zipfile.ZipFile(path + 'short_int.zip', 'r') name = zf.namelist()[0] short_int = pd.read_csv(zf.open(name), converters={'datadate': date_convert}) columns = {'datadate': 'date', 'SHORTINTADJ': 'short_int', 'GVKEY': 'gvkey'} short_int.rename(columns=columns, inplace=True) short_int.set_index(['gvkey', 'date'], inplace=True) short_int.sort_index(inplace=True) short_int.to_hdf(path + 'short_int.h5', key='short_int') print(short_int.head()) print(short_int.dtypes) print('Number of unique companies: ', short_int.index.get_level_values('gvkey').nunique()) print('Number of unique dates: ', short_int.index.get_level_values('date').nunique()) print('Min and Max date: ', short_int.index.get_level_values('date').min().date(), ',', short_int.index.get_level_values('date').max().date()) def load_data(): """Load data from disk and check for sanity. """ return pd.read_hdf(path + 'short_int.h5', 'short_int') def count_companies(short_int): """Plot number of companies over time. """ df = short_int.reset_index().groupby('date')['gvkey'].nunique() sns.set_context('paper') df.plot(figsize=(10, 3)) plt.show() data = df.ix[dt.date(2006, 1, 1):dt.date(2007, 6, 30)] data.plot(figsize=(10, 3)) plt.show() def mean_short_int(short_int): """Mean short interest on each date. """ df = short_int.groupby(level='date')['short_int'].mean() sns.set_context('paper') df.plot(figsize=(10, 3)) plt.show() df.ix[:dt.date(2004, 12, 31)].plot(figsize=(10, 3)) plt.show() df.ix[dt.date(2006, 1, 1):dt.date(2007, 6, 30)].plot(figsize=(10, 3)) plt.show() if __name__ == '__main__': import_data() short_int = load_data() count_companies(short_int) mean_short_int(short_int)
mit
Achuth17/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
SanPen/GridCal
src/GridCal/Engine/Simulations/LinearFactors/linear_analysis_ts_driver.py
1
10126
# This file is part of GridCal. # # GridCal is free software: you can redistribute it and/or modify # it under the terms of the GNU General Public License as published by # the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # # GridCal is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU General Public License for more details. # # You should have received a copy of the GNU General Public License # along with GridCal. If not, see <http://www.gnu.org/licenses/>. import json import pandas as pd import numpy as np import scipy.sparse as sp from scipy.sparse.linalg import spsolve, factorized import time from GridCal.Engine.Simulations.result_types import ResultTypes from GridCal.Engine.Core.multi_circuit import MultiCircuit from GridCal.Engine.Simulations.PowerFlow.power_flow_options import PowerFlowOptions from GridCal.Engine.Simulations.LinearFactors.linear_analysis import LinearAnalysis from GridCal.Engine.Simulations.LinearFactors.linear_analysis_driver import LinearAnalysisOptions from GridCal.Engine.Simulations.results_model import ResultsModel from GridCal.Engine.Core.time_series_pf_data import compile_time_circuit from GridCal.Engine.Simulations.driver_types import SimulationTypes from GridCal.Engine.Simulations.results_template import ResultsTemplate from GridCal.Engine.Simulations.driver_template import TSDriverTemplate class LinearAnalysisTimeSeriesResults(ResultsTemplate): def __init__(self, n, m, time_array, bus_names, bus_types, branch_names): """ TimeSeriesResults constructor @param n: number of buses @param m: number of branches @param nt: number of time steps """ ResultsTemplate.__init__(self, name='Linear Analysis time series', available_results=[ResultTypes.BusActivePower, ResultTypes.BranchActivePowerFrom, ResultTypes.BranchLoading ], data_variables=['bus_names', 'bus_types', 'time', 'branch_names', 'voltage', 'S', 'Sf', 'loading', 'losses']) self.nt = len(time_array) self.m = m self.n = n self.time = time_array self.bus_names = bus_names self.bus_types = bus_types self.branch_names = branch_names self.voltage = np.ones((self.nt, n), dtype=float) self.S = np.zeros((self.nt, n), dtype=float) self.Sf = np.zeros((self.nt, m), dtype=float) self.loading = np.zeros((self.nt, m), dtype=float) self.losses = np.zeros((self.nt, m), dtype=float) def apply_new_time_series_rates(self, nc: "TimeCircuit"): rates = nc.Rates.T self.loading = self.Sf / (rates + 1e-9) def get_results_dict(self): """ Returns a dictionary with the results sorted in a dictionary :return: dictionary of 2D numpy arrays (probably of complex numbers) """ data = {'V': self.voltage.tolist(), 'P': self.S.real.tolist(), 'Q': self.S.imag.tolist(), 'Sbr_real': self.Sf.real.tolist(), 'Sbr_imag': self.Sf.imag.tolist(), 'loading': np.abs(self.loading).tolist()} return data def mdl(self, result_type: ResultTypes) -> "ResultsModel": """ Get ResultsModel instance :param result_type: :return: ResultsModel instance """ if result_type == ResultTypes.BusActivePower: labels = self.bus_names data = self.S y_label = '(MW)' title = 'Bus active power ' elif result_type == ResultTypes.BranchActivePowerFrom: labels = self.branch_names data = self.Sf.real y_label = '(MW)' title = 'Branch power ' elif result_type == ResultTypes.BranchLoading: labels = self.branch_names data = self.loading * 100 y_label = '(%)' title = 'Branch loading ' elif result_type == ResultTypes.BranchLosses: labels = self.branch_names data = self.losses y_label = '(MVA)' title = 'Branch losses' elif result_type == ResultTypes.BusVoltageModule: labels = self.bus_names data = self.voltage y_label = '(p.u.)' title = 'Bus voltage' else: raise Exception('Result type not understood:' + str(result_type)) if self.time is not None: index = self.time else: index = list(range(data.shape[0])) # assemble model return ResultsModel(data=data, index=index, columns=labels, title=title, ylabel=y_label, units=y_label) class LinearAnalysisTimeSeries(TSDriverTemplate): name = 'Linear analysis time series' tpe = SimulationTypes.LinearAnalysis_TS_run def __init__(self, grid: MultiCircuit, options: LinearAnalysisOptions, start_=0, end_=None): """ TimeSeries constructor @param grid: MultiCircuit instance @param options: LinearAnalysisOptions instance """ TSDriverTemplate.__init__(self, grid=grid, start_=start_, end_=end_) self.options = options self.results = LinearAnalysisTimeSeriesResults(n=0, m=0, time_array=[], bus_names=[], bus_types=[], branch_names=[]) self.ptdf_driver = LinearAnalysis(grid=self.grid, distributed_slack=self.options.distribute_slack) def get_steps(self): """ Get time steps list of strings """ return [l.strftime('%d-%m-%Y %H:%M') for l in self.indices] def run(self): """ Run the time series simulation @return: """ self.__cancel__ = False a = time.time() if self.end_ is None: self.end_ = len(self.grid.time_profile) time_indices = np.arange(self.start_, self.end_ + 1) ts_numeric_circuit = compile_time_circuit(self.grid) self.results = LinearAnalysisTimeSeriesResults(n=ts_numeric_circuit.nbus, m=ts_numeric_circuit.nbr, time_array=ts_numeric_circuit.time_array[time_indices], bus_names=ts_numeric_circuit.bus_names, bus_types=ts_numeric_circuit.bus_types, branch_names=ts_numeric_circuit.branch_names) self.indices = pd.to_datetime(ts_numeric_circuit.time_array[time_indices]) self.progress_text.emit('Computing PTDF...') linear_analysis = LinearAnalysis(grid=self.grid, distributed_slack=self.options.distribute_slack, correct_values=self.options.correct_values ) linear_analysis.run() self.progress_text.emit('Computing branch flows...') Pbus_0 = ts_numeric_circuit.Sbus.real[:, time_indices] self.results.Sf = linear_analysis.get_flows_time_series(Pbus_0) # compute post process self.results.loading = self.results.Sf / (ts_numeric_circuit.Rates[:, time_indices].T + 1e-9) self.results.S = Pbus_0.T self.elapsed = time.time() - a # send the finnish signal self.progress_signal.emit(0.0) self.progress_text.emit('Done!') self.done_signal.emit() if __name__ == '__main__': from matplotlib import pyplot as plt from GridCal.Engine import * fname = '/home/santi/Documentos/GitHub/GridCal/Grids_and_profiles/grids/IEEE39_1W.gridcal' # fname = '/home/santi/Documentos/GitHub/GridCal/Grids_and_profiles/grids/grid_2_islands.xlsx' # fname = '/home/santi/Documentos/GitHub/GridCal/Grids_and_profiles/grids/1354 Pegase.xlsx' main_circuit = FileOpen(fname).open() options_ = LinearAnalysisOptions() ptdf_driver = LinearAnalysisTimeSeries(grid=main_circuit, options=options_) ptdf_driver.run() pf_options_ = PowerFlowOptions(solver_type=SolverType.NR) ts_driver = TimeSeries(grid=main_circuit, options=pf_options_) ts_driver.run() fig = plt.figure() ax1 = fig.add_subplot(221) ax1.set_title('Newton-Raphson based flow') ax1.plot(ts_driver.results.Sf.real) ax2 = fig.add_subplot(222) ax2.set_title('PTDF based flow') ax2.plot(ptdf_driver.results.Sf.real) ax3 = fig.add_subplot(223) ax3.set_title('Difference') diff = ts_driver.results.Sf.real - ptdf_driver.results.Sf.real ax3.plot(diff) fig2 = plt.figure() ax1 = fig2.add_subplot(221) ax1.set_title('Newton-Raphson based voltage') ax1.plot(np.abs(ts_driver.results.voltage)) ax2 = fig2.add_subplot(222) ax2.set_title('PTDF based voltage') ax2.plot(ptdf_driver.results.voltage) ax3 = fig2.add_subplot(223) ax3.set_title('Difference') diff = np.abs(ts_driver.results.voltage) - ptdf_driver.results.voltage ax3.plot(diff) plt.show()
gpl-3.0
AllenDowney/HeriReligion
archive/thinkplot.py
3
22756
"""This file contains code for use with "Think Stats", by Allen B. Downey, available from greenteapress.com Copyright 2014 Allen B. Downey License: GNU GPLv3 http://www.gnu.org/licenses/gpl.html """ from __future__ import print_function import math import matplotlib import matplotlib.pyplot as plt import numpy as np import pandas as pd import warnings # customize some matplotlib attributes #matplotlib.rc('figure', figsize=(4, 3)) #matplotlib.rc('font', size=14.0) #matplotlib.rc('axes', labelsize=22.0, titlesize=22.0) #matplotlib.rc('legend', fontsize=20.0) #matplotlib.rc('xtick.major', size=6.0) #matplotlib.rc('xtick.minor', size=3.0) #matplotlib.rc('ytick.major', size=6.0) #matplotlib.rc('ytick.minor', size=3.0) class _Brewer(object): """Encapsulates a nice sequence of colors. Shades of blue that look good in color and can be distinguished in grayscale (up to a point). Borrowed from http://colorbrewer2.org/ """ color_iter = None colors = ['#f7fbff', '#deebf7', '#c6dbef', '#9ecae1', '#6baed6', '#4292c6', '#2171b5','#08519c','#08306b'][::-1] # lists that indicate which colors to use depending on how many are used which_colors = [[], [1], [1, 3], [0, 2, 4], [0, 2, 4, 6], [0, 2, 3, 5, 6], [0, 2, 3, 4, 5, 6], [0, 1, 2, 3, 4, 5, 6], [0, 1, 2, 3, 4, 5, 6, 7], [0, 1, 2, 3, 4, 5, 6, 7, 8], ] current_figure = None @classmethod def Colors(cls): """Returns the list of colors. """ return cls.colors @classmethod def ColorGenerator(cls, num): """Returns an iterator of color strings. n: how many colors will be used """ for i in cls.which_colors[num]: yield cls.colors[i] raise StopIteration('Ran out of colors in _Brewer.') @classmethod def InitIter(cls, num): """Initializes the color iterator with the given number of colors.""" cls.color_iter = cls.ColorGenerator(num) fig = plt.gcf() cls.current_figure = fig @classmethod def ClearIter(cls): """Sets the color iterator to None.""" cls.color_iter = None cls.current_figure = None @classmethod def GetIter(cls, num): """Gets the color iterator.""" fig = plt.gcf() if fig != cls.current_figure: cls.InitIter(num) cls.current_figure = fig if cls.color_iter is None: cls.InitIter(num) return cls.color_iter def _UnderrideColor(options): """If color is not in the options, chooses a color. """ if 'color' in options: return options # get the current color iterator; if there is none, init one color_iter = _Brewer.GetIter(5) try: options['color'] = next(color_iter) except StopIteration: # if you run out of colors, initialize the color iterator # and try again warnings.warn('Ran out of colors. Starting over.') _Brewer.ClearIter() _UnderrideColor(options) return options def PrePlot(num=None, rows=None, cols=None): """Takes hints about what's coming. num: number of lines that will be plotted rows: number of rows of subplots cols: number of columns of subplots """ if num: _Brewer.InitIter(num) if rows is None and cols is None: return if rows is not None and cols is None: cols = 1 if cols is not None and rows is None: rows = 1 # resize the image, depending on the number of rows and cols size_map = {(1, 1): (8, 6), (1, 2): (12, 6), (1, 3): (12, 6), (1, 4): (12, 5), (1, 5): (12, 4), (2, 2): (10, 10), (2, 3): (16, 10), (3, 1): (8, 10), (4, 1): (8, 12), } if (rows, cols) in size_map: fig = plt.gcf() fig.set_size_inches(*size_map[rows, cols]) # create the first subplot if rows > 1 or cols > 1: ax = plt.subplot(rows, cols, 1) global SUBPLOT_ROWS, SUBPLOT_COLS SUBPLOT_ROWS = rows SUBPLOT_COLS = cols else: ax = plt.gca() return ax def SubPlot(plot_number, rows=None, cols=None, **options): """Configures the number of subplots and changes the current plot. rows: int cols: int plot_number: int options: passed to subplot """ rows = rows or SUBPLOT_ROWS cols = cols or SUBPLOT_COLS return plt.subplot(rows, cols, plot_number, **options) def _Underride(d, **options): """Add key-value pairs to d only if key is not in d. If d is None, create a new dictionary. d: dictionary options: keyword args to add to d """ if d is None: d = {} for key, val in options.items(): d.setdefault(key, val) return d def Clf(): """Clears the figure and any hints that have been set.""" global LOC LOC = None _Brewer.ClearIter() plt.clf() fig = plt.gcf() fig.set_size_inches(8, 6) def Figure(**options): """Sets options for the current figure.""" _Underride(options, figsize=(6, 8)) plt.figure(**options) def Plot(obj, ys=None, style='', **options): """Plots a line. Args: obj: sequence of x values, or Series, or anything with Render() ys: sequence of y values style: style string passed along to plt.plot options: keyword args passed to plt.plot """ options = _UnderrideColor(options) label = getattr(obj, 'label', '_nolegend_') options = _Underride(options, linewidth=3, alpha=0.7, label=label) xs = obj if ys is None: if hasattr(obj, 'Render'): xs, ys = obj.Render() if isinstance(obj, pd.Series): ys = obj.values xs = obj.index if ys is None: plt.plot(xs, style, **options) else: plt.plot(xs, ys, style, **options) def Vlines(xs, y1, y2, **options): """Plots a set of vertical lines. Args: xs: sequence of x values y1: sequence of y values y2: sequence of y values options: keyword args passed to plt.vlines """ options = _UnderrideColor(options) options = _Underride(options, linewidth=1, alpha=0.5) plt.vlines(xs, y1, y2, **options) def Hlines(ys, x1, x2, **options): """Plots a set of horizontal lines. Args: ys: sequence of y values x1: sequence of x values x2: sequence of x values options: keyword args passed to plt.vlines """ options = _UnderrideColor(options) options = _Underride(options, linewidth=1, alpha=0.5) plt.hlines(ys, x1, x2, **options) def axvline(x, **options): """Plots a vertical line. Args: x: x location options: keyword args passed to plt.axvline """ options = _UnderrideColor(options) options = _Underride(options, linewidth=1, alpha=0.5) plt.axvline(x, **options) def axhline(y, **options): """Plots a horizontal line. Args: y: y location options: keyword args passed to plt.axhline """ options = _UnderrideColor(options) options = _Underride(options, linewidth=1, alpha=0.5) plt.axhline(y, **options) def tight_layout(**options): """Adjust subplots to minimize padding and margins. """ options = _Underride(options, wspace=0.1, hspace=0.1, left=0, right=1, bottom=0, top=1) plt.tight_layout() plt.subplots_adjust(**options) def FillBetween(xs, y1, y2=None, where=None, **options): """Fills the space between two lines. Args: xs: sequence of x values y1: sequence of y values y2: sequence of y values where: sequence of boolean options: keyword args passed to plt.fill_between """ options = _UnderrideColor(options) options = _Underride(options, linewidth=0, alpha=0.5) plt.fill_between(xs, y1, y2, where, **options) def Bar(xs, ys, **options): """Plots a line. Args: xs: sequence of x values ys: sequence of y values options: keyword args passed to plt.bar """ options = _UnderrideColor(options) options = _Underride(options, linewidth=0, alpha=0.6) plt.bar(xs, ys, **options) def Scatter(xs, ys=None, **options): """Makes a scatter plot. xs: x values ys: y values options: options passed to plt.scatter """ options = _Underride(options, color='blue', alpha=0.2, s=30, edgecolors='none') if ys is None and isinstance(xs, pd.Series): ys = xs.values xs = xs.index plt.scatter(xs, ys, **options) def HexBin(xs, ys, **options): """Makes a scatter plot. xs: x values ys: y values options: options passed to plt.scatter """ options = _Underride(options, cmap=matplotlib.cm.Blues) plt.hexbin(xs, ys, **options) def Pdf(pdf, **options): """Plots a Pdf, Pmf, or Hist as a line. Args: pdf: Pdf, Pmf, or Hist object options: keyword args passed to plt.plot """ low, high = options.pop('low', None), options.pop('high', None) n = options.pop('n', 101) xs, ps = pdf.Render(low=low, high=high, n=n) options = _Underride(options, label=pdf.label) Plot(xs, ps, **options) def Pdfs(pdfs, **options): """Plots a sequence of PDFs. Options are passed along for all PDFs. If you want different options for each pdf, make multiple calls to Pdf. Args: pdfs: sequence of PDF objects options: keyword args passed to plt.plot """ for pdf in pdfs: Pdf(pdf, **options) def Hist(hist, **options): """Plots a Pmf or Hist with a bar plot. The default width of the bars is based on the minimum difference between values in the Hist. If that's too small, you can override it by providing a width keyword argument, in the same units as the values. Args: hist: Hist or Pmf object options: keyword args passed to plt.bar """ # find the minimum distance between adjacent values xs, ys = hist.Render() # see if the values support arithmetic try: xs[0] - xs[0] except TypeError: # if not, replace values with numbers labels = [str(x) for x in xs] xs = np.arange(len(xs)) plt.xticks(xs+0.5, labels) if 'width' not in options: try: options['width'] = 0.9 * np.diff(xs).min() except TypeError: warnings.warn("Hist: Can't compute bar width automatically." "Check for non-numeric types in Hist." "Or try providing width option." ) options = _Underride(options, label=hist.label) options = _Underride(options, align='center') if options['align'] == 'left': options['align'] = 'edge' elif options['align'] == 'right': options['align'] = 'edge' options['width'] *= -1 Bar(xs, ys, **options) def Hists(hists, **options): """Plots two histograms as interleaved bar plots. Options are passed along for all PMFs. If you want different options for each pmf, make multiple calls to Pmf. Args: hists: list of two Hist or Pmf objects options: keyword args passed to plt.plot """ for hist in hists: Hist(hist, **options) def Pmf(pmf, **options): """Plots a Pmf or Hist as a line. Args: pmf: Hist or Pmf object options: keyword args passed to plt.plot """ xs, ys = pmf.Render() low, high = min(xs), max(xs) width = options.pop('width', None) if width is None: try: width = np.diff(xs).min() except TypeError: warnings.warn("Pmf: Can't compute bar width automatically." "Check for non-numeric types in Pmf." "Or try providing width option.") points = [] lastx = np.nan lasty = 0 for x, y in zip(xs, ys): if (x - lastx) > 1e-5: points.append((lastx, 0)) points.append((x, 0)) points.append((x, lasty)) points.append((x, y)) points.append((x+width, y)) lastx = x + width lasty = y points.append((lastx, 0)) pxs, pys = zip(*points) align = options.pop('align', 'center') if align == 'center': pxs = np.array(pxs) - width/2.0 if align == 'right': pxs = np.array(pxs) - width options = _Underride(options, label=pmf.label) Plot(pxs, pys, **options) def Pmfs(pmfs, **options): """Plots a sequence of PMFs. Options are passed along for all PMFs. If you want different options for each pmf, make multiple calls to Pmf. Args: pmfs: sequence of PMF objects options: keyword args passed to plt.plot """ for pmf in pmfs: Pmf(pmf, **options) def Diff(t): """Compute the differences between adjacent elements in a sequence. Args: t: sequence of number Returns: sequence of differences (length one less than t) """ diffs = [t[i+1] - t[i] for i in range(len(t)-1)] return diffs def Cdf(cdf, complement=False, transform=None, **options): """Plots a CDF as a line. Args: cdf: Cdf object complement: boolean, whether to plot the complementary CDF transform: string, one of 'exponential', 'pareto', 'weibull', 'gumbel' options: keyword args passed to plt.plot Returns: dictionary with the scale options that should be passed to Config, Show or Save. """ xs, ps = cdf.Render() xs = np.asarray(xs) ps = np.asarray(ps) scale = dict(xscale='linear', yscale='linear') for s in ['xscale', 'yscale']: if s in options: scale[s] = options.pop(s) if transform == 'exponential': complement = True scale['yscale'] = 'log' if transform == 'pareto': complement = True scale['yscale'] = 'log' scale['xscale'] = 'log' if complement: ps = [1.0-p for p in ps] if transform == 'weibull': xs = np.delete(xs, -1) ps = np.delete(ps, -1) ps = [-math.log(1.0-p) for p in ps] scale['xscale'] = 'log' scale['yscale'] = 'log' if transform == 'gumbel': xs = np.delete(xs, 0) ps = np.delete(ps, 0) ps = [-math.log(p) for p in ps] scale['yscale'] = 'log' options = _Underride(options, label=cdf.label) Plot(xs, ps, **options) return scale def Cdfs(cdfs, complement=False, transform=None, **options): """Plots a sequence of CDFs. cdfs: sequence of CDF objects complement: boolean, whether to plot the complementary CDF transform: string, one of 'exponential', 'pareto', 'weibull', 'gumbel' options: keyword args passed to plt.plot """ for cdf in cdfs: Cdf(cdf, complement, transform, **options) def Contour(obj, pcolor=False, contour=True, imshow=False, **options): """Makes a contour plot. d: map from (x, y) to z, or object that provides GetDict pcolor: boolean, whether to make a pseudocolor plot contour: boolean, whether to make a contour plot imshow: boolean, whether to use plt.imshow options: keyword args passed to plt.pcolor and/or plt.contour """ try: d = obj.GetDict() except AttributeError: d = obj _Underride(options, linewidth=3, cmap=matplotlib.cm.Blues) xs, ys = zip(*d.keys()) xs = sorted(set(xs)) ys = sorted(set(ys)) X, Y = np.meshgrid(xs, ys) func = lambda x, y: d.get((x, y), 0) func = np.vectorize(func) Z = func(X, Y) x_formatter = matplotlib.ticker.ScalarFormatter(useOffset=False) axes = plt.gca() axes.xaxis.set_major_formatter(x_formatter) if pcolor: plt.pcolormesh(X, Y, Z, **options) if contour: cs = plt.contour(X, Y, Z, **options) plt.clabel(cs, inline=1, fontsize=10) if imshow: extent = xs[0], xs[-1], ys[0], ys[-1] plt.imshow(Z, extent=extent, **options) def Pcolor(xs, ys, zs, pcolor=True, contour=False, **options): """Makes a pseudocolor plot. xs: ys: zs: pcolor: boolean, whether to make a pseudocolor plot contour: boolean, whether to make a contour plot options: keyword args passed to plt.pcolor and/or plt.contour """ _Underride(options, linewidth=3, cmap=matplotlib.cm.Blues) X, Y = np.meshgrid(xs, ys) Z = zs x_formatter = matplotlib.ticker.ScalarFormatter(useOffset=False) axes = plt.gca() axes.xaxis.set_major_formatter(x_formatter) if pcolor: plt.pcolormesh(X, Y, Z, **options) if contour: cs = plt.contour(X, Y, Z, **options) plt.clabel(cs, inline=1, fontsize=10) def Text(x, y, s, **options): """Puts text in a figure. x: number y: number s: string options: keyword args passed to plt.text """ options = _Underride(options, fontsize=16, verticalalignment='top', horizontalalignment='left') plt.text(x, y, s, **options) LEGEND = True LOC = None def Config(**options): """Configures the plot. Pulls options out of the option dictionary and passes them to the corresponding plt functions. """ names = ['title', 'xlabel', 'ylabel', 'xscale', 'yscale', 'xticks', 'yticks', 'axis', 'xlim', 'ylim'] for name in names: if name in options: getattr(plt, name)(options[name]) global LEGEND LEGEND = options.get('legend', LEGEND) # see if there are any elements with labels; # if not, don't draw a legend ax = plt.gca() handles, labels = ax.get_legend_handles_labels() if LEGEND and len(labels) > 0: global LOC LOC = options.get('loc', LOC) frameon = options.get('frameon', True) try: plt.legend(loc=LOC, frameon=frameon) except UserWarning: pass # x and y ticklabels can be made invisible val = options.get('xticklabels', None) if val is not None: if val == 'invisible': ax = plt.gca() labels = ax.get_xticklabels() plt.setp(labels, visible=False) val = options.get('yticklabels', None) if val is not None: if val == 'invisible': ax = plt.gca() labels = ax.get_yticklabels() plt.setp(labels, visible=False) def set_font_size(title_size=16, label_size=16, ticklabel_size=14, legend_size=14): """Set font sizes for the title, labels, ticklabels, and legend. """ def set_text_size(texts, size): for text in texts: text.set_size(size) ax = plt.gca() # TODO: Make this function more robust if any of these elements # is missing. # title ax.title.set_size(title_size) # x axis ax.xaxis.label.set_size(label_size) set_text_size(ax.xaxis.get_ticklabels(), ticklabel_size) # y axis ax.yaxis.label.set_size(label_size) set_text_size(ax.yaxis.get_ticklabels(), ticklabel_size) # legend legend = ax.get_legend() if legend is not None: set_text_size(legend.texts, legend_size) def bigger_text(): sizes = dict(title_size=16, label_size=16, ticklabel_size=14, legend_size=14) set_font_size(**sizes) def Show(**options): """Shows the plot. For options, see Config. options: keyword args used to invoke various plt functions """ clf = options.pop('clf', True) Config(**options) plt.show() if clf: Clf() def Plotly(**options): """Shows the plot. For options, see Config. options: keyword args used to invoke various plt functions """ clf = options.pop('clf', True) Config(**options) import plotly.plotly as plotly url = plotly.plot_mpl(plt.gcf()) if clf: Clf() return url def Save(root=None, formats=None, **options): """Saves the plot in the given formats and clears the figure. For options, see Config. Note: With a capital S, this is the original save, maintained for compatibility. New code should use save(), which works better with my newer code, especially in Jupyter notebooks. Args: root: string filename root formats: list of string formats options: keyword args used to invoke various plt functions """ clf = options.pop('clf', True) save_options = {} for option in ['bbox_inches', 'pad_inches']: if option in options: save_options[option] = options.pop(option) # TODO: falling Config inside Save was probably a mistake, but removing # it will require some work Config(**options) if formats is None: formats = ['pdf', 'png'] try: formats.remove('plotly') Plotly(clf=False) except ValueError: pass if root: for fmt in formats: SaveFormat(root, fmt, **save_options) if clf: Clf() def save(root, formats=None, **options): """Saves the plot in the given formats and clears the figure. For options, see plt.savefig. Args: root: string filename root formats: list of string formats options: keyword args passed to plt.savefig """ if formats is None: formats = ['pdf', 'png'] try: formats.remove('plotly') Plotly(clf=False) except ValueError: pass for fmt in formats: SaveFormat(root, fmt, **options) def SaveFormat(root, fmt='eps', **options): """Writes the current figure to a file in the given format. Args: root: string filename root fmt: string format """ _Underride(options, dpi=300) filename = '%s.%s' % (root, fmt) print('Writing', filename) plt.savefig(filename, format=fmt, **options) # provide aliases for calling functions with lower-case names preplot = PrePlot subplot = SubPlot clf = Clf figure = Figure plot = Plot vlines = Vlines hlines = Hlines fill_between = FillBetween text = Text scatter = Scatter pmf = Pmf pmfs = Pmfs hist = Hist hists = Hists diff = Diff cdf = Cdf cdfs = Cdfs contour = Contour pcolor = Pcolor config = Config show = Show def main(): color_iter = _Brewer.ColorGenerator(7) for color in color_iter: print(color) if __name__ == '__main__': main()
mit
etkirsch/scikit-learn
sklearn/utils/estimator_checks.py
21
51976
from __future__ import print_function import types import warnings import sys import traceback import inspect import pickle from copy import deepcopy import numpy as np from scipy import sparse import struct from sklearn.externals.six.moves import zip from sklearn.externals.joblib import hash, Memory from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_raises_regex from sklearn.utils.testing import assert_raise_message from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_true from sklearn.utils.testing import assert_in from sklearn.utils.testing import assert_array_equal from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_warns_message from sklearn.utils.testing import META_ESTIMATORS from sklearn.utils.testing import set_random_state from sklearn.utils.testing import assert_greater from sklearn.utils.testing import SkipTest from sklearn.utils.testing import ignore_warnings from sklearn.utils.testing import assert_warns from sklearn.base import (clone, ClassifierMixin, RegressorMixin, TransformerMixin, ClusterMixin, BaseEstimator) from sklearn.metrics import accuracy_score, adjusted_rand_score, f1_score from sklearn.discriminant_analysis import LinearDiscriminantAnalysis from sklearn.random_projection import BaseRandomProjection from sklearn.feature_selection import SelectKBest from sklearn.svm.base import BaseLibSVM from sklearn.pipeline import make_pipeline from sklearn.utils.validation import DataConversionWarning from sklearn.utils import ConvergenceWarning from sklearn.cross_validation import train_test_split from sklearn.utils import shuffle from sklearn.preprocessing import StandardScaler from sklearn.datasets import load_iris, load_boston, make_blobs BOSTON = None CROSS_DECOMPOSITION = ['PLSCanonical', 'PLSRegression', 'CCA', 'PLSSVD'] MULTI_OUTPUT = ['CCA', 'DecisionTreeRegressor', 'ElasticNet', 'ExtraTreeRegressor', 'ExtraTreesRegressor', 'GaussianProcess', 'KNeighborsRegressor', 'KernelRidge', 'Lars', 'Lasso', 'LassoLars', 'LinearRegression', 'MultiTaskElasticNet', 'MultiTaskElasticNetCV', 'MultiTaskLasso', 'MultiTaskLassoCV', 'OrthogonalMatchingPursuit', 'PLSCanonical', 'PLSRegression', 'RANSACRegressor', 'RadiusNeighborsRegressor', 'RandomForestRegressor', 'Ridge', 'RidgeCV'] def _yield_non_meta_checks(name, Estimator): yield check_estimators_dtypes yield check_fit_score_takes_y yield check_dtype_object yield check_estimators_fit_returns_self # Check that all estimator yield informative messages when # trained on empty datasets yield check_estimators_empty_data_messages if name not in CROSS_DECOMPOSITION + ['SpectralEmbedding']: # SpectralEmbedding is non-deterministic, # see issue #4236 # cross-decomposition's "transform" returns X and Y yield check_pipeline_consistency if name not in ['Imputer']: # Test that all estimators check their input for NaN's and infs yield check_estimators_nan_inf if name not in ['GaussianProcess']: # FIXME! # in particular GaussianProcess! yield check_estimators_overwrite_params if hasattr(Estimator, 'sparsify'): yield check_sparsify_coefficients yield check_estimator_sparse_data # Test that estimators can be pickled, and once pickled # give the same answer as before. yield check_estimators_pickle def _yield_classifier_checks(name, Classifier): # test classfiers can handle non-array data yield check_classifier_data_not_an_array # test classifiers trained on a single label always return this label yield check_classifiers_one_label yield check_classifiers_classes yield check_estimators_partial_fit_n_features # basic consistency testing yield check_classifiers_train if (name not in ["MultinomialNB", "LabelPropagation", "LabelSpreading"] # TODO some complication with -1 label and name not in ["DecisionTreeClassifier", "ExtraTreeClassifier"]): # We don't raise a warning in these classifiers, as # the column y interface is used by the forests. yield check_supervised_y_2d # test if NotFittedError is raised yield check_estimators_unfitted if 'class_weight' in Classifier().get_params().keys(): yield check_class_weight_classifiers def _yield_regressor_checks(name, Regressor): # TODO: test with intercept # TODO: test with multiple responses # basic testing yield check_regressors_train yield check_regressor_data_not_an_array yield check_estimators_partial_fit_n_features yield check_regressors_no_decision_function yield check_supervised_y_2d if name != 'CCA': # check that the regressor handles int input yield check_regressors_int # Test if NotFittedError is raised yield check_estimators_unfitted def _yield_transformer_checks(name, Transformer): # All transformers should either deal with sparse data or raise an # exception with type TypeError and an intelligible error message if name not in ['AdditiveChi2Sampler', 'Binarizer', 'Normalizer', 'PLSCanonical', 'PLSRegression', 'CCA', 'PLSSVD']: yield check_transformer_data_not_an_array # these don't actually fit the data, so don't raise errors if name not in ['AdditiveChi2Sampler', 'Binarizer', 'FunctionTransformer', 'Normalizer']: # basic tests yield check_transformer_general yield check_transformers_unfitted def _yield_clustering_checks(name, Clusterer): yield check_clusterer_compute_labels_predict if name not in ('WardAgglomeration', "FeatureAgglomeration"): # this is clustering on the features # let's not test that here. yield check_clustering yield check_estimators_partial_fit_n_features def _yield_all_checks(name, Estimator): for check in _yield_non_meta_checks(name, Estimator): yield check if issubclass(Estimator, ClassifierMixin): for check in _yield_classifier_checks(name, Estimator): yield check if issubclass(Estimator, RegressorMixin): for check in _yield_regressor_checks(name, Estimator): yield check if issubclass(Estimator, TransformerMixin): for check in _yield_transformer_checks(name, Estimator): yield check if issubclass(Estimator, ClusterMixin): for check in _yield_clustering_checks(name, Estimator): yield check yield check_fit2d_predict1d yield check_fit2d_1sample yield check_fit2d_1feature yield check_fit1d_1feature yield check_fit1d_1sample def check_estimator(Estimator): """Check if estimator adheres to sklearn conventions. This estimator will run an extensive test-suite for input validation, shapes, etc. Additional tests for classifiers, regressors, clustering or transformers will be run if the Estimator class inherits from the corresponding mixin from sklearn.base. Parameters ---------- Estimator : class Class to check. """ name = Estimator.__class__.__name__ check_parameters_default_constructible(name, Estimator) for check in _yield_all_checks(name, Estimator): check(name, Estimator) def _boston_subset(n_samples=200): global BOSTON if BOSTON is None: boston = load_boston() X, y = boston.data, boston.target X, y = shuffle(X, y, random_state=0) X, y = X[:n_samples], y[:n_samples] X = StandardScaler().fit_transform(X) BOSTON = X, y return BOSTON def set_fast_parameters(estimator): # speed up some estimators params = estimator.get_params() if ("n_iter" in params and estimator.__class__.__name__ != "TSNE"): estimator.set_params(n_iter=5) if "max_iter" in params: warnings.simplefilter("ignore", ConvergenceWarning) if estimator.max_iter is not None: estimator.set_params(max_iter=min(5, estimator.max_iter)) # LinearSVR if estimator.__class__.__name__ == 'LinearSVR': estimator.set_params(max_iter=20) if "n_resampling" in params: # randomized lasso estimator.set_params(n_resampling=5) if "n_estimators" in params: # especially gradient boosting with default 100 estimator.set_params(n_estimators=min(5, estimator.n_estimators)) if "max_trials" in params: # RANSAC estimator.set_params(max_trials=10) if "n_init" in params: # K-Means estimator.set_params(n_init=2) if estimator.__class__.__name__ == "SelectFdr": # be tolerant of noisy datasets (not actually speed) estimator.set_params(alpha=.5) if estimator.__class__.__name__ == "TheilSenRegressor": estimator.max_subpopulation = 100 if isinstance(estimator, BaseRandomProjection): # Due to the jl lemma and often very few samples, the number # of components of the random matrix projection will be probably # greater than the number of features. # So we impose a smaller number (avoid "auto" mode) estimator.set_params(n_components=1) if isinstance(estimator, SelectKBest): # SelectKBest has a default of k=10 # which is more feature than we have in most case. estimator.set_params(k=1) class NotAnArray(object): " An object that is convertable to an array" def __init__(self, data): self.data = data def __array__(self, dtype=None): return self.data def _is_32bit(): """Detect if process is 32bit Python.""" return struct.calcsize('P') * 8 == 32 def check_estimator_sparse_data(name, Estimator): rng = np.random.RandomState(0) X = rng.rand(40, 10) X[X < .8] = 0 X_csr = sparse.csr_matrix(X) y = (4 * rng.rand(40)).astype(np.int) for sparse_format in ['csr', 'csc', 'dok', 'lil', 'coo', 'dia', 'bsr']: X = X_csr.asformat(sparse_format) # catch deprecation warnings with warnings.catch_warnings(): if name in ['Scaler', 'StandardScaler']: estimator = Estimator(with_mean=False) else: estimator = Estimator() set_fast_parameters(estimator) # fit and predict try: estimator.fit(X, y) if hasattr(estimator, "predict"): pred = estimator.predict(X) assert_equal(pred.shape, (X.shape[0],)) if hasattr(estimator, 'predict_proba'): probs = estimator.predict_proba(X) assert_equal(probs.shape, (X.shape[0], 4)) except TypeError as e: if 'sparse' not in repr(e): print("Estimator %s doesn't seem to fail gracefully on " "sparse data: error message state explicitly that " "sparse input is not supported if this is not the case." % name) raise except Exception: print("Estimator %s doesn't seem to fail gracefully on " "sparse data: it should raise a TypeError if sparse input " "is explicitly not supported." % name) raise def check_dtype_object(name, Estimator): # check that estimators treat dtype object as numeric if possible rng = np.random.RandomState(0) X = rng.rand(40, 10).astype(object) y = (X[:, 0] * 4).astype(np.int) y = multioutput_estimator_convert_y_2d(name, y) with warnings.catch_warnings(): estimator = Estimator() set_fast_parameters(estimator) estimator.fit(X, y) if hasattr(estimator, "predict"): estimator.predict(X) if hasattr(estimator, "transform"): estimator.transform(X) try: estimator.fit(X, y.astype(object)) except Exception as e: if "Unknown label type" not in str(e): raise X[0, 0] = {'foo': 'bar'} msg = "argument must be a string or a number" assert_raises_regex(TypeError, msg, estimator.fit, X, y) @ignore_warnings def check_fit2d_predict1d(name, Estimator): # check by fitting a 2d array and prediting with a 1d array rnd = np.random.RandomState(0) X = 3 * rnd.uniform(size=(20, 3)) y = X[:, 0].astype(np.int) y = multioutput_estimator_convert_y_2d(name, y) estimator = Estimator() set_fast_parameters(estimator) if hasattr(estimator, "n_components"): estimator.n_components = 1 if hasattr(estimator, "n_clusters"): estimator.n_clusters = 1 set_random_state(estimator, 1) estimator.fit(X, y) for method in ["predict", "transform", "decision_function", "predict_proba"]: if hasattr(estimator, method): try: assert_warns(DeprecationWarning, getattr(estimator, method), X[0]) except ValueError: pass @ignore_warnings def check_fit2d_1sample(name, Estimator): # check by fitting a 2d array and prediting with a 1d array rnd = np.random.RandomState(0) X = 3 * rnd.uniform(size=(1, 10)) y = X[:, 0].astype(np.int) y = multioutput_estimator_convert_y_2d(name, y) estimator = Estimator() set_fast_parameters(estimator) if hasattr(estimator, "n_components"): estimator.n_components = 1 if hasattr(estimator, "n_clusters"): estimator.n_clusters = 1 set_random_state(estimator, 1) try: estimator.fit(X, y) except ValueError: pass @ignore_warnings def check_fit2d_1feature(name, Estimator): # check by fitting a 2d array and prediting with a 1d array rnd = np.random.RandomState(0) X = 3 * rnd.uniform(size=(10, 1)) y = X[:, 0].astype(np.int) y = multioutput_estimator_convert_y_2d(name, y) estimator = Estimator() set_fast_parameters(estimator) if hasattr(estimator, "n_components"): estimator.n_components = 1 if hasattr(estimator, "n_clusters"): estimator.n_clusters = 1 set_random_state(estimator, 1) try: estimator.fit(X, y) except ValueError: pass @ignore_warnings def check_fit1d_1feature(name, Estimator): # check fitting 1d array with 1 feature rnd = np.random.RandomState(0) X = 3 * rnd.uniform(size=(20)) y = X.astype(np.int) y = multioutput_estimator_convert_y_2d(name, y) estimator = Estimator() set_fast_parameters(estimator) if hasattr(estimator, "n_components"): estimator.n_components = 1 if hasattr(estimator, "n_clusters"): estimator.n_clusters = 1 set_random_state(estimator, 1) try: estimator.fit(X, y) except ValueError: pass @ignore_warnings def check_fit1d_1sample(name, Estimator): # check fitting 1d array with 1 feature rnd = np.random.RandomState(0) X = 3 * rnd.uniform(size=(20)) y = np.array([1]) y = multioutput_estimator_convert_y_2d(name, y) estimator = Estimator() set_fast_parameters(estimator) if hasattr(estimator, "n_components"): estimator.n_components = 1 if hasattr(estimator, "n_clusters"): estimator.n_clusters = 1 set_random_state(estimator, 1) try: estimator.fit(X, y) except ValueError : pass def check_transformer_general(name, Transformer): X, y = make_blobs(n_samples=30, centers=[[0, 0, 0], [1, 1, 1]], random_state=0, n_features=2, cluster_std=0.1) X = StandardScaler().fit_transform(X) X -= X.min() _check_transformer(name, Transformer, X, y) _check_transformer(name, Transformer, X.tolist(), y.tolist()) def check_transformer_data_not_an_array(name, Transformer): X, y = make_blobs(n_samples=30, centers=[[0, 0, 0], [1, 1, 1]], random_state=0, n_features=2, cluster_std=0.1) X = StandardScaler().fit_transform(X) # We need to make sure that we have non negative data, for things # like NMF X -= X.min() - .1 this_X = NotAnArray(X) this_y = NotAnArray(np.asarray(y)) _check_transformer(name, Transformer, this_X, this_y) def check_transformers_unfitted(name, Transformer): X, y = _boston_subset() with warnings.catch_warnings(record=True): transformer = Transformer() assert_raises((AttributeError, ValueError), transformer.transform, X) def _check_transformer(name, Transformer, X, y): if name in ('CCA', 'LocallyLinearEmbedding', 'KernelPCA') and _is_32bit(): # Those transformers yield non-deterministic output when executed on # a 32bit Python. The same transformers are stable on 64bit Python. # FIXME: try to isolate a minimalistic reproduction case only depending # on numpy & scipy and/or maybe generate a test dataset that does not # cause such unstable behaviors. msg = name + ' is non deterministic on 32bit Python' raise SkipTest(msg) n_samples, n_features = np.asarray(X).shape # catch deprecation warnings with warnings.catch_warnings(record=True): transformer = Transformer() set_random_state(transformer) set_fast_parameters(transformer) # fit if name in CROSS_DECOMPOSITION: y_ = np.c_[y, y] y_[::2, 1] *= 2 else: y_ = y transformer.fit(X, y_) X_pred = transformer.fit_transform(X, y=y_) if isinstance(X_pred, tuple): for x_pred in X_pred: assert_equal(x_pred.shape[0], n_samples) else: # check for consistent n_samples assert_equal(X_pred.shape[0], n_samples) if hasattr(transformer, 'transform'): if name in CROSS_DECOMPOSITION: X_pred2 = transformer.transform(X, y_) X_pred3 = transformer.fit_transform(X, y=y_) else: X_pred2 = transformer.transform(X) X_pred3 = transformer.fit_transform(X, y=y_) if isinstance(X_pred, tuple) and isinstance(X_pred2, tuple): for x_pred, x_pred2, x_pred3 in zip(X_pred, X_pred2, X_pred3): assert_array_almost_equal( x_pred, x_pred2, 2, "fit_transform and transform outcomes not consistent in %s" % Transformer) assert_array_almost_equal( x_pred, x_pred3, 2, "consecutive fit_transform outcomes not consistent in %s" % Transformer) else: assert_array_almost_equal( X_pred, X_pred2, 2, "fit_transform and transform outcomes not consistent in %s" % Transformer) assert_array_almost_equal( X_pred, X_pred3, 2, "consecutive fit_transform outcomes not consistent in %s" % Transformer) assert_equal(len(X_pred2), n_samples) assert_equal(len(X_pred3), n_samples) # raises error on malformed input for transform if hasattr(X, 'T'): # If it's not an array, it does not have a 'T' property assert_raises(ValueError, transformer.transform, X.T) @ignore_warnings def check_pipeline_consistency(name, Estimator): if name in ('CCA', 'LocallyLinearEmbedding', 'KernelPCA') and _is_32bit(): # Those transformers yield non-deterministic output when executed on # a 32bit Python. The same transformers are stable on 64bit Python. # FIXME: try to isolate a minimalistic reproduction case only depending # scipy and/or maybe generate a test dataset that does not # cause such unstable behaviors. msg = name + ' is non deterministic on 32bit Python' raise SkipTest(msg) # check that make_pipeline(est) gives same score as est X, y = make_blobs(n_samples=30, centers=[[0, 0, 0], [1, 1, 1]], random_state=0, n_features=2, cluster_std=0.1) X -= X.min() y = multioutput_estimator_convert_y_2d(name, y) estimator = Estimator() set_fast_parameters(estimator) set_random_state(estimator) pipeline = make_pipeline(estimator) estimator.fit(X, y) pipeline.fit(X, y) funcs = ["score", "fit_transform"] for func_name in funcs: func = getattr(estimator, func_name, None) if func is not None: func_pipeline = getattr(pipeline, func_name) result = func(X, y) result_pipe = func_pipeline(X, y) assert_array_almost_equal(result, result_pipe) @ignore_warnings def check_fit_score_takes_y(name, Estimator): # check that all estimators accept an optional y # in fit and score so they can be used in pipelines rnd = np.random.RandomState(0) X = rnd.uniform(size=(10, 3)) y = np.arange(10) % 3 y = multioutput_estimator_convert_y_2d(name, y) estimator = Estimator() set_fast_parameters(estimator) set_random_state(estimator) funcs = ["fit", "score", "partial_fit", "fit_predict", "fit_transform"] for func_name in funcs: func = getattr(estimator, func_name, None) if func is not None: func(X, y) args = inspect.getargspec(func).args assert_true(args[2] in ["y", "Y"]) @ignore_warnings def check_estimators_dtypes(name, Estimator): rnd = np.random.RandomState(0) X_train_32 = 3 * rnd.uniform(size=(20, 5)).astype(np.float32) X_train_64 = X_train_32.astype(np.float64) X_train_int_64 = X_train_32.astype(np.int64) X_train_int_32 = X_train_32.astype(np.int32) y = X_train_int_64[:, 0] y = multioutput_estimator_convert_y_2d(name, y) for X_train in [X_train_32, X_train_64, X_train_int_64, X_train_int_32]: with warnings.catch_warnings(record=True): estimator = Estimator() set_fast_parameters(estimator) set_random_state(estimator, 1) estimator.fit(X_train, y) for method in ["predict", "transform", "decision_function", "predict_proba"]: if hasattr(estimator, method): getattr(estimator, method)(X_train) def check_estimators_empty_data_messages(name, Estimator): e = Estimator() set_fast_parameters(e) set_random_state(e, 1) X_zero_samples = np.empty(0).reshape(0, 3) # The precise message can change depending on whether X or y is # validated first. Let us test the type of exception only: assert_raises(ValueError, e.fit, X_zero_samples, []) X_zero_features = np.empty(0).reshape(3, 0) # the following y should be accepted by both classifiers and regressors # and ignored by unsupervised models y = multioutput_estimator_convert_y_2d(name, np.array([1, 0, 1])) msg = "0 feature\(s\) \(shape=\(3, 0\)\) while a minimum of \d* is required." assert_raises_regex(ValueError, msg, e.fit, X_zero_features, y) def check_estimators_nan_inf(name, Estimator): rnd = np.random.RandomState(0) X_train_finite = rnd.uniform(size=(10, 3)) X_train_nan = rnd.uniform(size=(10, 3)) X_train_nan[0, 0] = np.nan X_train_inf = rnd.uniform(size=(10, 3)) X_train_inf[0, 0] = np.inf y = np.ones(10) y[:5] = 0 y = multioutput_estimator_convert_y_2d(name, y) error_string_fit = "Estimator doesn't check for NaN and inf in fit." error_string_predict = ("Estimator doesn't check for NaN and inf in" " predict.") error_string_transform = ("Estimator doesn't check for NaN and inf in" " transform.") for X_train in [X_train_nan, X_train_inf]: # catch deprecation warnings with warnings.catch_warnings(record=True): estimator = Estimator() set_fast_parameters(estimator) set_random_state(estimator, 1) # try to fit try: estimator.fit(X_train, y) except ValueError as e: if 'inf' not in repr(e) and 'NaN' not in repr(e): print(error_string_fit, Estimator, e) traceback.print_exc(file=sys.stdout) raise e except Exception as exc: print(error_string_fit, Estimator, exc) traceback.print_exc(file=sys.stdout) raise exc else: raise AssertionError(error_string_fit, Estimator) # actually fit estimator.fit(X_train_finite, y) # predict if hasattr(estimator, "predict"): try: estimator.predict(X_train) except ValueError as e: if 'inf' not in repr(e) and 'NaN' not in repr(e): print(error_string_predict, Estimator, e) traceback.print_exc(file=sys.stdout) raise e except Exception as exc: print(error_string_predict, Estimator, exc) traceback.print_exc(file=sys.stdout) else: raise AssertionError(error_string_predict, Estimator) # transform if hasattr(estimator, "transform"): try: estimator.transform(X_train) except ValueError as e: if 'inf' not in repr(e) and 'NaN' not in repr(e): print(error_string_transform, Estimator, e) traceback.print_exc(file=sys.stdout) raise e except Exception as exc: print(error_string_transform, Estimator, exc) traceback.print_exc(file=sys.stdout) else: raise AssertionError(error_string_transform, Estimator) def check_estimators_pickle(name, Estimator): """Test that we can pickle all estimators""" check_methods = ["predict", "transform", "decision_function", "predict_proba"] X, y = make_blobs(n_samples=30, centers=[[0, 0, 0], [1, 1, 1]], random_state=0, n_features=2, cluster_std=0.1) # some estimators can't do features less than 0 X -= X.min() # some estimators only take multioutputs y = multioutput_estimator_convert_y_2d(name, y) # catch deprecation warnings with warnings.catch_warnings(record=True): estimator = Estimator() set_random_state(estimator) set_fast_parameters(estimator) estimator.fit(X, y) result = dict() for method in check_methods: if hasattr(estimator, method): result[method] = getattr(estimator, method)(X) # pickle and unpickle! pickled_estimator = pickle.dumps(estimator) unpickled_estimator = pickle.loads(pickled_estimator) for method in result: unpickled_result = getattr(unpickled_estimator, method)(X) assert_array_almost_equal(result[method], unpickled_result) def check_estimators_partial_fit_n_features(name, Alg): # check if number of features changes between calls to partial_fit. if not hasattr(Alg, 'partial_fit'): return X, y = make_blobs(n_samples=50, random_state=1) X -= X.min() with warnings.catch_warnings(record=True): alg = Alg() set_fast_parameters(alg) if isinstance(alg, ClassifierMixin): classes = np.unique(y) alg.partial_fit(X, y, classes=classes) else: alg.partial_fit(X, y) assert_raises(ValueError, alg.partial_fit, X[:, :-1], y) def check_clustering(name, Alg): X, y = make_blobs(n_samples=50, random_state=1) X, y = shuffle(X, y, random_state=7) X = StandardScaler().fit_transform(X) n_samples, n_features = X.shape # catch deprecation and neighbors warnings with warnings.catch_warnings(record=True): alg = Alg() set_fast_parameters(alg) if hasattr(alg, "n_clusters"): alg.set_params(n_clusters=3) set_random_state(alg) if name == 'AffinityPropagation': alg.set_params(preference=-100) alg.set_params(max_iter=100) # fit alg.fit(X) # with lists alg.fit(X.tolist()) assert_equal(alg.labels_.shape, (n_samples,)) pred = alg.labels_ assert_greater(adjusted_rand_score(pred, y), 0.4) # fit another time with ``fit_predict`` and compare results if name is 'SpectralClustering': # there is no way to make Spectral clustering deterministic :( return set_random_state(alg) with warnings.catch_warnings(record=True): pred2 = alg.fit_predict(X) assert_array_equal(pred, pred2) def check_clusterer_compute_labels_predict(name, Clusterer): """Check that predict is invariant of compute_labels""" X, y = make_blobs(n_samples=20, random_state=0) clusterer = Clusterer() if hasattr(clusterer, "compute_labels"): # MiniBatchKMeans if hasattr(clusterer, "random_state"): clusterer.set_params(random_state=0) X_pred1 = clusterer.fit(X).predict(X) clusterer.set_params(compute_labels=False) X_pred2 = clusterer.fit(X).predict(X) assert_array_equal(X_pred1, X_pred2) def check_classifiers_one_label(name, Classifier): error_string_fit = "Classifier can't train when only one class is present." error_string_predict = ("Classifier can't predict when only one class is " "present.") rnd = np.random.RandomState(0) X_train = rnd.uniform(size=(10, 3)) X_test = rnd.uniform(size=(10, 3)) y = np.ones(10) # catch deprecation warnings with warnings.catch_warnings(record=True): classifier = Classifier() set_fast_parameters(classifier) # try to fit try: classifier.fit(X_train, y) except ValueError as e: if 'class' not in repr(e): print(error_string_fit, Classifier, e) traceback.print_exc(file=sys.stdout) raise e else: return except Exception as exc: print(error_string_fit, Classifier, exc) traceback.print_exc(file=sys.stdout) raise exc # predict try: assert_array_equal(classifier.predict(X_test), y) except Exception as exc: print(error_string_predict, Classifier, exc) raise exc def check_classifiers_train(name, Classifier): X_m, y_m = make_blobs(n_samples=300, random_state=0) X_m, y_m = shuffle(X_m, y_m, random_state=7) X_m = StandardScaler().fit_transform(X_m) # generate binary problem from multi-class one y_b = y_m[y_m != 2] X_b = X_m[y_m != 2] for (X, y) in [(X_m, y_m), (X_b, y_b)]: # catch deprecation warnings classes = np.unique(y) n_classes = len(classes) n_samples, n_features = X.shape with warnings.catch_warnings(record=True): classifier = Classifier() if name in ['BernoulliNB', 'MultinomialNB']: X -= X.min() set_fast_parameters(classifier) set_random_state(classifier) # raises error on malformed input for fit assert_raises(ValueError, classifier.fit, X, y[:-1]) # fit classifier.fit(X, y) # with lists classifier.fit(X.tolist(), y.tolist()) assert_true(hasattr(classifier, "classes_")) y_pred = classifier.predict(X) assert_equal(y_pred.shape, (n_samples,)) # training set performance if name not in ['BernoulliNB', 'MultinomialNB']: assert_greater(accuracy_score(y, y_pred), 0.83) # raises error on malformed input for predict assert_raises(ValueError, classifier.predict, X.T) if hasattr(classifier, "decision_function"): try: # decision_function agrees with predict decision = classifier.decision_function(X) if n_classes is 2: assert_equal(decision.shape, (n_samples,)) dec_pred = (decision.ravel() > 0).astype(np.int) assert_array_equal(dec_pred, y_pred) if (n_classes is 3 and not isinstance(classifier, BaseLibSVM)): # 1on1 of LibSVM works differently assert_equal(decision.shape, (n_samples, n_classes)) assert_array_equal(np.argmax(decision, axis=1), y_pred) # raises error on malformed input assert_raises(ValueError, classifier.decision_function, X.T) # raises error on malformed input for decision_function assert_raises(ValueError, classifier.decision_function, X.T) except NotImplementedError: pass if hasattr(classifier, "predict_proba"): # predict_proba agrees with predict y_prob = classifier.predict_proba(X) assert_equal(y_prob.shape, (n_samples, n_classes)) assert_array_equal(np.argmax(y_prob, axis=1), y_pred) # check that probas for all classes sum to one assert_array_almost_equal(np.sum(y_prob, axis=1), np.ones(n_samples)) # raises error on malformed input assert_raises(ValueError, classifier.predict_proba, X.T) # raises error on malformed input for predict_proba assert_raises(ValueError, classifier.predict_proba, X.T) def check_estimators_fit_returns_self(name, Estimator): """Check if self is returned when calling fit""" X, y = make_blobs(random_state=0, n_samples=9, n_features=4) y = multioutput_estimator_convert_y_2d(name, y) # some want non-negative input X -= X.min() estimator = Estimator() set_fast_parameters(estimator) set_random_state(estimator) assert_true(estimator.fit(X, y) is estimator) @ignore_warnings def check_estimators_unfitted(name, Estimator): """Check that predict raises an exception in an unfitted estimator. Unfitted estimators should raise either AttributeError or ValueError. The specific exception type NotFittedError inherits from both and can therefore be adequately raised for that purpose. """ # Common test for Regressors as well as Classifiers X, y = _boston_subset() with warnings.catch_warnings(record=True): est = Estimator() msg = "fit" if hasattr(est, 'predict'): assert_raise_message((AttributeError, ValueError), msg, est.predict, X) if hasattr(est, 'decision_function'): assert_raise_message((AttributeError, ValueError), msg, est.decision_function, X) if hasattr(est, 'predict_proba'): assert_raise_message((AttributeError, ValueError), msg, est.predict_proba, X) if hasattr(est, 'predict_log_proba'): assert_raise_message((AttributeError, ValueError), msg, est.predict_log_proba, X) def check_supervised_y_2d(name, Estimator): if "MultiTask" in name: # These only work on 2d, so this test makes no sense return rnd = np.random.RandomState(0) X = rnd.uniform(size=(10, 3)) y = np.arange(10) % 3 # catch deprecation warnings with warnings.catch_warnings(record=True): estimator = Estimator() set_fast_parameters(estimator) set_random_state(estimator) # fit estimator.fit(X, y) y_pred = estimator.predict(X) set_random_state(estimator) # Check that when a 2D y is given, a DataConversionWarning is # raised with warnings.catch_warnings(record=True) as w: warnings.simplefilter("always", DataConversionWarning) warnings.simplefilter("ignore", RuntimeWarning) estimator.fit(X, y[:, np.newaxis]) y_pred_2d = estimator.predict(X) msg = "expected 1 DataConversionWarning, got: %s" % ( ", ".join([str(w_x) for w_x in w])) if name not in MULTI_OUTPUT: # check that we warned if we don't support multi-output assert_greater(len(w), 0, msg) assert_true("DataConversionWarning('A column-vector y" " was passed when a 1d array was expected" in msg) assert_array_almost_equal(y_pred.ravel(), y_pred_2d.ravel()) def check_classifiers_classes(name, Classifier): X, y = make_blobs(n_samples=30, random_state=0, cluster_std=0.1) X, y = shuffle(X, y, random_state=7) X = StandardScaler().fit_transform(X) # We need to make sure that we have non negative data, for things # like NMF X -= X.min() - .1 y_names = np.array(["one", "two", "three"])[y] for y_names in [y_names, y_names.astype('O')]: if name in ["LabelPropagation", "LabelSpreading"]: # TODO some complication with -1 label y_ = y else: y_ = y_names classes = np.unique(y_) # catch deprecation warnings with warnings.catch_warnings(record=True): classifier = Classifier() if name == 'BernoulliNB': classifier.set_params(binarize=X.mean()) set_fast_parameters(classifier) set_random_state(classifier) # fit classifier.fit(X, y_) y_pred = classifier.predict(X) # training set performance assert_array_equal(np.unique(y_), np.unique(y_pred)) if np.any(classifier.classes_ != classes): print("Unexpected classes_ attribute for %r: " "expected %s, got %s" % (classifier, classes, classifier.classes_)) def check_regressors_int(name, Regressor): X, _ = _boston_subset() X = X[:50] rnd = np.random.RandomState(0) y = rnd.randint(3, size=X.shape[0]) y = multioutput_estimator_convert_y_2d(name, y) rnd = np.random.RandomState(0) # catch deprecation warnings with warnings.catch_warnings(record=True): # separate estimators to control random seeds regressor_1 = Regressor() regressor_2 = Regressor() set_fast_parameters(regressor_1) set_fast_parameters(regressor_2) set_random_state(regressor_1) set_random_state(regressor_2) if name in CROSS_DECOMPOSITION: y_ = np.vstack([y, 2 * y + rnd.randint(2, size=len(y))]) y_ = y_.T else: y_ = y # fit regressor_1.fit(X, y_) pred1 = regressor_1.predict(X) regressor_2.fit(X, y_.astype(np.float)) pred2 = regressor_2.predict(X) assert_array_almost_equal(pred1, pred2, 2, name) def check_regressors_train(name, Regressor): X, y = _boston_subset() y = StandardScaler().fit_transform(y.reshape(-1, 1)) # X is already scaled y = y.ravel() y = multioutput_estimator_convert_y_2d(name, y) rnd = np.random.RandomState(0) # catch deprecation warnings with warnings.catch_warnings(record=True): regressor = Regressor() set_fast_parameters(regressor) if not hasattr(regressor, 'alphas') and hasattr(regressor, 'alpha'): # linear regressors need to set alpha, but not generalized CV ones regressor.alpha = 0.01 if name == 'PassiveAggressiveRegressor': regressor.C = 0.01 # raises error on malformed input for fit assert_raises(ValueError, regressor.fit, X, y[:-1]) # fit if name in CROSS_DECOMPOSITION: y_ = np.vstack([y, 2 * y + rnd.randint(2, size=len(y))]) y_ = y_.T else: y_ = y set_random_state(regressor) regressor.fit(X, y_) regressor.fit(X.tolist(), y_.tolist()) y_pred = regressor.predict(X) assert_equal(y_pred.shape, y_.shape) # TODO: find out why PLS and CCA fail. RANSAC is random # and furthermore assumes the presence of outliers, hence # skipped if name not in ('PLSCanonical', 'CCA', 'RANSACRegressor'): print(regressor) assert_greater(regressor.score(X, y_), 0.5) @ignore_warnings def check_regressors_no_decision_function(name, Regressor): # checks whether regressors have decision_function or predict_proba rng = np.random.RandomState(0) X = rng.normal(size=(10, 4)) y = multioutput_estimator_convert_y_2d(name, X[:, 0]) regressor = Regressor() set_fast_parameters(regressor) if hasattr(regressor, "n_components"): # FIXME CCA, PLS is not robust to rank 1 effects regressor.n_components = 1 regressor.fit(X, y) funcs = ["decision_function", "predict_proba", "predict_log_proba"] for func_name in funcs: func = getattr(regressor, func_name, None) if func is None: # doesn't have function continue # has function. Should raise deprecation warning msg = func_name assert_warns_message(DeprecationWarning, msg, func, X) def check_class_weight_classifiers(name, Classifier): if name == "NuSVC": # the sparse version has a parameter that doesn't do anything raise SkipTest if name.endswith("NB"): # NaiveBayes classifiers have a somewhat different interface. # FIXME SOON! raise SkipTest for n_centers in [2, 3]: # create a very noisy dataset X, y = make_blobs(centers=n_centers, random_state=0, cluster_std=20) X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=.5, random_state=0) n_centers = len(np.unique(y_train)) if n_centers == 2: class_weight = {0: 1000, 1: 0.0001} else: class_weight = {0: 1000, 1: 0.0001, 2: 0.0001} with warnings.catch_warnings(record=True): classifier = Classifier(class_weight=class_weight) if hasattr(classifier, "n_iter"): classifier.set_params(n_iter=100) if hasattr(classifier, "min_weight_fraction_leaf"): classifier.set_params(min_weight_fraction_leaf=0.01) set_random_state(classifier) classifier.fit(X_train, y_train) y_pred = classifier.predict(X_test) assert_greater(np.mean(y_pred == 0), 0.89) def check_class_weight_balanced_classifiers(name, Classifier, X_train, y_train, X_test, y_test, weights): with warnings.catch_warnings(record=True): classifier = Classifier() if hasattr(classifier, "n_iter"): classifier.set_params(n_iter=100) set_random_state(classifier) classifier.fit(X_train, y_train) y_pred = classifier.predict(X_test) classifier.set_params(class_weight='balanced') classifier.fit(X_train, y_train) y_pred_balanced = classifier.predict(X_test) assert_greater(f1_score(y_test, y_pred_balanced, average='weighted'), f1_score(y_test, y_pred, average='weighted')) def check_class_weight_balanced_linear_classifier(name, Classifier): """Test class weights with non-contiguous class labels.""" X = np.array([[-1.0, -1.0], [-1.0, 0], [-.8, -1.0], [1.0, 1.0], [1.0, 0.0]]) y = np.array([1, 1, 1, -1, -1]) with warnings.catch_warnings(record=True): classifier = Classifier() if hasattr(classifier, "n_iter"): # This is a very small dataset, default n_iter are likely to prevent # convergence classifier.set_params(n_iter=1000) set_random_state(classifier) # Let the model compute the class frequencies classifier.set_params(class_weight='balanced') coef_balanced = classifier.fit(X, y).coef_.copy() # Count each label occurrence to reweight manually n_samples = len(y) n_classes = float(len(np.unique(y))) class_weight = {1: n_samples / (np.sum(y == 1) * n_classes), -1: n_samples / (np.sum(y == -1) * n_classes)} classifier.set_params(class_weight=class_weight) coef_manual = classifier.fit(X, y).coef_.copy() assert_array_almost_equal(coef_balanced, coef_manual) def check_estimators_overwrite_params(name, Estimator): X, y = make_blobs(random_state=0, n_samples=9) y = multioutput_estimator_convert_y_2d(name, y) # some want non-negative input X -= X.min() with warnings.catch_warnings(record=True): # catch deprecation warnings estimator = Estimator() set_fast_parameters(estimator) set_random_state(estimator) # Make a physical copy of the orginal estimator parameters before fitting. params = estimator.get_params() original_params = deepcopy(params) # Fit the model estimator.fit(X, y) # Compare the state of the model parameters with the original parameters new_params = estimator.get_params() for param_name, original_value in original_params.items(): new_value = new_params[param_name] # We should never change or mutate the internal state of input # parameters by default. To check this we use the joblib.hash function # that introspects recursively any subobjects to compute a checksum. # The only exception to this rule of immutable constructor parameters # is possible RandomState instance but in this check we explicitly # fixed the random_state params recursively to be integer seeds. assert_equal(hash(new_value), hash(original_value), "Estimator %s should not change or mutate " " the parameter %s from %s to %s during fit." % (name, param_name, original_value, new_value)) def check_sparsify_coefficients(name, Estimator): X = np.array([[-2, -1], [-1, -1], [-1, -2], [1, 1], [1, 2], [2, 1], [-1, -2], [2, 2], [-2, -2]]) y = [1, 1, 1, 2, 2, 2, 3, 3, 3] est = Estimator() est.fit(X, y) pred_orig = est.predict(X) # test sparsify with dense inputs est.sparsify() assert_true(sparse.issparse(est.coef_)) pred = est.predict(X) assert_array_equal(pred, pred_orig) # pickle and unpickle with sparse coef_ est = pickle.loads(pickle.dumps(est)) assert_true(sparse.issparse(est.coef_)) pred = est.predict(X) assert_array_equal(pred, pred_orig) def check_classifier_data_not_an_array(name, Estimator): X = np.array([[3, 0], [0, 1], [0, 2], [1, 1], [1, 2], [2, 1]]) y = [1, 1, 1, 2, 2, 2] y = multioutput_estimator_convert_y_2d(name, y) check_estimators_data_not_an_array(name, Estimator, X, y) def check_regressor_data_not_an_array(name, Estimator): X, y = _boston_subset(n_samples=50) y = multioutput_estimator_convert_y_2d(name, y) check_estimators_data_not_an_array(name, Estimator, X, y) def check_estimators_data_not_an_array(name, Estimator, X, y): if name in CROSS_DECOMPOSITION: raise SkipTest # catch deprecation warnings with warnings.catch_warnings(record=True): # separate estimators to control random seeds estimator_1 = Estimator() estimator_2 = Estimator() set_fast_parameters(estimator_1) set_fast_parameters(estimator_2) set_random_state(estimator_1) set_random_state(estimator_2) y_ = NotAnArray(np.asarray(y)) X_ = NotAnArray(np.asarray(X)) # fit estimator_1.fit(X_, y_) pred1 = estimator_1.predict(X_) estimator_2.fit(X, y) pred2 = estimator_2.predict(X) assert_array_almost_equal(pred1, pred2, 2, name) def check_parameters_default_constructible(name, Estimator): classifier = LinearDiscriminantAnalysis() # test default-constructibility # get rid of deprecation warnings with warnings.catch_warnings(record=True): if name in META_ESTIMATORS: estimator = Estimator(classifier) else: estimator = Estimator() # test cloning clone(estimator) # test __repr__ repr(estimator) # test that set_params returns self assert_true(estimator.set_params() is estimator) # test if init does nothing but set parameters # this is important for grid_search etc. # We get the default parameters from init and then # compare these against the actual values of the attributes. # this comes from getattr. Gets rid of deprecation decorator. init = getattr(estimator.__init__, 'deprecated_original', estimator.__init__) try: args, varargs, kws, defaults = inspect.getargspec(init) except TypeError: # init is not a python function. # true for mixins return params = estimator.get_params() if name in META_ESTIMATORS: # they need a non-default argument args = args[2:] else: args = args[1:] if args: # non-empty list assert_equal(len(args), len(defaults)) else: return for arg, default in zip(args, defaults): assert_in(type(default), [str, int, float, bool, tuple, type(None), np.float64, types.FunctionType, Memory]) if arg not in params.keys(): # deprecated parameter, not in get_params assert_true(default is None) continue if isinstance(params[arg], np.ndarray): assert_array_equal(params[arg], default) else: assert_equal(params[arg], default) def multioutput_estimator_convert_y_2d(name, y): # Estimators in mono_output_task_error raise ValueError if y is of 1-D # Convert into a 2-D y for those estimators. if name in (['MultiTaskElasticNetCV', 'MultiTaskLassoCV', 'MultiTaskLasso', 'MultiTaskElasticNet']): return y[:, np.newaxis] return y def check_non_transformer_estimators_n_iter(name, estimator, multi_output=False): # Check if all iterative solvers, run for more than one iteratiom iris = load_iris() X, y_ = iris.data, iris.target if multi_output: y_ = y_[:, np.newaxis] set_random_state(estimator, 0) if name == 'AffinityPropagation': estimator.fit(X) else: estimator.fit(X, y_) assert_greater(estimator.n_iter_, 0) def check_transformer_n_iter(name, estimator): if name in CROSS_DECOMPOSITION: # Check using default data X = [[0., 0., 1.], [1., 0., 0.], [2., 2., 2.], [2., 5., 4.]] y_ = [[0.1, -0.2], [0.9, 1.1], [0.1, -0.5], [0.3, -0.2]] else: X, y_ = make_blobs(n_samples=30, centers=[[0, 0, 0], [1, 1, 1]], random_state=0, n_features=2, cluster_std=0.1) X -= X.min() - 0.1 set_random_state(estimator, 0) estimator.fit(X, y_) # These return a n_iter per component. if name in CROSS_DECOMPOSITION: for iter_ in estimator.n_iter_: assert_greater(iter_, 1) else: assert_greater(estimator.n_iter_, 1) def check_get_params_invariance(name, estimator): class T(BaseEstimator): """Mock classifier """ def __init__(self): pass def fit(self, X, y): return self if name in ('FeatureUnion', 'Pipeline'): e = estimator([('clf', T())]) elif name in ('GridSearchCV' 'RandomizedSearchCV'): return else: e = estimator() shallow_params = e.get_params(deep=False) deep_params = e.get_params(deep=True) assert_true(all(item in deep_params.items() for item in shallow_params.items()))
bsd-3-clause
PyQuake/earthquakemodels
code/runExperiments/histogramMagnitude.py
1
1982
import matplotlib.pyplot as plt import models.model as model import earthquake.catalog as catalog from collections import OrderedDict def histogramMagnitude(catalog_, region): """ Creates the histogram of magnitudes by a given region. Saves the histogram to the follwing path ./code/Zona2/histograms/'+region+'/Magnitude Histogram of ' + str(year) + " " + region + '.png' Where region, year are given by the application From 2000 to 2011 """ definition = model.loadModelDefinition('../params/' + region + '.txt') catalogFiltred = catalog.filter(catalog_, definition) year = 2000 while(year < 2012): data = dict() for i in range(len(catalogFiltred)): if catalogFiltred[i]['year'] == year and catalogFiltred[i]['lat'] > 34.8 and catalogFiltred[i][ 'lat'] < 37.05 and catalogFiltred[i]['lon'] > 138.8 and catalogFiltred[i]['lon'] < 141.05: data[catalogFiltred[i]['mag']] = data.get(catalogFiltred[i]['mag'], 0) + 1 b = OrderedDict(sorted(data.items())) plt.title('Histogram of ' + str(year) + " " + region) plt.bar(range(len(data)), b.values(), align='center') plt.xticks(range(len(data)), b.keys(), rotation=25) # print(b) axes = plt.gca() plt.savefig( '../Zona2/histograms/'+region+'/Magnitude Histogram of ' + str(year) + " " + region + '.png') del data year += 1 def main(): """ Calls function to plot a hitogram of magnitudes by region, based on JMA catalog """ catalog_ = catalog.readFromFile('../data/jmacat_2000_2013.dat') region = "Kanto" histogramMagnitude(catalog_, region) region = "Kansai" histogramMagnitude(catalog_, region) region = "Tohoku" histogramMagnitude(catalog_, region) region = "EastJapan" histogramMagnitude(catalog_, region) if __name__ == "__main__": main()
bsd-3-clause
rahul-c1/scikit-learn
examples/hetero_feature_union.py
288
6236
""" ============================================= Feature Union with Heterogeneous Data Sources ============================================= Datasets can often contain components of that require different feature extraction and processing pipelines. This scenario might occur when: 1. Your dataset consists of heterogeneous data types (e.g. raster images and text captions) 2. Your dataset is stored in a Pandas DataFrame and different columns require different processing pipelines. This example demonstrates how to use :class:`sklearn.feature_extraction.FeatureUnion` on a dataset containing different types of features. We use the 20-newsgroups dataset and compute standard bag-of-words features for the subject line and body in separate pipelines as well as ad hoc features on the body. We combine them (with weights) using a FeatureUnion and finally train a classifier on the combined set of features. The choice of features is not particularly helpful, but serves to illustrate the technique. """ # Author: Matt Terry <matt.terry@gmail.com> # # License: BSD 3 clause from __future__ import print_function import numpy as np from sklearn.base import BaseEstimator, TransformerMixin from sklearn.datasets import fetch_20newsgroups from sklearn.datasets.twenty_newsgroups import strip_newsgroup_footer from sklearn.datasets.twenty_newsgroups import strip_newsgroup_quoting from sklearn.decomposition import TruncatedSVD from sklearn.feature_extraction import DictVectorizer from sklearn.feature_extraction.text import TfidfVectorizer from sklearn.metrics import classification_report from sklearn.pipeline import FeatureUnion from sklearn.pipeline import Pipeline from sklearn.svm import SVC class ItemSelector(BaseEstimator, TransformerMixin): """For data grouped by feature, select subset of data at a provided key. The data is expected to be stored in a 2D data structure, where the first index is over features and the second is over samples. i.e. >> len(data[key]) == n_samples Please note that this is the opposite convention to sklearn feature matrixes (where the first index corresponds to sample). ItemSelector only requires that the collection implement getitem (data[key]). Examples include: a dict of lists, 2D numpy array, Pandas DataFrame, numpy record array, etc. >> data = {'a': [1, 5, 2, 5, 2, 8], 'b': [9, 4, 1, 4, 1, 3]} >> ds = ItemSelector(key='a') >> data['a'] == ds.transform(data) ItemSelector is not designed to handle data grouped by sample. (e.g. a list of dicts). If your data is structured this way, consider a transformer along the lines of `sklearn.feature_extraction.DictVectorizer`. Parameters ---------- key : hashable, required The key corresponding to the desired value in a mappable. """ def __init__(self, key): self.key = key def fit(self, x, y=None): return self def transform(self, data_dict): return data_dict[self.key] class TextStats(BaseEstimator, TransformerMixin): """Extract features from each document for DictVectorizer""" def fit(self, x, y=None): return self def transform(self, posts): return [{'length': len(text), 'num_sentences': text.count('.')} for text in posts] class SubjectBodyExtractor(BaseEstimator, TransformerMixin): """Extract the subject & body from a usenet post in a single pass. Takes a sequence of strings and produces a dict of sequences. Keys are `subject` and `body`. """ def fit(self, x, y=None): return self def transform(self, posts): features = np.recarray(shape=(len(posts),), dtype=[('subject', object), ('body', object)]) for i, text in enumerate(posts): headers, _, bod = text.partition('\n\n') bod = strip_newsgroup_footer(bod) bod = strip_newsgroup_quoting(bod) features['body'][i] = bod prefix = 'Subject:' sub = '' for line in headers.split('\n'): if line.startswith(prefix): sub = line[len(prefix):] break features['subject'][i] = sub return features pipeline = Pipeline([ # Extract the subject & body ('subjectbody', SubjectBodyExtractor()), # Use FeatureUnion to combine the features from subject and body ('union', FeatureUnion( transformer_list=[ # Pipeline for pulling features from the post's subject line ('subject', Pipeline([ ('selector', ItemSelector(key='subject')), ('tfidf', TfidfVectorizer(min_df=50)), ])), # Pipeline for standard bag-of-words model for body ('body_bow', Pipeline([ ('selector', ItemSelector(key='body')), ('tfidf', TfidfVectorizer()), ('best', TruncatedSVD(n_components=50)), ])), # Pipeline for pulling ad hoc features from post's body ('body_stats', Pipeline([ ('selector', ItemSelector(key='body')), ('stats', TextStats()), # returns a list of dicts ('vect', DictVectorizer()), # list of dicts -> feature matrix ])), ], # weight components in FeatureUnion transformer_weights={ 'subject': 0.8, 'body_bow': 0.5, 'body_stats': 1.0, }, )), # Use a SVC classifier on the combined features ('svc', SVC(kernel='linear')), ]) # limit the list of categories to make running this exmaple faster. categories = ['alt.atheism', 'talk.religion.misc'] train = fetch_20newsgroups(random_state=1, subset='train', categories=categories, ) test = fetch_20newsgroups(random_state=1, subset='test', categories=categories, ) pipeline.fit(train.data, train.target) y = pipeline.predict(test.data) print(classification_report(y, test.target))
bsd-3-clause
edx/ease
ease/model_creator.py
1
7903
#Provides interface functions to create and save models import numpy import re import nltk import sys from sklearn.feature_extraction.text import CountVectorizer import pickle import os import sklearn.ensemble from itertools import chain base_path = os.path.dirname(__file__) sys.path.append(base_path) from .essay_set import EssaySet from . import util_functions from . import feature_extractor import logging from . import predictor_extractor log=logging.getLogger() def read_in_test_data(filename): """ Reads in test data file found at filename. filename must be a tab delimited file with columns id, dummy number column, score, dummy score, text returns the score and the text """ tid, e_set, score, score2, text = [], [], [], [], [] combined_raw = open(filename).read() raw_lines = combined_raw.splitlines() for row in range(1, len(raw_lines)): tid1, set1, score1, score12, text1 = raw_lines[row].strip().split("\t") tid.append(int(tid1)) text.append(text1) e_set.append(int(set1)) score.append(int(score1)) score2.append(int(score12)) return score, text def read_in_test_prompt(filename): """ Reads in the prompt from a text file Returns string """ prompt_string = open(filename).read() return prompt_string def read_in_test_data_twocolumn(filename,sep=","): """ Reads in a two column version of the test data. Filename must point to a delimited file. In filename, the first column should be integer score data. The second column should be string text data. Sep specifies the type of separator between fields. """ score, text = [], [] combined_raw = open(filename).read() raw_lines = combined_raw.splitlines() for row in range(1, len(raw_lines)): score1, text1 = raw_lines[row].strip().split("\t") text.append(text1) score.append(int(score1)) return score, text def create_essay_set(text, score, prompt_string, generate_additional=True): """ Creates an essay set from given data. Text should be a list of strings corresponding to essay text. Score should be a list of scores where score[n] corresponds to text[n] Prompt string is just a string containing the essay prompt. Generate_additional indicates whether to generate additional essays at the minimum score point or not. """ x = EssaySet() for i in range(0, len(text)): x.add_essay(text[i], score[i]) if score[i] == min(score) and generate_additional == True: x.generate_additional_essays(x._clean_text[len(x._clean_text) - 1], score[i]) x.update_prompt(prompt_string) return x def get_cv_error(clf,feats,scores): """ Gets cross validated error for a given classifier, set of features, and scores clf - classifier feats - features to feed into the classified and cross validate over scores - scores associated with the features -- feature row 1 associates with score 1, etc. """ results={'success' : False, 'kappa' : 0, 'mae' : 0} try: cv_preds=util_functions.gen_cv_preds(clf,feats,scores) err=numpy.mean(numpy.abs(numpy.array(cv_preds)-scores)) kappa=util_functions.quadratic_weighted_kappa(list(cv_preds),scores) results['mae']=err results['kappa']=kappa results['success']=True except ValueError as ex: # If this is hit, everything is fine. It is hard to explain why the error occurs, but it isn't a big deal. msg = u"Not enough classes (0,1,etc) in each cross validation fold: {ex}".format(ex=ex) log.debug(msg) except: log.exception("Error getting cv error estimates.") return results def get_algorithms(algorithm): """ Gets two classifiers for each type of algorithm, and returns them. First for predicting, second for cv error. type - one of util_functions.AlgorithmTypes """ if algorithm == util_functions.AlgorithmTypes.classification: clf = sklearn.ensemble.GradientBoostingClassifier(n_estimators=100, learning_rate=.05, max_depth=4, random_state=1,min_samples_leaf=3) clf2=sklearn.ensemble.GradientBoostingClassifier(n_estimators=100, learning_rate=.05, max_depth=4, random_state=1,min_samples_leaf=3) else: clf = sklearn.ensemble.GradientBoostingRegressor(n_estimators=100, learning_rate=.05, max_depth=4, random_state=1,min_samples_leaf=3) clf2=sklearn.ensemble.GradientBoostingRegressor(n_estimators=100, learning_rate=.05, max_depth=4, random_state=1,min_samples_leaf=3) return clf, clf2 def extract_features_and_generate_model_predictors(predictor_set, algorithm=util_functions.AlgorithmTypes.regression): """ Extracts features and generates predictors based on a given predictor set predictor_set - a PredictorSet object that has been initialized with data type - one of util_functions.AlgorithmType """ if(algorithm not in [util_functions.AlgorithmTypes.regression, util_functions.AlgorithmTypes.classification]): algorithm = util_functions.AlgorithmTypes.regression f = predictor_extractor.PredictorExtractor() f.initialize_dictionaries(predictor_set) train_feats = f.gen_feats(predictor_set) clf,clf2 = get_algorithms(algorithm) cv_error_results=get_cv_error(clf2,train_feats,predictor_set._target) try: set_score = numpy.asarray(predictor_set._target, dtype=numpy.int) clf.fit(train_feats, set_score) except ValueError: log.exception("Not enough classes (0,1,etc) in sample.") set_score = predictor_set._target set_score[0]=1 set_score[1]=0 clf.fit(train_feats, set_score) return f, clf, cv_error_results def extract_features_and_generate_model(essays, algorithm=util_functions.AlgorithmTypes.regression): """ Feed in an essay set to get feature vector and classifier essays must be an essay set object additional array is an optional argument that can specify a numpy array of values to add in returns a trained FeatureExtractor object and a trained classifier """ f = feature_extractor.FeatureExtractor() f.initialize_dictionaries(essays) train_feats = f.gen_feats(essays) set_score = numpy.asarray(essays._score, dtype=numpy.int) if len(util_functions.f7(list(set_score)))>5: algorithm = util_functions.AlgorithmTypes.regression else: algorithm = util_functions.AlgorithmTypes.classification clf,clf2 = get_algorithms(algorithm) cv_error_results=get_cv_error(clf2,train_feats,essays._score) try: clf.fit(train_feats, set_score) except ValueError: log.exception("Not enough classes (0,1,etc) in sample.") set_score[0]=1 set_score[1]=0 clf.fit(train_feats, set_score) return f, clf, cv_error_results def dump_model_to_file(prompt_string, feature_ext, classifier, text, score, model_path): """ Writes out a model to a file. prompt string is a string containing the prompt feature_ext is a trained FeatureExtractor object classifier is a trained classifier model_path is the path of write out the model file to """ model_file = {'prompt': prompt_string, 'extractor': feature_ext, 'model': classifier, 'text' : text, 'score' : score} pickle.dump(model_file, file=open(model_path, "w")) def create_essay_set_and_dump_model(text,score,prompt,model_path,additional_array=None): """ Function that creates essay set, extracts features, and writes out model See above functions for argument descriptions """ essay_set=create_essay_set(text,score,prompt) feature_ext,clf=extract_features_and_generate_model(essay_set,additional_array) dump_model_to_file(prompt,feature_ext,clf,model_path)
agpl-3.0
nicproulx/mne-python
mne/time_frequency/tests/test_psd.py
2
7360
import numpy as np import os.path as op from numpy.testing import assert_array_almost_equal, assert_raises from nose.tools import assert_true from mne import pick_types, Epochs, read_events from mne.io import RawArray, read_raw_fif from mne.utils import requires_version, slow_test, run_tests_if_main from mne.time_frequency import psd_welch, psd_multitaper base_dir = op.join(op.dirname(__file__), '..', '..', 'io', 'tests', 'data') raw_fname = op.join(base_dir, 'test_raw.fif') event_fname = op.join(base_dir, 'test-eve.fif') @requires_version('scipy', '0.12') def test_psd(): """Tests the welch and multitaper PSD.""" raw = read_raw_fif(raw_fname) picks_psd = [0, 1] # Populate raw with sinusoids rng = np.random.RandomState(40) data = 0.1 * rng.randn(len(raw.ch_names), raw.n_times) freqs_sig = [8., 50.] for ix, freq in zip(picks_psd, freqs_sig): data[ix, :] += 2 * np.sin(np.pi * 2. * freq * raw.times) first_samp = raw._first_samps[0] raw = RawArray(data, raw.info) tmin, tmax = 0, 20 # use a few seconds of data fmin, fmax = 2, 70 # look at frequencies between 2 and 70Hz n_fft = 128 # -- Raw -- kws_psd = dict(tmin=tmin, tmax=tmax, fmin=fmin, fmax=fmax, picks=picks_psd) # Common to all kws_welch = dict(n_fft=n_fft) kws_mt = dict(low_bias=True) funcs = [(psd_welch, kws_welch), (psd_multitaper, kws_mt)] for func, kws in funcs: kws = kws.copy() kws.update(kws_psd) psds, freqs = func(raw, proj=False, **kws) psds_proj, freqs_proj = func(raw, proj=True, **kws) assert_true(psds.shape == (len(kws['picks']), len(freqs))) assert_true(np.sum(freqs < 0) == 0) assert_true(np.sum(psds < 0) == 0) # Is power found where it should be ixs_max = np.argmax(psds, axis=1) for ixmax, ifreq in zip(ixs_max, freqs_sig): # Find nearest frequency to the "true" freq ixtrue = np.argmin(np.abs(ifreq - freqs)) assert_true(np.abs(ixmax - ixtrue) < 2) # Make sure the projection doesn't change channels it shouldn't assert_array_almost_equal(psds, psds_proj) # Array input shouldn't work assert_raises(ValueError, func, raw[:3, :20][0]) # test n_per_seg in psd_welch (and padding) psds1, freqs1 = psd_welch(raw, proj=False, n_fft=128, n_per_seg=128, **kws_psd) psds2, freqs2 = psd_welch(raw, proj=False, n_fft=256, n_per_seg=128, **kws_psd) assert_true(len(freqs1) == np.floor(len(freqs2) / 2.)) assert_true(psds1.shape[-1] == np.floor(psds2.shape[-1] / 2.)) # tests ValueError when n_per_seg=None and n_fft > signal length kws_psd.update(dict(n_fft=tmax * 1.1 * raw.info['sfreq'])) assert_raises(ValueError, psd_welch, raw, proj=False, n_per_seg=None, **kws_psd) # ValueError when n_overlap > n_per_seg kws_psd.update(dict(n_fft=128, n_per_seg=64, n_overlap=90)) assert_raises(ValueError, psd_welch, raw, proj=False, **kws_psd) # -- Epochs/Evoked -- events = read_events(event_fname) events[:, 0] -= first_samp tmin, tmax, event_id = -0.5, 0.5, 1 epochs = Epochs(raw, events[:10], event_id, tmin, tmax, picks=picks_psd, proj=False, preload=True, baseline=None) evoked = epochs.average() tmin_full, tmax_full = -1, 1 epochs_full = Epochs(raw, events[:10], event_id, tmin_full, tmax_full, picks=picks_psd, proj=False, preload=True, baseline=None) kws_psd = dict(tmin=tmin, tmax=tmax, fmin=fmin, fmax=fmax, picks=picks_psd) # Common to all funcs = [(psd_welch, kws_welch), (psd_multitaper, kws_mt)] for func, kws in funcs: kws = kws.copy() kws.update(kws_psd) psds, freqs = func( epochs[:1], proj=False, **kws) psds_proj, freqs_proj = func( epochs[:1], proj=True, **kws) psds_f, freqs_f = func( epochs_full[:1], proj=False, **kws) # this one will fail if you add for example 0.1 to tmin assert_array_almost_equal(psds, psds_f, 27) # Make sure the projection doesn't change channels it shouldn't assert_array_almost_equal(psds, psds_proj, 27) # Is power found where it should be ixs_max = np.argmax(psds.mean(0), axis=1) for ixmax, ifreq in zip(ixs_max, freqs_sig): # Find nearest frequency to the "true" freq ixtrue = np.argmin(np.abs(ifreq - freqs)) assert_true(np.abs(ixmax - ixtrue) < 2) assert_true(psds.shape == (1, len(kws['picks']), len(freqs))) assert_true(np.sum(freqs < 0) == 0) assert_true(np.sum(psds < 0) == 0) # Array input shouldn't work assert_raises(ValueError, func, epochs.get_data()) # Testing evoked (doesn't work w/ compute_epochs_psd) psds_ev, freqs_ev = func( evoked, proj=False, **kws) psds_ev_proj, freqs_ev_proj = func( evoked, proj=True, **kws) # Is power found where it should be ixs_max = np.argmax(psds_ev, axis=1) for ixmax, ifreq in zip(ixs_max, freqs_sig): # Find nearest frequency to the "true" freq ixtrue = np.argmin(np.abs(ifreq - freqs_ev)) assert_true(np.abs(ixmax - ixtrue) < 2) # Make sure the projection doesn't change channels it shouldn't assert_array_almost_equal(psds_ev, psds_ev_proj, 27) assert_true(psds_ev.shape == (len(kws['picks']), len(freqs))) @slow_test @requires_version('scipy', '0.12') def test_compares_psd(): """Test PSD estimation on raw for plt.psd and scipy.signal.welch.""" raw = read_raw_fif(raw_fname) exclude = raw.info['bads'] + ['MEG 2443', 'EEG 053'] # bads + 2 more # picks MEG gradiometers picks = pick_types(raw.info, meg='grad', eeg=False, stim=False, exclude=exclude)[:2] tmin, tmax = 0, 10 # use the first 60s of data fmin, fmax = 2, 70 # look at frequencies between 5 and 70Hz n_fft = 2048 # Compute psds with the new implementation using Welch psds_welch, freqs_welch = psd_welch(raw, tmin=tmin, tmax=tmax, fmin=fmin, fmax=fmax, proj=False, picks=picks, n_fft=n_fft, n_jobs=1) # Compute psds with plt.psd start, stop = raw.time_as_index([tmin, tmax]) data, times = raw[picks, start:(stop + 1)] from matplotlib.pyplot import psd out = [psd(d, Fs=raw.info['sfreq'], NFFT=n_fft) for d in data] freqs_mpl = out[0][1] psds_mpl = np.array([o[0] for o in out]) mask = (freqs_mpl >= fmin) & (freqs_mpl <= fmax) freqs_mpl = freqs_mpl[mask] psds_mpl = psds_mpl[:, mask] assert_array_almost_equal(psds_welch, psds_mpl) assert_array_almost_equal(freqs_welch, freqs_mpl) assert_true(psds_welch.shape == (len(picks), len(freqs_welch))) assert_true(psds_mpl.shape == (len(picks), len(freqs_mpl))) assert_true(np.sum(freqs_welch < 0) == 0) assert_true(np.sum(freqs_mpl < 0) == 0) assert_true(np.sum(psds_welch < 0) == 0) assert_true(np.sum(psds_mpl < 0) == 0) run_tests_if_main()
bsd-3-clause
aminert/scikit-learn
sklearn/feature_extraction/tests/test_image.py
205
10378
# Authors: Emmanuelle Gouillart <emmanuelle.gouillart@normalesup.org> # Gael Varoquaux <gael.varoquaux@normalesup.org> # License: BSD 3 clause import numpy as np import scipy as sp from scipy import ndimage from nose.tools import assert_equal, assert_true from numpy.testing import assert_raises from sklearn.feature_extraction.image import ( img_to_graph, grid_to_graph, extract_patches_2d, reconstruct_from_patches_2d, PatchExtractor, extract_patches) from sklearn.utils.graph import connected_components def test_img_to_graph(): x, y = np.mgrid[:4, :4] - 10 grad_x = img_to_graph(x) grad_y = img_to_graph(y) assert_equal(grad_x.nnz, grad_y.nnz) # Negative elements are the diagonal: the elements of the original # image. Positive elements are the values of the gradient, they # should all be equal on grad_x and grad_y np.testing.assert_array_equal(grad_x.data[grad_x.data > 0], grad_y.data[grad_y.data > 0]) def test_grid_to_graph(): #Checking that the function works with graphs containing no edges size = 2 roi_size = 1 # Generating two convex parts with one vertex # Thus, edges will be empty in _to_graph mask = np.zeros((size, size), dtype=np.bool) mask[0:roi_size, 0:roi_size] = True mask[-roi_size:, -roi_size:] = True mask = mask.reshape(size ** 2) A = grid_to_graph(n_x=size, n_y=size, mask=mask, return_as=np.ndarray) assert_true(connected_components(A)[0] == 2) # Checking that the function works whatever the type of mask is mask = np.ones((size, size), dtype=np.int16) A = grid_to_graph(n_x=size, n_y=size, n_z=size, mask=mask) assert_true(connected_components(A)[0] == 1) # Checking dtype of the graph mask = np.ones((size, size)) A = grid_to_graph(n_x=size, n_y=size, n_z=size, mask=mask, dtype=np.bool) assert_true(A.dtype == np.bool) A = grid_to_graph(n_x=size, n_y=size, n_z=size, mask=mask, dtype=np.int) assert_true(A.dtype == np.int) A = grid_to_graph(n_x=size, n_y=size, n_z=size, mask=mask, dtype=np.float) assert_true(A.dtype == np.float) def test_connect_regions(): lena = sp.misc.lena() for thr in (50, 150): mask = lena > thr graph = img_to_graph(lena, mask) assert_equal(ndimage.label(mask)[1], connected_components(graph)[0]) def test_connect_regions_with_grid(): lena = sp.misc.lena() mask = lena > 50 graph = grid_to_graph(*lena.shape, mask=mask) assert_equal(ndimage.label(mask)[1], connected_components(graph)[0]) mask = lena > 150 graph = grid_to_graph(*lena.shape, mask=mask, dtype=None) assert_equal(ndimage.label(mask)[1], connected_components(graph)[0]) def _downsampled_lena(): lena = sp.misc.lena().astype(np.float32) lena = (lena[::2, ::2] + lena[1::2, ::2] + lena[::2, 1::2] + lena[1::2, 1::2]) lena = (lena[::2, ::2] + lena[1::2, ::2] + lena[::2, 1::2] + lena[1::2, 1::2]) lena = lena.astype(np.float) lena /= 16.0 return lena def _orange_lena(lena=None): lena = _downsampled_lena() if lena is None else lena lena_color = np.zeros(lena.shape + (3,)) lena_color[:, :, 0] = 256 - lena lena_color[:, :, 1] = 256 - lena / 2 lena_color[:, :, 2] = 256 - lena / 4 return lena_color def _make_images(lena=None): lena = _downsampled_lena() if lena is None else lena # make a collection of lenas images = np.zeros((3,) + lena.shape) images[0] = lena images[1] = lena + 1 images[2] = lena + 2 return images downsampled_lena = _downsampled_lena() orange_lena = _orange_lena(downsampled_lena) lena_collection = _make_images(downsampled_lena) def test_extract_patches_all(): lena = downsampled_lena i_h, i_w = lena.shape p_h, p_w = 16, 16 expected_n_patches = (i_h - p_h + 1) * (i_w - p_w + 1) patches = extract_patches_2d(lena, (p_h, p_w)) assert_equal(patches.shape, (expected_n_patches, p_h, p_w)) def test_extract_patches_all_color(): lena = orange_lena i_h, i_w = lena.shape[:2] p_h, p_w = 16, 16 expected_n_patches = (i_h - p_h + 1) * (i_w - p_w + 1) patches = extract_patches_2d(lena, (p_h, p_w)) assert_equal(patches.shape, (expected_n_patches, p_h, p_w, 3)) def test_extract_patches_all_rect(): lena = downsampled_lena lena = lena[:, 32:97] i_h, i_w = lena.shape p_h, p_w = 16, 12 expected_n_patches = (i_h - p_h + 1) * (i_w - p_w + 1) patches = extract_patches_2d(lena, (p_h, p_w)) assert_equal(patches.shape, (expected_n_patches, p_h, p_w)) def test_extract_patches_max_patches(): lena = downsampled_lena i_h, i_w = lena.shape p_h, p_w = 16, 16 patches = extract_patches_2d(lena, (p_h, p_w), max_patches=100) assert_equal(patches.shape, (100, p_h, p_w)) expected_n_patches = int(0.5 * (i_h - p_h + 1) * (i_w - p_w + 1)) patches = extract_patches_2d(lena, (p_h, p_w), max_patches=0.5) assert_equal(patches.shape, (expected_n_patches, p_h, p_w)) assert_raises(ValueError, extract_patches_2d, lena, (p_h, p_w), max_patches=2.0) assert_raises(ValueError, extract_patches_2d, lena, (p_h, p_w), max_patches=-1.0) def test_reconstruct_patches_perfect(): lena = downsampled_lena p_h, p_w = 16, 16 patches = extract_patches_2d(lena, (p_h, p_w)) lena_reconstructed = reconstruct_from_patches_2d(patches, lena.shape) np.testing.assert_array_equal(lena, lena_reconstructed) def test_reconstruct_patches_perfect_color(): lena = orange_lena p_h, p_w = 16, 16 patches = extract_patches_2d(lena, (p_h, p_w)) lena_reconstructed = reconstruct_from_patches_2d(patches, lena.shape) np.testing.assert_array_equal(lena, lena_reconstructed) def test_patch_extractor_fit(): lenas = lena_collection extr = PatchExtractor(patch_size=(8, 8), max_patches=100, random_state=0) assert_true(extr == extr.fit(lenas)) def test_patch_extractor_max_patches(): lenas = lena_collection i_h, i_w = lenas.shape[1:3] p_h, p_w = 8, 8 max_patches = 100 expected_n_patches = len(lenas) * max_patches extr = PatchExtractor(patch_size=(p_h, p_w), max_patches=max_patches, random_state=0) patches = extr.transform(lenas) assert_true(patches.shape == (expected_n_patches, p_h, p_w)) max_patches = 0.5 expected_n_patches = len(lenas) * int((i_h - p_h + 1) * (i_w - p_w + 1) * max_patches) extr = PatchExtractor(patch_size=(p_h, p_w), max_patches=max_patches, random_state=0) patches = extr.transform(lenas) assert_true(patches.shape == (expected_n_patches, p_h, p_w)) def test_patch_extractor_max_patches_default(): lenas = lena_collection extr = PatchExtractor(max_patches=100, random_state=0) patches = extr.transform(lenas) assert_equal(patches.shape, (len(lenas) * 100, 12, 12)) def test_patch_extractor_all_patches(): lenas = lena_collection i_h, i_w = lenas.shape[1:3] p_h, p_w = 8, 8 expected_n_patches = len(lenas) * (i_h - p_h + 1) * (i_w - p_w + 1) extr = PatchExtractor(patch_size=(p_h, p_w), random_state=0) patches = extr.transform(lenas) assert_true(patches.shape == (expected_n_patches, p_h, p_w)) def test_patch_extractor_color(): lenas = _make_images(orange_lena) i_h, i_w = lenas.shape[1:3] p_h, p_w = 8, 8 expected_n_patches = len(lenas) * (i_h - p_h + 1) * (i_w - p_w + 1) extr = PatchExtractor(patch_size=(p_h, p_w), random_state=0) patches = extr.transform(lenas) assert_true(patches.shape == (expected_n_patches, p_h, p_w, 3)) def test_extract_patches_strided(): image_shapes_1D = [(10,), (10,), (11,), (10,)] patch_sizes_1D = [(1,), (2,), (3,), (8,)] patch_steps_1D = [(1,), (1,), (4,), (2,)] expected_views_1D = [(10,), (9,), (3,), (2,)] last_patch_1D = [(10,), (8,), (8,), (2,)] image_shapes_2D = [(10, 20), (10, 20), (10, 20), (11, 20)] patch_sizes_2D = [(2, 2), (10, 10), (10, 11), (6, 6)] patch_steps_2D = [(5, 5), (3, 10), (3, 4), (4, 2)] expected_views_2D = [(2, 4), (1, 2), (1, 3), (2, 8)] last_patch_2D = [(5, 15), (0, 10), (0, 8), (4, 14)] image_shapes_3D = [(5, 4, 3), (3, 3, 3), (7, 8, 9), (7, 8, 9)] patch_sizes_3D = [(2, 2, 3), (2, 2, 2), (1, 7, 3), (1, 3, 3)] patch_steps_3D = [(1, 2, 10), (1, 1, 1), (2, 1, 3), (3, 3, 4)] expected_views_3D = [(4, 2, 1), (2, 2, 2), (4, 2, 3), (3, 2, 2)] last_patch_3D = [(3, 2, 0), (1, 1, 1), (6, 1, 6), (6, 3, 4)] image_shapes = image_shapes_1D + image_shapes_2D + image_shapes_3D patch_sizes = patch_sizes_1D + patch_sizes_2D + patch_sizes_3D patch_steps = patch_steps_1D + patch_steps_2D + patch_steps_3D expected_views = expected_views_1D + expected_views_2D + expected_views_3D last_patches = last_patch_1D + last_patch_2D + last_patch_3D for (image_shape, patch_size, patch_step, expected_view, last_patch) in zip(image_shapes, patch_sizes, patch_steps, expected_views, last_patches): image = np.arange(np.prod(image_shape)).reshape(image_shape) patches = extract_patches(image, patch_shape=patch_size, extraction_step=patch_step) ndim = len(image_shape) assert_true(patches.shape[:ndim] == expected_view) last_patch_slices = [slice(i, i + j, None) for i, j in zip(last_patch, patch_size)] assert_true((patches[[slice(-1, None, None)] * ndim] == image[last_patch_slices].squeeze()).all()) def test_extract_patches_square(): # test same patch size for all dimensions lena = downsampled_lena i_h, i_w = lena.shape p = 8 expected_n_patches = ((i_h - p + 1), (i_w - p + 1)) patches = extract_patches(lena, patch_shape=p) assert_true(patches.shape == (expected_n_patches[0], expected_n_patches[1], p, p)) def test_width_patch(): # width and height of the patch should be less than the image x = np.array([[1, 2, 3], [4, 5, 6], [7, 8, 9]]) assert_raises(ValueError, extract_patches_2d, x, (4, 1)) assert_raises(ValueError, extract_patches_2d, x, (1, 4))
bsd-3-clause
jadecastro/LTLMoP
src/lib/handlers/motionControl/RRTController.py
1
37133
#!/usr/bin/env python """ =================================================================== RRTController.py - Rapidly-Exploring Random Trees Motion Controller =================================================================== Uses Rapidly-exploring Random Tree Algorithm to generate paths given the starting position and the goal point. """ from numpy import * from __is_inside import * import math import sys,os from scipy.linalg import norm from numpy.matlib import zeros import __is_inside import time, sys,os import scipy as Sci import scipy.linalg import Polygon, Polygon.IO import Polygon.Utils as PolyUtils import Polygon.Shapes as PolyShapes from math import sqrt, fabs , pi import random import thread import threading # importing matplotlib to show the path if possible try: import matplotlib.pyplot as plt import matplotlib.animation as animation import_matplotlib = True except: print "matplotlib is not imported. Plotting is disabled" import_matplotlib = False class motionControlHandler: def __init__(self, proj, shared_data,robot_type,max_angle_goal,max_angle_overlap,plotting): """ Rapidly-Exploring Random Trees alogorithm motion planning controller robot_type (int): Which robot is used for execution. BasicSim is 1, ODE is 2, ROS is 3, Nao is 4, Pioneer is 5(default=1) max_angle_goal (float): The biggest difference in angle between the new node and the goal point that is acceptable. If it is bigger than the max_angle, the new node will not be connected to the goal point. The value should be within 0 to 6.28 = 2*pi. Default set to 6.28 = 2*pi (default=6.28) max_angle_overlap (float): difference in angle allowed for two nodes overlapping each other. If you don't want any node overlapping with each other, put in 2*pi = 6.28. Default set to 1.57 = pi/2 (default=1.57) plotting (bool): Check the box to enable plotting. Uncheck to disable plotting (default=True) """ self.system_print = False # for debugging. print on GUI ( a bunch of stuffs) self.finish_print = False # set to 1 to print the original finished E and V before trimming the tree self.orientation_print = False # show the orientation information of the robot # Get references to handlers we'll need to communicate with self.drive_handler = proj.h_instance['drive'] self.pose_handler = proj.h_instance['pose'] # Get information about regions self.proj = proj self.coordmap_map2lab = proj.coordmap_map2lab self.coordmap_lab2map = proj.coordmap_lab2map self.last_warning = 0 self.previous_next_reg = None # Store the Rapidly-Exploring Random Tress Built self.RRT_V = None # array containing all the points on the RRT Tree self.RRT_E = None # array specifying the connection of points on the Tree self.E_current_column = None # the current column on the tree (to find the current heading point) self.Velocity = None self.currentRegionPoly = None self.nextRegionPoly = None self.map = {} self.all = Polygon.Polygon() self.trans_matrix = mat([[0,1],[-1,0]]) # transformation matrix for find the normal to the vector self.stuck_thres = 20 # threshold for changing the range of sampling omega # Information about the robot (default set to ODE) if robot_type not in [1,2,3,4,5]: robot_type = 1 self.system = robot_type # Information about maximum turning angle allowed from the latest node to the goal point if max_angle_goal > 2*pi: max_angle_goal = 2*pi if max_angle_goal < 0: max_angle_goal = 0 self.max_angle_allowed = max_angle_goal # Information about maximum difference in angle allowed between two overlapping nodes if max_angle_overlap > 2*pi: max_angle_overlap = 2*pi if max_angle_overlap < 0: max_angle_overlap = 0 self.max_angle_overlap = max_angle_overlap # Information about whether plotting is enabled. if plotting is True and import_matplotlib == True: self.plotting = True else: self.plotting = False # Specify the size of the robot # 1: basicSim; 2: ODE; 3: ROS 4: Nao; 5: Pioneer # self.radius: radius of the robot # self.timestep : number of linear segments to break the curve into for calculation of x, y position # self.step_size : the length of each step for connection to goal point # self.velocity : Velocity of the robot in m/s in control space (m/s) if self.system == 1: self.radius = 5 self.step_size = 25 self.timeStep = 10 self.velocity = 2 # 1.5 if self.system == 2: self.radius = 5 self.step_size = 15 self.timeStep = 10 self.velocity = 2 # 1.5 elif self.system == 3: self.ROSInitHandler = shared_data['ROS_INIT_HANDLER'] self.radius = self.ROSInitHandler.robotPhysicalWidth/2 self.step_size = self.radius*3 #0.2 self.timeStep = 8 self.velocity = self.radius/2 #0.08 elif self.system == 4: self.radius = 0.15*1.2 self.step_size = 0.2 #set the step_size for points be 1/5 of the norm ORIGINAL = 0.4 self.timeStep = 5 self.velocity = 0.05 elif self.system == 5: self.radius = 0.15 self.step_size = 0.2 #set the step_size for points be 1/5 of the norm ORIGINAL = 0.4 self.timeStep = 5 self.velocity = 0.05 # Operate_system (int): Which operating system is used for execution. # Ubuntu and Mac is 1, Windows is 2 if sys.platform in ['win32', 'cygwin']: self.operate_system = 2 else: self.operate_system = 1 if self.system_print == True: print "The operate_system is "+ str(self.operate_system) # Generate polygon for regions in the map for region in self.proj.rfi.regions: self.map[region.name] = self.createRegionPolygon(region) for n in range(len(region.holeList)): # no of holes self.map[region.name] -= self.createRegionPolygon(region,n) # Generate the boundary polygon for regionName,regionPoly in self.map.iteritems(): self.all += regionPoly # Start plotting if operating in Windows if self.operate_system == 2 and self.plotting ==True: # start using anmination to plot the robot self.fig = plt.figure() self.ax = self.fig.add_subplot(111) self.scope = _Scope(self.ax,self) thread.start_new_thread(self.jplot,()) def gotoRegion(self, current_reg, next_reg, last=False): """ If ``last`` is True, we will move to the center of the destination region. Returns ``True`` if we've reached the destination region. """ if current_reg == next_reg and not last: # No need to move! self.drive_handler.setVelocity(0, 0) # So let's stop return True # Find our current configuration pose = self.pose_handler.getPose() # Check if Vicon has cut out # TODO: this should probably go in posehandler? if math.isnan(pose[2]): print "WARNING: No Vicon data! Pausing." self.drive_handler.setVelocity(0, 0) # So let's stop time.sleep(1) return False ###This part will be run when the robot goes to a new region, otherwise, the original tree will be used. if not self.previous_next_reg == next_reg: # Entered a new region. New tree should be formed. self.nextRegionPoly = self.map[self.proj.rfi.regions[next_reg].name] self.currentRegionPoly = self.map[self.proj.rfi.regions[current_reg].name] if self.system_print == True: print "next Region is " + str(self.proj.rfi.regions[next_reg].name) print "Current Region is " + str(self.proj.rfi.regions[current_reg].name) #set to zero velocity before tree is generated self.drive_handler.setVelocity(0, 0) if last: transFace = None else: # Determine the mid points on the faces connecting to the next region (one goal point will be picked among all the mid points later in buildTree) transFace = None q_gBundle = [[],[]] # list of goal points (midpoints of transition faces) face_normal = [[],[]] # normal of the trnasition faces for i in range(len(self.proj.rfi.transitions[current_reg][next_reg])): pointArray_transface = [x for x in self.proj.rfi.transitions[current_reg][next_reg][i]] transFace = asarray(map(self.coordmap_map2lab,pointArray_transface)) bundle_x = (transFace[0,0] +transFace[1,0])/2 #mid-point coordinate x bundle_y = (transFace[0,1] +transFace[1,1])/2 #mid-point coordinate y q_gBundle = hstack((q_gBundle,vstack((bundle_x,bundle_y)))) #find the normal vector to the face face = transFace[0,:] - transFace[1,:] distance_face = norm(face) normal = face/distance_face * self.trans_matrix face_normal = hstack((face_normal,vstack((normal[0,0],normal[0,1])))) if transFace is None: print "ERROR: Unable to find transition face between regions %s and %s. Please check the decomposition (try viewing projectname_decomposed.regions in RegionEditor or a text editor)." % (self.proj.rfi.regions[current_reg].name, self.proj.rfi.regions[next_reg].name) # Run algorithm to build the Rapid-Exploring Random Trees self.RRT_V = None self.RRT_E = None # For plotting if self.operate_system == 2: if self.plotting == True: self.ax.cla() else: self.ax = None else: self.ax = None if self.operate_system == 1 and self.plotting == True: plt.cla() self.plotMap(self.map) plt.plot(pose[0],pose[1],'ko') self.RRT_V,self.RRT_E,self.E_current_column = self.buildTree(\ [pose[0], pose[1]],pose[2],self.currentRegionPoly, self.nextRegionPoly,q_gBundle,face_normal) """ # map the lab coordinates back to pixels V_tosend = array(mat(self.RRT_V[1:,:])).T V_tosend = map(self.coordmap_lab2map, V_tosend) V_tosend = mat(V_tosend).T s = 'RRT:E'+"["+str(list(self.RRT_E[0]))+","+str(list(self.RRT_E[1]))+"]"+':V'+"["+str(list(self.RRT_V[0]))+","+str(list(V_tosend[0]))+","+str(list(V_tosend[1]))+"]"+':T'+"["+str(list(q_gBundle[0]))+","+str(list(q_gBundle[1]))+"]" #print s """ # Run algorithm to find a velocity vector (global frame) to take the robot to the next region self.Velocity = self.getVelocity([pose[0], pose[1]], self.RRT_V,self.RRT_E) #self.Node = self.getNode([pose[0], pose[1]], self.RRT_V,self.RRT_E) self.previous_next_reg = next_reg # Pass this desired velocity on to the drive handler self.drive_handler.setVelocity(self.Velocity[0,0], self.Velocity[1,0], pose[2]) #self.drive_handler.setVelocity(self.Node[0,0], self.Node[1,0], pose[2]) RobotPoly = Polygon.Shapes.Circle(self.radius,(pose[0],pose[1])) # check if robot is inside the current region departed = not self.currentRegionPoly.overlaps(RobotPoly) arrived = self.nextRegionPoly.covers(RobotPoly) if departed and (not arrived) and (time.time()-self.last_warning) > 0.5: # Figure out what region we think we stumbled into for r in self.proj.rfi.regions: pointArray = [self.coordmap_map2lab(x) for x in r.getPoints()] vertices = mat(pointArray).T if is_inside([pose[0], pose[1]], vertices): print "I think I'm in " + r.name print pose break self.last_warning = time.time() #print "arrived:"+str(arrived) return arrived def createRegionPolygon(self,region,hole = None): """ This function takes in the region points and make it a Polygon. """ if hole == None: pointArray = [x for x in region.getPoints()] else: pointArray = [x for x in region.getPoints(hole_id = hole)] pointArray = map(self.coordmap_map2lab, pointArray) regionPoints = [(pt[0],pt[1]) for pt in pointArray] formedPolygon= Polygon.Polygon(regionPoints) return formedPolygon def getVelocity(self,p, V, E, last=False): """ This function calculates the velocity for the robot with RRT. The inputs are (given in order): p = the current x-y position of the robot E = edges of the tree (2 x No. of nodes on the tree) V = points of the tree (2 x No. of vertices) last = True, if the current region is the last region = False, if the current region is NOT the last region """ pose = mat(p).T #dis_cur = distance between current position and the next point dis_cur = vstack((V[1,E[1,self.E_current_column]],V[2,E[1,self.E_current_column]]))- pose heading = E[1,self.E_current_column] # index of the current heading point on the tree if norm(dis_cur) < 1.5*self.radius: # go to next point if not heading == shape(V)[1]-1: self.E_current_column = self.E_current_column + 1 dis_cur = vstack((V[1,E[1,self.E_current_column]],V[2,E[1,self.E_current_column]]))- pose #else: # dis_cur = vstack((V[1,E[1,self.E_current_column]],V[2,E[1,self.E_current_column]]))- vstack((V[1,E[0,self.E_current_column]],V[2,E[0,self.E_current_column]])) Vel = zeros([2,1]) Vel[0:2,0] = dis_cur/norm(dis_cur)*0.5 #TUNE THE SPEED LATER return Vel def getNode(self,p, V, E, last=False): """ This function calculates the velocity for the robot with RRT. The inputs are (given in order): p = the current x-y position of the robot E = edges of the tree (2 x No. of nodes on the tree) V = points of the tree (2 x No. of vertices) last = True, if the current region is the last region = False, if the current region is NOT the last region """ pose = mat(p).T #dis_cur = distance between current position and the next point dis_cur = vstack((V[1,E[1,self.E_current_column]],V[2,E[1,self.E_current_column]]))- pose heading = E[1,self.E_current_column] # index of the current heading point on the tree if norm(dis_cur) < 1.5*self.radius: # go to next point if not heading == shape(V)[1]-1: self.E_current_column = self.E_current_column + 1 dis_cur = vstack((V[1,E[1,self.E_current_column]],V[2,E[1,self.E_current_column]]))- pose Node = zeros([2,1]) Node[0,0] = V[1,E[1,self.E_current_column]] Node[1,0] = V[2,E[1,self.E_current_column]] #Vel[0:2,0] = dis_cur/norm(dis_cur)*0.5 #TUNE THE SPEED LATER return Node def buildTree(self,p,theta,regionPoly,nextRegionPoly,q_gBundle,face_normal, last=False): """ This function builds the RRT tree. p : x,y position of the robot theta : current orientation of the robot regionPoly : current region polygon nextRegionPoly : next region polygon q_gBundle : coordinates of q_goals that the robot can reach face_normal : the normal vector of each face corresponding to each goal point in q_gBundle """ q_init = mat(p).T V = vstack((0,q_init)) theta = self.orientation_bound(theta) V_theta = array([theta]) #!!! CONTROL SPACE: generate a list of omega for random sampling omegaLowerBound = -math.pi/20 # upper bound for the value of omega omegaUpperBound = math.pi/20 # lower bound for the value of omega omegaNoOfSteps = 20 self.omega_range = linspace(omegaLowerBound,omegaUpperBound,omegaNoOfSteps) self.omega_range_escape = linspace(omegaLowerBound*4,omegaUpperBound*4,omegaNoOfSteps*4) # range used when stuck > stuck_thres regionPolyOld = Polygon.Polygon(regionPoly) regionPoly += PolyShapes.Circle(self.radius*2.5,(q_init[0,0],q_init[1,0])) # check faces of the current region for goal points E = [[],[]] # the tree matrix Other = [[],[]] path = False # if path formed then = 1 stuck = 0 # count for changing the range of sampling omega append_after_latest_node = False # append new nodes to the latest node if self.system_print == True: print "plotting in buildTree is " + str(self.plotting) if self.plotting == True: if not plt.isinteractive(): plt.ion() plt.hold(True) while not path: #step -1: try connection to q_goal (generate path to goal) i = 0 if self.system_print == True: print "Try Connection to the goal points" # pushing possible q_goals into the current region (ensure path is covered by the current region polygon) q_pass = [[],[],[]] q_pass_dist = [] q_gBundle = mat(q_gBundle) face_normal = mat(face_normal) while i < q_gBundle.shape[1]: q_g_original = q_gBundle[:,i] q_g = q_gBundle[:,i]+face_normal[:,i]*1.5*self.radius ##original 2*self.radius #q_g = q_gBundle[:,i]+(q_gBundle[:,i]-V[1:,(shape(V)[1]-1)])/norm(q_gBundle[:,i]-V[1:,(shape(V)[1]-1)])*1.5*self.radius ##original 2*self.radius if not regionPolyOld.isInside(q_g[0],q_g[1]): #q_g = q_gBundle[:,i]-(q_gBundle[:,i]-V[1:,(shape(V)[1]-1)])/norm(q_gBundle[:,i]-V[1:,(shape(V)[1]-1)])*1.5*self.radius ##original 2*self.radius q_g = q_gBundle[:,i]-face_normal[:,i]*1.5*self.radius ##original 2*self.radius #forming polygon for path checking EdgePolyGoal = PolyShapes.Circle(self.radius,(q_g[0,0],q_g[1,0])) + PolyShapes.Circle(self.radius,(V[1,shape(V)[1]-1],V[2:,shape(V)[1]-1])) EdgePolyGoal = PolyUtils.convexHull(EdgePolyGoal) dist = norm(q_g - V[1:,shape(V)[1]-1]) #check connection to goal connect_goal = regionPoly.covers(EdgePolyGoal) #check coverage of path from new point to goal # compare orientation difference thetaPrev = V_theta[shape(V)[1]-1] theta_orientation = abs(arctan((q_g[1,0]- V[2,shape(V)[1]-1])/(q_g[0,0]- V[1,shape(V)[1]-1]))) if q_g[1,0] > V[2,shape(V)[1]-1]: if q_g[0,0] < V[1,shape(V)[1]-1]: # second quadrant theta_orientation = pi - theta_orientation elif q_g[0,0] > V[1,shape(V)[1]-1]: # first quadrant theta_orientation = theta_orientation elif q_g[1,0] < V[2,shape(V)[1]-1]: if q_g[0,0] < V[1,shape(V)[1]-1]: #third quadrant theta_orientation = pi + theta_orientation elif q_g[0,0] > V[1,shape(V)[1]-1]: # foruth quadrant theta_orientation = 2*pi - theta_orientation # check the angle between vector(new goal to goal_original ) and vector( latest node to new goal) Goal_to_GoalOriginal = q_g_original - q_g LatestNode_to_Goal = q_g - V[1:,shape(V)[1]-1] Angle_Goal_LatestNode= arccos(vdot(array(Goal_to_GoalOriginal), array(LatestNode_to_Goal))/norm(Goal_to_GoalOriginal)/norm(LatestNode_to_Goal)) # if connection to goal can be established and the max change in orientation of the robot is smaller than max_angle, tree is said to be completed. if self.orientation_print == True: print "theta_orientation is " + str(theta_orientation) print "thetaPrev is " + str(thetaPrev) print "(theta_orientation - thetaPrev) is " + str(abs(theta_orientation - thetaPrev)) print "self.max_angle_allowed is " + str(self.max_angle_allowed) print "abs(theta_orientation - thetaPrev) < self.max_angle_allowed" + str(abs(theta_orientation - thetaPrev) < self.max_angle_allowed) print"Goal_to_GoalOriginal: " + str( array(Goal_to_GoalOriginal)) + "; LatestNode_to_Goal: " + str( array(LatestNode_to_Goal)) print vdot(array(Goal_to_GoalOriginal), array(LatestNode_to_Goal)) print "Angle_Goal_LatestNode" + str(Angle_Goal_LatestNode) if connect_goal and (abs(theta_orientation - thetaPrev) < self.max_angle_allowed) and (Angle_Goal_LatestNode < self.max_angle_allowed): path = True q_pass = hstack((q_pass,vstack((i,q_g)))) q_pass_dist = hstack((q_pass_dist,dist)) i = i + 1 if self.system_print == True: print "checked goal points" self.E = E self.V = V # connection to goal has established # Obtain the closest goal point that path can be formed. if path: if shape(q_pass_dist)[0] == 1: cols = 0 else: (cols,) = nonzero(q_pass_dist == min(q_pass_dist)) cols = asarray(cols)[0] q_g = q_pass[1:,cols] """ q_g = q_g-(q_gBundle[:,q_pass[0,cols]]-V[1:,(shape(V)[1]-1)])/norm(q_gBundle[:,q_pass[0,cols]]-V[1:,(shape(V)[1]-1)])*3*self.radius #org 3 if not nextRegionPoly.isInside(q_g[0],q_g[1]): q_g = q_g+(q_gBundle[:,q_pass[0,cols]]-V[1:,(shape(V)[1]-1)])/norm(q_gBundle[:,q_pass[0,cols]]-V[1:,(shape(V)[1]-1)])*6*self.radius #org 3 """ if self.plotting == True : if self.operate_system == 1: plt.suptitle('Rapidly-exploring Random Tree', fontsize=12) plt.xlabel('x') plt.ylabel('y') if shape(V)[1] <= 2: plt.plot(( V[1,shape(V)[1]-1],q_g[0,0]),( V[2,shape(V)[1]-1],q_g[1,0]),'b') else: plt.plot(( V[1,E[0,shape(E)[1]-1]], V[1,shape(V)[1]-1],q_g[0,0]),( V[2,E[0,shape(E)[1]-1]], V[2,shape(V)[1]-1],q_g[1,0]),'b') plt.plot(q_g[0,0],q_g[1,0],'ko') plt.figure(1).canvas.draw() else: BoundPolyPoints = asarray(PolyUtils.pointList(regionPoly)) self.ax.plot(BoundPolyPoints[:,0],BoundPolyPoints[:,1],'k') if shape(V)[1] <= 2: self.ax.plot(( V[1,shape(V)[1]-1],q_g[0,0]),( V[2,shape(V)[1]-1],q_g[1,0]),'b') else: self.ax.plot(( V[1,E[0,shape(E)[1]-1]], V[1,shape(V)[1]-1],q_g[0,0]),( V[2,E[0,shape(E)[1]-1]], V[2,shape(V)[1]-1],q_g[1,0]),'b') self.ax.plot(q_g[0,0],q_g[1,0],'ko') # trim the path connecting current node to goal point into pieces if the path is too long now numOfPoint = floor(norm(V[1:,shape(V)[1]-1]- q_g)/self.step_size) if numOfPoint < 3: numOfPoint = 3 x = linspace( V[1,shape(V)[1]-1], q_g[0,0], numOfPoint ) y = linspace( V[2,shape(V)[1]-1], q_g[1,0], numOfPoint ) for i in range(x.shape[0]): if i != 0: V = hstack((V,vstack((shape(V)[1],x[i],y[i])))) E = hstack((E,vstack((shape(V)[1]-2,shape(V)[1]-1)))) #push the goal point to the next region q_g = q_g+face_normal[:,q_pass[0,cols]]*3*self.radius ##original 2*self.radius if not nextRegionPoly.isInside(q_g[0],q_g[1]): q_g = q_g-face_normal[:,q_pass[0,cols]]*6*self.radius ##original 2*self.radius V = hstack((V,vstack((shape(V)[1],q_g[0,0],q_g[1,0])))) E = hstack((E,vstack((shape(V)[1]-2 ,shape(V)[1]-1)))) if self.plotting == True : if self.operate_system == 1: plt.plot(q_g[0,0],q_g[1,0],'ko') plt.plot(( V[1,shape(V)[1]-1],V[1,shape(V)[1]-2]),( V[2,shape(V)[1]-1],V[2,shape(V)[1]-2]),'b') plt.figure(1).canvas.draw() else: self.ax.plot(q_g[0,0],q_g[1,0],'ko') self.ax.plot(( V[1,shape(V)[1]-1],V[1,shape(V)[1]-2]),( V[2,shape(V)[1]-1],V[2,shape(V)[1]-2]),'b') # path is not formed, try to append points onto the tree if not path: # connection_to_tree : connection to the tree is successful if append_after_latest_node: V,V_theta,E,Other,stuck,append_after_latest_node, connection_to_tree = self.generateNewNode(V,V_theta,E,Other,regionPoly,stuck, append_after_latest_node) else: connection_to_tree = False while not connection_to_tree: V,V_theta,E,Other,stuck,append_after_latest_node, connection_to_tree = self.generateNewNode (V,V_theta,E,Other,regionPoly,stuck) if self.finish_print: print 'Here is the V matrix:', V, 'Here is the E matrix:',E print >>sys.__stdout__, 'Here is the V matrix:\n', V, '\nHere is the E matrix:\n',E #B: trim to a single path single = 0 while single == 0: trim = 0 for j in range(shape(V)[1]-3): (row,col) = nonzero(E == j+1) if len(col) == 1: E = delete(E, col[0], 1) trim = 1 if trim == 0: single = 1; ####print with matlib if self.plotting ==True : if self.operate_system == 1: plt.plot(V[1,:],V[2,:],'b') for i in range(shape(E)[1]): plt.text(V[1,E[0,i]],V[2,E[0,i]], V[0,E[0,i]], fontsize=12) plt.text(V[1,E[1,i]],V[2,E[1,i]], V[0,E[1,i]], fontsize=12) plt.figure(1).canvas.draw() else: BoundPolyPoints = asarray(PolyUtils.pointList(regionPoly)) self.ax.plot(BoundPolyPoints[:,0],BoundPolyPoints[:,1],'k') self.ax.plot(V[1,:],V[2,:],'b') for i in range(shape(E)[1]): self.ax.text(V[1,E[0,i]],V[2,E[0,i]], V[0,E[0,i]], fontsize=12) self.ax.text(V[1,E[1,i]],V[2,E[1,i]], V[0,E[1,i]], fontsize=12) #return V, E, and the current node number on the tree V = array(V) return V, E, 0 def generateNewNode(self,V,V_theta,E,Other,regionPoly,stuck,append_after_latest_node =False): """ Generate a new node on the current tree matrix V : the node matrix V_theta : the orientation matrix E : the tree matrix (or edge matrix) Other : the matrix containing the velocity and angular velocity(omega) information regionPoly: the polygon of current region stuck : count on the number of times failed to generate new node append_after_latest_node : append new nodes to the latest node (True only if the previous node addition is successful) """ if self.system_print == True: print "In control space generating path,stuck = " + str(stuck) connection_to_tree = False # True when connection to the tree is successful if stuck > self.stuck_thres: # increase the range of omega since path cannot ge generated omega = random.choice(self.omega_range_escape) else: #!!!! CONTROL SPACE STEP 1 - generate random omega omega = random.choice(self.omega_range) #!!!! CONTROL SPACE STEP 2 - pick a random point on the tree if append_after_latest_node: tree_index = shape(V)[1]-1 else: if random.choice([1,2]) == 1: tree_index = random.choice(array(V[0])[0]) else: tree_index = shape(V)[1]-1 xPrev = V[1,tree_index] yPrev = V[2,tree_index] thetaPrev = V_theta[tree_index] j = 1 #!!!! CONTROL SPACE STEP 3 - Check path of the robot path_robot = PolyShapes.Circle(self.radius,(xPrev,yPrev)) while j <= self.timeStep: xOrg = xPrev yOrg = yPrev xPrev = xPrev + self.velocity/omega*(sin(omega* 1 + thetaPrev)-sin(thetaPrev)) yPrev = yPrev - self.velocity/omega*(cos(omega* 1 + thetaPrev)-cos(thetaPrev)) thetaPrev = omega* 1 + thetaPrev path_robot = path_robot + PolyShapes.Circle(self.radius,(xPrev,yPrev)) j = j + 1 thetaPrev = self.orientation_bound(thetaPrev) path_all = PolyUtils.convexHull(path_robot) in_bound = regionPoly.covers(path_all) """ # plotting if plotting == True: self.plotPoly(path_all,'r',1) """ stuck = stuck + 1 if in_bound: robot_new_node = PolyShapes.Circle(self.radius,(xPrev,yPrev)) # check how many nodes on the tree does the new node overlaps with nodes_overlap_count = 0 for k in range(shape(V)[1]-1): robot_old_node = PolyShapes.Circle(self.radius,(V[1,k],V[2,k])) if robot_new_node.overlaps(robot_old_node): if abs(thetaPrev - V_theta[k]) < self.max_angle_overlap: nodes_overlap_count += 1 if nodes_overlap_count == 0 or (stuck > self.stuck_thres+1 and nodes_overlap_count < 2) or (stuck > self.stuck_thres+500): if stuck > self.stuck_thres+1: append_after_latest_node = False if (stuck > self.stuck_thres+500): stuck = 0 stuck = stuck - 20 # plotting if self.plotting == True: self.plotPoly(path_all,'b',1) if self.system_print == True: print "node connected" V = hstack((V,vstack((shape(V)[1],xPrev,yPrev)))) V_theta = hstack((V_theta,thetaPrev)) E = hstack((E,vstack((tree_index ,shape(V)[1]-1)))) Other = hstack((Other,vstack((self.velocity,omega)))) ##################### E should add omega and velocity connection_to_tree = True append_after_latest_node = True else: append_after_latest_node = False if self.system_print == True: print "node not connected. check goal point" else: append_after_latest_node = False return V,V_theta,E,Other,stuck,append_after_latest_node, connection_to_tree def orientation_bound(self,theta): """ make sure the returned angle is between 0 to 2*pi """ while theta > 2*pi or theta < 0: if theta > 2*pi: theta = theta - 2*pi else: theta = theta + 2*pi return theta def plotMap(self,mappedRegions): """ Plotting regions and obstacles with matplotlib.pyplot number: figure number (see on top) """ #if not plt.isinteractive(): # plt.ion() #plt.hold(True) if self.operate_system == 1: for regionName,regionPoly in mappedRegions.iteritems(): self.plotPoly(regionPoly,'k') plt.figure(1).canvas.draw() def plotPoly(self,c,string,w = 1): """ Plot polygons inside the boundary c = polygon to be plotted with matlabplot string = string that specify color w = width of the line plotting """ if bool(c): for i in range(len(c)): #toPlot = Polygon.Polygon(c.contour(i)) toPlot = Polygon.Polygon(c.contour(i)) & self.all if bool(toPlot): for j in range(len(toPlot)): #BoundPolyPoints = asarray(PolyUtils.pointList(toPlot.contour(j))) BoundPolyPoints = asarray(PolyUtils.pointList(Polygon.Polygon(toPlot.contour(j)))) if self.operate_system == 2: self.ax.plot(BoundPolyPoints[:,0],BoundPolyPoints[:,1],string,linewidth=w) self.ax.plot([BoundPolyPoints[-1,0],BoundPolyPoints[0,0]],[BoundPolyPoints[-1,1],BoundPolyPoints[0,1]],string,linewidth=w) else: plt.plot(BoundPolyPoints[:,0],BoundPolyPoints[:,1],string,linewidth=w) plt.plot([BoundPolyPoints[-1,0],BoundPolyPoints[0,0]],[BoundPolyPoints[-1,1],BoundPolyPoints[0,1]],string,linewidth=w) plt.figure(1).canvas.draw() def data_gen(self): #self.ax.cla() for regionName,regionPoly in self.map.iteritems(): self.plotPoly(regionPoly,'k') """ #for i in range(len(self.V)): if shape(V)[1] <= 2: plt.plot(( V[1,shape(V)[1]-1],q_g[0,0]),( V[2,shape(V)[1]-1],q_g[1,0]),'b') else: plt.plot(( V[1,E[0,shape(E)[1]-1]], V[1,shape(V)[1]-1],q_g[0,0]),( V[2,E[0,shape(E)[1]-1]], V[2,shape(V)[1]-1],q_g[1,0]),'b') self.plotPoly(self.realRobot, 'r') self.plotPoly(self.robot, 'b') """ pose = self.pose_handler.getPose() self.ax.plot(pose[0],pose[1],'bo') """ self.ax.plot(self.q_g[0],self.q_g[1],'ro') self.plotPoly(self.overlap,'g') self.plotPoly(self.m_line,'b') """ yield(pose[0],pose[1]) """ self.ax.plot(self.prev_follow[0],self.prev_follow[1],'ko') """ def jplot(self): ani = animation.FuncAnimation(self.fig, self.scope.update, self.data_gen) plt.show() class _Scope: def __init__(self, ax, motion, maxt=2, dt=0.02): self.i = 0 self.ax = ax self.line, = self.ax.plot(1) self.ax.set_ylim(0, 1) self.motion = motion def update(self,data): (data1) = self.motion.data_gen() a = data1.next() self.line.set_data(a) self.ax.relim() self.ax.autoscale() return self.line,
gpl-3.0
mhue/scikit-learn
benchmarks/bench_mnist.py
154
6006
""" ======================= 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-rat ------------------------------------------------------------ Nystroem-SVM 105.07s 0.91s 0.0227 ExtraTrees 48.20s 1.22s 0.0288 RandomForest 47.17s 1.21s 0.0304 SampledRBF-SVM 140.45s 0.84s 0.0486 CART 22.84s 0.16s 0.1214 dummy 0.01s 0.02s 0.8973 """ from __future__ import division, print_function # Author: Issam H. Laradji # Arnaud Joly <arnaud.v.joly@gmail.com> # 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 # 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)) } 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
rbharvs/mnd-learning
supervised.py
1
8636
import sys import parsetags import numpy as np from sklearn.feature_extraction.text import CountVectorizer from sklearn.feature_extraction.text import TfidfTransformer from sklearn.naive_bayes import MultinomialNB from sklearn import svm from sklearn.decomposition import PCA as PCA from mpl_toolkits.mplot3d import Axes3D import matplotlib.pyplot as plt import nltk from nltk.stem import LancasterStemmer import re def get_top_tags(segment_tags, n): tag_freqs = {} for tag_list in segment_tags.values(): for tag in tag_list: if tag not in tag_freqs: tag_freqs[tag] = 0 tag_freqs[tag] += 1 return ['NULL'] + sorted(tag_freqs.keys(), key=lambda x: tag_freqs[x])[-n:] def get_common_words(n=100): try: file_content = open(sys.argv[3]).read() common_words = nltk.word_tokenize(file_content) except IndexError: return None return set(common_words[:n]) def get_named_entities(): try: file_content = open(sys.argv[2]).read() named_entities = nltk.word_tokenize(file_content) except IndexError: return None return set(named_entities) def filter_segments(segment_tags, ntags): filtered_segtags = {} for segment in segment_tags: # np.random.shuffle(segment_tags[segment]) for tag in segment_tags[segment]: if tag not in ntags: continue filtered_segtags[segment] = ntags.index(tag) if segment not in filtered_segtags: filtered_segtags[segment] = 0 return filtered_segtags def increase_num_segments(segment_tags, n, length=1000): new_segment_tags = {} segments = sorted(segment_tags.keys(), key=len) lengths = np.array([len(seg) for seg in segments]) dist = lengths/np.sum(lengths) random_segments = np.random.choice(segments, size=n, p=dist) for segment in random_segments: new_segment = segment if len(new_segment) > length: index = np.random.randint(0, len(new_segment)-length) new_segment = new_segment[index:index+length] new_segment_tags[new_segment] = segment_tags[segment] return new_segment_tags def named_entity_reduction(segment_tags, named_entities, common_words): punctuation = [',', '.', "'", '?', ';', ':', '!', '(', ')', '`', '--' '\xe2', '\x80', '\x94', '\x99'] new_segments = [] segments = list(segment_tags.keys()) for segment in segments: new_segment = '' tokens = nltk.word_tokenize(segment) for token in tokens: if token in punctuation: continue if token.lower() in common_words: continue if token not in named_entities: continue new_segment += token + ' ' new_segments.append(new_segment) new_segment_tags = {} for i in range(len(segments)): new_segment_tags[new_segments[i]] = segment_tags[segments[i]] return new_segment_tags def stemming_reduction(segment_tags): punctuation = [',', '.', "'", '?', ';', ':', '!', '(', ')', '`', '--' '\xe2', '\x80', '\x94', '\x99'] new_segments = [] stemmer = LancasterStemmer() segments = list(segment_tags.keys()) for segment in segments: new_segment = '' segment = re.sub(r'[^\x00-\x7f]',r'', segment) tokens = nltk.word_tokenize(segment) for token in tokens: if token in punctuation: continue try: new_segment += stemmer.stem(token)+' ' except UnicodeDecodeError: new_segment += '' new_segments.append(new_segment) stemmed_segment_tags = {} for i in range(len(segments)): stemmed_segment_tags[new_segments[i]] = segment_tags[segments[i]] return stemmed_segment_tags def separate_segments(segment_tags, k): train = {} for segment in segment_tags.keys(): if np.random.random() < k: train[segment] = segment_tags.pop(segment) return train, segment_tags def bag_of_words(segment_tags, tfidf=False): #create matrix of word frequencies segments = list(segment_tags.keys()) vec = CountVectorizer() word_freqs = vec.fit_transform(segments).toarray() if tfidf: tfidf_transformer = TfidfTransformer() word_freqs = tfidf_transformer.fit_transform(word_freqs) labels = np.empty(shape=len(segments)) for i in range(len(segments)): labels[i] = segment_tags[segments[i]] return word_freqs, labels, segments def entity_bow(segment_tags, named_entities, common_words): punctuation = [',', '.', "'", '?', ';', ':', '!', '(', ')', '`', '--' '\xe2', '\x80', '\x94', '\x99'] new_segments = [] segments = list(segment_tags.keys()) for segment in segments: new_segment = '' tokens = nltk.word_tokenize(segment) for token in tokens: if token in punctuation: continue if token.lower() in common_words: continue if token not in named_entities: continue new_segment += token + ' ' new_segments.append(new_segment) vec = CountVectorizer() word_freqs = vec.fit_transform(new_segments).toarray() tfidf_transformer = TfidfTransformer() X_train_tfidf = tfidf_transformer.fit_transform(word_freqs) print(word_freqs.shape, X_train_tfidf.shape) labels = np.empty(shape=len(segments)) for i in range(len(segments)): labels[i] = segment_tags[segments[i]] return X_train_tfidf, labels, segments def pca_plot(Xtrain, ytrain): #binary classification case X_reduced = Xtrain pca = PCA(3) X_pca = pca.fit_transform(X_reduced) ax = plt.axes(projection='3d') for i in range(X_pca.shape[0]): if ytrain[i] == 1: ax.scatter(X_pca[i, 0], X_pca[i, 2], X_pca[i, 1], 'o', color='blue') else: ax.scatter(X_pca[i, 0], X_pca[i, 2], X_pca[i,1], 'x', color='red') plt.show() def randomize_order(X, y, segments): shuffled_segments = [] indices = np.arange(len(segments)) np.random.shuffle(indices) X, y = X[indices], y[indices] for i in indices: shuffled_segments.append(segments[i]) return X, y, segments def naive_bayes(segment_tags, k=0.5, normalize=False): X, y, segments = randomize_order(*bag_of_words(segment_tags, tfidf=normalize)) num_examples = len(segments) Xtest, ytest = X[int(k*num_examples):, :], y[int(k*num_examples):] Xtrain, ytrain = X[:int(k*num_examples), :], y[:int(k*num_examples)] nb_classifier = MultinomialNB().fit(Xtrain, ytrain) nb_predicted_tags = nb_classifier.predict(Xtest) nb_success_rate = np.mean(nb_predicted_tags == ytest) return 1-nb_success_rate def support_vector(segment_tags, k=0.5, normalize=False): X, y, segments = randomize_order(*bag_of_words(segment_tags, tfidf=normalize)) num_examples = len(segments) Xtest, ytest = X[int(k*num_examples):, :], y[int(k*num_examples):] Xtrain, ytrain = X[:int(k*num_examples), :], y[:int(k*num_examples)] svm_classifier = svm.SVC() svm_classifier.fit(Xtrain, ytrain) svm_predicted_tags = svm_classifier.predict(Xtest) svm_success_rate = np.mean(svm_predicted_tags == ytest) return 1-svm_success_rate if __name__ == "__main__": orig_segment_tags = parsetags.parse_tags(sys.argv[1]) common_words = get_common_words() named_entities = get_named_entities() for sample_size in ['BIG']: if sample_size == 'BIG': segment_tags = increase_num_segments(orig_segment_tags, 3000, length=1000) orig_segment_tags = segment_tags for text_features in ['REGULAR', 'STEMMED', 'NAMED']: if text_features == 'STEMMED': segment_tags = stemming_reduction(orig_segment_tags) if text_features == 'NAMED': segment_tags = named_entity_reduction(orig_segment_tags, named_entities, common_words) for freq_feature in ['COUNT', 'TFIDF']: # ntags = get_top_tags(segment_tags, 7) print(sample_size, text_features, freq_feature) ntags = ['ETA', 'EHDRH', 'AFR'] filtered_segtags = filter_segments(segment_tags, ntags) with open('Results/' + sample_size + '_' + text_features + '_' + freq_feature + '.txt', 'w') as f: for i in range(100): f.write(str(naive_bayes(filtered_segtags, normalize=(freq_feature is 'TFIDF'))) + '\n') # segment_tags = parsetags.parse_tags(sys.argv[1]) # big_segment_tags = increase_num_segments(segment_tags, 3000, length=1000) # ntags = get_top_tags(segment_tags, 7) # for # # ntags = ['NULL', 'ETA', 'EHDRH', 'AFR'] # common_words = get_common_words() # named_entities = get_named_entities() # filtered_segtags = filter_segments(segment_tags, ntags) # #entity_bow(filtered_segtags, named_entities, common_words) # naive_bayes(filtered_segtags, named_entities, common_words, features=entity_bow) # naive_bayes(filtered_segtags) # support_vector(filtered_segtags) # predicted_tags = [ntags[int(np.round(nb_predicted_tags[i]))] for i in range(len(svm_predicted_tags))] # count = 0 # print(ntags) # for i in range(len(predicted_tags)): # if predicted_tags[i] == 'NULL': # if all(tag not in segment_tags[shuffled_segments[i]] for tag in ntags): # count += 1 # else: # if predicted_tags[i] in segment_tags[shuffled_segments[i]]: # count += 1 # print(count/len(predicted_tags))
mit
huobaowangxi/scikit-learn
sklearn/decomposition/dict_learning.py
83
44062
""" Dictionary learning """ from __future__ import print_function # Author: Vlad Niculae, Gael Varoquaux, Alexandre Gramfort # License: BSD 3 clause import time import sys import itertools from math import sqrt, ceil import numpy as np from scipy import linalg from numpy.lib.stride_tricks import as_strided from ..base import BaseEstimator, TransformerMixin from ..externals.joblib import Parallel, delayed, cpu_count from ..externals.six.moves import zip from ..utils import (check_array, check_random_state, gen_even_slices, gen_batches, _get_n_jobs) from ..utils.extmath import randomized_svd, row_norms from ..utils.validation import check_is_fitted from ..linear_model import Lasso, orthogonal_mp_gram, LassoLars, Lars def _sparse_encode(X, dictionary, gram, cov=None, algorithm='lasso_lars', regularization=None, copy_cov=True, init=None, max_iter=1000): """Generic sparse coding Each column of the result is the solution to a Lasso problem. Parameters ---------- X: array of shape (n_samples, n_features) Data matrix. dictionary: array of shape (n_components, n_features) The dictionary matrix against which to solve the sparse coding of the data. Some of the algorithms assume normalized rows. gram: None | array, shape=(n_components, n_components) Precomputed Gram matrix, dictionary * dictionary' gram can be None if method is 'threshold'. cov: array, shape=(n_components, n_samples) Precomputed covariance, dictionary * X' algorithm: {'lasso_lars', 'lasso_cd', 'lars', 'omp', 'threshold'} lars: uses the least angle regression method (linear_model.lars_path) lasso_lars: uses Lars to compute the Lasso solution lasso_cd: uses the coordinate descent method to compute the Lasso solution (linear_model.Lasso). lasso_lars will be faster if the estimated components are sparse. omp: uses orthogonal matching pursuit to estimate the sparse solution threshold: squashes to zero all coefficients less than regularization from the projection dictionary * data' regularization : int | float The regularization parameter. It corresponds to alpha when algorithm is 'lasso_lars', 'lasso_cd' or 'threshold'. Otherwise it corresponds to n_nonzero_coefs. init: array of shape (n_samples, n_components) Initialization value of the sparse code. Only used if `algorithm='lasso_cd'`. max_iter: int, 1000 by default Maximum number of iterations to perform if `algorithm='lasso_cd'`. copy_cov: boolean, optional Whether to copy the precomputed covariance matrix; if False, it may be overwritten. Returns ------- code: array of shape (n_components, n_features) The sparse codes See also -------- sklearn.linear_model.lars_path sklearn.linear_model.orthogonal_mp sklearn.linear_model.Lasso SparseCoder """ if X.ndim == 1: X = X[:, np.newaxis] n_samples, n_features = X.shape if cov is None and algorithm != 'lasso_cd': # overwriting cov is safe copy_cov = False cov = np.dot(dictionary, X.T) if algorithm == 'lasso_lars': alpha = float(regularization) / n_features # account for scaling try: err_mgt = np.seterr(all='ignore') lasso_lars = LassoLars(alpha=alpha, fit_intercept=False, verbose=False, normalize=False, precompute=gram, fit_path=False) lasso_lars.fit(dictionary.T, X.T, Xy=cov) new_code = lasso_lars.coef_ finally: np.seterr(**err_mgt) elif algorithm == 'lasso_cd': alpha = float(regularization) / n_features # account for scaling clf = Lasso(alpha=alpha, fit_intercept=False, precompute=gram, max_iter=max_iter, warm_start=True) clf.coef_ = init clf.fit(dictionary.T, X.T) new_code = clf.coef_ elif algorithm == 'lars': try: err_mgt = np.seterr(all='ignore') lars = Lars(fit_intercept=False, verbose=False, normalize=False, precompute=gram, n_nonzero_coefs=int(regularization), fit_path=False) lars.fit(dictionary.T, X.T, Xy=cov) new_code = lars.coef_ finally: np.seterr(**err_mgt) elif algorithm == 'threshold': new_code = ((np.sign(cov) * np.maximum(np.abs(cov) - regularization, 0)).T) elif algorithm == 'omp': new_code = orthogonal_mp_gram(gram, cov, regularization, None, row_norms(X, squared=True), copy_Xy=copy_cov).T else: raise ValueError('Sparse coding method must be "lasso_lars" ' '"lasso_cd", "lasso", "threshold" or "omp", got %s.' % algorithm) return new_code # XXX : could be moved to the linear_model module def sparse_encode(X, dictionary, gram=None, cov=None, algorithm='lasso_lars', n_nonzero_coefs=None, alpha=None, copy_cov=True, init=None, max_iter=1000, n_jobs=1): """Sparse coding Each row of the result is the solution to a sparse coding problem. The goal is to find a sparse array `code` such that:: X ~= code * dictionary Read more in the :ref:`User Guide <SparseCoder>`. Parameters ---------- X: array of shape (n_samples, n_features) Data matrix dictionary: array of shape (n_components, n_features) The dictionary matrix against which to solve the sparse coding of the data. Some of the algorithms assume normalized rows for meaningful output. gram: array, shape=(n_components, n_components) Precomputed Gram matrix, dictionary * dictionary' cov: array, shape=(n_components, n_samples) Precomputed covariance, dictionary' * X algorithm: {'lasso_lars', 'lasso_cd', 'lars', 'omp', 'threshold'} lars: uses the least angle regression method (linear_model.lars_path) lasso_lars: uses Lars to compute the Lasso solution lasso_cd: uses the coordinate descent method to compute the Lasso solution (linear_model.Lasso). lasso_lars will be faster if the estimated components are sparse. omp: uses orthogonal matching pursuit to estimate the sparse solution threshold: squashes to zero all coefficients less than alpha from the projection dictionary * X' n_nonzero_coefs: int, 0.1 * n_features by default Number of nonzero coefficients to target in each column of the solution. This is only used by `algorithm='lars'` and `algorithm='omp'` and is overridden by `alpha` in the `omp` case. alpha: float, 1. by default If `algorithm='lasso_lars'` or `algorithm='lasso_cd'`, `alpha` is the penalty applied to the L1 norm. If `algorithm='threhold'`, `alpha` is the absolute value of the threshold below which coefficients will be squashed to zero. If `algorithm='omp'`, `alpha` is the tolerance parameter: the value of the reconstruction error targeted. In this case, it overrides `n_nonzero_coefs`. init: array of shape (n_samples, n_components) Initialization value of the sparse codes. Only used if `algorithm='lasso_cd'`. max_iter: int, 1000 by default Maximum number of iterations to perform if `algorithm='lasso_cd'`. copy_cov: boolean, optional Whether to copy the precomputed covariance matrix; if False, it may be overwritten. n_jobs: int, optional Number of parallel jobs to run. Returns ------- code: array of shape (n_samples, n_components) The sparse codes See also -------- sklearn.linear_model.lars_path sklearn.linear_model.orthogonal_mp sklearn.linear_model.Lasso SparseCoder """ dictionary = check_array(dictionary) X = check_array(X) n_samples, n_features = X.shape n_components = dictionary.shape[0] if gram is None and algorithm != 'threshold': gram = np.dot(dictionary, dictionary.T) if cov is None: copy_cov = False cov = np.dot(dictionary, X.T) if algorithm in ('lars', 'omp'): regularization = n_nonzero_coefs if regularization is None: regularization = min(max(n_features / 10, 1), n_components) else: regularization = alpha if regularization is None: regularization = 1. if n_jobs == 1 or algorithm == 'threshold': return _sparse_encode(X, dictionary, gram, cov=cov, algorithm=algorithm, regularization=regularization, copy_cov=copy_cov, init=init, max_iter=max_iter) # Enter parallel code block code = np.empty((n_samples, n_components)) slices = list(gen_even_slices(n_samples, _get_n_jobs(n_jobs))) code_views = Parallel(n_jobs=n_jobs)( delayed(_sparse_encode)( X[this_slice], dictionary, gram, cov[:, this_slice], algorithm, regularization=regularization, copy_cov=copy_cov, init=init[this_slice] if init is not None else None, max_iter=max_iter) for this_slice in slices) for this_slice, this_view in zip(slices, code_views): code[this_slice] = this_view return code def _update_dict(dictionary, Y, code, verbose=False, return_r2=False, random_state=None): """Update the dense dictionary factor in place. Parameters ---------- dictionary: array of shape (n_features, n_components) Value of the dictionary at the previous iteration. Y: array of shape (n_features, n_samples) Data matrix. code: array of shape (n_components, n_samples) Sparse coding of the data against which to optimize the dictionary. verbose: Degree of output the procedure will print. return_r2: bool Whether to compute and return the residual sum of squares corresponding to the computed solution. random_state: int or RandomState Pseudo number generator state used for random sampling. Returns ------- dictionary: array of shape (n_features, n_components) Updated dictionary. """ n_components = len(code) n_samples = Y.shape[0] random_state = check_random_state(random_state) # Residuals, computed 'in-place' for efficiency R = -np.dot(dictionary, code) R += Y R = np.asfortranarray(R) ger, = linalg.get_blas_funcs(('ger',), (dictionary, code)) for k in range(n_components): # R <- 1.0 * U_k * V_k^T + R R = ger(1.0, dictionary[:, k], code[k, :], a=R, overwrite_a=True) dictionary[:, k] = np.dot(R, code[k, :].T) # Scale k'th atom atom_norm_square = np.dot(dictionary[:, k], dictionary[:, k]) if atom_norm_square < 1e-20: if verbose == 1: sys.stdout.write("+") sys.stdout.flush() elif verbose: print("Adding new random atom") dictionary[:, k] = random_state.randn(n_samples) # Setting corresponding coefs to 0 code[k, :] = 0.0 dictionary[:, k] /= sqrt(np.dot(dictionary[:, k], dictionary[:, k])) else: dictionary[:, k] /= sqrt(atom_norm_square) # R <- -1.0 * U_k * V_k^T + R R = ger(-1.0, dictionary[:, k], code[k, :], a=R, overwrite_a=True) if return_r2: R **= 2 # R is fortran-ordered. For numpy version < 1.6, sum does not # follow the quick striding first, and is thus inefficient on # fortran ordered data. We take a flat view of the data with no # striding R = as_strided(R, shape=(R.size, ), strides=(R.dtype.itemsize,)) R = np.sum(R) return dictionary, R return dictionary def dict_learning(X, n_components, alpha, max_iter=100, tol=1e-8, method='lars', n_jobs=1, dict_init=None, code_init=None, callback=None, verbose=False, random_state=None, return_n_iter=False): """Solves a dictionary learning matrix factorization problem. Finds the best dictionary and the corresponding sparse code for approximating the data matrix X by solving:: (U^*, V^*) = argmin 0.5 || X - U V ||_2^2 + alpha * || U ||_1 (U,V) with || V_k ||_2 = 1 for all 0 <= k < n_components where V is the dictionary and U is the sparse code. Read more in the :ref:`User Guide <DictionaryLearning>`. Parameters ---------- X: array of shape (n_samples, n_features) Data matrix. n_components: int, Number of dictionary atoms to extract. alpha: int, Sparsity controlling parameter. max_iter: int, Maximum number of iterations to perform. tol: float, Tolerance for the stopping condition. method: {'lars', 'cd'} lars: uses the least angle regression method to solve the lasso problem (linear_model.lars_path) cd: uses the coordinate descent method to compute the Lasso solution (linear_model.Lasso). Lars will be faster if the estimated components are sparse. n_jobs: int, Number of parallel jobs to run, or -1 to autodetect. dict_init: array of shape (n_components, n_features), Initial value for the dictionary for warm restart scenarios. code_init: array of shape (n_samples, n_components), Initial value for the sparse code for warm restart scenarios. callback: Callable that gets invoked every five iterations. verbose: Degree of output the procedure will print. random_state: int or RandomState Pseudo number generator state used for random sampling. return_n_iter : bool Whether or not to return the number of iterations. Returns ------- code: array of shape (n_samples, n_components) The sparse code factor in the matrix factorization. dictionary: array of shape (n_components, n_features), The dictionary factor in the matrix factorization. errors: array Vector of errors at each iteration. n_iter : int Number of iterations run. Returned only if `return_n_iter` is set to True. See also -------- dict_learning_online DictionaryLearning MiniBatchDictionaryLearning SparsePCA MiniBatchSparsePCA """ if method not in ('lars', 'cd'): raise ValueError('Coding method %r not supported as a fit algorithm.' % method) method = 'lasso_' + method t0 = time.time() # Avoid integer division problems alpha = float(alpha) random_state = check_random_state(random_state) if n_jobs == -1: n_jobs = cpu_count() # Init the code and the dictionary with SVD of Y if code_init is not None and dict_init is not None: code = np.array(code_init, order='F') # Don't copy V, it will happen below dictionary = dict_init else: code, S, dictionary = linalg.svd(X, full_matrices=False) dictionary = S[:, np.newaxis] * dictionary r = len(dictionary) if n_components <= r: # True even if n_components=None code = code[:, :n_components] dictionary = dictionary[:n_components, :] else: code = np.c_[code, np.zeros((len(code), n_components - r))] dictionary = np.r_[dictionary, np.zeros((n_components - r, dictionary.shape[1]))] # Fortran-order dict, as we are going to access its row vectors dictionary = np.array(dictionary, order='F') residuals = 0 errors = [] current_cost = np.nan if verbose == 1: print('[dict_learning]', end=' ') # If max_iter is 0, number of iterations returned should be zero ii = -1 for ii in range(max_iter): dt = (time.time() - t0) if verbose == 1: sys.stdout.write(".") sys.stdout.flush() elif verbose: print ("Iteration % 3i " "(elapsed time: % 3is, % 4.1fmn, current cost % 7.3f)" % (ii, dt, dt / 60, current_cost)) # Update code code = sparse_encode(X, dictionary, algorithm=method, alpha=alpha, init=code, n_jobs=n_jobs) # Update dictionary dictionary, residuals = _update_dict(dictionary.T, X.T, code.T, verbose=verbose, return_r2=True, random_state=random_state) dictionary = dictionary.T # Cost function current_cost = 0.5 * residuals + alpha * np.sum(np.abs(code)) errors.append(current_cost) if ii > 0: dE = errors[-2] - errors[-1] # assert(dE >= -tol * errors[-1]) if dE < tol * errors[-1]: if verbose == 1: # A line return print("") elif verbose: print("--- Convergence reached after %d iterations" % ii) break if ii % 5 == 0 and callback is not None: callback(locals()) if return_n_iter: return code, dictionary, errors, ii + 1 else: return code, dictionary, errors def dict_learning_online(X, n_components=2, alpha=1, n_iter=100, return_code=True, dict_init=None, callback=None, batch_size=3, verbose=False, shuffle=True, n_jobs=1, method='lars', iter_offset=0, random_state=None, return_inner_stats=False, inner_stats=None, return_n_iter=False): """Solves a dictionary learning matrix factorization problem online. Finds the best dictionary and the corresponding sparse code for approximating the data matrix X by solving:: (U^*, V^*) = argmin 0.5 || X - U V ||_2^2 + alpha * || U ||_1 (U,V) with || V_k ||_2 = 1 for all 0 <= k < n_components where V is the dictionary and U is the sparse code. This is accomplished by repeatedly iterating over mini-batches by slicing the input data. Read more in the :ref:`User Guide <DictionaryLearning>`. Parameters ---------- X: array of shape (n_samples, n_features) Data matrix. n_components : int, Number of dictionary atoms to extract. alpha : float, Sparsity controlling parameter. n_iter : int, Number of iterations to perform. return_code : boolean, Whether to also return the code U or just the dictionary V. dict_init : array of shape (n_components, n_features), Initial value for the dictionary for warm restart scenarios. callback : Callable that gets invoked every five iterations. batch_size : int, The number of samples to take in each batch. verbose : Degree of output the procedure will print. shuffle : boolean, Whether to shuffle the data before splitting it in batches. n_jobs : int, Number of parallel jobs to run, or -1 to autodetect. method : {'lars', 'cd'} lars: uses the least angle regression method to solve the lasso problem (linear_model.lars_path) cd: uses the coordinate descent method to compute the Lasso solution (linear_model.Lasso). Lars will be faster if the estimated components are sparse. iter_offset : int, default 0 Number of previous iterations completed on the dictionary used for initialization. random_state : int or RandomState Pseudo number generator state used for random sampling. return_inner_stats : boolean, optional Return the inner statistics A (dictionary covariance) and B (data approximation). Useful to restart the algorithm in an online setting. If return_inner_stats is True, return_code is ignored inner_stats : tuple of (A, B) ndarrays Inner sufficient statistics that are kept by the algorithm. Passing them at initialization is useful in online settings, to avoid loosing the history of the evolution. A (n_components, n_components) is the dictionary covariance matrix. B (n_features, n_components) is the data approximation matrix return_n_iter : bool Whether or not to return the number of iterations. Returns ------- code : array of shape (n_samples, n_components), the sparse code (only returned if `return_code=True`) dictionary : array of shape (n_components, n_features), the solutions to the dictionary learning problem n_iter : int Number of iterations run. Returned only if `return_n_iter` is set to `True`. See also -------- dict_learning DictionaryLearning MiniBatchDictionaryLearning SparsePCA MiniBatchSparsePCA """ if n_components is None: n_components = X.shape[1] if method not in ('lars', 'cd'): raise ValueError('Coding method not supported as a fit algorithm.') method = 'lasso_' + method t0 = time.time() n_samples, n_features = X.shape # Avoid integer division problems alpha = float(alpha) random_state = check_random_state(random_state) if n_jobs == -1: n_jobs = cpu_count() # Init V with SVD of X if dict_init is not None: dictionary = dict_init else: _, S, dictionary = randomized_svd(X, n_components, random_state=random_state) dictionary = S[:, np.newaxis] * dictionary r = len(dictionary) if n_components <= r: dictionary = dictionary[:n_components, :] else: dictionary = np.r_[dictionary, np.zeros((n_components - r, dictionary.shape[1]))] dictionary = np.ascontiguousarray(dictionary.T) if verbose == 1: print('[dict_learning]', end=' ') if shuffle: X_train = X.copy() random_state.shuffle(X_train) else: X_train = X batches = gen_batches(n_samples, batch_size) batches = itertools.cycle(batches) # The covariance of the dictionary if inner_stats is None: A = np.zeros((n_components, n_components)) # The data approximation B = np.zeros((n_features, n_components)) else: A = inner_stats[0].copy() B = inner_stats[1].copy() # If n_iter is zero, we need to return zero. ii = iter_offset - 1 for ii, batch in zip(range(iter_offset, iter_offset + n_iter), batches): this_X = X_train[batch] dt = (time.time() - t0) if verbose == 1: sys.stdout.write(".") sys.stdout.flush() elif verbose: if verbose > 10 or ii % ceil(100. / verbose) == 0: print ("Iteration % 3i (elapsed time: % 3is, % 4.1fmn)" % (ii, dt, dt / 60)) this_code = sparse_encode(this_X, dictionary.T, algorithm=method, alpha=alpha, n_jobs=n_jobs).T # Update the auxiliary variables if ii < batch_size - 1: theta = float((ii + 1) * batch_size) else: theta = float(batch_size ** 2 + ii + 1 - batch_size) beta = (theta + 1 - batch_size) / (theta + 1) A *= beta A += np.dot(this_code, this_code.T) B *= beta B += np.dot(this_X.T, this_code.T) # Update dictionary dictionary = _update_dict(dictionary, B, A, verbose=verbose, random_state=random_state) # XXX: Can the residuals be of any use? # Maybe we need a stopping criteria based on the amount of # modification in the dictionary if callback is not None: callback(locals()) if return_inner_stats: if return_n_iter: return dictionary.T, (A, B), ii - iter_offset + 1 else: return dictionary.T, (A, B) if return_code: if verbose > 1: print('Learning code...', end=' ') elif verbose == 1: print('|', end=' ') code = sparse_encode(X, dictionary.T, algorithm=method, alpha=alpha, n_jobs=n_jobs) if verbose > 1: dt = (time.time() - t0) print('done (total time: % 3is, % 4.1fmn)' % (dt, dt / 60)) if return_n_iter: return code, dictionary.T, ii - iter_offset + 1 else: return code, dictionary.T if return_n_iter: return dictionary.T, ii - iter_offset + 1 else: return dictionary.T class SparseCodingMixin(TransformerMixin): """Sparse coding mixin""" def _set_sparse_coding_params(self, n_components, transform_algorithm='omp', transform_n_nonzero_coefs=None, transform_alpha=None, split_sign=False, n_jobs=1): self.n_components = n_components self.transform_algorithm = transform_algorithm self.transform_n_nonzero_coefs = transform_n_nonzero_coefs self.transform_alpha = transform_alpha self.split_sign = split_sign self.n_jobs = n_jobs def transform(self, X, y=None): """Encode the data as a sparse combination of the dictionary atoms. Coding method is determined by the object parameter `transform_algorithm`. Parameters ---------- X : array of shape (n_samples, n_features) Test data to be transformed, must have the same number of features as the data used to train the model. Returns ------- X_new : array, shape (n_samples, n_components) Transformed data """ check_is_fitted(self, 'components_') # XXX : kwargs is not documented X = check_array(X) n_samples, n_features = X.shape code = sparse_encode( X, self.components_, algorithm=self.transform_algorithm, n_nonzero_coefs=self.transform_n_nonzero_coefs, alpha=self.transform_alpha, n_jobs=self.n_jobs) if self.split_sign: # feature vector is split into a positive and negative side n_samples, n_features = code.shape split_code = np.empty((n_samples, 2 * n_features)) split_code[:, :n_features] = np.maximum(code, 0) split_code[:, n_features:] = -np.minimum(code, 0) code = split_code return code class SparseCoder(BaseEstimator, SparseCodingMixin): """Sparse coding Finds a sparse representation of data against a fixed, precomputed dictionary. Each row of the result is the solution to a sparse coding problem. The goal is to find a sparse array `code` such that:: X ~= code * dictionary Read more in the :ref:`User Guide <SparseCoder>`. Parameters ---------- dictionary : array, [n_components, n_features] The dictionary atoms used for sparse coding. Lines are assumed to be normalized to unit norm. transform_algorithm : {'lasso_lars', 'lasso_cd', 'lars', 'omp', \ 'threshold'} Algorithm used to transform the data: lars: uses the least angle regression method (linear_model.lars_path) lasso_lars: uses Lars to compute the Lasso solution lasso_cd: uses the coordinate descent method to compute the Lasso solution (linear_model.Lasso). lasso_lars will be faster if the estimated components are sparse. omp: uses orthogonal matching pursuit to estimate the sparse solution threshold: squashes to zero all coefficients less than alpha from the projection ``dictionary * X'`` transform_n_nonzero_coefs : int, ``0.1 * n_features`` by default Number of nonzero coefficients to target in each column of the solution. This is only used by `algorithm='lars'` and `algorithm='omp'` and is overridden by `alpha` in the `omp` case. transform_alpha : float, 1. by default If `algorithm='lasso_lars'` or `algorithm='lasso_cd'`, `alpha` is the penalty applied to the L1 norm. If `algorithm='threshold'`, `alpha` is the absolute value of the threshold below which coefficients will be squashed to zero. If `algorithm='omp'`, `alpha` is the tolerance parameter: the value of the reconstruction error targeted. In this case, it overrides `n_nonzero_coefs`. split_sign : bool, False by default Whether to split the sparse feature vector into the concatenation of its negative part and its positive part. This can improve the performance of downstream classifiers. n_jobs : int, number of parallel jobs to run Attributes ---------- components_ : array, [n_components, n_features] The unchanged dictionary atoms See also -------- DictionaryLearning MiniBatchDictionaryLearning SparsePCA MiniBatchSparsePCA sparse_encode """ def __init__(self, dictionary, transform_algorithm='omp', transform_n_nonzero_coefs=None, transform_alpha=None, split_sign=False, n_jobs=1): self._set_sparse_coding_params(dictionary.shape[0], transform_algorithm, transform_n_nonzero_coefs, transform_alpha, split_sign, n_jobs) self.components_ = dictionary def fit(self, X, y=None): """Do nothing and return the estimator unchanged This method is just there to implement the usual API and hence work in pipelines. """ return self class DictionaryLearning(BaseEstimator, SparseCodingMixin): """Dictionary learning Finds a dictionary (a set of atoms) that can best be used to represent data using a sparse code. Solves the optimization problem:: (U^*,V^*) = argmin 0.5 || Y - U V ||_2^2 + alpha * || U ||_1 (U,V) with || V_k ||_2 = 1 for all 0 <= k < n_components Read more in the :ref:`User Guide <DictionaryLearning>`. Parameters ---------- n_components : int, number of dictionary elements to extract alpha : float, sparsity controlling parameter max_iter : int, maximum number of iterations to perform tol : float, tolerance for numerical error fit_algorithm : {'lars', 'cd'} lars: uses the least angle regression method to solve the lasso problem (linear_model.lars_path) cd: uses the coordinate descent method to compute the Lasso solution (linear_model.Lasso). Lars will be faster if the estimated components are sparse. transform_algorithm : {'lasso_lars', 'lasso_cd', 'lars', 'omp', \ 'threshold'} Algorithm used to transform the data lars: uses the least angle regression method (linear_model.lars_path) lasso_lars: uses Lars to compute the Lasso solution lasso_cd: uses the coordinate descent method to compute the Lasso solution (linear_model.Lasso). lasso_lars will be faster if the estimated components are sparse. omp: uses orthogonal matching pursuit to estimate the sparse solution threshold: squashes to zero all coefficients less than alpha from the projection ``dictionary * X'`` transform_n_nonzero_coefs : int, ``0.1 * n_features`` by default Number of nonzero coefficients to target in each column of the solution. This is only used by `algorithm='lars'` and `algorithm='omp'` and is overridden by `alpha` in the `omp` case. transform_alpha : float, 1. by default If `algorithm='lasso_lars'` or `algorithm='lasso_cd'`, `alpha` is the penalty applied to the L1 norm. If `algorithm='threshold'`, `alpha` is the absolute value of the threshold below which coefficients will be squashed to zero. If `algorithm='omp'`, `alpha` is the tolerance parameter: the value of the reconstruction error targeted. In this case, it overrides `n_nonzero_coefs`. split_sign : bool, False by default Whether to split the sparse feature vector into the concatenation of its negative part and its positive part. This can improve the performance of downstream classifiers. n_jobs : int, number of parallel jobs to run code_init : array of shape (n_samples, n_components), initial value for the code, for warm restart dict_init : array of shape (n_components, n_features), initial values for the dictionary, for warm restart verbose : degree of verbosity of the printed output random_state : int or RandomState Pseudo number generator state used for random sampling. Attributes ---------- components_ : array, [n_components, n_features] dictionary atoms extracted from the data error_ : array vector of errors at each iteration n_iter_ : int Number of iterations run. Notes ----- **References:** J. Mairal, F. Bach, J. Ponce, G. Sapiro, 2009: Online dictionary learning for sparse coding (http://www.di.ens.fr/sierra/pdfs/icml09.pdf) See also -------- SparseCoder MiniBatchDictionaryLearning SparsePCA MiniBatchSparsePCA """ def __init__(self, n_components=None, alpha=1, max_iter=1000, tol=1e-8, fit_algorithm='lars', transform_algorithm='omp', transform_n_nonzero_coefs=None, transform_alpha=None, n_jobs=1, code_init=None, dict_init=None, verbose=False, split_sign=False, random_state=None): self._set_sparse_coding_params(n_components, transform_algorithm, transform_n_nonzero_coefs, transform_alpha, split_sign, n_jobs) self.alpha = alpha self.max_iter = max_iter self.tol = tol self.fit_algorithm = fit_algorithm self.code_init = code_init self.dict_init = dict_init self.verbose = verbose self.random_state = random_state def fit(self, X, y=None): """Fit the model from data in X. Parameters ---------- X: array-like, shape (n_samples, n_features) Training vector, where n_samples in the number of samples and n_features is the number of features. Returns ------- self: object Returns the object itself """ random_state = check_random_state(self.random_state) X = check_array(X) if self.n_components is None: n_components = X.shape[1] else: n_components = self.n_components V, U, E, self.n_iter_ = dict_learning( X, n_components, self.alpha, tol=self.tol, max_iter=self.max_iter, method=self.fit_algorithm, n_jobs=self.n_jobs, code_init=self.code_init, dict_init=self.dict_init, verbose=self.verbose, random_state=random_state, return_n_iter=True) self.components_ = U self.error_ = E return self class MiniBatchDictionaryLearning(BaseEstimator, SparseCodingMixin): """Mini-batch dictionary learning Finds a dictionary (a set of atoms) that can best be used to represent data using a sparse code. Solves the optimization problem:: (U^*,V^*) = argmin 0.5 || Y - U V ||_2^2 + alpha * || U ||_1 (U,V) with || V_k ||_2 = 1 for all 0 <= k < n_components Read more in the :ref:`User Guide <DictionaryLearning>`. Parameters ---------- n_components : int, number of dictionary elements to extract alpha : float, sparsity controlling parameter n_iter : int, total number of iterations to perform fit_algorithm : {'lars', 'cd'} lars: uses the least angle regression method to solve the lasso problem (linear_model.lars_path) cd: uses the coordinate descent method to compute the Lasso solution (linear_model.Lasso). Lars will be faster if the estimated components are sparse. transform_algorithm : {'lasso_lars', 'lasso_cd', 'lars', 'omp', \ 'threshold'} Algorithm used to transform the data. lars: uses the least angle regression method (linear_model.lars_path) lasso_lars: uses Lars to compute the Lasso solution lasso_cd: uses the coordinate descent method to compute the Lasso solution (linear_model.Lasso). lasso_lars will be faster if the estimated components are sparse. omp: uses orthogonal matching pursuit to estimate the sparse solution threshold: squashes to zero all coefficients less than alpha from the projection dictionary * X' transform_n_nonzero_coefs : int, ``0.1 * n_features`` by default Number of nonzero coefficients to target in each column of the solution. This is only used by `algorithm='lars'` and `algorithm='omp'` and is overridden by `alpha` in the `omp` case. transform_alpha : float, 1. by default If `algorithm='lasso_lars'` or `algorithm='lasso_cd'`, `alpha` is the penalty applied to the L1 norm. If `algorithm='threshold'`, `alpha` is the absolute value of the threshold below which coefficients will be squashed to zero. If `algorithm='omp'`, `alpha` is the tolerance parameter: the value of the reconstruction error targeted. In this case, it overrides `n_nonzero_coefs`. split_sign : bool, False by default Whether to split the sparse feature vector into the concatenation of its negative part and its positive part. This can improve the performance of downstream classifiers. n_jobs : int, number of parallel jobs to run dict_init : array of shape (n_components, n_features), initial value of the dictionary for warm restart scenarios verbose : degree of verbosity of the printed output batch_size : int, number of samples in each mini-batch shuffle : bool, whether to shuffle the samples before forming batches random_state : int or RandomState Pseudo number generator state used for random sampling. Attributes ---------- components_ : array, [n_components, n_features] components extracted from the data inner_stats_ : tuple of (A, B) ndarrays Internal sufficient statistics that are kept by the algorithm. Keeping them is useful in online settings, to avoid loosing the history of the evolution, but they shouldn't have any use for the end user. A (n_components, n_components) is the dictionary covariance matrix. B (n_features, n_components) is the data approximation matrix n_iter_ : int Number of iterations run. Notes ----- **References:** J. Mairal, F. Bach, J. Ponce, G. Sapiro, 2009: Online dictionary learning for sparse coding (http://www.di.ens.fr/sierra/pdfs/icml09.pdf) See also -------- SparseCoder DictionaryLearning SparsePCA MiniBatchSparsePCA """ def __init__(self, n_components=None, alpha=1, n_iter=1000, fit_algorithm='lars', n_jobs=1, batch_size=3, shuffle=True, dict_init=None, transform_algorithm='omp', transform_n_nonzero_coefs=None, transform_alpha=None, verbose=False, split_sign=False, random_state=None): self._set_sparse_coding_params(n_components, transform_algorithm, transform_n_nonzero_coefs, transform_alpha, split_sign, n_jobs) self.alpha = alpha self.n_iter = n_iter self.fit_algorithm = fit_algorithm self.dict_init = dict_init self.verbose = verbose self.shuffle = shuffle self.batch_size = batch_size self.split_sign = split_sign self.random_state = random_state def fit(self, X, y=None): """Fit the model from data in X. Parameters ---------- X: array-like, shape (n_samples, n_features) Training vector, where n_samples in the number of samples and n_features is the number of features. Returns ------- self : object Returns the instance itself. """ random_state = check_random_state(self.random_state) X = check_array(X) U, (A, B), self.n_iter_ = dict_learning_online( X, self.n_components, self.alpha, n_iter=self.n_iter, return_code=False, method=self.fit_algorithm, n_jobs=self.n_jobs, dict_init=self.dict_init, batch_size=self.batch_size, shuffle=self.shuffle, verbose=self.verbose, random_state=random_state, return_inner_stats=True, return_n_iter=True) self.components_ = U # Keep track of the state of the algorithm to be able to do # some online fitting (partial_fit) self.inner_stats_ = (A, B) self.iter_offset_ = self.n_iter return self def partial_fit(self, X, y=None, iter_offset=None): """Updates the model using the data in X as a mini-batch. Parameters ---------- X: array-like, shape (n_samples, n_features) Training vector, where n_samples in the number of samples and n_features is the number of features. iter_offset: integer, optional The number of iteration on data batches that has been performed before this call to partial_fit. This is optional: if no number is passed, the memory of the object is used. Returns ------- self : object Returns the instance itself. """ if not hasattr(self, 'random_state_'): self.random_state_ = check_random_state(self.random_state) X = check_array(X) if hasattr(self, 'components_'): dict_init = self.components_ else: dict_init = self.dict_init inner_stats = getattr(self, 'inner_stats_', None) if iter_offset is None: iter_offset = getattr(self, 'iter_offset_', 0) U, (A, B) = dict_learning_online( X, self.n_components, self.alpha, n_iter=self.n_iter, method=self.fit_algorithm, n_jobs=self.n_jobs, dict_init=dict_init, batch_size=len(X), shuffle=False, verbose=self.verbose, return_code=False, iter_offset=iter_offset, random_state=self.random_state_, return_inner_stats=True, inner_stats=inner_stats) self.components_ = U # Keep track of the state of the algorithm to be able to do # some online fitting (partial_fit) self.inner_stats_ = (A, B) self.iter_offset_ = iter_offset + self.n_iter return self
bsd-3-clause
automl/paramsklearn
tests/test_classification.py
1
31256
import os import resource import sys import traceback import unittest import mock import numpy as np import sklearn.datasets import sklearn.decomposition import sklearn.cross_validation import sklearn.ensemble import sklearn.svm from sklearn.utils.testing import assert_array_almost_equal from HPOlibConfigSpace.configuration_space import ConfigurationSpace, \ Configuration from HPOlibConfigSpace.hyperparameters import CategoricalHyperparameter from ParamSklearn.classification import ParamSklearnClassifier from ParamSklearn.components.base import ParamSklearnClassificationAlgorithm from ParamSklearn.components.base import ParamSklearnPreprocessingAlgorithm import ParamSklearn.components.classification as classification_components import ParamSklearn.components.feature_preprocessing as preprocessing_components from ParamSklearn.util import get_dataset from ParamSklearn.constants import * class TestParamSklearnClassifier(unittest.TestCase): def test_io_dict(self): classifiers = classification_components._classifiers for c in classifiers: if classifiers[c] == classification_components.ClassifierChoice: continue props = classifiers[c].get_properties() self.assertIn('input', props) self.assertIn('output', props) inp = props['input'] output = props['output'] self.assertIsInstance(inp, tuple) self.assertIsInstance(output, tuple) for i in inp: self.assertIn(i, (SPARSE, DENSE, SIGNED_DATA, UNSIGNED_DATA)) self.assertEqual(output, (PREDICTIONS,)) self.assertIn('handles_regression', props) self.assertFalse(props['handles_regression']) self.assertIn('handles_classification', props) self.assertIn('handles_multiclass', props) self.assertIn('handles_multilabel', props) def test_find_classifiers(self): classifiers = classification_components._classifiers self.assertGreaterEqual(len(classifiers), 2) for key in classifiers: if hasattr(classifiers[key], 'get_components'): continue self.assertIn(ParamSklearnClassificationAlgorithm, classifiers[key].__bases__) def test_find_preprocessors(self): preprocessors = preprocessing_components._preprocessors self.assertGreaterEqual(len(preprocessors), 1) for key in preprocessors: if hasattr(preprocessors[key], 'get_components'): continue self.assertIn(ParamSklearnPreprocessingAlgorithm, preprocessors[key].__bases__) def test_default_configuration(self): for i in range(2): cs = ParamSklearnClassifier.get_hyperparameter_search_space() default = cs.get_default_configuration() X_train, Y_train, X_test, Y_test = get_dataset(dataset='iris') auto = ParamSklearnClassifier(default) auto = auto.fit(X_train, Y_train) predictions = auto.predict(X_test) self.assertAlmostEqual(0.9599999999999995, sklearn.metrics.accuracy_score(predictions, Y_test)) scores = auto.predict_proba(X_test) def test_repr(self): cs = ParamSklearnClassifier.get_hyperparameter_search_space() default = cs.get_default_configuration() representation = repr(ParamSklearnClassifier(default)) cls = eval(representation) self.assertIsInstance(cls, ParamSklearnClassifier) def test_multilabel(self): # Use a limit of ~4GiB limit = 4000 * 1024 * 1024 resource.setrlimit(resource.RLIMIT_AS, (limit, limit)) dataset_properties = {'multilabel': True} cs = ParamSklearnClassifier.get_hyperparameter_search_space(dataset_properties=dataset_properties) print(cs) cs.seed(5) for i in range(50): X, Y = sklearn.datasets.\ make_multilabel_classification(n_samples=150, n_features=20, n_classes=5, n_labels=2, length=50, allow_unlabeled=True, sparse=False, return_indicator=True, return_distributions=False, random_state=1) X_train = X[:100, :] Y_train = Y[:100, :] X_test = X[101:, :] Y_test = Y[101:, ] config = cs.sample_configuration() config._populate_values() if 'classifier:passive_aggressive:n_iter' in config: config._values['classifier:passive_aggressive:n_iter'] = 5 if 'classifier:sgd:n_iter' in config: config._values['classifier:sgd:n_iter'] = 5 cls = ParamSklearnClassifier(config, random_state=1) print(config) try: cls.fit(X_train, Y_train) X_test_ = X_test.copy() predictions = cls.predict(X_test) self.assertIsInstance(predictions, np.ndarray) predicted_probabilities = cls.predict_proba(X_test_) [self.assertIsInstance(i, np.ndarray) for i in predicted_probabilities] except ValueError as e: if "Floating-point under-/overflow occurred at epoch" in \ e.args[0] or \ "removed all features" in e.args[0] or \ "all features are discarded" in e.args[0]: continue else: print(config) print(traceback.format_exc()) raise e except RuntimeWarning as e: if "invalid value encountered in sqrt" in e.args[0]: continue elif "divide by zero encountered in" in e.args[0]: continue elif "invalid value encountered in divide" in e.args[0]: continue elif "invalid value encountered in true_divide" in e.args[0]: continue else: print(config) print(traceback.format_exc()) raise e except UserWarning as e: if "FastICA did not converge" in e.args[0]: continue else: print(config) print(traceback.format_exc()) raise e except MemoryError as e: continue def test_configurations(self): # Use a limit of ~4GiB limit = 4000 * 1024 * 1024 resource.setrlimit(resource.RLIMIT_AS, (limit, limit)) cs = ParamSklearnClassifier.get_hyperparameter_search_space() print(cs) cs.seed(1) for i in range(10): config = cs.sample_configuration() config._populate_values() if config['classifier:passive_aggressive:n_iter'] is not None: config._values['classifier:passive_aggressive:n_iter'] = 5 if config['classifier:sgd:n_iter'] is not None: config._values['classifier:sgd:n_iter'] = 5 X_train, Y_train, X_test, Y_test = get_dataset(dataset='digits') cls = ParamSklearnClassifier(config, random_state=1) print(config) try: cls.fit(X_train, Y_train) X_test_ = X_test.copy() predictions = cls.predict(X_test) self.assertIsInstance(predictions, np.ndarray) predicted_probabiliets = cls.predict_proba(X_test_) self.assertIsInstance(predicted_probabiliets, np.ndarray) except ValueError as e: if "Floating-point under-/overflow occurred at epoch" in \ e.args[0] or \ "removed all features" in e.args[0] or \ "all features are discarded" in e.args[0]: continue else: print(config) print(traceback.format_exc()) raise e except RuntimeWarning as e: if "invalid value encountered in sqrt" in e.args[0]: continue elif "divide by zero encountered in" in e.args[0]: continue elif "invalid value encountered in divide" in e.args[0]: continue elif "invalid value encountered in true_divide" in e.args[0]: continue else: print(config) print(traceback.format_exc()) raise e except UserWarning as e: if "FastICA did not converge" in e.args[0]: continue else: print(config) print(traceback.format_exc()) raise e except MemoryError as e: continue def test_configurations_signed_data(self): # Use a limit of ~4GiB limit = 4000 * 1024 * 1024 resource.setrlimit(resource.RLIMIT_AS, (limit, limit)) cs = ParamSklearnClassifier.get_hyperparameter_search_space( dataset_properties={'signed': True}) print(cs) for i in range(10): config = cs.sample_configuration() config._populate_values() if config['classifier:passive_aggressive:n_iter'] is not None: config._values['classifier:passive_aggressive:n_iter'] = 5 if config['classifier:sgd:n_iter'] is not None: config._values['classifier:sgd:n_iter'] = 5 X_train, Y_train, X_test, Y_test = get_dataset(dataset='digits') cls = ParamSklearnClassifier(config, random_state=1) print(config) try: cls.fit(X_train, Y_train) X_test_ = X_test.copy() predictions = cls.predict(X_test) self.assertIsInstance(predictions, np.ndarray) predicted_probabiliets = cls.predict_proba(X_test_) self.assertIsInstance(predicted_probabiliets, np.ndarray) except ValueError as e: if "Floating-point under-/overflow occurred at epoch" in \ e.args[0] or \ "removed all features" in e.args[0] or \ "all features are discarded" in e.args[0]: continue else: print(config) print(traceback.format_exc()) raise e except RuntimeWarning as e: if "invalid value encountered in sqrt" in e.args[0]: continue elif "divide by zero encountered in" in e.args[0]: continue elif "invalid value encountered in divide" in e.args[0]: continue elif "invalid value encountered in true_divide" in e.args[0]: continue else: print(config) print(traceback.format_exc()) raise e except UserWarning as e: if "FastICA did not converge" in e.args[0]: continue else: print(config) print(traceback.format_exc()) raise e except MemoryError as e: continue def test_configurations_sparse(self): # Use a limit of ~4GiB limit = 4000 * 1024 * 1024 resource.setrlimit(resource.RLIMIT_AS, (limit, limit)) cs = ParamSklearnClassifier.get_hyperparameter_search_space( dataset_properties={'sparse': True}) print(cs) for i in range(10): config = cs.sample_configuration() config._populate_values() if config['classifier:passive_aggressive:n_iter'] is not None: config._values['classifier:passive_aggressive:n_iter'] = 5 if config['classifier:sgd:n_iter'] is not None: config._values['classifier:sgd:n_iter'] = 5 print(config) X_train, Y_train, X_test, Y_test = get_dataset(dataset='digits', make_sparse=True) cls = ParamSklearnClassifier(config, random_state=1) try: cls.fit(X_train, Y_train) predictions = cls.predict(X_test) except ValueError as e: if "Floating-point under-/overflow occurred at epoch" in \ e.args[0] or \ "removed all features" in e.args[0] or \ "all features are discarded" in e.args[0]: continue else: print(config) traceback.print_tb(sys.exc_info()[2]) raise e except RuntimeWarning as e: if "invalid value encountered in sqrt" in e.args[0]: continue elif "divide by zero encountered in" in e.args[0]: continue elif "invalid value encountered in divide" in e.args[0]: continue elif "invalid value encountered in true_divide" in e.args[0]: continue else: print(config) raise e except UserWarning as e: if "FastICA did not converge" in e.args[0]: continue else: print(config) raise e def test_configurations_categorical_data(self): # Use a limit of ~4GiB limit = 4000 * 1024 * 1024 resource.setrlimit(resource.RLIMIT_AS, (limit, limit)) cs = ParamSklearnClassifier.get_hyperparameter_search_space( dataset_properties={'sparse': True}) print(cs) for i in range(10): config = cs.sample_configuration() config._populate_values() if config['classifier:passive_aggressive:n_iter'] is not None: config._values['classifier:passive_aggressive:n_iter'] = 5 if config['classifier:sgd:n_iter'] is not None: config._values['classifier:sgd:n_iter'] = 5 print(config) categorical = [True, True, True, False, False, True, True, True, False, True, True, True, True, True, True, True, True, True, True, True, True, True, True, True, True, True, True, True, True, True, True, True, False, False, False, True, True, True] this_directory = os.path.dirname(__file__) X = np.loadtxt(os.path.join(this_directory, "components", "data_preprocessing", "dataset.pkl")) y = X[:, -1].copy() X = X[:,:-1] X_train, X_test, Y_train, Y_test = \ sklearn.cross_validation.train_test_split(X, y) cls = ParamSklearnClassifier(config, random_state=1,) try: cls.fit(X_train, Y_train, init_params={'one_hot_encoding:categorical_features': categorical}) predictions = cls.predict(X_test) except ValueError as e: if "Floating-point under-/overflow occurred at epoch" in \ e.args[0] or \ "removed all features" in e.args[0] or \ "all features are discarded" in e.args[0]: continue else: print(config) traceback.print_tb(sys.exc_info()[2]) raise e except RuntimeWarning as e: if "invalid value encountered in sqrt" in e.args[0]: continue elif "divide by zero encountered in" in e.args[0]: continue elif "invalid value encountered in divide" in e.args[0]: continue elif "invalid value encountered in true_divide" in e.args[0]: continue else: print(config) raise e except UserWarning as e: if "FastICA did not converge" in e.args[0]: continue else: print(config) raise e def test_get_hyperparameter_search_space(self): cs = ParamSklearnClassifier.get_hyperparameter_search_space() self.assertIsInstance(cs, ConfigurationSpace) conditions = cs.get_conditions() self.assertEqual(len(cs.get_hyperparameter( 'rescaling:__choice__').choices), 4) self.assertEqual(len(cs.get_hyperparameter( 'classifier:__choice__').choices), 16) self.assertEqual(len(cs.get_hyperparameter( 'preprocessor:__choice__').choices), 14) hyperparameters = cs.get_hyperparameters() self.assertEqual(145, len(hyperparameters)) #for hp in sorted([str(h) for h in hyperparameters]): # print hp # The four parameters which are always active are classifier, # preprocessor, imputation strategy and scaling strategy self.assertEqual(len(hyperparameters) - 6, len(conditions)) def test_get_hyperparameter_search_space_include_exclude_models(self): cs = ParamSklearnClassifier.get_hyperparameter_search_space( include={'classifier': ['libsvm_svc']}) self.assertEqual(cs.get_hyperparameter('classifier:__choice__'), CategoricalHyperparameter('classifier:__choice__', ['libsvm_svc'])) cs = ParamSklearnClassifier.get_hyperparameter_search_space( exclude={'classifier': ['libsvm_svc']}) self.assertNotIn('libsvm_svc', str(cs)) cs = ParamSklearnClassifier.get_hyperparameter_search_space( include={'preprocessor': ['select_percentile_classification']}) self.assertEqual(cs.get_hyperparameter('preprocessor:__choice__'), CategoricalHyperparameter('preprocessor:__choice__', ['select_percentile_classification'])) cs = ParamSklearnClassifier.get_hyperparameter_search_space( exclude={'preprocessor': ['select_percentile_classification']}) self.assertNotIn('select_percentile_classification', str(cs)) def test_get_hyperparameter_search_space_preprocessor_contradicts_default_classifier(self): cs = ParamSklearnClassifier.get_hyperparameter_search_space( include={'preprocessor': ['densifier']}, dataset_properties={'sparse': True}) self.assertEqual(cs.get_hyperparameter('classifier:__choice__').default, 'qda') cs = ParamSklearnClassifier.get_hyperparameter_search_space( include={'preprocessor': ['nystroem_sampler']}) self.assertEqual(cs.get_hyperparameter('classifier:__choice__').default, 'sgd') def test_get_hyperparameter_search_space_only_forbidden_combinations(self): self.assertRaisesRegexp(AssertionError, "No valid pipeline found.", ParamSklearnClassifier.get_hyperparameter_search_space, include={'classifier': ['multinomial_nb'], 'preprocessor': ['pca']}, dataset_properties={'sparse':True}) # It must also be catched that no classifiers which can handle sparse # data are located behind the densifier self.assertRaisesRegexp(ValueError, "Cannot find a legal default " "configuration.", ParamSklearnClassifier.get_hyperparameter_search_space, include={'classifier': ['liblinear_svc'], 'preprocessor': ['densifier']}, dataset_properties={'sparse': True}) @unittest.skip("Wait until HPOlibConfigSpace is fixed.") def test_get_hyperparameter_search_space_dataset_properties(self): cs_mc = ParamSklearnClassifier.get_hyperparameter_search_space( dataset_properties={'multiclass': True}) self.assertNotIn('bernoulli_nb', str(cs_mc)) cs_ml = ParamSklearnClassifier.get_hyperparameter_search_space( dataset_properties={'multilabel': True}) self.assertNotIn('k_nearest_neighbors', str(cs_ml)) self.assertNotIn('liblinear', str(cs_ml)) self.assertNotIn('libsvm_svc', str(cs_ml)) self.assertNotIn('sgd', str(cs_ml)) cs_sp = ParamSklearnClassifier.get_hyperparameter_search_space( dataset_properties={'sparse': True}) self.assertIn('extra_trees', str(cs_sp)) self.assertIn('gradient_boosting', str(cs_sp)) self.assertIn('random_forest', str(cs_sp)) cs_mc_ml = ParamSklearnClassifier.get_hyperparameter_search_space( dataset_properties={'multilabel': True, 'multiclass': True}) self.assertEqual(cs_ml, cs_mc_ml) def test_predict_batched(self): cs = ParamSklearnClassifier.get_hyperparameter_search_space() default = cs.get_default_configuration() cls = ParamSklearnClassifier(default) # Multiclass X_train, Y_train, X_test, Y_test = get_dataset(dataset='digits') cls.fit(X_train, Y_train) X_test_ = X_test.copy() prediction_ = cls.predict(X_test_) cls_predict = mock.Mock(wraps=cls.pipeline_) cls.pipeline_ = cls_predict prediction = cls.predict(X_test, batch_size=20) self.assertEqual((1647,), prediction.shape) self.assertEqual(83, cls_predict.predict.call_count) assert_array_almost_equal(prediction_, prediction) # Multilabel X_train, Y_train, X_test, Y_test = get_dataset(dataset='digits') Y_train = np.array([(y, 26 - y) for y in Y_train]) cls.fit(X_train, Y_train) X_test_ = X_test.copy() prediction_ = cls.predict(X_test_) cls_predict = mock.Mock(wraps=cls.pipeline_) cls.pipeline_ = cls_predict prediction = cls.predict(X_test, batch_size=20) self.assertEqual((1647, 2), prediction.shape) self.assertEqual(83, cls_predict.predict.call_count) assert_array_almost_equal(prediction_, prediction) def test_predict_batched_sparse(self): cs = ParamSklearnClassifier.get_hyperparameter_search_space( dataset_properties={'sparse': True}) config = Configuration(cs, values={"balancing:strategy": "none", "classifier:__choice__": "random_forest", "imputation:strategy": "mean", "one_hot_encoding:minimum_fraction": 0.01, "one_hot_encoding:use_minimum_fraction": "True", "preprocessor:__choice__": "no_preprocessing", 'classifier:random_forest:bootstrap': 'True', 'classifier:random_forest:criterion': 'gini', 'classifier:random_forest:max_depth': 'None', 'classifier:random_forest:min_samples_split': 2, 'classifier:random_forest:min_samples_leaf': 2, 'classifier:random_forest:max_features': 0.5, 'classifier:random_forest:max_leaf_nodes': 'None', 'classifier:random_forest:n_estimators': 100, 'classifier:random_forest:min_weight_fraction_leaf': 0.0, "rescaling:__choice__": "min/max"}) cls = ParamSklearnClassifier(config) # Multiclass X_train, Y_train, X_test, Y_test = get_dataset(dataset='digits', make_sparse=True) cls.fit(X_train, Y_train) X_test_ = X_test.copy() prediction_ = cls.predict(X_test_) cls_predict = mock.Mock(wraps=cls.pipeline_) cls.pipeline_ = cls_predict prediction = cls.predict(X_test, batch_size=20) self.assertEqual((1647,), prediction.shape) self.assertEqual(83, cls_predict.predict.call_count) assert_array_almost_equal(prediction_, prediction) # Multilabel X_train, Y_train, X_test, Y_test = get_dataset(dataset='digits', make_sparse=True) Y_train = np.array([(y, 26 - y) for y in Y_train]) cls.fit(X_train, Y_train) X_test_ = X_test.copy() prediction_ = cls.predict(X_test_) cls_predict = mock.Mock(wraps=cls.pipeline_) cls.pipeline_ = cls_predict prediction = cls.predict(X_test, batch_size=20) self.assertEqual((1647, 2), prediction.shape) self.assertEqual(83, cls_predict.predict.call_count) assert_array_almost_equal(prediction_, prediction) def test_predict_proba_batched(self): cs = ParamSklearnClassifier.get_hyperparameter_search_space() default = cs.get_default_configuration() # Multiclass cls = ParamSklearnClassifier(default) X_train, Y_train, X_test, Y_test = get_dataset(dataset='digits') cls.fit(X_train, Y_train) X_test_ = X_test.copy() prediction_ = cls.predict_proba(X_test_) # The object behind the last step in the pipeline cls_predict = mock.Mock(wraps=cls.pipeline_.steps[-1][1]) cls.pipeline_.steps[-1] = ("estimator", cls_predict) prediction = cls.predict_proba(X_test, batch_size=20) self.assertEqual((1647, 10), prediction.shape) self.assertEqual(84, cls_predict.predict_proba.call_count) assert_array_almost_equal(prediction_, prediction) # Multilabel cls = ParamSklearnClassifier(default) X_train, Y_train, X_test, Y_test = get_dataset(dataset='digits') Y_train = np.array([(y, 26 - y) for y in Y_train]) cls.fit(X_train, Y_train) X_test_ = X_test.copy() prediction_ = cls.predict_proba(X_test_) cls_predict = mock.Mock(wraps=cls.pipeline_.steps[-1][1]) cls.pipeline_.steps[-1] = ("estimator", cls_predict) prediction = cls.predict_proba(X_test, batch_size=20) self.assertIsInstance(prediction, list) self.assertEqual(2, len(prediction)) self.assertEqual((1647, 10), prediction[0].shape) self.assertEqual((1647, 10), prediction[1].shape) self.assertEqual(84, cls_predict.predict_proba.call_count) assert_array_almost_equal(prediction_, prediction) def test_predict_proba_batched_sparse(self): cs = ParamSklearnClassifier.get_hyperparameter_search_space( dataset_properties={'sparse': True}) config = Configuration(cs, values={"balancing:strategy": "none", "classifier:__choice__": "random_forest", "imputation:strategy": "mean", "one_hot_encoding:minimum_fraction": 0.01, "one_hot_encoding:use_minimum_fraction": 'True', "preprocessor:__choice__": "no_preprocessing", 'classifier:random_forest:bootstrap': 'True', 'classifier:random_forest:criterion': 'gini', 'classifier:random_forest:max_depth': 'None', 'classifier:random_forest:min_samples_split': 2, 'classifier:random_forest:min_samples_leaf': 2, 'classifier:random_forest:min_weight_fraction_leaf': 0.0, 'classifier:random_forest:max_features': 0.5, 'classifier:random_forest:max_leaf_nodes': 'None', 'classifier:random_forest:n_estimators': 100, "rescaling:__choice__": "min/max"}) # Multiclass cls = ParamSklearnClassifier(config) X_train, Y_train, X_test, Y_test = get_dataset(dataset='digits', make_sparse=True) cls.fit(X_train, Y_train) X_test_ = X_test.copy() prediction_ = cls.predict_proba(X_test_) # The object behind the last step in the pipeline cls_predict = mock.Mock(wraps=cls.pipeline_.steps[-1][1]) cls.pipeline_.steps[-1] = ("estimator", cls_predict) prediction = cls.predict_proba(X_test, batch_size=20) self.assertEqual((1647, 10), prediction.shape) self.assertEqual(84, cls_predict.predict_proba.call_count) assert_array_almost_equal(prediction_, prediction) # Multilabel cls = ParamSklearnClassifier(config) X_train, Y_train, X_test, Y_test = get_dataset(dataset='digits', make_sparse=True) Y_train = np.array([(y, 26 - y) for y in Y_train]) cls.fit(X_train, Y_train) X_test_ = X_test.copy() prediction_ = cls.predict_proba(X_test_) cls_predict = mock.Mock(wraps=cls.pipeline_.steps[-1][1]) cls.pipeline_.steps[-1] = ("estimator", cls_predict) prediction = cls.predict_proba(X_test, batch_size=20) self.assertIsInstance(prediction, list) self.assertEqual(2, len(prediction)) self.assertEqual((1647, 10), prediction[0].shape) self.assertEqual((1647, 10), prediction[1].shape) self.assertEqual(84, cls_predict.predict_proba.call_count) assert_array_almost_equal(prediction_, prediction) @unittest.skip("test_check_random_state Not yet Implemented") def test_check_random_state(self): raise NotImplementedError() @unittest.skip("test_validate_input_X Not yet Implemented") def test_validate_input_X(self): raise NotImplementedError() @unittest.skip("test_validate_input_Y Not yet Implemented") def test_validate_input_Y(self): raise NotImplementedError() def test_set_params(self): pass def test_get_params(self): pass
bsd-3-clause
dariox2/CADL
test/testyida6b.py
1
4901
# # test shuffle_batch - 6b # # generates a pair of files (color+bn) # pending: make the tuple match # print("Loading tensorflow...") import numpy as np import matplotlib.pyplot as plt import tensorflow as tf import os from libs import utils import datetime tf.set_random_seed(1) def create_input_pipeline_yida(files1, files2, batch_size, n_epochs, shape, crop_shape=None, crop_factor=1.0, n_threads=1, seed=None): producer1 = tf.train.string_input_producer( files1, capacity=len(files1), shuffle=False) producer2 = tf.train.string_input_producer( files2, capacity=len(files2), shuffle=False) # We need something which can open the files and read its contents. reader = tf.WholeFileReader() # We pass the filenames to this object which can read the file's contents. # This will create another queue running which dequeues the previous queue. keys1, vals1 = reader.read(producer1) keys2, vals2 = reader.read(producer2) # And then have to decode its contents as we know it is a jpeg image imgs1 = tf.image.decode_jpeg(vals1, channels=3) imgs2 = tf.image.decode_jpeg(vals2, channels=3) # We have to explicitly define the shape of the tensor. # This is because the decode_jpeg operation is still a node in the graph # and doesn't yet know the shape of the image. Future operations however # need explicit knowledge of the image's shape in order to be created. imgs1.set_shape(shape) imgs2.set_shape(shape) # Next we'll centrally crop the image to the size of 100x100. # This operation required explicit knowledge of the image's shape. if shape[0] > shape[1]: rsz_shape = [int(shape[0] / shape[1] * crop_shape[0] / crop_factor), int(crop_shape[1] / crop_factor)] else: rsz_shape = [int(crop_shape[0] / crop_factor), int(shape[1] / shape[0] * crop_shape[1] / crop_factor)] rszs1 = tf.image.resize_images(imgs1, rsz_shape[0], rsz_shape[1]) rszs2 = tf.image.resize_images(imgs2, rsz_shape[0], rsz_shape[1]) crops1 = (tf.image.resize_image_with_crop_or_pad( rszs1, crop_shape[0], crop_shape[1]) if crop_shape is not None else imgs1) crops2 = (tf.image.resize_image_with_crop_or_pad( rszs2, crop_shape[0], crop_shape[1]) if crop_shape is not None else imgs2) # Now we'll create a batch generator that will also shuffle our examples. # We tell it how many it should have in its buffer when it randomly # permutes the order. min_after_dequeue = len(files1) // 5 # The capacity should be larger than min_after_dequeue, and determines how # many examples are prefetched. TF docs recommend setting this value to: # min_after_dequeue + (num_threads + a small safety margin) * batch_size capacity = min_after_dequeue + (n_threads + 1) * batch_size # Randomize the order and output batches of batch_size. batch = tf.train.shuffle_batch([crops1, crops2], enqueue_many=False, batch_size=batch_size, capacity=capacity, min_after_dequeue=min_after_dequeue, num_threads=n_threads, #seed=seed, )#shapes=(64,64,3)) # alternatively, we could use shuffle_batch_join to use multiple reader # instances, or set shuffle_batch's n_threads to higher than 1. return batch def CELEByida(path): fs = [os.path.join(path, f) for f in os.listdir(path) if f.endswith('.jpg')] fs=sorted(fs) return fs print("Loading celebrities...") from libs.datasets import CELEB files1 = CELEByida("../session-1/img_align_celeba/") # only 100 files2 = CELEByida("../session-1/img_align_celeba_n/") # only 100 from libs.dataset_utils import create_input_pipeline batch_size = 8 n_epochs = 3 input_shape = [218, 178, 3] crop_shape = [64, 64, 3] crop_factor = 0.8 seed=15 batch1 = create_input_pipeline_yida( files1=files1, files2=files2, batch_size=batch_size, n_epochs=n_epochs, crop_shape=crop_shape, crop_factor=crop_factor, shape=input_shape, seed=seed) mntg=[] sess = tf.Session() coord = tf.train.Coordinator() threads = tf.train.start_queue_runners(sess=sess, coord=coord) batres = sess.run(batch1) batch_xs1=np.array(batres[0]) batch_xs2=np.array(batres[1]) for i in range(0,len(batch_xs1)): img=batch_xs1[i] / 255.0 mntg.append(img) img=batch_xs2[i] / 255.0 mntg.append(img) TID=datetime.date.today().strftime("%Y%m%d")+"_"+datetime.datetime.now().time().strftime("%H%M%S") m=utils.montage(mntg, saveto="montage_"+TID+".png") # mntg[0]=color # mntg[1]=b/n plt.figure(figsize=(5, 5)) plt.imshow(m) plt.show() # eop
apache-2.0
alphacsc/alphacsc
examples/csc/plot_lfp_data.py
1
3791
""" ============================== CSC to learn LFP spiking atoms ============================== Here, we show how CSC can be used to learn spiking atoms from Local Field Potential (LFP) data [1]. [1] Hitziger, Sebastian, et al. Adaptive Waveform Learning: A Framework for Modeling Variability in Neurophysiological Signals. IEEE Transactions on Signal Processing (2017). """ ############################################################################### # First, let us fetch the data (~14 MB) import os from mne.utils import _fetch_file url = ('https://github.com/hitziger/AWL/raw/master/Experiments/data/' 'LFP_data_contiguous_1250_Hz.mat') fname = './LFP_data_contiguous_1250_Hz.mat' if not os.path.exists(fname): _fetch_file(url, fname) ############################################################################### # It is a mat file, so we use scipy to load it from scipy import io data = io.loadmat(fname) X, sfreq = data['X'].T, float(data['sfreq']) ############################################################################### # And now let us look at the data import numpy as np import matplotlib.pyplot as plt start, stop = 11000, 15000 times = np.arange(start, stop) / sfreq plt.plot(times, X[0, start:stop], color='b') plt.xlabel('Time (s)') plt.ylabel(r'$\mu$ V') plt.xlim([9., 12.]) ############################################################################### # and filter it using a convenient function from MNE. This will remove low # frequency drifts, but we keep the high frequencies from mne.filter import filter_data X = filter_data( X.astype(np.float64), sfreq, l_freq=1, h_freq=None, fir_design='firwin') ############################################################################### # Now, we define the parameters of our model. reg = 6.0 n_times = 2500 n_times_atom = 350 n_trials = 100 n_atoms = 3 n_iter = 60 ############################################################################### # Let's stick to one random state for now, but if you want to learn how to # select the random state, consult :ref:`this example # <sphx_glr_auto_examples_plot_simulate_randomstate.py>`. random_state = 10 ############################################################################### # Now, we epoch the trials overlap = 0 starts = np.arange(0, X.shape[1] - n_times, n_times - overlap) stops = np.arange(n_times, X.shape[1], n_times - overlap) X_new = [] for idx, (start, stop) in enumerate(zip(starts, stops)): if idx >= n_trials: break X_new.append(X[0, start:stop]) X_new = np.vstack(X_new) del X ############################################################################### # We remove the mean and scale to unit variance. X_new -= np.mean(X_new) X_new /= np.std(X_new) ############################################################################### # The convolutions can result in edge artifacts at the edges of the trials. # Therefore, we discount the contributions from the edges by windowing the # trials. from numpy import hamming X_new *= hamming(n_times)[None, :] ############################################################################### # Of course, in a data-limited setting we want to use as much of the data as # possible. If this is the case, you can set `overlap` to non-zero (for example # half the epoch length). # # Now, we run regular CSC since the trials are not too noisy from alphacsc import learn_d_z pobj, times, d_hat, z_hat, reg = learn_d_z(X_new, n_atoms, n_times_atom, reg=reg, n_iter=n_iter, random_state=random_state, n_jobs=1) ############################################################################### # Let's look at the atoms now. plt.figure() plt.plot(d_hat.T) plt.show()
bsd-3-clause
rbn920/feebb
feebb/test.py
1
1640
from feebb import * import matplotlib.pyplot as plt pre = Preprocessor() pre.load_json('ex_json/test2.json') elems = [Element(elem) for elem in pre.elements] print(pre.supports) beam = Beam(elems, pre.supports) post = Postprocessor(beam, 10) print(max(post.interp('moment'))) print(min(post.interp('moment'))) plt.plot(post.interp('moment')) plt.show() print(max(post.interp('shear'))) print(min(post.interp('shear'))) plt.plot(post.interp('shear')) plt.show() pre = Preprocessor() pre.load_json('ex_json/test2m.json') elems = [Element(elem) for elem in pre.elements] beam = Beam(elems, pre.supports) post = Postprocessor(beam, 10) print(max(post.interp('moment'))) print(min(post.interp('moment'))) plt.plot(post.interp('moment')) plt.show() print(max(post.interp('shear'))) print(min(post.interp('shear'))) plt.plot(post.interp('shear')) plt.show() pre = Preprocessor() pre.load_json('ex_json/test2mm.json') elems = [Element(elem) for elem in pre.elements] beam = Beam(elems, pre.supports) post = Postprocessor(beam, 10) print(max(post.interp('moment'))) print(min(post.interp('moment'))) plt.plot(post.interp('moment')) plt.show() print(max(post.interp('shear'))) print(min(post.interp('shear'))) plt.plot(post.interp('shear')) plt.show() pre = Preprocessor() pre.load_json('ex_json/test2mmm.json') elems = [Element(elem) for elem in pre.elements] beam = Beam(elems, pre.supports) post = Postprocessor(beam, 10) print(max(post.interp('moment'))) print(min(post.interp('moment'))) plt.plot(post.interp('moment')) plt.show() print(max(post.interp('shear'))) print(min(post.interp('shear'))) plt.plot(post.interp('shear')) plt.show()
mit
sradanov/flyingpigeon
setup.py
1
1385
import os from setuptools import setup, find_packages here = os.path.abspath(os.path.dirname(__file__)) README = open(os.path.join(here, 'README.rst')).read() CHANGES = open(os.path.join(here, 'CHANGES.rst')).read() requires = [ 'cdo', 'bokeh', 'ocgis', 'pandas', 'nose', ] classifiers=[ 'Development Status :: 3 - Alpha', 'Intended Audience :: Science/Research', 'Operating System :: MacOS :: MacOS X', 'Operating System :: Microsoft :: Windows', 'Operating System :: POSIX', 'Programming Language :: Python', 'Topic :: Scientific/Engineering :: Atmospheric Science', ] setup(name='flyingpigeon', version='0.2.0', description='Processes for climate data, indices and extrem events', long_description=README + '\n\n' + CHANGES, classifiers=classifiers, author='Nils Hempelmann', author_email='nils.hempelmann@ipsl.jussieu.fr', url='http://www.lsce.ipsl.fr/', license = "http://www.apache.org/licenses/LICENSE-2.0", keywords='wps flyingpigeon pywps malleefowl ipsl birdhouse conda anaconda', packages=find_packages(), include_package_data=True, zip_safe=False, test_suite='nose.collector', install_requires=requires, entry_points = { 'console_scripts': [ ]} , )
apache-2.0
Garrett-R/scikit-learn
examples/decomposition/plot_image_denoising.py
84
5820
""" ========================================= 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
yunque/sms-tools
lectures/03-Fourier-properties/plots-code/symmetry-real-even.py
26
1150
import matplotlib.pyplot as plt import numpy as np import sys import math from scipy.signal import triang from scipy.fftpack import fft, fftshift M = 127 N = 128 hM1 = int(math.floor((M+1)/2)) hM2 = int(math.floor(M/2)) x = triang(M) fftbuffer = np.zeros(N) fftbuffer[:hM1] = x[hM2:] fftbuffer[N-hM2:] = x[:hM2] X = fftshift(fft(fftbuffer)) mX = abs(X) pX = np.unwrap(np.angle(X)) plt.figure(1, figsize=(9.5, 4)) plt.subplot(311) plt.title('x[n]') plt.plot(np.arange(-hM2, hM1, 1.0), x, 'b', lw=1.5) plt.axis([-hM2, hM1, 0, 1]) plt.subplot(323) plt.title('real(X)') plt.plot(np.arange(-N/2, N/2, 1.0), np.real(X), 'r', lw=1.5) plt.axis([-N/2, N/2, min(np.real(X)), max(np.real(X))]) plt.subplot(324) plt.title('im(X)') plt.plot(np.arange(-N/2, N/2, 1.0), np.imag(X), 'c', lw=1.5) plt.axis([-N/2, N/2, -1, 1]) plt.subplot(325) plt.title('abs(X)') plt.plot(np.arange(-N/2, N/2, 1.0), mX, 'r', lw=1.5) plt.axis([-N/2,N/2,min(mX),max(mX)]) plt.subplot(326) plt.title('angle(X)') plt.plot(np.arange(-N/2, N/2, 1.0), pX, 'c', lw=1.5) plt.axis([-N/2, N/2, -1, 1]) plt.tight_layout() plt.savefig('symmetry-real-even.png') plt.show()
agpl-3.0
nickgentoo/LSTM-timepredictionPMdata
code/nick_evaluate_suffix_and_remaining_time_only_time_OHenc.py
1
15048
''' this script takes as input the LSTM or RNN weights found by train.py change the path in line 178 of this script to point to the h5 file with LSTM or RNN weights generated by train.py Author: Niek Tax ''' from __future__ import division from keras.models import load_model import csv import copy import numpy as np import distance from itertools import izip from jellyfish._jellyfish import damerau_levenshtein_distance import unicodecsv from sklearn import metrics from math import sqrt import time from datetime import datetime, timedelta import matplotlib.pyplot as plt from collections import Counter from keras.models import model_from_json import sys fileprefix=sys.argv[1] eventlog = sys.argv[2] csvfile = open('../data/%s' % eventlog, 'r') spamreader = csv.reader(csvfile, delimiter=',', quotechar='|') next(spamreader, None) # skip the headers ascii_offset = 161 lastcase = '' line = '' firstLine = True lines = [] timeseqs = [] timeseqs2 = [] timeseqs3 = [] timeseqs4 = [] y_times = [] times = [] times2 = [] times3 = [] times4 = [] # nick attributes = [] attributes_dict = [] attributes_sizes = [] numlines = 0 casestarttime = None lasteventtime = None csvfile = open('../data/%s' % eventlog, 'r') spamreader = csv.reader(csvfile, delimiter=',', quotechar='|') next(spamreader, None) # skip the headers ascii_offset = 161 y = [] for row in spamreader: #print(row) t = time.strptime(row[2], "%Y-%m-%d %H:%M:%S") #test different format #t = 0#time.strptime(row[2], "%Y/%m/%d %H:%M:%S") if row[0]!=lastcase: casestarttime = t lasteventtime = t lastcase = row[0] if not firstLine: #print (line) lines.append(line) timeseqs.append(times) timeseqs2.append(times2) #target y_times.extend([times2[-1]-k for k in times2]) timeseqs3.append(times3) timeseqs4.append(times4) for i in xrange(len(attributes)): #print(attributesvalues[i]) attributes[i].append(attributesvalues[i]) else: #if firstline. I have to add te elements to attributes for a in row[3:]: attributes.append([]) attributes_dict.append({}) attributes_sizes.append(0) #print(attributes) n_events_in_trace=0 line = '' times = [] times2 = [] times3 = [] times4 = [] attributesvalues = [ ] numlines+=1 n_events_in_trace+=1 line+=unichr(int(row[1])+ascii_offset) timesincelastevent = datetime.fromtimestamp(time.mktime(t))-datetime.fromtimestamp(time.mktime(lasteventtime)) timesincecasestart = datetime.fromtimestamp(time.mktime(t))-datetime.fromtimestamp(time.mktime(casestarttime)) midnight = datetime.fromtimestamp(time.mktime(t)).replace(hour=0, minute=0, second=0, microsecond=0) timesincemidnight = datetime.fromtimestamp(time.mktime(t))-midnight timediff = 86400 * timesincelastevent.days + timesincelastevent.seconds timediff2 = 86400 * timesincecasestart.days + timesincecasestart.seconds timediff3 = timesincemidnight.seconds timediff4 = datetime.fromtimestamp(time.mktime(t)).weekday() times.append(timediff) times2.append(timediff2) times3.append(timediff3) times4.append(timediff4) lasteventtime = t firstLine = False indexnick=0 for a in row[3:]: if len(attributesvalues)<=indexnick: attributesvalues.append([]) a=a.strip('"') #todo cast a intero se e intero if if a!="": try: attr=float(a) attributesvalues[indexnick].append(attr) #print("float attr") #print(a) except: if a not in attributes_dict[indexnick]: attributes_dict[indexnick][a]=attributes_sizes[indexnick]+1 attributes_sizes[indexnick]=attributes_sizes[indexnick]+1 attributesvalues[indexnick].append(attributes_dict[indexnick][a]) else: attributesvalues[indexnick].append(-1) # if a in attributes_dict[indexnick]: # attributesvalues.append(attributes_dict[indexnick][a]) # else: # attributes_dict[indexnick][a]=attributes_sizes[indexnick] # attributes_sizes[indexnick]+=1 # attributesvalues.append(attributes_dict[indexnick][a]) indexnick+=1 # add last case lines.append(line) timeseqs.append(times) timeseqs2.append(times2) timeseqs3.append(times3) timeseqs4.append(times4) y_times.extend([times2[-1] - k for k in times2]) for i in xrange(len(attributes)): attributes[i].append(attributesvalues[i]) numlines+=1 divisor = np.mean([item for sublist in timeseqs for item in sublist]) print('divisor: {}'.format(divisor)) divisor2 = np.mean([item for sublist in timeseqs2 for item in sublist]) print('divisor2: {}'.format(divisor2)) step = 1 sentences = [] softness = 0 next_chars = [] lines = map(lambda x: x + '!', lines) maxlen = max(map(lambda x: len(x), lines)) chars = map(lambda x: set(x), lines) chars = list(set().union(*chars)) chars.sort() target_chars = copy.copy(chars) chars.remove('!') lines = map(lambda x: x[:-2], lines) print('total chars: {}, target chars: {}'.format(len(chars), len(target_chars))) char_indices = dict((c, i) for i, c in enumerate(chars)) indices_char = dict((i, c) for i, c in enumerate(chars)) target_char_indices = dict((c, i) for i, c in enumerate(target_chars)) target_indices_char = dict((i, c) for i, c in enumerate(target_chars)) #print(indices_char) elems_per_fold = int(round(numlines / 3)) fold1 = lines[:elems_per_fold] fold1_t = timeseqs[:elems_per_fold] fold1_t2 = timeseqs2[:elems_per_fold] fold1_t3 = timeseqs3[:elems_per_fold] fold1_t4 = timeseqs4[:elems_per_fold] with open('output_files/folds/' + eventlog + 'fold1.csv', 'wb') as csvfile: spamwriter = csv.writer(csvfile, delimiter=',', quotechar='|', quoting=csv.QUOTE_MINIMAL) for row, timeseq in izip(fold1, fold1_t): spamwriter.writerow([unicode(s).encode("utf-8") + '#{}'.format(t) for s, t in izip(row, timeseq)]) fold2 = lines[elems_per_fold:2 * elems_per_fold] fold2_t = timeseqs[elems_per_fold:2 * elems_per_fold] fold2_t2 = timeseqs2[elems_per_fold:2 * elems_per_fold] fold2_t3 = timeseqs3[elems_per_fold:2 * elems_per_fold] fold2_t4 = timeseqs4[elems_per_fold:2 * elems_per_fold] with open('output_files/folds/' + eventlog + 'fold2.csv', 'wb') as csvfile: spamwriter = csv.writer(csvfile, delimiter=',', quotechar='|', quoting=csv.QUOTE_MINIMAL) for row, timeseq in izip(fold2, fold2_t): spamwriter.writerow([unicode(s).encode("utf-8") + '#{}'.format(t) for s, t in izip(row, timeseq)]) fold3 = lines[2 * elems_per_fold:] fold3_t = timeseqs[2 * elems_per_fold:] fold3_t2 = timeseqs2[2 * elems_per_fold:] fold3_t3 = timeseqs3[2 * elems_per_fold:] fold3_t4 = timeseqs4[2 * elems_per_fold:] fold3_a=[a[2*elems_per_fold:] for a in attributes] with open('output_files/folds/' + eventlog + 'fold3.csv', 'wb') as csvfile: spamwriter = csv.writer(csvfile, delimiter=',', quotechar='|', quoting=csv.QUOTE_MINIMAL) for row, timeseq in izip(fold3, fold3_t): spamwriter.writerow([unicode(s).encode("utf-8") + '#{}'.format(t) for s, t in izip(row, timeseq)]) y_t_seq=[] for line in fold1+fold2: for i in range(0, len(line), 1): if i == 0: continue y_t_seq.append(y_times[0:i]) divisory = np.mean([item for sublist in y_t_seq for item in sublist]) print('divisory: {}'.format(divisory)) lines = fold3 lines_t = fold3_t lines_t2 = fold3_t2 lines_t3 = fold3_t3 lines_t4 = fold3_t4 attributes=fold3_a # set parameters predict_size = maxlen # load json and create model json_file = open('output_files/models/'+fileprefix+'_model.json', 'r') loaded_model_json = json_file.read() json_file.close() model = model_from_json(loaded_model_json) # load weights into new model model.load_weights("output_files/models/"+fileprefix+"_weights_best.h5") print("Loaded model from disk") y_t_seq=[] # load model, set this to the model generated by train.py #model = load_model('output_files/models/200_model_59-1.50.h5') # define helper functions def encode(ex, sentence, times,times2, times3,times4, sentences_attributes,maxlen=maxlen): #num_features = len(chars)+5+len(sentences_attributes) num_features = len(chars) + 5 for idx in xrange(len(attributes)): num_features += attributes_sizes[idx] + 1 #print(num_features) X = np.zeros((1, maxlen, num_features), dtype=np.float32) leftpad = maxlen-len(sentence) times2 = np.cumsum(times) #print "sentence",len(sentence) for t, char in enumerate(sentence): #print(t) #midnight = times3[t].replace(hour=0, minute=0, second=0, microsecond=0) #timesincemidnight = times3[t]-midnight multiset_abstraction = Counter(sentence[:t+1]) for c in chars: if c==char: X[0, t+leftpad, char_indices[c]] = 1 X[0, t+leftpad, len(chars)] = t+1 X[0, t+leftpad, len(chars)+1] = times[t]/divisor X[0, t+leftpad, len(chars)+2] = times2[t]/divisor2 X[0, t+leftpad, len(chars)+3] = times3[t]/86400 X[0, t+leftpad, len(chars)+4] = times4[t]/7 # for i in xrange(len(sentences_attributes)): # #print(str(i)+" "+str(t)) # #print(sentences_attributes[i][t]) # #nick check the zero, it is there because it was a list # X[0, t + leftpad, len(chars) + 5 + i] = sentences_attributes[i][t] startoh = 0 for j in xrange(len(attributes)): # X[i, t + leftpad, len(chars) + 5+j]=sentences_attributes[j][i][t] if attributes_sizes[j] > 0: X[0, t + leftpad, len(chars) + 5 + startoh + sentences_attributes[j][t]] = 1 else: X[0, t + leftpad, len(chars) + 5 + startoh] = sentences_attributes[j][t] startoh += (attributes_sizes[j] + 1) return X # # define helper functions # def encode(sentence, times, times3, sentences_attributes,maxlen=maxlen): # num_features = len(chars)+5+len(sentences_attributes) # X = np.zeros((1, maxlen, num_features), dtype=np.float32) # leftpad = maxlen-len(sentence) # times2 = np.cumsum(times) # print "sentence",len(sentence) # for t, char in enumerate(sentence): # midnight = times3[t].replace(hour=0, minute=0, second=0, microsecond=0) # timesincemidnight = times3[t]-midnight # multiset_abstraction = Counter(sentence[:t+1]) # for c in chars: # if c==char: # X[0, t+leftpad, char_indices[c]] = 1 # X[0, t+leftpad, len(chars)] = t+1 # X[0, t+leftpad, len(chars)+1] = times[t]/divisor # X[0, t+leftpad, len(chars)+2] = times2[t]/divisor2 # X[0, t+leftpad, len(chars)+3] = timesincemidnight.seconds/86400 # X[0, t+leftpad, len(chars)+4] = times3[t].weekday()/7 # for i in xrange(len(sentences_attributes)): # print(str(i)+" "+str(t)) # print(sentences_attributes[i][t]) # #nick check the zero, it is there because it was a list # X[0, t + leftpad, len(chars) + 5+i]=sentences_attributes[i][t] # return X,y def getSymbol(predictions): maxPrediction = 0 symbol = '' i = 0; for prediction in predictions: if(prediction>=maxPrediction): maxPrediction = prediction symbol = target_indices_char[i] i += 1 return symbol one_ahead_gt = [] one_ahead_pred = [] two_ahead_gt = [] two_ahead_pred = [] three_ahead_gt = [] three_ahead_pred = [] y_t_seq=[] # make predictions with open('output_files/results/'+fileprefix+'_suffix_and_remaining_time_%s' % eventlog, 'wb') as csvfile: spamwriter = csv.writer(csvfile, delimiter=',', quotechar='|', quoting=csv.QUOTE_MINIMAL) spamwriter.writerow(["Prefix length", "Groud truth", "Ground truth times", "Predicted times", "RMSE", "MAE", "Median AE"]) #considering also size 1 prefixes #for prefix_size in range(1,maxlen): #print(prefix_size) #print(len(lines),len(attributes[0])) for ex, (line, times, times2, times3, times4) in enumerate(izip(lines, lines_t, lines_t2, lines_t3, lines_t3)): for prefix_size in range(1, len(line)):#aggiunto -1 perche non voglio avere 0 nel ground truth #print(line,ex,len(line), len(attributes[0][ex])) times.append(0) cropped_line = ''.join(line[:prefix_size]) cropped_times = times[:prefix_size] #print "times_len",len(cropped_times) cropped_times2 = times2[:prefix_size] cropped_times4 = times4[:prefix_size] cropped_times3 = times3[:prefix_size] cropped_attributes = [[] for i in xrange(len(attributes))] for j in xrange(len(attributes)): #print(attributes[j][ex]) cropped_attributes[j].extend(attributes[j][ex][0:prefix_size]) #print cropped_attributes #y_t_seq.append(y_times[0:prefix_size]) #cropped_attributes= [a[:prefix_size] for a in attributes] #print cropped_attribute ground_truth = ''.join(line[prefix_size:prefix_size+predict_size]) ground_truth_t = times2[prefix_size-1] # era -1 #print(prefix_size,len(times2)-1) case_end_time = times2[len(times2)-1] ground_truth_t = case_end_time-ground_truth_t predicted = '' total_predicted_time = 0 #perform single prediction enc = encode(ex,cropped_line, cropped_times,cropped_times2, cropped_times3,cropped_times4, cropped_attributes) y = model.predict(enc, verbose=0) # make predictions # split predictions into seperate activity and time predictions #print y y_t = y[0][0] #prediction = getSymbol(y_char) # undo one-hot encoding #cropped_line += prediction if y_t<0: y_t=0 cropped_times.append(y_t) y_t = y_t * divisor #cropped_times3.append(cropped_times3[-1] + timedelta(seconds=y_t)) total_predicted_time = total_predicted_time + y_t output = [] if len(ground_truth)>0: output.append(prefix_size) output.append(unicode(ground_truth).encode("utf-8")) output.append(ground_truth_t) output.append(total_predicted_time) output.append(metrics.mean_squared_error([ground_truth_t], [total_predicted_time])) output.append(metrics.mean_absolute_error([ground_truth_t], [total_predicted_time])) output.append(metrics.median_absolute_error([ground_truth_t], [total_predicted_time])) spamwriter.writerow(output)
gpl-3.0
shoyer/xarray
xarray/tests/test_variable.py
1
87655
import warnings from copy import copy, deepcopy from datetime import datetime, timedelta from textwrap import dedent import numpy as np import pandas as pd import pytest import pytz from xarray import Coordinate, Dataset, IndexVariable, Variable, set_options from xarray.core import dtypes, duck_array_ops, indexing from xarray.core.common import full_like, ones_like, zeros_like from xarray.core.indexing import ( BasicIndexer, CopyOnWriteArray, DaskIndexingAdapter, LazilyOuterIndexedArray, MemoryCachedArray, NumpyIndexingAdapter, OuterIndexer, PandasIndexAdapter, VectorizedIndexer, ) from xarray.core.pycompat import dask_array_type from xarray.core.utils import NDArrayMixin from xarray.core.variable import as_compatible_data, as_variable from xarray.tests import requires_bottleneck from . import ( assert_allclose, assert_array_equal, assert_equal, assert_identical, raises_regex, requires_dask, requires_sparse, source_ndarray, ) _PAD_XR_NP_ARGS = [ [{"x": (2, 1)}, ((2, 1), (0, 0), (0, 0))], [{"x": 1}, ((1, 1), (0, 0), (0, 0))], [{"y": (0, 3)}, ((0, 0), (0, 3), (0, 0))], [{"x": (3, 1), "z": (2, 0)}, ((3, 1), (0, 0), (2, 0))], [{"x": (3, 1), "z": 2}, ((3, 1), (0, 0), (2, 2))], ] class VariableSubclassobjects: def test_properties(self): data = 0.5 * np.arange(10) v = self.cls(["time"], data, {"foo": "bar"}) assert v.dims == ("time",) assert_array_equal(v.values, data) assert v.dtype == float assert v.shape == (10,) assert v.size == 10 assert v.sizes == {"time": 10} assert v.nbytes == 80 assert v.ndim == 1 assert len(v) == 10 assert v.attrs == {"foo": "bar"} def test_attrs(self): v = self.cls(["time"], 0.5 * np.arange(10)) assert v.attrs == {} attrs = {"foo": "bar"} v.attrs = attrs assert v.attrs == attrs assert isinstance(v.attrs, dict) v.attrs["foo"] = "baz" assert v.attrs["foo"] == "baz" def test_getitem_dict(self): v = self.cls(["x"], np.random.randn(5)) actual = v[{"x": 0}] expected = v[0] assert_identical(expected, actual) def test_getitem_1d(self): data = np.array([0, 1, 2]) v = self.cls(["x"], data) v_new = v[dict(x=[0, 1])] assert v_new.dims == ("x",) assert_array_equal(v_new, data[[0, 1]]) v_new = v[dict(x=slice(None))] assert v_new.dims == ("x",) assert_array_equal(v_new, data) v_new = v[dict(x=Variable("a", [0, 1]))] assert v_new.dims == ("a",) assert_array_equal(v_new, data[[0, 1]]) v_new = v[dict(x=1)] assert v_new.dims == () assert_array_equal(v_new, data[1]) # tuple argument v_new = v[slice(None)] assert v_new.dims == ("x",) assert_array_equal(v_new, data) def test_getitem_1d_fancy(self): v = self.cls(["x"], [0, 1, 2]) # 1d-variable should be indexable by multi-dimensional Variable ind = Variable(("a", "b"), [[0, 1], [0, 1]]) v_new = v[ind] assert v_new.dims == ("a", "b") expected = np.array(v._data)[([0, 1], [0, 1]), ...] assert_array_equal(v_new, expected) # boolean indexing ind = Variable(("x",), [True, False, True]) v_new = v[ind] assert_identical(v[[0, 2]], v_new) v_new = v[[True, False, True]] assert_identical(v[[0, 2]], v_new) with raises_regex(IndexError, "Boolean indexer should"): ind = Variable(("a",), [True, False, True]) v[ind] def test_getitem_with_mask(self): v = self.cls(["x"], [0, 1, 2]) assert_identical(v._getitem_with_mask(-1), Variable((), np.nan)) assert_identical( v._getitem_with_mask([0, -1, 1]), self.cls(["x"], [0, np.nan, 1]) ) assert_identical(v._getitem_with_mask(slice(2)), self.cls(["x"], [0, 1])) assert_identical( v._getitem_with_mask([0, -1, 1], fill_value=-99), self.cls(["x"], [0, -99, 1]), ) def test_getitem_with_mask_size_zero(self): v = self.cls(["x"], []) assert_identical(v._getitem_with_mask(-1), Variable((), np.nan)) assert_identical( v._getitem_with_mask([-1, -1, -1]), self.cls(["x"], [np.nan, np.nan, np.nan]), ) def test_getitem_with_mask_nd_indexer(self): v = self.cls(["x"], [0, 1, 2]) indexer = Variable(("x", "y"), [[0, -1], [-1, 2]]) assert_identical(v._getitem_with_mask(indexer, fill_value=-1), indexer) def _assertIndexedLikeNDArray(self, variable, expected_value0, expected_dtype=None): """Given a 1-dimensional variable, verify that the variable is indexed like a numpy.ndarray. """ assert variable[0].shape == () assert variable[0].ndim == 0 assert variable[0].size == 1 # test identity assert variable.equals(variable.copy()) assert variable.identical(variable.copy()) # check value is equal for both ndarray and Variable with warnings.catch_warnings(): warnings.filterwarnings("ignore", "In the future, 'NAT == x'") np.testing.assert_equal(variable.values[0], expected_value0) np.testing.assert_equal(variable[0].values, expected_value0) # check type or dtype is consistent for both ndarray and Variable if expected_dtype is None: # check output type instead of array dtype assert type(variable.values[0]) == type(expected_value0) assert type(variable[0].values) == type(expected_value0) elif expected_dtype is not False: assert variable.values[0].dtype == expected_dtype assert variable[0].values.dtype == expected_dtype def test_index_0d_int(self): for value, dtype in [(0, np.int_), (np.int32(0), np.int32)]: x = self.cls(["x"], [value]) self._assertIndexedLikeNDArray(x, value, dtype) def test_index_0d_float(self): for value, dtype in [(0.5, np.float_), (np.float32(0.5), np.float32)]: x = self.cls(["x"], [value]) self._assertIndexedLikeNDArray(x, value, dtype) def test_index_0d_string(self): value = "foo" dtype = np.dtype("U3") x = self.cls(["x"], [value]) self._assertIndexedLikeNDArray(x, value, dtype) def test_index_0d_datetime(self): d = datetime(2000, 1, 1) x = self.cls(["x"], [d]) self._assertIndexedLikeNDArray(x, np.datetime64(d)) x = self.cls(["x"], [np.datetime64(d)]) self._assertIndexedLikeNDArray(x, np.datetime64(d), "datetime64[ns]") x = self.cls(["x"], pd.DatetimeIndex([d])) self._assertIndexedLikeNDArray(x, np.datetime64(d), "datetime64[ns]") def test_index_0d_timedelta64(self): td = timedelta(hours=1) x = self.cls(["x"], [np.timedelta64(td)]) self._assertIndexedLikeNDArray(x, np.timedelta64(td), "timedelta64[ns]") x = self.cls(["x"], pd.to_timedelta([td])) self._assertIndexedLikeNDArray(x, np.timedelta64(td), "timedelta64[ns]") def test_index_0d_not_a_time(self): d = np.datetime64("NaT", "ns") x = self.cls(["x"], [d]) self._assertIndexedLikeNDArray(x, d) def test_index_0d_object(self): class HashableItemWrapper: def __init__(self, item): self.item = item def __eq__(self, other): return self.item == other.item def __hash__(self): return hash(self.item) def __repr__(self): return "{}(item={!r})".format(type(self).__name__, self.item) item = HashableItemWrapper((1, 2, 3)) x = self.cls("x", [item]) self._assertIndexedLikeNDArray(x, item, expected_dtype=False) def test_0d_object_array_with_list(self): listarray = np.empty((1,), dtype=object) listarray[0] = [1, 2, 3] x = self.cls("x", listarray) assert_array_equal(x.data, listarray) assert_array_equal(x[0].data, listarray.squeeze()) assert_array_equal(x.squeeze().data, listarray.squeeze()) def test_index_and_concat_datetime(self): # regression test for #125 date_range = pd.date_range("2011-09-01", periods=10) for dates in [date_range, date_range.values, date_range.to_pydatetime()]: expected = self.cls("t", dates) for times in [ [expected[i] for i in range(10)], [expected[i : (i + 1)] for i in range(10)], [expected[[i]] for i in range(10)], ]: actual = Variable.concat(times, "t") assert expected.dtype == actual.dtype assert_array_equal(expected, actual) def test_0d_time_data(self): # regression test for #105 x = self.cls("time", pd.date_range("2000-01-01", periods=5)) expected = np.datetime64("2000-01-01", "ns") assert x[0].values == expected def test_datetime64_conversion(self): times = pd.date_range("2000-01-01", periods=3) for values, preserve_source in [ (times, True), (times.values, True), (times.values.astype("datetime64[s]"), False), (times.to_pydatetime(), False), ]: v = self.cls(["t"], values) assert v.dtype == np.dtype("datetime64[ns]") assert_array_equal(v.values, times.values) assert v.values.dtype == np.dtype("datetime64[ns]") same_source = source_ndarray(v.values) is source_ndarray(values) assert preserve_source == same_source def test_timedelta64_conversion(self): times = pd.timedelta_range(start=0, periods=3) for values, preserve_source in [ (times, True), (times.values, True), (times.values.astype("timedelta64[s]"), False), (times.to_pytimedelta(), False), ]: v = self.cls(["t"], values) assert v.dtype == np.dtype("timedelta64[ns]") assert_array_equal(v.values, times.values) assert v.values.dtype == np.dtype("timedelta64[ns]") same_source = source_ndarray(v.values) is source_ndarray(values) assert preserve_source == same_source def test_object_conversion(self): data = np.arange(5).astype(str).astype(object) actual = self.cls("x", data) assert actual.dtype == data.dtype def test_pandas_data(self): v = self.cls(["x"], pd.Series([0, 1, 2], index=[3, 2, 1])) assert_identical(v, v[[0, 1, 2]]) v = self.cls(["x"], pd.Index([0, 1, 2])) assert v[0].values == v.values[0] def test_pandas_period_index(self): v = self.cls(["x"], pd.period_range(start="2000", periods=20, freq="B")) v = v.load() # for dask-based Variable assert v[0] == pd.Period("2000", freq="B") assert "Period('2000-01-03', 'B')" in repr(v) def test_1d_math(self): x = 1.0 * np.arange(5) y = np.ones(5) # should we need `.to_base_variable()`? # probably a break that `+v` changes type? v = self.cls(["x"], x) base_v = v.to_base_variable() # unary ops assert_identical(base_v, +v) assert_identical(base_v, abs(v)) assert_array_equal((-v).values, -x) # binary ops with numbers assert_identical(base_v, v + 0) assert_identical(base_v, 0 + v) assert_identical(base_v, v * 1) # binary ops with numpy arrays assert_array_equal((v * x).values, x ** 2) assert_array_equal((x * v).values, x ** 2) assert_array_equal(v - y, v - 1) assert_array_equal(y - v, 1 - v) # verify attributes are dropped v2 = self.cls(["x"], x, {"units": "meters"}) assert_identical(base_v, +v2) # binary ops with all variables assert_array_equal(v + v, 2 * v) w = self.cls(["x"], y, {"foo": "bar"}) assert_identical(v + w, self.cls(["x"], x + y).to_base_variable()) assert_array_equal((v * w).values, x * y) # something complicated assert_array_equal((v ** 2 * w - 1 + x).values, x ** 2 * y - 1 + x) # make sure dtype is preserved (for Index objects) assert float == (+v).dtype assert float == (+v).values.dtype assert float == (0 + v).dtype assert float == (0 + v).values.dtype # check types of returned data assert isinstance(+v, Variable) assert not isinstance(+v, IndexVariable) assert isinstance(0 + v, Variable) assert not isinstance(0 + v, IndexVariable) def test_1d_reduce(self): x = np.arange(5) v = self.cls(["x"], x) actual = v.sum() expected = Variable((), 10) assert_identical(expected, actual) assert type(actual) is Variable def test_array_interface(self): x = np.arange(5) v = self.cls(["x"], x) assert_array_equal(np.asarray(v), x) # test patched in methods assert_array_equal(v.astype(float), x.astype(float)) # think this is a break, that argsort changes the type assert_identical(v.argsort(), v.to_base_variable()) assert_identical(v.clip(2, 3), self.cls("x", x.clip(2, 3)).to_base_variable()) # test ufuncs assert_identical(np.sin(v), self.cls(["x"], np.sin(x)).to_base_variable()) assert isinstance(np.sin(v), Variable) assert not isinstance(np.sin(v), IndexVariable) def example_1d_objects(self): for data in [ range(3), 0.5 * np.arange(3), 0.5 * np.arange(3, dtype=np.float32), pd.date_range("2000-01-01", periods=3), np.array(["a", "b", "c"], dtype=object), ]: yield (self.cls("x", data), data) def test___array__(self): for v, data in self.example_1d_objects(): assert_array_equal(v.values, np.asarray(data)) assert_array_equal(np.asarray(v), np.asarray(data)) assert v[0].values == np.asarray(data)[0] assert np.asarray(v[0]) == np.asarray(data)[0] def test_equals_all_dtypes(self): for v, _ in self.example_1d_objects(): v2 = v.copy() assert v.equals(v2) assert v.identical(v2) assert v.no_conflicts(v2) assert v[0].equals(v2[0]) assert v[0].identical(v2[0]) assert v[0].no_conflicts(v2[0]) assert v[:2].equals(v2[:2]) assert v[:2].identical(v2[:2]) assert v[:2].no_conflicts(v2[:2]) def test_eq_all_dtypes(self): # ensure that we don't choke on comparisons for which numpy returns # scalars expected = Variable("x", 3 * [False]) for v, _ in self.example_1d_objects(): actual = "z" == v assert_identical(expected, actual) actual = ~("z" != v) assert_identical(expected, actual) def test_encoding_preserved(self): expected = self.cls("x", range(3), {"foo": 1}, {"bar": 2}) for actual in [ expected.T, expected[...], expected.squeeze(), expected.isel(x=slice(None)), expected.set_dims({"x": 3}), expected.copy(deep=True), expected.copy(deep=False), ]: assert_identical(expected.to_base_variable(), actual.to_base_variable()) assert expected.encoding == actual.encoding def test_concat(self): x = np.arange(5) y = np.arange(5, 10) v = self.cls(["a"], x) w = self.cls(["a"], y) assert_identical( Variable(["b", "a"], np.array([x, y])), Variable.concat([v, w], "b") ) assert_identical( Variable(["b", "a"], np.array([x, y])), Variable.concat((v, w), "b") ) assert_identical( Variable(["b", "a"], np.array([x, y])), Variable.concat((v, w), "b") ) with raises_regex(ValueError, "Variable has dimensions"): Variable.concat([v, Variable(["c"], y)], "b") # test indexers actual = Variable.concat( [v, w], positions=[np.arange(0, 10, 2), np.arange(1, 10, 2)], dim="a" ) expected = Variable("a", np.array([x, y]).ravel(order="F")) assert_identical(expected, actual) # test concatenating along a dimension v = Variable(["time", "x"], np.random.random((10, 8))) assert_identical(v, Variable.concat([v[:5], v[5:]], "time")) assert_identical(v, Variable.concat([v[:5], v[5:6], v[6:]], "time")) assert_identical(v, Variable.concat([v[:1], v[1:]], "time")) # test dimension order assert_identical(v, Variable.concat([v[:, :5], v[:, 5:]], "x")) with raises_regex(ValueError, "all input arrays must have"): Variable.concat([v[:, 0], v[:, 1:]], "x") def test_concat_attrs(self): # always keep attrs from first variable v = self.cls("a", np.arange(5), {"foo": "bar"}) w = self.cls("a", np.ones(5)) expected = self.cls( "a", np.concatenate([np.arange(5), np.ones(5)]) ).to_base_variable() expected.attrs["foo"] = "bar" assert_identical(expected, Variable.concat([v, w], "a")) def test_concat_fixed_len_str(self): # regression test for #217 for kind in ["S", "U"]: x = self.cls("animal", np.array(["horse"], dtype=kind)) y = self.cls("animal", np.array(["aardvark"], dtype=kind)) actual = Variable.concat([x, y], "animal") expected = Variable("animal", np.array(["horse", "aardvark"], dtype=kind)) assert_equal(expected, actual) def test_concat_number_strings(self): # regression test for #305 a = self.cls("x", ["0", "1", "2"]) b = self.cls("x", ["3", "4"]) actual = Variable.concat([a, b], dim="x") expected = Variable("x", np.arange(5).astype(str)) assert_identical(expected, actual) assert actual.dtype.kind == expected.dtype.kind def test_concat_mixed_dtypes(self): a = self.cls("x", [0, 1]) b = self.cls("x", ["two"]) actual = Variable.concat([a, b], dim="x") expected = Variable("x", np.array([0, 1, "two"], dtype=object)) assert_identical(expected, actual) assert actual.dtype == object @pytest.mark.parametrize("deep", [True, False]) @pytest.mark.parametrize("astype", [float, int, str]) def test_copy(self, deep, astype): v = self.cls("x", (0.5 * np.arange(10)).astype(astype), {"foo": "bar"}) w = v.copy(deep=deep) assert type(v) is type(w) assert_identical(v, w) assert v.dtype == w.dtype if self.cls is Variable: if deep: assert source_ndarray(v.values) is not source_ndarray(w.values) else: assert source_ndarray(v.values) is source_ndarray(w.values) assert_identical(v, copy(v)) def test_copy_index(self): midx = pd.MultiIndex.from_product( [["a", "b"], [1, 2], [-1, -2]], names=("one", "two", "three") ) v = self.cls("x", midx) for deep in [True, False]: w = v.copy(deep=deep) assert isinstance(w._data, PandasIndexAdapter) assert isinstance(w.to_index(), pd.MultiIndex) assert_array_equal(v._data.array, w._data.array) def test_copy_with_data(self): orig = Variable(("x", "y"), [[1.5, 2.0], [3.1, 4.3]], {"foo": "bar"}) new_data = np.array([[2.5, 5.0], [7.1, 43]]) actual = orig.copy(data=new_data) expected = orig.copy() expected.data = new_data assert_identical(expected, actual) def test_copy_with_data_errors(self): orig = Variable(("x", "y"), [[1.5, 2.0], [3.1, 4.3]], {"foo": "bar"}) new_data = [2.5, 5.0] with raises_regex(ValueError, "must match shape of object"): orig.copy(data=new_data) def test_copy_index_with_data(self): orig = IndexVariable("x", np.arange(5)) new_data = np.arange(5, 10) actual = orig.copy(data=new_data) expected = IndexVariable("x", np.arange(5, 10)) assert_identical(expected, actual) def test_copy_index_with_data_errors(self): orig = IndexVariable("x", np.arange(5)) new_data = np.arange(5, 20) with raises_regex(ValueError, "must match shape of object"): orig.copy(data=new_data) with raises_regex(ValueError, "Cannot assign to the .data"): orig.data = new_data with raises_regex(ValueError, "Cannot assign to the .values"): orig.values = new_data def test_replace(self): var = Variable(("x", "y"), [[1.5, 2.0], [3.1, 4.3]], {"foo": "bar"}) result = var._replace() assert_identical(result, var) new_data = np.arange(4).reshape(2, 2) result = var._replace(data=new_data) assert_array_equal(result.data, new_data) def test_real_and_imag(self): v = self.cls("x", np.arange(3) - 1j * np.arange(3), {"foo": "bar"}) expected_re = self.cls("x", np.arange(3), {"foo": "bar"}) assert_identical(v.real, expected_re) expected_im = self.cls("x", -np.arange(3), {"foo": "bar"}) assert_identical(v.imag, expected_im) expected_abs = self.cls("x", np.sqrt(2 * np.arange(3) ** 2)).to_base_variable() assert_allclose(abs(v), expected_abs) def test_aggregate_complex(self): # should skip NaNs v = self.cls("x", [1, 2j, np.nan]) expected = Variable((), 0.5 + 1j) assert_allclose(v.mean(), expected) def test_pandas_cateogrical_dtype(self): data = pd.Categorical(np.arange(10, dtype="int64")) v = self.cls("x", data) print(v) # should not error assert v.dtype == "int64" def test_pandas_datetime64_with_tz(self): data = pd.date_range( start="2000-01-01", tz=pytz.timezone("America/New_York"), periods=10, freq="1h", ) v = self.cls("x", data) print(v) # should not error if "America/New_York" in str(data.dtype): # pandas is new enough that it has datetime64 with timezone dtype assert v.dtype == "object" def test_multiindex(self): idx = pd.MultiIndex.from_product([list("abc"), [0, 1]]) v = self.cls("x", idx) assert_identical(Variable((), ("a", 0)), v[0]) assert_identical(v, v[:]) def test_load(self): array = self.cls("x", np.arange(5)) orig_data = array._data copied = array.copy(deep=True) if array.chunks is None: array.load() assert type(array._data) is type(orig_data) assert type(copied._data) is type(orig_data) assert_identical(array, copied) def test_getitem_advanced(self): v = self.cls(["x", "y"], [[0, 1, 2], [3, 4, 5]]) v_data = v.compute().data # orthogonal indexing v_new = v[([0, 1], [1, 0])] assert v_new.dims == ("x", "y") assert_array_equal(v_new, v_data[[0, 1]][:, [1, 0]]) v_new = v[[0, 1]] assert v_new.dims == ("x", "y") assert_array_equal(v_new, v_data[[0, 1]]) # with mixed arguments ind = Variable(["a"], [0, 1]) v_new = v[dict(x=[0, 1], y=ind)] assert v_new.dims == ("x", "a") assert_array_equal(v_new, v_data[[0, 1]][:, [0, 1]]) # boolean indexing v_new = v[dict(x=[True, False], y=[False, True, False])] assert v_new.dims == ("x", "y") assert_array_equal(v_new, v_data[0][1]) # with scalar variable ind = Variable((), 2) v_new = v[dict(y=ind)] expected = v[dict(y=2)] assert_array_equal(v_new, expected) # with boolean variable with wrong shape ind = np.array([True, False]) with raises_regex(IndexError, "Boolean array size 2 is "): v[Variable(("a", "b"), [[0, 1]]), ind] # boolean indexing with different dimension ind = Variable(["a"], [True, False, False]) with raises_regex(IndexError, "Boolean indexer should be"): v[dict(y=ind)] def test_getitem_uint_1d(self): # regression test for #1405 v = self.cls(["x"], [0, 1, 2]) v_data = v.compute().data v_new = v[np.array([0])] assert_array_equal(v_new, v_data[0]) v_new = v[np.array([0], dtype="uint64")] assert_array_equal(v_new, v_data[0]) def test_getitem_uint(self): # regression test for #1405 v = self.cls(["x", "y"], [[0, 1, 2], [3, 4, 5]]) v_data = v.compute().data v_new = v[np.array([0])] assert_array_equal(v_new, v_data[[0], :]) v_new = v[np.array([0], dtype="uint64")] assert_array_equal(v_new, v_data[[0], :]) v_new = v[np.uint64(0)] assert_array_equal(v_new, v_data[0, :]) def test_getitem_0d_array(self): # make sure 0d-np.array can be used as an indexer v = self.cls(["x"], [0, 1, 2]) v_data = v.compute().data v_new = v[np.array([0])[0]] assert_array_equal(v_new, v_data[0]) v_new = v[np.array(0)] assert_array_equal(v_new, v_data[0]) v_new = v[Variable((), np.array(0))] assert_array_equal(v_new, v_data[0]) def test_getitem_fancy(self): v = self.cls(["x", "y"], [[0, 1, 2], [3, 4, 5]]) v_data = v.compute().data ind = Variable(["a", "b"], [[0, 1, 1], [1, 1, 0]]) v_new = v[ind] assert v_new.dims == ("a", "b", "y") assert_array_equal(v_new, v_data[[[0, 1, 1], [1, 1, 0]], :]) # It would be ok if indexed with the multi-dimensional array including # the same name ind = Variable(["x", "b"], [[0, 1, 1], [1, 1, 0]]) v_new = v[ind] assert v_new.dims == ("x", "b", "y") assert_array_equal(v_new, v_data[[[0, 1, 1], [1, 1, 0]], :]) ind = Variable(["a", "b"], [[0, 1, 2], [2, 1, 0]]) v_new = v[dict(y=ind)] assert v_new.dims == ("x", "a", "b") assert_array_equal(v_new, v_data[:, ([0, 1, 2], [2, 1, 0])]) ind = Variable(["a", "b"], [[0, 0], [1, 1]]) v_new = v[dict(x=[1, 0], y=ind)] assert v_new.dims == ("x", "a", "b") assert_array_equal(v_new, v_data[[1, 0]][:, ind]) # along diagonal ind = Variable(["a"], [0, 1]) v_new = v[ind, ind] assert v_new.dims == ("a",) assert_array_equal(v_new, v_data[[0, 1], [0, 1]]) # with integer ind = Variable(["a", "b"], [[0, 0], [1, 1]]) v_new = v[dict(x=0, y=ind)] assert v_new.dims == ("a", "b") assert_array_equal(v_new[0], v_data[0][[0, 0]]) assert_array_equal(v_new[1], v_data[0][[1, 1]]) # with slice ind = Variable(["a", "b"], [[0, 0], [1, 1]]) v_new = v[dict(x=slice(None), y=ind)] assert v_new.dims == ("x", "a", "b") assert_array_equal(v_new, v_data[:, [[0, 0], [1, 1]]]) ind = Variable(["a", "b"], [[0, 0], [1, 1]]) v_new = v[dict(x=ind, y=slice(None))] assert v_new.dims == ("a", "b", "y") assert_array_equal(v_new, v_data[[[0, 0], [1, 1]], :]) ind = Variable(["a", "b"], [[0, 0], [1, 1]]) v_new = v[dict(x=ind, y=slice(None, 1))] assert v_new.dims == ("a", "b", "y") assert_array_equal(v_new, v_data[[[0, 0], [1, 1]], slice(None, 1)]) # slice matches explicit dimension ind = Variable(["y"], [0, 1]) v_new = v[ind, :2] assert v_new.dims == ("y",) assert_array_equal(v_new, v_data[[0, 1], [0, 1]]) # with multiple slices v = self.cls(["x", "y", "z"], [[[1, 2, 3], [4, 5, 6]]]) ind = Variable(["a", "b"], [[0]]) v_new = v[ind, :, :] expected = Variable(["a", "b", "y", "z"], v.data[np.newaxis, ...]) assert_identical(v_new, expected) v = Variable(["w", "x", "y", "z"], [[[[1, 2, 3], [4, 5, 6]]]]) ind = Variable(["y"], [0]) v_new = v[ind, :, 1:2, 2] expected = Variable(["y", "x"], [[6]]) assert_identical(v_new, expected) # slice and vector mixed indexing resulting in the same dimension v = Variable(["x", "y", "z"], np.arange(60).reshape(3, 4, 5)) ind = Variable(["x"], [0, 1, 2]) v_new = v[:, ind] expected = Variable(("x", "z"), np.zeros((3, 5))) expected[0] = v.data[0, 0] expected[1] = v.data[1, 1] expected[2] = v.data[2, 2] assert_identical(v_new, expected) v_new = v[:, ind.data] assert v_new.shape == (3, 3, 5) def test_getitem_error(self): v = self.cls(["x", "y"], [[0, 1, 2], [3, 4, 5]]) with raises_regex(IndexError, "labeled multi-"): v[[[0, 1], [1, 2]]] ind_x = Variable(["a"], [0, 1, 1]) ind_y = Variable(["a"], [0, 1]) with raises_regex(IndexError, "Dimensions of indexers "): v[ind_x, ind_y] ind = Variable(["a", "b"], [[True, False], [False, True]]) with raises_regex(IndexError, "2-dimensional boolean"): v[dict(x=ind)] v = Variable(["x", "y", "z"], np.arange(60).reshape(3, 4, 5)) ind = Variable(["x"], [0, 1]) with raises_regex(IndexError, "Dimensions of indexers mis"): v[:, ind] @pytest.mark.parametrize( "mode", [ "mean", pytest.param( "median", marks=pytest.mark.xfail(reason="median is not implemented by Dask"), ), pytest.param( "reflect", marks=pytest.mark.xfail(reason="dask.array.pad bug") ), "edge", pytest.param( "linear_ramp", marks=pytest.mark.xfail( reason="pint bug: https://github.com/hgrecco/pint/issues/1026" ), ), "maximum", "minimum", "symmetric", "wrap", ], ) @pytest.mark.parametrize("xr_arg, np_arg", _PAD_XR_NP_ARGS) def test_pad(self, mode, xr_arg, np_arg): data = np.arange(4 * 3 * 2).reshape(4, 3, 2) v = self.cls(["x", "y", "z"], data) actual = v.pad(mode=mode, **xr_arg) expected = np.pad(data, np_arg, mode=mode) assert_array_equal(actual, expected) assert isinstance(actual._data, type(v._data)) @pytest.mark.parametrize("xr_arg, np_arg", _PAD_XR_NP_ARGS) def test_pad_constant_values(self, xr_arg, np_arg): data = np.arange(4 * 3 * 2).reshape(4, 3, 2) v = self.cls(["x", "y", "z"], data) actual = v.pad(**xr_arg) expected = np.pad( np.array(v.data.astype(float)), np_arg, mode="constant", constant_values=np.nan, ) assert_array_equal(actual, expected) assert isinstance(actual._data, type(v._data)) # for the boolean array, we pad False data = np.full_like(data, False, dtype=bool).reshape(4, 3, 2) v = self.cls(["x", "y", "z"], data) actual = v.pad(mode="constant", constant_values=False, **xr_arg) expected = np.pad( np.array(v.data), np_arg, mode="constant", constant_values=False ) assert_array_equal(actual, expected) def test_rolling_window(self): # Just a working test. See test_nputils for the algorithm validation v = self.cls(["x", "y", "z"], np.arange(40 * 30 * 2).reshape(40, 30, 2)) for (d, w) in [("x", 3), ("y", 5)]: v_rolling = v.rolling_window(d, w, d + "_window") assert v_rolling.dims == ("x", "y", "z", d + "_window") assert v_rolling.shape == v.shape + (w,) v_rolling = v.rolling_window(d, w, d + "_window", center=True) assert v_rolling.dims == ("x", "y", "z", d + "_window") assert v_rolling.shape == v.shape + (w,) # dask and numpy result should be the same v_loaded = v.load().rolling_window(d, w, d + "_window", center=True) assert_array_equal(v_rolling, v_loaded) # numpy backend should not be over-written if isinstance(v._data, np.ndarray): with pytest.raises(ValueError): v_loaded[0] = 1.0 class TestVariable(VariableSubclassobjects): cls = staticmethod(Variable) @pytest.fixture(autouse=True) def setup(self): self.d = np.random.random((10, 3)).astype(np.float64) def test_data_and_values(self): v = Variable(["time", "x"], self.d) assert_array_equal(v.data, self.d) assert_array_equal(v.values, self.d) assert source_ndarray(v.values) is self.d with pytest.raises(ValueError): # wrong size v.values = np.random.random(5) d2 = np.random.random((10, 3)) v.values = d2 assert source_ndarray(v.values) is d2 d3 = np.random.random((10, 3)) v.data = d3 assert source_ndarray(v.data) is d3 def test_numpy_same_methods(self): v = Variable([], np.float32(0.0)) assert v.item() == 0 assert type(v.item()) is float v = IndexVariable("x", np.arange(5)) assert 2 == v.searchsorted(2) def test_datetime64_conversion_scalar(self): expected = np.datetime64("2000-01-01", "ns") for values in [ np.datetime64("2000-01-01"), pd.Timestamp("2000-01-01T00"), datetime(2000, 1, 1), ]: v = Variable([], values) assert v.dtype == np.dtype("datetime64[ns]") assert v.values == expected assert v.values.dtype == np.dtype("datetime64[ns]") def test_timedelta64_conversion_scalar(self): expected = np.timedelta64(24 * 60 * 60 * 10 ** 9, "ns") for values in [ np.timedelta64(1, "D"), pd.Timedelta("1 day"), timedelta(days=1), ]: v = Variable([], values) assert v.dtype == np.dtype("timedelta64[ns]") assert v.values == expected assert v.values.dtype == np.dtype("timedelta64[ns]") def test_0d_str(self): v = Variable([], "foo") assert v.dtype == np.dtype("U3") assert v.values == "foo" v = Variable([], np.string_("foo")) assert v.dtype == np.dtype("S3") assert v.values == bytes("foo", "ascii") def test_0d_datetime(self): v = Variable([], pd.Timestamp("2000-01-01")) assert v.dtype == np.dtype("datetime64[ns]") assert v.values == np.datetime64("2000-01-01", "ns") def test_0d_timedelta(self): for td in [pd.to_timedelta("1s"), np.timedelta64(1, "s")]: v = Variable([], td) assert v.dtype == np.dtype("timedelta64[ns]") assert v.values == np.timedelta64(10 ** 9, "ns") def test_equals_and_identical(self): d = np.random.rand(10, 3) d[0, 0] = np.nan v1 = Variable(("dim1", "dim2"), data=d, attrs={"att1": 3, "att2": [1, 2, 3]}) v2 = Variable(("dim1", "dim2"), data=d, attrs={"att1": 3, "att2": [1, 2, 3]}) assert v1.equals(v2) assert v1.identical(v2) v3 = Variable(("dim1", "dim3"), data=d) assert not v1.equals(v3) v4 = Variable(("dim1", "dim2"), data=d) assert v1.equals(v4) assert not v1.identical(v4) v5 = deepcopy(v1) v5.values[:] = np.random.rand(10, 3) assert not v1.equals(v5) assert not v1.equals(None) assert not v1.equals(d) assert not v1.identical(None) assert not v1.identical(d) def test_broadcast_equals(self): v1 = Variable((), np.nan) v2 = Variable(("x"), [np.nan, np.nan]) assert v1.broadcast_equals(v2) assert not v1.equals(v2) assert not v1.identical(v2) v3 = Variable(("x"), [np.nan]) assert v1.broadcast_equals(v3) assert not v1.equals(v3) assert not v1.identical(v3) assert not v1.broadcast_equals(None) v4 = Variable(("x"), [np.nan] * 3) assert not v2.broadcast_equals(v4) def test_no_conflicts(self): v1 = Variable(("x"), [1, 2, np.nan, np.nan]) v2 = Variable(("x"), [np.nan, 2, 3, np.nan]) assert v1.no_conflicts(v2) assert not v1.equals(v2) assert not v1.broadcast_equals(v2) assert not v1.identical(v2) assert not v1.no_conflicts(None) v3 = Variable(("y"), [np.nan, 2, 3, np.nan]) assert not v3.no_conflicts(v1) d = np.array([1, 2, np.nan, np.nan]) assert not v1.no_conflicts(d) assert not v2.no_conflicts(d) v4 = Variable(("w", "x"), [d]) assert v1.no_conflicts(v4) def test_as_variable(self): data = np.arange(10) expected = Variable("x", data) expected_extra = Variable( "x", data, attrs={"myattr": "val"}, encoding={"scale_factor": 1} ) assert_identical(expected, as_variable(expected)) ds = Dataset({"x": expected}) var = as_variable(ds["x"]).to_base_variable() assert_identical(expected, var) assert not isinstance(ds["x"], Variable) assert isinstance(as_variable(ds["x"]), Variable) xarray_tuple = ( expected_extra.dims, expected_extra.values, expected_extra.attrs, expected_extra.encoding, ) assert_identical(expected_extra, as_variable(xarray_tuple)) with raises_regex(TypeError, "tuple of form"): as_variable(tuple(data)) with raises_regex(ValueError, "tuple of form"): # GH1016 as_variable(("five", "six", "seven")) with raises_regex(TypeError, "without an explicit list of dimensions"): as_variable(data) actual = as_variable(data, name="x") assert_identical(expected.to_index_variable(), actual) actual = as_variable(0) expected = Variable([], 0) assert_identical(expected, actual) data = np.arange(9).reshape((3, 3)) expected = Variable(("x", "y"), data) with raises_regex(ValueError, "without explicit dimension names"): as_variable(data, name="x") with raises_regex(ValueError, "has more than 1-dimension"): as_variable(expected, name="x") # test datetime, timedelta conversion dt = np.array([datetime(1999, 1, 1) + timedelta(days=x) for x in range(10)]) assert as_variable(dt, "time").dtype.kind == "M" td = np.array([timedelta(days=x) for x in range(10)]) assert as_variable(td, "time").dtype.kind == "m" def test_repr(self): v = Variable(["time", "x"], [[1, 2, 3], [4, 5, 6]], {"foo": "bar"}) expected = dedent( """ <xarray.Variable (time: 2, x: 3)> array([[1, 2, 3], [4, 5, 6]]) Attributes: foo: bar """ ).strip() assert expected == repr(v) def test_repr_lazy_data(self): v = Variable("x", LazilyOuterIndexedArray(np.arange(2e5))) assert "200000 values with dtype" in repr(v) assert isinstance(v._data, LazilyOuterIndexedArray) def test_detect_indexer_type(self): """ Tests indexer type was correctly detected. """ data = np.random.random((10, 11)) v = Variable(["x", "y"], data) _, ind, _ = v._broadcast_indexes((0, 1)) assert type(ind) == indexing.BasicIndexer _, ind, _ = v._broadcast_indexes((0, slice(0, 8, 2))) assert type(ind) == indexing.BasicIndexer _, ind, _ = v._broadcast_indexes((0, [0, 1])) assert type(ind) == indexing.OuterIndexer _, ind, _ = v._broadcast_indexes(([0, 1], 1)) assert type(ind) == indexing.OuterIndexer _, ind, _ = v._broadcast_indexes(([0, 1], [1, 2])) assert type(ind) == indexing.OuterIndexer _, ind, _ = v._broadcast_indexes(([0, 1], slice(0, 8, 2))) assert type(ind) == indexing.OuterIndexer vind = Variable(("a",), [0, 1]) _, ind, _ = v._broadcast_indexes((vind, slice(0, 8, 2))) assert type(ind) == indexing.OuterIndexer vind = Variable(("y",), [0, 1]) _, ind, _ = v._broadcast_indexes((vind, 3)) assert type(ind) == indexing.OuterIndexer vind = Variable(("a",), [0, 1]) _, ind, _ = v._broadcast_indexes((vind, vind)) assert type(ind) == indexing.VectorizedIndexer vind = Variable(("a", "b"), [[0, 2], [1, 3]]) _, ind, _ = v._broadcast_indexes((vind, 3)) assert type(ind) == indexing.VectorizedIndexer def test_indexer_type(self): # GH:issue:1688. Wrong indexer type induces NotImplementedError data = np.random.random((10, 11)) v = Variable(["x", "y"], data) def assert_indexer_type(key, object_type): dims, index_tuple, new_order = v._broadcast_indexes(key) assert isinstance(index_tuple, object_type) # should return BasicIndexer assert_indexer_type((0, 1), BasicIndexer) assert_indexer_type((0, slice(None, None)), BasicIndexer) assert_indexer_type((Variable([], 3), slice(None, None)), BasicIndexer) assert_indexer_type((Variable([], 3), (Variable([], 6))), BasicIndexer) # should return OuterIndexer assert_indexer_type(([0, 1], 1), OuterIndexer) assert_indexer_type(([0, 1], [1, 2]), OuterIndexer) assert_indexer_type((Variable(("x"), [0, 1]), 1), OuterIndexer) assert_indexer_type((Variable(("x"), [0, 1]), slice(None, None)), OuterIndexer) assert_indexer_type( (Variable(("x"), [0, 1]), Variable(("y"), [0, 1])), OuterIndexer ) # should return VectorizedIndexer assert_indexer_type((Variable(("y"), [0, 1]), [0, 1]), VectorizedIndexer) assert_indexer_type( (Variable(("z"), [0, 1]), Variable(("z"), [0, 1])), VectorizedIndexer ) assert_indexer_type( ( Variable(("a", "b"), [[0, 1], [1, 2]]), Variable(("a", "b"), [[0, 1], [1, 2]]), ), VectorizedIndexer, ) def test_items(self): data = np.random.random((10, 11)) v = Variable(["x", "y"], data) # test slicing assert_identical(v, v[:]) assert_identical(v, v[...]) assert_identical(Variable(["y"], data[0]), v[0]) assert_identical(Variable(["x"], data[:, 0]), v[:, 0]) assert_identical(Variable(["x", "y"], data[:3, :2]), v[:3, :2]) # test array indexing x = Variable(["x"], np.arange(10)) y = Variable(["y"], np.arange(11)) assert_identical(v, v[x.values]) assert_identical(v, v[x]) assert_identical(v[:3], v[x < 3]) assert_identical(v[:, 3:], v[:, y >= 3]) assert_identical(v[:3, 3:], v[x < 3, y >= 3]) assert_identical(v[:3, :2], v[x[:3], y[:2]]) assert_identical(v[:3, :2], v[range(3), range(2)]) # test iteration for n, item in enumerate(v): assert_identical(Variable(["y"], data[n]), item) with raises_regex(TypeError, "iteration over a 0-d"): iter(Variable([], 0)) # test setting v.values[:] = 0 assert np.all(v.values == 0) # test orthogonal setting v[range(10), range(11)] = 1 assert_array_equal(v.values, np.ones((10, 11))) def test_getitem_basic(self): v = self.cls(["x", "y"], [[0, 1, 2], [3, 4, 5]]) # int argument v_new = v[0] assert v_new.dims == ("y",) assert_array_equal(v_new, v._data[0]) # slice argument v_new = v[:2] assert v_new.dims == ("x", "y") assert_array_equal(v_new, v._data[:2]) # list arguments v_new = v[[0]] assert v_new.dims == ("x", "y") assert_array_equal(v_new, v._data[[0]]) v_new = v[[]] assert v_new.dims == ("x", "y") assert_array_equal(v_new, v._data[[]]) # dict arguments v_new = v[dict(x=0)] assert v_new.dims == ("y",) assert_array_equal(v_new, v._data[0]) v_new = v[dict(x=0, y=slice(None))] assert v_new.dims == ("y",) assert_array_equal(v_new, v._data[0]) v_new = v[dict(x=0, y=1)] assert v_new.dims == () assert_array_equal(v_new, v._data[0, 1]) v_new = v[dict(y=1)] assert v_new.dims == ("x",) assert_array_equal(v_new, v._data[:, 1]) # tuple argument v_new = v[(slice(None), 1)] assert v_new.dims == ("x",) assert_array_equal(v_new, v._data[:, 1]) # test that we obtain a modifiable view when taking a 0d slice v_new = v[0, 0] v_new[...] += 99 assert_array_equal(v_new, v._data[0, 0]) def test_getitem_with_mask_2d_input(self): v = Variable(("x", "y"), [[0, 1, 2], [3, 4, 5]]) assert_identical( v._getitem_with_mask(([-1, 0], [1, -1])), Variable(("x", "y"), [[np.nan, np.nan], [1, np.nan]]), ) assert_identical(v._getitem_with_mask((slice(2), [0, 1, 2])), v) def test_isel(self): v = Variable(["time", "x"], self.d) assert_identical(v.isel(time=slice(None)), v) assert_identical(v.isel(time=0), v[0]) assert_identical(v.isel(time=slice(0, 3)), v[:3]) assert_identical(v.isel(x=0), v[:, 0]) assert_identical(v.isel(x=[0, 2]), v[:, [0, 2]]) assert_identical(v.isel(time=[]), v[[]]) with raises_regex( ValueError, r"dimensions {'not_a_dim'} do not exist. Expected one or more of " r"\('time', 'x'\)", ): v.isel(not_a_dim=0) with pytest.warns( UserWarning, match=r"dimensions {'not_a_dim'} do not exist. Expected one or more of " r"\('time', 'x'\)", ): v.isel(not_a_dim=0, missing_dims="warn") assert_identical(v, v.isel(not_a_dim=0, missing_dims="ignore")) def test_index_0d_numpy_string(self): # regression test to verify our work around for indexing 0d strings v = Variable([], np.string_("asdf")) assert_identical(v[()], v) v = Variable([], np.unicode_("asdf")) assert_identical(v[()], v) def test_indexing_0d_unicode(self): # regression test for GH568 actual = Variable(("x"), ["tmax"])[0][()] expected = Variable((), "tmax") assert_identical(actual, expected) @pytest.mark.parametrize("fill_value", [dtypes.NA, 2, 2.0]) def test_shift(self, fill_value): v = Variable("x", [1, 2, 3, 4, 5]) assert_identical(v, v.shift(x=0)) assert v is not v.shift(x=0) expected = Variable("x", [np.nan, np.nan, 1, 2, 3]) assert_identical(expected, v.shift(x=2)) if fill_value == dtypes.NA: # if we supply the default, we expect the missing value for a # float array fill_value_exp = np.nan else: fill_value_exp = fill_value expected = Variable("x", [fill_value_exp, 1, 2, 3, 4]) assert_identical(expected, v.shift(x=1, fill_value=fill_value)) expected = Variable("x", [2, 3, 4, 5, fill_value_exp]) assert_identical(expected, v.shift(x=-1, fill_value=fill_value)) expected = Variable("x", [fill_value_exp] * 5) assert_identical(expected, v.shift(x=5, fill_value=fill_value)) assert_identical(expected, v.shift(x=6, fill_value=fill_value)) with raises_regex(ValueError, "dimension"): v.shift(z=0) v = Variable("x", [1, 2, 3, 4, 5], {"foo": "bar"}) assert_identical(v, v.shift(x=0)) expected = Variable("x", [fill_value_exp, 1, 2, 3, 4], {"foo": "bar"}) assert_identical(expected, v.shift(x=1, fill_value=fill_value)) def test_shift2d(self): v = Variable(("x", "y"), [[1, 2], [3, 4]]) expected = Variable(("x", "y"), [[np.nan, np.nan], [np.nan, 1]]) assert_identical(expected, v.shift(x=1, y=1)) def test_roll(self): v = Variable("x", [1, 2, 3, 4, 5]) assert_identical(v, v.roll(x=0)) assert v is not v.roll(x=0) expected = Variable("x", [5, 1, 2, 3, 4]) assert_identical(expected, v.roll(x=1)) assert_identical(expected, v.roll(x=-4)) assert_identical(expected, v.roll(x=6)) expected = Variable("x", [4, 5, 1, 2, 3]) assert_identical(expected, v.roll(x=2)) assert_identical(expected, v.roll(x=-3)) with raises_regex(ValueError, "dimension"): v.roll(z=0) def test_roll_consistency(self): v = Variable(("x", "y"), np.random.randn(5, 6)) for axis, dim in [(0, "x"), (1, "y")]: for shift in [-3, 0, 1, 7, 11]: expected = np.roll(v.values, shift, axis=axis) actual = v.roll(**{dim: shift}).values assert_array_equal(expected, actual) def test_transpose(self): v = Variable(["time", "x"], self.d) v2 = Variable(["x", "time"], self.d.T) assert_identical(v, v2.transpose()) assert_identical(v.transpose(), v.T) x = np.random.randn(2, 3, 4, 5) w = Variable(["a", "b", "c", "d"], x) w2 = Variable(["d", "b", "c", "a"], np.einsum("abcd->dbca", x)) assert w2.shape == (5, 3, 4, 2) assert_identical(w2, w.transpose("d", "b", "c", "a")) assert_identical(w2, w.transpose("d", ..., "a")) assert_identical(w2, w.transpose("d", "b", "c", ...)) assert_identical(w2, w.transpose(..., "b", "c", "a")) assert_identical(w, w2.transpose("a", "b", "c", "d")) w3 = Variable(["b", "c", "d", "a"], np.einsum("abcd->bcda", x)) assert_identical(w, w3.transpose("a", "b", "c", "d")) def test_transpose_0d(self): for value in [ 3.5, ("a", 1), np.datetime64("2000-01-01"), np.timedelta64(1, "h"), None, object(), ]: variable = Variable([], value) actual = variable.transpose() assert actual.identical(variable) def test_squeeze(self): v = Variable(["x", "y"], [[1]]) assert_identical(Variable([], 1), v.squeeze()) assert_identical(Variable(["y"], [1]), v.squeeze("x")) assert_identical(Variable(["y"], [1]), v.squeeze(["x"])) assert_identical(Variable(["x"], [1]), v.squeeze("y")) assert_identical(Variable([], 1), v.squeeze(["x", "y"])) v = Variable(["x", "y"], [[1, 2]]) assert_identical(Variable(["y"], [1, 2]), v.squeeze()) assert_identical(Variable(["y"], [1, 2]), v.squeeze("x")) with raises_regex(ValueError, "cannot select a dimension"): v.squeeze("y") def test_get_axis_num(self): v = Variable(["x", "y", "z"], np.random.randn(2, 3, 4)) assert v.get_axis_num("x") == 0 assert v.get_axis_num(["x"]) == (0,) assert v.get_axis_num(["x", "y"]) == (0, 1) assert v.get_axis_num(["z", "y", "x"]) == (2, 1, 0) with raises_regex(ValueError, "not found in array dim"): v.get_axis_num("foobar") def test_set_dims(self): v = Variable(["x"], [0, 1]) actual = v.set_dims(["x", "y"]) expected = Variable(["x", "y"], [[0], [1]]) assert_identical(actual, expected) actual = v.set_dims(["y", "x"]) assert_identical(actual, expected.T) actual = v.set_dims({"x": 2, "y": 2}) expected = Variable(["x", "y"], [[0, 0], [1, 1]]) assert_identical(actual, expected) v = Variable(["foo"], [0, 1]) actual = v.set_dims("foo") expected = v assert_identical(actual, expected) with raises_regex(ValueError, "must be a superset"): v.set_dims(["z"]) def test_set_dims_object_dtype(self): v = Variable([], ("a", 1)) actual = v.set_dims(("x",), (3,)) exp_values = np.empty((3,), dtype=object) for i in range(3): exp_values[i] = ("a", 1) expected = Variable(["x"], exp_values) assert actual.identical(expected) def test_stack(self): v = Variable(["x", "y"], [[0, 1], [2, 3]], {"foo": "bar"}) actual = v.stack(z=("x", "y")) expected = Variable("z", [0, 1, 2, 3], v.attrs) assert_identical(actual, expected) actual = v.stack(z=("x",)) expected = Variable(("y", "z"), v.data.T, v.attrs) assert_identical(actual, expected) actual = v.stack(z=()) assert_identical(actual, v) actual = v.stack(X=("x",), Y=("y",)).transpose("X", "Y") expected = Variable(("X", "Y"), v.data, v.attrs) assert_identical(actual, expected) def test_stack_errors(self): v = Variable(["x", "y"], [[0, 1], [2, 3]], {"foo": "bar"}) with raises_regex(ValueError, "invalid existing dim"): v.stack(z=("x1",)) with raises_regex(ValueError, "cannot create a new dim"): v.stack(x=("x",)) def test_unstack(self): v = Variable("z", [0, 1, 2, 3], {"foo": "bar"}) actual = v.unstack(z={"x": 2, "y": 2}) expected = Variable(("x", "y"), [[0, 1], [2, 3]], v.attrs) assert_identical(actual, expected) actual = v.unstack(z={"x": 4, "y": 1}) expected = Variable(("x", "y"), [[0], [1], [2], [3]], v.attrs) assert_identical(actual, expected) actual = v.unstack(z={"x": 4}) expected = Variable("x", [0, 1, 2, 3], v.attrs) assert_identical(actual, expected) def test_unstack_errors(self): v = Variable("z", [0, 1, 2, 3]) with raises_regex(ValueError, "invalid existing dim"): v.unstack(foo={"x": 4}) with raises_regex(ValueError, "cannot create a new dim"): v.stack(z=("z",)) with raises_regex(ValueError, "the product of the new dim"): v.unstack(z={"x": 5}) def test_unstack_2d(self): v = Variable(["x", "y"], [[0, 1], [2, 3]]) actual = v.unstack(y={"z": 2}) expected = Variable(["x", "z"], v.data) assert_identical(actual, expected) actual = v.unstack(x={"z": 2}) expected = Variable(["y", "z"], v.data.T) assert_identical(actual, expected) def test_stack_unstack_consistency(self): v = Variable(["x", "y"], [[0, 1], [2, 3]]) actual = v.stack(z=("x", "y")).unstack(z={"x": 2, "y": 2}) assert_identical(actual, v) def test_broadcasting_math(self): x = np.random.randn(2, 3) v = Variable(["a", "b"], x) # 1d to 2d broadcasting assert_identical(v * v, Variable(["a", "b"], np.einsum("ab,ab->ab", x, x))) assert_identical(v * v[0], Variable(["a", "b"], np.einsum("ab,b->ab", x, x[0]))) assert_identical(v[0] * v, Variable(["b", "a"], np.einsum("b,ab->ba", x[0], x))) assert_identical( v[0] * v[:, 0], Variable(["b", "a"], np.einsum("b,a->ba", x[0], x[:, 0])) ) # higher dim broadcasting y = np.random.randn(3, 4, 5) w = Variable(["b", "c", "d"], y) assert_identical( v * w, Variable(["a", "b", "c", "d"], np.einsum("ab,bcd->abcd", x, y)) ) assert_identical( w * v, Variable(["b", "c", "d", "a"], np.einsum("bcd,ab->bcda", y, x)) ) assert_identical( v * w[0], Variable(["a", "b", "c", "d"], np.einsum("ab,cd->abcd", x, y[0])) ) def test_broadcasting_failures(self): a = Variable(["x"], np.arange(10)) b = Variable(["x"], np.arange(5)) c = Variable(["x", "x"], np.arange(100).reshape(10, 10)) with raises_regex(ValueError, "mismatched lengths"): a + b with raises_regex(ValueError, "duplicate dimensions"): a + c def test_inplace_math(self): x = np.arange(5) v = Variable(["x"], x) v2 = v v2 += 1 assert v is v2 # since we provided an ndarray for data, it is also modified in-place assert source_ndarray(v.values) is x assert_array_equal(v.values, np.arange(5) + 1) with raises_regex(ValueError, "dimensions cannot change"): v += Variable("y", np.arange(5)) def test_reduce(self): v = Variable(["x", "y"], self.d, {"ignored": "attributes"}) assert_identical(v.reduce(np.std, "x"), Variable(["y"], self.d.std(axis=0))) assert_identical(v.reduce(np.std, axis=0), v.reduce(np.std, dim="x")) assert_identical( v.reduce(np.std, ["y", "x"]), Variable([], self.d.std(axis=(0, 1))) ) assert_identical(v.reduce(np.std), Variable([], self.d.std())) assert_identical( v.reduce(np.mean, "x").reduce(np.std, "y"), Variable([], self.d.mean(axis=0).std()), ) assert_allclose(v.mean("x"), v.reduce(np.mean, "x")) with raises_regex(ValueError, "cannot supply both"): v.mean(dim="x", axis=0) with pytest.warns(DeprecationWarning, match="allow_lazy is deprecated"): v.mean(dim="x", allow_lazy=True) with pytest.warns(DeprecationWarning, match="allow_lazy is deprecated"): v.mean(dim="x", allow_lazy=False) @pytest.mark.parametrize("skipna", [True, False]) @pytest.mark.parametrize("q", [0.25, [0.50], [0.25, 0.75]]) @pytest.mark.parametrize( "axis, dim", zip([None, 0, [0], [0, 1]], [None, "x", ["x"], ["x", "y"]]) ) def test_quantile(self, q, axis, dim, skipna): v = Variable(["x", "y"], self.d) actual = v.quantile(q, dim=dim, skipna=skipna) _percentile_func = np.nanpercentile if skipna else np.percentile expected = _percentile_func(self.d, np.array(q) * 100, axis=axis) np.testing.assert_allclose(actual.values, expected) @requires_dask @pytest.mark.parametrize("q", [0.25, [0.50], [0.25, 0.75]]) @pytest.mark.parametrize("axis, dim", [[1, "y"], [[1], ["y"]]]) def test_quantile_dask(self, q, axis, dim): v = Variable(["x", "y"], self.d).chunk({"x": 2}) actual = v.quantile(q, dim=dim) assert isinstance(actual.data, dask_array_type) expected = np.nanpercentile(self.d, np.array(q) * 100, axis=axis) np.testing.assert_allclose(actual.values, expected) @requires_dask def test_quantile_chunked_dim_error(self): v = Variable(["x", "y"], self.d).chunk({"x": 2}) with raises_regex(ValueError, "dimension 'x'"): v.quantile(0.5, dim="x") @pytest.mark.parametrize("q", [-0.1, 1.1, [2], [0.25, 2]]) def test_quantile_out_of_bounds(self, q): v = Variable(["x", "y"], self.d) # escape special characters with raises_regex(ValueError, r"Quantiles must be in the range \[0, 1\]"): v.quantile(q, dim="x") @requires_dask @requires_bottleneck def test_rank_dask_raises(self): v = Variable(["x"], [3.0, 1.0, np.nan, 2.0, 4.0]).chunk(2) with raises_regex(TypeError, "arrays stored as dask"): v.rank("x") @requires_bottleneck def test_rank(self): import bottleneck as bn # floats v = Variable(["x", "y"], [[3, 4, np.nan, 1]]) expect_0 = bn.nanrankdata(v.data, axis=0) expect_1 = bn.nanrankdata(v.data, axis=1) np.testing.assert_allclose(v.rank("x").values, expect_0) np.testing.assert_allclose(v.rank("y").values, expect_1) # int v = Variable(["x"], [3, 2, 1]) expect = bn.rankdata(v.data, axis=0) np.testing.assert_allclose(v.rank("x").values, expect) # str v = Variable(["x"], ["c", "b", "a"]) expect = bn.rankdata(v.data, axis=0) np.testing.assert_allclose(v.rank("x").values, expect) # pct v = Variable(["x"], [3.0, 1.0, np.nan, 2.0, 4.0]) v_expect = Variable(["x"], [0.75, 0.25, np.nan, 0.5, 1.0]) assert_equal(v.rank("x", pct=True), v_expect) # invalid dim with raises_regex(ValueError, "not found"): v.rank("y") def test_big_endian_reduce(self): # regression test for GH489 data = np.ones(5, dtype=">f4") v = Variable(["x"], data) expected = Variable([], 5) assert_identical(expected, v.sum()) def test_reduce_funcs(self): v = Variable("x", np.array([1, np.nan, 2, 3])) assert_identical(v.mean(), Variable([], 2)) assert_identical(v.mean(skipna=True), Variable([], 2)) assert_identical(v.mean(skipna=False), Variable([], np.nan)) assert_identical(np.mean(v), Variable([], 2)) assert_identical(v.prod(), Variable([], 6)) assert_identical(v.cumsum(axis=0), Variable("x", np.array([1, 1, 3, 6]))) assert_identical(v.cumprod(axis=0), Variable("x", np.array([1, 1, 2, 6]))) assert_identical(v.var(), Variable([], 2.0 / 3)) assert_identical(v.median(), Variable([], 2)) v = Variable("x", [True, False, False]) assert_identical(v.any(), Variable([], True)) assert_identical(v.all(dim="x"), Variable([], False)) v = Variable("t", pd.date_range("2000-01-01", periods=3)) assert v.argmax(skipna=True) == 2 assert_identical(v.max(), Variable([], pd.Timestamp("2000-01-03"))) def test_reduce_keepdims(self): v = Variable(["x", "y"], self.d) assert_identical( v.mean(keepdims=True), Variable(v.dims, np.mean(self.d, keepdims=True)) ) assert_identical( v.mean(dim="x", keepdims=True), Variable(v.dims, np.mean(self.d, axis=0, keepdims=True)), ) assert_identical( v.mean(dim="y", keepdims=True), Variable(v.dims, np.mean(self.d, axis=1, keepdims=True)), ) assert_identical( v.mean(dim=["y", "x"], keepdims=True), Variable(v.dims, np.mean(self.d, axis=(1, 0), keepdims=True)), ) v = Variable([], 1.0) assert_identical( v.mean(keepdims=True), Variable([], np.mean(v.data, keepdims=True)) ) @requires_dask def test_reduce_keepdims_dask(self): import dask.array v = Variable(["x", "y"], self.d).chunk() actual = v.mean(keepdims=True) assert isinstance(actual.data, dask.array.Array) expected = Variable(v.dims, np.mean(self.d, keepdims=True)) assert_identical(actual, expected) actual = v.mean(dim="y", keepdims=True) assert isinstance(actual.data, dask.array.Array) expected = Variable(v.dims, np.mean(self.d, axis=1, keepdims=True)) assert_identical(actual, expected) def test_reduce_keep_attrs(self): _attrs = {"units": "test", "long_name": "testing"} v = Variable(["x", "y"], self.d, _attrs) # Test dropped attrs vm = v.mean() assert len(vm.attrs) == 0 assert vm.attrs == {} # Test kept attrs vm = v.mean(keep_attrs=True) assert len(vm.attrs) == len(_attrs) assert vm.attrs == _attrs def test_binary_ops_keep_attrs(self): _attrs = {"units": "test", "long_name": "testing"} a = Variable(["x", "y"], np.random.randn(3, 3), _attrs) b = Variable(["x", "y"], np.random.randn(3, 3), _attrs) # Test dropped attrs d = a - b # just one operation assert d.attrs == {} # Test kept attrs with set_options(keep_attrs=True): d = a - b assert d.attrs == _attrs def test_count(self): expected = Variable([], 3) actual = Variable(["x"], [1, 2, 3, np.nan]).count() assert_identical(expected, actual) v = Variable(["x"], np.array(["1", "2", "3", np.nan], dtype=object)) actual = v.count() assert_identical(expected, actual) actual = Variable(["x"], [True, False, True]).count() assert_identical(expected, actual) assert actual.dtype == int expected = Variable(["x"], [2, 3]) actual = Variable(["x", "y"], [[1, 0, np.nan], [1, 1, 1]]).count("y") assert_identical(expected, actual) def test_setitem(self): v = Variable(["x", "y"], [[0, 3, 2], [3, 4, 5]]) v[0, 1] = 1 assert v[0, 1] == 1 v = Variable(["x", "y"], [[0, 3, 2], [3, 4, 5]]) v[dict(x=[0, 1])] = 1 assert_array_equal(v[[0, 1]], np.ones_like(v[[0, 1]])) # boolean indexing v = Variable(["x", "y"], [[0, 3, 2], [3, 4, 5]]) v[dict(x=[True, False])] = 1 assert_array_equal(v[0], np.ones_like(v[0])) v = Variable(["x", "y"], [[0, 3, 2], [3, 4, 5]]) v[dict(x=[True, False], y=[False, True, False])] = 1 assert v[0, 1] == 1 def test_setitem_fancy(self): # assignment which should work as np.ndarray does def assert_assigned_2d(array, key_x, key_y, values): expected = array.copy() expected[key_x, key_y] = values v = Variable(["x", "y"], array) v[dict(x=key_x, y=key_y)] = values assert_array_equal(expected, v) # 1d vectorized indexing assert_assigned_2d( np.random.randn(4, 3), key_x=Variable(["a"], [0, 1]), key_y=Variable(["a"], [0, 1]), values=0, ) assert_assigned_2d( np.random.randn(4, 3), key_x=Variable(["a"], [0, 1]), key_y=Variable(["a"], [0, 1]), values=Variable((), 0), ) assert_assigned_2d( np.random.randn(4, 3), key_x=Variable(["a"], [0, 1]), key_y=Variable(["a"], [0, 1]), values=Variable(("a"), [3, 2]), ) assert_assigned_2d( np.random.randn(4, 3), key_x=slice(None), key_y=Variable(["a"], [0, 1]), values=Variable(("a"), [3, 2]), ) # 2d-vectorized indexing assert_assigned_2d( np.random.randn(4, 3), key_x=Variable(["a", "b"], [[0, 1]]), key_y=Variable(["a", "b"], [[1, 0]]), values=0, ) assert_assigned_2d( np.random.randn(4, 3), key_x=Variable(["a", "b"], [[0, 1]]), key_y=Variable(["a", "b"], [[1, 0]]), values=[0], ) assert_assigned_2d( np.random.randn(5, 4), key_x=Variable(["a", "b"], [[0, 1], [2, 3]]), key_y=Variable(["a", "b"], [[1, 0], [3, 3]]), values=[2, 3], ) # vindex with slice v = Variable(["x", "y", "z"], np.ones((4, 3, 2))) ind = Variable(["a"], [0, 1]) v[dict(x=ind, z=ind)] = 0 expected = Variable(["x", "y", "z"], np.ones((4, 3, 2))) expected[0, :, 0] = 0 expected[1, :, 1] = 0 assert_identical(expected, v) # dimension broadcast v = Variable(["x", "y"], np.ones((3, 2))) ind = Variable(["a", "b"], [[0, 1]]) v[ind, :] = 0 expected = Variable(["x", "y"], [[0, 0], [0, 0], [1, 1]]) assert_identical(expected, v) with raises_regex(ValueError, "shape mismatch"): v[ind, ind] = np.zeros((1, 2, 1)) v = Variable(["x", "y"], [[0, 3, 2], [3, 4, 5]]) ind = Variable(["a"], [0, 1]) v[dict(x=ind)] = Variable(["a", "y"], np.ones((2, 3), dtype=int) * 10) assert_array_equal(v[0], np.ones_like(v[0]) * 10) assert_array_equal(v[1], np.ones_like(v[1]) * 10) assert v.dims == ("x", "y") # dimension should not change # increment v = Variable(["x", "y"], np.arange(6).reshape(3, 2)) ind = Variable(["a"], [0, 1]) v[dict(x=ind)] += 1 expected = Variable(["x", "y"], [[1, 2], [3, 4], [4, 5]]) assert_identical(v, expected) ind = Variable(["a"], [0, 0]) v[dict(x=ind)] += 1 expected = Variable(["x", "y"], [[2, 3], [3, 4], [4, 5]]) assert_identical(v, expected) def test_coarsen(self): v = self.cls(["x"], [0, 1, 2, 3, 4]) actual = v.coarsen({"x": 2}, boundary="pad", func="mean") expected = self.cls(["x"], [0.5, 2.5, 4]) assert_identical(actual, expected) actual = v.coarsen({"x": 2}, func="mean", boundary="pad", side="right") expected = self.cls(["x"], [0, 1.5, 3.5]) assert_identical(actual, expected) actual = v.coarsen({"x": 2}, func=np.mean, side="right", boundary="trim") expected = self.cls(["x"], [1.5, 3.5]) assert_identical(actual, expected) # working test v = self.cls(["x", "y", "z"], np.arange(40 * 30 * 2).reshape(40, 30, 2)) for windows, func, side, boundary in [ ({"x": 2}, np.mean, "left", "trim"), ({"x": 2}, np.median, {"x": "left"}, "pad"), ({"x": 2, "y": 3}, np.max, "left", {"x": "pad", "y": "trim"}), ]: v.coarsen(windows, func, boundary, side) def test_coarsen_2d(self): # 2d-mean should be the same with the successive 1d-mean v = self.cls(["x", "y"], np.arange(6 * 12).reshape(6, 12)) actual = v.coarsen({"x": 3, "y": 4}, func="mean") expected = v.coarsen({"x": 3}, func="mean").coarsen({"y": 4}, func="mean") assert_equal(actual, expected) v = self.cls(["x", "y"], np.arange(7 * 12).reshape(7, 12)) actual = v.coarsen({"x": 3, "y": 4}, func="mean", boundary="trim") expected = v.coarsen({"x": 3}, func="mean", boundary="trim").coarsen( {"y": 4}, func="mean", boundary="trim" ) assert_equal(actual, expected) # if there is nan, the two should be different v = self.cls(["x", "y"], 1.0 * np.arange(6 * 12).reshape(6, 12)) v[2, 4] = np.nan v[3, 5] = np.nan actual = v.coarsen({"x": 3, "y": 4}, func="mean", boundary="trim") expected = ( v.coarsen({"x": 3}, func="sum", boundary="trim").coarsen( {"y": 4}, func="sum", boundary="trim" ) / 12 ) assert not actual.equals(expected) # adjusting the nan count expected[0, 1] *= 12 / 11 expected[1, 1] *= 12 / 11 assert_allclose(actual, expected) v = self.cls(("x", "y"), np.arange(4 * 4, dtype=np.float32).reshape(4, 4)) actual = v.coarsen(dict(x=2, y=2), func="count", boundary="exact") expected = self.cls(("x", "y"), 4 * np.ones((2, 2))) assert_equal(actual, expected) v[0, 0] = np.nan v[-1, -1] = np.nan expected[0, 0] = 3 expected[-1, -1] = 3 actual = v.coarsen(dict(x=2, y=2), func="count", boundary="exact") assert_equal(actual, expected) actual = v.coarsen(dict(x=2, y=2), func="sum", boundary="exact", skipna=False) expected = self.cls(("x", "y"), [[np.nan, 18], [42, np.nan]]) assert_equal(actual, expected) actual = v.coarsen(dict(x=2, y=2), func="sum", boundary="exact", skipna=True) expected = self.cls(("x", "y"), [[10, 18], [42, 35]]) assert_equal(actual, expected) # perhaps @pytest.mark.parametrize("operation", [f for f in duck_array_ops]) def test_coarsen_keep_attrs(self, operation="mean"): _attrs = {"units": "test", "long_name": "testing"} test_func = getattr(duck_array_ops, operation, None) # Test dropped attrs with set_options(keep_attrs=False): new = Variable(["coord"], np.linspace(1, 10, 100), attrs=_attrs).coarsen( windows={"coord": 1}, func=test_func, boundary="exact", side="left" ) assert new.attrs == {} # Test kept attrs with set_options(keep_attrs=True): new = Variable(["coord"], np.linspace(1, 10, 100), attrs=_attrs).coarsen( windows={"coord": 1}, func=test_func, boundary="exact", side="left" ) assert new.attrs == _attrs @requires_dask class TestVariableWithDask(VariableSubclassobjects): cls = staticmethod(lambda *args: Variable(*args).chunk()) @pytest.mark.xfail def test_0d_object_array_with_list(self): super().test_0d_object_array_with_list() @pytest.mark.xfail def test_array_interface(self): # dask array does not have `argsort` super().test_array_interface() @pytest.mark.xfail def test_copy_index(self): super().test_copy_index() @pytest.mark.xfail def test_eq_all_dtypes(self): super().test_eq_all_dtypes() def test_getitem_fancy(self): super().test_getitem_fancy() def test_getitem_1d_fancy(self): super().test_getitem_1d_fancy() def test_getitem_with_mask_nd_indexer(self): import dask.array as da v = Variable(["x"], da.arange(3, chunks=3)) indexer = Variable(("x", "y"), [[0, -1], [-1, 2]]) assert_identical( v._getitem_with_mask(indexer, fill_value=-1), self.cls(("x", "y"), [[0, -1], [-1, 2]]), ) @requires_sparse class TestVariableWithSparse: # TODO inherit VariableSubclassobjects to cover more tests def test_as_sparse(self): data = np.arange(12).reshape(3, 4) var = Variable(("x", "y"), data)._as_sparse(fill_value=-1) actual = var._to_dense() assert_identical(var, actual) class TestIndexVariable(VariableSubclassobjects): cls = staticmethod(IndexVariable) def test_init(self): with raises_regex(ValueError, "must be 1-dimensional"): IndexVariable((), 0) def test_to_index(self): data = 0.5 * np.arange(10) v = IndexVariable(["time"], data, {"foo": "bar"}) assert pd.Index(data, name="time").identical(v.to_index()) def test_multiindex_default_level_names(self): midx = pd.MultiIndex.from_product([["a", "b"], [1, 2]]) v = IndexVariable(["x"], midx, {"foo": "bar"}) assert v.to_index().names == ("x_level_0", "x_level_1") def test_data(self): x = IndexVariable("x", np.arange(3.0)) assert isinstance(x._data, PandasIndexAdapter) assert isinstance(x.data, np.ndarray) assert float == x.dtype assert_array_equal(np.arange(3), x) assert float == x.values.dtype with raises_regex(TypeError, "cannot be modified"): x[:] = 0 def test_name(self): coord = IndexVariable("x", [10.0]) assert coord.name == "x" with pytest.raises(AttributeError): coord.name = "y" def test_level_names(self): midx = pd.MultiIndex.from_product( [["a", "b"], [1, 2]], names=["level_1", "level_2"] ) x = IndexVariable("x", midx) assert x.level_names == midx.names assert IndexVariable("y", [10.0]).level_names is None def test_get_level_variable(self): midx = pd.MultiIndex.from_product( [["a", "b"], [1, 2]], names=["level_1", "level_2"] ) x = IndexVariable("x", midx) level_1 = IndexVariable("x", midx.get_level_values("level_1")) assert_identical(x.get_level_variable("level_1"), level_1) with raises_regex(ValueError, "has no MultiIndex"): IndexVariable("y", [10.0]).get_level_variable("level") def test_concat_periods(self): periods = pd.period_range("2000-01-01", periods=10) coords = [IndexVariable("t", periods[:5]), IndexVariable("t", periods[5:])] expected = IndexVariable("t", periods) actual = IndexVariable.concat(coords, dim="t") assert actual.identical(expected) assert isinstance(actual.to_index(), pd.PeriodIndex) positions = [list(range(5)), list(range(5, 10))] actual = IndexVariable.concat(coords, dim="t", positions=positions) assert actual.identical(expected) assert isinstance(actual.to_index(), pd.PeriodIndex) def test_concat_multiindex(self): idx = pd.MultiIndex.from_product([[0, 1, 2], ["a", "b"]]) coords = [IndexVariable("x", idx[:2]), IndexVariable("x", idx[2:])] expected = IndexVariable("x", idx) actual = IndexVariable.concat(coords, dim="x") assert actual.identical(expected) assert isinstance(actual.to_index(), pd.MultiIndex) def test_coordinate_alias(self): with pytest.warns(Warning, match="deprecated"): x = Coordinate("x", [1, 2, 3]) assert isinstance(x, IndexVariable) def test_datetime64(self): # GH:1932 Make sure indexing keeps precision t = np.array([1518418799999986560, 1518418799999996560], dtype="datetime64[ns]") v = IndexVariable("t", t) assert v[0].data == t[0] # These tests make use of multi-dimensional variables, which are not valid # IndexVariable objects: @pytest.mark.xfail def test_getitem_error(self): super().test_getitem_error() @pytest.mark.xfail def test_getitem_advanced(self): super().test_getitem_advanced() @pytest.mark.xfail def test_getitem_fancy(self): super().test_getitem_fancy() @pytest.mark.xfail def test_getitem_uint(self): super().test_getitem_fancy() @pytest.mark.xfail @pytest.mark.parametrize( "mode", [ "mean", "median", "reflect", "edge", "linear_ramp", "maximum", "minimum", "symmetric", "wrap", ], ) @pytest.mark.parametrize("xr_arg, np_arg", _PAD_XR_NP_ARGS) def test_pad(self, mode, xr_arg, np_arg): super().test_pad(mode, xr_arg, np_arg) @pytest.mark.xfail @pytest.mark.parametrize("xr_arg, np_arg", _PAD_XR_NP_ARGS) def test_pad_constant_values(self, xr_arg, np_arg): super().test_pad_constant_values(xr_arg, np_arg) @pytest.mark.xfail def test_rolling_window(self): super().test_rolling_window() @pytest.mark.xfail def test_coarsen_2d(self): super().test_coarsen_2d() class TestAsCompatibleData: def test_unchanged_types(self): types = (np.asarray, PandasIndexAdapter, LazilyOuterIndexedArray) for t in types: for data in [ np.arange(3), pd.date_range("2000-01-01", periods=3), pd.date_range("2000-01-01", periods=3).values, ]: x = t(data) assert source_ndarray(x) is source_ndarray(as_compatible_data(x)) def test_converted_types(self): for input_array in [[[0, 1, 2]], pd.DataFrame([[0, 1, 2]])]: actual = as_compatible_data(input_array) assert_array_equal(np.asarray(input_array), actual) assert np.ndarray == type(actual) assert np.asarray(input_array).dtype == actual.dtype def test_masked_array(self): original = np.ma.MaskedArray(np.arange(5)) expected = np.arange(5) actual = as_compatible_data(original) assert_array_equal(expected, actual) assert np.dtype(int) == actual.dtype original = np.ma.MaskedArray(np.arange(5), mask=4 * [False] + [True]) expected = np.arange(5.0) expected[-1] = np.nan actual = as_compatible_data(original) assert_array_equal(expected, actual) assert np.dtype(float) == actual.dtype def test_datetime(self): expected = np.datetime64("2000-01-01") actual = as_compatible_data(expected) assert expected == actual assert np.ndarray == type(actual) assert np.dtype("datetime64[ns]") == actual.dtype expected = np.array([np.datetime64("2000-01-01")]) actual = as_compatible_data(expected) assert np.asarray(expected) == actual assert np.ndarray == type(actual) assert np.dtype("datetime64[ns]") == actual.dtype expected = np.array([np.datetime64("2000-01-01", "ns")]) actual = as_compatible_data(expected) assert np.asarray(expected) == actual assert np.ndarray == type(actual) assert np.dtype("datetime64[ns]") == actual.dtype assert expected is source_ndarray(np.asarray(actual)) expected = np.datetime64("2000-01-01", "ns") actual = as_compatible_data(datetime(2000, 1, 1)) assert np.asarray(expected) == actual assert np.ndarray == type(actual) assert np.dtype("datetime64[ns]") == actual.dtype def test_full_like(self): # For more thorough tests, see test_variable.py orig = Variable( dims=("x", "y"), data=[[1.5, 2.0], [3.1, 4.3]], attrs={"foo": "bar"} ) expect = orig.copy(deep=True) expect.values = [[2.0, 2.0], [2.0, 2.0]] assert_identical(expect, full_like(orig, 2)) # override dtype expect.values = [[True, True], [True, True]] assert expect.dtype == bool assert_identical(expect, full_like(orig, True, dtype=bool)) # raise error on non-scalar fill_value with raises_regex(ValueError, "must be scalar"): full_like(orig, [1.0, 2.0]) @requires_dask def test_full_like_dask(self): orig = Variable( dims=("x", "y"), data=[[1.5, 2.0], [3.1, 4.3]], attrs={"foo": "bar"} ).chunk(((1, 1), (2,))) def check(actual, expect_dtype, expect_values): assert actual.dtype == expect_dtype assert actual.shape == orig.shape assert actual.dims == orig.dims assert actual.attrs == orig.attrs assert actual.chunks == orig.chunks assert_array_equal(actual.values, expect_values) check(full_like(orig, 2), orig.dtype, np.full_like(orig.values, 2)) # override dtype check( full_like(orig, True, dtype=bool), bool, np.full_like(orig.values, True, dtype=bool), ) # Check that there's no array stored inside dask # (e.g. we didn't create a numpy array and then we chunked it!) dsk = full_like(orig, 1).data.dask for v in dsk.values(): if isinstance(v, tuple): for vi in v: assert not isinstance(vi, np.ndarray) else: assert not isinstance(v, np.ndarray) def test_zeros_like(self): orig = Variable( dims=("x", "y"), data=[[1.5, 2.0], [3.1, 4.3]], attrs={"foo": "bar"} ) assert_identical(zeros_like(orig), full_like(orig, 0)) assert_identical(zeros_like(orig, dtype=int), full_like(orig, 0, dtype=int)) def test_ones_like(self): orig = Variable( dims=("x", "y"), data=[[1.5, 2.0], [3.1, 4.3]], attrs={"foo": "bar"} ) assert_identical(ones_like(orig), full_like(orig, 1)) assert_identical(ones_like(orig, dtype=int), full_like(orig, 1, dtype=int)) def test_unsupported_type(self): # Non indexable type class CustomArray(NDArrayMixin): def __init__(self, array): self.array = array class CustomIndexable(CustomArray, indexing.ExplicitlyIndexed): pass array = CustomArray(np.arange(3)) orig = Variable(dims=("x"), data=array, attrs={"foo": "bar"}) assert isinstance(orig._data, np.ndarray) # should not be CustomArray array = CustomIndexable(np.arange(3)) orig = Variable(dims=("x"), data=array, attrs={"foo": "bar"}) assert isinstance(orig._data, CustomIndexable) def test_raise_no_warning_for_nan_in_binary_ops(): with pytest.warns(None) as record: Variable("x", [1, 2, np.NaN]) > 0 assert len(record) == 0 class TestBackendIndexing: """ Make sure all the array wrappers can be indexed. """ @pytest.fixture(autouse=True) def setUp(self): self.d = np.random.random((10, 3)).astype(np.float64) def check_orthogonal_indexing(self, v): assert np.allclose(v.isel(x=[8, 3], y=[2, 1]), self.d[[8, 3]][:, [2, 1]]) def check_vectorized_indexing(self, v): ind_x = Variable("z", [0, 2]) ind_y = Variable("z", [2, 1]) assert np.allclose(v.isel(x=ind_x, y=ind_y), self.d[ind_x, ind_y]) def test_NumpyIndexingAdapter(self): v = Variable(dims=("x", "y"), data=NumpyIndexingAdapter(self.d)) self.check_orthogonal_indexing(v) self.check_vectorized_indexing(v) # could not doubly wrapping with raises_regex(TypeError, "NumpyIndexingAdapter only wraps "): v = Variable( dims=("x", "y"), data=NumpyIndexingAdapter(NumpyIndexingAdapter(self.d)) ) def test_LazilyOuterIndexedArray(self): v = Variable(dims=("x", "y"), data=LazilyOuterIndexedArray(self.d)) self.check_orthogonal_indexing(v) self.check_vectorized_indexing(v) # doubly wrapping v = Variable( dims=("x", "y"), data=LazilyOuterIndexedArray(LazilyOuterIndexedArray(self.d)), ) self.check_orthogonal_indexing(v) # hierarchical wrapping v = Variable( dims=("x", "y"), data=LazilyOuterIndexedArray(NumpyIndexingAdapter(self.d)) ) self.check_orthogonal_indexing(v) def test_CopyOnWriteArray(self): v = Variable(dims=("x", "y"), data=CopyOnWriteArray(self.d)) self.check_orthogonal_indexing(v) self.check_vectorized_indexing(v) # doubly wrapping v = Variable( dims=("x", "y"), data=CopyOnWriteArray(LazilyOuterIndexedArray(self.d)) ) self.check_orthogonal_indexing(v) self.check_vectorized_indexing(v) def test_MemoryCachedArray(self): v = Variable(dims=("x", "y"), data=MemoryCachedArray(self.d)) self.check_orthogonal_indexing(v) self.check_vectorized_indexing(v) # doubly wrapping v = Variable(dims=("x", "y"), data=CopyOnWriteArray(MemoryCachedArray(self.d))) self.check_orthogonal_indexing(v) self.check_vectorized_indexing(v) @requires_dask def test_DaskIndexingAdapter(self): import dask.array as da da = da.asarray(self.d) v = Variable(dims=("x", "y"), data=DaskIndexingAdapter(da)) self.check_orthogonal_indexing(v) self.check_vectorized_indexing(v) # doubly wrapping v = Variable(dims=("x", "y"), data=CopyOnWriteArray(DaskIndexingAdapter(da))) self.check_orthogonal_indexing(v) self.check_vectorized_indexing(v)
apache-2.0
mph-/lcapy
lcapy/nexpr.py
1
7914
"""This module provides the DiscreteTimeDomainExpression class to represent discrete-time expressions. Copyright 2020--2021 Michael Hayes, UCECE """ from __future__ import division from .domains import DiscreteTimeDomain from .sequence import Sequence from .functions import exp from .sym import j, oo, pi, fsym, oo from .dsym import nsym, ksym, zsym, dt from .ztransform import ztransform from .dft import DFT from .seqexpr import SequenceExpression from .nseq import DiscreteTimeDomainSequence, nseq from sympy import Sum, summation, limit, DiracDelta __all__ = ('nexpr', ) class DiscreteTimeDomainExpression(DiscreteTimeDomain, SequenceExpression): """Discrete-time expression or symbol.""" var = nsym seqcls = DiscreteTimeDomainSequence def __init__(self, val, **assumptions): check = assumptions.pop('check', True) if 'integer' not in assumptions: assumptions['real'] = True super(DiscreteTimeDomainExpression, self).__init__(val, **assumptions) expr = self.expr if check and expr.has(zsym) and not expr.has(Sum): raise ValueError( 'n-domain expression %s cannot depend on z' % expr) if check and expr.has(ksym) and not expr.has(Sum): raise ValueError( 'n-domain expression %s cannot depend on k' % expr) def _mul_compatible_domains(self, x): if self.domain == x.domain: return True return x.is_constant_domain def _div_compatible_domains(self, x): if self.domain == x.domain: return True return x.is_constant_domain def as_expr(self): return DiscreteTimeDomainExpression(self) def differentiate(self): """First order difference.""" result = (self.expr - self.subs(n - 1).expr) / dt return self.__class__(result, **self.assumptions) def integrate(self): """First order integration.""" from .sym import symsymbol from .utils import factor_const from .extrafunctions import UnitImpulse from .functions import u # TODO, get SymPy to optimize this case. expr = self.expr const, expr = factor_const(expr, nsym) if expr.is_Function and expr.func == UnitImpulse: return dt * u(expr.args[0]) * const msym = symsymbol('m', integer=True) result = dt * summation(self.subs(msym).expr, (msym, -oo, nsym)) return self.__class__(result, **self.assumptions) def ztransform(self, evaluate=True, **assumptions): """Determine one-sided z-transform.""" assumptions = self.assumptions.merge_and_infer(self, **assumptions) result = ztransform(self.expr, self.var, zsym, evaluate) return self.change(result, domain='Z', **assumptions) def ZT(self, **assumptions): return self.ztransform(**assumptions) def plot(self, ni=None, **kwargs): """Plot the sequence. If `ni` is not specified, it defaults to the range (-20, 20). `ni` can be a vector of specified sequence indices, a tuple specifing the range, or a constant specifying the maximum value with the minimum value set to 0. kwargs include: axes - the plot axes to use otherwise a new figure is created xlabel - the x-axis label ylabel - the y-axis label xscale - the x-axis scaling, say for plotting as ms yscale - the y-axis scaling, say for plotting mV in addition to those supported by the matplotlib plot command. The plot axes are returned. """ if ni is None: ni = (-20, 20) from .plot import plot_sequence return plot_sequence(self, ni, **kwargs) def initial_value(self): """Determine value at n = 0.""" return self.subs(0) def final_value(self): """Determine value at n = oo.""" return self.__class__(limit(self.expr, self.var, oo)) def DFT(self, N=None, evaluate=True): if N is None: from .sym import symsymbol N = symsymbol('N', integer=True, positive=True) result = DFT(self.expr, nsym, ksym, N, evaluate=evaluate) return self.change(result, domain='discrete fourier') def delay(self,m): """Delay signal by m samples.""" return self.subs(n - m) def extent(self, n1=-100, n2=100): """Determine extent of the signal. For example, nexpr([1, 1]).extent() = 2 nexpr([1, 0, 1]).extent() = 3 nexpr([0, 1, 0, 1]).extent() = 3 This performs a search between n=n1 and n=n2.""" return self.seq((n1, n2)).extent() def discrete_time_fourier_transform(self, var=None, images=oo, **assumptions): """Convert to Fourier domain using discrete time Fourier transform. Use `images = 0` to avoid the infinite number of spectral images. """ return self.DTFT(var, images, **assumptions) def DTFT(self, var=None, images=oo, **assumptions): """Convert to Fourier domain using discrete time Fourier transform. By default this returns the DTFT in terms of `f`. Use `.DTFT(w)` to get the angular frequency form, `.DTFT(F)` to get the normalised frequency form, or `.DTFT(W)` to get the normalised angular frequency form. Use `images = 0` to avoid the infinite number of spectral images. """ from .extrafunctions import UnitStep from .symbols import f, omega, Omega, F from .fexpr import fexpr from .dtft import DTFT if var is None: var = f if id(var) not in (id(f), id(F), id(omega), id(Omega)): raise ValueError('DTFT requires var to be f, F, omega, or Omega`, not %s' % var) dtft = DTFT(self.expr, self.var, fsym, images=images) result = fexpr(dtft)(var) result = result.simplify_dirac_delta() result = result.simplify_heaviside() result = result.simplify_rect() # There is a bug in SymPy when simplifying Sum('X(n - m)', (m, -oo, oo)) # result = result.simplify() result = result.cancel_terms() return result def norm_angular_fourier(self, **assumptions): from .normomegaexpr import Omega return self.DTFT()(Omega) def difference_equation(self, inputsym='x', outputsym='y', form='iir'): """Create difference equation from impulse response. `form` can be 'fir' or 'iir' ('direct form I'). """ H = self.ZT() return H.difference_equation(inputsym, outputsym, form) def remove_condition(self): """Remove the piecewise condition from the expression.""" if not self.is_conditional: return self expr = self.expr expr = expr.args[0].args[0] return self.__class__(expr) def nexpr(arg, **assumptions): """Create nExpr object. If `arg` is nsym return n""" from .expr import Expr from .seq import seq if arg is nsym: return n if isinstance(arg, Expr): if assumptions == {}: return arg return arg.__class__(arg, **assumptions) if isinstance(arg, str) and arg.startswith('{'): return nseq(arg) from numpy import ndarray if isinstance(arg, (list, ndarray)): return DiscreteTimeDomainSequence(arg, var=n).as_impulses() return DiscreteTimeDomainExpression(arg, **assumptions) from .expressionclasses import expressionclasses expressionclasses.register('discrete time', DiscreteTimeDomainExpression) n = DiscreteTimeDomainExpression('n', integer=True)
lgpl-2.1
fja05680/pinkfish
examples/310.cryptocurrencies/strategy.py
1
6833
""" The SMA-ROC-portfolio stategy. This is SMA-ROC strategy applied to a portfolio. SMA-ROC is a rate of change calculation smoothed by a moving average. This module allows us to examine this strategy and try different period, stop loss percent, margin, and whether to use a regime filter or not. We split up the total capital between the symbols in the portfolio and allocate based on either equal weight or volatility parity weight (inverse volatility). """ import datetime import matplotlib.pyplot as plt import pandas as pd from talib.abstract import * import pinkfish as pf # A custom indicator to use in this strategy. def SMA_ROC(ts, mom_lookback=1, sma_timeperiod=20, price='close'): """ Returns a series which is an SMA with of a daily MOM. """ mom = pf.MOMENTUM(ts, lookback=mom_lookback, time_frame='daily', price=price) sma_mom = SMA(mom, timeperiod=sma_timeperiod) return sma_mom default_options = { 'use_adj' : False, 'use_cache' : True, 'stock_market_calendar' : False, 'stop_loss_pct' : 1.0, 'margin' : 1, 'lookback' : 1, 'sma_timeperiod': 20, 'sma_pct_band': 0, 'use_regime_filter' : True, 'use_vola_weight' : False } class Strategy: def __init__(self, symbols, capital, start, end, options=default_options): self.symbols = symbols self.capital = capital self.start = start self.end = end self.options = options.copy() self.ts = None self.rlog = None self.tlog = None self.dbal = None self.stats = None def _algo(self): pf.TradeLog.cash = self.capital pf.TradeLog.margin = self.options['margin'] # Create a stop_loss dict for each symbol. stop_loss = {symbol:0 for symbol in self.portfolio.symbols} # stop loss pct should range between 0 and 1, user may have # expressed this as a percentage 0-100 if self.options['stop_loss_pct'] > 1: self.options['stop_loss_pct'] /= 100 upper_band = self.options['sma_pct_band']/1000 lower_band = -self.options['sma_pct_band']/1000 # Loop though timeseries. for i, row in enumerate(self.ts.itertuples()): date = row.Index.to_pydatetime() end_flag = pf.is_last_row(self.ts, i) # Get the prices for this row, put in dict p. p = self.portfolio.get_prices(row, fields=['close', 'regime', 'sma_roc', 'vola']) # Sum the inverse volatility for each row. inverse_vola_sum = 0 for symbol in self.portfolio.symbols: inverse_vola_sum += 1 / p[symbol]['vola'] # Loop though each symbol in portfolio. for symbol in self.portfolio.symbols: # Use variables to make code cleaner. close = p[symbol]['close'] regime = p[symbol]['regime'] sma_roc = p[symbol]['sma_roc'] inverse_vola = 1 / p[symbol]['vola'] # Sell Logic # First we check if an existing position in symbol should be sold # - sell sma_roc < 0 # - sell if price closes below stop loss # - sell if end of data by adjusted the percent to zero if symbol in self.portfolio.positions: if sma_roc < lower_band or close < stop_loss[symbol] or end_flag: if close < stop_loss[symbol]: print('STOP LOSS!!!') self.portfolio.adjust_percent(date, close, 0, symbol, row) # Buy Logic # First we check to see if there is an existing position, if so do nothing # - Buy if (regime > 0 or not use_regime_filter) and sma_roc > 0 else: if (regime > 0 or not self.options['use_regime_filter']) and sma_roc > upper_band: # Use volatility weight. if self.options['use_vola_weight']: weight = inverse_vola / inverse_vola_sum # Use equal weight. else: weight = 1 / len(self.portfolio.symbols) self.portfolio.adjust_percent(date, close, weight, symbol, row) # Set stop loss stop_loss[symbol] = (1-self.options['stop_loss_pct'])*close # record daily balance self.portfolio.record_daily_balance(date, row) def run(self): self.portfolio = pf.Portfolio() self.ts = self.portfolio.fetch_timeseries(self.symbols, self.start, self.end, fields=['close'], use_cache=self.options['use_cache'], use_adj=self.options['use_adj'], dir_name='cryptocurrencies', stock_market_calendar=self.options['stock_market_calendar']) # Add technical indicator: 200 sma regime filter for each symbol. def _crossover(ts, ta_param, input_column): return pf.CROSSOVER(ts, timeperiod_fast=1, timeperiod_slow=200, price=input_column, prevday=False) self.ts = self.portfolio.add_technical_indicator( self.ts, ta_func=_crossover, ta_param=None, output_column_suffix='regime', input_column_suffix='close') # Add technical indicator: volatility. def _volatility(ts, ta_param, input_column): return pf.VOLATILITY(ts, price=input_column) self.ts = self.portfolio.add_technical_indicator( self.ts, ta_func=_volatility, ta_param=None, output_column_suffix='vola', input_column_suffix='close') # Add techincal indicator: X day SMA_ROC. def _sma_roc(ts, ta_param, input_column): return SMA_ROC(ts, mom_lookback=self.options['lookback'], sma_timeperiod=self.options['sma_timeperiod'], price=input_column) self.ts = self.portfolio.add_technical_indicator( self.ts, ta_func=_sma_roc, ta_param=None, output_column_suffix='sma_roc', input_column_suffix='close') # Finalize timeseries. self.ts, self.start = self.portfolio.finalize_timeseries(self.ts, self.start) # Init trade log objects. self.portfolio.init_trade_logs(self.ts) self._algo() self._get_logs() self._get_stats() def _get_logs(self): self.rlog, self.tlog, self.dbal = self.portfolio.get_logs() def _get_stats(self): self.stats = pf.stats(self.ts, self.tlog, self.dbal, self.capital)
mit
tasoc/photometry
notes/halo_shift.py
1
2629
#!/usr/bin/env python3 # -*- coding: utf-8 -*- """ .. codeauthor:: Rasmus Handberg <rasmush@phys.au.dk> """ import numpy as np import matplotlib.pyplot as plt from astropy.io import fits import sqlite3 import os.path #------------------------------------------------------------------------------ def mag2flux(mag): """ Convert from magnitude to flux using scaling relation from aperture photometry. This is an estimate. Parameters: mag (float): Magnitude in TESS band. Returns: float: Corresponding flux value """ return 10**(-0.4*(mag - 20.54)) if __name__ == '__main__': pass folder = r'C:\Users\au195407\Documents\tess_data_local\S01_DR01-2114872' conn = sqlite3.connect(os.path.join(folder, 'todo.sqlite')) conn.row_factory = sqlite3.Row cursor = conn.cursor() cursor.execute("SELECT todolist.starid,tmag,onedge,edgeflux FROM todolist INNER JOIN diagnostics ON todolist.priority=diagnostics.priority;") results = cursor.fetchall() starid = np.array([row['starid'] for row in results], dtype='int64') tmag = np.array([row['tmag'] for row in results]) OnEdge = np.array([np.NaN if row['onedge'] is None else row['onedge'] for row in results]) EdgeFlux = np.array([np.NaN if row['edgeflux'] is None else row['edgeflux'] for row in results]) cursor.close() conn.close() print(tmag) print(OnEdge) print(EdgeFlux) tmag_limit = 3.0 flux_limit = 1e-3 indx = (OnEdge > 0) indx_halo = (tmag <= tmag_limit) & (OnEdge > 0) & (EdgeFlux/mag2flux(tmag) > flux_limit) indx_spec = (starid == 382420379) print(starid[indx_halo]) fig = plt.figure() ax = fig.add_subplot(111) plt.scatter(tmag[indx], OnEdge[indx], alpha=0.5) plt.scatter(tmag[indx_halo], OnEdge[indx_halo], marker='x', c='r') plt.xlim(xmax=tmag_limit) plt.ylim(ymin=0) ax.set_xlabel('Tmag') fig = plt.figure() ax = fig.add_subplot(111) ax.scatter(tmag[indx], EdgeFlux[indx], alpha=0.5) ax.set_xlim(xmax=5.0) #ax.set_ylim(ymin=0.0) ax.set_yscale('log') ax.set_xlabel('Tmag') fig = plt.figure() ax = fig.add_subplot(111) plt.scatter(tmag[indx], EdgeFlux[indx]/mag2flux(tmag[indx]), alpha=0.5) plt.scatter(tmag[indx_halo], EdgeFlux[indx_halo]/mag2flux(tmag[indx_halo]), alpha=0.3, marker='x', c='r') plt.scatter(tmag[indx_spec], EdgeFlux[indx_spec]/mag2flux(tmag[indx_spec]), alpha=0.3, marker='o', c='g', lw=2) plt.plot([2.0, 6.0], [1e-3, 2e-2], 'r--') plt.axhline(flux_limit, c='r', ls='--') plt.axvline(tmag_limit, c='r', ls='--') #plt.xlim(xmax=tmag_limit) ax.set_ylim(ymin=1e-5, ymax=1) ax.set_yscale('log') ax.set_ylabel('Edge Flux / Expected Total Flux') ax.set_xlabel('Tmag') plt.show()
gpl-3.0
pythonvietnam/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
Barmaley-exe/scikit-learn
examples/tree/plot_tree_regression_multioutput.py
43
1791
""" =================================================================== Multi-output Decision Tree Regression =================================================================== An example to illustrate multi-output regression with decision tree. The :ref:`decision trees <tree>` is used to predict simultaneously the noisy x and y observations of a circle given a single underlying feature. As a result, it learns local linear regressions approximating the circle. We can see that if the maximum depth of the tree (controlled by the `max_depth` parameter) is set too high, the decision trees learn too fine details of the training data and learn from the noise, i.e. they overfit. """ print(__doc__) import numpy as np import matplotlib.pyplot as plt from sklearn.tree import DecisionTreeRegressor # Create a random dataset rng = np.random.RandomState(1) X = np.sort(200 * rng.rand(100, 1) - 100, axis=0) y = np.array([np.pi * np.sin(X).ravel(), np.pi * np.cos(X).ravel()]).T y[::5, :] += (0.5 - rng.rand(20, 2)) # Fit regression model clf_1 = DecisionTreeRegressor(max_depth=2) clf_2 = DecisionTreeRegressor(max_depth=5) clf_3 = DecisionTreeRegressor(max_depth=8) clf_1.fit(X, y) clf_2.fit(X, y) clf_3.fit(X, y) # Predict X_test = np.arange(-100.0, 100.0, 0.01)[:, np.newaxis] y_1 = clf_1.predict(X_test) y_2 = clf_2.predict(X_test) y_3 = clf_3.predict(X_test) # Plot the results plt.figure() plt.scatter(y[:, 0], y[:, 1], c="k", label="data") plt.scatter(y_1[:, 0], y_1[:, 1], c="g", label="max_depth=2") plt.scatter(y_2[:, 0], y_2[:, 1], c="r", label="max_depth=5") plt.scatter(y_3[:, 0], y_3[:, 1], c="b", label="max_depth=8") plt.xlim([-6, 6]) plt.ylim([-6, 6]) plt.xlabel("data") plt.ylabel("target") plt.title("Multi-output Decision Tree Regression") plt.legend() plt.show()
bsd-3-clause
JosmanPS/scikit-learn
examples/cluster/plot_lena_ward_segmentation.py
271
1998
""" =============================================================== A demo of structured Ward hierarchical clustering on Lena image =============================================================== Compute the segmentation of a 2D image with Ward hierarchical clustering. The clustering is spatially constrained in order for each segmented region to be in one piece. """ # Author : Vincent Michel, 2010 # Alexandre Gramfort, 2011 # License: BSD 3 clause print(__doc__) import time as time import numpy as np import scipy as sp import matplotlib.pyplot as plt from sklearn.feature_extraction.image import grid_to_graph from sklearn.cluster import AgglomerativeClustering ############################################################################### # Generate data lena = sp.misc.lena() # Downsample the image by a factor of 4 lena = lena[::2, ::2] + lena[1::2, ::2] + lena[::2, 1::2] + lena[1::2, 1::2] X = np.reshape(lena, (-1, 1)) ############################################################################### # Define the structure A of the data. Pixels connected to their neighbors. connectivity = grid_to_graph(*lena.shape) ############################################################################### # Compute clustering print("Compute structured hierarchical clustering...") st = time.time() n_clusters = 15 # number of regions ward = AgglomerativeClustering(n_clusters=n_clusters, linkage='ward', connectivity=connectivity).fit(X) label = np.reshape(ward.labels_, lena.shape) print("Elapsed time: ", time.time() - st) print("Number of pixels: ", label.size) print("Number of clusters: ", np.unique(label).size) ############################################################################### # Plot the results on an image plt.figure(figsize=(5, 5)) plt.imshow(lena, cmap=plt.cm.gray) for l in range(n_clusters): plt.contour(label == l, contours=1, colors=[plt.cm.spectral(l / float(n_clusters)), ]) plt.xticks(()) plt.yticks(()) plt.show()
bsd-3-clause
ryfeus/lambda-packs
LightGBM_sklearn_scipy_numpy/source/sklearn/cluster/dbscan_.py
18
12859
# -*- coding: utf-8 -*- """ DBSCAN: Density-Based Spatial Clustering of Applications with Noise """ # Author: Robert Layton <robertlayton@gmail.com> # Joel Nothman <joel.nothman@gmail.com> # Lars Buitinck # # License: BSD 3 clause import numpy as np from scipy import sparse from ..base import BaseEstimator, ClusterMixin from ..utils import check_array, check_consistent_length from ..neighbors import NearestNeighbors from ._dbscan_inner import dbscan_inner def dbscan(X, eps=0.5, min_samples=5, metric='minkowski', metric_params=None, algorithm='auto', leaf_size=30, p=2, sample_weight=None, n_jobs=1): """Perform DBSCAN clustering from vector array or distance matrix. Read more in the :ref:`User Guide <dbscan>`. Parameters ---------- X : array or sparse (CSR) matrix of shape (n_samples, n_features), or \ array of shape (n_samples, n_samples) A feature array, or array of distances between samples if ``metric='precomputed'``. eps : float, optional The maximum distance between two samples for them to be considered as in the same neighborhood. min_samples : int, optional The number of samples (or total weight) in a neighborhood for a point to be considered as a core point. This includes the point itself. metric : string, or callable The metric to use when calculating distance between instances in a feature array. If metric is a string or callable, it must be one of the options allowed by metrics.pairwise.pairwise_distances for its metric parameter. If metric is "precomputed", X is assumed to be a distance matrix and must be square. X may be a sparse matrix, in which case only "nonzero" elements may be considered neighbors for DBSCAN. metric_params : dict, optional Additional keyword arguments for the metric function. .. versionadded:: 0.19 algorithm : {'auto', 'ball_tree', 'kd_tree', 'brute'}, optional The algorithm to be used by the NearestNeighbors module to compute pointwise distances and find nearest neighbors. See NearestNeighbors module documentation for details. leaf_size : int, optional (default = 30) Leaf size passed to BallTree or cKDTree. This can affect the speed of the construction and query, as well as the memory required to store the tree. The optimal value depends on the nature of the problem. p : float, optional The power of the Minkowski metric to be used to calculate distance between points. sample_weight : array, shape (n_samples,), optional Weight of each sample, such that a sample with a weight of at least ``min_samples`` is by itself a core sample; a sample with negative weight may inhibit its eps-neighbor from being core. Note that weights are absolute, and default to 1. 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 ------- core_samples : array [n_core_samples] Indices of core samples. labels : array [n_samples] Cluster labels for each point. Noisy samples are given the label -1. Notes ----- For an example, see :ref:`examples/cluster/plot_dbscan.py <sphx_glr_auto_examples_cluster_plot_dbscan.py>`. This implementation bulk-computes all neighborhood queries, which increases the memory complexity to O(n.d) where d is the average number of neighbors, while original DBSCAN had memory complexity O(n). Sparse neighborhoods can be precomputed using :func:`NearestNeighbors.radius_neighbors_graph <sklearn.neighbors.NearestNeighbors.radius_neighbors_graph>` with ``mode='distance'``. References ---------- Ester, M., H. P. Kriegel, J. Sander, and X. Xu, "A Density-Based Algorithm for Discovering Clusters in Large Spatial Databases with Noise". In: Proceedings of the 2nd International Conference on Knowledge Discovery and Data Mining, Portland, OR, AAAI Press, pp. 226-231. 1996 """ if not eps > 0.0: raise ValueError("eps must be positive.") X = check_array(X, accept_sparse='csr') if sample_weight is not None: sample_weight = np.asarray(sample_weight) check_consistent_length(X, sample_weight) # Calculate neighborhood for all samples. This leaves the original point # in, which needs to be considered later (i.e. point i is in the # neighborhood of point i. While True, its useless information) if metric == 'precomputed' and sparse.issparse(X): neighborhoods = np.empty(X.shape[0], dtype=object) X.sum_duplicates() # XXX: modifies X's internals in-place X_mask = X.data <= eps masked_indices = X.indices.astype(np.intp, copy=False)[X_mask] masked_indptr = np.concatenate(([0], np.cumsum(X_mask)))[X.indptr[1:]] # insert the diagonal: a point is its own neighbor, but 0 distance # means absence from sparse matrix data masked_indices = np.insert(masked_indices, masked_indptr, np.arange(X.shape[0])) masked_indptr = masked_indptr[:-1] + np.arange(1, X.shape[0]) # split into rows neighborhoods[:] = np.split(masked_indices, masked_indptr) else: neighbors_model = NearestNeighbors(radius=eps, algorithm=algorithm, leaf_size=leaf_size, metric=metric, metric_params=metric_params, p=p, n_jobs=n_jobs) neighbors_model.fit(X) # This has worst case O(n^2) memory complexity neighborhoods = neighbors_model.radius_neighbors(X, eps, return_distance=False) if sample_weight is None: n_neighbors = np.array([len(neighbors) for neighbors in neighborhoods]) else: n_neighbors = np.array([np.sum(sample_weight[neighbors]) for neighbors in neighborhoods]) # Initially, all samples are noise. labels = -np.ones(X.shape[0], dtype=np.intp) # A list of all core samples found. core_samples = np.asarray(n_neighbors >= min_samples, dtype=np.uint8) dbscan_inner(core_samples, neighborhoods, labels) return np.where(core_samples)[0], labels class DBSCAN(BaseEstimator, ClusterMixin): """Perform DBSCAN clustering from vector array or distance matrix. DBSCAN - Density-Based Spatial Clustering of Applications with Noise. Finds core samples of high density and expands clusters from them. Good for data which contains clusters of similar density. Read more in the :ref:`User Guide <dbscan>`. Parameters ---------- eps : float, optional The maximum distance between two samples for them to be considered as in the same neighborhood. min_samples : int, optional The number of samples (or total weight) in a neighborhood for a point to be considered as a core point. This includes the point itself. metric : string, or callable The metric to use when calculating distance between instances in a feature array. If metric is a string or callable, it must be one of the options allowed by metrics.pairwise.calculate_distance for its metric parameter. If metric is "precomputed", X is assumed to be a distance matrix and must be square. X may be a sparse matrix, in which case only "nonzero" elements may be considered neighbors for DBSCAN. .. versionadded:: 0.17 metric *precomputed* to accept precomputed sparse matrix. metric_params : dict, optional Additional keyword arguments for the metric function. .. versionadded:: 0.19 algorithm : {'auto', 'ball_tree', 'kd_tree', 'brute'}, optional The algorithm to be used by the NearestNeighbors module to compute pointwise distances and find nearest neighbors. See NearestNeighbors module documentation for details. leaf_size : int, optional (default = 30) Leaf size passed to BallTree or cKDTree. This can affect the speed of the construction and query, as well as the memory required to store the tree. The optimal value depends on the nature of the problem. p : float, optional The power of the Minkowski metric to be used to calculate distance between points. 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 ---------- core_sample_indices_ : array, shape = [n_core_samples] Indices of core samples. components_ : array, shape = [n_core_samples, n_features] Copy of each core sample found by training. labels_ : array, shape = [n_samples] Cluster labels for each point in the dataset given to fit(). Noisy samples are given the label -1. Notes ----- For an example, see :ref:`examples/cluster/plot_dbscan.py <sphx_glr_auto_examples_cluster_plot_dbscan.py>`. This implementation bulk-computes all neighborhood queries, which increases the memory complexity to O(n.d) where d is the average number of neighbors, while original DBSCAN had memory complexity O(n). Sparse neighborhoods can be precomputed using :func:`NearestNeighbors.radius_neighbors_graph <sklearn.neighbors.NearestNeighbors.radius_neighbors_graph>` with ``mode='distance'``. References ---------- Ester, M., H. P. Kriegel, J. Sander, and X. Xu, "A Density-Based Algorithm for Discovering Clusters in Large Spatial Databases with Noise". In: Proceedings of the 2nd International Conference on Knowledge Discovery and Data Mining, Portland, OR, AAAI Press, pp. 226-231. 1996 """ def __init__(self, eps=0.5, min_samples=5, metric='euclidean', metric_params=None, algorithm='auto', leaf_size=30, p=None, n_jobs=1): self.eps = eps self.min_samples = min_samples self.metric = metric self.metric_params = metric_params self.algorithm = algorithm self.leaf_size = leaf_size self.p = p self.n_jobs = n_jobs def fit(self, X, y=None, sample_weight=None): """Perform DBSCAN clustering from features or distance matrix. Parameters ---------- X : array or sparse (CSR) matrix of shape (n_samples, n_features), or \ array of shape (n_samples, n_samples) A feature array, or array of distances between samples if ``metric='precomputed'``. sample_weight : array, shape (n_samples,), optional Weight of each sample, such that a sample with a weight of at least ``min_samples`` is by itself a core sample; a sample with negative weight may inhibit its eps-neighbor from being core. Note that weights are absolute, and default to 1. y : Ignored """ X = check_array(X, accept_sparse='csr') clust = dbscan(X, sample_weight=sample_weight, **self.get_params()) self.core_sample_indices_, self.labels_ = clust if len(self.core_sample_indices_): # fix for scipy sparse indexing issue self.components_ = X[self.core_sample_indices_].copy() else: # no core samples self.components_ = np.empty((0, X.shape[1])) return self def fit_predict(self, X, y=None, sample_weight=None): """Performs clustering on X and returns cluster labels. Parameters ---------- X : array or sparse (CSR) matrix of shape (n_samples, n_features), or \ array of shape (n_samples, n_samples) A feature array, or array of distances between samples if ``metric='precomputed'``. sample_weight : array, shape (n_samples,), optional Weight of each sample, such that a sample with a weight of at least ``min_samples`` is by itself a core sample; a sample with negative weight may inhibit its eps-neighbor from being core. Note that weights are absolute, and default to 1. y : Ignored Returns ------- y : ndarray, shape (n_samples,) cluster labels """ self.fit(X, sample_weight=sample_weight) return self.labels_
mit
dschien/PyExcelModelingHelper
excel_helper/__init__.py
1
33092
import csv import datetime import importlib import sys from abc import abstractmethod from collections import defaultdict from typing import Dict, List, Set import numpy as np import pandas as pd from dateutil import relativedelta as rdelta import logging from functools import partial from xlrd import xldate_as_tuple import calendar from scipy.interpolate import interp1d import json __author__ = 'schien' import pkg_resources # part of setuptools version = pkg_resources.require("excel-modelling-helper")[0].version param_name_map_v1 = {'variable': 'name', 'scenario': 'source_scenarios_string', 'module': 'module_name', 'distribution': 'distribution_name', 'param 1': 'param_a', 'param 2': 'param_b', 'param 3': 'param_c', 'unit': '', 'CAGR': 'cagr', 'ref date': 'ref_date', 'label': '', 'tags': '', 'comment': '', 'source': ''} param_name_map_v2 = {'CAGR': 'cagr', 'comment': '', 'label': '', 'mean growth': 'growth_factor', 'param': '', 'ref date': 'ref_date', 'ref value': '', 'scenario': 'source_scenarios_string', 'source': '', 'tags': '', 'type': '', 'unit': '', 'variability growth': 'ef_growth_factor', 'initial_value_proportional_variation': '', 'variable': 'name'} param_name_maps = {1: param_name_map_v1, 2: param_name_map_v2} # logger.basicConfig(level=logger.DEBUG) logger = logging.getLogger(__name__) class DistributionFunctionGenerator(object): module: str distribution: str param_a: str param_b: str param_c: str def __init__(self, module_name=None, distribution_name=None, param_a: float = None, param_b: float = None, param_c: float = None, size=None, **kwargs): """ Instantiate a new object. :param module_name: :param distribution_name: :param param_a: :param param_b: :param param_c: :param size: :param kwargs: can contain key "sample_mean_value" with bool value """ self.kwargs = kwargs self.size = size self.module_name = module_name self.distribution_name = distribution_name self.sample_mean_value = kwargs.get('sample_mean_value', False) # prepare function arguments if distribution_name == 'choice': if type(param_a) == str: tokens = param_a.split(',') params = [float(token.strip()) for token in tokens] self.random_function_params = [np.array(params, dtype=np.float)] else: self.random_function_params = [np.array([i for i in [param_a, param_b, param_c] if i], dtype=np.float)] logger.debug(f'setting function params for choice distribution {self.random_function_params}') else: self.random_function_params = [i for i in [param_a, param_b, param_c] if i not in [None, ""]] def get_mean(self, distribution_function): """Get the mean value for a distribution. If the distribution function is [normal, uniform,choice,triangular] the analytic value is being calculted. Else, the distribution is instantiated and then the mean is being calculated. :param distribution_function: :return: the mean as a scalar """ name = self.distribution_name params = self.random_function_params if name == 'normal': return params[0] if name == 'uniform': return (params[0] + params[1]) / 2. if name == 'choice': return params[0].mean() if name == 'triangular': return (params[0] + params[1] + params[2]) / 3. return distribution_function().mean() def generate_values(self, *args, **kwargs): """ Generate a sample of values by sampling from a distribution. The size of the sample can be overriden with the 'size' kwarg. If `self.sample_mean_value == True` the sample will contain "size" times the mean value. :param args: :param kwargs: :return: sample as vector of given size """ sample_size = kwargs.get('size', self.size) f = self.instantiate_distribution_function(self.module_name, self.distribution_name) distribution_function = partial(f, *self.random_function_params, size=sample_size) if self.sample_mean_value: sample = np.full(sample_size, self.get_mean(distribution_function)) else: sample = distribution_function() return sample @staticmethod def instantiate_distribution_function(module_name, distribution_name): module = importlib.import_module(module_name) func = getattr(module, distribution_name) return func class Parameter(object): """ A single parameter """ version: int name: str unit: str comment: str source: str scenario: str processes: Dict[str, List] "optional comma-separated list of tags" tags: str def __init__(self, name, tags=None, source_scenarios_string: str = None, unit: str = None, comment: str = None, source: str = None, version=None, **kwargs): # The source definition of scenarios. A comma-separated list self.version = version self.source = source self.comment = comment self.unit = unit self.source_scenarios_string = source_scenarios_string self.tags = tags self.name = name self.scenario = None self.cache = None # track the usages of this parameter per process as a list of process-specific variable names that are backed by this parameter self.processes = defaultdict(list) self.kwargs = kwargs def __call__(self, settings=None, *args, **kwargs): """ Samples from a parameter. Values are cached and returns the same value every time called. @todo confusing interface that accepts 'settings' and kwargs at the same time. worse- 'use_time_series' must be present in the settings dict :param args: :param kwargs: :return: """ if self.cache is None: kwargs['name'] = self.name kwargs['unit'] = self.unit kwargs['tags'] = self.tags kwargs['scenario'] = self.scenario if not settings: settings = {} common_args = {'size': settings.get('sample_size', 1), 'sample_mean_value': settings.get('sample_mean_value', False)} common_args.update(**self.kwargs) if settings.get('use_time_series', False): if self.version == 2: generator = GrowthTimeSeriesGenerator(**common_args, times=settings['times']) else: generator = ConstantUncertaintyExponentialGrowthTimeSeriesGenerator(**common_args, times=settings['times']) else: generator = DistributionFunctionGenerator(**common_args) self.cache = generator.generate_values(*args, **kwargs) return self.cache def add_usage(self, process_name, variable_name): # add the name of a variable of a process model that is backed by this parameter self.processes[process_name].append(variable_name) class GrowthTimeSeriesGenerator(DistributionFunctionGenerator): ref_date: str # of the mean values # the type of growth ['exp'] # growth_function_type: str # of the error function variance: str # error function growth rate ef_growth_factor: str def __init__(self, times=None, size=None, index_names=None, ref_date=None, *args, **kwargs): super().__init__(*args, **kwargs) self.ref_date = ref_date if ref_date else None self.times = times self.size = size iterables = [times, range(0, size)] self._multi_index = pd.MultiIndex.from_product(iterables, names=index_names) assert type(times.freq) == pd.tseries.offsets.MonthBegin, 'Time index must have monthly frequency' def generate_values(self, *args, **kwargs): """ Instantiate a random variable and apply annual growth factors. :return: """ assert 'ref value' in self.kwargs # 1. Generate $\mu$ start_date = self.times[0].to_pydatetime() end_date = self.times[-1].to_pydatetime() ref_date = self.ref_date if not ref_date: raise Exception(f"Ref date not set for variable {kwargs['name']}") mu = self.generate_mu(end_date, ref_date, start_date) # 3. Generate $\sigma$ ## Prepare array with growth values $\sigma$ if self.sample_mean_value: sigma = np.zeros((len(self.times), self.size)) else: if self.kwargs['type'] == 'interp': def get_date(record): return datetime.datetime.strptime(record[0], "%Y-%m-%d") ref_value_ = sorted(json.loads(self.kwargs['ref value'].strip()).items(), key=get_date) intial_value = ref_value_[0][1] else: intial_value = float(self.kwargs['ref value']) variability_ = intial_value * self.kwargs['initial_value_proportional_variation'] logger.debug(f'sampling random distribution with parameters -{variability_}, 0, {variability_}') sigma = np.random.triangular(-1 * variability_, 0, variability_, (len(self.times), self.size)) # logger.debug(ref_date.strftime("%b %d %Y")) ## 4. Prepare growth array for $\alpha_{sigma}$ alpha_sigma = growth_coefficients(start_date, end_date, ref_date, self.kwargs['ef_growth_factor'], 1) ### 5. Prepare DataFrame iterables = [self.times, range(self.size)] index_names = ['time', 'samples'] _multi_index = pd.MultiIndex.from_product(iterables, names=index_names) # logger.debug(start_date) # logger.debug(end_date) from dateutil import relativedelta r = relativedelta.relativedelta(end_date, start_date) months = r.years * 12 + r.months + 1 name = kwargs['name'] ## Apply growth to $\sigma$ and add $\sigma$ to $\mu$ # logger.debug(sigma.size) # logger.debug(alpha_sigma.shape) # logger.debug(months) unit_ = kwargs["unit"] if not unit_: unit_ = 'dimensionless' series = pd.Series(((sigma * alpha_sigma) + mu.reshape(months, 1)).ravel(), index=_multi_index, dtype=f'pint[{unit_}]') ## test if df has sub-zero values df_sigma__dropna = series.where(series < 0).dropna() if not df_sigma__dropna.pint.m.empty: logger.warning(f"Negative values for parameter {name} from {df_sigma__dropna.index[0][0]}") return series def generate_mu(self, end_date, ref_date, start_date): if self.kwargs['type'] == 'exp': mu_bar = np.full(len(self.times), float(self.kwargs['ref value'])) # 2. Apply Growth to Mean Values $\alpha_{mu}$ alpha_mu = growth_coefficients(start_date, end_date, ref_date, self.kwargs['growth_factor'], 1) mu = mu_bar * alpha_mu.ravel() mu = mu.reshape(len(self.times), 1) return mu if self.kwargs['type'] == 'interp': def toTimestamp(d): return calendar.timegm(d.timetuple()) def interpolate(growth_config: Dict[str, float], date_range, kind='linear'): arr1 = np.array([toTimestamp(datetime.datetime.strptime(date_val, '%Y-%m-%d')) for date_val in growth_config.keys()]) arr2 = np.array([val for val in growth_config.values()]) f = interp1d(arr1, arr2, kind=kind, fill_value='extrapolate') return f([toTimestamp(date_val) for date_val in date_range]) ref_value_ = json.loads(self.kwargs['ref value'].strip()) return interpolate(ref_value_, self.times, self.kwargs['param']) class ConstantUncertaintyExponentialGrowthTimeSeriesGenerator(DistributionFunctionGenerator): cagr: str ref_date: str def __init__(self, cagr=None, times=None, size=None, index_names=None, ref_date=None, *args, **kwargs): super().__init__(*args, **kwargs) self.cagr = cagr if cagr else 0 self.ref_date = ref_date if ref_date else None self.times = times self.size = size iterables = [times, range(0, size)] self._multi_index = pd.MultiIndex.from_product(iterables, names=index_names) assert type(times.freq) == pd.tseries.offsets.MonthBegin, 'Time index must have monthly frequency' def generate_values(self, *args, **kwargs): """ Instantiate a random variable and apply annual growth factors. :return: """ values = super().generate_values(*args, **kwargs, size=(len(self.times) * self.size,)) alpha = self.cagr # @todo - fill to cover the entire time: define rules for filling first ref_date = self.ref_date if self.ref_date else self.times[0].to_pydatetime() # assert ref_date >= self.times[0].to_pydatetime(), 'Ref date must be within variable time span.' # assert ref_date <= self.times[-1].to_pydatetime(), 'Ref date must be within variable time span.' start_date = self.times[0].to_pydatetime() end_date = self.times[-1].to_pydatetime() a = growth_coefficients(start_date, end_date, ref_date, alpha, self.size) values *= a.ravel() # df = pd.DataFrame(values) # df.columns = [kwargs['name']] # df.set_index(self._multi_index, inplace=True) # # @todo this is a hack to return a series with index as I don't know how to set an index and rename a series # data_series = df.iloc[:, 0] # data_series._metadata = kwargs # data_series.index.rename(['time', 'samples'], inplace=True) # if not kwargs["unit"]: series = pd.Series(values, index=self._multi_index, dtype='pint[dimensionless]') else: series = pd.Series(values, index=self._multi_index, dtype=f'pint[{kwargs["unit"]}]') return series def growth_coefficients(start_date, end_date, ref_date, alpha, samples): """ Build a matrix of growth factors according to the CAGR formula y'=y0 (1+a)^(t'-t0). a growth rate alpha t0 start date t' end date y' output y0 start value """ start_offset = 0 if ref_date < start_date: offset_delta = rdelta.relativedelta(start_date, ref_date) start_offset = offset_delta.months + 12 * offset_delta.years start_date = ref_date end_offset = 0 if ref_date > end_date: offset_delta = rdelta.relativedelta(ref_date, end_date) end_offset = offset_delta.months + 12 * offset_delta.years end_date = ref_date delta_ar = rdelta.relativedelta(ref_date, start_date) ar = delta_ar.months + 12 * delta_ar.years delta_br = rdelta.relativedelta(end_date, ref_date) br = delta_br.months + 12 * delta_br.years # we place the ref point on the lower interval (delta_ar + 1) but let it start from 0 # in turn we let the upper interval start from 1 g = np.fromfunction(lambda i, j: np.power(1 - alpha, np.abs(i) / 12), (ar + 1, samples), dtype=float) h = np.fromfunction(lambda i, j: np.power(1 + alpha, np.abs(i + 1) / 12), (br, samples), dtype=float) g = np.flipud(g) # now join the two arrays a = np.vstack((g, h)) if start_offset > 0: a = a[start_offset:] if end_offset > 0: a = a[:-end_offset] return a class ParameterScenarioSet(object): """ The set of all version of a parameter for all the scenarios. """ default_scenario = 'default' "the name of the parameters in this set" parameter_name: str scenarios: Dict[str, Parameter] def __init__(self): self.scenarios = {} def add_scenario(self, parameter: 'Parameter', scenario_name: str = default_scenario): """ Add a scenario for this parameter. :param scenario_name: :param parameter: :return: """ self.scenarios[scenario_name] = parameter def __getitem__(self, item): return self.scenarios.__getitem__(item) def __setitem__(self, key, value): return self.scenarios.__setitem__(key, value) class ParameterRepository(object): """ Contains all known parameter definitions (so that it is not necessary to re-read the excel file for repeat param accesses). The param definitions are independent from the sampling (the Param.__call__ method). Repeat access to __call__ will create new samples. Internally, parameters are organised together with all the scenario variants in a single ParameterScenarioSet. """ parameter_sets: Dict[str, ParameterScenarioSet] tags: Dict[str, Dict[str, Set[Parameter]]] def __init__(self): self.parameter_sets = defaultdict(ParameterScenarioSet) self.tags = defaultdict(lambda: defaultdict(set)) def add_all(self, parameters: List[Parameter]): for p in parameters: self.add_parameter(p) def clear_cache(self): for p_sets in self.parameter_sets.values(): for param_name, param in p_sets.scenarios.items(): param.cache = None def add_parameter(self, parameter: Parameter): """ A parameter can have several scenarios. They are specified as a comma-separated list in a string. :param parameter: :return: """ # try reading the scenarios from the function arg or from the parameter attribute scenario_string = parameter.source_scenarios_string if scenario_string: _scenarios = [i.strip() for i in scenario_string.split(',')] self.fill_missing_attributes_from_default_parameter(parameter) else: _scenarios = [ParameterScenarioSet.default_scenario] for scenario in _scenarios: parameter.scenario = scenario self.parameter_sets[parameter.name][scenario] = parameter # record all tags for this parameter if parameter.tags: _tags = [i.strip() for i in parameter.tags.split(',')] for tag in _tags: self.tags[tag][parameter.name].add(parameter) def fill_missing_attributes_from_default_parameter(self, param): """ Empty fields in Parameter definitions in scenarios are populated with default values. E.g. in the example below, the source for the Power_TV variable in the 8K scenario would also be EnergyStar. | name | scenario | val | tags | source | |----------|----------|-----|--------|------------| | Power_TV | | 60 | UD, TV | EnergyStar | | Power_TV | 8K | 85 | new_tag| | **Note** tags must not differ. In the example above, the 8K scenario variable the tags value would be overwritten with the default value. :param param: :return: """ if not self.exists(param.name) or not ParameterScenarioSet.default_scenario in self.parameter_sets[ param.name].scenarios.keys(): logger.warning( f'No default value for param {param.name} found.') return default = self.parameter_sets[param.name][ParameterScenarioSet.default_scenario] for att_name, att_value in default.__dict__.items(): if att_name in ['unit', 'label', 'comment', 'source', 'tags']: if att_name == 'tags' and default.tags != param.tags: logger.warning( f'For param {param.name} for scenarios {param.source_scenarios_string}, tags is different from default parameter tags. Overwriting with default values.') setattr(param, att_name, att_value) if not getattr(param, att_name): logger.debug( f'For param {param.name} for scenarios {param.source_scenarios_string}, populating attribute {att_name} with value {att_value} from default parameter.') setattr(param, att_name, att_value) def __getitem__(self, item) -> Parameter: """ Return the default scenario parameter for a given variable name :param item: the name of the variable :return: """ return self.get_parameter(item, scenario_name=ParameterScenarioSet.default_scenario) def get_parameter(self, param_name, scenario_name=ParameterScenarioSet.default_scenario) -> Parameter: if self.exists(param_name, scenario=scenario_name): return self.parameter_sets[param_name][scenario_name] try: return self.parameter_sets[param_name][ParameterScenarioSet.default_scenario] except KeyError: raise KeyError(f"{param_name} not found") def find_by_tag(self, tag) -> Dict[str, Set[Parameter]]: """ Get all registered dicts that are registered for a tag :param tag: str - single tag :return: a dict of {param name: set[Parameter]} that contains all ParameterScenarioSets for all parameter names with a given tag """ return self.tags[tag] def exists(self, param, scenario=None) -> bool: # if scenario is not None: # return present = param in self.parameter_sets.keys() if not present: return False scenario = scenario if scenario else ParameterScenarioSet.default_scenario return scenario in self.parameter_sets[param].scenarios.keys() def list_scenarios(self, param): if param in self.parameter_sets.keys(): return self.parameter_sets[param].scenarios.keys() class ExcelHandler(object): version: int def __init__(self): self.version = 1 @abstractmethod def load_definitions(self, sheet_name, filename=None): raise NotImplementedError() class OpenpyxlExcelHandler(ExcelHandler): def load_definitions(self, sheet_name, filename=None): definitions = [] from openpyxl import load_workbook wb = load_workbook(filename=filename, data_only=True) _sheet_names = [sheet_name] if sheet_name else wb.sheetnames for _sheet_name in _sheet_names: sheet = wb.get_sheet_by_name(_sheet_name) rows = list(sheet.rows) header = [cell.value for cell in rows[0]] if header[0] != 'variable': continue for row in rows[1:]: values = {} for key, cell in zip(header, row): values[key] = cell.value definitions.append(values) return definitions class Xlsx2CsvHandler(ExcelHandler): def load_definitions(self, sheet_name, filename=None): from xlsx2csv import Xlsx2csv data = Xlsx2csv(filename, inmemory=True).convert(None, sheetid=0) definitions = [] _sheet_names = [sheet_name] if sheet_name else [data.keys()] for _sheet_name in _sheet_names: sheet = data[_sheet_name] header = sheet.header if header[0] != 'variable': continue for row in sheet.rows: values = {} for key, cell in zip(header, row): values[key] = cell definitions.append(values) return definitions class CSVHandler(ExcelHandler): def load_definitions(self, sheet_name, filename=None): return csv.DictReader(open(filename), delimiter=',') class PandasCSVHandler(ExcelHandler): def load_definitions(self, sheet_name, filename=None): self.version = 2 import pandas as pd df = pd.read_csv(filename, usecols=range(15), index_col=False, parse_dates=['ref date'], dtype={'initial_value_proportional_variation': 'float64'}, dayfirst=True # date_parser=lambda x: pd.datetime.strptime(x, '%d-%m-%Y') ) df = df.dropna(subset=['variable', 'ref value']) df.fillna("", inplace=True) return df.to_dict(orient='records') class XLRDExcelHandler(ExcelHandler): version: int @staticmethod def get_sheet_range_bounds(filename, sheet_name): import xlrd wb = xlrd.open_workbook(filename) sheet = wb.sheet_by_name(sheet_name) rows = list(sheet.get_rows()) return len(rows) def load_definitions(self, sheet_name, filename=None): import xlrd wb = xlrd.open_workbook(filename) sh = None definitions = [] _definition_tracking = defaultdict(dict) _sheet_names = [sheet_name] if sheet_name else [sh.name for sh in wb.sheets()] version = 1 try: sheet = wb.sheet_by_name('metadata') rows = list(sheet.get_rows()) for row in rows: if row[0].value == 'version': version = row[1].value self.version = version except: logger.info(f'could not find a sheet with name "metadata" in workbook. defaulting to v2') for _sheet_name in _sheet_names: if _sheet_name == 'metadata': continue sheet = wb.sheet_by_name(_sheet_name) rows = list(sheet.get_rows()) header = [cell.value for cell in rows[0]] if header[0] != 'variable': continue for i, row in enumerate(rows[1:]): values = {} for key, cell in zip(header, row): values[key] = cell.value if not values['variable']: # logger.debug(f'ignoring row {i}: {row}') continue if 'ref date' in values and values['ref date']: if isinstance(values['ref date'], float): values['ref date'] = datetime.datetime(*xldate_as_tuple(values['ref date'], wb.datemode)) if values['ref date'].day != 1: logger.warning(f'ref date truncated to first of month for variable {values["variable"]}') values['ref date'] = values['ref date'].replace(day=1) else: raise Exception( f"{values['ref date']} for variable {values['variable']} is not a date - " f"check spreadsheet value is a valid day of a month") logger.debug(f'values for {values["variable"]}: {values}') definitions.append(values) scenario = values['scenario'] if values['scenario'] else "n/a" if scenario in _definition_tracking[values['variable']]: logger.error( f"Duplicate entry for parameter " f"with name <{values['variable']}> and <{scenario}> scenario in sheet {_sheet_name}") raise ValueError( f"Duplicate entry for parameter " f"with name <{values['variable']}> and <{scenario}> scenario in sheet {_sheet_name}") else: _definition_tracking[values['variable']][scenario] = 1 return definitions class XLWingsExcelHandler(ExcelHandler): def load_definitions(self, sheet_name, filename=None): import xlwings as xw definitions = [] wb = xw.Book(fullname=filename) _sheet_names = [sheet_name] if sheet_name else wb.sheets for _sheet_name in _sheet_names: sheet = wb.sheets[_sheet_name] range = sheet.range('A1').expand() rows = range.rows header = [cell.value for cell in rows[0]] # check if this sheet contains parameters or if it documentation if header[0] != 'variable': continue total_rows = XLRDExcelHandler.get_sheet_range_bounds(filename, _sheet_name) range = sheet.range((1, 1), (total_rows, len(header))) rows = range.rows for row in rows[1:]: values = {} for key, cell in zip(header, row): values[key] = cell.value definitions.append(values) return definitions class ExcelParameterLoader(object): definition_version: int """Utility to populate ParameterRepository from spreadsheets. The structure of the spreadsheets is: | variable | ... | |----------|-----| | ... | ... | If the first row in a spreadsheet does not contain they keyword 'variable' the sheet is ignored. """ def __init__(self, filename, excel_handler='xlrd', **kwargs): self.filename = filename self.definition_version = 2 logger.info(f'Using {excel_handler} excel handler') excel_handler_instance = None if excel_handler == 'csv': excel_handler_instance = CSVHandler() if excel_handler == 'pandas': excel_handler_instance = PandasCSVHandler() if excel_handler == 'openpyxl': excel_handler_instance = OpenpyxlExcelHandler() if excel_handler == 'xlsx2csv': excel_handler_instance = Xlsx2CsvHandler() if excel_handler == 'xlwings': excel_handler_instance = XLWingsExcelHandler() if excel_handler == 'xlrd': excel_handler_instance = XLRDExcelHandler() self.excel_handler: ExcelHandler = excel_handler_instance def load_parameter_definitions(self, sheet_name: str = None): """ Load variable text from rows in excel file. If no spreadsheet arg is given, all spreadsheets are loaded. The first cell in the first row in a spreadsheet must contain the keyword 'variable' or the sheet is ignored. Any cells used as titles (with no associated value) are also added to the returned dictionary. However, the values associated with each header will be None. For example, given the speadsheet: | variable | A | B | |----------|---|---| | Title | | | | Entry | 1 | 2 | The following list of definitions would be returned: [ { variable: 'Title', A: None, B: None } , { variable: 'Entry', A: 1 , B: 2 } ] :param sheet_name: :return: list of dicts with {header col name : cell value} pairs """ definitions = self.excel_handler.load_definitions(sheet_name, filename=self.filename) self.definition_version = self.excel_handler.version return definitions def load_into_repo(self, repository: ParameterRepository = None, sheet_name: str = None): """ Create a Repo from an excel file. :param repository: the repository to load into :param sheet_name: :return: """ repository.add_all(self.load_parameters(sheet_name)) def load_parameters(self, sheet_name): parameter_definitions = self.load_parameter_definitions(sheet_name=sheet_name) params = [] param_name_map = param_name_maps[int(self.definition_version)] for _def in parameter_definitions: # substitute names from the headers with the kwargs names in the Parameter and Distributions classes # e.g. 'variable' -> 'name', 'module' -> 'module_name', etc parameter_kwargs_def = {} for k, v in _def.items(): if k in param_name_map: if param_name_map[k]: parameter_kwargs_def[param_name_map[k]] = v else: parameter_kwargs_def[k] = v name_ = parameter_kwargs_def['name'] del parameter_kwargs_def['name'] p = Parameter(name_, version=self.definition_version, **parameter_kwargs_def) params.append(p) return params
mit
Habasari/sms-tools
lectures/08-Sound-transformations/plots-code/stftFiltering-orchestra.py
18
1677
import numpy as np import time, os, sys import matplotlib.pyplot as plt sys.path.append(os.path.join(os.path.dirname(os.path.realpath(__file__)), '../../../software/models/')) sys.path.append(os.path.join(os.path.dirname(os.path.realpath(__file__)), '../../../software/transformations/')) import utilFunctions as UF import stftTransformations as STFTT import stft as STFT (fs, x) = UF.wavread('../../../sounds/orchestra.wav') w = np.hamming(2048) N = 2048 H = 512 # design a band stop filter using a hanning window startBin = int(N*500.0/fs) nBins = int(N*2000.0/fs) bandpass = (np.hanning(nBins) * 65.0) - 60 filt = np.zeros(N/2+1)-60 filt[startBin:startBin+nBins] = bandpass y = STFTT.stftFiltering(x, fs, w, N, H, filt) mX,pX = STFT.stftAnal(x, fs, w, N, H) mY,pY = STFT.stftAnal(y, fs, w, N, H) plt.figure(1, figsize=(12, 9)) plt.subplot(311) numFrames = int(mX[:,0].size) frmTime = H*np.arange(numFrames)/float(fs) binFreq = np.arange(mX[0,:].size)*float(fs)/N plt.pcolormesh(frmTime, binFreq, np.transpose(mX)) plt.title('mX (orchestra.wav)') plt.autoscale(tight=True) plt.subplot(312) plt.plot(fs*np.arange(mX[0,:].size)/float(N), filt, 'k', lw=1.3) plt.axis([0, fs/2, -60, 7]) plt.title('filter shape') plt.subplot(313) numFrames = int(mY[:,0].size) frmTime = H*np.arange(numFrames)/float(fs) binFreq = np.arange(mY[0,:].size)*float(fs)/N plt.pcolormesh(frmTime, binFreq, np.transpose(mY)) plt.title('mY') plt.autoscale(tight=True) plt.tight_layout() UF.wavwrite(y, fs, 'orchestra-stft-filtering.wav') plt.savefig('stftFiltering-orchestra.png') plt.show()
agpl-3.0
adammenges/statsmodels
statsmodels/tools/tests/test_tools.py
26
18818
""" Test functions for models.tools """ from statsmodels.compat.python import lrange, range import numpy as np from numpy.random import standard_normal from numpy.testing import (assert_equal, assert_array_equal, assert_almost_equal, assert_string_equal, TestCase) from nose.tools import (assert_true, assert_false, assert_raises) from statsmodels.datasets import longley from statsmodels.tools import tools from statsmodels.tools.tools import pinv_extended from statsmodels.compat.numpy import np_matrix_rank class TestTools(TestCase): def test_add_constant_list(self): x = lrange(1,5) x = tools.add_constant(x) y = np.asarray([[1,1,1,1],[1,2,3,4.]]).T assert_equal(x, y) def test_add_constant_1d(self): x = np.arange(1,5) x = tools.add_constant(x) y = np.asarray([[1,1,1,1],[1,2,3,4.]]).T assert_equal(x, y) def test_add_constant_has_constant1d(self): x = np.ones(5) x = tools.add_constant(x, has_constant='skip') assert_equal(x, np.ones(5)) assert_raises(ValueError, tools.add_constant, x, has_constant='raise') assert_equal(tools.add_constant(x, has_constant='add'), np.ones((5, 2))) def test_add_constant_has_constant2d(self): x = np.asarray([[1,1,1,1],[1,2,3,4.]]).T y = tools.add_constant(x, has_constant='skip') assert_equal(x, y) assert_raises(ValueError, tools.add_constant, x, has_constant='raise') assert_equal(tools.add_constant(x, has_constant='add'), np.column_stack((np.ones(4), x))) def test_recipr(self): X = np.array([[2,1],[-1,0]]) Y = tools.recipr(X) assert_almost_equal(Y, np.array([[0.5,1],[0,0]])) def test_recipr0(self): X = np.array([[2,1],[-4,0]]) Y = tools.recipr0(X) assert_almost_equal(Y, np.array([[0.5,1],[-0.25,0]])) def test_rank(self): import warnings with warnings.catch_warnings(): warnings.simplefilter("ignore") X = standard_normal((40,10)) self.assertEquals(tools.rank(X), np_matrix_rank(X)) X[:,0] = X[:,1] + X[:,2] self.assertEquals(tools.rank(X), np_matrix_rank(X)) def test_extendedpinv(self): X = standard_normal((40, 10)) np_inv = np.linalg.pinv(X) np_sing_vals = np.linalg.svd(X, 0, 0) sm_inv, sing_vals = pinv_extended(X) assert_almost_equal(np_inv, sm_inv) assert_almost_equal(np_sing_vals, sing_vals) def test_extendedpinv_singular(self): X = standard_normal((40, 10)) X[:, 5] = X[:, 1] + X[:, 3] np_inv = np.linalg.pinv(X) np_sing_vals = np.linalg.svd(X, 0, 0) sm_inv, sing_vals = pinv_extended(X) assert_almost_equal(np_inv, sm_inv) assert_almost_equal(np_sing_vals, sing_vals) def test_fullrank(self): import warnings with warnings.catch_warnings(): warnings.simplefilter("ignore") X = standard_normal((40,10)) X[:,0] = X[:,1] + X[:,2] Y = tools.fullrank(X) self.assertEquals(Y.shape, (40,9)) self.assertEquals(tools.rank(Y), 9) X[:,5] = X[:,3] + X[:,4] Y = tools.fullrank(X) self.assertEquals(Y.shape, (40,8)) warnings.simplefilter("ignore") self.assertEquals(tools.rank(Y), 8) def test_estimable(): rng = np.random.RandomState(20120713) N, P = (40, 10) X = rng.normal(size=(N, P)) C = rng.normal(size=(1, P)) isestimable = tools.isestimable assert_true(isestimable(C, X)) assert_true(isestimable(np.eye(P), X)) for row in np.eye(P): assert_true(isestimable(row, X)) X = np.ones((40, 2)) assert_true(isestimable([1, 1], X)) assert_false(isestimable([1, 0], X)) assert_false(isestimable([0, 1], X)) assert_false(isestimable(np.eye(2), X)) halfX = rng.normal(size=(N, 5)) X = np.hstack([halfX, halfX]) assert_false(isestimable(np.hstack([np.eye(5), np.zeros((5, 5))]), X)) assert_false(isestimable(np.hstack([np.zeros((5, 5)), np.eye(5)]), X)) assert_true(isestimable(np.hstack([np.eye(5), np.eye(5)]), X)) # Test array-like for design XL = X.tolist() assert_true(isestimable(np.hstack([np.eye(5), np.eye(5)]), XL)) # Test ValueError for incorrect number of columns X = rng.normal(size=(N, 5)) for n in range(1, 4): assert_raises(ValueError, isestimable, np.ones((n,)), X) assert_raises(ValueError, isestimable, np.eye(4), X) class TestCategoricalNumerical(object): #TODO: use assert_raises to check that bad inputs are taken care of def __init__(self): #import string stringabc = 'abcdefghijklmnopqrstuvwxy' self.des = np.random.randn(25,2) self.instr = np.floor(np.arange(10,60, step=2)/10) x=np.zeros((25,5)) x[:5,0]=1 x[5:10,1]=1 x[10:15,2]=1 x[15:20,3]=1 x[20:25,4]=1 self.dummy = x structdes = np.zeros((25,1),dtype=[('var1', 'f4'),('var2', 'f4'), ('instrument','f4'),('str_instr','a10')]) structdes['var1'] = self.des[:,0][:,None] structdes['var2'] = self.des[:,1][:,None] structdes['instrument'] = self.instr[:,None] string_var = [stringabc[0:5], stringabc[5:10], stringabc[10:15], stringabc[15:20], stringabc[20:25]] string_var *= 5 self.string_var = np.array(sorted(string_var)) structdes['str_instr'] = self.string_var[:,None] self.structdes = structdes self.recdes = structdes.view(np.recarray) def test_array2d(self): des = np.column_stack((self.des, self.instr, self.des)) des = tools.categorical(des, col=2) assert_array_equal(des[:,-5:], self.dummy) assert_equal(des.shape[1],10) def test_array1d(self): des = tools.categorical(self.instr) assert_array_equal(des[:,-5:], self.dummy) assert_equal(des.shape[1],6) def test_array2d_drop(self): des = np.column_stack((self.des, self.instr, self.des)) des = tools.categorical(des, col=2, drop=True) assert_array_equal(des[:,-5:], self.dummy) assert_equal(des.shape[1],9) def test_array1d_drop(self): des = tools.categorical(self.instr, drop=True) assert_array_equal(des, self.dummy) assert_equal(des.shape[1],5) def test_recarray2d(self): des = tools.categorical(self.recdes, col='instrument') # better way to do this? test_des = np.column_stack(([des[_] for _ in des.dtype.names[-5:]])) assert_array_equal(test_des, self.dummy) assert_equal(len(des.dtype.names), 9) def test_recarray2dint(self): des = tools.categorical(self.recdes, col=2) test_des = np.column_stack(([des[_] for _ in des.dtype.names[-5:]])) assert_array_equal(test_des, self.dummy) assert_equal(len(des.dtype.names), 9) def test_recarray1d(self): instr = self.structdes['instrument'].view(np.recarray) dum = tools.categorical(instr) test_dum = np.column_stack(([dum[_] for _ in dum.dtype.names[-5:]])) assert_array_equal(test_dum, self.dummy) assert_equal(len(dum.dtype.names), 6) def test_recarray1d_drop(self): instr = self.structdes['instrument'].view(np.recarray) dum = tools.categorical(instr, drop=True) test_dum = np.column_stack(([dum[_] for _ in dum.dtype.names])) assert_array_equal(test_dum, self.dummy) assert_equal(len(dum.dtype.names), 5) def test_recarray2d_drop(self): des = tools.categorical(self.recdes, col='instrument', drop=True) test_des = np.column_stack(([des[_] for _ in des.dtype.names[-5:]])) assert_array_equal(test_des, self.dummy) assert_equal(len(des.dtype.names), 8) def test_structarray2d(self): des = tools.categorical(self.structdes, col='instrument') test_des = np.column_stack(([des[_] for _ in des.dtype.names[-5:]])) assert_array_equal(test_des, self.dummy) assert_equal(len(des.dtype.names), 9) def test_structarray2dint(self): des = tools.categorical(self.structdes, col=2) test_des = np.column_stack(([des[_] for _ in des.dtype.names[-5:]])) assert_array_equal(test_des, self.dummy) assert_equal(len(des.dtype.names), 9) def test_structarray1d(self): instr = self.structdes['instrument'].view(dtype=[('var1', 'f4')]) dum = tools.categorical(instr) test_dum = np.column_stack(([dum[_] for _ in dum.dtype.names[-5:]])) assert_array_equal(test_dum, self.dummy) assert_equal(len(dum.dtype.names), 6) def test_structarray2d_drop(self): des = tools.categorical(self.structdes, col='instrument', drop=True) test_des = np.column_stack(([des[_] for _ in des.dtype.names[-5:]])) assert_array_equal(test_des, self.dummy) assert_equal(len(des.dtype.names), 8) def test_structarray1d_drop(self): instr = self.structdes['instrument'].view(dtype=[('var1', 'f4')]) dum = tools.categorical(instr, drop=True) test_dum = np.column_stack(([dum[_] for _ in dum.dtype.names])) assert_array_equal(test_dum, self.dummy) assert_equal(len(dum.dtype.names), 5) # def test_arraylike2d(self): # des = tools.categorical(self.structdes.tolist(), col=2) # test_des = des[:,-5:] # assert_array_equal(test_des, self.dummy) # assert_equal(des.shape[1], 9) # def test_arraylike1d(self): # instr = self.structdes['instrument'].tolist() # dum = tools.categorical(instr) # test_dum = dum[:,-5:] # assert_array_equal(test_dum, self.dummy) # assert_equal(dum.shape[1], 6) # def test_arraylike2d_drop(self): # des = tools.categorical(self.structdes.tolist(), col=2, drop=True) # test_des = des[:,-5:] # assert_array_equal(test__des, self.dummy) # assert_equal(des.shape[1], 8) # def test_arraylike1d_drop(self): # instr = self.structdes['instrument'].tolist() # dum = tools.categorical(instr, drop=True) # assert_array_equal(dum, self.dummy) # assert_equal(dum.shape[1], 5) class TestCategoricalString(TestCategoricalNumerical): # comment out until we have type coercion # def test_array2d(self): # des = np.column_stack((self.des, self.instr, self.des)) # des = tools.categorical(des, col=2) # assert_array_equal(des[:,-5:], self.dummy) # assert_equal(des.shape[1],10) # def test_array1d(self): # des = tools.categorical(self.instr) # assert_array_equal(des[:,-5:], self.dummy) # assert_equal(des.shape[1],6) # def test_array2d_drop(self): # des = np.column_stack((self.des, self.instr, self.des)) # des = tools.categorical(des, col=2, drop=True) # assert_array_equal(des[:,-5:], self.dummy) # assert_equal(des.shape[1],9) def test_array1d_drop(self): des = tools.categorical(self.string_var, drop=True) assert_array_equal(des, self.dummy) assert_equal(des.shape[1],5) def test_recarray2d(self): des = tools.categorical(self.recdes, col='str_instr') # better way to do this? test_des = np.column_stack(([des[_] for _ in des.dtype.names[-5:]])) assert_array_equal(test_des, self.dummy) assert_equal(len(des.dtype.names), 9) def test_recarray2dint(self): des = tools.categorical(self.recdes, col=3) test_des = np.column_stack(([des[_] for _ in des.dtype.names[-5:]])) assert_array_equal(test_des, self.dummy) assert_equal(len(des.dtype.names), 9) def test_recarray1d(self): instr = self.structdes['str_instr'].view(np.recarray) dum = tools.categorical(instr) test_dum = np.column_stack(([dum[_] for _ in dum.dtype.names[-5:]])) assert_array_equal(test_dum, self.dummy) assert_equal(len(dum.dtype.names), 6) def test_recarray1d_drop(self): instr = self.structdes['str_instr'].view(np.recarray) dum = tools.categorical(instr, drop=True) test_dum = np.column_stack(([dum[_] for _ in dum.dtype.names])) assert_array_equal(test_dum, self.dummy) assert_equal(len(dum.dtype.names), 5) def test_recarray2d_drop(self): des = tools.categorical(self.recdes, col='str_instr', drop=True) test_des = np.column_stack(([des[_] for _ in des.dtype.names[-5:]])) assert_array_equal(test_des, self.dummy) assert_equal(len(des.dtype.names), 8) def test_structarray2d(self): des = tools.categorical(self.structdes, col='str_instr') test_des = np.column_stack(([des[_] for _ in des.dtype.names[-5:]])) assert_array_equal(test_des, self.dummy) assert_equal(len(des.dtype.names), 9) def test_structarray2dint(self): des = tools.categorical(self.structdes, col=3) test_des = np.column_stack(([des[_] for _ in des.dtype.names[-5:]])) assert_array_equal(test_des, self.dummy) assert_equal(len(des.dtype.names), 9) def test_structarray1d(self): instr = self.structdes['str_instr'].view(dtype=[('var1', 'a10')]) dum = tools.categorical(instr) test_dum = np.column_stack(([dum[_] for _ in dum.dtype.names[-5:]])) assert_array_equal(test_dum, self.dummy) assert_equal(len(dum.dtype.names), 6) def test_structarray2d_drop(self): des = tools.categorical(self.structdes, col='str_instr', drop=True) test_des = np.column_stack(([des[_] for _ in des.dtype.names[-5:]])) assert_array_equal(test_des, self.dummy) assert_equal(len(des.dtype.names), 8) def test_structarray1d_drop(self): instr = self.structdes['str_instr'].view(dtype=[('var1', 'a10')]) dum = tools.categorical(instr, drop=True) test_dum = np.column_stack(([dum[_] for _ in dum.dtype.names])) assert_array_equal(test_dum, self.dummy) assert_equal(len(dum.dtype.names), 5) def test_arraylike2d(self): pass def test_arraylike1d(self): pass def test_arraylike2d_drop(self): pass def test_arraylike1d_drop(self): pass def test_rec_issue302(): arr = np.rec.fromrecords([[10], [11]], names='group') actual = tools.categorical(arr) expected = np.rec.array([(10, 1.0, 0.0), (11, 0.0, 1.0)], dtype=[('group', int), ('group_10', float), ('group_11', float)]) assert_array_equal(actual, expected) def test_issue302(): arr = np.rec.fromrecords([[10, 12], [11, 13]], names=['group', 'whatever']) actual = tools.categorical(arr, col=['group']) expected = np.rec.array([(10, 12, 1.0, 0.0), (11, 13, 0.0, 1.0)], dtype=[('group', int), ('whatever', int), ('group_10', float), ('group_11', float)]) assert_array_equal(actual, expected) def test_pandas_const_series(): dta = longley.load_pandas() series = dta.exog['GNP'] series = tools.add_constant(series, prepend=False) assert_string_equal('const', series.columns[1]) assert_equal(series.var(0)[1], 0) def test_pandas_const_series_prepend(): dta = longley.load_pandas() series = dta.exog['GNP'] series = tools.add_constant(series, prepend=True) assert_string_equal('const', series.columns[0]) assert_equal(series.var(0)[0], 0) def test_pandas_const_df(): dta = longley.load_pandas().exog dta = tools.add_constant(dta, prepend=False) assert_string_equal('const', dta.columns[-1]) assert_equal(dta.var(0)[-1], 0) def test_pandas_const_df_prepend(): dta = longley.load_pandas().exog # regression test for #1025 dta['UNEMP'] /= dta['UNEMP'].std() dta = tools.add_constant(dta, prepend=True) assert_string_equal('const', dta.columns[0]) assert_equal(dta.var(0)[0], 0) def test_chain_dot(): A = np.arange(1,13).reshape(3,4) B = np.arange(3,15).reshape(4,3) C = np.arange(5,8).reshape(3,1) assert_equal(tools.chain_dot(A,B,C), np.array([[1820],[4300],[6780]])) class TestNanDot(object): @classmethod def setupClass(cls): nan = np.nan cls.mx_1 = np.array([[nan, 1.], [2., 3.]]) cls.mx_2 = np.array([[nan, nan], [2., 3.]]) cls.mx_3 = np.array([[0., 0.], [0., 0.]]) cls.mx_4 = np.array([[1., 0.], [1., 0.]]) cls.mx_5 = np.array([[0., 1.], [0., 1.]]) cls.mx_6 = np.array([[1., 2.], [3., 4.]]) def test_11(self): test_res = tools.nan_dot(self.mx_1, self.mx_1) expected_res = np.array([[ np.nan, np.nan], [ np.nan, 11.]]) assert_array_equal(test_res, expected_res) def test_12(self): nan = np.nan test_res = tools.nan_dot(self.mx_1, self.mx_2) expected_res = np.array([[ nan, nan], [ nan, nan]]) assert_array_equal(test_res, expected_res) def test_13(self): nan = np.nan test_res = tools.nan_dot(self.mx_1, self.mx_3) expected_res = np.array([[ 0., 0.], [ 0., 0.]]) assert_array_equal(test_res, expected_res) def test_14(self): nan = np.nan test_res = tools.nan_dot(self.mx_1, self.mx_4) expected_res = np.array([[ nan, 0.], [ 5., 0.]]) assert_array_equal(test_res, expected_res) def test_41(self): nan = np.nan test_res = tools.nan_dot(self.mx_4, self.mx_1) expected_res = np.array([[ nan, 1.], [ nan, 1.]]) assert_array_equal(test_res, expected_res) def test_23(self): nan = np.nan test_res = tools.nan_dot(self.mx_2, self.mx_3) expected_res = np.array([[ 0., 0.], [ 0., 0.]]) assert_array_equal(test_res, expected_res) def test_32(self): nan = np.nan test_res = tools.nan_dot(self.mx_3, self.mx_2) expected_res = np.array([[ 0., 0.], [ 0., 0.]]) assert_array_equal(test_res, expected_res) def test_24(self): nan = np.nan test_res = tools.nan_dot(self.mx_2, self.mx_4) expected_res = np.array([[ nan, 0.], [ 5., 0.]]) assert_array_equal(test_res, expected_res) def test_25(self): nan = np.nan test_res = tools.nan_dot(self.mx_2, self.mx_5) expected_res = np.array([[ 0., nan], [ 0., 5.]]) assert_array_equal(test_res, expected_res) def test_66(self): nan = np.nan test_res = tools.nan_dot(self.mx_6, self.mx_6) expected_res = np.array([[ 7., 10.], [ 15., 22.]]) assert_array_equal(test_res, expected_res)
bsd-3-clause
heli522/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 <maheshakya.10@cse.mrt.ac.lk> # Olivier Grisel <olivier.grisel@ensta.org> # # 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
kushalbhola/MyStuff
Practice/PythonApplication/env/Lib/site-packages/pandas/tests/tslibs/test_libfrequencies.py
2
2889
import pytest from pandas._libs.tslibs.frequencies import ( INVALID_FREQ_ERR_MSG, _period_str_to_code, get_rule_month, is_subperiod, is_superperiod, ) from pandas.tseries import offsets @pytest.mark.parametrize( "obj,expected", [ ("W", "DEC"), (offsets.Week(), "DEC"), ("D", "DEC"), (offsets.Day(), "DEC"), ("Q", "DEC"), (offsets.QuarterEnd(startingMonth=12), "DEC"), ("Q-JAN", "JAN"), (offsets.QuarterEnd(startingMonth=1), "JAN"), ("A-DEC", "DEC"), ("Y-DEC", "DEC"), (offsets.YearEnd(), "DEC"), ("A-MAY", "MAY"), ("Y-MAY", "MAY"), (offsets.YearEnd(month=5), "MAY"), ], ) def test_get_rule_month(obj, expected): result = get_rule_month(obj) assert result == expected @pytest.mark.parametrize( "obj,expected", [ ("A", 1000), ("A-DEC", 1000), ("A-JAN", 1001), ("Y", 1000), ("Y-DEC", 1000), ("Y-JAN", 1001), ("Q", 2000), ("Q-DEC", 2000), ("Q-FEB", 2002), ("W", 4000), ("W-SUN", 4000), ("W-FRI", 4005), ("Min", 8000), ("ms", 10000), ("US", 11000), ("NS", 12000), ], ) def test_period_str_to_code(obj, expected): assert _period_str_to_code(obj) == expected @pytest.mark.parametrize( "p1,p2,expected", [ # Input validation. (offsets.MonthEnd(), None, False), (offsets.YearEnd(), None, False), (None, offsets.YearEnd(), False), (None, offsets.MonthEnd(), False), (None, None, False), (offsets.YearEnd(), offsets.MonthEnd(), True), (offsets.Hour(), offsets.Minute(), True), (offsets.Second(), offsets.Milli(), True), (offsets.Milli(), offsets.Micro(), True), (offsets.Micro(), offsets.Nano(), True), ], ) def test_super_sub_symmetry(p1, p2, expected): assert is_superperiod(p1, p2) is expected assert is_subperiod(p2, p1) is expected @pytest.mark.parametrize( "freq,expected,aliases", [ ("D", 6000, ["DAY", "DLY", "DAILY"]), ("M", 3000, ["MTH", "MONTH", "MONTHLY"]), ("N", 12000, ["NANOSECOND", "NANOSECONDLY"]), ("H", 7000, ["HR", "HOUR", "HRLY", "HOURLY"]), ("T", 8000, ["minute", "MINUTE", "MINUTELY"]), ("L", 10000, ["MILLISECOND", "MILLISECONDLY"]), ("U", 11000, ["MICROSECOND", "MICROSECONDLY"]), ("S", 9000, ["sec", "SEC", "SECOND", "SECONDLY"]), ("B", 5000, ["BUS", "BUSINESS", "BUSINESSLY", "WEEKDAY"]), ], ) def test_assert_aliases_deprecated(freq, expected, aliases): assert isinstance(aliases, list) assert _period_str_to_code(freq) == expected for alias in aliases: with pytest.raises(ValueError, match=INVALID_FREQ_ERR_MSG): _period_str_to_code(alias)
apache-2.0
kaku289/paparazzi
sw/airborne/test/ahrs/ahrs_utils.py
86
4923
#! /usr/bin/env python # Copyright (C) 2011 Antoine Drouin # # This file is part of Paparazzi. # # Paparazzi is free software; you can redistribute it and/or modify # it under the terms of the GNU General Public License as published by # the Free Software Foundation; either version 2, or (at your option) # any later version. # # Paparazzi is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU General Public License for more details. # # You should have received a copy of the GNU General Public License # along with Paparazzi; see the file COPYING. If not, write to # the Free Software Foundation, 59 Temple Place - Suite 330, # Boston, MA 02111-1307, USA. # from __future__ import print_function import subprocess import numpy as np import matplotlib.pyplot as plt def run_simulation(ahrs_type, build_opt, traj_nb): print("\nBuilding ahrs") args = ["make", "clean", "run_ahrs_on_synth", "AHRS_TYPE=AHRS_TYPE_" + ahrs_type] + build_opt #print(args) p = subprocess.Popen(args=args, stdout=subprocess.PIPE, stderr=subprocess.STDOUT, shell=False) outputlines = p.stdout.readlines() p.wait() for i in outputlines: print(" # " + i, end=' ') print() print("Running simulation") print(" using traj " + str(traj_nb)) p = subprocess.Popen(args=["./run_ahrs_on_synth", str(traj_nb)], stdout=subprocess.PIPE, stderr=subprocess.STDOUT, shell=False) outputlines = p.stdout.readlines() p.wait() # for i in outputlines: # print(" "+i, end=' ') # print("\n") ahrs_data_type = [('time', 'float32'), ('phi_true', 'float32'), ('theta_true', 'float32'), ('psi_true', 'float32'), ('p_true', 'float32'), ('q_true', 'float32'), ('r_true', 'float32'), ('bp_true', 'float32'), ('bq_true', 'float32'), ('br_true', 'float32'), ('phi_ahrs', 'float32'), ('theta_ahrs', 'float32'), ('psi_ahrs', 'float32'), ('p_ahrs', 'float32'), ('q_ahrs', 'float32'), ('r_ahrs', 'float32'), ('bp_ahrs', 'float32'), ('bq_ahrs', 'float32'), ('br_ahrs', 'float32')] mydescr = np.dtype(ahrs_data_type) data = [[] for dummy in xrange(len(mydescr))] # import code; code.interact(local=locals()) for line in outputlines: if line.startswith("#"): print(" " + line, end=' ') else: fields = line.strip().split(' ') #print(fields) for i, number in enumerate(fields): data[i].append(number) print() for i in xrange(len(mydescr)): data[i] = np.cast[mydescr[i]](data[i]) return np.rec.array(data, dtype=mydescr) def plot_simulation_results(plot_true_state, lsty, label, sim_res): print("Plotting Results") # f, (ax1, ax2, ax3) = plt.subplots(3, sharex=True, sharey=True) plt.subplot(3, 3, 1) plt.plot(sim_res.time, sim_res.phi_ahrs, lsty, label=label) plt.ylabel('degres') plt.title('phi') plt.legend() plt.subplot(3, 3, 2) plt.plot(sim_res.time, sim_res.theta_ahrs, lsty) plt.title('theta') plt.subplot(3, 3, 3) plt.plot(sim_res.time, sim_res.psi_ahrs, lsty) plt.title('psi') plt.subplot(3, 3, 4) plt.plot(sim_res.time, sim_res.p_ahrs, lsty) plt.ylabel('degres/s') plt.title('p') plt.subplot(3, 3, 5) plt.plot(sim_res.time, sim_res.q_ahrs, lsty) plt.title('q') plt.subplot(3, 3, 6) plt.plot(sim_res.time, sim_res.r_ahrs, lsty) plt.title('r') plt.subplot(3, 3, 7) plt.plot(sim_res.time, sim_res.bp_ahrs, lsty) plt.ylabel('degres/s') plt.xlabel('time in s') plt.title('bp') plt.subplot(3, 3, 8) plt.plot(sim_res.time, sim_res.bq_ahrs, lsty) plt.xlabel('time in s') plt.title('bq') plt.subplot(3, 3, 9) plt.plot(sim_res.time, sim_res.br_ahrs, lsty) plt.xlabel('time in s') plt.title('br') if plot_true_state: plt.subplot(3, 3, 1) plt.plot(sim_res.time, sim_res.phi_true, 'r--') plt.subplot(3, 3, 2) plt.plot(sim_res.time, sim_res.theta_true, 'r--') plt.subplot(3, 3, 3) plt.plot(sim_res.time, sim_res.psi_true, 'r--') plt.subplot(3, 3, 4) plt.plot(sim_res.time, sim_res.p_true, 'r--') plt.subplot(3, 3, 5) plt.plot(sim_res.time, sim_res.q_true, 'r--') plt.subplot(3, 3, 6) plt.plot(sim_res.time, sim_res.r_true, 'r--') plt.subplot(3, 3, 7) plt.plot(sim_res.time, sim_res.bp_true, 'r--') plt.subplot(3, 3, 8) plt.plot(sim_res.time, sim_res.bq_true, 'r--') plt.subplot(3, 3, 9) plt.plot(sim_res.time, sim_res.br_true, 'r--') def show_plot(): plt.show()
gpl-2.0
df8oe/UHSDR
mchf-eclipse/drivers/ui/lcd/edit-8x8-font.py
4
2343
# Tool to extract 8x8 font data, save to bitmap file, and apply modifications # to source code after editing the bitmap. from __future__ import print_function from matplotlib.pyplot import imread, imsave, imshow, show import numpy as np import sys # Where to find the font data - may need updated if code has changed. source_file = 'ui_lcd_hy28_fonts.c' start_marker = 'const uint8_t GL_ASCII8x8_Table [] =' start_offset = 2 # Data starts this number of lines after start marker. end_marker = '};' # Indicates end of font data. # Image filename used in extract and insert modes. image_file = 'font-8x8.png' mode = None if len(sys.argv) > 1: mode = sys.argv[1] if mode not in ('show', 'extract', 'insert'): print("Usage: %s { show | extract | insert }" % sys.argv[0]) sys.exit(1) # Get the literals used to populate the font array in the source file lines = [line.rstrip() for line in open(source_file).readlines()] start = lines.index(start_marker) + start_offset end = start + lines[start:].index(end_marker) data = str.join("", lines[start:end]) # Eval the literals to get the values into a numpy array packed = eval("np.array([%s], np.uint8)" % data) # Reorganise into a monochrome image, with the 96 8 x 8 characters # laid out in 8 rows by 12 columns for easier viewing/editing unpacked = np.unpackbits(packed) bitmaps = unpacked.reshape(96, 8, 8) indices = np.arange(96).reshape(8, 12) image = np.block([[bitmaps[idx] for idx in row] for row in indices]) if mode == 'show': # Display font image imshow(image, cmap='binary') show() elif mode == 'extract': # Save font image imsave(image_file, image, format='png', cmap='binary') elif mode == 'insert': # Read in modified font image image = imread(image_file)[:,:,0].astype(bool) # Reorganise back to original order bitmaps = np.vstack([np.vstack(np.split(row, 12, 1)) for row in np.split(image, 8)]) unpacked = bitmaps.reshape(-1) packed = ~np.packbits(unpacked) # Replace lines of file in same format as used before grouped = packed.reshape(-1, 8) for i, group in enumerate(grouped): line = (" " + " 0x%02x," * 8) % tuple(group) lines[start + i] = line # Write out modified source file open(source_file, 'w').writelines([line + "\n" for line in lines])
gpl-3.0
amacd31/bom_data_parser
tests/test_hrs.py
1
2066
import os import numpy as np import pandas as pd import unittest from datetime import datetime from bom_data_parser import read_hrs_csv class HRSTest(unittest.TestCase): def setUp(self): self.test_cdo_file = os.path.join(os.path.dirname(__file__), 'data', 'HRS', '410730_daily_ts.csv') def test_hrs(self): data, attributes = read_hrs_csv(self.test_cdo_file) self.assertTrue('Q' in data.columns) self.assertTrue('QCode' in data.columns) self.assertEqual(attributes['station_name'], 'Cotter River at Gingera (410730)') self.assertEqual(attributes['catchment_area'], 130.0) self.assertEqual(attributes['latitude'], 148.8212) self.assertEqual(attributes['longitude'], -35.5917) self.assertEqual(data.index[0], datetime(1963,7,5)) self.assertEqual(data.index[-1], datetime(2012,10,4)) self.assertAlmostEqual(data.Q.values[0], 127.312,3) self.assertAlmostEqual(data.Q.values[-1], 186.238,3) self.assertEqual(data.QCode.values[0], 10) self.assertEqual(data.QCode.values[-1], 10) def test_hrs_201510_format(self): test_file = os.path.join(os.path.dirname(__file__), 'data', 'HRS', '410730_daily_ts_201510.csv') data, attributes = read_hrs_csv(test_file) self.assertTrue('Flow (ML)' in data.columns) self.assertTrue('Bureau QCode' in data.columns) self.assertEqual(attributes['station_name'], 'Cotter River at Gingera (410730)') self.assertEqual(attributes['catchment_area'], 130.0) self.assertEqual(attributes['latitude'], 148.8212) self.assertEqual(attributes['longitude'], -35.5917) self.assertEqual(data.index[0], datetime(1963,7,5)) self.assertEqual(data.index[-1], datetime(2014,12,31)) self.assertAlmostEqual(data['Flow (ML)'].values[0], 127.322,3) self.assertAlmostEqual(data['Flow (ML)'].values[-1], 16.1915,4) self.assertEqual(data['Bureau QCode'].values[0], 'A') self.assertEqual(data['Bureau QCode'].values[-1], 'A')
bsd-3-clause
spel-uchile/SUCHAI-Flight-Software
sandbox/log_parser.py
1
1956
import re import argparse import pandas as pd # General expressions re_error = re.compile(r'\[ERROR\]\[(\d+)\]\[(\w+)\](.+)') re_warning = re.compile(r'\[WARN \]\[(\d+)\]\[(\w+)\](.+)') re_info = re.compile(r'\[INFO \]\[(\d+)\]\[(\w+)\](.+)') re_debug = re.compile(r'\[DEBUG\]\[(\d+)\]\[(\w+)\](.+)') re_verbose = re.compile(r'\[VERB \]\[(\d+)\]\[(\w+)\](.+)') # Specific expressions re_cmd_run = re.compile(r'\[INFO \]\[(\d+)]\[Executer\] Running the command: (.+)') re_cmd_result = re.compile(r'\[INFO \]\[(\d+)]\[Executer\] Command result: (\d+)') def get_parameters(): """ Parse script arguments """ parser = argparse.ArgumentParser() # General expressions parser.add_argument('file', type=str, help="Log file") parser.add_argument('--error', action="store_const", const=re_error) parser.add_argument('--warning', action="store_const", const=re_warning) parser.add_argument('--info', action="store_const", const=re_info) parser.add_argument('--debug', action="store_const", const=re_debug) parser.add_argument('--verbose', action="store_const", const=re_verbose) # Specific expressions parser.add_argument('--cmd-run', action="store_const", const=re_cmd_run) parser.add_argument('--cmd-result', action="store_const", const=re_cmd_result) return parser.parse_args() def parse_text(text, regexp): return regexp.findall(text) def save_parsed(logs, file, format=None): df = pd.DataFrame(logs) # print(df) df.to_csv(file) if __name__ == "__main__": args = get_parameters() print("Reading file {}...".format(args.file)) with open(args.file) as logfile: text = logfile.read() args = vars(args) print(args) for type, regexp in args.items(): if type is not "file" and regexp is not None: print("Parsing {}...", type) logs = parse_text(text, regexp) save_parsed(logs, args["file"]+type+".csv")
gpl-3.0
kezilu/pextant
pextant/api.py
2
3350
import csv import json import logging import re from pextant.solvers.astarMesh import astarSolver from pextant.analysis.loadWaypoints import JSONloader import matplotlib.pyplot as plt logger = logging.getLogger() class Pathfinder: """ This class performs the A* path finding algorithm and contains the Cost Functions. Also includes capabilities for analysis of a path. This class still needs performance testing for maps of larger sizes. I don't believe that we will be doing anything extremely computationally intensive though. Current cost functions are Time, Distance, and (Metabolic) Energy. It would be useful to be able to optimize on other resources like battery power or water sublimated, but those are significantly more difficult because they depend on shadowing and was not implemented by Aaron. """ def __init__(self, explorer_model, environmental_model): cheating = 1 self.solver = astarSolver(environmental_model, explorer_model, optimize_on = 'Energy', heuristic_accelerate = cheating) def aStarCompletePath(self, optimize_on, waypoints, returnType="JSON", dh=None, fileName=None ): pass def completeSearch(self, optimize_on, waypoints, filepath=None ): """ Returns a tuple representing the path and the total cost of the path. The path will be a list. All activity points will be duplicated in the returned path. waypoints is a list of activityPoint objects, in the correct order. fileName is used when we would like to write stuff to a file and is currently necessary for csv return types. """ segmentsout, rawpoints, items = self.solver.solvemultipoint(waypoints) if filepath: extension = re.search('^(.+\/[^/]+)\.(\w+)$', filepath).group(2) else: extension = None if extension == "json": json.dump(segmentsout.tojson(), filepath) elif extension == "csv": header = [['isStation', 'x', 'y', 'z', 'distanceMeters', 'energyJoules', 'timeSeconds']] rows = header + segmentsout.tocsv() with open(filepath, 'wb') as csvfile: writer = csv.writer(csvfile) for row in rows: writer.writerow(row) return rows return segmentsout, rawpoints, items def completeSearchFromJSON(self, optimize_on, jsonInput, filepath=None, algorithm="A*", numTestPoints=0): jloader = JSONloader.from_string(jsonInput) waypoints = jloader.get_waypoints() #if algorithm == "A*": segmentsout,_,_ = self.completeSearch(optimize_on, waypoints, filepath) updatedjson = jloader.add_search_sol(segmentsout.list) return updatedjson if __name__ == '__main__': from pextant.analysis.loadWaypoints import loadPoints from explorers import Astronaut from EnvironmentalModel import GDALMesh hi_low = GDALMesh('maps/HI_lowqual_DEM.tif') waypoints = loadPoints('waypoints/HI_13Nov16_MD7_A.json') env_model = hi_low.loadSubSection(waypoints.geoEnvelope()) astronaut = Astronaut(80) pathfinder = Pathfinder(astronaut, env_model) out = pathfinder.aStarCompletePath('Energy', waypoints) print out
mit
qrsforever/workspace
python/learn/thinkstats/rankit.py
1
1807
#!/usr/bin/python3 # -*- coding: utf-8 -*- """This file contains code for use with "Think Stats", by Allen B. Downey, available from greenteapress.com Copyright 2010 Allen B. Downey License: GNU GPLv3 http://www.gnu.org/licenses/gpl.html """ import random import thinkstats import myplot import matplotlib.pyplot as pyplot def Sample(n=6): """Generates a sample from a standard normal variate. n: sample size Returns: list of n floats """ t = [random.normalvariate(0.0, 1.0) for i in range(n)] t.sort() return t def Samples(n=6, m=1000): """Generates m samples with size n each. n: sample size m: number of samples Returns: list of m samples """ t = [Sample(n) for i in range(m)] return t def EstimateRankits(n=6, m=1000): """Estimates the expected values of sorted random samples. n: sample size m: number of iterations Returns: list of n rankits """ t = Samples(n, m) t = zip(*t) means = [thinkstats.Mean(x) for x in t] return means def MakeNormalPlot(ys, root=None, line_options={}, **options): """Makes a normal probability plot. Args: ys: sequence of values line_options: dictionary of options for pyplot.plot options: dictionary of options for myplot.Save """ # TODO: when n is small, generate a larger sample and desample n = len(ys) xs = [random.normalvariate(0.0, 1.0) for i in range(n)] pyplot.clf() pyplot.plot(sorted(xs), sorted(ys), 'b.', markersize=3, **line_options) myplot.Save(root, xlabel = 'Standard normal values', legend=False, **options) def main(): means = EstimateRankits(84) print(means) if __name__ == "__main__": main()
mit
rrohan/scikit-learn
sklearn/ensemble/voting_classifier.py
178
8006
""" Soft Voting/Majority Rule classifier. This module contains a Soft Voting/Majority Rule classifier for classification estimators. """ # Authors: Sebastian Raschka <se.raschka@gmail.com>, # Gilles Louppe <g.louppe@gmail.com> # # Licence: BSD 3 clause import numpy as np from ..base import BaseEstimator from ..base import ClassifierMixin from ..base import TransformerMixin from ..base import clone from ..preprocessing import LabelEncoder from ..externals import six class VotingClassifier(BaseEstimator, ClassifierMixin, TransformerMixin): """Soft Voting/Majority Rule classifier for unfitted estimators. Read more in the :ref:`User Guide <voting_classifier>`. Parameters ---------- estimators : list of (string, estimator) tuples Invoking the `fit` method on the `VotingClassifier` will fit clones of those original estimators that will be stored in the class attribute `self.estimators_`. voting : str, {'hard', 'soft'} (default='hard') If 'hard', uses predicted class labels for majority rule voting. Else if 'soft', predicts the class label based on the argmax of the sums of the predicted probalities, which is recommended for an ensemble of well-calibrated classifiers. weights : array-like, shape = [n_classifiers], optional (default=`None`) Sequence of weights (`float` or `int`) to weight the occurances of predicted class labels (`hard` voting) or class probabilities before averaging (`soft` voting). Uses uniform weights if `None`. Attributes ---------- classes_ : array-like, shape = [n_predictions] Examples -------- >>> import numpy as np >>> from sklearn.linear_model import LogisticRegression >>> from sklearn.naive_bayes import GaussianNB >>> from sklearn.ensemble import RandomForestClassifier >>> clf1 = LogisticRegression(random_state=1) >>> clf2 = RandomForestClassifier(random_state=1) >>> clf3 = GaussianNB() >>> X = np.array([[-1, -1], [-2, -1], [-3, -2], [1, 1], [2, 1], [3, 2]]) >>> y = np.array([1, 1, 1, 2, 2, 2]) >>> eclf1 = VotingClassifier(estimators=[ ... ('lr', clf1), ('rf', clf2), ('gnb', clf3)], voting='hard') >>> eclf1 = eclf1.fit(X, y) >>> print(eclf1.predict(X)) [1 1 1 2 2 2] >>> eclf2 = VotingClassifier(estimators=[ ... ('lr', clf1), ('rf', clf2), ('gnb', clf3)], ... voting='soft') >>> eclf2 = eclf2.fit(X, y) >>> print(eclf2.predict(X)) [1 1 1 2 2 2] >>> eclf3 = VotingClassifier(estimators=[ ... ('lr', clf1), ('rf', clf2), ('gnb', clf3)], ... voting='soft', weights=[2,1,1]) >>> eclf3 = eclf3.fit(X, y) >>> print(eclf3.predict(X)) [1 1 1 2 2 2] >>> """ def __init__(self, estimators, voting='hard', weights=None): self.estimators = estimators self.named_estimators = dict(estimators) self.voting = voting self.weights = weights def fit(self, X, y): """ Fit the estimators. Parameters ---------- X : {array-like, sparse matrix}, 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. Returns ------- self : object """ if isinstance(y, np.ndarray) and len(y.shape) > 1 and y.shape[1] > 1: raise NotImplementedError('Multilabel and multi-output' ' classification is not supported.') if self.voting not in ('soft', 'hard'): raise ValueError("Voting must be 'soft' or 'hard'; got (voting=%r)" % self.voting) if self.weights and len(self.weights) != len(self.estimators): raise ValueError('Number of classifiers and weights must be equal' '; got %d weights, %d estimators' % (len(self.weights), len(self.estimators))) self.le_ = LabelEncoder() self.le_.fit(y) self.classes_ = self.le_.classes_ self.estimators_ = [] for name, clf in self.estimators: fitted_clf = clone(clf).fit(X, self.le_.transform(y)) self.estimators_.append(fitted_clf) return self def predict(self, X): """ Predict class labels for X. Parameters ---------- X : {array-like, sparse matrix}, shape = [n_samples, n_features] Training vectors, where n_samples is the number of samples and n_features is the number of features. Returns ---------- maj : array-like, shape = [n_samples] Predicted class labels. """ if self.voting == 'soft': maj = np.argmax(self.predict_proba(X), axis=1) else: # 'hard' voting predictions = self._predict(X) maj = np.apply_along_axis(lambda x: np.argmax(np.bincount(x, weights=self.weights)), axis=1, arr=predictions) maj = self.le_.inverse_transform(maj) return maj def _collect_probas(self, X): """Collect results from clf.predict calls. """ return np.asarray([clf.predict_proba(X) for clf in self.estimators_]) def _predict_proba(self, X): """Predict class probabilities for X in 'soft' voting """ avg = np.average(self._collect_probas(X), axis=0, weights=self.weights) return avg @property def predict_proba(self): """Compute probabilities of possible outcomes for samples in X. Parameters ---------- X : {array-like, sparse matrix}, shape = [n_samples, n_features] Training vectors, where n_samples is the number of samples and n_features is the number of features. Returns ---------- avg : array-like, shape = [n_samples, n_classes] Weighted average probability for each class per sample. """ if self.voting == 'hard': raise AttributeError("predict_proba is not available when" " voting=%r" % self.voting) return self._predict_proba def transform(self, X): """Return class labels or probabilities for X for each estimator. Parameters ---------- X : {array-like, sparse matrix}, shape = [n_samples, n_features] Training vectors, where n_samples is the number of samples and n_features is the number of features. Returns ------- If `voting='soft'`: array-like = [n_classifiers, n_samples, n_classes] Class probabilties calculated by each classifier. If `voting='hard'`: array-like = [n_classifiers, n_samples] Class labels predicted by each classifier. """ if self.voting == 'soft': return self._collect_probas(X) else: return self._predict(X) def get_params(self, deep=True): """Return estimator parameter names for GridSearch support""" if not deep: return super(VotingClassifier, self).get_params(deep=False) else: out = super(VotingClassifier, self).get_params(deep=False) out.update(self.named_estimators.copy()) for name, step in six.iteritems(self.named_estimators): for key, value in six.iteritems(step.get_params(deep=True)): out['%s__%s' % (name, key)] = value return out def _predict(self, X): """Collect results from clf.predict calls. """ return np.asarray([clf.predict(X) for clf in self.estimators_]).T
bsd-3-clause
Midnighter/pyorganism
setup.py
1
2511
#!/usr/bin/env python # -*- coding: utf-8 -*- """ ================== PyOrganism Package ================== :Authors: Moritz Emanuel Beber :Date: 2012-05-22 :Copyright: Copyright(c) 2012 Jacobs University of Bremen. All rights reserved. :File: setup.py """ import sys from os.path import join from setuptools import (setup, Extension) try: from Cython.Distutils import build_ext except ImportError as err: sys.exit("Apologies, you need 'Cython' to install 'pyorganism'.") if __name__ == "__main__": # continuous sources = ["continuous_wrapper.pyx", "continuous.c"] c_path = join("pyorganism", "regulation", "src") continuous = Extension("pyorganism.regulation.continuous_wrapper", sources=[join(c_path, src) for src in sources], include_dirs=[c_path] ) setup( name="pyorganism", version="0.2.5", license="BSD", description="analyze organisational principles in living organisms", author="Moritz Emanuel Beber", author_email="moritz (dot) beber (at) gmail (dot) com", url="http://github.com/Midnighter/pyorganism", zip_safe=False, install_requires=[ "future", "networkx", "numpy", "pandas" ], packages=["pyorganism", "pyorganism.io", "pyorganism.metabolism", "pyorganism.regulation", ], # package_data = {"pyorganism": ["data/*.xml", "data/*.txt", "data/*.tsv"]}, ext_modules=[continuous], cmdclass={"build_ext": build_ext}, classifiers=[ # complete classifier list: http://pypi.python.org/pypi?%3Aaction=list_classifiers "Development Status :: 4 - Beta", "Intended Audience :: Developers", "License :: OSI Approved :: BSD License", "Natural Language :: English", "Operating System :: Unix", "Operating System :: POSIX", "Operating System :: Microsoft :: Windows", "Programming Language :: Python", "Programming Language :: Python :: 2.6", "Programming Language :: Python :: 2.7", "Programming Language :: Python :: 3", "Programming Language :: Python :: 3.3", "Programming Language :: Python :: 3.4", "Programming Language :: Python :: Implementation :: CPython", "Topic :: Scientific/Engineering :: Bio-Informatics", ], )
bsd-3-clause
chrismamil/chowda
test/test_chowda.py
1
2201
import unittest import os import chowda.parsing as parse import datetime import pandas as pd from chowda.load import load_file DATA_DIR = os.path.join(os.path.dirname(__file__), "data") TEST_FILE = "CTL1 wk3 exp1 RAW data.txt" TEST_1 = os.path.join(DATA_DIR, TEST_FILE) class TestChowda(unittest.TestCase): def setup(self): test_file = os.path.join(DATA_DIR, TEST_FILE) with open(test_file) as in_handle: self.in_data = in_handle.readlines() def test_parse_experiment_time(self): result = parse.parse_experiment_time(self.in_data[0]) self.assertEquals(result.keys()[0], "Experiment Started") def test_parse_subject(self): result = parse.parse_subject(self.in_data[1]) self.assertEquals(result["Subject"], "CNS1") def test_parse_mass(self): result = parse.parse_subject_mass(self.in_data[2]) self.assertEquals(result["Subject Mass"], 34.26) def test_load_file(self): from chowda.load import load_file result = load_file(TEST_1) self.assertEquals(result[0].strip(), '"Oxymax Windows V 2.30 Data File"') def test_get_header(self): from chowda.load import get_header result = get_header(TEST_1) self.assertEquals(result[0].strip(), '"Oxymax Windows V 2.30 Data File"') self.assertEquals(result[-1].split(",")[0].strip(), '"========"') def test_get_data(self): from chowda.load import get_data result = get_data(TEST_1) self.assertEquals(result[0].split(",", 1)[0], "Interval") def test_partition_file(self): from chowda.load import partition_file header, data = partition_file(TEST_1) self.assertEquals(header[0].strip(), '"Oxymax Windows V 2.30 Data File"') self.assertEquals(header[-1].split(",")[0].strip(), '"========"') self.assertEquals(data[0].split(",", 1)[0], "Interval") def test_load_dataframe(self): from chowda.load import load_dataframe result = load_dataframe(parse.get_data(self.in_data)) self.assertEquals(result["Interval"].ix[0], "001")
mit
cainiaocome/scikit-learn
sklearn/tree/tree.py
113
34767
""" This module gathers tree-based methods, including decision, regression and randomized trees. Single and multi-output problems are both handled. """ # Authors: Gilles Louppe <g.louppe@gmail.com> # Peter Prettenhofer <peter.prettenhofer@gmail.com> # Brian Holt <bdholt1@gmail.com> # Noel Dawe <noel@dawe.me> # Satrajit Gosh <satrajit.ghosh@gmail.com> # Joly Arnaud <arnaud.v.joly@gmail.com> # Fares Hedayati <fares.hedayati@gmail.com> # # Licence: BSD 3 clause from __future__ import division import numbers from abc import ABCMeta, abstractmethod import numpy as np from scipy.sparse import issparse from ..base import BaseEstimator, ClassifierMixin, RegressorMixin from ..externals import six from ..feature_selection.from_model import _LearntSelectorMixin from ..utils import check_array, check_random_state, compute_sample_weight from ..utils.validation import NotFittedError from ._tree import Criterion from ._tree import Splitter from ._tree import DepthFirstTreeBuilder, BestFirstTreeBuilder from ._tree import Tree from . import _tree __all__ = ["DecisionTreeClassifier", "DecisionTreeRegressor", "ExtraTreeClassifier", "ExtraTreeRegressor"] # ============================================================================= # Types and constants # ============================================================================= DTYPE = _tree.DTYPE DOUBLE = _tree.DOUBLE CRITERIA_CLF = {"gini": _tree.Gini, "entropy": _tree.Entropy} CRITERIA_REG = {"mse": _tree.MSE, "friedman_mse": _tree.FriedmanMSE} DENSE_SPLITTERS = {"best": _tree.BestSplitter, "presort-best": _tree.PresortBestSplitter, "random": _tree.RandomSplitter} SPARSE_SPLITTERS = {"best": _tree.BestSparseSplitter, "random": _tree.RandomSparseSplitter} # ============================================================================= # Base decision tree # ============================================================================= class BaseDecisionTree(six.with_metaclass(ABCMeta, BaseEstimator, _LearntSelectorMixin)): """Base class for decision trees. Warning: This class should not be used directly. Use derived classes instead. """ @abstractmethod def __init__(self, criterion, splitter, max_depth, min_samples_split, min_samples_leaf, min_weight_fraction_leaf, max_features, max_leaf_nodes, random_state, class_weight=None): self.criterion = criterion self.splitter = splitter self.max_depth = max_depth self.min_samples_split = min_samples_split self.min_samples_leaf = min_samples_leaf self.min_weight_fraction_leaf = min_weight_fraction_leaf self.max_features = max_features self.random_state = random_state self.max_leaf_nodes = max_leaf_nodes self.class_weight = class_weight self.n_features_ = None self.n_outputs_ = None self.classes_ = None self.n_classes_ = None self.tree_ = None self.max_features_ = None def fit(self, X, y, sample_weight=None, check_input=True): """Build a decision tree from the training set (X, y). Parameters ---------- X : array-like or sparse matrix, shape = [n_samples, n_features] The training input samples. Internally, it will be converted to ``dtype=np.float32`` and if a sparse matrix is provided to a sparse ``csc_matrix``. y : array-like, shape = [n_samples] or [n_samples, n_outputs] The target values (class labels in classification, real numbers in regression). In the regression case, use ``dtype=np.float64`` and ``order='C'`` for maximum efficiency. sample_weight : array-like, shape = [n_samples] or None Sample weights. If None, then samples are equally weighted. Splits that would create child nodes with net zero or negative weight are ignored while searching for a split in each node. In the case of classification, splits are also ignored if they would result in any single class carrying a negative weight in either child node. check_input : boolean, (default=True) Allow to bypass several input checking. Don't use this parameter unless you know what you do. Returns ------- self : object Returns self. """ random_state = check_random_state(self.random_state) if check_input: X = check_array(X, dtype=DTYPE, accept_sparse="csc") if issparse(X): X.sort_indices() if X.indices.dtype != np.intc or X.indptr.dtype != np.intc: raise ValueError("No support for np.int64 index based " "sparse matrices") # Determine output settings n_samples, self.n_features_ = X.shape is_classification = isinstance(self, ClassifierMixin) y = np.atleast_1d(y) expanded_class_weight = None if y.ndim == 1: # reshape is necessary to preserve the data contiguity against vs # [:, np.newaxis] that does not. y = np.reshape(y, (-1, 1)) self.n_outputs_ = y.shape[1] if is_classification: y = np.copy(y) self.classes_ = [] self.n_classes_ = [] if self.class_weight is not None: y_original = np.copy(y) y_store_unique_indices = np.zeros(y.shape, dtype=np.int) for k in range(self.n_outputs_): classes_k, y_store_unique_indices[:, k] = np.unique(y[:, k], return_inverse=True) self.classes_.append(classes_k) self.n_classes_.append(classes_k.shape[0]) y = y_store_unique_indices if self.class_weight is not None: expanded_class_weight = compute_sample_weight( self.class_weight, y_original) else: self.classes_ = [None] * self.n_outputs_ self.n_classes_ = [1] * self.n_outputs_ self.n_classes_ = np.array(self.n_classes_, dtype=np.intp) if getattr(y, "dtype", None) != DOUBLE or not y.flags.contiguous: y = np.ascontiguousarray(y, dtype=DOUBLE) # Check parameters max_depth = ((2 ** 31) - 1 if self.max_depth is None else self.max_depth) max_leaf_nodes = (-1 if self.max_leaf_nodes is None else self.max_leaf_nodes) if isinstance(self.max_features, six.string_types): if self.max_features == "auto": if is_classification: max_features = max(1, int(np.sqrt(self.n_features_))) else: max_features = self.n_features_ elif self.max_features == "sqrt": max_features = max(1, int(np.sqrt(self.n_features_))) elif self.max_features == "log2": max_features = max(1, int(np.log2(self.n_features_))) else: raise ValueError( 'Invalid value for max_features. Allowed string ' 'values are "auto", "sqrt" or "log2".') elif self.max_features is None: max_features = self.n_features_ elif isinstance(self.max_features, (numbers.Integral, np.integer)): max_features = self.max_features else: # float if self.max_features > 0.0: max_features = max(1, int(self.max_features * self.n_features_)) else: max_features = 0 self.max_features_ = max_features if len(y) != n_samples: raise ValueError("Number of labels=%d does not match " "number of samples=%d" % (len(y), n_samples)) if self.min_samples_split <= 0: raise ValueError("min_samples_split must be greater than zero.") if self.min_samples_leaf <= 0: raise ValueError("min_samples_leaf must be greater than zero.") if not 0 <= self.min_weight_fraction_leaf <= 0.5: raise ValueError("min_weight_fraction_leaf must in [0, 0.5]") if max_depth <= 0: raise ValueError("max_depth must be greater than zero. ") if not (0 < max_features <= self.n_features_): raise ValueError("max_features must be in (0, n_features]") if not isinstance(max_leaf_nodes, (numbers.Integral, np.integer)): raise ValueError("max_leaf_nodes must be integral number but was " "%r" % max_leaf_nodes) if -1 < max_leaf_nodes < 2: raise ValueError(("max_leaf_nodes {0} must be either smaller than " "0 or larger than 1").format(max_leaf_nodes)) if sample_weight is not None: if (getattr(sample_weight, "dtype", None) != DOUBLE or not sample_weight.flags.contiguous): sample_weight = np.ascontiguousarray( sample_weight, dtype=DOUBLE) if len(sample_weight.shape) > 1: raise ValueError("Sample weights array has more " "than one dimension: %d" % len(sample_weight.shape)) if len(sample_weight) != n_samples: raise ValueError("Number of weights=%d does not match " "number of samples=%d" % (len(sample_weight), n_samples)) if expanded_class_weight is not None: if sample_weight is not None: sample_weight = sample_weight * expanded_class_weight else: sample_weight = expanded_class_weight # Set min_weight_leaf from min_weight_fraction_leaf if self.min_weight_fraction_leaf != 0. and sample_weight is not None: min_weight_leaf = (self.min_weight_fraction_leaf * np.sum(sample_weight)) else: min_weight_leaf = 0. # Set min_samples_split sensibly min_samples_split = max(self.min_samples_split, 2 * self.min_samples_leaf) # Build tree criterion = self.criterion if not isinstance(criterion, Criterion): if is_classification: criterion = CRITERIA_CLF[self.criterion](self.n_outputs_, self.n_classes_) else: criterion = CRITERIA_REG[self.criterion](self.n_outputs_) SPLITTERS = SPARSE_SPLITTERS if issparse(X) else DENSE_SPLITTERS splitter = self.splitter if not isinstance(self.splitter, Splitter): splitter = SPLITTERS[self.splitter](criterion, self.max_features_, self.min_samples_leaf, min_weight_leaf, random_state) self.tree_ = Tree(self.n_features_, self.n_classes_, self.n_outputs_) # Use BestFirst if max_leaf_nodes given; use DepthFirst otherwise if max_leaf_nodes < 0: builder = DepthFirstTreeBuilder(splitter, min_samples_split, self.min_samples_leaf, min_weight_leaf, max_depth) else: builder = BestFirstTreeBuilder(splitter, min_samples_split, self.min_samples_leaf, min_weight_leaf, max_depth, max_leaf_nodes) builder.build(self.tree_, X, y, sample_weight) if self.n_outputs_ == 1: self.n_classes_ = self.n_classes_[0] self.classes_ = self.classes_[0] return self def _validate_X_predict(self, X, check_input): """Validate X whenever one tries to predict, apply, predict_proba""" if self.tree_ is None: raise NotFittedError("Estimator not fitted, " "call `fit` before exploiting the model.") if check_input: X = check_array(X, dtype=DTYPE, accept_sparse="csr") if issparse(X) and (X.indices.dtype != np.intc or X.indptr.dtype != np.intc): raise ValueError("No support for np.int64 index based " "sparse matrices") n_features = X.shape[1] if self.n_features_ != n_features: raise ValueError("Number of features of the model must " " match the input. Model n_features is %s and " " input n_features is %s " % (self.n_features_, n_features)) return X def predict(self, X, check_input=True): """Predict class or regression value for X. For a classification model, the predicted class for each sample in X is returned. For a regression model, the predicted value based on X is returned. Parameters ---------- X : array-like or sparse matrix of shape = [n_samples, n_features] The input samples. Internally, it will be converted to ``dtype=np.float32`` and if a sparse matrix is provided to a sparse ``csr_matrix``. check_input : boolean, (default=True) Allow to bypass several input checking. Don't use this parameter unless you know what you do. Returns ------- y : array of shape = [n_samples] or [n_samples, n_outputs] The predicted classes, or the predict values. """ X = self._validate_X_predict(X, check_input) proba = self.tree_.predict(X) n_samples = X.shape[0] # Classification if isinstance(self, ClassifierMixin): if self.n_outputs_ == 1: return self.classes_.take(np.argmax(proba, axis=1), axis=0) else: predictions = np.zeros((n_samples, self.n_outputs_)) for k in range(self.n_outputs_): predictions[:, k] = self.classes_[k].take( np.argmax(proba[:, k], axis=1), axis=0) return predictions # Regression else: if self.n_outputs_ == 1: return proba[:, 0] else: return proba[:, :, 0] def apply(self, X, check_input=True): """ Returns the index of the leaf that each sample is predicted as. Parameters ---------- X : array_like or sparse matrix, shape = [n_samples, n_features] The input samples. Internally, it will be converted to ``dtype=np.float32`` and if a sparse matrix is provided to a sparse ``csr_matrix``. check_input : boolean, (default=True) Allow to bypass several input checking. Don't use this parameter unless you know what you do. Returns ------- X_leaves : array_like, shape = [n_samples,] For each datapoint x in X, return the index of the leaf x ends up in. Leaves are numbered within ``[0; self.tree_.node_count)``, possibly with gaps in the numbering. """ X = self._validate_X_predict(X, check_input) return self.tree_.apply(X) @property def feature_importances_(self): """Return the feature importances. The importance of a feature is computed as the (normalized) total reduction of the criterion brought by that feature. It is also known as the Gini importance. Returns ------- feature_importances_ : array, shape = [n_features] """ if self.tree_ is None: raise NotFittedError("Estimator not fitted, call `fit` before" " `feature_importances_`.") return self.tree_.compute_feature_importances() # ============================================================================= # Public estimators # ============================================================================= class DecisionTreeClassifier(BaseDecisionTree, ClassifierMixin): """A decision tree classifier. Read more in the :ref:`User Guide <tree>`. Parameters ---------- criterion : string, optional (default="gini") The function to measure the quality of a split. Supported criteria are "gini" for the Gini impurity and "entropy" for the information gain. splitter : string, optional (default="best") The strategy used to choose the split at each node. Supported strategies are "best" to choose the best split and "random" to choose the best random split. max_features : int, float, string or None, optional (default=None) The number of features to consider when looking for the best split: - If int, then consider `max_features` features at each split. - If float, then `max_features` is a percentage and `int(max_features * n_features)` features are considered at each split. - If "auto", then `max_features=sqrt(n_features)`. - If "sqrt", then `max_features=sqrt(n_features)`. - If "log2", then `max_features=log2(n_features)`. - If None, then `max_features=n_features`. Note: the search for a split does not stop until at least one valid partition of the node samples is found, even if it requires to effectively inspect more than ``max_features`` features. max_depth : int or None, optional (default=None) The maximum depth of the tree. If None, then nodes are expanded until all leaves are pure or until all leaves contain less than min_samples_split samples. Ignored if ``max_leaf_nodes`` is not None. min_samples_split : int, optional (default=2) The minimum number of samples required to split an internal node. min_samples_leaf : int, optional (default=1) The minimum number of samples required to be at a leaf node. min_weight_fraction_leaf : float, optional (default=0.) The minimum weighted fraction of the input samples required to be at a leaf node. max_leaf_nodes : int or None, optional (default=None) Grow a tree with ``max_leaf_nodes`` in best-first fashion. Best nodes are defined as relative reduction in impurity. If None then unlimited number of leaf nodes. If not None then ``max_depth`` will be ignored. class_weight : dict, list of dicts, "balanced" or None, optional (default=None) Weights associated with classes in the form ``{class_label: weight}``. If not given, all classes are supposed to have weight one. For multi-output problems, a list of dicts can be provided in the same order as the columns of y. 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))`` For multi-output, the weights of each column of y will be multiplied. Note that these weights will be multiplied with sample_weight (passed through the fit method) if sample_weight is specified. random_state : int, RandomState instance or None, optional (default=None) If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by `np.random`. Attributes ---------- classes_ : array of shape = [n_classes] or a list of such arrays The classes labels (single output problem), or a list of arrays of class labels (multi-output problem). feature_importances_ : array of shape = [n_features] The feature importances. The higher, the more important the feature. The importance of a feature is computed as the (normalized) total reduction of the criterion brought by that feature. It is also known as the Gini importance [4]_. max_features_ : int, The inferred value of max_features. n_classes_ : int or list The number of classes (for single output problems), or a list containing the number of classes for each output (for multi-output problems). n_features_ : int The number of features when ``fit`` is performed. n_outputs_ : int The number of outputs when ``fit`` is performed. tree_ : Tree object The underlying Tree object. See also -------- DecisionTreeRegressor References ---------- .. [1] http://en.wikipedia.org/wiki/Decision_tree_learning .. [2] L. Breiman, J. Friedman, R. Olshen, and C. Stone, "Classification and Regression Trees", Wadsworth, Belmont, CA, 1984. .. [3] T. Hastie, R. Tibshirani and J. Friedman. "Elements of Statistical Learning", Springer, 2009. .. [4] L. Breiman, and A. Cutler, "Random Forests", http://www.stat.berkeley.edu/~breiman/RandomForests/cc_home.htm Examples -------- >>> from sklearn.datasets import load_iris >>> from sklearn.cross_validation import cross_val_score >>> from sklearn.tree import DecisionTreeClassifier >>> clf = DecisionTreeClassifier(random_state=0) >>> iris = load_iris() >>> cross_val_score(clf, iris.data, iris.target, cv=10) ... # doctest: +SKIP ... array([ 1. , 0.93..., 0.86..., 0.93..., 0.93..., 0.93..., 0.93..., 1. , 0.93..., 1. ]) """ def __init__(self, criterion="gini", splitter="best", max_depth=None, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0., max_features=None, random_state=None, max_leaf_nodes=None, class_weight=None): super(DecisionTreeClassifier, self).__init__( criterion=criterion, splitter=splitter, max_depth=max_depth, min_samples_split=min_samples_split, min_samples_leaf=min_samples_leaf, min_weight_fraction_leaf=min_weight_fraction_leaf, max_features=max_features, max_leaf_nodes=max_leaf_nodes, class_weight=class_weight, random_state=random_state) def predict_proba(self, X, check_input=True): """Predict class probabilities of the input samples X. The predicted class probability is the fraction of samples of the same class in a leaf. check_input : boolean, (default=True) Allow to bypass several input checking. Don't use this parameter unless you know what you do. Parameters ---------- X : array-like or sparse matrix of shape = [n_samples, n_features] The input samples. Internally, it will be converted to ``dtype=np.float32`` and if a sparse matrix is provided to a sparse ``csr_matrix``. Returns ------- p : array of shape = [n_samples, n_classes], or a list of n_outputs such arrays if n_outputs > 1. The class probabilities of the input samples. The order of the classes corresponds to that in the attribute `classes_`. """ X = self._validate_X_predict(X, check_input) proba = self.tree_.predict(X) if self.n_outputs_ == 1: proba = proba[:, :self.n_classes_] normalizer = proba.sum(axis=1)[:, np.newaxis] normalizer[normalizer == 0.0] = 1.0 proba /= normalizer return proba else: all_proba = [] for k in range(self.n_outputs_): proba_k = proba[:, k, :self.n_classes_[k]] normalizer = proba_k.sum(axis=1)[:, np.newaxis] normalizer[normalizer == 0.0] = 1.0 proba_k /= normalizer all_proba.append(proba_k) return all_proba def predict_log_proba(self, X): """Predict class log-probabilities of the input samples X. Parameters ---------- X : array-like or sparse matrix of shape = [n_samples, n_features] The input samples. Internally, it will be converted to ``dtype=np.float32`` and if a sparse matrix is provided to a sparse ``csr_matrix``. Returns ------- p : array of shape = [n_samples, n_classes], or a list of n_outputs such arrays if n_outputs > 1. The class log-probabilities of the input samples. The order of the classes corresponds to that in the attribute `classes_`. """ proba = self.predict_proba(X) if self.n_outputs_ == 1: return np.log(proba) else: for k in range(self.n_outputs_): proba[k] = np.log(proba[k]) return proba class DecisionTreeRegressor(BaseDecisionTree, RegressorMixin): """A decision tree regressor. Read more in the :ref:`User Guide <tree>`. Parameters ---------- criterion : string, optional (default="mse") The function to measure the quality of a split. The only supported criterion is "mse" for the mean squared error, which is equal to variance reduction as feature selection criterion. splitter : string, optional (default="best") The strategy used to choose the split at each node. Supported strategies are "best" to choose the best split and "random" to choose the best random split. max_features : int, float, string or None, optional (default=None) The number of features to consider when looking for the best split: - If int, then consider `max_features` features at each split. - If float, then `max_features` is a percentage and `int(max_features * n_features)` features are considered at each split. - If "auto", then `max_features=n_features`. - If "sqrt", then `max_features=sqrt(n_features)`. - If "log2", then `max_features=log2(n_features)`. - If None, then `max_features=n_features`. Note: the search for a split does not stop until at least one valid partition of the node samples is found, even if it requires to effectively inspect more than ``max_features`` features. max_depth : int or None, optional (default=None) The maximum depth of the tree. If None, then nodes are expanded until all leaves are pure or until all leaves contain less than min_samples_split samples. Ignored if ``max_leaf_nodes`` is not None. min_samples_split : int, optional (default=2) The minimum number of samples required to split an internal node. min_samples_leaf : int, optional (default=1) The minimum number of samples required to be at a leaf node. min_weight_fraction_leaf : float, optional (default=0.) The minimum weighted fraction of the input samples required to be at a leaf node. max_leaf_nodes : int or None, optional (default=None) Grow a tree with ``max_leaf_nodes`` in best-first fashion. Best nodes are defined as relative reduction in impurity. If None then unlimited number of leaf nodes. If not None then ``max_depth`` will be ignored. random_state : int, RandomState instance or None, optional (default=None) If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by `np.random`. Attributes ---------- feature_importances_ : array of shape = [n_features] The feature importances. The higher, the more important the feature. The importance of a feature is computed as the (normalized) total reduction of the criterion brought by that feature. It is also known as the Gini importance [4]_. max_features_ : int, The inferred value of max_features. n_features_ : int The number of features when ``fit`` is performed. n_outputs_ : int The number of outputs when ``fit`` is performed. tree_ : Tree object The underlying Tree object. See also -------- DecisionTreeClassifier References ---------- .. [1] http://en.wikipedia.org/wiki/Decision_tree_learning .. [2] L. Breiman, J. Friedman, R. Olshen, and C. Stone, "Classification and Regression Trees", Wadsworth, Belmont, CA, 1984. .. [3] T. Hastie, R. Tibshirani and J. Friedman. "Elements of Statistical Learning", Springer, 2009. .. [4] L. Breiman, and A. Cutler, "Random Forests", http://www.stat.berkeley.edu/~breiman/RandomForests/cc_home.htm Examples -------- >>> from sklearn.datasets import load_boston >>> from sklearn.cross_validation import cross_val_score >>> from sklearn.tree import DecisionTreeRegressor >>> boston = load_boston() >>> regressor = DecisionTreeRegressor(random_state=0) >>> cross_val_score(regressor, boston.data, boston.target, cv=10) ... # doctest: +SKIP ... array([ 0.61..., 0.57..., -0.34..., 0.41..., 0.75..., 0.07..., 0.29..., 0.33..., -1.42..., -1.77...]) """ def __init__(self, criterion="mse", splitter="best", max_depth=None, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0., max_features=None, random_state=None, max_leaf_nodes=None): super(DecisionTreeRegressor, self).__init__( criterion=criterion, splitter=splitter, max_depth=max_depth, min_samples_split=min_samples_split, min_samples_leaf=min_samples_leaf, min_weight_fraction_leaf=min_weight_fraction_leaf, max_features=max_features, max_leaf_nodes=max_leaf_nodes, random_state=random_state) class ExtraTreeClassifier(DecisionTreeClassifier): """An extremely randomized tree classifier. Extra-trees differ from classic decision trees in the way they are built. When looking for the best split to separate the samples of a node into two groups, random splits are drawn for each of the `max_features` randomly selected features and the best split among those is chosen. When `max_features` is set 1, this amounts to building a totally random decision tree. Warning: Extra-trees should only be used within ensemble methods. Read more in the :ref:`User Guide <tree>`. See also -------- ExtraTreeRegressor, ExtraTreesClassifier, ExtraTreesRegressor References ---------- .. [1] P. Geurts, D. Ernst., and L. Wehenkel, "Extremely randomized trees", Machine Learning, 63(1), 3-42, 2006. """ def __init__(self, criterion="gini", splitter="random", max_depth=None, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0., max_features="auto", random_state=None, max_leaf_nodes=None, class_weight=None): super(ExtraTreeClassifier, self).__init__( criterion=criterion, splitter=splitter, max_depth=max_depth, min_samples_split=min_samples_split, min_samples_leaf=min_samples_leaf, min_weight_fraction_leaf=min_weight_fraction_leaf, max_features=max_features, max_leaf_nodes=max_leaf_nodes, class_weight=class_weight, random_state=random_state) class ExtraTreeRegressor(DecisionTreeRegressor): """An extremely randomized tree regressor. Extra-trees differ from classic decision trees in the way they are built. When looking for the best split to separate the samples of a node into two groups, random splits are drawn for each of the `max_features` randomly selected features and the best split among those is chosen. When `max_features` is set 1, this amounts to building a totally random decision tree. Warning: Extra-trees should only be used within ensemble methods. Read more in the :ref:`User Guide <tree>`. See also -------- ExtraTreeClassifier, ExtraTreesClassifier, ExtraTreesRegressor References ---------- .. [1] P. Geurts, D. Ernst., and L. Wehenkel, "Extremely randomized trees", Machine Learning, 63(1), 3-42, 2006. """ def __init__(self, criterion="mse", splitter="random", max_depth=None, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0., max_features="auto", random_state=None, max_leaf_nodes=None): super(ExtraTreeRegressor, self).__init__( criterion=criterion, splitter=splitter, max_depth=max_depth, min_samples_split=min_samples_split, min_samples_leaf=min_samples_leaf, min_weight_fraction_leaf=min_weight_fraction_leaf, max_features=max_features, max_leaf_nodes=max_leaf_nodes, random_state=random_state)
bsd-3-clause
ralbayaty/KaggleRetina
testing/censureHistCalc.py
1
4517
from skimage.feature import CENSURE from skimage.color import rgb2gray import matplotlib.pyplot as plt import numpy as np import cv2 import sys from PIL import Image, ImageDraw def draw_keypoints(img, kp, scale): draw = ImageDraw.Draw(img) # Draw a maximum of 300 keypoints for i in range(min(len(scale),300)): x1 = kp[i,1] y1 = kp[i,0] x2 = kp[i,1]+2**scale[i] y2 = kp[i,0]+2**scale[i] coords = (x1, y1, x2, y2) draw.ellipse(coords, fill = None, outline ='white') if __name__ == '__main__': try: file_name = sys.argv[1] except: print("Didn't give me a file...") file_name = "Lenna.png" def nothing(*arg): pass # Create sliderbars to change the values of CENSURE parameters online # Defaults: min_scale=1, max_scale=7, mode='DoB', non_max_threshold=0.15, line_threshold=10 cv2.namedWindow('censure') cv2.createTrackbar('min_scale', 'censure', 1, 10, nothing) cv2.createTrackbar('max_scale', 'censure', 7, 20, nothing) cv2.createTrackbar('mode', 'censure', 2, 2, nothing) cv2.createTrackbar('non_max_threshold', 'censure', 6, 1000, nothing) cv2.createTrackbar('line_threshold', 'censure', 10, 100, nothing) # Read image from file, then inspect the image dimensions img = cv2.imread(file_name,1) height, width, channels = img.shape # Pull the different color channels from the image blue = img[:,:,0] green = img[:,:,1] red = img[:,:,2] gray = cv2.cvtColor(img, cv2.COLOR_BGR2GRAY) # Make a PIL image from each channel so we can use PIL.Iamge.thumbnail to resize if needed blue1 = Image.fromarray(blue) green1 = Image.fromarray(green) red1 = Image.fromarray(red) gray1 = Image.fromarray(gray) # Check if dimensions are above desired, if so then resize keepig aspect ratio m, n = 512, 512 if height > m or width > n: blue1.thumbnail((m,n), Image.ANTIALIAS) green1.thumbnail((m,n), Image.ANTIALIAS) red1.thumbnail((m,n), Image.ANTIALIAS) gray1.thumbnail((m,n), Image.ANTIALIAS) # CENSURE related mode_dict = {"0": "DoB", "1": "Octagon", "2": "STAR"} last_num_kp = 0 while True: vis = gray.copy() img = img1.copy() # Read the values of the sliderbars and save them to variables min_scale = cv2.getTrackbarPos('min_scale', 'censure') max_scale = cv2.getTrackbarPos('max_scale', 'censure') if min_scale is 0: min_scale = 1 if min_scale + max_scale < 3: max_scale = min_scale + 2 mode = mode_dict[str(cv2.getTrackbarPos('mode', 'censure'))] non_max_threshold = float(cv2.getTrackbarPos('non_max_threshold', 'censure'))/1000 line_threshold = cv2.getTrackbarPos('line_threshold', 'censure') # Create a CENSURE feature detector censure = CENSURE(min_scale=min_scale, max_scale=max_scale, mode=mode, non_max_threshold=non_max_threshold, line_threshold=line_threshold) # Obtain the CENSURE features censure.detect(blue1) kp_blue, scale_blue = censure.keypoints, censure.scales censure.detect(green1) kp_green, scale_green = censure.keypoints, censure.scales censure.detect(red1) kp_red, scale_red = censure.keypoints, censure.scales censure.detect(gray1) kp_gray, scale_gray = censure.keypoints, censure.scales # Print the # of features if it has changed between iterations num_kp = len(censure.keypoints) if last_num_kp != num_kp: print("Number of keypoints: " + str(len(censure.keypoints))) last_num_kp = num_kp # Draw the feature points on the images draw_keypoints(blue1, kp_blue, scale_blue) draw_keypoints(green1, kp_green, scale_green) draw_keypoints(red1, kp_red, scale_red) draw_keypoints(gray1, kp_gray, scale_gray) # Obtain the histogram of scale values plt.clf() # clear the figure from any previous plot scale_hist, bin_edges = np.histogram(censure.scales,max_scale-min_scale, (min_scale,max_scale+1)) plt.bar(bin_edges[:-1]-0.5, scale_hist, width = 1) plt.show(block=False) plt.draw() # Show the image with keypoints drawn over image = cv2.cvtColor(np.asarray(img),cv2.COLOR_BGR2RGB) cv2.imshow('censure', image) if 0xFF & cv2.waitKey(500) == 27: break cv2.destroyAllWindows()
gpl-2.0
xuewei4d/scikit-learn
sklearn/inspection/tests/test_permutation_importance.py
7
17760
import pytest import numpy as np from numpy.testing import assert_allclose from sklearn.compose import ColumnTransformer from sklearn.datasets import load_diabetes from sklearn.datasets import load_iris from sklearn.datasets import make_classification from sklearn.datasets import make_regression from sklearn.dummy import DummyClassifier from sklearn.ensemble import RandomForestRegressor from sklearn.ensemble import RandomForestClassifier from sklearn.linear_model import LinearRegression from sklearn.linear_model import LogisticRegression from sklearn.impute import SimpleImputer from sklearn.inspection import permutation_importance from sklearn.model_selection import train_test_split from sklearn.pipeline import make_pipeline from sklearn.preprocessing import KBinsDiscretizer from sklearn.preprocessing import OneHotEncoder from sklearn.preprocessing import StandardScaler from sklearn.preprocessing import scale from sklearn.utils import parallel_backend from sklearn.utils._testing import _convert_container @pytest.mark.parametrize("n_jobs", [1, 2]) def test_permutation_importance_correlated_feature_regression(n_jobs): # Make sure that feature highly correlated to the target have a higher # importance rng = np.random.RandomState(42) n_repeats = 5 X, y = load_diabetes(return_X_y=True) y_with_little_noise = ( y + rng.normal(scale=0.001, size=y.shape[0])).reshape(-1, 1) X = np.hstack([X, y_with_little_noise]) clf = RandomForestRegressor(n_estimators=10, random_state=42) clf.fit(X, y) result = permutation_importance(clf, X, y, n_repeats=n_repeats, random_state=rng, n_jobs=n_jobs) assert result.importances.shape == (X.shape[1], n_repeats) # the correlated feature with y was added as the last column and should # have the highest importance assert np.all(result.importances_mean[-1] > result.importances_mean[:-1]) @pytest.mark.parametrize("n_jobs", [1, 2]) def test_permutation_importance_correlated_feature_regression_pandas(n_jobs): pd = pytest.importorskip("pandas") # Make sure that feature highly correlated to the target have a higher # importance rng = np.random.RandomState(42) n_repeats = 5 dataset = load_iris() X, y = dataset.data, dataset.target y_with_little_noise = ( y + rng.normal(scale=0.001, size=y.shape[0])).reshape(-1, 1) # Adds feature correlated with y as the last column X = pd.DataFrame(X, columns=dataset.feature_names) X['correlated_feature'] = y_with_little_noise clf = RandomForestClassifier(n_estimators=10, random_state=42) clf.fit(X, y) result = permutation_importance(clf, X, y, n_repeats=n_repeats, random_state=rng, n_jobs=n_jobs) assert result.importances.shape == (X.shape[1], n_repeats) # the correlated feature with y was added as the last column and should # have the highest importance assert np.all(result.importances_mean[-1] > result.importances_mean[:-1]) @pytest.mark.parametrize("n_jobs", [1, 2]) def test_robustness_to_high_cardinality_noisy_feature(n_jobs, seed=42): # Permutation variable importance should not be affected by the high # cardinality bias of traditional feature importances, especially when # computed on a held-out test set: rng = np.random.RandomState(seed) n_repeats = 5 n_samples = 1000 n_classes = 5 n_informative_features = 2 n_noise_features = 1 n_features = n_informative_features + n_noise_features # Generate a multiclass classification dataset and a set of informative # binary features that can be used to predict some classes of y exactly # while leaving some classes unexplained to make the problem harder. classes = np.arange(n_classes) y = rng.choice(classes, size=n_samples) X = np.hstack([(y == c).reshape(-1, 1) for c in classes[:n_informative_features]]) X = X.astype(np.float32) # Not all target classes are explained by the binary class indicator # features: assert n_informative_features < n_classes # Add 10 other noisy features with high cardinality (numerical) values # that can be used to overfit the training data. X = np.concatenate([X, rng.randn(n_samples, n_noise_features)], axis=1) assert X.shape == (n_samples, n_features) # Split the dataset to be able to evaluate on a held-out test set. The # Test size should be large enough for importance measurements to be # stable: X_train, X_test, y_train, y_test = train_test_split( X, y, test_size=0.5, random_state=rng) clf = RandomForestClassifier(n_estimators=5, random_state=rng) clf.fit(X_train, y_train) # Variable importances computed by impurity decrease on the tree node # splits often use the noisy features in splits. This can give misleading # impression that high cardinality noisy variables are the most important: tree_importances = clf.feature_importances_ informative_tree_importances = tree_importances[:n_informative_features] noisy_tree_importances = tree_importances[n_informative_features:] assert informative_tree_importances.max() < noisy_tree_importances.min() # Let's check that permutation-based feature importances do not have this # problem. r = permutation_importance(clf, X_test, y_test, n_repeats=n_repeats, random_state=rng, n_jobs=n_jobs) assert r.importances.shape == (X.shape[1], n_repeats) # Split the importances between informative and noisy features informative_importances = r.importances_mean[:n_informative_features] noisy_importances = r.importances_mean[n_informative_features:] # Because we do not have a binary variable explaining each target classes, # the RF model will have to use the random variable to make some # (overfitting) splits (as max_depth is not set). Therefore the noisy # variables will be non-zero but with small values oscillating around # zero: assert max(np.abs(noisy_importances)) > 1e-7 assert noisy_importances.max() < 0.05 # The binary features correlated with y should have a higher importance # than the high cardinality noisy features. # The maximum test accuracy is 2 / 5 == 0.4, each informative feature # contributing approximately a bit more than 0.2 of accuracy. assert informative_importances.min() > 0.15 def test_permutation_importance_mixed_types(): rng = np.random.RandomState(42) n_repeats = 4 # Last column is correlated with y X = np.array([[1.0, 2.0, 3.0, np.nan], [2, 1, 2, 1]]).T y = np.array([0, 1, 0, 1]) clf = make_pipeline(SimpleImputer(), LogisticRegression(solver='lbfgs')) clf.fit(X, y) result = permutation_importance(clf, X, y, n_repeats=n_repeats, random_state=rng) assert result.importances.shape == (X.shape[1], n_repeats) # the correlated feature with y is the last column and should # have the highest importance assert np.all(result.importances_mean[-1] > result.importances_mean[:-1]) # use another random state rng = np.random.RandomState(0) result2 = permutation_importance(clf, X, y, n_repeats=n_repeats, random_state=rng) assert result2.importances.shape == (X.shape[1], n_repeats) assert not np.allclose(result.importances, result2.importances) # the correlated feature with y is the last column and should # have the highest importance assert np.all(result2.importances_mean[-1] > result2.importances_mean[:-1]) def test_permutation_importance_mixed_types_pandas(): pd = pytest.importorskip("pandas") rng = np.random.RandomState(42) n_repeats = 5 # Last column is correlated with y X = pd.DataFrame({'col1': [1.0, 2.0, 3.0, np.nan], 'col2': ['a', 'b', 'a', 'b']}) y = np.array([0, 1, 0, 1]) num_preprocess = make_pipeline(SimpleImputer(), StandardScaler()) preprocess = ColumnTransformer([ ('num', num_preprocess, ['col1']), ('cat', OneHotEncoder(), ['col2']) ]) clf = make_pipeline(preprocess, LogisticRegression(solver='lbfgs')) clf.fit(X, y) result = permutation_importance(clf, X, y, n_repeats=n_repeats, random_state=rng) assert result.importances.shape == (X.shape[1], n_repeats) # the correlated feature with y is the last column and should # have the highest importance assert np.all(result.importances_mean[-1] > result.importances_mean[:-1]) def test_permutation_importance_linear_regresssion(): X, y = make_regression(n_samples=500, n_features=10, random_state=0) X = scale(X) y = scale(y) lr = LinearRegression().fit(X, y) # this relationship can be computed in closed form expected_importances = 2 * lr.coef_**2 results = permutation_importance(lr, X, y, n_repeats=50, scoring='neg_mean_squared_error') assert_allclose(expected_importances, results.importances_mean, rtol=1e-1, atol=1e-6) def test_permutation_importance_equivalence_sequential_parallel(): # regression test to make sure that sequential and parallel calls will # output the same results. X, y = make_regression(n_samples=500, n_features=10, random_state=0) lr = LinearRegression().fit(X, y) importance_sequential = permutation_importance( lr, X, y, n_repeats=5, random_state=0, n_jobs=1 ) # First check that the problem is structured enough and that the model is # complex enough to not yield trivial, constant importances: imp_min = importance_sequential['importances'].min() imp_max = importance_sequential['importances'].max() assert imp_max - imp_min > 0.3 # The actually check that parallelism does not impact the results # either with shared memory (threading) or without isolated memory # via process-based parallelism using the default backend # ('loky' or 'multiprocessing') depending on the joblib version: # process-based parallelism (by default): importance_processes = permutation_importance( lr, X, y, n_repeats=5, random_state=0, n_jobs=2) assert_allclose( importance_processes['importances'], importance_sequential['importances'] ) # thread-based parallelism: with parallel_backend("threading"): importance_threading = permutation_importance( lr, X, y, n_repeats=5, random_state=0, n_jobs=2 ) assert_allclose( importance_threading['importances'], importance_sequential['importances'] ) @pytest.mark.parametrize("n_jobs", [None, 1, 2]) def test_permutation_importance_equivalence_array_dataframe(n_jobs): # This test checks that the column shuffling logic has the same behavior # both a dataframe and a simple numpy array. pd = pytest.importorskip('pandas') # regression test to make sure that sequential and parallel calls will # output the same results. X, y = make_regression(n_samples=100, n_features=5, random_state=0) X_df = pd.DataFrame(X) # Add a categorical feature that is statistically linked to y: binner = KBinsDiscretizer(n_bins=3, encode="ordinal") cat_column = binner.fit_transform(y.reshape(-1, 1)) # Concatenate the extra column to the numpy array: integers will be # cast to float values X = np.hstack([X, cat_column]) assert X.dtype.kind == "f" # Insert extra column as a non-numpy-native dtype (while keeping backward # compat for old pandas versions): if hasattr(pd, "Categorical"): cat_column = pd.Categorical(cat_column.ravel()) else: cat_column = cat_column.ravel() new_col_idx = len(X_df.columns) X_df[new_col_idx] = cat_column assert X_df[new_col_idx].dtype == cat_column.dtype # Stich an aribtrary index to the dataframe: X_df.index = np.arange(len(X_df)).astype(str) rf = RandomForestRegressor(n_estimators=5, max_depth=3, random_state=0) rf.fit(X, y) n_repeats = 3 importance_array = permutation_importance( rf, X, y, n_repeats=n_repeats, random_state=0, n_jobs=n_jobs ) # First check that the problem is structured enough and that the model is # complex enough to not yield trivial, constant importances: imp_min = importance_array['importances'].min() imp_max = importance_array['importances'].max() assert imp_max - imp_min > 0.3 # Now check that importances computed on dataframe matche the values # of those computed on the array with the same data. importance_dataframe = permutation_importance( rf, X_df, y, n_repeats=n_repeats, random_state=0, n_jobs=n_jobs ) assert_allclose( importance_array['importances'], importance_dataframe['importances'] ) @pytest.mark.parametrize("input_type", ["array", "dataframe"]) def test_permutation_importance_large_memmaped_data(input_type): # Smoke, non-regression test for: # https://github.com/scikit-learn/scikit-learn/issues/15810 n_samples, n_features = int(5e4), 4 X, y = make_classification(n_samples=n_samples, n_features=n_features, random_state=0) assert X.nbytes > 1e6 # trigger joblib memmaping X = _convert_container(X, input_type) clf = DummyClassifier(strategy='prior').fit(X, y) # Actual smoke test: should not raise any error: n_repeats = 5 r = permutation_importance(clf, X, y, n_repeats=n_repeats, n_jobs=2) # Auxiliary check: DummyClassifier is feature independent: # permutating feature should not change the predictions expected_importances = np.zeros((n_features, n_repeats)) assert_allclose(expected_importances, r.importances) def test_permutation_importance_sample_weight(): # Creating data with 2 features and 1000 samples, where the target # variable is a linear combination of the two features, such that # in half of the samples the impact of feature 1 is twice the impact of # feature 2, and vice versa on the other half of the samples. rng = np.random.RandomState(1) n_samples = 1000 n_features = 2 n_half_samples = n_samples // 2 x = rng.normal(0.0, 0.001, (n_samples, n_features)) y = np.zeros(n_samples) y[:n_half_samples] = 2 * x[:n_half_samples, 0] + x[:n_half_samples, 1] y[n_half_samples:] = x[n_half_samples:, 0] + 2 * x[n_half_samples:, 1] # Fitting linear regression with perfect prediction lr = LinearRegression(fit_intercept=False) lr.fit(x, y) # When all samples are weighted with the same weights, the ratio of # the two features importance should equal to 1 on expectation (when using # mean absolutes error as the loss function). pi = permutation_importance(lr, x, y, random_state=1, scoring='neg_mean_absolute_error', n_repeats=200) x1_x2_imp_ratio_w_none = pi.importances_mean[0] / pi.importances_mean[1] assert x1_x2_imp_ratio_w_none == pytest.approx(1, 0.01) # When passing a vector of ones as the sample_weight, results should be # the same as in the case that sample_weight=None. w = np.ones(n_samples) pi = permutation_importance(lr, x, y, random_state=1, scoring='neg_mean_absolute_error', n_repeats=200, sample_weight=w) x1_x2_imp_ratio_w_ones = pi.importances_mean[0] / pi.importances_mean[1] assert x1_x2_imp_ratio_w_ones == pytest.approx( x1_x2_imp_ratio_w_none, 0.01) # When the ratio between the weights of the first half of the samples and # the second half of the samples approaches to infinity, the ratio of # the two features importance should equal to 2 on expectation (when using # mean absolutes error as the loss function). w = np.hstack([np.repeat(10.0 ** 10, n_half_samples), np.repeat(1.0, n_half_samples)]) lr.fit(x, y, w) pi = permutation_importance(lr, x, y, random_state=1, scoring='neg_mean_absolute_error', n_repeats=200, sample_weight=w) x1_x2_imp_ratio_w = pi.importances_mean[0] / pi.importances_mean[1] assert x1_x2_imp_ratio_w / x1_x2_imp_ratio_w_none == pytest.approx(2, 0.01) def test_permutation_importance_no_weights_scoring_function(): # Creating a scorer function that does not takes sample_weight def my_scorer(estimator, X, y): return 1 # Creating some data and estimator for the permutation test x = np.array([[1, 2], [3, 4]]) y = np.array([1, 2]) w = np.array([1, 1]) lr = LinearRegression() lr.fit(x, y) # test that permutation_importance does not return error when # sample_weight is None try: permutation_importance(lr, x, y, random_state=1, scoring=my_scorer, n_repeats=1) except TypeError: pytest.fail("permutation_test raised an error when using a scorer " "function that does not accept sample_weight even though " "sample_weight was None") # test that permutation_importance raise exception when sample_weight is # not None with pytest.raises(TypeError): permutation_importance(lr, x, y, random_state=1, scoring=my_scorer, n_repeats=1, sample_weight=w)
bsd-3-clause
gfyoung/numpy
numpy/lib/twodim_base.py
2
27180
""" Basic functions for manipulating 2d arrays """ from __future__ import division, absolute_import, print_function import functools from numpy.core.numeric import ( absolute, asanyarray, arange, zeros, greater_equal, multiply, ones, asarray, where, int8, int16, int32, int64, empty, promote_types, diagonal, nonzero ) from numpy.core import overrides from numpy.core import iinfo, transpose __all__ = [ 'diag', 'diagflat', 'eye', 'fliplr', 'flipud', 'tri', 'triu', 'tril', 'vander', 'histogram2d', 'mask_indices', 'tril_indices', 'tril_indices_from', 'triu_indices', 'triu_indices_from', ] array_function_dispatch = functools.partial( overrides.array_function_dispatch, module='numpy') i1 = iinfo(int8) i2 = iinfo(int16) i4 = iinfo(int32) def _min_int(low, high): """ get small int that fits the range """ if high <= i1.max and low >= i1.min: return int8 if high <= i2.max and low >= i2.min: return int16 if high <= i4.max and low >= i4.min: return int32 return int64 def _flip_dispatcher(m): return (m,) @array_function_dispatch(_flip_dispatcher) def fliplr(m): """ Flip array in the left/right direction. Flip the entries in each row in the left/right direction. Columns are preserved, but appear in a different order than before. Parameters ---------- m : array_like Input array, must be at least 2-D. Returns ------- f : ndarray A view of `m` with the columns reversed. Since a view is returned, this operation is :math:`\\mathcal O(1)`. See Also -------- flipud : Flip array in the up/down direction. rot90 : Rotate array counterclockwise. Notes ----- Equivalent to m[:,::-1]. Requires the array to be at least 2-D. Examples -------- >>> A = np.diag([1.,2.,3.]) >>> A array([[ 1., 0., 0.], [ 0., 2., 0.], [ 0., 0., 3.]]) >>> np.fliplr(A) array([[ 0., 0., 1.], [ 0., 2., 0.], [ 3., 0., 0.]]) >>> A = np.random.randn(2,3,5) >>> np.all(np.fliplr(A) == A[:,::-1,...]) True """ m = asanyarray(m) if m.ndim < 2: raise ValueError("Input must be >= 2-d.") return m[:, ::-1] @array_function_dispatch(_flip_dispatcher) def flipud(m): """ Flip array in the up/down direction. Flip the entries in each column in the up/down direction. Rows are preserved, but appear in a different order than before. Parameters ---------- m : array_like Input array. Returns ------- out : array_like A view of `m` with the rows reversed. Since a view is returned, this operation is :math:`\\mathcal O(1)`. See Also -------- fliplr : Flip array in the left/right direction. rot90 : Rotate array counterclockwise. Notes ----- Equivalent to ``m[::-1,...]``. Does not require the array to be two-dimensional. Examples -------- >>> A = np.diag([1.0, 2, 3]) >>> A array([[ 1., 0., 0.], [ 0., 2., 0.], [ 0., 0., 3.]]) >>> np.flipud(A) array([[ 0., 0., 3.], [ 0., 2., 0.], [ 1., 0., 0.]]) >>> A = np.random.randn(2,3,5) >>> np.all(np.flipud(A) == A[::-1,...]) True >>> np.flipud([1,2]) array([2, 1]) """ m = asanyarray(m) if m.ndim < 1: raise ValueError("Input must be >= 1-d.") return m[::-1, ...] def eye(N, M=None, k=0, dtype=float, order='C'): """ Return a 2-D array with ones on the diagonal and zeros elsewhere. Parameters ---------- N : int Number of rows in the output. M : int, optional Number of columns in the output. If None, defaults to `N`. k : int, optional Index of the diagonal: 0 (the default) refers to the main diagonal, a positive value refers to an upper diagonal, and a negative value to a lower diagonal. dtype : data-type, optional Data-type of the returned array. order : {'C', 'F'}, optional Whether the output should be stored in row-major (C-style) or column-major (Fortran-style) order in memory. .. versionadded:: 1.14.0 Returns ------- I : ndarray of shape (N,M) An array where all elements are equal to zero, except for the `k`-th diagonal, whose values are equal to one. See Also -------- identity : (almost) equivalent function diag : diagonal 2-D array from a 1-D array specified by the user. Examples -------- >>> np.eye(2, dtype=int) array([[1, 0], [0, 1]]) >>> np.eye(3, k=1) array([[ 0., 1., 0.], [ 0., 0., 1.], [ 0., 0., 0.]]) """ if M is None: M = N m = zeros((N, M), dtype=dtype, order=order) if k >= M: return m if k >= 0: i = k else: i = (-k) * M m[:M-k].flat[i::M+1] = 1 return m def _diag_dispatcher(v, k=None): return (v,) @array_function_dispatch(_diag_dispatcher) def diag(v, k=0): """ Extract a diagonal or construct a diagonal array. See the more detailed documentation for ``numpy.diagonal`` if you use this function to extract a diagonal and wish to write to the resulting array; whether it returns a copy or a view depends on what version of numpy you are using. Parameters ---------- v : array_like If `v` is a 2-D array, return a copy of its `k`-th diagonal. If `v` is a 1-D array, return a 2-D array with `v` on the `k`-th diagonal. k : int, optional Diagonal in question. The default is 0. Use `k>0` for diagonals above the main diagonal, and `k<0` for diagonals below the main diagonal. Returns ------- out : ndarray The extracted diagonal or constructed diagonal array. See Also -------- diagonal : Return specified diagonals. diagflat : Create a 2-D array with the flattened input as a diagonal. trace : Sum along diagonals. triu : Upper triangle of an array. tril : Lower triangle of an array. Examples -------- >>> x = np.arange(9).reshape((3,3)) >>> x array([[0, 1, 2], [3, 4, 5], [6, 7, 8]]) >>> np.diag(x) array([0, 4, 8]) >>> np.diag(x, k=1) array([1, 5]) >>> np.diag(x, k=-1) array([3, 7]) >>> np.diag(np.diag(x)) array([[0, 0, 0], [0, 4, 0], [0, 0, 8]]) """ v = asanyarray(v) s = v.shape if len(s) == 1: n = s[0]+abs(k) res = zeros((n, n), v.dtype) if k >= 0: i = k else: i = (-k) * n res[:n-k].flat[i::n+1] = v return res elif len(s) == 2: return diagonal(v, k) else: raise ValueError("Input must be 1- or 2-d.") @array_function_dispatch(_diag_dispatcher) def diagflat(v, k=0): """ Create a two-dimensional array with the flattened input as a diagonal. Parameters ---------- v : array_like Input data, which is flattened and set as the `k`-th diagonal of the output. k : int, optional Diagonal to set; 0, the default, corresponds to the "main" diagonal, a positive (negative) `k` giving the number of the diagonal above (below) the main. Returns ------- out : ndarray The 2-D output array. See Also -------- diag : MATLAB work-alike for 1-D and 2-D arrays. diagonal : Return specified diagonals. trace : Sum along diagonals. Examples -------- >>> np.diagflat([[1,2], [3,4]]) array([[1, 0, 0, 0], [0, 2, 0, 0], [0, 0, 3, 0], [0, 0, 0, 4]]) >>> np.diagflat([1,2], 1) array([[0, 1, 0], [0, 0, 2], [0, 0, 0]]) """ try: wrap = v.__array_wrap__ except AttributeError: wrap = None v = asarray(v).ravel() s = len(v) n = s + abs(k) res = zeros((n, n), v.dtype) if (k >= 0): i = arange(0, n-k) fi = i+k+i*n else: i = arange(0, n+k) fi = i+(i-k)*n res.flat[fi] = v if not wrap: return res return wrap(res) def tri(N, M=None, k=0, dtype=float): """ An array with ones at and below the given diagonal and zeros elsewhere. Parameters ---------- N : int Number of rows in the array. M : int, optional Number of columns in the array. By default, `M` is taken equal to `N`. k : int, optional The sub-diagonal at and below which the array is filled. `k` = 0 is the main diagonal, while `k` < 0 is below it, and `k` > 0 is above. The default is 0. dtype : dtype, optional Data type of the returned array. The default is float. Returns ------- tri : ndarray of shape (N, M) Array with its lower triangle filled with ones and zero elsewhere; in other words ``T[i,j] == 1`` for ``i <= j + k``, 0 otherwise. Examples -------- >>> np.tri(3, 5, 2, dtype=int) array([[1, 1, 1, 0, 0], [1, 1, 1, 1, 0], [1, 1, 1, 1, 1]]) >>> np.tri(3, 5, -1) array([[ 0., 0., 0., 0., 0.], [ 1., 0., 0., 0., 0.], [ 1., 1., 0., 0., 0.]]) """ if M is None: M = N m = greater_equal.outer(arange(N, dtype=_min_int(0, N)), arange(-k, M-k, dtype=_min_int(-k, M - k))) # Avoid making a copy if the requested type is already bool m = m.astype(dtype, copy=False) return m def _trilu_dispatcher(m, k=None): return (m,) @array_function_dispatch(_trilu_dispatcher) def tril(m, k=0): """ Lower triangle of an array. Return a copy of an array with elements above the `k`-th diagonal zeroed. Parameters ---------- m : array_like, shape (M, N) Input array. k : int, optional Diagonal above which to zero elements. `k = 0` (the default) is the main diagonal, `k < 0` is below it and `k > 0` is above. Returns ------- tril : ndarray, shape (M, N) Lower triangle of `m`, of same shape and data-type as `m`. See Also -------- triu : same thing, only for the upper triangle Examples -------- >>> np.tril([[1,2,3],[4,5,6],[7,8,9],[10,11,12]], -1) array([[ 0, 0, 0], [ 4, 0, 0], [ 7, 8, 0], [10, 11, 12]]) """ m = asanyarray(m) mask = tri(*m.shape[-2:], k=k, dtype=bool) return where(mask, m, zeros(1, m.dtype)) @array_function_dispatch(_trilu_dispatcher) def triu(m, k=0): """ Upper triangle of an array. Return a copy of a matrix with the elements below the `k`-th diagonal zeroed. Please refer to the documentation for `tril` for further details. See Also -------- tril : lower triangle of an array Examples -------- >>> np.triu([[1,2,3],[4,5,6],[7,8,9],[10,11,12]], -1) array([[ 1, 2, 3], [ 4, 5, 6], [ 0, 8, 9], [ 0, 0, 12]]) """ m = asanyarray(m) mask = tri(*m.shape[-2:], k=k-1, dtype=bool) return where(mask, zeros(1, m.dtype), m) def _vander_dispatcher(x, N=None, increasing=None): return (x,) # Originally borrowed from John Hunter and matplotlib @array_function_dispatch(_vander_dispatcher) def vander(x, N=None, increasing=False): """ Generate a Vandermonde matrix. The columns of the output matrix are powers of the input vector. The order of the powers is determined by the `increasing` boolean argument. Specifically, when `increasing` is False, the `i`-th output column is the input vector raised element-wise to the power of ``N - i - 1``. Such a matrix with a geometric progression in each row is named for Alexandre- Theophile Vandermonde. Parameters ---------- x : array_like 1-D input array. N : int, optional Number of columns in the output. If `N` is not specified, a square array is returned (``N = len(x)``). increasing : bool, optional Order of the powers of the columns. If True, the powers increase from left to right, if False (the default) they are reversed. .. versionadded:: 1.9.0 Returns ------- out : ndarray Vandermonde matrix. If `increasing` is False, the first column is ``x^(N-1)``, the second ``x^(N-2)`` and so forth. If `increasing` is True, the columns are ``x^0, x^1, ..., x^(N-1)``. See Also -------- polynomial.polynomial.polyvander Examples -------- >>> x = np.array([1, 2, 3, 5]) >>> N = 3 >>> np.vander(x, N) array([[ 1, 1, 1], [ 4, 2, 1], [ 9, 3, 1], [25, 5, 1]]) >>> np.column_stack([x**(N-1-i) for i in range(N)]) array([[ 1, 1, 1], [ 4, 2, 1], [ 9, 3, 1], [25, 5, 1]]) >>> x = np.array([1, 2, 3, 5]) >>> np.vander(x) array([[ 1, 1, 1, 1], [ 8, 4, 2, 1], [ 27, 9, 3, 1], [125, 25, 5, 1]]) >>> np.vander(x, increasing=True) array([[ 1, 1, 1, 1], [ 1, 2, 4, 8], [ 1, 3, 9, 27], [ 1, 5, 25, 125]]) The determinant of a square Vandermonde matrix is the product of the differences between the values of the input vector: >>> np.linalg.det(np.vander(x)) 48.000000000000043 >>> (5-3)*(5-2)*(5-1)*(3-2)*(3-1)*(2-1) 48 """ x = asarray(x) if x.ndim != 1: raise ValueError("x must be a one-dimensional array or sequence.") if N is None: N = len(x) v = empty((len(x), N), dtype=promote_types(x.dtype, int)) tmp = v[:, ::-1] if not increasing else v if N > 0: tmp[:, 0] = 1 if N > 1: tmp[:, 1:] = x[:, None] multiply.accumulate(tmp[:, 1:], out=tmp[:, 1:], axis=1) return v def _histogram2d_dispatcher(x, y, bins=None, range=None, normed=None, weights=None, density=None): return (x, y, bins, weights) @array_function_dispatch(_histogram2d_dispatcher) def histogram2d(x, y, bins=10, range=None, normed=None, weights=None, density=None): """ Compute the bi-dimensional histogram of two data samples. Parameters ---------- x : array_like, shape (N,) An array containing the x coordinates of the points to be histogrammed. y : array_like, shape (N,) An array containing the y coordinates of the points to be histogrammed. bins : int or array_like or [int, int] or [array, array], optional The bin specification: * If int, the number of bins for the two dimensions (nx=ny=bins). * If array_like, the bin edges for the two dimensions (x_edges=y_edges=bins). * If [int, int], the number of bins in each dimension (nx, ny = bins). * If [array, array], the bin edges in each dimension (x_edges, y_edges = bins). * A combination [int, array] or [array, int], where int is the number of bins and array is the bin edges. range : array_like, shape(2,2), optional The leftmost and rightmost edges of the bins along each dimension (if not specified explicitly in the `bins` parameters): ``[[xmin, xmax], [ymin, ymax]]``. All values outside of this range will be considered outliers and not tallied in the histogram. density : bool, optional If False, the default, returns the number of samples in each bin. If True, returns the probability *density* function at the bin, ``bin_count / sample_count / bin_area``. normed : bool, optional An alias for the density argument that behaves identically. To avoid confusion with the broken normed argument to `histogram`, `density` should be preferred. weights : array_like, shape(N,), optional An array of values ``w_i`` weighing each sample ``(x_i, y_i)``. Weights are normalized to 1 if `normed` is True. If `normed` is False, the values of the returned histogram are equal to the sum of the weights belonging to the samples falling into each bin. Returns ------- H : ndarray, shape(nx, ny) The bi-dimensional histogram of samples `x` and `y`. Values in `x` are histogrammed along the first dimension and values in `y` are histogrammed along the second dimension. xedges : ndarray, shape(nx+1,) The bin edges along the first dimension. yedges : ndarray, shape(ny+1,) The bin edges along the second dimension. See Also -------- histogram : 1D histogram histogramdd : Multidimensional histogram Notes ----- When `normed` is True, then the returned histogram is the sample density, defined such that the sum over bins of the product ``bin_value * bin_area`` is 1. Please note that the histogram does not follow the Cartesian convention where `x` values are on the abscissa and `y` values on the ordinate axis. Rather, `x` is histogrammed along the first dimension of the array (vertical), and `y` along the second dimension of the array (horizontal). This ensures compatibility with `histogramdd`. Examples -------- >>> import matplotlib as mpl >>> import matplotlib.pyplot as plt Construct a 2-D histogram with variable bin width. First define the bin edges: >>> xedges = [0, 1, 3, 5] >>> yedges = [0, 2, 3, 4, 6] Next we create a histogram H with random bin content: >>> x = np.random.normal(2, 1, 100) >>> y = np.random.normal(1, 1, 100) >>> H, xedges, yedges = np.histogram2d(x, y, bins=(xedges, yedges)) >>> H = H.T # Let each row list bins with common y range. :func:`imshow <matplotlib.pyplot.imshow>` can only display square bins: >>> fig = plt.figure(figsize=(7, 3)) >>> ax = fig.add_subplot(131, title='imshow: square bins') >>> plt.imshow(H, interpolation='nearest', origin='low', ... extent=[xedges[0], xedges[-1], yedges[0], yedges[-1]]) :func:`pcolormesh <matplotlib.pyplot.pcolormesh>` can display actual edges: >>> ax = fig.add_subplot(132, title='pcolormesh: actual edges', ... aspect='equal') >>> X, Y = np.meshgrid(xedges, yedges) >>> ax.pcolormesh(X, Y, H) :class:`NonUniformImage <matplotlib.image.NonUniformImage>` can be used to display actual bin edges with interpolation: >>> ax = fig.add_subplot(133, title='NonUniformImage: interpolated', ... aspect='equal', xlim=xedges[[0, -1]], ylim=yedges[[0, -1]]) >>> im = mpl.image.NonUniformImage(ax, interpolation='bilinear') >>> xcenters = (xedges[:-1] + xedges[1:]) / 2 >>> ycenters = (yedges[:-1] + yedges[1:]) / 2 >>> im.set_data(xcenters, ycenters, H) >>> ax.images.append(im) >>> plt.show() """ from numpy import histogramdd try: N = len(bins) except TypeError: N = 1 if N != 1 and N != 2: xedges = yedges = asarray(bins) bins = [xedges, yedges] hist, edges = histogramdd([x, y], bins, range, normed, weights, density) return hist, edges[0], edges[1] def mask_indices(n, mask_func, k=0): """ Return the indices to access (n, n) arrays, given a masking function. Assume `mask_func` is a function that, for a square array a of size ``(n, n)`` with a possible offset argument `k`, when called as ``mask_func(a, k)`` returns a new array with zeros in certain locations (functions like `triu` or `tril` do precisely this). Then this function returns the indices where the non-zero values would be located. Parameters ---------- n : int The returned indices will be valid to access arrays of shape (n, n). mask_func : callable A function whose call signature is similar to that of `triu`, `tril`. That is, ``mask_func(x, k)`` returns a boolean array, shaped like `x`. `k` is an optional argument to the function. k : scalar An optional argument which is passed through to `mask_func`. Functions like `triu`, `tril` take a second argument that is interpreted as an offset. Returns ------- indices : tuple of arrays. The `n` arrays of indices corresponding to the locations where ``mask_func(np.ones((n, n)), k)`` is True. See Also -------- triu, tril, triu_indices, tril_indices Notes ----- .. versionadded:: 1.4.0 Examples -------- These are the indices that would allow you to access the upper triangular part of any 3x3 array: >>> iu = np.mask_indices(3, np.triu) For example, if `a` is a 3x3 array: >>> a = np.arange(9).reshape(3, 3) >>> a array([[0, 1, 2], [3, 4, 5], [6, 7, 8]]) >>> a[iu] array([0, 1, 2, 4, 5, 8]) An offset can be passed also to the masking function. This gets us the indices starting on the first diagonal right of the main one: >>> iu1 = np.mask_indices(3, np.triu, 1) with which we now extract only three elements: >>> a[iu1] array([1, 2, 5]) """ m = ones((n, n), int) a = mask_func(m, k) return nonzero(a != 0) def tril_indices(n, k=0, m=None): """ Return the indices for the lower-triangle of an (n, m) array. Parameters ---------- n : int The row dimension of the arrays for which the returned indices will be valid. k : int, optional Diagonal offset (see `tril` for details). m : int, optional .. versionadded:: 1.9.0 The column dimension of the arrays for which the returned arrays will be valid. By default `m` is taken equal to `n`. Returns ------- inds : tuple of arrays The indices for the triangle. The returned tuple contains two arrays, each with the indices along one dimension of the array. See also -------- triu_indices : similar function, for upper-triangular. mask_indices : generic function accepting an arbitrary mask function. tril, triu Notes ----- .. versionadded:: 1.4.0 Examples -------- Compute two different sets of indices to access 4x4 arrays, one for the lower triangular part starting at the main diagonal, and one starting two diagonals further right: >>> il1 = np.tril_indices(4) >>> il2 = np.tril_indices(4, 2) Here is how they can be used with a sample array: >>> a = np.arange(16).reshape(4, 4) >>> a array([[ 0, 1, 2, 3], [ 4, 5, 6, 7], [ 8, 9, 10, 11], [12, 13, 14, 15]]) Both for indexing: >>> a[il1] array([ 0, 4, 5, 8, 9, 10, 12, 13, 14, 15]) And for assigning values: >>> a[il1] = -1 >>> a array([[-1, 1, 2, 3], [-1, -1, 6, 7], [-1, -1, -1, 11], [-1, -1, -1, -1]]) These cover almost the whole array (two diagonals right of the main one): >>> a[il2] = -10 >>> a array([[-10, -10, -10, 3], [-10, -10, -10, -10], [-10, -10, -10, -10], [-10, -10, -10, -10]]) """ return nonzero(tri(n, m, k=k, dtype=bool)) def _trilu_indices_form_dispatcher(arr, k=None): return (arr,) @array_function_dispatch(_trilu_indices_form_dispatcher) def tril_indices_from(arr, k=0): """ Return the indices for the lower-triangle of arr. See `tril_indices` for full details. Parameters ---------- arr : array_like The indices will be valid for square arrays whose dimensions are the same as arr. k : int, optional Diagonal offset (see `tril` for details). See Also -------- tril_indices, tril Notes ----- .. versionadded:: 1.4.0 """ if arr.ndim != 2: raise ValueError("input array must be 2-d") return tril_indices(arr.shape[-2], k=k, m=arr.shape[-1]) def triu_indices(n, k=0, m=None): """ Return the indices for the upper-triangle of an (n, m) array. Parameters ---------- n : int The size of the arrays for which the returned indices will be valid. k : int, optional Diagonal offset (see `triu` for details). m : int, optional .. versionadded:: 1.9.0 The column dimension of the arrays for which the returned arrays will be valid. By default `m` is taken equal to `n`. Returns ------- inds : tuple, shape(2) of ndarrays, shape(`n`) The indices for the triangle. The returned tuple contains two arrays, each with the indices along one dimension of the array. Can be used to slice a ndarray of shape(`n`, `n`). See also -------- tril_indices : similar function, for lower-triangular. mask_indices : generic function accepting an arbitrary mask function. triu, tril Notes ----- .. versionadded:: 1.4.0 Examples -------- Compute two different sets of indices to access 4x4 arrays, one for the upper triangular part starting at the main diagonal, and one starting two diagonals further right: >>> iu1 = np.triu_indices(4) >>> iu2 = np.triu_indices(4, 2) Here is how they can be used with a sample array: >>> a = np.arange(16).reshape(4, 4) >>> a array([[ 0, 1, 2, 3], [ 4, 5, 6, 7], [ 8, 9, 10, 11], [12, 13, 14, 15]]) Both for indexing: >>> a[iu1] array([ 0, 1, 2, 3, 5, 6, 7, 10, 11, 15]) And for assigning values: >>> a[iu1] = -1 >>> a array([[-1, -1, -1, -1], [ 4, -1, -1, -1], [ 8, 9, -1, -1], [12, 13, 14, -1]]) These cover only a small part of the whole array (two diagonals right of the main one): >>> a[iu2] = -10 >>> a array([[ -1, -1, -10, -10], [ 4, -1, -1, -10], [ 8, 9, -1, -1], [ 12, 13, 14, -1]]) """ return nonzero(~tri(n, m, k=k-1, dtype=bool)) @array_function_dispatch(_trilu_indices_form_dispatcher) def triu_indices_from(arr, k=0): """ Return the indices for the upper-triangle of arr. See `triu_indices` for full details. Parameters ---------- arr : ndarray, shape(N, N) The indices will be valid for square arrays. k : int, optional Diagonal offset (see `triu` for details). Returns ------- triu_indices_from : tuple, shape(2) of ndarray, shape(N) Indices for the upper-triangle of `arr`. See Also -------- triu_indices, triu Notes ----- .. versionadded:: 1.4.0 """ if arr.ndim != 2: raise ValueError("input array must be 2-d") return triu_indices(arr.shape[-2], k=k, m=arr.shape[-1])
bsd-3-clause
deepmind/open_spiel
open_spiel/python/egt/alpharank_visualizer_test.py
1
2447
# Copyright 2019 DeepMind Technologies Ltd. All rights reserved. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. """Tests for open_spiel.python.egt.alpharank_visualizer.""" from __future__ import absolute_import from __future__ import division from __future__ import print_function from absl.testing import absltest # pylint: disable=g-import-not-at-top import matplotlib matplotlib.use("agg") # switch backend for testing import mock import numpy as np from open_spiel.python.egt import alpharank from open_spiel.python.egt import alpharank_visualizer from open_spiel.python.egt import utils import pyspiel class AlpharankVisualizerTest(absltest.TestCase): @mock.patch("%s.alpharank_visualizer.plt" % __name__) def test_plot_pi_vs_alpha(self, mock_plt): # Construct game game = pyspiel.load_matrix_game("matrix_rps") payoff_tables = utils.game_payoffs_array(game) _, payoff_tables = utils.is_symmetric_matrix_game(payoff_tables) payoffs_are_hpt_format = utils.check_payoffs_are_hpt(payoff_tables) # Compute alpharank alpha = 1e2 _, _, pi, num_profiles, num_strats_per_population =\ alpharank.compute(payoff_tables, alpha=alpha) strat_labels = utils.get_strat_profile_labels(payoff_tables, payoffs_are_hpt_format) num_populations = len(payoff_tables) # Construct synthetic pi-vs-alpha history pi_list = np.empty((num_profiles, 0)) alpha_list = [] for _ in range(2): pi_list = np.append(pi_list, np.reshape(pi, (-1, 1)), axis=1) alpha_list.append(alpha) # Test plotting code (via pyplot mocking to prevent plot pop-up) alpharank_visualizer.plot_pi_vs_alpha( pi_list.T, alpha_list, num_populations, num_strats_per_population, strat_labels, num_strats_to_label=0) self.assertTrue(mock_plt.show.called) if __name__ == "__main__": absltest.main()
apache-2.0
quantopian/zipline
zipline/data/in_memory_daily_bars.py
1
5363
from six import iteritems import numpy as np import pandas as pd from pandas import NaT from trading_calendars import TradingCalendar from zipline.data.bar_reader import OHLCV, NoDataOnDate, NoDataForSid from zipline.data.session_bars import CurrencyAwareSessionBarReader from zipline.utils.input_validation import expect_types, validate_keys from zipline.utils.pandas_utils import check_indexes_all_same class InMemoryDailyBarReader(CurrencyAwareSessionBarReader): """ A SessionBarReader backed by a dictionary of in-memory DataFrames. Parameters ---------- frames : dict[str -> pd.DataFrame] Dictionary from field name ("open", "high", "low", "close", or "volume") to DataFrame containing data for that field. calendar : str or trading_calendars.TradingCalendar Calendar (or name of calendar) to which data is aligned. currency_codes : pd.Series Map from sid -> listing currency for that sid. verify_indices : bool, optional Whether or not to verify that input data is correctly aligned to the given calendar. Default is True. """ @expect_types( frames=dict, calendar=TradingCalendar, verify_indices=bool, currency_codes=pd.Series, ) def __init__(self, frames, calendar, currency_codes, verify_indices=True): self._frames = frames self._values = {key: frame.values for key, frame in iteritems(frames)} self._calendar = calendar self._currency_codes = currency_codes validate_keys(frames, set(OHLCV), type(self).__name__) if verify_indices: verify_frames_aligned(list(frames.values()), calendar) self._sessions = frames['close'].index self._sids = frames['close'].columns @classmethod def from_panel(cls, panel, calendar, currency_codes): """Helper for construction from a pandas.Panel. """ return cls(dict(panel.iteritems()), calendar, currency_codes) @property def last_available_dt(self): return self._calendar[-1] @property def trading_calendar(self): return self._calendar @property def sessions(self): return self._sessions def load_raw_arrays(self, columns, start_dt, end_dt, assets): if start_dt not in self._sessions: raise NoDataOnDate(start_dt) if end_dt not in self._sessions: raise NoDataOnDate(end_dt) asset_indexer = self._sids.get_indexer(assets) if -1 in asset_indexer: bad_assets = assets[asset_indexer == -1] raise NoDataForSid(bad_assets) date_indexer = self._sessions.slice_indexer(start_dt, end_dt) out = [] for c in columns: out.append(self._values[c][date_indexer, asset_indexer]) return out def get_value(self, sid, dt, field): """ Parameters ---------- sid : int The asset identifier. day : datetime64-like Midnight of the day for which data is requested. field : string The price field. e.g. ('open', 'high', 'low', 'close', 'volume') Returns ------- float The spot price for colname of the given sid on the given day. Raises a NoDataOnDate exception if the given day and sid is before or after the date range of the equity. Returns -1 if the day is within the date range, but the price is 0. """ return self.frames[field].loc[dt, sid] def get_last_traded_dt(self, asset, dt): """ Parameters ---------- asset : zipline.asset.Asset The asset identifier. dt : datetime64-like Midnight of the day for which data is requested. Returns ------- pd.Timestamp : The last know dt for the asset and dt; NaT if no trade is found before the given dt. """ try: return self.frames['close'].loc[:, asset.sid].last_valid_index() except IndexError: return NaT @property def first_trading_day(self): return self._sessions[0] def currency_codes(self, sids): codes = self._currency_codes return np.array([codes[sid] for sid in sids]) def verify_frames_aligned(frames, calendar): """ Verify that DataFrames in ``frames`` have the same indexing scheme and are aligned to ``calendar``. Parameters ---------- frames : list[pd.DataFrame] calendar : trading_calendars.TradingCalendar Raises ------ ValueError If frames have different indexes/columns, or if frame indexes do not match a contiguous region of ``calendar``. """ indexes = [f.index for f in frames] check_indexes_all_same(indexes, message="DataFrame indexes don't match:") columns = [f.columns for f in frames] check_indexes_all_same(columns, message="DataFrame columns don't match:") start, end = indexes[0][[0, -1]] cal_sessions = calendar.sessions_in_range(start, end) check_indexes_all_same( [indexes[0], cal_sessions], "DataFrame index doesn't match {} calendar:".format(calendar.name), )
apache-2.0
jakobworldpeace/scikit-learn
sklearn/linear_model/tests/test_theil_sen.py
55
9939
""" Testing for Theil-Sen module (sklearn.linear_model.theil_sen) """ # Author: Florian Wilhelm <florian.wilhelm@gmail.com> # License: BSD 3 clause from __future__ import division, print_function, absolute_import import os import sys from contextlib import contextmanager import numpy as np from numpy.testing import assert_array_equal, assert_array_less from numpy.testing import assert_array_almost_equal, assert_warns from scipy.linalg import norm from scipy.optimize import fmin_bfgs from sklearn.exceptions import ConvergenceWarning from sklearn.linear_model import LinearRegression, TheilSenRegressor from sklearn.linear_model.theil_sen import _spatial_median, _breakdown_point from sklearn.linear_model.theil_sen import _modified_weiszfeld_step from sklearn.utils.testing import ( assert_almost_equal, assert_greater, assert_less, raises, ) @contextmanager def no_stdout_stderr(): old_stdout = sys.stdout old_stderr = sys.stderr with open(os.devnull, 'w') as devnull: sys.stdout = devnull sys.stderr = devnull yield devnull.flush() sys.stdout = old_stdout sys.stderr = old_stderr def gen_toy_problem_1d(intercept=True): random_state = np.random.RandomState(0) # Linear model y = 3*x + N(2, 0.1**2) w = 3. if intercept: c = 2. n_samples = 50 else: c = 0.1 n_samples = 100 x = random_state.normal(size=n_samples) noise = 0.1 * random_state.normal(size=n_samples) y = w * x + c + noise # Add some outliers if intercept: x[42], y[42] = (-2, 4) x[43], y[43] = (-2.5, 8) x[33], y[33] = (2.5, 1) x[49], y[49] = (2.1, 2) else: x[42], y[42] = (-2, 4) x[43], y[43] = (-2.5, 8) x[53], y[53] = (2.5, 1) x[60], y[60] = (2.1, 2) x[72], y[72] = (1.8, -7) return x[:, np.newaxis], y, w, c def gen_toy_problem_2d(): random_state = np.random.RandomState(0) n_samples = 100 # Linear model y = 5*x_1 + 10*x_2 + N(1, 0.1**2) X = random_state.normal(size=(n_samples, 2)) w = np.array([5., 10.]) c = 1. noise = 0.1 * random_state.normal(size=n_samples) y = np.dot(X, w) + c + noise # Add some outliers n_outliers = n_samples // 10 ix = random_state.randint(0, n_samples, size=n_outliers) y[ix] = 50 * random_state.normal(size=n_outliers) return X, y, w, c def gen_toy_problem_4d(): random_state = np.random.RandomState(0) n_samples = 10000 # Linear model y = 5*x_1 + 10*x_2 + 42*x_3 + 7*x_4 + N(1, 0.1**2) X = random_state.normal(size=(n_samples, 4)) w = np.array([5., 10., 42., 7.]) c = 1. noise = 0.1 * random_state.normal(size=n_samples) y = np.dot(X, w) + c + noise # Add some outliers n_outliers = n_samples // 10 ix = random_state.randint(0, n_samples, size=n_outliers) y[ix] = 50 * random_state.normal(size=n_outliers) return X, y, w, c def test_modweiszfeld_step_1d(): X = np.array([1., 2., 3.]).reshape(3, 1) # Check startvalue is element of X and solution median = 2. new_y = _modified_weiszfeld_step(X, median) assert_array_almost_equal(new_y, median) # Check startvalue is not the solution y = 2.5 new_y = _modified_weiszfeld_step(X, y) assert_array_less(median, new_y) assert_array_less(new_y, y) # Check startvalue is not the solution but element of X y = 3. new_y = _modified_weiszfeld_step(X, y) assert_array_less(median, new_y) assert_array_less(new_y, y) # Check that a single vector is identity X = np.array([1., 2., 3.]).reshape(1, 3) y = X[0, ] new_y = _modified_weiszfeld_step(X, y) assert_array_equal(y, new_y) def test_modweiszfeld_step_2d(): X = np.array([0., 0., 1., 1., 0., 1.]).reshape(3, 2) y = np.array([0.5, 0.5]) # Check first two iterations new_y = _modified_weiszfeld_step(X, y) assert_array_almost_equal(new_y, np.array([1 / 3, 2 / 3])) new_y = _modified_weiszfeld_step(X, new_y) assert_array_almost_equal(new_y, np.array([0.2792408, 0.7207592])) # Check fix point y = np.array([0.21132505, 0.78867497]) new_y = _modified_weiszfeld_step(X, y) assert_array_almost_equal(new_y, y) def test_spatial_median_1d(): X = np.array([1., 2., 3.]).reshape(3, 1) true_median = 2. _, median = _spatial_median(X) assert_array_almost_equal(median, true_median) # Test larger problem and for exact solution in 1d case random_state = np.random.RandomState(0) X = random_state.randint(100, size=(1000, 1)) true_median = np.median(X.ravel()) _, median = _spatial_median(X) assert_array_equal(median, true_median) def test_spatial_median_2d(): X = np.array([0., 0., 1., 1., 0., 1.]).reshape(3, 2) _, median = _spatial_median(X, max_iter=100, tol=1.e-6) def cost_func(y): dists = np.array([norm(x - y) for x in X]) return np.sum(dists) # Check if median is solution of the Fermat-Weber location problem fermat_weber = fmin_bfgs(cost_func, median, disp=False) assert_array_almost_equal(median, fermat_weber) # Check when maximum iteration is exceeded a warning is emitted assert_warns(ConvergenceWarning, _spatial_median, X, max_iter=30, tol=0.) def test_theil_sen_1d(): X, y, w, c = gen_toy_problem_1d() # Check that Least Squares fails lstq = LinearRegression().fit(X, y) assert_greater(np.abs(lstq.coef_ - w), 0.9) # Check that Theil-Sen works theil_sen = TheilSenRegressor(random_state=0).fit(X, y) assert_array_almost_equal(theil_sen.coef_, w, 1) assert_array_almost_equal(theil_sen.intercept_, c, 1) def test_theil_sen_1d_no_intercept(): X, y, w, c = gen_toy_problem_1d(intercept=False) # Check that Least Squares fails lstq = LinearRegression(fit_intercept=False).fit(X, y) assert_greater(np.abs(lstq.coef_ - w - c), 0.5) # Check that Theil-Sen works theil_sen = TheilSenRegressor(fit_intercept=False, random_state=0).fit(X, y) assert_array_almost_equal(theil_sen.coef_, w + c, 1) assert_almost_equal(theil_sen.intercept_, 0.) def test_theil_sen_2d(): X, y, w, c = gen_toy_problem_2d() # Check that Least Squares fails lstq = LinearRegression().fit(X, y) assert_greater(norm(lstq.coef_ - w), 1.0) # Check that Theil-Sen works theil_sen = TheilSenRegressor(max_subpopulation=1e3, random_state=0).fit(X, y) assert_array_almost_equal(theil_sen.coef_, w, 1) assert_array_almost_equal(theil_sen.intercept_, c, 1) def test_calc_breakdown_point(): bp = _breakdown_point(1e10, 2) assert_less(np.abs(bp - 1 + 1 / (np.sqrt(2))), 1.e-6) @raises(ValueError) def test_checksubparams_negative_subpopulation(): X, y, w, c = gen_toy_problem_1d() TheilSenRegressor(max_subpopulation=-1, random_state=0).fit(X, y) @raises(ValueError) def test_checksubparams_too_few_subsamples(): X, y, w, c = gen_toy_problem_1d() TheilSenRegressor(n_subsamples=1, random_state=0).fit(X, y) @raises(ValueError) def test_checksubparams_too_many_subsamples(): X, y, w, c = gen_toy_problem_1d() TheilSenRegressor(n_subsamples=101, random_state=0).fit(X, y) @raises(ValueError) def test_checksubparams_n_subsamples_if_less_samples_than_features(): random_state = np.random.RandomState(0) n_samples, n_features = 10, 20 X = random_state.normal(size=(n_samples, n_features)) y = random_state.normal(size=n_samples) TheilSenRegressor(n_subsamples=9, random_state=0).fit(X, y) def test_subpopulation(): X, y, w, c = gen_toy_problem_4d() theil_sen = TheilSenRegressor(max_subpopulation=250, random_state=0).fit(X, y) assert_array_almost_equal(theil_sen.coef_, w, 1) assert_array_almost_equal(theil_sen.intercept_, c, 1) def test_subsamples(): X, y, w, c = gen_toy_problem_4d() theil_sen = TheilSenRegressor(n_subsamples=X.shape[0], random_state=0).fit(X, y) lstq = LinearRegression().fit(X, y) # Check for exact the same results as Least Squares assert_array_almost_equal(theil_sen.coef_, lstq.coef_, 9) def test_verbosity(): X, y, w, c = gen_toy_problem_1d() # Check that Theil-Sen can be verbose with no_stdout_stderr(): TheilSenRegressor(verbose=True, random_state=0).fit(X, y) TheilSenRegressor(verbose=True, max_subpopulation=10, random_state=0).fit(X, y) def test_theil_sen_parallel(): X, y, w, c = gen_toy_problem_2d() # Check that Least Squares fails lstq = LinearRegression().fit(X, y) assert_greater(norm(lstq.coef_ - w), 1.0) # Check that Theil-Sen works theil_sen = TheilSenRegressor(n_jobs=-1, random_state=0, max_subpopulation=2e3).fit(X, y) assert_array_almost_equal(theil_sen.coef_, w, 1) assert_array_almost_equal(theil_sen.intercept_, c, 1) def test_less_samples_than_features(): random_state = np.random.RandomState(0) n_samples, n_features = 10, 20 X = random_state.normal(size=(n_samples, n_features)) y = random_state.normal(size=n_samples) # Check that Theil-Sen falls back to Least Squares if fit_intercept=False theil_sen = TheilSenRegressor(fit_intercept=False, random_state=0).fit(X, y) lstq = LinearRegression(fit_intercept=False).fit(X, y) assert_array_almost_equal(theil_sen.coef_, lstq.coef_, 12) # Check fit_intercept=True case. This will not be equal to the Least # Squares solution since the intercept is calculated differently. theil_sen = TheilSenRegressor(fit_intercept=True, random_state=0).fit(X, y) y_pred = theil_sen.predict(X) assert_array_almost_equal(y_pred, y, 12)
bsd-3-clause
larsmans/scikit-learn
sklearn/cluster/setup.py
31
1248
# Author: Alexandre Gramfort <alexandre.gramfort@inria.fr> # License: BSD 3 clause import os from os.path import join import numpy from sklearn._build_utils import get_blas_info def configuration(parent_package='', top_path=None): from numpy.distutils.misc_util import Configuration cblas_libs, blas_info = get_blas_info() libraries = [] if os.name == 'posix': cblas_libs.append('m') libraries.append('m') config = Configuration('cluster', parent_package, top_path) config.add_extension('_hierarchical', sources=['_hierarchical.cpp'], language="c++", include_dirs=[numpy.get_include()], libraries=libraries) config.add_extension( '_k_means', libraries=cblas_libs, sources=['_k_means.c'], include_dirs=[join('..', 'src', 'cblas'), numpy.get_include(), blas_info.pop('include_dirs', [])], extra_compile_args=blas_info.pop('extra_compile_args', []), **blas_info ) return config if __name__ == '__main__': from numpy.distutils.core import setup setup(**configuration(top_path='').todict())
bsd-3-clause
BhallaLab/moose-core
tests/core/test_function_example.py
2
3483
# Modified from function.py --- import numpy as np import matplotlib matplotlib.use('Agg') import matplotlib.pyplot as plt import moose simtime = 1.0 def test_example(): moose.Neutral('/model') function = moose.Function('/model/function') function.c['c0'] = 1.0 function.c['c1'] = 2.0 #function.x.num = 1 function.expr = 'c0 * exp(c1*x0) * cos(y0) + sin(t)' # mode 0 - evaluate function value, derivative and rate # mode 1 - just evaluate function value, # mode 2 - evaluate derivative, # mode 3 - evaluate rate function.mode = 0 function.independent = 'y0' nsteps = 1000 xarr = np.linspace(0.0, 1.0, nsteps) # Stimulus tables allow you to store sequences of numbers which # are delivered via the 'output' message at each time step. This # is a placeholder and in real scenario you will be using any # sourceFinfo that sends out a double value. input_x = moose.StimulusTable('/xtab') input_x.vector = xarr input_x.startTime = 0.0 input_x.stepPosition = xarr[0] input_x.stopTime = simtime moose.connect(input_x, 'output', function.x[0], 'input') yarr = np.linspace(-np.pi, np.pi, nsteps) input_y = moose.StimulusTable('/ytab') input_y.vector = yarr input_y.startTime = 0.0 input_y.stepPosition = yarr[0] input_y.stopTime = simtime moose.connect(function, 'requestOut', input_y, 'getOutputValue') # data recording result = moose.Table('/ztab') moose.connect(result, 'requestOut', function, 'getValue') derivative = moose.Table('/zprime') moose.connect(derivative, 'requestOut', function, 'getDerivative') rate = moose.Table('/dz_by_dt') moose.connect(rate, 'requestOut', function, 'getRate') x_rec = moose.Table('/xrec') moose.connect(x_rec, 'requestOut', input_x, 'getOutputValue') y_rec = moose.Table('/yrec') moose.connect(y_rec, 'requestOut', input_y, 'getOutputValue') dt = simtime/nsteps for ii in range(32): moose.setClock(ii, dt) moose.reinit() moose.start(simtime) # Uncomment the following lines and the import matplotlib.pyplot as plt on top # of this file to display the plot. plt.subplot(3,1,1) plt.plot(x_rec.vector, result.vector, 'r-', label='z = {}'.format(function.expr)) z = function.c['c0'] * np.exp(function.c['c1'] * xarr) * np.cos(yarr) + np.sin(np.arange(len(xarr)) * dt) plt.plot(xarr, z, 'b--', label='numpy computed') plt.xlabel('x') plt.ylabel('z') plt.legend() plt.subplot(3,1,2) plt.plot(y_rec.vector, derivative.vector, 'r-', label='dz/dy0') # derivatives computed by putting x values in the analytical formula dzdy = function.c['c0'] * np.exp(function.c['c1'] * xarr) * (- np.sin(yarr)) plt.plot(yarr, dzdy, 'b--', label='numpy computed') plt.xlabel('y') plt.ylabel('dz/dy') plt.legend() plt.subplot(3,1,3) # *** BEWARE *** The first two entries are spurious. Entry 0 is # *** from reinit sending out the defaults. Entry 2 is because # *** there is no lastValue for computing real forward difference. plt.plot(np.arange(2, len(rate.vector), 1) * dt, rate.vector[2:], 'r-', label='dz/dt') dzdt = np.diff(z)/dt plt.plot(np.arange(0, len(dzdt), 1.0) * dt, dzdt, 'b--', label='numpy computed') plt.xlabel('t') plt.ylabel('dz/dt') plt.legend() plt.tight_layout() plt.savefig(__file__+'.png') if __name__ == '__main__': test_example()
gpl-3.0
mojolab/LivingData
lib/livdatops.py
1
1153
import pandas def getColRenameDict(mergersheet,sheet): colrenamedict={} originalcolnames=mergersheet[sheet].fillna("NA") newcolnames=mergersheet[mergersheet.columns[0]] for i in range(0,len(originalcolnames)): colrenamedict[originalcolnames[i]]=newcolnames[i] # if originalcolnames[i]!="NA": # colrenamedict[originalcolnames[i]]=newcolnames[i] return colrenamedict def createMergedDFList(dflist,mergersheetname): altereddfs={} for sheet,matrix in dflist.iteritems(): if sheet == mergersheetname: altereddfs[sheet]=matrix mergersheet=matrix else: df=matrix print df.columns columnrenamedict=getColRenameDict(mergersheet,sheet) print columnrenamedict altereddf=df.rename(columns=columnrenamedict) for key,value in columnrenamedict.iteritems(): if key =="NA": altereddf[value]=0 print df,altereddf altereddfs[sheet]=altereddf finalsheet=[] for sheet,matrix in altereddfs.iteritems(): if sheet!=mergersheetname: finalsheet.append(matrix.fillna(0)) finalsheetm=pandas.concat(finalsheet) finalsheetname=mergersheet.columns.values[0] altereddfs[finalsheetname]=finalsheetm return altereddfs
apache-2.0
nomadcube/scikit-learn
examples/covariance/plot_sparse_cov.py
300
5078
""" ====================================== Sparse inverse covariance estimation ====================================== Using the GraphLasso estimator to learn a covariance and sparse precision from a small number of samples. To estimate a probabilistic model (e.g. a Gaussian model), estimating the precision matrix, that is the inverse covariance matrix, is as important as estimating the covariance matrix. Indeed a Gaussian model is parametrized by the precision matrix. To be in favorable recovery conditions, we sample the data from a model with a sparse inverse covariance matrix. In addition, we ensure that the data is not too much correlated (limiting the largest coefficient of the precision matrix) and that there a no small coefficients in the precision matrix that cannot be recovered. In addition, with a small number of observations, it is easier to recover a correlation matrix rather than a covariance, thus we scale the time series. Here, the number of samples is slightly larger than the number of dimensions, thus the empirical covariance is still invertible. However, as the observations are strongly correlated, the empirical covariance matrix is ill-conditioned and as a result its inverse --the empirical precision matrix-- is very far from the ground truth. If we use l2 shrinkage, as with the Ledoit-Wolf estimator, as the number of samples is small, we need to shrink a lot. As a result, the Ledoit-Wolf precision is fairly close to the ground truth precision, that is not far from being diagonal, but the off-diagonal structure is lost. The l1-penalized estimator can recover part of this off-diagonal structure. It learns a sparse precision. It is not able to recover the exact sparsity pattern: it detects too many non-zero coefficients. However, the highest non-zero coefficients of the l1 estimated correspond to the non-zero coefficients in the ground truth. Finally, the coefficients of the l1 precision estimate are biased toward zero: because of the penalty, they are all smaller than the corresponding ground truth value, as can be seen on the figure. Note that, the color range of the precision matrices is tweaked to improve readability of the figure. The full range of values of the empirical precision is not displayed. The alpha parameter of the GraphLasso setting the sparsity of the model is set by internal cross-validation in the GraphLassoCV. As can be seen on figure 2, the grid to compute the cross-validation score is iteratively refined in the neighborhood of the maximum. """ print(__doc__) # author: Gael Varoquaux <gael.varoquaux@inria.fr> # License: BSD 3 clause # Copyright: INRIA import numpy as np from scipy import linalg from sklearn.datasets import make_sparse_spd_matrix from sklearn.covariance import GraphLassoCV, ledoit_wolf import matplotlib.pyplot as plt ############################################################################## # Generate the data n_samples = 60 n_features = 20 prng = np.random.RandomState(1) prec = make_sparse_spd_matrix(n_features, alpha=.98, smallest_coef=.4, largest_coef=.7, random_state=prng) cov = linalg.inv(prec) d = np.sqrt(np.diag(cov)) cov /= d cov /= d[:, np.newaxis] prec *= d prec *= d[:, np.newaxis] X = prng.multivariate_normal(np.zeros(n_features), cov, size=n_samples) X -= X.mean(axis=0) X /= X.std(axis=0) ############################################################################## # Estimate the covariance emp_cov = np.dot(X.T, X) / n_samples model = GraphLassoCV() model.fit(X) cov_ = model.covariance_ prec_ = model.precision_ lw_cov_, _ = ledoit_wolf(X) lw_prec_ = linalg.inv(lw_cov_) ############################################################################## # Plot the results plt.figure(figsize=(10, 6)) plt.subplots_adjust(left=0.02, right=0.98) # plot the covariances covs = [('Empirical', emp_cov), ('Ledoit-Wolf', lw_cov_), ('GraphLasso', cov_), ('True', cov)] vmax = cov_.max() for i, (name, this_cov) in enumerate(covs): plt.subplot(2, 4, i + 1) plt.imshow(this_cov, interpolation='nearest', vmin=-vmax, vmax=vmax, cmap=plt.cm.RdBu_r) plt.xticks(()) plt.yticks(()) plt.title('%s covariance' % name) # plot the precisions precs = [('Empirical', linalg.inv(emp_cov)), ('Ledoit-Wolf', lw_prec_), ('GraphLasso', prec_), ('True', prec)] vmax = .9 * prec_.max() for i, (name, this_prec) in enumerate(precs): ax = plt.subplot(2, 4, i + 5) plt.imshow(np.ma.masked_equal(this_prec, 0), interpolation='nearest', vmin=-vmax, vmax=vmax, cmap=plt.cm.RdBu_r) plt.xticks(()) plt.yticks(()) plt.title('%s precision' % name) ax.set_axis_bgcolor('.7') # plot the model selection metric plt.figure(figsize=(4, 3)) plt.axes([.2, .15, .75, .7]) plt.plot(model.cv_alphas_, np.mean(model.grid_scores, axis=1), 'o-') plt.axvline(model.alpha_, color='.5') plt.title('Model selection') plt.ylabel('Cross-validation score') plt.xlabel('alpha') plt.show()
bsd-3-clause
Jimmy-Morzaria/scikit-learn
sklearn/utils/tests/test_murmurhash.py
261
2836
# Author: Olivier Grisel <olivier.grisel@ensta.org> # # License: BSD 3 clause import numpy as np from sklearn.externals.six import b, u from sklearn.utils.murmurhash import murmurhash3_32 from numpy.testing import assert_array_almost_equal from numpy.testing import assert_array_equal from nose.tools import assert_equal, assert_true def test_mmhash3_int(): assert_equal(murmurhash3_32(3), 847579505) assert_equal(murmurhash3_32(3, seed=0), 847579505) assert_equal(murmurhash3_32(3, seed=42), -1823081949) assert_equal(murmurhash3_32(3, positive=False), 847579505) assert_equal(murmurhash3_32(3, seed=0, positive=False), 847579505) assert_equal(murmurhash3_32(3, seed=42, positive=False), -1823081949) assert_equal(murmurhash3_32(3, positive=True), 847579505) assert_equal(murmurhash3_32(3, seed=0, positive=True), 847579505) assert_equal(murmurhash3_32(3, seed=42, positive=True), 2471885347) def test_mmhash3_int_array(): rng = np.random.RandomState(42) keys = rng.randint(-5342534, 345345, size=3 * 2 * 1).astype(np.int32) keys = keys.reshape((3, 2, 1)) for seed in [0, 42]: expected = np.array([murmurhash3_32(int(k), seed) for k in keys.flat]) expected = expected.reshape(keys.shape) assert_array_equal(murmurhash3_32(keys, seed), expected) for seed in [0, 42]: expected = np.array([murmurhash3_32(k, seed, positive=True) for k in keys.flat]) expected = expected.reshape(keys.shape) assert_array_equal(murmurhash3_32(keys, seed, positive=True), expected) def test_mmhash3_bytes(): assert_equal(murmurhash3_32(b('foo'), 0), -156908512) assert_equal(murmurhash3_32(b('foo'), 42), -1322301282) assert_equal(murmurhash3_32(b('foo'), 0, positive=True), 4138058784) assert_equal(murmurhash3_32(b('foo'), 42, positive=True), 2972666014) def test_mmhash3_unicode(): assert_equal(murmurhash3_32(u('foo'), 0), -156908512) assert_equal(murmurhash3_32(u('foo'), 42), -1322301282) assert_equal(murmurhash3_32(u('foo'), 0, positive=True), 4138058784) assert_equal(murmurhash3_32(u('foo'), 42, positive=True), 2972666014) def test_no_collision_on_byte_range(): previous_hashes = set() for i in range(100): h = murmurhash3_32(' ' * i, 0) assert_true(h not in previous_hashes, "Found collision on growing empty string") def test_uniform_distribution(): n_bins, n_samples = 10, 100000 bins = np.zeros(n_bins, dtype=np.float) for i in range(n_samples): bins[murmurhash3_32(i, positive=True) % n_bins] += 1 means = bins / n_samples expected = np.ones(n_bins) / n_bins assert_array_almost_equal(means / expected, np.ones(n_bins), 2)
bsd-3-clause
alvarofierroclavero/scikit-learn
sklearn/ensemble/forest.py
176
62555
"""Forest of trees-based ensemble methods Those methods include random forests and extremely randomized trees. The module structure is the following: - The ``BaseForest`` base class implements a common ``fit`` method for all the estimators in the module. The ``fit`` method of the base ``Forest`` class calls the ``fit`` method of each sub-estimator on random samples (with replacement, a.k.a. bootstrap) of the training set. The init of the sub-estimator is further delegated to the ``BaseEnsemble`` constructor. - The ``ForestClassifier`` and ``ForestRegressor`` base classes further implement the prediction logic by computing an average of the predicted outcomes of the sub-estimators. - The ``RandomForestClassifier`` and ``RandomForestRegressor`` derived classes provide the user with concrete implementations of the forest ensemble method using classical, deterministic ``DecisionTreeClassifier`` and ``DecisionTreeRegressor`` as sub-estimator implementations. - The ``ExtraTreesClassifier`` and ``ExtraTreesRegressor`` derived classes provide the user with concrete implementations of the forest ensemble method using the extremely randomized trees ``ExtraTreeClassifier`` and ``ExtraTreeRegressor`` as sub-estimator implementations. Single and multi-output problems are both handled. """ # Authors: Gilles Louppe <g.louppe@gmail.com> # Brian Holt <bdholt1@gmail.com> # Joly Arnaud <arnaud.v.joly@gmail.com> # Fares Hedayati <fares.hedayati@gmail.com> # # License: BSD 3 clause from __future__ import division import warnings from warnings import warn from abc import ABCMeta, abstractmethod import numpy as np from scipy.sparse import issparse from ..base import ClassifierMixin, RegressorMixin from ..externals.joblib import Parallel, delayed from ..externals import six from ..feature_selection.from_model import _LearntSelectorMixin from ..metrics import r2_score from ..preprocessing import OneHotEncoder from ..tree import (DecisionTreeClassifier, DecisionTreeRegressor, ExtraTreeClassifier, ExtraTreeRegressor) from ..tree._tree import DTYPE, DOUBLE from ..utils import check_random_state, check_array, compute_sample_weight from ..utils.validation import DataConversionWarning, NotFittedError from .base import BaseEnsemble, _partition_estimators from ..utils.fixes import bincount __all__ = ["RandomForestClassifier", "RandomForestRegressor", "ExtraTreesClassifier", "ExtraTreesRegressor", "RandomTreesEmbedding"] MAX_INT = np.iinfo(np.int32).max def _generate_sample_indices(random_state, n_samples): """Private function used to _parallel_build_trees function.""" random_instance = check_random_state(random_state) sample_indices = random_instance.randint(0, n_samples, n_samples) return sample_indices def _generate_unsampled_indices(random_state, n_samples): """Private function used to forest._set_oob_score fuction.""" sample_indices = _generate_sample_indices(random_state, n_samples) sample_counts = bincount(sample_indices, minlength=n_samples) unsampled_mask = sample_counts == 0 indices_range = np.arange(n_samples) unsampled_indices = indices_range[unsampled_mask] return unsampled_indices def _parallel_build_trees(tree, forest, X, y, sample_weight, tree_idx, n_trees, verbose=0, class_weight=None): """Private function used to fit a single tree in parallel.""" if verbose > 1: print("building tree %d of %d" % (tree_idx + 1, n_trees)) if forest.bootstrap: n_samples = X.shape[0] if sample_weight is None: curr_sample_weight = np.ones((n_samples,), dtype=np.float64) else: curr_sample_weight = sample_weight.copy() indices = _generate_sample_indices(tree.random_state, n_samples) sample_counts = bincount(indices, minlength=n_samples) curr_sample_weight *= sample_counts if class_weight == 'subsample': with warnings.catch_warnings(): warnings.simplefilter('ignore', DeprecationWarning) curr_sample_weight *= compute_sample_weight('auto', y, indices) elif class_weight == 'balanced_subsample': curr_sample_weight *= compute_sample_weight('balanced', y, indices) tree.fit(X, y, sample_weight=curr_sample_weight, check_input=False) else: tree.fit(X, y, sample_weight=sample_weight, check_input=False) return tree def _parallel_helper(obj, methodname, *args, **kwargs): """Private helper to workaround Python 2 pickle limitations""" return getattr(obj, methodname)(*args, **kwargs) class BaseForest(six.with_metaclass(ABCMeta, BaseEnsemble, _LearntSelectorMixin)): """Base class for forests of trees. Warning: This class should not be used directly. Use derived classes instead. """ @abstractmethod def __init__(self, base_estimator, n_estimators=10, estimator_params=tuple(), bootstrap=False, oob_score=False, n_jobs=1, random_state=None, verbose=0, warm_start=False, class_weight=None): super(BaseForest, self).__init__( base_estimator=base_estimator, n_estimators=n_estimators, estimator_params=estimator_params) self.bootstrap = bootstrap self.oob_score = oob_score self.n_jobs = n_jobs self.random_state = random_state self.verbose = verbose self.warm_start = warm_start self.class_weight = class_weight def apply(self, X): """Apply trees in the forest to X, return leaf indices. Parameters ---------- X : array-like or sparse matrix, shape = [n_samples, n_features] The input samples. Internally, it will be converted to ``dtype=np.float32`` and if a sparse matrix is provided to a sparse ``csr_matrix``. Returns ------- X_leaves : array_like, shape = [n_samples, n_estimators] For each datapoint x in X and for each tree in the forest, return the index of the leaf x ends up in. """ X = self._validate_X_predict(X) results = Parallel(n_jobs=self.n_jobs, verbose=self.verbose, backend="threading")( delayed(_parallel_helper)(tree, 'apply', X, check_input=False) for tree in self.estimators_) return np.array(results).T def fit(self, X, y, sample_weight=None): """Build a forest of trees from the training set (X, y). Parameters ---------- X : array-like or sparse matrix of shape = [n_samples, n_features] The training input samples. Internally, it will be converted to ``dtype=np.float32`` and if a sparse matrix is provided to a sparse ``csc_matrix``. y : array-like, shape = [n_samples] or [n_samples, n_outputs] The target values (class labels in classification, real numbers in regression). sample_weight : array-like, shape = [n_samples] or None Sample weights. If None, then samples are equally weighted. Splits that would create child nodes with net zero or negative weight are ignored while searching for a split in each node. In the case of classification, splits are also ignored if they would result in any single class carrying a negative weight in either child node. Returns ------- self : object Returns self. """ # Validate or convert input data X = check_array(X, dtype=DTYPE, accept_sparse="csc") if issparse(X): # Pre-sort indices to avoid that each individual tree of the # ensemble sorts the indices. X.sort_indices() # Remap output n_samples, self.n_features_ = X.shape y = np.atleast_1d(y) if y.ndim == 2 and y.shape[1] == 1: warn("A column-vector y was passed when a 1d array was" " expected. Please change the shape of y to " "(n_samples,), for example using ravel().", DataConversionWarning, stacklevel=2) if y.ndim == 1: # reshape is necessary to preserve the data contiguity against vs # [:, np.newaxis] that does not. y = np.reshape(y, (-1, 1)) self.n_outputs_ = y.shape[1] y, expanded_class_weight = self._validate_y_class_weight(y) if getattr(y, "dtype", None) != DOUBLE or not y.flags.contiguous: y = np.ascontiguousarray(y, dtype=DOUBLE) if expanded_class_weight is not None: if sample_weight is not None: sample_weight = sample_weight * expanded_class_weight else: sample_weight = expanded_class_weight # Check parameters self._validate_estimator() if not self.bootstrap and self.oob_score: raise ValueError("Out of bag estimation only available" " if bootstrap=True") random_state = check_random_state(self.random_state) if not self.warm_start: # Free allocated memory, if any self.estimators_ = [] n_more_estimators = self.n_estimators - len(self.estimators_) if n_more_estimators < 0: raise ValueError('n_estimators=%d must be larger or equal to ' 'len(estimators_)=%d when warm_start==True' % (self.n_estimators, len(self.estimators_))) elif n_more_estimators == 0: warn("Warm-start fitting without increasing n_estimators does not " "fit new trees.") else: if self.warm_start and len(self.estimators_) > 0: # We draw from the random state to get the random state we # would have got if we hadn't used a warm_start. random_state.randint(MAX_INT, size=len(self.estimators_)) trees = [] for i in range(n_more_estimators): tree = self._make_estimator(append=False) tree.set_params(random_state=random_state.randint(MAX_INT)) trees.append(tree) # Parallel loop: we use the threading backend as the Cython code # for fitting the trees is internally releasing the Python GIL # making threading always more efficient than multiprocessing in # that case. trees = Parallel(n_jobs=self.n_jobs, verbose=self.verbose, backend="threading")( delayed(_parallel_build_trees)( t, self, X, y, sample_weight, i, len(trees), verbose=self.verbose, class_weight=self.class_weight) for i, t in enumerate(trees)) # Collect newly grown trees self.estimators_.extend(trees) if self.oob_score: self._set_oob_score(X, y) # Decapsulate classes_ attributes if hasattr(self, "classes_") and self.n_outputs_ == 1: self.n_classes_ = self.n_classes_[0] self.classes_ = self.classes_[0] return self @abstractmethod def _set_oob_score(self, X, y): """Calculate out of bag predictions and score.""" def _validate_y_class_weight(self, y): # Default implementation return y, None def _validate_X_predict(self, X): """Validate X whenever one tries to predict, apply, predict_proba""" if self.estimators_ is None or len(self.estimators_) == 0: raise NotFittedError("Estimator not fitted, " "call `fit` before exploiting the model.") return self.estimators_[0]._validate_X_predict(X, check_input=True) @property def feature_importances_(self): """Return the feature importances (the higher, the more important the feature). Returns ------- feature_importances_ : array, shape = [n_features] """ if self.estimators_ is None or len(self.estimators_) == 0: raise NotFittedError("Estimator not fitted, " "call `fit` before `feature_importances_`.") all_importances = Parallel(n_jobs=self.n_jobs, backend="threading")( delayed(getattr)(tree, 'feature_importances_') for tree in self.estimators_) return sum(all_importances) / len(self.estimators_) class ForestClassifier(six.with_metaclass(ABCMeta, BaseForest, ClassifierMixin)): """Base class for forest of trees-based classifiers. Warning: This class should not be used directly. Use derived classes instead. """ @abstractmethod def __init__(self, base_estimator, n_estimators=10, estimator_params=tuple(), bootstrap=False, oob_score=False, n_jobs=1, random_state=None, verbose=0, warm_start=False, class_weight=None): super(ForestClassifier, self).__init__( base_estimator, n_estimators=n_estimators, estimator_params=estimator_params, bootstrap=bootstrap, oob_score=oob_score, n_jobs=n_jobs, random_state=random_state, verbose=verbose, warm_start=warm_start, class_weight=class_weight) def _set_oob_score(self, X, y): """Compute out-of-bag score""" X = check_array(X, dtype=DTYPE, accept_sparse='csr') n_classes_ = self.n_classes_ n_samples = y.shape[0] oob_decision_function = [] oob_score = 0.0 predictions = [] for k in range(self.n_outputs_): predictions.append(np.zeros((n_samples, n_classes_[k]))) for estimator in self.estimators_: unsampled_indices = _generate_unsampled_indices( estimator.random_state, n_samples) p_estimator = estimator.predict_proba(X[unsampled_indices, :], check_input=False) if self.n_outputs_ == 1: p_estimator = [p_estimator] for k in range(self.n_outputs_): predictions[k][unsampled_indices, :] += p_estimator[k] for k in range(self.n_outputs_): if (predictions[k].sum(axis=1) == 0).any(): warn("Some inputs do not have OOB scores. " "This probably means too few trees were used " "to compute any reliable oob estimates.") decision = (predictions[k] / predictions[k].sum(axis=1)[:, np.newaxis]) oob_decision_function.append(decision) oob_score += np.mean(y[:, k] == np.argmax(predictions[k], axis=1), axis=0) if self.n_outputs_ == 1: self.oob_decision_function_ = oob_decision_function[0] else: self.oob_decision_function_ = oob_decision_function self.oob_score_ = oob_score / self.n_outputs_ def _validate_y_class_weight(self, y): y = np.copy(y) expanded_class_weight = None if self.class_weight is not None: y_original = np.copy(y) self.classes_ = [] self.n_classes_ = [] y_store_unique_indices = np.zeros(y.shape, dtype=np.int) for k in range(self.n_outputs_): classes_k, y_store_unique_indices[:, k] = np.unique(y[:, k], return_inverse=True) self.classes_.append(classes_k) self.n_classes_.append(classes_k.shape[0]) y = y_store_unique_indices if self.class_weight is not None: valid_presets = ('auto', 'balanced', 'balanced_subsample', 'subsample', 'auto') if isinstance(self.class_weight, six.string_types): if self.class_weight not in valid_presets: raise ValueError('Valid presets for class_weight include ' '"balanced" and "balanced_subsample". Given "%s".' % self.class_weight) if self.class_weight == "subsample": warn("class_weight='subsample' is deprecated and will be removed in 0.18." " It was replaced by class_weight='balanced_subsample' " "using the balanced strategy.", DeprecationWarning) if self.warm_start: warn('class_weight presets "balanced" or "balanced_subsample" are ' 'not recommended for warm_start if the fitted data ' 'differs from the full dataset. In order to use ' '"balanced" weights, use compute_class_weight("balanced", ' 'classes, y). In place of y you can use a large ' 'enough sample of the full training set target to ' 'properly estimate the class frequency ' 'distributions. Pass the resulting weights as the ' 'class_weight parameter.') if (self.class_weight not in ['subsample', 'balanced_subsample'] or not self.bootstrap): if self.class_weight == 'subsample': class_weight = 'auto' elif self.class_weight == "balanced_subsample": class_weight = "balanced" else: class_weight = self.class_weight with warnings.catch_warnings(): if class_weight == "auto": warnings.simplefilter('ignore', DeprecationWarning) expanded_class_weight = compute_sample_weight(class_weight, y_original) return y, expanded_class_weight def predict(self, X): """Predict class for X. The predicted class of an input sample is a vote by the trees in the forest, weighted by their probability estimates. That is, the predicted class is the one with highest mean probability estimate across the trees. Parameters ---------- X : array-like or sparse matrix of shape = [n_samples, n_features] The input samples. Internally, it will be converted to ``dtype=np.float32`` and if a sparse matrix is provided to a sparse ``csr_matrix``. Returns ------- y : array of shape = [n_samples] or [n_samples, n_outputs] The predicted classes. """ proba = self.predict_proba(X) if self.n_outputs_ == 1: return self.classes_.take(np.argmax(proba, axis=1), axis=0) else: n_samples = proba[0].shape[0] predictions = np.zeros((n_samples, self.n_outputs_)) for k in range(self.n_outputs_): predictions[:, k] = self.classes_[k].take(np.argmax(proba[k], axis=1), axis=0) return predictions def predict_proba(self, X): """Predict class probabilities for X. The predicted class probabilities of an input sample is computed as the mean predicted class probabilities of the trees in the forest. The class probability of a single tree is the fraction of samples of the same class in a leaf. Parameters ---------- X : array-like or sparse matrix of shape = [n_samples, n_features] The input samples. Internally, it will be converted to ``dtype=np.float32`` and if a sparse matrix is provided to a sparse ``csr_matrix``. Returns ------- p : array of shape = [n_samples, n_classes], or a list of n_outputs such arrays if n_outputs > 1. The class probabilities of the input samples. The order of the classes corresponds to that in the attribute `classes_`. """ # Check data X = self._validate_X_predict(X) # Assign chunk of trees to jobs n_jobs, _, _ = _partition_estimators(self.n_estimators, self.n_jobs) # Parallel loop all_proba = Parallel(n_jobs=n_jobs, verbose=self.verbose, backend="threading")( delayed(_parallel_helper)(e, 'predict_proba', X, check_input=False) for e in self.estimators_) # Reduce proba = all_proba[0] if self.n_outputs_ == 1: for j in range(1, len(all_proba)): proba += all_proba[j] proba /= len(self.estimators_) else: for j in range(1, len(all_proba)): for k in range(self.n_outputs_): proba[k] += all_proba[j][k] for k in range(self.n_outputs_): proba[k] /= self.n_estimators return proba def predict_log_proba(self, X): """Predict class log-probabilities for X. The predicted class log-probabilities of an input sample is computed as the log of the mean predicted class probabilities of the trees in the forest. Parameters ---------- X : array-like or sparse matrix of shape = [n_samples, n_features] The input samples. Internally, it will be converted to ``dtype=np.float32`` and if a sparse matrix is provided to a sparse ``csr_matrix``. Returns ------- p : array of shape = [n_samples, n_classes], or a list of n_outputs such arrays if n_outputs > 1. The class probabilities of the input samples. The order of the classes corresponds to that in the attribute `classes_`. """ proba = self.predict_proba(X) if self.n_outputs_ == 1: return np.log(proba) else: for k in range(self.n_outputs_): proba[k] = np.log(proba[k]) return proba class ForestRegressor(six.with_metaclass(ABCMeta, BaseForest, RegressorMixin)): """Base class for forest of trees-based regressors. Warning: This class should not be used directly. Use derived classes instead. """ @abstractmethod def __init__(self, base_estimator, n_estimators=10, estimator_params=tuple(), bootstrap=False, oob_score=False, n_jobs=1, random_state=None, verbose=0, warm_start=False): super(ForestRegressor, self).__init__( base_estimator, n_estimators=n_estimators, estimator_params=estimator_params, bootstrap=bootstrap, oob_score=oob_score, n_jobs=n_jobs, random_state=random_state, verbose=verbose, warm_start=warm_start) def predict(self, X): """Predict regression target for X. The predicted regression target of an input sample is computed as the mean predicted regression targets of the trees in the forest. Parameters ---------- X : array-like or sparse matrix of shape = [n_samples, n_features] The input samples. Internally, it will be converted to ``dtype=np.float32`` and if a sparse matrix is provided to a sparse ``csr_matrix``. Returns ------- y : array of shape = [n_samples] or [n_samples, n_outputs] The predicted values. """ # Check data X = self._validate_X_predict(X) # Assign chunk of trees to jobs n_jobs, _, _ = _partition_estimators(self.n_estimators, self.n_jobs) # Parallel loop all_y_hat = Parallel(n_jobs=n_jobs, verbose=self.verbose, backend="threading")( delayed(_parallel_helper)(e, 'predict', X, check_input=False) for e in self.estimators_) # Reduce y_hat = sum(all_y_hat) / len(self.estimators_) return y_hat def _set_oob_score(self, X, y): """Compute out-of-bag scores""" X = check_array(X, dtype=DTYPE, accept_sparse='csr') n_samples = y.shape[0] predictions = np.zeros((n_samples, self.n_outputs_)) n_predictions = np.zeros((n_samples, self.n_outputs_)) for estimator in self.estimators_: unsampled_indices = _generate_unsampled_indices( estimator.random_state, n_samples) p_estimator = estimator.predict( X[unsampled_indices, :], check_input=False) if self.n_outputs_ == 1: p_estimator = p_estimator[:, np.newaxis] predictions[unsampled_indices, :] += p_estimator n_predictions[unsampled_indices, :] += 1 if (n_predictions == 0).any(): warn("Some inputs do not have OOB scores. " "This probably means too few trees were used " "to compute any reliable oob estimates.") n_predictions[n_predictions == 0] = 1 predictions /= n_predictions self.oob_prediction_ = predictions if self.n_outputs_ == 1: self.oob_prediction_ = \ self.oob_prediction_.reshape((n_samples, )) self.oob_score_ = 0.0 for k in range(self.n_outputs_): self.oob_score_ += r2_score(y[:, k], predictions[:, k]) self.oob_score_ /= self.n_outputs_ class RandomForestClassifier(ForestClassifier): """A random forest classifier. A random forest is a meta estimator that fits a number of decision tree classifiers on various sub-samples of the dataset and use averaging to improve the predictive accuracy and control over-fitting. The sub-sample size is always the same as the original input sample size but the samples are drawn with replacement if `bootstrap=True` (default). Read more in the :ref:`User Guide <forest>`. Parameters ---------- n_estimators : integer, optional (default=10) The number of trees in the forest. criterion : string, optional (default="gini") The function to measure the quality of a split. Supported criteria are "gini" for the Gini impurity and "entropy" for the information gain. Note: this parameter is tree-specific. max_features : int, float, string or None, optional (default="auto") The number of features to consider when looking for the best split: - If int, then consider `max_features` features at each split. - If float, then `max_features` is a percentage and `int(max_features * n_features)` features are considered at each split. - If "auto", then `max_features=sqrt(n_features)`. - If "sqrt", then `max_features=sqrt(n_features)` (same as "auto"). - If "log2", then `max_features=log2(n_features)`. - If None, then `max_features=n_features`. Note: the search for a split does not stop until at least one valid partition of the node samples is found, even if it requires to effectively inspect more than ``max_features`` features. Note: this parameter is tree-specific. max_depth : integer or None, optional (default=None) The maximum depth of the tree. If None, then nodes are expanded until all leaves are pure or until all leaves contain less than min_samples_split samples. Ignored if ``max_leaf_nodes`` is not None. Note: this parameter is tree-specific. min_samples_split : integer, optional (default=2) The minimum number of samples required to split an internal node. Note: this parameter is tree-specific. min_samples_leaf : integer, optional (default=1) The minimum number of samples in newly created leaves. A split is discarded if after the split, one of the leaves would contain less then ``min_samples_leaf`` samples. Note: this parameter is tree-specific. min_weight_fraction_leaf : float, optional (default=0.) The minimum weighted fraction of the input samples required to be at a leaf node. Note: this parameter is tree-specific. max_leaf_nodes : int or None, optional (default=None) Grow trees with ``max_leaf_nodes`` in best-first fashion. Best nodes are defined as relative reduction in impurity. If None then unlimited number of leaf nodes. If not None then ``max_depth`` will be ignored. Note: this parameter is tree-specific. bootstrap : boolean, optional (default=True) Whether bootstrap samples are used when building trees. oob_score : bool Whether to use out-of-bag samples to estimate the generalization error. n_jobs : integer, optional (default=1) The number of jobs to run in parallel for both `fit` and `predict`. If -1, then the number of jobs is set to the number of cores. 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`. verbose : int, optional (default=0) Controls the verbosity of the tree building process. warm_start : bool, optional (default=False) When set to ``True``, reuse the solution of the previous call to fit and add more estimators to the ensemble, otherwise, just fit a whole new forest. class_weight : dict, list of dicts, "balanced", "balanced_subsample" or None, optional Weights associated with classes in the form ``{class_label: weight}``. If not given, all classes are supposed to have weight one. For multi-output problems, a list of dicts can be provided in the same order as the columns of y. 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))`` The "balanced_subsample" mode is the same as "balanced" except that weights are computed based on the bootstrap sample for every tree grown. For multi-output, the weights of each column of y will be multiplied. Note that these weights will be multiplied with sample_weight (passed through the fit method) if sample_weight is specified. Attributes ---------- estimators_ : list of DecisionTreeClassifier The collection of fitted sub-estimators. classes_ : array of shape = [n_classes] or a list of such arrays The classes labels (single output problem), or a list of arrays of class labels (multi-output problem). n_classes_ : int or list The number of classes (single output problem), or a list containing the number of classes for each output (multi-output problem). n_features_ : int The number of features when ``fit`` is performed. n_outputs_ : int The number of outputs when ``fit`` is performed. feature_importances_ : array of shape = [n_features] The feature importances (the higher, the more important the feature). oob_score_ : float Score of the training dataset obtained using an out-of-bag estimate. oob_decision_function_ : array of shape = [n_samples, n_classes] Decision function computed with out-of-bag estimate on the training set. If n_estimators is small it might be possible that a data point was never left out during the bootstrap. In this case, `oob_decision_function_` might contain NaN. References ---------- .. [1] L. Breiman, "Random Forests", Machine Learning, 45(1), 5-32, 2001. See also -------- DecisionTreeClassifier, ExtraTreesClassifier """ def __init__(self, n_estimators=10, criterion="gini", max_depth=None, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0., max_features="auto", max_leaf_nodes=None, bootstrap=True, oob_score=False, n_jobs=1, random_state=None, verbose=0, warm_start=False, class_weight=None): super(RandomForestClassifier, self).__init__( base_estimator=DecisionTreeClassifier(), n_estimators=n_estimators, estimator_params=("criterion", "max_depth", "min_samples_split", "min_samples_leaf", "min_weight_fraction_leaf", "max_features", "max_leaf_nodes", "random_state"), bootstrap=bootstrap, oob_score=oob_score, n_jobs=n_jobs, random_state=random_state, verbose=verbose, warm_start=warm_start, class_weight=class_weight) self.criterion = criterion self.max_depth = max_depth self.min_samples_split = min_samples_split self.min_samples_leaf = min_samples_leaf self.min_weight_fraction_leaf = min_weight_fraction_leaf self.max_features = max_features self.max_leaf_nodes = max_leaf_nodes class RandomForestRegressor(ForestRegressor): """A random forest regressor. A random forest is a meta estimator that fits a number of classifying decision trees on various sub-samples of the dataset and use averaging to improve the predictive accuracy and control over-fitting. The sub-sample size is always the same as the original input sample size but the samples are drawn with replacement if `bootstrap=True` (default). Read more in the :ref:`User Guide <forest>`. Parameters ---------- n_estimators : integer, optional (default=10) The number of trees in the forest. criterion : string, optional (default="mse") The function to measure the quality of a split. The only supported criterion is "mse" for the mean squared error. Note: this parameter is tree-specific. max_features : int, float, string or None, optional (default="auto") The number of features to consider when looking for the best split: - If int, then consider `max_features` features at each split. - If float, then `max_features` is a percentage and `int(max_features * n_features)` features are considered at each split. - If "auto", then `max_features=n_features`. - If "sqrt", then `max_features=sqrt(n_features)`. - If "log2", then `max_features=log2(n_features)`. - If None, then `max_features=n_features`. Note: the search for a split does not stop until at least one valid partition of the node samples is found, even if it requires to effectively inspect more than ``max_features`` features. Note: this parameter is tree-specific. max_depth : integer or None, optional (default=None) The maximum depth of the tree. If None, then nodes are expanded until all leaves are pure or until all leaves contain less than min_samples_split samples. Ignored if ``max_leaf_nodes`` is not None. Note: this parameter is tree-specific. min_samples_split : integer, optional (default=2) The minimum number of samples required to split an internal node. Note: this parameter is tree-specific. min_samples_leaf : integer, optional (default=1) The minimum number of samples in newly created leaves. A split is discarded if after the split, one of the leaves would contain less then ``min_samples_leaf`` samples. Note: this parameter is tree-specific. min_weight_fraction_leaf : float, optional (default=0.) The minimum weighted fraction of the input samples required to be at a leaf node. Note: this parameter is tree-specific. max_leaf_nodes : int or None, optional (default=None) Grow trees with ``max_leaf_nodes`` in best-first fashion. Best nodes are defined as relative reduction in impurity. If None then unlimited number of leaf nodes. If not None then ``max_depth`` will be ignored. Note: this parameter is tree-specific. bootstrap : boolean, optional (default=True) Whether bootstrap samples are used when building trees. oob_score : bool whether to use out-of-bag samples to estimate the generalization error. n_jobs : integer, optional (default=1) The number of jobs to run in parallel for both `fit` and `predict`. If -1, then the number of jobs is set to the number of cores. 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`. verbose : int, optional (default=0) Controls the verbosity of the tree building process. warm_start : bool, optional (default=False) When set to ``True``, reuse the solution of the previous call to fit and add more estimators to the ensemble, otherwise, just fit a whole new forest. Attributes ---------- estimators_ : list of DecisionTreeRegressor The collection of fitted sub-estimators. feature_importances_ : array of shape = [n_features] The feature importances (the higher, the more important the feature). n_features_ : int The number of features when ``fit`` is performed. n_outputs_ : int The number of outputs when ``fit`` is performed. oob_score_ : float Score of the training dataset obtained using an out-of-bag estimate. oob_prediction_ : array of shape = [n_samples] Prediction computed with out-of-bag estimate on the training set. References ---------- .. [1] L. Breiman, "Random Forests", Machine Learning, 45(1), 5-32, 2001. See also -------- DecisionTreeRegressor, ExtraTreesRegressor """ def __init__(self, n_estimators=10, criterion="mse", max_depth=None, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0., max_features="auto", max_leaf_nodes=None, bootstrap=True, oob_score=False, n_jobs=1, random_state=None, verbose=0, warm_start=False): super(RandomForestRegressor, self).__init__( base_estimator=DecisionTreeRegressor(), n_estimators=n_estimators, estimator_params=("criterion", "max_depth", "min_samples_split", "min_samples_leaf", "min_weight_fraction_leaf", "max_features", "max_leaf_nodes", "random_state"), bootstrap=bootstrap, oob_score=oob_score, n_jobs=n_jobs, random_state=random_state, verbose=verbose, warm_start=warm_start) self.criterion = criterion self.max_depth = max_depth self.min_samples_split = min_samples_split self.min_samples_leaf = min_samples_leaf self.min_weight_fraction_leaf = min_weight_fraction_leaf self.max_features = max_features self.max_leaf_nodes = max_leaf_nodes class ExtraTreesClassifier(ForestClassifier): """An extra-trees classifier. This class implements a meta estimator that fits a number of randomized decision trees (a.k.a. extra-trees) on various sub-samples of the dataset and use averaging to improve the predictive accuracy and control over-fitting. Read more in the :ref:`User Guide <forest>`. Parameters ---------- n_estimators : integer, optional (default=10) The number of trees in the forest. criterion : string, optional (default="gini") The function to measure the quality of a split. Supported criteria are "gini" for the Gini impurity and "entropy" for the information gain. Note: this parameter is tree-specific. max_features : int, float, string or None, optional (default="auto") The number of features to consider when looking for the best split: - If int, then consider `max_features` features at each split. - If float, then `max_features` is a percentage and `int(max_features * n_features)` features are considered at each split. - If "auto", then `max_features=sqrt(n_features)`. - If "sqrt", then `max_features=sqrt(n_features)`. - If "log2", then `max_features=log2(n_features)`. - If None, then `max_features=n_features`. Note: the search for a split does not stop until at least one valid partition of the node samples is found, even if it requires to effectively inspect more than ``max_features`` features. Note: this parameter is tree-specific. max_depth : integer or None, optional (default=None) The maximum depth of the tree. If None, then nodes are expanded until all leaves are pure or until all leaves contain less than min_samples_split samples. Ignored if ``max_leaf_nodes`` is not None. Note: this parameter is tree-specific. min_samples_split : integer, optional (default=2) The minimum number of samples required to split an internal node. Note: this parameter is tree-specific. min_samples_leaf : integer, optional (default=1) The minimum number of samples in newly created leaves. A split is discarded if after the split, one of the leaves would contain less then ``min_samples_leaf`` samples. Note: this parameter is tree-specific. min_weight_fraction_leaf : float, optional (default=0.) The minimum weighted fraction of the input samples required to be at a leaf node. Note: this parameter is tree-specific. max_leaf_nodes : int or None, optional (default=None) Grow trees with ``max_leaf_nodes`` in best-first fashion. Best nodes are defined as relative reduction in impurity. If None then unlimited number of leaf nodes. If not None then ``max_depth`` will be ignored. Note: this parameter is tree-specific. bootstrap : boolean, optional (default=False) Whether bootstrap samples are used when building trees. oob_score : bool Whether to use out-of-bag samples to estimate the generalization error. n_jobs : integer, optional (default=1) The number of jobs to run in parallel for both `fit` and `predict`. If -1, then the number of jobs is set to the number of cores. 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`. verbose : int, optional (default=0) Controls the verbosity of the tree building process. warm_start : bool, optional (default=False) When set to ``True``, reuse the solution of the previous call to fit and add more estimators to the ensemble, otherwise, just fit a whole new forest. class_weight : dict, list of dicts, "balanced", "balanced_subsample" or None, optional Weights associated with classes in the form ``{class_label: weight}``. If not given, all classes are supposed to have weight one. For multi-output problems, a list of dicts can be provided in the same order as the columns of y. 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))`` The "balanced_subsample" mode is the same as "balanced" except that weights are computed based on the bootstrap sample for every tree grown. For multi-output, the weights of each column of y will be multiplied. Note that these weights will be multiplied with sample_weight (passed through the fit method) if sample_weight is specified. Attributes ---------- estimators_ : list of DecisionTreeClassifier The collection of fitted sub-estimators. classes_ : array of shape = [n_classes] or a list of such arrays The classes labels (single output problem), or a list of arrays of class labels (multi-output problem). n_classes_ : int or list The number of classes (single output problem), or a list containing the number of classes for each output (multi-output problem). feature_importances_ : array of shape = [n_features] The feature importances (the higher, the more important the feature). n_features_ : int The number of features when ``fit`` is performed. n_outputs_ : int The number of outputs when ``fit`` is performed. oob_score_ : float Score of the training dataset obtained using an out-of-bag estimate. oob_decision_function_ : array of shape = [n_samples, n_classes] Decision function computed with out-of-bag estimate on the training set. If n_estimators is small it might be possible that a data point was never left out during the bootstrap. In this case, `oob_decision_function_` might contain NaN. References ---------- .. [1] P. Geurts, D. Ernst., and L. Wehenkel, "Extremely randomized trees", Machine Learning, 63(1), 3-42, 2006. See also -------- sklearn.tree.ExtraTreeClassifier : Base classifier for this ensemble. RandomForestClassifier : Ensemble Classifier based on trees with optimal splits. """ def __init__(self, n_estimators=10, criterion="gini", max_depth=None, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0., max_features="auto", max_leaf_nodes=None, bootstrap=False, oob_score=False, n_jobs=1, random_state=None, verbose=0, warm_start=False, class_weight=None): super(ExtraTreesClassifier, self).__init__( base_estimator=ExtraTreeClassifier(), n_estimators=n_estimators, estimator_params=("criterion", "max_depth", "min_samples_split", "min_samples_leaf", "min_weight_fraction_leaf", "max_features", "max_leaf_nodes", "random_state"), bootstrap=bootstrap, oob_score=oob_score, n_jobs=n_jobs, random_state=random_state, verbose=verbose, warm_start=warm_start, class_weight=class_weight) self.criterion = criterion self.max_depth = max_depth self.min_samples_split = min_samples_split self.min_samples_leaf = min_samples_leaf self.min_weight_fraction_leaf = min_weight_fraction_leaf self.max_features = max_features self.max_leaf_nodes = max_leaf_nodes class ExtraTreesRegressor(ForestRegressor): """An extra-trees regressor. This class implements a meta estimator that fits a number of randomized decision trees (a.k.a. extra-trees) on various sub-samples of the dataset and use averaging to improve the predictive accuracy and control over-fitting. Read more in the :ref:`User Guide <forest>`. Parameters ---------- n_estimators : integer, optional (default=10) The number of trees in the forest. criterion : string, optional (default="mse") The function to measure the quality of a split. The only supported criterion is "mse" for the mean squared error. Note: this parameter is tree-specific. max_features : int, float, string or None, optional (default="auto") The number of features to consider when looking for the best split: - If int, then consider `max_features` features at each split. - If float, then `max_features` is a percentage and `int(max_features * n_features)` features are considered at each split. - If "auto", then `max_features=n_features`. - If "sqrt", then `max_features=sqrt(n_features)`. - If "log2", then `max_features=log2(n_features)`. - If None, then `max_features=n_features`. Note: the search for a split does not stop until at least one valid partition of the node samples is found, even if it requires to effectively inspect more than ``max_features`` features. Note: this parameter is tree-specific. max_depth : integer or None, optional (default=None) The maximum depth of the tree. If None, then nodes are expanded until all leaves are pure or until all leaves contain less than min_samples_split samples. Ignored if ``max_leaf_nodes`` is not None. Note: this parameter is tree-specific. min_samples_split : integer, optional (default=2) The minimum number of samples required to split an internal node. Note: this parameter is tree-specific. min_samples_leaf : integer, optional (default=1) The minimum number of samples in newly created leaves. A split is discarded if after the split, one of the leaves would contain less then ``min_samples_leaf`` samples. Note: this parameter is tree-specific. min_weight_fraction_leaf : float, optional (default=0.) The minimum weighted fraction of the input samples required to be at a leaf node. Note: this parameter is tree-specific. max_leaf_nodes : int or None, optional (default=None) Grow trees with ``max_leaf_nodes`` in best-first fashion. Best nodes are defined as relative reduction in impurity. If None then unlimited number of leaf nodes. If not None then ``max_depth`` will be ignored. Note: this parameter is tree-specific. bootstrap : boolean, optional (default=False) Whether bootstrap samples are used when building trees. Note: this parameter is tree-specific. oob_score : bool Whether to use out-of-bag samples to estimate the generalization error. n_jobs : integer, optional (default=1) The number of jobs to run in parallel for both `fit` and `predict`. If -1, then the number of jobs is set to the number of cores. 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`. verbose : int, optional (default=0) Controls the verbosity of the tree building process. warm_start : bool, optional (default=False) When set to ``True``, reuse the solution of the previous call to fit and add more estimators to the ensemble, otherwise, just fit a whole new forest. Attributes ---------- estimators_ : list of DecisionTreeRegressor The collection of fitted sub-estimators. feature_importances_ : array of shape = [n_features] The feature importances (the higher, the more important the feature). n_features_ : int The number of features. n_outputs_ : int The number of outputs. oob_score_ : float Score of the training dataset obtained using an out-of-bag estimate. oob_prediction_ : array of shape = [n_samples] Prediction computed with out-of-bag estimate on the training set. References ---------- .. [1] P. Geurts, D. Ernst., and L. Wehenkel, "Extremely randomized trees", Machine Learning, 63(1), 3-42, 2006. See also -------- sklearn.tree.ExtraTreeRegressor: Base estimator for this ensemble. RandomForestRegressor: Ensemble regressor using trees with optimal splits. """ def __init__(self, n_estimators=10, criterion="mse", max_depth=None, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0., max_features="auto", max_leaf_nodes=None, bootstrap=False, oob_score=False, n_jobs=1, random_state=None, verbose=0, warm_start=False): super(ExtraTreesRegressor, self).__init__( base_estimator=ExtraTreeRegressor(), n_estimators=n_estimators, estimator_params=("criterion", "max_depth", "min_samples_split", "min_samples_leaf", "min_weight_fraction_leaf", "max_features", "max_leaf_nodes", "random_state"), bootstrap=bootstrap, oob_score=oob_score, n_jobs=n_jobs, random_state=random_state, verbose=verbose, warm_start=warm_start) self.criterion = criterion self.max_depth = max_depth self.min_samples_split = min_samples_split self.min_samples_leaf = min_samples_leaf self.min_weight_fraction_leaf = min_weight_fraction_leaf self.max_features = max_features self.max_leaf_nodes = max_leaf_nodes class RandomTreesEmbedding(BaseForest): """An ensemble of totally random trees. An unsupervised transformation of a dataset to a high-dimensional sparse representation. A datapoint is coded according to which leaf of each tree it is sorted into. Using a one-hot encoding of the leaves, this leads to a binary coding with as many ones as there are trees in the forest. The dimensionality of the resulting representation is ``n_out <= n_estimators * max_leaf_nodes``. If ``max_leaf_nodes == None``, the number of leaf nodes is at most ``n_estimators * 2 ** max_depth``. Read more in the :ref:`User Guide <random_trees_embedding>`. Parameters ---------- n_estimators : int Number of trees in the forest. max_depth : int The maximum depth of each tree. If None, then nodes are expanded until all leaves are pure or until all leaves contain less than min_samples_split samples. Ignored if ``max_leaf_nodes`` is not None. min_samples_split : integer, optional (default=2) The minimum number of samples required to split an internal node. min_samples_leaf : integer, optional (default=1) The minimum number of samples in newly created leaves. A split is discarded if after the split, one of the leaves would contain less then ``min_samples_leaf`` samples. min_weight_fraction_leaf : float, optional (default=0.) The minimum weighted fraction of the input samples required to be at a leaf node. max_leaf_nodes : int or None, optional (default=None) Grow trees with ``max_leaf_nodes`` in best-first fashion. Best nodes are defined as relative reduction in impurity. If None then unlimited number of leaf nodes. If not None then ``max_depth`` will be ignored. sparse_output : bool, optional (default=True) Whether or not to return a sparse CSR matrix, as default behavior, or to return a dense array compatible with dense pipeline operators. n_jobs : integer, optional (default=1) The number of jobs to run in parallel for both `fit` and `predict`. If -1, then the number of jobs is set to the number of cores. 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`. verbose : int, optional (default=0) Controls the verbosity of the tree building process. warm_start : bool, optional (default=False) When set to ``True``, reuse the solution of the previous call to fit and add more estimators to the ensemble, otherwise, just fit a whole new forest. Attributes ---------- estimators_ : list of DecisionTreeClassifier The collection of fitted sub-estimators. References ---------- .. [1] P. Geurts, D. Ernst., and L. Wehenkel, "Extremely randomized trees", Machine Learning, 63(1), 3-42, 2006. .. [2] Moosmann, F. and Triggs, B. and Jurie, F. "Fast discriminative visual codebooks using randomized clustering forests" NIPS 2007 """ def __init__(self, n_estimators=10, max_depth=5, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0., max_leaf_nodes=None, sparse_output=True, n_jobs=1, random_state=None, verbose=0, warm_start=False): super(RandomTreesEmbedding, self).__init__( base_estimator=ExtraTreeRegressor(), n_estimators=n_estimators, estimator_params=("criterion", "max_depth", "min_samples_split", "min_samples_leaf", "min_weight_fraction_leaf", "max_features", "max_leaf_nodes", "random_state"), bootstrap=False, oob_score=False, n_jobs=n_jobs, random_state=random_state, verbose=verbose, warm_start=warm_start) self.criterion = 'mse' self.max_depth = max_depth self.min_samples_split = min_samples_split self.min_samples_leaf = min_samples_leaf self.min_weight_fraction_leaf = min_weight_fraction_leaf self.max_features = 1 self.max_leaf_nodes = max_leaf_nodes self.sparse_output = sparse_output def _set_oob_score(self, X, y): raise NotImplementedError("OOB score not supported by tree embedding") def fit(self, X, y=None, sample_weight=None): """Fit estimator. Parameters ---------- X : array-like or sparse matrix, shape=(n_samples, n_features) The input samples. Use ``dtype=np.float32`` for maximum efficiency. Sparse matrices are also supported, use sparse ``csc_matrix`` for maximum efficiency. Returns ------- self : object Returns self. """ self.fit_transform(X, y, sample_weight=sample_weight) return self def fit_transform(self, X, y=None, sample_weight=None): """Fit estimator and transform dataset. Parameters ---------- X : array-like or sparse matrix, shape=(n_samples, n_features) Input data used to build forests. Use ``dtype=np.float32`` for maximum efficiency. Returns ------- X_transformed : sparse matrix, shape=(n_samples, n_out) Transformed dataset. """ # ensure_2d=False because there are actually unit test checking we fail # for 1d. X = check_array(X, accept_sparse=['csc'], ensure_2d=False) if issparse(X): # Pre-sort indices to avoid that each individual tree of the # ensemble sorts the indices. X.sort_indices() rnd = check_random_state(self.random_state) y = rnd.uniform(size=X.shape[0]) super(RandomTreesEmbedding, self).fit(X, y, sample_weight=sample_weight) self.one_hot_encoder_ = OneHotEncoder(sparse=self.sparse_output) return self.one_hot_encoder_.fit_transform(self.apply(X)) def transform(self, X): """Transform dataset. Parameters ---------- X : array-like or sparse matrix, shape=(n_samples, n_features) Input data to be transformed. Use ``dtype=np.float32`` for maximum efficiency. Sparse matrices are also supported, use sparse ``csr_matrix`` for maximum efficiency. Returns ------- X_transformed : sparse matrix, shape=(n_samples, n_out) Transformed dataset. """ return self.one_hot_encoder_.transform(self.apply(X))
bsd-3-clause
etamponi/resilient-protocol
resilient/ensemble.py
1
6786
import hashlib import numpy from sklearn.base import BaseEstimator, ClassifierMixin, clone from sklearn.tree.tree import DecisionTreeClassifier from sklearn.utils.fixes import unique from sklearn import preprocessing from sklearn.utils.random import check_random_state from resilient.logger import Logger from resilient.selection_strategies import SelectBestPercent from resilient.train_set_generators import RandomCentroidPDFTrainSetGenerator from resilient.weighting_strategies import CentroidBasedWeightingStrategy __author__ = 'Emanuele Tamponi <emanuele.tamponi@diee.unica.it>' MAX_INT = numpy.iinfo(numpy.int32).max class TrainingStrategy(BaseEstimator): def __init__(self, base_estimator=DecisionTreeClassifier(max_features='auto'), train_set_generator=RandomCentroidPDFTrainSetGenerator(), random_sample=None): self.base_estimator = base_estimator self.train_set_generator = train_set_generator self.random_sample = random_sample def train_estimators(self, n, inp, y, weighting_strategy, random_state): classifiers = [] weight_generator = self.train_set_generator.get_sample_weights( n, inp, y, random_state ) for i, weights in enumerate(weight_generator): if self.random_sample is not None: ix = random_state.choice( len(y), size=int(self.random_sample*len(y)), p=weights, replace=True ) weights = numpy.bincount(ix, minlength=len(y)) s = weights.sum() weights = numpy.array([float(w) / s for w in weights]) Logger.get().write("!Training estimator:", (i+1)) est = self._make_estimator(inp, y, weights, random_state) weighting_strategy.add_estimator(est, inp, y, weights) classifiers.append(est) return classifiers def _make_estimator(self, inp, y, sample_weights, random_state): seed = random_state.randint(MAX_INT) est = clone(self.base_estimator) est.set_params(random_state=check_random_state(seed)) est.fit(inp, y, sample_weight=sample_weights) return est class ResilientEnsemble(BaseEstimator, ClassifierMixin): def __init__(self, pipeline=None, n_estimators=10, training_strategy=TrainingStrategy(), weighting_strategy=CentroidBasedWeightingStrategy(), selection_strategy=SelectBestPercent(), multiply_by_weight=False, use_prob=True, random_state=None): self.pipeline = pipeline self.n_estimators = n_estimators self.training_strategy = training_strategy self.weighting_strategy = weighting_strategy self.selection_strategy = selection_strategy self.multiply_by_weight = multiply_by_weight self.use_prob = use_prob self.random_state = random_state # Training time attributes self.classes_ = None self.n_classes_ = None self.classifiers_ = None self.precomputed_probs_ = None self.precomputed_weights_ = None self.random_state_ = None def fit(self, inp, y): self.precomputed_probs_ = None self.precomputed_weights_ = None self.classes_, y = unique(y, return_inverse=True) self.n_classes_ = len(self.classes_) self.random_state_ = check_random_state(self.random_state) if self.pipeline is not None: inp = self.pipeline.fit_transform(inp) self.weighting_strategy.prepare(inp, y) self.classifiers_ = self.training_strategy.train_estimators( self.n_estimators, inp, y, self.weighting_strategy, self.random_state_ ) # Reset it to null because the previous line uses self.predict self.precomputed_probs_ = None self.precomputed_weights_ = None return self def predict_proba(self, inp): # inp is array-like, (N, D), one instance per row # output is array-like, (N, n_classes_), each row sums to one if self.precomputed_probs_ is None: self._precompute(inp) prob = numpy.zeros((len(inp), self.n_classes_)) for i in range(len(inp)): active_indices = self.selection_strategy.get_indices( self.precomputed_weights_[i], self.random_state_ ) prob[i] = self.precomputed_probs_[i][active_indices].sum(axis=0) preprocessing.normalize(prob, norm='l1', copy=False) return prob def predict(self, inp): # inp is array-like, (N, D), one instance per row # output is array-like, N, one label per instance if self.pipeline is not None: inp = self.pipeline.transform(inp) p = self.predict_proba(inp) return self.classes_[numpy.argmax(p, axis=1)] def _precompute(self, inp): self.precomputed_probs_ = numpy.zeros( (len(inp), len(self.classifiers_), self.n_classes_) ) self.precomputed_weights_ = numpy.zeros( (len(inp), len(self.classifiers_)) ) for i, x in enumerate(inp): Logger.get().write( "!Computing", len(inp), "probabilities and weights:", (i+1) ) for j, cls in enumerate(self.classifiers_): prob = cls.predict_proba(x)[0] if not self.use_prob: max_index = prob.argmax() prob = numpy.zeros_like(prob) prob[max_index] = 1 self.precomputed_probs_[i][j] = prob self.precomputed_weights_[i] = ( self.weighting_strategy.weight_estimators(x) ) if self.multiply_by_weight: for j in range(len(self.classifiers_)): self.precomputed_probs_[i][j] *= ( self.precomputed_weights_[i][j] ) def get_directory(self): current_state = self.random_state current_selection = self.selection_strategy self.random_state = None self.selection_strategy = None filename = hashlib.md5(str(self)).hexdigest() self.random_state = current_state self.selection_strategy = current_selection return filename def get_filename(self): return self.get_directory() + "/ensemble" def __eq__(self, other): return isinstance(other, ResilientEnsemble) and ( self.get_directory() == other.get_directory() ) def __hash__(self): return hash(self.get_directory())
gpl-2.0
mudbungie/NetExplorer
env/lib/python3.4/site-packages/networkx/tests/test_convert_pandas.py
43
2177
from nose import SkipTest from nose.tools import assert_true import networkx as nx class TestConvertPandas(object): numpy=1 # nosetests attribute, use nosetests -a 'not numpy' to skip test @classmethod def setupClass(cls): try: import pandas as pd except ImportError: raise SkipTest('Pandas not available.') def __init__(self, ): global pd import pandas as pd self.r = pd.np.random.RandomState(seed=5) ints = self.r.random_integers(1, 10, size=(3,2)) a = ['A', 'B', 'C'] b = ['D', 'A', 'E'] df = pd.DataFrame(ints, columns=['weight', 'cost']) df[0] = a # Column label 0 (int) df['b'] = b # Column label 'b' (str) self.df = df def assert_equal(self, G1, G2): assert_true( nx.is_isomorphic(G1, G2, edge_match=lambda x, y: x == y )) def test_from_dataframe_all_attr(self, ): Gtrue = nx.Graph([('E', 'C', {'cost': 9, 'weight': 10}), ('B', 'A', {'cost': 1, 'weight': 7}), ('A', 'D', {'cost': 7, 'weight': 4})]) G=nx.from_pandas_dataframe(self.df, 0, 'b', True) self.assert_equal(G, Gtrue) def test_from_dataframe_multi_attr(self, ): Gtrue = nx.Graph([('E', 'C', {'cost': 9, 'weight': 10}), ('B', 'A', {'cost': 1, 'weight': 7}), ('A', 'D', {'cost': 7, 'weight': 4})]) G=nx.from_pandas_dataframe(self.df, 0, 'b', ['weight', 'cost']) self.assert_equal(G, Gtrue) def test_from_dataframe_one_attr(self, ): Gtrue = nx.Graph([('E', 'C', {'weight': 10}), ('B', 'A', {'weight': 7}), ('A', 'D', {'weight': 4})]) G=nx.from_pandas_dataframe(self.df, 0, 'b', 'weight') self.assert_equal(G, Gtrue) def test_from_dataframe_no_attr(self, ): Gtrue = nx.Graph([('E', 'C', {}), ('B', 'A', {}), ('A', 'D', {})]) G=nx.from_pandas_dataframe(self.df, 0, 'b',) self.assert_equal(G, Gtrue)
mit
aminert/scikit-learn
sklearn/feature_selection/__init__.py
244
1088
""" The :mod:`sklearn.feature_selection` module implements feature selection algorithms. It currently includes univariate filter selection methods and the recursive feature elimination algorithm. """ from .univariate_selection import chi2 from .univariate_selection import f_classif from .univariate_selection import f_oneway from .univariate_selection import f_regression from .univariate_selection import SelectPercentile from .univariate_selection import SelectKBest from .univariate_selection import SelectFpr from .univariate_selection import SelectFdr from .univariate_selection import SelectFwe from .univariate_selection import GenericUnivariateSelect from .variance_threshold import VarianceThreshold from .rfe import RFE from .rfe import RFECV __all__ = ['GenericUnivariateSelect', 'RFE', 'RFECV', 'SelectFdr', 'SelectFpr', 'SelectFwe', 'SelectKBest', 'SelectPercentile', 'VarianceThreshold', 'chi2', 'f_classif', 'f_oneway', 'f_regression']
bsd-3-clause
pkruskal/scikit-learn
sklearn/covariance/graph_lasso_.py
127
25626
"""GraphLasso: sparse inverse covariance estimation with an l1-penalized estimator. """ # Author: Gael Varoquaux <gael.varoquaux@normalesup.org> # License: BSD 3 clause # Copyright: INRIA import warnings import operator import sys import time import numpy as np from scipy import linalg from .empirical_covariance_ import (empirical_covariance, EmpiricalCovariance, log_likelihood) from ..utils import ConvergenceWarning from ..utils.extmath import pinvh from ..utils.validation import check_random_state, check_array from ..linear_model import lars_path from ..linear_model import cd_fast from ..cross_validation import check_cv, cross_val_score from ..externals.joblib import Parallel, delayed import collections # Helper functions to compute the objective and dual objective functions # of the l1-penalized estimator def _objective(mle, precision_, alpha): """Evaluation of the graph-lasso objective function the objective function is made of a shifted scaled version of the normalized log-likelihood (i.e. its empirical mean over the samples) and a penalisation term to promote sparsity """ p = precision_.shape[0] cost = - 2. * log_likelihood(mle, precision_) + p * np.log(2 * np.pi) cost += alpha * (np.abs(precision_).sum() - np.abs(np.diag(precision_)).sum()) return cost def _dual_gap(emp_cov, precision_, alpha): """Expression of the dual gap convergence criterion The specific definition is given in Duchi "Projected Subgradient Methods for Learning Sparse Gaussians". """ gap = np.sum(emp_cov * precision_) gap -= precision_.shape[0] gap += alpha * (np.abs(precision_).sum() - np.abs(np.diag(precision_)).sum()) return gap def alpha_max(emp_cov): """Find the maximum alpha for which there are some non-zeros off-diagonal. Parameters ---------- emp_cov : 2D array, (n_features, n_features) The sample covariance matrix Notes ----- This results from the bound for the all the Lasso that are solved in GraphLasso: each time, the row of cov corresponds to Xy. As the bound for alpha is given by `max(abs(Xy))`, the result follows. """ A = np.copy(emp_cov) A.flat[::A.shape[0] + 1] = 0 return np.max(np.abs(A)) # The g-lasso algorithm def graph_lasso(emp_cov, alpha, cov_init=None, mode='cd', tol=1e-4, enet_tol=1e-4, max_iter=100, verbose=False, return_costs=False, eps=np.finfo(np.float64).eps, return_n_iter=False): """l1-penalized covariance estimator Read more in the :ref:`User Guide <sparse_inverse_covariance>`. Parameters ---------- emp_cov : 2D ndarray, shape (n_features, n_features) Empirical covariance from which to compute the covariance estimate. alpha : positive float The regularization parameter: the higher alpha, the more regularization, the sparser the inverse covariance. cov_init : 2D array (n_features, n_features), optional The initial guess for the covariance. mode : {'cd', 'lars'} The Lasso solver to use: coordinate descent or LARS. Use LARS for very sparse underlying graphs, where p > n. Elsewhere prefer cd which is more numerically stable. tol : positive float, optional The tolerance to declare convergence: if the dual gap goes below this value, iterations are stopped. enet_tol : positive float, optional The tolerance for the elastic net solver used to calculate the descent direction. This parameter controls the accuracy of the search direction for a given column update, not of the overall parameter estimate. Only used for mode='cd'. max_iter : integer, optional The maximum number of iterations. verbose : boolean, optional If verbose is True, the objective function and dual gap are printed at each iteration. return_costs : boolean, optional If return_costs is True, the objective function and dual gap at each iteration are returned. eps : float, optional The machine-precision regularization in the computation of the Cholesky diagonal factors. Increase this for very ill-conditioned systems. return_n_iter : bool, optional Whether or not to return the number of iterations. Returns ------- covariance : 2D ndarray, shape (n_features, n_features) The estimated covariance matrix. precision : 2D ndarray, shape (n_features, n_features) The estimated (sparse) precision matrix. costs : list of (objective, dual_gap) pairs The list of values of the objective function and the dual gap at each iteration. Returned only if return_costs is True. n_iter : int Number of iterations. Returned only if `return_n_iter` is set to True. See Also -------- GraphLasso, GraphLassoCV Notes ----- The algorithm employed to solve this problem is the GLasso algorithm, from the Friedman 2008 Biostatistics paper. It is the same algorithm as in the R `glasso` package. One possible difference with the `glasso` R package is that the diagonal coefficients are not penalized. """ _, n_features = emp_cov.shape if alpha == 0: if return_costs: precision_ = linalg.inv(emp_cov) cost = - 2. * log_likelihood(emp_cov, precision_) cost += n_features * np.log(2 * np.pi) d_gap = np.sum(emp_cov * precision_) - n_features if return_n_iter: return emp_cov, precision_, (cost, d_gap), 0 else: return emp_cov, precision_, (cost, d_gap) else: if return_n_iter: return emp_cov, linalg.inv(emp_cov), 0 else: return emp_cov, linalg.inv(emp_cov) if cov_init is None: covariance_ = emp_cov.copy() else: covariance_ = cov_init.copy() # As a trivial regularization (Tikhonov like), we scale down the # off-diagonal coefficients of our starting point: This is needed, as # in the cross-validation the cov_init can easily be # ill-conditioned, and the CV loop blows. Beside, this takes # conservative stand-point on the initial conditions, and it tends to # make the convergence go faster. covariance_ *= 0.95 diagonal = emp_cov.flat[::n_features + 1] covariance_.flat[::n_features + 1] = diagonal precision_ = pinvh(covariance_) indices = np.arange(n_features) costs = list() # The different l1 regression solver have different numerical errors if mode == 'cd': errors = dict(over='raise', invalid='ignore') else: errors = dict(invalid='raise') try: # be robust to the max_iter=0 edge case, see: # https://github.com/scikit-learn/scikit-learn/issues/4134 d_gap = np.inf for i in range(max_iter): for idx in range(n_features): sub_covariance = covariance_[indices != idx].T[indices != idx] row = emp_cov[idx, indices != idx] with np.errstate(**errors): if mode == 'cd': # Use coordinate descent coefs = -(precision_[indices != idx, idx] / (precision_[idx, idx] + 1000 * eps)) coefs, _, _, _ = cd_fast.enet_coordinate_descent_gram( coefs, alpha, 0, sub_covariance, row, row, max_iter, enet_tol, check_random_state(None), False) else: # Use LARS _, _, coefs = lars_path( sub_covariance, row, Xy=row, Gram=sub_covariance, alpha_min=alpha / (n_features - 1), copy_Gram=True, method='lars', return_path=False) # Update the precision matrix precision_[idx, idx] = ( 1. / (covariance_[idx, idx] - np.dot(covariance_[indices != idx, idx], coefs))) precision_[indices != idx, idx] = (- precision_[idx, idx] * coefs) precision_[idx, indices != idx] = (- precision_[idx, idx] * coefs) coefs = np.dot(sub_covariance, coefs) covariance_[idx, indices != idx] = coefs covariance_[indices != idx, idx] = coefs d_gap = _dual_gap(emp_cov, precision_, alpha) cost = _objective(emp_cov, precision_, alpha) if verbose: print( '[graph_lasso] Iteration % 3i, cost % 3.2e, dual gap %.3e' % (i, cost, d_gap)) if return_costs: costs.append((cost, d_gap)) if np.abs(d_gap) < tol: break if not np.isfinite(cost) and i > 0: raise FloatingPointError('Non SPD result: the system is ' 'too ill-conditioned for this solver') else: warnings.warn('graph_lasso: did not converge after %i iteration:' ' dual gap: %.3e' % (max_iter, d_gap), ConvergenceWarning) except FloatingPointError as e: e.args = (e.args[0] + '. The system is too ill-conditioned for this solver',) raise e if return_costs: if return_n_iter: return covariance_, precision_, costs, i + 1 else: return covariance_, precision_, costs else: if return_n_iter: return covariance_, precision_, i + 1 else: return covariance_, precision_ class GraphLasso(EmpiricalCovariance): """Sparse inverse covariance estimation with an l1-penalized estimator. Read more in the :ref:`User Guide <sparse_inverse_covariance>`. Parameters ---------- alpha : positive float, default 0.01 The regularization parameter: the higher alpha, the more regularization, the sparser the inverse covariance. mode : {'cd', 'lars'}, default 'cd' The Lasso solver to use: coordinate descent or LARS. Use LARS for very sparse underlying graphs, where p > n. Elsewhere prefer cd which is more numerically stable. tol : positive float, default 1e-4 The tolerance to declare convergence: if the dual gap goes below this value, iterations are stopped. enet_tol : positive float, optional The tolerance for the elastic net solver used to calculate the descent direction. This parameter controls the accuracy of the search direction for a given column update, not of the overall parameter estimate. Only used for mode='cd'. max_iter : integer, default 100 The maximum number of iterations. verbose : boolean, default False If verbose is True, the objective function and dual gap are plotted at each iteration. assume_centered : boolean, default False If True, data are not centered before computation. Useful when working with data whose mean is almost, but not exactly zero. If False, data are centered before computation. Attributes ---------- covariance_ : array-like, shape (n_features, n_features) Estimated covariance matrix precision_ : array-like, shape (n_features, n_features) Estimated pseudo inverse matrix. n_iter_ : int Number of iterations run. See Also -------- graph_lasso, GraphLassoCV """ def __init__(self, alpha=.01, mode='cd', tol=1e-4, enet_tol=1e-4, max_iter=100, verbose=False, assume_centered=False): self.alpha = alpha self.mode = mode self.tol = tol self.enet_tol = enet_tol self.max_iter = max_iter self.verbose = verbose self.assume_centered = assume_centered # The base class needs this for the score method self.store_precision = True def fit(self, X, y=None): X = check_array(X) if self.assume_centered: self.location_ = np.zeros(X.shape[1]) else: self.location_ = X.mean(0) emp_cov = empirical_covariance( X, assume_centered=self.assume_centered) self.covariance_, self.precision_, self.n_iter_ = graph_lasso( emp_cov, alpha=self.alpha, mode=self.mode, tol=self.tol, enet_tol=self.enet_tol, max_iter=self.max_iter, verbose=self.verbose, return_n_iter=True) return self # Cross-validation with GraphLasso def graph_lasso_path(X, alphas, cov_init=None, X_test=None, mode='cd', tol=1e-4, enet_tol=1e-4, max_iter=100, verbose=False): """l1-penalized covariance estimator along a path of decreasing alphas Read more in the :ref:`User Guide <sparse_inverse_covariance>`. Parameters ---------- X : 2D ndarray, shape (n_samples, n_features) Data from which to compute the covariance estimate. alphas : list of positive floats The list of regularization parameters, decreasing order. X_test : 2D array, shape (n_test_samples, n_features), optional Optional test matrix to measure generalisation error. mode : {'cd', 'lars'} The Lasso solver to use: coordinate descent or LARS. Use LARS for very sparse underlying graphs, where p > n. Elsewhere prefer cd which is more numerically stable. tol : positive float, optional The tolerance to declare convergence: if the dual gap goes below this value, iterations are stopped. enet_tol : positive float, optional The tolerance for the elastic net solver used to calculate the descent direction. This parameter controls the accuracy of the search direction for a given column update, not of the overall parameter estimate. Only used for mode='cd'. max_iter : integer, optional The maximum number of iterations. verbose : integer, optional The higher the verbosity flag, the more information is printed during the fitting. Returns ------- covariances_ : List of 2D ndarray, shape (n_features, n_features) The estimated covariance matrices. precisions_ : List of 2D ndarray, shape (n_features, n_features) The estimated (sparse) precision matrices. scores_ : List of float The generalisation error (log-likelihood) on the test data. Returned only if test data is passed. """ inner_verbose = max(0, verbose - 1) emp_cov = empirical_covariance(X) if cov_init is None: covariance_ = emp_cov.copy() else: covariance_ = cov_init covariances_ = list() precisions_ = list() scores_ = list() if X_test is not None: test_emp_cov = empirical_covariance(X_test) for alpha in alphas: try: # Capture the errors, and move on covariance_, precision_ = graph_lasso( emp_cov, alpha=alpha, cov_init=covariance_, mode=mode, tol=tol, enet_tol=enet_tol, max_iter=max_iter, verbose=inner_verbose) covariances_.append(covariance_) precisions_.append(precision_) if X_test is not None: this_score = log_likelihood(test_emp_cov, precision_) except FloatingPointError: this_score = -np.inf covariances_.append(np.nan) precisions_.append(np.nan) if X_test is not None: if not np.isfinite(this_score): this_score = -np.inf scores_.append(this_score) if verbose == 1: sys.stderr.write('.') elif verbose > 1: if X_test is not None: print('[graph_lasso_path] alpha: %.2e, score: %.2e' % (alpha, this_score)) else: print('[graph_lasso_path] alpha: %.2e' % alpha) if X_test is not None: return covariances_, precisions_, scores_ return covariances_, precisions_ class GraphLassoCV(GraphLasso): """Sparse inverse covariance w/ cross-validated choice of the l1 penalty Read more in the :ref:`User Guide <sparse_inverse_covariance>`. Parameters ---------- alphas : integer, or list positive float, optional If an integer is given, it fixes the number of points on the grids of alpha to be used. If a list is given, it gives the grid to be used. See the notes in the class docstring for more details. n_refinements: strictly positive integer The number of times the grid is refined. Not used if explicit values of alphas are passed. cv : cross-validation generator, optional see sklearn.cross_validation module. If None is passed, defaults to a 3-fold strategy tol: positive float, optional The tolerance to declare convergence: if the dual gap goes below this value, iterations are stopped. enet_tol : positive float, optional The tolerance for the elastic net solver used to calculate the descent direction. This parameter controls the accuracy of the search direction for a given column update, not of the overall parameter estimate. Only used for mode='cd'. max_iter: integer, optional Maximum number of iterations. mode: {'cd', 'lars'} The Lasso solver to use: coordinate descent or LARS. Use LARS for very sparse underlying graphs, where number of features is greater than number of samples. Elsewhere prefer cd which is more numerically stable. n_jobs: int, optional number of jobs to run in parallel (default 1). verbose: boolean, optional If verbose is True, the objective function and duality gap are printed at each iteration. assume_centered : Boolean If True, data are not centered before computation. Useful when working with data whose mean is almost, but not exactly zero. If False, data are centered before computation. Attributes ---------- covariance_ : numpy.ndarray, shape (n_features, n_features) Estimated covariance matrix. precision_ : numpy.ndarray, shape (n_features, n_features) Estimated precision matrix (inverse covariance). alpha_ : float Penalization parameter selected. cv_alphas_ : list of float All penalization parameters explored. `grid_scores`: 2D numpy.ndarray (n_alphas, n_folds) Log-likelihood score on left-out data across folds. n_iter_ : int Number of iterations run for the optimal alpha. See Also -------- graph_lasso, GraphLasso Notes ----- The search for the optimal penalization parameter (alpha) is done on an iteratively refined grid: first the cross-validated scores on a grid are computed, then a new refined grid is centered around the maximum, and so on. One of the challenges which is faced here is that the solvers can fail to converge to a well-conditioned estimate. The corresponding values of alpha then come out as missing values, but the optimum may be close to these missing values. """ def __init__(self, alphas=4, n_refinements=4, cv=None, tol=1e-4, enet_tol=1e-4, max_iter=100, mode='cd', n_jobs=1, verbose=False, assume_centered=False): self.alphas = alphas self.n_refinements = n_refinements self.mode = mode self.tol = tol self.enet_tol = enet_tol self.max_iter = max_iter self.verbose = verbose self.cv = cv self.n_jobs = n_jobs self.assume_centered = assume_centered # The base class needs this for the score method self.store_precision = True def fit(self, X, y=None): """Fits the GraphLasso covariance model to X. Parameters ---------- X : ndarray, shape (n_samples, n_features) Data from which to compute the covariance estimate """ X = check_array(X) if self.assume_centered: self.location_ = np.zeros(X.shape[1]) else: self.location_ = X.mean(0) emp_cov = empirical_covariance( X, assume_centered=self.assume_centered) cv = check_cv(self.cv, X, y, classifier=False) # List of (alpha, scores, covs) path = list() n_alphas = self.alphas inner_verbose = max(0, self.verbose - 1) if isinstance(n_alphas, collections.Sequence): alphas = self.alphas n_refinements = 1 else: n_refinements = self.n_refinements alpha_1 = alpha_max(emp_cov) alpha_0 = 1e-2 * alpha_1 alphas = np.logspace(np.log10(alpha_0), np.log10(alpha_1), n_alphas)[::-1] t0 = time.time() for i in range(n_refinements): with warnings.catch_warnings(): # No need to see the convergence warnings on this grid: # they will always be points that will not converge # during the cross-validation warnings.simplefilter('ignore', ConvergenceWarning) # Compute the cross-validated loss on the current grid # NOTE: Warm-restarting graph_lasso_path has been tried, and # this did not allow to gain anything (same execution time with # or without). this_path = Parallel( n_jobs=self.n_jobs, verbose=self.verbose )( delayed(graph_lasso_path)( X[train], alphas=alphas, X_test=X[test], mode=self.mode, tol=self.tol, enet_tol=self.enet_tol, max_iter=int(.1 * self.max_iter), verbose=inner_verbose) for train, test in cv) # Little danse to transform the list in what we need covs, _, scores = zip(*this_path) covs = zip(*covs) scores = zip(*scores) path.extend(zip(alphas, scores, covs)) path = sorted(path, key=operator.itemgetter(0), reverse=True) # Find the maximum (avoid using built in 'max' function to # have a fully-reproducible selection of the smallest alpha # in case of equality) best_score = -np.inf last_finite_idx = 0 for index, (alpha, scores, _) in enumerate(path): this_score = np.mean(scores) if this_score >= .1 / np.finfo(np.float64).eps: this_score = np.nan if np.isfinite(this_score): last_finite_idx = index if this_score >= best_score: best_score = this_score best_index = index # Refine the grid if best_index == 0: # We do not need to go back: we have chosen # the highest value of alpha for which there are # non-zero coefficients alpha_1 = path[0][0] alpha_0 = path[1][0] elif (best_index == last_finite_idx and not best_index == len(path) - 1): # We have non-converged models on the upper bound of the # grid, we need to refine the grid there alpha_1 = path[best_index][0] alpha_0 = path[best_index + 1][0] elif best_index == len(path) - 1: alpha_1 = path[best_index][0] alpha_0 = 0.01 * path[best_index][0] else: alpha_1 = path[best_index - 1][0] alpha_0 = path[best_index + 1][0] if not isinstance(n_alphas, collections.Sequence): alphas = np.logspace(np.log10(alpha_1), np.log10(alpha_0), n_alphas + 2) alphas = alphas[1:-1] if self.verbose and n_refinements > 1: print('[GraphLassoCV] Done refinement % 2i out of %i: % 3is' % (i + 1, n_refinements, time.time() - t0)) path = list(zip(*path)) grid_scores = list(path[1]) alphas = list(path[0]) # Finally, compute the score with alpha = 0 alphas.append(0) grid_scores.append(cross_val_score(EmpiricalCovariance(), X, cv=cv, n_jobs=self.n_jobs, verbose=inner_verbose)) self.grid_scores = np.array(grid_scores) best_alpha = alphas[best_index] self.alpha_ = best_alpha self.cv_alphas_ = alphas # Finally fit the model with the selected alpha self.covariance_, self.precision_, self.n_iter_ = graph_lasso( emp_cov, alpha=best_alpha, mode=self.mode, tol=self.tol, enet_tol=self.enet_tol, max_iter=self.max_iter, verbose=inner_verbose, return_n_iter=True) return self
bsd-3-clause
rajat1994/scikit-learn
examples/covariance/plot_sparse_cov.py
300
5078
""" ====================================== Sparse inverse covariance estimation ====================================== Using the GraphLasso estimator to learn a covariance and sparse precision from a small number of samples. To estimate a probabilistic model (e.g. a Gaussian model), estimating the precision matrix, that is the inverse covariance matrix, is as important as estimating the covariance matrix. Indeed a Gaussian model is parametrized by the precision matrix. To be in favorable recovery conditions, we sample the data from a model with a sparse inverse covariance matrix. In addition, we ensure that the data is not too much correlated (limiting the largest coefficient of the precision matrix) and that there a no small coefficients in the precision matrix that cannot be recovered. In addition, with a small number of observations, it is easier to recover a correlation matrix rather than a covariance, thus we scale the time series. Here, the number of samples is slightly larger than the number of dimensions, thus the empirical covariance is still invertible. However, as the observations are strongly correlated, the empirical covariance matrix is ill-conditioned and as a result its inverse --the empirical precision matrix-- is very far from the ground truth. If we use l2 shrinkage, as with the Ledoit-Wolf estimator, as the number of samples is small, we need to shrink a lot. As a result, the Ledoit-Wolf precision is fairly close to the ground truth precision, that is not far from being diagonal, but the off-diagonal structure is lost. The l1-penalized estimator can recover part of this off-diagonal structure. It learns a sparse precision. It is not able to recover the exact sparsity pattern: it detects too many non-zero coefficients. However, the highest non-zero coefficients of the l1 estimated correspond to the non-zero coefficients in the ground truth. Finally, the coefficients of the l1 precision estimate are biased toward zero: because of the penalty, they are all smaller than the corresponding ground truth value, as can be seen on the figure. Note that, the color range of the precision matrices is tweaked to improve readability of the figure. The full range of values of the empirical precision is not displayed. The alpha parameter of the GraphLasso setting the sparsity of the model is set by internal cross-validation in the GraphLassoCV. As can be seen on figure 2, the grid to compute the cross-validation score is iteratively refined in the neighborhood of the maximum. """ print(__doc__) # author: Gael Varoquaux <gael.varoquaux@inria.fr> # License: BSD 3 clause # Copyright: INRIA import numpy as np from scipy import linalg from sklearn.datasets import make_sparse_spd_matrix from sklearn.covariance import GraphLassoCV, ledoit_wolf import matplotlib.pyplot as plt ############################################################################## # Generate the data n_samples = 60 n_features = 20 prng = np.random.RandomState(1) prec = make_sparse_spd_matrix(n_features, alpha=.98, smallest_coef=.4, largest_coef=.7, random_state=prng) cov = linalg.inv(prec) d = np.sqrt(np.diag(cov)) cov /= d cov /= d[:, np.newaxis] prec *= d prec *= d[:, np.newaxis] X = prng.multivariate_normal(np.zeros(n_features), cov, size=n_samples) X -= X.mean(axis=0) X /= X.std(axis=0) ############################################################################## # Estimate the covariance emp_cov = np.dot(X.T, X) / n_samples model = GraphLassoCV() model.fit(X) cov_ = model.covariance_ prec_ = model.precision_ lw_cov_, _ = ledoit_wolf(X) lw_prec_ = linalg.inv(lw_cov_) ############################################################################## # Plot the results plt.figure(figsize=(10, 6)) plt.subplots_adjust(left=0.02, right=0.98) # plot the covariances covs = [('Empirical', emp_cov), ('Ledoit-Wolf', lw_cov_), ('GraphLasso', cov_), ('True', cov)] vmax = cov_.max() for i, (name, this_cov) in enumerate(covs): plt.subplot(2, 4, i + 1) plt.imshow(this_cov, interpolation='nearest', vmin=-vmax, vmax=vmax, cmap=plt.cm.RdBu_r) plt.xticks(()) plt.yticks(()) plt.title('%s covariance' % name) # plot the precisions precs = [('Empirical', linalg.inv(emp_cov)), ('Ledoit-Wolf', lw_prec_), ('GraphLasso', prec_), ('True', prec)] vmax = .9 * prec_.max() for i, (name, this_prec) in enumerate(precs): ax = plt.subplot(2, 4, i + 5) plt.imshow(np.ma.masked_equal(this_prec, 0), interpolation='nearest', vmin=-vmax, vmax=vmax, cmap=plt.cm.RdBu_r) plt.xticks(()) plt.yticks(()) plt.title('%s precision' % name) ax.set_axis_bgcolor('.7') # plot the model selection metric plt.figure(figsize=(4, 3)) plt.axes([.2, .15, .75, .7]) plt.plot(model.cv_alphas_, np.mean(model.grid_scores, axis=1), 'o-') plt.axvline(model.alpha_, color='.5') plt.title('Model selection') plt.ylabel('Cross-validation score') plt.xlabel('alpha') plt.show()
bsd-3-clause
ifarup/colourlab
tests/test_misc.py
1
1116
#!/usr/bin/env python3 # -*- coding: utf-8 -*- """ test_misc: Unittests for all functions in the misc module. Copyright (C) 2017 Ivar Farup This program is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with this program. If not, see <http://www.gnu.org/licenses/>. """ import unittest import matplotlib import matplotlib.pyplot as plt from colourlab import misc, space, data t = data.g_MacAdam() ell = t.get_ellipses(space.xyY) _, ax = plt.subplots() misc.plot_ellipses(ell, ax) misc.plot_ellipses(ell) class TestPlot(unittest.TestCase): def test_plot(self): self.assertTrue(isinstance(ax, matplotlib.axes.Axes))
gpl-3.0
rlouf/patterns-of-segregation
bin/plot_gini.py
1
2527
"""plot_gini.py Plot the Gini of the income distribution as a function of the number of households in cities. """ from __future__ import division import csv import numpy as np import itertools from matplotlib import pylab as plt # # Parameters and functions # income_bins = [1000,12500,17500,22500,27500,32500,37500,42500,47500,55000,70000,90000,115000,135000,175000,300000] # Puerto-rican cities are excluded from the analysis PR_cities = ['7442','0060','6360','4840'] # # Read data # ## List of MSA msa = {} with open('data/names/msa.csv', 'r') as source: reader = csv.reader(source, delimiter='\t') reader.next() for rows in reader: if rows[0] not in PR_cities: msa[rows[0]] = rows[1] # # Compute gini for all msa # gini = [] households = [] for n, city in enumerate(msa): print "Compute Gini index for %s (%s/%s)"%(msa[city], n+1, len(msa)) ## Import households income data = {} with open('data/income/msa/%s/income.csv'%city, 'r') as source: reader = csv.reader(source, delimiter='\t') reader.next() for rows in reader: num_cat = len(rows[1:]) data[rows[0]] = {c:int(h) for c,h in enumerate(rows[1:])} # Sum over all areal units incomes = {cat:sum([data[au][cat] for au in data]) for cat in range(num_cat)} ## Compute the Gini index # See Dixon, P. M.; Weiner, J.; Mitchell-Olds, T.; and Woodley, R. # "Bootstrapping the Gini Coefficient of Inequality." Ecology 68, 1548-1551, 1987. g = 0 pop = 0 for a,b in itertools.permutations(incomes, 2): g += incomes[a]*incomes[b]*abs(income_bins[a]-income_bins[b]) pop = sum([incomes[a] for a in incomes]) average = sum([incomes[a]*income_bins[a] for a in incomes])/pop gini.append((1/(2*pop**2*average))*g) households.append(pop) # # Plot # fig = plt.figure(figsize=(12,8)) ax = fig.add_subplot(111) ax.plot(households, gini, 'o', color='black', mec='black') ax.set_xlabel(r'$H$', fontsize=30) ax.set_ylabel(r'$Gini$', fontsize=30) ax.spines['top'].set_visible(False) ax.spines['right'].set_visible(False) ax.spines['left'].set_position(('outward', 10)) # outward by 10 points ax.spines['bottom'].set_position(('outward', 10)) # outward by 10 points ax.spines['left'].set_smart_bounds(True) ax.spines['bottom'].set_smart_bounds(True) ax.yaxis.set_ticks_position('left') ax.xaxis.set_ticks_position('bottom') ax.set_xscale('log') plt.savefig('figures/paper/si/gini_income.pdf', bbox_inches='tight') plt.show()
bsd-3-clause
dhhagan/ACT
ACT/thermo/visualize.py
1
13306
""" Classes and functions used to visualize data for thermo scientific analyzers """ from pandas import Series, DataFrame import pandas as pd import datetime as dt import matplotlib.pyplot as plt import numpy as np from matplotlib import dates as d import os import math import glob import matplotlib import warnings import sys __all__ = ['diurnal_plot','diurnal_plot_single', 'ThermoPlot'] def diurnal_plot(data, dates=[], shaded=False, title="Diurnal Profile of Trace Gases", xlabel="Local Time: East St. Louis, MO"): ''' If plotting the entire DataFrame (data), choose all_data=True, else choose all_data=False and declare the date or dates to plot as a list. `data` should be a pandas core DataFrame with time index and each trace gas concentration as a column returns a single plot for NOx, SO2, and O3 >>> ''' # Check to make sure the data is a valid dataframe if not isinstance(data, pd.DataFrame): print ("data is not a pandas DataFrame, thus this will not end well for you.") exit # If length of dates is zero, plot everything if len(dates) == 0: # Plot everything, yo! pass elif len(dates) == 1: # Plot just this date data = data[dates[0]] elif len(dates) == 2: # Plot between these dates data = data[dates[0]:dates[1]] else: sys.exit("Dates are not properly configured.") # Add columns for time to enable simple diurnal trends to be found data['Time'] = data.index.map(lambda x: x.strftime("%H:%M")) # Group the data by time and grab the statistics grouped = data.groupby('Time').describe().unstack() # set the index to be a str grouped.index = pd.to_datetime(grouped.index.astype(str)) # Plot fig, (ax1, ax2, ax3) = plt.subplots(3, figsize=(10,9), sharex=True) # Set plot titles and labels ax1.set_title(title, fontsize=14) ax1.set_ylabel(r'$\ [NO_x] (ppb)$', fontsize=14, weight='bold') ax2.set_ylabel(r'$\ [SO_2] (ppb)$', fontsize=14) ax3.set_ylabel(r'$\ [O_3] (ppb)$', fontsize=14) ax3.set_xlabel(xlabel, fontsize=14) # Make the ticks invisible on the first and second plots plt.setp( ax1.get_xticklabels(), visible=False) plt.setp( ax2.get_xticklabels(), visible=False) # Set y min to zero just in case: ax1.set_ylim(0,grouped['nox']['mean'].max()*1.05) ax2.set_ylim(0,grouped['so2']['mean'].max()*1.05) ax3.set_ylim(0,grouped['o3']['mean'].max()*1.05) # Plot means ax1.plot(grouped.index, grouped['nox']['mean'],'g', linewidth=2.0) ax2.plot(grouped.index, grouped['so2']['mean'], 'r', linewidth=2.0) ax3.plot(grouped.index, grouped['o3']['mean'], 'b', linewidth=2.0) # If shaded=true, plot trends if shaded == True: ax1.plot(grouped.index, grouped['nox']['75%'],'g') ax1.plot(grouped.index, grouped['nox']['25%'],'g') ax1.set_ylim(0,grouped['nox']['75%'].max()*1.05) ax1.fill_between(grouped.index, grouped['nox']['mean'], grouped['nox']['75%'], alpha=.5, facecolor='green') ax1.fill_between(grouped.index, grouped['nox']['mean'], grouped['nox']['25%'], alpha=.5, facecolor='green') ax2.plot(grouped.index, grouped['so2']['75%'],'r') ax2.plot(grouped.index, grouped['so2']['25%'],'r') ax2.set_ylim(0,grouped['so2']['75%'].max()*1.05) ax2.fill_between(grouped.index, grouped['so2']['mean'], grouped['so2']['75%'], alpha=.5, facecolor='red') ax2.fill_between(grouped.index, grouped['so2']['mean'], grouped['so2']['25%'], alpha=.5, facecolor='red') ax3.plot(grouped.index, grouped['o3']['75%'],'b') ax3.plot(grouped.index, grouped['o3']['25%'],'b') ax3.set_ylim(0,grouped['o3']['75%'].max()*1.05) ax3.fill_between(grouped.index, grouped['o3']['mean'], grouped['o3']['75%'], alpha=.5, facecolor='blue') ax3.fill_between(grouped.index, grouped['o3']['mean'], grouped['o3']['25%'], alpha=.5, facecolor='blue') # Get/Set xticks ticks = ax1.get_xticks() ax3.set_xticks(np.linspace(ticks[0], d.date2num(d.num2date(ticks[-1]) + dt.timedelta(hours=3)), 5)) ax3.set_xticks(np.linspace(ticks[0], d.date2num(d.num2date(ticks[-1]) + dt.timedelta(hours=3)), 25), minor=True) ax3.xaxis.set_major_formatter(matplotlib.dates.DateFormatter('%I:%M %p')) # Make the layout tight to get rid of some whitespace plt.tight_layout() plt.show() return (fig, (ax1, ax2, ax3)) def diurnal_plot_single(data, model='', dates=[], shaded=False, color1 = 'blue', title="Diurnal Profile of Trace Gases", xlabel="Local Time: East St. Louis, MO", ylabel=r'$\ [NO_x] (ppb)$'): ''' `data` should be a pandas core DataFrame with time index and each trace gas concentration as a column returns a single plot for one of the three analyzers. >>>diurnal_plot_single(data,model='o3', ylabel='O3', shaded=True, color1='green') ''' # Check to make sure the data is a valid dataframe if not isinstance(data, pd.DataFrame): sys.exit("data is not a pandas DataFrame, thus this will not end well for you.") # Check to make sure the model is valid if model.lower() not in ['nox','so2','o3','sox']: sys.exit("Model is not defined correctly: options are ['nox','so2','sox','o3']") # Set model to predefined variable if model.lower() == 'nox': instr = 'nox' elif model.lower() == 'so2' or model.lower() == 'sox': instr = 'sox' else: instr = 'o3' # If not plotting all the data, truncate the dataframe to include only the needed data if len(dates) == 0: # plot everything pass elif len(dates) == 1: # plot just this date data = data[dates[0]] elif len(dates) == 2: # plot between these dates data = data[dates[0]:dates[1]] else: sys.exit("You have an error with how you defined your dates") # Add columns for time to enable simple diurnal trends to be found data['Time'] = data.index.map(lambda x: x.strftime("%H:%M")) # Group the data by time and grab the statistics grouped = data.groupby('Time').describe().unstack() # set the index to be a str grouped.index = pd.to_datetime(grouped.index.astype(str)) # Plot fig, ax = plt.subplots(1, figsize=(8,4)) # Set plot titles and labels ax.set_title(title, fontsize=14) ax.set_ylabel(ylabel, fontsize=14, weight='bold') ax.set_xlabel(xlabel, fontsize=14) # Set y min to zero just in case: ax.set_ylim(0,grouped[instr]['mean'].max()*1.05) # Plot means ax.plot(grouped.index, grouped[instr]['mean'], color1,linewidth=2.0) # If shaded=true, plot trends if shaded == True: ax.plot(grouped.index, grouped[instr]['75%'],color1) ax.plot(grouped.index, grouped[instr]['25%'],color1) ax.set_ylim(0,grouped[instr]['75%'].max()*1.05) ax.fill_between(grouped.index, grouped[instr]['mean'], grouped[instr]['75%'], alpha=.5, facecolor=color1) ax.fill_between(grouped.index, grouped[instr]['mean'], grouped[instr]['25%'], alpha=.5, facecolor=color1) # Get/Set xticks ticks = ax.get_xticks() ax.set_xticks(np.linspace(ticks[0], d.date2num(d.num2date(ticks[-1]) + dt.timedelta(hours=3)), 5)) ax.set_xticks(np.linspace(ticks[0], d.date2num(d.num2date(ticks[-1]) + dt.timedelta(hours=3)), 25), minor=True) ax.xaxis.set_major_formatter(matplotlib.dates.DateFormatter('%I:%M %p')) # Make the layout tight to get rid of some whitespace plt.tight_layout() plt.show() return (fig, ax) class ThermoPlot(): ''' Allows for easy plotting of internal instrument data. Currently supports the following models: - NO, NO2, NOx (42I) - O3 (49I) - SO2 (43I) ''' def __init__(self, data): self.data = data def debug_plot(self, args={}): ''' Plots thermo scientific instrument data for debugging purposes. The top plot contains internal instrument data such as flow rates and temperatures. The bottom plot contains trace gas data for the instrument. instrument must be set to either nox, so2, sox, or o3 >>> nox = ThermoPlot(data) >>> f, (a1, a2, a3) = nox.debug_plot() ''' default_args = { 'xlabel':'Local Time, East St Louis, MO', 'ylabpressure':'Flow (LPM)', 'ylabgas':'Gas Conc. (ppb)', 'ylabtemp':'Temperature (C)', 'title_fontsize':'18', 'labels_fontsize':'14', 'grid':False } # Figure out what model we are trying to plot and set instrument specific default args cols = [i.lower() for i in self.data.columns.values.tolist()] if 'o3' in cols: default_args['instrument'] = 'o3' default_args['title'] = "Debug Plot for " + r'$\ O_{3} $' + ": Model 49I" default_args['color_o3'] = 'blue' elif 'sox' in cols or 'so2' in cols: default_args['instrument'] = 'so2' default_args['title'] = "Debug Plot for " + r'$\ SO_{2} $' + ": Model 43I" default_args['color_so2'] = 'green' elif 'nox' in cols: default_args['instrument'] = 'nox' default_args['title'] = "Debug Plot for " + r'$\ NO_{x} $' + ": Model 42I" default_args['color_no'] = '#FAB923' default_args['color_nox'] = '#FC5603' default_args['color_no2'] = '#FAE823' else: sys.exit("Could not figure out what isntrument this is for") # If kwargs are set, replace the default values for key, val in default_args.iteritems(): if args.has_key(key): default_args[key] = args[key] # Set up Plot and all three axes fig, (ax1, ax3) = plt.subplots(2, figsize=(10,6), sharex=True) ax2 = ax1.twinx() # set up axes labels and titles ax1.set_title(default_args['title'], fontsize=default_args['title_fontsize']) ax1.set_ylabel(default_args['ylabpressure'], fontsize=default_args['labels_fontsize']) ax2.set_ylabel(default_args['ylabtemp'], fontsize=default_args['labels_fontsize']) ax3.set_ylabel(default_args['ylabgas'], fontsize=default_args['labels_fontsize']) ax3.set_xlabel(default_args['xlabel'], fontsize=default_args['labels_fontsize']) # Make the ticks invisible on the first and second plots plt.setp( ax1.get_xticklabels(), visible=False ) # Plot the debug data on the top graph if default_args['instrument'] == 'o3': self.data['bncht'].plot(ax=ax2, label=r'$\ T_{bench}$') self.data['lmpt'].plot(ax=ax2, label=r'$\ T_{lamp}$') self.data['flowa'].plot(ax=ax1, label=r'$\ Q_{A}$', style='--') self.data['flowb'].plot(ax=ax1, label=r'$\ Q_{B}$', style='--') self.data['o3'].plot(ax=ax3, color=default_args['color_o3'], label=r'$\ O_{3}$') elif default_args['instrument'] == 'so2': self.data['intt'].plot(ax=ax2, label=r'$\ T_{internal}$') self.data['rctt'].plot(ax=ax2, label=r'$\ T_{reactor}$') self.data['smplfl'].plot(ax=ax1, label=r'$\ Q_{sample}$', style='--') self.data['so2'].plot(ax=ax3, label=r'$\ SO_2 $', color=default_args['color_so2'], ylim=[0,self.data['so2'].max()*1.05]) else: m = max(self.data['convt'].max(),self.data['intt'].max(),self.data['pmtt'].max()) self.data['convt'].plot(ax=ax2, label=r'$\ T_{converter}$') self.data['intt'].plot(ax=ax2, label=r'$\ T_{internal}$') self.data['rctt'].plot(ax=ax2, label=r'$\ T_{reactor}$') self.data['pmtt'].plot(ax=ax2, label=r'$\ T_{PMT}$') self.data['smplf'].plot(ax=ax1, label=r'$\ Q_{sample}$', style='--') self.data['ozonf'].plot(ax=ax1, label=r'$\ Q_{ozone}$', style='--') self.data['no'].plot(ax=ax3, label=r'$\ NO $', color=default_args['color_no']) self.data['no2'].plot(ax=ax3, label=r'$\ NO_{2}$', color=default_args['color_no2']) self.data['nox'].plot(ax=ax3, label=r'$\ NO_{x}$', color=default_args['color_nox'], ylim=(0,math.ceil(self.data.nox.max()*1.05))) # Legends lines, labels = ax1.get_legend_handles_labels() lines2, labels2 = ax2.get_legend_handles_labels() plt.legend(lines+lines2, labels+labels2, bbox_to_anchor=(1.10, 1), loc=2, borderaxespad=0.) ax3.legend(bbox_to_anchor=(1.10, 1.), loc=2, borderaxespad=0.) # Hide grids? ax1.grid(default_args['grid']) ax2.grid(default_args['grid']) ax3.grid(default_args['grid']) # More of the things.. plt.tight_layout() plt.show() return fig, (ax1, ax2, ax3)
mit
AlexanderFabisch/scikit-learn
sklearn/manifold/t_sne.py
13
34618
# Author: Alexander Fabisch -- <afabisch@informatik.uni-bremen.de> # Author: Christopher Moody <chrisemoody@gmail.com> # Author: Nick Travers <nickt@squareup.com> # License: BSD 3 clause (C) 2014 # This is the exact and Barnes-Hut t-SNE implementation. There are other # modifications of the algorithm: # * Fast Optimization for t-SNE: # http://cseweb.ucsd.edu/~lvdmaaten/workshops/nips2010/papers/vandermaaten.pdf import numpy as np from scipy import linalg import scipy.sparse as sp from scipy.spatial.distance import pdist from scipy.spatial.distance import squareform from ..neighbors import BallTree from ..base import BaseEstimator from ..utils import check_array from ..utils import check_random_state from ..utils.extmath import _ravel from ..decomposition import RandomizedPCA from ..metrics.pairwise import pairwise_distances from . import _utils from . import _barnes_hut_tsne from ..utils.fixes import astype MACHINE_EPSILON = np.finfo(np.double).eps def _joint_probabilities(distances, desired_perplexity, verbose): """Compute joint probabilities p_ij from distances. Parameters ---------- distances : array, shape (n_samples * (n_samples-1) / 2,) Distances of samples are stored as condensed matrices, i.e. we omit the diagonal and duplicate entries and store everything in a one-dimensional array. desired_perplexity : float Desired perplexity of the joint probability distributions. verbose : int Verbosity level. Returns ------- P : array, shape (n_samples * (n_samples-1) / 2,) Condensed joint probability matrix. """ # Compute conditional probabilities such that they approximately match # the desired perplexity distances = astype(distances, np.float32, copy=False) conditional_P = _utils._binary_search_perplexity( distances, None, desired_perplexity, verbose) P = conditional_P + conditional_P.T sum_P = np.maximum(np.sum(P), MACHINE_EPSILON) P = np.maximum(squareform(P) / sum_P, MACHINE_EPSILON) return P def _joint_probabilities_nn(distances, neighbors, desired_perplexity, verbose): """Compute joint probabilities p_ij from distances using just nearest neighbors. This method is approximately equal to _joint_probabilities. The latter is O(N), but limiting the joint probability to nearest neighbors improves this substantially to O(uN). Parameters ---------- distances : array, shape (n_samples * (n_samples-1) / 2,) Distances of samples are stored as condensed matrices, i.e. we omit the diagonal and duplicate entries and store everything in a one-dimensional array. desired_perplexity : float Desired perplexity of the joint probability distributions. verbose : int Verbosity level. Returns ------- P : array, shape (n_samples * (n_samples-1) / 2,) Condensed joint probability matrix. """ # Compute conditional probabilities such that they approximately match # the desired perplexity distances = astype(distances, np.float32, copy=False) neighbors = astype(neighbors, np.int64, copy=False) conditional_P = _utils._binary_search_perplexity( distances, neighbors, desired_perplexity, verbose) m = "All probabilities should be finite" assert np.all(np.isfinite(conditional_P)), m P = conditional_P + conditional_P.T sum_P = np.maximum(np.sum(P), MACHINE_EPSILON) P = np.maximum(squareform(P) / sum_P, MACHINE_EPSILON) assert np.all(np.abs(P) <= 1.0) return P def _kl_divergence(params, P, degrees_of_freedom, n_samples, n_components, skip_num_points=0): """t-SNE objective function: gradient of the KL divergence of p_ijs and q_ijs and the absolute error. Parameters ---------- params : array, shape (n_params,) Unraveled embedding. P : array, shape (n_samples * (n_samples-1) / 2,) Condensed joint probability matrix. degrees_of_freedom : float Degrees of freedom of the Student's-t distribution. n_samples : int Number of samples. n_components : int Dimension of the embedded space. skip_num_points : int (optional, default:0) This does not compute the gradient for points with indices below `skip_num_points`. This is useful when computing transforms of new data where you'd like to keep the old data fixed. Returns ------- kl_divergence : float Kullback-Leibler divergence of p_ij and q_ij. grad : array, shape (n_params,) Unraveled gradient of the Kullback-Leibler divergence with respect to the embedding. """ X_embedded = params.reshape(n_samples, n_components) # Q is a heavy-tailed distribution: Student's t-distribution n = pdist(X_embedded, "sqeuclidean") n += 1. n /= degrees_of_freedom n **= (degrees_of_freedom + 1.0) / -2.0 Q = np.maximum(n / (2.0 * np.sum(n)), MACHINE_EPSILON) # Optimization trick below: np.dot(x, y) is faster than # np.sum(x * y) because it calls BLAS # Objective: C (Kullback-Leibler divergence of P and Q) kl_divergence = 2.0 * np.dot(P, np.log(P / Q)) # Gradient: dC/dY grad = np.ndarray((n_samples, n_components)) PQd = squareform((P - Q) * n) for i in range(skip_num_points, n_samples): np.dot(_ravel(PQd[i]), X_embedded[i] - X_embedded, out=grad[i]) grad = grad.ravel() c = 2.0 * (degrees_of_freedom + 1.0) / degrees_of_freedom grad *= c return kl_divergence, grad def _kl_divergence_error(params, P, neighbors, degrees_of_freedom, n_samples, n_components): """t-SNE objective function: the absolute error of the KL divergence of p_ijs and q_ijs. Parameters ---------- params : array, shape (n_params,) Unraveled embedding. P : array, shape (n_samples * (n_samples-1) / 2,) Condensed joint probability matrix. neighbors : array (n_samples, K) The neighbors is not actually required to calculate the divergence, but is here to match the signature of the gradient function degrees_of_freedom : float Degrees of freedom of the Student's-t distribution. n_samples : int Number of samples. n_components : int Dimension of the embedded space. Returns ------- kl_divergence : float Kullback-Leibler divergence of p_ij and q_ij. grad : array, shape (n_params,) Unraveled gradient of the Kullback-Leibler divergence with respect to the embedding. """ X_embedded = params.reshape(n_samples, n_components) # Q is a heavy-tailed distribution: Student's t-distribution n = pdist(X_embedded, "sqeuclidean") n += 1. n /= degrees_of_freedom n **= (degrees_of_freedom + 1.0) / -2.0 Q = np.maximum(n / (2.0 * np.sum(n)), MACHINE_EPSILON) # Optimization trick below: np.dot(x, y) is faster than # np.sum(x * y) because it calls BLAS # Objective: C (Kullback-Leibler divergence of P and Q) if len(P.shape) == 2: P = squareform(P) kl_divergence = 2.0 * np.dot(P, np.log(P / Q)) return kl_divergence def _kl_divergence_bh(params, P, neighbors, degrees_of_freedom, n_samples, n_components, angle=0.5, skip_num_points=0, verbose=False): """t-SNE objective function: KL divergence of p_ijs and q_ijs. Uses Barnes-Hut tree methods to calculate the gradient that runs in O(NlogN) instead of O(N^2) Parameters ---------- params : array, shape (n_params,) Unraveled embedding. P : array, shape (n_samples * (n_samples-1) / 2,) Condensed joint probability matrix. neighbors: int64 array, shape (n_samples, K) Array with element [i, j] giving the index for the jth closest neighbor to point i. degrees_of_freedom : float Degrees of freedom of the Student's-t distribution. n_samples : int Number of samples. n_components : int Dimension of the embedded space. angle : float (default: 0.5) This is the trade-off between speed and accuracy for Barnes-Hut T-SNE. 'angle' is the angular size (referred to as theta in [3]) of a distant node as measured from a point. If this size is below 'angle' then it is used as a summary node of all points contained within it. This method is not very sensitive to changes in this parameter in the range of 0.2 - 0.8. Angle less than 0.2 has quickly increasing computation time and angle greater 0.8 has quickly increasing error. skip_num_points : int (optional, default:0) This does not compute the gradient for points with indices below `skip_num_points`. This is useful when computing transforms of new data where you'd like to keep the old data fixed. verbose : int Verbosity level. Returns ------- kl_divergence : float Kullback-Leibler divergence of p_ij and q_ij. grad : array, shape (n_params,) Unraveled gradient of the Kullback-Leibler divergence with respect to the embedding. """ params = astype(params, np.float32, copy=False) X_embedded = params.reshape(n_samples, n_components) neighbors = astype(neighbors, np.int64, copy=False) if len(P.shape) == 1: sP = squareform(P).astype(np.float32) else: sP = P.astype(np.float32) grad = np.zeros(X_embedded.shape, dtype=np.float32) error = _barnes_hut_tsne.gradient(sP, X_embedded, neighbors, grad, angle, n_components, verbose, dof=degrees_of_freedom) c = 2.0 * (degrees_of_freedom + 1.0) / degrees_of_freedom grad = grad.ravel() grad *= c return error, grad def _gradient_descent(objective, p0, it, n_iter, objective_error=None, n_iter_check=1, n_iter_without_progress=50, momentum=0.5, learning_rate=1000.0, min_gain=0.01, min_grad_norm=1e-7, min_error_diff=1e-7, verbose=0, args=None, kwargs=None): """Batch gradient descent with momentum and individual gains. Parameters ---------- objective : function or callable Should return a tuple of cost and gradient for a given parameter vector. When expensive to compute, the cost can optionally be None and can be computed every n_iter_check steps using the objective_error function. p0 : array-like, shape (n_params,) Initial parameter vector. it : int Current number of iterations (this function will be called more than once during the optimization). n_iter : int Maximum number of gradient descent iterations. n_iter_check : int Number of iterations before evaluating the global error. If the error is sufficiently low, we abort the optimization. objective_error : function or callable Should return a tuple of cost and gradient for a given parameter vector. n_iter_without_progress : int, optional (default: 30) Maximum number of iterations without progress before we abort the optimization. momentum : float, within (0.0, 1.0), optional (default: 0.5) The momentum generates a weight for previous gradients that decays exponentially. learning_rate : float, optional (default: 1000.0) The learning rate should be extremely high for t-SNE! Values in the range [100.0, 1000.0] are common. min_gain : float, optional (default: 0.01) Minimum individual gain for each parameter. min_grad_norm : float, optional (default: 1e-7) If the gradient norm is below this threshold, the optimization will be aborted. min_error_diff : float, optional (default: 1e-7) If the absolute difference of two successive cost function values is below this threshold, the optimization will be aborted. verbose : int, optional (default: 0) Verbosity level. args : sequence Arguments to pass to objective function. kwargs : dict Keyword arguments to pass to objective function. Returns ------- p : array, shape (n_params,) Optimum parameters. error : float Optimum. i : int Last iteration. """ if args is None: args = [] if kwargs is None: kwargs = {} p = p0.copy().ravel() update = np.zeros_like(p) gains = np.ones_like(p) error = np.finfo(np.float).max best_error = np.finfo(np.float).max best_iter = 0 for i in range(it, n_iter): new_error, grad = objective(p, *args, **kwargs) grad_norm = linalg.norm(grad) inc = update * grad >= 0.0 dec = np.invert(inc) gains[inc] += 0.05 gains[dec] *= 0.95 np.clip(gains, min_gain, np.inf) grad *= gains update = momentum * update - learning_rate * grad p += update if (i + 1) % n_iter_check == 0: if new_error is None: new_error = objective_error(p, *args) error_diff = np.abs(new_error - error) error = new_error if verbose >= 2: m = "[t-SNE] Iteration %d: error = %.7f, gradient norm = %.7f" print(m % (i + 1, error, grad_norm)) if error < best_error: best_error = error best_iter = i elif i - best_iter > n_iter_without_progress: if verbose >= 2: print("[t-SNE] Iteration %d: did not make any progress " "during the last %d episodes. Finished." % (i + 1, n_iter_without_progress)) break if grad_norm <= min_grad_norm: if verbose >= 2: print("[t-SNE] Iteration %d: gradient norm %f. Finished." % (i + 1, grad_norm)) break if error_diff <= min_error_diff: if verbose >= 2: m = "[t-SNE] Iteration %d: error difference %f. Finished." print(m % (i + 1, error_diff)) break if new_error is not None: error = new_error return p, error, i def trustworthiness(X, X_embedded, n_neighbors=5, precomputed=False): """Expresses to what extent the local structure is retained. The trustworthiness is within [0, 1]. It is defined as .. math:: T(k) = 1 - \frac{2}{nk (2n - 3k - 1)} \sum^n_{i=1} \sum_{j \in U^{(k)}_i (r(i, j) - k)} where :math:`r(i, j)` is the rank of the embedded datapoint j according to the pairwise distances between the embedded datapoints, :math:`U^{(k)}_i` is the set of points that are in the k nearest neighbors in the embedded space but not in the original space. * "Neighborhood Preservation in Nonlinear Projection Methods: An Experimental Study" J. Venna, S. Kaski * "Learning a Parametric Embedding by Preserving Local Structure" L.J.P. van der Maaten Parameters ---------- X : array, shape (n_samples, n_features) or (n_samples, n_samples) If the metric is 'precomputed' X must be a square distance matrix. Otherwise it contains a sample per row. X_embedded : array, shape (n_samples, n_components) Embedding of the training data in low-dimensional space. n_neighbors : int, optional (default: 5) Number of neighbors k that will be considered. precomputed : bool, optional (default: False) Set this flag if X is a precomputed square distance matrix. Returns ------- trustworthiness : float Trustworthiness of the low-dimensional embedding. """ if precomputed: dist_X = X else: dist_X = pairwise_distances(X, squared=True) dist_X_embedded = pairwise_distances(X_embedded, squared=True) ind_X = np.argsort(dist_X, axis=1) ind_X_embedded = np.argsort(dist_X_embedded, axis=1)[:, 1:n_neighbors + 1] n_samples = X.shape[0] t = 0.0 ranks = np.zeros(n_neighbors) for i in range(n_samples): for j in range(n_neighbors): ranks[j] = np.where(ind_X[i] == ind_X_embedded[i, j])[0][0] ranks -= n_neighbors t += np.sum(ranks[ranks > 0]) t = 1.0 - t * (2.0 / (n_samples * n_neighbors * (2.0 * n_samples - 3.0 * n_neighbors - 1.0))) return t class TSNE(BaseEstimator): """t-distributed Stochastic Neighbor Embedding. t-SNE [1] is a tool to visualize high-dimensional data. It converts similarities between data points to joint probabilities and tries to minimize the Kullback-Leibler divergence between the joint probabilities of the low-dimensional embedding and the high-dimensional data. t-SNE has a cost function that is not convex, i.e. with different initializations we can get different results. It is highly recommended to use another dimensionality reduction method (e.g. PCA for dense data or TruncatedSVD for sparse data) to reduce the number of dimensions to a reasonable amount (e.g. 50) if the number of features is very high. This will suppress some noise and speed up the computation of pairwise distances between samples. For more tips see Laurens van der Maaten's FAQ [2]. Read more in the :ref:`User Guide <t_sne>`. Parameters ---------- n_components : int, optional (default: 2) Dimension of the embedded space. perplexity : float, optional (default: 30) The perplexity is related to the number of nearest neighbors that is used in other manifold learning algorithms. Larger datasets usually require a larger perplexity. Consider selcting a value between 5 and 50. The choice is not extremely critical since t-SNE is quite insensitive to this parameter. early_exaggeration : float, optional (default: 4.0) Controls how tight natural clusters in the original space are in the embedded space and how much space will be between them. For larger values, the space between natural clusters will be larger in the embedded space. Again, the choice of this parameter is not very critical. If the cost function increases during initial optimization, the early exaggeration factor or the learning rate might be too high. learning_rate : float, optional (default: 1000) The learning rate can be a critical parameter. It should be between 100 and 1000. If the cost function increases during initial optimization, the early exaggeration factor or the learning rate might be too high. If the cost function gets stuck in a bad local minimum increasing the learning rate helps sometimes. n_iter : int, optional (default: 1000) Maximum number of iterations for the optimization. Should be at least 200. n_iter_without_progress : int, optional (default: 30) Maximum number of iterations without progress before we abort the optimization. .. versionadded:: 0.17 parameter *n_iter_without_progress* to control stopping criteria. min_grad_norm : float, optional (default: 1E-7) If the gradient norm is below this threshold, the optimization will be aborted. metric : string or callable, optional The metric to use when calculating distance between instances in a feature array. If metric is a string, it must be one of the options allowed by scipy.spatial.distance.pdist for its metric parameter, or a metric listed in pairwise.PAIRWISE_DISTANCE_FUNCTIONS. If metric is "precomputed", X is assumed to be a distance matrix. Alternatively, if metric is a callable function, it is called on each pair of instances (rows) and the resulting value recorded. The callable should take two arrays from X as input and return a value indicating the distance between them. The default is "euclidean" which is interpreted as squared euclidean distance. init : string, optional (default: "random") Initialization of embedding. Possible options are 'random' and 'pca'. PCA initialization cannot be used with precomputed distances and is usually more globally stable than random initialization. verbose : int, optional (default: 0) Verbosity level. random_state : int or RandomState instance or None (default) Pseudo Random Number generator seed control. If None, use the numpy.random singleton. Note that different initializations might result in different local minima of the cost function. method : string (default: 'barnes_hut') By default the gradient calculation algorithm uses Barnes-Hut approximation running in O(NlogN) time. method='exact' will run on the slower, but exact, algorithm in O(N^2) time. The exact algorithm should be used when nearest-neighbor errors need to be better than 3%. However, the exact method cannot scale to millions of examples. .. versionadded:: 0.17 Approximate optimization *method* via the Barnes-Hut. angle : float (default: 0.5) Only used if method='barnes_hut' This is the trade-off between speed and accuracy for Barnes-Hut T-SNE. 'angle' is the angular size (referred to as theta in [3]) of a distant node as measured from a point. If this size is below 'angle' then it is used as a summary node of all points contained within it. This method is not very sensitive to changes in this parameter in the range of 0.2 - 0.8. Angle less than 0.2 has quickly increasing computation time and angle greater 0.8 has quickly increasing error. Attributes ---------- embedding_ : array-like, shape (n_samples, n_components) Stores the embedding vectors. Examples -------- >>> import numpy as np >>> from sklearn.manifold import TSNE >>> X = np.array([[0, 0, 0], [0, 1, 1], [1, 0, 1], [1, 1, 1]]) >>> model = TSNE(n_components=2, random_state=0) >>> np.set_printoptions(suppress=True) >>> model.fit_transform(X) # doctest: +ELLIPSIS, +NORMALIZE_WHITESPACE array([[ 0.00017599, 0.00003993], [ 0.00009891, 0.00021913], [ 0.00018554, -0.00009357], [ 0.00009528, -0.00001407]]) References ---------- [1] van der Maaten, L.J.P.; Hinton, G.E. Visualizing High-Dimensional Data Using t-SNE. Journal of Machine Learning Research 9:2579-2605, 2008. [2] van der Maaten, L.J.P. t-Distributed Stochastic Neighbor Embedding http://homepage.tudelft.nl/19j49/t-SNE.html [3] L.J.P. van der Maaten. Accelerating t-SNE using Tree-Based Algorithms. Journal of Machine Learning Research 15(Oct):3221-3245, 2014. http://lvdmaaten.github.io/publications/papers/JMLR_2014.pdf """ def __init__(self, n_components=2, perplexity=30.0, early_exaggeration=4.0, learning_rate=1000.0, n_iter=1000, n_iter_without_progress=30, min_grad_norm=1e-7, metric="euclidean", init="random", verbose=0, random_state=None, method='barnes_hut', angle=0.5): if init not in ["pca", "random"] or isinstance(init, np.ndarray): msg = "'init' must be 'pca', 'random' or a NumPy array" raise ValueError(msg) self.n_components = n_components self.perplexity = perplexity self.early_exaggeration = early_exaggeration self.learning_rate = learning_rate self.n_iter = n_iter self.n_iter_without_progress = n_iter_without_progress self.min_grad_norm = min_grad_norm self.metric = metric self.init = init self.verbose = verbose self.random_state = random_state self.method = method self.angle = angle self.embedding_ = None def _fit(self, X, skip_num_points=0): """Fit the model using X as training data. Note that sparse arrays can only be handled by method='exact'. It is recommended that you convert your sparse array to dense (e.g. `X.toarray()`) if it fits in memory, or otherwise using a dimensionality reduction technique (e.g. TrucnatedSVD). Parameters ---------- X : array, shape (n_samples, n_features) or (n_samples, n_samples) If the metric is 'precomputed' X must be a square distance matrix. Otherwise it contains a sample per row. Note that this when method='barnes_hut', X cannot be a sparse array and if need be will be converted to a 32 bit float array. Method='exact' allows sparse arrays and 64bit floating point inputs. skip_num_points : int (optional, default:0) This does not compute the gradient for points with indices below `skip_num_points`. This is useful when computing transforms of new data where you'd like to keep the old data fixed. """ if self.method not in ['barnes_hut', 'exact']: raise ValueError("'method' must be 'barnes_hut' or 'exact'") if self.angle < 0.0 or self.angle > 1.0: raise ValueError("'angle' must be between 0.0 - 1.0") if self.method == 'barnes_hut' and sp.issparse(X): raise TypeError('A sparse matrix was passed, but dense ' 'data is required for method="barnes_hut". Use ' 'X.toarray() to convert to a dense numpy array if ' 'the array is small enough for it to fit in ' 'memory. Otherwise consider dimensionality ' 'reduction techniques (e.g. TruncatedSVD)') X = check_array(X, dtype=np.float32) else: X = check_array(X, accept_sparse=['csr', 'csc', 'coo'], dtype=np.float64) random_state = check_random_state(self.random_state) if self.early_exaggeration < 1.0: raise ValueError("early_exaggeration must be at least 1, but is " "%f" % self.early_exaggeration) if self.n_iter < 200: raise ValueError("n_iter should be at least 200") if self.metric == "precomputed": if self.init == 'pca': raise ValueError("The parameter init=\"pca\" cannot be used " "with metric=\"precomputed\".") if X.shape[0] != X.shape[1]: raise ValueError("X should be a square distance matrix") distances = X else: if self.verbose: print("[t-SNE] Computing pairwise distances...") if self.metric == "euclidean": distances = pairwise_distances(X, metric=self.metric, squared=True) else: distances = pairwise_distances(X, metric=self.metric) if not np.all(distances >= 0): raise ValueError("All distances should be positive, either " "the metric or precomputed distances given " "as X are not correct") # Degrees of freedom of the Student's t-distribution. The suggestion # degrees_of_freedom = n_components - 1 comes from # "Learning a Parametric Embedding by Preserving Local Structure" # Laurens van der Maaten, 2009. degrees_of_freedom = max(self.n_components - 1.0, 1) n_samples = X.shape[0] # the number of nearest neighbors to find k = min(n_samples - 1, int(3. * self.perplexity + 1)) neighbors_nn = None if self.method == 'barnes_hut': if self.verbose: print("[t-SNE] Computing %i nearest neighbors..." % k) if self.metric == 'precomputed': # Use the precomputed distances to find # the k nearest neighbors and their distances neighbors_nn = np.argsort(distances, axis=1)[:, :k] else: # Find the nearest neighbors for every point bt = BallTree(X) # LvdM uses 3 * perplexity as the number of neighbors # And we add one to not count the data point itself # In the event that we have very small # of points # set the neighbors to n - 1 distances_nn, neighbors_nn = bt.query(X, k=k + 1) neighbors_nn = neighbors_nn[:, 1:] P = _joint_probabilities_nn(distances, neighbors_nn, self.perplexity, self.verbose) else: P = _joint_probabilities(distances, self.perplexity, self.verbose) assert np.all(np.isfinite(P)), "All probabilities should be finite" assert np.all(P >= 0), "All probabilities should be zero or positive" assert np.all(P <= 1), ("All probabilities should be less " "or then equal to one") if self.init == 'pca': pca = RandomizedPCA(n_components=self.n_components, random_state=random_state) X_embedded = pca.fit_transform(X) elif isinstance(self.init, np.ndarray): X_embedded = self.init elif self.init == 'random': X_embedded = None else: raise ValueError("Unsupported initialization scheme: %s" % self.init) return self._tsne(P, degrees_of_freedom, n_samples, random_state, X_embedded=X_embedded, neighbors=neighbors_nn, skip_num_points=skip_num_points) def _tsne(self, P, degrees_of_freedom, n_samples, random_state, X_embedded=None, neighbors=None, skip_num_points=0): """Runs t-SNE.""" # t-SNE minimizes the Kullback-Leiber divergence of the Gaussians P # and the Student's t-distributions Q. The optimization algorithm that # we use is batch gradient descent with three stages: # * early exaggeration with momentum 0.5 # * early exaggeration with momentum 0.8 # * final optimization with momentum 0.8 # The embedding is initialized with iid samples from Gaussians with # standard deviation 1e-4. if X_embedded is None: # Initialize embedding randomly X_embedded = 1e-4 * random_state.randn(n_samples, self.n_components) params = X_embedded.ravel() opt_args = {} opt_args = {"n_iter": 50, "momentum": 0.5, "it": 0, "learning_rate": self.learning_rate, "verbose": self.verbose, "n_iter_check": 25, "kwargs": dict(skip_num_points=skip_num_points)} if self.method == 'barnes_hut': m = "Must provide an array of neighbors to use Barnes-Hut" assert neighbors is not None, m obj_func = _kl_divergence_bh objective_error = _kl_divergence_error sP = squareform(P).astype(np.float32) neighbors = neighbors.astype(np.int64) args = [sP, neighbors, degrees_of_freedom, n_samples, self.n_components] opt_args['args'] = args opt_args['min_grad_norm'] = 1e-3 opt_args['n_iter_without_progress'] = 30 # Don't always calculate the cost since that calculation # can be nearly as expensive as the gradient opt_args['objective_error'] = objective_error opt_args['kwargs']['angle'] = self.angle opt_args['kwargs']['verbose'] = self.verbose else: obj_func = _kl_divergence opt_args['args'] = [P, degrees_of_freedom, n_samples, self.n_components] opt_args['min_error_diff'] = 0.0 opt_args['min_grad_norm'] = 0.0 # Early exaggeration P *= self.early_exaggeration params, error, it = _gradient_descent(obj_func, params, **opt_args) opt_args['n_iter'] = 100 opt_args['momentum'] = 0.8 opt_args['it'] = it + 1 params, error, it = _gradient_descent(obj_func, params, **opt_args) if self.verbose: print("[t-SNE] Error after %d iterations with early " "exaggeration: %f" % (it + 1, error)) # Save the final number of iterations self.n_iter_final = it # Final optimization P /= self.early_exaggeration opt_args['n_iter'] = self.n_iter opt_args['it'] = it + 1 params, error, it = _gradient_descent(obj_func, params, **opt_args) if self.verbose: print("[t-SNE] Error after %d iterations: %f" % (it + 1, error)) X_embedded = params.reshape(n_samples, self.n_components) return X_embedded def fit_transform(self, X, y=None): """Fit X into an embedded space and return that transformed output. Parameters ---------- X : array, shape (n_samples, n_features) or (n_samples, n_samples) If the metric is 'precomputed' X must be a square distance matrix. Otherwise it contains a sample per row. Returns ------- X_new : array, shape (n_samples, n_components) Embedding of the training data in low-dimensional space. """ embedding = self._fit(X) self.embedding_ = embedding return self.embedding_ def fit(self, X, y=None): """Fit X into an embedded space. Parameters ---------- X : array, shape (n_samples, n_features) or (n_samples, n_samples) If the metric is 'precomputed' X must be a square distance matrix. Otherwise it contains a sample per row. If the method is 'exact', X may be a sparse matrix of type 'csr', 'csc' or 'coo'. """ self.fit_transform(X) return self
bsd-3-clause
ottermegazord/ottermegazord.github.io
onexi/data_processing/s05_genPlots.py
1
1460
import pandas as pd import matplotlib matplotlib.use('Agg') import matplotlib.pyplot as plt import os import pdb import sys plt.style.use("ggplot") os.chdir("..") ipath = "./Data/Final_Data/" ifile = "Final_Data" opath = "./Data/Final_Data/Neighborhoods/" imgpath = "./Plots/Neighborhood_TS/" ext = ".csv" input_var = raw_input("Run mode (analysis/plot): ") if input_var == "analysis": df = pd.read_csv(ipath + ifile + ext, low_memory=False) df2 = df.groupby(["TIME", "NEIGHBORHOOD"]).mean().unstack() time = df["TIME"].unique().tolist() nhood = df["NEIGHBORHOOD"].unique().tolist() nhood = [x for x in nhood if str(x) != 'nan'] for n in nhood: mean = [] for t in time: mean.append(df2.loc[t, ("AV_PER_SQFT", n)]) out_df = pd.DataFrame({'TIME': time, 'MEAN_AV_PER_SQFT': mean}) out_df.to_csv(opath + n + ext, index=False) elif input_var == "plot": def makePlot(x, y, xlabel, ylabel, title, filename): x_pos = [i for i, _ in enumerate(x)] plt.bar(x_pos, y, color='green') plt.ylabel(ylabel) plt.xlabel(xlabel) plt.title(title) plt.xticks(x_pos, x, fontsize=8) plt.savefig(filename, bbox_inches="tight", dpi=300) plt.close() nhood_files = os.listdir(opath) for f in nhood_files: nhood = f[:-4] df = pd.read_csv(opath + f, low_memory=False) makePlot(x=df["TIME"].tolist(), y=df["MEAN_AV_PER_SQFT"].tolist(), ylabel="AVG LAND VALUE ($/sqft)", xlabel="TIME (year)", title=nhood, filename=imgpath + nhood +".png")
mit
linebp/pandas
pandas/io/packers.py
4
27509
""" Msgpack serializer support for reading and writing pandas data structures to disk portions of msgpack_numpy package, by Lev Givon were incorporated into this module (and tests_packers.py) License ======= Copyright (c) 2013, Lev Givon. All rights reserved. Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met: * Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer. * Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution. * Neither the name of Lev Givon nor the names of any contributors may be used to endorse or promote products derived from this software without specific prior written permission. THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. """ from datetime import datetime, date, timedelta from dateutil.parser import parse import os from textwrap import dedent import warnings import numpy as np from pandas import compat from pandas.compat import u, u_safe from pandas.core.dtypes.common import ( is_categorical_dtype, is_object_dtype, needs_i8_conversion, pandas_dtype) from pandas import (Timestamp, Period, Series, DataFrame, # noqa Index, MultiIndex, Float64Index, Int64Index, Panel, RangeIndex, PeriodIndex, DatetimeIndex, NaT, Categorical, CategoricalIndex) from pandas._libs.tslib import NaTType from pandas.core.sparse.api import SparseSeries, SparseDataFrame from pandas.core.sparse.array import BlockIndex, IntIndex from pandas.core.generic import NDFrame from pandas.errors import PerformanceWarning from pandas.io.common import get_filepath_or_buffer, _stringify_path from pandas.core.internals import BlockManager, make_block, _safe_reshape import pandas.core.internals as internals from pandas.io.msgpack import Unpacker as _Unpacker, Packer as _Packer, ExtType from pandas.util._move import ( BadMove as _BadMove, move_into_mutable_buffer as _move_into_mutable_buffer, ) # check whcih compression libs we have installed try: import zlib def _check_zlib(): pass except ImportError: def _check_zlib(): raise ImportError('zlib is not installed') _check_zlib.__doc__ = dedent( """\ Check if zlib is installed. Raises ------ ImportError Raised when zlib is not installed. """, ) try: import blosc def _check_blosc(): pass except ImportError: def _check_blosc(): raise ImportError('blosc is not installed') _check_blosc.__doc__ = dedent( """\ Check if blosc is installed. Raises ------ ImportError Raised when blosc is not installed. """, ) # until we can pass this into our conversion functions, # this is pretty hacky compressor = None def to_msgpack(path_or_buf, *args, **kwargs): """ msgpack (serialize) object to input file path THIS IS AN EXPERIMENTAL LIBRARY and the storage format may not be stable until a future release. Parameters ---------- path_or_buf : string File path, buffer-like, or None if None, return generated string args : an object or objects to serialize encoding: encoding for unicode objects append : boolean whether to append to an existing msgpack (default is False) compress : type of compressor (zlib or blosc), default to None (no compression) """ global compressor compressor = kwargs.pop('compress', None) if compressor: compressor = u(compressor) append = kwargs.pop('append', None) if append: mode = 'a+b' else: mode = 'wb' def writer(fh): for a in args: fh.write(pack(a, **kwargs)) path_or_buf = _stringify_path(path_or_buf) if isinstance(path_or_buf, compat.string_types): with open(path_or_buf, mode) as fh: writer(fh) elif path_or_buf is None: buf = compat.BytesIO() writer(buf) return buf.getvalue() else: writer(path_or_buf) def read_msgpack(path_or_buf, encoding='utf-8', iterator=False, **kwargs): """ Load msgpack pandas object from the specified file path THIS IS AN EXPERIMENTAL LIBRARY and the storage format may not be stable until a future release. Parameters ---------- path_or_buf : string File path, BytesIO like or string encoding: Encoding for decoding msgpack str type iterator : boolean, if True, return an iterator to the unpacker (default is False) Returns ------- obj : type of object stored in file """ path_or_buf, _, _ = get_filepath_or_buffer(path_or_buf) if iterator: return Iterator(path_or_buf) def read(fh): l = list(unpack(fh, encoding=encoding, **kwargs)) if len(l) == 1: return l[0] return l # see if we have an actual file if isinstance(path_or_buf, compat.string_types): try: exists = os.path.exists(path_or_buf) except (TypeError, ValueError): exists = False if exists: with open(path_or_buf, 'rb') as fh: return read(fh) # treat as a binary-like if isinstance(path_or_buf, compat.binary_type): fh = None try: fh = compat.BytesIO(path_or_buf) return read(fh) finally: if fh is not None: fh.close() # a buffer like if hasattr(path_or_buf, 'read') and compat.callable(path_or_buf.read): return read(path_or_buf) raise ValueError('path_or_buf needs to be a string file path or file-like') dtype_dict = {21: np.dtype('M8[ns]'), u('datetime64[ns]'): np.dtype('M8[ns]'), u('datetime64[us]'): np.dtype('M8[us]'), 22: np.dtype('m8[ns]'), u('timedelta64[ns]'): np.dtype('m8[ns]'), u('timedelta64[us]'): np.dtype('m8[us]'), # this is platform int, which we need to remap to np.int64 # for compat on windows platforms 7: np.dtype('int64'), 'category': 'category' } def dtype_for(t): """ return my dtype mapping, whether number or name """ if t in dtype_dict: return dtype_dict[t] return np.typeDict.get(t, t) c2f_dict = {'complex': np.float64, 'complex128': np.float64, 'complex64': np.float32} # numpy 1.6.1 compat if hasattr(np, 'float128'): c2f_dict['complex256'] = np.float128 def c2f(r, i, ctype_name): """ Convert strings to complex number instance with specified numpy type. """ ftype = c2f_dict[ctype_name] return np.typeDict[ctype_name](ftype(r) + 1j * ftype(i)) def convert(values): """ convert the numpy values to a list """ dtype = values.dtype if is_categorical_dtype(values): return values elif is_object_dtype(dtype): return values.ravel().tolist() if needs_i8_conversion(dtype): values = values.view('i8') v = values.ravel() if compressor == 'zlib': _check_zlib() # return string arrays like they are if dtype == np.object_: return v.tolist() # convert to a bytes array v = v.tostring() return ExtType(0, zlib.compress(v)) elif compressor == 'blosc': _check_blosc() # return string arrays like they are if dtype == np.object_: return v.tolist() # convert to a bytes array v = v.tostring() return ExtType(0, blosc.compress(v, typesize=dtype.itemsize)) # ndarray (on original dtype) return ExtType(0, v.tostring()) def unconvert(values, dtype, compress=None): as_is_ext = isinstance(values, ExtType) and values.code == 0 if as_is_ext: values = values.data if is_categorical_dtype(dtype): return values elif is_object_dtype(dtype): return np.array(values, dtype=object) dtype = pandas_dtype(dtype).base if not as_is_ext: values = values.encode('latin1') if compress: if compress == u'zlib': _check_zlib() decompress = zlib.decompress elif compress == u'blosc': _check_blosc() decompress = blosc.decompress else: raise ValueError("compress must be one of 'zlib' or 'blosc'") try: return np.frombuffer( _move_into_mutable_buffer(decompress(values)), dtype=dtype, ) except _BadMove as e: # Pull the decompressed data off of the `_BadMove` exception. # We don't just store this in the locals because we want to # minimize the risk of giving users access to a `bytes` object # whose data is also given to a mutable buffer. values = e.args[0] if len(values) > 1: # The empty string and single characters are memoized in many # string creating functions in the capi. This case should not # warn even though we need to make a copy because we are only # copying at most 1 byte. warnings.warn( 'copying data after decompressing; this may mean that' ' decompress is caching its result', PerformanceWarning, ) # fall through to copying `np.fromstring` # Copy the string into a numpy array. return np.fromstring(values, dtype=dtype) def encode(obj): """ Data encoder """ tobj = type(obj) if isinstance(obj, Index): if isinstance(obj, RangeIndex): return {u'typ': u'range_index', u'klass': u(obj.__class__.__name__), u'name': getattr(obj, 'name', None), u'start': getattr(obj, '_start', None), u'stop': getattr(obj, '_stop', None), u'step': getattr(obj, '_step', None)} elif isinstance(obj, PeriodIndex): return {u'typ': u'period_index', u'klass': u(obj.__class__.__name__), u'name': getattr(obj, 'name', None), u'freq': u_safe(getattr(obj, 'freqstr', None)), u'dtype': u(obj.dtype.name), u'data': convert(obj.asi8), u'compress': compressor} elif isinstance(obj, DatetimeIndex): tz = getattr(obj, 'tz', None) # store tz info and data as UTC if tz is not None: tz = u(tz.zone) obj = obj.tz_convert('UTC') return {u'typ': u'datetime_index', u'klass': u(obj.__class__.__name__), u'name': getattr(obj, 'name', None), u'dtype': u(obj.dtype.name), u'data': convert(obj.asi8), u'freq': u_safe(getattr(obj, 'freqstr', None)), u'tz': tz, u'compress': compressor} elif isinstance(obj, MultiIndex): return {u'typ': u'multi_index', u'klass': u(obj.__class__.__name__), u'names': getattr(obj, 'names', None), u'dtype': u(obj.dtype.name), u'data': convert(obj.values), u'compress': compressor} else: return {u'typ': u'index', u'klass': u(obj.__class__.__name__), u'name': getattr(obj, 'name', None), u'dtype': u(obj.dtype.name), u'data': convert(obj.values), u'compress': compressor} elif isinstance(obj, Categorical): return {u'typ': u'category', u'klass': u(obj.__class__.__name__), u'name': getattr(obj, 'name', None), u'codes': obj.codes, u'categories': obj.categories, u'ordered': obj.ordered, u'compress': compressor} elif isinstance(obj, Series): if isinstance(obj, SparseSeries): raise NotImplementedError( 'msgpack sparse series is not implemented' ) # d = {'typ': 'sparse_series', # 'klass': obj.__class__.__name__, # 'dtype': obj.dtype.name, # 'index': obj.index, # 'sp_index': obj.sp_index, # 'sp_values': convert(obj.sp_values), # 'compress': compressor} # for f in ['name', 'fill_value', 'kind']: # d[f] = getattr(obj, f, None) # return d else: return {u'typ': u'series', u'klass': u(obj.__class__.__name__), u'name': getattr(obj, 'name', None), u'index': obj.index, u'dtype': u(obj.dtype.name), u'data': convert(obj.values), u'compress': compressor} elif issubclass(tobj, NDFrame): if isinstance(obj, SparseDataFrame): raise NotImplementedError( 'msgpack sparse frame is not implemented' ) # d = {'typ': 'sparse_dataframe', # 'klass': obj.__class__.__name__, # 'columns': obj.columns} # for f in ['default_fill_value', 'default_kind']: # d[f] = getattr(obj, f, None) # d['data'] = dict([(name, ss) # for name, ss in compat.iteritems(obj)]) # return d else: data = obj._data if not data.is_consolidated(): data = data.consolidate() # the block manager return {u'typ': u'block_manager', u'klass': u(obj.__class__.__name__), u'axes': data.axes, u'blocks': [{u'locs': b.mgr_locs.as_array, u'values': convert(b.values), u'shape': b.values.shape, u'dtype': u(b.dtype.name), u'klass': u(b.__class__.__name__), u'compress': compressor} for b in data.blocks] } elif isinstance(obj, (datetime, date, np.datetime64, timedelta, np.timedelta64, NaTType)): if isinstance(obj, Timestamp): tz = obj.tzinfo if tz is not None: tz = u(tz.zone) freq = obj.freq if freq is not None: freq = u(freq.freqstr) return {u'typ': u'timestamp', u'value': obj.value, u'freq': freq, u'tz': tz} if isinstance(obj, NaTType): return {u'typ': u'nat'} elif isinstance(obj, np.timedelta64): return {u'typ': u'timedelta64', u'data': obj.view('i8')} elif isinstance(obj, timedelta): return {u'typ': u'timedelta', u'data': (obj.days, obj.seconds, obj.microseconds)} elif isinstance(obj, np.datetime64): return {u'typ': u'datetime64', u'data': u(str(obj))} elif isinstance(obj, datetime): return {u'typ': u'datetime', u'data': u(obj.isoformat())} elif isinstance(obj, date): return {u'typ': u'date', u'data': u(obj.isoformat())} raise Exception("cannot encode this datetimelike object: %s" % obj) elif isinstance(obj, Period): return {u'typ': u'period', u'ordinal': obj.ordinal, u'freq': u(obj.freq)} elif isinstance(obj, BlockIndex): return {u'typ': u'block_index', u'klass': u(obj.__class__.__name__), u'blocs': obj.blocs, u'blengths': obj.blengths, u'length': obj.length} elif isinstance(obj, IntIndex): return {u'typ': u'int_index', u'klass': u(obj.__class__.__name__), u'indices': obj.indices, u'length': obj.length} elif isinstance(obj, np.ndarray): return {u'typ': u'ndarray', u'shape': obj.shape, u'ndim': obj.ndim, u'dtype': u(obj.dtype.name), u'data': convert(obj), u'compress': compressor} elif isinstance(obj, np.number): if np.iscomplexobj(obj): return {u'typ': u'np_scalar', u'sub_typ': u'np_complex', u'dtype': u(obj.dtype.name), u'real': u(obj.real.__repr__()), u'imag': u(obj.imag.__repr__())} else: return {u'typ': u'np_scalar', u'dtype': u(obj.dtype.name), u'data': u(obj.__repr__())} elif isinstance(obj, complex): return {u'typ': u'np_complex', u'real': u(obj.real.__repr__()), u'imag': u(obj.imag.__repr__())} return obj def decode(obj): """ Decoder for deserializing numpy data types. """ typ = obj.get(u'typ') if typ is None: return obj elif typ == u'timestamp': freq = obj[u'freq'] if 'freq' in obj else obj[u'offset'] return Timestamp(obj[u'value'], tz=obj[u'tz'], freq=freq) elif typ == u'nat': return NaT elif typ == u'period': return Period(ordinal=obj[u'ordinal'], freq=obj[u'freq']) elif typ == u'index': dtype = dtype_for(obj[u'dtype']) data = unconvert(obj[u'data'], dtype, obj.get(u'compress')) return globals()[obj[u'klass']](data, dtype=dtype, name=obj[u'name']) elif typ == u'range_index': return globals()[obj[u'klass']](obj[u'start'], obj[u'stop'], obj[u'step'], name=obj[u'name']) elif typ == u'multi_index': dtype = dtype_for(obj[u'dtype']) data = unconvert(obj[u'data'], dtype, obj.get(u'compress')) data = [tuple(x) for x in data] return globals()[obj[u'klass']].from_tuples(data, names=obj[u'names']) elif typ == u'period_index': data = unconvert(obj[u'data'], np.int64, obj.get(u'compress')) d = dict(name=obj[u'name'], freq=obj[u'freq']) return globals()[obj[u'klass']]._from_ordinals(data, **d) elif typ == u'datetime_index': data = unconvert(obj[u'data'], np.int64, obj.get(u'compress')) d = dict(name=obj[u'name'], freq=obj[u'freq'], verify_integrity=False) result = globals()[obj[u'klass']](data, **d) tz = obj[u'tz'] # reverse tz conversion if tz is not None: result = result.tz_localize('UTC').tz_convert(tz) return result elif typ == u'category': from_codes = globals()[obj[u'klass']].from_codes return from_codes(codes=obj[u'codes'], categories=obj[u'categories'], ordered=obj[u'ordered']) elif typ == u'series': dtype = dtype_for(obj[u'dtype']) pd_dtype = pandas_dtype(dtype) index = obj[u'index'] result = globals()[obj[u'klass']](unconvert(obj[u'data'], dtype, obj[u'compress']), index=index, dtype=pd_dtype, name=obj[u'name']) return result elif typ == u'block_manager': axes = obj[u'axes'] def create_block(b): values = _safe_reshape(unconvert( b[u'values'], dtype_for(b[u'dtype']), b[u'compress']), b[u'shape']) # locs handles duplicate column names, and should be used instead # of items; see GH 9618 if u'locs' in b: placement = b[u'locs'] else: placement = axes[0].get_indexer(b[u'items']) return make_block(values=values, klass=getattr(internals, b[u'klass']), placement=placement, dtype=b[u'dtype']) blocks = [create_block(b) for b in obj[u'blocks']] return globals()[obj[u'klass']](BlockManager(blocks, axes)) elif typ == u'datetime': return parse(obj[u'data']) elif typ == u'datetime64': return np.datetime64(parse(obj[u'data'])) elif typ == u'date': return parse(obj[u'data']).date() elif typ == u'timedelta': return timedelta(*obj[u'data']) elif typ == u'timedelta64': return np.timedelta64(int(obj[u'data'])) # elif typ == 'sparse_series': # dtype = dtype_for(obj['dtype']) # return globals()[obj['klass']]( # unconvert(obj['sp_values'], dtype, obj['compress']), # sparse_index=obj['sp_index'], index=obj['index'], # fill_value=obj['fill_value'], kind=obj['kind'], name=obj['name']) # elif typ == 'sparse_dataframe': # return globals()[obj['klass']]( # obj['data'], columns=obj['columns'], # default_fill_value=obj['default_fill_value'], # default_kind=obj['default_kind'] # ) # elif typ == 'sparse_panel': # return globals()[obj['klass']]( # obj['data'], items=obj['items'], # default_fill_value=obj['default_fill_value'], # default_kind=obj['default_kind']) elif typ == u'block_index': return globals()[obj[u'klass']](obj[u'length'], obj[u'blocs'], obj[u'blengths']) elif typ == u'int_index': return globals()[obj[u'klass']](obj[u'length'], obj[u'indices']) elif typ == u'ndarray': return unconvert(obj[u'data'], np.typeDict[obj[u'dtype']], obj.get(u'compress')).reshape(obj[u'shape']) elif typ == u'np_scalar': if obj.get(u'sub_typ') == u'np_complex': return c2f(obj[u'real'], obj[u'imag'], obj[u'dtype']) else: dtype = dtype_for(obj[u'dtype']) try: return dtype(obj[u'data']) except: return dtype.type(obj[u'data']) elif typ == u'np_complex': return complex(obj[u'real'] + u'+' + obj[u'imag'] + u'j') elif isinstance(obj, (dict, list, set)): return obj else: return obj def pack(o, default=encode, encoding='utf-8', unicode_errors='strict', use_single_float=False, autoreset=1, use_bin_type=1): """ Pack an object and return the packed bytes. """ return Packer(default=default, encoding=encoding, unicode_errors=unicode_errors, use_single_float=use_single_float, autoreset=autoreset, use_bin_type=use_bin_type).pack(o) def unpack(packed, object_hook=decode, list_hook=None, use_list=False, encoding='utf-8', unicode_errors='strict', object_pairs_hook=None, max_buffer_size=0, ext_hook=ExtType): """ Unpack a packed object, return an iterator Note: packed lists will be returned as tuples """ return Unpacker(packed, object_hook=object_hook, list_hook=list_hook, use_list=use_list, encoding=encoding, unicode_errors=unicode_errors, object_pairs_hook=object_pairs_hook, max_buffer_size=max_buffer_size, ext_hook=ext_hook) class Packer(_Packer): def __init__(self, default=encode, encoding='utf-8', unicode_errors='strict', use_single_float=False, autoreset=1, use_bin_type=1): super(Packer, self).__init__(default=default, encoding=encoding, unicode_errors=unicode_errors, use_single_float=use_single_float, autoreset=autoreset, use_bin_type=use_bin_type) class Unpacker(_Unpacker): def __init__(self, file_like=None, read_size=0, use_list=False, object_hook=decode, object_pairs_hook=None, list_hook=None, encoding='utf-8', unicode_errors='strict', max_buffer_size=0, ext_hook=ExtType): super(Unpacker, self).__init__(file_like=file_like, read_size=read_size, use_list=use_list, object_hook=object_hook, object_pairs_hook=object_pairs_hook, list_hook=list_hook, encoding=encoding, unicode_errors=unicode_errors, max_buffer_size=max_buffer_size, ext_hook=ext_hook) class Iterator(object): """ manage the unpacking iteration, close the file on completion """ def __init__(self, path, **kwargs): self.path = path self.kwargs = kwargs def __iter__(self): needs_closing = True try: # see if we have an actual file if isinstance(self.path, compat.string_types): try: path_exists = os.path.exists(self.path) except TypeError: path_exists = False if path_exists: fh = open(self.path, 'rb') else: fh = compat.BytesIO(self.path) else: if not hasattr(self.path, 'read'): fh = compat.BytesIO(self.path) else: # a file-like needs_closing = False fh = self.path unpacker = unpack(fh) for o in unpacker: yield o finally: if needs_closing: fh.close()
bsd-3-clause
kenshay/ImageScript
ProgramData/SystemFiles/Python/Lib/site-packages/dask/array/tests/test_percentiles.py
4
2323
import pytest pytest.importorskip('numpy') import numpy as np import dask.array as da from dask.array.utils import assert_eq, same_keys def test_percentile(): d = da.ones((16,), chunks=(4,)) assert_eq(da.percentile(d, [0, 50, 100]), np.array([1, 1, 1], dtype=d.dtype)) x = np.array([0, 0, 5, 5, 5, 5, 20, 20]) d = da.from_array(x, chunks=(3,)) result = da.percentile(d, [0, 50, 100]) assert_eq(da.percentile(d, [0, 50, 100]), np.array([0, 5, 20], dtype=result.dtype)) assert same_keys(da.percentile(d, [0, 50, 100]), da.percentile(d, [0, 50, 100])) assert not same_keys(da.percentile(d, [0, 50, 100]), da.percentile(d, [0, 50])) x = np.array(['a', 'a', 'd', 'd', 'd', 'e']) d = da.from_array(x, chunks=(3,)) assert_eq(da.percentile(d, [0, 50, 100]), np.array(['a', 'd', 'e'], dtype=x.dtype)) @pytest.mark.skip def test_percentile_with_categoricals(): try: import pandas as pd except ImportError: return x0 = pd.Categorical(['Alice', 'Bob', 'Charlie', 'Dennis', 'Alice', 'Alice']) x1 = pd.Categorical(['Alice', 'Bob', 'Charlie', 'Dennis', 'Alice', 'Alice']) dsk = {('x', 0): x0, ('x', 1): x1} x = da.Array(dsk, 'x', chunks=((6, 6),)) p = da.percentile(x, [50]) assert (p.compute().categories == x0.categories).all() assert (p.compute().codes == [0]).all() assert same_keys(da.percentile(x, [50]), da.percentile(x, [50])) def test_percentiles_with_empty_arrays(): x = da.ones(10, chunks=((5, 0, 5),)) assert_eq(da.percentile(x, [10, 50, 90]), np.array([1, 1, 1], dtype=x.dtype)) @pytest.mark.parametrize('q', [5, 5.0, np.int64(5), np.float64(5)]) def test_percentiles_with_scaler_percentile(q): # Regression test to ensure da.percentile works with scalar percentiles # See #3020 d = da.ones((16,), chunks=(4,)) assert_eq(da.percentile(d, q), np.array([1], dtype=d.dtype)) def test_unknown_chunk_sizes(): x = da.random.random(1000, chunks=(100,)) x._chunks = ((np.nan,) * 10,) result = da.percentile(x, 50).compute() assert 0.1 < result < 0.9 a, b = da.percentile(x, [40, 60]).compute() assert 0.1 < a < 0.9 assert 0.1 < b < 0.9 assert a < b
gpl-3.0
SciLifeLab/bcbio-nextgen
bcbio/rnaseq/count.py
1
12286
""" count number of reads mapping to features of transcripts """ import os import sys import itertools # soft imports try: import HTSeq import pandas as pd import gffutils except ImportError: HTSeq, pd, gffutils = None, None, None from bcbio.utils import file_exists from bcbio.distributed.transaction import file_transaction from bcbio.log import logger from bcbio import bam import bcbio.pipeline.datadict as dd def _get_files(data): mapped = bam.mapped(data["work_bam"], data["config"]) in_file = bam.sort(mapped, data["config"], order="queryname") gtf_file = dd.get_gtf_file(data) work_dir = dd.get_work_dir(data) out_dir = os.path.join(work_dir, "htseq-count") sample_name = dd.get_sample_name(data) out_file = os.path.join(out_dir, sample_name + ".counts") stats_file = os.path.join(out_dir, sample_name + ".stats") return in_file, gtf_file, out_file, stats_file def invert_strand(iv): iv2 = iv.copy() if iv2.strand == "+": iv2.strand = "-" elif iv2.strand == "-": iv2.strand = "+" else: raise ValueError("Illegal strand") return iv2 class UnknownChrom(Exception): pass def _get_stranded_flag(data): strand_flag = {"unstranded": "no", "firststrand": "reverse", "secondstrand": "yes"} stranded = dd.get_strandedness(data, "unstranded").lower() assert stranded in strand_flag, ("%s is not a valid strandedness value. " "Valid values are 'firststrand', 'secondstrand', " "and 'unstranded") return strand_flag[stranded] def htseq_count(data): """ adapted from Simon Anders htseq-count.py script http://www-huber.embl.de/users/anders/HTSeq/doc/count.html """ sam_filename, gff_filename, out_file, stats_file = _get_files(data) stranded = _get_stranded_flag(data["config"]) overlap_mode = "union" feature_type = "exon" id_attribute = "gene_id" minaqual = 0 if file_exists(out_file): return out_file logger.info("Counting reads mapping to exons in %s using %s as the " "annotation and strandedness as %s." % (os.path.basename(sam_filename), os.path.basename(gff_filename), dd.get_strandedness(data))) features = HTSeq.GenomicArrayOfSets("auto", stranded != "no") counts = {} # Try to open samfile to fail early in case it is not there open(sam_filename).close() gff = HTSeq.GFF_Reader(gff_filename) i = 0 try: for f in gff: if f.type == feature_type: try: feature_id = f.attr[id_attribute] except KeyError: sys.exit("Feature %s does not contain a '%s' attribute" % (f.name, id_attribute)) if stranded != "no" and f.iv.strand == ".": sys.exit("Feature %s at %s does not have strand " "information but you are running htseq-count " "in stranded mode. Use '--stranded=no'." % (f.name, f.iv)) features[f.iv] += feature_id counts[f.attr[id_attribute]] = 0 i += 1 if i % 100000 == 0: sys.stderr.write("%d GFF lines processed.\n" % i) except: sys.stderr.write("Error occured in %s.\n" % gff.get_line_number_string()) raise sys.stderr.write("%d GFF lines processed.\n" % i) if len(counts) == 0: sys.stderr.write("Warning: No features of type '%s' found.\n" % feature_type) try: align_reader = htseq_reader(sam_filename) first_read = iter(align_reader).next() pe_mode = first_read.paired_end except: sys.stderr.write("Error occured when reading first line of sam " "file.\n") raise try: if pe_mode: read_seq_pe_file = align_reader read_seq = HTSeq.pair_SAM_alignments(align_reader) empty = 0 ambiguous = 0 notaligned = 0 lowqual = 0 nonunique = 0 i = 0 for r in read_seq: i += 1 if not pe_mode: if not r.aligned: notaligned += 1 continue try: if r.optional_field("NH") > 1: nonunique += 1 continue except KeyError: pass if r.aQual < minaqual: lowqual += 1 continue if stranded != "reverse": iv_seq = (co.ref_iv for co in r.cigar if co.type == "M" and co.size > 0) else: iv_seq = (invert_strand(co.ref_iv) for co in r.cigar if co.type == "M" and co.size > 0) else: if r[0] is not None and r[0].aligned: if stranded != "reverse": iv_seq = (co.ref_iv for co in r[0].cigar if co.type == "M" and co.size > 0) else: iv_seq = (invert_strand(co.ref_iv) for co in r[0].cigar if co.type == "M" and co.size > 0) else: iv_seq = tuple() if r[1] is not None and r[1].aligned: if stranded != "reverse": iv_seq = itertools.chain(iv_seq, (invert_strand(co.ref_iv) for co in r[1].cigar if co.type == "M" and co.size > 0)) else: iv_seq = itertools.chain(iv_seq, (co.ref_iv for co in r[1].cigar if co.type == "M" and co.size > 0)) else: if (r[0] is None) or not (r[0].aligned): notaligned += 1 continue try: if (r[0] is not None and r[0].optional_field("NH") > 1) or \ (r[1] is not None and r[1].optional_field("NH") > 1): nonunique += 1 continue except KeyError: pass if (r[0] and r[0].aQual < minaqual) or (r[1] and r[1].aQual < minaqual): lowqual += 1 continue try: if overlap_mode == "union": fs = set() for iv in iv_seq: if iv.chrom not in features.chrom_vectors: raise UnknownChrom for iv2, fs2 in features[iv].steps(): fs = fs.union(fs2) elif (overlap_mode == "intersection-strict" or overlap_mode == "intersection-nonempty"): fs = None for iv in iv_seq: if iv.chrom not in features.chrom_vectors: raise UnknownChrom for iv2, fs2 in features[iv].steps(): if (len(fs2) > 0 or overlap_mode == "intersection-strict"): if fs is None: fs = fs2.copy() else: fs = fs.intersection(fs2) else: sys.exit("Illegal overlap mode.") if fs is None or len(fs) == 0: empty += 1 elif len(fs) > 1: ambiguous += 1 else: counts[list(fs)[0]] += 1 except UnknownChrom: if not pe_mode: rr = r else: rr = r[0] if r[0] is not None else r[1] empty += 1 if i % 100000 == 0: sys.stderr.write("%d sam %s processed.\n" % (i, "lines " if not pe_mode else "line pairs")) except: if not pe_mode: sys.stderr.write("Error occured in %s.\n" % read_seq.get_line_number_string()) else: sys.stderr.write("Error occured in %s.\n" % read_seq_pe_file.get_line_number_string()) raise sys.stderr.write("%d sam %s processed.\n" % (i, "lines " if not pe_mode else "line pairs")) with file_transaction(data, out_file) as tmp_out_file: with open(tmp_out_file, "w") as out_handle: on_feature = 0 for fn in sorted(counts.keys()): on_feature += counts[fn] out_handle.write("%s\t%d\n" % (fn, counts[fn])) with file_transaction(data, stats_file) as tmp_stats_file: with open(tmp_stats_file, "w") as out_handle: out_handle.write("on_feature\t%d\n" % on_feature) out_handle.write("no_feature\t%d\n" % empty) out_handle.write("ambiguous\t%d\n" % ambiguous) out_handle.write("too_low_aQual\t%d\n" % lowqual) out_handle.write("not_aligned\t%d\n" % notaligned) out_handle.write("alignment_not_unique\t%d\n" % nonunique) return out_file def combine_count_files(files, out_file=None, ext=".fpkm"): """ combine a set of count files into a single combined file """ assert all([file_exists(x) for x in files]), \ "Some count files in %s do not exist." % files for f in files: assert file_exists(f), "%s does not exist or is empty." % f col_names = [os.path.basename(x.split(ext)[0]) for x in files] if not out_file: out_dir = os.path.join(os.path.dirname(files[0])) out_file = os.path.join(out_dir, "combined.counts") if file_exists(out_file): return out_file df = pd.io.parsers.read_table(f, sep="\t", index_col=0, header=None, names=[col_names[0]]) for i, f in enumerate(files): if i == 0: df = pd.io.parsers.read_table(f, sep="\t", index_col=0, header=None, names=[col_names[0]]) else: df = df.join(pd.io.parsers.read_table(f, sep="\t", index_col=0, header=None, names=[col_names[i]])) df.to_csv(out_file, sep="\t", index_label="id") return out_file def annotate_combined_count_file(count_file, gtf_file, out_file=None): dbfn = gtf_file + ".db" if not file_exists(dbfn): return None if not gffutils: return None db = gffutils.FeatureDB(dbfn, keep_order=True) if not out_file: out_dir = os.path.dirname(count_file) out_file = os.path.join(out_dir, "annotated_combined.counts") # if the genes don't have a gene_id or gene_name set, bail out try: symbol_lookup = {f['gene_id'][0]: f['gene_name'][0] for f in db.features_of_type('exon')} except KeyError: return None df = pd.io.parsers.read_table(count_file, sep="\t", index_col=0, header=0) df['symbol'] = df.apply(lambda x: symbol_lookup.get(x.name, ""), axis=1) df.to_csv(out_file, sep="\t", index_label="id") return out_file def htseq_reader(align_file): """ returns a read-by-read sequence reader for a BAM or SAM file """ if bam.is_sam(align_file): read_seq = HTSeq.SAM_Reader(align_file) elif bam.is_bam(align_file): read_seq = HTSeq.BAM_Reader(align_file) else: logger.error("%s is not a SAM or BAM file" % (align_file)) sys.exit(1) return read_seq
mit
carlthome/librosa
librosa/feature/utils.py
1
8078
#!/usr/bin/env python # -*- coding: utf-8 -*- """Feature manipulation utilities""" from warnings import warn import numpy as np import scipy.signal from .._cache import cache from ..util.exceptions import ParameterError __all__ = ['delta', 'stack_memory'] @cache(level=40) def delta(data, width=9, order=1, axis=-1, mode='interp', **kwargs): r'''Compute delta features: local estimate of the derivative of the input data along the selected axis. Delta features are computed Savitsky-Golay filtering. Parameters ---------- data : np.ndarray the input data matrix (eg, spectrogram) width : int, positive, odd [scalar] Number of frames over which to compute the delta features. Cannot exceed the length of `data` along the specified axis. If `mode='interp'`, then `width` must be at least `data.shape[axis]`. order : int > 0 [scalar] the order of the difference operator. 1 for first derivative, 2 for second, etc. axis : int [scalar] the axis along which to compute deltas. Default is -1 (columns). mode : str, {'interp', 'nearest', 'mirror', 'constant', 'wrap'} Padding mode for estimating differences at the boundaries. kwargs : additional keyword arguments See `scipy.signal.savgol_filter` Returns ------- delta_data : np.ndarray [shape=(d, t)] delta matrix of `data` at specified order Notes ----- This function caches at level 40. See Also -------- scipy.signal.savgol_filter Examples -------- Compute MFCC deltas, delta-deltas >>> y, sr = librosa.load(librosa.util.example_audio_file()) >>> mfcc = librosa.feature.mfcc(y=y, sr=sr) >>> mfcc_delta = librosa.feature.delta(mfcc) >>> mfcc_delta array([[ 1.666e+01, 1.666e+01, ..., 1.869e-15, 1.869e-15], [ 1.784e+01, 1.784e+01, ..., 6.085e-31, 6.085e-31], ..., [ 7.262e-01, 7.262e-01, ..., 9.259e-31, 9.259e-31], [ 6.578e-01, 6.578e-01, ..., 7.597e-31, 7.597e-31]]) >>> mfcc_delta2 = librosa.feature.delta(mfcc, order=2) >>> mfcc_delta2 array([[ -1.703e+01, -1.703e+01, ..., 3.834e-14, 3.834e-14], [ -1.108e+01, -1.108e+01, ..., -1.068e-30, -1.068e-30], ..., [ 4.075e-01, 4.075e-01, ..., -1.565e-30, -1.565e-30], [ 1.676e-01, 1.676e-01, ..., -2.104e-30, -2.104e-30]]) >>> import matplotlib.pyplot as plt >>> plt.subplot(3, 1, 1) >>> librosa.display.specshow(mfcc) >>> plt.title('MFCC') >>> plt.colorbar() >>> plt.subplot(3, 1, 2) >>> librosa.display.specshow(mfcc_delta) >>> plt.title(r'MFCC-$\Delta$') >>> plt.colorbar() >>> plt.subplot(3, 1, 3) >>> librosa.display.specshow(mfcc_delta2, x_axis='time') >>> plt.title(r'MFCC-$\Delta^2$') >>> plt.colorbar() >>> plt.tight_layout() >>> plt.show() ''' data = np.atleast_1d(data) if mode == 'interp' and width > data.shape[axis]: raise ParameterError("when mode='interp', width={} " "cannot exceed data.shape[axis]={}".format(width, data.shape[axis])) if width < 3 or np.mod(width, 2) != 1: raise ParameterError('width must be an odd integer >= 3') if order <= 0 or not isinstance(order, int): raise ParameterError('order must be a positive integer') kwargs.pop('deriv', None) kwargs.setdefault('polyorder', order) return scipy.signal.savgol_filter(data, width, deriv=order, axis=axis, mode=mode, **kwargs) @cache(level=40) def stack_memory(data, n_steps=2, delay=1, **kwargs): """Short-term history embedding: vertically concatenate a data vector or matrix with delayed copies of itself. Each column `data[:, i]` is mapped to:: data[:, i] -> [data[:, i], data[:, i - delay], ... data[:, i - (n_steps-1)*delay]] For columns `i < (n_steps - 1) * delay` , the data will be padded. By default, the data is padded with zeros, but this behavior can be overridden by supplying additional keyword arguments which are passed to `np.pad()`. Parameters ---------- data : np.ndarray [shape=(t,) or (d, t)] Input data matrix. If `data` is a vector (`data.ndim == 1`), it will be interpreted as a row matrix and reshaped to `(1, t)`. n_steps : int > 0 [scalar] embedding dimension, the number of steps back in time to stack delay : int != 0 [scalar] the number of columns to step. Positive values embed from the past (previous columns). Negative values embed from the future (subsequent columns). kwargs : additional keyword arguments Additional arguments to pass to `np.pad`. Returns ------- data_history : np.ndarray [shape=(m * d, t)] data augmented with lagged copies of itself, where `m == n_steps - 1`. Notes ----- This function caches at level 40. Examples -------- Keep two steps (current and previous) >>> data = np.arange(-3, 3) >>> librosa.feature.stack_memory(data) array([[-3, -2, -1, 0, 1, 2], [ 0, -3, -2, -1, 0, 1]]) Or three steps >>> librosa.feature.stack_memory(data, n_steps=3) array([[-3, -2, -1, 0, 1, 2], [ 0, -3, -2, -1, 0, 1], [ 0, 0, -3, -2, -1, 0]]) Use reflection padding instead of zero-padding >>> librosa.feature.stack_memory(data, n_steps=3, mode='reflect') array([[-3, -2, -1, 0, 1, 2], [-2, -3, -2, -1, 0, 1], [-1, -2, -3, -2, -1, 0]]) Or pad with edge-values, and delay by 2 >>> librosa.feature.stack_memory(data, n_steps=3, delay=2, mode='edge') array([[-3, -2, -1, 0, 1, 2], [-3, -3, -3, -2, -1, 0], [-3, -3, -3, -3, -3, -2]]) Stack time-lagged beat-synchronous chroma edge padding >>> y, sr = librosa.load(librosa.util.example_audio_file()) >>> chroma = librosa.feature.chroma_stft(y=y, sr=sr) >>> tempo, beats = librosa.beat.beat_track(y=y, sr=sr, hop_length=512) >>> beats = librosa.util.fix_frames(beats, x_min=0, x_max=chroma.shape[1]) >>> chroma_sync = librosa.util.sync(chroma, beats) >>> chroma_lag = librosa.feature.stack_memory(chroma_sync, n_steps=3, ... mode='edge') Plot the result >>> import matplotlib.pyplot as plt >>> beat_times = librosa.frames_to_time(beats, sr=sr, hop_length=512) >>> librosa.display.specshow(chroma_lag, y_axis='chroma', x_axis='time', ... x_coords=beat_times) >>> plt.yticks([0, 12, 24], ['Lag=0', 'Lag=1', 'Lag=2']) >>> plt.title('Time-lagged chroma') >>> plt.colorbar() >>> plt.tight_layout() >>> plt.show() """ if n_steps < 1: raise ParameterError('n_steps must be a positive integer') if delay == 0: raise ParameterError('delay must be a non-zero integer') data = np.atleast_2d(data) t = data.shape[1] kwargs.setdefault('mode', 'constant') if kwargs['mode'] == 'constant': kwargs.setdefault('constant_values', [0]) # Pad the end with zeros, which will roll to the front below if delay > 0: padding = (int((n_steps - 1) * delay), 0) else: padding = (0, int((n_steps - 1) * -delay)) data = np.pad(data, [(0, 0), padding], **kwargs) history = data # TODO: this could be more efficient for i in range(1, n_steps): history = np.vstack([np.roll(data, -i * delay, axis=1), history]) # Trim to original width if delay > 0: history = history[:, :t] else: history = history[:, -t:] # Make contiguous return np.asfortranarray(history)
isc
michigraber/scikit-learn
examples/calibration/plot_calibration_multiclass.py
272
6972
""" ================================================== Probability Calibration for 3-class classification ================================================== This example illustrates how sigmoid calibration changes predicted probabilities for a 3-class classification problem. Illustrated is the standard 2-simplex, where the three corners correspond to the three classes. Arrows point from the probability vectors predicted by an uncalibrated classifier to the probability vectors predicted by the same classifier after sigmoid calibration on a hold-out validation set. Colors indicate the true class of an instance (red: class 1, green: class 2, blue: class 3). The base classifier is a random forest classifier with 25 base estimators (trees). If this classifier is trained on all 800 training datapoints, it is overly confident in its predictions and thus incurs a large log-loss. Calibrating an identical classifier, which was trained on 600 datapoints, with method='sigmoid' on the remaining 200 datapoints reduces the confidence of the predictions, i.e., moves the probability vectors from the edges of the simplex towards the center. This calibration results in a lower log-loss. Note that an alternative would have been to increase the number of base estimators which would have resulted in a similar decrease in log-loss. """ print(__doc__) # Author: Jan Hendrik Metzen <jhm@informatik.uni-bremen.de> # License: BSD Style. import matplotlib.pyplot as plt import numpy as np from sklearn.datasets import make_blobs from sklearn.ensemble import RandomForestClassifier from sklearn.calibration import CalibratedClassifierCV from sklearn.metrics import log_loss np.random.seed(0) # Generate data X, y = make_blobs(n_samples=1000, n_features=2, random_state=42, cluster_std=5.0) X_train, y_train = X[:600], y[:600] X_valid, y_valid = X[600:800], y[600:800] X_train_valid, y_train_valid = X[:800], y[:800] X_test, y_test = X[800:], y[800:] # Train uncalibrated random forest classifier on whole train and validation # data and evaluate on test data clf = RandomForestClassifier(n_estimators=25) clf.fit(X_train_valid, y_train_valid) clf_probs = clf.predict_proba(X_test) score = log_loss(y_test, clf_probs) # Train random forest classifier, calibrate on validation data and evaluate # on test data clf = RandomForestClassifier(n_estimators=25) clf.fit(X_train, y_train) clf_probs = clf.predict_proba(X_test) sig_clf = CalibratedClassifierCV(clf, method="sigmoid", cv="prefit") sig_clf.fit(X_valid, y_valid) sig_clf_probs = sig_clf.predict_proba(X_test) sig_score = log_loss(y_test, sig_clf_probs) # Plot changes in predicted probabilities via arrows plt.figure(0) colors = ["r", "g", "b"] for i in range(clf_probs.shape[0]): plt.arrow(clf_probs[i, 0], clf_probs[i, 1], sig_clf_probs[i, 0] - clf_probs[i, 0], sig_clf_probs[i, 1] - clf_probs[i, 1], color=colors[y_test[i]], head_width=1e-2) # Plot perfect predictions plt.plot([1.0], [0.0], 'ro', ms=20, label="Class 1") plt.plot([0.0], [1.0], 'go', ms=20, label="Class 2") plt.plot([0.0], [0.0], 'bo', ms=20, label="Class 3") # Plot boundaries of unit simplex plt.plot([0.0, 1.0, 0.0, 0.0], [0.0, 0.0, 1.0, 0.0], 'k', label="Simplex") # Annotate points on the simplex plt.annotate(r'($\frac{1}{3}$, $\frac{1}{3}$, $\frac{1}{3}$)', xy=(1.0/3, 1.0/3), xytext=(1.0/3, .23), xycoords='data', arrowprops=dict(facecolor='black', shrink=0.05), horizontalalignment='center', verticalalignment='center') plt.plot([1.0/3], [1.0/3], 'ko', ms=5) plt.annotate(r'($\frac{1}{2}$, $0$, $\frac{1}{2}$)', xy=(.5, .0), xytext=(.5, .1), xycoords='data', arrowprops=dict(facecolor='black', shrink=0.05), horizontalalignment='center', verticalalignment='center') plt.annotate(r'($0$, $\frac{1}{2}$, $\frac{1}{2}$)', xy=(.0, .5), xytext=(.1, .5), xycoords='data', arrowprops=dict(facecolor='black', shrink=0.05), horizontalalignment='center', verticalalignment='center') plt.annotate(r'($\frac{1}{2}$, $\frac{1}{2}$, $0$)', xy=(.5, .5), xytext=(.6, .6), xycoords='data', arrowprops=dict(facecolor='black', shrink=0.05), horizontalalignment='center', verticalalignment='center') plt.annotate(r'($0$, $0$, $1$)', xy=(0, 0), xytext=(.1, .1), xycoords='data', arrowprops=dict(facecolor='black', shrink=0.05), horizontalalignment='center', verticalalignment='center') plt.annotate(r'($1$, $0$, $0$)', xy=(1, 0), xytext=(1, .1), xycoords='data', arrowprops=dict(facecolor='black', shrink=0.05), horizontalalignment='center', verticalalignment='center') plt.annotate(r'($0$, $1$, $0$)', xy=(0, 1), xytext=(.1, 1), xycoords='data', arrowprops=dict(facecolor='black', shrink=0.05), horizontalalignment='center', verticalalignment='center') # Add grid plt.grid("off") for x in [0.0, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1.0]: plt.plot([0, x], [x, 0], 'k', alpha=0.2) plt.plot([0, 0 + (1-x)/2], [x, x + (1-x)/2], 'k', alpha=0.2) plt.plot([x, x + (1-x)/2], [0, 0 + (1-x)/2], 'k', alpha=0.2) plt.title("Change of predicted probabilities after sigmoid calibration") plt.xlabel("Probability class 1") plt.ylabel("Probability class 2") plt.xlim(-0.05, 1.05) plt.ylim(-0.05, 1.05) plt.legend(loc="best") print("Log-loss of") print(" * uncalibrated classifier trained on 800 datapoints: %.3f " % score) print(" * classifier trained on 600 datapoints and calibrated on " "200 datapoint: %.3f" % sig_score) # Illustrate calibrator plt.figure(1) # generate grid over 2-simplex p1d = np.linspace(0, 1, 20) p0, p1 = np.meshgrid(p1d, p1d) p2 = 1 - p0 - p1 p = np.c_[p0.ravel(), p1.ravel(), p2.ravel()] p = p[p[:, 2] >= 0] calibrated_classifier = sig_clf.calibrated_classifiers_[0] prediction = np.vstack([calibrator.predict(this_p) for calibrator, this_p in zip(calibrated_classifier.calibrators_, p.T)]).T prediction /= prediction.sum(axis=1)[:, None] # Ploit modifications of calibrator for i in range(prediction.shape[0]): plt.arrow(p[i, 0], p[i, 1], prediction[i, 0] - p[i, 0], prediction[i, 1] - p[i, 1], head_width=1e-2, color=colors[np.argmax(p[i])]) # Plot boundaries of unit simplex plt.plot([0.0, 1.0, 0.0, 0.0], [0.0, 0.0, 1.0, 0.0], 'k', label="Simplex") plt.grid("off") for x in [0.0, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1.0]: plt.plot([0, x], [x, 0], 'k', alpha=0.2) plt.plot([0, 0 + (1-x)/2], [x, x + (1-x)/2], 'k', alpha=0.2) plt.plot([x, x + (1-x)/2], [0, 0 + (1-x)/2], 'k', alpha=0.2) plt.title("Illustration of sigmoid calibrator") plt.xlabel("Probability class 1") plt.ylabel("Probability class 2") plt.xlim(-0.05, 1.05) plt.ylim(-0.05, 1.05) plt.show()
bsd-3-clause
cavestruz/L500analysis
plotting/profiles/T_Vcirc_evolution/Vcirc_evolution/plot_Vcirc2_nu_binned_Vc500c.py
1
3175
from L500analysis.data_io.get_cluster_data import GetClusterData from L500analysis.utils.utils import aexp2redshift from L500analysis.plotting.tools.figure_formatting import * from L500analysis.plotting.profiles.tools.profiles_percentile \ import * from L500analysis.plotting.profiles.tools.select_profiles \ import nu_cut, prune_dict from L500analysis.utils.constants import rbins from derived_field_functions import * color = matplotlib.cm.afmhot_r aexps = [1.0,0.9,0.8,0.7,0.6,0.5,0.45,0.4,0.35] nu_threshold = [2.3,2.7] nu_label = r"%0.1f$\leq\nu_{500c}\leq$%0.1f"%(nu_threshold[0],nu_threshold[1]) db_name = 'L500_NR_0' db_dir = '/home/babyostrich/Documents/Repos/L500analysis/' profiles_list = ['r_mid', 'Vcirc2_Vc500c', 'M_dark', 'M_star', 'M_gas', 'R/R500c'] halo_properties_list=['r500c','M_total_500c','nu_500c'] Vcirc2ratioVc500c=r"$\tilde{V}=V^2_{c}/V^2_{c,500c}$" fVcz1=r"$\tilde{V}/\tilde{V}(z=1)$" pa = PlotAxes(figname='Vcirc2_Vc500c_nu%0.1f'%nu_threshold[0], axes=[[0.15,0.4,0.80,0.55],[0.15,0.15,0.80,0.24]], axes_labels=[Vcirc2ratioVc500c,fVcz1], xlabel=r"$R/R_{500c}$", xlim=(0.2,5), ylims=[(0.6,1.4),(0.6,1.4)]) Vcirc2={} clkeys = ['Vcirc2_Vc500c'] plots = [Vcirc2] linestyles = ['-'] for aexp in aexps : cldata = GetClusterData(aexp=aexp,db_name=db_name, db_dir=db_dir, profiles_list=profiles_list, halo_properties_list=halo_properties_list) nu_cut_hids = nu_cut(nu=cldata['nu_500c'], threshold=nu_threshold) for plot, key in zip(plots,clkeys) : pruned_profiles = prune_dict(d=cldata[key],k=nu_cut_hids) plot[aexp] = calculate_profiles_mean_variance(pruned_profiles) pa.axes[Vcirc2ratioVc500c].plot( rbins, Vcirc2[aexp]['mean'],color=color(aexp), ls='-',label="$z=%3.1f$" % aexp2redshift(aexp)) pa.axes[Vcirc2ratioVc500c].fill_between(rbins, Vcirc2[0.5]['down'], Vcirc2[0.5]['up'], color=color(0.5), zorder=0) for aexp in aexps : for V,ls in zip(plots,linestyles) : fractional_evolution = get_profiles_division_mean_variance( mean_profile1=V[aexp]['mean'], var_profile1=V[aexp]['var'], mean_profile2=V[0.5]['mean'], var_profile2=V[0.5]['var'], ) pa.axes[fVcz1].plot( rbins, fractional_evolution['mean'], color=color(aexp),ls=ls) pa.axes[Vcirc2ratioVc500c].annotate(nu_label, xy=(.75, .75), xytext=(.3, 1.3)) pa.axes[Vcirc2ratioVc500c].tick_params(labelsize=12) pa.axes[Vcirc2ratioVc500c].tick_params(labelsize=12) pa.axes[fVcz1].set_yticks(arange(0.6,1.4,0.2)) matplotlib.rcParams['legend.handlelength'] = 0 matplotlib.rcParams['legend.numpoints'] = 1 matplotlib.rcParams['legend.fontsize'] = 12 pa.set_legend(axes_label=Vcirc2ratioVc500c,ncol=3,loc='upper right', frameon=False) pa.color_legend_texts(axes_label=Vcirc2ratioVc500c) pa.savefig()
mit
soleneulmer/atmos
indicators_molec.py
1
4324
# =================================== # CALCULATES Ioff and Ires # Indicators described in Molecfit II # # Solene 20.09.2016 # =================================== # import numpy as np from astropy.io import fits import matplotlib.pyplot as plt # from PyAstronomy import pyasl from scipy.interpolate import interp1d from scipy.interpolate import InterpolatedUnivariateSpline from scipy import stats # from sklearn.metrics import mean_squared_error # from math import sqrt # from numpy import linalg as LA # MOLECFIT # file_molecfit = '/home/solene/atmos/For_Solene/1203nm/output/molecfit_crires_solene_tac.fits' hdu_molecfit = fits.open(file_molecfit) data_molecfit = hdu_molecfit[1].data cols_molecfit = hdu_molecfit[1].columns # cols_molecfit.info() rawwl_molecfit = data_molecfit.field('mlambda') wl_molecfit = rawwl_molecfit*10e2 trans_molecfit = data_molecfit.field('mtrans') cflux_molecfit = data_molecfit.field('cflux') # TELFIT # file_telfit = '/home/solene/atmos/trans_telfit.txt' wl_telfit, trans_telfit, wl_datatelfit, flux_datatelfit = np.loadtxt( file_telfit, unpack=True) # Interpolation f_molecfit = interp1d(wl_molecfit, cflux_molecfit, kind='cubic') ftrans_molecfit = interp1d(wl_molecfit, trans_molecfit, kind='cubic') # f_tapas = interp1d(wlcorr_tapas, trans_tapas) # **1** BINNED DATA # 3 delta-lambda = 0.036 # Mean and std deviation of bins on the telluric CORRECTED spectrum fluxmean_bin_means, bin_edges, binnumber = stats.binned_statistic( wl_datatelfit, f_molecfit(wl_datatelfit), statistic='mean', bins=np.floor((wl_datatelfit[-1]-wl_datatelfit[0])/0.036)) fluxstd_bin_means, _, _ = stats.binned_statistic( wl_datatelfit, f_molecfit(wl_datatelfit), statistic=np.std, bins=np.floor((wl_datatelfit[-1]-wl_datatelfit[0])/0.036)) bin_width = (bin_edges[1] - bin_edges[0]) bin_centers = bin_edges[1:] - bin_width/2 # **2** Bins where average TRANSMISSION is > 0.99 flux_trans_mean_bin_means, _, _ = stats.binned_statistic( wl_datatelfit, ftrans_molecfit(wl_datatelfit), statistic='mean', bins=np.floor((wl_datatelfit[-1]-wl_datatelfit[0])/0.036)) # cont_bin_means = flux_trans_mean_bin_means[flux_trans_mean_bin_means > 0.99] ind_cont = np.where(flux_trans_mean_bin_means > 0.99) ind_out = np.where((flux_trans_mean_bin_means < 0.95) & (flux_trans_mean_bin_means > 0.1)) # plt.plot(bin_centers[ind_cont], flux_trans_mean_bin_means[ind_cont], 'kx') # **3** Interpolation of the continuum cubic # f_cont = interp1d(bin_centers[ind_cont], flux_trans_mean_bin_means[ind_cont], kind='cubic') # Extrapolation with constant value spline f_cont = InterpolatedUnivariateSpline( bin_centers[ind_cont], flux_trans_mean_bin_means[ind_cont], ext=3) # bbox=[bin_centers[ind_cont][0], bin_centers[ind_cont][-1]], # **5** Subtract cont to mean flux # and Divide offset and std by interpolated continuum mean value sys_offset = (fluxmean_bin_means - f_cont(bin_centers)) / f_cont(bin_centers) flux_std = fluxstd_bin_means / f_cont(bin_centers) # **6** independant WL = Divide by average absorption absorp_molecfit = 1 - flux_trans_mean_bin_means sys_offset_final = sys_offset / absorp_molecfit flux_std_final = flux_std / absorp_molecfit plt.figure(1) plt.plot(wl_datatelfit, flux_datatelfit, 'b.-', label='Raw data') # plt.hlines(flux_bin_means, bin_edges[:-1], # bin_edges[1:], colors='g', lw=5, label='binned statistic of data') plt.plot(bin_centers, fluxmean_bin_means, 'rx-', label='Mean binned data') plt.plot(bin_centers, fluxstd_bin_means, 'kx-', label='Standard deviation binned data') plt.legend() plt.figure(2) plt.plot(wl_datatelfit, flux_datatelfit, 'g.-', label='Data 2nd detector') plt.plot(wl_molecfit, trans_molecfit, 'r-', label='Molecfit') plt.plot(wl_datatelfit, f_molecfit(wl_datatelfit), 'b-', label='Corrected data - Molecfit') plt.plot(wl_datatelfit, f_cont(wl_datatelfit), 'k-', label='Interpolated Continuum') plt.plot(sys_offset_final[ind_out], flux_std_final[ind_out], 'kx') plt.plot(flux_trans_mean_bin_means[ind_out], sys_offset_final[ind_out], 'kx', label='Ioff vs Transmission') plt.plot(flux_trans_mean_bin_means[ind_out], flux_std_final[ind_out], 'r.', label='Ires vs Transmission') plt.xlabel('Wavelength (nm)') plt.ylabel('Transmission') plt.legend(loc=3.) plt.show()
mit
xuewei4d/scikit-learn
sklearn/decomposition/__init__.py
14
1396
""" 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, non_negative_factorization from ._pca import PCA 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 ._lda import LatentDirichletAllocation __all__ = ['DictionaryLearning', 'FastICA', 'IncrementalPCA', 'KernelPCA', 'MiniBatchDictionaryLearning', 'MiniBatchSparsePCA', 'NMF', 'PCA', 'SparseCoder', 'SparsePCA', 'dict_learning', 'dict_learning_online', 'fastica', 'non_negative_factorization', 'randomized_svd', 'sparse_encode', 'FactorAnalysis', 'TruncatedSVD', 'LatentDirichletAllocation']
bsd-3-clause
evidation-health/bokeh
bokeh/tests/test_sources.py
26
3245
from __future__ import absolute_import import unittest from unittest import skipIf import warnings try: import pandas as pd is_pandas = True except ImportError as e: is_pandas = False from bokeh.models.sources import DataSource, ColumnDataSource, ServerDataSource class TestColumnDataSourcs(unittest.TestCase): def test_basic(self): ds = ColumnDataSource() self.assertTrue(isinstance(ds, DataSource)) def test_init_dict_arg(self): data = dict(a=[1], b=[2]) ds = ColumnDataSource(data) self.assertEquals(ds.data, data) self.assertEquals(set(ds.column_names), set(data.keys())) def test_init_dict_data_kwarg(self): data = dict(a=[1], b=[2]) ds = ColumnDataSource(data=data) self.assertEquals(ds.data, data) self.assertEquals(set(ds.column_names), set(data.keys())) @skipIf(not is_pandas, "pandas not installed") def test_init_pandas_arg(self): data = dict(a=[1, 2], b=[2, 3]) df = pd.DataFrame(data) ds = ColumnDataSource(df) self.assertTrue(set(df.columns).issubset(set(ds.column_names))) for key in data.keys(): self.assertEquals(list(df[key]), data[key]) self.assertEqual(set(ds.column_names) - set(df.columns), set(["index"])) @skipIf(not is_pandas, "pandas not installed") def test_init_pandas_data_kwarg(self): data = dict(a=[1, 2], b=[2, 3]) df = pd.DataFrame(data) ds = ColumnDataSource(data=df) self.assertTrue(set(df.columns).issubset(set(ds.column_names))) for key in data.keys(): self.assertEquals(list(df[key]), data[key]) self.assertEqual(set(ds.column_names) - set(df.columns), set(["index"])) def test_add_with_name(self): ds = ColumnDataSource() name = ds.add([1,2,3], name="foo") self.assertEquals(name, "foo") name = ds.add([4,5,6], name="bar") self.assertEquals(name, "bar") def test_add_without_name(self): ds = ColumnDataSource() name = ds.add([1,2,3]) self.assertEquals(name, "Series 0") name = ds.add([4,5,6]) self.assertEquals(name, "Series 1") def test_add_with_and_without_name(self): ds = ColumnDataSource() name = ds.add([1,2,3], "foo") self.assertEquals(name, "foo") name = ds.add([4,5,6]) self.assertEquals(name, "Series 1") def test_remove_exists(self): ds = ColumnDataSource() name = ds.add([1,2,3], "foo") assert name ds.remove("foo") self.assertEquals(ds.column_names, []) def test_remove_exists2(self): with warnings.catch_warnings(record=True) as w: ds = ColumnDataSource() ds.remove("foo") self.assertEquals(ds.column_names, []) self.assertEquals(len(w), 1) self.assertEquals(w[0].category, UserWarning) self.assertEquals(str(w[0].message), "Unable to find column 'foo' in data source") class TestServerDataSources(unittest.TestCase): def test_basic(self): ds = ServerDataSource() self.assertTrue(isinstance(ds, DataSource)) if __name__ == "__main__": unittest.main()
bsd-3-clause
blaze/dask
dask/dataframe/hyperloglog.py
3
2433
"""Implementation of HyperLogLog This implements the HyperLogLog algorithm for cardinality estimation, found in Philippe Flajolet, Éric Fusy, Olivier Gandouet and Frédéric Meunier. "HyperLogLog: the analysis of a near-optimal cardinality estimation algorithm". 2007 Conference on Analysis of Algorithms. Nice, France (2007) """ import numpy as np import pandas as pd from pandas.util import hash_pandas_object def compute_first_bit(a): "Compute the position of the first nonzero bit for each int in an array." # TODO: consider making this less memory-hungry bits = np.bitwise_and.outer(a, 1 << np.arange(32)) bits = bits.cumsum(axis=1).astype(bool) return 33 - bits.sum(axis=1) def compute_hll_array(obj, b): # b is the number of bits if not 8 <= b <= 16: raise ValueError("b should be between 8 and 16") num_bits_discarded = 32 - b m = 1 << b # Get an array of the hashes hashes = hash_pandas_object(obj, index=False) if isinstance(hashes, pd.Series): hashes = hashes._values hashes = hashes.astype(np.uint32) # Of the first b bits, which is the first nonzero? j = hashes >> num_bits_discarded first_bit = compute_first_bit(hashes) # Pandas can do the max aggregation df = pd.DataFrame({"j": j, "first_bit": first_bit}) series = df.groupby("j").max()["first_bit"] # Return a dense array so we can concat them and get a result # that is easy to deal with return series.reindex(np.arange(m), fill_value=0).values.astype(np.uint8) def reduce_state(Ms, b): m = 1 << b # We concatenated all of the states, now we need to get the max # value for each j in both Ms = Ms.reshape((len(Ms) // m), m) return Ms.max(axis=0) def estimate_count(Ms, b): m = 1 << b # Combine one last time M = reduce_state(Ms, b) # Estimate cardinality, no adjustments alpha = 0.7213 / (1 + 1.079 / m) E = alpha * m / (2.0 ** -(M.astype("f8"))).sum() * m # ^^^^ starts as unsigned, need a signed type for # negation operator to do something useful # Apply adjustments for small / big cardinalities, if applicable if E < 2.5 * m: V = (M == 0).sum() if V: return m * np.log(m / V) if E > 2 ** 32 / 30.0: return -(2 ** 32) * np.log1p(-E / 2 ** 32) return E
bsd-3-clause
blekhmanlab/hominid
hominid/sort_results.py
1
6152
""" Read a rvcf file with stability selection scores for taxa. Sort the dataframe by rsq_median. Print results. usage: python sort_results.py \ ../example/stability_selection_example_output.vcf \ ../example/hominid_example_taxon_table_input.txt \ arcsinsqrt \ 0.5 \ 10 """ import argparse import sys import pandas as pd from hominid.hominid import read_taxon_file, align_snp_and_taxa def sort_results(rvcf_input_file_path, taxon_table_file_path, transform, r_sqr_median_cutoff, stability_cutoff, snp_count, no_tables, extra_columns): print('plotting {} SNPs from {}'.format(snp_count, rvcf_input_file_path)) # read the rvcf file and sort by rsq_median df = pd.read_csv(rvcf_input_file_path, sep='\t', dtype={'CHROM': str}) #print('df.shape: {}'.format(df.shape)) sorted_rsq_best_medians_df = df.sort_values(by='rsq_median', ascending=False) x_df = sorted_rsq_best_medians_df[sorted_rsq_best_medians_df.rsq_median > r_sqr_median_cutoff] print('{} SNPs with r_sqr > {:5.3f}'.format(x_df.shape[0], r_sqr_median_cutoff)) taxon_table_df = read_taxon_file(taxon_table_file_path, transform=transform) for row_i in range(sorted_rsq_best_medians_df.shape[0]): if row_i >= snp_count: break else: # get a 1-row dataframe snp_df = sorted_rsq_best_medians_df.iloc[[row_i]] aligned_snp_df, aligned_taxa_df = align_snp_and_taxa( snp_df, taxon_table_df ) # get the taxon stability selection scores # use the taxon table df index to get column names for snp_df taxon_scores_df = snp_df.loc[:, taxon_table_df.index].transpose() sorted_taxon_scores_df = taxon_scores_df.sort_values(by=taxon_scores_df.columns[0], ascending=False) #sorted_taxon_scores_df = taxon_scores_df.sort(taxon_scores_df.columns[0], ascending=False) p_df_list = [] print('{} {} {:5.3f}'.format(snp_df.iloc[0].GENE, snp_df.iloc[0].ID, snp_df.iloc[0].rsq_median)) summary_line = '{}\t{}\t'.format(snp_df.iloc[0].GENE, snp_df.iloc[0].ID) for i, (selected_taxon, selected_taxon_row) in enumerate(sorted_taxon_scores_df.iterrows()): # use selected_taxon_row.index[0] to index the first and only column selected_taxon_score = selected_taxon_row.iloc[0] if selected_taxon_score < stability_cutoff: #print('done with selected taxa') break else: # trim 'Root;' from the front of the taxon name if selected_taxon.startswith('Root;'): taxon_name = selected_taxon[5:] else: taxon_name = selected_taxon print(' {:5.3f} {}'.format(selected_taxon_score, taxon_name)) summary_line += '{}, '.format(taxon_name) gts = [ snp_df.iloc[0].REF + snp_df.iloc[0].REF, # 0 snp_df.iloc[0].REF + snp_df.iloc[0].ALT, # 1 snp_df.iloc[0].ALT + snp_df.iloc[0].ALT # 2 ] aligned_snp_value_list = aligned_snp_df.values.flatten().tolist() data_dict = { 'chromosome': [snp_df.iloc[0].CHROM] * aligned_snp_df.shape[1], 'snp_id': [snp_df.iloc[0].ID] * aligned_snp_df.shape[1], 'gene': [snp_df.iloc[0].GENE] * aligned_snp_df.shape[1], 'taxon': [selected_taxon] * aligned_snp_df.shape[1], 'abundance': aligned_taxa_df[selected_taxon].values.tolist(), 'variant_allele_count': [str(int(v)) for v in aligned_snp_value_list], 'genotype': [gts[int(v)] for v in aligned_snp_value_list], 'sample_id' : aligned_snp_df.columns } columns_to_display = ['abundance', 'variant_allele_count', 'genotype', 'sample_id'] if extra_columns: for extra_column in extra_columns.split(','): data_dict[extra_column] = snp_df.iloc[0][extra_column] columns_to_display.append(extra_column) p_df = pd.DataFrame(data_dict) p_df_list.append(p_df) if no_tables: pass else: p_df[columns_to_display].to_csv( sys.stdout, sep='\t' ) # save a stacked bar plot if len(p_df_list) > 0: file_name = 'stacked_bar_plot_selected_taxa_{}_{}.pdf'.format( snp_df.iloc[0].GENE, snp_df.iloc[0].ID ) p_df = pd.concat(p_df_list, axis=0) # at this point the index for p_df looks like # 0...76.0...76.0...76 # replace the index p_df.index = range(p_df.shape[0]) #p_df.to_csv(file_path, sep='\t') stacked_bar_title = '{}\n{}'.format(snp_df.iloc[0].GENE, snp_df.iloc[0].ID) def main(): argparser = argparse.ArgumentParser() argparser.add_argument('rvcf_input_file_path') argparser.add_argument('taxon_table_file_path') argparser.add_argument('transform') argparser.add_argument( 'r_sqr_median_cutoff', type=float ) argparser.add_argument( 'stability_cutoff', type=float ) argparser.add_argument( 'snp_count', type=int ) argparser.add_argument( '--no-tables', action='store_true' ) argparser.add_argument( '--extra-columns', type=str ) args = argparser.parse_args() print(args) sort_results(**vars(args)) if __name__ == '__main__': main()
mit
pradyu1993/scikit-learn
sklearn/datasets/tests/test_lfw.py
2
6778
"""This test for the LFW require medium-size data dowloading and processing If the data has not been already downloaded by runnning the examples, the tests won't run (skipped). If the test are run, the first execution will be long (typically a bit more than a couple of minutes) but as the dataset loader is leveraging joblib, successive runs will be fast (less than 200ms). """ import random import os import shutil import tempfile import numpy as np try: try: from scipy.misc import imsave except ImportError: from scipy.misc.pilutil import imsave except ImportError: imsave = None from sklearn.datasets import load_lfw_pairs from sklearn.datasets import load_lfw_people from sklearn.utils.testing import assert_array_equal from sklearn.utils.testing import assert_equal from sklearn.utils.testing import SkipTest from sklearn.utils.testing import raises SCIKIT_LEARN_DATA = tempfile.mkdtemp(prefix="scikit_learn_lfw_test_") SCIKIT_LEARN_EMPTY_DATA = tempfile.mkdtemp(prefix="scikit_learn_empty_test_") LFW_HOME = os.path.join(SCIKIT_LEARN_DATA, 'lfw_home') FAKE_NAMES = [ 'Abdelatif_Smith', 'Abhati_Kepler', 'Camara_Alvaro', 'Chen_Dupont', 'John_Lee', 'Lin_Bauman', 'Onur_Lopez', ] def setup_module(): """Test fixture run once and common to all tests of this module""" if imsave is None: raise SkipTest if not os.path.exists(LFW_HOME): os.makedirs(LFW_HOME) random_state = random.Random(42) np_rng = np.random.RandomState(42) # generate some random jpeg files for each person counts = {} for name in FAKE_NAMES: folder_name = os.path.join(LFW_HOME, 'lfw_funneled', name) if not os.path.exists(folder_name): os.makedirs(folder_name) n_faces = np_rng.randint(1, 5) counts[name] = n_faces for i in range(n_faces): file_path = os.path.join(folder_name, name + '_%04d.jpg' % i) uniface = np_rng.randint(0, 255, size=(250, 250, 3)) try: imsave(file_path, uniface) except ImportError: # PIL is not properly installed, skip those tests raise SkipTest # add some random file pollution to test robustness with open(os.path.join(LFW_HOME, 'lfw_funneled', '.test.swp'), 'wb') as f: f.write('Text file to be ignored by the dataset loader.') # generate some pairing metadata files using the same format as LFW with open(os.path.join(LFW_HOME, 'pairsDevTrain.txt'), 'wb') as f: f.write("10\n") more_than_two = [name for name, count in counts.iteritems() if count >= 2] for i in range(5): name = random_state.choice(more_than_two) first, second = random_state.sample(range(counts[name]), 2) f.write('%s\t%d\t%d\n' % (name, first, second)) for i in range(5): first_name, second_name = random_state.sample(FAKE_NAMES, 2) first_index = random_state.choice(range(counts[first_name])) second_index = random_state.choice(range(counts[second_name])) f.write('%s\t%d\t%s\t%d\n' % (first_name, first_index, second_name, second_index)) with open(os.path.join(LFW_HOME, 'pairsDevTest.txt'), 'wb') as f: f.write("Fake place holder that won't be tested") with open(os.path.join(LFW_HOME, 'pairs.txt'), 'wb') as f: f.write("Fake place holder that won't be tested") def teardown_module(): """Test fixture (clean up) run once after all tests of this module""" if os.path.isdir(SCIKIT_LEARN_DATA): shutil.rmtree(SCIKIT_LEARN_DATA) if os.path.isdir(SCIKIT_LEARN_EMPTY_DATA): shutil.rmtree(SCIKIT_LEARN_EMPTY_DATA) @raises(IOError) def test_load_empty_lfw_people(): load_lfw_people(data_home=SCIKIT_LEARN_EMPTY_DATA) def test_load_fake_lfw_people(): lfw_people = load_lfw_people(data_home=SCIKIT_LEARN_DATA, min_faces_per_person=3) # The data is croped around the center as a rectangular bounding box # arounthe the face. Colors are converted to gray levels: assert_equal(lfw_people.images.shape, (10, 62, 47)) assert_equal(lfw_people.data.shape, (10, 2914)) # the target is array of person integer ids assert_array_equal(lfw_people.target, [2, 0, 1, 0, 2, 0, 2, 1, 1, 2]) # names of the persons can be found using the target_names array expected_classes = ['Abdelatif Smith', 'Abhati Kepler', 'Onur Lopez'] assert_array_equal(lfw_people.target_names, expected_classes) # It is possible to ask for the original data without any croping or color # conversion and not limit on the number of picture per person lfw_people = load_lfw_people(data_home=SCIKIT_LEARN_DATA, resize=None, slice_=None, color=True) assert_equal(lfw_people.images.shape, (17, 250, 250, 3)) # the ids and class names are the same as previously assert_array_equal(lfw_people.target, [0, 0, 1, 6, 5, 6, 3, 6, 0, 3, 6, 1, 2, 4, 5, 1, 2]) assert_array_equal(lfw_people.target_names, ['Abdelatif Smith', 'Abhati Kepler', 'Camara Alvaro', 'Chen Dupont', 'John Lee', 'Lin Bauman', 'Onur Lopez']) @raises(ValueError) def test_load_fake_lfw_people_too_restrictive(): load_lfw_people(data_home=SCIKIT_LEARN_DATA, min_faces_per_person=100) @raises(IOError) def test_load_empty_lfw_pairs(): load_lfw_pairs(data_home=SCIKIT_LEARN_EMPTY_DATA) def test_load_fake_lfw_pairs(): lfw_pairs_train = load_lfw_pairs(data_home=SCIKIT_LEARN_DATA) # The data is croped around the center as a rectangular bounding box # arounthe the face. Colors are converted to gray levels: assert_equal(lfw_pairs_train.pairs.shape, (10, 2, 62, 47)) # the target is whether the person is the same or not assert_array_equal(lfw_pairs_train.target, [1, 1, 1, 1, 1, 0, 0, 0, 0, 0]) # names of the persons can be found using the target_names array expected_classes = ['Different persons', 'Same person'] assert_array_equal(lfw_pairs_train.target_names, expected_classes) # It is possible to ask for the original data without any croping or color # conversion lfw_pairs_train = load_lfw_pairs(data_home=SCIKIT_LEARN_DATA, resize=None, slice_=None, color=True) assert_equal(lfw_pairs_train.pairs.shape, (10, 2, 250, 250, 3)) # the ids and class names are the same as previously assert_array_equal(lfw_pairs_train.target, [1, 1, 1, 1, 1, 0, 0, 0, 0, 0]) assert_array_equal(lfw_pairs_train.target_names, expected_classes)
bsd-3-clause
hyperspy/hyperspyUI
hyperspyui/plugins/mva.py
2
15334
# -*- coding: utf-8 -*- # Copyright 2014-2016 The HyperSpyUI developers # # This file is part of HyperSpyUI. # # HyperSpyUI is free software: you can redistribute it and/or modify # it under the terms of the GNU General Public License as published by # the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # # HyperSpyUI is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU General Public License for more details. # # You should have received a copy of the GNU General Public License # along with HyperSpyUI. If not, see <http://www.gnu.org/licenses/>. """ Created on Fri Dec 12 23:44:01 2014 @author: Vidar Tonaas Fauske """ from hyperspyui.plugins.plugin import Plugin from qtpy import QtCore, QtWidgets from qtpy.QtWidgets import QDialog, QDialogButtonBox, QLineEdit, QLabel from hyperspy.learn.mva import LearningResults from hyperspyui.util import win2sig, fig2win, Namespace from hyperspyui.threaded import ProgressThreaded, ProcessCanceled from hyperspyui.widgets.extendedqwidgets import ExToolWindow def tr(text): return QtCore.QCoreApplication.translate("MVA", text) def align_yaxis(ax1, v1, ax2, v2): """adjust ax2 ylimit so that v2 in ax2 is aligned to v1 in ax1""" _, y1 = ax1.transData.transform((0, v1)) _, y2 = ax2.transData.transform((0, v2)) if y2 > y1: ratio = y1 / y2 else: ratio = y2 / y1 inv = ax2.transData.inverted() _, dy = inv.transform((0, 0)) - inv.transform((0, y1 - y2)) miny2, maxy2 = ax2.get_ylim() ax2.set_ylim((miny2 + dy) / ratio, (maxy2 + dy) / ratio) def make_advanced_dialog(ui, algorithms=None): diag = ExToolWindow(ui) diag.setWindowTitle("Decomposition parameters") vbox = QtWidgets.QVBoxLayout() if algorithms: lbl_algo = QLabel(tr("Choose algorithm:")) cbo_algo = QLineEdit.QComboBox() cbo_algo.addItems(algorithms) vbox.addWidget(lbl_algo) vbox.addWidget(cbo_algo) else: lbl_comp = QLabel(tr( "Enter a comma-separated list of component numbers to use for " "the model:")) txt_comp = QLineEdit() vbox.addWidget(lbl_comp) vbox.addWidget(txt_comp) btns = QDialogButtonBox(QDialogButtonBox.Ok | QDialogButtonBox.Cancel, QtCore.Qt.Horizontal) btns.accepted.connect(diag.accept) btns.rejected.connect(diag.reject) vbox.addWidget(btns) diag.setLayout(vbox) diag.algorithm = lambda: cbo_algo.currentText() diag.components = lambda: [int(s) for s in txt_comp.text().split(',')] return diag class MVA_Plugin(Plugin): """ Implements MVA decomposition utilities. """ name = 'MVA' # Used for settings groups etc coc_values = {'convert': tr("Convert"), 'copy': tr("Copy")} # ----------- Plugin interface ----------- def create_actions(self): self.settings.set_default('convert_or_copy', None) self.settings.set_enum_hint('convert_or_copy', self.coc_values.keys()) self.add_action('plot_decomposition_results', tr("Decompose"), self.plot_decomposition_results, icon='pca.svg', tip=tr("Decompose signal using Principle Component " "analysis"), selection_callback=self.selection_rules) self.add_action('pca', tr("Decomposition model"), self.pca, icon='pca.svg', tip=tr("Create a Principal Component Analysis " "decomposition model"), selection_callback=self.selection_rules) self.add_action('bss', tr("BSS"), self.bss, icon='bss.svg', tip=tr("Run Blind Source Separation"), selection_callback=self.selection_rules) self.add_action('bss_model', tr("BSS model"), self.bss_model, icon='bss.svg', tip=tr("Create a Blind Source Separation " "decomposition model"), selection_callback=self.selection_rules) self.add_action('clear', tr("Clear"), self.clear, tip=tr("Clear decomposition cache"), selection_callback=self.selection_rules) def create_menu(self): self.add_menuitem('Decomposition', self.ui.actions['plot_decomposition_results']) self.add_menuitem('Decomposition', self.ui.actions['pca']) self.add_menuitem('Decomposition', self.ui.actions['bss']) self.add_menuitem('Decomposition', self.ui.actions['bss_model']) self.add_menuitem('Decomposition', self.ui.actions['clear']) def create_toolbars(self): self.add_toolbar_button("Decomposition", self.ui.actions['pca']) self.add_toolbar_button("Decomposition", self.ui.actions['bss']) def selection_rules(self, win, action): """ Callback to determine if action is valid for the passed window. """ s = win2sig(win, self.ui.signals) if s is None or s.signal.data.ndim <= 1: action.setEnabled(False) else: action.setEnabled(True) # ------------ Action implementations -------------- def _get_signal(self, signal): """ Get a valid signal. If the signal is none, it ues the currently selected one. If the signal type is not float, it either converts it, or gets a copy of the correct type, depending on the 'convert_copy' setting. """ if signal is None: signal = self.ui.get_selected_wrapper() s = signal.signal if s.data.dtype.char not in ['e', 'f', 'd']: # If not float cc = self.settings.get_or_prompt( 'convert_or_copy', [kv for kv in self.coc_values.items()], title=tr("Convert or copy"), descr=tr( "Signal data has the wrong data type (float needed)." + "Would you like to convert the current signal, or " + "perform the decomposition on a copy?")) if cc is None: # User canceled raise ProcessCanceled() if cc == 'copy': s = s.deepcopy() s.metadata.General.title = signal.name + "[float]" s.plot() s.change_dtype(float) return s, signal def _do_decomposition(self, s, force=False, algorithm=None): """ Makes sure we have decomposition results. If results already are available, it will only recalculate if the `force` parameter is True. """ if algorithm: s.decomposition(algorithm=algorithm) elif force or s.learning_results.explained_variance_ratio is None: s.decomposition() return s def _do_bss(self, s, n_components, algorithm=None): """ Makes sure we have BSS results. If results already are available, it will only recalculate if the `force` parameter is True. """ if algorithm: s.blind_source_separation(n_components, algorithm=algorithm) else: s.blind_source_separation(n_components) def get_bss_results(self, signal): factors = signal.get_bss_factors() loadings = signal.get_bss_loadings() factors.axes_manager._axes[0] = loadings.axes_manager._axes[0] return loadings, factors def _record(self, autosig, model, signal, n_components): if autosig: self.record_code(r"<p>.{0}(n_components={1})".format( model, n_components)) else: self.record_code(r"<p>.{0}({1}, n_components={2})".format( model, signal, n_components)) def _decompose_threaded(self, callback, label, signal=None, algorithm=None, ns=None): if ns is None: ns = Namespace() ns.autosig = signal is None ns.s, signal = self._get_signal(signal) def do_threaded(): ns.s = self._do_decomposition(ns.s, algorithm=algorithm) def on_error(message=None): em = QtWidgets.QErrorMessage(self.ui) msg = tr("An error occurred during decomposition") if message: msg += ":\n" + message em.setWindowTitle(tr("Decomposition error")) em.showMessage(msg) t = ProgressThreaded(self.ui, do_threaded, lambda: callback(ns), label=label) t.worker.error[str].connect(on_error) t.run() def _perform_model(self, ns, n_components): # Num comp. picked, get model, wrap new signal and plot if ns.model == 'pca': sc = ns.s.get_decomposition_model(n_components) sc.metadata.General.title = ns.signal.name + "[PCA-model]" sc.plot() elif ns.model == 'bss' or ns.model.startswith('bss.'): if ns.model.startswith('bss.'): algorithm = ns.model[len('bss.'):] self._do_bss(ns.s, n_components, algorithm=algorithm) else: self._do_bss(ns.s, n_components) f, o = self.get_bss_results(ns.s) o.metadata.add_dictionary(ns.s.metadata.as_dictionary()) f.metadata.General.title = ns.signal.name + "[BSS-Factors]" o.metadata.General.title = ns.signal.name + "[BSS-Loadings]" f.plot() o.plot() elif ns.model == 'bss_model': # Here we have to assume the user has actually performed the BSS # decomposition first! sc = ns.s.get_bss_model(n_components) sc.metadata.General.title = ns.signal.name + "[BSS-model]" sc.plot() if not ns.recorded: self._record(ns.autosig, ns.model, ns.signal, n_components) def _show_scree(self, ns, callback): ax = ns.s.plot_explained_variance_ratio() # Clean up plot and present, allow user to select components # by picker ax.set_title("") scree = ax.get_figure().canvas scree.draw() scree.setWindowTitle("Pick number of components") def clicked(event): n_components = int(round(event.xdata)) # Close scree plot w = fig2win(scree.figure, self.ui.figures) w.close() callback(ns, n_components) scree.mpl_connect('button_press_event', clicked) def do_after_scree(self, model, signal=None, n_components=None): """ Performs decomposition, then plots the scree for the user to select the number of components to use for a decomposition model. The selection is made by clicking on the scree, which closes the scree and creates the model. """ ns = Namespace() ns.autosig = signal is None ns.model = model ns.s, ns.signal = self._get_signal(signal) if n_components is not None: self._record(ns.autosig, ns.model, ns.signal, n_components) ns.recorded = True else: ns.recorded = False def on_complete(ns): if n_components is None: self._show_scree(ns, self._perform_model) else: self._perform_model(ns, n_components) self._decompose_threaded(on_complete, "Performing %s" % model.upper(), n_components, ns=ns) def plot_decomposition_results(self, signal=None, advanced=False): """ Performs decomposition if necessary, then plots the decomposition results according to the hyperspy implementation. """ def on_complete(ns): ns.s.plot_decomposition_results() # Somewhat speculative workaround to HSPY not adding metadata sd = self.ui.hspy_signals[-1] sd.metadata.add_dictionary(ns.s.metadata.as_dictionary()) if advanced: diag = make_advanced_dialog( self.ui, ['svd', 'fast_svd', 'mlpca', 'fast_mlpca', 'nmf', 'sparse_pca', 'mini_batch_sparse_pca']) dr = diag.exec_() if dr == QDialog.Accepted: self._decompose_threaded( on_complete, "Decomposing signal", algorithm=diag.algorithm()) else: self._decompose_threaded(on_complete, "Decomposing signal") def pca(self, signal=None, n_components=None, advanced=False): """ Performs decomposition, then plots the scree for the user to select the number of components to use for a decomposition model. The selection is made by clicking on the scree, which closes the scree and creates the model. """ if advanced: diag = make_advanced_dialog(self.ui) dr = diag.exec_() if dr == QDialog.Accepted: self.do_after_scree( 'pca', signal, n_components=diag.components()) else: self.do_after_scree('pca', signal, n_components) def bss(self, signal=None, n_components=None, advanced=False): """ Performs decomposition if neccessary, then plots the scree for the user to select the number of components to use for a blind source separation. The selection is made by clicking on the scree, which closes the scree and creates the model. """ if advanced: diag = make_advanced_dialog( self.ui, ['orthomax', 'sklearn_fastica', 'FastICA', 'JADE', 'CuBICA', 'TDSEP']) dr = diag.exec_() if dr == QDialog.Accepted: model = 'bss.' + diag.algorithm() self.do_after_scree(model, signal, n_components) else: self.do_after_scree('bss', signal, n_components) def bss_model(self, signal=None, n_components=None, advanced=False): """ Performs decomposition if neccessary, then plots the scree for the user to select the number of components to use for a blind source separation model. The selection is made by clicking on the scree, which closes the scree and creates the model. """ if advanced: diag = make_advanced_dialog(self.ui) dr = diag.exec_() if dr == QDialog.Accepted: self.do_after_scree( 'bss_model', signal, n_components=diag.components()) else: self.do_after_scree('bss_model', signal, n_components) def clear(self, signal=None): """ Clears the learning results from the signal. """ if signal is None: signal = self.ui.get_selected_signal() signal.learning_results = LearningResults()
gpl-3.0
ryandougherty/mwa-capstone
MWA_Tools/build/matplotlib/examples/misc/rasterization_demo.py
6
1257
import numpy as np import matplotlib.pyplot as plt d = np.arange(100).reshape(10, 10) x, y = np.meshgrid(np.arange(11), np.arange(11)) theta = 0.25*np.pi xx = x*np.cos(theta) - y*np.sin(theta) yy = x*np.sin(theta) + y*np.cos(theta) ax1 = plt.subplot(221) ax1.set_aspect(1) ax1.pcolormesh(xx, yy, d) ax1.set_title("No Rasterization") ax2 = plt.subplot(222) ax2.set_aspect(1) ax2.set_title("Rasterization") m = ax2.pcolormesh(xx, yy, d) m.set_rasterized(True) ax3 = plt.subplot(223) ax3.set_aspect(1) ax3.pcolormesh(xx, yy, d) ax3.text(0.5, 0.5, "Text", alpha=0.2, va="center", ha="center", size=50, transform=ax3.transAxes) ax3.set_title("No Rasterization") ax4 = plt.subplot(224) ax4.set_aspect(1) m = ax4.pcolormesh(xx, yy, d) m.set_zorder(-20) ax4.text(0.5, 0.5, "Text", alpha=0.2, zorder=-15, va="center", ha="center", size=50, transform=ax4.transAxes) ax4.set_rasterization_zorder(-10) ax4.set_title("Rasterization z$<-10$") # ax2.title.set_rasterized(True) # should display a warning plt.savefig("test_rasterization.pdf", dpi=150) plt.savefig("test_rasterization.eps", dpi=150) if not plt.rcParams["text.usetex"]: plt.savefig("test_rasterization.svg", dpi=150) # svg backend currently ignores the dpi
gpl-2.0
fzalkow/scikit-learn
examples/plot_kernel_approximation.py
262
8004
""" ================================================== Explicit feature map approximation for RBF kernels ================================================== An example illustrating the approximation of the feature map of an RBF kernel. .. currentmodule:: sklearn.kernel_approximation It shows how to use :class:`RBFSampler` and :class:`Nystroem` to approximate the feature map of an RBF kernel for classification with an SVM on the digits dataset. Results using a linear SVM in the original space, a linear SVM using the approximate mappings and using a kernelized SVM are compared. Timings and accuracy for varying amounts of Monte Carlo samplings (in the case of :class:`RBFSampler`, which uses random Fourier features) and different sized subsets of the training set (for :class:`Nystroem`) for the approximate mapping are shown. Please note that the dataset here is not large enough to show the benefits of kernel approximation, as the exact SVM is still reasonably fast. Sampling more dimensions clearly leads to better classification results, but comes at a greater cost. This means there is a tradeoff between runtime and accuracy, given by the parameter n_components. Note that solving the Linear SVM and also the approximate kernel SVM could be greatly accelerated by using stochastic gradient descent via :class:`sklearn.linear_model.SGDClassifier`. This is not easily possible for the case of the kernelized SVM. The second plot visualized the decision surfaces of the RBF kernel SVM and the linear SVM with approximate kernel maps. The plot shows decision surfaces of the classifiers projected onto the first two principal components of the data. This visualization should be taken with a grain of salt since it is just an interesting slice through the decision surface in 64 dimensions. In particular note that a datapoint (represented as a dot) does not necessarily be classified into the region it is lying in, since it will not lie on the plane that the first two principal components span. The usage of :class:`RBFSampler` and :class:`Nystroem` is described in detail in :ref:`kernel_approximation`. """ print(__doc__) # Author: Gael Varoquaux <gael dot varoquaux at normalesup dot org> # Andreas Mueller <amueller@ais.uni-bonn.de> # License: BSD 3 clause # Standard scientific Python imports import matplotlib.pyplot as plt import numpy as np from time import time # Import datasets, classifiers and performance metrics from sklearn import datasets, svm, pipeline from sklearn.kernel_approximation import (RBFSampler, Nystroem) from sklearn.decomposition import PCA # The digits dataset digits = datasets.load_digits(n_class=9) # 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.data) data = digits.data / 16. data -= data.mean(axis=0) # We learn the digits on the first half of the digits data_train, targets_train = data[:n_samples / 2], digits.target[:n_samples / 2] # Now predict the value of the digit on the second half: data_test, targets_test = data[n_samples / 2:], digits.target[n_samples / 2:] #data_test = scaler.transform(data_test) # Create a classifier: a support vector classifier kernel_svm = svm.SVC(gamma=.2) linear_svm = svm.LinearSVC() # create pipeline from kernel approximation # and linear svm feature_map_fourier = RBFSampler(gamma=.2, random_state=1) feature_map_nystroem = Nystroem(gamma=.2, random_state=1) fourier_approx_svm = pipeline.Pipeline([("feature_map", feature_map_fourier), ("svm", svm.LinearSVC())]) nystroem_approx_svm = pipeline.Pipeline([("feature_map", feature_map_nystroem), ("svm", svm.LinearSVC())]) # fit and predict using linear and kernel svm: kernel_svm_time = time() kernel_svm.fit(data_train, targets_train) kernel_svm_score = kernel_svm.score(data_test, targets_test) kernel_svm_time = time() - kernel_svm_time linear_svm_time = time() linear_svm.fit(data_train, targets_train) linear_svm_score = linear_svm.score(data_test, targets_test) linear_svm_time = time() - linear_svm_time sample_sizes = 30 * np.arange(1, 10) fourier_scores = [] nystroem_scores = [] fourier_times = [] nystroem_times = [] for D in sample_sizes: fourier_approx_svm.set_params(feature_map__n_components=D) nystroem_approx_svm.set_params(feature_map__n_components=D) start = time() nystroem_approx_svm.fit(data_train, targets_train) nystroem_times.append(time() - start) start = time() fourier_approx_svm.fit(data_train, targets_train) fourier_times.append(time() - start) fourier_score = fourier_approx_svm.score(data_test, targets_test) nystroem_score = nystroem_approx_svm.score(data_test, targets_test) nystroem_scores.append(nystroem_score) fourier_scores.append(fourier_score) # plot the results: plt.figure(figsize=(8, 8)) accuracy = plt.subplot(211) # second y axis for timeings timescale = plt.subplot(212) accuracy.plot(sample_sizes, nystroem_scores, label="Nystroem approx. kernel") timescale.plot(sample_sizes, nystroem_times, '--', label='Nystroem approx. kernel') accuracy.plot(sample_sizes, fourier_scores, label="Fourier approx. kernel") timescale.plot(sample_sizes, fourier_times, '--', label='Fourier approx. kernel') # horizontal lines for exact rbf and linear kernels: accuracy.plot([sample_sizes[0], sample_sizes[-1]], [linear_svm_score, linear_svm_score], label="linear svm") timescale.plot([sample_sizes[0], sample_sizes[-1]], [linear_svm_time, linear_svm_time], '--', label='linear svm') accuracy.plot([sample_sizes[0], sample_sizes[-1]], [kernel_svm_score, kernel_svm_score], label="rbf svm") timescale.plot([sample_sizes[0], sample_sizes[-1]], [kernel_svm_time, kernel_svm_time], '--', label='rbf svm') # vertical line for dataset dimensionality = 64 accuracy.plot([64, 64], [0.7, 1], label="n_features") # legends and labels accuracy.set_title("Classification accuracy") timescale.set_title("Training times") accuracy.set_xlim(sample_sizes[0], sample_sizes[-1]) accuracy.set_xticks(()) accuracy.set_ylim(np.min(fourier_scores), 1) timescale.set_xlabel("Sampling steps = transformed feature dimension") accuracy.set_ylabel("Classification accuracy") timescale.set_ylabel("Training time in seconds") accuracy.legend(loc='best') timescale.legend(loc='best') # visualize the decision surface, projected down to the first # two principal components of the dataset pca = PCA(n_components=8).fit(data_train) X = pca.transform(data_train) # Gemerate grid along first two principal components multiples = np.arange(-2, 2, 0.1) # steps along first component first = multiples[:, np.newaxis] * pca.components_[0, :] # steps along second component second = multiples[:, np.newaxis] * pca.components_[1, :] # combine grid = first[np.newaxis, :, :] + second[:, np.newaxis, :] flat_grid = grid.reshape(-1, data.shape[1]) # title for the plots titles = ['SVC with rbf kernel', 'SVC (linear kernel)\n with Fourier rbf feature map\n' 'n_components=100', 'SVC (linear kernel)\n with Nystroem rbf feature map\n' 'n_components=100'] plt.tight_layout() plt.figure(figsize=(12, 5)) # predict and plot for i, clf in enumerate((kernel_svm, nystroem_approx_svm, fourier_approx_svm)): # Plot the decision boundary. For that, we will assign a color to each # point in the mesh [x_min, m_max]x[y_min, y_max]. plt.subplot(1, 3, i + 1) Z = clf.predict(flat_grid) # Put the result into a color plot Z = Z.reshape(grid.shape[:-1]) plt.contourf(multiples, multiples, Z, cmap=plt.cm.Paired) plt.axis('off') # Plot also the training points plt.scatter(X[:, 0], X[:, 1], c=targets_train, cmap=plt.cm.Paired) plt.title(titles[i]) plt.tight_layout() plt.show()
bsd-3-clause
jmchen-g/models
autoencoder/MaskingNoiseAutoencoderRunner.py
10
1689
import numpy as np import sklearn.preprocessing as prep import tensorflow as tf from tensorflow.examples.tutorials.mnist import input_data from autoencoder.autoencoder_models.DenoisingAutoencoder import MaskingNoiseAutoencoder mnist = input_data.read_data_sets('MNIST_data', one_hot = True) def standard_scale(X_train, X_test): preprocessor = prep.StandardScaler().fit(X_train) X_train = preprocessor.transform(X_train) X_test = preprocessor.transform(X_test) return X_train, X_test def get_random_block_from_data(data, batch_size): start_index = np.random.randint(0, len(data) - batch_size) return data[start_index:(start_index + batch_size)] X_train, X_test = standard_scale(mnist.train.images, mnist.test.images) n_samples = int(mnist.train.num_examples) training_epochs = 100 batch_size = 128 display_step = 1 autoencoder = MaskingNoiseAutoencoder(n_input = 784, n_hidden = 200, transfer_function = tf.nn.softplus, optimizer = tf.train.AdamOptimizer(learning_rate = 0.001), dropout_probability = 0.95) for epoch in range(training_epochs): avg_cost = 0. total_batch = int(n_samples / batch_size) for i in range(total_batch): batch_xs = get_random_block_from_data(X_train, batch_size) cost = autoencoder.partial_fit(batch_xs) avg_cost += cost / n_samples * batch_size if epoch % display_step == 0: print "Epoch:", '%04d' % (epoch + 1), \ "cost=", "{:.9f}".format(avg_cost) print "Total cost: " + str(autoencoder.calc_total_cost(X_test))
apache-2.0
hugohmk/Epidemic-Emulator
main.py
1
7208
from epidemic_emulator import node from datetime import datetime import platform import argparse import time import os import matplotlib.pyplot as plt import random def parse_network(f, node_id, topology = "clique"): neighbors = [] nd = None t = datetime.now() t = t-t net = [] index = -1 cnt = 0 for i in f: i = i.rstrip("\n").split("|") if len(i)<4: continue u = (i[0],(i[1],int(i[2])),[(i[3],t)]) if i[0]==node_id: nd = u index = cnt net.append(u) cnt+=1 f.close() # clique if topology == "clique": neighbors = [i for i in net if i[0] != node_id] # star elif topology == "star": if index > 0: neighbors = [net[0]] else: neighbors = net[1:] return neighbors,nd def simulation_controller(args,nd,network): # Example nd value: #('9', ('127.0.0.1', 9179), [('S', datetime.timedelta(0))]) # # network is a tuple containing every node identifier constructed from # args.network (default=network.txt) file r = args.recovery_rate e = args.endogenous_rate x = args.exogenous_rate if nd is not None: with node.Node(r,e,x) as a: a.start(nd, network) if args.interaction == 1: try: help_text = """>> Commands: 0 (help) -> print this 1 (print current) -> print current network state 2 (print history) -> print network history 3 (end) -> send shutdown message to all nodes 4 (display state) -> display current network state 5 (display history) -> display network history """ print help_text while True: opt = raw_input(">> Insert command: ") if opt == "0": print help_text elif opt == "1": #print a.network_state(),"\n" a.print_state() elif opt == "2": #print a.network_history(),"\n" a.print_history() elif opt == "3": a.display_history() a.network_shutdown() a.stop() break elif opt == "4": a.display_state() elif opt == "5": a.display_history() else: print "Invalid input\n" except: a.network_shutdown() a.stop() finally: a.network_shutdown() a.stop() elif args.interaction > 1: print("Running simulation for %d seconds." % args.interaction) time.sleep(args.interaction) #a.display_history() simdata = a.save_simulation_data() a.network_shutdown() a.stop() return simdata else: try: while not a.stopped(): time.sleep(2) except: a.stop() finally: a.stop() def process_data(simdata,repetitions,simulation_time): simresults = [[-1 for t in range(simulation_time+1)] for x in range(repetitions)] print_stuff = 1 for k in range(repetitions): if print_stuff: print("") print("Run #%d" % (k+1)) print("time\tinfected count") t = 0 for event in simdata[k]: if print_stuff: print("%.2f\t%d" % (event[0],event[1])) time = int(event[0]) infected_count = event[1] if time < t: continue elif t < simulation_time+1: if print_stuff: print("* %.2f" % event[0]) while t <= time: simresults[k][t] = infected_count t = t+1 while t < simulation_time+1: simresults[k][t] = infected_count t = t+1 if print_stuff: print("") print("Processed output:") print("time\tinfected count") for t in range(simulation_time+1): print("%d\t%d" % (t,simresults[k][t])) average_results = [0.0 for t in range(simulation_time+1)] for t in range(simulation_time+1): for k in range(repetitions): average_results[t] = average_results[t] + simresults[k][t] average_results[t] = float(average_results[t]) / repetitions print(average_results) plt.plot(list(range(0,simulation_time+1)),average_results,'-o') axes = plt.gca() axes.set_xlim([0,simulation_time]) #axes.set_ylim([0,10]) plt.xlabel("Seconds") plt.ylabel("Infected nodes") plt.savefig("average_simulation.pdf") if __name__ == "__main__": dir_path = os.path.dirname(os.path.realpath(__file__)) dir_path_unix = dir_path.replace("\\","/") if (platform.system()!="Windows"): dir_path = dir_path_unix parser = argparse.ArgumentParser() parser.add_argument("-id","--identifier",required=True, help="Node identifier") parser.add_argument("-n","--network",type=argparse.FileType('r'), default = dir_path_unix+"/network.txt", help="File that contains the network's description; each line presents node_id|node_ip|port_number|initial_state") # parser.add_argument("-i","--interactive",type=int,default=0, # help="Interactive mode") parser.add_argument("-i","--interaction",type=int,default=0, help="Interaction mode: default (0), interactive (1), simulation (2)") parser.add_argument("-r","--recovery_rate",type=float,#default=1.0, help="Simulation parameter: recovery_rate") parser.add_argument("-e","--endogenous_rate",type=float,#default=1.0, help="Simulation parameter: endogenous_infection_rate") parser.add_argument("-x","--exogenous_rate",type=float,#default=1e-6, help="Simulation parameter: exogenous_infection_rate") parser.add_argument("-t","--topology",choices=["clique","star"],default="clique", help="Network topology: clique or star") args = parser.parse_args() network = {} if args.network is not None: network,nd = parse_network(args.network, args.identifier, args.topology) simulation_time = args.interaction repetitions = 1 simdata = [] for i in range(repetitions): simdata.append(simulation_controller(args,nd,network)) if args.identifier == '0': process_data(simdata,repetitions,simulation_time)
mit
spallavolu/scikit-learn
sklearn/cluster/setup.py
263
1449
# Author: Alexandre Gramfort <alexandre.gramfort@inria.fr> # License: BSD 3 clause import os from os.path import join import numpy from sklearn._build_utils import get_blas_info def configuration(parent_package='', top_path=None): from numpy.distutils.misc_util import Configuration cblas_libs, blas_info = get_blas_info() libraries = [] if os.name == 'posix': cblas_libs.append('m') libraries.append('m') config = Configuration('cluster', parent_package, top_path) config.add_extension('_dbscan_inner', sources=['_dbscan_inner.cpp'], include_dirs=[numpy.get_include()], language="c++") config.add_extension('_hierarchical', sources=['_hierarchical.cpp'], language="c++", include_dirs=[numpy.get_include()], libraries=libraries) config.add_extension( '_k_means', libraries=cblas_libs, sources=['_k_means.c'], include_dirs=[join('..', 'src', 'cblas'), numpy.get_include(), blas_info.pop('include_dirs', [])], extra_compile_args=blas_info.pop('extra_compile_args', []), **blas_info ) return config if __name__ == '__main__': from numpy.distutils.core import setup setup(**configuration(top_path='').todict())
bsd-3-clause
vascotenner/holoviews
holoviews/plotting/mpl/annotation.py
1
3913
import matplotlib from matplotlib import patches as patches from ...core.util import match_spec from ...core.options import abbreviated_exception from .element import ElementPlot class AnnotationPlot(ElementPlot): """ AnnotationPlot handles the display of all annotation elements. """ def __init__(self, annotation, **params): self._annotation = annotation super(AnnotationPlot, self).__init__(annotation, **params) self.handles['annotations'] = [] def initialize_plot(self, ranges=None): annotation = self.hmap.last key = self.keys[-1] ranges = self.compute_ranges(self.hmap, key, ranges) ranges = match_spec(annotation, ranges) axis = self.handles['axis'] opts = self.style[self.cyclic_index] with abbreviated_exception(): handles = self.draw_annotation(axis, annotation.data, opts) self.handles['annotations'] = handles return self._finalize_axis(key, ranges=ranges) def update_handles(self, key, axis, annotation, ranges, style): # Clear all existing annotations for element in self.handles['annotations']: element.remove() with abbreviated_exception(): self.handles['annotations'] = self.draw_annotation(axis, annotation.data, style) class VLinePlot(AnnotationPlot): "Draw a vertical line on the axis" style_opts = ['alpha', 'color', 'linewidth', 'linestyle', 'visible'] def draw_annotation(self, axis, position, opts): return [axis.axvline(position, **opts)] class HLinePlot(AnnotationPlot): "Draw a horizontal line on the axis" style_opts = ['alpha', 'color', 'linewidth', 'linestyle', 'visible'] def draw_annotation(self, axis, position, opts): "Draw a horizontal line on the axis" return [axis.axhline(position, **opts)] class TextPlot(AnnotationPlot): "Draw the Text annotation object" style_opts = ['alpha', 'color', 'family', 'weight', 'rotation', 'fontsize', 'visible'] def draw_annotation(self, axis, data, opts): (x,y, text, fontsize, horizontalalignment, verticalalignment, rotation) = data opts['fontsize'] = fontsize return [axis.text(x,y, text, horizontalalignment = horizontalalignment, verticalalignment = verticalalignment, rotation=rotation, **opts)] class ArrowPlot(AnnotationPlot): "Draw an arrow using the information supplied to the Arrow annotation" _arrow_style_opts = ['alpha', 'color', 'lw', 'linewidth', 'visible'] _text_style_opts = TextPlot.style_opts style_opts = sorted(set(_arrow_style_opts + _text_style_opts)) def draw_annotation(self, axis, data, opts): direction, text, xy, points, arrowstyle = data arrowprops = dict({'arrowstyle':arrowstyle}, **{k: opts[k] for k in self._arrow_style_opts if k in opts}) textopts = {k: opts[k] for k in self._text_style_opts if k in opts} if direction in ['v', '^']: xytext = (0, points if direction=='v' else -points) elif direction in ['>', '<']: xytext = (points if direction=='<' else -points, 0) return [axis.annotate(text, xy=xy, textcoords='offset points', xytext=xytext, ha="center", va="center", arrowprops=arrowprops, **textopts)] class SplinePlot(AnnotationPlot): "Draw the supplied Spline annotation (see Spline docstring)" style_opts = ['alpha', 'edgecolor', 'linewidth', 'linestyle', 'visible'] def draw_annotation(self, axis, data, opts): verts, codes = data patch = patches.PathPatch(matplotlib.path.Path(verts, codes), facecolor='none', **opts) axis.add_patch(patch) return [patch]
bsd-3-clause
GkAntonius/feynman
examples/Solid_State_Physics/plot_eph.py
2
1265
""" Electron-phonon coupling self-energy ==================================== A diagram containing loopy lines. """ from feynman import Diagram import matplotlib.pyplot as plt fig = plt.figure(figsize=(8,2)) ax = fig.add_axes([0,0,1,1], frameon=False) ax.set_xlim(0, fig.get_size_inches()[0]) ax.set_ylim(0, fig.get_size_inches()[1]) # Init D and ax D = Diagram(ax) D.x0 = 0.2 D.y0 = sum(D.ax.get_ylim()) * .35 # Various size opwidth = 1. linlen = 2. txtpad = .8 wiggle_amplitude=.1 # Line styles Ph_style = dict(style='elliptic loopy', ellipse_spread=.6, xamp=.10, yamp=-.15, nloops=15) DW_style = dict(style='circular loopy', circle_radius=.7, xamp=.10, yamp=.15, nloops=18) G_style = dict(style='simple', arrow=True, arrow_param={'width':0.15, 'length': .3}) # Item 1 v11 = D.vertex([D.x0, D.y0]) v12 = D.vertex(v11.xy, dx=opwidth) Sigma = D.operator([v11, v12]) Sigma.text("$\Sigma^{ep}$") # Symbol D.text(v12.x + txtpad, D.y0, "=") # Item 3 v21 = D.vertex([v12.x + 2 * txtpad, D.y0 - 0.3]) v22 = D.vertex(v21.xy, dx=linlen) G = D.line(v21, v22, **G_style) Ph = D.line(v21, v22, **Ph_style) # Symbol D.text(v22.x + txtpad, D.y0, "+") # Item 3 v31 = D.vertex([v22.x + 3 * txtpad, D.y0 - 0.3]) DW = D.line(v31, v31, **DW_style) D.plot() plt.show()
gpl-3.0
ebrensi/registry-frontend
ff.py
1
1240
#! usr/bin/env python # This script is for testing without having to host the flask app. import folium import pandas as pd import os from sqlalchemy import create_engine import geojson DATABASE_URL = os.environ["DATABASE_URL"] STATES_GEOJSON_PATH = "static/us-states.json" engine = create_engine(DATABASE_URL) with engine.connect() as db: query = "Select state, count(*) From registry Group By state;" df = pd.read_sql_query(query, db) with open(STATES_GEOJSON_PATH, "r") as file: gj = geojson.load(file) # Folium choropleth requires a one-to-one correspondence between GeoJSON # features (state definitions) and shade values, so we will make a new # GeoJSON object that is a FeatureCollection of only the states that we # have data for. relevant_features = [feature for feature in gj["features"] if ("id" in feature) and (feature["id"] in df["state"].values)] gj_relevant = geojson.FeatureCollection(relevant_features) geo_str = geojson.dumps(gj_relevant) base_map = folium.Map([43, -100], zoom_start=5) base_map.choropleth( geo_str=geo_str, data=df, columns=['state', 'count'], key_on='feature.id', fill_color='PuBuGn', ) base_map.save("map.html")
mit
LaRiffle/axa_challenge
fonction_py/train.py
1
12400
from fonction_py.tools import * from fonction_py.preprocess import * from sklearn import linear_model import pandas as pd import numpy as np import matplotlib.pyplot as plt from sklearn import cross_validation from sklearn.linear_model import LogisticRegression from sklearn import tree from sklearn import svm from sklearn import decomposition from sklearn.naive_bayes import GaussianNB from sklearn.ensemble import RandomForestRegressor from sklearn.ensemble import GradientBoostingRegressor from sklearn.grid_search import GridSearchCV from sklearn.grid_search import RandomizedSearchCV from scipy.stats import uniform as sp_randint from sklearn import datasets from sklearn.linear_model import Ridge from fonction_py.tim import * import time def faireTout(): fields = ['DATE', 'DAY_OFF', 'WEEK_END', 'DAY_WE_DS', 'ASS_ASSIGNMENT', 'CSPL_RECEIVED_CALLS' ] # selectionne les colonnes à lire c = pd.DataFrame() <<<<<<< HEAD listmodel = faireListModel()#recupere le nom et les modeles de chaque truc data=pd.read_csv("data/trainPure.csv", sep=";", usecols=fields) # LECTURE du fichier de train, resultat = pd.read_csv("data/submission.txt", sep="\t") # LECTURE dufichier de test res=[] model = listmodel[0] for model in listmodel: print(model[0]) #affiche le ass assignment (xTest, x, souvenir, y)=preprocessTOTAL(model[0]) # ajuste le nombre et le nom de feature pour que xTest et x aient les memes mod= GradientBoostingRegressor(loss='huber', alpha=0.9,n_estimators=100, max_depth=3,learning_rate=.1, min_samples_leaf=9,min_samples_split=9) mod.fit(x, y) #s'entraine pred = mod.predict(xTest) # predit pred[pred>max(y)*1.05]=max(y)*1.05 # pour pas predire trop grand pred[pred<0]=0 # pas de negatif pred =np.round(pred).astype(int) # to int souvenir['prediction']=pred # on l'ajoute a souvenir qui garde le format standard et la date pour qu'on remette tout a la bonne place a la fin resultat=pd.merge(resultat, souvenir, how='left',on=['DATE', 'ASS_ASSIGNMENT']) # on remet chaque prediction à la bonne ligne -> il cree prediction_x et prediction_y car l'ancienne prediction et la nouvelle colonne de prediction resultat=resultat.fillna(0) # on remplit les endroits ou on a pas predit avec des 0 resultat['prediction'] = resultat['prediction_x']+resultat['prediction_y'] # merge les deux colonnes del resultat['prediction_x'] del resultat['prediction_y'] ======= listmodel = faireListModel() #'Evenements', 'Gestion Amex' #setFields = set(pd.read_csv("data/fields.txt", sep=";")['0'].values) # resultat = pd.read_csv("data/submission.txt", sep="\t") i=0 # res = [] start_time = time.time() model = listmodel[24] data=pd.read_csv("data/trainPure.csv", sep=";", usecols=fields) # LECTURE resultat = pd.read_csv("data/submission.txt", sep="\t") # LECTURE res=[] for model in listmodel: i = i+1 print(model[0]) x,y = preprocess(data.copy(), model[0]) # rajoute les features model[1].fit(x, y) #model.score(xTrain, yTrain) (xTest, souvenir)=preprocessFINAL(x,model[0]) pred = model[1].predict(xTest) pred[pred>max(y)*1.05]=max(y)*1.05 pred[pred<0]=0 pred =np.round(pred) souvenir['prediction']=int(pred) resultat=pd.merge(resultat, souvenir, how='left',on=['DATE', 'ASS_ASSIGNMENT']) resultat=resultat.fillna(0) resultat['prediction'] = resultat['prediction_x']+resultat['prediction_y'] del resultat['prediction_x'] del resultat['prediction_y'] x,y = preprocess(data.copy(), 'Téléphonie') # rajoute les features #model.score(xTrain, yTrain) (xTest, souvenir)=preprocessFINAL(x,'Téléphonie') pred=telephoniePred(x,y,xTest) pred[pred>max(y)*1.05]=max(y)*1.05 pred[pred<0]=0 pred =np.round(pred) souvenir['prediction']=int(pred) resultat=pd.merge(resultat, souvenir, how='left',on=['DATE', 'ASS_ASSIGNMENT']) resultat=resultat.fillna(0) resultat['prediction'] = resultat['prediction_x']+resultat['prediction_y'] del resultat['prediction_x'] del resultat['prediction_y'] <<<<<<< HEAD pd.DataFrame(res).to_csv("reslist.csv", sep=";", decimal=",") resultat.to_csv("vraipred.txt", sep="\t", index =False) ======= >>>>>>> origin/master resultat['prediction']=resultat['prediction'].astype(int) resultat.to_csv("pouranalyse.txt", sep="\t", index =False, encoding='utf-8') >>>>>>> origin/master return resultat def faireListModel(): return [('CAT', linear_model.LinearRegression()), ('CMS', RandomForestRegressor(bootstrap=False, criterion='mse', max_depth=5, max_features=30, max_leaf_nodes=None, min_samples_leaf=1, min_samples_split=2, min_weight_fraction_leaf=0.0, n_estimators=10, n_jobs=1, oob_score=False, random_state=None, verbose=0, warm_start=False)), ('Crises',linear_model.LinearRegression()), ('Domicile', RandomForestRegressor(bootstrap=True, criterion='mse', max_depth=30, max_features=30, max_leaf_nodes=None, min_samples_leaf=1, min_samples_split=2, min_weight_fraction_leaf=0.0, n_estimators=90, n_jobs=1, oob_score=False, random_state=None, verbose=0, warm_start=False)), ('Gestion',RandomForestRegressor(bootstrap=True, criterion='mse', max_depth=30, max_features='auto', max_leaf_nodes=None, min_samples_leaf=1, min_samples_split=2, min_weight_fraction_leaf=0.0, n_estimators=100, n_jobs=1, oob_score=False, random_state=None, verbose=0, warm_start=False)), ('Gestion - Accueil Telephonique',RandomForestRegressor(bootstrap=True, criterion='mse', max_depth=20, max_features=30, max_leaf_nodes=None, min_samples_leaf=1, min_samples_split=2, min_weight_fraction_leaf=0.0, n_estimators=70, n_jobs=1, oob_score=False, random_state=None, verbose=0, warm_start=False)), ('Gestion Assurances',RandomForestRegressor(bootstrap=False, criterion='mse', max_depth=20, max_features=30, max_leaf_nodes=None, min_samples_leaf=1, min_samples_split=2, min_weight_fraction_leaf=0.0, n_estimators=20, n_jobs=1, oob_score=False, random_state=None, verbose=0, warm_start=False)), ('Gestion Clients', RandomForestRegressor(bootstrap=True, criterion='mse', max_depth=10, max_features=90, max_leaf_nodes=None, min_samples_leaf=1, min_samples_split=2, min_weight_fraction_leaf=0.0, n_estimators=50, n_jobs=1, oob_score=False, random_state=None, verbose=0, warm_start=False)), ('Gestion DZ', RandomForestRegressor(bootstrap=True, criterion='mse', max_depth=5, max_features=30, max_leaf_nodes=None, min_samples_leaf=1, min_samples_split=2, min_weight_fraction_leaf=0.0, n_estimators=30, n_jobs=1, oob_score=False, random_state=None, verbose=0, warm_start=False)), ('Gestion Relation Clienteles',RandomForestRegressor(bootstrap=True, criterion='mse', max_depth=10, max_features=90, max_leaf_nodes=None, min_samples_leaf=1, min_samples_split=2, min_weight_fraction_leaf=0.0, n_estimators=110, n_jobs=1, oob_score=False, random_state=None, verbose=0, warm_start=False)), ('Gestion Renault', RandomForestRegressor(bootstrap=True, criterion='mse', max_depth=30, max_features=50, max_leaf_nodes=None, min_samples_leaf=1, min_samples_split=2, min_weight_fraction_leaf=0.0, n_estimators=30, n_jobs=1, oob_score=False, random_state=None, verbose=0, warm_start=False)), ('Japon',RandomForestRegressor(bootstrap=False, criterion='mse', max_depth=10, max_features=30, max_leaf_nodes=None, min_samples_leaf=1, min_samples_split=2, min_weight_fraction_leaf=0.0, n_estimators=30, n_jobs=1, oob_score=False, random_state=None, verbose=0, warm_start=False)), ('Manager',RandomForestRegressor(bootstrap=True, criterion='mse', max_depth=10, max_features=30, max_leaf_nodes=None, min_samples_leaf=1, min_samples_split=2, min_weight_fraction_leaf=0.0, n_estimators=30, n_jobs=1, oob_score=False, random_state=None, verbose=0, warm_start=False)), ('Mécanicien',RandomForestRegressor(bootstrap=True, criterion='mse', max_depth=20, max_features='auto', max_leaf_nodes=None, min_samples_leaf=1, min_samples_split=2, min_weight_fraction_leaf=0.0, n_estimators=100, n_jobs=1, oob_score=False, random_state=None, verbose=0, warm_start=False)), ('Médical',RandomForestRegressor(bootstrap=True, criterion='mse', max_depth=30, max_features='auto', max_leaf_nodes=None, min_samples_leaf=1, min_samples_split=2, min_weight_fraction_leaf=0.0, n_estimators=100, n_jobs=1, oob_score=False, random_state=None, verbose=0, warm_start=False)), ('Nuit', RandomForestRegressor(bootstrap=True, criterion='mse', max_depth=20, max_features='auto', max_leaf_nodes=None, min_samples_leaf=1, min_samples_split=2, min_weight_fraction_leaf=0.0, n_estimators=100, n_jobs=1, oob_score=False, random_state=None, verbose=0, warm_start=False)), ('Prestataires',RandomForestRegressor(bootstrap=True, criterion='mse', max_depth=20, max_features='auto', max_leaf_nodes=None, min_samples_leaf=1, min_samples_split=2, min_weight_fraction_leaf=0.0, n_estimators=100, n_jobs=1, oob_score=False, random_state=None, verbose=0, warm_start=False)), ('RENAULT',RandomForestRegressor(bootstrap=True, criterion='mse', max_depth=80, max_features='auto', max_leaf_nodes=None, min_samples_leaf=1, min_samples_split=2, min_weight_fraction_leaf=0.0, n_estimators=100, n_jobs=1, oob_score=False, random_state=None, verbose=0, warm_start=False)), ('RTC',RandomForestRegressor(bootstrap=True, criterion='mse', max_depth=20, max_features='auto', max_leaf_nodes=None, min_samples_leaf=1, min_samples_split=2, min_weight_fraction_leaf=0.0, n_estimators=100, n_jobs=1, oob_score=False, random_state=None, verbose=0, warm_start=False)), ('Regulation Medicale',linear_model.LinearRegression()), ('SAP',RandomForestRegressor(bootstrap=False, criterion='mse', max_depth=20, max_features=30, max_leaf_nodes=None, min_samples_leaf=1, min_samples_split=2, min_weight_fraction_leaf=0.0, n_estimators=30, n_jobs=1, oob_score=False, random_state=None, verbose=0, warm_start=False)), ('Services',RandomForestRegressor(bootstrap=False, criterion='mse', max_depth=30, max_features=30, max_leaf_nodes=None, min_samples_leaf=1, min_samples_split=2, min_weight_fraction_leaf=0.0, n_estimators=30, n_jobs=1, oob_score=False, random_state=None, verbose=0, warm_start=False)), ('Tech. Axa',RandomForestRegressor(bootstrap=True, criterion='mse', max_depth=20, max_features='auto', max_leaf_nodes=None, min_samples_leaf=1, min_samples_split=2, min_weight_fraction_leaf=0.0, n_estimators=100, n_jobs=1, oob_score=False, random_state=None, verbose=0, warm_start=False)), ('Tech. Inter',RandomForestRegressor(bootstrap=False, criterion='mse', max_depth=30, max_features=30, max_leaf_nodes=None, min_samples_leaf=1, min_samples_split=2, min_weight_fraction_leaf=0.0, n_estimators=30, n_jobs=1, oob_score=False, random_state=None, verbose=0, warm_start=False)), ('Tech. Total',RandomForestRegressor(bootstrap=True, criterion='mse', max_depth=70, max_features='auto', max_leaf_nodes=None, min_samples_leaf=1, min_samples_split=2, min_weight_fraction_leaf=0.0, n_estimators=100, n_jobs=1, oob_score=False, random_state=None, verbose=0, warm_start=False)), ('Téléphonie',GradientBoostingRegressor(loss='huber', alpha=0.9,n_estimators=100, max_depth=3,learning_rate=.1, min_samples_leaf=9,min_samples_split=9) )]
mit