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RPGOne/Skynet
scikit-learn-0.18.1/examples/linear_model/plot_lasso_model_selection.py
311
5431
""" =================================================== Lasso model selection: Cross-Validation / AIC / BIC =================================================== Use the Akaike information criterion (AIC), the Bayes Information criterion (BIC) and cross-validation to select an optimal value of the regularization parameter alpha of the :ref:`lasso` estimator. Results obtained with LassoLarsIC are based on AIC/BIC criteria. Information-criterion based model selection is very fast, but it relies on a proper estimation of degrees of freedom, are derived for large samples (asymptotic results) and assume the model is correct, i.e. that the data are actually generated by this model. They also tend to break when the problem is badly conditioned (more features than samples). For cross-validation, we use 20-fold with 2 algorithms to compute the Lasso path: coordinate descent, as implemented by the LassoCV class, and Lars (least angle regression) as implemented by the LassoLarsCV class. Both algorithms give roughly the same results. They differ with regards to their execution speed and sources of numerical errors. Lars computes a path solution only for each kink in the path. As a result, it is very efficient when there are only of few kinks, which is the case if there are few features or samples. Also, it is able to compute the full path without setting any meta parameter. On the opposite, coordinate descent compute the path points on a pre-specified grid (here we use the default). Thus it is more efficient if the number of grid points is smaller than the number of kinks in the path. Such a strategy can be interesting if the number of features is really large and there are enough samples to select a large amount. In terms of numerical errors, for heavily correlated variables, Lars will accumulate more errors, while the coordinate descent algorithm will only sample the path on a grid. Note how the optimal value of alpha varies for each fold. This illustrates why nested-cross validation is necessary when trying to evaluate the performance of a method for which a parameter is chosen by cross-validation: this choice of parameter may not be optimal for unseen data. """ print(__doc__) # Author: Olivier Grisel, Gael Varoquaux, Alexandre Gramfort # License: BSD 3 clause import time import numpy as np import matplotlib.pyplot as plt from sklearn.linear_model import LassoCV, LassoLarsCV, LassoLarsIC from sklearn import datasets diabetes = datasets.load_diabetes() X = diabetes.data y = diabetes.target rng = np.random.RandomState(42) X = np.c_[X, rng.randn(X.shape[0], 14)] # add some bad features # normalize data as done by Lars to allow for comparison X /= np.sqrt(np.sum(X ** 2, axis=0)) ############################################################################## # LassoLarsIC: least angle regression with BIC/AIC criterion model_bic = LassoLarsIC(criterion='bic') t1 = time.time() model_bic.fit(X, y) t_bic = time.time() - t1 alpha_bic_ = model_bic.alpha_ model_aic = LassoLarsIC(criterion='aic') model_aic.fit(X, y) alpha_aic_ = model_aic.alpha_ def plot_ic_criterion(model, name, color): alpha_ = model.alpha_ alphas_ = model.alphas_ criterion_ = model.criterion_ plt.plot(-np.log10(alphas_), criterion_, '--', color=color, linewidth=3, label='%s criterion' % name) plt.axvline(-np.log10(alpha_), color=color, linewidth=3, label='alpha: %s estimate' % name) plt.xlabel('-log(alpha)') plt.ylabel('criterion') plt.figure() plot_ic_criterion(model_aic, 'AIC', 'b') plot_ic_criterion(model_bic, 'BIC', 'r') plt.legend() plt.title('Information-criterion for model selection (training time %.3fs)' % t_bic) ############################################################################## # LassoCV: coordinate descent # Compute paths print("Computing regularization path using the coordinate descent lasso...") t1 = time.time() model = LassoCV(cv=20).fit(X, y) t_lasso_cv = time.time() - t1 # Display results m_log_alphas = -np.log10(model.alphas_) plt.figure() ymin, ymax = 2300, 3800 plt.plot(m_log_alphas, model.mse_path_, ':') plt.plot(m_log_alphas, model.mse_path_.mean(axis=-1), 'k', label='Average across the folds', linewidth=2) plt.axvline(-np.log10(model.alpha_), linestyle='--', color='k', label='alpha: CV estimate') plt.legend() plt.xlabel('-log(alpha)') plt.ylabel('Mean square error') plt.title('Mean square error on each fold: coordinate descent ' '(train time: %.2fs)' % t_lasso_cv) plt.axis('tight') plt.ylim(ymin, ymax) ############################################################################## # LassoLarsCV: least angle regression # Compute paths print("Computing regularization path using the Lars lasso...") t1 = time.time() model = LassoLarsCV(cv=20).fit(X, y) t_lasso_lars_cv = time.time() - t1 # Display results m_log_alphas = -np.log10(model.cv_alphas_) plt.figure() plt.plot(m_log_alphas, model.cv_mse_path_, ':') plt.plot(m_log_alphas, model.cv_mse_path_.mean(axis=-1), 'k', label='Average across the folds', linewidth=2) plt.axvline(-np.log10(model.alpha_), linestyle='--', color='k', label='alpha CV') plt.legend() plt.xlabel('-log(alpha)') plt.ylabel('Mean square error') plt.title('Mean square error on each fold: Lars (train time: %.2fs)' % t_lasso_lars_cv) plt.axis('tight') plt.ylim(ymin, ymax) plt.show()
bsd-3-clause
blink1073/scikit-image
skimage/viewer/canvastools/linetool.py
43
6911
import numpy as np from matplotlib import lines from ...viewer.canvastools.base import CanvasToolBase, ToolHandles __all__ = ['LineTool', 'ThickLineTool'] class LineTool(CanvasToolBase): """Widget for line selection in a plot. Parameters ---------- manager : Viewer or PlotPlugin. Skimage viewer or plot plugin object. on_move : function Function called whenever a control handle is moved. This function must accept the end points of line as the only argument. on_release : function Function called whenever the control handle is released. on_enter : function Function called whenever the "enter" key is pressed. maxdist : float Maximum pixel distance allowed when selecting control handle. line_props : dict Properties for :class:`matplotlib.lines.Line2D`. handle_props : dict Marker properties for the handles (also see :class:`matplotlib.lines.Line2D`). Attributes ---------- end_points : 2D array End points of line ((x1, y1), (x2, y2)). """ def __init__(self, manager, on_move=None, on_release=None, on_enter=None, maxdist=10, line_props=None, handle_props=None, **kwargs): super(LineTool, self).__init__(manager, on_move=on_move, on_enter=on_enter, on_release=on_release, **kwargs) props = dict(color='r', linewidth=1, alpha=0.4, solid_capstyle='butt') props.update(line_props if line_props is not None else {}) self.linewidth = props['linewidth'] self.maxdist = maxdist self._active_pt = None x = (0, 0) y = (0, 0) self._end_pts = np.transpose([x, y]) self._line = lines.Line2D(x, y, visible=False, animated=True, **props) self.ax.add_line(self._line) self._handles = ToolHandles(self.ax, x, y, marker_props=handle_props) self._handles.set_visible(False) self.artists = [self._line, self._handles.artist] if on_enter is None: def on_enter(pts): x, y = np.transpose(pts) print("length = %0.2f" % np.sqrt(np.diff(x)**2 + np.diff(y)**2)) self.callback_on_enter = on_enter self.manager.add_tool(self) @property def end_points(self): return self._end_pts.astype(int) @end_points.setter def end_points(self, pts): self._end_pts = np.asarray(pts) self._line.set_data(np.transpose(pts)) self._handles.set_data(np.transpose(pts)) self._line.set_linewidth(self.linewidth) self.set_visible(True) self.redraw() def hit_test(self, event): if event.button != 1 or not self.ax.in_axes(event): return False idx, px_dist = self._handles.closest(event.x, event.y) if px_dist < self.maxdist: self._active_pt = idx return True else: self._active_pt = None return False def on_mouse_press(self, event): self.set_visible(True) if self._active_pt is None: self._active_pt = 0 x, y = event.xdata, event.ydata self._end_pts = np.array([[x, y], [x, y]]) def on_mouse_release(self, event): if event.button != 1: return self._active_pt = None self.callback_on_release(self.geometry) self.redraw() def on_move(self, event): if event.button != 1 or self._active_pt is None: return if not self.ax.in_axes(event): return self.update(event.xdata, event.ydata) self.callback_on_move(self.geometry) def update(self, x=None, y=None): if x is not None: self._end_pts[self._active_pt, :] = x, y self.end_points = self._end_pts @property def geometry(self): return self.end_points class ThickLineTool(LineTool): """Widget for line selection in a plot. The thickness of the line can be varied using the mouse scroll wheel, or with the '+' and '-' keys. Parameters ---------- manager : Viewer or PlotPlugin. Skimage viewer or plot plugin object. on_move : function Function called whenever a control handle is moved. This function must accept the end points of line as the only argument. on_release : function Function called whenever the control handle is released. on_enter : function Function called whenever the "enter" key is pressed. on_change : function Function called whenever the line thickness is changed. maxdist : float Maximum pixel distance allowed when selecting control handle. line_props : dict Properties for :class:`matplotlib.lines.Line2D`. handle_props : dict Marker properties for the handles (also see :class:`matplotlib.lines.Line2D`). Attributes ---------- end_points : 2D array End points of line ((x1, y1), (x2, y2)). """ def __init__(self, manager, on_move=None, on_enter=None, on_release=None, on_change=None, maxdist=10, line_props=None, handle_props=None): super(ThickLineTool, self).__init__(manager, on_move=on_move, on_enter=on_enter, on_release=on_release, maxdist=maxdist, line_props=line_props, handle_props=handle_props) if on_change is None: def on_change(*args): pass self.callback_on_change = on_change def on_scroll(self, event): if not event.inaxes: return if event.button == 'up': self._thicken_scan_line() elif event.button == 'down': self._shrink_scan_line() def on_key_press(self, event): if event.key == '+': self._thicken_scan_line() elif event.key == '-': self._shrink_scan_line() def _thicken_scan_line(self): self.linewidth += 1 self.update() self.callback_on_change(self.geometry) def _shrink_scan_line(self): if self.linewidth > 1: self.linewidth -= 1 self.update() self.callback_on_change(self.geometry) if __name__ == '__main__': # pragma: no cover from ... import data from ...viewer import ImageViewer image = data.camera() viewer = ImageViewer(image) h, w = image.shape line_tool = ThickLineTool(viewer) line_tool.end_points = ([w/3, h/2], [2*w/3, h/2]) viewer.show()
bsd-3-clause
liyi193328/seq2seq
seq2seq/contrib/learn/learn_io/io_test.py
137
5063
# Copyright 2016 The TensorFlow Authors. All Rights Reserved. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. # ============================================================================== """tf.learn IO operation tests.""" from __future__ import absolute_import from __future__ import division from __future__ import print_function import random # pylint: disable=wildcard-import from tensorflow.contrib.learn.python import learn from tensorflow.contrib.learn.python.learn import datasets from tensorflow.contrib.learn.python.learn.estimators._sklearn import accuracy_score from tensorflow.contrib.learn.python.learn.learn_io import * from tensorflow.python.platform import test # pylint: enable=wildcard-import class IOTest(test.TestCase): # pylint: disable=undefined-variable """tf.learn IO operation tests.""" def test_pandas_dataframe(self): if HAS_PANDAS: import pandas as pd # pylint: disable=g-import-not-at-top random.seed(42) iris = datasets.load_iris() data = pd.DataFrame(iris.data) labels = pd.DataFrame(iris.target) classifier = learn.LinearClassifier( feature_columns=learn.infer_real_valued_columns_from_input(data), n_classes=3) classifier.fit(data, labels, steps=100) score = accuracy_score(labels[0], list(classifier.predict_classes(data))) self.assertGreater(score, 0.5, "Failed with score = {0}".format(score)) else: print("No pandas installed. pandas-related tests are skipped.") def test_pandas_series(self): if HAS_PANDAS: import pandas as pd # pylint: disable=g-import-not-at-top random.seed(42) iris = datasets.load_iris() data = pd.DataFrame(iris.data) labels = pd.Series(iris.target) classifier = learn.LinearClassifier( feature_columns=learn.infer_real_valued_columns_from_input(data), n_classes=3) classifier.fit(data, labels, steps=100) score = accuracy_score(labels, list(classifier.predict_classes(data))) self.assertGreater(score, 0.5, "Failed with score = {0}".format(score)) def test_string_data_formats(self): if HAS_PANDAS: import pandas as pd # pylint: disable=g-import-not-at-top with self.assertRaises(ValueError): learn.io.extract_pandas_data(pd.DataFrame({"Test": ["A", "B"]})) with self.assertRaises(ValueError): learn.io.extract_pandas_labels(pd.DataFrame({"Test": ["A", "B"]})) def test_dask_io(self): if HAS_DASK and HAS_PANDAS: import pandas as pd # pylint: disable=g-import-not-at-top import dask.dataframe as dd # pylint: disable=g-import-not-at-top # test dask.dataframe df = pd.DataFrame( dict( a=list("aabbcc"), b=list(range(6))), index=pd.date_range( start="20100101", periods=6)) ddf = dd.from_pandas(df, npartitions=3) extracted_ddf = extract_dask_data(ddf) self.assertEqual( extracted_ddf.divisions, (0, 2, 4, 6), "Failed with divisions = {0}".format(extracted_ddf.divisions)) self.assertEqual( extracted_ddf.columns.tolist(), ["a", "b"], "Failed with columns = {0}".format(extracted_ddf.columns)) # test dask.series labels = ddf["a"] extracted_labels = extract_dask_labels(labels) self.assertEqual( extracted_labels.divisions, (0, 2, 4, 6), "Failed with divisions = {0}".format(extracted_labels.divisions)) # labels should only have one column with self.assertRaises(ValueError): extract_dask_labels(ddf) else: print("No dask installed. dask-related tests are skipped.") def test_dask_iris_classification(self): if HAS_DASK and HAS_PANDAS: import pandas as pd # pylint: disable=g-import-not-at-top import dask.dataframe as dd # pylint: disable=g-import-not-at-top random.seed(42) iris = datasets.load_iris() data = pd.DataFrame(iris.data) data = dd.from_pandas(data, npartitions=2) labels = pd.DataFrame(iris.target) labels = dd.from_pandas(labels, npartitions=2) classifier = learn.LinearClassifier( feature_columns=learn.infer_real_valued_columns_from_input(data), n_classes=3) classifier.fit(data, labels, steps=100) predictions = data.map_partitions(classifier.predict).compute() score = accuracy_score(labels.compute(), predictions) self.assertGreater(score, 0.5, "Failed with score = {0}".format(score)) if __name__ == "__main__": test.main()
apache-2.0
mbayon/TFG-MachineLearning
vbig/lib/python2.7/site-packages/pandas/tests/dtypes/test_generic.py
7
2098
# -*- coding: utf-8 -*- from warnings import catch_warnings import numpy as np import pandas as pd from pandas.core.dtypes import generic as gt class TestABCClasses(object): tuples = [[1, 2, 2], ['red', 'blue', 'red']] multi_index = pd.MultiIndex.from_arrays(tuples, names=('number', 'color')) datetime_index = pd.to_datetime(['2000/1/1', '2010/1/1']) timedelta_index = pd.to_timedelta(np.arange(5), unit='s') period_index = pd.period_range('2000/1/1', '2010/1/1/', freq='M') categorical = pd.Categorical([1, 2, 3], categories=[2, 3, 1]) categorical_df = pd.DataFrame({"values": [1, 2, 3]}, index=categorical) df = pd.DataFrame({'names': ['a', 'b', 'c']}, index=multi_index) sparse_series = pd.Series([1, 2, 3]).to_sparse() sparse_array = pd.SparseArray(np.random.randn(10)) def test_abc_types(self): assert isinstance(pd.Index(['a', 'b', 'c']), gt.ABCIndex) assert isinstance(pd.Int64Index([1, 2, 3]), gt.ABCInt64Index) assert isinstance(pd.UInt64Index([1, 2, 3]), gt.ABCUInt64Index) assert isinstance(pd.Float64Index([1, 2, 3]), gt.ABCFloat64Index) assert isinstance(self.multi_index, gt.ABCMultiIndex) assert isinstance(self.datetime_index, gt.ABCDatetimeIndex) assert isinstance(self.timedelta_index, gt.ABCTimedeltaIndex) assert isinstance(self.period_index, gt.ABCPeriodIndex) assert isinstance(self.categorical_df.index, gt.ABCCategoricalIndex) assert isinstance(pd.Index(['a', 'b', 'c']), gt.ABCIndexClass) assert isinstance(pd.Int64Index([1, 2, 3]), gt.ABCIndexClass) assert isinstance(pd.Series([1, 2, 3]), gt.ABCSeries) assert isinstance(self.df, gt.ABCDataFrame) with catch_warnings(record=True): assert isinstance(self.df.to_panel(), gt.ABCPanel) assert isinstance(self.sparse_series, gt.ABCSparseSeries) assert isinstance(self.sparse_array, gt.ABCSparseArray) assert isinstance(self.categorical, gt.ABCCategorical) assert isinstance(pd.Period('2012', freq='A-DEC'), gt.ABCPeriod)
mit
swtp1v07/Savu
scripts/log_evaluation/initial.py
1
1608
import pandas def evaluate(selected_data): starts = selected_data[selected_data[5].str.startswith("Start::")] ends = selected_data[selected_data[5].str.startswith("Finish::")] summed = {} count = {} for i in range(len(starts)): start = starts[i:i+1] aa = ends[ends[1] >= start[1].base[0]] key = start[5].base[0].split("Start::")[1].strip() end = aa[aa[5].str.contains(key)] if key not in summed: summed[key] = 0 count[key] = 0 elapsed = end[1].base[0] - start[1].base[0] summed[key] += elapsed count[key] += 1 return (summed, count) def process_file(filename="../../test_data/trimmed_out.log"): data = pandas.io.parsers.read_fwf(filename, widths=[2, 13, 5, 5, 6, 1000], header=None) machinepds = {} for machine in data[2].unique(): threadpds = {} for thread in data[3].unique(): sel = data[data[2] == machine][data[3] == thread][data[4] == "INFO"] (summed, count) = evaluate(sel) combined_data = zip(summed.keys(), summed.values(), count.values()) df = pandas.DataFrame(data = combined_data, columns=['function', 'total_time','num_calls']) df = df.set_index('function') threadpds[thread] = df machinepds[machine] = pandas.concat(threadpds) result = pandas.concat(machinepds) result.index = result.index.reorder_levels((2, 0, 1)) return result.sort_index(0) df = process_file() pandas.set_option('display.height',1000) pandas.set_option('display.max_rows',1000) print df
apache-2.0
sseyler/PSAnalysisTutorial
psa_full.py
2
6754
#!/usr/bin/env python # -*- coding: utf-8 -*- # Example script, part of MDAnalysis """ Example: Comparing a trajectories from different methods ======================================================== Example implementation of Path Similarity Analysis that shows how to read in a set of trajectories, compute (discrete) Fréchet distances, and plot a heat map-dendrogram. This example uses the apo AdK transition between its open and closed crystal structures as a testbed system (see [Seyler2014]). Trajectories are generated given the known structural endpoints. A selection of ten different sampling methods (three transitions each), plus the path of linear interpolation, were used to generate a total of 31 transitions closed to open transition paths. The (discrete) Fréchet distances are computed (between each unique pair of trajectories) and stored in a distance matrix. (See [Seyler2015] for further applications of and information on PSA. The distance matrix is stored in a data file `discrete_frechet.dat` and a numpy file `discrete_frechet.npy`, and the heat map-dendrogram showing Ward hierarchical clustering of the distance matrix is also written to `psadata/plots/df_war_psa-full.pdf` (requires :mod:`matplotlib`). [Seyler2014] S.L. Seyler and O. Beckstein, Sampling large conformational transitions: adenylate kinase as a testing ground. Mol Simul 40 (2014), 855–877, doi:10.1080/08927022.2014.919497 [Seyler2015] S.L. Seyler, A. Kumar, M.F. Thorpe, and O. Beckstein, Path Similarity Analysis: a Method for Quantifying Macromolecular Pathways. `arXiv:1505.04807v1`_ [q-bio.QM], 2015. .. SeeAlso:: :mod:`MDAnalysis.analysis.psa` """ from MDAnalysis import Universe from MDAnalysis.analysis.align import rotation_matrix from MDAnalysis.analysis.psa import PSAnalysis if __name__ == '__main__': print("Generating AdK CORE C-alpha reference coordinates and structure...") # Read in closed/open AdK structures; work with C-alphas only u_closed = Universe('structs/adk1AKE.pdb') u_open = Universe('structs/adk4AKE.pdb') ca_closed = u_closed.select_atoms('name CA') ca_open = u_open.select_atoms('name CA') # Move centers-of-mass of C-alphas of each structure's CORE domain to origin adkCORE_resids = "(resid 1:29 or resid 60:121 or resid 160:214)" u_closed.atoms.translate(-ca_closed.select_atoms(adkCORE_resids).center_of_mass()) u_open.atoms.translate(-ca_open.select_atoms(adkCORE_resids).center_of_mass()) # Get C-alpha CORE coordinates for each structure closed_ca_core_coords = ca_closed.select_atoms(adkCORE_resids).positions open_ca_core_coords = ca_open.select_atoms(adkCORE_resids).positions # Compute rotation matrix, R, that minimizes rmsd between the C-alpha COREs R, rmsd_value = rotation_matrix(open_ca_core_coords, closed_ca_core_coords) # Rotate open structure to align its C-alpha CORE to closed structure's # C-alpha CORE u_open.atoms.rotate(R) # Generate reference structure coordinates: take average positions of # C-alpha COREs of open and closed structures (after C-alpha CORE alignment) reference_coordinates = 0.5*(ca_closed.select_atoms(adkCORE_resids).positions + ca_open.select_atoms(adkCORE_resids).positions) # Generate Universe for reference structure with above reference coordinates u_ref = Universe('structs/adk1AKE.pdb') u_ref.atoms.translate(-u_ref.select_atoms(adkCORE_resids).CA.center_of_mass()) u_ref.select_atoms(adkCORE_resids).CA.set_positions(reference_coordinates) print("Building collection of simulations...") # List of method names (same as directory names) method_names = ['DIMS', 'FRODA', 'GOdMD', 'MDdMD', 'rTMD-F', 'rTMD-S', \ 'ANMP', 'iENM', 'MAP', 'MENM-SD', 'MENM-SP', \ 'Morph', 'LinInt'] labels = [] # Heat map labels simulations = [] # List of simulation topology/trajectory filename pairs universes = [] # List of MDAnalysis Universes representing simulations # Build list of simulations, each represented by a pair of filenames # ([topology filename], [trajectory filename]). Generate corresponding label # list. for method in method_names: # Note: DIMS uses the PSF topology format topname = 'top.psf' if 'DIMS' in method or 'TMD' in method else 'top.pdb' pathname = 'path.dcd' method_dir = 'methods/{}'.format(method) if method is not 'LinInt': for run in xrange(1, 4): # 3 runs per method run_dir = '{}/{:03n}'.format(method_dir, run) topology = '{}/{}'.format(method_dir, topname) trajectory = '{}/{}'.format(run_dir, pathname) labels.append(method + '(' + str(run) + ')') simulations.append((topology, trajectory)) else: # only one LinInt trajectory topology = '{}/{}'.format(method_dir, topname) trajectory = '{}/{}'.format(method_dir, pathname) labels.append(method) simulations.append((topology, trajectory)) # Generate simulation list represented as Universes. Each item, sim, in # simulations is a topology/trajectory filename pair that is unpacked into # an argument list with the "splat" ("*") operator. for sim in simulations: universes.append(Universe(*sim)) print("Initializing Path Similarity Analysis...") ref_selection = "name CA and " + adkCORE_resids psa_full = PSAnalysis(universes, reference=u_ref, ref_select=ref_selection, path_select="name CA", labels=labels) print("Generating Path objects from aligned trajectories...") psa_full.generate_paths(align=True, store=True) print("Calculating Hausdorff distance matrix...") psa_full.run(metric='hausdorff') print("Plotting heat map-dendrogram for hierarchical (Ward) clustering...") psa_full.plot(filename='dh_ward_psa-full.pdf', linkage='ward'); print("Plotting annotated heat map for hierarchical (Ward) clustering...") psa_full.plot_annotated_heatmap(filename='dh_ward_psa-full_annot.pdf', \ linkage='ward'); print("Calculating (discrete) Fréchet distance matrix...") psa_full.run(metric='discrete_frechet') print("Plotting heat map-dendrogram for hierarchical (Ward) clustering...") psa_full.plot(filename='df_ward_psa-full.pdf', linkage='ward'); print("Plotting annotated heat map for hierarchical (Ward) clustering...") psa_full.plot_annotated_heatmap(filename='df_ward_psa-full_annot.pdf', \ linkage='ward');
gpl-3.0
westurner/pypfi
pypfi/datagenerator.py
1
8893
#!/usr/bin/env python # -*- coding: utf-8 -*- from __future__ import print_function """ pypfi.datagenerator ==================== Installation:: pip install arrow factory-boy Usage:: python datagenerator.py -t python datagenerator.py -c 20 Documentation: * https://arrow.readthedocs.org/en/latest/ * https://factoryboy.readthedocs.org/en/latest/ * http://docs.scipy.org/doc/ """ import codecs import datetime import sys import unittest import arrow import factory.fuzzy as fuzzy import numpy as np #import pandas as pd class DateTimeGenerator(object): """ Generate a series of sequential arrow.Arrow datetimes """ def __init__(self, start_date=None, wake=6, sleep=22, payday=5): """ Args: start_date (arrow.Arrow): starting date (if None, ``.now()``) wake (int): usual wake time sleep (int): usual sleep time payday (int): isoweekday (1-7, 7 is Sunday) """ self.start_date = ( start_date or arrow.now().replace(second=0, microsecond=0)) self.wake = wake self.sleep = sleep self.payday = payday self.current_date = self.start_date self.count = 0 def next(self): """ Returns: arrow.Arrow: next datetime """ self.count += 1 if self.count: next_date = self.current_date.replace(hours=+2) self.current_date = next_date return self.current_date def shift(self, **kwargs): """ Args: kwargs (dict): arguments for arrow.Arrow.replace """ self.current_date = self.current_date.replace(**kwargs) return self.current_date EXPENSE_PREFIXES = [ "ABC", "XYZ", "example.com", ] INCOME_PREFIXES = [ "Paycheck", ] def get_prefix(prefixes, date=None, amount=None): """ Get a random prefix and append " " as the suffix Args: prefixes (list): list of string prefixes date (arrow.Arrow): (currently unused) amount (numeric): (currently unused) """ n = np.random.randint(0, len(prefixes)) return u"%s " % prefixes[n] class DataGenerator(object): def __init__(self, output=None, initial_balance=1001, date_start=None, date_end=None, max_count=None, count=0): self.output = sys.stdout if output is None else output self.initial_balance = initial_balance self.balance = self.initial_balance if date_start is None: date_start = arrow.now().replace(second=0, microsecond=0) self.date_start = date_start self.date_end = date_end self.max_count = max_count self.count = count self.dtg = DateTimeGenerator(self.date_start) self.current_date = self.dtg.next() def generate(self): """ Generate a transactions CSV date,desc,amount,balance Args: output (file-like): output to ``.write()`` to Returns: file-like: output """ yield ( self.current_date.isoformat(sep=' '), u"Account Statement", 0, self.balance) self.count += 1 while True: debit_or_credit = np.random.randint(0, 100) if debit_or_credit < 95: # debit desc = fuzzy.FuzzyText( length=10, prefix=get_prefix(EXPENSE_PREFIXES, date=self.current_date) ).fuzz() amount = fuzzy.FuzzyDecimal(-100, -0.50).fuzz() else: # credit desc = fuzzy.FuzzyText( length=4, prefix=get_prefix(INCOME_PREFIXES, date=self.current_date) ).fuzz() amount = fuzzy.FuzzyDecimal(10, 2002).fuzz() self.balance += amount yield ( self.current_date.isoformat(sep=' '), desc, str(amount), str(self.balance)) self.count += 1 if self.max_count and self.count >= self.max_count: break if self.date_end and self.current_date >= self.date_end: break if self.balance <= 0: # overdraft # TODO: self.dtg.shift_to_payday() break self.current_date = self.dtg.next() def datagenerator2do(): """ Daily cycle: - [ ] sleep/wake (weekday) - [ ] sleep/wake (weekend) - [ ] meals Recurring events: - [ ] paid on fridays - [ ] monthly bills Constraints: - [ ] sleep/wake - [ ] no overdrafts (if balance < 0, not until payday) """ class Test_datagenerator(unittest.TestCase): def test_010_get_prefix(self): PREFIXES = EXPENSE_PREFIXES output = get_prefix(PREFIXES) self.assertIn(output[:-1], PREFIXES) def test_100_DateTimeGenerator(self): dtg = DateTimeGenerator() self.assertTrue(dtg.start_date) self.assertTrue(dtg.wake) self.assertTrue(dtg.sleep) self.assertTrue(dtg.payday) self.assertTrue(dtg.current_date) self.assertEqual(dtg.count, 0) for n in range(10): output = dtg.next() self.assertTrue(output) self.assertTrue(isinstance(output, arrow.Arrow)) print(n, output) current_date = dtg.current_date output = dtg.shift(hours=+2) expected = datetime.timedelta(0, 7200) self.assertEqual(output - current_date, expected) def test_200_DataGenerator(self): MAX_COUNT = 20 dg = DataGenerator(max_count=MAX_COUNT) self.assertTrue(dg.output) self.assertTrue(dg.date_start) self.assertFalse(dg.date_end) self.assertTrue(dg.current_date) self.assertTrue(dg.initial_balance) self.assertTrue(dg.balance) self.assertEqual(dg.max_count, MAX_COUNT) self.assertEqual(dg.count, 0) output = dg.generate() self.assertTrue(hasattr(output, '__iter__')) tuples = list(output) self.assertLessEqual(dg.count, MAX_COUNT) for l in tuples: print(l) self.assertLessEqual(len(tuples), MAX_COUNT) if (dg.balance >= 0 and (not dg.date_end or dg.date_end and dg.current_date <= dg.date_end)): self.assertEqual(len(tuples), MAX_COUNT) self.assertEqual(dg.count, MAX_COUNT) # +1 def main(*args): import logging import optparse import sys prs = optparse.OptionParser( usage="%prog -o <output.csv>") prs.add_option('-o', '--output-file', dest='output_file') prs.add_option('-b', '--balance', help='Initial balance', dest='initial_balance', type=float, default=10000) prs.add_option('-c', '--count', dest='count', type=int, default=None) prs.add_option('-d', '--days', dest='day_count', type=int, default=None) prs.add_option('-v', '--verbose', dest='verbose', action='store_true',) prs.add_option('-q', '--quiet', dest='quiet', action='store_true',) prs.add_option('-t', '--test', dest='run_tests', action='store_true',) args = args and list(args) or sys.argv[1:] (opts, args) = prs.parse_args(args) if not opts.quiet: logging.basicConfig() if opts.verbose: logging.getLogger().setLevel(logging.DEBUG) if opts.run_tests: import sys sys.argv = [sys.argv[0]] + args import unittest exit(unittest.main()) import decimal kwargs = { 'max_count': opts.count, 'initial_balance': decimal.Decimal(opts.initial_balance) } if opts.day_count: date_start = arrow.now() date_end = date_start + datetime.timedelta(opts.day_count) #kwargs['date_start'] = date_start kwargs['date_end'] = date_end import csv if opts.output_file: with codecs.open(opts.output_file, 'w', encoding='utf-8') as f: writer = csv.writer(f) for row in DataGenerator(output=f, **kwargs).generate(): writer.writerow(row) else: writer = csv.writer(sys.stdout) for row in DataGenerator(output=sys.stdout, **kwargs).generate(): writer.writerow(row) return 0 if __name__ == "__main__": sys.exit(main())
bsd-3-clause
compops/pmh-joe2015
para/pmh_correlatedRVs.py
2
12777
############################################################################## ############################################################################## # # correlated pmMH algorithm # # Copyright (c) 2016 Johan Dahlin [ johan.dahlin (at) liu.se ] # Distributed under the MIT license. # ############################################################################## ############################################################################## import numpy as np from pmh_helpers import * from scipy.stats import norm import pandas ########################################################################## # Main class ########################################################################## class stcPMH(object): ########################################################################## # Initalisation ########################################################################## # The self.stepSize size and inverse Hessian for the sampler stepSize = None; invHessian = None; # How many iterations should we run the sampler for and how long is the burn-in nIter = None; nBurnIn = None; # When should we print a progress report? Should prior warnings be written to screen. nProgressReport = None; writeOutPriorWarnings = None; # Write out to file during the run (for large simulations) writeOutProgressToFileInterval = None; writeOutProgressToFile = None; fileOutName = None; # Variables for constructing the file name when writing the output to file filePrefix = None; dataset = None; # Fixed random variables for PF rvnSamples = None; sigmaU = None; alpha = None; # Wrappers calcIACT = calcIACT_prototype; calcSJD = calcSJD_prototype; calcESS = calculateESS_prototype; ########################################################################## # Main sampling routine ########################################################################## def runSampler(self,sm,sys,thSys,proposalType='randomWalk'): #===================================================================== # Initalisation #===================================================================== # Set file prefix from model self.filePrefix = thSys.filePrefix; self.iter = 0; self.PMHtype = 'pPMH0'; self.PMHtypeN = 0; self.nPars = thSys.nParInference; self.T = sys.T; self.proposalTheta = proposalType; self.nPart = sm.nPart; self.proposeRVs = True; # Initialising settings and using default if no settings provided setSettings(self,'pPMH0'); # Allocate vectors self.ll = np.zeros((self.nIter,1)) self.llp = np.zeros((self.nIter,1)) self.th = np.zeros((self.nIter,self.nPars)) self.tho = np.zeros((self.nIter,self.nPars)) self.thp = np.zeros((self.nIter,self.nPars)) self.x = np.zeros((self.nIter,self.T)) self.xp = np.zeros((self.nIter,self.T)) self.aprob = np.zeros((self.nIter,1)) self.accept = np.zeros((self.nIter,1)) self.prior = np.zeros((self.nIter,1)) self.priorp = np.zeros((self.nIter,1)) self.J = np.zeros((self.nIter,1)) self.Jp = np.zeros((self.nIter,1)) self.proposalProb = np.zeros((self.nIter,1)) self.proposalProbP = np.zeros((self.nIter,1)) self.llDiff = np.zeros((self.nIter,1)) # Sample initial auxiliary variables (random variables) self.rvp = np.random.normal( size=( self.rvnSamples, self.T ) ); sm.rv = self.rvp; # Initialise the parameters in the proposal thSys.storeParameters(self.initPar,sys); # Run the initial filter/smoother self.estimateLikelihood(sm,thSys); self.acceptParameters(thSys); # Inverse transform and then save the initial parameters and the prior self.tho[0,:] = thSys.returnParameters(); self.prior[0] = thSys.prior() self.J[0] = thSys.Jacobian(); thSys.invTransform(); self.th[0,:] = thSys.returnParameters(); #===================================================================== # Main MCMC-loop #===================================================================== for kk in range(1,self.nIter): self.iter = kk; # Propose parameters self.sampleProposal(); thSys.storeParameters( self.thp[kk,:], sys ); thSys.transform(); # Calculate acceptance probability self.calculateAcceptanceProbability( sm, thSys ); # Accept/reject step if ( np.random.random(1) < self.aprob[kk] ): self.acceptParameters( thSys ); else: self.rejectParameters( thSys ); # Write out progress report if np.remainder( kk, self.nProgressReport ) == 0: progressPrint( self ); # Write out progress at some intervals if ( self.writeOutProgressToFile ): if np.remainder( kk, self.writeOutProgressToFileInterval ) == 0: self.writeToFile( sm ); progressPrint(self); self.thhat = np.mean( self.th[ self.nBurnIn:self.nIter, : ] , axis=0 ); self.xhats = np.mean( self.x[ self.nBurnIn:self.nIter, : ] , axis=0 ); ########################################################################## # Sample the proposal ########################################################################## def sampleProposal(self,): #===================================================================== # Sample u using a mixture of a global move and Crank-Nicholson #===================================================================== u = np.random.uniform() if ( u < self.alpha ): # Global move self.rvp = np.random.normal( size=(self.rvnSamples,self.T) ); else: # Local move self.rvp = np.sqrt( 1.0 - self.sigmaU**2 ) * self.rv + self.sigmaU * np.random.normal( size=(self.rvnSamples,self.T) ); #===================================================================== # Sample theta using a random walk #===================================================================== if ( self.nPars == 1 ): self.thp[self.iter,:] = self.th[self.iter-1,:] + self.stepSize * np.random.normal(); else: self.thp[self.iter,:] = self.th[self.iter-1,:] + np.random.multivariate_normal(np.zeros(self.nPars), self.stepSize**2 * self.invHessian ); ########################################################################## # Calculate Acceptance Probability ########################################################################## def calculateAcceptanceProbability(self, sm, thSys, ): # Check the "hard prior" if (thSys.priorUniform() == 0.0): if (self.writeOutPriorWarnings): print("The parameters " + str( self.thp[ self.iter,:] ) + " were proposed."); return None; # Run the smoother to get the ll-estimate, gradient and hessian-estimate self.estimateLikelihood(sm,thSys); # Compute the part in the acceptance probability related to the non-symmetric parameter proposal proposalThP = 0; proposalTh0 = 0; # Compute prior and Jacobian self.priorp[ self.iter ] = thSys.prior(); self.Jp[ self.iter ] = thSys.Jacobian(); # Compute the acceptance probability self.aprob[ self.iter ] = np.exp( self.llp[ self.iter, :] - self.ll[ self.iter-1, :] + proposalTh0 - proposalThP + self.priorp[ self.iter, :] - self.prior[ self.iter-1, :] + self.Jp[ self.iter, :] - self.J[ self.iter-1, :] ); # Store the proposal calculations self.proposalProb[ self.iter ] = proposalTh0; self.proposalProbP[ self.iter ] = proposalThP; self.llDiff[ self.iter ] = self.llp[ self.iter, :] - self.ll[ self.iter-1, :]; ########################################################################## # Run the SMC algorithm and get the required information ########################################################################## def estimateLikelihood(self,sm,thSys): # Set the auxiliary variables sm.rv = self.rvp; # Estimate the state and log-likelihood sm.filter(thSys); self.llp[ self.iter ] = sm.ll; self.xp[ self.iter, : ] = sm.xtraj; return None; ########################################################################## # Helper if parameters are accepted ########################################################################## def acceptParameters(self,thSys,): self.th[self.iter,:] = self.thp[self.iter,:]; self.tho[self.iter,:] = thSys.returnParameters(); self.x[self.iter,:] = self.xp[self.iter,:]; self.ll[self.iter] = self.llp[self.iter]; self.accept[self.iter] = 1.0; self.prior[self.iter,:] = self.priorp[self.iter,:]; self.J[self.iter,:] = self.Jp[self.iter,:]; self.rv = np.array( self.rvp, copy=True); ########################################################################## # Helper if parameters are rejected ########################################################################## def rejectParameters(self,thSys,): self.th[self.iter,:] = self.th[self.iter-1,:]; self.tho[self.iter,:] = self.tho[self.iter-1,:]; self.x[self.iter,:] = self.x[self.iter-1,:]; self.ll[self.iter] = self.ll[self.iter-1]; self.prior[self.iter,:] = self.prior[self.iter-1,:] self.J[self.iter,:] = self.J[self.iter-1,:]; ########################################################################## # Helper: compile the results and write to file ########################################################################## def writeToFile(self,sm=None,fileOutName=None): # Set file name from parameter if ( ( self.fileOutName != None ) & (fileOutName == None) ): fileOutName = self.fileOutName; # Construct the columns labels columnlabels = [None]*(2*self.nPars+3); for ii in xrange(2*self.nPars+3): columnlabels[ii] = ii; for ii in range(0,self.nPars): columnlabels[ii] = "th" + str(ii); columnlabels[ii+self.nPars] = "thp" + str(ii); columnlabels[2*self.nPars] = "acceptProb"; columnlabels[2*self.nPars+1] = "loglikelihood"; columnlabels[2*self.nPars+2] = "acceptflag"; # Compile the results for output out = np.hstack((self.th,self.thp,self.aprob,self.ll,self.accept)); # Write out the results to file fileOut = pandas.DataFrame(out,columns=columnlabels); if (fileOutName == None): if hasattr(sm, 'filterType'): if ( sm.filterType == "kf" ): fileOutName = 'results/' + str(self.filePrefix) + '/' + str(self.PMHtype) + '_' + str(sm.filterType) + '/' + str(self.dataset) + '.csv'; else: fileOutName = 'results/' + str(self.filePrefix) + '/' + str(self.PMHtype) + '_' + str(sm.filterType) + '_N' + str(sm.nPart) + '/' + str(self.dataset) + '.csv'; else: # Fallback fileOutName = 'results/' + str(self.filePrefix) + '/' + str(self.PMHtype) + '/' + str(self.dataset) + '.csv'; ensure_dir(fileOutName); fileOut.to_csv(fileOutName); print("writeToFile: wrote results to file: " + fileOutName) ############################################################################################################################# # End of file #############################################################################################################################
mit
Takonan/csc411_a3
basicBoosting.py
1
11498
from sklearn.cross_validation import cross_val_score from sklearn.cross_validation import LabelKFold from sklearn.ensemble import AdaBoostClassifier from sklearn.ensemble import RandomForestClassifier from sklearn.ensemble import ExtraTreesClassifier from sklearn.ensemble import BaggingClassifier from sklearn.linear_model.logistic import LogisticRegression from sklearn.svm import LinearSVC from sklearn.svm import LinearSVR from sklearn.svm import SVC from sklearn.multiclass import OneVsOneClassifier from sklearn.multiclass import OneVsRestClassifier from sklearn.tree import DecisionTreeClassifier from sklearn.linear_model import RidgeClassifier from sklearn.linear_model import Perceptron from sklearn.linear_model import SGDClassifier from sklearn.decomposition import PCA from sklearn.decomposition import KernelPCA from sklearn.metrics.scorer import check_scoring from sklearn.metrics import accuracy_score from sklearn.metrics import classification_report from utils import * import time import matplotlib.pyplot as plt def run_AdaBoost(num_estimator=10, num_iter=5, include_mirror=False, do_cv=False): # Loading data # train_inputs, train_targets, valid_inputs, valid_targets = load_data(include_mirror) inputs, targets, identities = load_data_with_identity(include_mirror) lkf = LabelKFold(identities, n_folds=10) # myClassifier = LogisticRegression() # myClassifier = Perceptron(n_iter=num_iter) # myClassifier = SGDClassifier(loss='perceptron',n_iter=num_iter) clf = AdaBoostClassifier(n_estimators=num_estimator) if do_cv: # Do cross validation # scores = cross_val_score(clf, train_inputs, train_targets) scores = cross_val_score(clf, inputs, targets, cv=lkf) print scores print scores.mean() return scores.mean() else: # Do just one validation clf.fit(train_inputs, train_targets) pred = clf.predict(valid_inputs) score = (pred == valid_targets).mean() return score # clf = AdaBoostClassifier(n_estimators=100) # scores = cross_val_score(clf, train_inputs, train_targets, n_jobs=-1) # print scores.mean() def run_ExtremeRandFor(include_mirror=False): train_inputs, train_targets, valid_inputs, valid_targets = load_data(include_mirror) clf = ExtraTreesClassifier(n_estimators=100, max_depth=None, min_samples_split=1, random_state=0, n_jobs=-1) scores = cross_val_score(clf, train_inputs, train_targets, n_jobs=-1) print scores.mean() def run_RandFor(include_mirror=False): # train_inputs, train_targets, valid_inputs, valid_targets = load_data(include_mirror) inputs, targets, identities = load_data_with_identity(False) # inputs, targets, identities = reload_data_with_identity_normalized() lkf = LabelKFold(identities, n_folds=10) clf = RandomForestClassifier(n_estimators=100, max_depth=None, min_samples_split=1, random_state=0, n_jobs=-1) scores = cross_val_score(clf, inputs, targets, n_jobs=-1, cv=lkf) print scores print scores.mean() def run_Bagging(num_estimator=10, num_iter=5, include_mirror=False, do_cv=False, reload=False): if not reload: train_inputs, train_targets, valid_inputs, valid_targets = load_data(include_mirror) else: train_inputs, train_targets, valid_inputs, valid_targets, test_inputs, test_targets = reload_data_with_test_normalized() # myClassifier = LinearSVC() # myClassifier = RidgeClassifier() myClassifier = Perceptron(n_iter=num_iter) # myClassifier = SGDClassifier(loss='perceptron',n_iter=num_iter) # myClassifier = OneVsRestClassifier(LinearSVC(random_state=0)) # clf = BaggingClassifier(base_estimator=myClassifier, n_estimators=num_estimator, n_jobs=-1) if do_cv: # Do cross validation scores = cross_val_score(clf, train_inputs, train_targets) return scores.mean() else: # Do just one validation # clf.fit(train_inputs, train_targets) pred = myClassifier.fit(train_inputs, train_targets).predict(valid_inputs) # pred = clf.predict(valid_inputs) score = (pred == (valid_targets)).mean() return score return def run_Bagging_LabelKFold(num_estimator=10, num_iter=5, include_mirror=False, reload=False, classifier='Perceptron'): ZCAMatrix = np.load('ZCAMatrix.npy') if not reload: inputs, targets, identities = load_data_with_identity(True) inputs = inputs.reshape(inputs.shape[0], 1, 32,32) # For CNN model inputs = preprocess_images(inputs) inputs = inputs.reshape(inputs.shape[0],inputs.shape[1]*inputs.shape[2]*inputs.shape[3]) inputs = np.dot(inputs,ZCAMatrix) else: inputs, targets, identities = reload_data_with_identity_normalized() if classifier == 'Perceptron': myClassifier = Perceptron(n_iter=num_iter) elif classifier == 'DecisionTree': myClassifier = DecisionTreeClassifier() elif classifier == 'LinearSVC': myClassifier = LinearSVC() elif classifier == 'RidgeClassifier': myClassifier = RidgeClassifier() else: print "Classifier not recognized. Aborting..." return # myClassifier = SGDClassifier(loss='perceptron',n_iter=num_iter) # myClassifier = OneVsRestClassifier(LinearSVC(random_state=0)) clf = BaggingClassifier(base_estimator=myClassifier, n_estimators=num_estimator) lkf = LabelKFold(identities, n_folds=10) print "Starting cross validation testing on %s bagging with %d estimators" % (classifier, num_estimator) scores = cross_val_score(clf, inputs, targets, cv=lkf) print scores print scores.mean() return scores def run_Bagging_testset(num_estimator=100, num_iter=25, include_mirror=True): inputs, targets, identities = load_data_with_identity(include_mirror) x_test = load_public_test() myClassifier = Perceptron(n_iter=num_iter) clf = BaggingClassifier(base_estimator=myClassifier, n_estimators=num_estimator, n_jobs=-1) clf.fit(inputs, targets) # Predict on the training data train_pred = clf.predict(inputs) print classification_report(targets, train_pred) print "Done learning, now predicting" pred = clf.predict(x_test) print pred print "Saving the output test prediction" save_output_csv("Perceptron_Bagging_test_predictions.csv", pred) return def run_Bagging_NumEstimator_Experiment(classifier='Perceptron'): val_avg_score_list = np.zeros(9) val_max_score_list = np.zeros(9) val_scores_list = [] num_estimator_list = np.array([1,2,3, 5, 10, 25, 50, 75, 100]) for i in xrange(num_estimator_list.shape[0]): num_estimator = num_estimator_list[i] print "Number of num_estimator: ", num_estimator score = run_Bagging_LabelKFold(num_estimator=num_estimator, num_iter=10, include_mirror=True, classifier=classifier) print "Average Validation score: ", score val_avg_score_list[i] = score.mean() val_max_score_list[i] = score.max() val_scores_list.append(score) print "Val_avg_score_list: " print val_avg_score_list print "Val_max_score_list: " print val_max_score_list print "All scores:" print val_scores_list print "num_estimator_list: " print num_estimator_list # Plot the data plt.figure() plt.plot(num_estimator_list, val_avg_score_list, label='Avg Validation Accuracy (10 fold)') plt.plot(num_estimator_list, val_max_score_list, label='Max Validation Accuracy (10 fold)') plt.legend(loc=4) plt.title('%s Bagging Validation Accuray vs Number of Estimator' % (classifier)) plt.xlabel('Number of Estimators') plt.ylabel('Accuracy') plt.savefig('%s_Bagging_ValAcc_vs_NumEstimator.png' % classifier) plt.show() return def pca_SVM(normalized_intensity=False, ratio=0.25): if not normalized_intensity: # Perform PCA on the unlabeled data (Not include the mirror) images = load_unlabeled_data() start = time.time() pca = PCA(n_components=images.shape[1]*ratio) unlabeled_pca = pca.fit_transform(images) elasped = time.time() - start print "Done doing PCA fit with ratio %f" % (ratio) print "It took %f seconds" % elasped # Now do Kernel PCA on the unlabeled_pca # kpca = KernelPCA(kernel="rbf", gamma=15) # start = time.time() # unlabeled_kpca = kpca.fit(unlabeled_pca) # unlabeled_kpca = kpca.fit(images[0:6000]) # elasped = time.time() - start # print "Done Kernel PCA fit" # print "It took %f seconds" % elasped # # Perform SVM on the PCA transformed data # train_inputs, train_targets, valid_inputs, valid_targets, test_inputs, test_targets = load_data_with_test(True) # train_inputs = pca.transform(train_inputs) # valid_inputs = pca.transform(valid_inputs) # test_inputs = pca.transform(test_inputs) # Train one vs one SVM's clf = SVC() # clf.fit(train_inputs, train_targets) # val_pred = clf.predict(valid_inputs) # print valid_targets # print val_pred # print accuracy_score(valid_targets, val_pred) # print(classification_report(valid_targets, val_pred)) # test_pred = clf.predict(test_inputs) # print test_targets # print test_pred # print accuracy_score(test_targets, test_pred) # print(classification_report(test_targets, test_pred)) inputs, targets, identities = load_data_with_identity(True) # inputs = kpca.transform(inputs) inputs = pca.transform(inputs) print "Dimension of inputs:", inputs.shape lkf = LabelKFold(identities, n_folds=3) # for train_index, test_index in lkf: # print("TRAIN:", train_index, "TEST:", test_index) # X_train, X_test = inputs[train_index], inputs[test_index] # y_train, y_test = targets[train_index], targets[test_index] # # Do not legit cross validation: scores = cross_val_score(clf, inputs, targets, cv=lkf, n_jobs=-1) print scores.mean() return if __name__ == '__main__': #print "Running classification algorithms with original training data set:" #start = time.time() #run_AdaBoost(num_estimator=500, include_mirror=True, do_cv=True) #elasped = time.time() - start #print "Elasped time: ", elasped # # run_ExtremeRandFor() # run_RandFor() # start = time.time() # run_Bagging() # elasped = time.time() - start # print "Elasped time: ", elasped # print "Running classification algorithms with original training data set and mirrorred data set:" # # run_AdaBoost(True) # # run_ExtremeRandFor(True) # # run_RandFor(True) # start = time.time() # run_Bagging(True) # elasped = time.time() - start # print "Elasped time: ", elasped #for num_estimator in [100]: #[10, 25, 50]: # for num_iter in [25]: #[5, 10, 25, 50]: # # print "Original Set, num_estimator: %d, num_iter: %d, accuracy: %f" % (num_estimator, num_iter, run_Bagging_LabelKFold(num_estimator, num_iter, False, False)) # print "Original + Mirrored Set, num_estimator: %d, num_iter: %d, accuracy: %f" % (num_estimator, num_iter, run_Bagging_LabelKFold(num_estimator, num_iter, True, False)) # pca_SVM() run_Bagging_NumEstimator_Experiment(classifier='Perceptron')
bsd-3-clause
imaculate/scikit-learn
examples/ensemble/plot_gradient_boosting_quantile.py
392
2114
""" ===================================================== Prediction Intervals for Gradient Boosting Regression ===================================================== This example shows how quantile regression can be used to create prediction intervals. """ import numpy as np import matplotlib.pyplot as plt from sklearn.ensemble import GradientBoostingRegressor np.random.seed(1) def f(x): """The function to predict.""" return x * np.sin(x) #---------------------------------------------------------------------- # First the noiseless case X = np.atleast_2d(np.random.uniform(0, 10.0, size=100)).T X = X.astype(np.float32) # Observations y = f(X).ravel() dy = 1.5 + 1.0 * np.random.random(y.shape) noise = np.random.normal(0, dy) y += noise y = y.astype(np.float32) # Mesh the input space for evaluations of the real function, the prediction and # its MSE xx = np.atleast_2d(np.linspace(0, 10, 1000)).T xx = xx.astype(np.float32) alpha = 0.95 clf = GradientBoostingRegressor(loss='quantile', alpha=alpha, n_estimators=250, max_depth=3, learning_rate=.1, min_samples_leaf=9, min_samples_split=9) clf.fit(X, y) # Make the prediction on the meshed x-axis y_upper = clf.predict(xx) clf.set_params(alpha=1.0 - alpha) clf.fit(X, y) # Make the prediction on the meshed x-axis y_lower = clf.predict(xx) clf.set_params(loss='ls') clf.fit(X, y) # Make the prediction on the meshed x-axis y_pred = clf.predict(xx) # Plot the function, the prediction and the 90% confidence interval based on # the MSE fig = plt.figure() plt.plot(xx, f(xx), 'g:', label=u'$f(x) = x\,\sin(x)$') plt.plot(X, y, 'b.', markersize=10, label=u'Observations') plt.plot(xx, y_pred, 'r-', label=u'Prediction') plt.plot(xx, y_upper, 'k-') plt.plot(xx, y_lower, 'k-') plt.fill(np.concatenate([xx, xx[::-1]]), np.concatenate([y_upper, y_lower[::-1]]), alpha=.5, fc='b', ec='None', label='90% prediction interval') plt.xlabel('$x$') plt.ylabel('$f(x)$') plt.ylim(-10, 20) plt.legend(loc='upper left') plt.show()
bsd-3-clause
thientu/scikit-learn
sklearn/neighbors/tests/test_neighbors.py
76
45197
from itertools import product import pickle import numpy as np from scipy.sparse import (bsr_matrix, coo_matrix, csc_matrix, csr_matrix, dok_matrix, lil_matrix) from sklearn import metrics from sklearn.cross_validation import train_test_split, cross_val_score from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_array_equal from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_true from sklearn.utils.testing import assert_warns from sklearn.utils.testing import ignore_warnings from sklearn.utils.validation import check_random_state from sklearn.metrics.pairwise import pairwise_distances from sklearn import neighbors, datasets rng = np.random.RandomState(0) # load and shuffle iris dataset iris = datasets.load_iris() perm = rng.permutation(iris.target.size) iris.data = iris.data[perm] iris.target = iris.target[perm] # load and shuffle digits digits = datasets.load_digits() perm = rng.permutation(digits.target.size) digits.data = digits.data[perm] digits.target = digits.target[perm] SPARSE_TYPES = (bsr_matrix, coo_matrix, csc_matrix, csr_matrix, dok_matrix, lil_matrix) SPARSE_OR_DENSE = SPARSE_TYPES + (np.asarray,) ALGORITHMS = ('ball_tree', 'brute', 'kd_tree', 'auto') P = (1, 2, 3, 4, np.inf) # Filter deprecation warnings. neighbors.kneighbors_graph = ignore_warnings(neighbors.kneighbors_graph) neighbors.radius_neighbors_graph = ignore_warnings( neighbors.radius_neighbors_graph) def _weight_func(dist): """ Weight function to replace lambda d: d ** -2. The lambda function is not valid because: if d==0 then 0^-2 is not valid. """ # Dist could be multidimensional, flatten it so all values # can be looped with np.errstate(divide='ignore'): retval = 1. / dist return retval ** 2 def test_unsupervised_kneighbors(n_samples=20, n_features=5, n_query_pts=2, n_neighbors=5): # Test unsupervised neighbors methods X = rng.rand(n_samples, n_features) test = rng.rand(n_query_pts, n_features) for p in P: results_nodist = [] results = [] for algorithm in ALGORITHMS: neigh = neighbors.NearestNeighbors(n_neighbors=n_neighbors, algorithm=algorithm, p=p) neigh.fit(X) results_nodist.append(neigh.kneighbors(test, return_distance=False)) results.append(neigh.kneighbors(test, return_distance=True)) for i in range(len(results) - 1): assert_array_almost_equal(results_nodist[i], results[i][1]) assert_array_almost_equal(results[i][0], results[i + 1][0]) assert_array_almost_equal(results[i][1], results[i + 1][1]) def test_unsupervised_inputs(): # test the types of valid input into NearestNeighbors X = rng.random_sample((10, 3)) nbrs_fid = neighbors.NearestNeighbors(n_neighbors=1) nbrs_fid.fit(X) dist1, ind1 = nbrs_fid.kneighbors(X) nbrs = neighbors.NearestNeighbors(n_neighbors=1) for input in (nbrs_fid, neighbors.BallTree(X), neighbors.KDTree(X)): nbrs.fit(input) dist2, ind2 = nbrs.kneighbors(X) assert_array_almost_equal(dist1, dist2) assert_array_almost_equal(ind1, ind2) def test_precomputed(random_state=42): """Tests unsupervised NearestNeighbors with a distance matrix.""" # Note: smaller samples may result in spurious test success rng = np.random.RandomState(random_state) X = rng.random_sample((10, 4)) Y = rng.random_sample((3, 4)) DXX = metrics.pairwise_distances(X, metric='euclidean') DYX = metrics.pairwise_distances(Y, X, metric='euclidean') for method in ['kneighbors']: # TODO: also test radius_neighbors, but requires different assertion # As a feature matrix (n_samples by n_features) nbrs_X = neighbors.NearestNeighbors(n_neighbors=3) nbrs_X.fit(X) dist_X, ind_X = getattr(nbrs_X, method)(Y) # As a dense distance matrix (n_samples by n_samples) nbrs_D = neighbors.NearestNeighbors(n_neighbors=3, algorithm='brute', metric='precomputed') nbrs_D.fit(DXX) dist_D, ind_D = getattr(nbrs_D, method)(DYX) assert_array_almost_equal(dist_X, dist_D) assert_array_almost_equal(ind_X, ind_D) # Check auto works too nbrs_D = neighbors.NearestNeighbors(n_neighbors=3, algorithm='auto', metric='precomputed') nbrs_D.fit(DXX) dist_D, ind_D = getattr(nbrs_D, method)(DYX) assert_array_almost_equal(dist_X, dist_D) assert_array_almost_equal(ind_X, ind_D) # Check X=None in prediction dist_X, ind_X = getattr(nbrs_X, method)(None) dist_D, ind_D = getattr(nbrs_D, method)(None) assert_array_almost_equal(dist_X, dist_D) assert_array_almost_equal(ind_X, ind_D) # Must raise a ValueError if the matrix is not of correct shape assert_raises(ValueError, getattr(nbrs_D, method), X) target = np.arange(X.shape[0]) for Est in (neighbors.KNeighborsClassifier, neighbors.RadiusNeighborsClassifier, neighbors.KNeighborsRegressor, neighbors.RadiusNeighborsRegressor): print(Est) est = Est(metric='euclidean') est.radius = est.n_neighbors = 1 pred_X = est.fit(X, target).predict(Y) est.metric = 'precomputed' pred_D = est.fit(DXX, target).predict(DYX) assert_array_almost_equal(pred_X, pred_D) def test_precomputed_cross_validation(): # Ensure array is split correctly rng = np.random.RandomState(0) X = rng.rand(20, 2) D = pairwise_distances(X, metric='euclidean') y = rng.randint(3, size=20) for Est in (neighbors.KNeighborsClassifier, neighbors.RadiusNeighborsClassifier, neighbors.KNeighborsRegressor, neighbors.RadiusNeighborsRegressor): metric_score = cross_val_score(Est(), X, y) precomp_score = cross_val_score(Est(metric='precomputed'), D, y) assert_array_equal(metric_score, precomp_score) def test_unsupervised_radius_neighbors(n_samples=20, n_features=5, n_query_pts=2, radius=0.5, random_state=0): # Test unsupervised radius-based query rng = np.random.RandomState(random_state) X = rng.rand(n_samples, n_features) test = rng.rand(n_query_pts, n_features) for p in P: results = [] for algorithm in ALGORITHMS: neigh = neighbors.NearestNeighbors(radius=radius, algorithm=algorithm, p=p) neigh.fit(X) ind1 = neigh.radius_neighbors(test, return_distance=False) # sort the results: this is not done automatically for # radius searches dist, ind = neigh.radius_neighbors(test, return_distance=True) for (d, i, i1) in zip(dist, ind, ind1): j = d.argsort() d[:] = d[j] i[:] = i[j] i1[:] = i1[j] results.append((dist, ind)) assert_array_almost_equal(np.concatenate(list(ind)), np.concatenate(list(ind1))) for i in range(len(results) - 1): assert_array_almost_equal(np.concatenate(list(results[i][0])), np.concatenate(list(results[i + 1][0]))), assert_array_almost_equal(np.concatenate(list(results[i][1])), np.concatenate(list(results[i + 1][1]))) def test_kneighbors_classifier(n_samples=40, n_features=5, n_test_pts=10, n_neighbors=5, random_state=0): # Test k-neighbors classification rng = np.random.RandomState(random_state) X = 2 * rng.rand(n_samples, n_features) - 1 y = ((X ** 2).sum(axis=1) < .5).astype(np.int) y_str = y.astype(str) weight_func = _weight_func for algorithm in ALGORITHMS: for weights in ['uniform', 'distance', weight_func]: knn = neighbors.KNeighborsClassifier(n_neighbors=n_neighbors, weights=weights, algorithm=algorithm) knn.fit(X, y) epsilon = 1e-5 * (2 * rng.rand(1, n_features) - 1) y_pred = knn.predict(X[:n_test_pts] + epsilon) assert_array_equal(y_pred, y[:n_test_pts]) # Test prediction with y_str knn.fit(X, y_str) y_pred = knn.predict(X[:n_test_pts] + epsilon) assert_array_equal(y_pred, y_str[:n_test_pts]) def test_kneighbors_classifier_float_labels(n_samples=40, n_features=5, n_test_pts=10, n_neighbors=5, random_state=0): # Test k-neighbors classification rng = np.random.RandomState(random_state) X = 2 * rng.rand(n_samples, n_features) - 1 y = ((X ** 2).sum(axis=1) < .5).astype(np.int) knn = neighbors.KNeighborsClassifier(n_neighbors=n_neighbors) knn.fit(X, y.astype(np.float)) epsilon = 1e-5 * (2 * rng.rand(1, n_features) - 1) y_pred = knn.predict(X[:n_test_pts] + epsilon) assert_array_equal(y_pred, y[:n_test_pts]) def test_kneighbors_classifier_predict_proba(): # Test KNeighborsClassifier.predict_proba() method X = np.array([[0, 2, 0], [0, 2, 1], [2, 0, 0], [2, 2, 0], [0, 0, 2], [0, 0, 1]]) y = np.array([4, 4, 5, 5, 1, 1]) cls = neighbors.KNeighborsClassifier(n_neighbors=3, p=1) # cityblock dist cls.fit(X, y) y_prob = cls.predict_proba(X) real_prob = np.array([[0, 2. / 3, 1. / 3], [1. / 3, 2. / 3, 0], [1. / 3, 0, 2. / 3], [0, 1. / 3, 2. / 3], [2. / 3, 1. / 3, 0], [2. / 3, 1. / 3, 0]]) assert_array_equal(real_prob, y_prob) # Check that it also works with non integer labels cls.fit(X, y.astype(str)) y_prob = cls.predict_proba(X) assert_array_equal(real_prob, y_prob) # Check that it works with weights='distance' cls = neighbors.KNeighborsClassifier( n_neighbors=2, p=1, weights='distance') cls.fit(X, y) y_prob = cls.predict_proba(np.array([[0, 2, 0], [2, 2, 2]])) real_prob = np.array([[0, 1, 0], [0, 0.4, 0.6]]) assert_array_almost_equal(real_prob, y_prob) def test_radius_neighbors_classifier(n_samples=40, n_features=5, n_test_pts=10, radius=0.5, random_state=0): # Test radius-based classification rng = np.random.RandomState(random_state) X = 2 * rng.rand(n_samples, n_features) - 1 y = ((X ** 2).sum(axis=1) < .5).astype(np.int) y_str = y.astype(str) weight_func = _weight_func for algorithm in ALGORITHMS: for weights in ['uniform', 'distance', weight_func]: neigh = neighbors.RadiusNeighborsClassifier(radius=radius, weights=weights, algorithm=algorithm) neigh.fit(X, y) epsilon = 1e-5 * (2 * rng.rand(1, n_features) - 1) y_pred = neigh.predict(X[:n_test_pts] + epsilon) assert_array_equal(y_pred, y[:n_test_pts]) neigh.fit(X, y_str) y_pred = neigh.predict(X[:n_test_pts] + epsilon) assert_array_equal(y_pred, y_str[:n_test_pts]) def test_radius_neighbors_classifier_when_no_neighbors(): # Test radius-based classifier when no neighbors found. # In this case it should rise an informative exception X = np.array([[1.0, 1.0], [2.0, 2.0]]) y = np.array([1, 2]) radius = 0.1 z1 = np.array([[1.01, 1.01], [2.01, 2.01]]) # no outliers z2 = np.array([[1.01, 1.01], [1.4, 1.4]]) # one outlier weight_func = _weight_func for outlier_label in [0, -1, None]: for algorithm in ALGORITHMS: for weights in ['uniform', 'distance', weight_func]: rnc = neighbors.RadiusNeighborsClassifier clf = rnc(radius=radius, weights=weights, algorithm=algorithm, outlier_label=outlier_label) clf.fit(X, y) assert_array_equal(np.array([1, 2]), clf.predict(z1)) if outlier_label is None: assert_raises(ValueError, clf.predict, z2) elif False: assert_array_equal(np.array([1, outlier_label]), clf.predict(z2)) def test_radius_neighbors_classifier_outlier_labeling(): # Test radius-based classifier when no neighbors found and outliers # are labeled. X = np.array([[1.0, 1.0], [2.0, 2.0]]) y = np.array([1, 2]) radius = 0.1 z1 = np.array([[1.01, 1.01], [2.01, 2.01]]) # no outliers z2 = np.array([[1.01, 1.01], [1.4, 1.4]]) # one outlier correct_labels1 = np.array([1, 2]) correct_labels2 = np.array([1, -1]) weight_func = _weight_func for algorithm in ALGORITHMS: for weights in ['uniform', 'distance', weight_func]: clf = neighbors.RadiusNeighborsClassifier(radius=radius, weights=weights, algorithm=algorithm, outlier_label=-1) clf.fit(X, y) assert_array_equal(correct_labels1, clf.predict(z1)) assert_array_equal(correct_labels2, clf.predict(z2)) def test_radius_neighbors_classifier_zero_distance(): # Test radius-based classifier, when distance to a sample is zero. X = np.array([[1.0, 1.0], [2.0, 2.0]]) y = np.array([1, 2]) radius = 0.1 z1 = np.array([[1.01, 1.01], [2.0, 2.0]]) correct_labels1 = np.array([1, 2]) weight_func = _weight_func for algorithm in ALGORITHMS: for weights in ['uniform', 'distance', weight_func]: clf = neighbors.RadiusNeighborsClassifier(radius=radius, weights=weights, algorithm=algorithm) clf.fit(X, y) assert_array_equal(correct_labels1, clf.predict(z1)) def test_neighbors_regressors_zero_distance(): # Test radius-based regressor, when distance to a sample is zero. X = np.array([[1.0, 1.0], [1.0, 1.0], [2.0, 2.0], [2.5, 2.5]]) y = np.array([1.0, 1.5, 2.0, 0.0]) radius = 0.2 z = np.array([[1.1, 1.1], [2.0, 2.0]]) rnn_correct_labels = np.array([1.25, 2.0]) knn_correct_unif = np.array([1.25, 1.0]) knn_correct_dist = np.array([1.25, 2.0]) for algorithm in ALGORITHMS: # we don't test for weights=_weight_func since user will be expected # to handle zero distances themselves in the function. for weights in ['uniform', 'distance']: rnn = neighbors.RadiusNeighborsRegressor(radius=radius, weights=weights, algorithm=algorithm) rnn.fit(X, y) assert_array_almost_equal(rnn_correct_labels, rnn.predict(z)) for weights, corr_labels in zip(['uniform', 'distance'], [knn_correct_unif, knn_correct_dist]): knn = neighbors.KNeighborsRegressor(n_neighbors=2, weights=weights, algorithm=algorithm) knn.fit(X, y) assert_array_almost_equal(corr_labels, knn.predict(z)) def test_radius_neighbors_boundary_handling(): """Test whether points lying on boundary are handled consistently Also ensures that even with only one query point, an object array is returned rather than a 2d array. """ X = np.array([[1.5], [3.0], [3.01]]) radius = 3.0 for algorithm in ALGORITHMS: nbrs = neighbors.NearestNeighbors(radius=radius, algorithm=algorithm).fit(X) results = nbrs.radius_neighbors([[0.0]], return_distance=False) assert_equal(results.shape, (1,)) assert_equal(results.dtype, object) assert_array_equal(results[0], [0, 1]) def test_RadiusNeighborsClassifier_multioutput(): # Test k-NN classifier on multioutput data rng = check_random_state(0) n_features = 2 n_samples = 40 n_output = 3 X = rng.rand(n_samples, n_features) y = rng.randint(0, 3, (n_samples, n_output)) X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0) weights = [None, 'uniform', 'distance', _weight_func] for algorithm, weights in product(ALGORITHMS, weights): # Stack single output prediction y_pred_so = [] for o in range(n_output): rnn = neighbors.RadiusNeighborsClassifier(weights=weights, algorithm=algorithm) rnn.fit(X_train, y_train[:, o]) y_pred_so.append(rnn.predict(X_test)) y_pred_so = np.vstack(y_pred_so).T assert_equal(y_pred_so.shape, y_test.shape) # Multioutput prediction rnn_mo = neighbors.RadiusNeighborsClassifier(weights=weights, algorithm=algorithm) rnn_mo.fit(X_train, y_train) y_pred_mo = rnn_mo.predict(X_test) assert_equal(y_pred_mo.shape, y_test.shape) assert_array_almost_equal(y_pred_mo, y_pred_so) def test_kneighbors_classifier_sparse(n_samples=40, n_features=5, n_test_pts=10, n_neighbors=5, random_state=0): # Test k-NN classifier on sparse matrices # Like the above, but with various types of sparse matrices rng = np.random.RandomState(random_state) X = 2 * rng.rand(n_samples, n_features) - 1 X *= X > .2 y = ((X ** 2).sum(axis=1) < .5).astype(np.int) for sparsemat in SPARSE_TYPES: knn = neighbors.KNeighborsClassifier(n_neighbors=n_neighbors, algorithm='auto') knn.fit(sparsemat(X), y) epsilon = 1e-5 * (2 * rng.rand(1, n_features) - 1) for sparsev in SPARSE_TYPES + (np.asarray,): X_eps = sparsev(X[:n_test_pts] + epsilon) y_pred = knn.predict(X_eps) assert_array_equal(y_pred, y[:n_test_pts]) def test_KNeighborsClassifier_multioutput(): # Test k-NN classifier on multioutput data rng = check_random_state(0) n_features = 5 n_samples = 50 n_output = 3 X = rng.rand(n_samples, n_features) y = rng.randint(0, 3, (n_samples, n_output)) X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0) weights = [None, 'uniform', 'distance', _weight_func] for algorithm, weights in product(ALGORITHMS, weights): # Stack single output prediction y_pred_so = [] y_pred_proba_so = [] for o in range(n_output): knn = neighbors.KNeighborsClassifier(weights=weights, algorithm=algorithm) knn.fit(X_train, y_train[:, o]) y_pred_so.append(knn.predict(X_test)) y_pred_proba_so.append(knn.predict_proba(X_test)) y_pred_so = np.vstack(y_pred_so).T assert_equal(y_pred_so.shape, y_test.shape) assert_equal(len(y_pred_proba_so), n_output) # Multioutput prediction knn_mo = neighbors.KNeighborsClassifier(weights=weights, algorithm=algorithm) knn_mo.fit(X_train, y_train) y_pred_mo = knn_mo.predict(X_test) assert_equal(y_pred_mo.shape, y_test.shape) assert_array_almost_equal(y_pred_mo, y_pred_so) # Check proba y_pred_proba_mo = knn_mo.predict_proba(X_test) assert_equal(len(y_pred_proba_mo), n_output) for proba_mo, proba_so in zip(y_pred_proba_mo, y_pred_proba_so): assert_array_almost_equal(proba_mo, proba_so) def test_kneighbors_regressor(n_samples=40, n_features=5, n_test_pts=10, n_neighbors=3, random_state=0): # Test k-neighbors regression rng = np.random.RandomState(random_state) X = 2 * rng.rand(n_samples, n_features) - 1 y = np.sqrt((X ** 2).sum(1)) y /= y.max() y_target = y[:n_test_pts] weight_func = _weight_func for algorithm in ALGORITHMS: for weights in ['uniform', 'distance', weight_func]: knn = neighbors.KNeighborsRegressor(n_neighbors=n_neighbors, weights=weights, algorithm=algorithm) knn.fit(X, y) epsilon = 1E-5 * (2 * rng.rand(1, n_features) - 1) y_pred = knn.predict(X[:n_test_pts] + epsilon) assert_true(np.all(abs(y_pred - y_target) < 0.3)) def test_KNeighborsRegressor_multioutput_uniform_weight(): # Test k-neighbors in multi-output regression with uniform weight rng = check_random_state(0) n_features = 5 n_samples = 40 n_output = 4 X = rng.rand(n_samples, n_features) y = rng.rand(n_samples, n_output) X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0) for algorithm, weights in product(ALGORITHMS, [None, 'uniform']): knn = neighbors.KNeighborsRegressor(weights=weights, algorithm=algorithm) knn.fit(X_train, y_train) neigh_idx = knn.kneighbors(X_test, return_distance=False) y_pred_idx = np.array([np.mean(y_train[idx], axis=0) for idx in neigh_idx]) y_pred = knn.predict(X_test) assert_equal(y_pred.shape, y_test.shape) assert_equal(y_pred_idx.shape, y_test.shape) assert_array_almost_equal(y_pred, y_pred_idx) def test_kneighbors_regressor_multioutput(n_samples=40, n_features=5, n_test_pts=10, n_neighbors=3, random_state=0): # Test k-neighbors in multi-output regression rng = np.random.RandomState(random_state) X = 2 * rng.rand(n_samples, n_features) - 1 y = np.sqrt((X ** 2).sum(1)) y /= y.max() y = np.vstack([y, y]).T y_target = y[:n_test_pts] weights = ['uniform', 'distance', _weight_func] for algorithm, weights in product(ALGORITHMS, weights): knn = neighbors.KNeighborsRegressor(n_neighbors=n_neighbors, weights=weights, algorithm=algorithm) knn.fit(X, y) epsilon = 1E-5 * (2 * rng.rand(1, n_features) - 1) y_pred = knn.predict(X[:n_test_pts] + epsilon) assert_equal(y_pred.shape, y_target.shape) assert_true(np.all(np.abs(y_pred - y_target) < 0.3)) def test_radius_neighbors_regressor(n_samples=40, n_features=3, n_test_pts=10, radius=0.5, random_state=0): # Test radius-based neighbors regression rng = np.random.RandomState(random_state) X = 2 * rng.rand(n_samples, n_features) - 1 y = np.sqrt((X ** 2).sum(1)) y /= y.max() y_target = y[:n_test_pts] weight_func = _weight_func for algorithm in ALGORITHMS: for weights in ['uniform', 'distance', weight_func]: neigh = neighbors.RadiusNeighborsRegressor(radius=radius, weights=weights, algorithm=algorithm) neigh.fit(X, y) epsilon = 1E-5 * (2 * rng.rand(1, n_features) - 1) y_pred = neigh.predict(X[:n_test_pts] + epsilon) assert_true(np.all(abs(y_pred - y_target) < radius / 2)) def test_RadiusNeighborsRegressor_multioutput_with_uniform_weight(): # Test radius neighbors in multi-output regression (uniform weight) rng = check_random_state(0) n_features = 5 n_samples = 40 n_output = 4 X = rng.rand(n_samples, n_features) y = rng.rand(n_samples, n_output) X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0) for algorithm, weights in product(ALGORITHMS, [None, 'uniform']): rnn = neighbors. RadiusNeighborsRegressor(weights=weights, algorithm=algorithm) rnn.fit(X_train, y_train) neigh_idx = rnn.radius_neighbors(X_test, return_distance=False) y_pred_idx = np.array([np.mean(y_train[idx], axis=0) for idx in neigh_idx]) y_pred_idx = np.array(y_pred_idx) y_pred = rnn.predict(X_test) assert_equal(y_pred_idx.shape, y_test.shape) assert_equal(y_pred.shape, y_test.shape) assert_array_almost_equal(y_pred, y_pred_idx) def test_RadiusNeighborsRegressor_multioutput(n_samples=40, n_features=5, n_test_pts=10, n_neighbors=3, random_state=0): # Test k-neighbors in multi-output regression with various weight rng = np.random.RandomState(random_state) X = 2 * rng.rand(n_samples, n_features) - 1 y = np.sqrt((X ** 2).sum(1)) y /= y.max() y = np.vstack([y, y]).T y_target = y[:n_test_pts] weights = ['uniform', 'distance', _weight_func] for algorithm, weights in product(ALGORITHMS, weights): rnn = neighbors.RadiusNeighborsRegressor(n_neighbors=n_neighbors, weights=weights, algorithm=algorithm) rnn.fit(X, y) epsilon = 1E-5 * (2 * rng.rand(1, n_features) - 1) y_pred = rnn.predict(X[:n_test_pts] + epsilon) assert_equal(y_pred.shape, y_target.shape) assert_true(np.all(np.abs(y_pred - y_target) < 0.3)) def test_kneighbors_regressor_sparse(n_samples=40, n_features=5, n_test_pts=10, n_neighbors=5, random_state=0): # Test radius-based regression on sparse matrices # Like the above, but with various types of sparse matrices rng = np.random.RandomState(random_state) X = 2 * rng.rand(n_samples, n_features) - 1 y = ((X ** 2).sum(axis=1) < .25).astype(np.int) for sparsemat in SPARSE_TYPES: knn = neighbors.KNeighborsRegressor(n_neighbors=n_neighbors, algorithm='auto') knn.fit(sparsemat(X), y) for sparsev in SPARSE_OR_DENSE: X2 = sparsev(X) assert_true(np.mean(knn.predict(X2).round() == y) > 0.95) def test_neighbors_iris(): # Sanity checks on the iris dataset # Puts three points of each label in the plane and performs a # nearest neighbor query on points near the decision boundary. for algorithm in ALGORITHMS: clf = neighbors.KNeighborsClassifier(n_neighbors=1, algorithm=algorithm) clf.fit(iris.data, iris.target) assert_array_equal(clf.predict(iris.data), iris.target) clf.set_params(n_neighbors=9, algorithm=algorithm) clf.fit(iris.data, iris.target) assert_true(np.mean(clf.predict(iris.data) == iris.target) > 0.95) rgs = neighbors.KNeighborsRegressor(n_neighbors=5, algorithm=algorithm) rgs.fit(iris.data, iris.target) assert_true(np.mean(rgs.predict(iris.data).round() == iris.target) > 0.95) def test_neighbors_digits(): # Sanity check on the digits dataset # the 'brute' algorithm has been observed to fail if the input # dtype is uint8 due to overflow in distance calculations. X = digits.data.astype('uint8') Y = digits.target (n_samples, n_features) = X.shape train_test_boundary = int(n_samples * 0.8) train = np.arange(0, train_test_boundary) test = np.arange(train_test_boundary, n_samples) (X_train, Y_train, X_test, Y_test) = X[train], Y[train], X[test], Y[test] clf = neighbors.KNeighborsClassifier(n_neighbors=1, algorithm='brute') score_uint8 = clf.fit(X_train, Y_train).score(X_test, Y_test) score_float = clf.fit(X_train.astype(float), Y_train).score( X_test.astype(float), Y_test) assert_equal(score_uint8, score_float) def test_kneighbors_graph(): # Test kneighbors_graph to build the k-Nearest Neighbor graph. X = np.array([[0, 1], [1.01, 1.], [2, 0]]) # n_neighbors = 1 A = neighbors.kneighbors_graph(X, 1, mode='connectivity') assert_array_equal(A.toarray(), np.eye(A.shape[0])) A = neighbors.kneighbors_graph(X, 1, mode='distance') assert_array_almost_equal( A.toarray(), [[0.00, 1.01, 0.], [1.01, 0., 0.], [0.00, 1.40716026, 0.]]) # n_neighbors = 2 A = neighbors.kneighbors_graph(X, 2, mode='connectivity') assert_array_equal( A.toarray(), [[1., 1., 0.], [1., 1., 0.], [0., 1., 1.]]) A = neighbors.kneighbors_graph(X, 2, mode='distance') assert_array_almost_equal( A.toarray(), [[0., 1.01, 2.23606798], [1.01, 0., 1.40716026], [2.23606798, 1.40716026, 0.]]) # n_neighbors = 3 A = neighbors.kneighbors_graph(X, 3, mode='connectivity') assert_array_almost_equal( A.toarray(), [[1, 1, 1], [1, 1, 1], [1, 1, 1]]) def test_kneighbors_graph_sparse(seed=36): # Test kneighbors_graph to build the k-Nearest Neighbor graph # for sparse input. rng = np.random.RandomState(seed) X = rng.randn(10, 10) Xcsr = csr_matrix(X) for n_neighbors in [1, 2, 3]: for mode in ["connectivity", "distance"]: assert_array_almost_equal( neighbors.kneighbors_graph(X, n_neighbors, mode=mode).toarray(), neighbors.kneighbors_graph(Xcsr, n_neighbors, mode=mode).toarray()) def test_radius_neighbors_graph(): # Test radius_neighbors_graph to build the Nearest Neighbor graph. X = np.array([[0, 1], [1.01, 1.], [2, 0]]) A = neighbors.radius_neighbors_graph(X, 1.5, mode='connectivity') assert_array_equal( A.toarray(), [[1., 1., 0.], [1., 1., 1.], [0., 1., 1.]]) A = neighbors.radius_neighbors_graph(X, 1.5, mode='distance') assert_array_almost_equal( A.toarray(), [[0., 1.01, 0.], [1.01, 0., 1.40716026], [0., 1.40716026, 0.]]) def test_radius_neighbors_graph_sparse(seed=36): # Test radius_neighbors_graph to build the Nearest Neighbor graph # for sparse input. rng = np.random.RandomState(seed) X = rng.randn(10, 10) Xcsr = csr_matrix(X) for n_neighbors in [1, 2, 3]: for mode in ["connectivity", "distance"]: assert_array_almost_equal( neighbors.radius_neighbors_graph(X, n_neighbors, mode=mode).toarray(), neighbors.radius_neighbors_graph(Xcsr, n_neighbors, mode=mode).toarray()) def test_neighbors_badargs(): # Test bad argument values: these should all raise ValueErrors assert_raises(ValueError, neighbors.NearestNeighbors, algorithm='blah') X = rng.random_sample((10, 2)) Xsparse = csr_matrix(X) y = np.ones(10) for cls in (neighbors.KNeighborsClassifier, neighbors.RadiusNeighborsClassifier, neighbors.KNeighborsRegressor, neighbors.RadiusNeighborsRegressor): assert_raises(ValueError, cls, weights='blah') assert_raises(ValueError, cls, p=-1) assert_raises(ValueError, cls, algorithm='blah') nbrs = cls(algorithm='ball_tree', metric='haversine') assert_raises(ValueError, nbrs.predict, X) assert_raises(ValueError, ignore_warnings(nbrs.fit), Xsparse, y) nbrs = cls() assert_raises(ValueError, nbrs.fit, np.ones((0, 2)), np.ones(0)) assert_raises(ValueError, nbrs.fit, X[:, :, None], y) nbrs.fit(X, y) assert_raises(ValueError, nbrs.predict, [[]]) if (isinstance(cls, neighbors.KNeighborsClassifier) or isinstance(cls, neighbors.KNeighborsRegressor)): nbrs = cls(n_neighbors=-1) assert_raises(ValueError, nbrs.fit, X, y) nbrs = neighbors.NearestNeighbors().fit(X) assert_raises(ValueError, nbrs.kneighbors_graph, X, mode='blah') assert_raises(ValueError, nbrs.radius_neighbors_graph, X, mode='blah') def test_neighbors_metrics(n_samples=20, n_features=3, n_query_pts=2, n_neighbors=5): # Test computing the neighbors for various metrics # create a symmetric matrix V = rng.rand(n_features, n_features) VI = np.dot(V, V.T) metrics = [('euclidean', {}), ('manhattan', {}), ('minkowski', dict(p=1)), ('minkowski', dict(p=2)), ('minkowski', dict(p=3)), ('minkowski', dict(p=np.inf)), ('chebyshev', {}), ('seuclidean', dict(V=rng.rand(n_features))), ('wminkowski', dict(p=3, w=rng.rand(n_features))), ('mahalanobis', dict(VI=VI))] algorithms = ['brute', 'ball_tree', 'kd_tree'] X = rng.rand(n_samples, n_features) test = rng.rand(n_query_pts, n_features) for metric, metric_params in metrics: results = [] p = metric_params.pop('p', 2) for algorithm in algorithms: # KD tree doesn't support all metrics if (algorithm == 'kd_tree' and metric not in neighbors.KDTree.valid_metrics): assert_raises(ValueError, neighbors.NearestNeighbors, algorithm=algorithm, metric=metric, metric_params=metric_params) continue neigh = neighbors.NearestNeighbors(n_neighbors=n_neighbors, algorithm=algorithm, metric=metric, p=p, metric_params=metric_params) neigh.fit(X) results.append(neigh.kneighbors(test, return_distance=True)) assert_array_almost_equal(results[0][0], results[1][0]) assert_array_almost_equal(results[0][1], results[1][1]) def test_callable_metric(): metric = lambda x1, x2: np.sqrt(np.sum(x1 ** 2 + x2 ** 2)) X = np.random.RandomState(42).rand(20, 2) nbrs1 = neighbors.NearestNeighbors(3, algorithm='auto', metric=metric) nbrs2 = neighbors.NearestNeighbors(3, algorithm='brute', metric=metric) nbrs1.fit(X) nbrs2.fit(X) dist1, ind1 = nbrs1.kneighbors(X) dist2, ind2 = nbrs2.kneighbors(X) assert_array_almost_equal(dist1, dist2) def test_metric_params_interface(): assert_warns(DeprecationWarning, neighbors.KNeighborsClassifier, metric='wminkowski', w=np.ones(10)) assert_warns(SyntaxWarning, neighbors.KNeighborsClassifier, metric_params={'p': 3}) def test_predict_sparse_ball_kd_tree(): rng = np.random.RandomState(0) X = rng.rand(5, 5) y = rng.randint(0, 2, 5) nbrs1 = neighbors.KNeighborsClassifier(1, algorithm='kd_tree') nbrs2 = neighbors.KNeighborsRegressor(1, algorithm='ball_tree') for model in [nbrs1, nbrs2]: model.fit(X, y) assert_raises(ValueError, model.predict, csr_matrix(X)) def test_non_euclidean_kneighbors(): rng = np.random.RandomState(0) X = rng.rand(5, 5) # Find a reasonable radius. dist_array = pairwise_distances(X).flatten() np.sort(dist_array) radius = dist_array[15] # Test kneighbors_graph for metric in ['manhattan', 'chebyshev']: nbrs_graph = neighbors.kneighbors_graph( X, 3, metric=metric).toarray() nbrs1 = neighbors.NearestNeighbors(3, metric=metric).fit(X) assert_array_equal(nbrs_graph, nbrs1.kneighbors_graph(X).toarray()) # Test radiusneighbors_graph for metric in ['manhattan', 'chebyshev']: nbrs_graph = neighbors.radius_neighbors_graph( X, radius, metric=metric).toarray() nbrs1 = neighbors.NearestNeighbors(metric=metric, radius=radius).fit(X) assert_array_equal(nbrs_graph, nbrs1.radius_neighbors_graph(X).A) # Raise error when wrong parameters are supplied, X_nbrs = neighbors.NearestNeighbors(3, metric='manhattan') X_nbrs.fit(X) assert_raises(ValueError, neighbors.kneighbors_graph, X_nbrs, 3, metric='euclidean') X_nbrs = neighbors.NearestNeighbors(radius=radius, metric='manhattan') X_nbrs.fit(X) assert_raises(ValueError, neighbors.radius_neighbors_graph, X_nbrs, radius, metric='euclidean') def check_object_arrays(nparray, list_check): for ind, ele in enumerate(nparray): assert_array_equal(ele, list_check[ind]) def test_k_and_radius_neighbors_train_is_not_query(): # Test kneighbors et.al when query is not training data for algorithm in ALGORITHMS: nn = neighbors.NearestNeighbors(n_neighbors=1, algorithm=algorithm) X = [[0], [1]] nn.fit(X) test_data = [[2], [1]] # Test neighbors. dist, ind = nn.kneighbors(test_data) assert_array_equal(dist, [[1], [0]]) assert_array_equal(ind, [[1], [1]]) dist, ind = nn.radius_neighbors([[2], [1]], radius=1.5) check_object_arrays(dist, [[1], [1, 0]]) check_object_arrays(ind, [[1], [0, 1]]) # Test the graph variants. assert_array_equal( nn.kneighbors_graph(test_data).A, [[0., 1.], [0., 1.]]) assert_array_equal( nn.kneighbors_graph([[2], [1]], mode='distance').A, np.array([[0., 1.], [0., 0.]])) rng = nn.radius_neighbors_graph([[2], [1]], radius=1.5) assert_array_equal(rng.A, [[0, 1], [1, 1]]) def test_k_and_radius_neighbors_X_None(): # Test kneighbors et.al when query is None for algorithm in ALGORITHMS: nn = neighbors.NearestNeighbors(n_neighbors=1, algorithm=algorithm) X = [[0], [1]] nn.fit(X) dist, ind = nn.kneighbors() assert_array_equal(dist, [[1], [1]]) assert_array_equal(ind, [[1], [0]]) dist, ind = nn.radius_neighbors(None, radius=1.5) check_object_arrays(dist, [[1], [1]]) check_object_arrays(ind, [[1], [0]]) # Test the graph variants. rng = nn.radius_neighbors_graph(None, radius=1.5) kng = nn.kneighbors_graph(None) for graph in [rng, kng]: assert_array_equal(rng.A, [[0, 1], [1, 0]]) assert_array_equal(rng.data, [1, 1]) assert_array_equal(rng.indices, [1, 0]) X = [[0, 1], [0, 1], [1, 1]] nn = neighbors.NearestNeighbors(n_neighbors=2, algorithm=algorithm) nn.fit(X) assert_array_equal( nn.kneighbors_graph().A, np.array([[0., 1., 1.], [1., 0., 1.], [1., 1., 0]])) def test_k_and_radius_neighbors_duplicates(): # Test behavior of kneighbors when duplicates are present in query for algorithm in ALGORITHMS: nn = neighbors.NearestNeighbors(n_neighbors=1, algorithm=algorithm) nn.fit([[0], [1]]) # Do not do anything special to duplicates. kng = nn.kneighbors_graph([[0], [1]], mode='distance') assert_array_equal( kng.A, np.array([[0., 0.], [0., 0.]])) assert_array_equal(kng.data, [0., 0.]) assert_array_equal(kng.indices, [0, 1]) dist, ind = nn.radius_neighbors([[0], [1]], radius=1.5) check_object_arrays(dist, [[0, 1], [1, 0]]) check_object_arrays(ind, [[0, 1], [0, 1]]) rng = nn.radius_neighbors_graph([[0], [1]], radius=1.5) assert_array_equal(rng.A, np.ones((2, 2))) rng = nn.radius_neighbors_graph([[0], [1]], radius=1.5, mode='distance') assert_array_equal(rng.A, [[0, 1], [1, 0]]) assert_array_equal(rng.indices, [0, 1, 0, 1]) assert_array_equal(rng.data, [0, 1, 1, 0]) # Mask the first duplicates when n_duplicates > n_neighbors. X = np.ones((3, 1)) nn = neighbors.NearestNeighbors(n_neighbors=1) nn.fit(X) dist, ind = nn.kneighbors() assert_array_equal(dist, np.zeros((3, 1))) assert_array_equal(ind, [[1], [0], [1]]) # Test that zeros are explicitly marked in kneighbors_graph. kng = nn.kneighbors_graph(mode='distance') assert_array_equal( kng.A, np.zeros((3, 3))) assert_array_equal(kng.data, np.zeros(3)) assert_array_equal(kng.indices, [1., 0., 1.]) assert_array_equal( nn.kneighbors_graph().A, np.array([[0., 1., 0.], [1., 0., 0.], [0., 1., 0.]])) def test_include_self_neighbors_graph(): # Test include_self parameter in neighbors_graph X = [[2, 3], [4, 5]] kng = neighbors.kneighbors_graph(X, 1, include_self=True).A kng_not_self = neighbors.kneighbors_graph(X, 1, include_self=False).A assert_array_equal(kng, [[1., 0.], [0., 1.]]) assert_array_equal(kng_not_self, [[0., 1.], [1., 0.]]) rng = neighbors.radius_neighbors_graph(X, 5.0, include_self=True).A rng_not_self = neighbors.radius_neighbors_graph( X, 5.0, include_self=False).A assert_array_equal(rng, [[1., 1.], [1., 1.]]) assert_array_equal(rng_not_self, [[0., 1.], [1., 0.]]) def test_kneighbors_parallel(): X, y = datasets.make_classification(n_samples=10, n_features=2, n_redundant=0, random_state=0) X_train, X_test, y_train, y_test = train_test_split(X, y) for algorithm in ALGORITHMS: clf = neighbors.KNeighborsClassifier(n_neighbors=3, algorithm=algorithm) clf.fit(X_train, y_train) y_1 = clf.predict(X_test) dist_1, ind_1 = clf.kneighbors(X_test) A_1 = clf.kneighbors_graph(X_test, mode='distance').toarray() for n_jobs in [-1, 2, 5]: clf.set_params(n_jobs=n_jobs) y = clf.predict(X_test) dist, ind = clf.kneighbors(X_test) A = clf.kneighbors_graph(X_test, mode='distance').toarray() assert_array_equal(y_1, y) assert_array_almost_equal(dist_1, dist) assert_array_equal(ind_1, ind) assert_array_almost_equal(A_1, A) def test_dtype_convert(): classifier = neighbors.KNeighborsClassifier(n_neighbors=1) CLASSES = 15 X = np.eye(CLASSES) y = [ch for ch in 'ABCDEFGHIJKLMNOPQRSTU'[:CLASSES]] result = classifier.fit(X, y).predict(X) assert_array_equal(result, y)
bsd-3-clause
pauliacomi/pyGAPS
src/pygaps/core/pointisotherm.py
1
46778
""" This module contains the main class that describes an isotherm through discrete points. """ import logging logger = logging.getLogger('pygaps') import textwrap import numpy import pandas from ..graphing.isotherm_graphs import plot_iso from ..utilities.converter_mode import c_loading from ..utilities.converter_mode import c_material from ..utilities.converter_mode import c_pressure from ..utilities.exceptions import CalculationError from ..utilities.exceptions import ParameterError from ..utilities.isotherm_interpolator import IsothermInterpolator from .baseisotherm import BaseIsotherm class PointIsotherm(BaseIsotherm): """ Class which contains the points from an adsorption isotherm. This class is designed to be a complete description of a discrete isotherm. It extends the Isotherm class, which contains all the description of the isotherm parameters, but also holds the datapoints recorded during an experiment or simulation. The minimum arguments required to instantiate the class, besides those required for the parent Isotherm, are data, specified either as pressure and loading arrays or as isotherm_data (a pandas dataframe containing the discrete points), as well as string keys for the columns of the dataframe which have the loading and the pressure data. Parameters ---------- pressure : list Create an isotherm directly from an array. Values for pressure. If the ``isotherm_data`` dataframe is specified, these values are ignored. loading : list Create an isotherm directly from an array. Values for loading. If the ``isotherm_data`` dataframe is specified, these values are ignored. isotherm_data : DataFrame Pure-component adsorption isotherm data. pressure_key : str The title of the pressure data in the DataFrame provided. loading_key : str The title of the loading data in the DataFrame provided. other_keys : iterable Other pandas DataFrame columns which contain data to be stored. branch : ['guess', ads', 'des', iterable], optional The branch of the isotherm. The code will automatically attempt to guess if there's an adsorption and desorption branch. The user can instead tell the framework that all points are part of an adsorption ('ads') or desorption ('des') curve. Alternatively, an iterable can be passed which contains detailed info for each data point if adsorption points ('False') or desorption points ('True'). eg: [False, False, True, True...] or as a column of the isotherm_data. material : str Name of the material on which the isotherm is measured. adsorbate : str Isotherm adsorbate. temperature : float Isotherm temperature. Other Parameters ---------------- material_basis : str, optional Whether the adsorption is read in terms of either 'per volume' 'per molar amount' or 'per mass' of material. material_unit : str, optional Unit in which the material basis is expressed. loading_basis : str, optional Whether the adsorbed material is read in terms of either 'volume' 'molar' or 'mass'. loading_unit : str, optional Unit in which the loading basis is expressed. pressure_mode : str, optional The pressure mode, either 'absolute' pressures or 'relative' in the form of p/p0. pressure_unit : str, optional Unit of pressure. Notes ----- This class assumes that the datapoints do not contain noise. Detection of adsorption/desorption branches will not work if data is noisy. """ _reserved_params = [ 'data_raw', 'l_interpolator', 'p_interpolator', 'loading_key', 'pressure_key', 'other_keys', ] ########################################################## # Instantiation and classmethods def __init__( self, pressure=None, loading=None, isotherm_data=None, pressure_key=None, loading_key=None, other_keys=None, branch='guess', **isotherm_parameters ): """ Instantiation is done by passing the discrete data as a pandas DataFrame, the column keys as string as well as the parameters required by parent class. """ # Checks if isotherm_data is not None: if None in [pressure_key, loading_key]: raise ParameterError( "Pass loading_key and pressure_key, the names of the loading and" " pressure columns in the DataFrame, to the constructor." ) # Save column names # Name of column in the dataframe that contains adsorbed amount. self.loading_key = loading_key # Name of column in the dataframe that contains pressure. self.pressure_key = pressure_key # List of column in the dataframe that contains other points. if other_keys: self.other_keys = other_keys else: self.other_keys = [] # Pandas DataFrame that stores the data. columns = [self.pressure_key, self.loading_key ] + sorted(self.other_keys) if not all([a in isotherm_data.columns for a in columns]): raise ParameterError( "Could not find specified columns " f"({[a for a in columns if a not in isotherm_data.columns]})" " in the adsorption DataFrame." ) if 'branch' in isotherm_data.columns: columns.append('branch') self.data_raw = isotherm_data.reindex(columns=columns) elif pressure is not None or loading is not None: if pressure is None or loading is None: raise ParameterError( "If you've chosen to pass loading and pressure directly as" " arrays, make sure both are specified!" ) if len(pressure) != len(loading): raise ParameterError( "Pressure and loading arrays are not equal!" ) if other_keys: raise ParameterError( "Cannot specify other isotherm components in this mode." " Use the ``isotherm_data`` method." ) # Standard column names self.pressure_key = 'pressure' self.loading_key = 'loading' self.other_keys = [] # DataFrame creation self.data_raw = pandas.DataFrame({ self.pressure_key: pressure, self.loading_key: loading }) else: raise ParameterError( "Pass either the isotherm data in a pandas.DataFrame as ``isotherm_data``" " or directly ``pressure`` and ``loading`` as arrays." ) # Run base class constructor BaseIsotherm.__init__(self, **isotherm_parameters) # Deal with the isotherm branches if 'branch' in self.data_raw.columns: pass elif isinstance(branch, str): if branch == 'guess': # Split the data in adsorption/desorption self.data_raw.loc[:, 'branch'] = self._splitdata( self.data_raw, self.pressure_key ) elif branch == 'ads': self.data_raw.loc[:, 'branch'] = False elif branch == 'des': self.data_raw.loc[:, 'branch'] = True else: raise ParameterError( "Isotherm branch parameter must be 'guess ,'ads' or 'des'" " or an array of booleans." ) else: try: self.data_raw['branch'] = branch except Exception as e_info: raise ParameterError(e_info) # The internal interpolator for loading given pressure. self.l_interpolator = None # The internal interpolator for pressure given loading. self.p_interpolator = None @classmethod def from_isotherm( cls, isotherm, pressure=None, loading=None, isotherm_data=None, pressure_key=None, loading_key=None, other_keys=None ): """ Construct a point isotherm using a parent isotherm as the template for all the parameters. Parameters ---------- isotherm : Isotherm An instance of the Isotherm parent class. pressure : list Create an isotherm directly from an array. Values for pressure. If the ``isotherm_data`` dataframe is specified, these values are ignored. loading : list Create an isotherm directly from an array. Values for loading. If the ``isotherm_data`` dataframe is specified, these values are ignored. isotherm_data : DataFrame Pure-component adsorption isotherm data. loading_key : str Column of the pandas DataFrame where the loading is stored. pressure_key : str Column of the pandas DataFrame where the pressure is stored. """ # get isotherm parameters as a dictionary iso_params = isotherm.to_dict() # add pointisotherm values to dict iso_params['pressure'] = pressure iso_params['loading'] = loading iso_params['isotherm_data'] = isotherm_data iso_params['pressure_key'] = pressure_key iso_params['loading_key'] = loading_key iso_params['other_keys'] = other_keys return cls(**iso_params) @classmethod def from_modelisotherm(cls, modelisotherm, pressure_points=None): """ Construct a PointIsotherm from a ModelIsothem class. This class method allows for the model to be converted into a list of points calculated by using the model in the isotherm. Parameters ---------- modelisotherm : ModelIsotherm The isotherm containing the model. pressure_points : None or List or PointIsotherm How the pressure points should be chosen for the resulting PointIsotherm. - If ``None``, the PointIsotherm returned has a fixed number of equidistant points - If an array, the PointIsotherm returned has points at each of the values of the array - If a PointIsotherm is passed, the values will be calculated at each of the pressure points in the passed isotherm. This is useful for comparing a model overlap with the real isotherm. """ if pressure_points is None: pressure = modelisotherm.pressure() elif isinstance(pressure_points, PointIsotherm): pressure = pressure_points.pressure(branch=modelisotherm.branch) else: pressure = pressure_points # TODO: in case the model isotherm calculates pressure from loading # this is not ideal return PointIsotherm( isotherm_data=pandas.DataFrame({ 'pressure': pressure, 'loading': modelisotherm.loading_at(pressure) }), loading_key='loading', pressure_key='pressure', **modelisotherm.to_dict() ) ########################################################## # Conversion functions def convert( self, pressure_mode: str = None, pressure_unit: str = None, loading_basis: str = None, loading_unit: str = None, material_basis: str = None, material_unit: str = None, verbose: bool = False, ): """ Convenience function for permanently converting any isotherm mode/basis/units. Parameters ---------- pressure_mode : {'absolute', 'relative', 'relative%'} The mode in which the isotherm should be converted. pressure_unit : str The unit into which the internal pressure should be converted to. Only makes sense if converting to absolute pressure. loading_basis : {'mass', 'molar', 'volume', 'percent', 'fraction'} The basis in which the isotherm should be converted. loading_unit : str The unit into which the internal loading should be converted to. material_basis : {'mass', 'molar', 'volume'} The basis in which the isotherm should be converted. material_unit : str The unit into which the material should be converted to. verbose : bool Print out steps taken. """ if pressure_mode or pressure_unit: self.convert_pressure( mode_to=pressure_mode, unit_to=pressure_unit, verbose=verbose, ) if material_basis or material_unit: self.convert_material( basis_to=material_basis, unit_to=material_unit, verbose=verbose, ) if loading_basis or loading_unit: self.convert_loading( basis_to=loading_basis, unit_to=loading_unit, verbose=verbose, ) def convert_pressure( self, mode_to: str = None, unit_to: str = None, verbose: bool = False, ): """ Convert isotherm pressure from one unit to another and the pressure mode from absolute to relative. Only applicable in the case of isotherms taken below critical point of adsorbate. Parameters ---------- mode_to : {'absolute', 'relative', 'relative%'} The mode in which the isotherm should be converted. unit_to : str The unit into which the internal pressure should be converted to. Only makes sense if converting to absolute pressure. verbose : bool Print out steps taken. """ if not mode_to: mode_to = self.pressure_mode if mode_to == self.pressure_mode and unit_to == self.pressure_unit: if verbose: logger.info("Mode and units are the same, no changes made.") return self.data_raw[self.pressure_key] = c_pressure( self.data_raw[self.pressure_key], mode_from=self.pressure_mode, mode_to=mode_to, unit_from=self.pressure_unit, unit_to=unit_to, adsorbate=self.adsorbate, temp=self.temperature ) if mode_to != self.pressure_mode: self.pressure_mode = mode_to if unit_to != self.pressure_unit and mode_to == 'absolute': self.pressure_unit = unit_to else: self.pressure_unit = None # Reset interpolators self.l_interpolator = None self.p_interpolator = None if verbose: logger.info( f"Changed pressure to mode '{mode_to}', unit '{unit_to}'." ) def convert_loading( self, basis_to: str = None, unit_to: str = None, verbose: bool = False, ): """ Convert isotherm loading from one unit to another and the basis of the isotherm loading to be either 'mass', 'molar' or 'percent'/'fraction'. Parameters ---------- basis_to : {'mass', 'molar', 'volume', 'percent', 'fraction'} The basis in which the isotherm should be converted. unit_to : str The unit into which the internal loading should be converted to. verbose : bool Print out steps taken. """ if not basis_to: basis_to = self.loading_basis if basis_to == self.loading_basis and unit_to == self.loading_unit: if verbose: logger.info("Basis and units are the same, no changes made.") return if self.loading_basis in ['percent', 'fraction']: if basis_to == self.loading_basis and unit_to != self.loading_unit: if verbose: logger.info("There are no loading units in this mode.") return self.data_raw[self.loading_key] = c_loading( self.data_raw[self.loading_key], basis_from=self.loading_basis, basis_to=basis_to, unit_from=self.loading_unit, unit_to=unit_to, adsorbate=self.adsorbate, temp=self.temperature, basis_material=self.material_basis, unit_material=self.material_unit, ) if basis_to != self.loading_basis: self.loading_basis = basis_to if unit_to != self.loading_unit and basis_to not in [ 'percent', 'fraction' ]: self.loading_unit = unit_to else: self.loading_unit = None # Reset interpolators self.l_interpolator = None self.p_interpolator = None if verbose: logger.info( f"Changed loading to basis '{basis_to}', unit '{unit_to}'." ) def convert_material( self, basis_to: str = None, unit_to: str = None, verbose: bool = False ): """ Convert the material of the isotherm from one unit to another and the basis of the isotherm loading to be either 'per mass' or 'per volume' or 'per mole' of material. Only applicable to materials that have been loaded in memory with a 'density' or 'molar mass' property respectively. Parameters ---------- basis : {'mass', 'molar', 'volume'} The basis in which the isotherm should be converted. unit_to : str The unit into which the material should be converted to. verbose : bool Print out steps taken. """ if not basis_to: basis_to = self.material_basis if basis_to == self.material_basis and unit_to == self.material_unit: if verbose: logger.info("Basis and units are the same, no changes made.") return if ( self.loading_basis in ['percent', 'fraction'] and basis_to == self.material_basis and unit_to != self.material_unit ): # We "virtually" change the unit without any conversion self.material_unit = unit_to if verbose: logger.info("There are no material units in this mode.") return self.data_raw[self.loading_key] = c_material( self.data_raw[self.loading_key], basis_from=self.material_basis, basis_to=basis_to, unit_from=self.material_unit, unit_to=unit_to, material=self.material ) # A special case is when conversion is performed from # a "fractional" basis to another "fractional" basis. # Here, the loading must be simultaneously converted. # e.g.: wt% = g/g -> cm3/cm3 = vol% if self.loading_basis in ['percent', 'fraction']: self.data_raw[self.loading_key] = c_loading( self.data_raw[self.loading_key], basis_from=self.material_basis, basis_to=basis_to, unit_from=self.material_unit, unit_to=unit_to, adsorbate=self.adsorbate, temp=self.temperature, ) if verbose: logger.info( f"Changed loading to basis '{basis_to}', unit '{unit_to}'." ) if unit_to != self.material_unit: self.material_unit = unit_to if basis_to != self.material_basis: self.material_basis = basis_to # Reset interpolators self.l_interpolator = None self.p_interpolator = None if verbose: logger.info( f"Changed material to basis '{basis_to}', unit '{unit_to}'." ) ########################################################### # Info functions def print_info(self, **plot_iso_args): """ Print a short summary of all the isotherm parameters and a graph. Parameters ---------- show : bool, optional Specifies if the graph is shown automatically or not. Other Parameters ---------------- plot_iso_args : dict options to be passed to pygaps.plot_iso() Returns ------- axes : matplotlib.axes.Axes or numpy.ndarray of them """ print(self) return self.plot(**plot_iso_args) def plot(self, **plot_iso_args): """ Plot the isotherm using pygaps.plot_iso(). Parameters ---------- show : bool, optional Specifies if the graph is shown automatically or not. Other Parameters ---------------- plot_iso_args : dict options to be passed to pygaps.plot_iso() Returns ------- axes : matplotlib.axes.Axes or numpy.ndarray of them """ plot_dict = dict( y2_data=self.other_keys[0] if self.other_keys else None, material_basis=self.material_basis, material_unit=self.material_unit, loading_basis=self.loading_basis, loading_unit=self.loading_unit, pressure_unit=self.pressure_unit, pressure_mode=self.pressure_mode, fig_title=self.material, lgd_keys=['branch'], ) plot_dict.update(plot_iso_args) return plot_iso(self, **plot_dict) ########################################################## # Functions that return part of the isotherm data def data(self, branch=None): """ Return underlying isotherm data. Parameters ---------- branch : {None, 'ads', 'des'} The branch of the isotherm to return. If ``None``, returns entire dataset. Returns ------- DataFrame The pandas DataFrame containing all isotherm data. """ if branch is None: return self.data_raw elif branch == 'ads': return self.data_raw.loc[~self.data_raw['branch']] elif branch == 'des': return self.data_raw.loc[self.data_raw['branch']] raise ParameterError('Bad branch specification.') def pressure( self, branch=None, pressure_unit=None, pressure_mode=None, limits=None, indexed=False ): """ Return pressure points as an array. Parameters ---------- branch : {None, 'ads', 'des'} The branch of the pressure to return. If ``None``, returns entire dataset. pressure_unit : str, optional Unit in which the pressure should be returned. If ``None`` it defaults to which pressure unit the isotherm is currently in. pressure_mode : {None, 'absolute', 'relative', 'relative%'} The mode in which to return the pressure, if possible. If ``None``, returns mode the isotherm is currently in. limits : [float, float], optional Minimum and maximum pressure limits. Put None or -+np.inf for no limit. indexed : bool, optional If this is specified to true, then the function returns an indexed pandas.Series instead of an array. Returns ------- array or Series The pressure slice corresponding to the parameters passed. """ ret = self.data(branch=branch).loc[:, self.pressure_key] if not ret.empty: # Convert if needed if pressure_mode or pressure_unit: # If pressure mode not given, try current if not pressure_mode: pressure_mode = self.pressure_mode # If pressure unit not given, try current if not pressure_unit: pressure_unit = self.pressure_unit ret = c_pressure( ret, mode_from=self.pressure_mode, mode_to=pressure_mode, unit_from=self.pressure_unit, unit_to=pressure_unit, adsorbate=self.adsorbate, temp=self.temperature ) # Select required points if limits: ret = ret.loc[ret.between( -numpy.inf if limits[0] is None else limits[0], numpy.inf if limits[1] is None else limits[1] )] if indexed: return ret return ret.values def loading( self, branch=None, loading_unit=None, loading_basis=None, material_unit=None, material_basis=None, limits=None, indexed=False ): """ Return loading points as an array. Parameters ---------- branch : {None, 'ads', 'des'} The branch of the loading to return. If ``None``, returns entire dataset. loading_unit : str, optional Unit in which the loading should be returned. If ``None`` it defaults to which loading unit the isotherm is currently in. loading_basis : {None, 'mass', 'volume', 'molar'} The basis on which to return the loading, if possible. If ``None``, returns on the basis the isotherm is currently in. material_unit : str, optional Unit in which the material should be returned. If ``None`` it defaults to which loading unit the isotherm is currently in. material_basis : {None, 'mass', 'volume', 'molar'} The basis on which to return the material, if possible. If ``None``, returns on the basis the isotherm is currently in. limits : [float, float], optional Minimum and maximum loading limits. Put None or -+np.inf for no limit. indexed : bool, optional If this is specified to true, then the function returns an indexed pandas.Series instead of an array. Returns ------- Array or Series The loading slice corresponding to the parameters passed. """ ret = self.data(branch=branch).loc[:, self.loading_key] if not ret.empty: # Convert if needed # First adsorbent is converted if material_basis or material_unit: if not material_basis: material_basis = self.material_basis ret = c_material( ret, basis_from=self.material_basis, basis_to=material_basis, unit_from=self.material_unit, unit_to=material_unit, material=self.material ) # Then loading if loading_basis or loading_unit: if not loading_basis: loading_basis = self.loading_basis # These must be specified # in the case of fractional conversions if not material_basis: material_basis = self.material_basis if not material_unit: material_unit = self.material_unit ret = c_loading( ret, basis_from=self.loading_basis, basis_to=loading_basis, unit_from=self.loading_unit, unit_to=loading_unit, adsorbate=self.adsorbate, temp=self.temperature, basis_material=material_basis, unit_material=material_unit, ) # Select required points if limits: ret = ret.loc[ret.between( -numpy.inf if limits[0] is None else limits[0], numpy.inf if limits[1] is None else limits[1] )] if indexed: return ret return ret.values def other_data( self, key, branch=None, limits=None, indexed=False, ): """ Return supplementary data points as an array. Parameters ---------- key : str Key in the isotherm DataFrame containing the data to select. branch : {None, 'ads', 'des'} The branch of the data to return. If ``None``, returns entire dataset. limits : [float, float], optional Minimum and maximum data limits. Put None or -+np.inf for no limit. indexed : bool, optional If this is specified to true, then the function returns an indexed pandas.Series instead of an array. Returns ------- array or Series The data slice corresponding to the parameters passed. """ if key in self.other_keys: ret = self.data(branch=branch).loc[:, key] if not ret.empty: # Select required points if limits: ret = ret.loc[ret.between( -numpy.inf if limits[0] is None else limits[0], numpy.inf if limits[1] is None else limits[1] )] if indexed: return ret return ret.values raise ParameterError(f"Isotherm does not contain any {key} data.") def has_branch(self, branch): """ Check if the isotherm has an specific branch. Parameters ---------- branch : {None, 'ads', 'des'} The branch of the data to check for. Returns ------- bool Whether the data exists or not. """ return not self.data(branch=branch).empty ########################################################## # Functions that interpolate values of the isotherm data def pressure_at( self, loading, branch='ads', interpolation_type='linear', interp_fill=None, pressure_unit=None, pressure_mode=None, loading_unit=None, loading_basis=None, material_unit=None, material_basis=None, ): """ Interpolate isotherm to compute pressure at any loading given. Parameters ---------- loading : float Loading at which to compute pressure. branch : {'ads', 'des'} The branch of the use for calculation. Defaults to adsorption. interpolation_type : str The type of scipy.interp1d used: `linear`, `nearest`, `zero`, `slinear`, `quadratic`, `cubic`. It defaults to `linear`. interp_fill : array-like or (array-like, array_like) or “extrapolate”, optional Parameter to determine what to do outside data bounds. Passed to the scipy.interpolate.interp1d function as ``fill_value``. If blank, interpolation will not predict outside the bounds of data. pressure_unit : str Unit the pressure is returned in. If ``None``, it defaults to internal isotherm units. pressure_mode : str The mode the pressure is returned in. If ``None``, it defaults to internal isotherm mode. loading_unit : str Unit the loading is specified in. If ``None``, it defaults to internal isotherm units. loading_basis : {None, 'mass', 'volume'} The basis the loading is specified in. If ``None``, assumes the basis the isotherm is currently in. material_unit : str, optional Unit in which the material is passed in. If ``None`` it defaults to which loading unit the isotherm is currently in material_basis : str The basis the loading is passed in. If ``None``, it defaults to internal isotherm basis. Returns ------- float Predicted pressure at loading specified. """ # Convert to numpy array just in case loading = numpy.asarray(loading) # Check if interpolator is applicable if ( self.p_interpolator is None or self.p_interpolator.interp_branch != branch or self.p_interpolator.interp_kind != interpolation_type or self.p_interpolator.interp_fill != interp_fill ): self.p_interpolator = IsothermInterpolator( self.loading(branch=branch), self.pressure(branch=branch), interp_branch=branch, interp_kind=interpolation_type, interp_fill=interp_fill ) # Ensure loading is in correct units and basis for the internal model if material_basis or material_unit: if not material_basis: material_basis = self.material_basis if not material_unit: raise ParameterError( "Must specify an material unit if the input is in another basis." ) loading = c_material( loading, basis_from=material_basis, basis_to=self.material_basis, unit_from=material_unit, unit_to=self.material_unit, material=self.material ) if loading_basis or loading_unit: if not loading_basis: loading_basis = self.loading_basis if not loading_unit: raise ParameterError( "Must specify a loading unit if the input is in another basis." ) loading = c_loading( loading, basis_from=loading_basis, basis_to=self.loading_basis, unit_from=loading_unit, unit_to=self.loading_unit, adsorbate=self.adsorbate, temp=self.temperature, basis_material=self.material_basis, unit_material=self.material_unit, ) # Interpolate using the internal interpolator pressure = self.p_interpolator(loading) # Ensure pressure is in correct units and mode requested if pressure_mode or pressure_unit: if not pressure_mode: pressure_mode = self.pressure_mode pressure = c_pressure( pressure, mode_from=self.pressure_mode, mode_to=pressure_mode, unit_from=self.pressure_unit, unit_to=pressure_unit, adsorbate=self.adsorbate, temp=self.temperature ) return pressure def loading_at( self, pressure, branch='ads', interpolation_type='linear', interp_fill=None, pressure_unit=None, pressure_mode=None, loading_unit=None, loading_basis=None, material_unit=None, material_basis=None, ): """ Interpolate isotherm to compute loading at any pressure given. Parameters ---------- pressure : float or array Pressure at which to compute loading. branch : {'ads','des'} The branch the interpolation takes into account. interpolation_type : str The type of scipy.interp1d used: `linear`, `nearest`, `zero`, `slinear`, `quadratic`, `cubic`. It defaults to `linear`. interp_fill : array-like or (array-like, array_like) or “extrapolate”, optional Parameter to determine what to do outside data bounds. Passed to the scipy.interpolate.interp1d function as ``fill_value``. If blank, interpolation will not predict outside the bounds of data. pressure_unit : str Unit the pressure is specified in. If ``None``, it defaults to internal isotherm units. pressure_mode : str The mode the pressure is passed in. If ``None``, it defaults to internal isotherm mode. loading_unit : str, optional Unit in which the loading should be returned. If ``None`` it defaults to which loading unit the isotherm is currently in. loading_basis : {None, 'mass', 'volume', 'molar'} The basis on which to return the loading, if possible. If ``None``, returns on the basis the isotherm is currently in. material_unit : str, optional Material unit in which the data should be returned. If ``None`` it defaults to which loading unit the isotherm is currently in. material_basis : {None, 'mass', 'volume', 'molar'} Material basis on which to return the data, if possible. If ``None``, returns on the basis the isotherm is currently in. Returns ------- float or array Predicted loading at pressure P. """ # Convert to a numpy array just in case pressure = numpy.asarray(pressure) # Check if interpolator is applicable if ( self.l_interpolator is None or self.l_interpolator.interp_branch != branch or self.l_interpolator.interp_kind != interpolation_type or self.l_interpolator.interp_fill != interp_fill ): self.l_interpolator = IsothermInterpolator( self.pressure(branch=branch), self.loading(branch=branch), interp_branch=branch, interp_kind=interpolation_type, interp_fill=interp_fill ) # Ensure pressure is in correct units and mode for the internal model if pressure_mode or pressure_unit: if not pressure_mode: pressure_mode = self.pressure_mode if pressure_mode == 'absolute' and not pressure_unit: raise ParameterError( "Must specify a pressure unit if the input is in an absolute mode." ) pressure = c_pressure( pressure, mode_from=pressure_mode, mode_to=self.pressure_mode, unit_from=pressure_unit, unit_to=self.pressure_unit, adsorbate=self.adsorbate, temp=self.temperature ) # Interpolate using the internal interpolator loading = self.l_interpolator(pressure) # Ensure loading is in correct units and basis requested if material_basis or material_unit: if not material_basis: material_basis = self.material_basis loading = c_material( loading, basis_from=self.material_basis, basis_to=material_basis, unit_from=self.material_unit, unit_to=material_unit, material=self.material ) if loading_basis or loading_unit: if not loading_basis: loading_basis = self.loading_basis loading = c_loading( loading, basis_from=self.loading_basis, basis_to=loading_basis, unit_from=self.loading_unit, unit_to=loading_unit, adsorbate=self.adsorbate, temp=self.temperature, basis_material=self.material_basis, unit_material=self.material_unit, ) return loading def spreading_pressure_at( self, pressure, branch='ads', pressure_unit=None, pressure_mode=None, loading_unit=None, loading_basis=None, material_unit=None, material_basis=None, interp_fill=None ): r""" Calculate reduced spreading pressure at a bulk adsorbate pressure P. Use numerical quadrature on isotherm data points to compute the reduced spreading pressure via the integral: .. math:: \Pi(p) = \int_0^p \frac{q(\hat{p})}{ \hat{p}} d\hat{p}. In this integral, the isotherm :math:`q(\hat{p})` is represented by a linear interpolation of the data. For in-detail explanations, check reference [#]_. Parameters ---------- pressure : float Pressure (in corresponding units as data in instantiation). branch : {'ads', 'des'} The branch of the use for calculation. Defaults to adsorption. loading_unit : str Unit the loading is specified in. If ``None``, it defaults to internal isotherm units. pressure_unit : str Unit the pressure is returned in. If ``None``, it defaults to internal isotherm units. material_basis : str The basis the loading is passed in. If ``None``, it defaults to internal isotherm basis. pressure_mode : str The mode the pressure is returned in. If ``None``, it defaults to internal isotherm mode. interp_fill : array-like or (array-like, array_like) or “extrapolate”, optional Parameter to determine what to do outside data bounds. Passed to the scipy.interpolate.interp1d function as ``fill_value``. If blank, interpolation will not predict outside the bounds of data. Returns ------- float Spreading pressure, :math:`\Pi`. References ---------- .. [#] C. Simon, B. Smit, M. Haranczyk. pyIAST: Ideal Adsorbed Solution Theory (IAST) Python Package. Computer Physics Communications. """ # Get all data points pressures = self.pressure( branch=branch, pressure_unit=pressure_unit, pressure_mode=pressure_mode ) loadings = self.loading( branch=branch, loading_unit=loading_unit, loading_basis=loading_basis, material_unit=material_unit, material_basis=material_basis ) # throw exception if interpolating outside the range. if (self.l_interpolator is not None and self.l_interpolator.interp_fill is None) & \ (pressure > pressures.max() or pressure < pressures.min()): raise CalculationError( textwrap.dedent( f""" To compute the spreading pressure at this bulk adsorbate pressure, we would need to extrapolate the isotherm since this pressure ({pressure:.3f} {self.pressure_unit}) is outside the range of the highest pressure in your pure-component isotherm data ({pressures.max()} {self.pressure_unit}). At present, the PointIsotherm class is set to throw an exception when this occurs, as we do not have data outside this pressure range to characterize the isotherm at higher pressures. Option 1: fit an analytical model to extrapolate the isotherm Option 2: pass a `interp_fill` to the spreading pressure function of the PointIsotherm object. Then, that PointIsotherm will assume that the uptake beyond {pressures.max()} {self.pressure_unit} is given by `interp_fill`. This is reasonable if your isotherm data exhibits a plateau at the highest pressures. Option 3: Go back to the lab or computer to collect isotherm data at higher pressures. (Extrapolation can be dangerous!) """ ) ) # approximate loading up to first pressure point with Henry's law # loading = henry_const * P # henry_const is the initial slope in the adsorption isotherm henry_const = loadings[0] / pressures[0] # get how many of the points are less than pressure P n_points = numpy.sum(pressures < pressure) if n_points == 0: # if this pressure is between 0 and first pressure point... # \int_0^P henry_const P /P dP = henry_const * P ... return henry_const * pressure # P > first pressure point area = loadings[0] # area of first segment \int_0^P_1 n(P)/P dP # get area between P_1 and P_k, where P_k < P < P_{k+1} for i in range(n_points - 1): # linear interpolation of isotherm data slope = (loadings[i + 1] - loadings[i]) / (pressures[i + 1] - pressures[i]) intercept = loadings[i] - slope * pressures[i] # add area of this segment area += slope * (pressures[i + 1] - pressures[i]) + intercept * \ numpy.log(pressures[i + 1] / pressures[i]) # finally, area of last segment slope = ( self.loading_at( pressure, branch=branch, pressure_unit=pressure_unit, pressure_mode=pressure_mode, loading_unit=loading_unit, loading_basis=loading_basis, material_unit=material_unit, material_basis=material_basis, interp_fill=interp_fill ) - loadings[n_points - 1] ) / (pressure - pressures[n_points - 1]) intercept = loadings[n_points - 1] - \ slope * pressures[n_points - 1] area += slope * (pressure - pressures[n_points - 1]) + intercept * \ numpy.log(pressure / pressures[n_points - 1]) return area
mit
fzalkow/scikit-learn
sklearn/linear_model/coordinate_descent.py
37
74167
# Author: Alexandre Gramfort <[email protected]> # Fabian Pedregosa <[email protected]> # Olivier Grisel <[email protected]> # Gael Varoquaux <[email protected]> # # License: BSD 3 clause import sys import warnings from abc import ABCMeta, abstractmethod import numpy as np from scipy import sparse from .base import LinearModel, _pre_fit from ..base import RegressorMixin from .base import center_data, sparse_center_data from ..utils import check_array, check_X_y, deprecated from ..utils.validation import check_random_state from ..cross_validation import check_cv from ..externals.joblib import Parallel, delayed from ..externals import six from ..externals.six.moves import xrange from ..utils.extmath import safe_sparse_dot from ..utils.validation import check_is_fitted from ..utils.validation import column_or_1d from ..utils import ConvergenceWarning from . import cd_fast ############################################################################### # Paths functions def _alpha_grid(X, y, Xy=None, l1_ratio=1.0, fit_intercept=True, eps=1e-3, n_alphas=100, normalize=False, copy_X=True): """ Compute the grid of alpha values for elastic net parameter search Parameters ---------- X : {array-like, sparse matrix}, shape (n_samples, n_features) Training data. Pass directly as Fortran-contiguous data to avoid unnecessary memory duplication y : ndarray, shape (n_samples,) Target values Xy : array-like, optional Xy = np.dot(X.T, y) that can be precomputed. l1_ratio : float The elastic net mixing parameter, with ``0 <= l1_ratio <= 1``. For ``l1_ratio = 0`` the penalty is an L2 penalty. ``For l1_ratio = 1`` it is an L1 penalty. For ``0 < l1_ratio < 1``, the penalty is a combination of L1 and L2. eps : float, optional Length of the path. ``eps=1e-3`` means that ``alpha_min / alpha_max = 1e-3`` n_alphas : int, optional Number of alphas along the regularization path fit_intercept : boolean, default True Whether to fit an intercept or not normalize : boolean, optional, default False If ``True``, the regressors X will be normalized before regression. copy_X : boolean, optional, default True If ``True``, X will be copied; else, it may be overwritten. """ n_samples = len(y) sparse_center = False if Xy is None: X_sparse = sparse.isspmatrix(X) sparse_center = X_sparse and (fit_intercept or normalize) X = check_array(X, 'csc', copy=(copy_X and fit_intercept and not X_sparse)) if not X_sparse: # X can be touched inplace thanks to the above line X, y, _, _, _ = center_data(X, y, fit_intercept, normalize, copy=False) Xy = safe_sparse_dot(X.T, y, dense_output=True) if sparse_center: # Workaround to find alpha_max for sparse matrices. # since we should not destroy the sparsity of such matrices. _, _, X_mean, _, X_std = sparse_center_data(X, y, fit_intercept, normalize) mean_dot = X_mean * np.sum(y) if Xy.ndim == 1: Xy = Xy[:, np.newaxis] if sparse_center: if fit_intercept: Xy -= mean_dot[:, np.newaxis] if normalize: Xy /= X_std[:, np.newaxis] alpha_max = (np.sqrt(np.sum(Xy ** 2, axis=1)).max() / (n_samples * l1_ratio)) if alpha_max <= np.finfo(float).resolution: alphas = np.empty(n_alphas) alphas.fill(np.finfo(float).resolution) return alphas return np.logspace(np.log10(alpha_max * eps), np.log10(alpha_max), num=n_alphas)[::-1] def lasso_path(X, y, eps=1e-3, n_alphas=100, alphas=None, precompute='auto', Xy=None, copy_X=True, coef_init=None, verbose=False, return_n_iter=False, positive=False, **params): """Compute Lasso path with coordinate descent The Lasso optimization function varies for mono and multi-outputs. For mono-output tasks it is:: (1 / (2 * n_samples)) * ||y - Xw||^2_2 + alpha * ||w||_1 For multi-output tasks it is:: (1 / (2 * n_samples)) * ||Y - XW||^2_Fro + alpha * ||W||_21 Where:: ||W||_21 = \sum_i \sqrt{\sum_j w_{ij}^2} i.e. the sum of norm of each row. Read more in the :ref:`User Guide <lasso>`. Parameters ---------- X : {array-like, sparse matrix}, shape (n_samples, n_features) Training data. Pass directly as Fortran-contiguous data to avoid unnecessary memory duplication. If ``y`` is mono-output then ``X`` can be sparse. y : ndarray, shape (n_samples,), or (n_samples, n_outputs) Target values eps : float, optional Length of the path. ``eps=1e-3`` means that ``alpha_min / alpha_max = 1e-3`` n_alphas : int, optional Number of alphas along the regularization path alphas : ndarray, optional List of alphas where to compute the models. If ``None`` alphas are set automatically precompute : True | False | 'auto' | array-like Whether to use a precomputed Gram matrix to speed up calculations. If set to ``'auto'`` let us decide. The Gram matrix can also be passed as argument. Xy : array-like, optional Xy = np.dot(X.T, y) that can be precomputed. It is useful only when the Gram matrix is precomputed. copy_X : boolean, optional, default True If ``True``, X will be copied; else, it may be overwritten. coef_init : array, shape (n_features, ) | None The initial values of the coefficients. verbose : bool or integer Amount of verbosity. params : kwargs keyword arguments passed to the coordinate descent solver. positive : bool, default False If set to True, forces coefficients to be positive. return_n_iter : bool whether to return the number of iterations or not. Returns ------- alphas : array, shape (n_alphas,) The alphas along the path where models are computed. coefs : array, shape (n_features, n_alphas) or \ (n_outputs, n_features, n_alphas) Coefficients along the path. dual_gaps : array, shape (n_alphas,) The dual gaps at the end of the optimization for each alpha. n_iters : array-like, shape (n_alphas,) The number of iterations taken by the coordinate descent optimizer to reach the specified tolerance for each alpha. Notes ----- See examples/linear_model/plot_lasso_coordinate_descent_path.py for an example. To avoid unnecessary memory duplication the X argument of the fit method should be directly passed as a Fortran-contiguous numpy array. Note that in certain cases, the Lars solver may be significantly faster to implement this functionality. In particular, linear interpolation can be used to retrieve model coefficients between the values output by lars_path Examples --------- Comparing lasso_path and lars_path with interpolation: >>> X = np.array([[1, 2, 3.1], [2.3, 5.4, 4.3]]).T >>> y = np.array([1, 2, 3.1]) >>> # Use lasso_path to compute a coefficient path >>> _, coef_path, _ = lasso_path(X, y, alphas=[5., 1., .5]) >>> print(coef_path) [[ 0. 0. 0.46874778] [ 0.2159048 0.4425765 0.23689075]] >>> # Now use lars_path and 1D linear interpolation to compute the >>> # same path >>> from sklearn.linear_model import lars_path >>> alphas, active, coef_path_lars = lars_path(X, y, method='lasso') >>> from scipy import interpolate >>> coef_path_continuous = interpolate.interp1d(alphas[::-1], ... coef_path_lars[:, ::-1]) >>> print(coef_path_continuous([5., 1., .5])) [[ 0. 0. 0.46915237] [ 0.2159048 0.4425765 0.23668876]] See also -------- lars_path Lasso LassoLars LassoCV LassoLarsCV sklearn.decomposition.sparse_encode """ return enet_path(X, y, l1_ratio=1., eps=eps, n_alphas=n_alphas, alphas=alphas, precompute=precompute, Xy=Xy, copy_X=copy_X, coef_init=coef_init, verbose=verbose, positive=positive, **params) def enet_path(X, y, l1_ratio=0.5, eps=1e-3, n_alphas=100, alphas=None, precompute='auto', Xy=None, copy_X=True, coef_init=None, verbose=False, return_n_iter=False, positive=False, **params): """Compute elastic net path with coordinate descent The elastic net optimization function varies for mono and multi-outputs. For mono-output tasks it is:: 1 / (2 * n_samples) * ||y - Xw||^2_2 + + alpha * l1_ratio * ||w||_1 + 0.5 * alpha * (1 - l1_ratio) * ||w||^2_2 For multi-output tasks it is:: (1 / (2 * n_samples)) * ||Y - XW||^Fro_2 + alpha * l1_ratio * ||W||_21 + 0.5 * alpha * (1 - l1_ratio) * ||W||_Fro^2 Where:: ||W||_21 = \sum_i \sqrt{\sum_j w_{ij}^2} i.e. the sum of norm of each row. Read more in the :ref:`User Guide <elastic_net>`. Parameters ---------- X : {array-like}, shape (n_samples, n_features) Training data. Pass directly as Fortran-contiguous data to avoid unnecessary memory duplication. If ``y`` is mono-output then ``X`` can be sparse. y : ndarray, shape (n_samples,) or (n_samples, n_outputs) Target values l1_ratio : float, optional float between 0 and 1 passed to elastic net (scaling between l1 and l2 penalties). ``l1_ratio=1`` corresponds to the Lasso eps : float Length of the path. ``eps=1e-3`` means that ``alpha_min / alpha_max = 1e-3`` n_alphas : int, optional Number of alphas along the regularization path alphas : ndarray, optional List of alphas where to compute the models. If None alphas are set automatically precompute : True | False | 'auto' | array-like Whether to use a precomputed Gram matrix to speed up calculations. If set to ``'auto'`` let us decide. The Gram matrix can also be passed as argument. Xy : array-like, optional Xy = np.dot(X.T, y) that can be precomputed. It is useful only when the Gram matrix is precomputed. copy_X : boolean, optional, default True If ``True``, X will be copied; else, it may be overwritten. coef_init : array, shape (n_features, ) | None The initial values of the coefficients. verbose : bool or integer Amount of verbosity. params : kwargs keyword arguments passed to the coordinate descent solver. return_n_iter : bool whether to return the number of iterations or not. positive : bool, default False If set to True, forces coefficients to be positive. Returns ------- alphas : array, shape (n_alphas,) The alphas along the path where models are computed. coefs : array, shape (n_features, n_alphas) or \ (n_outputs, n_features, n_alphas) Coefficients along the path. dual_gaps : array, shape (n_alphas,) The dual gaps at the end of the optimization for each alpha. n_iters : array-like, shape (n_alphas,) The number of iterations taken by the coordinate descent optimizer to reach the specified tolerance for each alpha. (Is returned when ``return_n_iter`` is set to True). Notes ----- See examples/plot_lasso_coordinate_descent_path.py for an example. See also -------- MultiTaskElasticNet MultiTaskElasticNetCV ElasticNet ElasticNetCV """ X = check_array(X, 'csc', dtype=np.float64, order='F', copy=copy_X) y = check_array(y, 'csc', dtype=np.float64, order='F', copy=False, ensure_2d=False) if Xy is not None: Xy = check_array(Xy, 'csc', dtype=np.float64, order='F', copy=False, ensure_2d=False) n_samples, n_features = X.shape multi_output = False if y.ndim != 1: multi_output = True _, n_outputs = y.shape # MultiTaskElasticNet does not support sparse matrices if not multi_output and sparse.isspmatrix(X): if 'X_mean' in params: # As sparse matrices are not actually centered we need this # to be passed to the CD solver. X_sparse_scaling = params['X_mean'] / params['X_std'] else: X_sparse_scaling = np.zeros(n_features) # X should be normalized and fit already. X, y, X_mean, y_mean, X_std, precompute, Xy = \ _pre_fit(X, y, Xy, precompute, normalize=False, fit_intercept=False, copy=False) if alphas is None: # No need to normalize of fit_intercept: it has been done # above alphas = _alpha_grid(X, y, Xy=Xy, l1_ratio=l1_ratio, fit_intercept=False, eps=eps, n_alphas=n_alphas, normalize=False, copy_X=False) else: alphas = np.sort(alphas)[::-1] # make sure alphas are properly ordered n_alphas = len(alphas) tol = params.get('tol', 1e-4) max_iter = params.get('max_iter', 1000) dual_gaps = np.empty(n_alphas) n_iters = [] rng = check_random_state(params.get('random_state', None)) selection = params.get('selection', 'cyclic') if selection not in ['random', 'cyclic']: raise ValueError("selection should be either random or cyclic.") random = (selection == 'random') if not multi_output: coefs = np.empty((n_features, n_alphas), dtype=np.float64) else: coefs = np.empty((n_outputs, n_features, n_alphas), dtype=np.float64) if coef_init is None: coef_ = np.asfortranarray(np.zeros(coefs.shape[:-1])) else: coef_ = np.asfortranarray(coef_init) for i, alpha in enumerate(alphas): l1_reg = alpha * l1_ratio * n_samples l2_reg = alpha * (1.0 - l1_ratio) * n_samples if not multi_output and sparse.isspmatrix(X): model = cd_fast.sparse_enet_coordinate_descent( coef_, l1_reg, l2_reg, X.data, X.indices, X.indptr, y, X_sparse_scaling, max_iter, tol, rng, random, positive) elif multi_output: model = cd_fast.enet_coordinate_descent_multi_task( coef_, l1_reg, l2_reg, X, y, max_iter, tol, rng, random) elif isinstance(precompute, np.ndarray): precompute = check_array(precompute, 'csc', dtype=np.float64, order='F') model = cd_fast.enet_coordinate_descent_gram( coef_, l1_reg, l2_reg, precompute, Xy, y, max_iter, tol, rng, random, positive) elif precompute is False: model = cd_fast.enet_coordinate_descent( coef_, l1_reg, l2_reg, X, y, max_iter, tol, rng, random, positive) else: raise ValueError("Precompute should be one of True, False, " "'auto' or array-like") coef_, dual_gap_, eps_, n_iter_ = model coefs[..., i] = coef_ dual_gaps[i] = dual_gap_ n_iters.append(n_iter_) if dual_gap_ > eps_: warnings.warn('Objective did not converge.' + ' You might want' + ' to increase the number of iterations', ConvergenceWarning) if verbose: if verbose > 2: print(model) elif verbose > 1: print('Path: %03i out of %03i' % (i, n_alphas)) else: sys.stderr.write('.') if return_n_iter: return alphas, coefs, dual_gaps, n_iters return alphas, coefs, dual_gaps ############################################################################### # ElasticNet model class ElasticNet(LinearModel, RegressorMixin): """Linear regression with combined L1 and L2 priors as regularizer. Minimizes the objective function:: 1 / (2 * n_samples) * ||y - Xw||^2_2 + + alpha * l1_ratio * ||w||_1 + 0.5 * alpha * (1 - l1_ratio) * ||w||^2_2 If you are interested in controlling the L1 and L2 penalty separately, keep in mind that this is equivalent to:: a * L1 + b * L2 where:: alpha = a + b and l1_ratio = a / (a + b) The parameter l1_ratio corresponds to alpha in the glmnet R package while alpha corresponds to the lambda parameter in glmnet. Specifically, l1_ratio = 1 is the lasso penalty. Currently, l1_ratio <= 0.01 is not reliable, unless you supply your own sequence of alpha. Read more in the :ref:`User Guide <elastic_net>`. Parameters ---------- alpha : float Constant that multiplies the penalty terms. Defaults to 1.0 See the notes for the exact mathematical meaning of this parameter. ``alpha = 0`` is equivalent to an ordinary least square, solved by the :class:`LinearRegression` object. For numerical reasons, using ``alpha = 0`` with the Lasso object is not advised and you should prefer the LinearRegression object. l1_ratio : float The ElasticNet mixing parameter, with ``0 <= l1_ratio <= 1``. For ``l1_ratio = 0`` the penalty is an L2 penalty. ``For l1_ratio = 1`` it is an L1 penalty. For ``0 < l1_ratio < 1``, the penalty is a combination of L1 and L2. fit_intercept : bool Whether the intercept should be estimated or not. If ``False``, the data is assumed to be already centered. normalize : boolean, optional, default False If ``True``, the regressors X will be normalized before regression. precompute : True | False | 'auto' | array-like Whether to use a precomputed Gram matrix to speed up calculations. If set to ``'auto'`` let us decide. The Gram matrix can also be passed as argument. For sparse input this option is always ``True`` to preserve sparsity. WARNING : The ``'auto'`` option is deprecated and will be removed in 0.18. max_iter : int, optional The maximum number of iterations copy_X : boolean, optional, default True If ``True``, X will be copied; else, it may be overwritten. tol : float, optional The tolerance for the optimization: if the updates are smaller than ``tol``, the optimization code checks the dual gap for optimality and continues until it is smaller than ``tol``. warm_start : bool, optional When set to ``True``, reuse the solution of the previous call to fit as initialization, otherwise, just erase the previous solution. positive : bool, optional When set to ``True``, forces the coefficients to be positive. selection : str, default 'cyclic' If set to 'random', a random coefficient is updated every iteration rather than looping over features sequentially by default. This (setting to 'random') often leads to significantly faster convergence especially when tol is higher than 1e-4. random_state : int, RandomState instance, or None (default) The seed of the pseudo random number generator that selects a random feature to update. Useful only when selection is set to 'random'. Attributes ---------- coef_ : array, shape (n_features,) | (n_targets, n_features) parameter vector (w in the cost function formula) sparse_coef_ : scipy.sparse matrix, shape (n_features, 1) | \ (n_targets, n_features) ``sparse_coef_`` is a readonly property derived from ``coef_`` intercept_ : float | array, shape (n_targets,) independent term in decision function. n_iter_ : array-like, shape (n_targets,) number of iterations run by the coordinate descent solver to reach the specified tolerance. Notes ----- To avoid unnecessary memory duplication the X argument of the fit method should be directly passed as a Fortran-contiguous numpy array. See also -------- SGDRegressor: implements elastic net regression with incremental training. SGDClassifier: implements logistic regression with elastic net penalty (``SGDClassifier(loss="log", penalty="elasticnet")``). """ path = staticmethod(enet_path) def __init__(self, alpha=1.0, l1_ratio=0.5, fit_intercept=True, normalize=False, precompute=False, max_iter=1000, copy_X=True, tol=1e-4, warm_start=False, positive=False, random_state=None, selection='cyclic'): self.alpha = alpha self.l1_ratio = l1_ratio self.coef_ = None self.fit_intercept = fit_intercept self.normalize = normalize self.precompute = precompute self.max_iter = max_iter self.copy_X = copy_X self.tol = tol self.warm_start = warm_start self.positive = positive self.intercept_ = 0.0 self.random_state = random_state self.selection = selection def fit(self, X, y): """Fit model with coordinate descent. Parameters ----------- X : ndarray or scipy.sparse matrix, (n_samples, n_features) Data y : ndarray, shape (n_samples,) or (n_samples, n_targets) Target Notes ----- Coordinate descent is an algorithm that considers each column of data at a time hence it will automatically convert the X input as a Fortran-contiguous numpy array if necessary. To avoid memory re-allocation it is advised to allocate the initial data in memory directly using that format. """ if self.alpha == 0: warnings.warn("With alpha=0, this algorithm does not converge " "well. You are advised to use the LinearRegression " "estimator", stacklevel=2) if self.precompute == 'auto': warnings.warn("Setting precompute to 'auto', was found to be " "slower even when n_samples > n_features. Hence " "it will be removed in 0.18.", DeprecationWarning, stacklevel=2) X, y = check_X_y(X, y, accept_sparse='csc', dtype=np.float64, order='F', copy=self.copy_X and self.fit_intercept, multi_output=True, y_numeric=True) X, y, X_mean, y_mean, X_std, precompute, Xy = \ _pre_fit(X, y, None, self.precompute, self.normalize, self.fit_intercept, copy=True) if y.ndim == 1: y = y[:, np.newaxis] if Xy is not None and Xy.ndim == 1: Xy = Xy[:, np.newaxis] n_samples, n_features = X.shape n_targets = y.shape[1] if self.selection not in ['cyclic', 'random']: raise ValueError("selection should be either random or cyclic.") if not self.warm_start or self.coef_ is None: coef_ = np.zeros((n_targets, n_features), dtype=np.float64, order='F') else: coef_ = self.coef_ if coef_.ndim == 1: coef_ = coef_[np.newaxis, :] dual_gaps_ = np.zeros(n_targets, dtype=np.float64) self.n_iter_ = [] for k in xrange(n_targets): if Xy is not None: this_Xy = Xy[:, k] else: this_Xy = None _, this_coef, this_dual_gap, this_iter = \ self.path(X, y[:, k], l1_ratio=self.l1_ratio, eps=None, n_alphas=None, alphas=[self.alpha], precompute=precompute, Xy=this_Xy, fit_intercept=False, normalize=False, copy_X=True, verbose=False, tol=self.tol, positive=self.positive, X_mean=X_mean, X_std=X_std, return_n_iter=True, coef_init=coef_[k], max_iter=self.max_iter, random_state=self.random_state, selection=self.selection) coef_[k] = this_coef[:, 0] dual_gaps_[k] = this_dual_gap[0] self.n_iter_.append(this_iter[0]) if n_targets == 1: self.n_iter_ = self.n_iter_[0] self.coef_, self.dual_gap_ = map(np.squeeze, [coef_, dual_gaps_]) self._set_intercept(X_mean, y_mean, X_std) # return self for chaining fit and predict calls return self @property def sparse_coef_(self): """ sparse representation of the fitted coef """ return sparse.csr_matrix(self.coef_) @deprecated(" and will be removed in 0.19") def decision_function(self, X): """Decision function of the linear model Parameters ---------- X : numpy array or scipy.sparse matrix of shape (n_samples, n_features) Returns ------- T : array, shape (n_samples,) The predicted decision function """ return self._decision_function(X) def _decision_function(self, X): """Decision function of the linear model Parameters ---------- X : numpy array or scipy.sparse matrix of shape (n_samples, n_features) Returns ------- T : array, shape (n_samples,) The predicted decision function """ check_is_fitted(self, 'n_iter_') if sparse.isspmatrix(X): return np.ravel(safe_sparse_dot(self.coef_, X.T, dense_output=True) + self.intercept_) else: return super(ElasticNet, self)._decision_function(X) ############################################################################### # Lasso model class Lasso(ElasticNet): """Linear Model trained with L1 prior as regularizer (aka the Lasso) The optimization objective for Lasso is:: (1 / (2 * n_samples)) * ||y - Xw||^2_2 + alpha * ||w||_1 Technically the Lasso model is optimizing the same objective function as the Elastic Net with ``l1_ratio=1.0`` (no L2 penalty). Read more in the :ref:`User Guide <lasso>`. Parameters ---------- alpha : float, optional Constant that multiplies the L1 term. Defaults to 1.0. ``alpha = 0`` is equivalent to an ordinary least square, solved by the :class:`LinearRegression` object. For numerical reasons, using ``alpha = 0`` is with the Lasso object is not advised and you should prefer the LinearRegression object. fit_intercept : boolean whether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (e.g. data is expected to be already centered). normalize : boolean, optional, default False If ``True``, the regressors X will be normalized before regression. copy_X : boolean, optional, default True If ``True``, X will be copied; else, it may be overwritten. precompute : True | False | 'auto' | array-like Whether to use a precomputed Gram matrix to speed up calculations. If set to ``'auto'`` let us decide. The Gram matrix can also be passed as argument. For sparse input this option is always ``True`` to preserve sparsity. WARNING : The ``'auto'`` option is deprecated and will be removed in 0.18. max_iter : int, optional The maximum number of iterations tol : float, optional The tolerance for the optimization: if the updates are smaller than ``tol``, the optimization code checks the dual gap for optimality and continues until it is smaller than ``tol``. warm_start : bool, optional When set to True, reuse the solution of the previous call to fit as initialization, otherwise, just erase the previous solution. positive : bool, optional When set to ``True``, forces the coefficients to be positive. selection : str, default 'cyclic' If set to 'random', a random coefficient is updated every iteration rather than looping over features sequentially by default. This (setting to 'random') often leads to significantly faster convergence especially when tol is higher than 1e-4. random_state : int, RandomState instance, or None (default) The seed of the pseudo random number generator that selects a random feature to update. Useful only when selection is set to 'random'. Attributes ---------- coef_ : array, shape (n_features,) | (n_targets, n_features) parameter vector (w in the cost function formula) sparse_coef_ : scipy.sparse matrix, shape (n_features, 1) | \ (n_targets, n_features) ``sparse_coef_`` is a readonly property derived from ``coef_`` intercept_ : float | array, shape (n_targets,) independent term in decision function. n_iter_ : int | array-like, shape (n_targets,) number of iterations run by the coordinate descent solver to reach the specified tolerance. Examples -------- >>> from sklearn import linear_model >>> clf = linear_model.Lasso(alpha=0.1) >>> clf.fit([[0,0], [1, 1], [2, 2]], [0, 1, 2]) Lasso(alpha=0.1, copy_X=True, fit_intercept=True, max_iter=1000, normalize=False, positive=False, precompute=False, random_state=None, selection='cyclic', tol=0.0001, warm_start=False) >>> print(clf.coef_) [ 0.85 0. ] >>> print(clf.intercept_) 0.15 See also -------- lars_path lasso_path LassoLars LassoCV LassoLarsCV sklearn.decomposition.sparse_encode Notes ----- The algorithm used to fit the model is coordinate descent. To avoid unnecessary memory duplication the X argument of the fit method should be directly passed as a Fortran-contiguous numpy array. """ path = staticmethod(enet_path) def __init__(self, alpha=1.0, fit_intercept=True, normalize=False, precompute=False, copy_X=True, max_iter=1000, tol=1e-4, warm_start=False, positive=False, random_state=None, selection='cyclic'): super(Lasso, self).__init__( alpha=alpha, l1_ratio=1.0, fit_intercept=fit_intercept, normalize=normalize, precompute=precompute, copy_X=copy_X, max_iter=max_iter, tol=tol, warm_start=warm_start, positive=positive, random_state=random_state, selection=selection) ############################################################################### # Functions for CV with paths functions def _path_residuals(X, y, train, test, path, path_params, alphas=None, l1_ratio=1, X_order=None, dtype=None): """Returns the MSE for the models computed by 'path' Parameters ---------- X : {array-like, sparse matrix}, shape (n_samples, n_features) Training data. y : array-like, shape (n_samples,) or (n_samples, n_targets) Target values train : list of indices The indices of the train set test : list of indices The indices of the test set path : callable function returning a list of models on the path. See enet_path for an example of signature path_params : dictionary Parameters passed to the path function alphas : array-like, optional Array of float that is used for cross-validation. If not provided, computed using 'path' l1_ratio : float, optional float between 0 and 1 passed to ElasticNet (scaling between l1 and l2 penalties). For ``l1_ratio = 0`` the penalty is an L2 penalty. For ``l1_ratio = 1`` it is an L1 penalty. For ``0 < l1_ratio < 1``, the penalty is a combination of L1 and L2 X_order : {'F', 'C', or None}, optional The order of the arrays expected by the path function to avoid memory copies dtype : a numpy dtype or None The dtype of the arrays expected by the path function to avoid memory copies """ X_train = X[train] y_train = y[train] X_test = X[test] y_test = y[test] fit_intercept = path_params['fit_intercept'] normalize = path_params['normalize'] if y.ndim == 1: precompute = path_params['precompute'] else: # No Gram variant of multi-task exists right now. # Fall back to default enet_multitask precompute = False X_train, y_train, X_mean, y_mean, X_std, precompute, Xy = \ _pre_fit(X_train, y_train, None, precompute, normalize, fit_intercept, copy=False) path_params = path_params.copy() path_params['Xy'] = Xy path_params['X_mean'] = X_mean path_params['X_std'] = X_std path_params['precompute'] = precompute path_params['copy_X'] = False path_params['alphas'] = alphas if 'l1_ratio' in path_params: path_params['l1_ratio'] = l1_ratio # Do the ordering and type casting here, as if it is done in the path, # X is copied and a reference is kept here X_train = check_array(X_train, 'csc', dtype=dtype, order=X_order) alphas, coefs, _ = path(X_train, y_train, **path_params) del X_train, y_train if y.ndim == 1: # Doing this so that it becomes coherent with multioutput. coefs = coefs[np.newaxis, :, :] y_mean = np.atleast_1d(y_mean) y_test = y_test[:, np.newaxis] if normalize: nonzeros = np.flatnonzero(X_std) coefs[:, nonzeros] /= X_std[nonzeros][:, np.newaxis] intercepts = y_mean[:, np.newaxis] - np.dot(X_mean, coefs) if sparse.issparse(X_test): n_order, n_features, n_alphas = coefs.shape # Work around for sparse matices since coefs is a 3-D numpy array. coefs_feature_major = np.rollaxis(coefs, 1) feature_2d = np.reshape(coefs_feature_major, (n_features, -1)) X_test_coefs = safe_sparse_dot(X_test, feature_2d) X_test_coefs = X_test_coefs.reshape(X_test.shape[0], n_order, -1) else: X_test_coefs = safe_sparse_dot(X_test, coefs) residues = X_test_coefs - y_test[:, :, np.newaxis] residues += intercepts this_mses = ((residues ** 2).mean(axis=0)).mean(axis=0) return this_mses class LinearModelCV(six.with_metaclass(ABCMeta, LinearModel)): """Base class for iterative model fitting along a regularization path""" @abstractmethod def __init__(self, eps=1e-3, n_alphas=100, alphas=None, fit_intercept=True, normalize=False, precompute='auto', max_iter=1000, tol=1e-4, copy_X=True, cv=None, verbose=False, n_jobs=1, positive=False, random_state=None, selection='cyclic'): self.eps = eps self.n_alphas = n_alphas self.alphas = alphas self.fit_intercept = fit_intercept self.normalize = normalize self.precompute = precompute self.max_iter = max_iter self.tol = tol self.copy_X = copy_X self.cv = cv self.verbose = verbose self.n_jobs = n_jobs self.positive = positive self.random_state = random_state self.selection = selection def fit(self, X, y): """Fit linear model with coordinate descent Fit is on grid of alphas and best alpha estimated by cross-validation. Parameters ---------- X : {array-like}, shape (n_samples, n_features) Training data. Pass directly as float64, Fortran-contiguous data to avoid unnecessary memory duplication. If y is mono-output, X can be sparse. y : array-like, shape (n_samples,) or (n_samples, n_targets) Target values """ y = np.asarray(y, dtype=np.float64) if y.shape[0] == 0: raise ValueError("y has 0 samples: %r" % y) if hasattr(self, 'l1_ratio'): model_str = 'ElasticNet' else: model_str = 'Lasso' if isinstance(self, ElasticNetCV) or isinstance(self, LassoCV): if model_str == 'ElasticNet': model = ElasticNet() else: model = Lasso() if y.ndim > 1 and y.shape[1] > 1: raise ValueError("For multi-task outputs, use " "MultiTask%sCV" % (model_str)) y = column_or_1d(y, warn=True) else: if sparse.isspmatrix(X): raise TypeError("X should be dense but a sparse matrix was" "passed") elif y.ndim == 1: raise ValueError("For mono-task outputs, use " "%sCV" % (model_str)) if model_str == 'ElasticNet': model = MultiTaskElasticNet() else: model = MultiTaskLasso() if self.selection not in ["random", "cyclic"]: raise ValueError("selection should be either random or cyclic.") # This makes sure that there is no duplication in memory. # Dealing right with copy_X is important in the following: # Multiple functions touch X and subsamples of X and can induce a # lot of duplication of memory copy_X = self.copy_X and self.fit_intercept if isinstance(X, np.ndarray) or sparse.isspmatrix(X): # Keep a reference to X reference_to_old_X = X # Let us not impose fortran ordering or float64 so far: it is # not useful for the cross-validation loop and will be done # by the model fitting itself X = check_array(X, 'csc', copy=False) if sparse.isspmatrix(X): if not np.may_share_memory(reference_to_old_X.data, X.data): # X is a sparse matrix and has been copied copy_X = False elif not np.may_share_memory(reference_to_old_X, X): # X has been copied copy_X = False del reference_to_old_X else: X = check_array(X, 'csc', dtype=np.float64, order='F', copy=copy_X) copy_X = False if X.shape[0] != y.shape[0]: raise ValueError("X and y have inconsistent dimensions (%d != %d)" % (X.shape[0], y.shape[0])) # All LinearModelCV parameters except 'cv' are acceptable path_params = self.get_params() if 'l1_ratio' in path_params: l1_ratios = np.atleast_1d(path_params['l1_ratio']) # For the first path, we need to set l1_ratio path_params['l1_ratio'] = l1_ratios[0] else: l1_ratios = [1, ] path_params.pop('cv', None) path_params.pop('n_jobs', None) alphas = self.alphas n_l1_ratio = len(l1_ratios) if alphas is None: alphas = [] for l1_ratio in l1_ratios: alphas.append(_alpha_grid( X, y, l1_ratio=l1_ratio, fit_intercept=self.fit_intercept, eps=self.eps, n_alphas=self.n_alphas, normalize=self.normalize, copy_X=self.copy_X)) else: # Making sure alphas is properly ordered. alphas = np.tile(np.sort(alphas)[::-1], (n_l1_ratio, 1)) # We want n_alphas to be the number of alphas used for each l1_ratio. n_alphas = len(alphas[0]) path_params.update({'n_alphas': n_alphas}) path_params['copy_X'] = copy_X # We are not computing in parallel, we can modify X # inplace in the folds if not (self.n_jobs == 1 or self.n_jobs is None): path_params['copy_X'] = False # init cross-validation generator cv = check_cv(self.cv, X) # Compute path for all folds and compute MSE to get the best alpha folds = list(cv) best_mse = np.inf # We do a double for loop folded in one, in order to be able to # iterate in parallel on l1_ratio and folds jobs = (delayed(_path_residuals)(X, y, train, test, self.path, path_params, alphas=this_alphas, l1_ratio=this_l1_ratio, X_order='F', dtype=np.float64) for this_l1_ratio, this_alphas in zip(l1_ratios, alphas) for train, test in folds) mse_paths = Parallel(n_jobs=self.n_jobs, verbose=self.verbose, backend="threading")(jobs) mse_paths = np.reshape(mse_paths, (n_l1_ratio, len(folds), -1)) mean_mse = np.mean(mse_paths, axis=1) self.mse_path_ = np.squeeze(np.rollaxis(mse_paths, 2, 1)) for l1_ratio, l1_alphas, mse_alphas in zip(l1_ratios, alphas, mean_mse): i_best_alpha = np.argmin(mse_alphas) this_best_mse = mse_alphas[i_best_alpha] if this_best_mse < best_mse: best_alpha = l1_alphas[i_best_alpha] best_l1_ratio = l1_ratio best_mse = this_best_mse self.l1_ratio_ = best_l1_ratio self.alpha_ = best_alpha if self.alphas is None: self.alphas_ = np.asarray(alphas) if n_l1_ratio == 1: self.alphas_ = self.alphas_[0] # Remove duplicate alphas in case alphas is provided. else: self.alphas_ = np.asarray(alphas[0]) # Refit the model with the parameters selected common_params = dict((name, value) for name, value in self.get_params().items() if name in model.get_params()) model.set_params(**common_params) model.alpha = best_alpha model.l1_ratio = best_l1_ratio model.copy_X = copy_X model.precompute = False model.fit(X, y) if not hasattr(self, 'l1_ratio'): del self.l1_ratio_ self.coef_ = model.coef_ self.intercept_ = model.intercept_ self.dual_gap_ = model.dual_gap_ self.n_iter_ = model.n_iter_ return self class LassoCV(LinearModelCV, RegressorMixin): """Lasso linear model with iterative fitting along a regularization path The best model is selected by cross-validation. The optimization objective for Lasso is:: (1 / (2 * n_samples)) * ||y - Xw||^2_2 + alpha * ||w||_1 Read more in the :ref:`User Guide <lasso>`. Parameters ---------- eps : float, optional Length of the path. ``eps=1e-3`` means that ``alpha_min / alpha_max = 1e-3``. n_alphas : int, optional Number of alphas along the regularization path alphas : numpy array, optional List of alphas where to compute the models. If ``None`` alphas are set automatically precompute : True | False | 'auto' | array-like Whether to use a precomputed Gram matrix to speed up calculations. If set to ``'auto'`` let us decide. The Gram matrix can also be passed as argument. max_iter : int, optional The maximum number of iterations tol : float, optional The tolerance for the optimization: if the updates are smaller than ``tol``, the optimization code checks the dual gap for optimality and continues until it is smaller than ``tol``. cv : integer or cross-validation generator, optional If an integer is passed, it is the number of fold (default 3). Specific cross-validation objects can be passed, see the :mod:`sklearn.cross_validation` module for the list of possible objects. verbose : bool or integer Amount of verbosity. n_jobs : integer, optional Number of CPUs to use during the cross validation. If ``-1``, use all the CPUs. positive : bool, optional If positive, restrict regression coefficients to be positive selection : str, default 'cyclic' If set to 'random', a random coefficient is updated every iteration rather than looping over features sequentially by default. This (setting to 'random') often leads to significantly faster convergence especially when tol is higher than 1e-4. random_state : int, RandomState instance, or None (default) The seed of the pseudo random number generator that selects a random feature to update. Useful only when selection is set to 'random'. fit_intercept : boolean, default True whether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (e.g. data is expected to be already centered). normalize : boolean, optional, default False If ``True``, the regressors X will be normalized before regression. copy_X : boolean, optional, default True If ``True``, X will be copied; else, it may be overwritten. Attributes ---------- alpha_ : float The amount of penalization chosen by cross validation coef_ : array, shape (n_features,) | (n_targets, n_features) parameter vector (w in the cost function formula) intercept_ : float | array, shape (n_targets,) independent term in decision function. mse_path_ : array, shape (n_alphas, n_folds) mean square error for the test set on each fold, varying alpha alphas_ : numpy array, shape (n_alphas,) The grid of alphas used for fitting dual_gap_ : ndarray, shape () The dual gap at the end of the optimization for the optimal alpha (``alpha_``). n_iter_ : int number of iterations run by the coordinate descent solver to reach the specified tolerance for the optimal alpha. Notes ----- See examples/linear_model/lasso_path_with_crossvalidation.py for an example. To avoid unnecessary memory duplication the X argument of the fit method should be directly passed as a Fortran-contiguous numpy array. See also -------- lars_path lasso_path LassoLars Lasso LassoLarsCV """ path = staticmethod(lasso_path) def __init__(self, eps=1e-3, n_alphas=100, alphas=None, fit_intercept=True, normalize=False, precompute='auto', max_iter=1000, tol=1e-4, copy_X=True, cv=None, verbose=False, n_jobs=1, positive=False, random_state=None, selection='cyclic'): super(LassoCV, self).__init__( eps=eps, n_alphas=n_alphas, alphas=alphas, fit_intercept=fit_intercept, normalize=normalize, precompute=precompute, max_iter=max_iter, tol=tol, copy_X=copy_X, cv=cv, verbose=verbose, n_jobs=n_jobs, positive=positive, random_state=random_state, selection=selection) class ElasticNetCV(LinearModelCV, RegressorMixin): """Elastic Net model with iterative fitting along a regularization path The best model is selected by cross-validation. Read more in the :ref:`User Guide <elastic_net>`. Parameters ---------- l1_ratio : float, optional float between 0 and 1 passed to ElasticNet (scaling between l1 and l2 penalties). For ``l1_ratio = 0`` the penalty is an L2 penalty. For ``l1_ratio = 1`` it is an L1 penalty. For ``0 < l1_ratio < 1``, the penalty is a combination of L1 and L2 This parameter can be a list, in which case the different values are tested by cross-validation and the one giving the best prediction score is used. Note that a good choice of list of values for l1_ratio is often to put more values close to 1 (i.e. Lasso) and less close to 0 (i.e. Ridge), as in ``[.1, .5, .7, .9, .95, .99, 1]`` eps : float, optional Length of the path. ``eps=1e-3`` means that ``alpha_min / alpha_max = 1e-3``. n_alphas : int, optional Number of alphas along the regularization path, used for each l1_ratio. alphas : numpy array, optional List of alphas where to compute the models. If None alphas are set automatically precompute : True | False | 'auto' | array-like Whether to use a precomputed Gram matrix to speed up calculations. If set to ``'auto'`` let us decide. The Gram matrix can also be passed as argument. max_iter : int, optional The maximum number of iterations tol : float, optional The tolerance for the optimization: if the updates are smaller than ``tol``, the optimization code checks the dual gap for optimality and continues until it is smaller than ``tol``. cv : integer or cross-validation generator, optional If an integer is passed, it is the number of fold (default 3). Specific cross-validation objects can be passed, see the :mod:`sklearn.cross_validation` module for the list of possible objects. verbose : bool or integer Amount of verbosity. n_jobs : integer, optional Number of CPUs to use during the cross validation. If ``-1``, use all the CPUs. positive : bool, optional When set to ``True``, forces the coefficients to be positive. selection : str, default 'cyclic' If set to 'random', a random coefficient is updated every iteration rather than looping over features sequentially by default. This (setting to 'random') often leads to significantly faster convergence especially when tol is higher than 1e-4. random_state : int, RandomState instance, or None (default) The seed of the pseudo random number generator that selects a random feature to update. Useful only when selection is set to 'random'. fit_intercept : boolean whether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (e.g. data is expected to be already centered). normalize : boolean, optional, default False If ``True``, the regressors X will be normalized before regression. copy_X : boolean, optional, default True If ``True``, X will be copied; else, it may be overwritten. Attributes ---------- alpha_ : float The amount of penalization chosen by cross validation l1_ratio_ : float The compromise between l1 and l2 penalization chosen by cross validation coef_ : array, shape (n_features,) | (n_targets, n_features) Parameter vector (w in the cost function formula), intercept_ : float | array, shape (n_targets, n_features) Independent term in the decision function. mse_path_ : array, shape (n_l1_ratio, n_alpha, n_folds) Mean square error for the test set on each fold, varying l1_ratio and alpha. alphas_ : numpy array, shape (n_alphas,) or (n_l1_ratio, n_alphas) The grid of alphas used for fitting, for each l1_ratio. n_iter_ : int number of iterations run by the coordinate descent solver to reach the specified tolerance for the optimal alpha. Notes ----- See examples/linear_model/lasso_path_with_crossvalidation.py for an example. To avoid unnecessary memory duplication the X argument of the fit method should be directly passed as a Fortran-contiguous numpy array. The parameter l1_ratio corresponds to alpha in the glmnet R package while alpha corresponds to the lambda parameter in glmnet. More specifically, the optimization objective is:: 1 / (2 * n_samples) * ||y - Xw||^2_2 + + alpha * l1_ratio * ||w||_1 + 0.5 * alpha * (1 - l1_ratio) * ||w||^2_2 If you are interested in controlling the L1 and L2 penalty separately, keep in mind that this is equivalent to:: a * L1 + b * L2 for:: alpha = a + b and l1_ratio = a / (a + b). See also -------- enet_path ElasticNet """ path = staticmethod(enet_path) def __init__(self, l1_ratio=0.5, eps=1e-3, n_alphas=100, alphas=None, fit_intercept=True, normalize=False, precompute='auto', max_iter=1000, tol=1e-4, cv=None, copy_X=True, verbose=0, n_jobs=1, positive=False, random_state=None, selection='cyclic'): self.l1_ratio = l1_ratio self.eps = eps self.n_alphas = n_alphas self.alphas = alphas self.fit_intercept = fit_intercept self.normalize = normalize self.precompute = precompute self.max_iter = max_iter self.tol = tol self.cv = cv self.copy_X = copy_X self.verbose = verbose self.n_jobs = n_jobs self.positive = positive self.random_state = random_state self.selection = selection ############################################################################### # Multi Task ElasticNet and Lasso models (with joint feature selection) class MultiTaskElasticNet(Lasso): """Multi-task ElasticNet model trained with L1/L2 mixed-norm as regularizer The optimization objective for MultiTaskElasticNet is:: (1 / (2 * n_samples)) * ||Y - XW||^Fro_2 + alpha * l1_ratio * ||W||_21 + 0.5 * alpha * (1 - l1_ratio) * ||W||_Fro^2 Where:: ||W||_21 = \sum_i \sqrt{\sum_j w_{ij}^2} i.e. the sum of norm of each row. Read more in the :ref:`User Guide <multi_task_lasso>`. Parameters ---------- alpha : float, optional Constant that multiplies the L1/L2 term. Defaults to 1.0 l1_ratio : float The ElasticNet mixing parameter, with 0 < l1_ratio <= 1. For l1_ratio = 0 the penalty is an L1/L2 penalty. For l1_ratio = 1 it is an L1 penalty. For ``0 < l1_ratio < 1``, the penalty is a combination of L1/L2 and L2. fit_intercept : boolean whether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (e.g. data is expected to be already centered). normalize : boolean, optional, default False If ``True``, the regressors X will be normalized before regression. copy_X : boolean, optional, default True If ``True``, X will be copied; else, it may be overwritten. max_iter : int, optional The maximum number of iterations tol : float, optional The tolerance for the optimization: if the updates are smaller than ``tol``, the optimization code checks the dual gap for optimality and continues until it is smaller than ``tol``. warm_start : bool, optional When set to ``True``, reuse the solution of the previous call to fit as initialization, otherwise, just erase the previous solution. selection : str, default 'cyclic' If set to 'random', a random coefficient is updated every iteration rather than looping over features sequentially by default. This (setting to 'random') often leads to significantly faster convergence especially when tol is higher than 1e-4. random_state : int, RandomState instance, or None (default) The seed of the pseudo random number generator that selects a random feature to update. Useful only when selection is set to 'random'. Attributes ---------- intercept_ : array, shape (n_tasks,) Independent term in decision function. coef_ : array, shape (n_tasks, n_features) Parameter vector (W in the cost function formula). If a 1D y is \ passed in at fit (non multi-task usage), ``coef_`` is then a 1D array n_iter_ : int number of iterations run by the coordinate descent solver to reach the specified tolerance. Examples -------- >>> from sklearn import linear_model >>> clf = linear_model.MultiTaskElasticNet(alpha=0.1) >>> clf.fit([[0,0], [1, 1], [2, 2]], [[0, 0], [1, 1], [2, 2]]) ... #doctest: +NORMALIZE_WHITESPACE MultiTaskElasticNet(alpha=0.1, copy_X=True, fit_intercept=True, l1_ratio=0.5, max_iter=1000, normalize=False, random_state=None, selection='cyclic', tol=0.0001, warm_start=False) >>> print(clf.coef_) [[ 0.45663524 0.45612256] [ 0.45663524 0.45612256]] >>> print(clf.intercept_) [ 0.0872422 0.0872422] See also -------- ElasticNet, MultiTaskLasso Notes ----- The algorithm used to fit the model is coordinate descent. To avoid unnecessary memory duplication the X argument of the fit method should be directly passed as a Fortran-contiguous numpy array. """ def __init__(self, alpha=1.0, l1_ratio=0.5, fit_intercept=True, normalize=False, copy_X=True, max_iter=1000, tol=1e-4, warm_start=False, random_state=None, selection='cyclic'): self.l1_ratio = l1_ratio self.alpha = alpha self.coef_ = None self.fit_intercept = fit_intercept self.normalize = normalize self.max_iter = max_iter self.copy_X = copy_X self.tol = tol self.warm_start = warm_start self.random_state = random_state self.selection = selection def fit(self, X, y): """Fit MultiTaskLasso model with coordinate descent Parameters ----------- X : ndarray, shape (n_samples, n_features) Data y : ndarray, shape (n_samples, n_tasks) Target Notes ----- Coordinate descent is an algorithm that considers each column of data at a time hence it will automatically convert the X input as a Fortran-contiguous numpy array if necessary. To avoid memory re-allocation it is advised to allocate the initial data in memory directly using that format. """ # X and y must be of type float64 X = check_array(X, dtype=np.float64, order='F', copy=self.copy_X and self.fit_intercept) y = np.asarray(y, dtype=np.float64) if hasattr(self, 'l1_ratio'): model_str = 'ElasticNet' else: model_str = 'Lasso' if y.ndim == 1: raise ValueError("For mono-task outputs, use %s" % model_str) n_samples, n_features = X.shape _, n_tasks = y.shape if n_samples != y.shape[0]: raise ValueError("X and y have inconsistent dimensions (%d != %d)" % (n_samples, y.shape[0])) X, y, X_mean, y_mean, X_std = center_data( X, y, self.fit_intercept, self.normalize, copy=False) if not self.warm_start or self.coef_ is None: self.coef_ = np.zeros((n_tasks, n_features), dtype=np.float64, order='F') l1_reg = self.alpha * self.l1_ratio * n_samples l2_reg = self.alpha * (1.0 - self.l1_ratio) * n_samples self.coef_ = np.asfortranarray(self.coef_) # coef contiguous in memory if self.selection not in ['random', 'cyclic']: raise ValueError("selection should be either random or cyclic.") random = (self.selection == 'random') self.coef_, self.dual_gap_, self.eps_, self.n_iter_ = \ cd_fast.enet_coordinate_descent_multi_task( self.coef_, l1_reg, l2_reg, X, y, self.max_iter, self.tol, check_random_state(self.random_state), random) self._set_intercept(X_mean, y_mean, X_std) if self.dual_gap_ > self.eps_: warnings.warn('Objective did not converge, you might want' ' to increase the number of iterations') # return self for chaining fit and predict calls return self class MultiTaskLasso(MultiTaskElasticNet): """Multi-task Lasso model trained with L1/L2 mixed-norm as regularizer The optimization objective for Lasso is:: (1 / (2 * n_samples)) * ||Y - XW||^2_Fro + alpha * ||W||_21 Where:: ||W||_21 = \sum_i \sqrt{\sum_j w_{ij}^2} i.e. the sum of norm of earch row. Read more in the :ref:`User Guide <multi_task_lasso>`. Parameters ---------- alpha : float, optional Constant that multiplies the L1/L2 term. Defaults to 1.0 fit_intercept : boolean whether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (e.g. data is expected to be already centered). normalize : boolean, optional, default False If ``True``, the regressors X will be normalized before regression. copy_X : boolean, optional, default True If ``True``, X will be copied; else, it may be overwritten. max_iter : int, optional The maximum number of iterations tol : float, optional The tolerance for the optimization: if the updates are smaller than ``tol``, the optimization code checks the dual gap for optimality and continues until it is smaller than ``tol``. warm_start : bool, optional When set to ``True``, reuse the solution of the previous call to fit as initialization, otherwise, just erase the previous solution. selection : str, default 'cyclic' If set to 'random', a random coefficient is updated every iteration rather than looping over features sequentially by default. This (setting to 'random') often leads to significantly faster convergence especially when tol is higher than 1e-4 random_state : int, RandomState instance, or None (default) The seed of the pseudo random number generator that selects a random feature to update. Useful only when selection is set to 'random'. Attributes ---------- coef_ : array, shape (n_tasks, n_features) parameter vector (W in the cost function formula) intercept_ : array, shape (n_tasks,) independent term in decision function. n_iter_ : int number of iterations run by the coordinate descent solver to reach the specified tolerance. Examples -------- >>> from sklearn import linear_model >>> clf = linear_model.MultiTaskLasso(alpha=0.1) >>> clf.fit([[0,0], [1, 1], [2, 2]], [[0, 0], [1, 1], [2, 2]]) MultiTaskLasso(alpha=0.1, copy_X=True, fit_intercept=True, max_iter=1000, normalize=False, random_state=None, selection='cyclic', tol=0.0001, warm_start=False) >>> print(clf.coef_) [[ 0.89393398 0. ] [ 0.89393398 0. ]] >>> print(clf.intercept_) [ 0.10606602 0.10606602] See also -------- Lasso, MultiTaskElasticNet Notes ----- The algorithm used to fit the model is coordinate descent. To avoid unnecessary memory duplication the X argument of the fit method should be directly passed as a Fortran-contiguous numpy array. """ def __init__(self, alpha=1.0, fit_intercept=True, normalize=False, copy_X=True, max_iter=1000, tol=1e-4, warm_start=False, random_state=None, selection='cyclic'): self.alpha = alpha self.coef_ = None self.fit_intercept = fit_intercept self.normalize = normalize self.max_iter = max_iter self.copy_X = copy_X self.tol = tol self.warm_start = warm_start self.l1_ratio = 1.0 self.random_state = random_state self.selection = selection class MultiTaskElasticNetCV(LinearModelCV, RegressorMixin): """Multi-task L1/L2 ElasticNet with built-in cross-validation. The optimization objective for MultiTaskElasticNet is:: (1 / (2 * n_samples)) * ||Y - XW||^Fro_2 + alpha * l1_ratio * ||W||_21 + 0.5 * alpha * (1 - l1_ratio) * ||W||_Fro^2 Where:: ||W||_21 = \sum_i \sqrt{\sum_j w_{ij}^2} i.e. the sum of norm of each row. Read more in the :ref:`User Guide <multi_task_lasso>`. Parameters ---------- eps : float, optional Length of the path. ``eps=1e-3`` means that ``alpha_min / alpha_max = 1e-3``. alphas : array-like, optional List of alphas where to compute the models. If not provided, set automatically. n_alphas : int, optional Number of alphas along the regularization path l1_ratio : float or array of floats The ElasticNet mixing parameter, with 0 < l1_ratio <= 1. For l1_ratio = 0 the penalty is an L1/L2 penalty. For l1_ratio = 1 it is an L1 penalty. For ``0 < l1_ratio < 1``, the penalty is a combination of L1/L2 and L2. fit_intercept : boolean whether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (e.g. data is expected to be already centered). normalize : boolean, optional, default False If ``True``, the regressors X will be normalized before regression. copy_X : boolean, optional, default True If ``True``, X will be copied; else, it may be overwritten. max_iter : int, optional The maximum number of iterations tol : float, optional The tolerance for the optimization: if the updates are smaller than ``tol``, the optimization code checks the dual gap for optimality and continues until it is smaller than ``tol``. cv : integer or cross-validation generator, optional If an integer is passed, it is the number of fold (default 3). Specific cross-validation objects can be passed, see the :mod:`sklearn.cross_validation` module for the list of possible objects. verbose : bool or integer Amount of verbosity. n_jobs : integer, optional Number of CPUs to use during the cross validation. If ``-1``, use all the CPUs. Note that this is used only if multiple values for l1_ratio are given. selection : str, default 'cyclic' If set to 'random', a random coefficient is updated every iteration rather than looping over features sequentially by default. This (setting to 'random') often leads to significantly faster convergence especially when tol is higher than 1e-4. random_state : int, RandomState instance, or None (default) The seed of the pseudo random number generator that selects a random feature to update. Useful only when selection is set to 'random'. Attributes ---------- intercept_ : array, shape (n_tasks,) Independent term in decision function. coef_ : array, shape (n_tasks, n_features) Parameter vector (W in the cost function formula). alpha_ : float The amount of penalization chosen by cross validation mse_path_ : array, shape (n_alphas, n_folds) or \ (n_l1_ratio, n_alphas, n_folds) mean square error for the test set on each fold, varying alpha alphas_ : numpy array, shape (n_alphas,) or (n_l1_ratio, n_alphas) The grid of alphas used for fitting, for each l1_ratio l1_ratio_ : float best l1_ratio obtained by cross-validation. n_iter_ : int number of iterations run by the coordinate descent solver to reach the specified tolerance for the optimal alpha. Examples -------- >>> from sklearn import linear_model >>> clf = linear_model.MultiTaskElasticNetCV() >>> clf.fit([[0,0], [1, 1], [2, 2]], ... [[0, 0], [1, 1], [2, 2]]) ... #doctest: +NORMALIZE_WHITESPACE MultiTaskElasticNetCV(alphas=None, copy_X=True, cv=None, eps=0.001, fit_intercept=True, l1_ratio=0.5, max_iter=1000, n_alphas=100, n_jobs=1, normalize=False, random_state=None, selection='cyclic', tol=0.0001, verbose=0) >>> print(clf.coef_) [[ 0.52875032 0.46958558] [ 0.52875032 0.46958558]] >>> print(clf.intercept_) [ 0.00166409 0.00166409] See also -------- MultiTaskElasticNet ElasticNetCV MultiTaskLassoCV Notes ----- The algorithm used to fit the model is coordinate descent. To avoid unnecessary memory duplication the X argument of the fit method should be directly passed as a Fortran-contiguous numpy array. """ path = staticmethod(enet_path) def __init__(self, l1_ratio=0.5, eps=1e-3, n_alphas=100, alphas=None, fit_intercept=True, normalize=False, max_iter=1000, tol=1e-4, cv=None, copy_X=True, verbose=0, n_jobs=1, random_state=None, selection='cyclic'): self.l1_ratio = l1_ratio self.eps = eps self.n_alphas = n_alphas self.alphas = alphas self.fit_intercept = fit_intercept self.normalize = normalize self.max_iter = max_iter self.tol = tol self.cv = cv self.copy_X = copy_X self.verbose = verbose self.n_jobs = n_jobs self.random_state = random_state self.selection = selection class MultiTaskLassoCV(LinearModelCV, RegressorMixin): """Multi-task L1/L2 Lasso with built-in cross-validation. The optimization objective for MultiTaskLasso is:: (1 / (2 * n_samples)) * ||Y - XW||^Fro_2 + alpha * ||W||_21 Where:: ||W||_21 = \sum_i \sqrt{\sum_j w_{ij}^2} i.e. the sum of norm of each row. Read more in the :ref:`User Guide <multi_task_lasso>`. Parameters ---------- eps : float, optional Length of the path. ``eps=1e-3`` means that ``alpha_min / alpha_max = 1e-3``. alphas : array-like, optional List of alphas where to compute the models. If not provided, set automaticlly. n_alphas : int, optional Number of alphas along the regularization path fit_intercept : boolean whether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (e.g. data is expected to be already centered). normalize : boolean, optional, default False If ``True``, the regressors X will be normalized before regression. copy_X : boolean, optional, default True If ``True``, X will be copied; else, it may be overwritten. max_iter : int, optional The maximum number of iterations. tol : float, optional The tolerance for the optimization: if the updates are smaller than ``tol``, the optimization code checks the dual gap for optimality and continues until it is smaller than ``tol``. cv : integer or cross-validation generator, optional If an integer is passed, it is the number of fold (default 3). Specific cross-validation objects can be passed, see the :mod:`sklearn.cross_validation` module for the list of possible objects. verbose : bool or integer Amount of verbosity. n_jobs : integer, optional Number of CPUs to use during the cross validation. If ``-1``, use all the CPUs. Note that this is used only if multiple values for l1_ratio are given. selection : str, default 'cyclic' If set to 'random', a random coefficient is updated every iteration rather than looping over features sequentially by default. This (setting to 'random') often leads to significantly faster convergence especially when tol is higher than 1e-4. random_state : int, RandomState instance, or None (default) The seed of the pseudo random number generator that selects a random feature to update. Useful only when selection is set to 'random'. Attributes ---------- intercept_ : array, shape (n_tasks,) Independent term in decision function. coef_ : array, shape (n_tasks, n_features) Parameter vector (W in the cost function formula). alpha_ : float The amount of penalization chosen by cross validation mse_path_ : array, shape (n_alphas, n_folds) mean square error for the test set on each fold, varying alpha alphas_ : numpy array, shape (n_alphas,) The grid of alphas used for fitting. n_iter_ : int number of iterations run by the coordinate descent solver to reach the specified tolerance for the optimal alpha. See also -------- MultiTaskElasticNet ElasticNetCV MultiTaskElasticNetCV Notes ----- The algorithm used to fit the model is coordinate descent. To avoid unnecessary memory duplication the X argument of the fit method should be directly passed as a Fortran-contiguous numpy array. """ path = staticmethod(lasso_path) def __init__(self, eps=1e-3, n_alphas=100, alphas=None, fit_intercept=True, normalize=False, max_iter=1000, tol=1e-4, copy_X=True, cv=None, verbose=False, n_jobs=1, random_state=None, selection='cyclic'): super(MultiTaskLassoCV, self).__init__( eps=eps, n_alphas=n_alphas, alphas=alphas, fit_intercept=fit_intercept, normalize=normalize, max_iter=max_iter, tol=tol, copy_X=copy_X, cv=cv, verbose=verbose, n_jobs=n_jobs, random_state=random_state, selection=selection)
bsd-3-clause
jwi078/incubator-airflow
airflow/hooks/base_hook.py
5
2004
from __future__ import absolute_import from __future__ import division from __future__ import print_function from __future__ import unicode_literals from builtins import object import logging import os import random from airflow import settings from airflow.models import Connection from airflow.exceptions import AirflowException CONN_ENV_PREFIX = 'AIRFLOW_CONN_' class BaseHook(object): """ Abstract base class for hooks, hooks are meant as an interface to interact with external systems. MySqlHook, HiveHook, PigHook return object that can handle the connection and interaction to specific instances of these systems, and expose consistent methods to interact with them. """ def __init__(self, source): pass @classmethod def get_connections(cls, conn_id): session = settings.Session() db = ( session.query(Connection) .filter(Connection.conn_id == conn_id) .all() ) if not db: raise AirflowException( "The conn_id `{0}` isn't defined".format(conn_id)) session.expunge_all() session.close() return db @classmethod def get_connection(cls, conn_id): environment_uri = os.environ.get(CONN_ENV_PREFIX + conn_id.upper()) conn = None if environment_uri: conn = Connection(conn_id=conn_id, uri=environment_uri) else: conn = random.choice(cls.get_connections(conn_id)) if conn.host: logging.info("Using connection to: " + conn.host) return conn @classmethod def get_hook(cls, conn_id): connection = cls.get_connection(conn_id) return connection.get_hook() def get_conn(self): raise NotImplementedError() def get_records(self, sql): raise NotImplementedError() def get_pandas_df(self, sql): raise NotImplementedError() def run(self, sql): raise NotImplementedError()
apache-2.0
ssh0/growing-string
triangular_lattice/mass.py
1
3095
#!/usr/bin/env python # -*- coding:utf-8 -*- # # written by Shotaro Fujimoto # 2017-01-21 import numpy as np import random import matplotlib.pyplot as plt from tqdm import tqdm import argparse from growing_string import Main from optimize import Optimize_powerlaw import save_data def mass_for_beta_one(beta, frames_list, N_r=100, num_of_strings=100): frames = np.max(frames_list) center_sample = int(np.min(frames_list) / 2) L = (frames + 1) * 2 def calc_mass_in_r(self, i, s): N = len(s.vec) + 1 if N - 3 not in frames_list: return None pos = list(s.pos.T) x, y = self.lattice_X[pos], self.lattice_Y[pos] X, Y = np.average(x), np.average(y) R = np.sqrt(np.sum((x - X) ** 2 + (y - Y) ** 2) / float(N)) dist = np.sqrt((x - X) ** 2 + (y - Y) ** 2) r = np.logspace(1, np.log2(max(dist)), num=N_r, base=2.) centers_index = sorted(random.sample(range(N), center_sample)) M = [] for _r in r: res = [] for c in centers_index: index_x, index_y = s.pos[c] dist = np.sqrt((x - self.lattice_X[index_x, index_y]) ** 2 + (y - self.lattice_Y[index_x, index_y]) ** 2) res.append(len(np.where(dist < _r)[0])) M.append(np.average(res)) return np.array([r, M]).T main = Main(Lx=L, Ly=L, plot=False, frames=frames, beta=beta, strings=[{'id': 1, 'x': L/4, 'y': L/2, 'vec': [0, 4]}], post_function=calc_mass_in_r) _M = np.array([m for m in main.post_func_res if m is not None]) Ms = {frames_list[i]: _M[i] for i in range(len(frames_list))} for s in tqdm(range(num_of_strings - 1)): main = Main(Lx=L, Ly=L, plot=False, frames=frames, beta=beta, strings=[{'id': 1, 'x': L/4, 'y': L/2, 'vec': [0, 4]}], post_function=calc_mass_in_r) _M = np.array([m for m in main.post_func_res if m is not None]) # print _M.shape for i, frames in enumerate(frames_list): Ms[frames] = np.vstack((Ms[frames], _M[i])) for frames in frames_list: r, M = Ms[frames].T sorted_index = np.argsort(r) r, M = r[sorted_index], M[sorted_index] save_data.save("./results/data/mass_in_r/beta=%2.2f_frames=%d_" % (beta, frames), num_of_strings=num_of_strings, N_r=N_r, beta=beta, L=L, frames=frames, r=r, M=M) if __name__ == '__main__': # frames_list = np.linspace(200, 600, num=3, dtype=np.int) frames_list = np.linspace(200, 2000, num=10, dtype=np.int) parser = argparse.ArgumentParser() parser.add_argument('beta', type=float, nargs=1, help='parameter beta') args = parser.parse_args() beta = args.beta[0] # beta = 0. # mass_for_beta_one(beta, frames_list, N_r=4, num_of_strings=3) mass_for_beta_one(beta, frames_list, N_r=100, num_of_strings=100)
mit
hitszxp/scikit-learn
sklearn/linear_model/omp.py
6
29556
"""Orthogonal matching pursuit algorithms """ # Author: Vlad Niculae # # License: BSD 3 clause import warnings from distutils.version import LooseVersion import numpy as np from scipy import linalg from scipy.linalg.lapack import get_lapack_funcs from .base import LinearModel, _pre_fit from ..base import RegressorMixin from ..utils import as_float_array, check_array, check_X_y from ..cross_validation import _check_cv as check_cv from ..externals.joblib import Parallel, delayed import scipy solve_triangular_args = {} if LooseVersion(scipy.__version__) >= LooseVersion('0.12'): solve_triangular_args = {'check_finite': False} premature = """ Orthogonal matching pursuit ended prematurely due to linear dependence in the dictionary. The requested precision might not have been met. """ def _cholesky_omp(X, y, n_nonzero_coefs, tol=None, copy_X=True, return_path=False): """Orthogonal Matching Pursuit step using the Cholesky decomposition. Parameters ---------- X : array, shape (n_samples, n_features) Input dictionary. Columns are assumed to have unit norm. y : array, shape (n_samples,) Input targets n_nonzero_coefs : int Targeted number of non-zero elements tol : float Targeted squared error, if not None overrides n_nonzero_coefs. copy_X : bool, optional Whether the design matrix X must be copied by the algorithm. A false value is only helpful if X is already Fortran-ordered, otherwise a copy is made anyway. return_path : bool, optional. Default: False Whether to return every value of the nonzero coefficients along the forward path. Useful for cross-validation. Returns ------- gamma : array, shape (n_nonzero_coefs,) Non-zero elements of the solution idx : array, shape (n_nonzero_coefs,) Indices of the positions of the elements in gamma within the solution vector coef : array, shape (n_features, n_nonzero_coefs) The first k values of column k correspond to the coefficient value for the active features at that step. The lower left triangle contains garbage. Only returned if ``return_path=True``. n_active : int Number of active features at convergence. """ if copy_X: X = X.copy('F') else: # even if we are allowed to overwrite, still copy it if bad order X = np.asfortranarray(X) min_float = np.finfo(X.dtype).eps nrm2, swap = linalg.get_blas_funcs(('nrm2', 'swap'), (X,)) potrs, = get_lapack_funcs(('potrs',), (X,)) alpha = np.dot(X.T, y) residual = y gamma = np.empty(0) n_active = 0 indices = np.arange(X.shape[1]) # keeping track of swapping max_features = X.shape[1] if tol is not None else n_nonzero_coefs L = np.empty((max_features, max_features), dtype=X.dtype) L[0, 0] = 1. if return_path: coefs = np.empty_like(L) while True: lam = np.argmax(np.abs(np.dot(X.T, residual))) if lam < n_active or alpha[lam] ** 2 < min_float: # atom already selected or inner product too small warnings.warn(premature, RuntimeWarning, stacklevel=2) break if n_active > 0: # Updates the Cholesky decomposition of X' X L[n_active, :n_active] = np.dot(X[:, :n_active].T, X[:, lam]) linalg.solve_triangular(L[:n_active, :n_active], L[n_active, :n_active], trans=0, lower=1, overwrite_b=True, **solve_triangular_args) v = nrm2(L[n_active, :n_active]) ** 2 if 1 - v <= min_float: # selected atoms are dependent warnings.warn(premature, RuntimeWarning, stacklevel=2) break L[n_active, n_active] = np.sqrt(1 - v) X.T[n_active], X.T[lam] = swap(X.T[n_active], X.T[lam]) alpha[n_active], alpha[lam] = alpha[lam], alpha[n_active] indices[n_active], indices[lam] = indices[lam], indices[n_active] n_active += 1 # solves LL'x = y as a composition of two triangular systems gamma, _ = potrs(L[:n_active, :n_active], alpha[:n_active], lower=True, overwrite_b=False) if return_path: coefs[:n_active, n_active - 1] = gamma residual = y - np.dot(X[:, :n_active], gamma) if tol is not None and nrm2(residual) ** 2 <= tol: break elif n_active == max_features: break if return_path: return gamma, indices[:n_active], coefs[:, :n_active], n_active else: return gamma, indices[:n_active], n_active def _gram_omp(Gram, Xy, n_nonzero_coefs, tol_0=None, tol=None, copy_Gram=True, copy_Xy=True, return_path=False): """Orthogonal Matching Pursuit step on a precomputed Gram matrix. This function uses the the Cholesky decomposition method. Parameters ---------- Gram : array, shape (n_features, n_features) Gram matrix of the input data matrix Xy : array, shape (n_features,) Input targets n_nonzero_coefs : int Targeted number of non-zero elements tol_0 : float Squared norm of y, required if tol is not None. tol : float Targeted squared error, if not None overrides n_nonzero_coefs. copy_Gram : bool, optional Whether the gram matrix must be copied by the algorithm. A false value is only helpful if it is already Fortran-ordered, otherwise a copy is made anyway. copy_Xy : bool, optional Whether the covariance vector Xy must be copied by the algorithm. If False, it may be overwritten. return_path : bool, optional. Default: False Whether to return every value of the nonzero coefficients along the forward path. Useful for cross-validation. Returns ------- gamma : array, shape (n_nonzero_coefs,) Non-zero elements of the solution idx : array, shape (n_nonzero_coefs,) Indices of the positions of the elements in gamma within the solution vector coefs : array, shape (n_features, n_nonzero_coefs) The first k values of column k correspond to the coefficient value for the active features at that step. The lower left triangle contains garbage. Only returned if ``return_path=True``. n_active : int Number of active features at convergence. """ Gram = Gram.copy('F') if copy_Gram else np.asfortranarray(Gram) if copy_Xy: Xy = Xy.copy() min_float = np.finfo(Gram.dtype).eps nrm2, swap = linalg.get_blas_funcs(('nrm2', 'swap'), (Gram,)) potrs, = get_lapack_funcs(('potrs',), (Gram,)) indices = np.arange(len(Gram)) # keeping track of swapping alpha = Xy tol_curr = tol_0 delta = 0 gamma = np.empty(0) n_active = 0 max_features = len(Gram) if tol is not None else n_nonzero_coefs L = np.empty((max_features, max_features), dtype=Gram.dtype) L[0, 0] = 1. if return_path: coefs = np.empty_like(L) while True: lam = np.argmax(np.abs(alpha)) if lam < n_active or alpha[lam] ** 2 < min_float: # selected same atom twice, or inner product too small warnings.warn(premature, RuntimeWarning, stacklevel=3) break if n_active > 0: L[n_active, :n_active] = Gram[lam, :n_active] linalg.solve_triangular(L[:n_active, :n_active], L[n_active, :n_active], trans=0, lower=1, overwrite_b=True, **solve_triangular_args) v = nrm2(L[n_active, :n_active]) ** 2 if 1 - v <= min_float: # selected atoms are dependent warnings.warn(premature, RuntimeWarning, stacklevel=3) break L[n_active, n_active] = np.sqrt(1 - v) Gram[n_active], Gram[lam] = swap(Gram[n_active], Gram[lam]) Gram.T[n_active], Gram.T[lam] = swap(Gram.T[n_active], Gram.T[lam]) indices[n_active], indices[lam] = indices[lam], indices[n_active] Xy[n_active], Xy[lam] = Xy[lam], Xy[n_active] n_active += 1 # solves LL'x = y as a composition of two triangular systems gamma, _ = potrs(L[:n_active, :n_active], Xy[:n_active], lower=True, overwrite_b=False) if return_path: coefs[:n_active, n_active - 1] = gamma beta = np.dot(Gram[:, :n_active], gamma) alpha = Xy - beta if tol is not None: tol_curr += delta delta = np.inner(gamma, beta[:n_active]) tol_curr -= delta if abs(tol_curr) <= tol: break elif n_active == max_features: break if return_path: return gamma, indices[:n_active], coefs[:, :n_active], n_active else: return gamma, indices[:n_active], n_active def orthogonal_mp(X, y, n_nonzero_coefs=None, tol=None, precompute=False, copy_X=True, return_path=False, return_n_iter=False): """Orthogonal Matching Pursuit (OMP) Solves n_targets Orthogonal Matching Pursuit problems. An instance of the problem has the form: When parametrized by the number of non-zero coefficients using `n_nonzero_coefs`: argmin ||y - X\gamma||^2 subject to ||\gamma||_0 <= n_{nonzero coefs} When parametrized by error using the parameter `tol`: argmin ||\gamma||_0 subject to ||y - X\gamma||^2 <= tol Parameters ---------- X : array, shape (n_samples, n_features) Input data. Columns are assumed to have unit norm. y : array, shape (n_samples,) or (n_samples, n_targets) Input targets n_nonzero_coefs : int Desired number of non-zero entries in the solution. If None (by default) this value is set to 10% of n_features. tol : float Maximum norm of the residual. If not None, overrides n_nonzero_coefs. precompute : {True, False, 'auto'}, Whether to perform precomputations. Improves performance when n_targets or n_samples is very large. copy_X : bool, optional Whether the design matrix X must be copied by the algorithm. A false value is only helpful if X is already Fortran-ordered, otherwise a copy is made anyway. return_path : bool, optional. Default: False Whether to return every value of the nonzero coefficients along the forward path. Useful for cross-validation. return_n_iter : bool, optional default False Whether or not to return the number of iterations. Returns ------- coef : array, shape (n_features,) or (n_features, n_targets) Coefficients of the OMP solution. If `return_path=True`, this contains the whole coefficient path. In this case its shape is (n_features, n_features) or (n_features, n_targets, n_features) and iterating over the last axis yields coefficients in increasing order of active features. n_iters : array-like or int Number of active features across every target. Returned only if `return_n_iter` is set to True. See also -------- OrthogonalMatchingPursuit orthogonal_mp_gram lars_path decomposition.sparse_encode Notes ----- Orthogonal matching pursuit was introduced in G. Mallat, Z. Zhang, Matching pursuits with time-frequency dictionaries, IEEE Transactions on Signal Processing, Vol. 41, No. 12. (December 1993), pp. 3397-3415. (http://blanche.polytechnique.fr/~mallat/papiers/MallatPursuit93.pdf) This implementation is based on Rubinstein, R., Zibulevsky, M. and Elad, M., Efficient Implementation of the K-SVD Algorithm using Batch Orthogonal Matching Pursuit Technical Report - CS Technion, April 2008. http://www.cs.technion.ac.il/~ronrubin/Publications/KSVD-OMP-v2.pdf """ X = check_array(X, order='F', copy=copy_X) copy_X = False if y.ndim == 1: y = y.reshape(-1, 1) y = check_array(y) if y.shape[1] > 1: # subsequent targets will be affected copy_X = True if n_nonzero_coefs is None and tol is None: # default for n_nonzero_coefs is 0.1 * n_features # but at least one. n_nonzero_coefs = max(int(0.1 * X.shape[1]), 1) if tol is not None and tol < 0: raise ValueError("Epsilon cannot be negative") if tol is None and n_nonzero_coefs <= 0: raise ValueError("The number of atoms must be positive") if tol is None and n_nonzero_coefs > X.shape[1]: raise ValueError("The number of atoms cannot be more than the number " "of features") if precompute == 'auto': precompute = X.shape[0] > X.shape[1] if precompute: G = np.dot(X.T, X) G = np.asfortranarray(G) Xy = np.dot(X.T, y) if tol is not None: norms_squared = np.sum((y ** 2), axis=0) else: norms_squared = None return orthogonal_mp_gram(G, Xy, n_nonzero_coefs, tol, norms_squared, copy_Gram=copy_X, copy_Xy=False, return_path=return_path) if return_path: coef = np.zeros((X.shape[1], y.shape[1], X.shape[1])) else: coef = np.zeros((X.shape[1], y.shape[1])) n_iters = [] for k in range(y.shape[1]): out = _cholesky_omp( X, y[:, k], n_nonzero_coefs, tol, copy_X=copy_X, return_path=return_path ) if return_path: _, idx, coefs, n_iter = out coef = coef[:, :, :len(idx)] for n_active, x in enumerate(coefs.T): coef[idx[:n_active + 1], k, n_active] = x[:n_active + 1] else: x, idx, n_iter = out coef[idx, k] = x n_iters.append(n_iter) if y.shape[1] == 1: n_iters = n_iters[0] if return_n_iter: return np.squeeze(coef), n_iters else: return np.squeeze(coef) def orthogonal_mp_gram(Gram, Xy, n_nonzero_coefs=None, tol=None, norms_squared=None, copy_Gram=True, copy_Xy=True, return_path=False, return_n_iter=False): """Gram Orthogonal Matching Pursuit (OMP) Solves n_targets Orthogonal Matching Pursuit problems using only the Gram matrix X.T * X and the product X.T * y. Parameters ---------- Gram : array, shape (n_features, n_features) Gram matrix of the input data: X.T * X Xy : array, shape (n_features,) or (n_features, n_targets) Input targets multiplied by X: X.T * y n_nonzero_coefs : int Desired number of non-zero entries in the solution. If None (by default) this value is set to 10% of n_features. tol : float Maximum norm of the residual. If not None, overrides n_nonzero_coefs. norms_squared : array-like, shape (n_targets,) Squared L2 norms of the lines of y. Required if tol is not None. copy_Gram : bool, optional Whether the gram matrix must be copied by the algorithm. A false value is only helpful if it is already Fortran-ordered, otherwise a copy is made anyway. copy_Xy : bool, optional Whether the covariance vector Xy must be copied by the algorithm. If False, it may be overwritten. return_path : bool, optional. Default: False Whether to return every value of the nonzero coefficients along the forward path. Useful for cross-validation. return_n_iter : bool, optional default False Whether or not to return the number of iterations. Returns ------- coef : array, shape (n_features,) or (n_features, n_targets) Coefficients of the OMP solution. If `return_path=True`, this contains the whole coefficient path. In this case its shape is (n_features, n_features) or (n_features, n_targets, n_features) and iterating over the last axis yields coefficients in increasing order of active features. n_iters : array-like or int Number of active features across every target. Returned only if `return_n_iter` is set to True. See also -------- OrthogonalMatchingPursuit orthogonal_mp lars_path decomposition.sparse_encode Notes ----- Orthogonal matching pursuit was introduced in G. Mallat, Z. Zhang, Matching pursuits with time-frequency dictionaries, IEEE Transactions on Signal Processing, Vol. 41, No. 12. (December 1993), pp. 3397-3415. (http://blanche.polytechnique.fr/~mallat/papiers/MallatPursuit93.pdf) This implementation is based on Rubinstein, R., Zibulevsky, M. and Elad, M., Efficient Implementation of the K-SVD Algorithm using Batch Orthogonal Matching Pursuit Technical Report - CS Technion, April 2008. http://www.cs.technion.ac.il/~ronrubin/Publications/KSVD-OMP-v2.pdf """ Gram = check_array(Gram, order='F', copy=copy_Gram) Xy = np.asarray(Xy) if Xy.ndim > 1 and Xy.shape[1] > 1: # or subsequent target will be affected copy_Gram = True if Xy.ndim == 1: Xy = Xy[:, np.newaxis] if tol is not None: norms_squared = [norms_squared] if n_nonzero_coefs is None and tol is None: n_nonzero_coefs = int(0.1 * len(Gram)) if tol is not None and norms_squared is None: raise ValueError('Gram OMP needs the precomputed norms in order ' 'to evaluate the error sum of squares.') if tol is not None and tol < 0: raise ValueError("Epsilon cannot be negative") if tol is None and n_nonzero_coefs <= 0: raise ValueError("The number of atoms must be positive") if tol is None and n_nonzero_coefs > len(Gram): raise ValueError("The number of atoms cannot be more than the number " "of features") if return_path: coef = np.zeros((len(Gram), Xy.shape[1], len(Gram))) else: coef = np.zeros((len(Gram), Xy.shape[1])) n_iters = [] for k in range(Xy.shape[1]): out = _gram_omp( Gram, Xy[:, k], n_nonzero_coefs, norms_squared[k] if tol is not None else None, tol, copy_Gram=copy_Gram, copy_Xy=copy_Xy, return_path=return_path ) if return_path: _, idx, coefs, n_iter = out coef = coef[:, :, :len(idx)] for n_active, x in enumerate(coefs.T): coef[idx[:n_active + 1], k, n_active] = x[:n_active + 1] else: x, idx, n_iter = out coef[idx, k] = x n_iters.append(n_iter) if Xy.shape[1] == 1: n_iters = n_iters[0] if return_n_iter: return np.squeeze(coef), n_iters else: return np.squeeze(coef) class OrthogonalMatchingPursuit(LinearModel, RegressorMixin): """Orthogonal Mathching Pursuit model (OMP) Parameters ---------- n_nonzero_coefs : int, optional Desired number of non-zero entries in the solution. If None (by default) this value is set to 10% of n_features. tol : float, optional Maximum norm of the residual. If not None, overrides n_nonzero_coefs. fit_intercept : boolean, optional whether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (e.g. data is expected to be already centered). normalize : boolean, optional If False, the regressors X are assumed to be already normalized. precompute : {True, False, 'auto'}, default 'auto' Whether to use a precomputed Gram and Xy matrix to speed up calculations. Improves performance when `n_targets` or `n_samples` is very large. Note that if you already have such matrices, you can pass them directly to the fit method. Attributes ---------- coef_ : array, shape (n_features,) or (n_features, n_targets) parameter vector (w in the formula) intercept_ : float or array, shape (n_targets,) independent term in decision function. n_iter_ : int or array-like Number of active features across every target. Notes ----- Orthogonal matching pursuit was introduced in G. Mallat, Z. Zhang, Matching pursuits with time-frequency dictionaries, IEEE Transactions on Signal Processing, Vol. 41, No. 12. (December 1993), pp. 3397-3415. (http://blanche.polytechnique.fr/~mallat/papiers/MallatPursuit93.pdf) This implementation is based on Rubinstein, R., Zibulevsky, M. and Elad, M., Efficient Implementation of the K-SVD Algorithm using Batch Orthogonal Matching Pursuit Technical Report - CS Technion, April 2008. http://www.cs.technion.ac.il/~ronrubin/Publications/KSVD-OMP-v2.pdf See also -------- orthogonal_mp orthogonal_mp_gram lars_path Lars LassoLars decomposition.sparse_encode """ def __init__(self, n_nonzero_coefs=None, tol=None, fit_intercept=True, normalize=True, precompute='auto'): self.n_nonzero_coefs = n_nonzero_coefs self.tol = tol self.fit_intercept = fit_intercept self.normalize = normalize self.precompute = precompute def fit(self, X, y): """Fit the model using X, y as training data. Parameters ---------- X : array-like, shape (n_samples, n_features) Training data. y : array-like, shape (n_samples,) or (n_samples, n_targets) Target values. Returns ------- self : object returns an instance of self. """ X = check_array(X) y = np.asarray(y) n_features = X.shape[1] X, y, X_mean, y_mean, X_std, Gram, Xy = \ _pre_fit(X, y, None, self.precompute, self.normalize, self.fit_intercept, copy=True) if y.ndim == 1: y = y[:, np.newaxis] if self.n_nonzero_coefs is None and self.tol is None: # default for n_nonzero_coefs is 0.1 * n_features # but at least one. self.n_nonzero_coefs_ = max(int(0.1 * n_features), 1) else: self.n_nonzero_coefs_ = self.n_nonzero_coefs if Gram is False: coef_, self.n_iter_ = orthogonal_mp( X, y, self.n_nonzero_coefs_, self.tol, precompute=False, copy_X=True, return_n_iter=True) else: norms_sq = np.sum(y ** 2, axis=0) if self.tol is not None else None coef_, self.n_iter_ = orthogonal_mp_gram( Gram, Xy=Xy, n_nonzero_coefs=self.n_nonzero_coefs_, tol=self.tol, norms_squared=norms_sq, copy_Gram=True, copy_Xy=True, return_n_iter=True) self.coef_ = coef_.T self._set_intercept(X_mean, y_mean, X_std) return self def _omp_path_residues(X_train, y_train, X_test, y_test, copy=True, fit_intercept=True, normalize=True, max_iter=100): """Compute the residues on left-out data for a full LARS path Parameters ----------- X_train : array, shape (n_samples, n_features) The data to fit the LARS on y_train : array, shape (n_samples) The target variable to fit LARS on X_test : array, shape (n_samples, n_features) The data to compute the residues on y_test : array, shape (n_samples) The target variable to compute the residues on copy : boolean, optional Whether X_train, X_test, y_train and y_test should be copied. If False, they may be overwritten. fit_intercept : boolean whether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (e.g. data is expected to be already centered). normalize : boolean, optional, default False If True, the regressors X will be normalized before regression. max_iter : integer, optional Maximum numbers of iterations to perform, therefore maximum features to include. 100 by default. Returns ------- residues: array, shape (n_samples, max_features) Residues of the prediction on the test data """ if copy: X_train = X_train.copy() y_train = y_train.copy() X_test = X_test.copy() y_test = y_test.copy() if fit_intercept: X_mean = X_train.mean(axis=0) X_train -= X_mean X_test -= X_mean y_mean = y_train.mean(axis=0) y_train = as_float_array(y_train, copy=False) y_train -= y_mean y_test = as_float_array(y_test, copy=False) y_test -= y_mean if normalize: norms = np.sqrt(np.sum(X_train ** 2, axis=0)) nonzeros = np.flatnonzero(norms) X_train[:, nonzeros] /= norms[nonzeros] coefs = orthogonal_mp(X_train, y_train, n_nonzero_coefs=max_iter, tol=None, precompute=False, copy_X=False, return_path=True) if coefs.ndim == 1: coefs = coefs[:, np.newaxis] if normalize: coefs[nonzeros] /= norms[nonzeros][:, np.newaxis] return np.dot(coefs.T, X_test.T) - y_test class OrthogonalMatchingPursuitCV(LinearModel, RegressorMixin): """Cross-validated Orthogonal Mathching Pursuit model (OMP) Parameters ---------- copy : bool, optional Whether the design matrix X must be copied by the algorithm. A false value is only helpful if X is already Fortran-ordered, otherwise a copy is made anyway. fit_intercept : boolean, optional whether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (e.g. data is expected to be already centered). normalize : boolean, optional If False, the regressors X are assumed to be already normalized. max_iter : integer, optional Maximum numbers of iterations to perform, therefore maximum features to include. 10% of ``n_features`` but at least 5 if available. cv : cross-validation generator, optional see :mod:`sklearn.cross_validation`. If ``None`` is passed, default to a 5-fold strategy n_jobs : integer, optional Number of CPUs to use during the cross validation. If ``-1``, use all the CPUs verbose : boolean or integer, optional Sets the verbosity amount Attributes ---------- intercept_ : float or array, shape (n_targets,) Independent term in decision function. coef_ : array, shape (n_features,) or (n_features, n_targets) Parameter vector (w in the problem formulation). n_nonzero_coefs_ : int Estimated number of non-zero coefficients giving the best mean squared error over the cross-validation folds. n_iter_ : int or array-like Number of active features across every target for the model refit with the best hyperparameters got by cross-validating across all folds. See also -------- orthogonal_mp orthogonal_mp_gram lars_path Lars LassoLars OrthogonalMatchingPursuit LarsCV LassoLarsCV decomposition.sparse_encode """ def __init__(self, copy=True, fit_intercept=True, normalize=True, max_iter=None, cv=None, n_jobs=1, verbose=False): self.copy = copy self.fit_intercept = fit_intercept self.normalize = normalize self.max_iter = max_iter self.cv = cv self.n_jobs = n_jobs self.verbose = verbose def fit(self, X, y): """Fit the model using X, y as training data. Parameters ---------- X : array-like, shape [n_samples, n_features] Training data. y : array-like, shape [n_samples] Target values. Returns ------- self : object returns an instance of self. """ X, y = check_X_y(X, y) cv = check_cv(self.cv, X, y, classifier=False) max_iter = (min(max(int(0.1 * X.shape[1]), 5), X.shape[1]) if not self.max_iter else self.max_iter) cv_paths = Parallel(n_jobs=self.n_jobs, verbose=self.verbose)( delayed(_omp_path_residues)( X[train], y[train], X[test], y[test], self.copy, self.fit_intercept, self.normalize, max_iter) for train, test in cv) min_early_stop = min(fold.shape[0] for fold in cv_paths) mse_folds = np.array([(fold[:min_early_stop] ** 2).mean(axis=1) for fold in cv_paths]) best_n_nonzero_coefs = np.argmin(mse_folds.mean(axis=0)) + 1 self.n_nonzero_coefs_ = best_n_nonzero_coefs omp = OrthogonalMatchingPursuit(n_nonzero_coefs=best_n_nonzero_coefs, fit_intercept=self.fit_intercept, normalize=self.normalize) omp.fit(X, y) self.coef_ = omp.coef_ self.intercept_ = omp.intercept_ self.n_iter_ = omp.n_iter_ return self
bsd-3-clause
kwailamchan/programming-languages
python/stock_insights/explorer/date_tables.py
3
1074
import pandas as pd def first_date_table(data, date_col, subset_col, outfile): """Output a csv table by keeping the records of the first date only inputs: - data: it must be pandas.Dataframe() - date_col: the column of the Date, i.e. ['Date'] - subset_col: the column of the subset/ID, i.e. 'Name' - outfile: the path of the csv table, i.e. "./first_dates.csv" """ first_dates = data.sort_values(by=date_col).drop_duplicates(subset=subset_col, keep='first') first_dates.to_csv(outfile) def last_date_table(data, date_col, subset_col, outfile): """Output a csv table by keeping the records of the first date only inputs: - data: it must be pandas.Dataframe() - date_col: the column of the Date, i.e. ['Date'] - subset_col: the column of the subset/ID, i.e. 'Name' - outfile: the path of the csv table, i.e. "./last_dates.csv" """ last_dates = data.sort_values(by=date_col).drop_duplicates(subset=subset_col, keep='last') last_dates.to_csv(outfile)
mit
weinbe58/QuSpin
docs/downloads/51839bd4f6d13d9b99c7584c13625513/example9.py
3
5112
from __future__ import print_function, division import sys,os # line 4 and line 5 below are for development purposes and can be removed qspin_path = os.path.join(os.getcwd(),"../../") sys.path.insert(0,qspin_path) ##################################################################### # example 9 # # In this script we demonstrate how to use QuSpin's # # general basis class to construct user-defined symmetry sectors. # # We study thermalisation in the 2D transverse-field Ising model # # with periodic boundary conditions. # ##################################################################### from quspin.operators import hamiltonian, exp_op # operators from quspin.basis import spin_basis_1d, spin_basis_general # spin basis constructor from quspin.tools.measurements import obs_vs_time # calculating dynamics from quspin.tools.Floquet import Floquet_t_vec # period-spaced time vector import numpy as np # general math functions import matplotlib.pyplot as plt # plotting library # ###### define model parameters ###### L_1d = 16 # length of chain for spin 1/2 Lx, Ly = 4, 4 # linear dimension of spin 1 2d lattice N_2d = Lx*Ly # number of sites for spin 1 Omega = 2.0 # drive frequency A = 2.0 # drive amplitude # ###### setting up user-defined symmetry transformations for 2d lattice ###### s = np.arange(N_2d) # sites [0,1,2,....] x = s%Lx # x positions for sites y = s//Lx # y positions for sites T_x = (x+1)%Lx + Lx*y # translation along x-direction T_y = x +Lx*((y+1)%Ly) # translation along y-direction P_x = x + Lx*(Ly-y-1) # reflection about x-axis P_y = (Lx-x-1) + Lx*y # reflection about y-axis Z = -(s+1) # spin inversion # ###### setting up bases ###### basis_1d = spin_basis_1d(L_1d,kblock=0,pblock=1,zblock=1) # 1d - basis basis_2d = spin_basis_general(N_2d,kxblock=(T_x,0),kyblock=(T_y,0), pxblock=(P_x,0),pyblock=(P_y,0),zblock=(Z,0)) # 2d - basis # print information about the basis print("Size of 1D H-space: {Ns:d}".format(Ns=basis_1d.Ns)) print("Size of 2D H-space: {Ns:d}".format(Ns=basis_2d.Ns)) # ###### setting up operators in hamiltonian ###### # setting up site-coupling lists Jzz_1d=[[-1.0,i,(i+1)%L_1d] for i in range(L_1d)] hx_1d =[[-1.0,i] for i in range(L_1d)] # Jzz_2d=[[-1.0,i,T_x[i]] for i in range(N_2d)]+[[-1.0,i,T_y[i]] for i in range(N_2d)] hx_2d =[[-1.0,i] for i in range(N_2d)] # setting up hamiltonians # 1d Hzz_1d=hamiltonian([["zz",Jzz_1d]],[],basis=basis_1d,dtype=np.float64) Hx_1d =hamiltonian([["x",hx_1d]],[],basis=basis_1d,dtype=np.float64) # 2d Hzz_2d=hamiltonian([["zz",Jzz_2d]],[],basis=basis_2d,dtype=np.float64) Hx_2d =hamiltonian([["x",hx_2d]],[],basis=basis_2d,dtype=np.float64) # ###### calculate initial states ###### # calculating bandwidth for non-driven hamiltonian [E_1d_min],psi_1d = Hzz_1d.eigsh(k=1,which="SA") [E_2d_min],psi_2d = Hzz_2d.eigsh(k=1,which="SA") # setting up initial states psi0_1d = psi_1d.ravel() psi0_2d = psi_2d.ravel() # ###### time evolution ###### # stroboscopic time vector nT = 200 # number of periods to evolve to t=Floquet_t_vec(Omega,nT,len_T=1) # t.vals=t, t.i=initial time, t.T=drive period # creating generators of time evolution using exp_op class U1_1d = exp_op(Hzz_1d+A*Hx_1d,a=-1j*t.T/4) U2_1d = exp_op(Hzz_1d-A*Hx_1d,a=-1j*t.T/2) U1_2d = exp_op(Hzz_2d+A*Hx_2d,a=-1j*t.T/4) U2_2d = exp_op(Hzz_2d-A*Hx_2d,a=-1j*t.T/2) # user-defined generator for stroboscopic dynamics def evolve_gen(psi0,nT,*U_list): yield psi0 for i in range(nT): # loop over number of periods for U in U_list: # loop over unitaries psi0 = U.dot(psi0) yield psi0 # get generator objects for time-evolved states psi_1d_t = evolve_gen(psi0_1d,nT,U1_1d,U2_1d,U1_1d) psi_2d_t = evolve_gen(psi0_2d,nT,U1_2d,U2_2d,U1_2d) # ###### compute expectation values of observables ###### # measure Hzz as a function of time Obs_1d_t = obs_vs_time(psi_1d_t,t.vals,dict(E=Hzz_1d),return_state=True) Obs_2d_t = obs_vs_time(psi_2d_t,t.vals,dict(E=Hzz_2d),return_state=True) # calculating the entanglement entropy density Sent_time_1d = basis_1d.ent_entropy(Obs_1d_t["psi_t"],sub_sys_A=range(L_1d//2))["Sent_A"] Sent_time_2d = basis_2d.ent_entropy(Obs_2d_t["psi_t"],sub_sys_A=range(N_2d//2))["Sent_A"] # calculate entanglement entropy density s_p_1d = np.log(2)-2.0**(-L_1d//2)/L_1d s_p_2d = np.log(2)-2.0**(-N_2d//2)/N_2d # ###### plotting results ###### plt.plot(t.strobo.inds,(Obs_1d_t["E"]-E_1d_min)/(-E_1d_min),marker='.',markersize=5,label="$S=1/2$") plt.plot(t.strobo.inds,(Obs_2d_t["E"]-E_2d_min)/(-E_2d_min),marker='.',markersize=5,label="$S=1$") plt.grid() plt.ylabel("$Q(t)$",fontsize=20) plt.xlabel("$t/T$",fontsize=20) plt.savefig("TFIM_Q.pdf") plt.figure() plt.plot(t.strobo.inds,Sent_time_1d/s_p_1d,marker='.',markersize=5,label="$1d$") plt.plot(t.strobo.inds,Sent_time_2d/s_p_2d,marker='.',markersize=5,label="$2d$") plt.grid() plt.ylabel("$s_{\mathrm{ent}}(t)/s_\mathrm{Page}$",fontsize=20) plt.xlabel("$t/T$",fontsize=20) plt.legend(loc=0,fontsize=16) plt.tight_layout() plt.savefig("TFIM_S.pdf") #plt.show() plt.close()
bsd-3-clause
mm14kwn/2015-12-14-Portsmouth-students
ScientificPython/L03-matplotlib/Exercise/solutions/customised_subplots.py
2
3008
#!/usr/bin/env python # # Demonstration of customised plotting on multiple subplots # # This script plots a column of 3 plots, a pie chart and 2 # vertically stacked histograms # # ARCHER, 2015 # Uncomment the following two lines to save an image # without needing an available display # import matplotlib # matplotlib.use("Agg") # import pyplot, numpy as usual import matplotlib.pyplot as plt import numpy as np ## Generate random data for the histograms # h1 = abs(np.random.randn(100)); # h2 = abs(np.random.randn(100)); ## Save data in files # np.savetxt('histogram1.dat',h1); # np.savetxt('histogram2.dat',h2); # Create subplot grid with handles for each subplot (fig, ax) = plt.subplots(3,1); # Adjust the figure size fig.set_size_inches(4,8); # Set the figure title with suptitle # Alternatively set the title of the topmost # plot: # plt.sca(ax[0]); plt.title('Customise subplots',loc='center'); # fig.suptitle('Customised subplots'); # Set the current plotting area to the topmost plot, plot 1 plt.sca(ax[0]); # Pie chart parameters pie_labels = 'A', 'B', 'C', 'D' pie_sizes = [15, 30, 45, 10] pie_colors = ['yellowgreen', 'gold', 'lightskyblue', 'lightcoral'] pie_radius = 1.1 # size of pie chart pie_angle = 90 # orientation of pie chart plt.axis('equal') # have both x, y axis equal # Plot the pie chart # The slices will be ordered and plotted counter-clockwise plt.pie(np.random.random(4), labels=pie_labels, colors=pie_colors, autopct='%1.1f%%', shadow=True, startangle=pie_angle, radius=pie_radius); # Load the histogram data h1 = np.loadtxt('histogram1.dat'); h2 = np.loadtxt('histogram2.dat'); # Set the number of bins bins = 50 # Set the current axis to the middle plot, plot 2 plt.sca(ax[1]); # Plot the histogram plt.hist(h1, bins, color='m',label='hist 1'); plt.ylabel('Plot 2 y-axis'); plt.legend(); # Set the x-axis tick marks plt.tick_params( axis='x', # changes apply to the x-axis which='both', # both major and minor ticks are affected bottom='on', # ticks along the bottom edge are off top='on', # ticks along the top edge are off labelbottom='off') # ticks labels along the bottom are off # Set the y-axis ticks so that values will not # overlap with y-axis of bottom plot yt2=[2,4,6,8]; yt2L=['2','4','6','8']; plt.yticks(yt2, yt2L); # Set the current axis to the bottom plot, plot 3 plt.sca(ax[2]); plt.hist(h2, bins, color='g', label='hist 2'); plt.ylabel('Plot 3 y-axis'); plt.xlabel('Plot 3 x-axis'); plt.legend(); # Set the y-axis tick marks, adjusting for any overlap # with plot 2 yt3=[0,2,4,6,8]; yt3L=['0','2','4','6','8']; plt.yticks(yt3, yt3L); # Want tick marks on the x-axis of the bottom plot xt3=np.arange(0,4); xt3L=['0.','1.','2.','3.']; # Finally remove (though not completely) the space between the # two histograms so they appear to share the x-axis plt.subplots_adjust(hspace=0.001); # Save figure as a PNG image plt.savefig('customised_subplots.png') ## Show figure # plt.show()
gpl-2.0
18padx08/PPTex
PPTexEnv_x86_64/lib/python2.7/site-packages/sympy/external/importtools.py
85
7294
"""Tools to assist importing optional external modules.""" from __future__ import print_function, division import sys # Override these in the module to change the default warning behavior. # For example, you might set both to False before running the tests so that # warnings are not printed to the console, or set both to True for debugging. WARN_NOT_INSTALLED = None # Default is False WARN_OLD_VERSION = None # Default is True def __sympy_debug(): # helper function from sympy/__init__.py # We don't just import SYMPY_DEBUG from that file because we don't want to # import all of sympy just to use this module. import os debug_str = os.getenv('SYMPY_DEBUG', 'False') if debug_str in ('True', 'False'): return eval(debug_str) else: raise RuntimeError("unrecognized value for SYMPY_DEBUG: %s" % debug_str) if __sympy_debug(): WARN_OLD_VERSION = True WARN_NOT_INSTALLED = True def import_module(module, min_module_version=None, min_python_version=None, warn_not_installed=None, warn_old_version=None, module_version_attr='__version__', module_version_attr_call_args=None, __import__kwargs={}, catch=()): """ Import and return a module if it is installed. If the module is not installed, it returns None. A minimum version for the module can be given as the keyword argument min_module_version. This should be comparable against the module version. By default, module.__version__ is used to get the module version. To override this, set the module_version_attr keyword argument. If the attribute of the module to get the version should be called (e.g., module.version()), then set module_version_attr_call_args to the args such that module.module_version_attr(*module_version_attr_call_args) returns the module's version. If the module version is less than min_module_version using the Python < comparison, None will be returned, even if the module is installed. You can use this to keep from importing an incompatible older version of a module. You can also specify a minimum Python version by using the min_python_version keyword argument. This should be comparable against sys.version_info. If the keyword argument warn_not_installed is set to True, the function will emit a UserWarning when the module is not installed. If the keyword argument warn_old_version is set to True, the function will emit a UserWarning when the library is installed, but cannot be imported because of the min_module_version or min_python_version options. Note that because of the way warnings are handled, a warning will be emitted for each module only once. You can change the default warning behavior by overriding the values of WARN_NOT_INSTALLED and WARN_OLD_VERSION in sympy.external.importtools. By default, WARN_NOT_INSTALLED is False and WARN_OLD_VERSION is True. This function uses __import__() to import the module. To pass additional options to __import__(), use the __import__kwargs keyword argument. For example, to import a submodule A.B, you must pass a nonempty fromlist option to __import__. See the docstring of __import__(). This catches ImportError to determine if the module is not installed. To catch additional errors, pass them as a tuple to the catch keyword argument. Examples ======== >>> from sympy.external import import_module >>> numpy = import_module('numpy') >>> numpy = import_module('numpy', min_python_version=(2, 7), ... warn_old_version=False) >>> numpy = import_module('numpy', min_module_version='1.5', ... warn_old_version=False) # numpy.__version__ is a string >>> # gmpy does not have __version__, but it does have gmpy.version() >>> gmpy = import_module('gmpy', min_module_version='1.14', ... module_version_attr='version', module_version_attr_call_args=(), ... warn_old_version=False) >>> # To import a submodule, you must pass a nonempty fromlist to >>> # __import__(). The values do not matter. >>> p3 = import_module('mpl_toolkits.mplot3d', ... __import__kwargs={'fromlist':['something']}) >>> # matplotlib.pyplot can raise RuntimeError when the display cannot be opened >>> matplotlib = import_module('matplotlib', ... __import__kwargs={'fromlist':['pyplot']}, catch=(RuntimeError,)) """ # keyword argument overrides default, and global variable overrides # keyword argument. warn_old_version = (WARN_OLD_VERSION if WARN_OLD_VERSION is not None else warn_old_version or True) warn_not_installed = (WARN_NOT_INSTALLED if WARN_NOT_INSTALLED is not None else warn_not_installed or False) import warnings # Check Python first so we don't waste time importing a module we can't use if min_python_version: if sys.version_info < min_python_version: if warn_old_version: warnings.warn("Python version is too old to use %s " "(%s or newer required)" % ( module, '.'.join(map(str, min_python_version))), UserWarning) return # PyPy 1.6 has rudimentary NumPy support and importing it produces errors, so skip it if module == 'numpy' and '__pypy__' in sys.builtin_module_names: return try: mod = __import__(module, **__import__kwargs) ## there's something funny about imports with matplotlib and py3k. doing ## from matplotlib import collections ## gives python's stdlib collections module. explicitly re-importing ## the module fixes this. from_list = __import__kwargs.get('fromlist', tuple()) for submod in from_list: if submod == 'collections' and mod.__name__ == 'matplotlib': __import__(module + '.' + submod) except ImportError: if warn_not_installed: warnings.warn("%s module is not installed" % module, UserWarning) return except catch as e: if warn_not_installed: warnings.warn( "%s module could not be used (%s)" % (module, repr(e))) return if min_module_version: modversion = getattr(mod, module_version_attr) if module_version_attr_call_args is not None: modversion = modversion(*module_version_attr_call_args) if modversion < min_module_version: if warn_old_version: # Attempt to create a pretty string version of the version if isinstance(min_module_version, basestring): verstr = min_module_version elif isinstance(min_module_version, (tuple, list)): verstr = '.'.join(map(str, min_module_version)) else: # Either don't know what this is. Hopefully # it's something that has a nice str version, like an int. verstr = str(min_module_version) warnings.warn("%s version is too old to use " "(%s or newer required)" % (module, verstr), UserWarning) return return mod
mit
jaidevd/scikit-learn
examples/manifold/plot_mds.py
88
2731
""" ========================= Multi-dimensional scaling ========================= An illustration of the metric and non-metric MDS on generated noisy data. The reconstructed points using the metric MDS and non metric MDS are slightly shifted to avoid overlapping. """ # Author: Nelle Varoquaux <[email protected]> # License: BSD print(__doc__) import numpy as np from matplotlib import pyplot as plt from matplotlib.collections import LineCollection from sklearn import manifold from sklearn.metrics import euclidean_distances from sklearn.decomposition import PCA n_samples = 20 seed = np.random.RandomState(seed=3) X_true = seed.randint(0, 20, 2 * n_samples).astype(np.float) X_true = X_true.reshape((n_samples, 2)) # Center the data X_true -= X_true.mean() similarities = euclidean_distances(X_true) # Add noise to the similarities noise = np.random.rand(n_samples, n_samples) noise = noise + noise.T noise[np.arange(noise.shape[0]), np.arange(noise.shape[0])] = 0 similarities += noise mds = manifold.MDS(n_components=2, max_iter=3000, eps=1e-9, random_state=seed, dissimilarity="precomputed", n_jobs=1) pos = mds.fit(similarities).embedding_ nmds = manifold.MDS(n_components=2, metric=False, max_iter=3000, eps=1e-12, dissimilarity="precomputed", random_state=seed, n_jobs=1, n_init=1) npos = nmds.fit_transform(similarities, init=pos) # Rescale the data pos *= np.sqrt((X_true ** 2).sum()) / np.sqrt((pos ** 2).sum()) npos *= np.sqrt((X_true ** 2).sum()) / np.sqrt((npos ** 2).sum()) # Rotate the data clf = PCA(n_components=2) X_true = clf.fit_transform(X_true) pos = clf.fit_transform(pos) npos = clf.fit_transform(npos) fig = plt.figure(1) ax = plt.axes([0., 0., 1., 1.]) s = 100 plt.scatter(X_true[:, 0], X_true[:, 1], color='navy', s=s, lw=0, label='True Position') plt.scatter(pos[:, 0], pos[:, 1], color='turquoise', s=s, lw=0, label='MDS') plt.scatter(npos[:, 0], npos[:, 1], color='darkorange', s=s, lw=0, label='NMDS') plt.legend(scatterpoints=1, loc='best', shadow=False) similarities = similarities.max() / similarities * 100 similarities[np.isinf(similarities)] = 0 # Plot the edges start_idx, end_idx = np.where(pos) # a sequence of (*line0*, *line1*, *line2*), where:: # linen = (x0, y0), (x1, y1), ... (xm, ym) segments = [[X_true[i, :], X_true[j, :]] for i in range(len(pos)) for j in range(len(pos))] values = np.abs(similarities) lc = LineCollection(segments, zorder=0, cmap=plt.cm.Blues, norm=plt.Normalize(0, values.max())) lc.set_array(similarities.flatten()) lc.set_linewidths(0.5 * np.ones(len(segments))) ax.add_collection(lc) plt.show()
bsd-3-clause
victor-prado/broker-manager
environment/lib/python3.5/site-packages/pandas/tseries/tests/test_timedeltas.py
7
78075
# pylint: disable-msg=E1101,W0612 from __future__ import division from datetime import timedelta, time import nose from distutils.version import LooseVersion import numpy as np import pandas as pd from pandas import (Index, Series, DataFrame, Timestamp, Timedelta, TimedeltaIndex, isnull, date_range, timedelta_range, Int64Index) from pandas.compat import range from pandas import compat, to_timedelta, tslib from pandas.tseries.timedeltas import _coerce_scalar_to_timedelta_type as ct from pandas.util.testing import (assert_series_equal, assert_frame_equal, assert_almost_equal, assert_index_equal) from pandas.tseries.offsets import Day, Second import pandas.util.testing as tm from numpy.random import randn from pandas import _np_version_under1p8 iNaT = tslib.iNaT class TestTimedeltas(tm.TestCase): _multiprocess_can_split_ = True def setUp(self): pass def test_get_loc_nat(self): tidx = TimedeltaIndex(['1 days 01:00:00', 'NaT', '2 days 01:00:00']) self.assertEqual(tidx.get_loc(pd.NaT), 1) self.assertEqual(tidx.get_loc(None), 1) self.assertEqual(tidx.get_loc(float('nan')), 1) self.assertEqual(tidx.get_loc(np.nan), 1) def test_contains(self): # Checking for any NaT-like objects # GH 13603 td = to_timedelta(range(5), unit='d') + pd.offsets.Hour(1) for v in [pd.NaT, None, float('nan'), np.nan]: self.assertFalse((v in td)) td = to_timedelta([pd.NaT]) for v in [pd.NaT, None, float('nan'), np.nan]: self.assertTrue((v in td)) def test_construction(self): expected = np.timedelta64(10, 'D').astype('m8[ns]').view('i8') self.assertEqual(Timedelta(10, unit='d').value, expected) self.assertEqual(Timedelta(10.0, unit='d').value, expected) self.assertEqual(Timedelta('10 days').value, expected) self.assertEqual(Timedelta(days=10).value, expected) self.assertEqual(Timedelta(days=10.0).value, expected) expected += np.timedelta64(10, 's').astype('m8[ns]').view('i8') self.assertEqual(Timedelta('10 days 00:00:10').value, expected) self.assertEqual(Timedelta(days=10, seconds=10).value, expected) self.assertEqual( Timedelta(days=10, milliseconds=10 * 1000).value, expected) self.assertEqual( Timedelta(days=10, microseconds=10 * 1000 * 1000).value, expected) # test construction with np dtypes # GH 8757 timedelta_kwargs = {'days': 'D', 'seconds': 's', 'microseconds': 'us', 'milliseconds': 'ms', 'minutes': 'm', 'hours': 'h', 'weeks': 'W'} npdtypes = [np.int64, np.int32, np.int16, np.float64, np.float32, np.float16] for npdtype in npdtypes: for pykwarg, npkwarg in timedelta_kwargs.items(): expected = np.timedelta64(1, npkwarg).astype('m8[ns]').view('i8') self.assertEqual( Timedelta(**{pykwarg: npdtype(1)}).value, expected) # rounding cases self.assertEqual(Timedelta(82739999850000).value, 82739999850000) self.assertTrue('0 days 22:58:59.999850' in str(Timedelta( 82739999850000))) self.assertEqual(Timedelta(123072001000000).value, 123072001000000) self.assertTrue('1 days 10:11:12.001' in str(Timedelta( 123072001000000))) # string conversion with/without leading zero # GH 9570 self.assertEqual(Timedelta('0:00:00'), timedelta(hours=0)) self.assertEqual(Timedelta('00:00:00'), timedelta(hours=0)) self.assertEqual(Timedelta('-1:00:00'), -timedelta(hours=1)) self.assertEqual(Timedelta('-01:00:00'), -timedelta(hours=1)) # more strings & abbrevs # GH 8190 self.assertEqual(Timedelta('1 h'), timedelta(hours=1)) self.assertEqual(Timedelta('1 hour'), timedelta(hours=1)) self.assertEqual(Timedelta('1 hr'), timedelta(hours=1)) self.assertEqual(Timedelta('1 hours'), timedelta(hours=1)) self.assertEqual(Timedelta('-1 hours'), -timedelta(hours=1)) self.assertEqual(Timedelta('1 m'), timedelta(minutes=1)) self.assertEqual(Timedelta('1.5 m'), timedelta(seconds=90)) self.assertEqual(Timedelta('1 minute'), timedelta(minutes=1)) self.assertEqual(Timedelta('1 minutes'), timedelta(minutes=1)) self.assertEqual(Timedelta('1 s'), timedelta(seconds=1)) self.assertEqual(Timedelta('1 second'), timedelta(seconds=1)) self.assertEqual(Timedelta('1 seconds'), timedelta(seconds=1)) self.assertEqual(Timedelta('1 ms'), timedelta(milliseconds=1)) self.assertEqual(Timedelta('1 milli'), timedelta(milliseconds=1)) self.assertEqual(Timedelta('1 millisecond'), timedelta(milliseconds=1)) self.assertEqual(Timedelta('1 us'), timedelta(microseconds=1)) self.assertEqual(Timedelta('1 micros'), timedelta(microseconds=1)) self.assertEqual(Timedelta('1 microsecond'), timedelta(microseconds=1)) self.assertEqual(Timedelta('1.5 microsecond'), Timedelta('00:00:00.000001500')) self.assertEqual(Timedelta('1 ns'), Timedelta('00:00:00.000000001')) self.assertEqual(Timedelta('1 nano'), Timedelta('00:00:00.000000001')) self.assertEqual(Timedelta('1 nanosecond'), Timedelta('00:00:00.000000001')) # combos self.assertEqual(Timedelta('10 days 1 hour'), timedelta(days=10, hours=1)) self.assertEqual(Timedelta('10 days 1 h'), timedelta(days=10, hours=1)) self.assertEqual(Timedelta('10 days 1 h 1m 1s'), timedelta( days=10, hours=1, minutes=1, seconds=1)) self.assertEqual(Timedelta('-10 days 1 h 1m 1s'), - timedelta(days=10, hours=1, minutes=1, seconds=1)) self.assertEqual(Timedelta('-10 days 1 h 1m 1s'), - timedelta(days=10, hours=1, minutes=1, seconds=1)) self.assertEqual(Timedelta('-10 days 1 h 1m 1s 3us'), - timedelta(days=10, hours=1, minutes=1, seconds=1, microseconds=3)) self.assertEqual(Timedelta('-10 days 1 h 1.5m 1s 3us'), - timedelta(days=10, hours=1, minutes=1, seconds=31, microseconds=3)) # currently invalid as it has a - on the hhmmdd part (only allowed on # the days) self.assertRaises(ValueError, lambda: Timedelta('-10 days -1 h 1.5m 1s 3us')) # only leading neg signs are allowed self.assertRaises(ValueError, lambda: Timedelta('10 days -1 h 1.5m 1s 3us')) # no units specified self.assertRaises(ValueError, lambda: Timedelta('3.1415')) # invalid construction tm.assertRaisesRegexp(ValueError, "cannot construct a Timedelta", lambda: Timedelta()) tm.assertRaisesRegexp(ValueError, "unit abbreviation w/o a number", lambda: Timedelta('foo')) tm.assertRaisesRegexp(ValueError, "cannot construct a Timedelta from the passed " "arguments, allowed keywords are ", lambda: Timedelta(day=10)) # roundtripping both for string and value for v in ['1s', '-1s', '1us', '-1us', '1 day', '-1 day', '-23:59:59.999999', '-1 days +23:59:59.999999', '-1ns', '1ns', '-23:59:59.999999999']: td = Timedelta(v) self.assertEqual(Timedelta(td.value), td) # str does not normally display nanos if not td.nanoseconds: self.assertEqual(Timedelta(str(td)), td) self.assertEqual(Timedelta(td._repr_base(format='all')), td) # floats expected = np.timedelta64( 10, 's').astype('m8[ns]').view('i8') + np.timedelta64( 500, 'ms').astype('m8[ns]').view('i8') self.assertEqual(Timedelta(10.5, unit='s').value, expected) # nat self.assertEqual(Timedelta('').value, iNaT) self.assertEqual(Timedelta('nat').value, iNaT) self.assertEqual(Timedelta('NAT').value, iNaT) self.assertEqual(Timedelta(None).value, iNaT) self.assertEqual(Timedelta(np.nan).value, iNaT) self.assertTrue(isnull(Timedelta('nat'))) # offset self.assertEqual(to_timedelta(pd.offsets.Hour(2)), Timedelta('0 days, 02:00:00')) self.assertEqual(Timedelta(pd.offsets.Hour(2)), Timedelta('0 days, 02:00:00')) self.assertEqual(Timedelta(pd.offsets.Second(2)), Timedelta('0 days, 00:00:02')) # unicode # GH 11995 expected = Timedelta('1H') result = pd.Timedelta(u'1H') self.assertEqual(result, expected) self.assertEqual(to_timedelta(pd.offsets.Hour(2)), Timedelta(u'0 days, 02:00:00')) self.assertRaises(ValueError, lambda: Timedelta(u'foo bar')) def test_round(self): t1 = Timedelta('1 days 02:34:56.789123456') t2 = Timedelta('-1 days 02:34:56.789123456') for (freq, s1, s2) in [('N', t1, t2), ('U', Timedelta('1 days 02:34:56.789123000'), Timedelta('-1 days 02:34:56.789123000')), ('L', Timedelta('1 days 02:34:56.789000000'), Timedelta('-1 days 02:34:56.789000000')), ('S', Timedelta('1 days 02:34:57'), Timedelta('-1 days 02:34:57')), ('2S', Timedelta('1 days 02:34:56'), Timedelta('-1 days 02:34:56')), ('5S', Timedelta('1 days 02:34:55'), Timedelta('-1 days 02:34:55')), ('T', Timedelta('1 days 02:35:00'), Timedelta('-1 days 02:35:00')), ('12T', Timedelta('1 days 02:36:00'), Timedelta('-1 days 02:36:00')), ('H', Timedelta('1 days 03:00:00'), Timedelta('-1 days 03:00:00')), ('d', Timedelta('1 days'), Timedelta('-1 days'))]: r1 = t1.round(freq) self.assertEqual(r1, s1) r2 = t2.round(freq) self.assertEqual(r2, s2) # invalid for freq in ['Y', 'M', 'foobar']: self.assertRaises(ValueError, lambda: t1.round(freq)) t1 = timedelta_range('1 days', periods=3, freq='1 min 2 s 3 us') t2 = -1 * t1 t1a = timedelta_range('1 days', periods=3, freq='1 min 2 s') t1c = pd.TimedeltaIndex([1, 1, 1], unit='D') # note that negative times round DOWN! so don't give whole numbers for (freq, s1, s2) in [('N', t1, t2), ('U', t1, t2), ('L', t1a, TimedeltaIndex(['-1 days +00:00:00', '-2 days +23:58:58', '-2 days +23:57:56'], dtype='timedelta64[ns]', freq=None) ), ('S', t1a, TimedeltaIndex(['-1 days +00:00:00', '-2 days +23:58:58', '-2 days +23:57:56'], dtype='timedelta64[ns]', freq=None) ), ('12T', t1c, TimedeltaIndex(['-1 days', '-1 days', '-1 days'], dtype='timedelta64[ns]', freq=None) ), ('H', t1c, TimedeltaIndex(['-1 days', '-1 days', '-1 days'], dtype='timedelta64[ns]', freq=None) ), ('d', t1c, pd.TimedeltaIndex([-1, -1, -1], unit='D') )]: r1 = t1.round(freq) tm.assert_index_equal(r1, s1) r2 = t2.round(freq) tm.assert_index_equal(r2, s2) # invalid for freq in ['Y', 'M', 'foobar']: self.assertRaises(ValueError, lambda: t1.round(freq)) def test_repr(self): self.assertEqual(repr(Timedelta(10, unit='d')), "Timedelta('10 days 00:00:00')") self.assertEqual(repr(Timedelta(10, unit='s')), "Timedelta('0 days 00:00:10')") self.assertEqual(repr(Timedelta(10, unit='ms')), "Timedelta('0 days 00:00:00.010000')") self.assertEqual(repr(Timedelta(-10, unit='ms')), "Timedelta('-1 days +23:59:59.990000')") def test_identity(self): td = Timedelta(10, unit='d') self.assertTrue(isinstance(td, Timedelta)) self.assertTrue(isinstance(td, timedelta)) def test_conversion(self): for td in [Timedelta(10, unit='d'), Timedelta('1 days, 10:11:12.012345')]: pydt = td.to_pytimedelta() self.assertTrue(td == Timedelta(pydt)) self.assertEqual(td, pydt) self.assertTrue(isinstance(pydt, timedelta) and not isinstance( pydt, Timedelta)) self.assertEqual(td, np.timedelta64(td.value, 'ns')) td64 = td.to_timedelta64() self.assertEqual(td64, np.timedelta64(td.value, 'ns')) self.assertEqual(td, td64) self.assertTrue(isinstance(td64, np.timedelta64)) # this is NOT equal and cannot be roundtriped (because of the nanos) td = Timedelta('1 days, 10:11:12.012345678') self.assertTrue(td != td.to_pytimedelta()) def test_ops(self): td = Timedelta(10, unit='d') self.assertEqual(-td, Timedelta(-10, unit='d')) self.assertEqual(+td, Timedelta(10, unit='d')) self.assertEqual(td - td, Timedelta(0, unit='ns')) self.assertTrue((td - pd.NaT) is pd.NaT) self.assertEqual(td + td, Timedelta(20, unit='d')) self.assertTrue((td + pd.NaT) is pd.NaT) self.assertEqual(td * 2, Timedelta(20, unit='d')) self.assertTrue((td * pd.NaT) is pd.NaT) self.assertEqual(td / 2, Timedelta(5, unit='d')) self.assertEqual(abs(td), td) self.assertEqual(abs(-td), td) self.assertEqual(td / td, 1) self.assertTrue((td / pd.NaT) is np.nan) # invert self.assertEqual(-td, Timedelta('-10d')) self.assertEqual(td * -1, Timedelta('-10d')) self.assertEqual(-1 * td, Timedelta('-10d')) self.assertEqual(abs(-td), Timedelta('10d')) # invalid self.assertRaises(TypeError, lambda: Timedelta(11, unit='d') // 2) # invalid multiply with another timedelta self.assertRaises(TypeError, lambda: td * td) # can't operate with integers self.assertRaises(TypeError, lambda: td + 2) self.assertRaises(TypeError, lambda: td - 2) def test_ops_offsets(self): td = Timedelta(10, unit='d') self.assertEqual(Timedelta(241, unit='h'), td + pd.offsets.Hour(1)) self.assertEqual(Timedelta(241, unit='h'), pd.offsets.Hour(1) + td) self.assertEqual(240, td / pd.offsets.Hour(1)) self.assertEqual(1 / 240.0, pd.offsets.Hour(1) / td) self.assertEqual(Timedelta(239, unit='h'), td - pd.offsets.Hour(1)) self.assertEqual(Timedelta(-239, unit='h'), pd.offsets.Hour(1) - td) def test_freq_conversion(self): td = Timedelta('1 days 2 hours 3 ns') result = td / np.timedelta64(1, 'D') self.assertEqual(result, td.value / float(86400 * 1e9)) result = td / np.timedelta64(1, 's') self.assertEqual(result, td.value / float(1e9)) result = td / np.timedelta64(1, 'ns') self.assertEqual(result, td.value) def test_ops_ndarray(self): td = Timedelta('1 day') # timedelta, timedelta other = pd.to_timedelta(['1 day']).values expected = pd.to_timedelta(['2 days']).values self.assert_numpy_array_equal(td + other, expected) if LooseVersion(np.__version__) >= '1.8': self.assert_numpy_array_equal(other + td, expected) self.assertRaises(TypeError, lambda: td + np.array([1])) self.assertRaises(TypeError, lambda: np.array([1]) + td) expected = pd.to_timedelta(['0 days']).values self.assert_numpy_array_equal(td - other, expected) if LooseVersion(np.__version__) >= '1.8': self.assert_numpy_array_equal(-other + td, expected) self.assertRaises(TypeError, lambda: td - np.array([1])) self.assertRaises(TypeError, lambda: np.array([1]) - td) expected = pd.to_timedelta(['2 days']).values self.assert_numpy_array_equal(td * np.array([2]), expected) self.assert_numpy_array_equal(np.array([2]) * td, expected) self.assertRaises(TypeError, lambda: td * other) self.assertRaises(TypeError, lambda: other * td) self.assert_numpy_array_equal(td / other, np.array([1], dtype=np.float64)) if LooseVersion(np.__version__) >= '1.8': self.assert_numpy_array_equal(other / td, np.array([1], dtype=np.float64)) # timedelta, datetime other = pd.to_datetime(['2000-01-01']).values expected = pd.to_datetime(['2000-01-02']).values self.assert_numpy_array_equal(td + other, expected) if LooseVersion(np.__version__) >= '1.8': self.assert_numpy_array_equal(other + td, expected) expected = pd.to_datetime(['1999-12-31']).values self.assert_numpy_array_equal(-td + other, expected) if LooseVersion(np.__version__) >= '1.8': self.assert_numpy_array_equal(other - td, expected) def test_ops_series(self): # regression test for GH8813 td = Timedelta('1 day') other = pd.Series([1, 2]) expected = pd.Series(pd.to_timedelta(['1 day', '2 days'])) tm.assert_series_equal(expected, td * other) tm.assert_series_equal(expected, other * td) def test_ops_series_object(self): # GH 13043 s = pd.Series([pd.Timestamp('2015-01-01', tz='US/Eastern'), pd.Timestamp('2015-01-01', tz='Asia/Tokyo')], name='xxx') self.assertEqual(s.dtype, object) exp = pd.Series([pd.Timestamp('2015-01-02', tz='US/Eastern'), pd.Timestamp('2015-01-02', tz='Asia/Tokyo')], name='xxx') tm.assert_series_equal(s + pd.Timedelta('1 days'), exp) tm.assert_series_equal(pd.Timedelta('1 days') + s, exp) # object series & object series s2 = pd.Series([pd.Timestamp('2015-01-03', tz='US/Eastern'), pd.Timestamp('2015-01-05', tz='Asia/Tokyo')], name='xxx') self.assertEqual(s2.dtype, object) exp = pd.Series([pd.Timedelta('2 days'), pd.Timedelta('4 days')], name='xxx') tm.assert_series_equal(s2 - s, exp) tm.assert_series_equal(s - s2, -exp) s = pd.Series([pd.Timedelta('01:00:00'), pd.Timedelta('02:00:00')], name='xxx', dtype=object) self.assertEqual(s.dtype, object) exp = pd.Series([pd.Timedelta('01:30:00'), pd.Timedelta('02:30:00')], name='xxx') tm.assert_series_equal(s + pd.Timedelta('00:30:00'), exp) tm.assert_series_equal(pd.Timedelta('00:30:00') + s, exp) def test_compare_timedelta_series(self): # regresssion test for GH5963 s = pd.Series([timedelta(days=1), timedelta(days=2)]) actual = s > timedelta(days=1) expected = pd.Series([False, True]) tm.assert_series_equal(actual, expected) def test_compare_timedelta_ndarray(self): # GH11835 periods = [Timedelta('0 days 01:00:00'), Timedelta('0 days 01:00:00')] arr = np.array(periods) result = arr[0] > arr expected = np.array([False, False]) self.assert_numpy_array_equal(result, expected) def test_ops_notimplemented(self): class Other: pass other = Other() td = Timedelta('1 day') self.assertTrue(td.__add__(other) is NotImplemented) self.assertTrue(td.__sub__(other) is NotImplemented) self.assertTrue(td.__truediv__(other) is NotImplemented) self.assertTrue(td.__mul__(other) is NotImplemented) self.assertTrue(td.__floordiv__(td) is NotImplemented) def test_ops_error_str(self): # GH 13624 td = Timedelta('1 day') for l, r in [(td, 'a'), ('a', td)]: with tm.assertRaises(TypeError): l + r with tm.assertRaises(TypeError): l > r self.assertFalse(l == r) self.assertTrue(l != r) def test_fields(self): def check(value): # that we are int/long like self.assertTrue(isinstance(value, (int, compat.long))) # compat to datetime.timedelta rng = to_timedelta('1 days, 10:11:12') self.assertEqual(rng.days, 1) self.assertEqual(rng.seconds, 10 * 3600 + 11 * 60 + 12) self.assertEqual(rng.microseconds, 0) self.assertEqual(rng.nanoseconds, 0) self.assertRaises(AttributeError, lambda: rng.hours) self.assertRaises(AttributeError, lambda: rng.minutes) self.assertRaises(AttributeError, lambda: rng.milliseconds) # GH 10050 check(rng.days) check(rng.seconds) check(rng.microseconds) check(rng.nanoseconds) td = Timedelta('-1 days, 10:11:12') self.assertEqual(abs(td), Timedelta('13:48:48')) self.assertTrue(str(td) == "-1 days +10:11:12") self.assertEqual(-td, Timedelta('0 days 13:48:48')) self.assertEqual(-Timedelta('-1 days, 10:11:12').value, 49728000000000) self.assertEqual(Timedelta('-1 days, 10:11:12').value, -49728000000000) rng = to_timedelta('-1 days, 10:11:12.100123456') self.assertEqual(rng.days, -1) self.assertEqual(rng.seconds, 10 * 3600 + 11 * 60 + 12) self.assertEqual(rng.microseconds, 100 * 1000 + 123) self.assertEqual(rng.nanoseconds, 456) self.assertRaises(AttributeError, lambda: rng.hours) self.assertRaises(AttributeError, lambda: rng.minutes) self.assertRaises(AttributeError, lambda: rng.milliseconds) # components tup = pd.to_timedelta(-1, 'us').components self.assertEqual(tup.days, -1) self.assertEqual(tup.hours, 23) self.assertEqual(tup.minutes, 59) self.assertEqual(tup.seconds, 59) self.assertEqual(tup.milliseconds, 999) self.assertEqual(tup.microseconds, 999) self.assertEqual(tup.nanoseconds, 0) # GH 10050 check(tup.days) check(tup.hours) check(tup.minutes) check(tup.seconds) check(tup.milliseconds) check(tup.microseconds) check(tup.nanoseconds) tup = Timedelta('-1 days 1 us').components self.assertEqual(tup.days, -2) self.assertEqual(tup.hours, 23) self.assertEqual(tup.minutes, 59) self.assertEqual(tup.seconds, 59) self.assertEqual(tup.milliseconds, 999) self.assertEqual(tup.microseconds, 999) self.assertEqual(tup.nanoseconds, 0) def test_timedelta_range(self): expected = to_timedelta(np.arange(5), unit='D') result = timedelta_range('0 days', periods=5, freq='D') tm.assert_index_equal(result, expected) expected = to_timedelta(np.arange(11), unit='D') result = timedelta_range('0 days', '10 days', freq='D') tm.assert_index_equal(result, expected) expected = to_timedelta(np.arange(5), unit='D') + Second(2) + Day() result = timedelta_range('1 days, 00:00:02', '5 days, 00:00:02', freq='D') tm.assert_index_equal(result, expected) expected = to_timedelta([1, 3, 5, 7, 9], unit='D') + Second(2) result = timedelta_range('1 days, 00:00:02', periods=5, freq='2D') tm.assert_index_equal(result, expected) expected = to_timedelta(np.arange(50), unit='T') * 30 result = timedelta_range('0 days', freq='30T', periods=50) tm.assert_index_equal(result, expected) # GH 11776 arr = np.arange(10).reshape(2, 5) df = pd.DataFrame(np.arange(10).reshape(2, 5)) for arg in (arr, df): with tm.assertRaisesRegexp(TypeError, "1-d array"): to_timedelta(arg) for errors in ['ignore', 'raise', 'coerce']: with tm.assertRaisesRegexp(TypeError, "1-d array"): to_timedelta(arg, errors=errors) # issue10583 df = pd.DataFrame(np.random.normal(size=(10, 4))) df.index = pd.timedelta_range(start='0s', periods=10, freq='s') expected = df.loc[pd.Timedelta('0s'):, :] result = df.loc['0s':, :] assert_frame_equal(expected, result) def test_numeric_conversions(self): self.assertEqual(ct(0), np.timedelta64(0, 'ns')) self.assertEqual(ct(10), np.timedelta64(10, 'ns')) self.assertEqual(ct(10, unit='ns'), np.timedelta64( 10, 'ns').astype('m8[ns]')) self.assertEqual(ct(10, unit='us'), np.timedelta64( 10, 'us').astype('m8[ns]')) self.assertEqual(ct(10, unit='ms'), np.timedelta64( 10, 'ms').astype('m8[ns]')) self.assertEqual(ct(10, unit='s'), np.timedelta64( 10, 's').astype('m8[ns]')) self.assertEqual(ct(10, unit='d'), np.timedelta64( 10, 'D').astype('m8[ns]')) def test_timedelta_conversions(self): self.assertEqual(ct(timedelta(seconds=1)), np.timedelta64(1, 's').astype('m8[ns]')) self.assertEqual(ct(timedelta(microseconds=1)), np.timedelta64(1, 'us').astype('m8[ns]')) self.assertEqual(ct(timedelta(days=1)), np.timedelta64(1, 'D').astype('m8[ns]')) def test_short_format_converters(self): def conv(v): return v.astype('m8[ns]') self.assertEqual(ct('10'), np.timedelta64(10, 'ns')) self.assertEqual(ct('10ns'), np.timedelta64(10, 'ns')) self.assertEqual(ct('100'), np.timedelta64(100, 'ns')) self.assertEqual(ct('100ns'), np.timedelta64(100, 'ns')) self.assertEqual(ct('1000'), np.timedelta64(1000, 'ns')) self.assertEqual(ct('1000ns'), np.timedelta64(1000, 'ns')) self.assertEqual(ct('1000NS'), np.timedelta64(1000, 'ns')) self.assertEqual(ct('10us'), np.timedelta64(10000, 'ns')) self.assertEqual(ct('100us'), np.timedelta64(100000, 'ns')) self.assertEqual(ct('1000us'), np.timedelta64(1000000, 'ns')) self.assertEqual(ct('1000Us'), np.timedelta64(1000000, 'ns')) self.assertEqual(ct('1000uS'), np.timedelta64(1000000, 'ns')) self.assertEqual(ct('1ms'), np.timedelta64(1000000, 'ns')) self.assertEqual(ct('10ms'), np.timedelta64(10000000, 'ns')) self.assertEqual(ct('100ms'), np.timedelta64(100000000, 'ns')) self.assertEqual(ct('1000ms'), np.timedelta64(1000000000, 'ns')) self.assertEqual(ct('-1s'), -np.timedelta64(1000000000, 'ns')) self.assertEqual(ct('1s'), np.timedelta64(1000000000, 'ns')) self.assertEqual(ct('10s'), np.timedelta64(10000000000, 'ns')) self.assertEqual(ct('100s'), np.timedelta64(100000000000, 'ns')) self.assertEqual(ct('1000s'), np.timedelta64(1000000000000, 'ns')) self.assertEqual(ct('1d'), conv(np.timedelta64(1, 'D'))) self.assertEqual(ct('-1d'), -conv(np.timedelta64(1, 'D'))) self.assertEqual(ct('1D'), conv(np.timedelta64(1, 'D'))) self.assertEqual(ct('10D'), conv(np.timedelta64(10, 'D'))) self.assertEqual(ct('100D'), conv(np.timedelta64(100, 'D'))) self.assertEqual(ct('1000D'), conv(np.timedelta64(1000, 'D'))) self.assertEqual(ct('10000D'), conv(np.timedelta64(10000, 'D'))) # space self.assertEqual(ct(' 10000D '), conv(np.timedelta64(10000, 'D'))) self.assertEqual(ct(' - 10000D '), -conv(np.timedelta64(10000, 'D'))) # invalid self.assertRaises(ValueError, ct, '1foo') self.assertRaises(ValueError, ct, 'foo') def test_full_format_converters(self): def conv(v): return v.astype('m8[ns]') d1 = np.timedelta64(1, 'D') self.assertEqual(ct('1days'), conv(d1)) self.assertEqual(ct('1days,'), conv(d1)) self.assertEqual(ct('- 1days,'), -conv(d1)) self.assertEqual(ct('00:00:01'), conv(np.timedelta64(1, 's'))) self.assertEqual(ct('06:00:01'), conv( np.timedelta64(6 * 3600 + 1, 's'))) self.assertEqual(ct('06:00:01.0'), conv( np.timedelta64(6 * 3600 + 1, 's'))) self.assertEqual(ct('06:00:01.01'), conv( np.timedelta64(1000 * (6 * 3600 + 1) + 10, 'ms'))) self.assertEqual(ct('- 1days, 00:00:01'), conv(-d1 + np.timedelta64(1, 's'))) self.assertEqual(ct('1days, 06:00:01'), conv( d1 + np.timedelta64(6 * 3600 + 1, 's'))) self.assertEqual(ct('1days, 06:00:01.01'), conv( d1 + np.timedelta64(1000 * (6 * 3600 + 1) + 10, 'ms'))) # invalid self.assertRaises(ValueError, ct, '- 1days, 00') def test_nat_converters(self): self.assertEqual(to_timedelta( 'nat', box=False).astype('int64'), tslib.iNaT) self.assertEqual(to_timedelta( 'nan', box=False).astype('int64'), tslib.iNaT) def test_to_timedelta(self): def conv(v): return v.astype('m8[ns]') d1 = np.timedelta64(1, 'D') self.assertEqual(to_timedelta('1 days 06:05:01.00003', box=False), conv(d1 + np.timedelta64(6 * 3600 + 5 * 60 + 1, 's') + np.timedelta64(30, 'us'))) self.assertEqual(to_timedelta('15.5us', box=False), conv(np.timedelta64(15500, 'ns'))) # empty string result = to_timedelta('', box=False) self.assertEqual(result.astype('int64'), tslib.iNaT) result = to_timedelta(['', '']) self.assertTrue(isnull(result).all()) # pass thru result = to_timedelta(np.array([np.timedelta64(1, 's')])) expected = pd.Index(np.array([np.timedelta64(1, 's')])) tm.assert_index_equal(result, expected) # ints result = np.timedelta64(0, 'ns') expected = to_timedelta(0, box=False) self.assertEqual(result, expected) # Series expected = Series([timedelta(days=1), timedelta(days=1, seconds=1)]) result = to_timedelta(Series(['1d', '1days 00:00:01'])) tm.assert_series_equal(result, expected) # with units result = TimedeltaIndex([np.timedelta64(0, 'ns'), np.timedelta64( 10, 's').astype('m8[ns]')]) expected = to_timedelta([0, 10], unit='s') tm.assert_index_equal(result, expected) # single element conversion v = timedelta(seconds=1) result = to_timedelta(v, box=False) expected = np.timedelta64(timedelta(seconds=1)) self.assertEqual(result, expected) v = np.timedelta64(timedelta(seconds=1)) result = to_timedelta(v, box=False) expected = np.timedelta64(timedelta(seconds=1)) self.assertEqual(result, expected) # arrays of various dtypes arr = np.array([1] * 5, dtype='int64') result = to_timedelta(arr, unit='s') expected = TimedeltaIndex([np.timedelta64(1, 's')] * 5) tm.assert_index_equal(result, expected) arr = np.array([1] * 5, dtype='int64') result = to_timedelta(arr, unit='m') expected = TimedeltaIndex([np.timedelta64(1, 'm')] * 5) tm.assert_index_equal(result, expected) arr = np.array([1] * 5, dtype='int64') result = to_timedelta(arr, unit='h') expected = TimedeltaIndex([np.timedelta64(1, 'h')] * 5) tm.assert_index_equal(result, expected) arr = np.array([1] * 5, dtype='timedelta64[s]') result = to_timedelta(arr) expected = TimedeltaIndex([np.timedelta64(1, 's')] * 5) tm.assert_index_equal(result, expected) arr = np.array([1] * 5, dtype='timedelta64[D]') result = to_timedelta(arr) expected = TimedeltaIndex([np.timedelta64(1, 'D')] * 5) tm.assert_index_equal(result, expected) # Test with lists as input when box=false expected = np.array(np.arange(3) * 1000000000, dtype='timedelta64[ns]') result = to_timedelta(range(3), unit='s', box=False) tm.assert_numpy_array_equal(expected, result) result = to_timedelta(np.arange(3), unit='s', box=False) tm.assert_numpy_array_equal(expected, result) result = to_timedelta([0, 1, 2], unit='s', box=False) tm.assert_numpy_array_equal(expected, result) # Tests with fractional seconds as input: expected = np.array( [0, 500000000, 800000000, 1200000000], dtype='timedelta64[ns]') result = to_timedelta([0., 0.5, 0.8, 1.2], unit='s', box=False) tm.assert_numpy_array_equal(expected, result) def testit(unit, transform): # array result = to_timedelta(np.arange(5), unit=unit) expected = TimedeltaIndex([np.timedelta64(i, transform(unit)) for i in np.arange(5).tolist()]) tm.assert_index_equal(result, expected) # scalar result = to_timedelta(2, unit=unit) expected = Timedelta(np.timedelta64(2, transform(unit)).astype( 'timedelta64[ns]')) self.assertEqual(result, expected) # validate all units # GH 6855 for unit in ['Y', 'M', 'W', 'D', 'y', 'w', 'd']: testit(unit, lambda x: x.upper()) for unit in ['days', 'day', 'Day', 'Days']: testit(unit, lambda x: 'D') for unit in ['h', 'm', 's', 'ms', 'us', 'ns', 'H', 'S', 'MS', 'US', 'NS']: testit(unit, lambda x: x.lower()) # offsets # m testit('T', lambda x: 'm') # ms testit('L', lambda x: 'ms') def test_to_timedelta_invalid(self): # bad value for errors parameter msg = "errors must be one of" tm.assertRaisesRegexp(ValueError, msg, to_timedelta, ['foo'], errors='never') # these will error self.assertRaises(ValueError, lambda: to_timedelta([1, 2], unit='foo')) self.assertRaises(ValueError, lambda: to_timedelta(1, unit='foo')) # time not supported ATM self.assertRaises(ValueError, lambda: to_timedelta(time(second=1))) self.assertTrue(to_timedelta( time(second=1), errors='coerce') is pd.NaT) self.assertRaises(ValueError, lambda: to_timedelta(['foo', 'bar'])) tm.assert_index_equal(TimedeltaIndex([pd.NaT, pd.NaT]), to_timedelta(['foo', 'bar'], errors='coerce')) tm.assert_index_equal(TimedeltaIndex(['1 day', pd.NaT, '1 min']), to_timedelta(['1 day', 'bar', '1 min'], errors='coerce')) # gh-13613: these should not error because errors='ignore' invalid_data = 'apple' self.assertEqual(invalid_data, to_timedelta( invalid_data, errors='ignore')) invalid_data = ['apple', '1 days'] tm.assert_numpy_array_equal( np.array(invalid_data, dtype=object), to_timedelta(invalid_data, errors='ignore')) invalid_data = pd.Index(['apple', '1 days']) tm.assert_index_equal(invalid_data, to_timedelta( invalid_data, errors='ignore')) invalid_data = Series(['apple', '1 days']) tm.assert_series_equal(invalid_data, to_timedelta( invalid_data, errors='ignore')) def test_to_timedelta_via_apply(self): # GH 5458 expected = Series([np.timedelta64(1, 's')]) result = Series(['00:00:01']).apply(to_timedelta) tm.assert_series_equal(result, expected) result = Series([to_timedelta('00:00:01')]) tm.assert_series_equal(result, expected) def test_timedelta_ops(self): # GH4984 # make sure ops return Timedelta s = Series([Timestamp('20130101') + timedelta(seconds=i * i) for i in range(10)]) td = s.diff() result = td.mean() expected = to_timedelta(timedelta(seconds=9)) self.assertEqual(result, expected) result = td.to_frame().mean() self.assertEqual(result[0], expected) result = td.quantile(.1) expected = Timedelta(np.timedelta64(2600, 'ms')) self.assertEqual(result, expected) result = td.median() expected = to_timedelta('00:00:09') self.assertEqual(result, expected) result = td.to_frame().median() self.assertEqual(result[0], expected) # GH 6462 # consistency in returned values for sum result = td.sum() expected = to_timedelta('00:01:21') self.assertEqual(result, expected) result = td.to_frame().sum() self.assertEqual(result[0], expected) # std result = td.std() expected = to_timedelta(Series(td.dropna().values).std()) self.assertEqual(result, expected) result = td.to_frame().std() self.assertEqual(result[0], expected) # invalid ops for op in ['skew', 'kurt', 'sem', 'prod']: self.assertRaises(TypeError, getattr(td, op)) # GH 10040 # make sure NaT is properly handled by median() s = Series([Timestamp('2015-02-03'), Timestamp('2015-02-07')]) self.assertEqual(s.diff().median(), timedelta(days=4)) s = Series([Timestamp('2015-02-03'), Timestamp('2015-02-07'), Timestamp('2015-02-15')]) self.assertEqual(s.diff().median(), timedelta(days=6)) def test_overflow(self): # GH 9442 s = Series(pd.date_range('20130101', periods=100000, freq='H')) s[0] += pd.Timedelta('1s 1ms') # mean result = (s - s.min()).mean() expected = pd.Timedelta((pd.DatetimeIndex((s - s.min())).asi8 / len(s) ).sum()) # the computation is converted to float so might be some loss of # precision self.assertTrue(np.allclose(result.value / 1000, expected.value / 1000)) # sum self.assertRaises(ValueError, lambda: (s - s.min()).sum()) s1 = s[0:10000] self.assertRaises(ValueError, lambda: (s1 - s1.min()).sum()) s2 = s[0:1000] result = (s2 - s2.min()).sum() def test_timedelta_ops_scalar(self): # GH 6808 base = pd.to_datetime('20130101 09:01:12.123456') expected_add = pd.to_datetime('20130101 09:01:22.123456') expected_sub = pd.to_datetime('20130101 09:01:02.123456') for offset in [pd.to_timedelta(10, unit='s'), timedelta(seconds=10), np.timedelta64(10, 's'), np.timedelta64(10000000000, 'ns'), pd.offsets.Second(10)]: result = base + offset self.assertEqual(result, expected_add) result = base - offset self.assertEqual(result, expected_sub) base = pd.to_datetime('20130102 09:01:12.123456') expected_add = pd.to_datetime('20130103 09:01:22.123456') expected_sub = pd.to_datetime('20130101 09:01:02.123456') for offset in [pd.to_timedelta('1 day, 00:00:10'), pd.to_timedelta('1 days, 00:00:10'), timedelta(days=1, seconds=10), np.timedelta64(1, 'D') + np.timedelta64(10, 's'), pd.offsets.Day() + pd.offsets.Second(10)]: result = base + offset self.assertEqual(result, expected_add) result = base - offset self.assertEqual(result, expected_sub) def test_to_timedelta_on_missing_values(self): # GH5438 timedelta_NaT = np.timedelta64('NaT') actual = pd.to_timedelta(Series(['00:00:01', np.nan])) expected = Series([np.timedelta64(1000000000, 'ns'), timedelta_NaT], dtype='<m8[ns]') assert_series_equal(actual, expected) actual = pd.to_timedelta(Series(['00:00:01', pd.NaT])) assert_series_equal(actual, expected) actual = pd.to_timedelta(np.nan) self.assertEqual(actual.value, timedelta_NaT.astype('int64')) actual = pd.to_timedelta(pd.NaT) self.assertEqual(actual.value, timedelta_NaT.astype('int64')) def test_to_timedelta_on_nanoseconds(self): # GH 9273 result = Timedelta(nanoseconds=100) expected = Timedelta('100ns') self.assertEqual(result, expected) result = Timedelta(days=1, hours=1, minutes=1, weeks=1, seconds=1, milliseconds=1, microseconds=1, nanoseconds=1) expected = Timedelta(694861001001001) self.assertEqual(result, expected) result = Timedelta(microseconds=1) + Timedelta(nanoseconds=1) expected = Timedelta('1us1ns') self.assertEqual(result, expected) result = Timedelta(microseconds=1) - Timedelta(nanoseconds=1) expected = Timedelta('999ns') self.assertEqual(result, expected) result = Timedelta(microseconds=1) + 5 * Timedelta(nanoseconds=-2) expected = Timedelta('990ns') self.assertEqual(result, expected) self.assertRaises(TypeError, lambda: Timedelta(nanoseconds='abc')) def test_timedelta_ops_with_missing_values(self): # setup s1 = pd.to_timedelta(Series(['00:00:01'])) s2 = pd.to_timedelta(Series(['00:00:02'])) sn = pd.to_timedelta(Series([pd.NaT])) df1 = DataFrame(['00:00:01']).apply(pd.to_timedelta) df2 = DataFrame(['00:00:02']).apply(pd.to_timedelta) dfn = DataFrame([pd.NaT]).apply(pd.to_timedelta) scalar1 = pd.to_timedelta('00:00:01') scalar2 = pd.to_timedelta('00:00:02') timedelta_NaT = pd.to_timedelta('NaT') NA = np.nan actual = scalar1 + scalar1 self.assertEqual(actual, scalar2) actual = scalar2 - scalar1 self.assertEqual(actual, scalar1) actual = s1 + s1 assert_series_equal(actual, s2) actual = s2 - s1 assert_series_equal(actual, s1) actual = s1 + scalar1 assert_series_equal(actual, s2) actual = scalar1 + s1 assert_series_equal(actual, s2) actual = s2 - scalar1 assert_series_equal(actual, s1) actual = -scalar1 + s2 assert_series_equal(actual, s1) actual = s1 + timedelta_NaT assert_series_equal(actual, sn) actual = timedelta_NaT + s1 assert_series_equal(actual, sn) actual = s1 - timedelta_NaT assert_series_equal(actual, sn) actual = -timedelta_NaT + s1 assert_series_equal(actual, sn) actual = s1 + NA assert_series_equal(actual, sn) actual = NA + s1 assert_series_equal(actual, sn) actual = s1 - NA assert_series_equal(actual, sn) actual = -NA + s1 assert_series_equal(actual, sn) actual = s1 + pd.NaT assert_series_equal(actual, sn) actual = s2 - pd.NaT assert_series_equal(actual, sn) actual = s1 + df1 assert_frame_equal(actual, df2) actual = s2 - df1 assert_frame_equal(actual, df1) actual = df1 + s1 assert_frame_equal(actual, df2) actual = df2 - s1 assert_frame_equal(actual, df1) actual = df1 + df1 assert_frame_equal(actual, df2) actual = df2 - df1 assert_frame_equal(actual, df1) actual = df1 + scalar1 assert_frame_equal(actual, df2) actual = df2 - scalar1 assert_frame_equal(actual, df1) actual = df1 + timedelta_NaT assert_frame_equal(actual, dfn) actual = df1 - timedelta_NaT assert_frame_equal(actual, dfn) actual = df1 + NA assert_frame_equal(actual, dfn) actual = df1 - NA assert_frame_equal(actual, dfn) actual = df1 + pd.NaT # NaT is datetime, not timedelta assert_frame_equal(actual, dfn) actual = df1 - pd.NaT assert_frame_equal(actual, dfn) def test_apply_to_timedelta(self): timedelta_NaT = pd.to_timedelta('NaT') list_of_valid_strings = ['00:00:01', '00:00:02'] a = pd.to_timedelta(list_of_valid_strings) b = Series(list_of_valid_strings).apply(pd.to_timedelta) # Can't compare until apply on a Series gives the correct dtype # assert_series_equal(a, b) list_of_strings = ['00:00:01', np.nan, pd.NaT, timedelta_NaT] # TODO: unused? a = pd.to_timedelta(list_of_strings) # noqa b = Series(list_of_strings).apply(pd.to_timedelta) # noqa # Can't compare until apply on a Series gives the correct dtype # assert_series_equal(a, b) def test_pickle(self): v = Timedelta('1 days 10:11:12.0123456') v_p = self.round_trip_pickle(v) self.assertEqual(v, v_p) def test_timedelta_hash_equality(self): # GH 11129 v = Timedelta(1, 'D') td = timedelta(days=1) self.assertEqual(hash(v), hash(td)) d = {td: 2} self.assertEqual(d[v], 2) tds = timedelta_range('1 second', periods=20) self.assertTrue(all(hash(td) == hash(td.to_pytimedelta()) for td in tds)) # python timedeltas drop ns resolution ns_td = Timedelta(1, 'ns') self.assertNotEqual(hash(ns_td), hash(ns_td.to_pytimedelta())) def test_implementation_limits(self): min_td = Timedelta(Timedelta.min) max_td = Timedelta(Timedelta.max) # GH 12727 # timedelta limits correspond to int64 boundaries self.assertTrue(min_td.value == np.iinfo(np.int64).min + 1) self.assertTrue(max_td.value == np.iinfo(np.int64).max) # Beyond lower limit, a NAT before the Overflow self.assertIsInstance(min_td - Timedelta(1, 'ns'), pd.tslib.NaTType) with tm.assertRaises(OverflowError): min_td - Timedelta(2, 'ns') with tm.assertRaises(OverflowError): max_td + Timedelta(1, 'ns') # Same tests using the internal nanosecond values td = Timedelta(min_td.value - 1, 'ns') self.assertIsInstance(td, pd.tslib.NaTType) with tm.assertRaises(OverflowError): Timedelta(min_td.value - 2, 'ns') with tm.assertRaises(OverflowError): Timedelta(max_td.value + 1, 'ns') class TestTimedeltaIndex(tm.TestCase): _multiprocess_can_split_ = True def test_pass_TimedeltaIndex_to_index(self): rng = timedelta_range('1 days', '10 days') idx = Index(rng, dtype=object) expected = Index(rng.to_pytimedelta(), dtype=object) self.assert_numpy_array_equal(idx.values, expected.values) def test_pickle(self): rng = timedelta_range('1 days', periods=10) rng_p = self.round_trip_pickle(rng) tm.assert_index_equal(rng, rng_p) def test_hash_error(self): index = timedelta_range('1 days', periods=10) with tm.assertRaisesRegexp(TypeError, "unhashable type: %r" % type(index).__name__): hash(index) def test_append_join_nondatetimeindex(self): rng = timedelta_range('1 days', periods=10) idx = Index(['a', 'b', 'c', 'd']) result = rng.append(idx) tm.assertIsInstance(result[0], Timedelta) # it works rng.join(idx, how='outer') def test_append_numpy_bug_1681(self): td = timedelta_range('1 days', '10 days', freq='2D') a = DataFrame() c = DataFrame({'A': 'foo', 'B': td}, index=td) str(c) result = a.append(c) self.assertTrue((result['B'] == td).all()) def test_fields(self): rng = timedelta_range('1 days, 10:11:12.100123456', periods=2, freq='s') self.assert_numpy_array_equal(rng.days, np.array( [1, 1], dtype='int64')) self.assert_numpy_array_equal( rng.seconds, np.array([10 * 3600 + 11 * 60 + 12, 10 * 3600 + 11 * 60 + 13], dtype='int64')) self.assert_numpy_array_equal(rng.microseconds, np.array( [100 * 1000 + 123, 100 * 1000 + 123], dtype='int64')) self.assert_numpy_array_equal(rng.nanoseconds, np.array( [456, 456], dtype='int64')) self.assertRaises(AttributeError, lambda: rng.hours) self.assertRaises(AttributeError, lambda: rng.minutes) self.assertRaises(AttributeError, lambda: rng.milliseconds) # with nat s = Series(rng) s[1] = np.nan tm.assert_series_equal(s.dt.days, Series([1, np.nan], index=[0, 1])) tm.assert_series_equal(s.dt.seconds, Series( [10 * 3600 + 11 * 60 + 12, np.nan], index=[0, 1])) def test_total_seconds(self): # GH 10939 # test index rng = timedelta_range('1 days, 10:11:12.100123456', periods=2, freq='s') expt = [1 * 86400 + 10 * 3600 + 11 * 60 + 12 + 100123456. / 1e9, 1 * 86400 + 10 * 3600 + 11 * 60 + 13 + 100123456. / 1e9] tm.assert_almost_equal(rng.total_seconds(), np.array(expt)) # test Series s = Series(rng) s_expt = Series(expt, index=[0, 1]) tm.assert_series_equal(s.dt.total_seconds(), s_expt) # with nat s[1] = np.nan s_expt = Series([1 * 86400 + 10 * 3600 + 11 * 60 + 12 + 100123456. / 1e9, np.nan], index=[0, 1]) tm.assert_series_equal(s.dt.total_seconds(), s_expt) # with both nat s = Series([np.nan, np.nan], dtype='timedelta64[ns]') tm.assert_series_equal(s.dt.total_seconds(), Series([np.nan, np.nan], index=[0, 1])) def test_total_seconds_scalar(self): # GH 10939 rng = Timedelta('1 days, 10:11:12.100123456') expt = 1 * 86400 + 10 * 3600 + 11 * 60 + 12 + 100123456. / 1e9 tm.assert_almost_equal(rng.total_seconds(), expt) rng = Timedelta(np.nan) self.assertTrue(np.isnan(rng.total_seconds())) def test_components(self): rng = timedelta_range('1 days, 10:11:12', periods=2, freq='s') rng.components # with nat s = Series(rng) s[1] = np.nan result = s.dt.components self.assertFalse(result.iloc[0].isnull().all()) self.assertTrue(result.iloc[1].isnull().all()) def test_constructor(self): expected = TimedeltaIndex(['1 days', '1 days 00:00:05', '2 days', '2 days 00:00:02', '0 days 00:00:03']) result = TimedeltaIndex(['1 days', '1 days, 00:00:05', np.timedelta64( 2, 'D'), timedelta(days=2, seconds=2), pd.offsets.Second(3)]) tm.assert_index_equal(result, expected) # unicode result = TimedeltaIndex([u'1 days', '1 days, 00:00:05', np.timedelta64( 2, 'D'), timedelta(days=2, seconds=2), pd.offsets.Second(3)]) expected = TimedeltaIndex(['0 days 00:00:00', '0 days 00:00:01', '0 days 00:00:02']) tm.assert_index_equal(TimedeltaIndex(range(3), unit='s'), expected) expected = TimedeltaIndex(['0 days 00:00:00', '0 days 00:00:05', '0 days 00:00:09']) tm.assert_index_equal(TimedeltaIndex([0, 5, 9], unit='s'), expected) expected = TimedeltaIndex( ['0 days 00:00:00.400', '0 days 00:00:00.450', '0 days 00:00:01.200']) tm.assert_index_equal(TimedeltaIndex([400, 450, 1200], unit='ms'), expected) def test_constructor_coverage(self): rng = timedelta_range('1 days', periods=10.5) exp = timedelta_range('1 days', periods=10) self.assert_index_equal(rng, exp) self.assertRaises(ValueError, TimedeltaIndex, start='1 days', periods='foo', freq='D') self.assertRaises(ValueError, TimedeltaIndex, start='1 days', end='10 days') self.assertRaises(ValueError, TimedeltaIndex, '1 days') # generator expression gen = (timedelta(i) for i in range(10)) result = TimedeltaIndex(gen) expected = TimedeltaIndex([timedelta(i) for i in range(10)]) self.assert_index_equal(result, expected) # NumPy string array strings = np.array(['1 days', '2 days', '3 days']) result = TimedeltaIndex(strings) expected = to_timedelta([1, 2, 3], unit='d') self.assert_index_equal(result, expected) from_ints = TimedeltaIndex(expected.asi8) self.assert_index_equal(from_ints, expected) # non-conforming freq self.assertRaises(ValueError, TimedeltaIndex, ['1 days', '2 days', '4 days'], freq='D') self.assertRaises(ValueError, TimedeltaIndex, periods=10, freq='D') def test_constructor_name(self): idx = TimedeltaIndex(start='1 days', periods=1, freq='D', name='TEST') self.assertEqual(idx.name, 'TEST') # GH10025 idx2 = TimedeltaIndex(idx, name='something else') self.assertEqual(idx2.name, 'something else') def test_freq_conversion(self): # doc example # series td = Series(date_range('20130101', periods=4)) - \ Series(date_range('20121201', periods=4)) td[2] += timedelta(minutes=5, seconds=3) td[3] = np.nan result = td / np.timedelta64(1, 'D') expected = Series([31, 31, (31 * 86400 + 5 * 60 + 3) / 86400.0, np.nan ]) assert_series_equal(result, expected) result = td.astype('timedelta64[D]') expected = Series([31, 31, 31, np.nan]) assert_series_equal(result, expected) result = td / np.timedelta64(1, 's') expected = Series([31 * 86400, 31 * 86400, 31 * 86400 + 5 * 60 + 3, np.nan]) assert_series_equal(result, expected) result = td.astype('timedelta64[s]') assert_series_equal(result, expected) # tdi td = TimedeltaIndex(td) result = td / np.timedelta64(1, 'D') expected = Index([31, 31, (31 * 86400 + 5 * 60 + 3) / 86400.0, np.nan]) assert_index_equal(result, expected) result = td.astype('timedelta64[D]') expected = Index([31, 31, 31, np.nan]) assert_index_equal(result, expected) result = td / np.timedelta64(1, 's') expected = Index([31 * 86400, 31 * 86400, 31 * 86400 + 5 * 60 + 3, np.nan]) assert_index_equal(result, expected) result = td.astype('timedelta64[s]') assert_index_equal(result, expected) def test_comparisons_coverage(self): rng = timedelta_range('1 days', periods=10) result = rng < rng[3] exp = np.array([True, True, True] + [False] * 7) self.assert_numpy_array_equal(result, exp) # raise TypeError for now self.assertRaises(TypeError, rng.__lt__, rng[3].value) result = rng == list(rng) exp = rng == rng self.assert_numpy_array_equal(result, exp) def test_comparisons_nat(self): tdidx1 = pd.TimedeltaIndex(['1 day', pd.NaT, '1 day 00:00:01', pd.NaT, '1 day 00:00:01', '5 day 00:00:03']) tdidx2 = pd.TimedeltaIndex(['2 day', '2 day', pd.NaT, pd.NaT, '1 day 00:00:02', '5 days 00:00:03']) tdarr = np.array([np.timedelta64(2, 'D'), np.timedelta64(2, 'D'), np.timedelta64('nat'), np.timedelta64('nat'), np.timedelta64(1, 'D') + np.timedelta64(2, 's'), np.timedelta64(5, 'D') + np.timedelta64(3, 's')]) if _np_version_under1p8: # cannot test array because np.datetime('nat') returns today's date cases = [(tdidx1, tdidx2)] else: cases = [(tdidx1, tdidx2), (tdidx1, tdarr)] # Check pd.NaT is handles as the same as np.nan for idx1, idx2 in cases: result = idx1 < idx2 expected = np.array([True, False, False, False, True, False]) self.assert_numpy_array_equal(result, expected) result = idx2 > idx1 expected = np.array([True, False, False, False, True, False]) self.assert_numpy_array_equal(result, expected) result = idx1 <= idx2 expected = np.array([True, False, False, False, True, True]) self.assert_numpy_array_equal(result, expected) result = idx2 >= idx1 expected = np.array([True, False, False, False, True, True]) self.assert_numpy_array_equal(result, expected) result = idx1 == idx2 expected = np.array([False, False, False, False, False, True]) self.assert_numpy_array_equal(result, expected) result = idx1 != idx2 expected = np.array([True, True, True, True, True, False]) self.assert_numpy_array_equal(result, expected) def test_ops_error_str(self): # GH 13624 tdi = TimedeltaIndex(['1 day', '2 days']) for l, r in [(tdi, 'a'), ('a', tdi)]: with tm.assertRaises(TypeError): l + r with tm.assertRaises(TypeError): l > r with tm.assertRaises(TypeError): l == r with tm.assertRaises(TypeError): l != r def test_map(self): rng = timedelta_range('1 day', periods=10) f = lambda x: x.days result = rng.map(f) exp = np.array([f(x) for x in rng], dtype=np.int64) self.assert_numpy_array_equal(result, exp) def test_misc_coverage(self): rng = timedelta_range('1 day', periods=5) result = rng.groupby(rng.days) tm.assertIsInstance(list(result.values())[0][0], Timedelta) idx = TimedeltaIndex(['3d', '1d', '2d']) self.assertFalse(idx.equals(list(idx))) non_td = Index(list('abc')) self.assertFalse(idx.equals(list(non_td))) def test_union(self): i1 = timedelta_range('1day', periods=5) i2 = timedelta_range('3day', periods=5) result = i1.union(i2) expected = timedelta_range('1day', periods=7) self.assert_index_equal(result, expected) i1 = Int64Index(np.arange(0, 20, 2)) i2 = TimedeltaIndex(start='1 day', periods=10, freq='D') i1.union(i2) # Works i2.union(i1) # Fails with "AttributeError: can't set attribute" def test_union_coverage(self): idx = TimedeltaIndex(['3d', '1d', '2d']) ordered = TimedeltaIndex(idx.sort_values(), freq='infer') result = ordered.union(idx) self.assert_index_equal(result, ordered) result = ordered[:0].union(ordered) self.assert_index_equal(result, ordered) self.assertEqual(result.freq, ordered.freq) def test_union_bug_1730(self): rng_a = timedelta_range('1 day', periods=4, freq='3H') rng_b = timedelta_range('1 day', periods=4, freq='4H') result = rng_a.union(rng_b) exp = TimedeltaIndex(sorted(set(list(rng_a)) | set(list(rng_b)))) self.assert_index_equal(result, exp) def test_union_bug_1745(self): left = TimedeltaIndex(['1 day 15:19:49.695000']) right = TimedeltaIndex(['2 day 13:04:21.322000', '1 day 15:27:24.873000', '1 day 15:31:05.350000']) result = left.union(right) exp = TimedeltaIndex(sorted(set(list(left)) | set(list(right)))) self.assert_index_equal(result, exp) def test_union_bug_4564(self): left = timedelta_range("1 day", "30d") right = left + pd.offsets.Minute(15) result = left.union(right) exp = TimedeltaIndex(sorted(set(list(left)) | set(list(right)))) self.assert_index_equal(result, exp) def test_intersection_bug_1708(self): index_1 = timedelta_range('1 day', periods=4, freq='h') index_2 = index_1 + pd.offsets.Hour(5) result = index_1 & index_2 self.assertEqual(len(result), 0) index_1 = timedelta_range('1 day', periods=4, freq='h') index_2 = index_1 + pd.offsets.Hour(1) result = index_1 & index_2 expected = timedelta_range('1 day 01:00:00', periods=3, freq='h') tm.assert_index_equal(result, expected) def test_get_duplicates(self): idx = TimedeltaIndex(['1 day', '2 day', '2 day', '3 day', '3day', '4day']) result = idx.get_duplicates() ex = TimedeltaIndex(['2 day', '3day']) self.assert_index_equal(result, ex) def test_argmin_argmax(self): idx = TimedeltaIndex(['1 day 00:00:05', '1 day 00:00:01', '1 day 00:00:02']) self.assertEqual(idx.argmin(), 1) self.assertEqual(idx.argmax(), 0) def test_sort_values(self): idx = TimedeltaIndex(['4d', '1d', '2d']) ordered = idx.sort_values() self.assertTrue(ordered.is_monotonic) ordered = idx.sort_values(ascending=False) self.assertTrue(ordered[::-1].is_monotonic) ordered, dexer = idx.sort_values(return_indexer=True) self.assertTrue(ordered.is_monotonic) self.assert_numpy_array_equal(dexer, np.array([1, 2, 0]), check_dtype=False) ordered, dexer = idx.sort_values(return_indexer=True, ascending=False) self.assertTrue(ordered[::-1].is_monotonic) self.assert_numpy_array_equal(dexer, np.array([0, 2, 1]), check_dtype=False) def test_insert(self): idx = TimedeltaIndex(['4day', '1day', '2day'], name='idx') result = idx.insert(2, timedelta(days=5)) exp = TimedeltaIndex(['4day', '1day', '5day', '2day'], name='idx') self.assert_index_equal(result, exp) # insertion of non-datetime should coerce to object index result = idx.insert(1, 'inserted') expected = Index([Timedelta('4day'), 'inserted', Timedelta('1day'), Timedelta('2day')], name='idx') self.assertNotIsInstance(result, TimedeltaIndex) tm.assert_index_equal(result, expected) self.assertEqual(result.name, expected.name) idx = timedelta_range('1day 00:00:01', periods=3, freq='s', name='idx') # preserve freq expected_0 = TimedeltaIndex(['1day', '1day 00:00:01', '1day 00:00:02', '1day 00:00:03'], name='idx', freq='s') expected_3 = TimedeltaIndex(['1day 00:00:01', '1day 00:00:02', '1day 00:00:03', '1day 00:00:04'], name='idx', freq='s') # reset freq to None expected_1_nofreq = TimedeltaIndex(['1day 00:00:01', '1day 00:00:01', '1day 00:00:02', '1day 00:00:03'], name='idx', freq=None) expected_3_nofreq = TimedeltaIndex(['1day 00:00:01', '1day 00:00:02', '1day 00:00:03', '1day 00:00:05'], name='idx', freq=None) cases = [(0, Timedelta('1day'), expected_0), (-3, Timedelta('1day'), expected_0), (3, Timedelta('1day 00:00:04'), expected_3), (1, Timedelta('1day 00:00:01'), expected_1_nofreq), (3, Timedelta('1day 00:00:05'), expected_3_nofreq)] for n, d, expected in cases: result = idx.insert(n, d) self.assert_index_equal(result, expected) self.assertEqual(result.name, expected.name) self.assertEqual(result.freq, expected.freq) def test_delete(self): idx = timedelta_range(start='1 Days', periods=5, freq='D', name='idx') # prserve freq expected_0 = timedelta_range(start='2 Days', periods=4, freq='D', name='idx') expected_4 = timedelta_range(start='1 Days', periods=4, freq='D', name='idx') # reset freq to None expected_1 = TimedeltaIndex( ['1 day', '3 day', '4 day', '5 day'], freq=None, name='idx') cases = {0: expected_0, -5: expected_0, -1: expected_4, 4: expected_4, 1: expected_1} for n, expected in compat.iteritems(cases): result = idx.delete(n) self.assert_index_equal(result, expected) self.assertEqual(result.name, expected.name) self.assertEqual(result.freq, expected.freq) with tm.assertRaises((IndexError, ValueError)): # either depeidnig on numpy version result = idx.delete(5) def test_delete_slice(self): idx = timedelta_range(start='1 days', periods=10, freq='D', name='idx') # prserve freq expected_0_2 = timedelta_range(start='4 days', periods=7, freq='D', name='idx') expected_7_9 = timedelta_range(start='1 days', periods=7, freq='D', name='idx') # reset freq to None expected_3_5 = TimedeltaIndex(['1 d', '2 d', '3 d', '7 d', '8 d', '9 d', '10d'], freq=None, name='idx') cases = {(0, 1, 2): expected_0_2, (7, 8, 9): expected_7_9, (3, 4, 5): expected_3_5} for n, expected in compat.iteritems(cases): result = idx.delete(n) self.assert_index_equal(result, expected) self.assertEqual(result.name, expected.name) self.assertEqual(result.freq, expected.freq) result = idx.delete(slice(n[0], n[-1] + 1)) self.assert_index_equal(result, expected) self.assertEqual(result.name, expected.name) self.assertEqual(result.freq, expected.freq) def test_take(self): tds = ['1day 02:00:00', '1 day 04:00:00', '1 day 10:00:00'] idx = TimedeltaIndex(start='1d', end='2d', freq='H', name='idx') expected = TimedeltaIndex(tds, freq=None, name='idx') taken1 = idx.take([2, 4, 10]) taken2 = idx[[2, 4, 10]] for taken in [taken1, taken2]: self.assert_index_equal(taken, expected) tm.assertIsInstance(taken, TimedeltaIndex) self.assertIsNone(taken.freq) self.assertEqual(taken.name, expected.name) def test_take_fill_value(self): # GH 12631 idx = pd.TimedeltaIndex(['1 days', '2 days', '3 days'], name='xxx') result = idx.take(np.array([1, 0, -1])) expected = pd.TimedeltaIndex(['2 days', '1 days', '3 days'], name='xxx') tm.assert_index_equal(result, expected) # fill_value result = idx.take(np.array([1, 0, -1]), fill_value=True) expected = pd.TimedeltaIndex(['2 days', '1 days', 'NaT'], name='xxx') tm.assert_index_equal(result, expected) # allow_fill=False result = idx.take(np.array([1, 0, -1]), allow_fill=False, fill_value=True) expected = pd.TimedeltaIndex(['2 days', '1 days', '3 days'], name='xxx') tm.assert_index_equal(result, expected) msg = ('When allow_fill=True and fill_value is not None, ' 'all indices must be >= -1') with tm.assertRaisesRegexp(ValueError, msg): idx.take(np.array([1, 0, -2]), fill_value=True) with tm.assertRaisesRegexp(ValueError, msg): idx.take(np.array([1, 0, -5]), fill_value=True) with tm.assertRaises(IndexError): idx.take(np.array([1, -5])) def test_isin(self): index = tm.makeTimedeltaIndex(4) result = index.isin(index) self.assertTrue(result.all()) result = index.isin(list(index)) self.assertTrue(result.all()) assert_almost_equal(index.isin([index[2], 5]), np.array([False, False, True, False])) def test_does_not_convert_mixed_integer(self): df = tm.makeCustomDataframe(10, 10, data_gen_f=lambda *args, **kwargs: randn(), r_idx_type='i', c_idx_type='td') str(df) cols = df.columns.join(df.index, how='outer') joined = cols.join(df.columns) self.assertEqual(cols.dtype, np.dtype('O')) self.assertEqual(cols.dtype, joined.dtype) tm.assert_index_equal(cols, joined) def test_slice_keeps_name(self): # GH4226 dr = pd.timedelta_range('1d', '5d', freq='H', name='timebucket') self.assertEqual(dr[1:].name, dr.name) def test_join_self(self): index = timedelta_range('1 day', periods=10) kinds = 'outer', 'inner', 'left', 'right' for kind in kinds: joined = index.join(index, how=kind) tm.assert_index_equal(index, joined) def test_factorize(self): idx1 = TimedeltaIndex(['1 day', '1 day', '2 day', '2 day', '3 day', '3 day']) exp_arr = np.array([0, 0, 1, 1, 2, 2], dtype=np.intp) exp_idx = TimedeltaIndex(['1 day', '2 day', '3 day']) arr, idx = idx1.factorize() self.assert_numpy_array_equal(arr, exp_arr) self.assert_index_equal(idx, exp_idx) arr, idx = idx1.factorize(sort=True) self.assert_numpy_array_equal(arr, exp_arr) self.assert_index_equal(idx, exp_idx) # freq must be preserved idx3 = timedelta_range('1 day', periods=4, freq='s') exp_arr = np.array([0, 1, 2, 3], dtype=np.intp) arr, idx = idx3.factorize() self.assert_numpy_array_equal(arr, exp_arr) self.assert_index_equal(idx, idx3) class TestSlicing(tm.TestCase): def test_partial_slice(self): rng = timedelta_range('1 day 10:11:12', freq='h', periods=500) s = Series(np.arange(len(rng)), index=rng) result = s['5 day':'6 day'] expected = s.iloc[86:134] assert_series_equal(result, expected) result = s['5 day':] expected = s.iloc[86:] assert_series_equal(result, expected) result = s[:'6 day'] expected = s.iloc[:134] assert_series_equal(result, expected) result = s['6 days, 23:11:12'] self.assertEqual(result, s.iloc[133]) self.assertRaises(KeyError, s.__getitem__, '50 days') def test_partial_slice_high_reso(self): # higher reso rng = timedelta_range('1 day 10:11:12', freq='us', periods=2000) s = Series(np.arange(len(rng)), index=rng) result = s['1 day 10:11:12':] expected = s.iloc[0:] assert_series_equal(result, expected) result = s['1 day 10:11:12.001':] expected = s.iloc[1000:] assert_series_equal(result, expected) result = s['1 days, 10:11:12.001001'] self.assertEqual(result, s.iloc[1001]) def test_slice_with_negative_step(self): ts = Series(np.arange(20), timedelta_range('0', periods=20, freq='H')) SLC = pd.IndexSlice def assert_slices_equivalent(l_slc, i_slc): assert_series_equal(ts[l_slc], ts.iloc[i_slc]) assert_series_equal(ts.loc[l_slc], ts.iloc[i_slc]) assert_series_equal(ts.ix[l_slc], ts.iloc[i_slc]) assert_slices_equivalent(SLC[Timedelta(hours=7)::-1], SLC[7::-1]) assert_slices_equivalent(SLC['7 hours'::-1], SLC[7::-1]) assert_slices_equivalent(SLC[:Timedelta(hours=7):-1], SLC[:6:-1]) assert_slices_equivalent(SLC[:'7 hours':-1], SLC[:6:-1]) assert_slices_equivalent(SLC['15 hours':'7 hours':-1], SLC[15:6:-1]) assert_slices_equivalent(SLC[Timedelta(hours=15):Timedelta(hours=7):- 1], SLC[15:6:-1]) assert_slices_equivalent(SLC['15 hours':Timedelta(hours=7):-1], SLC[15:6:-1]) assert_slices_equivalent(SLC[Timedelta(hours=15):'7 hours':-1], SLC[15:6:-1]) assert_slices_equivalent(SLC['7 hours':'15 hours':-1], SLC[:0]) def test_slice_with_zero_step_raises(self): ts = Series(np.arange(20), timedelta_range('0', periods=20, freq='H')) self.assertRaisesRegexp(ValueError, 'slice step cannot be zero', lambda: ts[::0]) self.assertRaisesRegexp(ValueError, 'slice step cannot be zero', lambda: ts.loc[::0]) self.assertRaisesRegexp(ValueError, 'slice step cannot be zero', lambda: ts.ix[::0]) def test_tdi_ops_attributes(self): rng = timedelta_range('2 days', periods=5, freq='2D', name='x') result = rng + 1 exp = timedelta_range('4 days', periods=5, freq='2D', name='x') tm.assert_index_equal(result, exp) self.assertEqual(result.freq, '2D') result = rng - 2 exp = timedelta_range('-2 days', periods=5, freq='2D', name='x') tm.assert_index_equal(result, exp) self.assertEqual(result.freq, '2D') result = rng * 2 exp = timedelta_range('4 days', periods=5, freq='4D', name='x') tm.assert_index_equal(result, exp) self.assertEqual(result.freq, '4D') result = rng / 2 exp = timedelta_range('1 days', periods=5, freq='D', name='x') tm.assert_index_equal(result, exp) self.assertEqual(result.freq, 'D') result = -rng exp = timedelta_range('-2 days', periods=5, freq='-2D', name='x') tm.assert_index_equal(result, exp) self.assertEqual(result.freq, '-2D') rng = pd.timedelta_range('-2 days', periods=5, freq='D', name='x') result = abs(rng) exp = TimedeltaIndex(['2 days', '1 days', '0 days', '1 days', '2 days'], name='x') tm.assert_index_equal(result, exp) self.assertEqual(result.freq, None) def test_add_overflow(self): # see gh-14068 msg = "too (big|large) to convert" with tm.assertRaisesRegexp(OverflowError, msg): to_timedelta(106580, 'D') + Timestamp('2000') with tm.assertRaisesRegexp(OverflowError, msg): Timestamp('2000') + to_timedelta(106580, 'D') msg = "Overflow in int64 addition" with tm.assertRaisesRegexp(OverflowError, msg): to_timedelta([106580], 'D') + Timestamp('2000') with tm.assertRaisesRegexp(OverflowError, msg): Timestamp('2000') + to_timedelta([106580], 'D') if __name__ == '__main__': nose.runmodule(argv=[__file__, '-vvs', '-x', '--pdb', '--pdb-failure'], exit=False)
mit
SirEdvin/Pandas-Pipe
pandaspipe/pipeline.py
1
10315
# -*- coding:utf-8 -*- import abc import sys import inspect import types import itertools import networkx as nx from pandaspipe.util import patch_list, isSubset from pandaspipe.base import PipelineEntity import logging _log = logging.getLogger(__name__) _log.addHandler(logging.StreamHandler(stream=sys.stdout)) class Pipeline: def __init__(self, name='Undefined Pipeline', env=None): """(Pipeline, str) -> NoneType Creating the contents of the Pipeline Object """ if env is None: env = {} self._entities = [] self.name = name self.env = env self.graph = None def process(self, channels=('root',), ignore_outlet_node=False, output_channels=()): """(Pipeline, pandas.DataFrame, str) -> type(df_map) *Description* :param ignore_outlet_node: """ start_nodes = [self._get_start_node(channel) for channel in channels] active_dfs = {} active_nodes = [] acomplete_nodes = self.graph.nodes() complete_nodes = [] active_nodes.extend(start_nodes) while len(active_nodes) > 0: next_nodes = [] processed = False for active_node in active_nodes: pred_nodes = self.graph.pred.get(active_node).keys() depencencies = active_node.external_dependencies if (len(pred_nodes) == 0 or isSubset(complete_nodes, pred_nodes)) and isSubset(active_dfs.keys(), depencencies): _log.info('Call entity %s' % active_node) processed = True # Process parameters = [active_dfs[channel] for channel in active_node.input_channels] if active_node.type in ('node', 'bignode'): external_dependencies = {} if active_node.external_dependencies: for external_dependency in active_node.external_dependencies: external_dependencies[external_dependency] = active_dfs[external_dependency] self.env['ext_dep'] = external_dependencies result = active_node(*parameters) active_nodes.remove(active_node) complete_nodes.append(active_node) acomplete_nodes.remove(active_node) # Update active dataframes if len(active_node.output_channels) == 1: active_dfs[active_node.output_channels[0]] = result elif len(active_node.output_channels) > 1: active_dfs.update(result) # Add next nodes for node in self.graph.succ.get(active_node).keys(): if node not in active_nodes and node not in next_nodes: next_nodes.append(node) if not processed: _log.error('Infinite cycle detected!') return None active_nodes.extend(next_nodes) # Clear useless dfs # Check if required by next node for channel in active_dfs.keys(): if channel not in output_channels and len( [active_node for active_node in active_nodes if channel in active_node.input_channels]) == 0: # Check if required by external dependencies required = reduce(lambda x, y: x or y, [channel in node.external_dependencies for node in acomplete_nodes], False) if not required: active_dfs.pop(channel) if len(active_dfs.keys()) == 1: return active_dfs.values()[0] return active_dfs def append(self, cls, channel=None, output_channel=None, construct_arguments=()): """(Pipeline, classobj, str, str) -> NoneType *Description* :param construct_arguments: :param cls: :param channel: :param output_channel: """ self(channel, output_channel, construct_arguments=construct_arguments)(cls) def build_process_graph(self): builder = GraphBuilder(self._entities) return builder.build() def _check_graph(self): if self.graph is None: self.graph = self.build_process_graph() def _get_start_node(self, channel): self._check_graph() nodes = filter(lambda x: channel in x.output_channels and x.type == 'source', self.graph.nodes()) if len(nodes) > 0: return nodes[0] raise Exception('You can\'t use channel without source node') def _process_entity(self, cls, channel, outchannel, construct_arguments, priority): """(Pipeline, type(cls), type(channel), type(outchannel), type(entity_map)) -> type(cls) *Description* """ obj = cls(*construct_arguments) obj.env = self.env if priority: obj.priority = priority obj.register(self) self._entities.append(obj) if channel is None and len(obj.input_channels) == 0 and len(obj.output_channels) == 0: channel = 'root' if channel: if outchannel is None: outchannel = channel if obj.type == 'node': obj.input_channels = channel[:1] if isinstance(channel, list) else [channel] obj.output_channels = outchannel[:1] if isinstance(outchannel, list) else [outchannel] elif obj.type == 'bignode': patch_list(obj.input_channels, channel) patch_list(obj.output_channels, outchannel) elif obj.type == 'source': obj.input_channels = [] patch_list(obj.output_channels, outchannel) elif obj.type == 'outlet': patch_list(obj.input_channels, channel) obj.output_channels = [] else: raise Exception('Well, you use bad type for entity ....') return cls def __call__(self, channel=None, outchannel=None, construct_arguments=(), priority=None): """(Pipeline, str, str) -> type(process_function) *Description* """ def process_function(cls): """(type(cls)) -> type(self._process_entity(cls, channel, outchannel, self._filters)) *Description* :param cls: """ cls_mro = inspect.getmro(cls) if PipelineEntity in cls_mro: self._process_entity(cls, channel, outchannel, construct_arguments, priority) return cls if inspect.isclass(channel) or isinstance(channel, abc.ABCMeta): cls = channel channel = None return process_function(cls) return process_function class GraphBuilder: def __init__(self, entities): self.entities = entities self.channel_io_nodes = {} self.graph = nx.DiGraph() pass def build(self): self.graph.add_nodes_from(self.entities) self._build_inchannel_connections() self._build_multichannel_connections() self._validate_external_dependencies() return self.graph def _build_inchannel_connections(self): all_channels = set( itertools.chain(*map(lambda x: set(itertools.chain(x.input_channels, x.output_channels)), self.entities))) for channel in all_channels: # Process simple nodes channel_nodes = filter(lambda x: x.type == 'node' and channel in x.input_channels and channel in x.output_channels, self.entities) channel_nodes.sort(key=lambda x: (x.priority, x.__class__.__name__)) self.channel_io_nodes[channel] = {} if len(channel_nodes) > 0: self.channel_io_nodes[channel]['input'] = channel_nodes[0] self.channel_io_nodes[channel]['output'] = channel_nodes[-1] # noinspection PyCompatibility for i in xrange(0, len(channel_nodes) - 1): self.graph.add_edge(channel_nodes[i], channel_nodes[i + 1]) # Process outlet and source input_nodes = filter(lambda x: x.type == 'source' and channel in x.output_channels, self.entities) assert len(input_nodes) in (0, 1), 'You can\'t use many input nodes for one channel' if len(input_nodes) > 0: if len(channel_nodes) > 0: self.graph.add_edge(input_nodes[0], self.channel_io_nodes[channel]['input']) else: self.graph.add_node(input_nodes[0]) self.channel_io_nodes[channel]['output'] = input_nodes[0] output_nodes = filter(lambda x: x.type == 'outlet' and channel in x.input_channels, self.entities) self.graph.add_nodes_from(output_nodes) if len(output_nodes) > 0: self.channel_io_nodes[channel]['outlets'] = output_nodes if len(channel_nodes) > 0: for output_node in output_nodes: self.graph.add_edge(self.channel_io_nodes[channel]['output'], output_node) pass def _build_multichannel_connections(self): for node in filter(lambda x: x.type in ('bignode', 'node') and x.input_channels != x.output_channels, self.entities): for input_channel in node.input_channels: self.graph.add_edge(self.channel_io_nodes[input_channel]['output'], node) for output_channel in node.output_channels: channel_info = self.channel_io_nodes[output_channel] if not channel_info.get('input') and not channel_info.get('outlets'): raise Exception('You have problem with graph') if channel_info.get('input'): self.graph.add_edge(node, channel_info['input']) if channel_info.get('outlets'): for outlet in channel_info.get('outlets'): self.graph.add_edge(node, outlet) def _validate_external_dependencies(self): pass
apache-2.0
hotpxl/nebuchadnezzar
sentiment/twitter/test_learning_rate.py
4
4298
""" Comparing adagrad, adadelta and constant learning in gradient descent(the seddle point function y^2 - x^2) Reference: 1. comparison on several learning rate update scheme: http://ml.memect.com/archive/2014-12-12/short.html#3786866375172817 2. Saddle point, http://en.wikipedia.org/wiki/Saddle_point """ import numpy as np import theano import theano.tensor as T rho = 0.95 epsilon = 0.00001 gamma = 0.1 const_lr = 0.01 init_x = [0.1, 0.1] x = theano.shared( np.array(init_x, dtype = theano.config.floatX), borrow = True, name = "x" ) tolorate = 0.01 params = [x] param_shapes = [(2,)] # cost = 0.5 * (x[0]-2) ** 2 + (x[1]-2) ** 2 cost = x[0] ** 2 - x[1] ** 2 param_grads = [T.grad(cost, param) for param in params] def make_func(x, cost, updates, init_x): x.set_value(init_x) f = theano.function( inputs = [], outputs = [x, cost], updates = updates ) return f def simulate(f, n_epoch_max = 100): epoch = 0 used_epochs = 0 xs = [] print "##################" while epoch < n_epoch_max: x_val, cost_val = f() xs.append(x_val) # if abs(cost_val) < tolorate: # break epoch += 1 used_epochs += 1 return xs, used_epochs ############### # ADADELTA # ############### print "Using AdaDelta with rho = %f and epsilon = %f" %(rho, epsilon) egs = [ theano.shared( value = np.zeros(param_shape, dtype = theano.config.floatX ), borrow = True, name = "Eg:" + param.name ) for param_shape, param in zip(param_shapes, params) ] exs = [ theano.shared( value = np.zeros(param_shape, dtype = theano.config.floatX ), borrow = True, name = "Ex:" + param.name ) for param_shape, param in zip(param_shapes, params) ] new_egs = [ rho * eg + (1 - rho) * g ** 2 for eg, g in zip(egs, param_grads) ] delta_x = [ -(T.sqrt(ex + epsilon) / T.sqrt(new_eg + epsilon)) * g for new_eg, ex, g in zip(new_egs, exs, param_grads) ] new_exs = [ rho * ex + (1 - rho) * (dx ** 2) for ex, dx in zip(exs, delta_x) ] egs_updates = zip(egs, new_egs) exs_updates = zip(exs, new_exs) param_updates = [ (p, p + dx) for dx, g, p in zip(delta_x, param_grads, params) ] updates = egs_updates + exs_updates + param_updates f = make_func(x, cost, updates, init_x) adadelta_xs, adadelta_epochs = simulate(f) ############## # ADAGRAD # ############## print "Using AdaGrad with gamma = %f and epsilon = %f" %(gamma, epsilon) grad_hists = [ theano.shared( value = np.zeros(param_shape, dtype = theano.config.floatX ), borrow = True, name = "grad_hist:" + param.name ) for param_shape, param in zip(param_shapes, params) ] new_grad_hists = [ g_hist + g ** 2 for g_hist, g in zip(grad_hists, param_grads) ] param_updates = [ (param, param - theano.printing.Print("lr")(gamma * epsilon / (T.sqrt(g_hist) + epsilon)) * param_grad) for param, param_grad in zip(params, param_grads) ] grad_hist_update = zip(grad_hists, new_grad_hists) updates = grad_hist_update + param_updates f = make_func(x, cost, updates, init_x) adagrad_xs, adagrad_epochs = simulate(f) ############### # constant lr # ############### print "Usin constant learning rate %f" %(const_lr) updates = [ (param, param - const_lr * param_grad) for param, param_grad in zip(params, param_grads) ] f = make_func(x, cost, updates, init_x) const_lr_xs, const_lr_epochs = simulate(f) from matplotlib import pyplot as plt def myplot(data, style, title, plot_number, total): plt.subplot(1,total,plot_number) x, y = zip(*data) plt.plot(x, y, 'ro-') plt.title(title) plt.xlim([-10, 10]); plt.ylim([-10, 10]) myplot(adadelta_xs, 'ro-', "AdaDelta(%d epochs)" %(adadelta_epochs), 1, 3) myplot(adagrad_xs, 'ro-', "AdaGrad(%d epochs)" %(adagrad_epochs), 2, 3) myplot(const_lr_xs, 'ro-', "ConstLR(%d epochs)" %(const_lr_epochs), 3, 3) plt.show()
mit
shoyer/xarray
xarray/tests/test_computation.py
1
40215
import functools import operator import pickle import numpy as np import pandas as pd import pytest from numpy.testing import assert_array_equal import xarray as xr from xarray.core.computation import ( _UFuncSignature, apply_ufunc, broadcast_compat_data, collect_dict_values, join_dict_keys, ordered_set_intersection, ordered_set_union, result_name, unified_dim_sizes, ) from . import has_dask, raises_regex, requires_dask def assert_identical(a, b): if hasattr(a, "identical"): msg = f"not identical:\n{a!r}\n{b!r}" assert a.identical(b), msg else: assert_array_equal(a, b) def test_signature_properties(): sig = _UFuncSignature([["x"], ["x", "y"]], [["z"]]) assert sig.input_core_dims == (("x",), ("x", "y")) assert sig.output_core_dims == (("z",),) assert sig.all_input_core_dims == frozenset(["x", "y"]) assert sig.all_output_core_dims == frozenset(["z"]) assert sig.num_inputs == 2 assert sig.num_outputs == 1 assert str(sig) == "(x),(x,y)->(z)" assert sig.to_gufunc_string() == "(dim0),(dim0,dim1)->(dim2)" # dimension names matter assert _UFuncSignature([["x"]]) != _UFuncSignature([["y"]]) def test_result_name(): class Named: def __init__(self, name=None): self.name = name assert result_name([1, 2]) is None assert result_name([Named()]) is None assert result_name([Named("foo"), 2]) == "foo" assert result_name([Named("foo"), Named("bar")]) is None assert result_name([Named("foo"), Named()]) is None def test_ordered_set_union(): assert list(ordered_set_union([[1, 2]])) == [1, 2] assert list(ordered_set_union([[1, 2], [2, 1]])) == [1, 2] assert list(ordered_set_union([[0], [1, 2], [1, 3]])) == [0, 1, 2, 3] def test_ordered_set_intersection(): assert list(ordered_set_intersection([[1, 2]])) == [1, 2] assert list(ordered_set_intersection([[1, 2], [2, 1]])) == [1, 2] assert list(ordered_set_intersection([[1, 2], [1, 3]])) == [1] assert list(ordered_set_intersection([[1, 2], [2]])) == [2] def test_join_dict_keys(): dicts = [dict.fromkeys(keys) for keys in [["x", "y"], ["y", "z"]]] assert list(join_dict_keys(dicts, "left")) == ["x", "y"] assert list(join_dict_keys(dicts, "right")) == ["y", "z"] assert list(join_dict_keys(dicts, "inner")) == ["y"] assert list(join_dict_keys(dicts, "outer")) == ["x", "y", "z"] with pytest.raises(ValueError): join_dict_keys(dicts, "exact") with pytest.raises(KeyError): join_dict_keys(dicts, "foobar") def test_collect_dict_values(): dicts = [{"x": 1, "y": 2, "z": 3}, {"z": 4}, 5] expected = [[1, 0, 5], [2, 0, 5], [3, 4, 5]] collected = collect_dict_values(dicts, ["x", "y", "z"], fill_value=0) assert collected == expected def identity(x): return x def test_apply_identity(): array = np.arange(10) variable = xr.Variable("x", array) data_array = xr.DataArray(variable, [("x", -array)]) dataset = xr.Dataset({"y": variable}, {"x": -array}) apply_identity = functools.partial(apply_ufunc, identity) assert_identical(array, apply_identity(array)) assert_identical(variable, apply_identity(variable)) assert_identical(data_array, apply_identity(data_array)) assert_identical(data_array, apply_identity(data_array.groupby("x"))) assert_identical(dataset, apply_identity(dataset)) assert_identical(dataset, apply_identity(dataset.groupby("x"))) def add(a, b): return apply_ufunc(operator.add, a, b) def test_apply_two_inputs(): array = np.array([1, 2, 3]) variable = xr.Variable("x", array) data_array = xr.DataArray(variable, [("x", -array)]) dataset = xr.Dataset({"y": variable}, {"x": -array}) zero_array = np.zeros_like(array) zero_variable = xr.Variable("x", zero_array) zero_data_array = xr.DataArray(zero_variable, [("x", -array)]) zero_dataset = xr.Dataset({"y": zero_variable}, {"x": -array}) assert_identical(array, add(array, zero_array)) assert_identical(array, add(zero_array, array)) assert_identical(variable, add(variable, zero_array)) assert_identical(variable, add(variable, zero_variable)) assert_identical(variable, add(zero_array, variable)) assert_identical(variable, add(zero_variable, variable)) assert_identical(data_array, add(data_array, zero_array)) assert_identical(data_array, add(data_array, zero_variable)) assert_identical(data_array, add(data_array, zero_data_array)) assert_identical(data_array, add(zero_array, data_array)) assert_identical(data_array, add(zero_variable, data_array)) assert_identical(data_array, add(zero_data_array, data_array)) assert_identical(dataset, add(dataset, zero_array)) assert_identical(dataset, add(dataset, zero_variable)) assert_identical(dataset, add(dataset, zero_data_array)) assert_identical(dataset, add(dataset, zero_dataset)) assert_identical(dataset, add(zero_array, dataset)) assert_identical(dataset, add(zero_variable, dataset)) assert_identical(dataset, add(zero_data_array, dataset)) assert_identical(dataset, add(zero_dataset, dataset)) assert_identical(data_array, add(data_array.groupby("x"), zero_data_array)) assert_identical(data_array, add(zero_data_array, data_array.groupby("x"))) assert_identical(dataset, add(data_array.groupby("x"), zero_dataset)) assert_identical(dataset, add(zero_dataset, data_array.groupby("x"))) assert_identical(dataset, add(dataset.groupby("x"), zero_data_array)) assert_identical(dataset, add(dataset.groupby("x"), zero_dataset)) assert_identical(dataset, add(zero_data_array, dataset.groupby("x"))) assert_identical(dataset, add(zero_dataset, dataset.groupby("x"))) def test_apply_1d_and_0d(): array = np.array([1, 2, 3]) variable = xr.Variable("x", array) data_array = xr.DataArray(variable, [("x", -array)]) dataset = xr.Dataset({"y": variable}, {"x": -array}) zero_array = 0 zero_variable = xr.Variable((), zero_array) zero_data_array = xr.DataArray(zero_variable) zero_dataset = xr.Dataset({"y": zero_variable}) assert_identical(array, add(array, zero_array)) assert_identical(array, add(zero_array, array)) assert_identical(variable, add(variable, zero_array)) assert_identical(variable, add(variable, zero_variable)) assert_identical(variable, add(zero_array, variable)) assert_identical(variable, add(zero_variable, variable)) assert_identical(data_array, add(data_array, zero_array)) assert_identical(data_array, add(data_array, zero_variable)) assert_identical(data_array, add(data_array, zero_data_array)) assert_identical(data_array, add(zero_array, data_array)) assert_identical(data_array, add(zero_variable, data_array)) assert_identical(data_array, add(zero_data_array, data_array)) assert_identical(dataset, add(dataset, zero_array)) assert_identical(dataset, add(dataset, zero_variable)) assert_identical(dataset, add(dataset, zero_data_array)) assert_identical(dataset, add(dataset, zero_dataset)) assert_identical(dataset, add(zero_array, dataset)) assert_identical(dataset, add(zero_variable, dataset)) assert_identical(dataset, add(zero_data_array, dataset)) assert_identical(dataset, add(zero_dataset, dataset)) assert_identical(data_array, add(data_array.groupby("x"), zero_data_array)) assert_identical(data_array, add(zero_data_array, data_array.groupby("x"))) assert_identical(dataset, add(data_array.groupby("x"), zero_dataset)) assert_identical(dataset, add(zero_dataset, data_array.groupby("x"))) assert_identical(dataset, add(dataset.groupby("x"), zero_data_array)) assert_identical(dataset, add(dataset.groupby("x"), zero_dataset)) assert_identical(dataset, add(zero_data_array, dataset.groupby("x"))) assert_identical(dataset, add(zero_dataset, dataset.groupby("x"))) def test_apply_two_outputs(): array = np.arange(5) variable = xr.Variable("x", array) data_array = xr.DataArray(variable, [("x", -array)]) dataset = xr.Dataset({"y": variable}, {"x": -array}) def twice(obj): def func(x): return (x, x) return apply_ufunc(func, obj, output_core_dims=[[], []]) out0, out1 = twice(array) assert_identical(out0, array) assert_identical(out1, array) out0, out1 = twice(variable) assert_identical(out0, variable) assert_identical(out1, variable) out0, out1 = twice(data_array) assert_identical(out0, data_array) assert_identical(out1, data_array) out0, out1 = twice(dataset) assert_identical(out0, dataset) assert_identical(out1, dataset) out0, out1 = twice(data_array.groupby("x")) assert_identical(out0, data_array) assert_identical(out1, data_array) out0, out1 = twice(dataset.groupby("x")) assert_identical(out0, dataset) assert_identical(out1, dataset) def test_apply_input_core_dimension(): def first_element(obj, dim): def func(x): return x[..., 0] return apply_ufunc(func, obj, input_core_dims=[[dim]]) array = np.array([[1, 2], [3, 4]]) variable = xr.Variable(["x", "y"], array) data_array = xr.DataArray(variable, {"x": ["a", "b"], "y": [-1, -2]}) dataset = xr.Dataset({"data": data_array}) expected_variable_x = xr.Variable(["y"], [1, 2]) expected_data_array_x = xr.DataArray(expected_variable_x, {"y": [-1, -2]}) expected_dataset_x = xr.Dataset({"data": expected_data_array_x}) expected_variable_y = xr.Variable(["x"], [1, 3]) expected_data_array_y = xr.DataArray(expected_variable_y, {"x": ["a", "b"]}) expected_dataset_y = xr.Dataset({"data": expected_data_array_y}) assert_identical(expected_variable_x, first_element(variable, "x")) assert_identical(expected_variable_y, first_element(variable, "y")) assert_identical(expected_data_array_x, first_element(data_array, "x")) assert_identical(expected_data_array_y, first_element(data_array, "y")) assert_identical(expected_dataset_x, first_element(dataset, "x")) assert_identical(expected_dataset_y, first_element(dataset, "y")) assert_identical(expected_data_array_x, first_element(data_array.groupby("y"), "x")) assert_identical(expected_dataset_x, first_element(dataset.groupby("y"), "x")) def multiply(*args): val = args[0] for arg in args[1:]: val = val * arg return val # regression test for GH:2341 with pytest.raises(ValueError): apply_ufunc( multiply, data_array, data_array["y"].values, input_core_dims=[["y"]], output_core_dims=[["y"]], ) expected = xr.DataArray( multiply(data_array, data_array["y"]), dims=["x", "y"], coords=data_array.coords ) actual = apply_ufunc( multiply, data_array, data_array["y"].values, input_core_dims=[["y"], []], output_core_dims=[["y"]], ) assert_identical(expected, actual) def test_apply_output_core_dimension(): def stack_negative(obj): def func(x): return np.stack([x, -x], axis=-1) result = apply_ufunc(func, obj, output_core_dims=[["sign"]]) if isinstance(result, (xr.Dataset, xr.DataArray)): result.coords["sign"] = [1, -1] return result array = np.array([[1, 2], [3, 4]]) variable = xr.Variable(["x", "y"], array) data_array = xr.DataArray(variable, {"x": ["a", "b"], "y": [-1, -2]}) dataset = xr.Dataset({"data": data_array}) stacked_array = np.array([[[1, -1], [2, -2]], [[3, -3], [4, -4]]]) stacked_variable = xr.Variable(["x", "y", "sign"], stacked_array) stacked_coords = {"x": ["a", "b"], "y": [-1, -2], "sign": [1, -1]} stacked_data_array = xr.DataArray(stacked_variable, stacked_coords) stacked_dataset = xr.Dataset({"data": stacked_data_array}) assert_identical(stacked_array, stack_negative(array)) assert_identical(stacked_variable, stack_negative(variable)) assert_identical(stacked_data_array, stack_negative(data_array)) assert_identical(stacked_dataset, stack_negative(dataset)) assert_identical(stacked_data_array, stack_negative(data_array.groupby("x"))) assert_identical(stacked_dataset, stack_negative(dataset.groupby("x"))) def original_and_stack_negative(obj): def func(x): return (x, np.stack([x, -x], axis=-1)) result = apply_ufunc(func, obj, output_core_dims=[[], ["sign"]]) if isinstance(result[1], (xr.Dataset, xr.DataArray)): result[1].coords["sign"] = [1, -1] return result out0, out1 = original_and_stack_negative(array) assert_identical(array, out0) assert_identical(stacked_array, out1) out0, out1 = original_and_stack_negative(variable) assert_identical(variable, out0) assert_identical(stacked_variable, out1) out0, out1 = original_and_stack_negative(data_array) assert_identical(data_array, out0) assert_identical(stacked_data_array, out1) out0, out1 = original_and_stack_negative(dataset) assert_identical(dataset, out0) assert_identical(stacked_dataset, out1) out0, out1 = original_and_stack_negative(data_array.groupby("x")) assert_identical(data_array, out0) assert_identical(stacked_data_array, out1) out0, out1 = original_and_stack_negative(dataset.groupby("x")) assert_identical(dataset, out0) assert_identical(stacked_dataset, out1) def test_apply_exclude(): def concatenate(objects, dim="x"): def func(*x): return np.concatenate(x, axis=-1) result = apply_ufunc( func, *objects, input_core_dims=[[dim]] * len(objects), output_core_dims=[[dim]], exclude_dims={dim}, ) if isinstance(result, (xr.Dataset, xr.DataArray)): # note: this will fail if dim is not a coordinate on any input new_coord = np.concatenate([obj.coords[dim] for obj in objects]) result.coords[dim] = new_coord return result arrays = [np.array([1]), np.array([2, 3])] variables = [xr.Variable("x", a) for a in arrays] data_arrays = [ xr.DataArray(v, {"x": c, "y": ("x", range(len(c)))}) for v, c in zip(variables, [["a"], ["b", "c"]]) ] datasets = [xr.Dataset({"data": data_array}) for data_array in data_arrays] expected_array = np.array([1, 2, 3]) expected_variable = xr.Variable("x", expected_array) expected_data_array = xr.DataArray(expected_variable, [("x", list("abc"))]) expected_dataset = xr.Dataset({"data": expected_data_array}) assert_identical(expected_array, concatenate(arrays)) assert_identical(expected_variable, concatenate(variables)) assert_identical(expected_data_array, concatenate(data_arrays)) assert_identical(expected_dataset, concatenate(datasets)) # must also be a core dimension with pytest.raises(ValueError): apply_ufunc(identity, variables[0], exclude_dims={"x"}) def test_apply_groupby_add(): array = np.arange(5) variable = xr.Variable("x", array) coords = {"x": -array, "y": ("x", [0, 0, 1, 1, 2])} data_array = xr.DataArray(variable, coords, dims="x") dataset = xr.Dataset({"z": variable}, coords) other_variable = xr.Variable("y", [0, 10]) other_data_array = xr.DataArray(other_variable, dims="y") other_dataset = xr.Dataset({"z": other_variable}) expected_variable = xr.Variable("x", [0, 1, 12, 13, np.nan]) expected_data_array = xr.DataArray(expected_variable, coords, dims="x") expected_dataset = xr.Dataset({"z": expected_variable}, coords) assert_identical( expected_data_array, add(data_array.groupby("y"), other_data_array) ) assert_identical(expected_dataset, add(data_array.groupby("y"), other_dataset)) assert_identical(expected_dataset, add(dataset.groupby("y"), other_data_array)) assert_identical(expected_dataset, add(dataset.groupby("y"), other_dataset)) # cannot be performed with xarray.Variable objects that share a dimension with pytest.raises(ValueError): add(data_array.groupby("y"), other_variable) # if they are all grouped the same way with pytest.raises(ValueError): add(data_array.groupby("y"), data_array[:4].groupby("y")) with pytest.raises(ValueError): add(data_array.groupby("y"), data_array[1:].groupby("y")) with pytest.raises(ValueError): add(data_array.groupby("y"), other_data_array.groupby("y")) with pytest.raises(ValueError): add(data_array.groupby("y"), data_array.groupby("x")) def test_unified_dim_sizes(): assert unified_dim_sizes([xr.Variable((), 0)]) == {} assert unified_dim_sizes([xr.Variable("x", [1]), xr.Variable("x", [1])]) == {"x": 1} assert unified_dim_sizes([xr.Variable("x", [1]), xr.Variable("y", [1, 2])]) == { "x": 1, "y": 2, } assert unified_dim_sizes( [xr.Variable(("x", "z"), [[1]]), xr.Variable(("y", "z"), [[1, 2], [3, 4]])], exclude_dims={"z"}, ) == {"x": 1, "y": 2} # duplicate dimensions with pytest.raises(ValueError): unified_dim_sizes([xr.Variable(("x", "x"), [[1]])]) # mismatched lengths with pytest.raises(ValueError): unified_dim_sizes([xr.Variable("x", [1]), xr.Variable("x", [1, 2])]) def test_broadcast_compat_data_1d(): data = np.arange(5) var = xr.Variable("x", data) assert_identical(data, broadcast_compat_data(var, ("x",), ())) assert_identical(data, broadcast_compat_data(var, (), ("x",))) assert_identical(data[:], broadcast_compat_data(var, ("w",), ("x",))) assert_identical(data[:, None], broadcast_compat_data(var, ("w", "x", "y"), ())) with pytest.raises(ValueError): broadcast_compat_data(var, ("x",), ("w",)) with pytest.raises(ValueError): broadcast_compat_data(var, (), ()) def test_broadcast_compat_data_2d(): data = np.arange(12).reshape(3, 4) var = xr.Variable(["x", "y"], data) assert_identical(data, broadcast_compat_data(var, ("x", "y"), ())) assert_identical(data, broadcast_compat_data(var, ("x",), ("y",))) assert_identical(data, broadcast_compat_data(var, (), ("x", "y"))) assert_identical(data.T, broadcast_compat_data(var, ("y", "x"), ())) assert_identical(data.T, broadcast_compat_data(var, ("y",), ("x",))) assert_identical(data, broadcast_compat_data(var, ("w", "x"), ("y",))) assert_identical(data, broadcast_compat_data(var, ("w",), ("x", "y"))) assert_identical(data.T, broadcast_compat_data(var, ("w",), ("y", "x"))) assert_identical( data[:, :, None], broadcast_compat_data(var, ("w", "x", "y", "z"), ()) ) assert_identical( data[None, :, :].T, broadcast_compat_data(var, ("w", "y", "x", "z"), ()) ) def test_keep_attrs(): def add(a, b, keep_attrs): if keep_attrs: return apply_ufunc(operator.add, a, b, keep_attrs=keep_attrs) else: return apply_ufunc(operator.add, a, b) a = xr.DataArray([0, 1], [("x", [0, 1])]) a.attrs["attr"] = "da" a["x"].attrs["attr"] = "da_coord" b = xr.DataArray([1, 2], [("x", [0, 1])]) actual = add(a, b, keep_attrs=False) assert not actual.attrs actual = add(a, b, keep_attrs=True) assert_identical(actual.attrs, a.attrs) assert_identical(actual["x"].attrs, a["x"].attrs) actual = add(a.variable, b.variable, keep_attrs=False) assert not actual.attrs actual = add(a.variable, b.variable, keep_attrs=True) assert_identical(actual.attrs, a.attrs) a = xr.Dataset({"x": [0, 1]}) a.attrs["attr"] = "ds" a.x.attrs["attr"] = "da" b = xr.Dataset({"x": [0, 1]}) actual = add(a, b, keep_attrs=False) assert not actual.attrs actual = add(a, b, keep_attrs=True) assert_identical(actual.attrs, a.attrs) assert_identical(actual.x.attrs, a.x.attrs) def test_dataset_join(): ds0 = xr.Dataset({"a": ("x", [1, 2]), "x": [0, 1]}) ds1 = xr.Dataset({"a": ("x", [99, 3]), "x": [1, 2]}) # by default, cannot have different labels with raises_regex(ValueError, "indexes .* are not equal"): apply_ufunc(operator.add, ds0, ds1) with raises_regex(TypeError, "must supply"): apply_ufunc(operator.add, ds0, ds1, dataset_join="outer") def add(a, b, join, dataset_join): return apply_ufunc( operator.add, a, b, join=join, dataset_join=dataset_join, dataset_fill_value=np.nan, ) actual = add(ds0, ds1, "outer", "inner") expected = xr.Dataset({"a": ("x", [np.nan, 101, np.nan]), "x": [0, 1, 2]}) assert_identical(actual, expected) actual = add(ds0, ds1, "outer", "outer") assert_identical(actual, expected) with raises_regex(ValueError, "data variable names"): apply_ufunc(operator.add, ds0, xr.Dataset({"b": 1})) ds2 = xr.Dataset({"b": ("x", [99, 3]), "x": [1, 2]}) actual = add(ds0, ds2, "outer", "inner") expected = xr.Dataset({"x": [0, 1, 2]}) assert_identical(actual, expected) # we used np.nan as the fill_value in add() above actual = add(ds0, ds2, "outer", "outer") expected = xr.Dataset( { "a": ("x", [np.nan, np.nan, np.nan]), "b": ("x", [np.nan, np.nan, np.nan]), "x": [0, 1, 2], } ) assert_identical(actual, expected) @requires_dask def test_apply_dask(): import dask.array as da array = da.ones((2,), chunks=2) variable = xr.Variable("x", array) coords = xr.DataArray(variable).coords.variables data_array = xr.DataArray(variable, dims=["x"], coords=coords) dataset = xr.Dataset({"y": variable}) # encountered dask array, but did not set dask='allowed' with pytest.raises(ValueError): apply_ufunc(identity, array) with pytest.raises(ValueError): apply_ufunc(identity, variable) with pytest.raises(ValueError): apply_ufunc(identity, data_array) with pytest.raises(ValueError): apply_ufunc(identity, dataset) # unknown setting for dask array handling with pytest.raises(ValueError): apply_ufunc(identity, array, dask="unknown") def dask_safe_identity(x): return apply_ufunc(identity, x, dask="allowed") assert array is dask_safe_identity(array) actual = dask_safe_identity(variable) assert isinstance(actual.data, da.Array) assert_identical(variable, actual) actual = dask_safe_identity(data_array) assert isinstance(actual.data, da.Array) assert_identical(data_array, actual) actual = dask_safe_identity(dataset) assert isinstance(actual["y"].data, da.Array) assert_identical(dataset, actual) @requires_dask def test_apply_dask_parallelized_one_arg(): import dask.array as da array = da.ones((2, 2), chunks=(1, 1)) data_array = xr.DataArray(array, dims=("x", "y")) def parallel_identity(x): return apply_ufunc(identity, x, dask="parallelized", output_dtypes=[x.dtype]) actual = parallel_identity(data_array) assert isinstance(actual.data, da.Array) assert actual.data.chunks == array.chunks assert_identical(data_array, actual) computed = data_array.compute() actual = parallel_identity(computed) assert_identical(computed, actual) @requires_dask def test_apply_dask_parallelized_two_args(): import dask.array as da array = da.ones((2, 2), chunks=(1, 1), dtype=np.int64) data_array = xr.DataArray(array, dims=("x", "y")) data_array.name = None def parallel_add(x, y): return apply_ufunc( operator.add, x, y, dask="parallelized", output_dtypes=[np.int64] ) def check(x, y): actual = parallel_add(x, y) assert isinstance(actual.data, da.Array) assert actual.data.chunks == array.chunks assert_identical(data_array, actual) check(data_array, 0), check(0, data_array) check(data_array, xr.DataArray(0)) check(data_array, 0 * data_array) check(data_array, 0 * data_array[0]) check(data_array[:, 0], 0 * data_array[0]) check(data_array, 0 * data_array.compute()) @requires_dask def test_apply_dask_parallelized_errors(): import dask.array as da array = da.ones((2, 2), chunks=(1, 1)) data_array = xr.DataArray(array, dims=("x", "y")) with pytest.raises(NotImplementedError): apply_ufunc( identity, data_array, output_core_dims=[["z"], ["z"]], dask="parallelized" ) with raises_regex(ValueError, "dtypes"): apply_ufunc(identity, data_array, dask="parallelized") with raises_regex(TypeError, "list"): apply_ufunc(identity, data_array, dask="parallelized", output_dtypes=float) with raises_regex(ValueError, "must have the same length"): apply_ufunc( identity, data_array, dask="parallelized", output_dtypes=[float, float] ) with raises_regex(ValueError, "output_sizes"): apply_ufunc( identity, data_array, output_core_dims=[["z"]], output_dtypes=[float], dask="parallelized", ) with raises_regex(ValueError, "at least one input is an xarray object"): apply_ufunc(identity, array, dask="parallelized") with raises_regex(ValueError, "consists of multiple chunks"): apply_ufunc( identity, data_array, dask="parallelized", output_dtypes=[float], input_core_dims=[("y",)], output_core_dims=[("y",)], ) # it's currently impossible to silence these warnings from inside dask.array: # https://github.com/dask/dask/issues/3245 @requires_dask @pytest.mark.filterwarnings("ignore:Mean of empty slice") def test_apply_dask_multiple_inputs(): import dask.array as da def covariance(x, y): return ( (x - x.mean(axis=-1, keepdims=True)) * (y - y.mean(axis=-1, keepdims=True)) ).mean(axis=-1) rs = np.random.RandomState(42) array1 = da.from_array(rs.randn(4, 4), chunks=(2, 4)) array2 = da.from_array(rs.randn(4, 4), chunks=(2, 4)) data_array_1 = xr.DataArray(array1, dims=("x", "z")) data_array_2 = xr.DataArray(array2, dims=("y", "z")) expected = apply_ufunc( covariance, data_array_1.compute(), data_array_2.compute(), input_core_dims=[["z"], ["z"]], ) allowed = apply_ufunc( covariance, data_array_1, data_array_2, input_core_dims=[["z"], ["z"]], dask="allowed", ) assert isinstance(allowed.data, da.Array) xr.testing.assert_allclose(expected, allowed.compute()) parallelized = apply_ufunc( covariance, data_array_1, data_array_2, input_core_dims=[["z"], ["z"]], dask="parallelized", output_dtypes=[float], ) assert isinstance(parallelized.data, da.Array) xr.testing.assert_allclose(expected, parallelized.compute()) @requires_dask def test_apply_dask_new_output_dimension(): import dask.array as da array = da.ones((2, 2), chunks=(1, 1)) data_array = xr.DataArray(array, dims=("x", "y")) def stack_negative(obj): def func(x): return np.stack([x, -x], axis=-1) return apply_ufunc( func, obj, output_core_dims=[["sign"]], dask="parallelized", output_dtypes=[obj.dtype], output_sizes={"sign": 2}, ) expected = stack_negative(data_array.compute()) actual = stack_negative(data_array) assert actual.dims == ("x", "y", "sign") assert actual.shape == (2, 2, 2) assert isinstance(actual.data, da.Array) assert_identical(expected, actual) def pandas_median(x): return pd.Series(x).median() def test_vectorize(): data_array = xr.DataArray([[0, 1, 2], [1, 2, 3]], dims=("x", "y")) expected = xr.DataArray([1, 2], dims=["x"]) actual = apply_ufunc( pandas_median, data_array, input_core_dims=[["y"]], vectorize=True ) assert_identical(expected, actual) @requires_dask def test_vectorize_dask(): data_array = xr.DataArray([[0, 1, 2], [1, 2, 3]], dims=("x", "y")) expected = xr.DataArray([1, 2], dims=["x"]) actual = apply_ufunc( pandas_median, data_array.chunk({"x": 1}), input_core_dims=[["y"]], vectorize=True, dask="parallelized", output_dtypes=[float], ) assert_identical(expected, actual) @requires_dask def test_vectorize_dask_new_output_dims(): # regression test for GH3574 data_array = xr.DataArray([[0, 1, 2], [1, 2, 3]], dims=("x", "y")) func = lambda x: x[np.newaxis, ...] expected = data_array.expand_dims("z") actual = apply_ufunc( func, data_array.chunk({"x": 1}), output_core_dims=[["z"]], vectorize=True, dask="parallelized", output_dtypes=[float], output_sizes={"z": 1}, ).transpose(*expected.dims) assert_identical(expected, actual) def test_output_wrong_number(): variable = xr.Variable("x", np.arange(10)) def identity(x): return x def tuple3x(x): return (x, x, x) with raises_regex(ValueError, "number of outputs"): apply_ufunc(identity, variable, output_core_dims=[(), ()]) with raises_regex(ValueError, "number of outputs"): apply_ufunc(tuple3x, variable, output_core_dims=[(), ()]) def test_output_wrong_dims(): variable = xr.Variable("x", np.arange(10)) def add_dim(x): return x[..., np.newaxis] def remove_dim(x): return x[..., 0] with raises_regex(ValueError, "unexpected number of dimensions"): apply_ufunc(add_dim, variable, output_core_dims=[("y", "z")]) with raises_regex(ValueError, "unexpected number of dimensions"): apply_ufunc(add_dim, variable) with raises_regex(ValueError, "unexpected number of dimensions"): apply_ufunc(remove_dim, variable) def test_output_wrong_dim_size(): array = np.arange(10) variable = xr.Variable("x", array) data_array = xr.DataArray(variable, [("x", -array)]) dataset = xr.Dataset({"y": variable}, {"x": -array}) def truncate(array): return array[:5] def apply_truncate_broadcast_invalid(obj): return apply_ufunc(truncate, obj) with raises_regex(ValueError, "size of dimension"): apply_truncate_broadcast_invalid(variable) with raises_regex(ValueError, "size of dimension"): apply_truncate_broadcast_invalid(data_array) with raises_regex(ValueError, "size of dimension"): apply_truncate_broadcast_invalid(dataset) def apply_truncate_x_x_invalid(obj): return apply_ufunc( truncate, obj, input_core_dims=[["x"]], output_core_dims=[["x"]] ) with raises_regex(ValueError, "size of dimension"): apply_truncate_x_x_invalid(variable) with raises_regex(ValueError, "size of dimension"): apply_truncate_x_x_invalid(data_array) with raises_regex(ValueError, "size of dimension"): apply_truncate_x_x_invalid(dataset) def apply_truncate_x_z(obj): return apply_ufunc( truncate, obj, input_core_dims=[["x"]], output_core_dims=[["z"]] ) assert_identical(xr.Variable("z", array[:5]), apply_truncate_x_z(variable)) assert_identical( xr.DataArray(array[:5], dims=["z"]), apply_truncate_x_z(data_array) ) assert_identical(xr.Dataset({"y": ("z", array[:5])}), apply_truncate_x_z(dataset)) def apply_truncate_x_x_valid(obj): return apply_ufunc( truncate, obj, input_core_dims=[["x"]], output_core_dims=[["x"]], exclude_dims={"x"}, ) assert_identical(xr.Variable("x", array[:5]), apply_truncate_x_x_valid(variable)) assert_identical( xr.DataArray(array[:5], dims=["x"]), apply_truncate_x_x_valid(data_array) ) assert_identical( xr.Dataset({"y": ("x", array[:5])}), apply_truncate_x_x_valid(dataset) ) @pytest.mark.parametrize("use_dask", [True, False]) def test_dot(use_dask): if use_dask: if not has_dask: pytest.skip("test for dask.") a = np.arange(30 * 4).reshape(30, 4) b = np.arange(30 * 4 * 5).reshape(30, 4, 5) c = np.arange(5 * 60).reshape(5, 60) da_a = xr.DataArray(a, dims=["a", "b"], coords={"a": np.linspace(0, 1, 30)}) da_b = xr.DataArray(b, dims=["a", "b", "c"], coords={"a": np.linspace(0, 1, 30)}) da_c = xr.DataArray(c, dims=["c", "e"]) if use_dask: da_a = da_a.chunk({"a": 3}) da_b = da_b.chunk({"a": 3}) da_c = da_c.chunk({"c": 3}) actual = xr.dot(da_a, da_b, dims=["a", "b"]) assert actual.dims == ("c",) assert (actual.data == np.einsum("ij,ijk->k", a, b)).all() assert isinstance(actual.variable.data, type(da_a.variable.data)) actual = xr.dot(da_a, da_b) assert actual.dims == ("c",) assert (actual.data == np.einsum("ij,ijk->k", a, b)).all() assert isinstance(actual.variable.data, type(da_a.variable.data)) # for only a single array is passed without dims argument, just return # as is actual = xr.dot(da_a) assert da_a.identical(actual) # test for variable actual = xr.dot(da_a.variable, da_b.variable) assert actual.dims == ("c",) assert (actual.data == np.einsum("ij,ijk->k", a, b)).all() assert isinstance(actual.data, type(da_a.variable.data)) if use_dask: da_a = da_a.chunk({"a": 3}) da_b = da_b.chunk({"a": 3}) actual = xr.dot(da_a, da_b, dims=["b"]) assert actual.dims == ("a", "c") assert (actual.data == np.einsum("ij,ijk->ik", a, b)).all() assert isinstance(actual.variable.data, type(da_a.variable.data)) actual = xr.dot(da_a, da_b, dims=["b"]) assert actual.dims == ("a", "c") assert (actual.data == np.einsum("ij,ijk->ik", a, b)).all() actual = xr.dot(da_a, da_b, dims="b") assert actual.dims == ("a", "c") assert (actual.data == np.einsum("ij,ijk->ik", a, b)).all() actual = xr.dot(da_a, da_b, dims="a") assert actual.dims == ("b", "c") assert (actual.data == np.einsum("ij,ijk->jk", a, b)).all() actual = xr.dot(da_a, da_b, dims="c") assert actual.dims == ("a", "b") assert (actual.data == np.einsum("ij,ijk->ij", a, b)).all() actual = xr.dot(da_a, da_b, da_c, dims=["a", "b"]) assert actual.dims == ("c", "e") assert (actual.data == np.einsum("ij,ijk,kl->kl ", a, b, c)).all() # should work with tuple actual = xr.dot(da_a, da_b, dims=("c",)) assert actual.dims == ("a", "b") assert (actual.data == np.einsum("ij,ijk->ij", a, b)).all() # default dims actual = xr.dot(da_a, da_b, da_c) assert actual.dims == ("e",) assert (actual.data == np.einsum("ij,ijk,kl->l ", a, b, c)).all() # 1 array summation actual = xr.dot(da_a, dims="a") assert actual.dims == ("b",) assert (actual.data == np.einsum("ij->j ", a)).all() # empty dim actual = xr.dot(da_a.sel(a=[]), da_a.sel(a=[]), dims="a") assert actual.dims == ("b",) assert (actual.data == np.zeros(actual.shape)).all() # Ellipsis (...) sums over all dimensions actual = xr.dot(da_a, da_b, dims=...) assert actual.dims == () assert (actual.data == np.einsum("ij,ijk->", a, b)).all() actual = xr.dot(da_a, da_b, da_c, dims=...) assert actual.dims == () assert (actual.data == np.einsum("ij,ijk,kl-> ", a, b, c)).all() actual = xr.dot(da_a, dims=...) assert actual.dims == () assert (actual.data == np.einsum("ij-> ", a)).all() actual = xr.dot(da_a.sel(a=[]), da_a.sel(a=[]), dims=...) assert actual.dims == () assert (actual.data == np.zeros(actual.shape)).all() # Invalid cases if not use_dask: with pytest.raises(TypeError): xr.dot(da_a, dims="a", invalid=None) with pytest.raises(TypeError): xr.dot(da_a.to_dataset(name="da"), dims="a") with pytest.raises(TypeError): xr.dot(dims="a") # einsum parameters actual = xr.dot(da_a, da_b, dims=["b"], order="C") assert (actual.data == np.einsum("ij,ijk->ik", a, b)).all() assert actual.values.flags["C_CONTIGUOUS"] assert not actual.values.flags["F_CONTIGUOUS"] actual = xr.dot(da_a, da_b, dims=["b"], order="F") assert (actual.data == np.einsum("ij,ijk->ik", a, b)).all() # dask converts Fortran arrays to C order when merging the final array if not use_dask: assert not actual.values.flags["C_CONTIGUOUS"] assert actual.values.flags["F_CONTIGUOUS"] # einsum has a constant string as of the first parameter, which makes # it hard to pass to xarray.apply_ufunc. # make sure dot() uses functools.partial(einsum, subscripts), which # can be pickled, and not a lambda, which can't. pickle.loads(pickle.dumps(xr.dot(da_a))) @pytest.mark.parametrize("use_dask", [True, False]) def test_dot_align_coords(use_dask): # GH 3694 if use_dask: if not has_dask: pytest.skip("test for dask.") a = np.arange(30 * 4).reshape(30, 4) b = np.arange(30 * 4 * 5).reshape(30, 4, 5) # use partially overlapping coords coords_a = {"a": np.arange(30), "b": np.arange(4)} coords_b = {"a": np.arange(5, 35), "b": np.arange(1, 5)} da_a = xr.DataArray(a, dims=["a", "b"], coords=coords_a) da_b = xr.DataArray(b, dims=["a", "b", "c"], coords=coords_b) if use_dask: da_a = da_a.chunk({"a": 3}) da_b = da_b.chunk({"a": 3}) # join="inner" is the default actual = xr.dot(da_a, da_b) # `dot` sums over the common dimensions of the arguments expected = (da_a * da_b).sum(["a", "b"]) xr.testing.assert_allclose(expected, actual) actual = xr.dot(da_a, da_b, dims=...) expected = (da_a * da_b).sum() xr.testing.assert_allclose(expected, actual) with xr.set_options(arithmetic_join="exact"): with raises_regex(ValueError, "indexes along dimension"): xr.dot(da_a, da_b) # NOTE: dot always uses `join="inner"` because `(a * b).sum()` yields the same for all # join method (except "exact") with xr.set_options(arithmetic_join="left"): actual = xr.dot(da_a, da_b) expected = (da_a * da_b).sum(["a", "b"]) xr.testing.assert_allclose(expected, actual) with xr.set_options(arithmetic_join="right"): actual = xr.dot(da_a, da_b) expected = (da_a * da_b).sum(["a", "b"]) xr.testing.assert_allclose(expected, actual) with xr.set_options(arithmetic_join="outer"): actual = xr.dot(da_a, da_b) expected = (da_a * da_b).sum(["a", "b"]) xr.testing.assert_allclose(expected, actual) def test_where(): cond = xr.DataArray([True, False], dims="x") actual = xr.where(cond, 1, 0) expected = xr.DataArray([1, 0], dims="x") assert_identical(expected, actual) @pytest.mark.parametrize("use_dask", [True, False]) @pytest.mark.parametrize("use_datetime", [True, False]) def test_polyval(use_dask, use_datetime): if use_dask and not has_dask: pytest.skip("requires dask") if use_datetime: xcoord = xr.DataArray( pd.date_range("2000-01-01", freq="D", periods=10), dims=("x",), name="x" ) x = xr.core.missing.get_clean_interp_index(xcoord, "x") else: xcoord = x = np.arange(10) da = xr.DataArray( np.stack((1.0 + x + 2.0 * x ** 2, 1.0 + 2.0 * x + 3.0 * x ** 2)), dims=("d", "x"), coords={"x": xcoord, "d": [0, 1]}, ) coeffs = xr.DataArray( [[2, 1, 1], [3, 2, 1]], dims=("d", "degree"), coords={"d": [0, 1], "degree": [2, 1, 0]}, ) if use_dask: coeffs = coeffs.chunk({"d": 2}) da_pv = xr.polyval(da.x, coeffs) xr.testing.assert_allclose(da, da_pv.T)
apache-2.0
trankmichael/scikit-learn
sklearn/utils/metaestimators.py
283
2353
"""Utilities for meta-estimators""" # Author: Joel Nothman # Andreas Mueller # Licence: BSD from operator import attrgetter from functools import update_wrapper __all__ = ['if_delegate_has_method'] class _IffHasAttrDescriptor(object): """Implements a conditional property using the descriptor protocol. Using this class to create a decorator will raise an ``AttributeError`` if the ``attribute_name`` is not present on the base object. This allows ducktyping of the decorated method based on ``attribute_name``. See https://docs.python.org/3/howto/descriptor.html for an explanation of descriptors. """ def __init__(self, fn, attribute_name): self.fn = fn self.get_attribute = attrgetter(attribute_name) # update the docstring of the descriptor update_wrapper(self, fn) def __get__(self, obj, type=None): # raise an AttributeError if the attribute is not present on the object if obj is not None: # delegate only on instances, not the classes. # this is to allow access to the docstrings. self.get_attribute(obj) # lambda, but not partial, allows help() to work with update_wrapper out = lambda *args, **kwargs: self.fn(obj, *args, **kwargs) # update the docstring of the returned function update_wrapper(out, self.fn) return out def if_delegate_has_method(delegate): """Create a decorator for methods that are delegated to a sub-estimator This enables ducktyping by hasattr returning True according to the sub-estimator. >>> from sklearn.utils.metaestimators import if_delegate_has_method >>> >>> >>> class MetaEst(object): ... def __init__(self, sub_est): ... self.sub_est = sub_est ... ... @if_delegate_has_method(delegate='sub_est') ... def predict(self, X): ... return self.sub_est.predict(X) ... >>> class HasPredict(object): ... def predict(self, X): ... return X.sum(axis=1) ... >>> class HasNoPredict(object): ... pass ... >>> hasattr(MetaEst(HasPredict()), 'predict') True >>> hasattr(MetaEst(HasNoPredict()), 'predict') False """ return lambda fn: _IffHasAttrDescriptor(fn, '%s.%s' % (delegate, fn.__name__))
bsd-3-clause
espenhgn/elephant
elephant/current_source_density_src/icsd.py
9
35175
# -*- coding: utf-8 -*- ''' py-iCSD toolbox! Translation of the core functionality of the CSDplotter MATLAB package to python. The methods were originally developed by Klas H. Pettersen, as described in: Klas H. Pettersen, Anna Devor, Istvan Ulbert, Anders M. Dale, Gaute T. Einevoll, Current-source density estimation based on inversion of electrostatic forward solution: Effects of finite extent of neuronal activity and conductivity discontinuities, Journal of Neuroscience Methods, Volume 154, Issues 1-2, 30 June 2006, Pages 116-133, ISSN 0165-0270, http://dx.doi.org/10.1016/j.jneumeth.2005.12.005. (http://www.sciencedirect.com/science/article/pii/S0165027005004541) The method themselves are implemented as callable subclasses of the base CSD class object, which sets some common attributes, and a basic function for calculating the iCSD, and a generic spatial filter implementation. The raw- and filtered CSD estimates are returned as Quantity arrays. Requires pylab environment to work, i.e numpy+scipy+matplotlib, with the addition of quantities (http://pythonhosted.org/quantities) and neo (https://pythonhosted.org/neo)- Original implementation from CSDplotter-0.1.1 (http://software.incf.org/software/csdplotter) by Klas. H. Pettersen 2005. Written by: - [email protected], 2010, - [email protected], 2015-2016 ''' import numpy as np import scipy.integrate as si import scipy.signal as ss import quantities as pq class CSD(object): '''Base iCSD class''' def __init__(self, lfp, f_type='gaussian', f_order=(3, 1)): '''Initialize parent class iCSD Parameters ---------- lfp : np.ndarray * quantity.Quantity LFP signal of shape (# channels, # time steps) f_type : str type of spatial filter, must be a scipy.signal filter design method f_order : list settings for spatial filter, arg passed to filter design function ''' self.name = 'CSD estimate parent class' self.lfp = lfp self.f_matrix = np.eye(lfp.shape[0]) * pq.m**3 / pq.S self.f_type = f_type self.f_order = f_order def get_csd(self, ): ''' Perform the CSD estimate from the LFP and forward matrix F, i.e as CSD=F**-1*LFP Arguments --------- Returns ------- csd : np.ndarray * quantity.Quantity Array with the csd estimate ''' csd = np.linalg.solve(self.f_matrix, self.lfp) return csd * (self.f_matrix.units**-1 * self.lfp.units).simplified def filter_csd(self, csd, filterfunction='convolve'): ''' Spatial filtering of the CSD estimate, using an N-point filter Arguments --------- csd : np.ndarrray * quantity.Quantity Array with the csd estimate filterfunction : str 'filtfilt' or 'convolve'. Apply spatial filter using scipy.signal.filtfilt or scipy.signal.convolve. ''' if self.f_type == 'gaussian': try: assert(len(self.f_order) == 2) except AssertionError as ae: raise ae('filter order f_order must be a tuple of length 2') else: try: assert(self.f_order > 0 and isinstance(self.f_order, int)) except AssertionError as ae: raise ae('Filter order must be int > 0!') try: assert(filterfunction in ['filtfilt', 'convolve']) except AssertionError as ae: raise ae("{} not equal to 'filtfilt' or \ 'convolve'".format(filterfunction)) if self.f_type == 'boxcar': num = ss.boxcar(self.f_order) denom = np.array([num.sum()]) elif self.f_type == 'hamming': num = ss.hamming(self.f_order) denom = np.array([num.sum()]) elif self.f_type == 'triangular': num = ss.triang(self.f_order) denom = np.array([num.sum()]) elif self.f_type == 'gaussian': num = ss.gaussian(self.f_order[0], self.f_order[1]) denom = np.array([num.sum()]) elif self.f_type == 'identity': num = np.array([1.]) denom = np.array([1.]) else: print('%s Wrong filter type!' % self.f_type) raise num_string = '[ ' for i in num: num_string = num_string + '%.3f ' % i num_string = num_string + ']' denom_string = '[ ' for i in denom: denom_string = denom_string + '%.3f ' % i denom_string = denom_string + ']' print(('discrete filter coefficients: \nb = {}, \ \na = {}'.format(num_string, denom_string))) if filterfunction == 'filtfilt': return ss.filtfilt(num, denom, csd, axis=0) * csd.units elif filterfunction == 'convolve': csdf = csd / csd.units for i in range(csdf.shape[1]): csdf[:, i] = ss.convolve(csdf[:, i], num / denom.sum(), 'same') return csdf * csd.units class StandardCSD(CSD): ''' Standard CSD method with and without Vaknin electrodes ''' def __init__(self, lfp, coord_electrode, **kwargs): ''' Initialize standard CSD method class with & without Vaknin electrodes. Parameters ---------- lfp : np.ndarray * quantity.Quantity LFP signal of shape (# channels, # time steps) in units of V coord_electrode : np.ndarray * quantity.Quantity depth of evenly spaced electrode contact points of shape (# contacts, ) in units of m, must be monotonously increasing sigma : float * quantity.Quantity conductivity of tissue in units of S/m or 1/(ohm*m) Defaults to 0.3 S/m vaknin_el : bool flag for using method of Vaknin to endpoint electrodes Defaults to True f_type : str type of spatial filter, must be a scipy.signal filter design method Defaults to 'gaussian' f_order : list settings for spatial filter, arg passed to filter design function Defaults to (3,1) for the gaussian ''' self.parameters(**kwargs) CSD.__init__(self, lfp, self.f_type, self.f_order) diff_diff_coord = np.diff(np.diff(coord_electrode)).magnitude zeros_ddc = np.zeros_like(diff_diff_coord) try: assert(np.all(np.isclose(diff_diff_coord, zeros_ddc, atol=1e-12))) except AssertionError as ae: print('coord_electrode not monotonously varying') raise ae if self.vaknin_el: # extend lfps array by duplicating potential at endpoint contacts if lfp.ndim == 1: self.lfp = np.empty((lfp.shape[0] + 2, )) * lfp.units else: self.lfp = np.empty((lfp.shape[0] + 2, lfp.shape[1])) * lfp.units self.lfp[0, ] = lfp[0, ] self.lfp[1:-1, ] = lfp self.lfp[-1, ] = lfp[-1, ] else: self.lfp = lfp self.name = 'Standard CSD method' self.coord_electrode = coord_electrode self.f_inv_matrix = self.get_f_inv_matrix() def parameters(self, **kwargs): '''Defining the default values of the method passed as kwargs Parameters ---------- **kwargs Same as those passed to initialize the Class ''' self.sigma = kwargs.pop('sigma', 0.3 * pq.S / pq.m) self.vaknin_el = kwargs.pop('vaknin_el', True) self.f_type = kwargs.pop('f_type', 'gaussian') self.f_order = kwargs.pop('f_order', (3, 1)) if kwargs: raise TypeError('Invalid keyword arguments:', kwargs.keys()) def get_f_inv_matrix(self): '''Calculate the inverse F-matrix for the standard CSD method''' h_val = abs(np.diff(self.coord_electrode)[0]) f_inv = -np.eye(self.lfp.shape[0]) # Inner matrix elements is just the discrete laplacian coefficients for j in range(1, f_inv.shape[0] - 1): f_inv[j, j - 1: j + 2] = np.array([1., -2., 1.]) return f_inv * -self.sigma / h_val def get_csd(self): ''' Perform the iCSD calculation, i.e: iCSD=F_inv*LFP Returns ------- csd : np.ndarray * quantity.Quantity Array with the csd estimate ''' csd = np.dot(self.f_inv_matrix, self.lfp)[1:-1, ] # `np.dot()` does not return correct units, so the units of `csd` must # be assigned manually csd_units = (self.f_inv_matrix.units * self.lfp.units).simplified csd = csd.magnitude * csd_units return csd class DeltaiCSD(CSD): ''' delta-iCSD method ''' def __init__(self, lfp, coord_electrode, **kwargs): ''' Initialize the delta-iCSD method class object Parameters ---------- lfp : np.ndarray * quantity.Quantity LFP signal of shape (# channels, # time steps) in units of V coord_electrode : np.ndarray * quantity.Quantity depth of evenly spaced electrode contact points of shape (# contacts, ) in units of m diam : float * quantity.Quantity diamater of the assumed circular planar current sources centered at each contact Defaults to 500E-6 meters sigma : float * quantity.Quantity conductivity of tissue in units of S/m or 1/(ohm*m) Defaults to 0.3 S / m sigma_top : float * quantity.Quantity conductivity on top of tissue in units of S/m or 1/(ohm*m) Defaults to 0.3 S / m f_type : str type of spatial filter, must be a scipy.signal filter design method Defaults to 'gaussian' f_order : list settings for spatial filter, arg passed to filter design function Defaults to (3,1) for gaussian ''' self.parameters(**kwargs) CSD.__init__(self, lfp, self.f_type, self.f_order) try: # Should the class not take care of this?! assert(self.diam.units == coord_electrode.units) except AssertionError as ae: print('units of coord_electrode ({}) and diam ({}) differ' .format(coord_electrode.units, self.diam.units)) raise ae try: assert(np.all(np.diff(coord_electrode) > 0)) except AssertionError as ae: print('values of coord_electrode not continously increasing') raise ae try: assert(self.diam.size == 1 or self.diam.size == coord_electrode.size) if self.diam.size == coord_electrode.size: assert(np.all(self.diam > 0 * self.diam.units)) else: assert(self.diam > 0 * self.diam.units) except AssertionError as ae: print('diam must be positive scalar or of same shape \ as coord_electrode') raise ae if self.diam.size == 1: self.diam = np.ones(coord_electrode.size) * self.diam self.name = 'delta-iCSD method' self.coord_electrode = coord_electrode # initialize F- and iCSD-matrices self.f_matrix = np.empty((self.coord_electrode.size, self.coord_electrode.size)) self.f_matrix = self.get_f_matrix() def parameters(self, **kwargs): '''Defining the default values of the method passed as kwargs Parameters ---------- **kwargs Same as those passed to initialize the Class ''' self.diam = kwargs.pop('diam', 500E-6 * pq.m) self.sigma = kwargs.pop('sigma', 0.3 * pq.S / pq.m) self.sigma_top = kwargs.pop('sigma_top', 0.3 * pq.S / pq.m) self.f_type = kwargs.pop('f_type', 'gaussian') self.f_order = kwargs.pop('f_order', (3, 1)) if kwargs: raise TypeError('Invalid keyword arguments:', kwargs.keys()) def get_f_matrix(self): '''Calculate the F-matrix''' f_matrix = np.empty((self.coord_electrode.size, self.coord_electrode.size)) * self.coord_electrode.units for j in range(self.coord_electrode.size): for i in range(self.coord_electrode.size): f_matrix[j, i] = ((np.sqrt((self.coord_electrode[j] - self.coord_electrode[i])**2 + (self.diam[j] / 2)**2) - abs(self.coord_electrode[j] - self.coord_electrode[i])) + (self.sigma - self.sigma_top) / (self.sigma + self.sigma_top) * (np.sqrt((self.coord_electrode[j] + self.coord_electrode[i])**2 + (self.diam[j] / 2)**2)- abs(self.coord_electrode[j] + self.coord_electrode[i]))) f_matrix /= (2 * self.sigma) return f_matrix class StepiCSD(CSD): '''step-iCSD method''' def __init__(self, lfp, coord_electrode, **kwargs): ''' Initializing step-iCSD method class object Parameters ---------- lfp : np.ndarray * quantity.Quantity LFP signal of shape (# channels, # time steps) in units of V coord_electrode : np.ndarray * quantity.Quantity depth of evenly spaced electrode contact points of shape (# contacts, ) in units of m diam : float or np.ndarray * quantity.Quantity diameter(s) of the assumed circular planar current sources centered at each contact Defaults to 500E-6 meters h : float or np.ndarray * quantity.Quantity assumed thickness of the source cylinders at all or each contact Defaults to np.ones(15) * 100E-6 * pq.m sigma : float * quantity.Quantity conductivity of tissue in units of S/m or 1/(ohm*m) Defaults to 0.3 S / m sigma_top : float * quantity.Quantity conductivity on top of tissue in units of S/m or 1/(ohm*m) Defaults to 0.3 S / m tol : float tolerance of numerical integration Defaults 1e-6 f_type : str type of spatial filter, must be a scipy.signal filter design method Defaults to 'gaussian' f_order : list settings for spatial filter, arg passed to filter design function Defaults to (3,1) for the gaussian ''' self.parameters(**kwargs) CSD.__init__(self, lfp, self.f_type, self.f_order) try: # Should the class not take care of this? assert(self.diam.units == coord_electrode.units) except AssertionError as ae: print('units of coord_electrode ({}) and diam ({}) differ' .format(coord_electrode.units, self.diam.units)) raise ae try: assert(np.all(np.diff(coord_electrode) > 0)) except AssertionError as ae: print('values of coord_electrode not continously increasing') raise ae try: assert(self.diam.size == 1 or self.diam.size == coord_electrode.size) if self.diam.size == coord_electrode.size: assert(np.all(self.diam > 0 * self.diam.units)) else: assert(self.diam > 0 * self.diam.units) except AssertionError as ae: print('diam must be positive scalar or of same shape \ as coord_electrode') raise ae if self.diam.size == 1: self.diam = np.ones(coord_electrode.size) * self.diam try: assert(self.h.size == 1 or self.h.size == coord_electrode.size) if self.h.size == coord_electrode.size: assert(np.all(self.h > 0 * self.h.units)) except AssertionError as ae: print('h must be scalar or of same shape as coord_electrode') raise ae if self.h.size == 1: self.h = np.ones(coord_electrode.size) * self.h self.name = 'step-iCSD method' self.coord_electrode = coord_electrode # compute forward-solution matrix self.f_matrix = self.get_f_matrix() def parameters(self, **kwargs): '''Defining the default values of the method passed as kwargs Parameters ---------- **kwargs Same as those passed to initialize the Class ''' self.diam = kwargs.pop('diam', 500E-6 * pq.m) self.h = kwargs.pop('h', np.ones(23) * 100E-6 * pq.m) self.sigma = kwargs.pop('sigma', 0.3 * pq.S / pq.m) self.sigma_top = kwargs.pop('sigma_top', 0.3 * pq.S / pq.m) self.tol = kwargs.pop('tol', 1e-6) self.f_type = kwargs.pop('f_type', 'gaussian') self.f_order = kwargs.pop('f_order', (3, 1)) if kwargs: raise TypeError('Invalid keyword arguments:', kwargs.keys()) def get_f_matrix(self): '''Calculate F-matrix for step iCSD method''' el_len = self.coord_electrode.size f_matrix = np.zeros((el_len, el_len)) for j in range(el_len): for i in range(el_len): lower_int = self.coord_electrode[i] - self.h[j] / 2 if lower_int < 0: lower_int = self.h[j].units upper_int = self.coord_electrode[i] + self.h[j] / 2 # components of f_matrix object f_cyl0 = si.quad(self._f_cylinder, a=lower_int, b=upper_int, args=(float(self.coord_electrode[j]), float(self.diam[j]), float(self.sigma)), epsabs=self.tol)[0] f_cyl1 = si.quad(self._f_cylinder, a=lower_int, b=upper_int, args=(-float(self.coord_electrode[j]), float(self.diam[j]), float(self.sigma)), epsabs=self.tol)[0] # method of images coefficient mom = (self.sigma - self.sigma_top) / (self.sigma + self.sigma_top) f_matrix[j, i] = f_cyl0 + mom * f_cyl1 # assume si.quad trash the units return f_matrix * self.h.units**2 / self.sigma.units def _f_cylinder(self, zeta, z_val, diam, sigma): '''function used by class method''' f_cyl = 1. / (2. * sigma) * \ (np.sqrt((diam / 2)**2 + ((z_val - zeta))**2) - abs(z_val - zeta)) return f_cyl class SplineiCSD(CSD): '''spline iCSD method''' def __init__(self, lfp, coord_electrode, **kwargs): ''' Initializing spline-iCSD method class object Parameters ---------- lfp : np.ndarray * quantity.Quantity LFP signal of shape (# channels, # time steps) in units of V coord_electrode : np.ndarray * quantity.Quantity depth of evenly spaced electrode contact points of shape (# contacts, ) in units of m diam : float * quantity.Quantity diamater of the assumed circular planar current sources centered at each contact Defaults to 500E-6 meters sigma : float * quantity.Quantity conductivity of tissue in units of S/m or 1/(ohm*m) Defaults to 0.3 S / m sigma_top : float * quantity.Quantity conductivity on top of tissue in units of S/m or 1/(ohm*m) Defaults to 0.3 S / m tol : float tolerance of numerical integration Defaults 1e-6 f_type : str type of spatial filter, must be a scipy.signal filter design method Defaults to 'gaussian' f_order : list settings for spatial filter, arg passed to filter design function Defaults to (3,1) for the gaussian num_steps : int number of data points for the spatially upsampled LFP/CSD data Defaults to 200 ''' self.parameters(**kwargs) CSD.__init__(self, lfp, self.f_type, self.f_order) try: # Should the class not take care of this?! assert(self.diam.units == coord_electrode.units) except AssertionError as ae: print('units of coord_electrode ({}) and diam ({}) differ' .format(coord_electrode.units, self.diam.units)) raise try: assert(np.all(np.diff(coord_electrode) > 0)) except AssertionError as ae: print('values of coord_electrode not continously increasing') raise ae try: assert(self.diam.size == 1 or self.diam.size == coord_electrode.size) if self.diam.size == coord_electrode.size: assert(np.all(self.diam > 0 * self.diam.units)) except AssertionError as ae: print('diam must be scalar or of same shape as coord_electrode') raise ae if self.diam.size == 1: self.diam = np.ones(coord_electrode.size) * self.diam self.name = 'spline-iCSD method' self.coord_electrode = coord_electrode # compute stuff self.f_matrix = self.get_f_matrix() def parameters(self, **kwargs): '''Defining the default values of the method passed as kwargs Parameters ---------- **kwargs Same as those passed to initialize the Class ''' self.diam = kwargs.pop('diam', 500E-6 * pq.m) self.sigma = kwargs.pop('sigma', 0.3 * pq.S / pq.m) self.sigma_top = kwargs.pop('sigma_top', 0.3 * pq.S / pq.m) self.tol = kwargs.pop('tol', 1e-6) self.num_steps = kwargs.pop('num_steps', 200) self.f_type = kwargs.pop('f_type', 'gaussian') self.f_order = kwargs.pop('f_order', (3, 1)) if kwargs: raise TypeError('Invalid keyword arguments:', kwargs.keys()) def get_f_matrix(self): '''Calculate the F-matrix for cubic spline iCSD method''' el_len = self.coord_electrode.size z_js = np.zeros(el_len + 1) z_js[:-1] = np.array(self.coord_electrode) z_js[-1] = z_js[-2] + float(np.diff(self.coord_electrode).mean()) # Define integration matrixes f_mat0 = np.zeros((el_len, el_len + 1)) f_mat1 = np.zeros((el_len, el_len + 1)) f_mat2 = np.zeros((el_len, el_len + 1)) f_mat3 = np.zeros((el_len, el_len + 1)) # Calc. elements for j in range(el_len): for i in range(el_len): f_mat0[j, i] = si.quad(self._f_mat0, a=z_js[i], b=z_js[i + 1], args=(z_js[j + 1], float(self.sigma), float(self.diam[j])), epsabs=self.tol)[0] f_mat1[j, i] = si.quad(self._f_mat1, a=z_js[i], b=z_js[i + 1], args=(z_js[j + 1], z_js[i], float(self.sigma), float(self.diam[j])), epsabs=self.tol)[0] f_mat2[j, i] = si.quad(self._f_mat2, a=z_js[i], b=z_js[i + 1], args=(z_js[j + 1], z_js[i], float(self.sigma), float(self.diam[j])), epsabs=self.tol)[0] f_mat3[j, i] = si.quad(self._f_mat3, a=z_js[i], b=z_js[i + 1], args=(z_js[j + 1], z_js[i], float(self.sigma), float(self.diam[j])), epsabs=self.tol)[0] # image technique if conductivity not constant: if self.sigma != self.sigma_top: f_mat0[j, i] = f_mat0[j, i] + (self.sigma-self.sigma_top) / \ (self.sigma + self.sigma_top) * \ si.quad(self._f_mat0, a=z_js[i], b=z_js[i+1], \ args=(-z_js[j+1], float(self.sigma), float(self.diam[j])), \ epsabs=self.tol)[0] f_mat1[j, i] = f_mat1[j, i] + (self.sigma-self.sigma_top) / \ (self.sigma + self.sigma_top) * \ si.quad(self._f_mat1, a=z_js[i], b=z_js[i+1], \ args=(-z_js[j+1], z_js[i], float(self.sigma), float(self.diam[j])), epsabs=self.tol)[0] f_mat2[j, i] = f_mat2[j, i] + (self.sigma-self.sigma_top) / \ (self.sigma + self.sigma_top) * \ si.quad(self._f_mat2, a=z_js[i], b=z_js[i+1], \ args=(-z_js[j+1], z_js[i], float(self.sigma), float(self.diam[j])), epsabs=self.tol)[0] f_mat3[j, i] = f_mat3[j, i] + (self.sigma-self.sigma_top) / \ (self.sigma + self.sigma_top) * \ si.quad(self._f_mat3, a=z_js[i], b=z_js[i+1], \ args=(-z_js[j+1], z_js[i], float(self.sigma), float(self.diam[j])), epsabs=self.tol)[0] e_mat0, e_mat1, e_mat2, e_mat3 = self._calc_e_matrices() # Calculate the F-matrix f_matrix = np.eye(el_len + 2) f_matrix[1:-1, :] = np.dot(f_mat0, e_mat0) + \ np.dot(f_mat1, e_mat1) + \ np.dot(f_mat2, e_mat2) + \ np.dot(f_mat3, e_mat3) return f_matrix * self.coord_electrode.units**2 / self.sigma.units def get_csd(self): ''' Calculate the iCSD using the spline iCSD method Returns ------- csd : np.ndarray * quantity.Quantity Array with csd estimate ''' e_mat = self._calc_e_matrices() el_len = self.coord_electrode.size # padding the lfp with zeros on top/bottom if self.lfp.ndim == 1: cs_lfp = np.r_[[0], np.asarray(self.lfp), [0]].reshape(1, -1).T csd = np.zeros(self.num_steps) else: cs_lfp = np.vstack((np.zeros(self.lfp.shape[1]), np.asarray(self.lfp), np.zeros(self.lfp.shape[1]))) csd = np.zeros((self.num_steps, self.lfp.shape[1])) cs_lfp *= self.lfp.units # CSD coefficients csd_coeff = np.linalg.solve(self.f_matrix, cs_lfp) # The cubic spline polynomial coefficients a_mat0 = np.dot(e_mat[0], csd_coeff) a_mat1 = np.dot(e_mat[1], csd_coeff) a_mat2 = np.dot(e_mat[2], csd_coeff) a_mat3 = np.dot(e_mat[3], csd_coeff) # Extend electrode coordinates in both end by min contact interdistance h = np.diff(self.coord_electrode).min() z_js = np.zeros(el_len + 2) z_js[0] = self.coord_electrode[0] - h z_js[1: -1] = self.coord_electrode z_js[-1] = self.coord_electrode[-1] + h # create high res spatial grid out_zs = np.linspace(z_js[1], z_js[-2], self.num_steps) # Calculate iCSD estimate on grid from polynomial coefficients. i = 0 for j in range(self.num_steps): if out_zs[j] >= z_js[i + 1]: i += 1 csd[j, ] = a_mat0[i, :] + a_mat1[i, :] * \ (out_zs[j] - z_js[i]) + \ a_mat2[i, :] * (out_zs[j] - z_js[i])**2 + \ a_mat3[i, :] * (out_zs[j] - z_js[i])**3 csd_unit = (self.f_matrix.units**-1 * self.lfp.units).simplified return csd * csd_unit def _f_mat0(self, zeta, z_val, sigma, diam): '''0'th order potential function''' return 1. / (2. * sigma) * \ (np.sqrt((diam / 2)**2 + ((z_val - zeta))**2) - abs(z_val - zeta)) def _f_mat1(self, zeta, z_val, zi_val, sigma, diam): '''1'th order potential function''' return (zeta - zi_val) * self._f_mat0(zeta, z_val, sigma, diam) def _f_mat2(self, zeta, z_val, zi_val, sigma, diam): '''2'nd order potential function''' return (zeta - zi_val)**2 * self._f_mat0(zeta, z_val, sigma, diam) def _f_mat3(self, zeta, z_val, zi_val, sigma, diam): '''3'rd order potential function''' return (zeta - zi_val)**3 * self._f_mat0(zeta, z_val, sigma, diam) def _calc_k_matrix(self): '''Calculate the K-matrix used by to calculate E-matrices''' el_len = self.coord_electrode.size h = float(np.diff(self.coord_electrode).min()) c_jm1 = np.eye(el_len + 2, k=0) / h c_jm1[0, 0] = 0 c_j0 = np.eye(el_len + 2) / h c_j0[-1, -1] = 0 c_jall = c_j0 c_jall[0, 0] = 1 c_jall[-1, -1] = 1 tjp1 = np.eye(el_len + 2, k=1) tjm1 = np.eye(el_len + 2, k=-1) tj0 = np.eye(el_len + 2) tj0[0, 0] = 0 tj0[-1, -1] = 0 # Defining K-matrix used to calculate e_mat1-3 return np.dot(np.linalg.inv(np.dot(c_jm1, tjm1) + 2 * np.dot(c_jm1, tj0) + 2 * c_jall + np.dot(c_j0, tjp1)), 3 * (np.dot(np.dot(c_jm1, c_jm1), tj0) - np.dot(np.dot(c_jm1, c_jm1), tjm1) + np.dot(np.dot(c_j0, c_j0), tjp1) - np.dot(np.dot(c_j0, c_j0), tj0))) def _calc_e_matrices(self): '''Calculate the E-matrices used by cubic spline iCSD method''' el_len = self.coord_electrode.size # expanding electrode grid h = float(np.diff(self.coord_electrode).min()) # Define transformation matrices c_mat3 = np.eye(el_len + 1) / h # Get K-matrix k_matrix = self._calc_k_matrix() # Define matrixes for C to A transformation: tja = np.eye(el_len + 2)[:-1, ] tjp1a = np.eye(el_len + 2, k=1)[:-1, ] # Define spline coefficients e_mat0 = tja e_mat1 = np.dot(tja, k_matrix) e_mat2 = 3 * np.dot(c_mat3**2, (tjp1a - tja)) - \ np.dot(np.dot(c_mat3, (tjp1a + 2 * tja)), k_matrix) e_mat3 = 2 * np.dot(c_mat3**3, (tja - tjp1a)) + \ np.dot(np.dot(c_mat3**2, (tjp1a + tja)), k_matrix) return e_mat0, e_mat1, e_mat2, e_mat3 if __name__ == '__main__': from scipy.io import loadmat import matplotlib.pyplot as plt #loading test data test_data = loadmat('test_data.mat') #prepare lfp data for use, by changing the units to SI and append quantities, #along with electrode geometry, conductivities and assumed source geometry lfp_data = test_data['pot1'] * 1E-6 * pq.V # [uV] -> [V] z_data = np.linspace(100E-6, 2300E-6, 23) * pq.m # [m] diam = 500E-6 * pq.m # [m] h = 100E-6 * pq.m # [m] sigma = 0.3 * pq.S / pq.m # [S/m] or [1/(ohm*m)] sigma_top = 0.3 * pq.S / pq.m # [S/m] or [1/(ohm*m)] # Input dictionaries for each method delta_input = { 'lfp' : lfp_data, 'coord_electrode' : z_data, 'diam' : diam, # source diameter 'sigma' : sigma, # extracellular conductivity 'sigma_top' : sigma, # conductivity on top of cortex 'f_type' : 'gaussian', # gaussian filter 'f_order' : (3, 1), # 3-point filter, sigma = 1. } step_input = { 'lfp' : lfp_data, 'coord_electrode' : z_data, 'diam' : diam, 'h' : h, # source thickness 'sigma' : sigma, 'sigma_top' : sigma, 'tol' : 1E-12, # Tolerance in numerical integration 'f_type' : 'gaussian', 'f_order' : (3, 1), } spline_input = { 'lfp' : lfp_data, 'coord_electrode' : z_data, 'diam' : diam, 'sigma' : sigma, 'sigma_top' : sigma, 'num_steps' : 201, # Spatial CSD upsampling to N steps 'tol' : 1E-12, 'f_type' : 'gaussian', 'f_order' : (20, 5), } std_input = { 'lfp' : lfp_data, 'coord_electrode' : z_data, 'sigma' : sigma, 'f_type' : 'gaussian', 'f_order' : (3, 1), } #Create the different CSD-method class instances. We use the class methods #get_csd() and filter_csd() below to get the raw and spatially filtered #versions of the current-source density estimates. csd_dict = dict( delta_icsd = DeltaiCSD(**delta_input), step_icsd = StepiCSD(**step_input), spline_icsd = SplineiCSD(**spline_input), std_csd = StandardCSD(**std_input), ) #plot for method, csd_obj in list(csd_dict.items()): fig, axes = plt.subplots(3,1, figsize=(8,8)) #plot LFP signal ax = axes[0] im = ax.imshow(np.array(lfp_data), origin='upper', vmin=-abs(lfp_data).max(), \ vmax=abs(lfp_data).max(), cmap='jet_r', interpolation='nearest') ax.axis(ax.axis('tight')) cb = plt.colorbar(im, ax=ax) cb.set_label('LFP (%s)' % lfp_data.dimensionality.string) ax.set_xticklabels([]) ax.set_title('LFP') ax.set_ylabel('ch #') #plot raw csd estimate csd = csd_obj.get_csd() ax = axes[1] im = ax.imshow(np.array(csd), origin='upper', vmin=-abs(csd).max(), \ vmax=abs(csd).max(), cmap='jet_r', interpolation='nearest') ax.axis(ax.axis('tight')) ax.set_title(csd_obj.name) cb = plt.colorbar(im, ax=ax) cb.set_label('CSD (%s)' % csd.dimensionality.string) ax.set_xticklabels([]) ax.set_ylabel('ch #') #plot spatially filtered csd estimate ax = axes[2] csd = csd_obj.filter_csd(csd) im = ax.imshow(np.array(csd), origin='upper', vmin=-abs(csd).max(), \ vmax=abs(csd).max(), cmap='jet_r', interpolation='nearest') ax.axis(ax.axis('tight')) ax.set_title(csd_obj.name + ', filtered') cb = plt.colorbar(im, ax=ax) cb.set_label('CSD (%s)' % csd.dimensionality.string) ax.set_ylabel('ch #') ax.set_xlabel('timestep') plt.show()
bsd-3-clause
littlezz/ESL-Model
esl_model/datasets/data_set.py
1
3913
import pandas as pd from pandas import read_csv from os.path import join, dirname __all__ = ['ProstateDataSet', 'VowelDataSet', 'SAHeartDataSet', 'ZipCodeDataSet'] class BaseDataSet: data_path = '' multi_data = False def __init__(self, select_features=None): self._train_x = None self._train_y = None self._test_x = None self._test_y = None self.feature_names = None self.select_features = select_features if self.multi_data: self.df = map(self.read_data, self.data_path) else: self.df = self.read_data(self.data_path) self._process_data() @staticmethod def read_data(path): filename = join(dirname(__file__), path) return read_csv(filename) def _process_data(self): raise NotImplementedError def return_all(self, ret_feature_names=True): """ all data sets :param ret_feature_names: :return: """ ret = (self.train_x, self.train_y, self.test_x, self.test_y, self.feature_names) return ret if ret_feature_names else ret[:-1] def select_x(self, x: pd.DataFrame): """ select special column by features name or column number """ if not self.feature_names or not self.select_features: return x if isinstance(self.select_features[0], int): return x.iloc[:, self.select_features] elif all(f in self.feature_names for f in self.select_features): return x.loc[:, self.select_features] else: raise KeyError('Not find features in {}'.format(self.select_features)) @property def train_x(self): return self.select_x(self._train_x).values @property def train_y(self): return self._train_y.values @property def test_x(self): return self.select_x(self._test_x).values @property def test_y(self): return self._test_y.values class ProstateDataSet(BaseDataSet): data_path = 'data/prostate.csv' def _process_data(self): df = self.df train = self.df[self.df.train == 'T'].iloc[:, :-1] test = self.df[self.df.train == 'F'].iloc[:, :-1] self._train_x, self._test_x = train.iloc[:, :-1], test.iloc[:, :-1] self._train_y, self._test_y = train.iloc[:, -1], test.iloc[:, -1] self.feature_names = list(df.columns[:-1]) class VowelDataSet(BaseDataSet): data_path = ['data/vowel.train.csv', 'data/vowel.test.csv'] multi_data = True def _process_data(self): train, test = self.df train = train.drop(train.columns[0], axis=1) self._train_y = train.pop('y') self._train_x = train test = test.drop(test.columns[0], axis=1) self._test_y = test.pop('y') self._test_x = test self.feature_names = list(train.columns) class SAHeartDataSet(BaseDataSet): """ There is not test data in this DataSet """ data_path = 'data/SAheart.data.csv' def _process_data(self): df = self.df train = df.drop(df.columns[0], axis=1) self._train_y = train.pop('chd') train['famhist'] = pd.Categorical(train['famhist']).codes self._train_x = train self.feature_names = list(train.columns) # empty test data set self._test_x = self._test_y = pd.DataFrame() class ZipCodeDataSet(BaseDataSet): multi_data = True data_path = ['data/zip.train.gz', 'data/zip.test.gz'] @staticmethod def read_data(path): filename = join(dirname(__file__), path) return read_csv(filename, sep=' ', header=None) def _process_data(self): train, test = self.df self._train_x = train.iloc[:, 1:257] self._train_y = train.iloc[:, 0] self._test_x = test.iloc[:, 1:257] self._test_y = test.iloc[:, 0]
mit
poryfly/scikit-learn
examples/bicluster/plot_spectral_coclustering.py
276
1736
""" ============================================== A demo of the Spectral Co-Clustering algorithm ============================================== This example demonstrates how to generate a dataset and bicluster it using the the Spectral Co-Clustering algorithm. The dataset is generated using the ``make_biclusters`` function, which creates a matrix of small values and implants bicluster with large values. The rows and columns are then shuffled and passed to the Spectral Co-Clustering algorithm. Rearranging the shuffled matrix to make biclusters contiguous shows how accurately the algorithm found the biclusters. """ print(__doc__) # Author: Kemal Eren <[email protected]> # License: BSD 3 clause import numpy as np from matplotlib import pyplot as plt from sklearn.datasets import make_biclusters from sklearn.datasets import samples_generator as sg from sklearn.cluster.bicluster import SpectralCoclustering from sklearn.metrics import consensus_score data, rows, columns = make_biclusters( shape=(300, 300), n_clusters=5, noise=5, shuffle=False, random_state=0) plt.matshow(data, cmap=plt.cm.Blues) plt.title("Original dataset") data, row_idx, col_idx = sg._shuffle(data, random_state=0) plt.matshow(data, cmap=plt.cm.Blues) plt.title("Shuffled dataset") model = SpectralCoclustering(n_clusters=5, random_state=0) model.fit(data) score = consensus_score(model.biclusters_, (rows[:, row_idx], columns[:, col_idx])) print("consensus score: {:.3f}".format(score)) fit_data = data[np.argsort(model.row_labels_)] fit_data = fit_data[:, np.argsort(model.column_labels_)] plt.matshow(fit_data, cmap=plt.cm.Blues) plt.title("After biclustering; rearranged to show biclusters") plt.show()
bsd-3-clause
wazeerzulfikar/scikit-learn
sklearn/datasets/mldata.py
32
8031
"""Automatically download MLdata datasets.""" # Copyright (c) 2011 Pietro Berkes # License: BSD 3 clause import os from os.path import join, exists import re import numbers try: # Python 2 from urllib2 import HTTPError from urllib2 import quote from urllib2 import urlopen except ImportError: # Python 3+ from urllib.error import HTTPError from urllib.parse import quote from urllib.request import urlopen import numpy as np import scipy as sp from scipy import io from shutil import copyfileobj from .base import get_data_home from ..utils import Bunch MLDATA_BASE_URL = "http://mldata.org/repository/data/download/matlab/%s" def mldata_filename(dataname): """Convert a raw name for a data set in a mldata.org filename. Parameters ---------- dataname : str Name of dataset Returns ------- fname : str The converted dataname. """ dataname = dataname.lower().replace(' ', '-') return re.sub(r'[().]', '', dataname) def fetch_mldata(dataname, target_name='label', data_name='data', transpose_data=True, data_home=None): """Fetch an mldata.org data set If the file does not exist yet, it is downloaded from mldata.org . mldata.org does not have an enforced convention for storing data or naming the columns in a data set. The default behavior of this function works well with the most common cases: 1) data values are stored in the column 'data', and target values in the column 'label' 2) alternatively, the first column stores target values, and the second data values 3) the data array is stored as `n_features x n_samples` , and thus needs to be transposed to match the `sklearn` standard Keyword arguments allow to adapt these defaults to specific data sets (see parameters `target_name`, `data_name`, `transpose_data`, and the examples below). mldata.org data sets may have multiple columns, which are stored in the Bunch object with their original name. Parameters ---------- dataname : str Name of the data set on mldata.org, e.g.: "leukemia", "Whistler Daily Snowfall", etc. The raw name is automatically converted to a mldata.org URL . target_name : optional, default: 'label' Name or index of the column containing the target values. data_name : optional, default: 'data' Name or index of the column containing the data. transpose_data : optional, default: True If True, transpose the downloaded data array. data_home : optional, default: None Specify another download and cache folder for the data sets. By default all scikit-learn data is stored in '~/scikit_learn_data' subfolders. Returns ------- data : Bunch Dictionary-like object, the interesting attributes are: 'data', the data to learn, 'target', the classification labels, 'DESCR', the full description of the dataset, and 'COL_NAMES', the original names of the dataset columns. Examples -------- Load the 'iris' dataset from mldata.org: >>> from sklearn.datasets.mldata import fetch_mldata >>> import tempfile >>> test_data_home = tempfile.mkdtemp() >>> iris = fetch_mldata('iris', data_home=test_data_home) >>> iris.target.shape (150,) >>> iris.data.shape (150, 4) Load the 'leukemia' dataset from mldata.org, which needs to be transposed to respects the scikit-learn axes convention: >>> leuk = fetch_mldata('leukemia', transpose_data=True, ... data_home=test_data_home) >>> leuk.data.shape (72, 7129) Load an alternative 'iris' dataset, which has different names for the columns: >>> iris2 = fetch_mldata('datasets-UCI iris', target_name=1, ... data_name=0, data_home=test_data_home) >>> iris3 = fetch_mldata('datasets-UCI iris', ... target_name='class', data_name='double0', ... data_home=test_data_home) >>> import shutil >>> shutil.rmtree(test_data_home) """ # normalize dataset name dataname = mldata_filename(dataname) # check if this data set has been already downloaded data_home = get_data_home(data_home=data_home) data_home = join(data_home, 'mldata') if not exists(data_home): os.makedirs(data_home) matlab_name = dataname + '.mat' filename = join(data_home, matlab_name) # if the file does not exist, download it if not exists(filename): urlname = MLDATA_BASE_URL % quote(dataname) try: mldata_url = urlopen(urlname) except HTTPError as e: if e.code == 404: e.msg = "Dataset '%s' not found on mldata.org." % dataname raise # store Matlab file try: with open(filename, 'w+b') as matlab_file: copyfileobj(mldata_url, matlab_file) except: os.remove(filename) raise mldata_url.close() # load dataset matlab file with open(filename, 'rb') as matlab_file: matlab_dict = io.loadmat(matlab_file, struct_as_record=True) # -- extract data from matlab_dict # flatten column names col_names = [str(descr[0]) for descr in matlab_dict['mldata_descr_ordering'][0]] # if target or data names are indices, transform then into names if isinstance(target_name, numbers.Integral): target_name = col_names[target_name] if isinstance(data_name, numbers.Integral): data_name = col_names[data_name] # rules for making sense of the mldata.org data format # (earlier ones have priority): # 1) there is only one array => it is "data" # 2) there are multiple arrays # a) copy all columns in the bunch, using their column name # b) if there is a column called `target_name`, set "target" to it, # otherwise set "target" to first column # c) if there is a column called `data_name`, set "data" to it, # otherwise set "data" to second column dataset = {'DESCR': 'mldata.org dataset: %s' % dataname, 'COL_NAMES': col_names} # 1) there is only one array => it is considered data if len(col_names) == 1: data_name = col_names[0] dataset['data'] = matlab_dict[data_name] # 2) there are multiple arrays else: for name in col_names: dataset[name] = matlab_dict[name] if target_name in col_names: del dataset[target_name] dataset['target'] = matlab_dict[target_name] else: del dataset[col_names[0]] dataset['target'] = matlab_dict[col_names[0]] if data_name in col_names: del dataset[data_name] dataset['data'] = matlab_dict[data_name] else: del dataset[col_names[1]] dataset['data'] = matlab_dict[col_names[1]] # set axes to scikit-learn conventions if transpose_data: dataset['data'] = dataset['data'].T if 'target' in dataset: if not sp.sparse.issparse(dataset['target']): dataset['target'] = dataset['target'].squeeze() return Bunch(**dataset) # The following is used by test runners to setup the docstring tests fixture def setup_module(module): # setup mock urllib2 module to avoid downloading from mldata.org from sklearn.utils.testing import install_mldata_mock install_mldata_mock({ 'iris': { 'data': np.empty((150, 4)), 'label': np.empty(150), }, 'datasets-uci-iris': { 'double0': np.empty((150, 4)), 'class': np.empty((150,)), }, 'leukemia': { 'data': np.empty((72, 7129)), }, }) def teardown_module(module): from sklearn.utils.testing import uninstall_mldata_mock uninstall_mldata_mock()
bsd-3-clause
rseubert/scikit-learn
sklearn/linear_model/tests/test_theil_sen.py
234
9928
""" Testing for Theil-Sen module (sklearn.linear_model.theil_sen) """ # Author: Florian Wilhelm <[email protected]> # 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 nose.tools import raises, assert_almost_equal from sklearn.utils 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_greater, assert_less @contextmanager def no_stdout_stderr(): old_stdout = sys.stdout old_stderr = sys.stderr sys.stdout = open(os.devnull, 'w') sys.stderr = open(os.devnull, 'w') yield sys.stdout.flush() sys.stderr.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
nelson-liu/scikit-learn
examples/calibration/plot_calibration_multiclass.py
95
6971
""" ================================================== 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 <[email protected]> # 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] # Plot 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
dongjoon-hyun/spark
python/pyspark/sql/pandas/group_ops.py
23
14683
# # Licensed to the Apache Software Foundation (ASF) under one or more # contributor license agreements. See the NOTICE file distributed with # this work for additional information regarding copyright ownership. # The ASF licenses this file to You under the Apache License, Version 2.0 # (the "License"); you may not use this file except in compliance with # the License. You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. # import sys import warnings from pyspark.rdd import PythonEvalType from pyspark.sql.column import Column from pyspark.sql.dataframe import DataFrame class PandasGroupedOpsMixin(object): """ Min-in for pandas grouped operations. Currently, only :class:`GroupedData` can use this class. """ def apply(self, udf): """ It is an alias of :meth:`pyspark.sql.GroupedData.applyInPandas`; however, it takes a :meth:`pyspark.sql.functions.pandas_udf` whereas :meth:`pyspark.sql.GroupedData.applyInPandas` takes a Python native function. .. versionadded:: 2.3.0 Parameters ---------- udf : :func:`pyspark.sql.functions.pandas_udf` a grouped map user-defined function returned by :func:`pyspark.sql.functions.pandas_udf`. Notes ----- It is preferred to use :meth:`pyspark.sql.GroupedData.applyInPandas` over this API. This API will be deprecated in the future releases. Examples -------- >>> from pyspark.sql.functions import pandas_udf, PandasUDFType >>> df = spark.createDataFrame( ... [(1, 1.0), (1, 2.0), (2, 3.0), (2, 5.0), (2, 10.0)], ... ("id", "v")) >>> @pandas_udf("id long, v double", PandasUDFType.GROUPED_MAP) # doctest: +SKIP ... def normalize(pdf): ... v = pdf.v ... return pdf.assign(v=(v - v.mean()) / v.std()) >>> df.groupby("id").apply(normalize).show() # doctest: +SKIP +---+-------------------+ | id| v| +---+-------------------+ | 1|-0.7071067811865475| | 1| 0.7071067811865475| | 2|-0.8320502943378437| | 2|-0.2773500981126146| | 2| 1.1094003924504583| +---+-------------------+ See Also -------- pyspark.sql.functions.pandas_udf """ # Columns are special because hasattr always return True if isinstance(udf, Column) or not hasattr(udf, 'func') \ or udf.evalType != PythonEvalType.SQL_GROUPED_MAP_PANDAS_UDF: raise ValueError("Invalid udf: the udf argument must be a pandas_udf of type " "GROUPED_MAP.") warnings.warn( "It is preferred to use 'applyInPandas' over this " "API. This API will be deprecated in the future releases. See SPARK-28264 for " "more details.", UserWarning) return self.applyInPandas(udf.func, schema=udf.returnType) def applyInPandas(self, func, schema): """ Maps each group of the current :class:`DataFrame` using a pandas udf and returns the result as a `DataFrame`. The function should take a `pandas.DataFrame` and return another `pandas.DataFrame`. For each group, all columns are passed together as a `pandas.DataFrame` to the user-function and the returned `pandas.DataFrame` are combined as a :class:`DataFrame`. The `schema` should be a :class:`StructType` describing the schema of the returned `pandas.DataFrame`. The column labels of the returned `pandas.DataFrame` must either match the field names in the defined schema if specified as strings, or match the field data types by position if not strings, e.g. integer indices. The length of the returned `pandas.DataFrame` can be arbitrary. .. versionadded:: 3.0.0 Parameters ---------- func : function a Python native function that takes a `pandas.DataFrame`, and outputs a `pandas.DataFrame`. schema : :class:`pyspark.sql.types.DataType` or str the return type of the `func` in PySpark. The value can be either a :class:`pyspark.sql.types.DataType` object or a DDL-formatted type string. Examples -------- >>> import pandas as pd # doctest: +SKIP >>> from pyspark.sql.functions import pandas_udf, ceil >>> df = spark.createDataFrame( ... [(1, 1.0), (1, 2.0), (2, 3.0), (2, 5.0), (2, 10.0)], ... ("id", "v")) # doctest: +SKIP >>> def normalize(pdf): ... v = pdf.v ... return pdf.assign(v=(v - v.mean()) / v.std()) >>> df.groupby("id").applyInPandas( ... normalize, schema="id long, v double").show() # doctest: +SKIP +---+-------------------+ | id| v| +---+-------------------+ | 1|-0.7071067811865475| | 1| 0.7071067811865475| | 2|-0.8320502943378437| | 2|-0.2773500981126146| | 2| 1.1094003924504583| +---+-------------------+ Alternatively, the user can pass a function that takes two arguments. In this case, the grouping key(s) will be passed as the first argument and the data will be passed as the second argument. The grouping key(s) will be passed as a tuple of numpy data types, e.g., `numpy.int32` and `numpy.float64`. The data will still be passed in as a `pandas.DataFrame` containing all columns from the original Spark DataFrame. This is useful when the user does not want to hardcode grouping key(s) in the function. >>> df = spark.createDataFrame( ... [(1, 1.0), (1, 2.0), (2, 3.0), (2, 5.0), (2, 10.0)], ... ("id", "v")) # doctest: +SKIP >>> def mean_func(key, pdf): ... # key is a tuple of one numpy.int64, which is the value ... # of 'id' for the current group ... return pd.DataFrame([key + (pdf.v.mean(),)]) >>> df.groupby('id').applyInPandas( ... mean_func, schema="id long, v double").show() # doctest: +SKIP +---+---+ | id| v| +---+---+ | 1|1.5| | 2|6.0| +---+---+ >>> def sum_func(key, pdf): ... # key is a tuple of two numpy.int64s, which is the values ... # of 'id' and 'ceil(df.v / 2)' for the current group ... return pd.DataFrame([key + (pdf.v.sum(),)]) >>> df.groupby(df.id, ceil(df.v / 2)).applyInPandas( ... sum_func, schema="id long, `ceil(v / 2)` long, v double").show() # doctest: +SKIP +---+-----------+----+ | id|ceil(v / 2)| v| +---+-----------+----+ | 2| 5|10.0| | 1| 1| 3.0| | 2| 3| 5.0| | 2| 2| 3.0| +---+-----------+----+ Notes ----- This function requires a full shuffle. All the data of a group will be loaded into memory, so the user should be aware of the potential OOM risk if data is skewed and certain groups are too large to fit in memory. If returning a new `pandas.DataFrame` constructed with a dictionary, it is recommended to explicitly index the columns by name to ensure the positions are correct, or alternatively use an `OrderedDict`. For example, `pd.DataFrame({'id': ids, 'a': data}, columns=['id', 'a'])` or `pd.DataFrame(OrderedDict([('id', ids), ('a', data)]))`. This API is experimental. See Also -------- pyspark.sql.functions.pandas_udf """ from pyspark.sql import GroupedData from pyspark.sql.functions import pandas_udf, PandasUDFType assert isinstance(self, GroupedData) udf = pandas_udf( func, returnType=schema, functionType=PandasUDFType.GROUPED_MAP) df = self._df udf_column = udf(*[df[col] for col in df.columns]) jdf = self._jgd.flatMapGroupsInPandas(udf_column._jc.expr()) return DataFrame(jdf, self.sql_ctx) def cogroup(self, other): """ Cogroups this group with another group so that we can run cogrouped operations. .. versionadded:: 3.0.0 See :class:`PandasCogroupedOps` for the operations that can be run. """ from pyspark.sql import GroupedData assert isinstance(self, GroupedData) return PandasCogroupedOps(self, other) class PandasCogroupedOps(object): """ A logical grouping of two :class:`GroupedData`, created by :func:`GroupedData.cogroup`. .. versionadded:: 3.0.0 Notes ----- This API is experimental. """ def __init__(self, gd1, gd2): self._gd1 = gd1 self._gd2 = gd2 self.sql_ctx = gd1.sql_ctx def applyInPandas(self, func, schema): """ Applies a function to each cogroup using pandas and returns the result as a `DataFrame`. The function should take two `pandas.DataFrame`\\s and return another `pandas.DataFrame`. For each side of the cogroup, all columns are passed together as a `pandas.DataFrame` to the user-function and the returned `pandas.DataFrame` are combined as a :class:`DataFrame`. The `schema` should be a :class:`StructType` describing the schema of the returned `pandas.DataFrame`. The column labels of the returned `pandas.DataFrame` must either match the field names in the defined schema if specified as strings, or match the field data types by position if not strings, e.g. integer indices. The length of the returned `pandas.DataFrame` can be arbitrary. .. versionadded:: 3.0.0 Parameters ---------- func : function a Python native function that takes two `pandas.DataFrame`\\s, and outputs a `pandas.DataFrame`, or that takes one tuple (grouping keys) and two pandas ``DataFrame``\\s, and outputs a pandas ``DataFrame``. schema : :class:`pyspark.sql.types.DataType` or str the return type of the `func` in PySpark. The value can be either a :class:`pyspark.sql.types.DataType` object or a DDL-formatted type string. Examples -------- >>> from pyspark.sql.functions import pandas_udf >>> df1 = spark.createDataFrame( ... [(20000101, 1, 1.0), (20000101, 2, 2.0), (20000102, 1, 3.0), (20000102, 2, 4.0)], ... ("time", "id", "v1")) >>> df2 = spark.createDataFrame( ... [(20000101, 1, "x"), (20000101, 2, "y")], ... ("time", "id", "v2")) >>> def asof_join(l, r): ... return pd.merge_asof(l, r, on="time", by="id") >>> df1.groupby("id").cogroup(df2.groupby("id")).applyInPandas( ... asof_join, schema="time int, id int, v1 double, v2 string" ... ).show() # doctest: +SKIP +--------+---+---+---+ | time| id| v1| v2| +--------+---+---+---+ |20000101| 1|1.0| x| |20000102| 1|3.0| x| |20000101| 2|2.0| y| |20000102| 2|4.0| y| +--------+---+---+---+ Alternatively, the user can define a function that takes three arguments. In this case, the grouping key(s) will be passed as the first argument and the data will be passed as the second and third arguments. The grouping key(s) will be passed as a tuple of numpy data types, e.g., `numpy.int32` and `numpy.float64`. The data will still be passed in as two `pandas.DataFrame` containing all columns from the original Spark DataFrames. >>> def asof_join(k, l, r): ... if k == (1,): ... return pd.merge_asof(l, r, on="time", by="id") ... else: ... return pd.DataFrame(columns=['time', 'id', 'v1', 'v2']) >>> df1.groupby("id").cogroup(df2.groupby("id")).applyInPandas( ... asof_join, "time int, id int, v1 double, v2 string").show() # doctest: +SKIP +--------+---+---+---+ | time| id| v1| v2| +--------+---+---+---+ |20000101| 1|1.0| x| |20000102| 1|3.0| x| +--------+---+---+---+ Notes ----- This function requires a full shuffle. All the data of a cogroup will be loaded into memory, so the user should be aware of the potential OOM risk if data is skewed and certain groups are too large to fit in memory. If returning a new `pandas.DataFrame` constructed with a dictionary, it is recommended to explicitly index the columns by name to ensure the positions are correct, or alternatively use an `OrderedDict`. For example, `pd.DataFrame({'id': ids, 'a': data}, columns=['id', 'a'])` or `pd.DataFrame(OrderedDict([('id', ids), ('a', data)]))`. This API is experimental. See Also -------- pyspark.sql.functions.pandas_udf """ from pyspark.sql.pandas.functions import pandas_udf udf = pandas_udf( func, returnType=schema, functionType=PythonEvalType.SQL_COGROUPED_MAP_PANDAS_UDF) all_cols = self._extract_cols(self._gd1) + self._extract_cols(self._gd2) udf_column = udf(*all_cols) jdf = self._gd1._jgd.flatMapCoGroupsInPandas(self._gd2._jgd, udf_column._jc.expr()) return DataFrame(jdf, self.sql_ctx) @staticmethod def _extract_cols(gd): df = gd._df return [df[col] for col in df.columns] def _test(): import doctest from pyspark.sql import SparkSession import pyspark.sql.pandas.group_ops globs = pyspark.sql.pandas.group_ops.__dict__.copy() spark = SparkSession.builder\ .master("local[4]")\ .appName("sql.pandas.group tests")\ .getOrCreate() globs['spark'] = spark (failure_count, test_count) = doctest.testmod( pyspark.sql.pandas.group_ops, globs=globs, optionflags=doctest.ELLIPSIS | doctest.NORMALIZE_WHITESPACE | doctest.REPORT_NDIFF) spark.stop() if failure_count: sys.exit(-1) if __name__ == "__main__": _test()
apache-2.0
x-mengao/x-mengao.github.io
markdown_generator/talks.py
199
4000
# coding: utf-8 # # Talks markdown generator for academicpages # # Takes a TSV of talks with metadata and converts them for use with [academicpages.github.io](academicpages.github.io). This is an interactive Jupyter notebook ([see more info here](http://jupyter-notebook-beginner-guide.readthedocs.io/en/latest/what_is_jupyter.html)). The core python code is also in `talks.py`. Run either from the `markdown_generator` folder after replacing `talks.tsv` with one containing your data. # # TODO: Make this work with BibTex and other databases, rather than Stuart's non-standard TSV format and citation style. # In[1]: import pandas as pd import os # ## Data format # # The TSV needs to have the following columns: title, type, url_slug, venue, date, location, talk_url, description, with a header at the top. Many of these fields can be blank, but the columns must be in the TSV. # # - Fields that cannot be blank: `title`, `url_slug`, `date`. All else can be blank. `type` defaults to "Talk" # - `date` must be formatted as YYYY-MM-DD. # - `url_slug` will be the descriptive part of the .md file and the permalink URL for the page about the paper. # - The .md file will be `YYYY-MM-DD-[url_slug].md` and the permalink will be `https://[yourdomain]/talks/YYYY-MM-DD-[url_slug]` # - The combination of `url_slug` and `date` must be unique, as it will be the basis for your filenames # # ## Import TSV # # Pandas makes this easy with the read_csv function. We are using a TSV, so we specify the separator as a tab, or `\t`. # # I found it important to put this data in a tab-separated values format, because there are a lot of commas in this kind of data and comma-separated values can get messed up. However, you can modify the import statement, as pandas also has read_excel(), read_json(), and others. # In[3]: talks = pd.read_csv("talks.tsv", sep="\t", header=0) talks # ## Escape special characters # # YAML is very picky about how it takes a valid string, so we are replacing single and double quotes (and ampersands) with their HTML encoded equivilents. This makes them look not so readable in raw format, but they are parsed and rendered nicely. # In[4]: html_escape_table = { "&": "&amp;", '"': "&quot;", "'": "&apos;" } def html_escape(text): if type(text) is str: return "".join(html_escape_table.get(c,c) for c in text) else: return "False" # ## Creating the markdown files # # This is where the heavy lifting is done. This loops through all the rows in the TSV dataframe, then starts to concatentate a big string (```md```) that contains the markdown for each type. It does the YAML metadata first, then does the description for the individual page. # In[5]: loc_dict = {} for row, item in talks.iterrows(): md_filename = str(item.date) + "-" + item.url_slug + ".md" html_filename = str(item.date) + "-" + item.url_slug year = item.date[:4] md = "---\ntitle: \"" + item.title + '"\n' md += "collection: talks" + "\n" if len(str(item.type)) > 3: md += 'type: "' + item.type + '"\n' else: md += 'type: "Talk"\n' md += "permalink: /talks/" + html_filename + "\n" if len(str(item.venue)) > 3: md += 'venue: "' + item.venue + '"\n' if len(str(item.location)) > 3: md += "date: " + str(item.date) + "\n" if len(str(item.location)) > 3: md += 'location: "' + str(item.location) + '"\n' md += "---\n" if len(str(item.talk_url)) > 3: md += "\n[More information here](" + item.talk_url + ")\n" if len(str(item.description)) > 3: md += "\n" + html_escape(item.description) + "\n" md_filename = os.path.basename(md_filename) #print(md) with open("../_talks/" + md_filename, 'w') as f: f.write(md) # These files are in the talks directory, one directory below where we're working from.
mit
lin-credible/scikit-learn
sklearn/tests/test_cross_validation.py
70
41943
"""Test the cross_validation module""" from __future__ import division import warnings import numpy as np from scipy.sparse import coo_matrix from scipy import stats from sklearn.utils.testing import assert_true from sklearn.utils.testing import assert_false from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_almost_equal from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_greater from sklearn.utils.testing import assert_less from sklearn.utils.testing import assert_not_equal from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_array_equal from sklearn.utils.testing import assert_warns_message from sklearn.utils.testing import ignore_warnings from sklearn.utils.mocking import CheckingClassifier, MockDataFrame from sklearn import cross_validation as cval from sklearn.datasets import make_regression from sklearn.datasets import load_boston from sklearn.datasets import load_digits from sklearn.datasets import load_iris from sklearn.metrics import explained_variance_score from sklearn.metrics import make_scorer from sklearn.metrics import precision_score from sklearn.externals import six from sklearn.externals.six.moves import zip from sklearn.linear_model import Ridge from sklearn.neighbors import KNeighborsClassifier from sklearn.svm import SVC from sklearn.cluster import KMeans from sklearn.preprocessing import Imputer, LabelBinarizer from sklearn.pipeline import Pipeline class MockClassifier(object): """Dummy classifier to test the cross-validation""" def __init__(self, a=0, allow_nd=False): self.a = a self.allow_nd = allow_nd def fit(self, X, Y=None, sample_weight=None, class_prior=None, sparse_sample_weight=None, sparse_param=None, dummy_int=None, dummy_str=None, dummy_obj=None, callback=None): """The dummy arguments are to test that this fit function can accept non-array arguments through cross-validation, such as: - int - str (this is actually array-like) - object - function """ self.dummy_int = dummy_int self.dummy_str = dummy_str self.dummy_obj = dummy_obj if callback is not None: callback(self) if self.allow_nd: X = X.reshape(len(X), -1) if X.ndim >= 3 and not self.allow_nd: raise ValueError('X cannot be d') if sample_weight is not None: assert_true(sample_weight.shape[0] == X.shape[0], 'MockClassifier extra fit_param sample_weight.shape[0]' ' is {0}, should be {1}'.format(sample_weight.shape[0], X.shape[0])) if class_prior is not None: assert_true(class_prior.shape[0] == len(np.unique(y)), 'MockClassifier extra fit_param class_prior.shape[0]' ' is {0}, should be {1}'.format(class_prior.shape[0], len(np.unique(y)))) if sparse_sample_weight is not None: fmt = ('MockClassifier extra fit_param sparse_sample_weight' '.shape[0] is {0}, should be {1}') assert_true(sparse_sample_weight.shape[0] == X.shape[0], fmt.format(sparse_sample_weight.shape[0], X.shape[0])) if sparse_param is not None: fmt = ('MockClassifier extra fit_param sparse_param.shape ' 'is ({0}, {1}), should be ({2}, {3})') assert_true(sparse_param.shape == P_sparse.shape, fmt.format(sparse_param.shape[0], sparse_param.shape[1], P_sparse.shape[0], P_sparse.shape[1])) return self def predict(self, T): if self.allow_nd: T = T.reshape(len(T), -1) return T[:, 0] def score(self, X=None, Y=None): return 1. / (1 + np.abs(self.a)) def get_params(self, deep=False): return {'a': self.a, 'allow_nd': self.allow_nd} X = np.ones((10, 2)) X_sparse = coo_matrix(X) W_sparse = coo_matrix((np.array([1]), (np.array([1]), np.array([0]))), shape=(10, 1)) P_sparse = coo_matrix(np.eye(5)) y = np.arange(10) // 2 ############################################################################## # Tests def check_valid_split(train, test, n_samples=None): # Use python sets to get more informative assertion failure messages train, test = set(train), set(test) # Train and test split should not overlap assert_equal(train.intersection(test), set()) if n_samples is not None: # Check that the union of train an test split cover all the indices assert_equal(train.union(test), set(range(n_samples))) def check_cv_coverage(cv, expected_n_iter=None, n_samples=None): # Check that a all the samples appear at least once in a test fold if expected_n_iter is not None: assert_equal(len(cv), expected_n_iter) else: expected_n_iter = len(cv) collected_test_samples = set() iterations = 0 for train, test in cv: check_valid_split(train, test, n_samples=n_samples) iterations += 1 collected_test_samples.update(test) # Check that the accumulated test samples cover the whole dataset assert_equal(iterations, expected_n_iter) if n_samples is not None: assert_equal(collected_test_samples, set(range(n_samples))) def test_kfold_valueerrors(): # Check that errors are raised if there is not enough samples assert_raises(ValueError, cval.KFold, 3, 4) # Check that a warning is raised if the least populated class has too few # members. y = [3, 3, -1, -1, 2] cv = assert_warns_message(Warning, "The least populated class", cval.StratifiedKFold, y, 3) # Check that despite the warning the folds are still computed even # though all the classes are not necessarily represented at on each # side of the split at each split check_cv_coverage(cv, expected_n_iter=3, n_samples=len(y)) # Error when number of folds is <= 1 assert_raises(ValueError, cval.KFold, 2, 0) assert_raises(ValueError, cval.KFold, 2, 1) assert_raises(ValueError, cval.StratifiedKFold, y, 0) assert_raises(ValueError, cval.StratifiedKFold, y, 1) # When n is not integer: assert_raises(ValueError, cval.KFold, 2.5, 2) # When n_folds is not integer: assert_raises(ValueError, cval.KFold, 5, 1.5) assert_raises(ValueError, cval.StratifiedKFold, y, 1.5) def test_kfold_indices(): # Check all indices are returned in the test folds kf = cval.KFold(300, 3) check_cv_coverage(kf, expected_n_iter=3, n_samples=300) # Check all indices are returned in the test folds even when equal-sized # folds are not possible kf = cval.KFold(17, 3) check_cv_coverage(kf, expected_n_iter=3, n_samples=17) def test_kfold_no_shuffle(): # Manually check that KFold preserves the data ordering on toy datasets splits = iter(cval.KFold(4, 2)) train, test = next(splits) assert_array_equal(test, [0, 1]) assert_array_equal(train, [2, 3]) train, test = next(splits) assert_array_equal(test, [2, 3]) assert_array_equal(train, [0, 1]) splits = iter(cval.KFold(5, 2)) train, test = next(splits) assert_array_equal(test, [0, 1, 2]) assert_array_equal(train, [3, 4]) train, test = next(splits) assert_array_equal(test, [3, 4]) assert_array_equal(train, [0, 1, 2]) def test_stratified_kfold_no_shuffle(): # Manually check that StratifiedKFold preserves the data ordering as much # as possible on toy datasets in order to avoid hiding sample dependencies # when possible splits = iter(cval.StratifiedKFold([1, 1, 0, 0], 2)) train, test = next(splits) assert_array_equal(test, [0, 2]) assert_array_equal(train, [1, 3]) train, test = next(splits) assert_array_equal(test, [1, 3]) assert_array_equal(train, [0, 2]) splits = iter(cval.StratifiedKFold([1, 1, 1, 0, 0, 0, 0], 2)) train, test = next(splits) assert_array_equal(test, [0, 1, 3, 4]) assert_array_equal(train, [2, 5, 6]) train, test = next(splits) assert_array_equal(test, [2, 5, 6]) assert_array_equal(train, [0, 1, 3, 4]) def test_stratified_kfold_ratios(): # Check that stratified kfold preserves label ratios in individual splits # Repeat with shuffling turned off and on n_samples = 1000 labels = np.array([4] * int(0.10 * n_samples) + [0] * int(0.89 * n_samples) + [1] * int(0.01 * n_samples)) for shuffle in [False, True]: for train, test in cval.StratifiedKFold(labels, 5, shuffle=shuffle): assert_almost_equal(np.sum(labels[train] == 4) / len(train), 0.10, 2) assert_almost_equal(np.sum(labels[train] == 0) / len(train), 0.89, 2) assert_almost_equal(np.sum(labels[train] == 1) / len(train), 0.01, 2) assert_almost_equal(np.sum(labels[test] == 4) / len(test), 0.10, 2) assert_almost_equal(np.sum(labels[test] == 0) / len(test), 0.89, 2) assert_almost_equal(np.sum(labels[test] == 1) / len(test), 0.01, 2) def test_kfold_balance(): # Check that KFold returns folds with balanced sizes for kf in [cval.KFold(i, 5) for i in range(11, 17)]: sizes = [] for _, test in kf: sizes.append(len(test)) assert_true((np.max(sizes) - np.min(sizes)) <= 1) assert_equal(np.sum(sizes), kf.n) def test_stratifiedkfold_balance(): # Check that KFold returns folds with balanced sizes (only when # stratification is possible) # Repeat with shuffling turned off and on labels = [0] * 3 + [1] * 14 for shuffle in [False, True]: for skf in [cval.StratifiedKFold(labels[:i], 3, shuffle=shuffle) for i in range(11, 17)]: sizes = [] for _, test in skf: sizes.append(len(test)) assert_true((np.max(sizes) - np.min(sizes)) <= 1) assert_equal(np.sum(sizes), skf.n) def test_shuffle_kfold(): # Check the indices are shuffled properly, and that all indices are # returned in the different test folds kf = cval.KFold(300, 3, shuffle=True, random_state=0) ind = np.arange(300) all_folds = None for train, test in kf: sorted_array = np.arange(100) assert_true(np.any(sorted_array != ind[train])) sorted_array = np.arange(101, 200) assert_true(np.any(sorted_array != ind[train])) sorted_array = np.arange(201, 300) assert_true(np.any(sorted_array != ind[train])) if all_folds is None: all_folds = ind[test].copy() else: all_folds = np.concatenate((all_folds, ind[test])) all_folds.sort() assert_array_equal(all_folds, ind) def test_shuffle_stratifiedkfold(): # Check that shuffling is happening when requested, and for proper # sample coverage labels = [0] * 20 + [1] * 20 kf0 = list(cval.StratifiedKFold(labels, 5, shuffle=True, random_state=0)) kf1 = list(cval.StratifiedKFold(labels, 5, shuffle=True, random_state=1)) for (_, test0), (_, test1) in zip(kf0, kf1): assert_true(set(test0) != set(test1)) check_cv_coverage(kf0, expected_n_iter=5, n_samples=40) def test_kfold_can_detect_dependent_samples_on_digits(): # see #2372 # The digits samples are dependent: they are apparently grouped by authors # although we don't have any information on the groups segment locations # for this data. We can highlight this fact be computing k-fold cross- # validation with and without shuffling: we observe that the shuffling case # wrongly makes the IID assumption and is therefore too optimistic: it # estimates a much higher accuracy (around 0.96) than than the non # shuffling variant (around 0.86). digits = load_digits() X, y = digits.data[:800], digits.target[:800] model = SVC(C=10, gamma=0.005) n = len(y) cv = cval.KFold(n, 5, shuffle=False) mean_score = cval.cross_val_score(model, X, y, cv=cv).mean() assert_greater(0.88, mean_score) assert_greater(mean_score, 0.85) # Shuffling the data artificially breaks the dependency and hides the # overfitting of the model with regards to the writing style of the authors # by yielding a seriously overestimated score: cv = cval.KFold(n, 5, shuffle=True, random_state=0) mean_score = cval.cross_val_score(model, X, y, cv=cv).mean() assert_greater(mean_score, 0.95) cv = cval.KFold(n, 5, shuffle=True, random_state=1) mean_score = cval.cross_val_score(model, X, y, cv=cv).mean() assert_greater(mean_score, 0.95) # Similarly, StratifiedKFold should try to shuffle the data as little # as possible (while respecting the balanced class constraints) # and thus be able to detect the dependency by not overestimating # the CV score either. As the digits dataset is approximately balanced # the estimated mean score is close to the score measured with # non-shuffled KFold cv = cval.StratifiedKFold(y, 5) mean_score = cval.cross_val_score(model, X, y, cv=cv).mean() assert_greater(0.88, mean_score) assert_greater(mean_score, 0.85) def test_shuffle_split(): ss1 = cval.ShuffleSplit(10, test_size=0.2, random_state=0) ss2 = cval.ShuffleSplit(10, test_size=2, random_state=0) ss3 = cval.ShuffleSplit(10, test_size=np.int32(2), random_state=0) for typ in six.integer_types: ss4 = cval.ShuffleSplit(10, test_size=typ(2), random_state=0) for t1, t2, t3, t4 in zip(ss1, ss2, ss3, ss4): assert_array_equal(t1[0], t2[0]) assert_array_equal(t2[0], t3[0]) assert_array_equal(t3[0], t4[0]) assert_array_equal(t1[1], t2[1]) assert_array_equal(t2[1], t3[1]) assert_array_equal(t3[1], t4[1]) def test_stratified_shuffle_split_init(): y = np.asarray([0, 1, 1, 1, 2, 2, 2]) # Check that error is raised if there is a class with only one sample assert_raises(ValueError, cval.StratifiedShuffleSplit, y, 3, 0.2) # Check that error is raised if the test set size is smaller than n_classes assert_raises(ValueError, cval.StratifiedShuffleSplit, y, 3, 2) # Check that error is raised if the train set size is smaller than # n_classes assert_raises(ValueError, cval.StratifiedShuffleSplit, y, 3, 3, 2) y = np.asarray([0, 0, 0, 1, 1, 1, 2, 2, 2]) # Check that errors are raised if there is not enough samples assert_raises(ValueError, cval.StratifiedShuffleSplit, y, 3, 0.5, 0.6) assert_raises(ValueError, cval.StratifiedShuffleSplit, y, 3, 8, 0.6) assert_raises(ValueError, cval.StratifiedShuffleSplit, y, 3, 0.6, 8) # Train size or test size too small assert_raises(ValueError, cval.StratifiedShuffleSplit, y, train_size=2) assert_raises(ValueError, cval.StratifiedShuffleSplit, y, test_size=2) def test_stratified_shuffle_split_iter(): ys = [np.array([1, 1, 1, 1, 2, 2, 2, 3, 3, 3, 3, 3]), np.array([0, 0, 0, 1, 1, 1, 2, 2, 2, 3, 3, 3]), np.array([0, 1, 2, 3, 0, 1, 2, 3, 0, 1, 2, 3, 0, 1, 2]), np.array([1, 1, 2, 2, 2, 3, 3, 3, 4, 4, 4, 4, 4, 4, 4, 4]), np.array([-1] * 800 + [1] * 50) ] for y in ys: sss = cval.StratifiedShuffleSplit(y, 6, test_size=0.33, random_state=0) for train, test in sss: assert_array_equal(np.unique(y[train]), np.unique(y[test])) # Checks if folds keep classes proportions p_train = (np.bincount(np.unique(y[train], return_inverse=True)[1]) / float(len(y[train]))) p_test = (np.bincount(np.unique(y[test], return_inverse=True)[1]) / float(len(y[test]))) assert_array_almost_equal(p_train, p_test, 1) assert_equal(y[train].size + y[test].size, y.size) assert_array_equal(np.lib.arraysetops.intersect1d(train, test), []) def test_stratified_shuffle_split_even(): # Test the StratifiedShuffleSplit, indices are drawn with a # equal chance n_folds = 5 n_iter = 1000 def assert_counts_are_ok(idx_counts, p): # Here we test that the distribution of the counts # per index is close enough to a binomial threshold = 0.05 / n_splits bf = stats.binom(n_splits, p) for count in idx_counts: p = bf.pmf(count) assert_true(p > threshold, "An index is not drawn with chance corresponding " "to even draws") for n_samples in (6, 22): labels = np.array((n_samples // 2) * [0, 1]) splits = cval.StratifiedShuffleSplit(labels, n_iter=n_iter, test_size=1. / n_folds, random_state=0) train_counts = [0] * n_samples test_counts = [0] * n_samples n_splits = 0 for train, test in splits: n_splits += 1 for counter, ids in [(train_counts, train), (test_counts, test)]: for id in ids: counter[id] += 1 assert_equal(n_splits, n_iter) assert_equal(len(train), splits.n_train) assert_equal(len(test), splits.n_test) assert_equal(len(set(train).intersection(test)), 0) label_counts = np.unique(labels) assert_equal(splits.test_size, 1.0 / n_folds) assert_equal(splits.n_train + splits.n_test, len(labels)) assert_equal(len(label_counts), 2) ex_test_p = float(splits.n_test) / n_samples ex_train_p = float(splits.n_train) / n_samples assert_counts_are_ok(train_counts, ex_train_p) assert_counts_are_ok(test_counts, ex_test_p) def test_predefinedsplit_with_kfold_split(): # Check that PredefinedSplit can reproduce a split generated by Kfold. folds = -1 * np.ones(10) kf_train = [] kf_test = [] for i, (train_ind, test_ind) in enumerate(cval.KFold(10, 5, shuffle=True)): kf_train.append(train_ind) kf_test.append(test_ind) folds[test_ind] = i ps_train = [] ps_test = [] ps = cval.PredefinedSplit(folds) for train_ind, test_ind in ps: ps_train.append(train_ind) ps_test.append(test_ind) assert_array_equal(ps_train, kf_train) assert_array_equal(ps_test, kf_test) def test_leave_label_out_changing_labels(): # Check that LeaveOneLabelOut and LeavePLabelOut work normally if # the labels variable is changed before calling __iter__ labels = np.array([0, 1, 2, 1, 1, 2, 0, 0]) labels_changing = np.array(labels, copy=True) lolo = cval.LeaveOneLabelOut(labels) lolo_changing = cval.LeaveOneLabelOut(labels_changing) lplo = cval.LeavePLabelOut(labels, p=2) lplo_changing = cval.LeavePLabelOut(labels_changing, p=2) labels_changing[:] = 0 for llo, llo_changing in [(lolo, lolo_changing), (lplo, lplo_changing)]: for (train, test), (train_chan, test_chan) in zip(llo, llo_changing): assert_array_equal(train, train_chan) assert_array_equal(test, test_chan) def test_cross_val_score(): clf = MockClassifier() for a in range(-10, 10): clf.a = a # Smoke test scores = cval.cross_val_score(clf, X, y) assert_array_equal(scores, clf.score(X, y)) # test with multioutput y scores = cval.cross_val_score(clf, X_sparse, X) assert_array_equal(scores, clf.score(X_sparse, X)) scores = cval.cross_val_score(clf, X_sparse, y) assert_array_equal(scores, clf.score(X_sparse, y)) # test with multioutput y scores = cval.cross_val_score(clf, X_sparse, X) assert_array_equal(scores, clf.score(X_sparse, X)) # test with X and y as list list_check = lambda x: isinstance(x, list) clf = CheckingClassifier(check_X=list_check) scores = cval.cross_val_score(clf, X.tolist(), y.tolist()) clf = CheckingClassifier(check_y=list_check) scores = cval.cross_val_score(clf, X, y.tolist()) assert_raises(ValueError, cval.cross_val_score, clf, X, y, scoring="sklearn") # test with 3d X and X_3d = X[:, :, np.newaxis] clf = MockClassifier(allow_nd=True) scores = cval.cross_val_score(clf, X_3d, y) clf = MockClassifier(allow_nd=False) assert_raises(ValueError, cval.cross_val_score, clf, X_3d, y) def test_cross_val_score_pandas(): # check cross_val_score doesn't destroy pandas dataframe types = [(MockDataFrame, MockDataFrame)] try: from pandas import Series, DataFrame types.append((Series, DataFrame)) except ImportError: pass for TargetType, InputFeatureType in types: # X dataframe, y series X_df, y_ser = InputFeatureType(X), TargetType(y) check_df = lambda x: isinstance(x, InputFeatureType) check_series = lambda x: isinstance(x, TargetType) clf = CheckingClassifier(check_X=check_df, check_y=check_series) cval.cross_val_score(clf, X_df, y_ser) def test_cross_val_score_mask(): # test that cross_val_score works with boolean masks svm = SVC(kernel="linear") iris = load_iris() X, y = iris.data, iris.target cv_indices = cval.KFold(len(y), 5) scores_indices = cval.cross_val_score(svm, X, y, cv=cv_indices) cv_indices = cval.KFold(len(y), 5) cv_masks = [] for train, test in cv_indices: mask_train = np.zeros(len(y), dtype=np.bool) mask_test = np.zeros(len(y), dtype=np.bool) mask_train[train] = 1 mask_test[test] = 1 cv_masks.append((train, test)) scores_masks = cval.cross_val_score(svm, X, y, cv=cv_masks) assert_array_equal(scores_indices, scores_masks) def test_cross_val_score_precomputed(): # test for svm with precomputed kernel svm = SVC(kernel="precomputed") iris = load_iris() X, y = iris.data, iris.target linear_kernel = np.dot(X, X.T) score_precomputed = cval.cross_val_score(svm, linear_kernel, y) svm = SVC(kernel="linear") score_linear = cval.cross_val_score(svm, X, y) assert_array_equal(score_precomputed, score_linear) # Error raised for non-square X svm = SVC(kernel="precomputed") assert_raises(ValueError, cval.cross_val_score, svm, X, y) # test error is raised when the precomputed kernel is not array-like # or sparse assert_raises(ValueError, cval.cross_val_score, svm, linear_kernel.tolist(), y) def test_cross_val_score_fit_params(): clf = MockClassifier() n_samples = X.shape[0] n_classes = len(np.unique(y)) DUMMY_INT = 42 DUMMY_STR = '42' DUMMY_OBJ = object() def assert_fit_params(clf): # Function to test that the values are passed correctly to the # classifier arguments for non-array type assert_equal(clf.dummy_int, DUMMY_INT) assert_equal(clf.dummy_str, DUMMY_STR) assert_equal(clf.dummy_obj, DUMMY_OBJ) fit_params = {'sample_weight': np.ones(n_samples), 'class_prior': np.ones(n_classes) / n_classes, 'sparse_sample_weight': W_sparse, 'sparse_param': P_sparse, 'dummy_int': DUMMY_INT, 'dummy_str': DUMMY_STR, 'dummy_obj': DUMMY_OBJ, 'callback': assert_fit_params} cval.cross_val_score(clf, X, y, fit_params=fit_params) def test_cross_val_score_score_func(): clf = MockClassifier() _score_func_args = [] def score_func(y_test, y_predict): _score_func_args.append((y_test, y_predict)) return 1.0 with warnings.catch_warnings(record=True): scoring = make_scorer(score_func) score = cval.cross_val_score(clf, X, y, scoring=scoring) assert_array_equal(score, [1.0, 1.0, 1.0]) assert len(_score_func_args) == 3 def test_cross_val_score_errors(): class BrokenEstimator: pass assert_raises(TypeError, cval.cross_val_score, BrokenEstimator(), X) def test_train_test_split_errors(): assert_raises(ValueError, cval.train_test_split) assert_raises(ValueError, cval.train_test_split, range(3), train_size=1.1) assert_raises(ValueError, cval.train_test_split, range(3), test_size=0.6, train_size=0.6) assert_raises(ValueError, cval.train_test_split, range(3), test_size=np.float32(0.6), train_size=np.float32(0.6)) assert_raises(ValueError, cval.train_test_split, range(3), test_size="wrong_type") assert_raises(ValueError, cval.train_test_split, range(3), test_size=2, train_size=4) assert_raises(TypeError, cval.train_test_split, range(3), some_argument=1.1) assert_raises(ValueError, cval.train_test_split, range(3), range(42)) def test_train_test_split(): X = np.arange(100).reshape((10, 10)) X_s = coo_matrix(X) y = np.arange(10) # simple test split = cval.train_test_split(X, y, test_size=None, train_size=.5) X_train, X_test, y_train, y_test = split assert_equal(len(y_test), len(y_train)) # test correspondence of X and y assert_array_equal(X_train[:, 0], y_train * 10) assert_array_equal(X_test[:, 0], y_test * 10) # conversion of lists to arrays (deprecated?) with warnings.catch_warnings(record=True): split = cval.train_test_split(X, X_s, y.tolist(), allow_lists=False) X_train, X_test, X_s_train, X_s_test, y_train, y_test = split assert_array_equal(X_train, X_s_train.toarray()) assert_array_equal(X_test, X_s_test.toarray()) # don't convert lists to anything else by default split = cval.train_test_split(X, X_s, y.tolist()) X_train, X_test, X_s_train, X_s_test, y_train, y_test = split assert_true(isinstance(y_train, list)) assert_true(isinstance(y_test, list)) # allow nd-arrays X_4d = np.arange(10 * 5 * 3 * 2).reshape(10, 5, 3, 2) y_3d = np.arange(10 * 7 * 11).reshape(10, 7, 11) split = cval.train_test_split(X_4d, y_3d) assert_equal(split[0].shape, (7, 5, 3, 2)) assert_equal(split[1].shape, (3, 5, 3, 2)) assert_equal(split[2].shape, (7, 7, 11)) assert_equal(split[3].shape, (3, 7, 11)) # test stratification option y = np.array([1, 1, 1, 1, 2, 2, 2, 2]) for test_size, exp_test_size in zip([2, 4, 0.25, 0.5, 0.75], [2, 4, 2, 4, 6]): train, test = cval.train_test_split(y, test_size=test_size, stratify=y, random_state=0) assert_equal(len(test), exp_test_size) assert_equal(len(test) + len(train), len(y)) # check the 1:1 ratio of ones and twos in the data is preserved assert_equal(np.sum(train == 1), np.sum(train == 2)) def train_test_split_pandas(): # check cross_val_score doesn't destroy pandas dataframe types = [MockDataFrame] try: from pandas import DataFrame types.append(DataFrame) except ImportError: pass for InputFeatureType in types: # X dataframe X_df = InputFeatureType(X) X_train, X_test = cval.train_test_split(X_df) assert_true(isinstance(X_train, InputFeatureType)) assert_true(isinstance(X_test, InputFeatureType)) def train_test_split_mock_pandas(): # X mock dataframe X_df = MockDataFrame(X) X_train, X_test = cval.train_test_split(X_df) assert_true(isinstance(X_train, MockDataFrame)) assert_true(isinstance(X_test, MockDataFrame)) X_train_arr, X_test_arr = cval.train_test_split(X_df, allow_lists=False) assert_true(isinstance(X_train_arr, np.ndarray)) assert_true(isinstance(X_test_arr, np.ndarray)) def test_cross_val_score_with_score_func_classification(): iris = load_iris() clf = SVC(kernel='linear') # Default score (should be the accuracy score) scores = cval.cross_val_score(clf, iris.data, iris.target, cv=5) assert_array_almost_equal(scores, [0.97, 1., 0.97, 0.97, 1.], 2) # Correct classification score (aka. zero / one score) - should be the # same as the default estimator score zo_scores = cval.cross_val_score(clf, iris.data, iris.target, scoring="accuracy", cv=5) assert_array_almost_equal(zo_scores, [0.97, 1., 0.97, 0.97, 1.], 2) # F1 score (class are balanced so f1_score should be equal to zero/one # score f1_scores = cval.cross_val_score(clf, iris.data, iris.target, scoring="f1_weighted", cv=5) assert_array_almost_equal(f1_scores, [0.97, 1., 0.97, 0.97, 1.], 2) def test_cross_val_score_with_score_func_regression(): X, y = make_regression(n_samples=30, n_features=20, n_informative=5, random_state=0) reg = Ridge() # Default score of the Ridge regression estimator scores = cval.cross_val_score(reg, X, y, cv=5) assert_array_almost_equal(scores, [0.94, 0.97, 0.97, 0.99, 0.92], 2) # R2 score (aka. determination coefficient) - should be the # same as the default estimator score r2_scores = cval.cross_val_score(reg, X, y, scoring="r2", cv=5) assert_array_almost_equal(r2_scores, [0.94, 0.97, 0.97, 0.99, 0.92], 2) # Mean squared error; this is a loss function, so "scores" are negative mse_scores = cval.cross_val_score(reg, X, y, cv=5, scoring="mean_squared_error") expected_mse = np.array([-763.07, -553.16, -274.38, -273.26, -1681.99]) assert_array_almost_equal(mse_scores, expected_mse, 2) # Explained variance scoring = make_scorer(explained_variance_score) ev_scores = cval.cross_val_score(reg, X, y, cv=5, scoring=scoring) assert_array_almost_equal(ev_scores, [0.94, 0.97, 0.97, 0.99, 0.92], 2) def test_permutation_score(): iris = load_iris() X = iris.data X_sparse = coo_matrix(X) y = iris.target svm = SVC(kernel='linear') cv = cval.StratifiedKFold(y, 2) score, scores, pvalue = cval.permutation_test_score( svm, X, y, n_permutations=30, cv=cv, scoring="accuracy") assert_greater(score, 0.9) assert_almost_equal(pvalue, 0.0, 1) score_label, _, pvalue_label = cval.permutation_test_score( svm, X, y, n_permutations=30, cv=cv, scoring="accuracy", labels=np.ones(y.size), random_state=0) assert_true(score_label == score) assert_true(pvalue_label == pvalue) # check that we obtain the same results with a sparse representation svm_sparse = SVC(kernel='linear') cv_sparse = cval.StratifiedKFold(y, 2) score_label, _, pvalue_label = cval.permutation_test_score( svm_sparse, X_sparse, y, n_permutations=30, cv=cv_sparse, scoring="accuracy", labels=np.ones(y.size), random_state=0) assert_true(score_label == score) assert_true(pvalue_label == pvalue) # test with custom scoring object def custom_score(y_true, y_pred): return (((y_true == y_pred).sum() - (y_true != y_pred).sum()) / y_true.shape[0]) scorer = make_scorer(custom_score) score, _, pvalue = cval.permutation_test_score( svm, X, y, n_permutations=100, scoring=scorer, cv=cv, random_state=0) assert_almost_equal(score, .93, 2) assert_almost_equal(pvalue, 0.01, 3) # set random y y = np.mod(np.arange(len(y)), 3) score, scores, pvalue = cval.permutation_test_score( svm, X, y, n_permutations=30, cv=cv, scoring="accuracy") assert_less(score, 0.5) assert_greater(pvalue, 0.2) def test_cross_val_generator_with_indices(): X = np.array([[1, 2], [3, 4], [5, 6], [7, 8]]) y = np.array([1, 1, 2, 2]) labels = np.array([1, 2, 3, 4]) # explicitly passing indices value is deprecated loo = cval.LeaveOneOut(4) lpo = cval.LeavePOut(4, 2) kf = cval.KFold(4, 2) skf = cval.StratifiedKFold(y, 2) lolo = cval.LeaveOneLabelOut(labels) lopo = cval.LeavePLabelOut(labels, 2) ps = cval.PredefinedSplit([1, 1, 2, 2]) ss = cval.ShuffleSplit(2) for cv in [loo, lpo, kf, skf, lolo, lopo, ss, ps]: for train, test in cv: assert_not_equal(np.asarray(train).dtype.kind, 'b') assert_not_equal(np.asarray(train).dtype.kind, 'b') X[train], X[test] y[train], y[test] @ignore_warnings def test_cross_val_generator_with_default_indices(): X = np.array([[1, 2], [3, 4], [5, 6], [7, 8]]) y = np.array([1, 1, 2, 2]) labels = np.array([1, 2, 3, 4]) loo = cval.LeaveOneOut(4) lpo = cval.LeavePOut(4, 2) kf = cval.KFold(4, 2) skf = cval.StratifiedKFold(y, 2) lolo = cval.LeaveOneLabelOut(labels) lopo = cval.LeavePLabelOut(labels, 2) ss = cval.ShuffleSplit(2) ps = cval.PredefinedSplit([1, 1, 2, 2]) for cv in [loo, lpo, kf, skf, lolo, lopo, ss, ps]: for train, test in cv: assert_not_equal(np.asarray(train).dtype.kind, 'b') assert_not_equal(np.asarray(train).dtype.kind, 'b') X[train], X[test] y[train], y[test] def test_shufflesplit_errors(): assert_raises(ValueError, cval.ShuffleSplit, 10, test_size=2.0) assert_raises(ValueError, cval.ShuffleSplit, 10, test_size=1.0) assert_raises(ValueError, cval.ShuffleSplit, 10, test_size=0.1, train_size=0.95) assert_raises(ValueError, cval.ShuffleSplit, 10, test_size=11) assert_raises(ValueError, cval.ShuffleSplit, 10, test_size=10) assert_raises(ValueError, cval.ShuffleSplit, 10, test_size=8, train_size=3) assert_raises(ValueError, cval.ShuffleSplit, 10, train_size=1j) assert_raises(ValueError, cval.ShuffleSplit, 10, test_size=None, train_size=None) def test_shufflesplit_reproducible(): # Check that iterating twice on the ShuffleSplit gives the same # sequence of train-test when the random_state is given ss = cval.ShuffleSplit(10, random_state=21) assert_array_equal(list(a for a, b in ss), list(a for a, b in ss)) def test_safe_split_with_precomputed_kernel(): clf = SVC() clfp = SVC(kernel="precomputed") iris = load_iris() X, y = iris.data, iris.target K = np.dot(X, X.T) cv = cval.ShuffleSplit(X.shape[0], test_size=0.25, random_state=0) tr, te = list(cv)[0] X_tr, y_tr = cval._safe_split(clf, X, y, tr) K_tr, y_tr2 = cval._safe_split(clfp, K, y, tr) assert_array_almost_equal(K_tr, np.dot(X_tr, X_tr.T)) X_te, y_te = cval._safe_split(clf, X, y, te, tr) K_te, y_te2 = cval._safe_split(clfp, K, y, te, tr) assert_array_almost_equal(K_te, np.dot(X_te, X_tr.T)) def test_cross_val_score_allow_nans(): # Check that cross_val_score allows input data with NaNs X = np.arange(200, dtype=np.float64).reshape(10, -1) X[2, :] = np.nan y = np.repeat([0, 1], X.shape[0] / 2) p = Pipeline([ ('imputer', Imputer(strategy='mean', missing_values='NaN')), ('classifier', MockClassifier()), ]) cval.cross_val_score(p, X, y, cv=5) def test_train_test_split_allow_nans(): # Check that train_test_split allows input data with NaNs X = np.arange(200, dtype=np.float64).reshape(10, -1) X[2, :] = np.nan y = np.repeat([0, 1], X.shape[0] / 2) cval.train_test_split(X, y, test_size=0.2, random_state=42) def test_permutation_test_score_allow_nans(): # Check that permutation_test_score allows input data with NaNs X = np.arange(200, dtype=np.float64).reshape(10, -1) X[2, :] = np.nan y = np.repeat([0, 1], X.shape[0] / 2) p = Pipeline([ ('imputer', Imputer(strategy='mean', missing_values='NaN')), ('classifier', MockClassifier()), ]) cval.permutation_test_score(p, X, y, cv=5) def test_check_cv_return_types(): X = np.ones((9, 2)) cv = cval.check_cv(3, X, classifier=False) assert_true(isinstance(cv, cval.KFold)) y_binary = np.array([0, 1, 0, 1, 0, 0, 1, 1, 1]) cv = cval.check_cv(3, X, y_binary, classifier=True) assert_true(isinstance(cv, cval.StratifiedKFold)) y_multiclass = np.array([0, 1, 0, 1, 2, 1, 2, 0, 2]) cv = cval.check_cv(3, X, y_multiclass, classifier=True) assert_true(isinstance(cv, cval.StratifiedKFold)) X = np.ones((5, 2)) y_seq_of_seqs = [[], [1, 2], [3], [0, 1, 3], [2]] with warnings.catch_warnings(record=True): # deprecated sequence of sequence format cv = cval.check_cv(3, X, y_seq_of_seqs, classifier=True) assert_true(isinstance(cv, cval.KFold)) y_indicator_matrix = LabelBinarizer().fit_transform(y_seq_of_seqs) cv = cval.check_cv(3, X, y_indicator_matrix, classifier=True) assert_true(isinstance(cv, cval.KFold)) y_multioutput = np.array([[1, 2], [0, 3], [0, 0], [3, 1], [2, 0]]) cv = cval.check_cv(3, X, y_multioutput, classifier=True) assert_true(isinstance(cv, cval.KFold)) def test_cross_val_score_multilabel(): X = np.array([[-3, 4], [2, 4], [3, 3], [0, 2], [-3, 1], [-2, 1], [0, 0], [-2, -1], [-1, -2], [1, -2]]) y = np.array([[1, 1], [0, 1], [0, 1], [0, 1], [1, 1], [0, 1], [1, 0], [1, 1], [1, 0], [0, 0]]) clf = KNeighborsClassifier(n_neighbors=1) scoring_micro = make_scorer(precision_score, average='micro') scoring_macro = make_scorer(precision_score, average='macro') scoring_samples = make_scorer(precision_score, average='samples') score_micro = cval.cross_val_score(clf, X, y, scoring=scoring_micro, cv=5) score_macro = cval.cross_val_score(clf, X, y, scoring=scoring_macro, cv=5) score_samples = cval.cross_val_score(clf, X, y, scoring=scoring_samples, cv=5) assert_almost_equal(score_micro, [1, 1 / 2, 3 / 4, 1 / 2, 1 / 3]) assert_almost_equal(score_macro, [1, 1 / 2, 3 / 4, 1 / 2, 1 / 4]) assert_almost_equal(score_samples, [1, 1 / 2, 3 / 4, 1 / 2, 1 / 4]) def test_cross_val_predict(): boston = load_boston() X, y = boston.data, boston.target cv = cval.KFold(len(boston.target)) est = Ridge() # Naive loop (should be same as cross_val_predict): preds2 = np.zeros_like(y) for train, test in cv: est.fit(X[train], y[train]) preds2[test] = est.predict(X[test]) preds = cval.cross_val_predict(est, X, y, cv=cv) assert_array_almost_equal(preds, preds2) preds = cval.cross_val_predict(est, X, y) assert_equal(len(preds), len(y)) cv = cval.LeaveOneOut(len(y)) preds = cval.cross_val_predict(est, X, y, cv=cv) assert_equal(len(preds), len(y)) Xsp = X.copy() Xsp *= (Xsp > np.median(Xsp)) Xsp = coo_matrix(Xsp) preds = cval.cross_val_predict(est, Xsp, y) assert_array_almost_equal(len(preds), len(y)) preds = cval.cross_val_predict(KMeans(), X) assert_equal(len(preds), len(y)) def bad_cv(): for i in range(4): yield np.array([0, 1, 2, 3]), np.array([4, 5, 6, 7, 8]) assert_raises(ValueError, cval.cross_val_predict, est, X, y, cv=bad_cv()) def test_cross_val_predict_input_types(): clf = Ridge() # Smoke test predictions = cval.cross_val_predict(clf, X, y) assert_equal(predictions.shape, (10,)) # test with multioutput y predictions = cval.cross_val_predict(clf, X_sparse, X) assert_equal(predictions.shape, (10, 2)) predictions = cval.cross_val_predict(clf, X_sparse, y) assert_array_equal(predictions.shape, (10,)) # test with multioutput y predictions = cval.cross_val_predict(clf, X_sparse, X) assert_array_equal(predictions.shape, (10, 2)) # test with X and y as list list_check = lambda x: isinstance(x, list) clf = CheckingClassifier(check_X=list_check) predictions = cval.cross_val_predict(clf, X.tolist(), y.tolist()) clf = CheckingClassifier(check_y=list_check) predictions = cval.cross_val_predict(clf, X, y.tolist()) # test with 3d X and X_3d = X[:, :, np.newaxis] check_3d = lambda x: x.ndim == 3 clf = CheckingClassifier(check_X=check_3d) predictions = cval.cross_val_predict(clf, X_3d, y) assert_array_equal(predictions.shape, (10,)) def test_cross_val_predict_pandas(): # check cross_val_score doesn't destroy pandas dataframe types = [(MockDataFrame, MockDataFrame)] try: from pandas import Series, DataFrame types.append((Series, DataFrame)) except ImportError: pass for TargetType, InputFeatureType in types: # X dataframe, y series X_df, y_ser = InputFeatureType(X), TargetType(y) check_df = lambda x: isinstance(x, InputFeatureType) check_series = lambda x: isinstance(x, TargetType) clf = CheckingClassifier(check_X=check_df, check_y=check_series) cval.cross_val_predict(clf, X_df, y_ser) def test_sparse_fit_params(): iris = load_iris() X, y = iris.data, iris.target clf = MockClassifier() fit_params = {'sparse_sample_weight': coo_matrix(np.eye(X.shape[0]))} a = cval.cross_val_score(clf, X, y, fit_params=fit_params) assert_array_equal(a, np.ones(3)) def test_check_is_partition(): p = np.arange(100) assert_true(cval._check_is_partition(p, 100)) assert_false(cval._check_is_partition(np.delete(p, 23), 100)) p[0] = 23 assert_false(cval._check_is_partition(p, 100))
bsd-3-clause
jbloomlab/dms_tools2
tests/test_batch_diffsel.py
1
3976
"""Tests ``dms2_batch_diffsel``. Written by Jesse Bloom.""" import sys import os import unittest import subprocess import random import numpy import pandas class test_batch_diffsel(unittest.TestCase): """Runs ``dms2_batch_diffsel`` on test data.""" def setUp(self): """Set up input data.""" self.testdir = os.path.join( os.path.abspath(os.path.dirname(__file__)), './test_batch_diffsel_files/') if not os.path.isdir(self.testdir): os.mkdir(self.testdir) self.indir = os.path.join( os.path.abspath(os.path.dirname(__file__)), './diffsel_input_files/') self.summaryprefix = 'summary' self.names = ['c1', 'c3'] self.expected = {} for name in self.names: for seltype in ['mutdiffsel', 'sitediffsel']: self.expected[(name, seltype)] = os.path.join(self.indir, './expected_output/', 'errors-{0}-mincounts0_{1}.csv'.format(name, seltype)) assert os.path.isfile(self.expected[(name, seltype)]) # define output files self.outfiles = [self.summaryprefix + suffix for suffix in ['.log'] + ['_' + avgtype + diffseltype + '.pdf' for avgtype in ['mean', 'median'] for diffseltype in ['maxdiffsel', 'minmaxdiffsel', 'positivediffsel', 'totaldiffsel']] ] + \ [self.summaryprefix + '_H17L19-' + suffix for suffix in [seltype + 'diffselcorr.pdf' for seltype in ['absolutesite', 'maxmut', 'mut', 'positivesite']] + [seltype + 'diffsel.csv' for seltype in ['meanmut', 'meansite', 'medianmut', 'mediansite']]] self.outfiles = [os.path.join(self.testdir, f) for f in self.outfiles] for f in self.outfiles: if os.path.isfile(f): os.remove(f) def test_dms2_batch_diffsel(self): """Runs ``dms2_batch_diffsel`` on test data.""" batchfile = os.path.join(self.testdir, 'batch.csv') df = pandas.DataFrame({ 'group':['H17L19', 'H17L19'], 'name':self.names, 'sel':['L1_H17L19_{0}_r1counts.csv'.format(n) for n in self.names], 'mock':['L1_mock_r1counts.csv'] * 2, 'err':['err_counts.csv'] * 2, }) df.to_csv(batchfile, index=False) cmds = [ 'dms2_batch_diffsel', '--batchfile', batchfile, '--summaryprefix', self.summaryprefix, '--outdir', self.testdir, '--indir', self.indir, '--pseudocount', '10', ] sys.stderr.write('\nRunning the following command:\n{0}\n'.format( ' '.join(cmds))) subprocess.check_call(cmds) for f in self.outfiles: self.assertTrue(os.path.isfile(f), "Failed to create {0}".format(f)) for name in self.names: for seltype in ['mutdiffsel', 'sitediffsel']: expected = pandas.read_csv(self.expected[(name, seltype)]) actual = pandas.read_csv(os.path.join(self.testdir, 'H17L19-{0}_{1}.csv'.format(name, seltype))) self.assertTrue((expected.columns == actual.columns).all()) for col in expected.columns: if pandas.api.types.is_numeric_dtype(actual[col]): self.assertTrue(numpy.allclose(expected[col], actual[col], equal_nan=True)) else: self.assertTrue((expected[col] == actual[col]).all()) if __name__ == '__main__': runner = unittest.TextTestRunner() unittest.main(testRunner=runner)
gpl-3.0
perimosocordiae/scipy
scipy/stats/_discrete_distns.py
3
50628
# # Author: Travis Oliphant 2002-2011 with contributions from # SciPy Developers 2004-2011 # from functools import partial from scipy import special from scipy.special import entr, logsumexp, betaln, gammaln as gamln, zeta from scipy._lib._util import _lazywhere, rng_integers from numpy import floor, ceil, log, exp, sqrt, log1p, expm1, tanh, cosh, sinh import numpy as np from ._distn_infrastructure import ( rv_discrete, _ncx2_pdf, _ncx2_cdf, get_distribution_names, _check_shape) import scipy.stats._boost as _boost from .biasedurn import (_PyFishersNCHypergeometric, _PyWalleniusNCHypergeometric, _PyStochasticLib3) class binom_gen(rv_discrete): r"""A binomial discrete random variable. %(before_notes)s Notes ----- The probability mass function for `binom` is: .. math:: f(k) = \binom{n}{k} p^k (1-p)^{n-k} for :math:`k \in \{0, 1, \dots, n\}`, :math:`0 \leq p \leq 1` `binom` takes :math:`n` and :math:`p` as shape parameters, where :math:`p` is the probability of a single success and :math:`1-p` is the probability of a single failure. %(after_notes)s %(example)s See Also -------- hypergeom, nbinom, nhypergeom """ def _rvs(self, n, p, size=None, random_state=None): return random_state.binomial(n, p, size) def _argcheck(self, n, p): return (n >= 0) & (p >= 0) & (p <= 1) def _get_support(self, n, p): return self.a, n def _logpmf(self, x, n, p): k = floor(x) combiln = (gamln(n+1) - (gamln(k+1) + gamln(n-k+1))) return combiln + special.xlogy(k, p) + special.xlog1py(n-k, -p) def _pmf(self, x, n, p): # binom.pmf(k) = choose(n, k) * p**k * (1-p)**(n-k) return _boost._binom_pdf(x, n, p) def _cdf(self, x, n, p): k = floor(x) return _boost._binom_cdf(k, n, p) def _sf(self, x, n, p): k = floor(x) return _boost._binom_sf(k, n, p) def _isf(self, x, n, p): return _boost._binom_isf(x, n, p) def _ppf(self, q, n, p): return _boost._binom_ppf(q, n, p) def _stats(self, n, p, moments='mv'): mu = _boost._binom_mean(n, p) var = _boost._binom_variance(n, p) g1, g2 = None, None if 's' in moments: g1 = _boost._binom_skewness(n, p) if 'k' in moments: g2 = _boost._binom_kurtosis_excess(n, p) return mu, var, g1, g2 def _entropy(self, n, p): k = np.r_[0:n + 1] vals = self._pmf(k, n, p) return np.sum(entr(vals), axis=0) binom = binom_gen(name='binom') class bernoulli_gen(binom_gen): r"""A Bernoulli discrete random variable. %(before_notes)s Notes ----- The probability mass function for `bernoulli` is: .. math:: f(k) = \begin{cases}1-p &\text{if } k = 0\\ p &\text{if } k = 1\end{cases} for :math:`k` in :math:`\{0, 1\}`, :math:`0 \leq p \leq 1` `bernoulli` takes :math:`p` as shape parameter, where :math:`p` is the probability of a single success and :math:`1-p` is the probability of a single failure. %(after_notes)s %(example)s """ def _rvs(self, p, size=None, random_state=None): return binom_gen._rvs(self, 1, p, size=size, random_state=random_state) def _argcheck(self, p): return (p >= 0) & (p <= 1) def _get_support(self, p): # Overrides binom_gen._get_support!x return self.a, self.b def _logpmf(self, x, p): return binom._logpmf(x, 1, p) def _pmf(self, x, p): # bernoulli.pmf(k) = 1-p if k = 0 # = p if k = 1 return binom._pmf(x, 1, p) def _cdf(self, x, p): return binom._cdf(x, 1, p) def _sf(self, x, p): return binom._sf(x, 1, p) def _isf(self, x, p): return binom._isf(x, 1, p) def _ppf(self, q, p): return binom._ppf(q, 1, p) def _stats(self, p): return binom._stats(1, p) def _entropy(self, p): return entr(p) + entr(1-p) bernoulli = bernoulli_gen(b=1, name='bernoulli') class betabinom_gen(rv_discrete): r"""A beta-binomial discrete random variable. %(before_notes)s Notes ----- The beta-binomial distribution is a binomial distribution with a probability of success `p` that follows a beta distribution. The probability mass function for `betabinom` is: .. math:: f(k) = \binom{n}{k} \frac{B(k + a, n - k + b)}{B(a, b)} for :math:`k \in \{0, 1, \dots, n\}`, :math:`n \geq 0`, :math:`a > 0`, :math:`b > 0`, where :math:`B(a, b)` is the beta function. `betabinom` takes :math:`n`, :math:`a`, and :math:`b` as shape parameters. References ---------- .. [1] https://en.wikipedia.org/wiki/Beta-binomial_distribution %(after_notes)s .. versionadded:: 1.4.0 See Also -------- beta, binom %(example)s """ def _rvs(self, n, a, b, size=None, random_state=None): p = random_state.beta(a, b, size) return random_state.binomial(n, p, size) def _get_support(self, n, a, b): return 0, n def _argcheck(self, n, a, b): return (n >= 0) & (a > 0) & (b > 0) def _logpmf(self, x, n, a, b): k = floor(x) combiln = -log(n + 1) - betaln(n - k + 1, k + 1) return combiln + betaln(k + a, n - k + b) - betaln(a, b) def _pmf(self, x, n, a, b): return exp(self._logpmf(x, n, a, b)) def _stats(self, n, a, b, moments='mv'): e_p = a / (a + b) e_q = 1 - e_p mu = n * e_p var = n * (a + b + n) * e_p * e_q / (a + b + 1) g1, g2 = None, None if 's' in moments: g1 = 1.0 / sqrt(var) g1 *= (a + b + 2 * n) * (b - a) g1 /= (a + b + 2) * (a + b) if 'k' in moments: g2 = a + b g2 *= (a + b - 1 + 6 * n) g2 += 3 * a * b * (n - 2) g2 += 6 * n ** 2 g2 -= 3 * e_p * b * n * (6 - n) g2 -= 18 * e_p * e_q * n ** 2 g2 *= (a + b) ** 2 * (1 + a + b) g2 /= (n * a * b * (a + b + 2) * (a + b + 3) * (a + b + n)) g2 -= 3 return mu, var, g1, g2 betabinom = betabinom_gen(name='betabinom') class nbinom_gen(rv_discrete): r"""A negative binomial discrete random variable. %(before_notes)s Notes ----- Negative binomial distribution describes a sequence of i.i.d. Bernoulli trials, repeated until a predefined, non-random number of successes occurs. The probability mass function of the number of failures for `nbinom` is: .. math:: f(k) = \binom{k+n-1}{n-1} p^n (1-p)^k for :math:`k \ge 0`, :math:`0 < p \leq 1` `nbinom` takes :math:`n` and :math:`p` as shape parameters where n is the number of successes, :math:`p` is the probability of a single success, and :math:`1-p` is the probability of a single failure. Another common parameterization of the negative binomial distribution is in terms of the mean number of failures :math:`\mu` to achieve :math:`n` successes. The mean :math:`\mu` is related to the probability of success as .. math:: p = \frac{n}{n + \mu} The number of successes :math:`n` may also be specified in terms of a "dispersion", "heterogeneity", or "aggregation" parameter :math:`\alpha`, which relates the mean :math:`\mu` to the variance :math:`\sigma^2`, e.g. :math:`\sigma^2 = \mu + \alpha \mu^2`. Regardless of the convention used for :math:`\alpha`, .. math:: p &= \frac{\mu}{\sigma^2} \\ n &= \frac{\mu^2}{\sigma^2 - \mu} %(after_notes)s %(example)s See Also -------- hypergeom, binom, nhypergeom """ def _rvs(self, n, p, size=None, random_state=None): return random_state.negative_binomial(n, p, size) def _argcheck(self, n, p): return (n > 0) & (p > 0) & (p <= 1) def _pmf(self, x, n, p): # nbinom.pmf(k) = choose(k+n-1, n-1) * p**n * (1-p)**k return _boost._nbinom_pdf(x, n, p) def _logpmf(self, x, n, p): coeff = gamln(n+x) - gamln(x+1) - gamln(n) return coeff + n*log(p) + special.xlog1py(x, -p) def _cdf(self, x, n, p): k = floor(x) return _boost._nbinom_cdf(k, n, p) def _logcdf(self, x, n, p): k = floor(x) cdf = self._cdf(k, n, p) cond = cdf > 0.5 def f1(k, n, p): return np.log1p(-special.betainc(k + 1, n, 1 - p)) def f2(k, n, p): return np.log(cdf) with np.errstate(divide='ignore'): return _lazywhere(cond, (x, n, p), f=f1, f2=f2) def _sf(self, x, n, p): k = floor(x) return _boost._nbinom_sf(k, n, p) def _isf(self, x, n, p): return _boost._nbinom_isf(x, n, p) def _ppf(self, q, n, p): return _boost._nbinom_ppf(q, n, p) def _stats(self, n, p): return( _boost._nbinom_mean(n, p), _boost._nbinom_variance(n, p), _boost._nbinom_skewness(n, p), _boost._nbinom_kurtosis_excess(n, p), ) nbinom = nbinom_gen(name='nbinom') class geom_gen(rv_discrete): r"""A geometric discrete random variable. %(before_notes)s Notes ----- The probability mass function for `geom` is: .. math:: f(k) = (1-p)^{k-1} p for :math:`k \ge 1`, :math:`0 < p \leq 1` `geom` takes :math:`p` as shape parameter, where :math:`p` is the probability of a single success and :math:`1-p` is the probability of a single failure. %(after_notes)s See Also -------- planck %(example)s """ def _rvs(self, p, size=None, random_state=None): return random_state.geometric(p, size=size) def _argcheck(self, p): return (p <= 1) & (p > 0) def _pmf(self, k, p): return np.power(1-p, k-1) * p def _logpmf(self, k, p): return special.xlog1py(k - 1, -p) + log(p) def _cdf(self, x, p): k = floor(x) return -expm1(log1p(-p)*k) def _sf(self, x, p): return np.exp(self._logsf(x, p)) def _logsf(self, x, p): k = floor(x) return k*log1p(-p) def _ppf(self, q, p): vals = ceil(log1p(-q) / log1p(-p)) temp = self._cdf(vals-1, p) return np.where((temp >= q) & (vals > 0), vals-1, vals) def _stats(self, p): mu = 1.0/p qr = 1.0-p var = qr / p / p g1 = (2.0-p) / sqrt(qr) g2 = np.polyval([1, -6, 6], p)/(1.0-p) return mu, var, g1, g2 geom = geom_gen(a=1, name='geom', longname="A geometric") class hypergeom_gen(rv_discrete): r"""A hypergeometric discrete random variable. The hypergeometric distribution models drawing objects from a bin. `M` is the total number of objects, `n` is total number of Type I objects. The random variate represents the number of Type I objects in `N` drawn without replacement from the total population. %(before_notes)s Notes ----- The symbols used to denote the shape parameters (`M`, `n`, and `N`) are not universally accepted. See the Examples for a clarification of the definitions used here. The probability mass function is defined as, .. math:: p(k, M, n, N) = \frac{\binom{n}{k} \binom{M - n}{N - k}} {\binom{M}{N}} for :math:`k \in [\max(0, N - M + n), \min(n, N)]`, where the binomial coefficients are defined as, .. math:: \binom{n}{k} \equiv \frac{n!}{k! (n - k)!}. %(after_notes)s Examples -------- >>> from scipy.stats import hypergeom >>> import matplotlib.pyplot as plt Suppose we have a collection of 20 animals, of which 7 are dogs. Then if we want to know the probability of finding a given number of dogs if we choose at random 12 of the 20 animals, we can initialize a frozen distribution and plot the probability mass function: >>> [M, n, N] = [20, 7, 12] >>> rv = hypergeom(M, n, N) >>> x = np.arange(0, n+1) >>> pmf_dogs = rv.pmf(x) >>> fig = plt.figure() >>> ax = fig.add_subplot(111) >>> ax.plot(x, pmf_dogs, 'bo') >>> ax.vlines(x, 0, pmf_dogs, lw=2) >>> ax.set_xlabel('# of dogs in our group of chosen animals') >>> ax.set_ylabel('hypergeom PMF') >>> plt.show() Instead of using a frozen distribution we can also use `hypergeom` methods directly. To for example obtain the cumulative distribution function, use: >>> prb = hypergeom.cdf(x, M, n, N) And to generate random numbers: >>> R = hypergeom.rvs(M, n, N, size=10) See Also -------- nhypergeom, binom, nbinom """ def _rvs(self, M, n, N, size=None, random_state=None): return random_state.hypergeometric(n, M-n, N, size=size) def _get_support(self, M, n, N): return np.maximum(N-(M-n), 0), np.minimum(n, N) def _argcheck(self, M, n, N): cond = (M > 0) & (n >= 0) & (N >= 0) cond &= (n <= M) & (N <= M) return cond def _logpmf(self, k, M, n, N): tot, good = M, n bad = tot - good result = (betaln(good+1, 1) + betaln(bad+1, 1) + betaln(tot-N+1, N+1) - betaln(k+1, good-k+1) - betaln(N-k+1, bad-N+k+1) - betaln(tot+1, 1)) return result def _pmf(self, k, M, n, N): # same as the following but numerically more precise # return comb(good, k) * comb(bad, N-k) / comb(tot, N) return exp(self._logpmf(k, M, n, N)) def _stats(self, M, n, N): # tot, good, sample_size = M, n, N # "wikipedia".replace('N', 'M').replace('n', 'N').replace('K', 'n') M, n, N = 1.*M, 1.*n, 1.*N m = M - n p = n/M mu = N*p var = m*n*N*(M - N)*1.0/(M*M*(M-1)) g1 = (m - n)*(M-2*N) / (M-2.0) * sqrt((M-1.0) / (m*n*N*(M-N))) g2 = M*(M+1) - 6.*N*(M-N) - 6.*n*m g2 *= (M-1)*M*M g2 += 6.*n*N*(M-N)*m*(5.*M-6) g2 /= n * N * (M-N) * m * (M-2.) * (M-3.) return mu, var, g1, g2 def _entropy(self, M, n, N): k = np.r_[N - (M - n):min(n, N) + 1] vals = self.pmf(k, M, n, N) return np.sum(entr(vals), axis=0) def _sf(self, k, M, n, N): # This for loop is needed because `k` can be an array. If that's the # case, the sf() method makes M, n and N arrays of the same shape. We # therefore unpack all inputs args, so we can do the manual # integration. res = [] for quant, tot, good, draw in zip(*np.broadcast_arrays(k, M, n, N)): # Manual integration over probability mass function. More accurate # than integrate.quad. k2 = np.arange(quant + 1, draw + 1) res.append(np.sum(self._pmf(k2, tot, good, draw))) return np.asarray(res) def _logsf(self, k, M, n, N): res = [] for quant, tot, good, draw in zip(*np.broadcast_arrays(k, M, n, N)): if (quant + 0.5) * (tot + 0.5) < (good - 0.5) * (draw - 0.5): # Less terms to sum if we calculate log(1-cdf) res.append(log1p(-exp(self.logcdf(quant, tot, good, draw)))) else: # Integration over probability mass function using logsumexp k2 = np.arange(quant + 1, draw + 1) res.append(logsumexp(self._logpmf(k2, tot, good, draw))) return np.asarray(res) def _logcdf(self, k, M, n, N): res = [] for quant, tot, good, draw in zip(*np.broadcast_arrays(k, M, n, N)): if (quant + 0.5) * (tot + 0.5) > (good - 0.5) * (draw - 0.5): # Less terms to sum if we calculate log(1-sf) res.append(log1p(-exp(self.logsf(quant, tot, good, draw)))) else: # Integration over probability mass function using logsumexp k2 = np.arange(0, quant + 1) res.append(logsumexp(self._logpmf(k2, tot, good, draw))) return np.asarray(res) hypergeom = hypergeom_gen(name='hypergeom') class nhypergeom_gen(rv_discrete): r"""A negative hypergeometric discrete random variable. Consider a box containing :math:`M` balls:, :math:`n` red and :math:`M-n` blue. We randomly sample balls from the box, one at a time and *without* replacement, until we have picked :math:`r` blue balls. `nhypergeom` is the distribution of the number of red balls :math:`k` we have picked. %(before_notes)s Notes ----- The symbols used to denote the shape parameters (`M`, `n`, and `r`) are not universally accepted. See the Examples for a clarification of the definitions used here. The probability mass function is defined as, .. math:: f(k; M, n, r) = \frac{{{k+r-1}\choose{k}}{{M-r-k}\choose{n-k}}} {{M \choose n}} for :math:`k \in [0, n]`, :math:`n \in [0, M]`, :math:`r \in [0, M-n]`, and the binomial coefficient is: .. math:: \binom{n}{k} \equiv \frac{n!}{k! (n - k)!}. It is equivalent to observing :math:`k` successes in :math:`k+r-1` samples with :math:`k+r`'th sample being a failure. The former can be modelled as a hypergeometric distribution. The probability of the latter is simply the number of failures remaining :math:`M-n-(r-1)` divided by the size of the remaining population :math:`M-(k+r-1)`. This relationship can be shown as: .. math:: NHG(k;M,n,r) = HG(k;M,n,k+r-1)\frac{(M-n-(r-1))}{(M-(k+r-1))} where :math:`NHG` is probability mass function (PMF) of the negative hypergeometric distribution and :math:`HG` is the PMF of the hypergeometric distribution. %(after_notes)s Examples -------- >>> from scipy.stats import nhypergeom >>> import matplotlib.pyplot as plt Suppose we have a collection of 20 animals, of which 7 are dogs. Then if we want to know the probability of finding a given number of dogs (successes) in a sample with exactly 12 animals that aren't dogs (failures), we can initialize a frozen distribution and plot the probability mass function: >>> M, n, r = [20, 7, 12] >>> rv = nhypergeom(M, n, r) >>> x = np.arange(0, n+2) >>> pmf_dogs = rv.pmf(x) >>> fig = plt.figure() >>> ax = fig.add_subplot(111) >>> ax.plot(x, pmf_dogs, 'bo') >>> ax.vlines(x, 0, pmf_dogs, lw=2) >>> ax.set_xlabel('# of dogs in our group with given 12 failures') >>> ax.set_ylabel('nhypergeom PMF') >>> plt.show() Instead of using a frozen distribution we can also use `nhypergeom` methods directly. To for example obtain the probability mass function, use: >>> prb = nhypergeom.pmf(x, M, n, r) And to generate random numbers: >>> R = nhypergeom.rvs(M, n, r, size=10) To verify the relationship between `hypergeom` and `nhypergeom`, use: >>> from scipy.stats import hypergeom, nhypergeom >>> M, n, r = 45, 13, 8 >>> k = 6 >>> nhypergeom.pmf(k, M, n, r) 0.06180776620271643 >>> hypergeom.pmf(k, M, n, k+r-1) * (M - n - (r-1)) / (M - (k+r-1)) 0.06180776620271644 See Also -------- hypergeom, binom, nbinom References ---------- .. [1] Negative Hypergeometric Distribution on Wikipedia https://en.wikipedia.org/wiki/Negative_hypergeometric_distribution .. [2] Negative Hypergeometric Distribution from http://www.math.wm.edu/~leemis/chart/UDR/PDFs/Negativehypergeometric.pdf """ def _get_support(self, M, n, r): return 0, n def _argcheck(self, M, n, r): cond = (n >= 0) & (n <= M) & (r >= 0) & (r <= M-n) return cond def _logpmf(self, k, M, n, r): cond = ((r == 0) & (k == 0)) result = _lazywhere(~cond, (k, M, n, r), lambda k, M, n, r: (-betaln(k+1, r) + betaln(k+r, 1) - betaln(n-k+1, M-r-n+1) + betaln(M-r-k+1, 1) + betaln(n+1, M-n+1) - betaln(M+1, 1)), fillvalue=0.0) return result def _pmf(self, k, M, n, r): # same as the following but numerically more precise # return comb(k+r-1, k) * comb(M-r-k, n-k) / comb(M, n) return exp(self._logpmf(k, M, n, r)) def _stats(self, M, n, r): # Promote the datatype to at least float # mu = rn / (M-n+1) M, n, r = 1.*M, 1.*n, 1.*r mu = r*n / (M-n+1) var = r*(M+1)*n / ((M-n+1)*(M-n+2)) * (1 - r / (M-n+1)) # The skew and kurtosis are mathematically # intractable so return `None`. See [2]_. g1, g2 = None, None return mu, var, g1, g2 nhypergeom = nhypergeom_gen(name='nhypergeom') # FIXME: Fails _cdfvec class logser_gen(rv_discrete): r"""A Logarithmic (Log-Series, Series) discrete random variable. %(before_notes)s Notes ----- The probability mass function for `logser` is: .. math:: f(k) = - \frac{p^k}{k \log(1-p)} for :math:`k \ge 1`, :math:`0 < p < 1` `logser` takes :math:`p` as shape parameter, where :math:`p` is the probability of a single success and :math:`1-p` is the probability of a single failure. %(after_notes)s %(example)s """ def _rvs(self, p, size=None, random_state=None): # looks wrong for p>0.5, too few k=1 # trying to use generic is worse, no k=1 at all return random_state.logseries(p, size=size) def _argcheck(self, p): return (p > 0) & (p < 1) def _pmf(self, k, p): # logser.pmf(k) = - p**k / (k*log(1-p)) return -np.power(p, k) * 1.0 / k / special.log1p(-p) def _stats(self, p): r = special.log1p(-p) mu = p / (p - 1.0) / r mu2p = -p / r / (p - 1.0)**2 var = mu2p - mu*mu mu3p = -p / r * (1.0+p) / (1.0 - p)**3 mu3 = mu3p - 3*mu*mu2p + 2*mu**3 g1 = mu3 / np.power(var, 1.5) mu4p = -p / r * ( 1.0 / (p-1)**2 - 6*p / (p - 1)**3 + 6*p*p / (p-1)**4) mu4 = mu4p - 4*mu3p*mu + 6*mu2p*mu*mu - 3*mu**4 g2 = mu4 / var**2 - 3.0 return mu, var, g1, g2 logser = logser_gen(a=1, name='logser', longname='A logarithmic') class poisson_gen(rv_discrete): r"""A Poisson discrete random variable. %(before_notes)s Notes ----- The probability mass function for `poisson` is: .. math:: f(k) = \exp(-\mu) \frac{\mu^k}{k!} for :math:`k \ge 0`. `poisson` takes :math:`\mu \geq 0` as shape parameter. When :math:`\mu = 0`, the ``pmf`` method returns ``1.0`` at quantile :math:`k = 0`. %(after_notes)s %(example)s """ # Override rv_discrete._argcheck to allow mu=0. def _argcheck(self, mu): return mu >= 0 def _rvs(self, mu, size=None, random_state=None): return random_state.poisson(mu, size) def _logpmf(self, k, mu): Pk = special.xlogy(k, mu) - gamln(k + 1) - mu return Pk def _pmf(self, k, mu): # poisson.pmf(k) = exp(-mu) * mu**k / k! return exp(self._logpmf(k, mu)) def _cdf(self, x, mu): k = floor(x) return special.pdtr(k, mu) def _sf(self, x, mu): k = floor(x) return special.pdtrc(k, mu) def _ppf(self, q, mu): vals = ceil(special.pdtrik(q, mu)) vals1 = np.maximum(vals - 1, 0) temp = special.pdtr(vals1, mu) return np.where(temp >= q, vals1, vals) def _stats(self, mu): var = mu tmp = np.asarray(mu) mu_nonzero = tmp > 0 g1 = _lazywhere(mu_nonzero, (tmp,), lambda x: sqrt(1.0/x), np.inf) g2 = _lazywhere(mu_nonzero, (tmp,), lambda x: 1.0/x, np.inf) return mu, var, g1, g2 poisson = poisson_gen(name="poisson", longname='A Poisson') class planck_gen(rv_discrete): r"""A Planck discrete exponential random variable. %(before_notes)s Notes ----- The probability mass function for `planck` is: .. math:: f(k) = (1-\exp(-\lambda)) \exp(-\lambda k) for :math:`k \ge 0` and :math:`\lambda > 0`. `planck` takes :math:`\lambda` as shape parameter. The Planck distribution can be written as a geometric distribution (`geom`) with :math:`p = 1 - \exp(-\lambda)` shifted by ``loc = -1``. %(after_notes)s See Also -------- geom %(example)s """ def _argcheck(self, lambda_): return lambda_ > 0 def _pmf(self, k, lambda_): return -expm1(-lambda_)*exp(-lambda_*k) def _cdf(self, x, lambda_): k = floor(x) return -expm1(-lambda_*(k+1)) def _sf(self, x, lambda_): return exp(self._logsf(x, lambda_)) def _logsf(self, x, lambda_): k = floor(x) return -lambda_*(k+1) def _ppf(self, q, lambda_): vals = ceil(-1.0/lambda_ * log1p(-q)-1) vals1 = (vals-1).clip(*(self._get_support(lambda_))) temp = self._cdf(vals1, lambda_) return np.where(temp >= q, vals1, vals) def _rvs(self, lambda_, size=None, random_state=None): # use relation to geometric distribution for sampling p = -expm1(-lambda_) return random_state.geometric(p, size=size) - 1.0 def _stats(self, lambda_): mu = 1/expm1(lambda_) var = exp(-lambda_)/(expm1(-lambda_))**2 g1 = 2*cosh(lambda_/2.0) g2 = 4+2*cosh(lambda_) return mu, var, g1, g2 def _entropy(self, lambda_): C = -expm1(-lambda_) return lambda_*exp(-lambda_)/C - log(C) planck = planck_gen(a=0, name='planck', longname='A discrete exponential ') class boltzmann_gen(rv_discrete): r"""A Boltzmann (Truncated Discrete Exponential) random variable. %(before_notes)s Notes ----- The probability mass function for `boltzmann` is: .. math:: f(k) = (1-\exp(-\lambda)) \exp(-\lambda k) / (1-\exp(-\lambda N)) for :math:`k = 0,..., N-1`. `boltzmann` takes :math:`\lambda > 0` and :math:`N > 0` as shape parameters. %(after_notes)s %(example)s """ def _argcheck(self, lambda_, N): return (lambda_ > 0) & (N > 0) def _get_support(self, lambda_, N): return self.a, N - 1 def _pmf(self, k, lambda_, N): # boltzmann.pmf(k) = # (1-exp(-lambda_)*exp(-lambda_*k)/(1-exp(-lambda_*N)) fact = (1-exp(-lambda_))/(1-exp(-lambda_*N)) return fact*exp(-lambda_*k) def _cdf(self, x, lambda_, N): k = floor(x) return (1-exp(-lambda_*(k+1)))/(1-exp(-lambda_*N)) def _ppf(self, q, lambda_, N): qnew = q*(1-exp(-lambda_*N)) vals = ceil(-1.0/lambda_ * log(1-qnew)-1) vals1 = (vals-1).clip(0.0, np.inf) temp = self._cdf(vals1, lambda_, N) return np.where(temp >= q, vals1, vals) def _stats(self, lambda_, N): z = exp(-lambda_) zN = exp(-lambda_*N) mu = z/(1.0-z)-N*zN/(1-zN) var = z/(1.0-z)**2 - N*N*zN/(1-zN)**2 trm = (1-zN)/(1-z) trm2 = (z*trm**2 - N*N*zN) g1 = z*(1+z)*trm**3 - N**3*zN*(1+zN) g1 = g1 / trm2**(1.5) g2 = z*(1+4*z+z*z)*trm**4 - N**4 * zN*(1+4*zN+zN*zN) g2 = g2 / trm2 / trm2 return mu, var, g1, g2 boltzmann = boltzmann_gen(name='boltzmann', a=0, longname='A truncated discrete exponential ') class randint_gen(rv_discrete): r"""A uniform discrete random variable. %(before_notes)s Notes ----- The probability mass function for `randint` is: .. math:: f(k) = \frac{1}{\texttt{high} - \texttt{low}} for :math:`k \in \{\texttt{low}, \dots, \texttt{high} - 1\}`. `randint` takes :math:`\texttt{low}` and :math:`\texttt{high}` as shape parameters. %(after_notes)s %(example)s """ def _argcheck(self, low, high): return (high > low) def _get_support(self, low, high): return low, high-1 def _pmf(self, k, low, high): # randint.pmf(k) = 1./(high - low) p = np.ones_like(k) / (high - low) return np.where((k >= low) & (k < high), p, 0.) def _cdf(self, x, low, high): k = floor(x) return (k - low + 1.) / (high - low) def _ppf(self, q, low, high): vals = ceil(q * (high - low) + low) - 1 vals1 = (vals - 1).clip(low, high) temp = self._cdf(vals1, low, high) return np.where(temp >= q, vals1, vals) def _stats(self, low, high): m2, m1 = np.asarray(high), np.asarray(low) mu = (m2 + m1 - 1.0) / 2 d = m2 - m1 var = (d*d - 1) / 12.0 g1 = 0.0 g2 = -6.0/5.0 * (d*d + 1.0) / (d*d - 1.0) return mu, var, g1, g2 def _rvs(self, low, high, size=None, random_state=None): """An array of *size* random integers >= ``low`` and < ``high``.""" if np.asarray(low).size == 1 and np.asarray(high).size == 1: # no need to vectorize in that case return rng_integers(random_state, low, high, size=size) if size is not None: # NumPy's RandomState.randint() doesn't broadcast its arguments. # Use `broadcast_to()` to extend the shapes of low and high # up to size. Then we can use the numpy.vectorize'd # randint without needing to pass it a `size` argument. low = np.broadcast_to(low, size) high = np.broadcast_to(high, size) randint = np.vectorize(partial(rng_integers, random_state), otypes=[np.int_]) return randint(low, high) def _entropy(self, low, high): return log(high - low) randint = randint_gen(name='randint', longname='A discrete uniform ' '(random integer)') # FIXME: problems sampling. class zipf_gen(rv_discrete): r"""A Zipf (Zeta) discrete random variable. %(before_notes)s See Also -------- zipfian Notes ----- The probability mass function for `zipf` is: .. math:: f(k, a) = \frac{1}{\zeta(a) k^a} for :math:`k \ge 1`, :math:`a > 1`. `zipf` takes :math:`a > 1` as shape parameter. :math:`\zeta` is the Riemann zeta function (`scipy.special.zeta`) The Zipf distribution is also known as the zeta distribution, which is a special case of the Zipfian distribution (`zipfian`). %(after_notes)s References ---------- .. [1] "Zeta Distribution", Wikipedia, https://en.wikipedia.org/wiki/Zeta_distribution %(example)s Confirm that `zipf` is the large `n` limit of `zipfian`. >>> from scipy.stats import zipfian >>> k = np.arange(11) >>> np.allclose(zipf.pmf(k, a), zipfian.pmf(k, a, n=10000000)) True """ def _rvs(self, a, size=None, random_state=None): return random_state.zipf(a, size=size) def _argcheck(self, a): return a > 1 def _pmf(self, k, a): # zipf.pmf(k, a) = 1/(zeta(a) * k**a) Pk = 1.0 / special.zeta(a, 1) / k**a return Pk def _munp(self, n, a): return _lazywhere( a > n + 1, (a, n), lambda a, n: special.zeta(a - n, 1) / special.zeta(a, 1), np.inf) zipf = zipf_gen(a=1, name='zipf', longname='A Zipf') def _gen_harmonic_gt1(n, a): """Generalized harmonic number, a > 1""" # See https://en.wikipedia.org/wiki/Harmonic_number; search for "hurwitz" return zeta(a, 1) - zeta(a, n+1) def _gen_harmonic_leq1(n, a): """Generalized harmonic number, a <= 1""" if not np.size(n): return n n_max = np.max(n) # loop starts at maximum of all n out = np.zeros_like(a, dtype=float) # add terms of harmonic series; starting from smallest to avoid roundoff for i in np.arange(n_max, 0, -1, dtype=float): mask = i <= n # don't add terms after nth out[mask] += 1/i**a[mask] return out def _gen_harmonic(n, a): """Generalized harmonic number""" n, a = np.broadcast_arrays(n, a) return _lazywhere(a > 1, (n, a), f=_gen_harmonic_gt1, f2=_gen_harmonic_leq1) class zipfian_gen(rv_discrete): r"""A Zipfian discrete random variable. %(before_notes)s See Also -------- zipf Notes ----- The probability mass function for `zipfian` is: .. math:: f(k, a, n) = \frac{1}{H_{n,a} k^a} for :math:`k \in \{1, 2, \dots, n-1, n\}`, :math:`a \ge 0`, :math:`n \in \{1, 2, 3, \dots\}`. `zipfian` takes :math:`a` and :math:`n` as shape parameters. :math:`H_{n,a}` is the :math:`n`:sup:`th` generalized harmonic number of order :math:`a`. The Zipfian distribution reduces to the Zipf (zeta) distribution as :math:`n \rightarrow \infty`. %(after_notes)s References ---------- .. [1] "Zipf's Law", Wikipedia, https://en.wikipedia.org/wiki/Zipf's_law .. [2] Larry Leemis, "Zipf Distribution", Univariate Distribution Relationships. http://www.math.wm.edu/~leemis/chart/UDR/PDFs/Zipf.pdf %(example)s Confirm that `zipfian` reduces to `zipf` for large `n`, `a > 1`. >>> from scipy.stats import zipf >>> k = np.arange(11) >>> np.allclose(zipfian.pmf(k, a=3.5, n=10000000), zipf.pmf(k, a=3.5)) True """ def _argcheck(self, a, n): # we need np.asarray here because moment (maybe others) don't convert return (a >= 0) & (n > 0) & (n == np.asarray(n, dtype=int)) def _get_support(self, a, n): return 1, n def _pmf(self, k, a, n): return 1.0 / _gen_harmonic(n, a) / k**a def _cdf(self, k, a, n): return _gen_harmonic(k, a) / _gen_harmonic(n, a) def _sf(self, k, a, n): k = k + 1 # # to match SciPy convention # see http://www.math.wm.edu/~leemis/chart/UDR/PDFs/Zipf.pdf return ((k**a*(_gen_harmonic(n, a) - _gen_harmonic(k, a)) + 1) / (k**a*_gen_harmonic(n, a))) def _stats(self, a, n): # see # see http://www.math.wm.edu/~leemis/chart/UDR/PDFs/Zipf.pdf Hna = _gen_harmonic(n, a) Hna1 = _gen_harmonic(n, a-1) Hna2 = _gen_harmonic(n, a-2) Hna3 = _gen_harmonic(n, a-3) Hna4 = _gen_harmonic(n, a-4) mu1 = Hna1/Hna mu2n = (Hna2*Hna - Hna1**2) mu2d = Hna**2 mu2 = mu2n / mu2d g1 = (Hna3/Hna - 3*Hna1*Hna2/Hna**2 + 2*Hna1**3/Hna**3)/mu2**(3/2) g2 = (Hna**3*Hna4 - 4*Hna**2*Hna1*Hna3 + 6*Hna*Hna1**2*Hna2 - 3*Hna1**4) / mu2n**2 g2 -= 3 return mu1, mu2, g1, g2 zipfian = zipfian_gen(a=1, name='zipfian', longname='A Zipfian') class dlaplace_gen(rv_discrete): r"""A Laplacian discrete random variable. %(before_notes)s Notes ----- The probability mass function for `dlaplace` is: .. math:: f(k) = \tanh(a/2) \exp(-a |k|) for integers :math:`k` and :math:`a > 0`. `dlaplace` takes :math:`a` as shape parameter. %(after_notes)s %(example)s """ def _pmf(self, k, a): # dlaplace.pmf(k) = tanh(a/2) * exp(-a*abs(k)) return tanh(a/2.0) * exp(-a * abs(k)) def _cdf(self, x, a): k = floor(x) f = lambda k, a: 1.0 - exp(-a * k) / (exp(a) + 1) f2 = lambda k, a: exp(a * (k+1)) / (exp(a) + 1) return _lazywhere(k >= 0, (k, a), f=f, f2=f2) def _ppf(self, q, a): const = 1 + exp(a) vals = ceil(np.where(q < 1.0 / (1 + exp(-a)), log(q*const) / a - 1, -log((1-q) * const) / a)) vals1 = vals - 1 return np.where(self._cdf(vals1, a) >= q, vals1, vals) def _stats(self, a): ea = exp(a) mu2 = 2.*ea/(ea-1.)**2 mu4 = 2.*ea*(ea**2+10.*ea+1.) / (ea-1.)**4 return 0., mu2, 0., mu4/mu2**2 - 3. def _entropy(self, a): return a / sinh(a) - log(tanh(a/2.0)) def _rvs(self, a, size=None, random_state=None): # The discrete Laplace is equivalent to the two-sided geometric # distribution with PMF: # f(k) = (1 - alpha)/(1 + alpha) * alpha^abs(k) # Reference: # https://www.sciencedirect.com/science/ # article/abs/pii/S0378375804003519 # Furthermore, the two-sided geometric distribution is # equivalent to the difference between two iid geometric # distributions. # Reference (page 179): # https://pdfs.semanticscholar.org/61b3/ # b99f466815808fd0d03f5d2791eea8b541a1.pdf # Thus, we can leverage the following: # 1) alpha = e^-a # 2) probability_of_success = 1 - alpha (Bernoulli trial) probOfSuccess = -np.expm1(-np.asarray(a)) x = random_state.geometric(probOfSuccess, size=size) y = random_state.geometric(probOfSuccess, size=size) return x - y dlaplace = dlaplace_gen(a=-np.inf, name='dlaplace', longname='A discrete Laplacian') class skellam_gen(rv_discrete): r"""A Skellam discrete random variable. %(before_notes)s Notes ----- Probability distribution of the difference of two correlated or uncorrelated Poisson random variables. Let :math:`k_1` and :math:`k_2` be two Poisson-distributed r.v. with expected values :math:`\lambda_1` and :math:`\lambda_2`. Then, :math:`k_1 - k_2` follows a Skellam distribution with parameters :math:`\mu_1 = \lambda_1 - \rho \sqrt{\lambda_1 \lambda_2}` and :math:`\mu_2 = \lambda_2 - \rho \sqrt{\lambda_1 \lambda_2}`, where :math:`\rho` is the correlation coefficient between :math:`k_1` and :math:`k_2`. If the two Poisson-distributed r.v. are independent then :math:`\rho = 0`. Parameters :math:`\mu_1` and :math:`\mu_2` must be strictly positive. For details see: https://en.wikipedia.org/wiki/Skellam_distribution `skellam` takes :math:`\mu_1` and :math:`\mu_2` as shape parameters. %(after_notes)s %(example)s """ def _rvs(self, mu1, mu2, size=None, random_state=None): n = size return (random_state.poisson(mu1, n) - random_state.poisson(mu2, n)) def _pmf(self, x, mu1, mu2): px = np.where(x < 0, _ncx2_pdf(2*mu2, 2*(1-x), 2*mu1)*2, _ncx2_pdf(2*mu1, 2*(1+x), 2*mu2)*2) # ncx2.pdf() returns nan's for extremely low probabilities return px def _cdf(self, x, mu1, mu2): x = floor(x) px = np.where(x < 0, _ncx2_cdf(2*mu2, -2*x, 2*mu1), 1 - _ncx2_cdf(2*mu1, 2*(x+1), 2*mu2)) return px def _stats(self, mu1, mu2): mean = mu1 - mu2 var = mu1 + mu2 g1 = mean / sqrt((var)**3) g2 = 1 / var return mean, var, g1, g2 skellam = skellam_gen(a=-np.inf, name="skellam", longname='A Skellam') class yulesimon_gen(rv_discrete): r"""A Yule-Simon discrete random variable. %(before_notes)s Notes ----- The probability mass function for the `yulesimon` is: .. math:: f(k) = \alpha B(k, \alpha+1) for :math:`k=1,2,3,...`, where :math:`\alpha>0`. Here :math:`B` refers to the `scipy.special.beta` function. The sampling of random variates is based on pg 553, Section 6.3 of [1]_. Our notation maps to the referenced logic via :math:`\alpha=a-1`. For details see the wikipedia entry [2]_. References ---------- .. [1] Devroye, Luc. "Non-uniform Random Variate Generation", (1986) Springer, New York. .. [2] https://en.wikipedia.org/wiki/Yule-Simon_distribution %(after_notes)s %(example)s """ def _rvs(self, alpha, size=None, random_state=None): E1 = random_state.standard_exponential(size) E2 = random_state.standard_exponential(size) ans = ceil(-E1 / log1p(-exp(-E2 / alpha))) return ans def _pmf(self, x, alpha): return alpha * special.beta(x, alpha + 1) def _argcheck(self, alpha): return (alpha > 0) def _logpmf(self, x, alpha): return log(alpha) + special.betaln(x, alpha + 1) def _cdf(self, x, alpha): return 1 - x * special.beta(x, alpha + 1) def _sf(self, x, alpha): return x * special.beta(x, alpha + 1) def _logsf(self, x, alpha): return log(x) + special.betaln(x, alpha + 1) def _stats(self, alpha): mu = np.where(alpha <= 1, np.inf, alpha / (alpha - 1)) mu2 = np.where(alpha > 2, alpha**2 / ((alpha - 2.0) * (alpha - 1)**2), np.inf) mu2 = np.where(alpha <= 1, np.nan, mu2) g1 = np.where(alpha > 3, sqrt(alpha - 2) * (alpha + 1)**2 / (alpha * (alpha - 3)), np.inf) g1 = np.where(alpha <= 2, np.nan, g1) g2 = np.where(alpha > 4, (alpha + 3) + (alpha**3 - 49 * alpha - 22) / (alpha * (alpha - 4) * (alpha - 3)), np.inf) g2 = np.where(alpha <= 2, np.nan, g2) return mu, mu2, g1, g2 yulesimon = yulesimon_gen(name='yulesimon', a=1) def _vectorize_rvs_over_shapes(_rvs1): """Decorator that vectorizes _rvs method to work on ndarray shapes""" # _rvs1 must be a _function_ that accepts _scalar_ args as positional # arguments, `size` and `random_state` as keyword arguments. # _rvs1 must return a random variate array with shape `size`. If `size` is # None, _rvs1 must return a scalar. # When applied to _rvs1, this decorator broadcasts ndarray args # and loops over them, calling _rvs1 for each set of scalar args. # For usage example, see _nchypergeom_gen def _rvs(*args, size, random_state): _rvs1_size, _rvs1_indices = _check_shape(args[0].shape, size) size = np.array(size) _rvs1_size = np.array(_rvs1_size) _rvs1_indices = np.array(_rvs1_indices) if np.all(_rvs1_indices): # all args are scalars return _rvs1(*args, size, random_state) out = np.empty(size) # out.shape can mix dimensions associated with arg_shape and _rvs1_size # Sort them to arg_shape + _rvs1_size for easy indexing of dimensions # corresponding with the different sets of scalar args j0 = np.arange(out.ndim) j1 = np.hstack((j0[~_rvs1_indices], j0[_rvs1_indices])) out = np.moveaxis(out, j1, j0) for i in np.ndindex(*size[~_rvs1_indices]): # arg can be squeezed because singleton dimensions will be # associated with _rvs1_size, not arg_shape per _check_shape out[i] = _rvs1(*[np.squeeze(arg)[i] for arg in args], _rvs1_size, random_state) return np.moveaxis(out, j0, j1) # move axes back before returning return _rvs class _nchypergeom_gen(rv_discrete): r"""A noncentral hypergeometric discrete random variable. For subclassing by nchypergeom_fisher_gen and nchypergeom_wallenius_gen. """ rvs_name = None dist = None def _get_support(self, M, n, N, odds): N, m1, n = M, n, N # follow Wikipedia notation m2 = N - m1 x_min = np.maximum(0, n - m2) x_max = np.minimum(n, m1) return x_min, x_max def _argcheck(self, M, n, N, odds): M, n = np.asarray(M), np.asarray(n), N, odds = np.asarray(N), np.asarray(odds) cond1 = (M.astype(int) == M) & (M >= 0) cond2 = (n.astype(int) == n) & (n >= 0) cond3 = (N.astype(int) == N) & (N >= 0) cond4 = odds > 0 cond5 = N <= M cond6 = n <= M return cond1 & cond2 & cond3 & cond4 & cond5 & cond6 def _rvs(self, M, n, N, odds, size=None, random_state=None): @_vectorize_rvs_over_shapes def _rvs1(M, n, N, odds, size, random_state): length = np.prod(size) urn = _PyStochasticLib3() rv_gen = getattr(urn, self.rvs_name) rvs = rv_gen(N, n, M, odds, length, random_state) rvs = rvs.reshape(size) return rvs return _rvs1(M, n, N, odds, size=size, random_state=random_state) def _pmf(self, x, M, n, N, odds): @np.vectorize def _pmf1(x, M, n, N, odds): urn = self.dist(N, n, M, odds, 1e-12) return urn.probability(x) return _pmf1(x, M, n, N, odds) def _stats(self, M, n, N, odds, moments): @np.vectorize def _moments1(M, n, N, odds): urn = self.dist(N, n, M, odds, 1e-12) return urn.moments() m, v = _moments1(M, n, N, odds) if ("m" in moments or "v" in moments) else None s, k = None, None return m, v, s, k class nchypergeom_fisher_gen(_nchypergeom_gen): r"""A Fisher's noncentral hypergeometric discrete random variable. Fisher's noncentral hypergeometric distribution models drawing objects of two types from a bin. `M` is the total number of objects, `n` is the number of Type I objects, and `odds` is the odds ratio: the odds of selecting a Type I object rather than a Type II object when there is only one object of each type. The random variate represents the number of Type I objects drawn if we take a handful of objects from the bin at once and find out afterwards that we took `N` objects. %(before_notes)s See Also -------- nchypergeom_wallenius, hypergeom, nhypergeom Notes ----- Let mathematical symbols :math:`N`, :math:`n`, and :math:`M` correspond with parameters `N`, `n`, and `M` (respectively) as defined above. The probability mass function is defined as .. math:: p(x; M, n, N, \omega) = \frac{\binom{n}{x}\binom{M - n}{N-x}\omega^x}{P_0}, for :math:`x \in [x_l, x_u]`, :math:`M \in {\mathbb N}`, :math:`n \in [0, M]`, :math:`N \in [0, M]`, :math:`\omega > 0`, where :math:`x_l = \max(0, N - (M - n))`, :math:`x_u = \min(N, n)`, .. math:: P_0 = \sum_{y=x_l}^{x_u} \binom{n}{y}\binom{M - n}{N-y}\omega^y, and the binomial coefficients are defined as .. math:: \binom{n}{k} \equiv \frac{n!}{k! (n - k)!}. `nchypergeom_fisher` uses the BiasedUrn package by Agner Fog with permission for it to be distributed under SciPy's license. The symbols used to denote the shape parameters (`N`, `n`, and `M`) are not universally accepted; they are chosen for consistency with `hypergeom`. Note that Fisher's noncentral hypergeometric distribution is distinct from Wallenius' noncentral hypergeometric distribution, which models drawing a pre-determined `N` objects from a bin one by one. When the odds ratio is unity, however, both distributions reduce to the ordinary hypergeometric distribution. %(after_notes)s References ---------- .. [1] Agner Fog, "Biased Urn Theory". https://cran.r-project.org/web/packages/BiasedUrn/vignettes/UrnTheory.pdf .. [2] "Fisher's noncentral hypergeometric distribution", Wikipedia, https://en.wikipedia.org/wiki/Fisher's_noncentral_hypergeometric_distribution %(example)s """ rvs_name = "rvs_fisher" dist = _PyFishersNCHypergeometric nchypergeom_fisher = nchypergeom_fisher_gen( name='nchypergeom_fisher', longname="A Fisher's noncentral hypergeometric") class nchypergeom_wallenius_gen(_nchypergeom_gen): r"""A Wallenius' noncentral hypergeometric discrete random variable. Wallenius' noncentral hypergeometric distribution models drawing objects of two types from a bin. `M` is the total number of objects, `n` is the number of Type I objects, and `odds` is the odds ratio: the odds of selecting a Type I object rather than a Type II object when there is only one object of each type. The random variate represents the number of Type I objects drawn if we draw a pre-determined `N` objects from a bin one by one. %(before_notes)s See Also -------- nchypergeom_fisher, hypergeom, nhypergeom Notes ----- Let mathematical symbols :math:`N`, :math:`n`, and :math:`M` correspond with parameters `N`, `n`, and `M` (respectively) as defined above. The probability mass function is defined as .. math:: p(x; N, n, M) = \binom{n}{x} \binom{M - n}{N-x} \int_0^1 \left(1-t^{\omega/D}\right)^x\left(1-t^{1/D}\right)^{N-x} dt for :math:`x \in [x_l, x_u]`, :math:`M \in {\mathbb N}`, :math:`n \in [0, M]`, :math:`N \in [0, M]`, :math:`\omega > 0`, where :math:`x_l = \max(0, N - (M - n))`, :math:`x_u = \min(N, n)`, .. math:: D = \omega(n - x) + ((M - n)-(N-x)), and the binomial coefficients are defined as .. math:: \binom{n}{k} \equiv \frac{n!}{k! (n - k)!}. `nchypergeom_wallenius` uses the BiasedUrn package by Agner Fog with permission for it to be distributed under SciPy's license. The symbols used to denote the shape parameters (`N`, `n`, and `M`) are not universally accepted; they are chosen for consistency with `hypergeom`. Note that Wallenius' noncentral hypergeometric distribution is distinct from Fisher's noncentral hypergeometric distribution, which models take a handful of objects from the bin at once, finding out afterwards that `N` objects were taken. When the odds ratio is unity, however, both distributions reduce to the ordinary hypergeometric distribution. %(after_notes)s References ---------- .. [1] Agner Fog, "Biased Urn Theory". https://cran.r-project.org/web/packages/BiasedUrn/vignettes/UrnTheory.pdf .. [2] "Wallenius' noncentral hypergeometric distribution", Wikipedia, https://en.wikipedia.org/wiki/Wallenius'_noncentral_hypergeometric_distribution %(example)s """ rvs_name = "rvs_wallenius" dist = _PyWalleniusNCHypergeometric nchypergeom_wallenius = nchypergeom_wallenius_gen( name='nchypergeom_wallenius', longname="A Wallenius' noncentral hypergeometric") # Collect names of classes and objects in this module. pairs = list(globals().items()) _distn_names, _distn_gen_names = get_distribution_names(pairs, rv_discrete) __all__ = _distn_names + _distn_gen_names
bsd-3-clause
samuel1208/scikit-learn
sklearn/semi_supervised/tests/test_label_propagation.py
307
1974
""" test the label propagation module """ import nose import numpy as np from sklearn.semi_supervised import label_propagation from numpy.testing import assert_array_almost_equal from numpy.testing import assert_array_equal ESTIMATORS = [ (label_propagation.LabelPropagation, {'kernel': 'rbf'}), (label_propagation.LabelPropagation, {'kernel': 'knn', 'n_neighbors': 2}), (label_propagation.LabelSpreading, {'kernel': 'rbf'}), (label_propagation.LabelSpreading, {'kernel': 'knn', 'n_neighbors': 2}) ] def test_fit_transduction(): samples = [[1., 0.], [0., 2.], [1., 3.]] labels = [0, 1, -1] for estimator, parameters in ESTIMATORS: clf = estimator(**parameters).fit(samples, labels) nose.tools.assert_equal(clf.transduction_[2], 1) def test_distribution(): samples = [[1., 0.], [0., 1.], [1., 1.]] labels = [0, 1, -1] for estimator, parameters in ESTIMATORS: clf = estimator(**parameters).fit(samples, labels) if parameters['kernel'] == 'knn': continue # unstable test; changes in k-NN ordering break it assert_array_almost_equal(clf.predict_proba([[1., 0.0]]), np.array([[1., 0.]]), 2) else: assert_array_almost_equal(np.asarray(clf.label_distributions_[2]), np.array([.5, .5]), 2) def test_predict(): samples = [[1., 0.], [0., 2.], [1., 3.]] labels = [0, 1, -1] for estimator, parameters in ESTIMATORS: clf = estimator(**parameters).fit(samples, labels) assert_array_equal(clf.predict([[0.5, 2.5]]), np.array([1])) def test_predict_proba(): samples = [[1., 0.], [0., 1.], [1., 2.5]] labels = [0, 1, -1] for estimator, parameters in ESTIMATORS: clf = estimator(**parameters).fit(samples, labels) assert_array_almost_equal(clf.predict_proba([[1., 1.]]), np.array([[0.5, 0.5]]))
bsd-3-clause
richardliaw/ray
python/ray/tune/tests/test_experiment_analysis.py
1
7614
import unittest import shutil import tempfile import random import os import pandas as pd from numpy import nan import ray from ray import tune from ray.tune.utils.mock import MyTrainableClass class ExperimentAnalysisSuite(unittest.TestCase): @classmethod def setUpClass(cls): ray.init( num_cpus=4, num_gpus=0, local_mode=True, include_dashboard=False) @classmethod def tearDownClass(cls): ray.shutdown() def setUp(self): self.test_dir = tempfile.mkdtemp() self.test_name = "analysis_exp" self.num_samples = 10 self.metric = "episode_reward_mean" self.test_path = os.path.join(self.test_dir, self.test_name) self.run_test_exp() def tearDown(self): shutil.rmtree(self.test_dir, ignore_errors=True) def run_test_exp(self): self.ea = tune.run( MyTrainableClass, name=self.test_name, local_dir=self.test_dir, stop={"training_iteration": 1}, checkpoint_freq=1, num_samples=self.num_samples, config={ "width": tune.sample_from( lambda spec: 10 + int(90 * random.random())), "height": tune.sample_from( lambda spec: int(100 * random.random())), }) def nan_test_exp(self): nan_ea = tune.run( lambda x: nan, name="testing_nan", local_dir=self.test_dir, stop={"training_iteration": 1}, checkpoint_freq=1, num_samples=self.num_samples, config={ "width": tune.sample_from( lambda spec: 10 + int(90 * random.random())), "height": tune.sample_from( lambda spec: int(100 * random.random())), }) return nan_ea def testDataframe(self): df = self.ea.dataframe(self.metric, mode="max") self.assertTrue(isinstance(df, pd.DataFrame)) self.assertEquals(df.shape[0], self.num_samples) def testStats(self): assert self.ea.stats() assert self.ea.runner_data() def testTrialDataframe(self): checkpoints = self.ea._checkpoints idx = random.randint(0, len(checkpoints) - 1) trial_df = self.ea.trial_dataframes[checkpoints[idx]["logdir"]] self.assertTrue(isinstance(trial_df, pd.DataFrame)) self.assertEqual(trial_df.shape[0], 1) def testBestConfig(self): best_config = self.ea.get_best_config(self.metric, mode="max") self.assertTrue(isinstance(best_config, dict)) self.assertTrue("width" in best_config) self.assertTrue("height" in best_config) def testBestConfigNan(self): nan_ea = self.nan_test_exp() best_config = nan_ea.get_best_config(self.metric, mode="max") self.assertIsNone(best_config) def testBestLogdir(self): logdir = self.ea.get_best_logdir(self.metric, mode="max") self.assertTrue(logdir.startswith(self.test_path)) logdir2 = self.ea.get_best_logdir(self.metric, mode="min") self.assertTrue(logdir2.startswith(self.test_path)) self.assertNotEquals(logdir, logdir2) def testBestLogdirNan(self): nan_ea = self.nan_test_exp() logdir = nan_ea.get_best_logdir(self.metric, mode="max") self.assertIsNone(logdir) def testGetTrialCheckpointsPathsByTrial(self): best_trial = self.ea.get_best_trial(self.metric, mode="max") checkpoints_metrics = self.ea.get_trial_checkpoints_paths(best_trial) logdir = self.ea.get_best_logdir(self.metric, mode="max") expected_path = os.path.join(logdir, "checkpoint_1", "checkpoint") assert checkpoints_metrics[0][0] == expected_path assert checkpoints_metrics[0][1] == 1 def testGetTrialCheckpointsPathsByPath(self): logdir = self.ea.get_best_logdir(self.metric, mode="max") checkpoints_metrics = self.ea.get_trial_checkpoints_paths(logdir) expected_path = os.path.join(logdir, "checkpoint_1/", "checkpoint") assert checkpoints_metrics[0][0] == expected_path assert checkpoints_metrics[0][1] == 1 def testGetTrialCheckpointsPathsWithMetricByTrial(self): best_trial = self.ea.get_best_trial(self.metric, mode="max") paths = self.ea.get_trial_checkpoints_paths(best_trial, self.metric) logdir = self.ea.get_best_logdir(self.metric, mode="max") expected_path = os.path.join(logdir, "checkpoint_1", "checkpoint") assert paths[0][0] == expected_path assert paths[0][1] == best_trial.metric_analysis[self.metric]["last"] def testGetTrialCheckpointsPathsWithMetricByPath(self): best_trial = self.ea.get_best_trial(self.metric, mode="max") logdir = self.ea.get_best_logdir(self.metric, mode="max") paths = self.ea.get_trial_checkpoints_paths(best_trial, self.metric) expected_path = os.path.join(logdir, "checkpoint_1", "checkpoint") assert paths[0][0] == expected_path assert paths[0][1] == best_trial.metric_analysis[self.metric]["last"] def testGetBestCheckpoint(self): best_trial = self.ea.get_best_trial(self.metric, mode="max") checkpoints_metrics = self.ea.get_trial_checkpoints_paths(best_trial) expected_path = max(checkpoints_metrics, key=lambda x: x[1])[0] best_checkpoint = self.ea.get_best_checkpoint( best_trial, self.metric, mode="max") assert expected_path == best_checkpoint def testAllDataframes(self): dataframes = self.ea.trial_dataframes self.assertTrue(len(dataframes) == self.num_samples) self.assertTrue(isinstance(dataframes, dict)) for df in dataframes.values(): self.assertEqual(df.training_iteration.max(), 1) def testIgnoreOtherExperiment(self): analysis = tune.run( MyTrainableClass, name="test_example", local_dir=self.test_dir, stop={"training_iteration": 1}, num_samples=1, config={ "width": tune.sample_from( lambda spec: 10 + int(90 * random.random())), "height": tune.sample_from( lambda spec: int(100 * random.random())), }) df = analysis.dataframe(self.metric, mode="max") self.assertEquals(df.shape[0], 1) class ExperimentAnalysisPropertySuite(unittest.TestCase): def testBestProperties(self): def train(config): for i in range(10): with tune.checkpoint_dir(i): pass tune.report(res=config["base"] + i) ea = tune.run( train, config={"base": tune.grid_search([100, 200, 300])}, metric="res", mode="max") trials = ea.trials self.assertEquals(ea.best_trial, trials[2]) self.assertEquals(ea.best_config, trials[2].config) self.assertEquals(ea.best_logdir, trials[2].logdir) self.assertEquals(ea.best_checkpoint, trials[2].checkpoint.value) self.assertTrue( all(ea.best_dataframe["trial_id"] == trials[2].trial_id)) self.assertEquals(ea.results_df.loc[trials[2].trial_id, "res"], 309) self.assertEquals(ea.best_result["res"], 309) self.assertEquals(ea.best_result_df.loc[trials[2].trial_id, "res"], 309) if __name__ == "__main__": import pytest import sys sys.exit(pytest.main(["-v", __file__]))
apache-2.0
tequa/ammisoft
ammimain/WinPython-64bit-2.7.13.1Zero/python-2.7.13.amd64/Lib/site-packages/matplotlib/projections/geo.py
10
21953
from __future__ import (absolute_import, division, print_function, unicode_literals) import six import math import numpy as np import numpy.ma as ma import matplotlib rcParams = matplotlib.rcParams from matplotlib.axes import Axes from matplotlib import cbook from matplotlib.patches import Circle from matplotlib.path import Path import matplotlib.spines as mspines import matplotlib.axis as maxis from matplotlib.ticker import Formatter, Locator, NullLocator, FixedLocator, NullFormatter from matplotlib.transforms import Affine2D, Affine2DBase, Bbox, \ BboxTransformTo, IdentityTransform, Transform, TransformWrapper class GeoAxes(Axes): """ An abstract base class for geographic projections """ class ThetaFormatter(Formatter): """ Used to format the theta tick labels. Converts the native unit of radians into degrees and adds a degree symbol. """ def __init__(self, round_to=1.0): self._round_to = round_to def __call__(self, x, pos=None): degrees = (x / np.pi) * 180.0 degrees = np.round(degrees / self._round_to) * self._round_to if rcParams['text.usetex'] and not rcParams['text.latex.unicode']: return r"$%0.0f^\circ$" % degrees else: return "%0.0f\u00b0" % degrees RESOLUTION = 75 def _init_axis(self): self.xaxis = maxis.XAxis(self) self.yaxis = maxis.YAxis(self) # Do not register xaxis or yaxis with spines -- as done in # Axes._init_axis() -- until GeoAxes.xaxis.cla() works. # self.spines['geo'].register_axis(self.yaxis) self._update_transScale() def cla(self): Axes.cla(self) self.set_longitude_grid(30) self.set_latitude_grid(15) self.set_longitude_grid_ends(75) self.xaxis.set_minor_locator(NullLocator()) self.yaxis.set_minor_locator(NullLocator()) self.xaxis.set_ticks_position('none') self.yaxis.set_ticks_position('none') self.yaxis.set_tick_params(label1On=True) # Why do we need to turn on yaxis tick labels, but # xaxis tick labels are already on? self.grid(rcParams['axes.grid']) Axes.set_xlim(self, -np.pi, np.pi) Axes.set_ylim(self, -np.pi / 2.0, np.pi / 2.0) def _set_lim_and_transforms(self): # A (possibly non-linear) projection on the (already scaled) data self.transProjection = self._get_core_transform(self.RESOLUTION) self.transAffine = self._get_affine_transform() self.transAxes = BboxTransformTo(self.bbox) # The complete data transformation stack -- from data all the # way to display coordinates self.transData = \ self.transProjection + \ self.transAffine + \ self.transAxes # This is the transform for longitude ticks. self._xaxis_pretransform = \ Affine2D() \ .scale(1.0, self._longitude_cap * 2.0) \ .translate(0.0, -self._longitude_cap) self._xaxis_transform = \ self._xaxis_pretransform + \ self.transData self._xaxis_text1_transform = \ Affine2D().scale(1.0, 0.0) + \ self.transData + \ Affine2D().translate(0.0, 4.0) self._xaxis_text2_transform = \ Affine2D().scale(1.0, 0.0) + \ self.transData + \ Affine2D().translate(0.0, -4.0) # This is the transform for latitude ticks. yaxis_stretch = Affine2D().scale(np.pi * 2.0, 1.0).translate(-np.pi, 0.0) yaxis_space = Affine2D().scale(1.0, 1.1) self._yaxis_transform = \ yaxis_stretch + \ self.transData yaxis_text_base = \ yaxis_stretch + \ self.transProjection + \ (yaxis_space + \ self.transAffine + \ self.transAxes) self._yaxis_text1_transform = \ yaxis_text_base + \ Affine2D().translate(-8.0, 0.0) self._yaxis_text2_transform = \ yaxis_text_base + \ Affine2D().translate(8.0, 0.0) def _get_affine_transform(self): transform = self._get_core_transform(1) xscale, _ = transform.transform_point((np.pi, 0)) _, yscale = transform.transform_point((0, np.pi / 2.0)) return Affine2D() \ .scale(0.5 / xscale, 0.5 / yscale) \ .translate(0.5, 0.5) def get_xaxis_transform(self,which='grid'): if which not in ['tick1','tick2','grid']: msg = "'which' must be on of [ 'tick1' | 'tick2' | 'grid' ]" raise ValueError(msg) return self._xaxis_transform def get_xaxis_text1_transform(self, pad): return self._xaxis_text1_transform, 'bottom', 'center' def get_xaxis_text2_transform(self, pad): return self._xaxis_text2_transform, 'top', 'center' def get_yaxis_transform(self,which='grid'): if which not in ['tick1','tick2','grid']: msg = "'which' must be one of [ 'tick1' | 'tick2' | 'grid' ]" raise ValueError(msg) return self._yaxis_transform def get_yaxis_text1_transform(self, pad): return self._yaxis_text1_transform, 'center', 'right' def get_yaxis_text2_transform(self, pad): return self._yaxis_text2_transform, 'center', 'left' def _gen_axes_patch(self): return Circle((0.5, 0.5), 0.5) def _gen_axes_spines(self): return {'geo':mspines.Spine.circular_spine(self, (0.5, 0.5), 0.5)} def set_yscale(self, *args, **kwargs): if args[0] != 'linear': raise NotImplementedError set_xscale = set_yscale def set_xlim(self, *args, **kwargs): raise TypeError("It is not possible to change axes limits " "for geographic projections. Please consider " "using Basemap or Cartopy.") set_ylim = set_xlim def format_coord(self, lon, lat): 'return a format string formatting the coordinate' lon = lon * (180.0 / np.pi) lat = lat * (180.0 / np.pi) if lat >= 0.0: ns = 'N' else: ns = 'S' if lon >= 0.0: ew = 'E' else: ew = 'W' return '%f\u00b0%s, %f\u00b0%s' % (abs(lat), ns, abs(lon), ew) def set_longitude_grid(self, degrees): """ Set the number of degrees between each longitude grid. """ number = (360.0 / degrees) + 1 self.xaxis.set_major_locator( FixedLocator( np.linspace(-np.pi, np.pi, number, True)[1:-1])) self._logitude_degrees = degrees self.xaxis.set_major_formatter(self.ThetaFormatter(degrees)) def set_latitude_grid(self, degrees): """ Set the number of degrees between each longitude grid. """ number = (180.0 / degrees) + 1 self.yaxis.set_major_locator( FixedLocator( np.linspace(-np.pi / 2.0, np.pi / 2.0, number, True)[1:-1])) self._latitude_degrees = degrees self.yaxis.set_major_formatter(self.ThetaFormatter(degrees)) def set_longitude_grid_ends(self, degrees): """ Set the latitude(s) at which to stop drawing the longitude grids. """ self._longitude_cap = degrees * (np.pi / 180.0) self._xaxis_pretransform \ .clear() \ .scale(1.0, self._longitude_cap * 2.0) \ .translate(0.0, -self._longitude_cap) def get_data_ratio(self): ''' Return the aspect ratio of the data itself. ''' return 1.0 ### Interactive panning def can_zoom(self): """ Return *True* if this axes supports the zoom box button functionality. This axes object does not support interactive zoom box. """ return False def can_pan(self) : """ Return *True* if this axes supports the pan/zoom button functionality. This axes object does not support interactive pan/zoom. """ return False def start_pan(self, x, y, button): pass def end_pan(self): pass def drag_pan(self, button, key, x, y): pass class AitoffAxes(GeoAxes): name = 'aitoff' class AitoffTransform(Transform): """ The base Aitoff transform. """ input_dims = 2 output_dims = 2 is_separable = False def __init__(self, resolution): """ Create a new Aitoff transform. Resolution is the number of steps to interpolate between each input line segment to approximate its path in curved Aitoff space. """ Transform.__init__(self) self._resolution = resolution def transform_non_affine(self, ll): longitude = ll[:, 0:1] latitude = ll[:, 1:2] # Pre-compute some values half_long = longitude / 2.0 cos_latitude = np.cos(latitude) alpha = np.arccos(cos_latitude * np.cos(half_long)) # Mask this array or we'll get divide-by-zero errors alpha = ma.masked_where(alpha == 0.0, alpha) # The numerators also need to be masked so that masked # division will be invoked. # We want unnormalized sinc. numpy.sinc gives us normalized sinc_alpha = ma.sin(alpha) / alpha x = (cos_latitude * ma.sin(half_long)) / sinc_alpha y = (ma.sin(latitude) / sinc_alpha) return np.concatenate((x.filled(0), y.filled(0)), 1) transform_non_affine.__doc__ = Transform.transform_non_affine.__doc__ def transform_path_non_affine(self, path): vertices = path.vertices ipath = path.interpolated(self._resolution) return Path(self.transform(ipath.vertices), ipath.codes) transform_path_non_affine.__doc__ = Transform.transform_path_non_affine.__doc__ def inverted(self): return AitoffAxes.InvertedAitoffTransform(self._resolution) inverted.__doc__ = Transform.inverted.__doc__ class InvertedAitoffTransform(Transform): input_dims = 2 output_dims = 2 is_separable = False def __init__(self, resolution): Transform.__init__(self) self._resolution = resolution def transform_non_affine(self, xy): # MGDTODO: Math is hard ;( return xy transform_non_affine.__doc__ = Transform.transform_non_affine.__doc__ def inverted(self): return AitoffAxes.AitoffTransform(self._resolution) inverted.__doc__ = Transform.inverted.__doc__ def __init__(self, *args, **kwargs): self._longitude_cap = np.pi / 2.0 GeoAxes.__init__(self, *args, **kwargs) self.set_aspect(0.5, adjustable='box', anchor='C') self.cla() def _get_core_transform(self, resolution): return self.AitoffTransform(resolution) class HammerAxes(GeoAxes): name = 'hammer' class HammerTransform(Transform): """ The base Hammer transform. """ input_dims = 2 output_dims = 2 is_separable = False def __init__(self, resolution): """ Create a new Hammer transform. Resolution is the number of steps to interpolate between each input line segment to approximate its path in curved Hammer space. """ Transform.__init__(self) self._resolution = resolution def transform_non_affine(self, ll): longitude = ll[:, 0:1] latitude = ll[:, 1:2] # Pre-compute some values half_long = longitude / 2.0 cos_latitude = np.cos(latitude) sqrt2 = np.sqrt(2.0) alpha = np.sqrt(1.0 + cos_latitude * np.cos(half_long)) x = (2.0 * sqrt2) * (cos_latitude * np.sin(half_long)) / alpha y = (sqrt2 * np.sin(latitude)) / alpha return np.concatenate((x, y), 1) transform_non_affine.__doc__ = Transform.transform_non_affine.__doc__ def transform_path_non_affine(self, path): vertices = path.vertices ipath = path.interpolated(self._resolution) return Path(self.transform(ipath.vertices), ipath.codes) transform_path_non_affine.__doc__ = Transform.transform_path_non_affine.__doc__ def inverted(self): return HammerAxes.InvertedHammerTransform(self._resolution) inverted.__doc__ = Transform.inverted.__doc__ class InvertedHammerTransform(Transform): input_dims = 2 output_dims = 2 is_separable = False def __init__(self, resolution): Transform.__init__(self) self._resolution = resolution def transform_non_affine(self, xy): x = xy[:, 0:1] y = xy[:, 1:2] quarter_x = 0.25 * x half_y = 0.5 * y z = np.sqrt(1.0 - quarter_x*quarter_x - half_y*half_y) longitude = 2 * np.arctan((z*x) / (2.0 * (2.0*z*z - 1.0))) latitude = np.arcsin(y*z) return np.concatenate((longitude, latitude), 1) transform_non_affine.__doc__ = Transform.transform_non_affine.__doc__ def inverted(self): return HammerAxes.HammerTransform(self._resolution) inverted.__doc__ = Transform.inverted.__doc__ def __init__(self, *args, **kwargs): self._longitude_cap = np.pi / 2.0 GeoAxes.__init__(self, *args, **kwargs) self.set_aspect(0.5, adjustable='box', anchor='C') self.cla() def _get_core_transform(self, resolution): return self.HammerTransform(resolution) class MollweideAxes(GeoAxes): name = 'mollweide' class MollweideTransform(Transform): """ The base Mollweide transform. """ input_dims = 2 output_dims = 2 is_separable = False def __init__(self, resolution): """ Create a new Mollweide transform. Resolution is the number of steps to interpolate between each input line segment to approximate its path in curved Mollweide space. """ Transform.__init__(self) self._resolution = resolution def transform_non_affine(self, ll): def d(theta): delta = -(theta + np.sin(theta) - pi_sin_l) / (1 + np.cos(theta)) return delta, np.abs(delta) > 0.001 longitude = ll[:, 0] latitude = ll[:, 1] clat = np.pi/2 - np.abs(latitude) ihigh = clat < 0.087 # within 5 degrees of the poles ilow = ~ihigh aux = np.empty(latitude.shape, dtype=np.float) if ilow.any(): # Newton-Raphson iteration pi_sin_l = np.pi * np.sin(latitude[ilow]) theta = 2.0 * latitude[ilow] delta, large_delta = d(theta) while np.any(large_delta): theta[large_delta] += delta[large_delta] delta, large_delta = d(theta) aux[ilow] = theta / 2 if ihigh.any(): # Taylor series-based approx. solution e = clat[ihigh] d = 0.5 * (3 * np.pi * e**2) ** (1.0/3) aux[ihigh] = (np.pi/2 - d) * np.sign(latitude[ihigh]) xy = np.empty(ll.shape, dtype=np.float) xy[:,0] = (2.0 * np.sqrt(2.0) / np.pi) * longitude * np.cos(aux) xy[:,1] = np.sqrt(2.0) * np.sin(aux) return xy transform_non_affine.__doc__ = Transform.transform_non_affine.__doc__ def transform_path_non_affine(self, path): vertices = path.vertices ipath = path.interpolated(self._resolution) return Path(self.transform(ipath.vertices), ipath.codes) transform_path_non_affine.__doc__ = Transform.transform_path_non_affine.__doc__ def inverted(self): return MollweideAxes.InvertedMollweideTransform(self._resolution) inverted.__doc__ = Transform.inverted.__doc__ class InvertedMollweideTransform(Transform): input_dims = 2 output_dims = 2 is_separable = False def __init__(self, resolution): Transform.__init__(self) self._resolution = resolution def transform_non_affine(self, xy): x = xy[:, 0:1] y = xy[:, 1:2] # from Equations (7, 8) of # http://mathworld.wolfram.com/MollweideProjection.html theta = np.arcsin(y / np.sqrt(2)) lon = (np.pi / (2 * np.sqrt(2))) * x / np.cos(theta) lat = np.arcsin((2 * theta + np.sin(2 * theta)) / np.pi) return np.concatenate((lon, lat), 1) transform_non_affine.__doc__ = Transform.transform_non_affine.__doc__ def inverted(self): return MollweideAxes.MollweideTransform(self._resolution) inverted.__doc__ = Transform.inverted.__doc__ def __init__(self, *args, **kwargs): self._longitude_cap = np.pi / 2.0 GeoAxes.__init__(self, *args, **kwargs) self.set_aspect(0.5, adjustable='box', anchor='C') self.cla() def _get_core_transform(self, resolution): return self.MollweideTransform(resolution) class LambertAxes(GeoAxes): name = 'lambert' class LambertTransform(Transform): """ The base Lambert transform. """ input_dims = 2 output_dims = 2 is_separable = False def __init__(self, center_longitude, center_latitude, resolution): """ Create a new Lambert transform. Resolution is the number of steps to interpolate between each input line segment to approximate its path in curved Lambert space. """ Transform.__init__(self) self._resolution = resolution self._center_longitude = center_longitude self._center_latitude = center_latitude def transform_non_affine(self, ll): longitude = ll[:, 0:1] latitude = ll[:, 1:2] clong = self._center_longitude clat = self._center_latitude cos_lat = np.cos(latitude) sin_lat = np.sin(latitude) diff_long = longitude - clong cos_diff_long = np.cos(diff_long) inner_k = (1.0 + np.sin(clat)*sin_lat + np.cos(clat)*cos_lat*cos_diff_long) # Prevent divide-by-zero problems inner_k = np.where(inner_k == 0.0, 1e-15, inner_k) k = np.sqrt(2.0 / inner_k) x = k*cos_lat*np.sin(diff_long) y = k*(np.cos(clat)*sin_lat - np.sin(clat)*cos_lat*cos_diff_long) return np.concatenate((x, y), 1) transform_non_affine.__doc__ = Transform.transform_non_affine.__doc__ def transform_path_non_affine(self, path): vertices = path.vertices ipath = path.interpolated(self._resolution) return Path(self.transform(ipath.vertices), ipath.codes) transform_path_non_affine.__doc__ = Transform.transform_path_non_affine.__doc__ def inverted(self): return LambertAxes.InvertedLambertTransform( self._center_longitude, self._center_latitude, self._resolution) inverted.__doc__ = Transform.inverted.__doc__ class InvertedLambertTransform(Transform): input_dims = 2 output_dims = 2 is_separable = False def __init__(self, center_longitude, center_latitude, resolution): Transform.__init__(self) self._resolution = resolution self._center_longitude = center_longitude self._center_latitude = center_latitude def transform_non_affine(self, xy): x = xy[:, 0:1] y = xy[:, 1:2] clong = self._center_longitude clat = self._center_latitude p = np.sqrt(x*x + y*y) p = np.where(p == 0.0, 1e-9, p) c = 2.0 * np.arcsin(0.5 * p) sin_c = np.sin(c) cos_c = np.cos(c) lat = np.arcsin(cos_c*np.sin(clat) + ((y*sin_c*np.cos(clat)) / p)) lon = clong + np.arctan( (x*sin_c) / (p*np.cos(clat)*cos_c - y*np.sin(clat)*sin_c)) return np.concatenate((lon, lat), 1) transform_non_affine.__doc__ = Transform.transform_non_affine.__doc__ def inverted(self): return LambertAxes.LambertTransform( self._center_longitude, self._center_latitude, self._resolution) inverted.__doc__ = Transform.inverted.__doc__ def __init__(self, *args, **kwargs): self._longitude_cap = np.pi / 2.0 self._center_longitude = kwargs.pop("center_longitude", 0.0) self._center_latitude = kwargs.pop("center_latitude", 0.0) GeoAxes.__init__(self, *args, **kwargs) self.set_aspect('equal', adjustable='box', anchor='C') self.cla() def cla(self): GeoAxes.cla(self) self.yaxis.set_major_formatter(NullFormatter()) def _get_core_transform(self, resolution): return self.LambertTransform( self._center_longitude, self._center_latitude, resolution) def _get_affine_transform(self): return Affine2D() \ .scale(0.25) \ .translate(0.5, 0.5)
bsd-3-clause
EVS-ATMOS/high_resolution_hydrology
scripts/chicago_flood.py
2
4075
#!/usr/bin/env python import matplotlib matplotlib.use('agg') import pyart from matplotlib import pyplot as plt from netCDF4 import num2date, date2num import numpy as np from time import time import os #here is the key import! from IPython.parallel import Client def do_grid_map_gates_to_grid(radar_fname): import pyart from matplotlib import pyplot as plt from netCDF4 import num2date, date2num import numpy as np from time import time import os md = '/lcrc/group/earthscience/radar/nexrad/chicago_floods/' try: radar = pyart.io.read(radar_fname) rain_z = radar.fields['reflectivity']['data'].copy() z_lin = 10.0**(radar.fields['reflectivity']['data']/10.) rain_z = (z_lin/300.0)**(1./1.4) #Z=300 R1.4 radar.add_field_like('reflectivity', 'rain_z', rain_z, replace_existing = True) radar.fields['rain_z']['units'] = 'mm/h' radar.fields['rain_z']['standard_name'] = 'rainfall_rate' radar.fields['rain_z']['long_name'] = 'rainfall_rate_from_z' radar.fields['rain_z']['valid_min'] = 0 radar.fields['rain_z']['valid_max'] = 500 grid = pyart.map.grid_from_radars( (radar,), grid_shape=(1, 501, 501), grid_limits=((0, 0),(-50000, 50000), (-50000, 50000)), fields=radar.fields.keys(), gridding_algo="map_gates_to_grid", weighting_function='BARNES') dts = num2date(grid.axes['time']['data'], grid.axes['time']['units']) sstr = dts[0].strftime('%Y%m%d_%H%M%S') pyart.io.write_grid(md + 'grid_250_'+sstr+'.nc', grid) myd = pyart.graph.RadarMapDisplay(radar) fig = plt.figure(figsize = [18,10]) myd.plot_ppi_map( 'rain_z', vmin = 0, vmax = 100, resolution = 'h', max_lat = 41.8, min_lat = 41.25, min_lon = -88.3, max_lon = -87.5) m = myd.basemap m.drawparallels(np.linspace(41, 42, 9),labels=[1,0,0,0]) m.drawmeridians(np.linspace(-88.4, -87, 8),labels=[0,0,0,1]) m.drawrivers() m.drawcounties() m.drawstates() m.drawmapscale(-88., 41.55, -88., 41.55, 10, barstyle='fancy', fontcolor='k', fillcolor1='b', fillcolor2='k') myd.plot_point( -87.9706,41.6815, label_text = 'Argonne Lab', label_offset = (0.0,0.0) ) plt.savefig(md+ 'radar_'+sstr+'.png') plt.close(fig) fig = plt.figure(figsize = [15,15]) max_lat = 43 min_lat = 41.5 min_lon = -88.3 max_lon = -87.5 display = pyart.graph.GridMapDisplay(grid) display.plot_basemap(lat_lines=np.arange(min_lat,max_lat,.1), lon_lines=np.arange(min_lon, max_lon, .1), resolution='h') display.plot_grid('rain_z', vmin=0, vmax=100) xcf,ycf = display.basemap(-87.9706,41.6815) display.basemap.plot(xcf,ycf,'ro') plt.text(xcf+2000.,ycf+2000., 'Argonne Lab') display.basemap.drawcounties() display.basemap.drawrivers() display.basemap.drawmapscale(-88., 41.55, -88., 41.55, 10, barstyle='fancy', fontcolor='k', fillcolor1='b', fillcolor2='k') display.plot_colorbar() plt.savefig(md+ 'mapped_250_'+sstr+'.png') plt.close(fig) del(radar) del(grid) except: pass return 0 md = '/lcrc/group/earthscience/radar/nexrad/chicago_floods/' idir = md filelist = os.listdir(md) good_files = [] for fl in filelist: if 'KLOT' in fl: good_files.append(idir + fl) good_files.sort() My_Cluster = Client() My_View = My_Cluster[:] print My_View print len(My_View) #Turn off blocking so all engines can work async My_View.block = False #on all engines do an import of Py-ART My_View.execute('import matplotlib') My_View.execute('matplotlib.use("agg")') #Map the code and input to all workers result = My_View.map_async(do_grid_map_gates_to_grid, good_files) #Reduce the result to get a list of output qvps = result.get()
bsd-2-clause
clarkfitzg/dask
dask/dataframe/tests/test_rolling.py
6
2485
import pandas as pd import pandas.util.testing as tm import numpy as np import dask.dataframe as dd from dask.async import get_sync from dask.utils import raises, ignoring def eq(p, d): if isinstance(d, dd.DataFrame): tm.assert_frame_equal(p, d.compute(get=get_sync)) else: tm.assert_series_equal(p, d.compute(get=get_sync)) def rolling_tests(p, d): eq(pd.rolling_count(p, 3), dd.rolling_count(d, 3)) eq(pd.rolling_sum(p, 3), dd.rolling_sum(d, 3)) eq(pd.rolling_mean(p, 3), dd.rolling_mean(d, 3)) eq(pd.rolling_median(p, 3), dd.rolling_median(d, 3)) eq(pd.rolling_min(p, 3), dd.rolling_min(d, 3)) eq(pd.rolling_max(p, 3), dd.rolling_max(d, 3)) eq(pd.rolling_std(p, 3), dd.rolling_std(d, 3)) eq(pd.rolling_var(p, 3), dd.rolling_var(d, 3)) eq(pd.rolling_skew(p, 3), dd.rolling_skew(d, 3)) eq(pd.rolling_kurt(p, 3), dd.rolling_kurt(d, 3)) eq(pd.rolling_quantile(p, 3, 0.5), dd.rolling_quantile(d, 3, 0.5)) mad = lambda x: np.fabs(x - x.mean()).mean() eq(pd.rolling_apply(p, 3, mad), dd.rolling_apply(d, 3, mad)) with ignoring(ImportError): eq(pd.rolling_window(p, 3, 'boxcar'), dd.rolling_window(d, 3, 'boxcar')) # Test with edge-case window sizes eq(pd.rolling_sum(p, 0), dd.rolling_sum(d, 0)) eq(pd.rolling_sum(p, 1), dd.rolling_sum(d, 1)) # Test with kwargs eq(pd.rolling_sum(p, 3, min_periods=3), dd.rolling_sum(d, 3, min_periods=3)) def test_rolling_series(): ts = pd.Series(np.random.randn(25).cumsum()) dts = dd.from_pandas(ts, 3) rolling_tests(ts, dts) def test_rolling_dataframe(): df = pd.DataFrame({'a': np.random.randn(25).cumsum(), 'b': np.random.randn(25).cumsum()}) ddf = dd.from_pandas(df, 3) rolling_tests(df, ddf) def test_raises(): df = pd.DataFrame({'a': np.random.randn(25).cumsum(), 'b': np.random.randn(25).cumsum()}) ddf = dd.from_pandas(df, 3) assert raises(TypeError, lambda: dd.rolling_mean(ddf, 1.5)) assert raises(ValueError, lambda: dd.rolling_mean(ddf, -1)) assert raises(NotImplementedError, lambda: dd.rolling_mean(ddf, 3, freq=2)) assert raises(NotImplementedError, lambda: dd.rolling_mean(ddf, 3, how='min')) def test_rolling_names(): df = pd.DataFrame({'a': [1, 2, 3], 'b': [4, 5, 6]}) a = dd.from_pandas(df, npartitions=2) assert sorted(dd.rolling_sum(a, 2).dask) == sorted(dd.rolling_sum(a, 2).dask)
bsd-3-clause
pmla/polyhedral-template-matching
datagen/planar_graphs.py
1
1669
import math import numpy as np import matplotlib.pyplot as plt from mpl_toolkits.mplot3d import Axes3D from mpl_toolkits.mplot3d.art3d import Poly3DCollection def plot_points(points, colours=None, labels=None): fig = plt.figure()#figsize=(16,14)) fig.set_tight_layout(True) ax = fig.add_subplot(111, projection='3d', proj_type='ortho') if colours is not None: for (index, c) in zip([0, 1, 2, 3], ['C0', 'C1', 'C2', 'C3']): indices = np.where(colours == index)[0] (xs, ys, zs) = zip(*points[indices]) ax.scatter(xs, ys, zs, c=c) else: (xs, ys, zs) = zip(*points) ax.scatter(xs, ys, zs) #for i, e in enumerate(points): # c = 'rb'[i < 3] # plt.plot([0, e[0]], [0, e[1]], [0, e[2]], c=c) if labels is not None: for p, l in zip(points, labels): ax.text(p[0], p[1], p[2], l, size=30, color='k') (xs, ys, zs) = zip(*points) lim = max([abs(e) for e in xs+ys+zs]) ax.set_xlim(-lim, lim) ax.set_ylim(-lim, lim) ax.set_zlim(-lim, lim) plt.show() def _plot_hull(points, simplices, labels=None): triangles = points[simplices] fig = plt.figure()#figsize=(16,14)) fig.set_tight_layout(True) ax = fig.add_subplot(111, projection='3d') if 1: color = (0.0, 0.0, 1., 0.2) tri = Poly3DCollection(triangles) tri.set_facecolor(color) ax.add_collection3d(tri) for t in triangles: (xs, ys, zs) = zip(*[t[0], t[1], t[2], t[0]]) ax.plot(xs, ys, zs, c='k') if labels is not None: for p, l in zip(points, labels): ax.text(p[0], p[1], p[2], l, size=30, color='k') (xs, ys, zs) = zip(*points) lim = max([abs(e) for e in xs+ys+zs]) #ax.set_xlim(-lim, lim) #ax.set_ylim(-lim, lim) #ax.set_zlim(-lim, lim) plt.show()
mit
aricooperdavis/pitch-lengths
pl-pandas.py
1
2709
#! /usr/bin/env python try: import pandas as pd import numpy as np import matplotlib.pyplot as plt import sys except Exception,e: print "Your system does not have the necessary pre-requisites: " print str(e) sys.exit() usage_string = """usage: .\pl-pandas.py command [command(s)] Commands that can be run include: pitch_info displays a graph pitch number frequency with stats length_info displays a histogram of rope lengths with stats help displays this usage information For example a common usage might be: .\pl-pandas.py pitch_info length_info""" def import_data(): """takes data from the pitch file""" master_frame = pd.DataFrame() with open("pitchFile.csv", 'r') as file: for line in file: if line != "\n" and line[0] != "#": master_frame = pd.concat([master_frame, pd.DataFrame([tuple(line.strip().split(','))])], ignore_index=True) numeric_frame = master_frame.ix[:,1:].astype(float) return master_frame, numeric_frame def pitch_info(master_frame): number_pitches = numeric_frame.count() mean_number_pitches = number_pitches.mean() axis = number_pitches.plot(kind="bar", grid=True, rot=0) axis.set_xlabel("Number of Pitches") axis.set_ylabel("Number of Caves") axis.annotate("Mean number of pitches: "+str(mean_number_pitches),(4,75),bbox=dict(facecolor="white", alpha=0.75, boxstyle="round,pad=1")) plt.show() def length_info(numeric_frame): mean_length_pitches = np.around(numeric_frame.mean().mean(), decimals=2) max_pitch_length = numeric_frame.max().max() min_pitch_length = numeric_frame.min().min() axis = numeric_frame.plot.hist(stacked=False, legend=False, bins=18, grid=True, rot=0, alpha=0.75) axis.set_xlabel("Length of Pitch") axis.set_ylabel("Number of Pitches") axis.annotate("Mean length of pitches: "+str(mean_length_pitches)+"\n"+"Max pitch length: "+str(max_pitch_length)+"\n"+"Min pitch length: "+str(min_pitch_length),(110,20),bbox=dict(facecolor="white", alpha=0.75, boxstyle="round,pad=1")) plt.show() def get_arguments(usage_string): if len(sys.argv) == 1: print usage_string sys.exit() for i in range(1, len(sys.argv)): if sys.argv[i] == "pitch_info": pitch_info(master_frame) elif sys.argv[i] == "length_info": length_info(numeric_frame) elif sys.argv[i] == "help": print usage_string sys.exit() else: print "Invalid command: " print usage_string sys.exit() master_frame, numeric_frame = import_data() get_arguments(usage_string)
gpl-3.0
mikebenfield/scikit-learn
benchmarks/bench_saga.py
45
8474
"""Author: Arthur Mensch Benchmarks of sklearn SAGA vs lightning SAGA vs Liblinear. Shows the gain in using multinomial logistic regression in term of learning time. """ import json import time from os.path import expanduser import matplotlib.pyplot as plt import numpy as np from sklearn.datasets import fetch_rcv1, load_iris, load_digits, \ fetch_20newsgroups_vectorized from sklearn.externals.joblib import delayed, Parallel, Memory from sklearn.linear_model import LogisticRegression from sklearn.metrics import log_loss from sklearn.model_selection import train_test_split from sklearn.preprocessing import LabelBinarizer, LabelEncoder from sklearn.utils.extmath import safe_sparse_dot, softmax def fit_single(solver, X, y, penalty='l2', single_target=True, C=1, max_iter=10, skip_slow=False): if skip_slow and solver == 'lightning' and penalty == 'l1': print('skip_slowping l1 logistic regression with solver lightning.') return print('Solving %s logistic regression with penalty %s, solver %s.' % ('binary' if single_target else 'multinomial', penalty, solver)) if solver == 'lightning': from lightning.classification import SAGAClassifier if single_target or solver not in ['sag', 'saga']: multi_class = 'ovr' else: multi_class = 'multinomial' X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=42, stratify=y) n_samples = X_train.shape[0] n_classes = np.unique(y_train).shape[0] test_scores = [1] train_scores = [1] accuracies = [1 / n_classes] times = [0] if penalty == 'l2': alpha = 1. / (C * n_samples) beta = 0 lightning_penalty = None else: alpha = 0. beta = 1. / (C * n_samples) lightning_penalty = 'l1' for this_max_iter in range(1, max_iter + 1, 2): print('[%s, %s, %s] Max iter: %s' % ('binary' if single_target else 'multinomial', penalty, solver, this_max_iter)) if solver == 'lightning': lr = SAGAClassifier(loss='log', alpha=alpha, beta=beta, penalty=lightning_penalty, tol=-1, max_iter=this_max_iter) else: lr = LogisticRegression(solver=solver, multi_class=multi_class, C=C, penalty=penalty, fit_intercept=False, tol=1e-24, max_iter=this_max_iter, random_state=42, ) t0 = time.clock() lr.fit(X_train, y_train) train_time = time.clock() - t0 scores = [] for (X, y) in [(X_train, y_train), (X_test, y_test)]: try: y_pred = lr.predict_proba(X) except NotImplementedError: # Lightning predict_proba is not implemented for n_classes > 2 y_pred = _predict_proba(lr, X) score = log_loss(y, y_pred, normalize=False) / n_samples score += (0.5 * alpha * np.sum(lr.coef_ ** 2) + beta * np.sum(np.abs(lr.coef_))) scores.append(score) train_score, test_score = tuple(scores) y_pred = lr.predict(X_test) accuracy = np.sum(y_pred == y_test) / y_test.shape[0] test_scores.append(test_score) train_scores.append(train_score) accuracies.append(accuracy) times.append(train_time) return lr, times, train_scores, test_scores, accuracies def _predict_proba(lr, X): pred = safe_sparse_dot(X, lr.coef_.T) if hasattr(lr, "intercept_"): pred += lr.intercept_ return softmax(pred) def exp(solvers, penalties, single_target, n_samples=30000, max_iter=20, dataset='rcv1', n_jobs=1, skip_slow=False): mem = Memory(cachedir=expanduser('~/cache'), verbose=0) if dataset == 'rcv1': rcv1 = fetch_rcv1() lbin = LabelBinarizer() lbin.fit(rcv1.target_names) X = rcv1.data y = rcv1.target y = lbin.inverse_transform(y) le = LabelEncoder() y = le.fit_transform(y) if single_target: y_n = y.copy() y_n[y > 16] = 1 y_n[y <= 16] = 0 y = y_n elif dataset == 'digits': digits = load_digits() X, y = digits.data, digits.target if single_target: y_n = y.copy() y_n[y < 5] = 1 y_n[y >= 5] = 0 y = y_n elif dataset == 'iris': iris = load_iris() X, y = iris.data, iris.target elif dataset == '20newspaper': ng = fetch_20newsgroups_vectorized() X = ng.data y = ng.target if single_target: y_n = y.copy() y_n[y > 4] = 1 y_n[y <= 16] = 0 y = y_n X = X[:n_samples] y = y[:n_samples] cached_fit = mem.cache(fit_single) out = Parallel(n_jobs=n_jobs, mmap_mode=None)( delayed(cached_fit)(solver, X, y, penalty=penalty, single_target=single_target, C=1, max_iter=max_iter, skip_slow=skip_slow) for solver in solvers for penalty in penalties) res = [] idx = 0 for solver in solvers: for penalty in penalties: if not (skip_slow and solver == 'lightning' and penalty == 'l1'): lr, times, train_scores, test_scores, accuracies = out[idx] this_res = dict(solver=solver, penalty=penalty, single_target=single_target, times=times, train_scores=train_scores, test_scores=test_scores, accuracies=accuracies) res.append(this_res) idx += 1 with open('bench_saga.json', 'w+') as f: json.dump(res, f) def plot(): import pandas as pd with open('bench_saga.json', 'r') as f: f = json.load(f) res = pd.DataFrame(f) res.set_index(['single_target', 'penalty'], inplace=True) grouped = res.groupby(level=['single_target', 'penalty']) colors = {'saga': 'blue', 'liblinear': 'orange', 'lightning': 'green'} for idx, group in grouped: single_target, penalty = idx fig = plt.figure(figsize=(12, 4)) ax = fig.add_subplot(131) train_scores = group['train_scores'].values ref = np.min(np.concatenate(train_scores)) * 0.999 for scores, times, solver in zip(group['train_scores'], group['times'], group['solver']): scores = scores / ref - 1 ax.plot(times, scores, label=solver, color=colors[solver]) ax.set_xlabel('Time (s)') ax.set_ylabel('Training objective (relative to min)') ax.set_yscale('log') ax = fig.add_subplot(132) test_scores = group['test_scores'].values ref = np.min(np.concatenate(test_scores)) * 0.999 for scores, times, solver in zip(group['test_scores'], group['times'], group['solver']): scores = scores / ref - 1 ax.plot(times, scores, label=solver, color=colors[solver]) ax.set_xlabel('Time (s)') ax.set_ylabel('Test objective (relative to min)') ax.set_yscale('log') ax = fig.add_subplot(133) for accuracy, times, solver in zip(group['accuracies'], group['times'], group['solver']): ax.plot(times, accuracy, label=solver, color=colors[solver]) ax.set_xlabel('Time (s)') ax.set_ylabel('Test accuracy') ax.legend() name = 'single_target' if single_target else 'multi_target' name += '_%s' % penalty plt.suptitle(name) name += '.png' fig.tight_layout() fig.subplots_adjust(top=0.9) plt.savefig(name) plt.close(fig) if __name__ == '__main__': solvers = ['saga', 'liblinear', 'lightning'] penalties = ['l1', 'l2'] single_target = True exp(solvers, penalties, single_target, n_samples=None, n_jobs=1, dataset='20newspaper', max_iter=20) plot()
bsd-3-clause
appapantula/scikit-learn
examples/linear_model/plot_lasso_coordinate_descent_path.py
254
2639
""" ===================== Lasso and Elastic Net ===================== Lasso and elastic net (L1 and L2 penalisation) implemented using a coordinate descent. The coefficients can be forced to be positive. """ print(__doc__) # Author: Alexandre Gramfort <[email protected]> # License: BSD 3 clause import numpy as np import matplotlib.pyplot as plt from sklearn.linear_model import lasso_path, enet_path from sklearn import datasets diabetes = datasets.load_diabetes() X = diabetes.data y = diabetes.target X /= X.std(axis=0) # Standardize data (easier to set the l1_ratio parameter) # Compute paths eps = 5e-3 # the smaller it is the longer is the path print("Computing regularization path using the lasso...") alphas_lasso, coefs_lasso, _ = lasso_path(X, y, eps, fit_intercept=False) print("Computing regularization path using the positive lasso...") alphas_positive_lasso, coefs_positive_lasso, _ = lasso_path( X, y, eps, positive=True, fit_intercept=False) print("Computing regularization path using the elastic net...") alphas_enet, coefs_enet, _ = enet_path( X, y, eps=eps, l1_ratio=0.8, fit_intercept=False) print("Computing regularization path using the positve elastic net...") alphas_positive_enet, coefs_positive_enet, _ = enet_path( X, y, eps=eps, l1_ratio=0.8, positive=True, fit_intercept=False) # Display results plt.figure(1) ax = plt.gca() ax.set_color_cycle(2 * ['b', 'r', 'g', 'c', 'k']) l1 = plt.plot(-np.log10(alphas_lasso), coefs_lasso.T) l2 = plt.plot(-np.log10(alphas_enet), coefs_enet.T, linestyle='--') plt.xlabel('-Log(alpha)') plt.ylabel('coefficients') plt.title('Lasso and Elastic-Net Paths') plt.legend((l1[-1], l2[-1]), ('Lasso', 'Elastic-Net'), loc='lower left') plt.axis('tight') plt.figure(2) ax = plt.gca() ax.set_color_cycle(2 * ['b', 'r', 'g', 'c', 'k']) l1 = plt.plot(-np.log10(alphas_lasso), coefs_lasso.T) l2 = plt.plot(-np.log10(alphas_positive_lasso), coefs_positive_lasso.T, linestyle='--') plt.xlabel('-Log(alpha)') plt.ylabel('coefficients') plt.title('Lasso and positive Lasso') plt.legend((l1[-1], l2[-1]), ('Lasso', 'positive Lasso'), loc='lower left') plt.axis('tight') plt.figure(3) ax = plt.gca() ax.set_color_cycle(2 * ['b', 'r', 'g', 'c', 'k']) l1 = plt.plot(-np.log10(alphas_enet), coefs_enet.T) l2 = plt.plot(-np.log10(alphas_positive_enet), coefs_positive_enet.T, linestyle='--') plt.xlabel('-Log(alpha)') plt.ylabel('coefficients') plt.title('Elastic-Net and positive Elastic-Net') plt.legend((l1[-1], l2[-1]), ('Elastic-Net', 'positive Elastic-Net'), loc='lower left') plt.axis('tight') plt.show()
bsd-3-clause
uas/mavlink
pymavlink/tools/mavgraph.py
18
9628
#!/usr/bin/env python ''' graph a MAVLink log file Andrew Tridgell August 2011 ''' import sys, struct, time, os, datetime import math, re import matplotlib from math import * from pymavlink.mavextra import * # cope with rename of raw_input in python3 try: input = raw_input except NameError: pass colourmap = { 'apm' : { 'MANUAL' : (1.0, 0, 0), 'AUTO' : ( 0, 1.0, 0), 'LOITER' : ( 0, 0, 1.0), 'FBWA' : (1.0, 0.5, 0), 'RTL' : ( 1, 0, 0.5), 'STABILIZE' : (0.5, 1.0, 0), 'LAND' : ( 0, 1.0, 0.5), 'STEERING' : (0.5, 0, 1.0), 'HOLD' : ( 0, 0.5, 1.0), 'ALT_HOLD' : (1.0, 0.5, 0.5), 'CIRCLE' : (0.5, 1.0, 0.5), 'POSITION' : (1.0, 0.0, 1.0), 'GUIDED' : (0.5, 0.5, 1.0), 'ACRO' : (1.0, 1.0, 0), 'CRUISE' : ( 0, 1.0, 1.0) }, 'px4' : { 'MANUAL' : (1.0, 0, 0), 'SEATBELT' : ( 0.5, 0.5, 0), 'EASY' : ( 0, 1.0, 0), 'AUTO' : ( 0, 0, 1.0), 'UNKNOWN' : ( 1.0, 1.0, 1.0) } } edge_colour = (0.1, 0.1, 0.1) lowest_x = None highest_x = None def plotit(x, y, fields, colors=[]): '''plot a set of graphs using date for x axis''' global lowest_x, highest_x pylab.ion() fig = pylab.figure(num=1, figsize=(12,6)) ax1 = fig.gca() ax2 = None xrange = 0.0 for i in range(0, len(fields)): if len(x[i]) == 0: continue if lowest_x is None or x[i][0] < lowest_x: lowest_x = x[i][0] if highest_x is None or x[i][-1] > highest_x: highest_x = x[i][-1] if highest_x is None or lowest_x is None: return xrange = highest_x - lowest_x xrange *= 24 * 60 * 60 formatter = matplotlib.dates.DateFormatter('%H:%M:%S') interval = 1 intervals = [ 1, 2, 5, 10, 15, 30, 60, 120, 240, 300, 600, 900, 1800, 3600, 7200, 5*3600, 10*3600, 24*3600 ] for interval in intervals: if xrange / interval < 15: break locator = matplotlib.dates.SecondLocator(interval=interval) if not args.xaxis: ax1.xaxis.set_major_locator(locator) ax1.xaxis.set_major_formatter(formatter) empty = True ax1_labels = [] ax2_labels = [] for i in range(0, len(fields)): if len(x[i]) == 0: print("Failed to find any values for field %s" % fields[i]) continue if i < len(colors): color = colors[i] else: color = 'red' (tz, tzdst) = time.tzname if axes[i] == 2: if ax2 == None: ax2 = ax1.twinx() ax = ax2 if not args.xaxis: ax2.xaxis.set_major_locator(locator) ax2.xaxis.set_major_formatter(formatter) label = fields[i] if label.endswith(":2"): label = label[:-2] ax2_labels.append(label) else: ax1_labels.append(fields[i]) ax = ax1 if args.xaxis: if args.marker is not None: marker = args.marker else: marker = '+' if args.linestyle is not None: linestyle = args.linestyle else: linestyle = 'None' ax.plot(x[i], y[i], color=color, label=fields[i], linestyle=linestyle, marker=marker) else: if args.marker is not None: marker = args.marker else: marker = 'None' if args.linestyle is not None: linestyle = args.linestyle else: linestyle = '-' ax.plot_date(x[i], y[i], color=color, label=fields[i], linestyle=linestyle, marker=marker, tz=None) empty = False if args.flightmode is not None: for i in range(len(modes)-1): c = colourmap[args.flightmode].get(modes[i][1], edge_colour) ax1.axvspan(modes[i][0], modes[i+1][0], fc=c, ec=edge_colour, alpha=0.1) c = colourmap[args.flightmode].get(modes[-1][1], edge_colour) ax1.axvspan(modes[-1][0], ax1.get_xlim()[1], fc=c, ec=edge_colour, alpha=0.1) if ax1_labels != []: ax1.legend(ax1_labels,loc=args.legend) if ax2_labels != []: ax2.legend(ax2_labels,loc=args.legend2) if empty: print("No data to graph") return from argparse import ArgumentParser parser = ArgumentParser(description=__doc__) parser.add_argument("--no-timestamps", dest="notimestamps", action='store_true', help="Log doesn't have timestamps") parser.add_argument("--planner", action='store_true', help="use planner file format") parser.add_argument("--condition", default=None, help="select packets by a condition") parser.add_argument("--labels", default=None, help="comma separated field labels") parser.add_argument("--legend", default='upper left', help="default legend position") parser.add_argument("--legend2", default='upper right', help="default legend2 position") parser.add_argument("--marker", default=None, help="point marker") parser.add_argument("--linestyle", default=None, help="line style") parser.add_argument("--xaxis", default=None, help="X axis expression") parser.add_argument("--multi", action='store_true', help="multiple files with same colours") parser.add_argument("--zero-time-base", action='store_true', help="use Z time base for DF logs") parser.add_argument("--flightmode", default=None, help="Choose the plot background according to the active flight mode of the specified type, e.g. --flightmode=apm for ArduPilot or --flightmode=px4 for PX4 stack logs. Cannot be specified with --xaxis.") parser.add_argument("--dialect", default="ardupilotmega", help="MAVLink dialect") parser.add_argument("--output", default=None, help="provide an output format") parser.add_argument("logs_fields", metavar="<LOG or FIELD>", nargs="+") args = parser.parse_args() from pymavlink import mavutil if args.flightmode is not None and args.xaxis: print("Cannot request flightmode backgrounds with an x-axis expression") sys.exit(1) if args.flightmode is not None and args.flightmode not in colourmap: print("Unknown flight controller '%s' in specification of --flightmode" % args.flightmode) sys.exit(1) if args.output is not None: matplotlib.use('Agg') import pylab filenames = [] fields = [] for f in args.logs_fields: if os.path.exists(f): filenames.append(f) else: fields.append(f) msg_types = set() multiplier = [] field_types = [] colors = [ 'red', 'green', 'blue', 'orange', 'olive', 'black', 'grey', 'yellow', 'brown', 'darkcyan', 'cornflowerblue', 'darkmagenta', 'deeppink', 'darkred'] # work out msg types we are interested in x = [] y = [] modes = [] axes = [] first_only = [] re_caps = re.compile('[A-Z_][A-Z0-9_]+') for f in fields: caps = set(re.findall(re_caps, f)) msg_types = msg_types.union(caps) field_types.append(caps) y.append([]) x.append([]) axes.append(1) first_only.append(False) def add_data(t, msg, vars, flightmode): '''add some data''' mtype = msg.get_type() if args.flightmode is not None and (len(modes) == 0 or modes[-1][1] != flightmode): modes.append((t, flightmode)) if mtype not in msg_types: return for i in range(0, len(fields)): if mtype not in field_types[i]: continue f = fields[i] if f.endswith(":2"): axes[i] = 2 f = f[:-2] if f.endswith(":1"): first_only[i] = True f = f[:-2] v = mavutil.evaluate_expression(f, vars) if v is None: continue if args.xaxis is None: xv = t else: xv = mavutil.evaluate_expression(args.xaxis, vars) if xv is None: continue y[i].append(v) x[i].append(xv) def process_file(filename): '''process one file''' print("Processing %s" % filename) mlog = mavutil.mavlink_connection(filename, notimestamps=args.notimestamps, zero_time_base=args.zero_time_base, dialect=args.dialect) vars = {} while True: msg = mlog.recv_match(args.condition) if msg is None: break tdays = matplotlib.dates.date2num(datetime.datetime.fromtimestamp(msg._timestamp)) add_data(tdays, msg, mlog.messages, mlog.flightmode) if len(filenames) == 0: print("No files to process") sys.exit(1) if args.labels is not None: labels = args.labels.split(',') if len(labels) != len(fields)*len(filenames): print("Number of labels (%u) must match number of fields (%u)" % ( len(labels), len(fields)*len(filenames))) sys.exit(1) else: labels = None for fi in range(0, len(filenames)): f = filenames[fi] process_file(f) for i in range(0, len(x)): if first_only[i] and fi != 0: x[i] = [] y[i] = [] if labels: lab = labels[fi*len(fields):(fi+1)*len(fields)] else: lab = fields[:] if args.multi: col = colors[:] else: col = colors[fi*len(fields):] plotit(x, y, lab, colors=col) for i in range(0, len(x)): x[i] = [] y[i] = [] if args.output is None: pylab.show() pylab.draw() input('press enter to exit....') else: pylab.legend(loc=2,prop={'size':8}) pylab.savefig(args.output, bbox_inches='tight', dpi=200)
lgpl-3.0
dmarx/VideoLinkBot
simplebot.py
1
13315
""" Reddit bot that scrapes a post for videoo links and posts the collection in a table as a comment. This script is designed for scraping a single post. Run as follows: import simplebot as s s.login(_user=username, _pass=password) post_aggregate_links(submisison_id) To run the bot as a continuous scrape of /r/all/comments, use simplemonitor.py. """ import praw from praw.errors import APIException import re import urlparse as up from HTMLParser import HTMLParser from lxml import etree from urllib2 import Request, urlopen import time import pandas as pd from video_host_utilities import youtube_link_cleaner, supported_domains, \ link_cleaners, title_cleaners, get_host_code _ua = "YoutubeLinkBot reddit bot by /u/shaggorama" r = praw.Reddit(_ua) botCommentsMemo = {} scrapedCommentsMemo = {} scrapedLinksMemo = {} def login(_user=None, _pass=None, fname='loginCredentials.txt'): if _user is None and _pass is None: with open(fname,'r') as f: _user = f.readline().strip() _pass = f.readline().strip() print "Logging in as: {0} / {1}".format(_user, _pass) r.login(username=_user, password=_pass) def fix_html_entities(html, parser=HTMLParser()): return parser.unescape( parser.unescape(html)) def get_video_links_from_html(text): """ Strips video link from a string in html format by looking for the href attribute. """ # could also just use BeautifulSoup, but this regex works fine link_pat = re.compile('href="(.*?)"') links = link_pat.findall(text) video_links = [] for l in links: code = get_host_code(l) if code: clean = link_cleaners[code] if clean: link = clean(fix_html_entities(l)) if link: video_links.append(link) return video_links def get_title(url, default = None, hparser=etree.HTMLParser(encoding='utf-8')): """ returns the title of a webpage given a url (e.g. the title of a youtube video) """ def _get_title(_url): HEADER = {'Accept-Language':'en-US,en;q=0.5'} request = Request(_url, headers=HEADER) data = urlopen(request) htree=etree.parse(data, hparser) raw_title = htree.find(".//title").text code = get_host_code(_url) title = title_cleaners[code](raw_title) title = re.sub('[\|\*\[\]\(\)~\\\]','',title) return title try: title = _get_title(url) except Exception, e: print "Encountered some error getting title for video at", url print e time.sleep(2) try: title = _get_title(url) except: print 'OK then, let''s just call it "%s"' % default title = default if title is None: title = default return title def scrape(submission): """ Given a submission id, scrapes that submission and returns a list of comments associated with their links @submission: a """ ### Should add in some functionality for recognizing when we've already maxed-out the comment length on a post. ### OH SHIT! better yet, figure out a way to RESPOND TO MY OWN COMMENT WITH ADDITIONAL LINKS. # just for convenience if type(submission) == type(''): submission = r.get_submission(submission_id = submission) # for updating links and whatever. if scrapedLinksMemo.has_key(submission.id): collected_links = scrapedLinksMemo[submission.id] scrapedCommentIDs = scrapedCommentsMemo[submission.id] print "We have already collected %d video links on this submission." % len(collected_links) else: scrapedCommentIDs = set() scrapedCommentsMemo[submission.id] = scrapedCommentIDs print "got %d comments" % len(submission.all_comments_flat) for i, comment in enumerate(submission.all_comments_flat): try: if comment.author.name == r.user.name: # deleted comment handling doesn't seem to be working properly. # if we have already memoized a bot comment for this post, continue # otheriwse, confirm found bot comment contains links and if it does, # memoize it. if botCommentsMemo.has_key(submission.id): continue elif get_video_links_from_html(comment.body_html): botCommentsMemo[submission.id] = comment else: links = get_video_links_from_html(comment.body_html) for link in links: add_memo_entry(comment, link) except Exception, e: # ignore deleted comments and comments by deleted users. print "encountered some error in scrape()" print e continue # why do name attribute errors keep getting re-raised??? scrapedCommentIDs.add(comment.id) collected_links = scrapedLinksMemo[submission.id] print "Scraped {0} comments, found {1} links".format(i, len(collected_links) ) return collected_links # this isn't really even necessary since we could just call it down from the memo. def get_scraped_comments(link_id): """ to be retired in favor of call to memo""" print "building comments memo" if scrapedLinksMemo.has_key(link_id): collected_comments = scrapedCommentsMemo[link_id] scraped = set( [collected_comments[url]['id'] for url in collected_comments] ) else: "Populating scrapedCommentsMemo with", link_id scraped = set() scrapedCommentsMemo[link_id] = {} return scraped def add_memo_entry(comment, link): submission_id = comment.submission.id if not link: if not scrapedCommentsMemo.has_key(submission_id): scrapedCommentsMemo[submission_id] = set() # this might be redundant scrapedCommentsMemo[submission_id].add(comment.id) try: username = comment.author.name except: username = None link_entry = {'author':username ,'created_utc':comment.created_utc ,'permalink':comment_shortlink(comment) , 'id':comment.id ,'score':comment.score ,'title':None # This is lazy } if scrapedLinksMemo.has_key(submission_id): collected_links = scrapedLinksMemo[submission_id] try: if collected_links.ix[link, 'score'] < comment.score: # collected_links.ix[link, :] = link_entry ### I think this is causing the bug in issue # 25 # This is a shitty fix, but it should solve the problem. for k in link_entry.keys(): collected_links.ix[link, k] = link_entry[k] except KeyError, e: new_rec = pd.DataFrame(link_entry, index=[link]) collected_links = collected_links.append(new_rec) scrapedLinksMemo[submission_id] = collected_links else: scrapedLinksMemo[submission_id] = pd.DataFrame(link_entry, index=[link]) def comment_shortlink(c): return 'http://reddit.com/comments/'+ c.link_id[3:] + '/_/' + c.id def build_comment(collected_links, link_id=None): print "Building comment" head = '''Here is a list of video links collected from comments that redditors have made in response to this submission: |Source Comment|Score|Video Link| |:-------|:-------|:-------|\n''' tail ="""\n* [VideoLinkBot FAQ](http://www.reddit.com/r/VideoLinkBot/wiki/faq) * [Feedback](http://www.reddit.com/r/VideoLinkBot/submit)""" titles = [] print "Getting video titles" if link_id: # if we've been provided with a link_id, memoize the link titles. for url in collected_links.index: try: if not scrapedLinksMemo[link_id].ix[url,'title']: scrapedLinksMemo[link_id].ix[url,'title'] = get_title(url) print "got title for",url except Exception, e: print "some problem getting title for", url print e continue print "Got video titles. Formatting text for each link." text=u'' for _url, c in scrapedLinksMemo[link_id].sort(columns='score',ascending=False).iterrows(): if c['title']: _title = c['title'] else: _title = _url text += u'|[{author}]({permalink})|{score}|[{title}]({url})|\n'.format( author=c['author'] ,permalink = c['permalink'] ,title = c['title'] ,url = _url ,score= c['score'] ) len_playlist = 82 # I think... print "Trimming content as needed" text = trim_comment(text, 10000-len(head)-len(tail)-len_playlist) print "Comment built." return head+text+tail def post_comment(link_id, subm, text): try: if botCommentsMemo.has_key(link_id): bot_comment = botCommentsMemo[link_id] print "editing", bot_comment.id bot_comment.edit(text) # need to overwrite existing comment object, otherwise we'll add playlist # using the pre-scrape text. # Manually overwrite 'body' attribute. bot_comment.body = text print "successfully updated comment." else: print "Posting new comment" bot_comment = subm.add_comment(text) botCommentsMemo[link_id] = bot_comment print "Successfully posted new comment." result = True print bot_comment.id except APIException, e: # need to handle comments that are too long. # Really, this should probably be in build_comment() print e print "sleeping for 5 seconds, trimming comment" time.sleep(5) # maybe the API is annoyed with trim_comment(text) # maybe the comment is too long (this should have been handled already) result = False return result def trim_comment(text, targetsize=10000): """ If comment is longer than 10000 chars, reddit won't let us post it. This boils down to around 50 links (I think). """ # Removing permalink's to comments would significantly reduce the size of my comments. # could still post a link to the user's commenting history # Alternatively, could post a shortlink (?) print "Trimming comment down to %d chars." % targetsize while len(text)> targetsize: text = '\n'.join(text.split('\n')[:-1])#[2:] print "Processed comment length:",len(text) return text def add_playlist(c): """ Adds a radd.it playlist to an existing comment. """ playlist = "http://radd.it/comments/{0}/_/{1}?only=videos&start=1".format(c.link_id[3:], c.id) text = c.body + "\n* [Playlist of videos in this comment]({0})".format(playlist) c.edit(text) def post_aggregate_links(link_id='178ki0', max_num_comments = 1000, min_num_comments = 8, min_num_links=5): """Not sure which function to call? You probably want this one.""" subm = r.get_submission(submission_id = link_id) if not min_num_comments < subm.num_comments < max_num_comments: print "[NO POST] Submission has %d comments. Not worth scraping." % subm.num_comments return None try: print u'Scraping "{0}"'.format(subm.title) except: print u'Scraping "{0}"'.format(subm.id) links = scrape(subm) # Theoretically, we could just pull this down from the memo. n_links = len(links) if n_links >= min_num_links: authors = links.author.unique() if len(authors) >1: try: print u'[POST] Posting {nlinks} links to "{sub}" post "{post}"'.\ format(nlinks = n_links ,sub = subm.subreddit.display_name ,post = subm.title) except: print u'[POST] Posting {nlinks} links to "{sub}" post "{post}"'.\ format(nlinks = n_links ,sub = subm.subreddit.id ,post = subm.id) text = build_comment(links, subm.id) print "comment built, trying to post." posted = False while not posted: posted = post_comment(link_id, subm, text) print "Appending playlist..." add_playlist(botCommentsMemo[link_id]) print "Video links successfully posted." else: print "[NO POST] All links from same user. Need at least 2 different users to post." else: print "[NO POST] Only found %d links. Need %d to post." % (n_links, min_num_links) if __name__ == '__main__': login() post_aggregate_links()
mit
sinhrks/expandas
pandas_ml/skaccessors/gaussian_process.py
3
2067
#!/usr/bin/env python from pandas_ml.core.accessor import _AccessorMethods, _attach_methods, _wrap_data_func class GaussianProcessMethods(_AccessorMethods): """ Accessor to ``sklearn.gaussian_process``. """ _module_name = 'sklearn.gaussian_process' _method_mapper = dict(predict={'GaussianProcess': '_predict'}) @property def correlation_models(self): """Property to access ``sklearn.gaussian_process.correlation_models``""" module_name = 'sklearn.gaussian_process.correlation_models' attrs = ['absolute_exponential', 'squared_exponential', 'generalized_exponential', 'pure_nugget', 'cubic', 'linear'] return _AccessorMethods(self._df, module_name=module_name, attrs=attrs) @property def regression_models(self): """Property to access ``sklearn.gaussian_process.regression_models``""" return RegressionModelsMethods(self._df) @classmethod def _predict(cls, df, estimator, *args, **kwargs): data = df.data.values eval_MSE = kwargs.get('eval_MSE', False) if eval_MSE: y, MSE = estimator.predict(data, *args, **kwargs) if y.ndim == 1: y = df._constructor_sliced(y, index=df.index) MSE = df._constructor_sliced(MSE, index=df.index) else: y = df._constructor(y, index=df.index) MSE = df._constructor(MSE, index=df.index) return y, MSE else: y = estimator.predict(data, *args, **kwargs) if y.ndim == 1: y = df._constructor_sliced(y, index=df.index) else: y = df._constructor(y, index=df.index) return y class RegressionModelsMethods(_AccessorMethods): _module_name = 'sklearn.gaussian_process.regression_models' _regression_methods = ['constant', 'linear', 'quadratic'] _attach_methods(RegressionModelsMethods, _wrap_data_func, _regression_methods)
bsd-3-clause
giacomov/XtDac
bin/chandra/xtc_gif_generator.py
1
8416
#!/usr/bin/env python """ Generate lightcurves for each candidate given a list of candidates """ # Set to a non-interactive matplotlib backend import matplotlib matplotlib.use("agg") import argparse import os import sys import numpy as np import astropy.io.fits as pyfits import matplotlib.pyplot as plt from matplotlib.patches import Circle import seaborn as sbs from matplotlib.colors import LogNorm from astropy.convolution import convolve_fft, convolve, Gaussian2DKernel from matplotlib.animation import ArtistAnimation, FFMpegWriter from XtDac.ChandraUtils.find_files import find_files from XtDac.ChandraUtils import logging_system from XtDac.ChandraUtils.run_command import CommandRunner from XtDac.ChandraUtils.sanitize_filename import sanitize_filename from XtDac.DivideAndConquer import XMMWCS from XtDac.DivideAndConquer.HardwareUnit import hardwareUnitFactory if __name__=="__main__": parser = argparse.ArgumentParser(description='Generate gifs to visualize transient') parser.add_argument("--masterfile", help="Path to file containing list of transients", required=True, type=str) parser.add_argument("--data_path", help="Path to directory containing data", required=False, type=str, default='.') parser.add_argument("--verbose-debug", action='store_true') parser.add_argument("--cleanup", action='store_true') # Get the logger logger = logging_system.get_logger(os.path.basename(sys.argv[0])) # Get the command runner runner = CommandRunner(logger) args = parser.parse_args() data_path = sanitize_filename(args.data_path) masterfile = sanitize_filename(args.masterfile) transient_data = np.array(np.recfromtxt(masterfile, names=True), ndmin=1) for transient in transient_data: obsid = transient['Obsid'] ccd = transient['CCD'] candidate = transient['Candidate'] tstart = transient['Tstart'] tstop = transient['Tstop'] duration = tstop-tstart event_files = find_files(data_path, "ccd_%s_*_filtered_*.fits" % (ccd)) assert len(event_files)==1, "Couldn't find event file. " \ "I was looking for %s" % ("ccd_%s_*_filtered_*.fits" % (ccd)) event_file = event_files[0] # get start and stop time of observation with pyfits.open(event_file, memmap=False) as fits_file: # Get the start of the first GTI and the stop of the last one gti_starts = [] gti_stops = [] for ext in fits_file[1:]: if ext.header['EXTNAME'] == 'GTI': gti_starts.append(ext.data.field("START").min()) gti_stops.append(ext.data.field("STOP").max()) frame_time = fits_file['EVENTS'].header['TIMEDEL'] tmin = min(gti_starts) tmax = max(gti_stops) # Get minimum and maximum X and Y, so we use always the same binning for the images xmin, xmax = fits_file['EVENTS'].data.field("X").min(), fits_file['EVENTS'].data.field("X").max() ymin, ymax = fits_file['EVENTS'].data.field("Y").min(), fits_file['EVENTS'].data.field("Y").max() # Get position and transform to X,Y ra = transient['RA'] dec = transient['Dec'] wcs = XMMWCS.XMMWCS(event_file, fits_file['EVENTS'].data.field("X"), fits_file['EVENTS'].data.field("Y")) transient_x, transient_y = wcs.sky2xy([[ra, dec]])[0] hwu = hardwareUnitFactory(event_file) logger.info("Duration: %s" %duration) logger.info("Tmin: %s" % tmin) logger.info("Tmax: %s" %tmax) logger.info("frame time: %s" % frame_time) logger.info("Obs Time: %s" %(tmax-tmin)) logger.info("X,Y = (%.3f, %.3f)" % (transient_x, transient_y)) # Use the interval before the transient and the interval after the transient, as well as of course # the interval of the transient itself intervals = [tmin] # Add tstart only if it is sufficiently different from tmin (so we don't get an empty interval when the # transient is right at the beginning) if abs(tstart - tmin) > (frame_time + frame_time / 2.0): intervals.append(tstart) intervals.append(tstop) # Add tmax only if it is sufficiently different from tstop, so we don't get an empty interval when the # transient is right at the end) if abs(tmax - tstop) > (frame_time + frame_time / 2.0): intervals.append(tmax) intervals = sorted(intervals) deltas = np.array(intervals[1:]) - np.array(intervals[:-1]) evt_name, evt_file_ext = os.path.splitext(os.path.basename(event_file)) # Create individual time interval files images = [] for i in range(len(intervals)-1): outfile = "cand_%s_%s_TI_%s%s" %(candidate, evt_name, i+1, evt_file_ext) cmd_line = 'ftcopy \"%s[(TIME >= %s) && (TIME <= %s)]\" %s clobber=yes ' \ % (event_file, intervals[i], intervals[i+1], outfile) runner.run(cmd_line) images.append(outfile) #create a list of frames that will be animated into a gif frames = [] # Prepare bins # xbins = np.linspace(xmin, xmax, 300) # ybins = np.linspace(ymin, ymax, 300) conv_kernel_size = max(np.ceil(float(transient['PSF_sizearcsec']) / hwu.getPixelScale()), 5) # Create bins of size 1 (i.e., one pixel per bin) xbins = np.arange(transient_x - 5 * conv_kernel_size, transient_x + 5 * conv_kernel_size + 1, 1) ybins = np.arange(transient_y - 5 * conv_kernel_size, transient_y + 5 * conv_kernel_size + 1, 1) logger.info("Image will be %i x %i pixels" % (xbins.shape[0], ybins.shape[0])) fig = plt.figure() sub = fig.add_subplot(111) sub.set_title("ObsID %s, CCD %s \nTstart = %s, Tstop = %s (%i events)" % (obsid, ccd, tstart, tstop, float(transient['N_events']))) for i, image in enumerate(images): # Compute interval duration dt = intervals[i + 1] - intervals[i] #get x and y coordinates of image from fits file data = pyfits.getdata(image) x = data.field("x") y = data.field("y") #create 2D histogram data from it sbs.set(rc={'axes.facecolor': 'black', 'axes.grid': False}) hh, X, Y = np.histogram2d(x, y, bins=[xbins, ybins]) #smooth data gauss_kernel = Gaussian2DKernel(stddev=max(conv_kernel_size / 8.0, 2.0)) smoothed_data_gauss = convolve_fft(hh, gauss_kernel, normalize_kernel=True) if x.shape[0] > 0: img = sub.imshow(smoothed_data_gauss, cmap='hot', animated=True, origin='lower') else: # No events in this image. Generate an empty image img = sub.imshow(smoothed_data_gauss, cmap='hot', animated=True, origin='lower') # Draw PSF circle circ = Circle((smoothed_data_gauss.shape[0]/2.0 + 1, smoothed_data_gauss.shape[1]/2.0 + 1), float(transient['PSF_sizearcsec']) / hwu.getPixelScale(), fill=False, lw=2, color='green') sub.add_patch(circ) text = sub.annotate("%i" % (i+1), xy=(0.5, 0.03), xycoords='figure fraction', annotation_clip=False) text3 = sub.annotate("Duration: %.2f s" % (dt), xy=(0.55, 0.13), xycoords='figure fraction', annotation_clip=False, color='green') sub.set_yticklabels([]) sub.set_xticklabels([]) #add this image to list of frames frames.append([img, text, text3, circ]) # Remove the image if args.cleanup: os.remove(image) #animate and save gif logger.info("Creating gif ObsID %s, CCD %s, Candidate %s...\n" %(obsid, ccd, candidate)) anim = ArtistAnimation(fig, frames, interval=2000) anim.save("%s_cand_%s.gif" %(evt_name, candidate), writer='imagemagick') plt.close()
bsd-3-clause
dhruv13J/scikit-learn
sklearn/externals/joblib/__init__.py
35
4382
""" Joblib is a set of tools to provide **lightweight pipelining in Python**. In particular, joblib offers: 1. transparent disk-caching of the output values and lazy re-evaluation (memoize pattern) 2. easy simple parallel computing 3. logging and tracing of the execution Joblib is optimized to be **fast** and **robust** in particular on large data and has specific optimizations for `numpy` arrays. It is **BSD-licensed**. ============================== ============================================ **User documentation**: http://packages.python.org/joblib **Download packages**: http://pypi.python.org/pypi/joblib#downloads **Source code**: http://github.com/joblib/joblib **Report issues**: http://github.com/joblib/joblib/issues ============================== ============================================ Vision -------- The vision is to provide tools to easily achieve better performance and reproducibility when working with long running jobs. * **Avoid computing twice the same thing**: code is rerun over an over, for instance when prototyping computational-heavy jobs (as in scientific development), but hand-crafted solution to alleviate this issue is error-prone and often leads to unreproducible results * **Persist to disk transparently**: persisting in an efficient way arbitrary objects containing large data is hard. Using joblib's caching mechanism avoids hand-written persistence and implicitly links the file on disk to the execution context of the original Python object. As a result, joblib's persistence is good for resuming an application status or computational job, eg after a crash. Joblib strives to address these problems while **leaving your code and your flow control as unmodified as possible** (no framework, no new paradigms). Main features ------------------ 1) **Transparent and fast disk-caching of output value:** a memoize or make-like functionality for Python functions that works well for arbitrary Python objects, including very large numpy arrays. Separate persistence and flow-execution logic from domain logic or algorithmic code by writing the operations as a set of steps with well-defined inputs and outputs: Python functions. Joblib can save their computation to disk and rerun it only if necessary:: >>> import numpy as np >>> from sklearn.externals.joblib import Memory >>> mem = Memory(cachedir='/tmp/joblib') >>> import numpy as np >>> a = np.vander(np.arange(3)).astype(np.float) >>> square = mem.cache(np.square) >>> b = square(a) # doctest: +ELLIPSIS ________________________________________________________________________________ [Memory] Calling square... square(array([[ 0., 0., 1.], [ 1., 1., 1.], [ 4., 2., 1.]])) ___________________________________________________________square - 0...s, 0.0min >>> c = square(a) >>> # The above call did not trigger an evaluation 2) **Embarrassingly parallel helper:** to make is easy to write readable parallel code and debug it quickly:: >>> from sklearn.externals.joblib import Parallel, delayed >>> from math import sqrt >>> Parallel(n_jobs=1)(delayed(sqrt)(i**2) for i in range(10)) [0.0, 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0] 3) **Logging/tracing:** The different functionalities will progressively acquire better logging mechanism to help track what has been ran, and capture I/O easily. In addition, Joblib will provide a few I/O primitives, to easily define define logging and display streams, and provide a way of compiling a report. We want to be able to quickly inspect what has been run. 4) **Fast compressed Persistence**: a replacement for pickle to work efficiently on Python objects containing large data ( *joblib.dump* & *joblib.load* ). .. >>> import shutil ; shutil.rmtree('/tmp/joblib/') """ __version__ = '0.8.4' from .memory import Memory, MemorizedResult from .logger import PrintTime from .logger import Logger from .hashing import hash from .numpy_pickle import dump from .numpy_pickle import load from .parallel import Parallel from .parallel import delayed from .parallel import cpu_count
bsd-3-clause
pythonvietnam/scikit-learn
sklearn/pipeline.py
162
21103
""" The :mod:`sklearn.pipeline` module implements utilities to build a composite estimator, as a chain of transforms and estimators. """ # Author: Edouard Duchesnay # Gael Varoquaux # Virgile Fritsch # Alexandre Gramfort # Lars Buitinck # Licence: BSD from collections import defaultdict import numpy as np from scipy import sparse from .base import BaseEstimator, TransformerMixin from .externals.joblib import Parallel, delayed from .externals import six from .utils import tosequence from .utils.metaestimators import if_delegate_has_method from .externals.six import iteritems __all__ = ['Pipeline', 'FeatureUnion'] class Pipeline(BaseEstimator): """Pipeline of transforms with a final estimator. Sequentially apply a list of transforms and a final estimator. Intermediate steps of the pipeline must be 'transforms', that is, they must implement fit and transform methods. The final estimator only needs to implement fit. The purpose of the pipeline is to assemble several steps that can be cross-validated together while setting different parameters. For this, it enables setting parameters of the various steps using their names and the parameter name separated by a '__', as in the example below. Read more in the :ref:`User Guide <pipeline>`. Parameters ---------- steps : list List of (name, transform) tuples (implementing fit/transform) that are chained, in the order in which they are chained, with the last object an estimator. Attributes ---------- named_steps : dict Read-only attribute to access any step parameter by user given name. Keys are step names and values are steps parameters. Examples -------- >>> from sklearn import svm >>> from sklearn.datasets import samples_generator >>> from sklearn.feature_selection import SelectKBest >>> from sklearn.feature_selection import f_regression >>> from sklearn.pipeline import Pipeline >>> # generate some data to play with >>> X, y = samples_generator.make_classification( ... n_informative=5, n_redundant=0, random_state=42) >>> # ANOVA SVM-C >>> anova_filter = SelectKBest(f_regression, k=5) >>> clf = svm.SVC(kernel='linear') >>> anova_svm = Pipeline([('anova', anova_filter), ('svc', clf)]) >>> # You can set the parameters using the names issued >>> # For instance, fit using a k of 10 in the SelectKBest >>> # and a parameter 'C' of the svm >>> anova_svm.set_params(anova__k=10, svc__C=.1).fit(X, y) ... # doctest: +ELLIPSIS Pipeline(steps=[...]) >>> prediction = anova_svm.predict(X) >>> anova_svm.score(X, y) # doctest: +ELLIPSIS 0.77... >>> # getting the selected features chosen by anova_filter >>> anova_svm.named_steps['anova'].get_support() ... # doctest: +NORMALIZE_WHITESPACE array([ True, True, True, False, False, True, False, True, True, True, False, False, True, False, True, False, False, False, False, True], dtype=bool) """ # BaseEstimator interface def __init__(self, steps): names, estimators = zip(*steps) if len(dict(steps)) != len(steps): raise ValueError("Provided step names are not unique: %s" % (names,)) # shallow copy of steps self.steps = tosequence(steps) transforms = estimators[:-1] estimator = estimators[-1] for t in transforms: if (not (hasattr(t, "fit") or hasattr(t, "fit_transform")) or not hasattr(t, "transform")): raise TypeError("All intermediate steps of the chain should " "be transforms and implement fit and transform" " '%s' (type %s) doesn't)" % (t, type(t))) if not hasattr(estimator, "fit"): raise TypeError("Last step of chain should implement fit " "'%s' (type %s) doesn't)" % (estimator, type(estimator))) @property def _estimator_type(self): return self.steps[-1][1]._estimator_type def get_params(self, deep=True): if not deep: return super(Pipeline, self).get_params(deep=False) else: out = self.named_steps for name, step in six.iteritems(self.named_steps): for key, value in six.iteritems(step.get_params(deep=True)): out['%s__%s' % (name, key)] = value out.update(super(Pipeline, self).get_params(deep=False)) return out @property def named_steps(self): return dict(self.steps) @property def _final_estimator(self): return self.steps[-1][1] # Estimator interface def _pre_transform(self, X, y=None, **fit_params): fit_params_steps = dict((step, {}) for step, _ in self.steps) for pname, pval in six.iteritems(fit_params): step, param = pname.split('__', 1) fit_params_steps[step][param] = pval Xt = X for name, transform in self.steps[:-1]: if hasattr(transform, "fit_transform"): Xt = transform.fit_transform(Xt, y, **fit_params_steps[name]) else: Xt = transform.fit(Xt, y, **fit_params_steps[name]) \ .transform(Xt) return Xt, fit_params_steps[self.steps[-1][0]] def fit(self, X, y=None, **fit_params): """Fit all the transforms one after the other and transform the data, then fit the transformed data using the final estimator. Parameters ---------- X : iterable Training data. Must fulfill input requirements of first step of the pipeline. y : iterable, default=None Training targets. Must fulfill label requirements for all steps of the pipeline. """ Xt, fit_params = self._pre_transform(X, y, **fit_params) self.steps[-1][-1].fit(Xt, y, **fit_params) return self def fit_transform(self, X, y=None, **fit_params): """Fit all the transforms one after the other and transform the data, then use fit_transform on transformed data using the final estimator. Parameters ---------- X : iterable Training data. Must fulfill input requirements of first step of the pipeline. y : iterable, default=None Training targets. Must fulfill label requirements for all steps of the pipeline. """ Xt, fit_params = self._pre_transform(X, y, **fit_params) if hasattr(self.steps[-1][-1], 'fit_transform'): return self.steps[-1][-1].fit_transform(Xt, y, **fit_params) else: return self.steps[-1][-1].fit(Xt, y, **fit_params).transform(Xt) @if_delegate_has_method(delegate='_final_estimator') def predict(self, X): """Applies transforms to the data, and the predict method of the final estimator. Valid only if the final estimator implements predict. Parameters ---------- X : iterable Data to predict on. Must fulfill input requirements of first step of the pipeline. """ Xt = X for name, transform in self.steps[:-1]: Xt = transform.transform(Xt) return self.steps[-1][-1].predict(Xt) @if_delegate_has_method(delegate='_final_estimator') def fit_predict(self, X, y=None, **fit_params): """Applies fit_predict of last step in pipeline after transforms. Applies fit_transforms of a pipeline to the data, followed by the fit_predict method of the final estimator in the pipeline. Valid only if the final estimator implements fit_predict. Parameters ---------- X : iterable Training data. Must fulfill input requirements of first step of the pipeline. y : iterable, default=None Training targets. Must fulfill label requirements for all steps of the pipeline. """ Xt, fit_params = self._pre_transform(X, y, **fit_params) return self.steps[-1][-1].fit_predict(Xt, y, **fit_params) @if_delegate_has_method(delegate='_final_estimator') def predict_proba(self, X): """Applies transforms to the data, and the predict_proba method of the final estimator. Valid only if the final estimator implements predict_proba. Parameters ---------- X : iterable Data to predict on. Must fulfill input requirements of first step of the pipeline. """ Xt = X for name, transform in self.steps[:-1]: Xt = transform.transform(Xt) return self.steps[-1][-1].predict_proba(Xt) @if_delegate_has_method(delegate='_final_estimator') def decision_function(self, X): """Applies transforms to the data, and the decision_function method of the final estimator. Valid only if the final estimator implements decision_function. Parameters ---------- X : iterable Data to predict on. Must fulfill input requirements of first step of the pipeline. """ Xt = X for name, transform in self.steps[:-1]: Xt = transform.transform(Xt) return self.steps[-1][-1].decision_function(Xt) @if_delegate_has_method(delegate='_final_estimator') def predict_log_proba(self, X): """Applies transforms to the data, and the predict_log_proba method of the final estimator. Valid only if the final estimator implements predict_log_proba. Parameters ---------- X : iterable Data to predict on. Must fulfill input requirements of first step of the pipeline. """ Xt = X for name, transform in self.steps[:-1]: Xt = transform.transform(Xt) return self.steps[-1][-1].predict_log_proba(Xt) @if_delegate_has_method(delegate='_final_estimator') def transform(self, X): """Applies transforms to the data, and the transform method of the final estimator. Valid only if the final estimator implements transform. Parameters ---------- X : iterable Data to predict on. Must fulfill input requirements of first step of the pipeline. """ Xt = X for name, transform in self.steps: Xt = transform.transform(Xt) return Xt @if_delegate_has_method(delegate='_final_estimator') def inverse_transform(self, X): """Applies inverse transform to the data. Starts with the last step of the pipeline and applies ``inverse_transform`` in inverse order of the pipeline steps. Valid only if all steps of the pipeline implement inverse_transform. Parameters ---------- X : iterable Data to inverse transform. Must fulfill output requirements of the last step of the pipeline. """ if X.ndim == 1: X = X[None, :] Xt = X for name, step in self.steps[::-1]: Xt = step.inverse_transform(Xt) return Xt @if_delegate_has_method(delegate='_final_estimator') def score(self, X, y=None): """Applies transforms to the data, and the score method of the final estimator. Valid only if the final estimator implements score. Parameters ---------- X : iterable Data to score. Must fulfill input requirements of first step of the pipeline. y : iterable, default=None Targets used for scoring. Must fulfill label requirements for all steps of the pipeline. """ Xt = X for name, transform in self.steps[:-1]: Xt = transform.transform(Xt) return self.steps[-1][-1].score(Xt, y) @property def classes_(self): return self.steps[-1][-1].classes_ @property def _pairwise(self): # check if first estimator expects pairwise input return getattr(self.steps[0][1], '_pairwise', False) def _name_estimators(estimators): """Generate names for estimators.""" names = [type(estimator).__name__.lower() for estimator in estimators] namecount = defaultdict(int) for est, name in zip(estimators, names): namecount[name] += 1 for k, v in list(six.iteritems(namecount)): if v == 1: del namecount[k] for i in reversed(range(len(estimators))): name = names[i] if name in namecount: names[i] += "-%d" % namecount[name] namecount[name] -= 1 return list(zip(names, estimators)) def make_pipeline(*steps): """Construct a Pipeline from the given estimators. This is a shorthand for the Pipeline constructor; it does not require, and does not permit, naming the estimators. Instead, they will be given names automatically based on their types. Examples -------- >>> from sklearn.naive_bayes import GaussianNB >>> from sklearn.preprocessing import StandardScaler >>> make_pipeline(StandardScaler(), GaussianNB()) # doctest: +NORMALIZE_WHITESPACE Pipeline(steps=[('standardscaler', StandardScaler(copy=True, with_mean=True, with_std=True)), ('gaussiannb', GaussianNB())]) Returns ------- p : Pipeline """ return Pipeline(_name_estimators(steps)) def _fit_one_transformer(transformer, X, y): return transformer.fit(X, y) def _transform_one(transformer, name, X, transformer_weights): if transformer_weights is not None and name in transformer_weights: # if we have a weight for this transformer, muliply output return transformer.transform(X) * transformer_weights[name] return transformer.transform(X) def _fit_transform_one(transformer, name, X, y, transformer_weights, **fit_params): if transformer_weights is not None and name in transformer_weights: # if we have a weight for this transformer, muliply output if hasattr(transformer, 'fit_transform'): X_transformed = transformer.fit_transform(X, y, **fit_params) return X_transformed * transformer_weights[name], transformer else: X_transformed = transformer.fit(X, y, **fit_params).transform(X) return X_transformed * transformer_weights[name], transformer if hasattr(transformer, 'fit_transform'): X_transformed = transformer.fit_transform(X, y, **fit_params) return X_transformed, transformer else: X_transformed = transformer.fit(X, y, **fit_params).transform(X) return X_transformed, transformer class FeatureUnion(BaseEstimator, TransformerMixin): """Concatenates results of multiple transformer objects. This estimator applies a list of transformer objects in parallel to the input data, then concatenates the results. This is useful to combine several feature extraction mechanisms into a single transformer. Read more in the :ref:`User Guide <feature_union>`. Parameters ---------- transformer_list: list of (string, transformer) tuples List of transformer objects to be applied to the data. The first half of each tuple is the name of the transformer. n_jobs: int, optional Number of jobs to run in parallel (default 1). transformer_weights: dict, optional Multiplicative weights for features per transformer. Keys are transformer names, values the weights. """ def __init__(self, transformer_list, n_jobs=1, transformer_weights=None): self.transformer_list = transformer_list self.n_jobs = n_jobs self.transformer_weights = transformer_weights def get_feature_names(self): """Get feature names from all transformers. Returns ------- feature_names : list of strings Names of the features produced by transform. """ feature_names = [] for name, trans in self.transformer_list: if not hasattr(trans, 'get_feature_names'): raise AttributeError("Transformer %s does not provide" " get_feature_names." % str(name)) feature_names.extend([name + "__" + f for f in trans.get_feature_names()]) return feature_names def fit(self, X, y=None): """Fit all transformers using X. Parameters ---------- X : array-like or sparse matrix, shape (n_samples, n_features) Input data, used to fit transformers. """ transformers = Parallel(n_jobs=self.n_jobs)( delayed(_fit_one_transformer)(trans, X, y) for name, trans in self.transformer_list) self._update_transformer_list(transformers) return self def fit_transform(self, X, y=None, **fit_params): """Fit all transformers using X, transform the data and concatenate results. Parameters ---------- X : array-like or sparse matrix, shape (n_samples, n_features) Input data to be transformed. Returns ------- X_t : array-like or sparse matrix, shape (n_samples, sum_n_components) hstack of results of transformers. sum_n_components is the sum of n_components (output dimension) over transformers. """ result = Parallel(n_jobs=self.n_jobs)( delayed(_fit_transform_one)(trans, name, X, y, self.transformer_weights, **fit_params) for name, trans in self.transformer_list) Xs, transformers = zip(*result) self._update_transformer_list(transformers) if any(sparse.issparse(f) for f in Xs): Xs = sparse.hstack(Xs).tocsr() else: Xs = np.hstack(Xs) return Xs def transform(self, X): """Transform X separately by each transformer, concatenate results. Parameters ---------- X : array-like or sparse matrix, shape (n_samples, n_features) Input data to be transformed. Returns ------- X_t : array-like or sparse matrix, shape (n_samples, sum_n_components) hstack of results of transformers. sum_n_components is the sum of n_components (output dimension) over transformers. """ Xs = Parallel(n_jobs=self.n_jobs)( delayed(_transform_one)(trans, name, X, self.transformer_weights) for name, trans in self.transformer_list) if any(sparse.issparse(f) for f in Xs): Xs = sparse.hstack(Xs).tocsr() else: Xs = np.hstack(Xs) return Xs def get_params(self, deep=True): if not deep: return super(FeatureUnion, self).get_params(deep=False) else: out = dict(self.transformer_list) for name, trans in self.transformer_list: for key, value in iteritems(trans.get_params(deep=True)): out['%s__%s' % (name, key)] = value out.update(super(FeatureUnion, self).get_params(deep=False)) return out def _update_transformer_list(self, transformers): self.transformer_list[:] = [ (name, new) for ((name, old), new) in zip(self.transformer_list, transformers) ] # XXX it would be nice to have a keyword-only n_jobs argument to this function, # but that's not allowed in Python 2.x. def make_union(*transformers): """Construct a FeatureUnion from the given transformers. This is a shorthand for the FeatureUnion constructor; it does not require, and does not permit, naming the transformers. Instead, they will be given names automatically based on their types. It also does not allow weighting. Examples -------- >>> from sklearn.decomposition import PCA, TruncatedSVD >>> make_union(PCA(), TruncatedSVD()) # doctest: +NORMALIZE_WHITESPACE FeatureUnion(n_jobs=1, transformer_list=[('pca', PCA(copy=True, n_components=None, whiten=False)), ('truncatedsvd', TruncatedSVD(algorithm='randomized', n_components=2, n_iter=5, random_state=None, tol=0.0))], transformer_weights=None) Returns ------- f : FeatureUnion """ return FeatureUnion(_name_estimators(transformers))
bsd-3-clause
Weihonghao/ECM
Vpy34/lib/python3.5/site-packages/pandas/tests/io/msgpack/test_extension.py
14
2204
from __future__ import print_function import array import pandas.io.msgpack as msgpack from pandas.io.msgpack import ExtType from .common import frombytes, tobytes def test_pack_ext_type(): def p(s): packer = msgpack.Packer() packer.pack_ext_type(0x42, s) return packer.bytes() assert p(b'A') == b'\xd4\x42A' # fixext 1 assert p(b'AB') == b'\xd5\x42AB' # fixext 2 assert p(b'ABCD') == b'\xd6\x42ABCD' # fixext 4 assert p(b'ABCDEFGH') == b'\xd7\x42ABCDEFGH' # fixext 8 assert p(b'A' * 16) == b'\xd8\x42' + b'A' * 16 # fixext 16 assert p(b'ABC') == b'\xc7\x03\x42ABC' # ext 8 assert p(b'A' * 0x0123) == b'\xc8\x01\x23\x42' + b'A' * 0x0123 # ext 16 assert (p(b'A' * 0x00012345) == b'\xc9\x00\x01\x23\x45\x42' + b'A' * 0x00012345) # ext 32 def test_unpack_ext_type(): def check(b, expected): assert msgpack.unpackb(b) == expected check(b'\xd4\x42A', ExtType(0x42, b'A')) # fixext 1 check(b'\xd5\x42AB', ExtType(0x42, b'AB')) # fixext 2 check(b'\xd6\x42ABCD', ExtType(0x42, b'ABCD')) # fixext 4 check(b'\xd7\x42ABCDEFGH', ExtType(0x42, b'ABCDEFGH')) # fixext 8 check(b'\xd8\x42' + b'A' * 16, ExtType(0x42, b'A' * 16)) # fixext 16 check(b'\xc7\x03\x42ABC', ExtType(0x42, b'ABC')) # ext 8 check(b'\xc8\x01\x23\x42' + b'A' * 0x0123, ExtType(0x42, b'A' * 0x0123)) # ext 16 check(b'\xc9\x00\x01\x23\x45\x42' + b'A' * 0x00012345, ExtType(0x42, b'A' * 0x00012345)) # ext 32 def test_extension_type(): def default(obj): print('default called', obj) if isinstance(obj, array.array): typecode = 123 # application specific typecode data = tobytes(obj) return ExtType(typecode, data) raise TypeError("Unknwon type object %r" % (obj, )) def ext_hook(code, data): print('ext_hook called', code, data) assert code == 123 obj = array.array('d') frombytes(obj, data) return obj obj = [42, b'hello', array.array('d', [1.1, 2.2, 3.3])] s = msgpack.packb(obj, default=default) obj2 = msgpack.unpackb(s, ext_hook=ext_hook) assert obj == obj2
agpl-3.0
zhenv5/scikit-learn
examples/text/mlcomp_sparse_document_classification.py
292
4498
""" ======================================================== Classification of text documents: using a MLComp dataset ======================================================== This is an example showing how the scikit-learn can be used to classify documents by topics using a bag-of-words approach. This example uses a scipy.sparse matrix to store the features instead of standard numpy arrays. The dataset used in this example is the 20 newsgroups dataset and should be downloaded from the http://mlcomp.org (free registration required): http://mlcomp.org/datasets/379 Once downloaded unzip the archive somewhere on your filesystem. For instance in:: % mkdir -p ~/data/mlcomp % cd ~/data/mlcomp % unzip /path/to/dataset-379-20news-18828_XXXXX.zip You should get a folder ``~/data/mlcomp/379`` with a file named ``metadata`` and subfolders ``raw``, ``train`` and ``test`` holding the text documents organized by newsgroups. Then set the ``MLCOMP_DATASETS_HOME`` environment variable pointing to the root folder holding the uncompressed archive:: % export MLCOMP_DATASETS_HOME="~/data/mlcomp" Then you are ready to run this example using your favorite python shell:: % ipython examples/mlcomp_sparse_document_classification.py """ # Author: Olivier Grisel <[email protected]> # License: BSD 3 clause from __future__ import print_function from time import time import sys import os import numpy as np import scipy.sparse as sp import pylab as pl from sklearn.datasets import load_mlcomp from sklearn.feature_extraction.text import TfidfVectorizer from sklearn.linear_model import SGDClassifier from sklearn.metrics import confusion_matrix from sklearn.metrics import classification_report from sklearn.naive_bayes import MultinomialNB print(__doc__) if 'MLCOMP_DATASETS_HOME' not in os.environ: print("MLCOMP_DATASETS_HOME not set; please follow the above instructions") sys.exit(0) # Load the training set print("Loading 20 newsgroups training set... ") news_train = load_mlcomp('20news-18828', 'train') print(news_train.DESCR) print("%d documents" % len(news_train.filenames)) print("%d categories" % len(news_train.target_names)) print("Extracting features from the dataset using a sparse vectorizer") t0 = time() vectorizer = TfidfVectorizer(encoding='latin1') X_train = vectorizer.fit_transform((open(f).read() for f in news_train.filenames)) print("done in %fs" % (time() - t0)) print("n_samples: %d, n_features: %d" % X_train.shape) assert sp.issparse(X_train) y_train = news_train.target print("Loading 20 newsgroups test set... ") news_test = load_mlcomp('20news-18828', 'test') t0 = time() print("done in %fs" % (time() - t0)) print("Predicting the labels of the test set...") print("%d documents" % len(news_test.filenames)) print("%d categories" % len(news_test.target_names)) print("Extracting features from the dataset using the same vectorizer") t0 = time() X_test = vectorizer.transform((open(f).read() for f in news_test.filenames)) y_test = news_test.target print("done in %fs" % (time() - t0)) print("n_samples: %d, n_features: %d" % X_test.shape) ############################################################################### # Benchmark classifiers def benchmark(clf_class, params, name): print("parameters:", params) t0 = time() clf = clf_class(**params).fit(X_train, y_train) print("done in %fs" % (time() - t0)) if hasattr(clf, 'coef_'): print("Percentage of non zeros coef: %f" % (np.mean(clf.coef_ != 0) * 100)) print("Predicting the outcomes of the testing set") t0 = time() pred = clf.predict(X_test) print("done in %fs" % (time() - t0)) print("Classification report on test set for classifier:") print(clf) print() print(classification_report(y_test, pred, target_names=news_test.target_names)) cm = confusion_matrix(y_test, pred) print("Confusion matrix:") print(cm) # Show confusion matrix pl.matshow(cm) pl.title('Confusion matrix of the %s classifier' % name) pl.colorbar() print("Testbenching a linear classifier...") parameters = { 'loss': 'hinge', 'penalty': 'l2', 'n_iter': 50, 'alpha': 0.00001, 'fit_intercept': True, } benchmark(SGDClassifier, parameters, 'SGD') print("Testbenching a MultinomialNB classifier...") parameters = {'alpha': 0.01} benchmark(MultinomialNB, parameters, 'MultinomialNB') pl.show()
bsd-3-clause
advancedplotting/aplot
python/plotserv/server.py
1
9014
# Copyright (c) 2014-2015, Heliosphere Research LLC # All rights reserved. # # Redistribution and use in source and binary forms, with or without # modification, are permitted provided that the following conditions are met: # # 1. Redistributions of source code must retain the above copyright notice, # this list of conditions and the following disclaimer. # # 2. 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. # # 3. Neither the name of the copyright holder nor the names of its # contributors may be used to endorse or promote products derived from this # software without specific prior written permission. # # THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" # AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE # IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE # ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE # LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR # CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF # SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS # INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN # CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) # ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE # POSSIBILITY OF SUCH DAMAGE. import sys, os import time import psutil import traceback import multiprocessing # core, Terminals -> imported by child process import socket from cStringIO import StringIO import numpy as np from . import errors # "LKV" -> "LabVIEW Key-Value", i.e. an array of 2-string clusters class ShouldStopException(Exception): pass class MessageTruncatedError(Exception): """ Raised when the complete message could not be read from a socket. """ pass def readall(sock, size, max_recv_size=4096): """ Read *size* bytes from socket and return a string. Raises MessageTruncatedError if the read fails to complete. """ sio = StringIO() while sio.tell() < size: outstanding = size - sio.tell() recv_size = outstanding if outstanding <= max_recv_size else max_recv_size tmp = sock.recv(recv_size) if tmp == '': raise MessageTruncatedError("Socket message truncated (got %d bytes of %d)" % (sio.tell(), size)) sio.write(tmp) sio.seek(0) return sio.read() def read_packed_string(sio): """ Read a packed string from a file-like object """ s = sio.read(4) if len(s) != 4: raise MessageTruncatedError("Packed string length header corrupted") slen = np.fromstring(s, dtype="=u4") s = sio.read(slen) if len(s) != slen: raise MessageTruncatedError("Packed string content corrupted") return s def write_packed_string(sio, s): """ Write a packed string to a file-like object """ sio.write(np.array(len(s), dtype='=u4').tostring()) sio.write(s) def read_lkv_socket(sock): """ Read an LKV message from the given socket and return it as a dict """ msg_len = np.fromstring(readall(sock, 4), dtype="=u4") # Magic "stop" command if msg_len == (2**32)-1: raise ShouldStopException() msg = readall(sock, msg_len) sio = StringIO(msg) sio.read(4) # discard array length header dct = {} while sio.tell() < msg_len: name = read_packed_string(sio) value = read_packed_string(sio) dct[name] = value return dct def write_lkv_socket(sock, dct): """ Convert a dictionary of strings to an LKV message and write it to the socket. """ sio = StringIO() sio.write('\x00'*4) # reserve space for length header sio.write(np.array(len(dct), dtype='=u4').tostring()) # array length header for name, value in dct.iteritems(): write_packed_string(sio, name) write_packed_string(sio, value) # Write length header msg_len = sio.tell() - 4 sio.seek(0) sio.write(np.array(msg_len, dtype='=u4').tostring()) sio.seek(0) sock.sendall(sio.read()) class FastServer(object): def __init__(self, port, callback): self.port = port self.callback = callback def serve(self): """ Serve until the EXIT message is received over TCP/IP. """ s = socket.socket(socket.AF_INET, socket.SOCK_STREAM) s.setsockopt(socket.SOL_SOCKET, socket.SO_REUSEADDR, 1) s.bind(('localhost', self.port)) s.listen(5) print "FastServer bound and listening" try: while True: conn, addr = s.accept() try: data = read_lkv_socket(conn) response = self.callback(data) write_lkv_socket(conn, response) except ShouldStopException: break except Exception as e: print e finally: conn.close() finally: s.close() def handler_callback(dct): def response(code, body): return {'!status': '%d'%code, '!body': body if body is not None else ''} resource = dct.pop('!resource')[4:] # Discard string length header handler = core.RESOURCES.get(resource, None) if handler is None: print "Attempt to access illegal IPC resource %s" % resource return response(errors.GENERAL_ERROR, "Illegal plot command %s" % resource) print "Call %s "%resource # When an exception occurs in the handler, print a traceback # to the console and set the status code. # Response body is just the last line, e.g. "ValueError: foo". try: tstart = time.time() t = Terminals(dct) body = handler(context, t) # Instantiate the handler object tstop = time.time() except Exception: exc_type, exc_value, exc_tb = sys.exc_info() # We take the first entry in the list, as the others are evidently # only needed for SyntaxError. exc_message = traceback.format_exception_only(exc_type, exc_value)[0].strip() # Strip off the exception type exc_message = ''.join([x for x in exc_message.split(':')][1:]).strip() # Pick the *second* entry in the list, because the first always # points to the handler() call above. exc_fname, exc_lineno, _x, _x = traceback.extract_tb(exc_tb)[1] # Don't return the whole path to the file. exc_fname = os.path.basename(exc_fname).replace('.py','') estr = "%s [%s %d]" % (exc_message, exc_fname, exc_lineno) # Print to console as well for debugging traceback.print_tb(exc_tb) print estr # Known errors -> return the code and the message # Unknown errors -> return code 5111, message, but also source information try: code = errors.CODES[exc_type] except KeyError: return response(errors.GENERAL_ERROR, estr) else: return response(code, exc_message) else: print " %d msec" % ((tstop-tstart)*1000.) return response(0, body) def run_server(port): """ Target function for the child process """ # Doing the imports here saves memory in the parent process, # which won't be using matplotlib anyway. global core, context, Terminals from . import core from .terminals import Terminals context = core.PlotContext() print "Subprocess initialized successfully" s = FastServer(port, handler_callback) print "SHMEM/PIPE handshake successful" s.serve() def run(): """ Main function. Starts a server in a child process, and kills it once LabView goes away. """ PORT = int(sys.argv[1]) LVPROCESS = int(sys.argv[2]) process_handle = psutil.Process(LVPROCESS) print "APLOT %d:%d" % (LVPROCESS, PORT) p = multiprocessing.Process(target=run_server, args=(PORT,)) p.start() while True: time.sleep(1) # According to the docs, is_running() works correctly even if the PID # value was re-used between LabView exiting and our polling. if not process_handle.is_running(): print "LabVIEW terminated; shutting down" p.terminate() break if not p.is_alive(): print "Subprocess died mysteriously; exiting." break
bsd-3-clause
gcanasherrera/Weak-Lensing
Plotter_ObjectCreator.py
1
4854
# Name: Plotter_ObjectCreator.py # # Weak-Lensing Validation Program V # # Type: Python script # # Description: Plots feautres associated to the text files saved by WL_Simulation_execute_mag.py # from Class_ObjectCreator import ObjectCreator, MagnitudeExponential from Class_CatalogReader import CatalogReader from WL_Utils import sex_caller import numpy as np #Maths arrays and more import matplotlib.pyplot as plt #Plot Libraries import seaborn as sns #Improvements for statistical-plots from operator import truediv import math import matplotlib matplotlib.rc('xtick', labelsize=60) matplotlib.rc('ytick', labelsize=60) FILTER = 'MH' PICTURE = 'lhn1n1_2010apr_r_stack_fc_fix' def m(F, a, b): return -2.5*(math.log(F, 10)-math.log(a, 10)-b) #Read txt file ' w2_53_stack_simulation.txt' mag_input = np.genfromtxt(('{}_simulation_mag_input_{}.txt').format(PICTURE, FILTER)) mag_output_sex = np.genfromtxt(('{}_simulation_mag_output_sex_{}.txt').format(PICTURE, FILTER)) #mag_output_wayback = np.genfromtxt(('w2_53_stack_simulation_mag_output_wayback_{}.txt').format(FILTER)) mag_output_error_sex = np.genfromtxt(('{}_simulation_mag_output_error_sex_{}.txt').format(PICTURE, FILTER)) #mag_output_error_wayback = np.genfromtxt(('w2_53_stack_simulation_mag_output_error_wayback_{}.txt').format(FILTER)) flux_input = np.genfromtxt(('{}_simulation_flux_input_{}.txt').format(PICTURE, FILTER)) flux_output = np.genfromtxt(('{}_simulation_flux_output_{}.txt').format(PICTURE, FILTER)) flux_output_error = np.genfromtxt(('{}_simulation_flux_output_error_{}.txt').format(PICTURE, FILTER)) flux_output_max = np.genfromtxt(('{}_simulation_flux_output_max_{}.txt').format(PICTURE, FILTER)) flux_output_max_error = np.genfromtxt(('{}_simulation_flux_output_max_error_{}.txt').format(PICTURE, FILTER)) number_lost_objects = np.genfromtxt(('{}_simulation_number_lost_objects_{}.txt').format(PICTURE, FILTER)) param = ["mean_a", "mean_b"] par = np.genfromtxt(('{}_axis_param_{}.txt').format(PICTURE, FILTER), names=param) flux_input_iso = [] mag_input_iso = [] #PLOT 1: Number of lost Galaxies vs mag_input sns.set(style="white", palette="muted", color_codes=True) plt.figure() #plt.title('Number of lost Galaxies vs mag_input_max') number_lost_objects_per = number_lost_objects/np.amax(number_lost_objects)*100 plt.plot(mag_input, number_lost_objects_per, 'k-') plt.xticks(color='k', size=26) plt.yticks(color='k', size=26) plt.xlabel('$m_{max}^{i}$', fontsize=44) plt.ylabel('$n_{lost}/\%$', fontsize=44) plt.show() #PLOT 2: flux_out_max vs flux_input_max (Linear Scale) normalization_th = 2*math.pi*par["mean_a"]*par["mean_b"] sns.set(style="white", palette="muted", color_codes=True) plt.figure() #plt.title('flux_out_max vs flux_input (Linear Scale)') plt.errorbar(flux_input, flux_output_max, flux_output_max_error, 0, fmt='ko') #plt.xlim(9, 1e12) #plt.ylim(9, 1e12) plt.xlabel('$F(max)_{input}$', fontsize=24) plt.ylabel('$F(max)_{output}$', fontsize=24) plt.show() #PLOT 3: flux_out_iso vs flux_input_iso ratio_flux=map(truediv, flux_output, flux_input) normalization_exp = np.mean(ratio_flux) print '\nTheoretical Normalization: {}'.format(normalization_th) print '\nExperimental Normalization: {}'.format(ratio_flux) for i in range(len(flux_input)): #flux_input_iso.append(ratio_flux[i]*flux_input[i]) flux_input_iso.append(normalization_th*flux_input[i]) sns.set(style="white", palette="muted", color_codes=True) plt.figure() #plt.title('flux_out_iso vs flux_input_iso (Linear Scale)') plt.errorbar(flux_input_iso, flux_output, flux_output_error, 0, fmt='ko') #plt.xlim(0.1, 1e12) #plt.ylim(0.1, 1e12) plt.xlabel('$F(iso)_{input}$', fontsize=24) plt.ylabel('$F(iso)_{output}$', fontsize=24) plt.show() #PLOT 4: mag_output_iso vs mag_input_iso ratio_mag=map(truediv, mag_output_sex, mag_input) for i in flux_input_iso: mag_input_iso.append(m(i, 100.228418351, 9.99901042564)) sns.set(style="white", palette="muted", color_codes=True) plt.figure() #plt.title('mag_out_iso vs mag_input_iso (Linear Scale)') plt.errorbar(mag_input_iso, mag_output_sex, mag_output_error_sex, 0, fmt='ko') plt.xlabel('$m_{iso}^{i}$', fontsize=44) plt.ylabel('$m_{iso}^{o}$', fontsize=44) plt.xticks(color='k', size=23) plt.yticks(color='k', size=23) plt.xlim(0,30) plt.ylim(0,25) plt.show() #PLOT 5: Number of lost Galaxies vs mag_input_iso sns.set(style="white", palette="muted", color_codes=True) plt.figure() #plt.title('Number of lost Galaxies vs mag_input_max') number_lost_objects_per = number_lost_objects/np.amax(number_lost_objects)*100 plt.semilogy(mag_input_iso, number_lost_objects_per, 'k-') plt.xticks(color='k', size=23) plt.yticks(color='k', size=23) plt.xlabel('$m_{iso}^{i}$', labelpad=10, fontsize=40) plt.ylabel('$n_{lost}/\%$', fontsize=44) #plt.xlim(0,30) plt.ylim(0,110) plt.show() print 'END ! ! ! \n'
gpl-3.0
lehnertu/TEUFEL
scripts/plot_SingleFrequency.py
1
4014
#!/usr/bin/env python # coding=UTF-8 import sys, time import os.path import argparse import numpy as np import h5py import matplotlib.pyplot as plt from matplotlib.ticker import NullFormatter from matplotlib.patches import Circle # magnetic field constant in N/A² mu0 = 4*np.pi*1e-7 parser = argparse.ArgumentParser() parser.add_argument('file', help='the file name of the watch point HDF5 file') parser.add_argument('freq', help="frequency in Hz", type=float) print args = parser.parse_args() radfile = args.file radOK = os.path.isfile(radfile) if not radOK: print "file not found" sys.exit() f = args.freq # Open the file for reading print "reading ",radfile hdf = h5py.File(radfile, "r") print hdf print # Get the groups pos = hdf['ObservationPosition'] Nx = pos.attrs.get('Nx') Ny = pos.attrs.get('Ny') print "Nx=%d Ny=%d" % (Nx,Ny) print pos field = hdf['ElMagField'] print field t0 = field.attrs.get('t0') dt = field.attrs.get('dt') nots = field.attrs.get('NOTS') print "t0=%g dt=%g NOTS=%d" % (t0, dt, nots) pos = np.array(pos) a = np.array(field) hdf.close() print AmplitudeX = np.empty([Nx, Ny]) PhaseX = np.empty([Nx, Ny]) AmplitudeY = np.empty([Nx, Ny]) PhaseY = np.empty([Nx, Ny]) X = np.empty([Nx, Ny]) Y = np.empty([Nx, Ny]) t = np.linspace(t0,t0+(nots-1)*dt,nots) cft = np.cos(2*np.pi*f*t) sft = np.sin(2*np.pi*f*t) for ix in range(Nx): for iy in range(Ny): # field data X[ix,iy] = pos[ix,iy,0] Y[ix,iy] = pos[ix,iy,1] trace = a[ix,iy] data = trace.transpose() # fourier components of the field Ex = data[0] cosEx = np.dot(Ex,cft) sinEx = np.dot(Ex,sft) cEx = cosEx + 1j*sinEx Ey = data[1] cosEy = np.dot(Ey,cft) sinEy = np.dot(Ey,sft) cEy = cosEy + 1j*sinEy Ez = data[2] cosEz = np.dot(Ez,cft) sinEz = np.dot(Ez,sft) cEz = cosEz + 1j*sinEz Bx = data[3] cosBx = np.dot(Bx,cft) sinBx = np.dot(Bx,sft) ccBx = cosBx - 1j*sinBx By = data[4] cosBy = np.dot(By,cft) sinBy = np.dot(By,sft) ccBy = cosBy - 1j*sinBy Bz = data[5] cosBz = np.dot(Bz,cft) sinBz = np.dot(Bz,sft) ccBz = cosBz - 1j*sinBz # Poynting vector S = (E.cross.B)/my0 Sx = (cEy*ccBz - cEz*ccBy) *dt/mu0 Sy = (cEz*ccBx - cEx*ccBz) *dt/mu0 Sz = (cEx*ccBy - cEy*ccBx) *dt/mu0 # Amplitude and Phase # Amplitude[ix,iy] = np.absolute(Sz) # Phase[ix,iy] = np.angle(Sz) AmplitudeX[ix,iy] = np.absolute(cEx)*dt PhaseX[ix,iy] = np.angle(cEx) AmplitudeY[ix,iy] = np.absolute(cEy)*dt PhaseY[ix,iy] = np.angle(cEy) # figure with power density on screen dX = pos[1,0,0]-pos[0,0,0] dY = pos[0,1,1]-pos[0,0,1] print "dx=%g dy=%g m" % (dX,dY) # Etot = Amplitude.sum()*dX*dY # print "integrated energy = ", 1e6*Etot, " µJ" maxX = np.max(AmplitudeX) maxY = np.max(AmplitudeY) maxV = np.max([maxX,maxY]) print "max = %g" % maxV expo = np.rint(np.log10(maxV)) scale = np.power(10,-expo) print "scale = %g" % scale fig1 = plt.figure(1,figsize=(11,9)) ax1 = fig1.add_subplot(221) plt.pcolormesh(X, Y, scale*AmplitudeX, cmap='CMRmap', vmin=0, vmax=scale*maxV) plt.title('integrated $E_x$ amplitude [V/m s]') plt.xlabel('x /m') plt.ylabel('y /m') cb=plt.colorbar() cb.set_label(r'$10^{%d}$ Vs/m' % expo) ax2 = fig1.add_subplot(222) plt.pcolormesh(X, Y, PhaseX, cmap='seismic') plt.title('$E_x$ phase [rad]') plt.xlabel('x /m') plt.ylabel('y /m') cb=plt.colorbar() ax3 = fig1.add_subplot(223) plt.pcolormesh(X, Y, scale*AmplitudeY, cmap='CMRmap', vmin=0, vmax=scale*maxV) plt.title('integrated $E_y$ amplitude [V/m s]') plt.xlabel('x /m') plt.ylabel('y /m') cb=plt.colorbar() cb.set_label(r'$10^{%d}$ Vs/m' % expo) ax4 = fig1.add_subplot(224) plt.pcolormesh(X, Y, PhaseY, cmap='seismic') plt.title('$E_y$ phase [rad]') plt.xlabel('x /m') plt.ylabel('y /m') cb=plt.colorbar() fig1.tight_layout() plt.show()
gpl-3.0
YuepengGuo/backtrader
samples/data-pandas/data-pandas.py
2
2647
#!/usr/bin/env python # -*- coding: utf-8; py-indent-offset:4 -*- ############################################################################### # # Copyright (C) 2015 Daniel Rodriguez # # 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/>. # ############################################################################### from __future__ import (absolute_import, division, print_function, unicode_literals) import argparse import backtrader as bt import backtrader.feeds as btfeeds import pandas def runstrat(): args = parse_args() # Create a cerebro entity cerebro = bt.Cerebro(stdstats=False) # Add a strategy cerebro.addstrategy(bt.Strategy) # Get a pandas dataframe datapath = ('../../datas/2006-day-001.txt') # Simulate the header row isn't there if noheaders requested skiprows = 1 if args.noheaders else 0 header = None if args.noheaders else 0 dataframe = pandas.read_csv(datapath, skiprows=skiprows, header=header, parse_dates=True, index_col=0) if not args.noprint: print('--------------------------------------------------') print(dataframe) print('--------------------------------------------------') # Pass it to the backtrader datafeed and add it to the cerebro data = bt.feeds.PandasData(dataname=dataframe) cerebro.adddata(data) # Run over everything cerebro.run() # Plot the result cerebro.plot(style='bar') def parse_args(): parser = argparse.ArgumentParser( description='Pandas test script') parser.add_argument('--noheaders', action='store_true', default=False, required=False, help='Do not use header rows') parser.add_argument('--noprint', action='store_true', default=False, help='Print the dataframe') return parser.parse_args() if __name__ == '__main__': runstrat()
gpl-3.0
aminert/scikit-learn
sklearn/mixture/tests/test_dpgmm.py
261
4490
import unittest import sys import numpy as np from sklearn.mixture import DPGMM, VBGMM from sklearn.mixture.dpgmm import log_normalize from sklearn.datasets import make_blobs from sklearn.utils.testing import assert_array_less, assert_equal from sklearn.mixture.tests.test_gmm import GMMTester from sklearn.externals.six.moves import cStringIO as StringIO np.seterr(all='warn') def test_class_weights(): # check that the class weights are updated # simple 3 cluster dataset X, y = make_blobs(random_state=1) for Model in [DPGMM, VBGMM]: dpgmm = Model(n_components=10, random_state=1, alpha=20, n_iter=50) dpgmm.fit(X) # get indices of components that are used: indices = np.unique(dpgmm.predict(X)) active = np.zeros(10, dtype=np.bool) active[indices] = True # used components are important assert_array_less(.1, dpgmm.weights_[active]) # others are not assert_array_less(dpgmm.weights_[~active], .05) def test_verbose_boolean(): # checks that the output for the verbose output is the same # for the flag values '1' and 'True' # simple 3 cluster dataset X, y = make_blobs(random_state=1) for Model in [DPGMM, VBGMM]: dpgmm_bool = Model(n_components=10, random_state=1, alpha=20, n_iter=50, verbose=True) dpgmm_int = Model(n_components=10, random_state=1, alpha=20, n_iter=50, verbose=1) old_stdout = sys.stdout sys.stdout = StringIO() try: # generate output with the boolean flag dpgmm_bool.fit(X) verbose_output = sys.stdout verbose_output.seek(0) bool_output = verbose_output.readline() # generate output with the int flag dpgmm_int.fit(X) verbose_output = sys.stdout verbose_output.seek(0) int_output = verbose_output.readline() assert_equal(bool_output, int_output) finally: sys.stdout = old_stdout def test_verbose_first_level(): # simple 3 cluster dataset X, y = make_blobs(random_state=1) for Model in [DPGMM, VBGMM]: dpgmm = Model(n_components=10, random_state=1, alpha=20, n_iter=50, verbose=1) old_stdout = sys.stdout sys.stdout = StringIO() try: dpgmm.fit(X) finally: sys.stdout = old_stdout def test_verbose_second_level(): # simple 3 cluster dataset X, y = make_blobs(random_state=1) for Model in [DPGMM, VBGMM]: dpgmm = Model(n_components=10, random_state=1, alpha=20, n_iter=50, verbose=2) old_stdout = sys.stdout sys.stdout = StringIO() try: dpgmm.fit(X) finally: sys.stdout = old_stdout def test_log_normalize(): v = np.array([0.1, 0.8, 0.01, 0.09]) a = np.log(2 * v) assert np.allclose(v, log_normalize(a), rtol=0.01) def do_model(self, **kwds): return VBGMM(verbose=False, **kwds) class DPGMMTester(GMMTester): model = DPGMM do_test_eval = False def score(self, g, train_obs): _, z = g.score_samples(train_obs) return g.lower_bound(train_obs, z) class TestDPGMMWithSphericalCovars(unittest.TestCase, DPGMMTester): covariance_type = 'spherical' setUp = GMMTester._setUp class TestDPGMMWithDiagCovars(unittest.TestCase, DPGMMTester): covariance_type = 'diag' setUp = GMMTester._setUp class TestDPGMMWithTiedCovars(unittest.TestCase, DPGMMTester): covariance_type = 'tied' setUp = GMMTester._setUp class TestDPGMMWithFullCovars(unittest.TestCase, DPGMMTester): covariance_type = 'full' setUp = GMMTester._setUp class VBGMMTester(GMMTester): model = do_model do_test_eval = False def score(self, g, train_obs): _, z = g.score_samples(train_obs) return g.lower_bound(train_obs, z) class TestVBGMMWithSphericalCovars(unittest.TestCase, VBGMMTester): covariance_type = 'spherical' setUp = GMMTester._setUp class TestVBGMMWithDiagCovars(unittest.TestCase, VBGMMTester): covariance_type = 'diag' setUp = GMMTester._setUp class TestVBGMMWithTiedCovars(unittest.TestCase, VBGMMTester): covariance_type = 'tied' setUp = GMMTester._setUp class TestVBGMMWithFullCovars(unittest.TestCase, VBGMMTester): covariance_type = 'full' setUp = GMMTester._setUp
bsd-3-clause
mrtommyb/single-systems
singlesystems.py
1
16484
from __future__ import division, print_function import os import requests import pandas as pd import numpy as np import matplotlib.pyplot as pl try: from io import BytesIO except ImportError: from cStringIO import StringIO as BytesIO from scipy.stats import gamma from scipy.optimize import minimize import emcee from scipy.integrate import nquad class Singlesystems(object): def __init__(self, stlr, kois): """ stlr is the stellar catalog kois is the koi catalog """ self.stlr = stlr self.kois = kois def samplesetup(self, planetperiod=[-np.inf, np.inf], planetradius=[-np.inf, np.inf], startemp=[-np.inf, np.inf], starradius=[-np.inf, np.inf], starmass=[-np.inf, np.inf], dataspan=[-np.inf, np.inf], dutycycle=[-np.inf, np.inf], rrmscdpp07p5=[-np.inf, np.inf], requirestarmass=True, periodgridspacing=57, radiusgridspacing=61, bounds=[(-5, 5), (-5, 5), (-5, 5)], comp=None ): """ this will change the state of self.stlr and self.kois """ self.planetperiod = planetperiod self.planetradius = planetradius self.bounds = bounds # make cuts on the stellar catalog m = (startemp[0] <= self.stlr.teff) & (self.stlr.teff <= startemp[1]) m &= (starradius[0] <= self.stlr.radius) & (self.stlr.radius <= starradius[1]) m &= (starmass[0] <= self.stlr.mass) & (self.stlr.mass <= starmass[1]) m &= (dataspan[0] <= self.stlr.dataspan) & (self.stlr.dataspan <= dataspan[1]) m &= (dutycycle[0] <= self.stlr.dutycycle) & (self.stlr.dutycycle <= dutycycle[1]) m &= (rrmscdpp07p5[0] <= self.stlr.rrmscdpp07p5) & (self.stlr.rrmscdpp07p5 <= rrmscdpp07p5[1]) if requirestarmass: m &= np.isfinite(self.stlr.mass) self.stlr = pd.DataFrame(self.stlr[m]) self.selectedstars = len(self.stlr) # Join on the stellar list. self.kois = pd.merge(self.kois, self.stlr[["kepid"]], on="kepid", how="inner") # make cuts based on the planets catalog m = self.kois.koi_pdisposition == "CANDIDATE" m &= (planetperiod[0] <= self.kois.koi_period) & (self.kois.koi_period <= planetperiod[1]) m &= np.isfinite(self.kois.koi_prad) & (planetradius[0] <= self.kois.koi_prad) & (self.kois.koi_prad <= planetradius[1]) self.kois = pd.DataFrame(self.kois[m]) self.selectedkois = len(self.kois) self._setcompleteness(periodgridspacing, radiusgridspacing, comp) def _setcompleteness(self, periodgridspacing, radiusgridspacing, comp): self.cdpp_cols = [k for k in self.stlr.keys() if k.startswith("rrmscdpp")] self.cdpp_vals = np.array([k[-4:].replace("p", ".") for k in self.cdpp_cols], dtype=float) # Pre-compute and freeze the gamma function from Equation (5) in # Burke et al. self.pgam = gamma(4.65, loc=0., scale=0.98) self.mesthres_cols = [k for k in self.stlr.keys() if k.startswith("mesthres")] self.mesthres_vals = np.array([k[-4:].replace("p", ".") for k in self.mesthres_cols], dtype=float) period = np.linspace(self.planetperiod[0], self.planetperiod[1], periodgridspacing) rp = np.linspace(self.planetradius[0], self.planetradius[1], radiusgridspacing) self.period_grid, self.rp_grid = np.meshgrid(period, rp, indexing="ij") self.koi_periods = np.array(self.kois.koi_period) self.koi_rps = np.array(self.kois.koi_prad) self.vol = np.diff(self.period_grid, axis=0)[:, :-1] * np.diff(self.rp_grid, axis=1)[:-1, :] if comp is None: comp = np.zeros_like(self.period_grid) for _, star in self.stlr.iterrows(): comp += self.get_completeness(star, self.period_grid, self.rp_grid, 0.0, with_geom=True) self.comp = comp else: self.comp = comp def optimize(self): theta_0 = np.array([np.log(0.75), -0.53218, -1.5]) r = minimize(self.nll, theta_0, method="L-BFGS-B", bounds=self.bounds) return r.x def mcmc(self): theta_opt = self.optimize() ndim, nwalkers = len(theta_opt), 16 pos = [theta_opt + 1e-5 * np.random.randn(ndim) for i in range(nwalkers)] sampler = emcee.EnsembleSampler(nwalkers, ndim, self.lnprob) # Burn in. pos, _, _ = sampler.run_mcmc(pos, 1000) sampler.reset() # Production. pos, _, _ = sampler.run_mcmc(pos, 4000) return sampler.flatchain def get_pdet(self, star, aor, period, rp, e): """ Equation (5) from Burke et al. Estimate the detection efficiency for a transit. :param star: a pandas row giving the stellar properties :param aor: the dimensionless semi-major axis (scaled by the stellar radius) :param period: the period in days :param rp: the planet radius in Earth radii :param e: the orbital eccentricity """ tau = self.get_duration(period, aor, e) * 24. mes = self.get_mes(star, period, rp, tau) mest = np.interp(tau, self.mesthres_vals, np.array(star[self.mesthres_cols], dtype=float)) x = mes - 4.1 - (mest - 7.1) return self.pgam.cdf(x) def get_pwin(self, star, period): """ Equation (6) from Burke et al. Estimates the window function using a binomial distribution. :param star: a pandas row giving the stellar properties :param period: the period in days """ M = star.dataspan / period f = star.dutycycle omf = 1.0 - f pw = 1 - omf**M - M*f*omf**(M-1) - 0.5*M*(M-1)*f*f*omf**(M-2) msk = (pw >= 0.0) * (M >= 2.0) return pw * msk def get_pgeom(self, aor, e): """ The geometric transit probability. See e.g. Kipping (2014) for the eccentricity factor http://arxiv.org/abs/1408.1393 :param aor: the dimensionless semi-major axis (scaled by the stellar radius) :param e: the orbital eccentricity """ return 1. / (aor * (1 - e*e)) * (aor > 1.0) def get_completeness(self, star, period, rp, e, with_geom=True): """ A helper function to combine all the completeness effects. :param star: a pandas row giving the stellar properties :param period: the period in days :param rp: the planet radius in Earth radii :param e: the orbital eccentricity :param with_geom: include the geometric transit probability? """ aor = self.get_a(period, star.mass) / star.radius pdet = self.get_pdet(star, aor, period, rp, e) pwin = self.get_pwin(star, period) if not with_geom: return pdet * pwin pgeom = self.get_pgeom(aor, e) return pdet * pwin * pgeom # A double power law model for the population. def population_model(self, theta, period, rp): lnf0, beta, alpha = theta v = np.exp(lnf0) * np.ones_like(period) for x, rng, n in zip((period, rp), (self.planetperiod, self.planetradius), (beta, alpha)): n1 = n + 1 v *= x**n*n1 / (rng[1]**n1-rng[0]**n1) return v # The ln-likelihood function given at the top of this post. def lnlike(self, theta): pop = self.population_model(theta, self.period_grid, self.rp_grid) * self.comp pop = 0.5 * (pop[:-1, :-1] + pop[1:, 1:]) norm = np.sum(pop * self.vol) ll = np.sum(np.log(self.population_model(theta, self.koi_periods, self.koi_rps))) - norm return ll if np.isfinite(ll) else -np.inf # The ln-probability function is just propotional to the ln-likelihood # since we're assuming uniform priors. def lnprob(self, theta): # Broad uniform priors. for t, rng in zip(theta, self.bounds): if not rng[0] < t < rng[1]: return -np.inf return self.lnlike(theta) # The negative ln-likelihood is useful for optimization. # Optimizers want to *minimize* your function. def nll(self, theta): ll = self.lnlike(theta) return -ll if np.isfinite(ll) else 1e15 def get_duration(self, period, aor, e): """ Equation (1) from Burke et al. This estimates the transit duration in the same units as the input period. There is a typo in the paper (24/4 = 6 != 4). :param period: the period in any units of your choosing :param aor: the dimensionless semi-major axis (scaled by the stellar radius) :param e: the eccentricity of the orbit """ return 0.25 * period * np.sqrt(1 - e**2) / aor def get_a(self, period, mstar, Go4pi=2945.4625385377644/(4*np.pi*np.pi)): """ Compute the semi-major axis of an orbit in Solar radii. :param period: the period in days :param mstar: the stellar mass in Solar masses """ return (Go4pi*period*period*mstar) ** (1./3) def get_delta(self, k, c=1.0874, s=1.0187): """ Estimate the approximate expected transit depth as a function of radius ratio. There might be a typo here. In the paper it uses c + s*k but in the public code, it is c - s*k: https://github.com/christopherburke/KeplerPORTs :param k: the dimensionless radius ratio between the planet and the star """ delta_max = k*k * (c + s*k) return 0.84 * delta_max def get_mes(self,star, period, rp, tau, re=0.009171): """ Estimate the multiple event statistic value for a transit. :param star: a pandas row giving the stellar properties :param period: the period in days :param rp: the planet radius in Earth radii :param tau: the transit duration in hours """ # Interpolate to the correct CDPP for the duration. cdpp = np.array(star[self.cdpp_cols], dtype=float) sigma = np.interp(tau, self.cdpp_vals, cdpp) # Compute the radius ratio and estimate the S/N. k = rp * re / star.radius snr = self.get_delta(k) * 1e6 / sigma # Scale by the estimated number of transits. ntrn = star.dataspan * star.dutycycle / period return snr * np.sqrt(ntrn) # A double power law model for the population. def population_model2(self,period, rp, theta): v = self.population_model(theta, period, rp, ) return v def return_occurrence(self, parameters, planetradius, planetperiod): occ = nquad(self.population_model2, [[planetperiod[0],planetperiod[1]], [planetradius[0], planetradius[1]]], args=[parameters])[0] return occ def return_occurrence_samples(self, samplechain, sampsize, planetradius, planetperiod): samp = np.zeros(sampsize) for i,x in enumerate( np.random.choice(range(len(samplechain)), size=sampsize)): samp[i] = nquad(self.population_model2, [[planetperiod[0],planetperiod[1]], [planetradius[0], planetradius[1]]], args=[samplechain[x]])[0] self.samp = samp self.occurence_rate_median = np.median(samp) return samp def return_occurrence_sample_semi(self, samplechain, sampsize, planetradius, planetsemi, starmass): """ planet semi is a pair of values with the inner and outer range in AU starmass is an point estimate right now in solar masses """ G = 6.67408E-11 AU = 1.496E+11 planetsemi = np.array(planetsemi) planetsemi *= AU starmass *= 1.989E30 planetperiod = ((4. * np.pi**2 * planetsemi**3) / (G * starmass))**0.5 / 86400. samp = np.zeros(sampsize) for i,x in enumerate( np.random.choice(range(len(samplechain)), size=sampsize)): samp[i] = nquad(self.population_model2, [[planetperiod[0],planetperiod[1]], [planetradius[0], planetradius[1]]], args=[samplechain[x]])[0] self.samp = samp return samp class Singletypes(Singlesystems): def __init__(self, stlr, kois): """ stlr is the stellar catalog kois is the koi catalog """ self.stlr = stlr self.kois = kois super(Singlesystems, self).__init__() def samplesetup(self, planetperiod=[-np.inf, np.inf], planetradius=[-np.inf, np.inf], startype='G', starradius=[-np.inf, np.inf], starmass=[-np.inf, np.inf], dataspan=[-np.inf, np.inf], dutycycle=[-np.inf, np.inf], rrmscdpp07p5=[-np.inf, np.inf], requirestarmass=True, periodgridspacing=57, radiusgridspacing=61, bounds=[(-5, 5), (-5, 5), (-5, 5)], comp=None ): self.planetperiod = planetperiod self.planetradius = planetradius self.bounds = bounds # make cuts on the stellar catalog m = self.maskstartype(startype) m &= (starradius[0] <= self.stlr.radius) & (self.stlr.radius <= starradius[1]) m &= (starmass[0] <= self.stlr.mass) & (self.stlr.mass <= starmass[1]) m &= (dataspan[0] <= self.stlr.dataspan) & (self.stlr.dataspan <= dataspan[1]) m &= (dutycycle[0] <= self.stlr.dutycycle) & (self.stlr.dutycycle <= dutycycle[1]) m &= (rrmscdpp07p5[0] <= self.stlr.rrmscdpp07p5) & (self.stlr.rrmscdpp07p5 <= rrmscdpp07p5[1]) if requirestarmass: m &= np.isfinite(self.stlr.mass) self.stlr = pd.DataFrame(self.stlr[m]) self.selectedstars = len(self.stlr) # Join on the stellar list. self.kois = pd.merge(self.kois, self.stlr[["kepid"]], on="kepid", how="inner") # make cuts based on the planets catalog m = self.kois.koi_pdisposition == "CANDIDATE" m &= (planetperiod[0] <= self.kois.koi_period) & (self.kois.koi_period <= planetperiod[1]) m &= np.isfinite(self.kois.koi_prad) & (planetradius[0] <= self.kois.koi_prad) & (self.kois.koi_prad <= planetradius[1]) self.kois = pd.DataFrame(self.kois[m]) self.selectedkois = len(self.kois) self._setcompleteness(periodgridspacing, radiusgridspacing, comp) def maskstartype(self, startype): if startype == 'M': m = (0 <= self.stlr.teff) & (self.stlr.teff <= 3900) elif startype == 'K': m = (3900 < self.stlr.teff) & (self.stlr.teff <= 5300) elif startype == 'G': m = (5300 < self.stlr.teff) & (self.stlr.teff <= 6000) elif startype == 'F': m = (6000 < self.stlr.teff) & (self.stlr.teff <= 7500) elif startype == 'A': m = (7500 < self.stlr.teff) & (self.stlr.teff <= 10000) return m def get_catalog(name, basepath="data"): fn = os.path.join(basepath, "{0}.h5".format(name)) if os.path.exists(fn): return pd.read_hdf(fn, name) if not os.path.exists(basepath): os.makedirs(basepath) print("Downloading {0}...".format(name)) url = ("http://exoplanetarchive.ipac.caltech.edu/cgi-bin/nstedAPI/" "nph-nstedAPI?table={0}&select=*").format(name) r = requests.get(url) if r.status_code != requests.codes.ok: r.raise_for_status() fh = BytesIO(r.content) df = pd.read_csv(fh) df.to_hdf(fn, name, format="t") return df
mit
Moshiasri/learning
Python_dataCamp/NumpyScatterPlot_PopGdpLifeExpectancy.py
1
9100
# -*- coding: utf-8 -*- """ Created on Sun Dec 11 21:04:08 2016 @author: Mohtashim """ pop = [31.889923, 3.6005229999999999, 33.333216, 12.420476000000001, 40.301926999999999, 20.434176000000001, 8.199783, 0.70857300000000001, 150.448339, 10.392226000000001, 8.0783140000000007, 9.1191519999999997, 4.5521979999999997, 1.6391309999999999, 190.01064700000001, 7.3228580000000001, 14.326203, 8.3905049999999992, 14.131857999999999, 17.696293000000001, 33.390141, 4.3690379999999998, 10.238807, 16.284741, 1318.683096, 44.227550000000001, 0.71096000000000004, 64.606758999999997, 3.8006099999999998, 4.1338840000000001, 18.013408999999999, 4.4933120000000004, 11.416987000000001, 10.228744000000001, 5.4681199999999999, 0.49637399999999998, 9.3196220000000007, 13.75568, 80.264543000000003, 6.9396880000000003, 0.55120100000000005, 4.9065849999999998, 76.511887000000002, 5.2384599999999999, 61.083916000000002, 1.4548669999999999, 1.6883589999999999, 82.400996000000006, 22.873338, 10.706289999999999, 12.572927999999999, 9.9478139999999993, 1.4720409999999999, 8.5028140000000008, 7.4837629999999997, 6.9804120000000003, 9.9561080000000004, 0.301931, 1110.3963309999999, 223.547, 69.453569999999999, 27.499638000000001, 4.1090859999999996, 6.426679, 58.147733000000002, 2.780132, 127.467972, 6.0531930000000003, 35.610177, 23.301725000000001, 49.044789999999999, 2.5055589999999999, 3.921278, 2.0126490000000001, 3.1939419999999998, 6.0369140000000003, 19.167653999999999, 13.327078999999999, 24.821286000000001, 12.031795000000001, 3.2700650000000002, 1.250882, 108.700891, 2.8741270000000001, 0.68473600000000001, 33.757174999999997, 19.951656, 47.761980000000001, 2.0550799999999998, 28.901789999999998, 16.570613000000002, 4.1157709999999996, 5.6753559999999998, 12.894864999999999, 135.03116399999999, 4.6279260000000004, 3.2048969999999999, 169.27061699999999, 3.2421730000000002, 6.6671469999999999, 28.674757, 91.077286999999998, 38.518241000000003, 10.642836000000001, 3.942491, 0.79809399999999997, 22.276056000000001, 8.8605879999999999, 0.19957900000000001, 27.601037999999999, 12.267493, 10.150264999999999, 6.1445619999999996, 4.5530090000000003, 5.4475020000000001, 2.0092449999999999, 9.1187729999999991, 43.997827999999998, 40.448191000000001, 20.378239000000001, 42.292929000000001, 1.1330659999999999, 9.0310880000000004, 7.5546610000000003, 19.314747000000001, 23.174294, 38.13964, 65.068149000000005, 5.7015789999999997, 1.056608, 10.276158000000001, 71.158647000000002, 29.170397999999999, 60.776237999999999, 301.13994700000001, 3.4474960000000001, 26.084662000000002, 85.262355999999997, 4.018332, 22.211742999999998, 11.746034999999999, 12.311143] gdp_cap = [974.58033839999996, 5937.0295259999984, 6223.3674650000003, 4797.2312670000001, 12779.379639999999, 34435.367439999995, 36126.492700000003, 29796.048340000001, 1391.253792, 33692.605080000001, 1441.2848730000001, 3822.137084, 7446.2988029999997, 12569.851769999999, 9065.8008250000003, 10680.792820000001, 1217.0329939999999, 430.07069159999998, 1713.7786860000001, 2042.0952400000001, 36319.235009999997, 706.01653699999997, 1704.0637240000001, 13171.638849999999, 4959.1148540000004, 7006.5804189999999, 986.14787920000003, 277.55185870000003, 3632.5577979999998, 9645.06142, 1544.7501119999999, 14619.222719999998, 8948.1029230000004, 22833.308509999999, 35278.418740000001, 2082.4815670000007, 6025.3747520000015, 6873.2623260000009, 5581.1809979999998, 5728.3535140000004, 12154.089749999999, 641.36952360000021, 690.80557590000001, 33207.0844, 30470.0167, 13206.48452, 752.74972649999995, 32170.37442, 1327.6089099999999, 27538.41188, 5186.0500030000003, 942.6542111, 579.23174299999982, 1201.637154, 3548.3308460000007, 39724.978669999997, 18008.944439999999, 36180.789190000003, 2452.210407, 3540.6515639999998, 11605.71449, 4471.0619059999999, 40675.996350000001, 25523.277099999999, 28569.719700000001, 7320.8802620000015, 31656.068060000001, 4519.4611709999999, 1463.249282, 1593.06548, 23348.139730000006, 47306.989780000004, 10461.05868, 1569.3314419999999, 414.5073415, 12057.49928, 1044.7701259999999, 759.34991009999999, 12451.6558, 1042.581557, 1803.151496, 10956.991120000001, 11977.57496, 3095.7722710000007, 9253.896111, 3820.1752299999998, 823.68562050000003, 944.0, 4811.0604290000001, 1091.359778, 36797.933319999996, 25185.009109999999, 2749.3209649999999, 619.67689239999982, 2013.9773049999999, 49357.190170000002, 22316.192869999999, 2605.94758, 9809.1856360000002, 4172.8384640000004, 7408.9055609999996, 3190.4810160000002, 15389.924680000002, 20509.64777, 19328.709009999999, 7670.122558, 10808.47561, 863.08846390000019, 1598.4350890000001, 21654.83194, 1712.4721360000001, 9786.5347139999994, 862.54075610000018, 47143.179640000002, 18678.314350000001, 25768.257590000001, 926.14106830000003, 9269.6578079999999, 28821.063699999999, 3970.0954069999998, 2602.3949950000001, 4513.4806429999999, 33859.748350000002, 37506.419070000004, 4184.5480889999999, 28718.276839999999, 1107.482182, 7458.3963269999977, 882.9699437999999, 18008.509239999999, 7092.9230250000001, 8458.2763840000007, 1056.3801209999999, 33203.261279999999, 42951.65309, 10611.46299, 11415.805689999999, 2441.5764039999999, 3025.3497980000002, 2280.769906, 1271.211593, 469.70929810000007] life_exp = life_exp = [43.828000000000003, 76.423000000000002, 72.301000000000002, 42.731000000000002, 75.319999999999993, 81.234999999999999, 79.828999999999994, 75.635000000000005, 64.061999999999998, 79.441000000000003, 56.728000000000002, 65.554000000000002, 74.852000000000004, 50.728000000000002, 72.390000000000001, 73.004999999999995, 52.295000000000002, 49.579999999999998, 59.722999999999999, 50.43, 80.653000000000006, 44.741000000000007, 50.651000000000003, 78.552999999999997, 72.960999999999999, 72.888999999999996, 65.152000000000001, 46.462000000000003, 55.322000000000003, 78.781999999999996, 48.328000000000003, 75.748000000000005, 78.272999999999996, 76.486000000000004, 78.331999999999994, 54.790999999999997, 72.234999999999999, 74.994, 71.338000000000022, 71.878, 51.578999999999994, 58.039999999999999, 52.947000000000003, 79.313000000000002, 80.656999999999996, 56.734999999999999, 59.448, 79.406000000000006, 60.021999999999998, 79.483000000000004, 70.259, 56.006999999999998, 46.388000000000012, 60.915999999999997, 70.198000000000008, 82.207999999999998, 73.338000000000022, 81.757000000000005, 64.698000000000008, 70.650000000000006, 70.963999999999999, 59.545000000000002, 78.885000000000005, 80.745000000000005, 80.546000000000006, 72.566999999999993, 82.602999999999994, 72.534999999999997, 54.109999999999999, 67.296999999999997, 78.623000000000005, 77.588000000000022, 71.992999999999995, 42.591999999999999, 45.677999999999997, 73.951999999999998, 59.443000000000012, 48.302999999999997, 74.241, 54.466999999999999, 64.164000000000001, 72.801000000000002, 76.194999999999993, 66.802999999999997, 74.543000000000006, 71.164000000000001, 42.082000000000001, 62.069000000000003, 52.906000000000013, 63.784999999999997, 79.762, 80.203999999999994, 72.899000000000001, 56.866999999999997, 46.859000000000002, 80.195999999999998, 75.640000000000001, 65.483000000000004, 75.536999999999978, 71.751999999999995, 71.421000000000006, 71.688000000000002, 75.563000000000002, 78.097999999999999, 78.746000000000024, 76.441999999999993, 72.475999999999999, 46.241999999999997, 65.528000000000006, 72.777000000000001, 63.061999999999998, 74.001999999999995, 42.568000000000012, 79.971999999999994, 74.662999999999997, 77.926000000000002, 48.158999999999999, 49.338999999999999, 80.941000000000003, 72.396000000000001, 58.555999999999997, 39.613, 80.884, 81.701000000000022, 74.143000000000001, 78.400000000000006, 52.517000000000003, 70.616, 58.420000000000002, 69.819000000000003, 73.923000000000002, 71.777000000000001, 51.542000000000002, 79.424999999999997, 78.242000000000004, 76.384, 73.747, 74.248999999999995, 73.421999999999997, 62.698, 42.383999999999993, 43.487000000000002] # Import numpy as np import numpy as np # Import matplotlib.pyplot as plt import matplotlib.pyplot as plt # Store pop as a numpy array: np_pop np_pop = np.array(pop) # Double np_pop np_pop = np_pop * 2 # Update: set s argument to np_pop plt.scatter(gdp_cap, life_exp, s = np_pop, alpha = 0.8) # Previous customizations plt.xscale('log') plt.xlabel('GDP per Capita [in USD]') plt.ylabel('Life Expectancy [in years]') plt.title('World Development in 2007') plt.xticks([1000, 10000, 100000],['1k', '10k', '100k']) # Add grid() call plt.grid(True) # Display the plot plt.show()
gpl-3.0
nkarast/Snippets
Python/animatePlot.py
1
1453
""" This creates an "animated" movie of a scatter plot being filled element by element. """ import numpy as np import matplotlib.pyplot as plt import matplotlib.animation as animation x = np.linspace(1,1000,50) y = np.linspace(1000,2000, 50) fig = plt.figure(figsize = (5,5)) axes = fig.add_subplot(111) axes.set_xlim(min(x), max(x)) axes.set_ylim(min(y), max(y)) time_template = 'Turn = %i' time_text = axes.text(0.05, 0.9, '', transform=axes.transAxes) global t def animate(coords): time_text.set_text(time_template % coords[2]) return plt.scatter([coords[0]],[coords[1]], color='b'), time_text def frames(): for xt, yt, turn in zip(x, y, np.linspace(1,len(x))): yield xt, yt, turn anim = animation.FuncAnimation(fig, animate, frames=frames, interval=100, blit=False) #set to true, crashes on mac anim.save("animate_map.mp4") plt.show() # ####----- # import numpy as np # from matplotlib import pyplot as plt # from matplotlib import animation # import seaborn as sns # nx = 50 # ny = 50 # fig = plt.figure() # data = np.random.rand(nx, ny) # sns.heatmap(data, vmax=.8, square=True) # def init(): # sns.heatmap(np.zeros((nx, ny)), vmax=.8, square=True) # def animate(i): # data = np.random.rand(nx, ny) # sns.heatmap(data, vmax=.8, square=True) # anim = animation.FuncAnimation(fig, animate, init_func=init, frames=20, repeat = False) # anim.save("test.mp4") # #plt.show()
gpl-3.0
toscanosaul/water
visualizer.py
10
2005
#!/usr/bin/env python """ Visualize shallow water simulation results. NB: Requires a modern Matplotlib version; also needs either FFMPeg (for MP4) or ImageMagick (for GIF) """ import numpy as np import matplotlib matplotlib.use('Agg') import matplotlib.pyplot as plt from mpl_toolkits.mplot3d import Axes3D import matplotlib.animation as manimation import sys def main(infile="waves.out", outfile="out.mp4", startpic="start.png"): """Visualize shallow water simulation results. Args: infile: Name of input file generated by simulator outfile: Desired output file (mp4 or gif) startpic: Name of picture generated at first frame """ u = np.fromfile(infile, dtype=np.dtype('f4')) nx = int(u[0]) ny = int(u[1]) x = range(0,nx) y = range(0,ny) u = u[2:] nframe = len(u) // (nx*ny) stride = nx // 20 u = np.reshape(u, (nframe,nx,ny)) X, Y = np.meshgrid(x,y) fig = plt.figure(figsize=(10,10)) def plot_frame(i, stride=5): ax = fig.add_subplot(111, projection='3d') ax.set_zlim(0, 2) Z = u[i,:,:]; ax.plot_surface(X, Y, Z, rstride=stride, cstride=stride) return ax if startpic: ax = plot_frame(0) plt.savefig(startpic) plt.delaxes(ax) metadata = dict(title='Wave animation', artist='Matplotlib') if outfile[-4:] == ".mp4": Writer = manimation.writers['ffmpeg'] writer = Writer(fps=15, metadata=metadata, extra_args=["-r", "30", "-c:v", "libx264", "-pix_fmt", "yuv420p"]) elif outfile[-4:] == ".gif": Writer = manimation.writers['imagemagick'] writer = Writer(fps=15, metadata=metadata) with writer.saving(fig, outfile, nframe): for i in range(nframe): ax = plot_frame(i) writer.grab_frame() plt.delaxes(ax) if __name__ == "__main__": main(*sys.argv[1:])
mit
ernestyalumni/MLgrabbag
visualization/bokehplus/anscombe.py
1
1523
""" @file anscombe.py @url https://bokeh.pydata.org/en/latest/docs/gallery/anscombe.html @brief Anscombe's Quartet @details Anscombe's quartet is a collection of 4 small datasets that have nearly identical simple descriptive statistics (mean, variance, correlation, and linear regression lines), yet appear very different when graphed. """ from __future__ import print_function import numpy as np import pandas as pd from bokeh.util.browser import view from bokeh.document import Document from bokeh.embed import file_html from bokeh.layouts import column, gridplot from bokeh.models import Circle, ColumnDataSource, Div, Grid, Line, \ LinearAxis, Plot, Range1d from bokeh.resources import INLINE raw_columns=[ [10.0, 8.04, 10.0, 9.14, 10.0, 7.46, 8.0, 6.58], [8.0, 6.95, 8.0, 8.14, 8.0, 6.77, 8.0, 5.76], [13.0, 7.58, 13.0, 8.74, 13.0, 12.74, 8.0, 7.71], [9.0, 8.81, 9.0, 8.77, 9.0, 7.11, 8.0, 8.84], [11.0, 8.33, 11.0, 9.26, 11.0, 7.81, 8.0, 8.47], [14.0, 9.96, 14.0, 8.10, 14.0, 8.84, 8.0, 7.04], [6.0, 7.24, 6.0, 6.13, 6.0, 6.08, 8.0, 5.25], [4.0, 4.26, 4.0, 3.10, 4.0, 5.39, 19.0, 12.5], [12.0, 10.84, 12.0, 9.13, 12.0, 8.15, 8.0, 5.56], [7.0, 4.82, 7.0, 7.26, 7.0, 6.42, 8.0, 7.91], [5.0, 5.68, 5.0, 4.74, 5.0, 5.73, 8.0, 6.89]] quartet = pd.DataFrame(data=raw_columns, columns= ['Ix','Iy','IIx','IIy','IIIx','IIIy','IVx','IVy'])
mit
ilo10/scikit-learn
sklearn/datasets/svmlight_format.py
114
15826
"""This module implements a loader and dumper for the svmlight format This format is a text-based format, with one sample per line. It does not store zero valued features hence is suitable for sparse dataset. The first element of each line can be used to store a target variable to predict. This format is used as the default format for both svmlight and the libsvm command line programs. """ # Authors: Mathieu Blondel <[email protected]> # Lars Buitinck <[email protected]> # Olivier Grisel <[email protected]> # License: BSD 3 clause from contextlib import closing import io import os.path import numpy as np import scipy.sparse as sp from ._svmlight_format import _load_svmlight_file from .. import __version__ from ..externals import six from ..externals.six import u, b from ..externals.six.moves import range, zip from ..utils import check_array from ..utils.fixes import frombuffer_empty def load_svmlight_file(f, n_features=None, dtype=np.float64, multilabel=False, zero_based="auto", query_id=False): """Load datasets in the svmlight / libsvm format into sparse CSR matrix This format is a text-based format, with one sample per line. It does not store zero valued features hence is suitable for sparse dataset. The first element of each line can be used to store a target variable to predict. This format is used as the default format for both svmlight and the libsvm command line programs. Parsing a text based source can be expensive. When working on repeatedly on the same dataset, it is recommended to wrap this loader with joblib.Memory.cache to store a memmapped backup of the CSR results of the first call and benefit from the near instantaneous loading of memmapped structures for the subsequent calls. In case the file contains a pairwise preference constraint (known as "qid" in the svmlight format) these are ignored unless the query_id parameter is set to True. These pairwise preference constraints can be used to constraint the combination of samples when using pairwise loss functions (as is the case in some learning to rank problems) so that only pairs with the same query_id value are considered. This implementation is written in Cython and is reasonably fast. However, a faster API-compatible loader is also available at: https://github.com/mblondel/svmlight-loader Parameters ---------- f : {str, file-like, int} (Path to) a file to load. If a path ends in ".gz" or ".bz2", it will be uncompressed on the fly. If an integer is passed, it is assumed to be a file descriptor. A file-like or file descriptor will not be closed by this function. A file-like object must be opened in binary mode. n_features : int or None The number of features to use. If None, it will be inferred. This argument is useful to load several files that are subsets of a bigger sliced dataset: each subset might not have examples of every feature, hence the inferred shape might vary from one slice to another. multilabel : boolean, optional, default False Samples may have several labels each (see http://www.csie.ntu.edu.tw/~cjlin/libsvmtools/datasets/multilabel.html) zero_based : boolean or "auto", optional, default "auto" Whether column indices in f are zero-based (True) or one-based (False). If column indices are one-based, they are transformed to zero-based to match Python/NumPy conventions. If set to "auto", a heuristic check is applied to determine this from the file contents. Both kinds of files occur "in the wild", but they are unfortunately not self-identifying. Using "auto" or True should always be safe. query_id : boolean, default False If True, will return the query_id array for each file. dtype : numpy data type, default np.float64 Data type of dataset to be loaded. This will be the data type of the output numpy arrays ``X`` and ``y``. Returns ------- X: scipy.sparse matrix of shape (n_samples, n_features) y: ndarray of shape (n_samples,), or, in the multilabel a list of tuples of length n_samples. query_id: array of shape (n_samples,) query_id for each sample. Only returned when query_id is set to True. See also -------- load_svmlight_files: similar function for loading multiple files in this format, enforcing the same number of features/columns on all of them. Examples -------- To use joblib.Memory to cache the svmlight file:: from sklearn.externals.joblib import Memory from sklearn.datasets import load_svmlight_file mem = Memory("./mycache") @mem.cache def get_data(): data = load_svmlight_file("mysvmlightfile") return data[0], data[1] X, y = get_data() """ return tuple(load_svmlight_files([f], n_features, dtype, multilabel, zero_based, query_id)) def _gen_open(f): if isinstance(f, int): # file descriptor return io.open(f, "rb", closefd=False) elif not isinstance(f, six.string_types): raise TypeError("expected {str, int, file-like}, got %s" % type(f)) _, ext = os.path.splitext(f) if ext == ".gz": import gzip return gzip.open(f, "rb") elif ext == ".bz2": from bz2 import BZ2File return BZ2File(f, "rb") else: return open(f, "rb") def _open_and_load(f, dtype, multilabel, zero_based, query_id): if hasattr(f, "read"): actual_dtype, data, ind, indptr, labels, query = \ _load_svmlight_file(f, dtype, multilabel, zero_based, query_id) # XXX remove closing when Python 2.7+/3.1+ required else: with closing(_gen_open(f)) as f: actual_dtype, data, ind, indptr, labels, query = \ _load_svmlight_file(f, dtype, multilabel, zero_based, query_id) # convert from array.array, give data the right dtype if not multilabel: labels = frombuffer_empty(labels, np.float64) data = frombuffer_empty(data, actual_dtype) indices = frombuffer_empty(ind, np.intc) indptr = np.frombuffer(indptr, dtype=np.intc) # never empty query = frombuffer_empty(query, np.intc) data = np.asarray(data, dtype=dtype) # no-op for float{32,64} return data, indices, indptr, labels, query def load_svmlight_files(files, n_features=None, dtype=np.float64, multilabel=False, zero_based="auto", query_id=False): """Load dataset from multiple files in SVMlight format This function is equivalent to mapping load_svmlight_file over a list of files, except that the results are concatenated into a single, flat list and the samples vectors are constrained to all have the same number of features. In case the file contains a pairwise preference constraint (known as "qid" in the svmlight format) these are ignored unless the query_id parameter is set to True. These pairwise preference constraints can be used to constraint the combination of samples when using pairwise loss functions (as is the case in some learning to rank problems) so that only pairs with the same query_id value are considered. Parameters ---------- files : iterable over {str, file-like, int} (Paths of) files to load. If a path ends in ".gz" or ".bz2", it will be uncompressed on the fly. If an integer is passed, it is assumed to be a file descriptor. File-likes and file descriptors will not be closed by this function. File-like objects must be opened in binary mode. n_features: int or None The number of features to use. If None, it will be inferred from the maximum column index occurring in any of the files. This can be set to a higher value than the actual number of features in any of the input files, but setting it to a lower value will cause an exception to be raised. multilabel: boolean, optional Samples may have several labels each (see http://www.csie.ntu.edu.tw/~cjlin/libsvmtools/datasets/multilabel.html) zero_based: boolean or "auto", optional Whether column indices in f are zero-based (True) or one-based (False). If column indices are one-based, they are transformed to zero-based to match Python/NumPy conventions. If set to "auto", a heuristic check is applied to determine this from the file contents. Both kinds of files occur "in the wild", but they are unfortunately not self-identifying. Using "auto" or True should always be safe. query_id: boolean, defaults to False If True, will return the query_id array for each file. dtype : numpy data type, default np.float64 Data type of dataset to be loaded. This will be the data type of the output numpy arrays ``X`` and ``y``. Returns ------- [X1, y1, ..., Xn, yn] where each (Xi, yi) pair is the result from load_svmlight_file(files[i]). If query_id is set to True, this will return instead [X1, y1, q1, ..., Xn, yn, qn] where (Xi, yi, qi) is the result from load_svmlight_file(files[i]) Notes ----- When fitting a model to a matrix X_train and evaluating it against a matrix X_test, it is essential that X_train and X_test have the same number of features (X_train.shape[1] == X_test.shape[1]). This may not be the case if you load the files individually with load_svmlight_file. See also -------- load_svmlight_file """ r = [_open_and_load(f, dtype, multilabel, bool(zero_based), bool(query_id)) for f in files] if (zero_based is False or zero_based == "auto" and all(np.min(tmp[1]) > 0 for tmp in r)): for ind in r: indices = ind[1] indices -= 1 n_f = max(ind[1].max() for ind in r) + 1 if n_features is None: n_features = n_f elif n_features < n_f: raise ValueError("n_features was set to {}," " but input file contains {} features" .format(n_features, n_f)) result = [] for data, indices, indptr, y, query_values in r: shape = (indptr.shape[0] - 1, n_features) X = sp.csr_matrix((data, indices, indptr), shape) X.sort_indices() result += X, y if query_id: result.append(query_values) return result def _dump_svmlight(X, y, f, multilabel, one_based, comment, query_id): is_sp = int(hasattr(X, "tocsr")) if X.dtype.kind == 'i': value_pattern = u("%d:%d") else: value_pattern = u("%d:%.16g") if y.dtype.kind == 'i': label_pattern = u("%d") else: label_pattern = u("%.16g") line_pattern = u("%s") if query_id is not None: line_pattern += u(" qid:%d") line_pattern += u(" %s\n") if comment: f.write(b("# Generated by dump_svmlight_file from scikit-learn %s\n" % __version__)) f.write(b("# Column indices are %s-based\n" % ["zero", "one"][one_based])) f.write(b("#\n")) f.writelines(b("# %s\n" % line) for line in comment.splitlines()) for i in range(X.shape[0]): if is_sp: span = slice(X.indptr[i], X.indptr[i + 1]) row = zip(X.indices[span], X.data[span]) else: nz = X[i] != 0 row = zip(np.where(nz)[0], X[i, nz]) s = " ".join(value_pattern % (j + one_based, x) for j, x in row) if multilabel: nz_labels = np.where(y[i] != 0)[0] labels_str = ",".join(label_pattern % j for j in nz_labels) else: labels_str = label_pattern % y[i] if query_id is not None: feat = (labels_str, query_id[i], s) else: feat = (labels_str, s) f.write((line_pattern % feat).encode('ascii')) def dump_svmlight_file(X, y, f, zero_based=True, comment=None, query_id=None, multilabel=False): """Dump the dataset in svmlight / libsvm file format. This format is a text-based format, with one sample per line. It does not store zero valued features hence is suitable for sparse dataset. The first element of each line can be used to store a target variable to predict. 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. f : string or file-like in binary mode If string, specifies the path that will contain the data. If file-like, data will be written to f. f should be opened in binary mode. zero_based : boolean, optional Whether column indices should be written zero-based (True) or one-based (False). comment : string, optional Comment to insert at the top of the file. This should be either a Unicode string, which will be encoded as UTF-8, or an ASCII byte string. If a comment is given, then it will be preceded by one that identifies the file as having been dumped by scikit-learn. Note that not all tools grok comments in SVMlight files. query_id : array-like, shape = [n_samples] Array containing pairwise preference constraints (qid in svmlight format). multilabel: boolean, optional Samples may have several labels each (see http://www.csie.ntu.edu.tw/~cjlin/libsvmtools/datasets/multilabel.html) """ if comment is not None: # Convert comment string to list of lines in UTF-8. # If a byte string is passed, then check whether it's ASCII; # if a user wants to get fancy, they'll have to decode themselves. # Avoid mention of str and unicode types for Python 3.x compat. if isinstance(comment, bytes): comment.decode("ascii") # just for the exception else: comment = comment.encode("utf-8") if six.b("\0") in comment: raise ValueError("comment string contains NUL byte") y = np.asarray(y) if y.ndim != 1 and not multilabel: raise ValueError("expected y of shape (n_samples,), got %r" % (y.shape,)) Xval = check_array(X, accept_sparse='csr') if Xval.shape[0] != y.shape[0]: raise ValueError("X.shape[0] and y.shape[0] should be the same, got" " %r and %r instead." % (Xval.shape[0], y.shape[0])) # We had some issues with CSR matrices with unsorted indices (e.g. #1501), # so sort them here, but first make sure we don't modify the user's X. # TODO We can do this cheaper; sorted_indices copies the whole matrix. if Xval is X and hasattr(Xval, "sorted_indices"): X = Xval.sorted_indices() else: X = Xval if hasattr(X, "sort_indices"): X.sort_indices() if query_id is not None: query_id = np.asarray(query_id) if query_id.shape[0] != y.shape[0]: raise ValueError("expected query_id of shape (n_samples,), got %r" % (query_id.shape,)) one_based = not zero_based if hasattr(f, "write"): _dump_svmlight(X, y, f, multilabel, one_based, comment, query_id) else: with open(f, "wb") as f: _dump_svmlight(X, y, f, multilabel, one_based, comment, query_id)
bsd-3-clause
vivekmishra1991/scikit-learn
examples/linear_model/plot_multi_task_lasso_support.py
249
2211
#!/usr/bin/env python """ ============================================= Joint feature selection with multi-task Lasso ============================================= The multi-task lasso allows to fit multiple regression problems jointly enforcing the selected features to be the same across tasks. This example simulates sequential measurements, each task is a time instant, and the relevant features vary in amplitude over time while being the same. The multi-task lasso imposes that features that are selected at one time point are select for all time point. This makes feature selection by the Lasso more stable. """ print(__doc__) # Author: Alexandre Gramfort <[email protected]> # License: BSD 3 clause import matplotlib.pyplot as plt import numpy as np from sklearn.linear_model import MultiTaskLasso, Lasso rng = np.random.RandomState(42) # Generate some 2D coefficients with sine waves with random frequency and phase n_samples, n_features, n_tasks = 100, 30, 40 n_relevant_features = 5 coef = np.zeros((n_tasks, n_features)) times = np.linspace(0, 2 * np.pi, n_tasks) for k in range(n_relevant_features): coef[:, k] = np.sin((1. + rng.randn(1)) * times + 3 * rng.randn(1)) X = rng.randn(n_samples, n_features) Y = np.dot(X, coef.T) + rng.randn(n_samples, n_tasks) coef_lasso_ = np.array([Lasso(alpha=0.5).fit(X, y).coef_ for y in Y.T]) coef_multi_task_lasso_ = MultiTaskLasso(alpha=1.).fit(X, Y).coef_ ############################################################################### # Plot support and time series fig = plt.figure(figsize=(8, 5)) plt.subplot(1, 2, 1) plt.spy(coef_lasso_) plt.xlabel('Feature') plt.ylabel('Time (or Task)') plt.text(10, 5, 'Lasso') plt.subplot(1, 2, 2) plt.spy(coef_multi_task_lasso_) plt.xlabel('Feature') plt.ylabel('Time (or Task)') plt.text(10, 5, 'MultiTaskLasso') fig.suptitle('Coefficient non-zero location') feature_to_plot = 0 plt.figure() plt.plot(coef[:, feature_to_plot], 'k', label='Ground truth') plt.plot(coef_lasso_[:, feature_to_plot], 'g', label='Lasso') plt.plot(coef_multi_task_lasso_[:, feature_to_plot], 'r', label='MultiTaskLasso') plt.legend(loc='upper center') plt.axis('tight') plt.ylim([-1.1, 1.1]) plt.show()
bsd-3-clause
ephes/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 <[email protected]> # # 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
ltiao/scikit-learn
examples/model_selection/plot_confusion_matrix.py
244
2496
""" ================ Confusion matrix ================ Example of confusion matrix usage to evaluate the quality of the output of a classifier on the iris data set. The diagonal elements represent the number of points for which the predicted label is equal to the true label, while off-diagonal elements are those that are mislabeled by the classifier. The higher the diagonal values of the confusion matrix the better, indicating many correct predictions. The figures show the confusion matrix with and without normalization by class support size (number of elements in each class). This kind of normalization can be interesting in case of class imbalance to have a more visual interpretation of which class is being misclassified. Here the results are not as good as they could be as our choice for the regularization parameter C was not the best. In real life applications this parameter is usually chosen using :ref:`grid_search`. """ print(__doc__) import numpy as np import matplotlib.pyplot as plt from sklearn import svm, datasets from sklearn.cross_validation import train_test_split from sklearn.metrics import confusion_matrix # import some data to play with iris = datasets.load_iris() X = iris.data y = iris.target # Split the data into a training set and a test set X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0) # Run classifier, using a model that is too regularized (C too low) to see # the impact on the results classifier = svm.SVC(kernel='linear', C=0.01) y_pred = classifier.fit(X_train, y_train).predict(X_test) def plot_confusion_matrix(cm, title='Confusion matrix', cmap=plt.cm.Blues): plt.imshow(cm, interpolation='nearest', cmap=cmap) plt.title(title) plt.colorbar() tick_marks = np.arange(len(iris.target_names)) plt.xticks(tick_marks, iris.target_names, rotation=45) plt.yticks(tick_marks, iris.target_names) plt.tight_layout() plt.ylabel('True label') plt.xlabel('Predicted label') # Compute confusion matrix cm = confusion_matrix(y_test, y_pred) np.set_printoptions(precision=2) print('Confusion matrix, without normalization') print(cm) plt.figure() plot_confusion_matrix(cm) # Normalize the confusion matrix by row (i.e by the number of samples # in each class) cm_normalized = cm.astype('float') / cm.sum(axis=1)[:, np.newaxis] print('Normalized confusion matrix') print(cm_normalized) plt.figure() plot_confusion_matrix(cm_normalized, title='Normalized confusion matrix') plt.show()
bsd-3-clause
tawsifkhan/scikit-learn
examples/linear_model/plot_logistic_l1_l2_sparsity.py
384
2601
""" ============================================== L1 Penalty and Sparsity in Logistic Regression ============================================== Comparison of the sparsity (percentage of zero coefficients) of solutions when L1 and L2 penalty are used for different values of C. We can see that large values of C give more freedom to the model. Conversely, smaller values of C constrain the model more. In the L1 penalty case, this leads to sparser solutions. We classify 8x8 images of digits into two classes: 0-4 against 5-9. The visualization shows coefficients of the models for varying C. """ print(__doc__) # Authors: Alexandre Gramfort <[email protected]> # Mathieu Blondel <[email protected]> # Andreas Mueller <[email protected]> # License: BSD 3 clause import numpy as np import matplotlib.pyplot as plt from sklearn.linear_model import LogisticRegression from sklearn import datasets from sklearn.preprocessing import StandardScaler digits = datasets.load_digits() X, y = digits.data, digits.target X = StandardScaler().fit_transform(X) # classify small against large digits y = (y > 4).astype(np.int) # Set regularization parameter for i, C in enumerate((100, 1, 0.01)): # turn down tolerance for short training time clf_l1_LR = LogisticRegression(C=C, penalty='l1', tol=0.01) clf_l2_LR = LogisticRegression(C=C, penalty='l2', tol=0.01) clf_l1_LR.fit(X, y) clf_l2_LR.fit(X, y) coef_l1_LR = clf_l1_LR.coef_.ravel() coef_l2_LR = clf_l2_LR.coef_.ravel() # coef_l1_LR contains zeros due to the # L1 sparsity inducing norm sparsity_l1_LR = np.mean(coef_l1_LR == 0) * 100 sparsity_l2_LR = np.mean(coef_l2_LR == 0) * 100 print("C=%.2f" % C) print("Sparsity with L1 penalty: %.2f%%" % sparsity_l1_LR) print("score with L1 penalty: %.4f" % clf_l1_LR.score(X, y)) print("Sparsity with L2 penalty: %.2f%%" % sparsity_l2_LR) print("score with L2 penalty: %.4f" % clf_l2_LR.score(X, y)) l1_plot = plt.subplot(3, 2, 2 * i + 1) l2_plot = plt.subplot(3, 2, 2 * (i + 1)) if i == 0: l1_plot.set_title("L1 penalty") l2_plot.set_title("L2 penalty") l1_plot.imshow(np.abs(coef_l1_LR.reshape(8, 8)), interpolation='nearest', cmap='binary', vmax=1, vmin=0) l2_plot.imshow(np.abs(coef_l2_LR.reshape(8, 8)), interpolation='nearest', cmap='binary', vmax=1, vmin=0) plt.text(-8, 3, "C = %.2f" % C) l1_plot.set_xticks(()) l1_plot.set_yticks(()) l2_plot.set_xticks(()) l2_plot.set_yticks(()) plt.show()
bsd-3-clause
ldirer/scikit-learn
examples/svm/plot_iris.py
65
3742
""" ================================================== Plot different SVM classifiers in the iris dataset ================================================== Comparison of different linear SVM classifiers on a 2D projection of the iris dataset. We only consider the first 2 features of this dataset: - Sepal length - Sepal width This example shows how to plot the decision surface for four SVM classifiers with different kernels. The linear models ``LinearSVC()`` and ``SVC(kernel='linear')`` yield slightly different decision boundaries. This can be a consequence of the following differences: - ``LinearSVC`` minimizes the squared hinge loss while ``SVC`` minimizes the regular hinge loss. - ``LinearSVC`` uses the One-vs-All (also known as One-vs-Rest) multiclass reduction while ``SVC`` uses the One-vs-One multiclass reduction. Both linear models have linear decision boundaries (intersecting hyperplanes) while the non-linear kernel models (polynomial or Gaussian RBF) have more flexible non-linear decision boundaries with shapes that depend on the kind of kernel and its parameters. .. NOTE:: while plotting the decision function of classifiers for toy 2D datasets can help get an intuitive understanding of their respective expressive power, be aware that those intuitions don't always generalize to more realistic high-dimensional problems. """ print(__doc__) import numpy as np import matplotlib.pyplot as plt from sklearn import svm, datasets def make_meshgrid(x, y, h=.02): """Create a mesh of points to plot in Parameters ---------- x: data to base x-axis meshgrid on y: data to base y-axis meshgrid on h: stepsize for meshgrid, optional Returns ------- xx, yy : ndarray """ x_min, x_max = x.min() - 1, x.max() + 1 y_min, y_max = y.min() - 1, y.max() + 1 xx, yy = np.meshgrid(np.arange(x_min, x_max, h), np.arange(y_min, y_max, h)) return xx, yy def plot_contours(ax, clf, xx, yy, **params): """Plot the decision boundaries for a classifier. Parameters ---------- ax: matplotlib axes object clf: a classifier xx: meshgrid ndarray yy: meshgrid ndarray params: dictionary of params to pass to contourf, optional """ Z = clf.predict(np.c_[xx.ravel(), yy.ravel()]) Z = Z.reshape(xx.shape) out = ax.contourf(xx, yy, Z, **params) return out # import some data to play with iris = datasets.load_iris() # Take the first two features. We could avoid this by using a two-dim dataset X = iris.data[:, :2] y = iris.target # we create an instance of SVM and fit out data. We do not scale our # data since we want to plot the support vectors C = 1.0 # SVM regularization parameter models = (svm.SVC(kernel='linear', C=C), svm.LinearSVC(C=C), svm.SVC(kernel='rbf', gamma=0.7, C=C), svm.SVC(kernel='poly', degree=3, C=C)) models = (clf.fit(X, y) for clf in models) # title for the plots titles = ('SVC with linear kernel', 'LinearSVC (linear kernel)', 'SVC with RBF kernel', 'SVC with polynomial (degree 3) kernel') # Set-up 2x2 grid for plotting. fig, sub = plt.subplots(2, 2) plt.subplots_adjust(wspace=0.4, hspace=0.4) X0, X1 = X[:, 0], X[:, 1] xx, yy = make_meshgrid(X0, X1) for clf, title, ax in zip(models, titles, sub.flatten()): plot_contours(ax, clf, xx, yy, cmap=plt.cm.coolwarm, alpha=0.8) ax.scatter(X0, X1, c=y, cmap=plt.cm.coolwarm, s=20, edgecolors='k') ax.set_xlim(xx.min(), xx.max()) ax.set_ylim(yy.min(), yy.max()) ax.set_xlabel('Sepal length') ax.set_ylabel('Sepal width') ax.set_xticks(()) ax.set_yticks(()) ax.set_title(title) plt.show()
bsd-3-clause
credp/lisa
lisa/tests/staging/utilclamp.py
1
13567
# SPDX-License-Identifier: Apache-2.0 # # Copyright (C) 2020, Arm Limited and contributors. # # 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. # import functools from operator import itemgetter import numpy as np import os import pandas as pd from lisa.analysis.frequency import FrequencyAnalysis from lisa.analysis.load_tracking import LoadTrackingAnalysis from lisa.datautils import df_add_delta, series_mean, df_window from lisa.pelt import PELT_SCALE from lisa.tests.base import ResultBundle, TestBundle, RTATestBundle, TestMetric from lisa.wlgen.rta import RTAPhase, PeriodicWload class UtilClamp(RTATestBundle, TestBundle): """ Validate that UtilClamp min values are honoured properly by the kernel. The test is split into 8 phases. For each phase, a UtilClamp value is set for a task, whose duty cycle would generate a lower utilization. Then the actual capacity, allocated to the task during its activation is checked. The 8 phases UtilClamp values are picked to cover the entire SoC's CPU scale. (usually between 0 and 1024) .. code-block:: text |<-- band 0 -->|<-- band 1 -->|<-- band 2 -->|<-- ... capacities: 0 | 128 | 256 512 | | --------------------|--------------|------------------------------- phase 1: uclamp_val | | -----------------------------------|------------------------------- phase 2: uclamp_val ... phase 8: """ NR_PHASES = 8 CAPACITY_MARGIN = 0.8 # kernel task placement a 80% capacity margin @classmethod def check_from_target(cls, target): kconfig = target.plat_info['kernel']['config'] if not kconfig.get('UCLAMP_TASK'): ResultBundle.raise_skip("The target's kernel needs CONFIG_UCLAMP_TASK=y kconfig enabled") @classmethod def _collect_capacities(cls, plat_info): """ Returns, for each CPU a mapping frequency / capacity: dict(cpu, dict(freq, capacity)) where capacity = max_cpu_capacity * freq / max_cpu_frequency. """ max_capacities = plat_info['cpu-capacities']['rtapp'] return { cpu: { freq: int(max_capacities[cpu] * freq / max(freqs)) for freq in freqs } for cpu, freqs in plat_info['freqs'].items() } @classmethod def _collect_capacities_flatten(cls, plat_info): capacities = [ capa for freq_capas in cls._collect_capacities(plat_info).values() for capa in freq_capas.values() ] # Remove the duplicates from the list return sorted(set(capacities)) @classmethod def _get_bands(cls, capacities): bands = list(zip(capacities, capacities[1:])) # Only keep a number of bands nr_bands = cls.NR_PHASES if len(bands) > nr_bands: # Pick the bands covering the widest range of util, since they # are easier to test bands = sorted( bands, key=lambda band: band[1] - band[0], reverse=True ) bands = bands[:nr_bands] bands = sorted(bands, key=itemgetter(0)) return bands @classmethod def _get_phases(cls, plat_info): """ Returns a list of phases. Each phase being described by a tuple: (uclamp_val, util) """ capacities = cls._collect_capacities_flatten(plat_info) bands = cls._get_bands(capacities) def band_mid(band): return int((band[1] + band[0]) / 2) def make_phase(band): uclamp = band_mid(band) util = uclamp / 2 name = f'uclamp-{uclamp}' return (name, (uclamp, util)) return dict(map(make_phase, bands)) @classmethod def _get_rtapp_profile(cls, plat_info): periods = [ RTAPhase( prop_name=name, prop_wload=PeriodicWload( duty_cycle_pct=(util / PELT_SCALE) * 100, # util to pct duration=5, period=cls.TASK_PERIOD, ), prop_uclamp=(uclamp_val, uclamp_val), prop_meta={'uclamp_val': uclamp_val}, ) for name, (uclamp_val, util) in cls._get_phases(plat_info).items() ] return {'task': functools.reduce(lambda a, b: a + b, periods)} def _get_trace_df(self): task = self.rtapp_task_ids_map['task'][0] # There is no CPU selection when we're going back from preemption. # Setting preempted_value=1 ensures that it won't count as a new # activation. df = self.trace.analysis.tasks.df_task_activation(task, preempted_value=1) df = df[['active', 'cpu']] df_freq = self.trace.analysis.frequency.df_cpus_frequency() df_freq = df_freq[['cpu', 'frequency']] df_freq = df_freq.pivot(index=None, columns='cpu', values='frequency') df_freq.reset_index(inplace=True) df_freq.set_index('Time', inplace=True) df = df.merge(df_freq, how='outer', left_index=True, right_index=True) # Ensures that frequency values are propogated through the entire # DataFrame, as it is possible that no frequency event occur # during a phase. for cpu in self.plat_info['cpu-capacities']['rtapp']: df[cpu].ffill(inplace=True) return df def _get_phases_df(self): task = self.rtapp_task_ids_map['task'][0] df = self.trace.analysis.rta.df_phases(task, wlgen_profile=self.rtapp_profile) df = df.copy() df = df[df['properties'].apply(lambda props: props['meta']['from_test'])] df.reset_index(inplace=True) df.rename(columns={'index': 'start'}, inplace=True) df['end'] = df['start'].shift(-1) df['uclamp_val'] = df['properties'].apply(lambda row: row['meta']['uclamp_val']) return df def _for_each_phase(self, callback): df_phases = self._get_phases_df() df_trace = self._get_trace_df() def parse_phase(phase): start = phase['start'] end = phase['end'] df = df_trace # During a phase change, rt-app will wakeup and then change # UtilClamp value will be changed. We then need to wait for the # second wakeup for the kernel to apply the most recently set # UtilClamp value. start = df[(df.index >= start) & (df['active'] == 1)].first_valid_index() end = end if not np.isnan(end) else df.last_valid_index() if (start >= end): raise ValueError('Phase ends before it has even started') df = df_trace[start:end].copy() return callback(df, phase) return df_phases.apply(parse_phase, axis=1) def _plot_phases(self, test, failures, signal=None): task = self.rtapp_task_ids_map['task'][0] ax = self.trace.analysis.tasks.plot_task_activation(task, which_cpu=True) ax = self.trace.analysis.rta.plot_phases(task, wlgen_profile=self.rtapp_profile, axis=ax) for failure in failures: ax.axvline(failure, alpha=0.5, color='r') if signal is not None: signal.plot(ax=ax.twinx(), drawstyle='steps-post') filepath = os.path.join(self.res_dir, f'utilclamp_{test}.png') self.trace.analysis.rta.save_plot(ax.figure, filepath=filepath) return ax @FrequencyAnalysis.df_cpus_frequency.used_events @LoadTrackingAnalysis.df_tasks_signal.used_events def test_placement(self) -> ResultBundle: """ For each phase, checks if the task placement is compatible with UtilClamp requirements. This is done by comparing the maximum capacity of the CPU on which the task has been placed, with the UtilClamp value. """ metrics = {} test_failures = [] capacity_margin = self.CAPACITY_MARGIN cpu_max_capacities = self.plat_info['cpu-capacities']['rtapp'] def parse_phase(df, phase): uclamp_val = phase['uclamp_val'] num_activations = df['active'][df['active'] == 1].count() cpus = set(map(int, df.cpu.dropna().unique())) fitting_cpus = { cpu for cpu, cap in cpu_max_capacities.items() if (cap == PELT_SCALE) or (cap * capacity_margin) > uclamp_val } failures = df[( df['active'] == 1) & (df['cpu'].isin(cpus - fitting_cpus)) ].index.tolist() num_failures = len(failures) test_failures.extend(failures) metrics[phase['phase']] = { 'uclamp-min': TestMetric(uclamp_val), 'cpu-placements': TestMetric(cpus), 'expected-cpus': TestMetric(fitting_cpus), 'bad-activations': TestMetric( num_failures * 100 / num_activations, "%"), } return cpus.issubset(fitting_cpus) res = ResultBundle.from_bool(self._for_each_phase(parse_phase).all()) res.add_metric('Phases', metrics) self._plot_phases('test_placement', test_failures) return res @FrequencyAnalysis.df_cpus_frequency.used_events @LoadTrackingAnalysis.df_tasks_signal.used_events def test_freq_selection(self) -> ResultBundle: """ For each phase, checks if the task placement and frequency selection is compatible with UtilClamp requirements. This is done by comparing the current CPU capacity on which the task has been placed, with the UtilClamp value. The expected capacity is the schedutil projected frequency selection for the given uclamp value. """ metrics = {} test_failures = [] capacity_dfs = [] # ( # # schedutil factor that converts util to a frequency for a # # given CPU: # # # # next_freq = max_freq * C * util / max_cap # # # # where C = 1.25 # schedutil_factor, # # # list of frequencies available for a given CPU. # frequencies, # ) cpu_frequencies = { cpu: ( (max(capacities) * (1 / self.CAPACITY_MARGIN)) / max(capacities.values()), sorted(capacities) ) for cpu, capacities in self._collect_capacities(self.plat_info).items() } cpu_capacities = self._collect_capacities(self.plat_info) def schedutil_map_util_cap(cpu, util): """ Returns, for a given util on a given CPU, the capacity that schedutil would select. """ schedutil_factor, frequencies = cpu_frequencies[cpu] schedutil_freq = schedutil_factor * util # Find the first available freq that meet the schedutil freq # requirement. for freq in frequencies: if freq >= schedutil_freq: break return cpu_capacities[cpu][freq] def parse_phase(df, phase): uclamp_val = phase['uclamp_val'] num_activations = df['active'][df['active'] == 1].count() expected = schedutil_map_util_cap(df['cpu'].unique()[0], uclamp_val) # Activations numbering df['activation'] = df['active'].cumsum() # Only keep the activations df.ffill(inplace=True) df = df[df['active'] == 1] # Actual capacity at which the task is running for cpu, freq_to_capa in cpu_capacities.items(): df[cpu] = df[cpu].map(freq_to_capa) df['capacity'] = df.apply(lambda line: line[line.cpu], axis=1) failures = df[df['capacity'] != expected] num_failures = failures['activation'].nunique() test_failures.extend(failures.index.tolist()) capacity_dfs.append(df[['capacity']]) metrics[phase['phase']] = { 'uclamp-min': TestMetric(uclamp_val), 'expected-capacity': TestMetric(expected), 'bad-activations': TestMetric( num_failures * 100 / num_activations, "%"), } return failures.empty res = ResultBundle.from_bool(self._for_each_phase(parse_phase).all()) res.add_metric('Phases', metrics) self._plot_phases('test_frequency', test_failures, pd.concat(capacity_dfs)) return res
apache-2.0
chromium/chromium
tools/perf/cli_tools/soundwave/commands.py
10
5506
# Copyright 2018 The Chromium Authors. All rights reserved. # Use of this source code is governed by a BSD-style license that can be # found in the LICENSE file. from __future__ import print_function import json import logging try: import sqlite3 except ImportError: pass from core import cli_utils from core.external_modules import pandas from core.services import dashboard_service from cli_tools.soundwave import pandas_sqlite from cli_tools.soundwave import studies from cli_tools.soundwave import tables from cli_tools.soundwave import worker_pool def _FetchBugsWorker(args): con = sqlite3.connect(args.database_file, timeout=10) def Process(bug_id): bugs = tables.bugs.DataFrameFromJson([dashboard_service.Bugs(bug_id)]) pandas_sqlite.InsertOrReplaceRecords(con, 'bugs', bugs) worker_pool.Process = Process def FetchAlertsData(args): params = { 'test_suite': args.benchmark, 'min_timestamp': cli_utils.DaysAgoToTimestamp(args.days) } if args.sheriff != 'all': params['sheriff'] = args.sheriff with tables.DbSession(args.database_file) as con: # Get alerts. num_alerts = 0 bug_ids = set() # TODO: This loop may be slow when fetching thousands of alerts, needs a # better progress indicator. for data in dashboard_service.IterAlerts(**params): alerts = tables.alerts.DataFrameFromJson(data) pandas_sqlite.InsertOrReplaceRecords(con, 'alerts', alerts) num_alerts += len(alerts) bug_ids.update(alerts['bug_id'].unique()) print('%d alerts found!' % num_alerts) # Get set of bugs associated with those alerts. bug_ids.discard(0) # A bug_id of 0 means untriaged. print('%d bugs found!' % len(bug_ids)) # Filter out bugs already in cache. if args.use_cache: known_bugs = set( b for b in bug_ids if tables.bugs.Get(con, b) is not None) if known_bugs: print('(skipping %d bugs already in the database)' % len(known_bugs)) bug_ids.difference_update(known_bugs) # Use worker pool to fetch bug data. total_seconds = worker_pool.Run( 'Fetching data of %d bugs: ' % len(bug_ids), _FetchBugsWorker, args, bug_ids) print('[%.1f bugs per second]' % (len(bug_ids) / total_seconds)) def _IterStaleTestPaths(con, test_paths): """Iterate over test_paths yielding only those with stale or absent data. A test_path is considered to be stale if the most recent data point we have for it in the db is more than a day older. """ a_day_ago = pandas.Timestamp.utcnow() - pandas.Timedelta(days=1) a_day_ago = a_day_ago.tz_convert(tz=None) for test_path in test_paths: latest = tables.timeseries.GetMostRecentPoint(con, test_path) if latest is None or latest['timestamp'] < a_day_ago: yield test_path def _FetchTimeseriesWorker(args): con = sqlite3.connect(args.database_file, timeout=10) min_timestamp = cli_utils.DaysAgoToTimestamp(args.days) def Process(test_path): try: if isinstance(test_path, tables.timeseries.Key): params = test_path.AsApiParams() params['min_timestamp'] = min_timestamp data = dashboard_service.Timeseries2(**params) else: data = dashboard_service.Timeseries(test_path, days=args.days) except KeyError: logging.info('Timeseries not found: %s', test_path) return timeseries = tables.timeseries.DataFrameFromJson(test_path, data) pandas_sqlite.InsertOrReplaceRecords(con, 'timeseries', timeseries) worker_pool.Process = Process def _ReadTimeseriesFromFile(filename): with open(filename, 'r') as f: data = json.load(f) return [tables.timeseries.Key.FromDict(ts) for ts in data] def FetchTimeseriesData(args): def _MatchesAllFilters(test_path): return all(f in test_path for f in args.filters) with tables.DbSession(args.database_file) as con: # Get test_paths. if args.benchmark is not None: test_paths = dashboard_service.ListTestPaths( args.benchmark, sheriff=args.sheriff) elif args.input_file is not None: test_paths = _ReadTimeseriesFromFile(args.input_file) elif args.study is not None: test_paths = list(args.study.IterTestPaths()) else: raise ValueError('No source for test paths specified') # Apply --filter's to test_paths. if args.filters: test_paths = filter(_MatchesAllFilters, test_paths) num_found = len(test_paths) print('%d test paths found!' % num_found) # Filter out test_paths already in cache. if args.use_cache: test_paths = list(_IterStaleTestPaths(con, test_paths)) num_skipped = num_found - len(test_paths) if num_skipped: print('(skipping %d test paths already in the database)' % num_skipped) # Use worker pool to fetch test path data. total_seconds = worker_pool.Run( 'Fetching data of %d timeseries: ' % len(test_paths), _FetchTimeseriesWorker, args, test_paths) print('[%.1f test paths per second]' % (len(test_paths) / total_seconds)) if args.output_csv is not None: print() print('Post-processing data for study ...') dfs = [] with tables.DbSession(args.database_file) as con: for test_path in test_paths: df = tables.timeseries.GetTimeSeries(con, test_path) dfs.append(df) df = studies.PostProcess(pandas.concat(dfs, ignore_index=True)) with cli_utils.OpenWrite(args.output_csv) as f: df.to_csv(f, index=False) print('Wrote timeseries data to:', args.output_csv)
bsd-3-clause
dsquareindia/scikit-learn
examples/neural_networks/plot_mnist_filters.py
79
2189
""" ===================================== Visualization of MLP weights on MNIST ===================================== Sometimes looking at the learned coefficients of a neural network can provide insight into the learning behavior. For example if weights look unstructured, maybe some were not used at all, or if very large coefficients exist, maybe regularization was too low or the learning rate too high. This example shows how to plot some of the first layer weights in a MLPClassifier trained on the MNIST dataset. The input data consists of 28x28 pixel handwritten digits, leading to 784 features in the dataset. Therefore the first layer weight matrix have the shape (784, hidden_layer_sizes[0]). We can therefore visualize a single column of the weight matrix as a 28x28 pixel image. To make the example run faster, we use very few hidden units, and train only for a very short time. Training longer would result in weights with a much smoother spatial appearance. """ print(__doc__) import matplotlib.pyplot as plt from sklearn.datasets import fetch_mldata from sklearn.neural_network import MLPClassifier mnist = fetch_mldata("MNIST original") # rescale the data, use the traditional train/test split X, y = mnist.data / 255., mnist.target X_train, X_test = X[:60000], X[60000:] y_train, y_test = y[:60000], y[60000:] # mlp = MLPClassifier(hidden_layer_sizes=(100, 100), max_iter=400, alpha=1e-4, # solver='sgd', verbose=10, tol=1e-4, random_state=1) mlp = MLPClassifier(hidden_layer_sizes=(50,), max_iter=10, alpha=1e-4, solver='sgd', verbose=10, tol=1e-4, random_state=1, learning_rate_init=.1) mlp.fit(X_train, y_train) print("Training set score: %f" % mlp.score(X_train, y_train)) print("Test set score: %f" % mlp.score(X_test, y_test)) fig, axes = plt.subplots(4, 4) # use global min / max to ensure all weights are shown on the same scale vmin, vmax = mlp.coefs_[0].min(), mlp.coefs_[0].max() for coef, ax in zip(mlp.coefs_[0].T, axes.ravel()): ax.matshow(coef.reshape(28, 28), cmap=plt.cm.gray, vmin=.5 * vmin, vmax=.5 * vmax) ax.set_xticks(()) ax.set_yticks(()) plt.show()
bsd-3-clause
elijah513/scikit-learn
sklearn/datasets/tests/test_rcv1.py
322
2414
"""Test the rcv1 loader. Skipped if rcv1 is not already downloaded to data_home. """ import errno import scipy.sparse as sp import numpy as np from sklearn.datasets import fetch_rcv1 from sklearn.utils.testing import assert_almost_equal from sklearn.utils.testing import assert_array_equal from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_true from sklearn.utils.testing import SkipTest def test_fetch_rcv1(): try: data1 = fetch_rcv1(shuffle=False, download_if_missing=False) except IOError as e: if e.errno == errno.ENOENT: raise SkipTest("Download RCV1 dataset to run this test.") X1, Y1 = data1.data, data1.target cat_list, s1 = data1.target_names.tolist(), data1.sample_id # test sparsity assert_true(sp.issparse(X1)) assert_true(sp.issparse(Y1)) assert_equal(60915113, X1.data.size) assert_equal(2606875, Y1.data.size) # test shapes assert_equal((804414, 47236), X1.shape) assert_equal((804414, 103), Y1.shape) assert_equal((804414,), s1.shape) assert_equal(103, len(cat_list)) # test ordering of categories first_categories = [u'C11', u'C12', u'C13', u'C14', u'C15', u'C151'] assert_array_equal(first_categories, cat_list[:6]) # test number of sample for some categories some_categories = ('GMIL', 'E143', 'CCAT') number_non_zero_in_cat = (5, 1206, 381327) for num, cat in zip(number_non_zero_in_cat, some_categories): j = cat_list.index(cat) assert_equal(num, Y1[:, j].data.size) # test shuffling and subset data2 = fetch_rcv1(shuffle=True, subset='train', random_state=77, download_if_missing=False) X2, Y2 = data2.data, data2.target s2 = data2.sample_id # The first 23149 samples are the training samples assert_array_equal(np.sort(s1[:23149]), np.sort(s2)) # test some precise values some_sample_ids = (2286, 3274, 14042) for sample_id in some_sample_ids: idx1 = s1.tolist().index(sample_id) idx2 = s2.tolist().index(sample_id) feature_values_1 = X1[idx1, :].toarray() feature_values_2 = X2[idx2, :].toarray() assert_almost_equal(feature_values_1, feature_values_2) target_values_1 = Y1[idx1, :].toarray() target_values_2 = Y2[idx2, :].toarray() assert_almost_equal(target_values_1, target_values_2)
bsd-3-clause
QUANTAXIS/QUANTAXIS
QUANTAXIS/QAIndicator/talib_series.py
2
6018
# coding:utf-8 # # The MIT License (MIT) # # Copyright (c) 2016-2021 yutiansut/QUANTAXIS # # Permission is hereby granted, free of charge, to any person obtaining a copy # of this software and associated documentation files (the "Software"), to deal # in the Software without restriction, including without limitation the rights # to use, copy, modify, merge, publish, distribute, sublicense, and/or sell # copies of the Software, and to permit persons to whom the Software is # furnished to do so, subject to the following conditions: # # The above copyright notice and this permission notice shall be included in all # copies or substantial portions of the Software. # # THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR # IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, # FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE # AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER # LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, # OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE # SOFTWARE. try: import talib except: pass #print('PLEASE install TALIB to call these methods') import pandas as pd def CMO(Series, timeperiod=14): res = talib.CMO(Series.values, timeperiod) return pd.Series(res, index=Series.index) def BBANDS(Series, timeperiod=5, nbdevup=2, nbdevdn=2, matype=0): up, middle, low = talib.BBANDS( Series.values, timeperiod, nbdevup, nbdevdn, matype) return pd.Series(up, index=Series.index), pd.Series(middle, index=Series.index), pd.Series(low, index=Series.index) def BETA(SeriesA, SeriesB, timeperiod=5): res = talib.BETA(SeriesA.values, SeriesB.values, timeperiod) return pd.Series(res, index=SeriesA.index) def CORREL(SeriesA, SeriesB, timeperiod=5): res = talib.BETA(SeriesA.values, SeriesB.values, timeperiod) return pd.Series(res, index=SeriesA.index) def DEMA(Series, timeperiod=30): res = talib.DEMA(Series.values, timeperiod) return pd.Series(res, index=Series.index) # def EMA(Series, timeperiod=30): # res = talib.EMA(Series.values, timeperiod) # return pd.Series(res, index=Series.index) def HT_DCPERIOD(Series): res = talib.HT_DCPERIOD(Series.values) return pd.Series(res, index=Series.index) def HT_DCPHASE(Series): res = talib.HT_DCPHASE(Series.values) return pd.Series(res, index=Series.index) def HT_PHASOR(Series): res = talib.HT_PHASOR(Series.values) return pd.Series(res, index=Series.index) def HT_SINE(Series): res = talib.HT_SINE(Series.values) return pd.Series(res, index=Series.index) def HT_TRENDLINE(Series): res = talib.HT_TRENDLINE(Series.values) return pd.Series(res, index=Series.index) def HT_TRENDMODE(Series): res = talib.HT_TRENDMODE(Series.values) return pd.Series(res, index=Series.index) def KAMA(Series, timeperiod=30): res = talib.KAMA(Series.values, timeperiod) return pd.Series(res, index=Series.index) def LINEARREG(Series, timeperiod=14): res = talib.LINEARREG(Series.values, timeperiod) return pd.Series(res, index=Series.index) def LINEARREG_ANGLE(Series, timeperiod=14): res = talib.LINEARREG_ANGLE(Series.values, timeperiod) return pd.Series(res, index=Series.index) def LINEARREG_INTERCEPT(Series, timeperiod=14): res = talib.LINEARREG_INTERCEPT(Series.values, timeperiod) return pd.Series(res, index=Series.index) def LINEARREG_SLOPE(Series, timeperiod=14): res = talib.LINEARREG_SLOPE(Series.values, timeperiod) return pd.Series(res, index=Series.index) # def MA(Series,): # 废弃* 因为和QA的MA函数冲突 # def MACD(Series): # 废弃* 因为和QA的MACD函数冲突 def MACDEXT(Series, fastperiod=12, fastmatype=0, slowperiod=26, slowmatype=0, signalperiod=9, signalmatype=0): macd, macdsignal, macdhist = talib.MACDEXT( Series.values, fastperiod, fastmatype, slowperiod, slowmatype, signalperiod, signalmatype) return pd.Series(macd, index=Series.index), pd.Series(macdsignal, index=Series.index), pd.Series(macdhist, index=Series.index) def MACDFIX(Series, timeperiod=9): macd, macdsignal, macdhist = talib.MACDFIX(Series.values, timeperiod) return pd.Series(macd, index=Series.index), pd.Series(macdsignal, index=Series.index), pd.Series(macdhist, index=Series.index) def MAMA(Series, fastlimit=0.5, slowlimit=0.05): mama, fama = talib.MAMA(Series.values, fastlimit, slowlimit) return pd.Series(mama, index=Series.index), pd.Series(fama, index=Series.index) # # MAVP - Moving average with variable period # real = talib.MAVP(close, periods, minperiod=2, maxperiod=30, matype=0) # # MIDPOINT - MidPoint over period # real = talib.MIDPOINT(close, timeperiod=14) # # MIDPRICE - Midpoint Price over period # real = talib.MIDPRICE(high, low, timeperiod=14) # # SAREXT - Parabolic SAR - Extended # real = SAREXT(high, low, startvalue=0, offsetonreverse=0, accelerationinitlong=0, # accelerationlong=0, accelerationmaxlong=0, accelerationinitshort=0, accelerationshort=0, accelerationmaxshort=0) # # T3 - Triple Exponential Moving Average (T3) # real = T3(close, timeperiod=5, vfactor=0) # # TEMA - Triple Exponential Moving Average # real = TEMA(close, timeperiod=30) # # TRIMA - Triangular Moving Average # real = TRIMA(close, timeperiod=30) # # WMA - Weighted Moving Average # real = WMA(close, timeperiod=30) def SMA(Series, timeperiod=30): return pd.Series(talib.SMA(Series.values, timeperiod), index=Series.index) def STDDEV(Series, timeperiod=5, nbdev=1): return pd.Series(talib.STDDEV(Series.values, timeperiod, nbdev), index=Series.index) def STOCHRSI(Series, timeperiod=14, fastk_period=5, fastd_period=3, fastd_matype=0): fastk, fastd = talib.STOCHRSI( Series.values, fastk_period, fastd_period, fastd_matype) return pd.Series(fastk, index=Series.index), pd.Series(fastd, index=Series.index)
mit
Supermem/ibis
ibis/impala/client.py
6
48961
# Copyright 2014 Cloudera Inc. # # 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 posixpath import join as pjoin import re import six import threading import weakref import hdfs import ibis.common as com from ibis.config import options from ibis.client import (Query, AsyncQuery, Database, DatabaseEntity, SQLClient) from ibis.compat import lzip from ibis.filesystems import HDFS, WebHDFS from ibis.impala import udf, ddl from ibis.impala.compat import impyla, ImpylaError, HS2Error from ibis.impala.compiler import build_ast from ibis.sql.compiler import DDL import ibis.expr.datatypes as dt import ibis.expr.types as ir import ibis.expr.operations as ops import ibis.util as util if six.PY2: import Queue as queue else: import queue class ImpalaDatabase(Database): def list_udfs(self, like=None): return self.client.list_udfs(like=self._qualify_like(like), database=self.name) def list_udas(self, like=None): return self.client.list_udas(like=self._qualify_like(like), database=self.name) class ImpalaConnection(object): """ Database connection wrapper """ def __init__(self, pool_size=8, database='default', **params): self.params = params self.codegen_disabled = False self.database = database self.lock = threading.Lock() self.connection_pool = queue.Queue(pool_size) self.connection_pool_size = 0 self.max_pool_size = pool_size self._connections = weakref.WeakValueDictionary() self.ping() def close(self): """ Close all open Impyla sessions """ for k, con in self._connections.items(): con.close() def set_database(self, name): self.database = name def disable_codegen(self, disabled=True): self.codegen_disabled = disabled def execute(self, query, async=False): if isinstance(query, DDL): query = query.compile() cursor = self._get_cursor() self.log(query) try: cursor.execute(query, async=async) except: cursor.release() self.error('Exception caused by {0}'.format(query)) raise return cursor def log(self, msg): if options.verbose: (options.verbose_log or to_stdout)(msg) def error(self, msg): self.log(msg) def fetchall(self, query): with self.execute(query) as cur: results = cur.fetchall() return results def _get_cursor(self): try: cur = self.connection_pool.get(False) if cur.database != self.database: cur = self._new_cursor() if cur.codegen_disabled != self.codegen_disabled: cur.disable_codegen(self.codegen_disabled) return cur except queue.Empty: if self.connection_pool_size < self.max_pool_size: cursor = self._new_cursor() self.connection_pool_size += 1 return cursor else: raise com.InternalError('Too many concurrent / hung queries') def _new_cursor(self): params = self.params.copy() con = impyla.connect(database=self.database, **params) self._connections[id(con)] = con # make sure the connection works cursor = con.cursor() cursor.ping() wrapper = ImpalaCursor(cursor, self, con, self.database) if self.codegen_disabled: wrapper.disable_codegen(self.codegen_disabled) return wrapper def ping(self): self._new_cursor() class ImpalaCursor(object): def __init__(self, cursor, con, impyla_con, database, codegen_disabled=False): self.cursor = cursor self.con = con self.impyla_con = impyla_con self.database = database self.codegen_disabled = codegen_disabled def __del__(self): self._close_cursor() def _close_cursor(self): try: self.cursor.close() except HS2Error as e: # connection was closed elsewhere if 'invalid session' not in e.args[0].lower(): raise def __enter__(self): return self def __exit__(self, type, value, tb): self.release() def disable_codegen(self, disabled=True): self.codegen_disabled = disabled query = ('SET disable_codegen={0}' .format('true' if disabled else 'false')) self.cursor.execute(query) @property def description(self): return self.cursor.description def release(self): self.con.connection_pool.put(self) def execute(self, stmt, async=False): if async: self.cursor.execute_async(stmt) else: self.cursor.execute(stmt) def is_finished(self): return not self.is_executing() def is_executing(self): return self.cursor.is_executing() def cancel(self): self.cursor.cancel_operation() def fetchall(self): return self.cursor.fetchall() class ImpalaQuery(Query): def _db_type_to_dtype(self, db_type): return _HS2_TTypeId_to_dtype[db_type] class ImpalaAsyncQuery(ImpalaQuery, AsyncQuery): def __init__(self, client, ddl): super(ImpalaAsyncQuery, self).__init__(client, ddl) self._cursor = None self._exception = None self._execute_thread = None self._execute_complete = False self._operation_active = False def __del__(self): if self._cursor is not None: self._cursor.release() def execute(self): if self._operation_active: raise com.IbisError('operation already active') con = self.client.con # XXX: there is codegen overhead somewhere which causes execute_async # to block, unfortunately. This threading hack works around it def _async_execute(): try: self._cursor = con.execute(self.compiled_ddl, async=True) except Exception as e: self._exception = e self._execute_complete = True self._execute_complete = False self._operation_active = True self._execute_thread = threading.Thread(target=_async_execute) self._execute_thread.start() return self def _wait_execute(self): if not self._operation_active: raise com.IbisError('No active query') if self._execute_thread.is_alive(): self._execute_thread.join() elif self._exception is not None: raise self._exception def is_finished(self): """ Return True if the operation is finished """ from impala.error import ProgrammingError self._wait_execute() try: return self._cursor.is_finished() except ProgrammingError as e: if 'state is not available' in e.args[0]: return True raise def cancel(self): """ Cancel the query (or attempt to) """ self._wait_execute() return self._cursor.cancel() def status(self): """ Retrieve Impala query status """ self._wait_execute() from impala.hiveserver2 import get_operation_status cur = self._cursor handle = cur._last_operation_handle return get_operation_status(cur.service, handle) def wait(self, progress_bar=True): raise NotImplementedError def get_result(self): """ Presuming the operation is completed, return the cursor result as would be returned by the synchronous query API """ self._wait_execute() result = self._fetch_from_cursor(self._cursor) return self._wrap_result(result) _HS2_TTypeId_to_dtype = { 'BOOLEAN': 'bool', 'TINYINT': 'int8', 'SMALLINT': 'int16', 'INT': 'int32', 'BIGINT': 'int64', 'TIMESTAMP': 'datetime64[ns]', 'FLOAT': 'float32', 'DOUBLE': 'float64', 'STRING': 'string', 'DECIMAL': 'object', 'BINARY': 'string', 'VARCHAR': 'string', 'CHAR': 'string' } class ImpalaClient(SQLClient): """ An Ibis client interface that uses Impala """ database_class = ImpalaDatabase sync_query = ImpalaQuery async_query = ImpalaAsyncQuery def __init__(self, con, hdfs_client=None, **params): self.con = con if isinstance(hdfs_client, hdfs.Client): hdfs_client = WebHDFS(hdfs_client) elif hdfs_client is not None and not isinstance(hdfs_client, HDFS): raise TypeError(hdfs_client) self._hdfs = hdfs_client self._temp_objects = weakref.WeakValueDictionary() self._ensure_temp_db_exists() def _build_ast(self, expr): return build_ast(expr) @property def hdfs(self): if self._hdfs is None: raise com.IbisError('No HDFS connection; must pass connection ' 'using the hdfs_client argument to ' 'ibis.make_client') return self._hdfs @property def _table_expr_klass(self): return ImpalaTable def close(self): """ Close Impala connection and drop any temporary objects """ for k, v in self._temp_objects.items(): try: v.drop() except HS2Error: pass self.con.close() def disable_codegen(self, disabled=True): """ Turn off or on LLVM codegen in Impala query execution Parameters ---------- disabled : boolean, default True To disable codegen, pass with no argument or True. To enable codegen, pass False """ self.con.disable_codegen(disabled) def log(self, msg): if options.verbose: (options.verbose_log or to_stdout)(msg) def _fully_qualified_name(self, name, database): if ddl._is_fully_qualified(name): return name database = database or self.current_database return '{0}.`{1}`'.format(database, name) def list_tables(self, like=None, database=None): """ List tables in the current (or indicated) database. Like the SHOW TABLES command in the impala-shell. Parameters ---------- like : string, default None e.g. 'foo*' to match all tables starting with 'foo' database : string, default None If not passed, uses the current/default database Returns ------- tables : list of strings """ statement = 'SHOW TABLES' if database: statement += ' IN {0}'.format(database) if like: m = ddl.fully_qualified_re.match(like) if m: database, quoted, unquoted = m.groups() like = quoted or unquoted return self.list_tables(like=like, database=database) statement += " LIKE '{0}'".format(like) with self._execute(statement, results=True) as cur: result = self._get_list(cur) return result def _get_list(self, cur): tuples = cur.fetchall() if len(tuples) > 0: return list(lzip(*tuples)[0]) else: return [] def set_database(self, name): """ Set the default database scope for client """ self.con.set_database(name) def exists_database(self, name): """ Checks if a given database exists Parameters ---------- name : string Database name Returns ------- if_exists : boolean """ return len(self.list_databases(like=name)) > 0 def create_database(self, name, path=None, force=False): """ Create a new Impala database Parameters ---------- name : string Database name path : string, default None HDFS path where to store the database data; otherwise uses Impala default """ if path: # explicit mkdir ensures the user own the dir rather than impala, # which is easier for manual cleanup, if necessary self.hdfs.mkdir(path) statement = ddl.CreateDatabase(name, path=path, can_exist=force) self._execute(statement) def drop_database(self, name, force=False): """ Drop an Impala database Parameters ---------- name : string Database name force : boolean, default False If False and there are any tables in this database, raises an IntegrityError """ if not force or self.exists_database(name): tables = self.list_tables(database=name) udfs = self.list_udfs(database=name) udas = self.list_udas(database=name) else: tables = [] udfs = [] udas = [] if force: for table in tables: self.log('Dropping {0}'.format('{0}.{1}'.format(name, table))) self.drop_table_or_view(table, database=name) for func in udfs: self.log('Dropping function {0}({1})'.format(func.name, func.inputs)) self.drop_udf(func.name, input_types=func.inputs, database=name, force=True) for func in udas: self.log('Dropping aggregate function {0}({1})' .format(func.name, func.inputs)) self.drop_uda(func.name, input_types=func.inputs, database=name, force=True) else: if len(tables) > 0 or len(udfs) > 0 or len(udas) > 0: raise com.IntegrityError('Database {0} must be empty before ' 'being dropped, or set ' 'force=True'.format(name)) statement = ddl.DropDatabase(name, must_exist=not force) self._execute(statement) def list_databases(self, like=None): """ List databases in the Impala cluster. Like the SHOW DATABASES command in the impala-shell. Parameters ---------- like : string, default None e.g. 'foo*' to match all tables starting with 'foo' Returns ------- databases : list of strings """ statement = 'SHOW DATABASES' if like: statement += " LIKE '{0}'".format(like) with self._execute(statement, results=True) as cur: results = self._get_list(cur) return results def get_partition_schema(self, table_name, database=None): """ For partitioned tables, return the schema (names and types) for the partition columns Parameters ---------- table_name : string May be fully qualified database : string, default None Returns ------- partition_schema : ibis Schema """ qualified_name = self._fully_qualified_name(table_name, database) schema = self.get_schema(table_name, database=database) name_to_type = dict(zip(schema.names, schema.types)) query = 'SHOW PARTITIONS {0}'.format(qualified_name) result = self._execute_query(query) partition_fields = [] for x in result.columns: if x not in name_to_type: break partition_fields.append((x, name_to_type[x])) pnames, ptypes = zip(*partition_fields) return dt.Schema(pnames, ptypes) def get_schema(self, table_name, database=None): """ Return a Schema object for the indicated table and database Parameters ---------- table_name : string May be fully qualified database : string, default None Returns ------- schema : ibis Schema """ qualified_name = self._fully_qualified_name(table_name, database) query = 'DESCRIBE {0}'.format(qualified_name) tuples = self.con.fetchall(query) names, types, comments = zip(*tuples) ibis_types = [] for t in types: t = t.lower() t = udf._impala_to_ibis_type.get(t, t) ibis_types.append(t) names = [x.lower() for x in names] return dt.Schema(names, ibis_types) def exists_table(self, name, database=None): """ Determine if the indicated table or view exists Parameters ---------- name : string database : string, default None Returns ------- if_exists : boolean """ return len(self.list_tables(like=name, database=database)) > 0 def create_view(self, name, expr, database=None): """ Create an Impala view from a table expression Parameters ---------- name : string expr : ibis TableExpr database : string, default None """ ast = self._build_ast(expr) select = ast.queries[0] statement = ddl.CreateView(name, select, database=database) self._execute(statement) def drop_view(self, name, database=None, force=False): """ Drop an Impala view Parameters ---------- name : string database : string, default None force : boolean, default False Database may throw exception if table does not exist """ statement = ddl.DropView(name, database=database, must_exist=not force) self._execute(statement) def create_table(self, table_name, expr=None, schema=None, database=None, format='parquet', force=False, external=False, path=None, partition=None, like_parquet=None): """ Create a new table in Impala using an Ibis table expression Parameters ---------- table_name : string expr : TableExpr, optional If passed, creates table from select statement results schema : ibis.Schema, optional Mutually exclusive with expr, creates an empty table with a particular schema database : string, default None (optional) format : {'parquet'} force : boolean, default False Do not create table if table with indicated name already exists external : boolean, default False Create an external table; Impala will not delete the underlying data when the table is dropped path : string, default None Specify the path where Impala reads and writes files for the table partition : list of strings Must pass a schema to use this. Cannot partition from an expression (create-table-as-select) like_parquet : string (HDFS path), optional Can specify in lieu of a schema Examples -------- con.create_table('new_table_name', table_expr) """ if like_parquet is not None: raise NotImplementedError if expr is not None: ast = self._build_ast(expr) select = ast.queries[0] if partition is not None: # Fairly certain this is currently the case raise ValueError('partition not supported with ' 'create-table-as-select') statement = ddl.CTAS(table_name, select, database=database, can_exist=force, format=format, external=external, path=path) elif schema is not None: statement = ddl.CreateTableWithSchema( table_name, schema, ddl.NoFormat(), database=database, format=format, can_exist=force, external=external, path=path, partition=partition) else: raise com.IbisError('Must pass expr or schema') self._execute(statement) def pandas(self, df, name=None, database=None, persist=False): """ Create a (possibly temp) parquet table from a local pandas DataFrame. """ name, database = self._get_concrete_table_path(name, database, persist=persist) qualified_name = self._fully_qualified_name(name, database) # write df to a temp CSV file on HDFS temp_csv_hdfs_dir = pjoin(options.impala.temp_hdfs_path, util.guid()) buf = six.BytesIO() df.to_csv(buf, header=False, index=False, na_rep='\\N') self.hdfs.put(pjoin(temp_csv_hdfs_dir, '0.csv'), buf) # define a temporary table using delimited data schema = pandas_to_ibis_schema(df) table = self.delimited_file( temp_csv_hdfs_dir, schema, name='ibis_tmp_pandas_{0}'.format(util.guid()), database=database, external=True, persist=False) # CTAS into Parquet self.create_table(name, expr=table, database=database, format='parquet', force=False) # cleanup self.hdfs.delete(temp_csv_hdfs_dir, recursive=True) return self._wrap_new_table(qualified_name, persist) def avro_file(self, hdfs_dir, avro_schema, name=None, database=None, external=True, persist=False): """ Create a (possibly temporary) table to read a collection of Avro data. Parameters ---------- hdfs_dir : string Absolute HDFS path to directory containing avro files avro_schema : dict The Avro schema for the data as a Python dict name : string, default None database : string, default None external : boolean, default True persist : boolean, default False Returns ------- avro_table : ImpalaTable """ name, database = self._get_concrete_table_path(name, database, persist=persist) qualified_name = self._fully_qualified_name(name, database) stmt = ddl.CreateTableAvro(name, hdfs_dir, avro_schema, database=database, external=external) self._execute(stmt) return self._wrap_new_table(qualified_name, persist) def delimited_file(self, hdfs_dir, schema, name=None, database=None, delimiter=',', escapechar=None, lineterminator=None, external=True, persist=False): """ Interpret delimited text files (CSV / TSV / etc.) as an Ibis table. See `parquet_file` for more exposition on what happens under the hood. Parameters ---------- hdfs_dir : string HDFS directory name containing delimited text files schema : ibis Schema name : string, default None Name for temporary or persistent table; otherwise random one generated database : string Database to create the (possibly temporary) table in delimiter : length-1 string, default ',' Pass None if there is no delimiter escapechar : length-1 string Character used to escape special characters lineterminator : length-1 string Character used to delimit lines external : boolean, default True Create table as EXTERNAL (data will not be deleted on drop). Not that if persist=False and external=False, whatever data you reference will be deleted persist : boolean, default False If True, do not delete the table upon garbage collection of ibis table object Returns ------- delimited_table : ImpalaTable """ name, database = self._get_concrete_table_path(name, database, persist=persist) qualified_name = self._fully_qualified_name(name, database) stmt = ddl.CreateTableDelimited(name, hdfs_dir, schema, database=database, delimiter=delimiter, external=external, lineterminator=lineterminator, escapechar=escapechar) self._execute(stmt) return self._wrap_new_table(qualified_name, persist) def parquet_file(self, hdfs_dir, schema=None, name=None, database=None, external=True, like_file=None, like_table=None, persist=False): """ Make indicated parquet file in HDFS available as an Ibis table. The table created can be optionally named and persisted, otherwise a unique name will be generated. Temporarily, for any non-persistent external table created by Ibis we will attempt to drop it when the underlying object is garbage collected (or the Python interpreter shuts down normally). Parameters ---------- hdfs_dir : string Path in HDFS schema : ibis Schema If no schema provided, and neither of the like_* argument is passed, one will be inferred from one of the parquet files in the directory. like_file : string Absolute path to Parquet file in HDFS to use for schema definitions. An alternative to having to supply an explicit schema like_table : string Fully scoped and escaped string to an Impala table whose schema we will use for the newly created table. name : string, optional random unique name generated otherwise database : string, optional Database to create the (possibly temporary) table in external : boolean, default True If a table is external, the referenced data will not be deleted when the table is dropped in Impala. Otherwise (external=False) Impala takes ownership of the Parquet file. persist : boolean, default False Do not drop the table upon Ibis garbage collection / interpreter shutdown Returns ------- parquet_table : ImpalaTable """ name, database = self._get_concrete_table_path(name, database, persist=persist) # If no schema provided, need to find some absolute path to a file in # the HDFS directory if like_file is None and like_table is None and schema is None: file_name = self.hdfs._find_any_file(hdfs_dir) like_file = pjoin(hdfs_dir, file_name) qualified_name = self._fully_qualified_name(name, database) stmt = ddl.CreateTableParquet(name, hdfs_dir, schema=schema, database=database, example_file=like_file, example_table=like_table, external=external, can_exist=False) self._execute(stmt) return self._wrap_new_table(qualified_name, persist) def _get_concrete_table_path(self, name, database, persist=False): if not persist: if name is None: name = util.guid() if database is None: self._ensure_temp_db_exists() database = options.impala.temp_db return name, database else: if name is None: raise com.IbisError('Must pass table name if persist=True') return name, database def _ensure_temp_db_exists(self): # TODO: session memoize to avoid unnecessary `SHOW DATABASES` calls name, path = options.impala.temp_db, options.impala.temp_hdfs_path if not self.exists_database(name): self.create_database(name, path=path, force=True) def _wrap_new_table(self, qualified_name, persist): if persist: t = self.table(qualified_name) else: schema = self._get_table_schema(qualified_name) node = ImpalaTemporaryTable(qualified_name, schema, self) t = self._table_expr_klass(node) # Compute number of rows in table for better default query planning cardinality = t.count().execute() set_card = ("alter table {0} set tblproperties('numRows'='{1}', " "'STATS_GENERATED_VIA_STATS_TASK' = 'true')" .format(qualified_name, cardinality)) self._execute(set_card) self._temp_objects[id(t)] = t return t def text_file(self, hdfs_path, column_name='value'): """ Interpret text data as a table with a single string column. Parameters ---------- Returns ------- text_table : TableExpr """ pass def insert(self, table_name, expr, database=None, overwrite=False, validate=True): """ Insert into existing table Parameters ---------- table_name : string expr : TableExpr database : string, default None overwrite : boolean, default False If True, will replace existing contents of table validate : boolean, default True If True, do more rigorous validation that schema of table being inserted is compatible with the existing table Examples -------- con.insert('my_table', table_expr) # Completely overwrite contents con.insert('my_table', table_expr, overwrite=True) """ if validate: existing_schema = self.get_schema(table_name, database=database) insert_schema = expr.schema() if not insert_schema.equals(existing_schema): _validate_compatible(insert_schema, existing_schema) ast = self._build_ast(expr) select = ast.queries[0] statement = ddl.InsertSelect(table_name, select, database=database, overwrite=overwrite) self._execute(statement) def drop_table(self, table_name, database=None, force=False): """ Drop an Impala table Parameters ---------- table_name : string database : string, default None (optional) force : boolean, default False Database may throw exception if table does not exist Examples -------- con.drop_table('my_table', database='operations', force=True) """ statement = ddl.DropTable(table_name, database=database, must_exist=not force) self._execute(statement) def truncate_table(self, table_name, database=None): """ Delete all rows from, but do not drop, an existing table Parameters ---------- table_name : string database : string, default None (optional) """ statement = ddl.TruncateTable(table_name, database=database) self._execute(statement) def drop_table_or_view(self, name, database=None, force=False): """ Attempt to drop a relation that may be a view or table """ try: self.drop_table(name, database=database) except Exception as e: try: self.drop_view(name, database=database) except: raise e def cache_table(self, table_name, database=None, pool='default'): """ Caches a table in cluster memory in the given pool. Parameters ---------- table_name : string database : string default None (optional) pool : string, default 'default' The name of the pool in which to cache the table Examples -------- con.cache_table('my_table', database='operations', pool='op_4GB_pool') """ statement = ddl.CacheTable(table_name, database=database, pool=pool) self._execute(statement) def _get_table_schema(self, tname): query = 'SELECT * FROM {0} LIMIT 0'.format(tname) return self._get_schema_using_query(query) def _get_schema_using_query(self, query): with self._execute(query, results=True) as cur: # resets the state of the cursor and closes operation cur.fetchall() names, ibis_types = self._adapt_types(cur.description) # per #321; most Impala tables will be lower case already, but Avro # data, depending on the version of Impala, might have field names in # the metastore cased according to the explicit case in the declared # avro schema. This is very annoying, so it's easier to just conform on # all lowercase fields from Impala. names = [x.lower() for x in names] return dt.Schema(names, ibis_types) def create_function(self, func, name=None, database=None): """ Creates a function within Impala Parameters ---------- func : ImpalaUDF or ImpalaUDA Created with wrap_udf or wrap_uda name : string (optional) database : string (optional) """ if name is None: name = func.name database = database or self.current_database if isinstance(func, udf.ImpalaUDF): stmt = ddl.CreateFunction(func.lib_path, func.so_symbol, func.input_type, func.output, name, database) elif isinstance(func, udf.ImpalaUDA): stmt = ddl.CreateAggregateFunction(func.lib_path, func.input_type, func.output, func.update_fn, func.init_fn, func.merge_fn, func.serialize_fn, func.finalize_fn, name, database) else: raise TypeError(func) self._execute(stmt) def drop_udf(self, name, input_types=None, database=None, force=False, aggregate=False): """ Drops a UDF If only name is given, this will search for the relevant UDF and drop it. To delete an overloaded UDF, give only a name and force=True Parameters ---------- name : string input_types : list of strings (optional) force : boolean, default False Must be set to true to drop overloaded UDFs database : string, default None aggregate : boolean, default False """ if not input_types: if not database: database = self.current_database result = self.list_udfs(database=database, like=name) if len(result) > 1: if force: for func in result: self._drop_single_function(func.name, func.inputs, database=database, aggregate=aggregate) return else: raise Exception("More than one function " + "with {0} found.".format(name) + "Please specify force=True") elif len(result) == 1: func = result.pop() self._drop_single_function(func.name, func.inputs, database=database, aggregate=aggregate) return else: raise Exception("No function found with name {0}" .format(name)) self._drop_single_function(name, input_types, database=database, aggregate=aggregate) def drop_uda(self, name, input_types=None, database=None, force=False): """ Drop aggregate function. See drop_udf for more information on the parameters. """ return self.drop_udf(name, input_types=input_types, database=database, force=force) def _drop_single_function(self, name, input_types, database=None, aggregate=False): stmt = ddl.DropFunction(name, input_types, must_exist=False, aggregate=aggregate, database=database) self._execute(stmt) def _drop_all_functions(self, database): udfs = self.list_udfs(database=database) for fnct in udfs: stmt = ddl.DropFunction(fnct.name, fnct.inputs, must_exist=False, aggregate=False, database=database) self._execute(stmt) udafs = self.list_udas(database=database) for udaf in udafs: stmt = ddl.DropFunction(udaf.name, udaf.inputs, must_exist=False, aggregate=True, database=database) self._execute(stmt) def list_udfs(self, database=None, like=None): """ Lists all UDFs associated with given database Parameters ---------- database : string like : string for searching (optional) """ if not database: database = self.current_database statement = ddl.ListFunction(database, like=like, aggregate=False) with self._execute(statement, results=True) as cur: result = self._get_udfs(cur, udf.ImpalaUDF) return result def list_udas(self, database=None, like=None): """ Lists all UDAFs associated with a given database Parameters ---------- database : string like : string for searching (optional) """ if not database: database = self.current_database statement = ddl.ListFunction(database, like=like, aggregate=True) with self._execute(statement, results=True) as cur: result = self._get_udfs(cur, udf.ImpalaUDA) return result def _get_udfs(self, cur, klass): from ibis.expr.rules import varargs from ibis.expr.datatypes import validate_type def _to_type(x): ibis_type = udf._impala_type_to_ibis(x.lower()) return validate_type(ibis_type) tuples = cur.fetchall() if len(tuples) > 0: result = [] for out_type, sig in tuples: name, types = _split_signature(sig) types = _type_parser(types).types inputs = [] for arg in types: argm = _arg_type.match(arg) var, simple = argm.groups() if simple: t = _to_type(simple) inputs.append(t) else: t = _to_type(var) inputs = varargs(t) # TODO # inputs.append(varargs(t)) break output = udf._impala_type_to_ibis(out_type.lower()) result.append(klass(inputs, output, name=name)) return result else: return [] def exists_udf(self, name, database=None): """ Checks if a given UDF exists within a specified database Parameters ---------- name : string, UDF name database : string, database name Returns ------- if_exists : boolean """ return len(self.list_udfs(database=database, like=name)) > 0 def exists_uda(self, name, database=None): """ Checks if a given UDAF exists within a specified database Parameters ---------- name : string, UDAF name database : string, database name Returns ------- if_exists : boolean """ return len(self.list_udas(database=database, like=name)) > 0 def _adapt_types(self, descr): names = [] adapted_types = [] for col in descr: names.append(col[0]) impala_typename = col[1] typename = udf._impala_to_ibis_type[impala_typename.lower()] if typename == 'decimal': precision, scale = col[4:6] adapted_types.append(dt.Decimal(precision, scale)) else: adapted_types.append(typename) return names, adapted_types def _set_limit(query, k): limited_query = '{0}\nLIMIT {1}'.format(query, k) return limited_query def to_stdout(x): print(x) # ---------------------------------------------------------------------- # ORM-ish usability layer class ScalarFunction(DatabaseEntity): def drop(self): pass class AggregateFunction(DatabaseEntity): def drop(self): pass class ImpalaTable(ir.TableExpr, DatabaseEntity): """ References a physical table in the Impala-Hive metastore """ @property def _qualified_name(self): return self.op().args[0] @property def _unqualified_name(self): return self._match_name()[1] @property def _client(self): return self.op().args[2] def _match_name(self): m = ddl.fully_qualified_re.match(self._qualified_name) if not m: raise com.IbisError('Cannot determine database name from {0}' .format(self._qualified_name)) db, quoted, unquoted = m.groups() return db, quoted or unquoted @property def _database(self): return self._match_name()[0] def compute_stats(self): """ Invoke Impala COMPUTE STATS command to compute column, table, and partition statistics. No return value. """ stmt = 'COMPUTE STATS {0}'.format(self._qualified_name) self._client._execute(stmt) def drop(self): """ Drop the table from the database """ self._client.drop_table_or_view(self._qualified_name) def insert(self, expr, overwrite=False, validate=True): """ Insert into Impala table. Wraps ImpalaClient.insert Parameters ---------- expr : TableExpr overwrite : boolean, default False If True, will replace existing contents of table validate : boolean, default True If True, do more rigorous validation that schema of table being inserted is compatible with the existing table Examples -------- t.insert(table_expr) # Completely overwrite contents t.insert(table_expr, overwrite=True) """ self._client.insert(self._qualified_name, expr, overwrite=overwrite, validate=validate) def rename(self, new_name, database=None): """ Rename table inside Impala. Beware: mutates table expression in place. Parameters ---------- new_name : string database : string """ m = ddl.fully_qualified_re.match(new_name) if not m and database is None: database = self._database statement = ddl.RenameTable(self._qualified_name, new_name, new_database=database) self._client._execute(statement) # HACK. Not sure about the best API here... op = self.op().change_name(statement.new_qualified_name) self._arg = op class ImpalaTemporaryTable(ops.DatabaseTable): def __del__(self): try: self.drop() except com.IbisError: pass def drop(self): try: self.source.drop_table(self.name) except ImpylaError: # database might have been dropped pass def pandas_col_to_ibis_type(col): import pandas.core.common as pdcom import ibis.expr.datatypes as dt import numpy as np dty = col.dtype # datetime types if pdcom.is_datetime64_dtype(dty): if pdcom.is_datetime64_ns_dtype(dty): return 'timestamp' else: raise com.IbisTypeError("Column {0} has dtype {1}, which is " "datetime64-like but does " "not use nanosecond units" .format(col.name, dty)) if pdcom.is_timedelta64_dtype(dty): print("Warning: encoding a timedelta64 as an int64") return 'int64' if pdcom.is_categorical_dtype(dty): return dt.Category(len(col.cat.categories)) if pdcom.is_bool_dtype(dty): return 'boolean' # simple numerical types if issubclass(dty.type, np.int8): return 'int8' if issubclass(dty.type, np.int16): return 'int16' if issubclass(dty.type, np.int32): return 'int32' if issubclass(dty.type, np.int64): return 'int64' if issubclass(dty.type, np.float32): return 'float' if issubclass(dty.type, np.float64): return 'double' if issubclass(dty.type, np.uint8): return 'int16' if issubclass(dty.type, np.uint16): return 'int32' if issubclass(dty.type, np.uint32): return 'int64' if issubclass(dty.type, np.uint64): raise com.IbisTypeError("Column {0} is an unsigned int64" .format(col.name)) if pdcom.is_object_dtype(dty): # TODO: overly broad? return 'string' raise com.IbisTypeError("Column {0} is dtype {1}" .format(col.name, dty)) def pandas_to_ibis_schema(frame): from ibis.expr.api import schema # no analog for decimal in pandas pairs = [] for col_name in frame: ibis_type = pandas_col_to_ibis_type(frame[col_name]) pairs.append((col_name, ibis_type)) return schema(pairs) def _validate_compatible(from_schema, to_schema): if from_schema.names != to_schema.names: raise com.IbisInputError('Schemas have different names') for lt, rt in zip(from_schema.types, to_schema.types): if not rt.can_implicit_cast(lt): raise com.IbisInputError('Cannot safely cast {0!r} to {1!r}' .format(lt, rt)) def _split_signature(x): name, rest = x.split('(', 1) return name, rest[:-1] _arg_type = re.compile('(.*)\.\.\.|([^\.]*)') class _type_parser(object): NORMAL, IN_PAREN = 0, 1 def __init__(self, value): self.value = value self.state = self.NORMAL self.buf = six.StringIO() self.types = [] for c in value: self._step(c) self._push() def _push(self): val = self.buf.getvalue().strip() if val: self.types.append(val) self.buf = six.StringIO() def _step(self, c): if self.state == self.NORMAL: if c == '(': self.state = self.IN_PAREN elif c == ',': self._push() return elif self.state == self.IN_PAREN: if c == ')': self.state = self.NORMAL self.buf.write(c)
apache-2.0
FluidityStokes/fluidity
tests/mms_rans_p2p1_cv_keps/function_printer.py
10
1113
from mms_keps_p1p1_bouss_tools import * from numpy import * import matplotlib import matplotlib.pyplot as plt import sys ''' run using: python3 function_printer.py AA BB CC DD .. n_rows where: AA, BB, CC, DD are names of functions in mms_keps_p1p1_bouss_tools.py (any number can be entered) n_rows is the number of rows to display the functions on ''' functions = [] for arg in sys.argv[1:-1]: functions.append(arg) n_rows = int(sys.argv[-1]) matplotlib.rcParams['xtick.direction'] = 'out' matplotlib.rcParams['ytick.direction'] = 'out' plt.subplots_adjust(left=None, bottom=None, right=None, top=None, wspace=0.2, hspace=0.2) res = 50 X = linspace(0.0, pi, res) Y = linspace(0.0, pi, res) x = [0,0] data = empty([len(functions), res, res]) for z, function in enumerate(functions): for j, x[0] in enumerate(X): for i, x[1] in enumerate(Y): data[z,i,j] = eval(function + '(x)') plt.subplot(n_rows, len(functions)/n_rows + 1, z+1) CS = plt.contour(X, Y, data[z]) plt.clabel(CS, inline=1, fontsize=10) plt.title(functions[z]) plt.show()
lgpl-2.1
levythu/swift
swift/common/middleware/xprofile.py
36
9905
# Copyright (c) 2010-2012 OpenStack, LLC. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or # implied. # See the License for the specific language governing permissions and # limitations under the License. """ Profiling middleware for Swift Servers. The current implementation is based on eventlet aware profiler.(For the future, more profilers could be added in to collect more data for analysis.) Profiling all incoming requests and accumulating cpu timing statistics information for performance tuning and optimization. An mini web UI is also provided for profiling data analysis. It can be accessed from the URL as below. Index page for browse profile data:: http://SERVER_IP:PORT/__profile__ List all profiles to return profile ids in json format:: http://SERVER_IP:PORT/__profile__/ http://SERVER_IP:PORT/__profile__/all Retrieve specific profile data in different formats:: http://SERVER_IP:PORT/__profile__/PROFILE_ID?format=[default|json|csv|ods] http://SERVER_IP:PORT/__profile__/current?format=[default|json|csv|ods] http://SERVER_IP:PORT/__profile__/all?format=[default|json|csv|ods] Retrieve metrics from specific function in json format:: http://SERVER_IP:PORT/__profile__/PROFILE_ID/NFL?format=json http://SERVER_IP:PORT/__profile__/current/NFL?format=json http://SERVER_IP:PORT/__profile__/all/NFL?format=json NFL is defined by concatenation of file name, function name and the first line number. e.g.:: account.py:50(GETorHEAD) or with full path: opt/stack/swift/swift/proxy/controllers/account.py:50(GETorHEAD) A list of URL examples: http://localhost:8080/__profile__ (proxy server) http://localhost:6000/__profile__/all (object server) http://localhost:6001/__profile__/current (container server) http://localhost:6002/__profile__/12345?format=json (account server) The profiling middleware can be configured in paste file for WSGI servers such as proxy, account, container and object servers. Please refer to the sample configuration files in etc directory. The profiling data is provided with four formats such as binary(by default), json, csv and odf spreadsheet which requires installing odfpy library. sudo pip install odfpy There's also a simple visualization capability which is enabled by using matplotlib toolkit. it is also required to be installed if you want to use it to visualize statistic data. sudo apt-get install python-matplotlib """ import os import sys import time from eventlet import greenthread, GreenPool, patcher import eventlet.green.profile as eprofile from swift import gettext_ as _ from swift.common.utils import get_logger, config_true_value from swift.common.swob import Request from x_profile.exceptions import NotFoundException, MethodNotAllowed,\ ProfileException from x_profile.html_viewer import HTMLViewer from x_profile.profile_model import ProfileLog # True if we are running on Python 3. PY3 = sys.version_info[0] == 3 if PY3: # pragma: no cover text_type = str else: text_type = unicode def bytes_(s, encoding='utf-8', errors='strict'): if isinstance(s, text_type): # pragma: no cover return s.encode(encoding, errors) return s try: from urllib.parse import parse_qs except ImportError: try: from urlparse import parse_qs except ImportError: # pragma: no cover from cgi import parse_qs DEFAULT_PROFILE_PREFIX = '/tmp/log/swift/profile/default.profile' # unwind the iterator; it may call start_response, do lots of work, etc PROFILE_EXEC_EAGER = """ app_iter = self.app(environ, start_response) app_iter_ = list(app_iter) if hasattr(app_iter, 'close'): app_iter.close() """ # don't unwind the iterator (don't consume resources) PROFILE_EXEC_LAZY = """ app_iter_ = self.app(environ, start_response) """ thread = patcher.original('thread') # non-monkeypatched module needed # This monkey patch code fix the problem of eventlet profile tool # which can not accumulate profiling results across multiple calls # of runcalls and runctx. def new_setup(self): self._has_setup = True self.cur = None self.timings = {} self.current_tasklet = greenthread.getcurrent() self.thread_id = thread.get_ident() self.simulate_call("profiler") def new_runctx(self, cmd, globals, locals): if not getattr(self, '_has_setup', False): self._setup() try: return self.base.runctx(self, cmd, globals, locals) finally: self.TallyTimings() def new_runcall(self, func, *args, **kw): if not getattr(self, '_has_setup', False): self._setup() try: return self.base.runcall(self, func, *args, **kw) finally: self.TallyTimings() class ProfileMiddleware(object): def __init__(self, app, conf): self.app = app self.logger = get_logger(conf, log_route='profile') self.log_filename_prefix = conf.get('log_filename_prefix', DEFAULT_PROFILE_PREFIX) dirname = os.path.dirname(self.log_filename_prefix) # Notes: this effort may fail due to permission denied. # it is better to be created and authorized to current # user in advance. if not os.path.exists(dirname): os.makedirs(dirname) self.dump_interval = float(conf.get('dump_interval', 5.0)) self.dump_timestamp = config_true_value(conf.get( 'dump_timestamp', 'no')) self.flush_at_shutdown = config_true_value(conf.get( 'flush_at_shutdown', 'no')) self.path = conf.get('path', '__profile__').replace('/', '') self.unwind = config_true_value(conf.get('unwind', 'no')) self.profile_module = conf.get('profile_module', 'eventlet.green.profile') self.profiler = get_profiler(self.profile_module) self.profile_log = ProfileLog(self.log_filename_prefix, self.dump_timestamp) self.viewer = HTMLViewer(self.path, self.profile_module, self.profile_log) self.dump_pool = GreenPool(1000) self.last_dump_at = None def __del__(self): if self.flush_at_shutdown: self.profile_log.clear(str(os.getpid())) def _combine_body_qs(self, request): wsgi_input = request.environ['wsgi.input'] query_dict = request.params qs_in_body = wsgi_input.read() query_dict.update(parse_qs(qs_in_body, keep_blank_values=True, strict_parsing=False)) return query_dict def dump_checkpoint(self): current_time = time.time() if self.last_dump_at is None or self.last_dump_at +\ self.dump_interval < current_time: self.dump_pool.spawn_n(self.profile_log.dump_profile, self.profiler, os.getpid()) self.last_dump_at = current_time def __call__(self, environ, start_response): request = Request(environ) path_entry = request.path_info.split('/') # hijack favicon request sent by browser so that it doesn't # invoke profiling hook and contaminate the data. if path_entry[1] == 'favicon.ico': start_response('200 OK', []) return '' elif path_entry[1] == self.path: try: self.dump_checkpoint() query_dict = self._combine_body_qs(request) content, headers = self.viewer.render(request.url, request.method, path_entry, query_dict, self.renew_profile) start_response('200 OK', headers) return [bytes_(content)] except MethodNotAllowed as mx: start_response('405 Method Not Allowed', []) return '%s' % mx except NotFoundException as nx: start_response('404 Not Found', []) return '%s' % nx except ProfileException as pf: start_response('500 Internal Server Error', []) return '%s' % pf except Exception as ex: start_response('500 Internal Server Error', []) return _('Error on render profiling results: %s') % ex else: _locals = locals() code = self.unwind and PROFILE_EXEC_EAGER or\ PROFILE_EXEC_LAZY self.profiler.runctx(code, globals(), _locals) app_iter = _locals['app_iter_'] self.dump_checkpoint() return app_iter def renew_profile(self): self.profiler = get_profiler(self.profile_module) def get_profiler(profile_module): if profile_module == 'eventlet.green.profile': eprofile.Profile._setup = new_setup eprofile.Profile.runctx = new_runctx eprofile.Profile.runcall = new_runcall # hacked method to import profile module supported in python 2.6 __import__(profile_module) return sys.modules[profile_module].Profile() def filter_factory(global_conf, **local_conf): conf = global_conf.copy() conf.update(local_conf) def profile_filter(app): return ProfileMiddleware(app, conf) return profile_filter
apache-2.0
Akshay0724/scikit-learn
sklearn/utils/estimator_checks.py
7
63731
from __future__ import print_function import types import warnings import sys import traceback 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_not_equal from sklearn.utils.testing import assert_true from sklearn.utils.testing import assert_false 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 assert_greater_equal from sklearn.utils.testing import SkipTest from sklearn.utils.testing import ignore_warnings from sklearn.utils.testing import assert_dict_equal 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.exceptions import ConvergenceWarning from sklearn.exceptions import DataConversionWarning from sklearn.exceptions import SkipTestWarning from sklearn.model_selection import train_test_split from sklearn.utils import shuffle from sklearn.utils.fixes import signature from sklearn.utils.validation import has_fit_parameter 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', 'GaussianProcessRegressor', '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_sample_weights_pandas_series yield check_sample_weights_list 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 classifiers 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 yield check_classifiers_regression_target 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 yield check_non_transformer_estimators_n_iter @ignore_warnings(category=DeprecationWarning) def check_supervised_y_no_nan(name, Estimator): # Checks that the Estimator targets are not NaN. rng = np.random.RandomState(888) X = rng.randn(10, 5) y = np.ones(10) * np.inf y = multioutput_estimator_convert_y_2d(name, y) errmsg = "Input contains NaN, infinity or a value too large for " \ "dtype('float64')." try: Estimator().fit(X, y) except ValueError as e: if str(e) != errmsg: raise ValueError("Estimator {0} raised warning as expected, but " "does not match expected error message" .format(name)) else: raise ValueError("Estimator {0} should have raised error on fitting " "array y with NaN value.".format(name)) 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 yield check_supervised_y_no_nan if name != 'CCA': # check that the regressor handles int input yield check_regressors_int if name != "GaussianProcessRegressor": # Test if NotFittedError is raised yield check_estimators_unfitted yield check_non_transformer_estimators_n_iter 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 # Dependent on external solvers and hence accessing the iter # param is non-trivial. external_solver = ['Isomap', 'KernelPCA', 'LocallyLinearEmbedding', 'RandomizedLasso', 'LogisticRegressionCV'] if name not in external_solver: yield check_transformer_n_iter 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 yield check_non_transformer_estimators_n_iter 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 yield check_get_params_invariance yield check_dict_unchanged yield check_no_fit_attributes_set_in_init yield check_dont_overwrite_parameters def check_estimator(Estimator): """Check if estimator adheres to scikit-learn 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. Estimator is a class object (not an instance). """ name = Estimator.__name__ check_parameters_default_constructible(name, Estimator) for check in _yield_all_checks(name, Estimator): try: check(name, Estimator) except SkipTest as message: # the only SkipTest thrown currently results from not # being able to import pandas. warnings.warn(message, SkipTestWarning) 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_testing_parameters(estimator): # set parameters to speed up some estimators and # avoid deprecated behaviour 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) # NMF if estimator.__class__.__name__ == 'NMF': estimator.set_params(max_iter=100) # MLP if estimator.__class__.__name__ in ['MLPClassifier', 'MLPRegressor']: estimator.set_params(max_iter=100) 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 "decision_function_shape" in params: # SVC estimator.set_params(decision_function_shape='ovo') 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 ignore_warnings(category=DeprecationWarning): if name in ['Scaler', 'StandardScaler']: estimator = Estimator(with_mean=False) else: estimator = Estimator() set_testing_parameters(estimator) # fit and predict try: with ignore_warnings(category=DeprecationWarning): 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 @ignore_warnings(category=DeprecationWarning) def check_sample_weights_pandas_series(name, Estimator): # check that estimators will accept a 'sample_weight' parameter of # type pandas.Series in the 'fit' function. estimator = Estimator() if has_fit_parameter(estimator, "sample_weight"): try: import pandas as pd X = pd.DataFrame([[1, 1], [1, 2], [1, 3], [2, 1], [2, 2], [2, 3]]) y = pd.Series([1, 1, 1, 2, 2, 2]) weights = pd.Series([1] * 6) try: estimator.fit(X, y, sample_weight=weights) except ValueError: raise ValueError("Estimator {0} raises error if " "'sample_weight' parameter is of " "type pandas.Series".format(name)) except ImportError: raise SkipTest("pandas is not installed: not testing for " "input of type pandas.Series to class weight.") @ignore_warnings(category=DeprecationWarning) def check_sample_weights_list(name, Estimator): # check that estimators will accept a 'sample_weight' parameter of # type list in the 'fit' function. estimator = Estimator() if has_fit_parameter(estimator, "sample_weight"): rnd = np.random.RandomState(0) X = rnd.uniform(size=(10, 3)) y = np.arange(10) % 3 y = multioutput_estimator_convert_y_2d(name, y) sample_weight = [3] * 10 # Test that estimators don't raise any exception estimator.fit(X, y, sample_weight=sample_weight) @ignore_warnings(category=(DeprecationWarning, UserWarning)) 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) estimator = Estimator() set_testing_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_dict_unchanged(name, Estimator): # this estimator raises # ValueError: Found array with 0 feature(s) (shape=(23, 0)) # while a minimum of 1 is required. # error if name in ['SpectralCoclustering']: return rnd = np.random.RandomState(0) if name in ['RANSACRegressor']: X = 3 * rnd.uniform(size=(20, 3)) else: X = 2 * rnd.uniform(size=(20, 3)) y = X[:, 0].astype(np.int) y = multioutput_estimator_convert_y_2d(name, y) estimator = Estimator() set_testing_parameters(estimator) if hasattr(estimator, "n_components"): estimator.n_components = 1 if hasattr(estimator, "n_clusters"): estimator.n_clusters = 1 if hasattr(estimator, "n_best"): estimator.n_best = 1 set_random_state(estimator, 1) # should be just `estimator.fit(X, y)` # after merging #6141 if name in ['SpectralBiclustering']: estimator.fit(X) else: estimator.fit(X, y) for method in ["predict", "transform", "decision_function", "predict_proba"]: if hasattr(estimator, method): dict_before = estimator.__dict__.copy() getattr(estimator, method)(X) assert_dict_equal(estimator.__dict__, dict_before, 'Estimator changes __dict__ during %s' % method) def is_public_parameter(attr): return not (attr.startswith('_') or attr.endswith('_')) def check_dont_overwrite_parameters(name, Estimator): # check that fit method only changes or sets private attributes if hasattr(Estimator.__init__, "deprecated_original"): # to not check deprecated classes return 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_testing_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) dict_before_fit = estimator.__dict__.copy() estimator.fit(X, y) dict_after_fit = estimator.__dict__ public_keys_after_fit = [key for key in dict_after_fit.keys() if is_public_parameter(key)] attrs_added_by_fit = [key for key in public_keys_after_fit if key not in dict_before_fit.keys()] # check that fit doesn't add any public attribute assert_true(not attrs_added_by_fit, ('Estimator adds public attribute(s) during' ' the fit method.' ' Estimators are only allowed to add private attributes' ' either started with _ or ended' ' with _ but %s added' % ', '.join(attrs_added_by_fit))) # check that fit doesn't change any public attribute attrs_changed_by_fit = [key for key in public_keys_after_fit if (dict_before_fit[key] is not dict_after_fit[key])] assert_true(not attrs_changed_by_fit, ('Estimator changes public attribute(s) during' ' the fit method. Estimators are only allowed' ' to change attributes started' ' or ended with _, but' ' %s changed' % ', '.join(attrs_changed_by_fit))) def check_fit2d_predict1d(name, Estimator): # check by fitting a 2d array and predicting 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_testing_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): assert_raise_message(ValueError, "Reshape your data", getattr(estimator, method), X[0]) @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_testing_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_testing_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_testing_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_testing_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(category=DeprecationWarning) 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()) @ignore_warnings(category=DeprecationWarning) 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 ignore_warnings(category=DeprecationWarning): 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 transformer = Transformer() set_random_state(transformer) set_testing_parameters(transformer) # fit if name in CROSS_DECOMPOSITION: y_ = np.c_[y, y] y_[::2, 1] *= 2 else: y_ = y transformer.fit(X, y_) # fit_transform method should work on non fitted estimator transformer_clone = clone(transformer) X_pred = transformer_clone.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_testing_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_testing_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 = [p.name for p in signature(func).parameters.values()] assert_true(args[1] in ["y", "Y"], "Expected y or Y as second argument for method " "%s of %s. Got arguments: %r." % (func_name, Estimator.__name__, args)) @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) methods = ["predict", "transform", "decision_function", "predict_proba"] for X_train in [X_train_32, X_train_64, X_train_int_64, X_train_int_32]: estimator = Estimator() set_testing_parameters(estimator) set_random_state(estimator, 1) estimator.fit(X_train, y) for method in methods: if hasattr(estimator, method): getattr(estimator, method)(X_train) @ignore_warnings(category=DeprecationWarning) def check_estimators_empty_data_messages(name, Estimator): e = Estimator() set_testing_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): # Checks that Estimator X's do not contain NaN or inf. 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 ignore_warnings(category=DeprecationWarning): estimator = Estimator() set_testing_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) @ignore_warnings 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) estimator = Estimator() set_random_state(estimator) set_testing_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) if Estimator.__module__.startswith('sklearn.'): assert_true(b"version" in pickled_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 ignore_warnings(category=DeprecationWarning): alg = Alg() if not hasattr(alg, 'partial_fit'): # check again as for mlp this depends on algorithm return set_testing_parameters(alg) try: if isinstance(alg, ClassifierMixin): classes = np.unique(y) alg.partial_fit(X, y, classes=classes) else: alg.partial_fit(X, y) except NotImplementedError: return 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 ignore_warnings(category=DeprecationWarning): alg = Alg() set_testing_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 == '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 ignore_warnings(category=DeprecationWarning): classifier = Classifier() set_testing_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 @ignore_warnings # Warnings are raised by decision function 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)]: classes = np.unique(y) n_classes = len(classes) n_samples, n_features = X.shape classifier = Classifier() if name in ['BernoulliNB', 'MultinomialNB']: X -= X.min() set_testing_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) if hasattr(classifier, "predict_log_proba"): # predict_log_proba is a transformation of predict_proba y_log_prob = classifier.predict_log_proba(X) assert_array_almost_equal(y_log_prob, np.log(y_prob), 8) assert_array_equal(np.argsort(y_log_prob), np.argsort(y_prob)) @ignore_warnings(category=DeprecationWarning) 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_testing_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() 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) @ignore_warnings(category=DeprecationWarning) 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 estimator = Estimator() set_testing_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_) with ignore_warnings(category=DeprecationWarning): classifier = Classifier() if name == 'BernoulliNB': classifier.set_params(binarize=X.mean()) set_testing_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_)) @ignore_warnings(category=DeprecationWarning) 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) # separate estimators to control random seeds regressor_1 = Regressor() regressor_2 = Regressor() set_testing_parameters(regressor_1) set_testing_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) @ignore_warnings(category=DeprecationWarning) 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 regressor = Regressor() set_testing_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'): 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_testing_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 ignore_warnings(category=DeprecationWarning): 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 ignore_warnings(category=DeprecationWarning): 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 ignore_warnings(category=DeprecationWarning): 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) @ignore_warnings(category=DeprecationWarning) 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() estimator = Estimator() set_testing_parameters(estimator) set_random_state(estimator) # Make a physical copy of the original 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_no_fit_attributes_set_in_init(name, Estimator): """Check that Estimator.__init__ doesn't set trailing-_ attributes.""" estimator = Estimator() for attr in dir(estimator): if attr.endswith("_") and not attr.startswith("__"): # This check is for properties, they can be listed in dir # while at the same time have hasattr return False as long # as the property getter raises an AttributeError assert_false( hasattr(estimator, attr), "By convention, attributes ending with '_' are " 'estimated from data in scikit-learn. Consequently they ' 'should not be initialized in the constructor of an ' 'estimator but in the fit method. Attribute {!r} ' 'was found in estimator {}'.format(attr, name)) 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) @ignore_warnings(category=DeprecationWarning) def check_estimators_data_not_an_array(name, Estimator, X, y): if name in CROSS_DECOMPOSITION: raise SkipTest # separate estimators to control random seeds estimator_1 = Estimator() estimator_2 = Estimator() set_testing_parameters(estimator_1) set_testing_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 ignore_warnings(category=DeprecationWarning): 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: def param_filter(p): """Identify hyper parameters of an estimator""" return (p.name != 'self' and p.kind != p.VAR_KEYWORD and p.kind != p.VAR_POSITIONAL) init_params = [p for p in signature(init).parameters.values() if param_filter(p)] except (TypeError, ValueError): # init is not a python function. # true for mixins return params = estimator.get_params() if name in META_ESTIMATORS: # they can need a non-default argument init_params = init_params[1:] for init_param in init_params: assert_not_equal(init_param.default, init_param.empty, "parameter %s for %s has no default value" % (init_param.name, type(estimator).__name__)) assert_in(type(init_param.default), [str, int, float, bool, tuple, type(None), np.float64, types.FunctionType, Memory]) if init_param.name not in params.keys(): # deprecated parameter, not in get_params assert_true(init_param.default is None) continue param_value = params[init_param.name] if isinstance(param_value, np.ndarray): assert_array_equal(param_value, init_param.default) else: assert_equal(param_value, init_param.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 "MultiTask" in name: return np.reshape(y, (-1, 1)) return y @ignore_warnings(category=DeprecationWarning) def check_non_transformer_estimators_n_iter(name, Estimator): # Test that estimators that are not transformers with a parameter # max_iter, return the attribute of n_iter_ at least 1. # These models are dependent on external solvers like # libsvm and accessing the iter parameter is non-trivial. not_run_check_n_iter = ['Ridge', 'SVR', 'NuSVR', 'NuSVC', 'RidgeClassifier', 'SVC', 'RandomizedLasso', 'LogisticRegressionCV', 'LinearSVC', 'LogisticRegression'] # Tested in test_transformer_n_iter not_run_check_n_iter += CROSS_DECOMPOSITION if name in not_run_check_n_iter: return # LassoLars stops early for the default alpha=1.0 the iris dataset. if name == 'LassoLars': estimator = Estimator(alpha=0.) else: estimator = Estimator() if hasattr(estimator, 'max_iter'): iris = load_iris() X, y_ = iris.data, iris.target y_ = multioutput_estimator_convert_y_2d(name, y_) set_random_state(estimator, 0) if name == 'AffinityPropagation': estimator.fit(X) else: estimator.fit(X, y_) # HuberRegressor depends on scipy.optimize.fmin_l_bfgs_b # which doesn't return a n_iter for old versions of SciPy. if not (name == 'HuberRegressor' and estimator.n_iter_ is None): assert_greater_equal(estimator.n_iter_, 1) @ignore_warnings(category=DeprecationWarning) def check_transformer_n_iter(name, Estimator): # Test that transformers with a parameter max_iter, return the # attribute of n_iter_ at least 1. estimator = Estimator() if hasattr(estimator, "max_iter"): 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_equal(iter_, 1) else: assert_greater_equal(estimator.n_iter_, 1) @ignore_warnings(category=DeprecationWarning) def check_get_params_invariance(name, estimator): # Checks if get_params(deep=False) is a subset of get_params(deep=True) class T(BaseEstimator): """Mock classifier """ def __init__(self): pass def fit(self, X, y): return self def transform(self, X): return X if name in ('FeatureUnion', 'Pipeline'): e = estimator([('clf', T())]) elif name in ('GridSearchCV', 'RandomizedSearchCV', 'SelectFromModel'): 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())) def check_classifiers_regression_target(name, Estimator): # Check if classifier throws an exception when fed regression targets boston = load_boston() X, y = boston.data, boston.target e = Estimator() msg = 'Unknown label type: ' assert_raises_regex(ValueError, msg, e.fit, X, y)
bsd-3-clause
tdhopper/scikit-learn
sklearn/linear_model/tests/test_least_angle.py
98
20870
from nose.tools import assert_equal import numpy as np from scipy import linalg from sklearn.cross_validation import train_test_split from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_true from sklearn.utils.testing import assert_less from sklearn.utils.testing import assert_greater from sklearn.utils.testing import assert_raises from sklearn.utils.testing import ignore_warnings from sklearn.utils.testing import assert_no_warnings, assert_warns from sklearn.utils.testing import TempMemmap from sklearn.utils import ConvergenceWarning from sklearn import linear_model, datasets from sklearn.linear_model.least_angle import _lars_path_residues diabetes = datasets.load_diabetes() X, y = diabetes.data, diabetes.target # TODO: use another dataset that has multiple drops def test_simple(): # Principle of Lars is to keep covariances tied and decreasing # also test verbose output from sklearn.externals.six.moves import cStringIO as StringIO import sys old_stdout = sys.stdout try: sys.stdout = StringIO() alphas_, active, coef_path_ = linear_model.lars_path( diabetes.data, diabetes.target, method="lar", verbose=10) sys.stdout = old_stdout for (i, coef_) in enumerate(coef_path_.T): res = y - np.dot(X, coef_) cov = np.dot(X.T, res) C = np.max(abs(cov)) eps = 1e-3 ocur = len(cov[C - eps < abs(cov)]) if i < X.shape[1]: assert_true(ocur == i + 1) else: # no more than max_pred variables can go into the active set assert_true(ocur == X.shape[1]) finally: sys.stdout = old_stdout def test_simple_precomputed(): # The same, with precomputed Gram matrix G = np.dot(diabetes.data.T, diabetes.data) alphas_, active, coef_path_ = linear_model.lars_path( diabetes.data, diabetes.target, Gram=G, method="lar") for i, coef_ in enumerate(coef_path_.T): res = y - np.dot(X, coef_) cov = np.dot(X.T, res) C = np.max(abs(cov)) eps = 1e-3 ocur = len(cov[C - eps < abs(cov)]) if i < X.shape[1]: assert_true(ocur == i + 1) else: # no more than max_pred variables can go into the active set assert_true(ocur == X.shape[1]) def test_all_precomputed(): # Test that lars_path with precomputed Gram and Xy gives the right answer X, y = diabetes.data, diabetes.target G = np.dot(X.T, X) Xy = np.dot(X.T, y) for method in 'lar', 'lasso': output = linear_model.lars_path(X, y, method=method) output_pre = linear_model.lars_path(X, y, Gram=G, Xy=Xy, method=method) for expected, got in zip(output, output_pre): assert_array_almost_equal(expected, got) def test_lars_lstsq(): # Test that Lars gives least square solution at the end # of the path X1 = 3 * diabetes.data # use un-normalized dataset clf = linear_model.LassoLars(alpha=0.) clf.fit(X1, y) coef_lstsq = np.linalg.lstsq(X1, y)[0] assert_array_almost_equal(clf.coef_, coef_lstsq) def test_lasso_gives_lstsq_solution(): # Test that Lars Lasso gives least square solution at the end # of the path alphas_, active, coef_path_ = linear_model.lars_path(X, y, method="lasso") coef_lstsq = np.linalg.lstsq(X, y)[0] assert_array_almost_equal(coef_lstsq, coef_path_[:, -1]) def test_collinearity(): # Check that lars_path is robust to collinearity in input X = np.array([[3., 3., 1.], [2., 2., 0.], [1., 1., 0]]) y = np.array([1., 0., 0]) f = ignore_warnings _, _, coef_path_ = f(linear_model.lars_path)(X, y, alpha_min=0.01) assert_true(not np.isnan(coef_path_).any()) residual = np.dot(X, coef_path_[:, -1]) - y assert_less((residual ** 2).sum(), 1.) # just make sure it's bounded n_samples = 10 X = np.random.rand(n_samples, 5) y = np.zeros(n_samples) _, _, coef_path_ = linear_model.lars_path(X, y, Gram='auto', copy_X=False, copy_Gram=False, alpha_min=0., method='lasso', verbose=0, max_iter=500) assert_array_almost_equal(coef_path_, np.zeros_like(coef_path_)) def test_no_path(): # Test that the ``return_path=False`` option returns the correct output alphas_, active_, coef_path_ = linear_model.lars_path( diabetes.data, diabetes.target, method="lar") alpha_, active, coef = linear_model.lars_path( diabetes.data, diabetes.target, method="lar", return_path=False) assert_array_almost_equal(coef, coef_path_[:, -1]) assert_true(alpha_ == alphas_[-1]) def test_no_path_precomputed(): # Test that the ``return_path=False`` option with Gram remains correct G = np.dot(diabetes.data.T, diabetes.data) alphas_, active_, coef_path_ = linear_model.lars_path( diabetes.data, diabetes.target, method="lar", Gram=G) alpha_, active, coef = linear_model.lars_path( diabetes.data, diabetes.target, method="lar", Gram=G, return_path=False) assert_array_almost_equal(coef, coef_path_[:, -1]) assert_true(alpha_ == alphas_[-1]) def test_no_path_all_precomputed(): # Test that the ``return_path=False`` option with Gram and Xy remains # correct X, y = 3 * diabetes.data, diabetes.target G = np.dot(X.T, X) Xy = np.dot(X.T, y) alphas_, active_, coef_path_ = linear_model.lars_path( X, y, method="lasso", Gram=G, Xy=Xy, alpha_min=0.9) print("---") alpha_, active, coef = linear_model.lars_path( X, y, method="lasso", Gram=G, Xy=Xy, alpha_min=0.9, return_path=False) assert_array_almost_equal(coef, coef_path_[:, -1]) assert_true(alpha_ == alphas_[-1]) def test_singular_matrix(): # Test when input is a singular matrix X1 = np.array([[1, 1.], [1., 1.]]) y1 = np.array([1, 1]) alphas, active, coef_path = linear_model.lars_path(X1, y1) assert_array_almost_equal(coef_path.T, [[0, 0], [1, 0]]) def test_rank_deficient_design(): # consistency test that checks that LARS Lasso is handling rank # deficient input data (with n_features < rank) in the same way # as coordinate descent Lasso y = [5, 0, 5] for X in ([[5, 0], [0, 5], [10, 10]], [[10, 10, 0], [1e-32, 0, 0], [0, 0, 1]], ): # To be able to use the coefs to compute the objective function, # we need to turn off normalization lars = linear_model.LassoLars(.1, normalize=False) coef_lars_ = lars.fit(X, y).coef_ obj_lars = (1. / (2. * 3.) * linalg.norm(y - np.dot(X, coef_lars_)) ** 2 + .1 * linalg.norm(coef_lars_, 1)) coord_descent = linear_model.Lasso(.1, tol=1e-6, normalize=False) coef_cd_ = coord_descent.fit(X, y).coef_ obj_cd = ((1. / (2. * 3.)) * linalg.norm(y - np.dot(X, coef_cd_)) ** 2 + .1 * linalg.norm(coef_cd_, 1)) assert_less(obj_lars, obj_cd * (1. + 1e-8)) def test_lasso_lars_vs_lasso_cd(verbose=False): # Test that LassoLars and Lasso using coordinate descent give the # same results. X = 3 * diabetes.data alphas, _, lasso_path = linear_model.lars_path(X, y, method='lasso') lasso_cd = linear_model.Lasso(fit_intercept=False, tol=1e-8) for c, a in zip(lasso_path.T, alphas): if a == 0: continue lasso_cd.alpha = a lasso_cd.fit(X, y) error = linalg.norm(c - lasso_cd.coef_) assert_less(error, 0.01) # similar test, with the classifiers for alpha in np.linspace(1e-2, 1 - 1e-2, 20): clf1 = linear_model.LassoLars(alpha=alpha, normalize=False).fit(X, y) clf2 = linear_model.Lasso(alpha=alpha, tol=1e-8, normalize=False).fit(X, y) err = linalg.norm(clf1.coef_ - clf2.coef_) assert_less(err, 1e-3) # same test, with normalized data X = diabetes.data alphas, _, lasso_path = linear_model.lars_path(X, y, method='lasso') lasso_cd = linear_model.Lasso(fit_intercept=False, normalize=True, tol=1e-8) for c, a in zip(lasso_path.T, alphas): if a == 0: continue lasso_cd.alpha = a lasso_cd.fit(X, y) error = linalg.norm(c - lasso_cd.coef_) assert_less(error, 0.01) def test_lasso_lars_vs_lasso_cd_early_stopping(verbose=False): # Test that LassoLars and Lasso using coordinate descent give the # same results when early stopping is used. # (test : before, in the middle, and in the last part of the path) alphas_min = [10, 0.9, 1e-4] for alphas_min in alphas_min: alphas, _, lasso_path = linear_model.lars_path(X, y, method='lasso', alpha_min=0.9) lasso_cd = linear_model.Lasso(fit_intercept=False, tol=1e-8) lasso_cd.alpha = alphas[-1] lasso_cd.fit(X, y) error = linalg.norm(lasso_path[:, -1] - lasso_cd.coef_) assert_less(error, 0.01) alphas_min = [10, 0.9, 1e-4] # same test, with normalization for alphas_min in alphas_min: alphas, _, lasso_path = linear_model.lars_path(X, y, method='lasso', alpha_min=0.9) lasso_cd = linear_model.Lasso(fit_intercept=True, normalize=True, tol=1e-8) lasso_cd.alpha = alphas[-1] lasso_cd.fit(X, y) error = linalg.norm(lasso_path[:, -1] - lasso_cd.coef_) assert_less(error, 0.01) def test_lasso_lars_path_length(): # Test that the path length of the LassoLars is right lasso = linear_model.LassoLars() lasso.fit(X, y) lasso2 = linear_model.LassoLars(alpha=lasso.alphas_[2]) lasso2.fit(X, y) assert_array_almost_equal(lasso.alphas_[:3], lasso2.alphas_) # Also check that the sequence of alphas is always decreasing assert_true(np.all(np.diff(lasso.alphas_) < 0)) def test_lasso_lars_vs_lasso_cd_ill_conditioned(): # Test lasso lars on a very ill-conditioned design, and check that # it does not blow up, and stays somewhat close to a solution given # by the coordinate descent solver # Also test that lasso_path (using lars_path output style) gives # the same result as lars_path and previous lasso output style # under these conditions. rng = np.random.RandomState(42) # Generate data n, m = 70, 100 k = 5 X = rng.randn(n, m) w = np.zeros((m, 1)) i = np.arange(0, m) rng.shuffle(i) supp = i[:k] w[supp] = np.sign(rng.randn(k, 1)) * (rng.rand(k, 1) + 1) y = np.dot(X, w) sigma = 0.2 y += sigma * rng.rand(*y.shape) y = y.squeeze() lars_alphas, _, lars_coef = linear_model.lars_path(X, y, method='lasso') _, lasso_coef2, _ = linear_model.lasso_path(X, y, alphas=lars_alphas, tol=1e-6, fit_intercept=False) assert_array_almost_equal(lars_coef, lasso_coef2, decimal=1) def test_lasso_lars_vs_lasso_cd_ill_conditioned2(): # Create an ill-conditioned situation in which the LARS has to go # far in the path to converge, and check that LARS and coordinate # descent give the same answers # Note it used to be the case that Lars had to use the drop for good # strategy for this but this is no longer the case with the # equality_tolerance checks X = [[1e20, 1e20, 0], [-1e-32, 0, 0], [1, 1, 1]] y = [10, 10, 1] alpha = .0001 def objective_function(coef): return (1. / (2. * len(X)) * linalg.norm(y - np.dot(X, coef)) ** 2 + alpha * linalg.norm(coef, 1)) lars = linear_model.LassoLars(alpha=alpha, normalize=False) assert_warns(ConvergenceWarning, lars.fit, X, y) lars_coef_ = lars.coef_ lars_obj = objective_function(lars_coef_) coord_descent = linear_model.Lasso(alpha=alpha, tol=1e-10, normalize=False) cd_coef_ = coord_descent.fit(X, y).coef_ cd_obj = objective_function(cd_coef_) assert_less(lars_obj, cd_obj * (1. + 1e-8)) def test_lars_add_features(): # assure that at least some features get added if necessary # test for 6d2b4c # Hilbert matrix n = 5 H = 1. / (np.arange(1, n + 1) + np.arange(n)[:, np.newaxis]) clf = linear_model.Lars(fit_intercept=False).fit( H, np.arange(n)) assert_true(np.all(np.isfinite(clf.coef_))) def test_lars_n_nonzero_coefs(verbose=False): lars = linear_model.Lars(n_nonzero_coefs=6, verbose=verbose) lars.fit(X, y) assert_equal(len(lars.coef_.nonzero()[0]), 6) # The path should be of length 6 + 1 in a Lars going down to 6 # non-zero coefs assert_equal(len(lars.alphas_), 7) def test_multitarget(): # Assure that estimators receiving multidimensional y do the right thing X = diabetes.data Y = np.vstack([diabetes.target, diabetes.target ** 2]).T n_targets = Y.shape[1] for estimator in (linear_model.LassoLars(), linear_model.Lars()): estimator.fit(X, Y) Y_pred = estimator.predict(X) Y_dec = estimator.decision_function(X) assert_array_almost_equal(Y_pred, Y_dec) alphas, active, coef, path = (estimator.alphas_, estimator.active_, estimator.coef_, estimator.coef_path_) for k in range(n_targets): estimator.fit(X, Y[:, k]) y_pred = estimator.predict(X) assert_array_almost_equal(alphas[k], estimator.alphas_) assert_array_almost_equal(active[k], estimator.active_) assert_array_almost_equal(coef[k], estimator.coef_) assert_array_almost_equal(path[k], estimator.coef_path_) assert_array_almost_equal(Y_pred[:, k], y_pred) def test_lars_cv(): # Test the LassoLarsCV object by checking that the optimal alpha # increases as the number of samples increases. # This property is not actually garantied in general and is just a # property of the given dataset, with the given steps chosen. old_alpha = 0 lars_cv = linear_model.LassoLarsCV() for length in (400, 200, 100): X = diabetes.data[:length] y = diabetes.target[:length] lars_cv.fit(X, y) np.testing.assert_array_less(old_alpha, lars_cv.alpha_) old_alpha = lars_cv.alpha_ def test_lasso_lars_ic(): # Test the LassoLarsIC object by checking that # - some good features are selected. # - alpha_bic > alpha_aic # - n_nonzero_bic < n_nonzero_aic lars_bic = linear_model.LassoLarsIC('bic') lars_aic = linear_model.LassoLarsIC('aic') rng = np.random.RandomState(42) X = diabetes.data y = diabetes.target X = np.c_[X, rng.randn(X.shape[0], 4)] # add 4 bad features lars_bic.fit(X, y) lars_aic.fit(X, y) nonzero_bic = np.where(lars_bic.coef_)[0] nonzero_aic = np.where(lars_aic.coef_)[0] assert_greater(lars_bic.alpha_, lars_aic.alpha_) assert_less(len(nonzero_bic), len(nonzero_aic)) assert_less(np.max(nonzero_bic), diabetes.data.shape[1]) # test error on unknown IC lars_broken = linear_model.LassoLarsIC('<unknown>') assert_raises(ValueError, lars_broken.fit, X, y) def test_no_warning_for_zero_mse(): # LassoLarsIC should not warn for log of zero MSE. y = np.arange(10, dtype=float) X = y.reshape(-1, 1) lars = linear_model.LassoLarsIC(normalize=False) assert_no_warnings(lars.fit, X, y) assert_true(np.any(np.isinf(lars.criterion_))) def test_lars_path_readonly_data(): # When using automated memory mapping on large input, the # fold data is in read-only mode # This is a non-regression test for: # https://github.com/scikit-learn/scikit-learn/issues/4597 splitted_data = train_test_split(X, y, random_state=42) with TempMemmap(splitted_data) as (X_train, X_test, y_train, y_test): # The following should not fail despite copy=False _lars_path_residues(X_train, y_train, X_test, y_test, copy=False) def test_lars_path_positive_constraint(): # this is the main test for the positive parameter on the lars_path method # the estimator classes just make use of this function # we do the test on the diabetes dataset # ensure that we get negative coefficients when positive=False # and all positive when positive=True # for method 'lar' (default) and lasso for method in ['lar', 'lasso']: alpha, active, coefs = \ linear_model.lars_path(diabetes['data'], diabetes['target'], return_path=True, method=method, positive=False) assert_true(coefs.min() < 0) alpha, active, coefs = \ linear_model.lars_path(diabetes['data'], diabetes['target'], return_path=True, method=method, positive=True) assert_true(coefs.min() >= 0) # now we gonna test the positive option for all estimator classes default_parameter = {'fit_intercept': False} estimator_parameter_map = {'Lars': {'n_nonzero_coefs': 5}, 'LassoLars': {'alpha': 0.1}, 'LarsCV': {}, 'LassoLarsCV': {}, 'LassoLarsIC': {}} def test_estimatorclasses_positive_constraint(): # testing the transmissibility for the positive option of all estimator # classes in this same function here for estname in estimator_parameter_map: params = default_parameter.copy() params.update(estimator_parameter_map[estname]) estimator = getattr(linear_model, estname)(positive=False, **params) estimator.fit(diabetes['data'], diabetes['target']) assert_true(estimator.coef_.min() < 0) estimator = getattr(linear_model, estname)(positive=True, **params) estimator.fit(diabetes['data'], diabetes['target']) assert_true(min(estimator.coef_) >= 0) def test_lasso_lars_vs_lasso_cd_positive(verbose=False): # Test that LassoLars and Lasso using coordinate descent give the # same results when using the positive option # This test is basically a copy of the above with additional positive # option. However for the middle part, the comparison of coefficient values # for a range of alphas, we had to make an adaptations. See below. # not normalized data X = 3 * diabetes.data alphas, _, lasso_path = linear_model.lars_path(X, y, method='lasso', positive=True) lasso_cd = linear_model.Lasso(fit_intercept=False, tol=1e-8, positive=True) for c, a in zip(lasso_path.T, alphas): if a == 0: continue lasso_cd.alpha = a lasso_cd.fit(X, y) error = linalg.norm(c - lasso_cd.coef_) assert_less(error, 0.01) # The range of alphas chosen for coefficient comparison here is restricted # as compared with the above test without the positive option. This is due # to the circumstance that the Lars-Lasso algorithm does not converge to # the least-squares-solution for small alphas, see 'Least Angle Regression' # by Efron et al 2004. The coefficients are typically in congruence up to # the smallest alpha reached by the Lars-Lasso algorithm and start to # diverge thereafter. See # https://gist.github.com/michigraber/7e7d7c75eca694c7a6ff for alpha in np.linspace(6e-1, 1 - 1e-2, 20): clf1 = linear_model.LassoLars(fit_intercept=False, alpha=alpha, normalize=False, positive=True).fit(X, y) clf2 = linear_model.Lasso(fit_intercept=False, alpha=alpha, tol=1e-8, normalize=False, positive=True).fit(X, y) err = linalg.norm(clf1.coef_ - clf2.coef_) assert_less(err, 1e-3) # normalized data X = diabetes.data alphas, _, lasso_path = linear_model.lars_path(X, y, method='lasso', positive=True) lasso_cd = linear_model.Lasso(fit_intercept=False, normalize=True, tol=1e-8, positive=True) for c, a in zip(lasso_path.T[:-1], alphas[:-1]): # don't include alpha=0 lasso_cd.alpha = a lasso_cd.fit(X, y) error = linalg.norm(c - lasso_cd.coef_) assert_less(error, 0.01)
bsd-3-clause
bmmalone/pymisc-utils
tests/ml_utils_test.py
1
1025
""" Tests for the `pyllars.ml_utils module. """ import pytest import pyllars.ml_utils as ml_utils import numpy as np import pandas as pd @pytest.fixture def colors(): """ Create an array with different color names """ colors = np.array([ 'Green', 'Green', 'Yellow', 'Green', 'Yellow', 'Green', 'Red', 'Red', 'Red' ]) return colors def test_get_cv_folds_array(colors): """ Test splitting into folds with a numpy array """ expected_output = np.array([1, 1, 0, 0, 1, 0, 0, 1, 0]) actual_output = ml_utils.get_cv_folds(colors, num_splits=2) np.testing.assert_array_equal(expected_output, actual_output) def test_get_cv_folds_series(colors): """ Test splitting into folds with a pandas series """ expected_output = pd.Series([1, 1, 0, 0, 1, 0, 0, 1, 0]) actual_output = ml_utils.get_cv_folds(colors, num_splits=2) np.testing.assert_array_equal(expected_output, actual_output)
mit
FederatedAI/FATE
examples/benchmark_quality/homo_nn/local-homo_nn.py
1
3195
# # Copyright 2019 The FATE Authors. All Rights Reserved. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. # import argparse import pathlib import pandas from pipeline.utils.tools import JobConfig from tensorflow.keras import Sequential from tensorflow.keras import optimizers import tensorflow.keras.layers from tensorflow.keras.utils import to_categorical dataset = { "vehicle": { "guest": "examples/data/vehicle_scale_homo_guest.csv", "host": "examples/data/vehicle_scale_homo_host.csv", }, "breast": { "guest": "examples/data/breast_homo_guest.csv", "host": "examples/data/breast_homo_host.csv", }, } def main(config="../../config.yaml", param="param_conf.yaml"): if isinstance(param, str): param = JobConfig.load_from_file(param) if isinstance(config, str): config = JobConfig.load_from_file(config) data_base_dir = config["data_base_dir"] else: data_base_dir = config.data_base_dir epoch = param["epoch"] lr = param["lr"] batch_size = param.get("batch_size", -1) optimizer_name = param.get("optimizer", "Adam") loss = param.get("loss", "categorical_crossentropy") metrics = param.get("metrics", ["accuracy"]) layers = param["layers"] is_multy = param["is_multy"] data = dataset[param.get("dataset", "vehicle")] model = Sequential() for layer_config in layers: layer = getattr(tensorflow.keras.layers, layer_config["name"]) layer_params = layer_config["params"] model.add(layer(**layer_params)) model.compile( optimizer=getattr(optimizers, optimizer_name)(learning_rate=lr), loss=loss, metrics=metrics, ) data_path = pathlib.Path(data_base_dir) data_with_label = pandas.concat( [ pandas.read_csv(data_path.joinpath(data["guest"]), index_col=0), pandas.read_csv(data_path.joinpath(data["host"]), index_col=0), ] ).values data = data_with_label[:, 1:] if is_multy: labels = to_categorical(data_with_label[:, 0]) else: labels = data_with_label[:, 0] if batch_size < 0: batch_size = len(data_with_label) model.fit(data, labels, epochs=epoch, batch_size=batch_size) evaluate = model.evaluate(data, labels) metric_summary = {"accuracy": evaluate[1]} data_summary = {} return data_summary, metric_summary if __name__ == "__main__": parser = argparse.ArgumentParser("BENCHMARK-QUALITY SKLEARN JOB") parser.add_argument("-param", type=str, help="config file for params") args = parser.parse_args() if args.param is not None: main(args.param) main()
apache-2.0
jeffery-do/Vizdoombot
doom/lib/python3.5/site-packages/matplotlib/backends/backend_qt4agg.py
8
2205
""" Render to qt from agg """ from __future__ import (absolute_import, division, print_function, unicode_literals) from matplotlib.externals import six import os # not used import sys import ctypes import warnings import matplotlib from matplotlib.figure import Figure from .backend_qt5agg import FigureCanvasQTAggBase as _FigureCanvasQTAggBase from .backend_agg import FigureCanvasAgg from .backend_qt4 import QtCore from .backend_qt4 import FigureManagerQT from .backend_qt4 import FigureCanvasQT from .backend_qt4 import NavigationToolbar2QT ##### not used from .backend_qt4 import show from .backend_qt4 import draw_if_interactive from .backend_qt4 import backend_version ###### DEBUG = False _decref = ctypes.pythonapi.Py_DecRef _decref.argtypes = [ctypes.py_object] _decref.restype = None def new_figure_manager(num, *args, **kwargs): """ Create a new figure manager instance """ if DEBUG: print('backend_qt4agg.new_figure_manager') FigureClass = kwargs.pop('FigureClass', Figure) thisFig = FigureClass(*args, **kwargs) return new_figure_manager_given_figure(num, thisFig) def new_figure_manager_given_figure(num, figure): """ Create a new figure manager instance for the given figure. """ canvas = FigureCanvasQTAgg(figure) return FigureManagerQT(canvas, num) class FigureCanvasQTAggBase(_FigureCanvasQTAggBase): def __init__(self, figure): self._agg_draw_pending = False class FigureCanvasQTAgg(FigureCanvasQTAggBase, FigureCanvasQT, FigureCanvasAgg): """ The canvas the figure renders into. Calls the draw and print fig methods, creates the renderers, etc... Public attribute figure - A Figure instance """ def __init__(self, figure): if DEBUG: print('FigureCanvasQtAgg: ', figure) FigureCanvasQT.__init__(self, figure) FigureCanvasQTAggBase.__init__(self, figure) FigureCanvasAgg.__init__(self, figure) self._drawRect = None self.blitbox = None self.setAttribute(QtCore.Qt.WA_OpaquePaintEvent) FigureCanvas = FigureCanvasQTAgg FigureManager = FigureManagerQT
mit
gpersistence/tstop
scripts/plots/ucr_csv_results.py
1
2857
#TSTOP # #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 os import sys import argparse import csv import numpy as np import matplotlib.pyplot as plt infile = sys.argv[1] full_data = [] keys = None with open(infile, 'rb') as csvfile : values = csv.reader(csvfile, delimiter=',') for row in values : if keys == None: keys = [v for v in row if v != ''] else : data = dict(zip(keys, row)) full_data.append(data) plot_data = [(data['Dataset'], data['Data Type'], float(data['RBF'][0:-1])/100.0 if data['RBF'] != '' else None, float(data['Window Size 10'][0:-1])/100.0 if data['Window Size 10'] != '' else None, float(data['Window Size 20'][0:-1])/100.0 if data['Window Size 20'] != '' else None, float(data['Window Size 30'][0:-1])/100.0 if data['Window Size 30'] != '' else None, ) for data in full_data] fig = plt.figure() ax = fig.add_axes([0.1, 0.3, 0.8, 0.65]) plot_data = [p for p in plot_data if p[2] != None and p[3] != None and p[4] != None and p[5] != None] plot_data.sort(key=(lambda x: "%s %0.2f" % (x[1], max(x[2:])))) rbf_xs = [x*9 for x in range(len(plot_data))] pk_xs = [x*9+3 for x in range(len(plot_data))] rbf = [p[2] for p in plot_data] win = [[], [], []] for p in plot_data: order = zip(p[3:], [0,1,2]) order.sort() win[order[0][1]].append((0.0, order[0][0])) win[order[1][1]].append((order[0][0], order[1][0] - order[0][0])) win[order[2][1]].append((order[1][0], order[2][0] - order[1][0])) plots = [] plots.append(ax.bar(left=rbf_xs, height=rbf, width=3, color="#DB7D2B")) plots.append(ax.bar(left=pk_xs, height=[w[1] for w in win[0]], width=3, bottom=[w[0] for w in win[0]], color="#a8ddb5")) plots.append(ax.bar(left=pk_xs, height=[w[1] for w in win[1]], width=3, bottom=[w[0] for w in win[1]], color="#7bccc4")) plots.append(ax.bar(left=pk_xs, height=[w[1] for w in win[2]], width=3, bottom=[w[0] for w in win[2]], color="#4eb3d3")) ax.set_ylabel("Accuracy") ax.set_xticks(pk_xs) ax.set_xticklabels([p[0] for p in plot_data], rotation=90) plt.legend(plots, ("RBF Kernel", "Window Size 10", "Window Size 20", "Window Size 30"), ncol=4).draggable() plt.show()
gpl-3.0
kaz-Anova/ensemble_amazon
amazon_main_xgboost_count.py
1
5957
""" Amazon Access Challenge Code for ensemble Marios Michaildis script for Amazon . Uses counts as features and xgboost based on Paul Duan's Script. """ from __future__ import division import numpy as np from sklearn import preprocessing from sklearn.metrics import roc_auc_score import XGBoostClassifier as xg from sklearn.cross_validation import StratifiedKFold import pandas as pd SEED = 42 # always use a seed for randomized procedures def load_datacount(tr,te): #w ewill use pandas train = pd.read_csv(tr, sep=',',quotechar='"') test = pd.read_csv(te, sep=',',quotechar='"') label= np.array(train['ACTION']).astype(float) train.drop('ACTION', axis=1, inplace=True) test.drop('id', axis=1, inplace=True) test.drop('ROLE_CODE', axis=1, inplace=True) train.drop('ROLE_CODE', axis=1, inplace=True) train_s = train test_s = test result = pd.concat([test_s,train_s]) headers=[f for f in result.columns] for i in range(train_s.shape[1]): print headers[i], len(np.unique(result[headers[i]])) cnt = result[headers[i]].value_counts().to_dict() #cnt = dict((k, -1) if v < 3 else (k,v) for k, v in cnt.items() ) # if u want to encode rare values as "special" train_s[headers[i]].replace(cnt, inplace=True) test_s[headers[i]].replace(cnt, inplace=True) train = np.array(train_s).astype(float) test = np.array(test_s).astype(float) print train.shape print test.shape return label, train,test def save_results(predictions, filename): """Given a vector of predictions, save results in CSV format.""" with open(filename, 'w') as f: f.write("id,ACTION\n") for i, pred in enumerate(predictions): f.write("%d,%f\n" % (i + 1, pred)) def bagged_set(X_t,y_c,model, seed, estimators, xt, update_seed=True): # create array object to hold predictions baggedpred=[ 0.0 for d in range(0, (xt.shape[0]))] #loop for as many times as we want bags for n in range (0, estimators): #shuff;e first, aids in increasing variance and forces different results #X_t,y_c=shuffle(Xs,ys, random_state=seed+n) if update_seed: # update seed if requested, to give a slightly different model model.set_params(random_state=seed + n) model.fit(X_t,y_c) # fit model0.0917411475506 preds=model.predict_proba(xt)[:,1] # predict probabilities # update bag's array for j in range (0, (xt.shape[0])): baggedpred[j]+=preds[j] # divide with number of bags to create an average estimate for j in range (0, len(baggedpred)): baggedpred[j]/=float(estimators) # return probabilities return np.array(baggedpred) # using numpy to print results def printfilcsve(X, filename): np.savetxt(filename,X) def main(): """ Fit models and make predictions. We'll use one-hot encoding to transform our categorical features into binary features. y and X will be numpy array objects. """ filename="main_xgboos_count" # nam prefix #model = linear_model.LogisticRegression(C=3) # the classifier we'll use model=xg.XGBoostClassifier(num_round=1000 ,nthread=25, eta=0.02, gamma=1,max_depth=20, min_child_weight=0.1, subsample=0.9, colsample_bytree=0.5,objective='binary:logistic',seed=1) # === load data in memory === # print "loading data" y, X,X_test = load_datacount('train.csv','test.csv') # === one-hot encoding === # # we want to encode the category IDs encountered both in # the training and the test set, so we fit the encoder on both # if you want to create new features, you'll need to compute them # before the encoding, and append them to your dataset after #create arrays to hold cv an dtest predictions train_stacker=[ 0.0 for k in range (0,(X.shape[0])) ] # === training & metrics === # mean_auc = 0.0 bagging=20 # number of models trained with different seeds n = 5 # number of folds in strattified cv kfolder=StratifiedKFold(y, n_folds= n,shuffle=True, random_state=SEED) i=0 for train_index, test_index in kfolder: # for each train and test pair of indices in the kfolder object # creaning and validation sets X_train, X_cv = X[train_index], X[test_index] y_train, y_cv = np.array(y)[train_index], np.array(y)[test_index] #print (" train size: %d. test size: %d, cols: %d " % ((X_train.shape[0]) ,(X_cv.shape[0]) ,(X_train.shape[1]) )) # if you want to perform feature selection / hyperparameter # optimization, this is where you want to do it # train model and make predictions preds=bagged_set(X_train,y_train,model, SEED , bagging, X_cv, update_seed=True) # compute AUC metric for this CV fold roc_auc = roc_auc_score(y_cv, preds) print "AUC (fold %d/%d): %f" % (i + 1, n, roc_auc) mean_auc += roc_auc no=0 for real_index in test_index: train_stacker[real_index]=(preds[no]) no+=1 i+=1 mean_auc/=n print (" Average AUC: %f" % (mean_auc) ) print (" printing train datasets ") printfilcsve(np.array(train_stacker), filename + ".train.csv") # === Predictions === # # When making predictions, retrain the model on the whole training set preds=bagged_set(X, y,model, SEED, bagging, X_test, update_seed=True) #create submission file printfilcsve(np.array(preds), filename+ ".test.csv") #save_results(preds, filename+"_submission_" +str(mean_auc) + ".csv") if __name__ == '__main__': main()
apache-2.0
frc1418/2014
driver_station/src/ui/graphwindow.py
1
3965
# # This file is part of Team 1418 Dashboard # # Team 1418 Dashboard 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, version 3. # # Team 1418 Dashboard 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 Team 1418 Dashboard. If not, see <http://www.gnu.org/licenses/>. # import gtk import time import math #from matplotlib.backends.backend_gtk import FigureCanvasGTK as FigureCanvas from matplotlib.backends.backend_gtkagg import FigureCanvasGTKAgg as FigureCanvas #from matplotlib.backends.backend_gtkcairo import FigureCanvasGTKCairo as FigureCanvas from matplotlib.backends.backend_gtkagg import NavigationToolbar2GTKAgg as NavigationToolbar from matplotlib.figure import Figure from numpy import arange import util from widgets import ( network_tables, ) import logging logger = logging.getLogger(__name__) class GraphPlot(object): # glade file to load ui_filename = "GraphPlot.ui" # widgets to load from the glade file. Each one of these is added to 'self' after # you call 'initialize_from_xml' ui_widgets = [ 'window', 'graphImage', 'toolbar' ] HISTORY = 3 def __init__(self, NetworkTable): util.initialize_from_xml(self) self.dead = False self.plots = [] self.count = 0 self.netTable = NetworkTable self.netTable.PutBoolean('EnableTuning',True) self.figure = Figure(figsize=(5,4), dpi=100) self.axes = self.figure.add_subplot(111) self.canvas = FigureCanvas(self.figure) # a gtk.DrawingArea self.graphImage = util.replace_widget(self.graphImage, self.canvas) self.toolbar = util.replace_widget(self.toolbar, NavigationToolbar(self.canvas, self.window)) self.window.show_all() # listen to network tables variables network_tables.attach_fn(self.netTable, "Catapult Values", self.on_update_CatapultValues, self.window) network_tables.attach_fn(self.netTable, "EnableTuning", self.on_update_EnableTuning, self.window) def on_update_EnableTuning(self, key, value): if not self.dead and not value: self.netTable.PutBoolean('EnableTuning', True) def on_update_CatapultValues(self, key, value): arraybutitsastring = self.netTable.GetString('Catapult Values', key) print(arraybutitsastring, 'String version') array=eval(arraybutitsastring) print(array, 'array version') self.count += 1 step = 0.025 x = arange(0, len(array)*step, step) plot = self.axes.plot(x, array, label=str(self.count)) # clear old things if len(self.axes.lines) > self.HISTORY: self.axes.lines.pop(0) self.axes.legend() self.canvas.draw() def on_destroy(self, window): self.dead = True self.netTable.PutBoolean('EnableTuning',False) class GraphOpener(object): def __init__(self, NetworkTable): self.graphPlot = None self.netTable = NetworkTable def show(self): if self.graphPlot == None: self.graphPlot = GraphPlot(self.netTable) self.graphPlot.window.connect("destroy", self.on_destroy) def on_destroy(self, widget): self.graphPlot=None
bsd-3-clause
allenlavoie/tensorflow
tensorflow/python/estimator/canned/linear_testing_utils.py
10
80463
# Copyright 2017 The TensorFlow Authors. All Rights Reserved. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. # ============================================================================== """Utils for testing linear estimators.""" from __future__ import absolute_import from __future__ import division from __future__ import print_function import math import os import shutil import tempfile import numpy as np import six from tensorflow.core.example import example_pb2 from tensorflow.core.example import feature_pb2 from tensorflow.python.client import session as tf_session from tensorflow.python.estimator import estimator from tensorflow.python.estimator import run_config from tensorflow.python.estimator.canned import linear from tensorflow.python.estimator.canned import metric_keys from tensorflow.python.estimator.export import export from tensorflow.python.estimator.inputs import numpy_io from tensorflow.python.estimator.inputs import pandas_io from tensorflow.python.feature_column import feature_column as feature_column_lib from tensorflow.python.framework import dtypes from tensorflow.python.framework import ops from tensorflow.python.framework import sparse_tensor from tensorflow.python.ops import check_ops from tensorflow.python.ops import control_flow_ops from tensorflow.python.ops import data_flow_ops from tensorflow.python.ops import init_ops from tensorflow.python.ops import math_ops from tensorflow.python.ops import parsing_ops from tensorflow.python.ops import partitioned_variables from tensorflow.python.ops import variable_scope from tensorflow.python.ops import variables as variables_lib from tensorflow.python.platform import gfile from tensorflow.python.platform import test from tensorflow.python.summary.writer import writer_cache from tensorflow.python.training import checkpoint_utils from tensorflow.python.training import distribute as distribute_lib from tensorflow.python.training import gradient_descent from tensorflow.python.training import input as input_lib from tensorflow.python.training import optimizer as optimizer_lib from tensorflow.python.training import queue_runner from tensorflow.python.training import saver from tensorflow.python.training import session_run_hook try: # pylint: disable=g-import-not-at-top import pandas as pd HAS_PANDAS = True except IOError: # Pandas writes a temporary file during import. If it fails, don't use pandas. HAS_PANDAS = False except ImportError: HAS_PANDAS = False # pylint rules which are disabled by default for test files. # pylint: disable=invalid-name,protected-access,missing-docstring # Names of variables created by model. AGE_WEIGHT_NAME = 'linear/linear_model/age/weights' HEIGHT_WEIGHT_NAME = 'linear/linear_model/height/weights' OCCUPATION_WEIGHT_NAME = 'linear/linear_model/occupation/weights' BIAS_NAME = 'linear/linear_model/bias_weights' LANGUAGE_WEIGHT_NAME = 'linear/linear_model/language/weights' def assert_close(expected, actual, rtol=1e-04, name='assert_close'): with ops.name_scope(name, 'assert_close', (expected, actual, rtol)) as scope: expected = ops.convert_to_tensor(expected, name='expected') actual = ops.convert_to_tensor(actual, name='actual') rdiff = math_ops.abs(expected - actual, 'diff') / math_ops.abs(expected) rtol = ops.convert_to_tensor(rtol, name='rtol') return check_ops.assert_less( rdiff, rtol, data=('Condition expected =~ actual did not hold element-wise:' 'expected = ', expected, 'actual = ', actual, 'rdiff = ', rdiff, 'rtol = ', rtol,), name=scope) def save_variables_to_ckpt(model_dir): init_all_op = [variables_lib.global_variables_initializer()] with tf_session.Session() as sess: sess.run(init_all_op) saver.Saver().save(sess, os.path.join(model_dir, 'model.ckpt')) def queue_parsed_features(feature_map): tensors_to_enqueue = [] keys = [] for key, tensor in six.iteritems(feature_map): keys.append(key) tensors_to_enqueue.append(tensor) queue_dtypes = [x.dtype for x in tensors_to_enqueue] input_queue = data_flow_ops.FIFOQueue(capacity=100, dtypes=queue_dtypes) queue_runner.add_queue_runner( queue_runner.QueueRunner(input_queue, [input_queue.enqueue(tensors_to_enqueue)])) dequeued_tensors = input_queue.dequeue() return {keys[i]: dequeued_tensors[i] for i in range(len(dequeued_tensors))} def sorted_key_dict(unsorted_dict): return {k: unsorted_dict[k] for k in sorted(unsorted_dict)} def sigmoid(x): return 1 / (1 + np.exp(-1.0 * x)) class CheckPartitionerVarHook(session_run_hook.SessionRunHook): """A `SessionRunHook` to check a partitioned variable.""" def __init__(self, test_case, var_name, var_dim, partitions): self._test_case = test_case self._var_name = var_name self._var_dim = var_dim self._partitions = partitions def begin(self): with variable_scope.variable_scope( variable_scope.get_variable_scope()) as scope: scope.reuse_variables() partitioned_weight = variable_scope.get_variable( self._var_name, shape=(self._var_dim, 1)) self._test_case.assertTrue( isinstance(partitioned_weight, variables_lib.PartitionedVariable)) for part in partitioned_weight: self._test_case.assertEqual(self._var_dim // self._partitions, part.get_shape()[0]) class BaseLinearRegressorPartitionerTest(object): def __init__(self, linear_regressor_fn): self._linear_regressor_fn = linear_regressor_fn def setUp(self): self._model_dir = tempfile.mkdtemp() def tearDown(self): if self._model_dir: writer_cache.FileWriterCache.clear() shutil.rmtree(self._model_dir) def testPartitioner(self): x_dim = 64 partitions = 4 def _partitioner(shape, dtype): del dtype # unused; required by Fn signature. # Only partition the embedding tensor. return [partitions, 1] if shape[0] == x_dim else [1] regressor = self._linear_regressor_fn( feature_columns=(feature_column_lib.categorical_column_with_hash_bucket( 'language', hash_bucket_size=x_dim),), partitioner=_partitioner, model_dir=self._model_dir) def _input_fn(): return { 'language': sparse_tensor.SparseTensor( values=['english', 'spanish'], indices=[[0, 0], [0, 1]], dense_shape=[1, 2]) }, [[10.]] hook = CheckPartitionerVarHook(self, LANGUAGE_WEIGHT_NAME, x_dim, partitions) regressor.train(input_fn=_input_fn, steps=1, hooks=[hook]) def testDefaultPartitionerWithMultiplePsReplicas(self): partitions = 2 # This results in weights larger than the default partition size of 64M, # so partitioned weights are created (each weight uses 4 bytes). x_dim = 32 << 20 class FakeRunConfig(run_config.RunConfig): @property def num_ps_replicas(self): return partitions # Mock the device setter as ps is not available on test machines. with test.mock.patch.object( estimator, '_get_replica_device_setter', return_value=lambda _: '/cpu:0'): linear_regressor = self._linear_regressor_fn( feature_columns=( feature_column_lib.categorical_column_with_hash_bucket( 'language', hash_bucket_size=x_dim),), config=FakeRunConfig(), model_dir=self._model_dir) def _input_fn(): return { 'language': sparse_tensor.SparseTensor( values=['english', 'spanish'], indices=[[0, 0], [0, 1]], dense_shape=[1, 2]) }, [[10.]] hook = CheckPartitionerVarHook(self, LANGUAGE_WEIGHT_NAME, x_dim, partitions) linear_regressor.train(input_fn=_input_fn, steps=1, hooks=[hook]) # TODO(b/36813849): Add tests with dynamic shape inputs using placeholders. class BaseLinearRegressorEvaluationTest(object): def __init__(self, linear_regressor_fn): self._linear_regressor_fn = linear_regressor_fn def setUp(self): self._model_dir = tempfile.mkdtemp() def tearDown(self): if self._model_dir: writer_cache.FileWriterCache.clear() shutil.rmtree(self._model_dir) def test_evaluation_for_simple_data(self): with ops.Graph().as_default(): variables_lib.Variable([[11.0]], name=AGE_WEIGHT_NAME) variables_lib.Variable([2.0], name=BIAS_NAME) variables_lib.Variable( 100, name=ops.GraphKeys.GLOBAL_STEP, dtype=dtypes.int64) save_variables_to_ckpt(self._model_dir) linear_regressor = self._linear_regressor_fn( feature_columns=(feature_column_lib.numeric_column('age'),), model_dir=self._model_dir) eval_metrics = linear_regressor.evaluate( input_fn=lambda: ({'age': ((1,),)}, ((10.,),)), steps=1) # Logit is (1. * 11.0 + 2.0) = 13, while label is 10. Loss is 3**2 = 9. self.assertDictEqual({ metric_keys.MetricKeys.LOSS: 9., metric_keys.MetricKeys.LOSS_MEAN: 9., ops.GraphKeys.GLOBAL_STEP: 100 }, eval_metrics) def test_evaluation_batch(self): """Tests evaluation for batch_size==2.""" with ops.Graph().as_default(): variables_lib.Variable([[11.0]], name=AGE_WEIGHT_NAME) variables_lib.Variable([2.0], name=BIAS_NAME) variables_lib.Variable( 100, name=ops.GraphKeys.GLOBAL_STEP, dtype=dtypes.int64) save_variables_to_ckpt(self._model_dir) linear_regressor = self._linear_regressor_fn( feature_columns=(feature_column_lib.numeric_column('age'),), model_dir=self._model_dir) eval_metrics = linear_regressor.evaluate( input_fn=lambda: ({'age': ((1,), (1,))}, ((10.,), (10.,))), steps=1) # Logit is (1. * 11.0 + 2.0) = 13, while label is 10. # Loss per example is 3**2 = 9. # Training loss is the sum over batch = 9 + 9 = 18 # Average loss is the average over batch = 9 self.assertDictEqual({ metric_keys.MetricKeys.LOSS: 18., metric_keys.MetricKeys.LOSS_MEAN: 9., ops.GraphKeys.GLOBAL_STEP: 100 }, eval_metrics) def test_evaluation_weights(self): """Tests evaluation with weights.""" with ops.Graph().as_default(): variables_lib.Variable([[11.0]], name=AGE_WEIGHT_NAME) variables_lib.Variable([2.0], name=BIAS_NAME) variables_lib.Variable( 100, name=ops.GraphKeys.GLOBAL_STEP, dtype=dtypes.int64) save_variables_to_ckpt(self._model_dir) def _input_fn(): features = {'age': ((1,), (1,)), 'weights': ((1.,), (2.,))} labels = ((10.,), (10.,)) return features, labels linear_regressor = self._linear_regressor_fn( feature_columns=(feature_column_lib.numeric_column('age'),), weight_column='weights', model_dir=self._model_dir) eval_metrics = linear_regressor.evaluate(input_fn=_input_fn, steps=1) # Logit is (1. * 11.0 + 2.0) = 13, while label is 10. # Loss per example is 3**2 = 9. # Training loss is the weighted sum over batch = 9 + 2*9 = 27 # average loss is the weighted average = 9 + 2*9 / (1 + 2) = 9 self.assertDictEqual({ metric_keys.MetricKeys.LOSS: 27., metric_keys.MetricKeys.LOSS_MEAN: 9., ops.GraphKeys.GLOBAL_STEP: 100 }, eval_metrics) def test_evaluation_for_multi_dimensions(self): x_dim = 3 label_dim = 2 with ops.Graph().as_default(): variables_lib.Variable( [[1.0, 2.0], [3.0, 4.0], [5.0, 6.0]], name=AGE_WEIGHT_NAME) variables_lib.Variable([7.0, 8.0], name=BIAS_NAME) variables_lib.Variable(100, name='global_step', dtype=dtypes.int64) save_variables_to_ckpt(self._model_dir) linear_regressor = self._linear_regressor_fn( feature_columns=(feature_column_lib.numeric_column( 'age', shape=(x_dim,)),), label_dimension=label_dim, model_dir=self._model_dir) input_fn = numpy_io.numpy_input_fn( x={ 'age': np.array([[2., 4., 5.]]), }, y=np.array([[46., 58.]]), batch_size=1, num_epochs=None, shuffle=False) eval_metrics = linear_regressor.evaluate(input_fn=input_fn, steps=1) self.assertItemsEqual( (metric_keys.MetricKeys.LOSS, metric_keys.MetricKeys.LOSS_MEAN, ops.GraphKeys.GLOBAL_STEP), eval_metrics.keys()) # Logit is # [2., 4., 5.] * [1.0, 2.0] + [7.0, 8.0] = [39, 50] + [7.0, 8.0] # [3.0, 4.0] # [5.0, 6.0] # which is [46, 58] self.assertAlmostEqual(0, eval_metrics[metric_keys.MetricKeys.LOSS]) def test_evaluation_for_multiple_feature_columns(self): with ops.Graph().as_default(): variables_lib.Variable([[10.0]], name=AGE_WEIGHT_NAME) variables_lib.Variable([[2.0]], name=HEIGHT_WEIGHT_NAME) variables_lib.Variable([5.0], name=BIAS_NAME) variables_lib.Variable( 100, name=ops.GraphKeys.GLOBAL_STEP, dtype=dtypes.int64) save_variables_to_ckpt(self._model_dir) batch_size = 2 feature_columns = [ feature_column_lib.numeric_column('age'), feature_column_lib.numeric_column('height') ] input_fn = numpy_io.numpy_input_fn( x={'age': np.array([20, 40]), 'height': np.array([4, 8])}, y=np.array([[213.], [421.]]), batch_size=batch_size, num_epochs=None, shuffle=False) est = self._linear_regressor_fn( feature_columns=feature_columns, model_dir=self._model_dir) eval_metrics = est.evaluate(input_fn=input_fn, steps=1) self.assertItemsEqual( (metric_keys.MetricKeys.LOSS, metric_keys.MetricKeys.LOSS_MEAN, ops.GraphKeys.GLOBAL_STEP), eval_metrics.keys()) # Logit is [(20. * 10.0 + 4 * 2.0 + 5.0), (40. * 10.0 + 8 * 2.0 + 5.0)] = # [213.0, 421.0], while label is [213., 421.]. Loss = 0. self.assertAlmostEqual(0, eval_metrics[metric_keys.MetricKeys.LOSS]) class BaseLinearRegressorPredictTest(object): def __init__(self, linear_regressor_fn): self._linear_regressor_fn = linear_regressor_fn def setUp(self): self._model_dir = tempfile.mkdtemp() def tearDown(self): if self._model_dir: writer_cache.FileWriterCache.clear() shutil.rmtree(self._model_dir) def test_1d(self): """Tests predict when all variables are one-dimensional.""" with ops.Graph().as_default(): variables_lib.Variable([[10.]], name='linear/linear_model/x/weights') variables_lib.Variable([.2], name=BIAS_NAME) variables_lib.Variable(100, name='global_step', dtype=dtypes.int64) save_variables_to_ckpt(self._model_dir) linear_regressor = self._linear_regressor_fn( feature_columns=(feature_column_lib.numeric_column('x'),), model_dir=self._model_dir) predict_input_fn = numpy_io.numpy_input_fn( x={'x': np.array([[2.]])}, y=None, batch_size=1, num_epochs=1, shuffle=False) predictions = linear_regressor.predict(input_fn=predict_input_fn) predicted_scores = list([x['predictions'] for x in predictions]) # x * weight + bias = 2. * 10. + .2 = 20.2 self.assertAllClose([[20.2]], predicted_scores) def testMultiDim(self): """Tests predict when all variables are multi-dimenstional.""" batch_size = 2 label_dimension = 3 x_dim = 4 feature_columns = (feature_column_lib.numeric_column('x', shape=(x_dim,)),) with ops.Graph().as_default(): variables_lib.Variable( # shape=[x_dim, label_dimension] [[1., 2., 3.], [2., 3., 4.], [3., 4., 5.], [4., 5., 6.]], name='linear/linear_model/x/weights') variables_lib.Variable( # shape=[label_dimension] [.2, .4, .6], name=BIAS_NAME) variables_lib.Variable(100, name='global_step', dtype=dtypes.int64) save_variables_to_ckpt(self._model_dir) linear_regressor = self._linear_regressor_fn( feature_columns=feature_columns, label_dimension=label_dimension, model_dir=self._model_dir) predict_input_fn = numpy_io.numpy_input_fn( # x shape=[batch_size, x_dim] x={'x': np.array([[1., 2., 3., 4.], [5., 6., 7., 8.]])}, y=None, batch_size=batch_size, num_epochs=1, shuffle=False) predictions = linear_regressor.predict(input_fn=predict_input_fn) predicted_scores = list([x['predictions'] for x in predictions]) # score = x * weight + bias, shape=[batch_size, label_dimension] self.assertAllClose([[30.2, 40.4, 50.6], [70.2, 96.4, 122.6]], predicted_scores) def testTwoFeatureColumns(self): """Tests predict with two feature columns.""" with ops.Graph().as_default(): variables_lib.Variable([[10.]], name='linear/linear_model/x0/weights') variables_lib.Variable([[20.]], name='linear/linear_model/x1/weights') variables_lib.Variable([.2], name=BIAS_NAME) variables_lib.Variable(100, name='global_step', dtype=dtypes.int64) save_variables_to_ckpt(self._model_dir) linear_regressor = self._linear_regressor_fn( feature_columns=(feature_column_lib.numeric_column('x0'), feature_column_lib.numeric_column('x1')), model_dir=self._model_dir) predict_input_fn = numpy_io.numpy_input_fn( x={'x0': np.array([[2.]]), 'x1': np.array([[3.]])}, y=None, batch_size=1, num_epochs=1, shuffle=False) predictions = linear_regressor.predict(input_fn=predict_input_fn) predicted_scores = list([x['predictions'] for x in predictions]) # x0 * weight0 + x1 * weight1 + bias = 2. * 10. + 3. * 20 + .2 = 80.2 self.assertAllClose([[80.2]], predicted_scores) class BaseLinearRegressorIntegrationTest(object): def __init__(self, linear_regressor_fn): self._linear_regressor_fn = linear_regressor_fn def setUp(self): self._model_dir = tempfile.mkdtemp() def tearDown(self): if self._model_dir: writer_cache.FileWriterCache.clear() shutil.rmtree(self._model_dir) def _test_complete_flow(self, train_input_fn, eval_input_fn, predict_input_fn, input_dimension, label_dimension, prediction_length): feature_columns = [ feature_column_lib.numeric_column('x', shape=(input_dimension,)) ] est = self._linear_regressor_fn( feature_columns=feature_columns, label_dimension=label_dimension, model_dir=self._model_dir) # TRAIN # learn y = x est.train(train_input_fn, steps=200) # EVALUTE scores = est.evaluate(eval_input_fn) self.assertEqual(200, scores[ops.GraphKeys.GLOBAL_STEP]) self.assertIn(metric_keys.MetricKeys.LOSS, six.iterkeys(scores)) # PREDICT predictions = np.array( [x['predictions'] for x in est.predict(predict_input_fn)]) self.assertAllEqual((prediction_length, label_dimension), predictions.shape) # EXPORT feature_spec = feature_column_lib.make_parse_example_spec(feature_columns) serving_input_receiver_fn = export.build_parsing_serving_input_receiver_fn( feature_spec) export_dir = est.export_savedmodel(tempfile.mkdtemp(), serving_input_receiver_fn) self.assertTrue(gfile.Exists(export_dir)) def test_numpy_input_fn(self): """Tests complete flow with numpy_input_fn.""" label_dimension = 2 input_dimension = label_dimension batch_size = 10 prediction_length = batch_size data = np.linspace(0., 2., batch_size * label_dimension, dtype=np.float32) data = data.reshape(batch_size, label_dimension) train_input_fn = numpy_io.numpy_input_fn( x={'x': data}, y=data, batch_size=batch_size, num_epochs=None, shuffle=True) eval_input_fn = numpy_io.numpy_input_fn( x={'x': data}, y=data, batch_size=batch_size, num_epochs=1, shuffle=False) predict_input_fn = numpy_io.numpy_input_fn( x={'x': data}, y=None, batch_size=batch_size, num_epochs=1, shuffle=False) self._test_complete_flow( train_input_fn=train_input_fn, eval_input_fn=eval_input_fn, predict_input_fn=predict_input_fn, input_dimension=input_dimension, label_dimension=label_dimension, prediction_length=prediction_length) def test_pandas_input_fn(self): """Tests complete flow with pandas_input_fn.""" if not HAS_PANDAS: return # Pandas DataFrame natually supports 1 dim data only. label_dimension = 1 input_dimension = label_dimension batch_size = 10 data = np.array([1., 2., 3., 4.], dtype=np.float32) x = pd.DataFrame({'x': data}) y = pd.Series(data) prediction_length = 4 train_input_fn = pandas_io.pandas_input_fn( x=x, y=y, batch_size=batch_size, num_epochs=None, shuffle=True) eval_input_fn = pandas_io.pandas_input_fn( x=x, y=y, batch_size=batch_size, shuffle=False) predict_input_fn = pandas_io.pandas_input_fn( x=x, batch_size=batch_size, shuffle=False) self._test_complete_flow( train_input_fn=train_input_fn, eval_input_fn=eval_input_fn, predict_input_fn=predict_input_fn, input_dimension=input_dimension, label_dimension=label_dimension, prediction_length=prediction_length) def test_input_fn_from_parse_example(self): """Tests complete flow with input_fn constructed from parse_example.""" label_dimension = 2 input_dimension = label_dimension batch_size = 10 prediction_length = batch_size data = np.linspace(0., 2., batch_size * label_dimension, dtype=np.float32) data = data.reshape(batch_size, label_dimension) serialized_examples = [] for datum in data: example = example_pb2.Example(features=feature_pb2.Features( feature={ 'x': feature_pb2.Feature(float_list=feature_pb2.FloatList( value=datum)), 'y': feature_pb2.Feature(float_list=feature_pb2.FloatList( value=datum[:label_dimension])), })) serialized_examples.append(example.SerializeToString()) feature_spec = { 'x': parsing_ops.FixedLenFeature([input_dimension], dtypes.float32), 'y': parsing_ops.FixedLenFeature([label_dimension], dtypes.float32), } def _train_input_fn(): feature_map = parsing_ops.parse_example(serialized_examples, feature_spec) features = queue_parsed_features(feature_map) labels = features.pop('y') return features, labels def _eval_input_fn(): feature_map = parsing_ops.parse_example( input_lib.limit_epochs(serialized_examples, num_epochs=1), feature_spec) features = queue_parsed_features(feature_map) labels = features.pop('y') return features, labels def _predict_input_fn(): feature_map = parsing_ops.parse_example( input_lib.limit_epochs(serialized_examples, num_epochs=1), feature_spec) features = queue_parsed_features(feature_map) features.pop('y') return features, None self._test_complete_flow( train_input_fn=_train_input_fn, eval_input_fn=_eval_input_fn, predict_input_fn=_predict_input_fn, input_dimension=input_dimension, label_dimension=label_dimension, prediction_length=prediction_length) class BaseLinearRegressorTrainingTest(object): def __init__(self, linear_regressor_fn): self._linear_regressor_fn = linear_regressor_fn def setUp(self): self._model_dir = tempfile.mkdtemp() def tearDown(self): if self._model_dir: writer_cache.FileWriterCache.clear() shutil.rmtree(self._model_dir) def _mock_optimizer(self, expected_loss=None): expected_var_names = [ '%s/part_0:0' % AGE_WEIGHT_NAME, '%s/part_0:0' % BIAS_NAME ] def _minimize(loss, global_step=None, var_list=None): trainable_vars = var_list or ops.get_collection( ops.GraphKeys.TRAINABLE_VARIABLES) self.assertItemsEqual(expected_var_names, [var.name for var in trainable_vars]) # Verify loss. We can't check the value directly, so we add an assert op. self.assertEquals(0, loss.shape.ndims) if expected_loss is None: if global_step is not None: return distribute_lib.increment_var(global_step) return control_flow_ops.no_op() assert_loss = assert_close( math_ops.to_float(expected_loss, name='expected'), loss, name='assert_loss') with ops.control_dependencies((assert_loss,)): if global_step is not None: return distribute_lib.increment_var(global_step) return control_flow_ops.no_op() mock_optimizer = test.mock.NonCallableMock( spec=optimizer_lib.Optimizer, wraps=optimizer_lib.Optimizer(use_locking=False, name='my_optimizer')) mock_optimizer.minimize = test.mock.MagicMock(wraps=_minimize) # NOTE: Estimator.params performs a deepcopy, which wreaks havoc with mocks. # So, return mock_optimizer itself for deepcopy. mock_optimizer.__deepcopy__ = lambda _: mock_optimizer return mock_optimizer def _assert_checkpoint(self, expected_global_step, expected_age_weight=None, expected_bias=None): shapes = { name: shape for (name, shape) in checkpoint_utils.list_variables(self._model_dir) } self.assertEqual([], shapes[ops.GraphKeys.GLOBAL_STEP]) self.assertEqual(expected_global_step, checkpoint_utils.load_variable(self._model_dir, ops.GraphKeys.GLOBAL_STEP)) self.assertEqual([1, 1], shapes[AGE_WEIGHT_NAME]) if expected_age_weight is not None: self.assertEqual(expected_age_weight, checkpoint_utils.load_variable(self._model_dir, AGE_WEIGHT_NAME)) self.assertEqual([1], shapes[BIAS_NAME]) if expected_bias is not None: self.assertEqual(expected_bias, checkpoint_utils.load_variable(self._model_dir, BIAS_NAME)) def testFromScratchWithDefaultOptimizer(self): # Create LinearRegressor. label = 5. age = 17 linear_regressor = self._linear_regressor_fn( feature_columns=(feature_column_lib.numeric_column('age'),), model_dir=self._model_dir) # Train for a few steps, and validate final checkpoint. num_steps = 10 linear_regressor.train( input_fn=lambda: ({'age': ((age,),)}, ((label,),)), steps=num_steps) self._assert_checkpoint(num_steps) def testTrainWithOneDimLabel(self): label_dimension = 1 batch_size = 20 feature_columns = [feature_column_lib.numeric_column('age', shape=(1,))] est = self._linear_regressor_fn( feature_columns=feature_columns, label_dimension=label_dimension, model_dir=self._model_dir) data_rank_1 = np.linspace(0., 2., batch_size, dtype=np.float32) self.assertEqual((batch_size,), data_rank_1.shape) train_input_fn = numpy_io.numpy_input_fn( x={'age': data_rank_1}, y=data_rank_1, batch_size=batch_size, num_epochs=None, shuffle=True) est.train(train_input_fn, steps=200) self._assert_checkpoint(200) def testTrainWithOneDimWeight(self): label_dimension = 1 batch_size = 20 feature_columns = [feature_column_lib.numeric_column('age', shape=(1,))] est = self._linear_regressor_fn( feature_columns=feature_columns, label_dimension=label_dimension, weight_column='w', model_dir=self._model_dir) data_rank_1 = np.linspace(0., 2., batch_size, dtype=np.float32) self.assertEqual((batch_size,), data_rank_1.shape) train_input_fn = numpy_io.numpy_input_fn( x={'age': data_rank_1, 'w': data_rank_1}, y=data_rank_1, batch_size=batch_size, num_epochs=None, shuffle=True) est.train(train_input_fn, steps=200) self._assert_checkpoint(200) def testFromScratch(self): # Create LinearRegressor. label = 5. age = 17 # loss = (logits - label)^2 = (0 - 5.)^2 = 25. mock_optimizer = self._mock_optimizer(expected_loss=25.) linear_regressor = self._linear_regressor_fn( feature_columns=(feature_column_lib.numeric_column('age'),), model_dir=self._model_dir, optimizer=mock_optimizer) self.assertEqual(0, mock_optimizer.minimize.call_count) # Train for a few steps, and validate optimizer and final checkpoint. num_steps = 10 linear_regressor.train( input_fn=lambda: ({'age': ((age,),)}, ((label,),)), steps=num_steps) self.assertEqual(1, mock_optimizer.minimize.call_count) self._assert_checkpoint( expected_global_step=num_steps, expected_age_weight=0., expected_bias=0.) def testFromCheckpoint(self): # Create initial checkpoint. age_weight = 10.0 bias = 5.0 initial_global_step = 100 with ops.Graph().as_default(): variables_lib.Variable([[age_weight]], name=AGE_WEIGHT_NAME) variables_lib.Variable([bias], name=BIAS_NAME) variables_lib.Variable( initial_global_step, name=ops.GraphKeys.GLOBAL_STEP, dtype=dtypes.int64) save_variables_to_ckpt(self._model_dir) # logits = age * age_weight + bias = 17 * 10. + 5. = 175 # loss = (logits - label)^2 = (175 - 5)^2 = 28900 mock_optimizer = self._mock_optimizer(expected_loss=28900.) linear_regressor = self._linear_regressor_fn( feature_columns=(feature_column_lib.numeric_column('age'),), model_dir=self._model_dir, optimizer=mock_optimizer) self.assertEqual(0, mock_optimizer.minimize.call_count) # Train for a few steps, and validate optimizer and final checkpoint. num_steps = 10 linear_regressor.train( input_fn=lambda: ({'age': ((17,),)}, ((5.,),)), steps=num_steps) self.assertEqual(1, mock_optimizer.minimize.call_count) self._assert_checkpoint( expected_global_step=initial_global_step + num_steps, expected_age_weight=age_weight, expected_bias=bias) def testFromCheckpointMultiBatch(self): # Create initial checkpoint. age_weight = 10.0 bias = 5.0 initial_global_step = 100 with ops.Graph().as_default(): variables_lib.Variable([[age_weight]], name=AGE_WEIGHT_NAME) variables_lib.Variable([bias], name=BIAS_NAME) variables_lib.Variable( initial_global_step, name=ops.GraphKeys.GLOBAL_STEP, dtype=dtypes.int64) save_variables_to_ckpt(self._model_dir) # logits = age * age_weight + bias # logits[0] = 17 * 10. + 5. = 175 # logits[1] = 15 * 10. + 5. = 155 # loss = sum(logits - label)^2 = (175 - 5)^2 + (155 - 3)^2 = 52004 mock_optimizer = self._mock_optimizer(expected_loss=52004.) linear_regressor = self._linear_regressor_fn( feature_columns=(feature_column_lib.numeric_column('age'),), model_dir=self._model_dir, optimizer=mock_optimizer) self.assertEqual(0, mock_optimizer.minimize.call_count) # Train for a few steps, and validate optimizer and final checkpoint. num_steps = 10 linear_regressor.train( input_fn=lambda: ({'age': ((17,), (15,))}, ((5.,), (3.,))), steps=num_steps) self.assertEqual(1, mock_optimizer.minimize.call_count) self._assert_checkpoint( expected_global_step=initial_global_step + num_steps, expected_age_weight=age_weight, expected_bias=bias) class BaseLinearClassifierTrainingTest(object): def __init__(self, linear_classifier_fn): self._linear_classifier_fn = linear_classifier_fn def setUp(self): self._model_dir = tempfile.mkdtemp() def tearDown(self): if self._model_dir: shutil.rmtree(self._model_dir) def _mock_optimizer(self, expected_loss=None): expected_var_names = [ '%s/part_0:0' % AGE_WEIGHT_NAME, '%s/part_0:0' % BIAS_NAME ] def _minimize(loss, global_step): trainable_vars = ops.get_collection(ops.GraphKeys.TRAINABLE_VARIABLES) self.assertItemsEqual( expected_var_names, [var.name for var in trainable_vars]) # Verify loss. We can't check the value directly, so we add an assert op. self.assertEquals(0, loss.shape.ndims) if expected_loss is None: return distribute_lib.increment_var(global_step) assert_loss = assert_close( math_ops.to_float(expected_loss, name='expected'), loss, name='assert_loss') with ops.control_dependencies((assert_loss,)): return distribute_lib.increment_var(global_step) mock_optimizer = test.mock.NonCallableMock( spec=optimizer_lib.Optimizer, wraps=optimizer_lib.Optimizer(use_locking=False, name='my_optimizer')) mock_optimizer.minimize = test.mock.MagicMock(wraps=_minimize) # NOTE: Estimator.params performs a deepcopy, which wreaks havoc with mocks. # So, return mock_optimizer itself for deepcopy. mock_optimizer.__deepcopy__ = lambda _: mock_optimizer return mock_optimizer def _assert_checkpoint( self, n_classes, expected_global_step, expected_age_weight=None, expected_bias=None): logits_dimension = n_classes if n_classes > 2 else 1 shapes = { name: shape for (name, shape) in checkpoint_utils.list_variables(self._model_dir) } self.assertEqual([], shapes[ops.GraphKeys.GLOBAL_STEP]) self.assertEqual( expected_global_step, checkpoint_utils.load_variable( self._model_dir, ops.GraphKeys.GLOBAL_STEP)) self.assertEqual([1, logits_dimension], shapes[AGE_WEIGHT_NAME]) if expected_age_weight is not None: self.assertAllEqual(expected_age_weight, checkpoint_utils.load_variable( self._model_dir, AGE_WEIGHT_NAME)) self.assertEqual([logits_dimension], shapes[BIAS_NAME]) if expected_bias is not None: self.assertAllEqual(expected_bias, checkpoint_utils.load_variable( self._model_dir, BIAS_NAME)) def _testFromScratchWithDefaultOptimizer(self, n_classes): label = 0 age = 17 est = linear.LinearClassifier( feature_columns=(feature_column_lib.numeric_column('age'),), n_classes=n_classes, model_dir=self._model_dir) # Train for a few steps, and validate final checkpoint. num_steps = 10 est.train( input_fn=lambda: ({'age': ((age,),)}, ((label,),)), steps=num_steps) self._assert_checkpoint(n_classes, num_steps) def testBinaryClassesFromScratchWithDefaultOptimizer(self): self._testFromScratchWithDefaultOptimizer(n_classes=2) def testMultiClassesFromScratchWithDefaultOptimizer(self): self._testFromScratchWithDefaultOptimizer(n_classes=4) def _testTrainWithTwoDimsLabel(self, n_classes): batch_size = 20 est = linear.LinearClassifier( feature_columns=(feature_column_lib.numeric_column('age'),), n_classes=n_classes, model_dir=self._model_dir) data_rank_1 = np.array([0, 1]) data_rank_2 = np.array([[0], [1]]) self.assertEqual((2,), data_rank_1.shape) self.assertEqual((2, 1), data_rank_2.shape) train_input_fn = numpy_io.numpy_input_fn( x={'age': data_rank_1}, y=data_rank_2, batch_size=batch_size, num_epochs=None, shuffle=True) est.train(train_input_fn, steps=200) self._assert_checkpoint(n_classes, 200) def testBinaryClassesTrainWithTwoDimsLabel(self): self._testTrainWithTwoDimsLabel(n_classes=2) def testMultiClassesTrainWithTwoDimsLabel(self): self._testTrainWithTwoDimsLabel(n_classes=4) def _testTrainWithOneDimLabel(self, n_classes): batch_size = 20 est = linear.LinearClassifier( feature_columns=(feature_column_lib.numeric_column('age'),), n_classes=n_classes, model_dir=self._model_dir) data_rank_1 = np.array([0, 1]) self.assertEqual((2,), data_rank_1.shape) train_input_fn = numpy_io.numpy_input_fn( x={'age': data_rank_1}, y=data_rank_1, batch_size=batch_size, num_epochs=None, shuffle=True) est.train(train_input_fn, steps=200) self._assert_checkpoint(n_classes, 200) def testBinaryClassesTrainWithOneDimLabel(self): self._testTrainWithOneDimLabel(n_classes=2) def testMultiClassesTrainWithOneDimLabel(self): self._testTrainWithOneDimLabel(n_classes=4) def _testTrainWithTwoDimsWeight(self, n_classes): batch_size = 20 est = linear.LinearClassifier( feature_columns=(feature_column_lib.numeric_column('age'),), weight_column='w', n_classes=n_classes, model_dir=self._model_dir) data_rank_1 = np.array([0, 1]) data_rank_2 = np.array([[0], [1]]) self.assertEqual((2,), data_rank_1.shape) self.assertEqual((2, 1), data_rank_2.shape) train_input_fn = numpy_io.numpy_input_fn( x={'age': data_rank_1, 'w': data_rank_2}, y=data_rank_1, batch_size=batch_size, num_epochs=None, shuffle=True) est.train(train_input_fn, steps=200) self._assert_checkpoint(n_classes, 200) def testBinaryClassesTrainWithTwoDimsWeight(self): self._testTrainWithTwoDimsWeight(n_classes=2) def testMultiClassesTrainWithTwoDimsWeight(self): self._testTrainWithTwoDimsWeight(n_classes=4) def _testTrainWithOneDimWeight(self, n_classes): batch_size = 20 est = linear.LinearClassifier( feature_columns=(feature_column_lib.numeric_column('age'),), weight_column='w', n_classes=n_classes, model_dir=self._model_dir) data_rank_1 = np.array([0, 1]) self.assertEqual((2,), data_rank_1.shape) train_input_fn = numpy_io.numpy_input_fn( x={'age': data_rank_1, 'w': data_rank_1}, y=data_rank_1, batch_size=batch_size, num_epochs=None, shuffle=True) est.train(train_input_fn, steps=200) self._assert_checkpoint(n_classes, 200) def testBinaryClassesTrainWithOneDimWeight(self): self._testTrainWithOneDimWeight(n_classes=2) def testMultiClassesTrainWithOneDimWeight(self): self._testTrainWithOneDimWeight(n_classes=4) def _testFromScratch(self, n_classes): label = 1 age = 17 # For binary classifier: # loss = sigmoid_cross_entropy(logits, label) where logits=0 (weights are # all zero initially) and label = 1 so, # loss = 1 * -log ( sigmoid(logits) ) = 0.69315 # For multi class classifier: # loss = cross_entropy(logits, label) where logits are all 0s (weights are # all zero initially) and label = 1 so, # loss = 1 * -log ( 1.0 / n_classes ) # For this particular test case, as logits are same, the formular # 1 * -log ( 1.0 / n_classes ) covers both binary and multi class cases. mock_optimizer = self._mock_optimizer( expected_loss=-1 * math.log(1.0/n_classes)) est = linear.LinearClassifier( feature_columns=(feature_column_lib.numeric_column('age'),), n_classes=n_classes, optimizer=mock_optimizer, model_dir=self._model_dir) self.assertEqual(0, mock_optimizer.minimize.call_count) # Train for a few steps, and validate optimizer and final checkpoint. num_steps = 10 est.train( input_fn=lambda: ({'age': ((age,),)}, ((label,),)), steps=num_steps) self.assertEqual(1, mock_optimizer.minimize.call_count) self._assert_checkpoint( n_classes, expected_global_step=num_steps, expected_age_weight=[[0.]] if n_classes == 2 else [[0.] * n_classes], expected_bias=[0.] if n_classes == 2 else [.0] * n_classes) def testBinaryClassesFromScratch(self): self._testFromScratch(n_classes=2) def testMultiClassesFromScratch(self): self._testFromScratch(n_classes=4) def _testFromCheckpoint(self, n_classes): # Create initial checkpoint. label = 1 age = 17 # For binary case, the expected weight has shape (1,1). For multi class # case, the shape is (1, n_classes). In order to test the weights, set # weights as 2.0 * range(n_classes). age_weight = [[2.0]] if n_classes == 2 else ( np.reshape(2.0 * np.array(list(range(n_classes)), dtype=np.float32), (1, n_classes))) bias = [-35.0] if n_classes == 2 else [-35.0] * n_classes initial_global_step = 100 with ops.Graph().as_default(): variables_lib.Variable(age_weight, name=AGE_WEIGHT_NAME) variables_lib.Variable(bias, name=BIAS_NAME) variables_lib.Variable( initial_global_step, name=ops.GraphKeys.GLOBAL_STEP, dtype=dtypes.int64) save_variables_to_ckpt(self._model_dir) # For binary classifier: # logits = age * age_weight + bias = 17 * 2. - 35. = -1. # loss = sigmoid_cross_entropy(logits, label) # so, loss = 1 * -log ( sigmoid(-1) ) = 1.3133 # For multi class classifier: # loss = cross_entropy(logits, label) # where logits = 17 * age_weight + bias and label = 1 # so, loss = 1 * -log ( soft_max(logits)[1] ) if n_classes == 2: expected_loss = 1.3133 else: logits = age_weight * age + bias logits_exp = np.exp(logits) softmax = logits_exp / logits_exp.sum() expected_loss = -1 * math.log(softmax[0, label]) mock_optimizer = self._mock_optimizer(expected_loss=expected_loss) est = linear.LinearClassifier( feature_columns=(feature_column_lib.numeric_column('age'),), n_classes=n_classes, optimizer=mock_optimizer, model_dir=self._model_dir) self.assertEqual(0, mock_optimizer.minimize.call_count) # Train for a few steps, and validate optimizer and final checkpoint. num_steps = 10 est.train( input_fn=lambda: ({'age': ((age,),)}, ((label,),)), steps=num_steps) self.assertEqual(1, mock_optimizer.minimize.call_count) self._assert_checkpoint( n_classes, expected_global_step=initial_global_step + num_steps, expected_age_weight=age_weight, expected_bias=bias) def testBinaryClassesFromCheckpoint(self): self._testFromCheckpoint(n_classes=2) def testMultiClassesFromCheckpoint(self): self._testFromCheckpoint(n_classes=4) def _testFromCheckpointFloatLabels(self, n_classes): """Tests float labels for binary classification.""" # Create initial checkpoint. if n_classes > 2: return label = 0.8 age = 17 age_weight = [[2.0]] bias = [-35.0] initial_global_step = 100 with ops.Graph().as_default(): variables_lib.Variable(age_weight, name=AGE_WEIGHT_NAME) variables_lib.Variable(bias, name=BIAS_NAME) variables_lib.Variable( initial_global_step, name=ops.GraphKeys.GLOBAL_STEP, dtype=dtypes.int64) save_variables_to_ckpt(self._model_dir) # logits = age * age_weight + bias = 17 * 2. - 35. = -1. # loss = sigmoid_cross_entropy(logits, label) # => loss = -0.8 * log(sigmoid(-1)) -0.2 * log(sigmoid(+1)) = 1.1132617 mock_optimizer = self._mock_optimizer(expected_loss=1.1132617) est = linear.LinearClassifier( feature_columns=(feature_column_lib.numeric_column('age'),), n_classes=n_classes, optimizer=mock_optimizer, model_dir=self._model_dir) self.assertEqual(0, mock_optimizer.minimize.call_count) # Train for a few steps, and validate optimizer and final checkpoint. num_steps = 10 est.train( input_fn=lambda: ({'age': ((age,),)}, ((label,),)), steps=num_steps) self.assertEqual(1, mock_optimizer.minimize.call_count) def testBinaryClassesFromCheckpointFloatLabels(self): self._testFromCheckpointFloatLabels(n_classes=2) def testMultiClassesFromCheckpointFloatLabels(self): self._testFromCheckpointFloatLabels(n_classes=4) def _testFromCheckpointMultiBatch(self, n_classes): # Create initial checkpoint. label = [1, 0] age = [17, 18.5] # For binary case, the expected weight has shape (1,1). For multi class # case, the shape is (1, n_classes). In order to test the weights, set # weights as 2.0 * range(n_classes). age_weight = [[2.0]] if n_classes == 2 else ( np.reshape(2.0 * np.array(list(range(n_classes)), dtype=np.float32), (1, n_classes))) bias = [-35.0] if n_classes == 2 else [-35.0] * n_classes initial_global_step = 100 with ops.Graph().as_default(): variables_lib.Variable(age_weight, name=AGE_WEIGHT_NAME) variables_lib.Variable(bias, name=BIAS_NAME) variables_lib.Variable( initial_global_step, name=ops.GraphKeys.GLOBAL_STEP, dtype=dtypes.int64) save_variables_to_ckpt(self._model_dir) # For binary classifier: # logits = age * age_weight + bias # logits[0] = 17 * 2. - 35. = -1. # logits[1] = 18.5 * 2. - 35. = 2. # loss = sigmoid_cross_entropy(logits, label) # so, loss[0] = 1 * -log ( sigmoid(-1) ) = 1.3133 # loss[1] = (1 - 0) * -log ( 1- sigmoid(2) ) = 2.1269 # For multi class classifier: # loss = cross_entropy(logits, label) # where logits = [17, 18.5] * age_weight + bias and label = [1, 0] # so, loss = 1 * -log ( soft_max(logits)[label] ) if n_classes == 2: expected_loss = (1.3133 + 2.1269) else: logits = age_weight * np.reshape(age, (2, 1)) + bias logits_exp = np.exp(logits) softmax_row_0 = logits_exp[0] / logits_exp[0].sum() softmax_row_1 = logits_exp[1] / logits_exp[1].sum() expected_loss_0 = -1 * math.log(softmax_row_0[label[0]]) expected_loss_1 = -1 * math.log(softmax_row_1[label[1]]) expected_loss = expected_loss_0 + expected_loss_1 mock_optimizer = self._mock_optimizer(expected_loss=expected_loss) est = linear.LinearClassifier( feature_columns=(feature_column_lib.numeric_column('age'),), n_classes=n_classes, optimizer=mock_optimizer, model_dir=self._model_dir) self.assertEqual(0, mock_optimizer.minimize.call_count) # Train for a few steps, and validate optimizer and final checkpoint. num_steps = 10 est.train( input_fn=lambda: ({'age': (age)}, (label)), steps=num_steps) self.assertEqual(1, mock_optimizer.minimize.call_count) self._assert_checkpoint( n_classes, expected_global_step=initial_global_step + num_steps, expected_age_weight=age_weight, expected_bias=bias) def testBinaryClassesFromCheckpointMultiBatch(self): self._testFromCheckpointMultiBatch(n_classes=2) def testMultiClassesFromCheckpointMultiBatch(self): self._testFromCheckpointMultiBatch(n_classes=4) class BaseLinearClassifierEvaluationTest(object): def __init__(self, linear_classifier_fn): self._linear_classifier_fn = linear_classifier_fn def setUp(self): self._model_dir = tempfile.mkdtemp() def tearDown(self): if self._model_dir: shutil.rmtree(self._model_dir) def _test_evaluation_for_simple_data(self, n_classes): label = 1 age = 1. # For binary case, the expected weight has shape (1,1). For multi class # case, the shape is (1, n_classes). In order to test the weights, set # weights as 2.0 * range(n_classes). age_weight = [[-11.0]] if n_classes == 2 else ( np.reshape(-11.0 * np.array(list(range(n_classes)), dtype=np.float32), (1, n_classes))) bias = [-30.0] if n_classes == 2 else [-30.0] * n_classes with ops.Graph().as_default(): variables_lib.Variable(age_weight, name=AGE_WEIGHT_NAME) variables_lib.Variable(bias, name=BIAS_NAME) variables_lib.Variable( 100, name=ops.GraphKeys.GLOBAL_STEP, dtype=dtypes.int64) save_variables_to_ckpt(self._model_dir) est = self._linear_classifier_fn( feature_columns=(feature_column_lib.numeric_column('age'),), n_classes=n_classes, model_dir=self._model_dir) eval_metrics = est.evaluate( input_fn=lambda: ({'age': ((age,),)}, ((label,),)), steps=1) if n_classes == 2: # Binary classes: loss = sum(corss_entropy(41)) = 41. expected_metrics = { metric_keys.MetricKeys.LOSS: 41., ops.GraphKeys.GLOBAL_STEP: 100, metric_keys.MetricKeys.LOSS_MEAN: 41., metric_keys.MetricKeys.ACCURACY: 0., metric_keys.MetricKeys.PRECISION: 0., metric_keys.MetricKeys.RECALL: 0., metric_keys.MetricKeys.PREDICTION_MEAN: 0., metric_keys.MetricKeys.LABEL_MEAN: 1., metric_keys.MetricKeys.ACCURACY_BASELINE: 1, metric_keys.MetricKeys.AUC: 0., metric_keys.MetricKeys.AUC_PR: 1., } else: # Multi classes: loss = 1 * -log ( soft_max(logits)[label] ) logits = age_weight * age + bias logits_exp = np.exp(logits) softmax = logits_exp / logits_exp.sum() expected_loss = -1 * math.log(softmax[0, label]) expected_metrics = { metric_keys.MetricKeys.LOSS: expected_loss, ops.GraphKeys.GLOBAL_STEP: 100, metric_keys.MetricKeys.LOSS_MEAN: expected_loss, metric_keys.MetricKeys.ACCURACY: 0., } self.assertAllClose(sorted_key_dict(expected_metrics), sorted_key_dict(eval_metrics), rtol=1e-3) def test_binary_classes_evaluation_for_simple_data(self): self._test_evaluation_for_simple_data(n_classes=2) def test_multi_classes_evaluation_for_simple_data(self): self._test_evaluation_for_simple_data(n_classes=4) def _test_evaluation_batch(self, n_classes): """Tests evaluation for batch_size==2.""" label = [1, 0] age = [17., 18.] # For binary case, the expected weight has shape (1,1). For multi class # case, the shape is (1, n_classes). In order to test the weights, set # weights as 2.0 * range(n_classes). age_weight = [[2.0]] if n_classes == 2 else ( np.reshape(2.0 * np.array(list(range(n_classes)), dtype=np.float32), (1, n_classes))) bias = [-35.0] if n_classes == 2 else [-35.0] * n_classes initial_global_step = 100 with ops.Graph().as_default(): variables_lib.Variable(age_weight, name=AGE_WEIGHT_NAME) variables_lib.Variable(bias, name=BIAS_NAME) variables_lib.Variable( initial_global_step, name=ops.GraphKeys.GLOBAL_STEP, dtype=dtypes.int64) save_variables_to_ckpt(self._model_dir) est = self._linear_classifier_fn( feature_columns=(feature_column_lib.numeric_column('age'),), n_classes=n_classes, model_dir=self._model_dir) eval_metrics = est.evaluate( input_fn=lambda: ({'age': (age)}, (label)), steps=1) if n_classes == 2: # Logits are (-1., 1.) labels are (1, 0). # Loss is # loss for row 1: 1 * -log(sigmoid(-1)) = 1.3133 # loss for row 2: (1 - 0) * -log(1 - sigmoid(1)) = 1.3133 expected_loss = 1.3133 * 2 expected_metrics = { metric_keys.MetricKeys.LOSS: expected_loss, ops.GraphKeys.GLOBAL_STEP: 100, metric_keys.MetricKeys.LOSS_MEAN: expected_loss / 2, metric_keys.MetricKeys.ACCURACY: 0., metric_keys.MetricKeys.PRECISION: 0., metric_keys.MetricKeys.RECALL: 0., metric_keys.MetricKeys.PREDICTION_MEAN: 0.5, metric_keys.MetricKeys.LABEL_MEAN: 0.5, metric_keys.MetricKeys.ACCURACY_BASELINE: 0.5, metric_keys.MetricKeys.AUC: 0., metric_keys.MetricKeys.AUC_PR: 0.25, } else: # Multi classes: loss = 1 * -log ( soft_max(logits)[label] ) logits = age_weight * np.reshape(age, (2, 1)) + bias logits_exp = np.exp(logits) softmax_row_0 = logits_exp[0] / logits_exp[0].sum() softmax_row_1 = logits_exp[1] / logits_exp[1].sum() expected_loss_0 = -1 * math.log(softmax_row_0[label[0]]) expected_loss_1 = -1 * math.log(softmax_row_1[label[1]]) expected_loss = expected_loss_0 + expected_loss_1 expected_metrics = { metric_keys.MetricKeys.LOSS: expected_loss, ops.GraphKeys.GLOBAL_STEP: 100, metric_keys.MetricKeys.LOSS_MEAN: expected_loss / 2, metric_keys.MetricKeys.ACCURACY: 0., } self.assertAllClose(sorted_key_dict(expected_metrics), sorted_key_dict(eval_metrics), rtol=1e-3) def test_binary_classes_evaluation_batch(self): self._test_evaluation_batch(n_classes=2) def test_multi_classes_evaluation_batch(self): self._test_evaluation_batch(n_classes=4) def _test_evaluation_weights(self, n_classes): """Tests evaluation with weights.""" label = [1, 0] age = [17., 18.] weights = [1., 2.] # For binary case, the expected weight has shape (1,1). For multi class # case, the shape is (1, n_classes). In order to test the weights, set # weights as 2.0 * range(n_classes). age_weight = [[2.0]] if n_classes == 2 else ( np.reshape(2.0 * np.array(list(range(n_classes)), dtype=np.float32), (1, n_classes))) bias = [-35.0] if n_classes == 2 else [-35.0] * n_classes initial_global_step = 100 with ops.Graph().as_default(): variables_lib.Variable(age_weight, name=AGE_WEIGHT_NAME) variables_lib.Variable(bias, name=BIAS_NAME) variables_lib.Variable( initial_global_step, name=ops.GraphKeys.GLOBAL_STEP, dtype=dtypes.int64) save_variables_to_ckpt(self._model_dir) est = self._linear_classifier_fn( feature_columns=(feature_column_lib.numeric_column('age'),), n_classes=n_classes, weight_column='w', model_dir=self._model_dir) eval_metrics = est.evaluate( input_fn=lambda: ({'age': (age), 'w': (weights)}, (label)), steps=1) if n_classes == 2: # Logits are (-1., 1.) labels are (1, 0). # Loss is # loss for row 1: 1 * -log(sigmoid(-1)) = 1.3133 # loss for row 2: (1 - 0) * -log(1 - sigmoid(1)) = 1.3133 # weights = [1., 2.] expected_loss = 1.3133 * (1. + 2.) loss_mean = expected_loss / (1.0 + 2.0) label_mean = np.average(label, weights=weights) logits = [-1, 1] logistics = sigmoid(np.array(logits)) predictions_mean = np.average(logistics, weights=weights) expected_metrics = { metric_keys.MetricKeys.LOSS: expected_loss, ops.GraphKeys.GLOBAL_STEP: 100, metric_keys.MetricKeys.LOSS_MEAN: loss_mean, metric_keys.MetricKeys.ACCURACY: 0., metric_keys.MetricKeys.PRECISION: 0., metric_keys.MetricKeys.RECALL: 0., metric_keys.MetricKeys.PREDICTION_MEAN: predictions_mean, metric_keys.MetricKeys.LABEL_MEAN: label_mean, metric_keys.MetricKeys.ACCURACY_BASELINE: ( max(label_mean, 1-label_mean)), metric_keys.MetricKeys.AUC: 0., metric_keys.MetricKeys.AUC_PR: 0.1668, } else: # Multi classes: unweighted_loss = 1 * -log ( soft_max(logits)[label] ) logits = age_weight * np.reshape(age, (2, 1)) + bias logits_exp = np.exp(logits) softmax_row_0 = logits_exp[0] / logits_exp[0].sum() softmax_row_1 = logits_exp[1] / logits_exp[1].sum() expected_loss_0 = -1 * math.log(softmax_row_0[label[0]]) expected_loss_1 = -1 * math.log(softmax_row_1[label[1]]) loss_mean = np.average([expected_loss_0, expected_loss_1], weights=weights) expected_loss = loss_mean * np.sum(weights) expected_metrics = { metric_keys.MetricKeys.LOSS: expected_loss, ops.GraphKeys.GLOBAL_STEP: 100, metric_keys.MetricKeys.LOSS_MEAN: loss_mean, metric_keys.MetricKeys.ACCURACY: 0., } self.assertAllClose(sorted_key_dict(expected_metrics), sorted_key_dict(eval_metrics), rtol=1e-3) def test_binary_classes_evaluation_weights(self): self._test_evaluation_weights(n_classes=2) def test_multi_classes_evaluation_weights(self): self._test_evaluation_weights(n_classes=4) class BaseLinearClassifierPredictTest(object): def __init__(self, linear_classifier_fn): self._linear_classifier_fn = linear_classifier_fn def setUp(self): self._model_dir = tempfile.mkdtemp() def tearDown(self): if self._model_dir: shutil.rmtree(self._model_dir) def _testPredictions(self, n_classes, label_vocabulary, label_output_fn): """Tests predict when all variables are one-dimensional.""" age = 1. # For binary case, the expected weight has shape (1,1). For multi class # case, the shape is (1, n_classes). In order to test the weights, set # weights as 2.0 * range(n_classes). age_weight = [[-11.0]] if n_classes == 2 else ( np.reshape(-11.0 * np.array(list(range(n_classes)), dtype=np.float32), (1, n_classes))) bias = [10.0] if n_classes == 2 else [10.0] * n_classes with ops.Graph().as_default(): variables_lib.Variable(age_weight, name=AGE_WEIGHT_NAME) variables_lib.Variable(bias, name=BIAS_NAME) variables_lib.Variable(100, name='global_step', dtype=dtypes.int64) save_variables_to_ckpt(self._model_dir) est = self._linear_classifier_fn( feature_columns=(feature_column_lib.numeric_column('age'),), label_vocabulary=label_vocabulary, n_classes=n_classes, model_dir=self._model_dir) predict_input_fn = numpy_io.numpy_input_fn( x={'age': np.array([[age]])}, y=None, batch_size=1, num_epochs=1, shuffle=False) predictions = list(est.predict(input_fn=predict_input_fn)) if n_classes == 2: scalar_logits = np.asscalar( np.reshape(np.array(age_weight) * age + bias, (1,))) two_classes_logits = [0, scalar_logits] two_classes_logits_exp = np.exp(two_classes_logits) softmax = two_classes_logits_exp / two_classes_logits_exp.sum() expected_predictions = { 'class_ids': [0], 'classes': [label_output_fn(0)], 'logistic': [sigmoid(np.array(scalar_logits))], 'logits': [scalar_logits], 'probabilities': softmax, } else: onedim_logits = np.reshape(np.array(age_weight) * age + bias, (-1,)) class_ids = onedim_logits.argmax() logits_exp = np.exp(onedim_logits) softmax = logits_exp / logits_exp.sum() expected_predictions = { 'class_ids': [class_ids], 'classes': [label_output_fn(class_ids)], 'logits': onedim_logits, 'probabilities': softmax, } self.assertEqual(1, len(predictions)) # assertAllClose cannot handle byte type. self.assertEqual(expected_predictions['classes'], predictions[0]['classes']) expected_predictions.pop('classes') predictions[0].pop('classes') self.assertAllClose(sorted_key_dict(expected_predictions), sorted_key_dict(predictions[0])) def testBinaryClassesWithoutLabelVocabulary(self): n_classes = 2 self._testPredictions(n_classes, label_vocabulary=None, label_output_fn=lambda x: ('%s' % x).encode()) def testBinaryClassesWithLabelVocabulary(self): n_classes = 2 self._testPredictions( n_classes, label_vocabulary=['class_vocab_{}'.format(i) for i in range(n_classes)], label_output_fn=lambda x: ('class_vocab_%s' % x).encode()) def testMultiClassesWithoutLabelVocabulary(self): n_classes = 4 self._testPredictions( n_classes, label_vocabulary=None, label_output_fn=lambda x: ('%s' % x).encode()) def testMultiClassesWithLabelVocabulary(self): n_classes = 4 self._testPredictions( n_classes, label_vocabulary=['class_vocab_{}'.format(i) for i in range(n_classes)], label_output_fn=lambda x: ('class_vocab_%s' % x).encode()) class BaseLinearClassifierIntegrationTest(object): def __init__(self, linear_classifier_fn): self._linear_classifier_fn = linear_classifier_fn def setUp(self): self._model_dir = tempfile.mkdtemp() def tearDown(self): if self._model_dir: shutil.rmtree(self._model_dir) def _test_complete_flow(self, n_classes, train_input_fn, eval_input_fn, predict_input_fn, input_dimension, prediction_length): feature_columns = [ feature_column_lib.numeric_column('x', shape=(input_dimension,)) ] est = self._linear_classifier_fn( feature_columns=feature_columns, n_classes=n_classes, model_dir=self._model_dir) # TRAIN # learn y = x est.train(train_input_fn, steps=200) # EVALUTE scores = est.evaluate(eval_input_fn) self.assertEqual(200, scores[ops.GraphKeys.GLOBAL_STEP]) self.assertIn(metric_keys.MetricKeys.LOSS, six.iterkeys(scores)) # PREDICT predictions = np.array( [x['classes'] for x in est.predict(predict_input_fn)]) self.assertAllEqual((prediction_length, 1), predictions.shape) # EXPORT feature_spec = feature_column_lib.make_parse_example_spec(feature_columns) serving_input_receiver_fn = export.build_parsing_serving_input_receiver_fn( feature_spec) export_dir = est.export_savedmodel(tempfile.mkdtemp(), serving_input_receiver_fn) self.assertTrue(gfile.Exists(export_dir)) def _test_numpy_input_fn(self, n_classes): """Tests complete flow with numpy_input_fn.""" input_dimension = 4 batch_size = 10 prediction_length = batch_size data = np.linspace(0., 2., batch_size * input_dimension, dtype=np.float32) data = data.reshape(batch_size, input_dimension) target = np.array([1] * batch_size) train_input_fn = numpy_io.numpy_input_fn( x={'x': data}, y=target, batch_size=batch_size, num_epochs=None, shuffle=True) eval_input_fn = numpy_io.numpy_input_fn( x={'x': data}, y=target, batch_size=batch_size, num_epochs=1, shuffle=False) predict_input_fn = numpy_io.numpy_input_fn( x={'x': data}, y=None, batch_size=batch_size, num_epochs=1, shuffle=False) self._test_complete_flow( n_classes=n_classes, train_input_fn=train_input_fn, eval_input_fn=eval_input_fn, predict_input_fn=predict_input_fn, input_dimension=input_dimension, prediction_length=prediction_length) def test_binary_classes_numpy_input_fn(self): self._test_numpy_input_fn(n_classes=2) def test_multi_classes_numpy_input_fn(self): self._test_numpy_input_fn(n_classes=4) def _test_pandas_input_fn(self, n_classes): """Tests complete flow with pandas_input_fn.""" if not HAS_PANDAS: return # Pandas DataFrame natually supports 1 dim data only. input_dimension = 1 batch_size = 10 data = np.array([1., 2., 3., 4.], dtype=np.float32) target = np.array([1, 0, 1, 0], dtype=np.int32) x = pd.DataFrame({'x': data}) y = pd.Series(target) prediction_length = 4 train_input_fn = pandas_io.pandas_input_fn( x=x, y=y, batch_size=batch_size, num_epochs=None, shuffle=True) eval_input_fn = pandas_io.pandas_input_fn( x=x, y=y, batch_size=batch_size, shuffle=False) predict_input_fn = pandas_io.pandas_input_fn( x=x, batch_size=batch_size, shuffle=False) self._test_complete_flow( n_classes=n_classes, train_input_fn=train_input_fn, eval_input_fn=eval_input_fn, predict_input_fn=predict_input_fn, input_dimension=input_dimension, prediction_length=prediction_length) def test_binary_classes_pandas_input_fn(self): self._test_pandas_input_fn(n_classes=2) def test_multi_classes_pandas_input_fn(self): self._test_pandas_input_fn(n_classes=4) def _test_input_fn_from_parse_example(self, n_classes): """Tests complete flow with input_fn constructed from parse_example.""" input_dimension = 2 batch_size = 10 prediction_length = batch_size data = np.linspace(0., 2., batch_size * input_dimension, dtype=np.float32) data = data.reshape(batch_size, input_dimension) target = np.array([1] * batch_size, dtype=np.int64) serialized_examples = [] for x, y in zip(data, target): example = example_pb2.Example(features=feature_pb2.Features( feature={ 'x': feature_pb2.Feature(float_list=feature_pb2.FloatList( value=x)), 'y': feature_pb2.Feature(int64_list=feature_pb2.Int64List( value=[y])), })) serialized_examples.append(example.SerializeToString()) feature_spec = { 'x': parsing_ops.FixedLenFeature([input_dimension], dtypes.float32), 'y': parsing_ops.FixedLenFeature([1], dtypes.int64), } def _train_input_fn(): feature_map = parsing_ops.parse_example(serialized_examples, feature_spec) features = queue_parsed_features(feature_map) labels = features.pop('y') return features, labels def _eval_input_fn(): feature_map = parsing_ops.parse_example( input_lib.limit_epochs(serialized_examples, num_epochs=1), feature_spec) features = queue_parsed_features(feature_map) labels = features.pop('y') return features, labels def _predict_input_fn(): feature_map = parsing_ops.parse_example( input_lib.limit_epochs(serialized_examples, num_epochs=1), feature_spec) features = queue_parsed_features(feature_map) features.pop('y') return features, None self._test_complete_flow( n_classes=n_classes, train_input_fn=_train_input_fn, eval_input_fn=_eval_input_fn, predict_input_fn=_predict_input_fn, input_dimension=input_dimension, prediction_length=prediction_length) def test_binary_classes_input_fn_from_parse_example(self): self._test_input_fn_from_parse_example(n_classes=2) def test_multi_classes_input_fn_from_parse_example(self): self._test_input_fn_from_parse_example(n_classes=4) class BaseLinearLogitFnTest(object): def test_basic_logit_correctness(self): """linear_logit_fn simply wraps feature_column_lib.linear_model.""" age = feature_column_lib.numeric_column('age') with ops.Graph().as_default(): logit_fn = linear._linear_logit_fn_builder(units=2, feature_columns=[age]) logits = logit_fn(features={'age': [[23.], [31.]]}) bias_var = ops.get_collection(ops.GraphKeys.GLOBAL_VARIABLES, 'linear_model/bias_weights')[0] age_var = ops.get_collection(ops.GraphKeys.GLOBAL_VARIABLES, 'linear_model/age')[0] with tf_session.Session() as sess: sess.run([variables_lib.global_variables_initializer()]) self.assertAllClose([[0., 0.], [0., 0.]], logits.eval()) sess.run(bias_var.assign([10., 5.])) self.assertAllClose([[10., 5.], [10., 5.]], logits.eval()) sess.run(age_var.assign([[2.0, 3.0]])) # [2 * 23 + 10, 3 * 23 + 5] = [56, 74]. # [2 * 31 + 10, 3 * 31 + 5] = [72, 98] self.assertAllClose([[56., 74.], [72., 98.]], logits.eval()) def test_compute_fraction_of_zero(self): """Tests the calculation of sparsity.""" age = feature_column_lib.numeric_column('age') occupation = feature_column_lib.categorical_column_with_hash_bucket( 'occupation', hash_bucket_size=5) with ops.Graph().as_default(): cols_to_vars = {} feature_column_lib.linear_model( features={ 'age': [[23.], [31.]], 'occupation': [['doctor'], ['engineer']] }, feature_columns=[age, occupation], units=3, cols_to_vars=cols_to_vars) cols_to_vars.pop('bias') fraction_zero = linear._compute_fraction_of_zero(cols_to_vars) age_var = ops.get_collection(ops.GraphKeys.GLOBAL_VARIABLES, 'linear_model/age')[0] with tf_session.Session() as sess: sess.run([variables_lib.global_variables_initializer()]) # Upon initialization, all variables will be zero. self.assertAllClose(1, fraction_zero.eval()) sess.run(age_var.assign([[2.0, 0.0, -1.0]])) # 1 of the 3 age weights are zero, and all of the 15 (5 hash buckets # x 3-dim output) are zero. self.assertAllClose(16. / 18., fraction_zero.eval()) class BaseLinearWarmStartingTest(object): def __init__(self, _linear_classifier_fn, _linear_regressor_fn): self._linear_classifier_fn = _linear_classifier_fn self._linear_regressor_fn = _linear_regressor_fn def setUp(self): # Create a directory to save our old checkpoint and vocabularies to. self._ckpt_and_vocab_dir = tempfile.mkdtemp() # Make a dummy input_fn. def _input_fn(): features = { 'age': [[23.], [31.]], 'age_in_years': [[23.], [31.]], 'occupation': [['doctor'], ['consultant']] } return features, [0, 1] self._input_fn = _input_fn def tearDown(self): # Clean up checkpoint / vocab dir. writer_cache.FileWriterCache.clear() shutil.rmtree(self._ckpt_and_vocab_dir) def test_classifier_basic_warm_starting(self): """Tests correctness of LinearClassifier default warm-start.""" age = feature_column_lib.numeric_column('age') # Create a LinearClassifier and train to save a checkpoint. linear_classifier = self._linear_classifier_fn( feature_columns=[age], model_dir=self._ckpt_and_vocab_dir, n_classes=4, optimizer='SGD') linear_classifier.train(input_fn=self._input_fn, max_steps=1) # Create a second LinearClassifier, warm-started from the first. Use a # learning_rate = 0.0 optimizer to check values (use SGD so we don't have # accumulator values that change). warm_started_linear_classifier = self._linear_classifier_fn( feature_columns=[age], n_classes=4, optimizer=gradient_descent.GradientDescentOptimizer(learning_rate=0.0), warm_start_from=linear_classifier.model_dir) warm_started_linear_classifier.train(input_fn=self._input_fn, max_steps=1) for variable_name in warm_started_linear_classifier.get_variable_names(): self.assertAllClose( linear_classifier.get_variable_value(variable_name), warm_started_linear_classifier.get_variable_value(variable_name)) def test_regressor_basic_warm_starting(self): """Tests correctness of LinearRegressor default warm-start.""" age = feature_column_lib.numeric_column('age') # Create a LinearRegressor and train to save a checkpoint. linear_regressor = self._linear_regressor_fn( feature_columns=[age], model_dir=self._ckpt_and_vocab_dir, optimizer='SGD') linear_regressor.train(input_fn=self._input_fn, max_steps=1) # Create a second LinearRegressor, warm-started from the first. Use a # learning_rate = 0.0 optimizer to check values (use SGD so we don't have # accumulator values that change). warm_started_linear_regressor = self._linear_regressor_fn( feature_columns=[age], optimizer=gradient_descent.GradientDescentOptimizer(learning_rate=0.0), warm_start_from=linear_regressor.model_dir) warm_started_linear_regressor.train(input_fn=self._input_fn, max_steps=1) for variable_name in warm_started_linear_regressor.get_variable_names(): self.assertAllClose( linear_regressor.get_variable_value(variable_name), warm_started_linear_regressor.get_variable_value(variable_name)) def test_warm_starting_selective_variables(self): """Tests selecting variables to warm-start.""" age = feature_column_lib.numeric_column('age') # Create a LinearClassifier and train to save a checkpoint. linear_classifier = self._linear_classifier_fn( feature_columns=[age], model_dir=self._ckpt_and_vocab_dir, n_classes=4, optimizer='SGD') linear_classifier.train(input_fn=self._input_fn, max_steps=1) # Create a second LinearClassifier, warm-started from the first. Use a # learning_rate = 0.0 optimizer to check values (use SGD so we don't have # accumulator values that change). warm_started_linear_classifier = self._linear_classifier_fn( feature_columns=[age], n_classes=4, optimizer=gradient_descent.GradientDescentOptimizer(learning_rate=0.0), # The provided regular expression will only warm-start the age variable # and not the bias. warm_start_from=estimator.WarmStartSettings( ckpt_to_initialize_from=linear_classifier.model_dir, vars_to_warm_start='.*(age).*')) warm_started_linear_classifier.train(input_fn=self._input_fn, max_steps=1) self.assertAllClose( linear_classifier.get_variable_value(AGE_WEIGHT_NAME), warm_started_linear_classifier.get_variable_value(AGE_WEIGHT_NAME)) # Bias should still be zero from initialization. self.assertAllClose( [0.0] * 4, warm_started_linear_classifier.get_variable_value(BIAS_NAME)) def test_warm_starting_with_vocab_remapping_and_partitioning(self): """Tests warm-starting with vocab remapping and partitioning.""" vocab_list = ['doctor', 'lawyer', 'consultant'] vocab_file = os.path.join(self._ckpt_and_vocab_dir, 'occupation_vocab') with open(vocab_file, 'w') as f: f.write('\n'.join(vocab_list)) occupation = feature_column_lib.categorical_column_with_vocabulary_file( 'occupation', vocabulary_file=vocab_file, vocabulary_size=len(vocab_list)) # Create a LinearClassifier and train to save a checkpoint. partitioner = partitioned_variables.fixed_size_partitioner(num_shards=2) linear_classifier = self._linear_classifier_fn( feature_columns=[occupation], model_dir=self._ckpt_and_vocab_dir, n_classes=4, optimizer='SGD', partitioner=partitioner) linear_classifier.train(input_fn=self._input_fn, max_steps=1) # Create a second LinearClassifier, warm-started from the first. Use a # learning_rate = 0.0 optimizer to check values (use SGD so we don't have # accumulator values that change). Use a new FeatureColumn with a # different vocabulary for occupation. new_vocab_list = ['doctor', 'consultant', 'engineer'] new_vocab_file = os.path.join(self._ckpt_and_vocab_dir, 'new_occupation_vocab') with open(new_vocab_file, 'w') as f: f.write('\n'.join(new_vocab_list)) new_occupation = feature_column_lib.categorical_column_with_vocabulary_file( 'occupation', vocabulary_file=new_vocab_file, vocabulary_size=len(new_vocab_list)) # We can create our VocabInfo object from the new and old occupation # FeatureColumn's. occupation_vocab_info = estimator.VocabInfo( new_vocab=new_occupation.vocabulary_file, new_vocab_size=new_occupation.vocabulary_size, num_oov_buckets=new_occupation.num_oov_buckets, old_vocab=occupation.vocabulary_file, old_vocab_size=occupation.vocabulary_size, # Can't use constant_initializer with load_and_remap. In practice, # use a truncated normal initializer. backup_initializer=init_ops.random_uniform_initializer( minval=0.39, maxval=0.39)) warm_started_linear_classifier = self._linear_classifier_fn( feature_columns=[occupation], n_classes=4, optimizer=gradient_descent.GradientDescentOptimizer(learning_rate=0.0), warm_start_from=estimator.WarmStartSettings( ckpt_to_initialize_from=linear_classifier.model_dir, var_name_to_vocab_info={ OCCUPATION_WEIGHT_NAME: occupation_vocab_info }, # Explicitly providing None here will only warm-start variables # referenced in var_name_to_vocab_info (the bias will not be # warm-started). vars_to_warm_start=None), partitioner=partitioner) warm_started_linear_classifier.train(input_fn=self._input_fn, max_steps=1) # 'doctor' was ID-0 and still ID-0. self.assertAllClose( linear_classifier.get_variable_value(OCCUPATION_WEIGHT_NAME)[0, :], warm_started_linear_classifier.get_variable_value( OCCUPATION_WEIGHT_NAME)[0, :]) # 'consultant' was ID-2 and now ID-1. self.assertAllClose( linear_classifier.get_variable_value(OCCUPATION_WEIGHT_NAME)[2, :], warm_started_linear_classifier.get_variable_value( OCCUPATION_WEIGHT_NAME)[1, :]) # 'engineer' is a new entry and should be initialized with the # backup_initializer in VocabInfo. self.assertAllClose([0.39] * 4, warm_started_linear_classifier.get_variable_value( OCCUPATION_WEIGHT_NAME)[2, :]) # Bias should still be zero (from initialization logic). self.assertAllClose( [0.0] * 4, warm_started_linear_classifier.get_variable_value(BIAS_NAME)) def test_warm_starting_with_naming_change(self): """Tests warm-starting with a Tensor name remapping.""" age_in_years = feature_column_lib.numeric_column('age_in_years') # Create a LinearClassifier and train to save a checkpoint. linear_classifier = self._linear_classifier_fn( feature_columns=[age_in_years], model_dir=self._ckpt_and_vocab_dir, n_classes=4, optimizer='SGD') linear_classifier.train(input_fn=self._input_fn, max_steps=1) # Create a second LinearClassifier, warm-started from the first. Use a # learning_rate = 0.0 optimizer to check values (use SGD so we don't have # accumulator values that change). warm_started_linear_classifier = self._linear_classifier_fn( feature_columns=[feature_column_lib.numeric_column('age')], n_classes=4, optimizer=gradient_descent.GradientDescentOptimizer(learning_rate=0.0), # The 'age' variable correspond to the 'age_in_years' variable in the # previous model. warm_start_from=estimator.WarmStartSettings( ckpt_to_initialize_from=linear_classifier.model_dir, var_name_to_prev_var_name={ AGE_WEIGHT_NAME: AGE_WEIGHT_NAME.replace('age', 'age_in_years') })) warm_started_linear_classifier.train(input_fn=self._input_fn, max_steps=1) self.assertAllClose( linear_classifier.get_variable_value( AGE_WEIGHT_NAME.replace('age', 'age_in_years')), warm_started_linear_classifier.get_variable_value(AGE_WEIGHT_NAME)) # The bias is also warm-started (with no name remapping). self.assertAllClose( linear_classifier.get_variable_value(BIAS_NAME), warm_started_linear_classifier.get_variable_value(BIAS_NAME))
apache-2.0
gfetterman/bark
bark/tools/datsegment.py
2
7250
import os.path import numpy as np import bark default_fftn = 512 default_step_ms = 1 default_min_syl = 30 default_min_silent = 20 default_threshold = 6 default_highcut = 6e3 default_lowcut = 2e3 def amplitude_stream(data, sr, fftn, step, lowcut, highcut): '''returns an iterator with the start time in seconds and threshold value for each chunk''' from scipy.signal import hamming all_fft_freqs = np.fft.fftfreq(fftn, sr** -1) fft_freqs = (all_fft_freqs >= lowcut) & (all_fft_freqs <= highcut) window = hamming(fftn) data = data.ravel() for i in range(0, len(data) - fftn, step): x = data[i:i + fftn] * window fft = np.fft.fft(x, fftn)[fft_freqs] time = (i + fftn / 2) / sr yield time, np.mean(np.log(np.abs(fft))) def amplitude_stream_td(data, sr, fftn, step, lowcut, highcut): ' Time domain version of the amplitude stream' datastream = bark.stream.Stream(data, sr) amplitude = (datastream.butter(highpass=lowcut, lowpass=highcut, zerophase=False, order=1).map(abs) .bessel(lowpass=(step / sr)** -1).rechunk(step)) i = 0 for buffer in amplitude: yield i / sr, np.log(buffer[0]) i += step def first_pass(amp_stream, thresh): 'creates segments from all threshold crossings' starts = [] stops = [] in_syl = False for time, amp in amp_stream: if not in_syl and amp >= thresh: starts.append(time) in_syl = True if in_syl and amp < thresh: stops.append(time) in_syl = False # in case the recording ends in a syllable add last point to stops if in_syl: stops.append(time) return starts, stops def second_pass(starts, stops, min_silent): ' If two syllables are within min_silent, join them' i = 1 while i < len(starts): if starts[i] - stops[i - 1] <= min_silent: stops[i - 1] = stops[i] del starts[i] del stops[i] else: i += 1 def third_pass(starts, stops, min_syl): ' If a syllable is too short, remove' i = 0 while i < len(starts): if stops[i] - starts[i] <= min_syl: del starts[i] del stops[i] else: i += 1 def make_attrs(**kwargs): attrs = kwargs.copy() attrs['columns'] = {'start': {'units': 's'}, 'stop': {'units': 's'}, 'name': {'units': None}} attrs['datatype'] = 2000 return attrs def main(datname, outfile=None, fftn=default_fftn, step_ms=default_step_ms, min_syl_ms=default_min_syl, min_silent_ms=default_min_silent, thresh=default_threshold, lowcut=default_lowcut, highcut=default_highcut, time_domain=False, label=''): from pandas import DataFrame if not outfile: outfile = os.path.splitext(datname)[0] + '.csv' min_syl = min_syl_ms / 1000 min_silent = min_silent_ms / 1000 sampled = bark.read_sampled(datname) assert sampled.data.shape[1] == 1 sr = sampled.sampling_rate step = int((step_ms / 1000) * sr) # convert to samples if time_domain: amplitude_function = amplitude_stream_td else: amplitude_function = amplitude_stream amp_stream = amplitude_function(sampled.data, sr, fftn, step, lowcut=lowcut, highcut=highcut) start, stop = first_pass(amp_stream, thresh) second_pass(start, stop, min_silent) third_pass(start, stop, min_syl) attrs = make_attrs(segment_source=outfile, segment_step_ms=step_ms, segment_thresh=thresh, segment_lowcut=lowcut, segment_highcut=highcut, segment_time_domain=time_domain, segment_min_syl_ms=min_syl_ms, segment_min_silent_ms=min_silent_ms) bark.write_events(outfile, DataFrame(dict(start=start, stop=stop, name=label)), **attrs) def _run(): ''' Function for getting commandline args.''' import argparse p = argparse.ArgumentParser(description=''' Create a segment label file. Uses method from Koumura & Okanoya 2016. First an amplitude envelope with a frequency band is computed. Then from these threshold crossings, any short gap is annealed, and any short syllable is removed. ''') p.add_argument('dat', help='name of a sampled dataset') p.add_argument('-o', '--out', help='Name of output event dataset \ defaults to input file with a .csv extension.') p.add_argument('-n', '--fftn', help='number of fft coeficients', type=int, default=default_fftn) p.add_argument('-s', '--step', help='step size in milliseconds, default: {}' .format(default_step_ms), type=int, default=default_step_ms) p.add_argument('--min-syl', help='minimum syllable length in ms, default: {}' .format(default_min_syl), type=int, default=default_min_syl) p.add_argument('--min-silent', help='minimum silence length in ms, default: {}' .format(default_min_silent), type=int, default=default_min_silent) p.add_argument('-t', '--threshold', help='syllable threshold, default: {}' .format(default_threshold), default=default_threshold, type=float) p.add_argument('--lowfreq', help='low frequency to use for amplitude, default: {}' .format(default_lowcut), default=default_lowcut, type=float) p.add_argument('--highfreq', help='highest frequency to use for amplitude, default: {}' .format(default_highcut), default=default_highcut, type=float) p.add_argument('--timedomain', help='uses a time domain thresholding method instead of \ spectral, may be faster but less accurate', action='store_true') p.add_argument('--label', help='label to give found segments, default is an empty string', default='') args = p.parse_args() main(args.dat, args.out, args.fftn, args.step, args.min_syl, args.min_silent, args.threshold, args.lowfreq, args.highfreq, args.timedomain, args.label) if __name__ == '__main__': _run()
gpl-2.0
bernoullio/toolbox
tests/test_ikh.py
1
1192
import pytest import pandas as pd from ..forex_toolbox.indicators.ikh import * def test_mark_signal(): data = pd.read_csv("fixtures/range_ikh.csv") data = mark_signal(data) print("Buy:") print(data.loc[data['buy']==1]) print("Sell:") print(data.loc[data['sell']==1]) def test_lines_data(): data = pd.read_csv("fixtures/ikh_price.csv") total_periods = len(data) ikh_lines = lines_data(data.price) assert ikh_lines.base.iloc[-1] == pytest.approx(1.28555) assert ikh_lines.turn.iloc[-1] == pytest.approx(1.28685) assert ikh_lines.lag.iloc[0] == pytest.approx(1.3175) assert ikh_lines.cloud1.iloc[-1] == pytest.approx(1.284875) assert ikh_lines.cloud2.iloc[-1] == pytest.approx(1.28595) assert set(ikh_lines.keys()) == set(['price', 'base', 'turn', 'lag', 'cloud1', 'cloud2']) assert len(ikh_lines.base.dropna()) == total_periods - 26 + 1 assert len(ikh_lines.turn.dropna()) == total_periods - 9 + 1 assert len(ikh_lines.lag.dropna()) == total_periods - 26 assert len(ikh_lines.cloud1.dropna()) == total_periods - 52 + 1 # 26 periods ahead assert len(ikh_lines.cloud2.dropna()) == total_periods - 52 + - 26 + 1
mit
numenta/htmresearch
projects/combined_sequences/generate_plots.py
4
23002
# Numenta Platform for Intelligent Computing (NuPIC) # Copyright (C) 2016, Numenta, Inc. Unless you have an agreement # with Numenta, Inc., for a separate license for this software code, the # following terms and conditions apply: # # This program is free software: you can redistribute it and/or modify # it under the terms of the GNU Affero Public License version 3 as # published by the Free Software Foundation. # # This program is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. # See the GNU Affero Public License for more details. # # You should have received a copy of the GNU Affero Public License # along with this program. If not, see http://www.gnu.org/licenses. # # http://numenta.org/licenses/ # ---------------------------------------------------------------------- """ This file plots the results obtained from combined_sequences.py. """ import cPickle import matplotlib.pyplot as plt from optparse import OptionParser import os import sys from collections import defaultdict import numpy import matplotlib as mpl import traceback mpl.rcParams['pdf.fonttype'] = 42 from matplotlib import rc rc('font',**{'family':'sans-serif','sans-serif':['Arial']}) def plotOneInferenceRun(stats, fields, basename, itemType="", plotDir="plots", ymax=100, trialNumber=0): """ Plots individual inference runs. """ if not os.path.exists(plotDir): os.makedirs(plotDir) plt.figure() # plot request stats for field in fields: fieldKey = field[0] + " C0" plt.plot(stats[fieldKey], marker='+', label=field[1]) # format plt.legend(loc="upper right") plt.xlabel("Input number") plt.xticks(range(stats["numSteps"])) plt.ylabel("Number of cells") plt.ylim(-5, ymax) plt.title("Activity while inferring {}".format(itemType)) # save relPath = "{}_exp_{}.pdf".format(basename, trialNumber) path = os.path.join(plotDir, relPath) plt.savefig(path) plt.close() def plotMultipleInferenceRun(stats, fields, basename, plotDir="plots"): """ Plots individual inference runs. """ if not os.path.exists(plotDir): os.makedirs(plotDir) plt.figure() colorList = ['r', 'b', 'g', 'm', 'c', 'k', 'y'] # plot request stats for i, field in enumerate(fields): fieldKey = field[0] + " C0" trace = [] for s in stats: trace += s[fieldKey] plt.plot(trace, label=field[1], color=colorList[i]) # format plt.legend(loc="upper right") plt.xlabel("Input number") plt.xticks(range(0, len(stats)*stats[0]["numSteps"]+1,5)) plt.ylabel("Number of cells") plt.ylim(-5, 55) plt.title("Inferring combined sensorimotor and temporal sequence stream") # save relPath = "{}_exp_combined.pdf".format(basename) path = os.path.join(plotDir, relPath) plt.savefig(path) plt.close() def plotAccuracyDuringSensorimotorInference(resultsFig5B, title="", yaxis=""): """ Plot accuracy vs number of features """ # Read out results and get the ranges we want. with open(resultsFig5B, "rb") as f: results = cPickle.load(f) objectRange = [] featureRange = [] for r in results: if r["numObjects"] not in objectRange: objectRange.append(r["numObjects"]) if r["numFeatures"] not in featureRange: featureRange.append(r["numFeatures"]) objectRange.sort() featureRange.sort() print "objectRange=",objectRange print "featureRange=",featureRange ######################################################################## # # Accumulate the TM accuracies for each condition in a list and compute mean # and stdeviations # For L2 we average across all feature ranges accuracies = defaultdict(list) l2Accuracies = defaultdict(list) for r in results: accuracies[(r["numObjects"], r["numFeatures"])].append(r["objectCorrectSparsityTM"]) l2Accuracies[r["numObjects"]].append(r["objectAccuracyL2"]) # meanAccuracy[o,f] = accuracy of TM with o objects and f unique features. meanAccuracy = numpy.zeros((max(objectRange)+1, max(featureRange) + 1)) stdev = numpy.zeros((max(objectRange)+1, max(featureRange) + 1)) meanL2Accuracy = numpy.zeros(max(objectRange)+1) stdevL2 = numpy.zeros(max(objectRange)+1) for o in objectRange: for f in featureRange: a = numpy.array(accuracies[(o, f)]) meanAccuracy[o, f] = 100.0*a.mean() stdev[o, f] = 100.0*a.std() # Accuracies for L2 a = numpy.array(l2Accuracies[o]) meanL2Accuracy[o] = 100.0*a.mean() stdevL2[o] = 100.0*a.std() # Create the plot. plt.figure() plotPath = os.path.join(os.path.dirname(os.path.realpath(__file__)), "plots", "accuracy_during_sensorimotor_inference.pdf") # Plot each curve legendList = [] colorList = ['r', 'b', 'g', 'm', 'c', 'k', 'y'] for i in range(len(featureRange)): f = featureRange[i] legendList.append('Sequence layer, feature pool size: {}'.format(f)) plt.errorbar(objectRange, meanAccuracy[objectRange, f], yerr=stdev[objectRange, f], color=colorList[i]) plt.errorbar(objectRange, meanL2Accuracy[objectRange], yerr=stdevL2[objectRange], color=colorList[len(featureRange)]) legendList.append('Sensorimotor layer') # format plt.legend(legendList, bbox_to_anchor=(0., 0.6, 1., .102), loc="right", prop={'size':10}) plt.xlabel("Number of objects") plt.ylim(-10.0, 110.0) plt.ylabel(yaxis) plt.title(title) # save plt.savefig(plotPath) plt.close() def plotAccuracyDuringDecrementChange(results, title="", yaxis=""): """ Plot accuracy vs decrement value """ decrementRange = [] featureRange = [] for r in results: if r["basalPredictedSegmentDecrement"] not in decrementRange: decrementRange.append(r["basalPredictedSegmentDecrement"]) if r["numFeatures"] not in featureRange: featureRange.append(r["numFeatures"]) decrementRange.sort() featureRange.sort() print decrementRange print featureRange ######################################################################## # # Accumulate all the results per column in a convergence array. # # accuracy[o,f] = accuracy with o objects in training # and f unique features. accuracy = numpy.zeros((len(featureRange), len(decrementRange))) TMAccuracy = numpy.zeros((len(featureRange), len(decrementRange))) totals = numpy.zeros((len(featureRange), len(decrementRange))) for r in results: dec = r["basalPredictedSegmentDecrement"] nf = r["numFeatures"] accuracy[featureRange.index(nf), decrementRange.index(dec)] += r["objectAccuracyL2"] TMAccuracy[featureRange.index(nf), decrementRange.index(dec)] += r["sequenceCorrectClassificationsTM"] totals[featureRange.index(nf), decrementRange.index(dec)] += 1 for i,f in enumerate(featureRange): print i, f, accuracy[i] / totals[i] print i, f, TMAccuracy[i] / totals[i] print # ######################################################################## # # # # Create the plot. # plt.figure() # plotPath = os.path.join(os.path.dirname(os.path.realpath(__file__)), # "plots", "accuracy_during_sensorimotor_inference.pdf") # # # Plot each curve # legendList = [] # colorList = ['r', 'b', 'g', 'm', 'c', 'k', 'y'] # # for i in range(len(featureRange)): # f = featureRange[i] # legendList.append('Sequence layer, feature pool size: {}'.format(f)) # plt.plot(objectRange, accuracy[objectRange, f], color=colorList[i]) # # plt.plot(objectRange, [100] * len(objectRange), # color=colorList[len(featureRange)]) # legendList.append('Sensorimotor layer') # # # format # plt.legend(legendList, bbox_to_anchor=(0., 0.6, 1., .102), loc="right", prop={'size':10}) # plt.xlabel("Number of objects") # plt.ylim(-10.0, 110.0) # plt.ylabel(yaxis) # plt.title(title) # # # save # plt.savefig(plotPath) # plt.close() def plotAccuracyAndMCsDuringDecrementChange(results, title="", yaxis=""): """ Plot accuracy vs decrement value """ decrementRange = [] mcRange = [] for r in results: if r["basalPredictedSegmentDecrement"] not in decrementRange: decrementRange.append(r["basalPredictedSegmentDecrement"]) if r["inputSize"] not in mcRange: mcRange.append(r["inputSize"]) decrementRange.sort() mcRange.sort() print decrementRange print mcRange ######################################################################## # # Accumulate all the results per column in a convergence array. # # accuracy[o,f] = accuracy with o objects in training # and f unique features. accuracy = numpy.zeros((len(mcRange), len(decrementRange))) TMAccuracy = numpy.zeros((len(mcRange), len(decrementRange))) totals = numpy.zeros((len(mcRange), len(decrementRange))) for r in results: dec = r["basalPredictedSegmentDecrement"] nf = r["inputSize"] accuracy[mcRange.index(nf), decrementRange.index(dec)] += r["objectAccuracyL2"] TMAccuracy[mcRange.index(nf), decrementRange.index(dec)] += r["sequenceCorrectClassificationsTM"] totals[mcRange.index(nf), decrementRange.index(dec)] += 1 for i,f in enumerate(mcRange): print i, f, accuracy[i] / totals[i] print i, f, TMAccuracy[i] / totals[i] print i, f, totals[i] print # ######################################################################## # # # # Create the plot. # plt.figure() # plotPath = os.path.join(os.path.dirname(os.path.realpath(__file__)), # "plots", "accuracy_during_sensorimotor_inference.pdf") # # # Plot each curve # legendList = [] # colorList = ['r', 'b', 'g', 'm', 'c', 'k', 'y'] # # for i in range(len(featureRange)): # f = featureRange[i] # legendList.append('Sequence layer, feature pool size: {}'.format(f)) # plt.plot(objectRange, accuracy[objectRange, f], color=colorList[i]) # # plt.plot(objectRange, [100] * len(objectRange), # color=colorList[len(featureRange)]) # legendList.append('Sensorimotor layer') # # # format # plt.legend(legendList, bbox_to_anchor=(0., 0.6, 1., .102), loc="right", prop={'size':10}) # plt.xlabel("Number of objects") # plt.ylim(-10.0, 110.0) # plt.ylabel(yaxis) # plt.title(title) # # # save # plt.savefig(plotPath) # plt.close() def plotAccuracyDuringSequenceInference(dirName, title="", yaxis=""): """ Plot accuracy vs number of locations """ # Read in results file with open(os.path.join(dirName, "sequence_batch_high_dec_normal_features.pkl"), "rb") as f: results = cPickle.load(f) locationRange = [] featureRange = [] for r in results: if r["numLocations"] not in locationRange: locationRange.append(r["numLocations"]) if r["numFeatures"] not in featureRange: featureRange.append(r["numFeatures"]) locationRange.sort() featureRange.sort() if 10 in featureRange: featureRange.remove(10) print "locationRange=",locationRange print "featureRange=",featureRange ######################################################################## # # Accumulate the L2 accuracies for each condition in a list and compute mean # and stdeviations # For TM we average across all feature ranges L2Accuracies = defaultdict(list) TMAccuracies = defaultdict(list) for r in results: if r["numFeatures"] in featureRange: L2Accuracies[(r["numLocations"], r["numFeatures"])].append(r["sequenceAccuracyL2"]) TMAccuracies[r["numLocations"]].append(r["sequenceCorrectSparsityTM"]) # meanAccuracy[o,f] = accuracy of TM with o objects and f unique features. meanL2Accuracy = numpy.zeros((max(locationRange)+1, max(featureRange) + 1)) stdevL2 = numpy.zeros((max(locationRange)+1, max(featureRange) + 1)) meanTMAccuracy = numpy.zeros(max(locationRange)+1) stdevTM = numpy.zeros(max(locationRange)+1) for o in locationRange: for f in featureRange: a = numpy.array(L2Accuracies[(o, f)]) meanL2Accuracy[o, f] = 100.0*a.mean() stdevL2[o, f] = 100.0*a.std() # Accuracies for TM a = numpy.array(TMAccuracies[o]) meanTMAccuracy[o] = 100.0*a.mean() stdevTM[o] = 100.0*a.std() ######################################################################## # # Create the plot. plt.figure() plotPath = os.path.join(os.path.dirname(os.path.realpath(__file__)), "plots", "accuracy_during_sequence_inference.pdf") # Plot each curve legendList = [] colorList = ['r', 'b', 'g', 'm', 'c', 'k', 'y'] for i in range(len(featureRange)): f = featureRange[i] legendList.append('Sensorimotor layer, feature pool size: {}'.format(f)) plt.errorbar(locationRange, meanL2Accuracy[locationRange, f], yerr=stdevL2[locationRange, f], color=colorList[i]) plt.errorbar(locationRange, meanTMAccuracy[locationRange], yerr=stdevTM[locationRange], color=colorList[len(featureRange)]) legendList.append('Temporal sequence layer') # format plt.legend(legendList, bbox_to_anchor=(0., 0.65, 1., .102), loc="right", prop={'size':10}) plt.xlabel("Size of location pool") # plt.xticks(range(0,max(locationRange)+1,10)) # plt.yticks(range(0,int(accuracy.max())+2,10)) plt.ylim(-10.0, 110.0) plt.ylabel(yaxis) plt.title(title) # save plt.savefig(plotPath) plt.close() def plotAccuracyVsSequencesDuringSequenceInference(dirName, title="", yaxis=""): # Read in results file with open(os.path.join(dirName, "sequences_range_2048_mcs.pkl"), "rb") as f: results = cPickle.load(f) sequenceRange = [] featureRange = [] for r in results: if r["numSequences"] not in sequenceRange: sequenceRange.append(r["numSequences"]) if r["numFeatures"] not in featureRange: featureRange.append(r["numFeatures"]) sequenceRange.sort() featureRange.sort() if 10 in featureRange: featureRange.remove(10) print "numSequences=",sequenceRange print "featureRange=",featureRange ######################################################################## # # Accumulate the L2 accuracies for each condition in a list and compute mean # and stdeviations # For TM we average across all feature ranges L2Accuracies = defaultdict(list) TMAccuracies = defaultdict(list) for r in results: if r["numFeatures"] in featureRange: L2Accuracies[(r["numSequences"], r["numFeatures"])].append(r["sequenceAccuracyL2"]) TMAccuracies[r["numSequences"]].append(r["sequenceCorrectSparsityTM"]) # meanAccuracy[o,f] = accuracy of TM with o objects and f unique features. meanL2Accuracy = numpy.zeros((max(sequenceRange)+1, max(featureRange) + 1)) stdevL2 = numpy.zeros((max(sequenceRange)+1, max(featureRange) + 1)) meanTMAccuracy = numpy.zeros(max(sequenceRange)+1) stdevTM = numpy.zeros(max(sequenceRange)+1) for o in sequenceRange: for f in featureRange: a = numpy.array(L2Accuracies[(o, f)]) meanL2Accuracy[o, f] = 100.0*a.mean() stdevL2[o, f] = 100.0*a.std() # Accuracies for TM a = numpy.array(TMAccuracies[o]) meanTMAccuracy[o] = 100.0*a.mean() stdevTM[o] = 100.0*a.std() ######################################################################## # # Create the plot. plt.figure() plotPath = os.path.join(os.path.dirname(os.path.realpath(__file__)), "plots", "accuracy_vs_sequences_2048_mcs.pdf") # Plot each curve legendList = [] colorList = ['r', 'b', 'g', 'm', 'c', 'k', 'y'] for i in range(len(featureRange)): f = featureRange[i] legendList.append('Sensorimotor layer, feature pool size: {}'.format(f)) plt.errorbar(sequenceRange, meanL2Accuracy[sequenceRange, f], yerr=stdevL2[sequenceRange, f], color=colorList[i]) plt.errorbar(sequenceRange, meanTMAccuracy[sequenceRange], yerr=stdevTM[sequenceRange], color=colorList[len(featureRange)]) legendList.append('Temporal sequence layer') # format plt.legend(legendList, bbox_to_anchor=(0., 0.65, 1., .102), loc="right", prop={'size':10}) plt.xlabel("Number of sequences") # plt.xticks(range(0,max(locationRange)+1,10)) # plt.yticks(range(0,int(accuracy.max())+2,10)) plt.ylim(-10.0, 110.0) plt.ylabel(yaxis) plt.title(title) # save plt.savefig(plotPath) plt.close() def gen4(dirName): """Plots 4A and 4B""" # Generate images similar to those used in the first plot for the section # "Simulations with Pure Temporal Sequences" try: resultsFig4A = os.path.join(dirName, "pure_sequences_example.pkl") with open(resultsFig4A, "rb") as f: results = cPickle.load(f) for trialNum, stat in enumerate(results["statistics"]): plotOneInferenceRun( stat, itemType="a single sequence", fields=[ ("L4 PredictedActive", "Predicted active cells in sensorimotor layer"), ("TM NextPredicted", "Predicted cells in temporal sequence layer"), ("TM PredictedActive", "Predicted active cells in temporal sequence layer"), ], basename="pure_sequences", trialNumber=trialNum, plotDir=os.path.join(os.path.dirname(os.path.realpath(__file__)), "detailed_plots") ) print "Plots for Fig 4A generated in 'detailed_plots'" except Exception, e: print "\nCould not generate plots for Fig 4A: " traceback.print_exc() print # Generate the second plot for the section "Simulations with Pure # Temporal Sequences" try: plotAccuracyDuringSequenceInference( dirName, title="Relative performance of layers while inferring temporal sequences", yaxis="Accuracy (%)") print "Plots for Fig 4B generated in 'plots'" except Exception, e: print "\nCould not generate plots for Fig 4B: " traceback.print_exc() print # Generate the accuracy vs number of sequences try: plotAccuracyVsSequencesDuringSequenceInference( dirName, title="Relative performance of layers while inferring temporal sequences", yaxis="Accuracy (%)") print "Plots for Fig 4C generated in 'plots'" except Exception, e: print "\nCould not generate plots for Fig 4C: " traceback.print_exc() print def gen5(dirName): # Generate images similar to the first plot for the section "Simulations with # Sensorimotor Sequences" try: resultsFig5A = os.path.join(dirName, "sensorimotor_sequence_example.pkl") with open(resultsFig5A, "rb") as f: results = cPickle.load(f) for trialNum, stat in enumerate(results["statistics"]): plotOneInferenceRun( stat, itemType="a single object", fields=[ ("L4 PredictedActive", "Predicted active cells in sensorimotor layer"), ("TM NextPredicted", "Predicted cells in temporal sequence layer"), ("TM PredictedActive", "Predicted active cells in temporal sequence layer"), ], basename="sensorimotor_sequences", trialNumber=trialNum, ymax=50, plotDir=os.path.join(os.path.dirname(os.path.realpath(__file__)), "detailed_plots") ) print "Plots for Fig 5A generated in 'detailed_plots'" except Exception, e: print "\nCould not generate plots for Fig 5A: " traceback.print_exc() print # Generate the second plot for the section "Simulations with Sensorimotor # Sequences" try: resultsFig5B = os.path.join(dirName, "sensorimotor_batch_results_more_objects.pkl") plotAccuracyDuringSensorimotorInference( resultsFig5B, title="Relative performance of layers during sensorimotor inference", yaxis="Accuracy (%)") print "Plots for Fig 5B generated in 'plots'" except Exception, e: print "\nCould not generate plots for Fig 5B: " traceback.print_exc() print def gen6(dirName): # Generate a plot similar to one in the section "Simulations with Combined # Sequences". Note that the dashed vertical lines and labels were added in # manually. try: resultsFig6 = os.path.join(dirName, "combined_results.pkl") # resultsFig6 = os.path.join(dirName, "superimposed_sequence_results.pkl") if os.path.exists(resultsFig6): with open(resultsFig6, "rb") as f: results = cPickle.load(f) plotMultipleInferenceRun( results["statistics"][0:10], fields=[ ("L4 PredictedActive", "Predicted active cells in sensorimotor layer"), ("TM PredictedActive", "Predicted active cells in temporal sequence layer"), ], basename=results["name"], plotDir=os.path.join(dirName, "plots") ) print "Plots for Fig 6 generated in 'plots'" except Exception, e: print "\nCould not generate plots for Fig 6: " traceback.print_exc() print if __name__ == "__main__": dirName = os.path.dirname(os.path.realpath(__file__)) parser = OptionParser("python %prog [-h]\n\n" "Regenerate the plots for every figure, if the " "appropriate pkl file exists.") options, args = parser.parse_args(sys.argv[1:]) gen4(dirName) # gen5(dirName) # gen6(dirName) # Generate performance as a function of decrements # try: # for fn in [ # # "superimposed_more_increments_500_features.pkl", # "superimposed_pool_increments_varying_features.pkl", # "superimposed_more_increments_1000_features.pkl", # "superimposed_more_increments_varying_features.pkl", # "superimposed_more_increments_50_features.pkl", # "superimposed_smaller_mcs.pkl", # ]: # # resultsFile = os.path.join(dirName, "superimposed_pool_increments_stripped.pkl") # resultsFile = os.path.join(dirName, fn) # print "\n\nFile: ",fn # # # Analyze results # with open(resultsFile, "rb") as f: # results = cPickle.load(f) # # plotAccuracyDuringDecrementChange(results) # # # print "Plots for decrements generated in 'plots'" # except Exception, e: # print "\nCould not generate plots for decrements: " # traceback.print_exc() # print # Generate performance as a function of minicolumns # try: # for fn in [ # "superimposed_range_of_mcs.pkl", # ]: # resultsFile = os.path.join(dirName, fn) # print "\n\nFile: ",fn # # # Analyze results # with open(resultsFile, "rb") as f: # results = cPickle.load(f) # # plotAccuracyAndMCsDuringDecrementChange(results) # # # print "Plots for decrements generated in 'plots'" # except Exception, e: # print "\nCould not generate plots for decrements: " # traceback.print_exc() # print
agpl-3.0
joshloyal/scikit-learn
sklearn/metrics/cluster/tests/test_supervised.py
34
10313
import numpy as np from sklearn.metrics.cluster import adjusted_mutual_info_score from sklearn.metrics.cluster import adjusted_rand_score from sklearn.metrics.cluster import completeness_score from sklearn.metrics.cluster import contingency_matrix from sklearn.metrics.cluster import entropy from sklearn.metrics.cluster import expected_mutual_information from sklearn.metrics.cluster import fowlkes_mallows_score from sklearn.metrics.cluster import homogeneity_completeness_v_measure from sklearn.metrics.cluster import homogeneity_score from sklearn.metrics.cluster import mutual_info_score from sklearn.metrics.cluster import normalized_mutual_info_score from sklearn.metrics.cluster import v_measure_score from sklearn.utils.testing import ( assert_equal, assert_almost_equal, assert_raise_message, ) from numpy.testing import assert_array_almost_equal score_funcs = [ adjusted_rand_score, homogeneity_score, completeness_score, v_measure_score, adjusted_mutual_info_score, normalized_mutual_info_score, ] def test_error_messages_on_wrong_input(): for score_func in score_funcs: expected = ('labels_true and labels_pred must have same size,' ' got 2 and 3') assert_raise_message(ValueError, expected, score_func, [0, 1], [1, 1, 1]) expected = "labels_true must be 1D: shape is (2" assert_raise_message(ValueError, expected, score_func, [[0, 1], [1, 0]], [1, 1, 1]) expected = "labels_pred must be 1D: shape is (2" assert_raise_message(ValueError, expected, score_func, [0, 1, 0], [[1, 1], [0, 0]]) def test_perfect_matches(): for score_func in score_funcs: assert_equal(score_func([], []), 1.0) assert_equal(score_func([0], [1]), 1.0) assert_equal(score_func([0, 0, 0], [0, 0, 0]), 1.0) assert_equal(score_func([0, 1, 0], [42, 7, 42]), 1.0) assert_equal(score_func([0., 1., 0.], [42., 7., 42.]), 1.0) assert_equal(score_func([0., 1., 2.], [42., 7., 2.]), 1.0) assert_equal(score_func([0, 1, 2], [42, 7, 2]), 1.0) def test_homogeneous_but_not_complete_labeling(): # homogeneous but not complete clustering h, c, v = homogeneity_completeness_v_measure( [0, 0, 0, 1, 1, 1], [0, 0, 0, 1, 2, 2]) assert_almost_equal(h, 1.00, 2) assert_almost_equal(c, 0.69, 2) assert_almost_equal(v, 0.81, 2) def test_complete_but_not_homogeneous_labeling(): # complete but not homogeneous clustering h, c, v = homogeneity_completeness_v_measure( [0, 0, 1, 1, 2, 2], [0, 0, 1, 1, 1, 1]) assert_almost_equal(h, 0.58, 2) assert_almost_equal(c, 1.00, 2) assert_almost_equal(v, 0.73, 2) def test_not_complete_and_not_homogeneous_labeling(): # neither complete nor homogeneous but not so bad either h, c, v = homogeneity_completeness_v_measure( [0, 0, 0, 1, 1, 1], [0, 1, 0, 1, 2, 2]) assert_almost_equal(h, 0.67, 2) assert_almost_equal(c, 0.42, 2) assert_almost_equal(v, 0.52, 2) def test_non_consicutive_labels(): # regression tests for labels with gaps h, c, v = homogeneity_completeness_v_measure( [0, 0, 0, 2, 2, 2], [0, 1, 0, 1, 2, 2]) assert_almost_equal(h, 0.67, 2) assert_almost_equal(c, 0.42, 2) assert_almost_equal(v, 0.52, 2) h, c, v = homogeneity_completeness_v_measure( [0, 0, 0, 1, 1, 1], [0, 4, 0, 4, 2, 2]) assert_almost_equal(h, 0.67, 2) assert_almost_equal(c, 0.42, 2) assert_almost_equal(v, 0.52, 2) ari_1 = adjusted_rand_score([0, 0, 0, 1, 1, 1], [0, 1, 0, 1, 2, 2]) ari_2 = adjusted_rand_score([0, 0, 0, 1, 1, 1], [0, 4, 0, 4, 2, 2]) assert_almost_equal(ari_1, 0.24, 2) assert_almost_equal(ari_2, 0.24, 2) def uniform_labelings_scores(score_func, n_samples, k_range, n_runs=10, seed=42): # Compute score for random uniform cluster labelings random_labels = np.random.RandomState(seed).randint scores = np.zeros((len(k_range), n_runs)) for i, k in enumerate(k_range): for j in range(n_runs): labels_a = random_labels(low=0, high=k, size=n_samples) labels_b = random_labels(low=0, high=k, size=n_samples) scores[i, j] = score_func(labels_a, labels_b) return scores def test_adjustment_for_chance(): # Check that adjusted scores are almost zero on random labels n_clusters_range = [2, 10, 50, 90] n_samples = 100 n_runs = 10 scores = uniform_labelings_scores( adjusted_rand_score, n_samples, n_clusters_range, n_runs) max_abs_scores = np.abs(scores).max(axis=1) assert_array_almost_equal(max_abs_scores, [0.02, 0.03, 0.03, 0.02], 2) def test_adjusted_mutual_info_score(): # Compute the Adjusted Mutual Information and test against known values labels_a = np.array([1, 1, 1, 1, 1, 1, 2, 2, 2, 2, 2, 2, 3, 3, 3, 3, 3]) labels_b = np.array([1, 1, 1, 1, 2, 1, 2, 2, 2, 2, 3, 1, 3, 3, 3, 2, 2]) # Mutual information mi = mutual_info_score(labels_a, labels_b) assert_almost_equal(mi, 0.41022, 5) # with provided sparse contingency C = contingency_matrix(labels_a, labels_b, sparse=True) mi = mutual_info_score(labels_a, labels_b, contingency=C) assert_almost_equal(mi, 0.41022, 5) # with provided dense contingency C = contingency_matrix(labels_a, labels_b) mi = mutual_info_score(labels_a, labels_b, contingency=C) assert_almost_equal(mi, 0.41022, 5) # Expected mutual information n_samples = C.sum() emi = expected_mutual_information(C, n_samples) assert_almost_equal(emi, 0.15042, 5) # Adjusted mutual information ami = adjusted_mutual_info_score(labels_a, labels_b) assert_almost_equal(ami, 0.27502, 5) ami = adjusted_mutual_info_score([1, 1, 2, 2], [2, 2, 3, 3]) assert_equal(ami, 1.0) # Test with a very large array a110 = np.array([list(labels_a) * 110]).flatten() b110 = np.array([list(labels_b) * 110]).flatten() ami = adjusted_mutual_info_score(a110, b110) # This is not accurate to more than 2 places assert_almost_equal(ami, 0.37, 2) def test_expected_mutual_info_overflow(): # Test for regression where contingency cell exceeds 2**16 # leading to overflow in np.outer, resulting in EMI > 1 assert expected_mutual_information(np.array([[70000]]), 70000) <= 1 def test_entropy(): ent = entropy([0, 0, 42.]) assert_almost_equal(ent, 0.6365141, 5) assert_almost_equal(entropy([]), 1) def test_contingency_matrix(): labels_a = np.array([1, 1, 1, 1, 1, 1, 2, 2, 2, 2, 2, 2, 3, 3, 3, 3, 3]) labels_b = np.array([1, 1, 1, 1, 2, 1, 2, 2, 2, 2, 3, 1, 3, 3, 3, 2, 2]) C = contingency_matrix(labels_a, labels_b) C2 = np.histogram2d(labels_a, labels_b, bins=(np.arange(1, 5), np.arange(1, 5)))[0] assert_array_almost_equal(C, C2) C = contingency_matrix(labels_a, labels_b, eps=.1) assert_array_almost_equal(C, C2 + .1) def test_contingency_matrix_sparse(): labels_a = np.array([1, 1, 1, 1, 1, 1, 2, 2, 2, 2, 2, 2, 3, 3, 3, 3, 3]) labels_b = np.array([1, 1, 1, 1, 2, 1, 2, 2, 2, 2, 3, 1, 3, 3, 3, 2, 2]) C = contingency_matrix(labels_a, labels_b) C_sparse = contingency_matrix(labels_a, labels_b, sparse=True).toarray() assert_array_almost_equal(C, C_sparse) C_sparse = assert_raise_message(ValueError, "Cannot set 'eps' when sparse=True", contingency_matrix, labels_a, labels_b, eps=1e-10, sparse=True) def test_exactly_zero_info_score(): # Check numerical stability when information is exactly zero for i in np.logspace(1, 4, 4).astype(np.int): labels_a, labels_b = (np.ones(i, dtype=np.int), np.arange(i, dtype=np.int)) assert_equal(normalized_mutual_info_score(labels_a, labels_b), 0.0) assert_equal(v_measure_score(labels_a, labels_b), 0.0) assert_equal(adjusted_mutual_info_score(labels_a, labels_b), 0.0) assert_equal(normalized_mutual_info_score(labels_a, labels_b), 0.0) def test_v_measure_and_mutual_information(seed=36): # Check relation between v_measure, entropy and mutual information for i in np.logspace(1, 4, 4).astype(np.int): random_state = np.random.RandomState(seed) labels_a, labels_b = (random_state.randint(0, 10, i), random_state.randint(0, 10, i)) assert_almost_equal(v_measure_score(labels_a, labels_b), 2.0 * mutual_info_score(labels_a, labels_b) / (entropy(labels_a) + entropy(labels_b)), 0) def test_fowlkes_mallows_score(): # General case score = fowlkes_mallows_score([0, 0, 0, 1, 1, 1], [0, 0, 1, 1, 2, 2]) assert_almost_equal(score, 4. / np.sqrt(12. * 6.)) # Perfect match but where the label names changed perfect_score = fowlkes_mallows_score([0, 0, 0, 1, 1, 1], [1, 1, 1, 0, 0, 0]) assert_almost_equal(perfect_score, 1.) # Worst case worst_score = fowlkes_mallows_score([0, 0, 0, 0, 0, 0], [0, 1, 2, 3, 4, 5]) assert_almost_equal(worst_score, 0.) def test_fowlkes_mallows_score_properties(): # handcrafted example labels_a = np.array([0, 0, 0, 1, 1, 2]) labels_b = np.array([1, 1, 2, 2, 0, 0]) expected = 1. / np.sqrt((1. + 3.) * (1. + 2.)) # FMI = TP / sqrt((TP + FP) * (TP + FN)) score_original = fowlkes_mallows_score(labels_a, labels_b) assert_almost_equal(score_original, expected) # symetric property score_symetric = fowlkes_mallows_score(labels_b, labels_a) assert_almost_equal(score_symetric, expected) # permutation property score_permuted = fowlkes_mallows_score((labels_a + 1) % 3, labels_b) assert_almost_equal(score_permuted, expected) # symetric and permutation(both together) score_both = fowlkes_mallows_score(labels_b, (labels_a + 2) % 3) assert_almost_equal(score_both, expected)
bsd-3-clause
metaml/nupic
external/linux32/lib/python2.6/site-packages/matplotlib/texmanager.py
69
16818
""" This module supports embedded TeX expressions in matplotlib via dvipng and dvips for the raster and postscript backends. The tex and dvipng/dvips information is cached in ~/.matplotlib/tex.cache for reuse between sessions Requirements: * latex * \*Agg backends: dvipng * PS backend: latex w/ psfrag, dvips, and Ghostscript 8.51 (older versions do not work properly) Backends: * \*Agg * PS * PDF For raster output, you can get RGBA numpy arrays from TeX expressions as follows:: texmanager = TexManager() s = '\\TeX\\ is Number $\\displaystyle\\sum_{n=1}^\\infty\\frac{-e^{i\pi}}{2^n}$!' Z = self.texmanager.get_rgba(s, size=12, dpi=80, rgb=(1,0,0)) To enable tex rendering of all text in your matplotlib figure, set text.usetex in your matplotlibrc file (http://matplotlib.sf.net/matplotlibrc) or include these two lines in your script:: from matplotlib import rc rc('text', usetex=True) """ import copy, glob, os, shutil, sys, warnings try: from hashlib import md5 except ImportError: from md5 import md5 #Deprecated in 2.5 import distutils.version import numpy as np import matplotlib as mpl from matplotlib import rcParams from matplotlib._png import read_png DEBUG = False if sys.platform.startswith('win'): cmd_split = '&' else: cmd_split = ';' def dvipng_hack_alpha(): stdin, stdout = os.popen4('dvipng -version') for line in stdout: if line.startswith('dvipng '): version = line.split()[-1] mpl.verbose.report('Found dvipng version %s'% version, 'helpful') version = distutils.version.LooseVersion(version) return version < distutils.version.LooseVersion('1.6') raise RuntimeError('Could not obtain dvipng version') class TexManager: """ Convert strings to dvi files using TeX, caching the results to a working dir """ oldpath = mpl.get_home() if oldpath is None: oldpath = mpl.get_data_path() oldcache = os.path.join(oldpath, '.tex.cache') configdir = mpl.get_configdir() texcache = os.path.join(configdir, 'tex.cache') if os.path.exists(oldcache): print >> sys.stderr, """\ WARNING: found a TeX cache dir in the deprecated location "%s". Moving it to the new default location "%s"."""%(oldcache, texcache) shutil.move(oldcache, texcache) if not os.path.exists(texcache): os.mkdir(texcache) _dvipng_hack_alpha = dvipng_hack_alpha() # mappable cache of rgba_arrayd = {} grey_arrayd = {} postscriptd = {} pscnt = 0 serif = ('cmr', '') sans_serif = ('cmss', '') monospace = ('cmtt', '') cursive = ('pzc', r'\usepackage{chancery}') font_family = 'serif' font_families = ('serif', 'sans-serif', 'cursive', 'monospace') font_info = {'new century schoolbook': ('pnc', r'\renewcommand{\rmdefault}{pnc}'), 'bookman': ('pbk', r'\renewcommand{\rmdefault}{pbk}'), 'times': ('ptm', r'\usepackage{mathptmx}'), 'palatino': ('ppl', r'\usepackage{mathpazo}'), 'zapf chancery': ('pzc', r'\usepackage{chancery}'), 'cursive': ('pzc', r'\usepackage{chancery}'), 'charter': ('pch', r'\usepackage{charter}'), 'serif': ('cmr', ''), 'sans-serif': ('cmss', ''), 'helvetica': ('phv', r'\usepackage{helvet}'), 'avant garde': ('pag', r'\usepackage{avant}'), 'courier': ('pcr', r'\usepackage{courier}'), 'monospace': ('cmtt', ''), 'computer modern roman': ('cmr', ''), 'computer modern sans serif': ('cmss', ''), 'computer modern typewriter': ('cmtt', '')} _rc_cache = None _rc_cache_keys = ('text.latex.preamble', )\ + tuple(['font.'+n for n in ('family', ) + font_families]) def __init__(self): if not os.path.isdir(self.texcache): os.mkdir(self.texcache) ff = rcParams['font.family'].lower() if ff in self.font_families: self.font_family = ff else: mpl.verbose.report('The %s font family is not compatible with LaTeX. serif will be used by default.' % ff, 'helpful') self.font_family = 'serif' fontconfig = [self.font_family] for font_family, font_family_attr in \ [(ff, ff.replace('-', '_')) for ff in self.font_families]: for font in rcParams['font.'+font_family]: if font.lower() in self.font_info: found_font = self.font_info[font.lower()] setattr(self, font_family_attr, self.font_info[font.lower()]) if DEBUG: print 'family: %s, font: %s, info: %s'%(font_family, font, self.font_info[font.lower()]) break else: if DEBUG: print '$s font is not compatible with usetex' else: mpl.verbose.report('No LaTeX-compatible font found for the %s font family in rcParams. Using default.' % ff, 'helpful') setattr(self, font_family_attr, self.font_info[font_family]) fontconfig.append(getattr(self, font_family_attr)[0]) self._fontconfig = ''.join(fontconfig) # The following packages and commands need to be included in the latex # file's preamble: cmd = [self.serif[1], self.sans_serif[1], self.monospace[1]] if self.font_family == 'cursive': cmd.append(self.cursive[1]) while r'\usepackage{type1cm}' in cmd: cmd.remove(r'\usepackage{type1cm}') cmd = '\n'.join(cmd) self._font_preamble = '\n'.join([r'\usepackage{type1cm}', cmd, r'\usepackage{textcomp}']) def get_basefile(self, tex, fontsize, dpi=None): """ returns a filename based on a hash of the string, fontsize, and dpi """ s = ''.join([tex, self.get_font_config(), '%f'%fontsize, self.get_custom_preamble(), str(dpi or '')]) # make sure hash is consistent for all strings, regardless of encoding: bytes = unicode(s).encode('utf-8') return os.path.join(self.texcache, md5(bytes).hexdigest()) def get_font_config(self): """Reinitializes self if relevant rcParams on have changed.""" if self._rc_cache is None: self._rc_cache = dict([(k,None) for k in self._rc_cache_keys]) changed = [par for par in self._rc_cache_keys if rcParams[par] != \ self._rc_cache[par]] if changed: if DEBUG: print 'DEBUG following keys changed:', changed for k in changed: if DEBUG: print 'DEBUG %-20s: %-10s -> %-10s' % \ (k, self._rc_cache[k], rcParams[k]) # deepcopy may not be necessary, but feels more future-proof self._rc_cache[k] = copy.deepcopy(rcParams[k]) if DEBUG: print 'DEBUG RE-INIT\nold fontconfig:', self._fontconfig self.__init__() if DEBUG: print 'DEBUG fontconfig:', self._fontconfig return self._fontconfig def get_font_preamble(self): """ returns a string containing font configuration for the tex preamble """ return self._font_preamble def get_custom_preamble(self): """returns a string containing user additions to the tex preamble""" return '\n'.join(rcParams['text.latex.preamble']) def _get_shell_cmd(self, *args): """ On windows, changing directories can be complicated by the presence of multiple drives. get_shell_cmd deals with this issue. """ if sys.platform == 'win32': command = ['%s'% os.path.splitdrive(self.texcache)[0]] else: command = [] command.extend(args) return ' && '.join(command) def make_tex(self, tex, fontsize): """ Generate a tex file to render the tex string at a specific font size returns the file name """ basefile = self.get_basefile(tex, fontsize) texfile = '%s.tex'%basefile fh = file(texfile, 'w') custom_preamble = self.get_custom_preamble() fontcmd = {'sans-serif' : r'{\sffamily %s}', 'monospace' : r'{\ttfamily %s}'}.get(self.font_family, r'{\rmfamily %s}') tex = fontcmd % tex if rcParams['text.latex.unicode']: unicode_preamble = """\usepackage{ucs} \usepackage[utf8x]{inputenc}""" else: unicode_preamble = '' s = r"""\documentclass{article} %s %s %s \usepackage[papersize={72in,72in}, body={70in,70in}, margin={1in,1in}]{geometry} \pagestyle{empty} \begin{document} \fontsize{%f}{%f}%s \end{document} """ % (self._font_preamble, unicode_preamble, custom_preamble, fontsize, fontsize*1.25, tex) if rcParams['text.latex.unicode']: fh.write(s.encode('utf8')) else: try: fh.write(s) except UnicodeEncodeError, err: mpl.verbose.report("You are using unicode and latex, but have " "not enabled the matplotlib 'text.latex.unicode' " "rcParam.", 'helpful') raise fh.close() return texfile def make_dvi(self, tex, fontsize): """ generates a dvi file containing latex's layout of tex string returns the file name """ basefile = self.get_basefile(tex, fontsize) dvifile = '%s.dvi'% basefile if DEBUG or not os.path.exists(dvifile): texfile = self.make_tex(tex, fontsize) outfile = basefile+'.output' command = self._get_shell_cmd('cd "%s"'% self.texcache, 'latex -interaction=nonstopmode %s > "%s"'\ %(os.path.split(texfile)[-1], outfile)) mpl.verbose.report(command, 'debug') exit_status = os.system(command) try: fh = file(outfile) report = fh.read() fh.close() except IOError: report = 'No latex error report available.' if exit_status: raise RuntimeError(('LaTeX was not able to process the following \ string:\n%s\nHere is the full report generated by LaTeX: \n\n'% repr(tex)) + report) else: mpl.verbose.report(report, 'debug') for fname in glob.glob(basefile+'*'): if fname.endswith('dvi'): pass elif fname.endswith('tex'): pass else: try: os.remove(fname) except OSError: pass return dvifile def make_png(self, tex, fontsize, dpi): """ generates a png file containing latex's rendering of tex string returns the filename """ basefile = self.get_basefile(tex, fontsize, dpi) pngfile = '%s.png'% basefile # see get_rgba for a discussion of the background if DEBUG or not os.path.exists(pngfile): dvifile = self.make_dvi(tex, fontsize) outfile = basefile+'.output' command = self._get_shell_cmd('cd "%s"' % self.texcache, 'dvipng -bg Transparent -D %s -T tight -o \ "%s" "%s" > "%s"'%(dpi, os.path.split(pngfile)[-1], os.path.split(dvifile)[-1], outfile)) mpl.verbose.report(command, 'debug') exit_status = os.system(command) try: fh = file(outfile) report = fh.read() fh.close() except IOError: report = 'No dvipng error report available.' if exit_status: raise RuntimeError('dvipng was not able to \ process the flowing file:\n%s\nHere is the full report generated by dvipng: \ \n\n'% dvifile + report) else: mpl.verbose.report(report, 'debug') try: os.remove(outfile) except OSError: pass return pngfile def make_ps(self, tex, fontsize): """ generates a postscript file containing latex's rendering of tex string returns the file name """ basefile = self.get_basefile(tex, fontsize) psfile = '%s.epsf'% basefile if DEBUG or not os.path.exists(psfile): dvifile = self.make_dvi(tex, fontsize) outfile = basefile+'.output' command = self._get_shell_cmd('cd "%s"'% self.texcache, 'dvips -q -E -o "%s" "%s" > "%s"'\ %(os.path.split(psfile)[-1], os.path.split(dvifile)[-1], outfile)) mpl.verbose.report(command, 'debug') exit_status = os.system(command) fh = file(outfile) if exit_status: raise RuntimeError('dvipng was not able to \ process the flowing file:\n%s\nHere is the full report generated by dvipng: \ \n\n'% dvifile + fh.read()) else: mpl.verbose.report(fh.read(), 'debug') fh.close() os.remove(outfile) return psfile def get_ps_bbox(self, tex, fontsize): """ returns a list containing the postscript bounding box for latex's rendering of the tex string """ psfile = self.make_ps(tex, fontsize) ps = file(psfile) for line in ps: if line.startswith('%%BoundingBox:'): return [int(val) for val in line.split()[1:]] raise RuntimeError('Could not parse %s'%psfile) def get_grey(self, tex, fontsize=None, dpi=None): """returns the alpha channel""" key = tex, self.get_font_config(), fontsize, dpi alpha = self.grey_arrayd.get(key) if alpha is None: pngfile = self.make_png(tex, fontsize, dpi) X = read_png(os.path.join(self.texcache, pngfile)) if rcParams['text.dvipnghack'] is not None: hack = rcParams['text.dvipnghack'] else: hack = self._dvipng_hack_alpha if hack: # hack the alpha channel # dvipng assumed a constant background, whereas we want to # overlay these rasters with antialiasing over arbitrary # backgrounds that may have other figure elements under them. # When you set dvipng -bg Transparent, it actually makes the # alpha channel 1 and does the background compositing and # antialiasing itself and puts the blended data in the rgb # channels. So what we do is extract the alpha information # from the red channel, which is a blend of the default dvipng # background (white) and foreground (black). So the amount of # red (or green or blue for that matter since white and black # blend to a grayscale) is the alpha intensity. Once we # extract the correct alpha information, we assign it to the # alpha channel properly and let the users pick their rgb. In # this way, we can overlay tex strings on arbitrary # backgrounds with antialiasing # # red = alpha*red_foreground + (1-alpha)*red_background # # Since the foreground is black (0) and the background is # white (1) this reduces to red = 1-alpha or alpha = 1-red #alpha = npy.sqrt(1-X[:,:,0]) # should this be sqrt here? alpha = 1-X[:,:,0] else: alpha = X[:,:,-1] self.grey_arrayd[key] = alpha return alpha def get_rgba(self, tex, fontsize=None, dpi=None, rgb=(0,0,0)): """ Returns latex's rendering of the tex string as an rgba array """ if not fontsize: fontsize = rcParams['font.size'] if not dpi: dpi = rcParams['savefig.dpi'] r,g,b = rgb key = tex, self.get_font_config(), fontsize, dpi, tuple(rgb) Z = self.rgba_arrayd.get(key) if Z is None: alpha = self.get_grey(tex, fontsize, dpi) Z = np.zeros((alpha.shape[0], alpha.shape[1], 4), np.float) Z[:,:,0] = r Z[:,:,1] = g Z[:,:,2] = b Z[:,:,3] = alpha self.rgba_arrayd[key] = Z return Z
agpl-3.0
ky822/Data_Bootcamp
Code/Python/radar_chart_tweaks.py
1
6408
""" Playing around with radar chart code from the Matplotlib examples. From: http://matplotlib.org/examples/api/radar_chart.html """ import numpy as np import matplotlib.pyplot as plt from matplotlib.path import Path from matplotlib.spines import Spine from matplotlib.projections.polar import PolarAxes from matplotlib.projections import register_projection def radar_factory(num_vars, frame='circle'): """ Create a radar chart with `num_vars` axes. This function creates a RadarAxes projection and registers it. Parameters ---------- num_vars : int Number of variables for radar chart. frame : {'circle' | 'polygon'} Shape of frame surrounding axes. """ # calculate evenly-spaced axis angles theta = 2*np.pi * np.linspace(0, 1-1./num_vars, num_vars) # rotate theta such that the first axis is at the top theta += np.pi/2 def draw_poly_patch(self): verts = unit_poly_verts(theta) return plt.Polygon(verts, closed=True, edgecolor='k') def draw_circle_patch(self): # unit circle centered on (0.5, 0.5) return plt.Circle((0.5, 0.5), 0.5) patch_dict = {'polygon': draw_poly_patch, 'circle': draw_circle_patch} if frame not in patch_dict: raise ValueError('unknown value for `frame`: %s' % frame) class RadarAxes(PolarAxes): name = 'radar' # use 1 line segment to connect specified points RESOLUTION = 1 # define draw_frame method draw_patch = patch_dict[frame] def fill(self, *args, **kwargs): """Override fill so that line is closed by default""" closed = kwargs.pop('closed', True) return super(RadarAxes, self).fill(closed=closed, *args, **kwargs) def plot(self, *args, **kwargs): """Override plot so that line is closed by default""" lines = super(RadarAxes, self).plot(*args, **kwargs) for line in lines: self._close_line(line) def _close_line(self, line): x, y = line.get_data() # FIXME: markers at x[0], y[0] get doubled-up if x[0] != x[-1]: x = np.concatenate((x, [x[0]])) y = np.concatenate((y, [y[0]])) line.set_data(x, y) def set_varlabels(self, labels): self.set_thetagrids(theta * 180/np.pi, labels) def _gen_axes_patch(self): return self.draw_patch() def _gen_axes_spines(self): if frame == 'circle': return PolarAxes._gen_axes_spines(self) # The following is a hack to get the spines (i.e. the axes frame) # to draw correctly for a polygon frame. # spine_type must be 'left', 'right', 'top', 'bottom', or `circle`. spine_type = 'circle' verts = unit_poly_verts(theta) # close off polygon by repeating first vertex verts.append(verts[0]) path = Path(verts) spine = Spine(self, spine_type, path) spine.set_transform(self.transAxes) return {'polar': spine} register_projection(RadarAxes) return theta def unit_poly_verts(theta): """Return vertices of polygon for subplot axes. This polygon is circumscribed by a unit circle centered at (0.5, 0.5) """ x0, y0, r = [0.5] * 3 verts = [(r*np.cos(t) + x0, r*np.sin(t) + y0) for t in theta] return verts def example_data(): data = { 'column names': ['Sulfate', 'Nitrate', 'EC', 'OC1', 'OC2', 'OC3', 'OP', 'CO', 'O3'], 'Basecase': [[0.88, 0.01, 0.03, 0.03, 0.00, 0.06, 0.01, 0.00, 0.00], [0.07, 0.95, 0.04, 0.05, 0.00, 0.02, 0.01, 0.00, 0.00], [0.01, 0.02, 0.85, 0.19, 0.05, 0.10, 0.00, 0.00, 0.00], [0.02, 0.01, 0.07, 0.01, 0.21, 0.12, 0.98, 0.00, 0.00], [0.01, 0.01, 0.02, 0.71, 0.74, 0.70, 0.00, 0.00, 0.00]], 'With CO': [[0.88, 0.02, 0.02, 0.02, 0.00, 0.05, 0.00, 0.05, 0.00], [0.08, 0.94, 0.04, 0.02, 0.00, 0.01, 0.12, 0.04, 0.00], [0.01, 0.01, 0.79, 0.10, 0.00, 0.05, 0.00, 0.31, 0.00], [0.00, 0.02, 0.03, 0.38, 0.31, 0.31, 0.00, 0.59, 0.00], [0.02, 0.02, 0.11, 0.47, 0.69, 0.58, 0.88, 0.00, 0.00]], 'With O3': [[0.89, 0.01, 0.07, 0.00, 0.00, 0.05, 0.00, 0.00, 0.03], [0.07, 0.95, 0.05, 0.04, 0.00, 0.02, 0.12, 0.00, 0.00], [0.01, 0.02, 0.86, 0.27, 0.16, 0.19, 0.00, 0.00, 0.00], [0.01, 0.03, 0.00, 0.32, 0.29, 0.27, 0.00, 0.00, 0.95], [0.02, 0.00, 0.03, 0.37, 0.56, 0.47, 0.87, 0.00, 0.00]], 'CO & O3': [[0.87, 0.01, 0.08, 0.00, 0.00, 0.04, 0.00, 0.00, 0.01], [0.09, 0.95, 0.02, 0.03, 0.00, 0.01, 0.13, 0.06, 0.00], [0.01, 0.02, 0.71, 0.24, 0.13, 0.16, 0.00, 0.50, 0.00], [0.01, 0.03, 0.00, 0.28, 0.24, 0.23, 0.00, 0.44, 0.88], [0.02, 0.00, 0.18, 0.45, 0.64, 0.55, 0.86, 0.00, 0.16]]} return data if __name__ == '__main__': N = 9 theta = radar_factory(N, frame='polygon') data = example_data() spoke_labels = data.pop('column names') fig = plt.figure(figsize=(9, 9)) fig.subplots_adjust(wspace=0.25, hspace=0.20, top=0.85, bottom=0.05) colors = ['b', 'r', 'g', 'm', 'y'] # Plot the four cases from the example data on separate axes for n, title in enumerate(data.keys()): ax = fig.add_subplot(2, 2, n+1, projection='radar') plt.rgrids([0.2, 0.4, 0.6, 0.8]) ax.set_title(title, weight='bold', size='medium', position=(0.5, 1.1), horizontalalignment='center', verticalalignment='center') for d, color in zip(data[title], colors): ax.plot(theta, d, color=color) ax.fill(theta, d, facecolor=color, alpha=0.25) ax.set_varlabels(spoke_labels) # add legend relative to top-left plot plt.subplot(2, 2, 1) labels = ('Factor 1', 'Factor 2', 'Factor 3', 'Factor 4', 'Factor 5') legend = plt.legend(labels, loc=(0.9, .95), labelspacing=0.1) plt.setp(legend.get_texts(), fontsize='small') plt.figtext(0.5, 0.965, '5-Factor Solution Profiles Across Four Scenarios', ha='center', color='black', weight='bold', size='large') plt.show()
mit
gpetretto/pymatgen
pymatgen/analysis/diffusion_analyzer.py
2
37836
# coding: utf-8 # Copyright (c) Pymatgen Development Team. # Distributed under the terms of the MIT License. from __future__ import division, unicode_literals import numpy as np import warnings import scipy.constants as const from monty.json import MSONable from pymatgen.analysis.structure_matcher import StructureMatcher, \ OrderDisorderElementComparator from pymatgen.core.periodic_table import get_el_sp from pymatgen.core.structure import Structure from pymatgen.io.vasp.outputs import Vasprun from pymatgen.util.coord import pbc_diff """ A module to perform diffusion analyses (e.g. calculating diffusivity from mean square displacements etc.). If you use this module, please consider citing the following papers:: Ong, S. P., Mo, Y., Richards, W. D., Miara, L., Lee, H. S., & Ceder, G. (2013). Phase stability, electrochemical stability and ionic conductivity of the Li10+-1MP2X12 (M = Ge, Si, Sn, Al or P, and X = O, S or Se) family of superionic conductors. Energy & Environmental Science, 6(1), 148. doi:10.1039/c2ee23355j Mo, Y., Ong, S. P., & Ceder, G. (2012). First Principles Study of the Li10GeP2S12 Lithium Super Ionic Conductor Material. Chemistry of Materials, 24(1), 15-17. doi:10.1021/cm203303y """ __author__ = "Will Richards, Shyue Ping Ong" __version__ = "0.2" __maintainer__ = "Will Richards" __email__ = "[email protected]" __status__ = "Beta" __date__ = "5/2/13" class DiffusionAnalyzer(MSONable): """ Class for performing diffusion analysis. .. attribute: diffusivity Diffusivity in cm^2 / s .. attribute: chg_diffusivity Charge diffusivity in cm^2 / s .. attribute: conductivity Conductivity in mS / cm .. attribute: chg_conductivity Conductivity derived from Nernst-Einstein equation using charge diffusivity, in mS / cm .. attribute: diffusivity_components A vector with diffusivity in the a, b and c directions in cm^2 / s .. attribute: conductivity_components A vector with conductivity in the a, b and c directions in mS / cm .. attribute: diffusivity_std_dev Std dev in diffusivity in cm^2 / s. Note that this makes sense only for non-smoothed analyses. .. attribute: chg_diffusivity_std_dev Std dev in charge diffusivity in cm^2 / s. Note that this makes sense only for non-smoothed analyses. .. attribute: conductivity_std_dev Std dev in conductivity in mS / cm. Note that this makes sense only for non-smoothed analyses. .. attribute: diffusivity_components_std_dev A vector with std dev. in diffusivity in the a, b and c directions in cm^2 / cm. Note that this makes sense only for non-smoothed analyses. .. attribute: conductivity_components_std_dev A vector with std dev. in conductivity in the a, b and c directions in mS / cm. Note that this makes sense only for non-smoothed analyses. .. attribute: max_framework_displacement The maximum (drift adjusted) distance of any framework atom from its starting location in A. .. attribute: max_ion_displacements nions x 1 array of the maximum displacement of each individual ion. .. attribute: msd nsteps x 1 array of the mean square displacement of specie. .. attribute: mscd nsteps x 1 array of the mean square charge displacement of specie. .. attribute: msd_components nsteps x 3 array of the MSD in each lattice direction of specie. .. attribute: sq_disp_ions The square displacement of all ion (both specie and other ions) as a nions x nsteps array. .. attribute: dt Time coordinate array. .. attribute: haven_ratio Haven ratio defined as diffusivity / chg_diffusivity. """ def __init__(self, structure, displacements, specie, temperature, time_step, step_skip, smoothed="max", min_obs=30, avg_nsteps=1000, lattices=None): """ This constructor is meant to be used with pre-processed data. Other convenient constructors are provided as class methods (see from_vaspruns and from_files). Given a matrix of displacements (see arguments below for expected format), the diffusivity is given by:: D = 1 / 2dt * <mean square displacement> where d is the dimensionality, t is the time. To obtain a reliable diffusion estimate, a least squares regression of the MSD against time to obtain the slope, which is then related to the diffusivity. For traditional analysis, use smoothed=False and weighted=False. Args: structure (Structure): Initial structure. displacements (array): Numpy array of with shape [site, time step, axis] specie (Element/Specie): Specie to calculate diffusivity for as a String. E.g., "Li". temperature (float): Temperature of the diffusion run in Kelvin. time_step (int): Time step between measurements. step_skip (int): Sampling frequency of the displacements ( time_step is multiplied by this number to get the real time between measurements) smoothed (str): Whether to smooth the MSD, and what mode to smooth. Supported modes are: i. "max", which tries to use the maximum # of data points for each time origin, subject to a minimum # of observations given by min_obs, and then weights the observations based on the variance accordingly. This is the default. ii. "constant", in which each timestep is averaged over the number of time_steps given by min_steps. iii. None / False / any other false-like quantity. No smoothing. min_obs (int): Used with smoothed="max". Minimum number of observations to have before including in the MSD vs dt calculation. E.g. If a structure has 10 diffusing atoms, and min_obs = 30, the MSD vs dt will be calculated up to dt = total_run_time / 3, so that each diffusing atom is measured at least 3 uncorrelated times. Only applies in smoothed="max". avg_nsteps (int): Used with smoothed="constant". Determines the number of time steps to average over to get the msd for each timestep. Default of 1000 is usually pretty good. lattices (array): Numpy array of lattice matrix of every step. Used for NPT-AIMD. For NVT-AIMD, the lattice at each time step is set to the lattice in the "structure" argument. """ self.structure = structure self.disp = displacements self.specie = specie self.temperature = temperature self.time_step = time_step self.step_skip = step_skip self.min_obs = min_obs self.smoothed = smoothed self.avg_nsteps = avg_nsteps self.lattices = lattices if lattices is None: self.lattices = np.array([structure.lattice.matrix.tolist()]) indices = [] framework_indices = [] for i, site in enumerate(structure): if site.specie.symbol == specie: indices.append(i) else: framework_indices.append(i) if self.disp.shape[1] < 2: self.diffusivity = 0. self.conductivity = 0. self.diffusivity_components = np.array([0., 0., 0.]) self.conductivity_components = np.array([0., 0., 0.]) self.max_framework_displacement = 0 else: framework_disp = self.disp[framework_indices] drift = np.average(framework_disp, axis=0)[None, :, :] # drift corrected position dc = self.disp - drift nions, nsteps, dim = dc.shape if not smoothed: timesteps = np.arange(0, nsteps) elif smoothed == "constant": if nsteps <= avg_nsteps: raise ValueError('Not enough data to calculate diffusivity') timesteps = np.arange(0, nsteps - avg_nsteps) else: # limit the number of sampled timesteps to 200 min_dt = int(1000 / (self.step_skip * self.time_step)) max_dt = min(len(indices) * nsteps // self.min_obs, nsteps) if min_dt >= max_dt: raise ValueError('Not enough data to calculate diffusivity') timesteps = np.arange(min_dt, max_dt, max(int((max_dt - min_dt) / 200), 1)) dt = timesteps * self.time_step * self.step_skip # calculate the smoothed msd values msd = np.zeros_like(dt, dtype=np.double) sq_disp_ions = np.zeros((len(dc), len(dt)), dtype=np.double) msd_components = np.zeros(dt.shape + (3,)) # calculate mean square charge displacement mscd = np.zeros_like(msd, dtype=np.double) for i, n in enumerate(timesteps): if not smoothed: dx = dc[:, i:i + 1, :] dcomponents = dc[:, i:i + 1, :] elif smoothed == "constant": dx = dc[:, i:i + avg_nsteps, :] - dc[:, 0:avg_nsteps, :] dcomponents = dc[:, i:i + avg_nsteps, :] \ - dc[:, 0:avg_nsteps, :] else: dx = dc[:, n:, :] - dc[:, :-n, :] dcomponents = dc[:, n:, :] - dc[:, :-n, :] # Get msd sq_disp = dx ** 2 sq_disp_ions[:, i] = np.average(np.sum(sq_disp, axis=2), axis=1) msd[i] = np.average(sq_disp_ions[:, i][indices]) msd_components[i] = np.average(dcomponents[indices] ** 2, axis=(0, 1)) # Get mscd sq_chg_disp = np.sum(dx[indices, :, :], axis=0) ** 2 mscd[i] = np.average(np.sum(sq_chg_disp, axis=1), axis=0) / len(indices) def weighted_lstsq(a, b): if smoothed == "max": # For max smoothing, we need to weight by variance. w_root = (1 / dt) ** 0.5 return np.linalg.lstsq( a * w_root[:, None], b * w_root, rcond=None) else: return np.linalg.lstsq(a, b, rcond=None) # Get self diffusivity m_components = np.zeros(3) m_components_res = np.zeros(3) a = np.ones((len(dt), 2)) a[:, 0] = dt for i in range(3): (m, c), res, rank, s = weighted_lstsq(a, msd_components[:, i]) m_components[i] = max(m, 1e-15) m_components_res[i] = res[0] (m, c), res, rank, s = weighted_lstsq(a, msd) # m shouldn't be negative m = max(m, 1e-15) # Get also the charge diffusivity (m_chg, c_chg), res_chg, _, _ = weighted_lstsq(a, mscd) # m shouldn't be negative m_chg = max(m_chg, 1e-15) # factor of 10 is to convert from A^2/fs to cm^2/s # factor of 6 is for dimensionality conv_factor = get_conversion_factor(self.structure, self.specie, self.temperature) self.diffusivity = m / 60 self.chg_diffusivity = m_chg / 60 # Calculate the error in the diffusivity using the error in the # slope from the lst sq. # Variance in slope = n * Sum Squared Residuals / (n * Sxx - Sx # ** 2) / (n-2). n = len(dt) # Pre-compute the denominator since we will use it later. # We divide dt by 1000 to avoid overflow errors in some systems ( # e.g., win). This is subsequently corrected where denom is used. denom = (n * np.sum((dt / 1000) ** 2) - np.sum(dt / 1000) ** 2) * ( n - 2) self.diffusivity_std_dev = np.sqrt(n * res[0] / denom) / 60 / 1000 self.chg_diffusivity_std_dev = np.sqrt(n * res_chg[0] / denom) / 60 / 1000 self.conductivity = self.diffusivity * conv_factor self.chg_conductivity = self.chg_diffusivity * conv_factor self.conductivity_std_dev = self.diffusivity_std_dev * conv_factor self.diffusivity_components = m_components / 20 self.diffusivity_components_std_dev = np.sqrt( n * m_components_res / denom) / 20 / 1000 self.conductivity_components = self.diffusivity_components * \ conv_factor self.conductivity_components_std_dev = \ self.diffusivity_components_std_dev * conv_factor # Drift and displacement information. self.drift = drift self.corrected_displacements = dc self.max_ion_displacements = np.max(np.sum( dc ** 2, axis=-1) ** 0.5, axis=1) self.max_framework_displacement = \ np.max(self.max_ion_displacements[framework_indices]) self.msd = msd self.mscd = mscd self.haven_ratio = self.diffusivity / self.chg_diffusivity self.sq_disp_ions = sq_disp_ions self.msd_components = msd_components self.dt = dt self.indices = indices self.framework_indices = framework_indices def get_drift_corrected_structures(self, start=None, stop=None, step=None): """ Returns an iterator for the drift-corrected structures. Use of iterator is to reduce memory usage as # of structures in MD can be huge. You don't often need all the structures all at once. Args: start, stop, step (int): applies a start/stop/step to the iterator. Faster than applying it after generation, as it reduces the number of structures created. """ coords = np.array(self.structure.cart_coords) species = self.structure.species_and_occu lattices = self.lattices nsites, nsteps, dim = self.corrected_displacements.shape for i in range(start or 0, stop or nsteps, step or 1): latt = lattices[0] if len(lattices) == 1 else lattices[i] yield Structure( latt, species, coords + self.corrected_displacements[:, i, :], coords_are_cartesian=True) def get_summary_dict(self, include_msd_t=False, include_mscd_t=False): """ Provides a summary of diffusion information. Args: include_msd_t (bool): Whether to include mean square displace and time data with the data. include_msd_t (bool): Whether to include mean square charge displace and time data with the data. Returns: (dict) of diffusion and conductivity data. """ d = { "D": self.diffusivity, "D_sigma": self.diffusivity_std_dev, "D_charge": self.chg_diffusivity, "D_charge_sigma": self.chg_diffusivity_std_dev, "S": self.conductivity, "S_sigma": self.conductivity_std_dev, "S_charge": self.chg_conductivity, "D_components": self.diffusivity_components.tolist(), "S_components": self.conductivity_components.tolist(), "D_components_sigma": self.diffusivity_components_std_dev.tolist(), "S_components_sigma": self.conductivity_components_std_dev.tolist(), "specie": str(self.specie), "step_skip": self.step_skip, "time_step": self.time_step, "temperature": self.temperature, "max_framework_displacement": self.max_framework_displacement, "Haven_ratio": self.haven_ratio } if include_msd_t: d["msd"] = self.msd.tolist() d["msd_components"] = self.msd_components.tolist() d["dt"] = self.dt.tolist() if include_mscd_t: d["mscd"] = self.mscd.tolist() return d def get_framework_rms_plot(self, plt=None, granularity=200, matching_s=None): """ Get the plot of rms framework displacement vs time. Useful for checking for melting, especially if framework atoms can move via paddle-wheel or similar mechanism (which would show up in max framework displacement but doesn't constitute melting). Args: plt (matplotlib.pyplot): If plt is supplied, changes will be made to an existing plot. Otherwise, a new plot will be created. granularity (int): Number of structures to match matching_s (Structure): Optionally match to a disordered structure instead of the first structure in the analyzer. Required when a secondary mobile ion is present. Notes: The method doesn't apply to NPT-AIMD simulation analysis. """ from pymatgen.util.plotting import pretty_plot if self.lattices is not None and len(self.lattices) > 1: warnings.warn("Note the method doesn't apply to NPT-AIMD " "simulation analysis!") plt = pretty_plot(12, 8, plt=plt) step = (self.corrected_displacements.shape[1] - 1) // (granularity - 1) f = (matching_s or self.structure).copy() f.remove_species([self.specie]) sm = StructureMatcher(primitive_cell=False, stol=0.6, comparator=OrderDisorderElementComparator(), allow_subset=True) rms = [] for s in self.get_drift_corrected_structures(step=step): s.remove_species([self.specie]) d = sm.get_rms_dist(f, s) if d: rms.append(d) else: rms.append((1, 1)) max_dt = (len(rms) - 1) * step * self.step_skip * self.time_step if max_dt > 100000: plot_dt = np.linspace(0, max_dt / 1000, len(rms)) unit = 'ps' else: plot_dt = np.linspace(0, max_dt, len(rms)) unit = 'fs' rms = np.array(rms) plt.plot(plot_dt, rms[:, 0], label='RMS') plt.plot(plot_dt, rms[:, 1], label='max') plt.legend(loc='best') plt.xlabel("Timestep ({})".format(unit)) plt.ylabel("normalized distance") plt.tight_layout() return plt def get_msd_plot(self, plt=None, mode="specie"): """ Get the plot of the smoothed msd vs time graph. Useful for checking convergence. This can be written to an image file. Args: plt: A plot object. Defaults to None, which means one will be generated. mode (str): Determines type of msd plot. By "species", "sites", or direction (default). If mode = "mscd", the smoothed mscd vs. time will be plotted. """ from pymatgen.util.plotting import pretty_plot plt = pretty_plot(12, 8, plt=plt) if np.max(self.dt) > 100000: plot_dt = self.dt / 1000 unit = 'ps' else: plot_dt = self.dt unit = 'fs' if mode == "species": for sp in sorted(self.structure.composition.keys()): indices = [i for i, site in enumerate(self.structure) if site.specie == sp] sd = np.average(self.sq_disp_ions[indices, :], axis=0) plt.plot(plot_dt, sd, label=sp.__str__()) plt.legend(loc=2, prop={"size": 20}) elif mode == "sites": for i, site in enumerate(self.structure): sd = self.sq_disp_ions[i, :] plt.plot(plot_dt, sd, label="%s - %d" % ( site.specie.__str__(), i)) plt.legend(loc=2, prop={"size": 20}) elif mode == "mscd": plt.plot(plot_dt, self.mscd, 'r') plt.legend(["Overall"], loc=2, prop={"size": 20}) else: # Handle default / invalid mode case plt.plot(plot_dt, self.msd, 'k') plt.plot(plot_dt, self.msd_components[:, 0], 'r') plt.plot(plot_dt, self.msd_components[:, 1], 'g') plt.plot(plot_dt, self.msd_components[:, 2], 'b') plt.legend(["Overall", "a", "b", "c"], loc=2, prop={"size": 20}) plt.xlabel("Timestep ({})".format(unit)) if mode == "mscd": plt.ylabel("MSCD ($\\AA^2$)") else: plt.ylabel("MSD ($\\AA^2$)") plt.tight_layout() return plt def plot_msd(self, mode="default"): """ Plot the smoothed msd vs time graph. Useful for checking convergence. Args: mode (str): Can be "default" (the default, shows only the MSD for the diffusing specie, and its components), "ions" (individual square displacements of all ions), "species" (mean square displacement by specie), or "mscd" (overall mean square charge displacement for diffusing specie). """ self.get_msd_plot(mode=mode).show() def export_msdt(self, filename): """ Writes MSD data to a csv file that can be easily plotted in other software. Args: filename (str): Filename. Supported formats are csv and dat. If the extension is csv, a csv file is written. Otherwise, a dat format is assumed. """ fmt = "csv" if filename.lower().endswith(".csv") else "dat" delimiter = ", " if fmt == "csv" else " " with open(filename, "wt") as f: if fmt == "dat": f.write("# ") f.write(delimiter.join(["t", "MSD", "MSD_a", "MSD_b", "MSD_c", "MSCD"])) f.write("\n") for dt, msd, msdc, mscd in zip(self.dt, self.msd, self.msd_components, self.mscd): f.write(delimiter.join(["%s" % v for v in [dt, msd] + list( msdc) + [mscd]])) f.write("\n") @classmethod def from_structures(cls, structures, specie, temperature, time_step, step_skip, initial_disp=None, initial_structure=None, **kwargs): """ Convenient constructor that takes in a list of Structure objects to perform diffusion analysis. Args: structures ([Structure]): list of Structure objects (must be ordered in sequence of run). E.g., you may have performed sequential VASP runs to obtain sufficient statistics. specie (Element/Specie): Specie to calculate diffusivity for as a String. E.g., "Li". temperature (float): Temperature of the diffusion run in Kelvin. time_step (int): Time step between measurements. step_skip (int): Sampling frequency of the displacements ( time_step is multiplied by this number to get the real time between measurements) initial_disp (np.ndarray): Sometimes, you need to iteratively compute estimates of the diffusivity. This supplies an initial displacement that will be added on to the initial displacements. Note that this makes sense only when smoothed=False. initial_structure (Structure): Like initial_disp, this is used for iterative computations of estimates of the diffusivity. You typically need to supply both variables. This stipulates the initial structure from which the current set of displacements are computed. \\*\\*kwargs: kwargs supported by the :class:`DiffusionAnalyzer`_. Examples include smoothed, min_obs, avg_nsteps. """ p, l = [], [] for i, s in enumerate(structures): if i == 0: structure = s p.append(np.array(s.frac_coords)[:, None]) l.append(s.lattice.matrix) if initial_structure is not None: p.insert(0, np.array(initial_structure.frac_coords)[:, None]) l.insert(0, initial_structure.lattice.matrix) else: p.insert(0, p[0]) l.insert(0, l[0]) p = np.concatenate(p, axis=1) dp = p[:, 1:] - p[:, :-1] dp = dp - np.round(dp) f_disp = np.cumsum(dp, axis=1) c_disp = [] for i in f_disp: c_disp.append( [ np.dot(d, m) for d, m in zip(i, l[1:]) ] ) disp = np.array(c_disp) # If is NVT-AIMD, clear lattice data. if np.array_equal(l[0], l[-1]): l = np.array([l[0]]) else: l = np.array(l) if initial_disp is not None: disp += initial_disp[:, None, :] return cls(structure, disp, specie, temperature, time_step, step_skip=step_skip, lattices=l, **kwargs) @classmethod def from_vaspruns(cls, vaspruns, specie, initial_disp=None, initial_structure=None, **kwargs): """ Convenient constructor that takes in a list of Vasprun objects to perform diffusion analysis. Args: vaspruns ([Vasprun]): List of Vaspruns (must be ordered in sequence of MD simulation). E.g., you may have performed sequential VASP runs to obtain sufficient statistics. specie (Element/Specie): Specie to calculate diffusivity for as a String. E.g., "Li". initial_disp (np.ndarray): Sometimes, you need to iteratively compute estimates of the diffusivity. This supplies an initial displacement that will be added on to the initial displacements. Note that this makes sense only when smoothed=False. initial_structure (Structure): Like initial_disp, this is used for iterative computations of estimates of the diffusivity. You typically need to supply both variables. This stipulates the initial stricture from which the current set of displacements are computed. \\*\\*kwargs: kwargs supported by the :class:`DiffusionAnalyzer`_. Examples include smoothed, min_obs, avg_nsteps. """ def get_structures(vaspruns): for i, vr in enumerate(vaspruns): if i == 0: step_skip = vr.ionic_step_skip or 1 final_structure = vr.initial_structure temperature = vr.parameters['TEEND'] time_step = vr.parameters['POTIM'] yield step_skip, temperature, time_step # check that the runs are continuous fdist = pbc_diff(vr.initial_structure.frac_coords, final_structure.frac_coords) if np.any(fdist > 0.001): raise ValueError('initial and final structures do not ' 'match.') final_structure = vr.final_structure assert (vr.ionic_step_skip or 1) == step_skip for s in vr.ionic_steps: yield s['structure'] s = get_structures(vaspruns) step_skip, temperature, time_step = next(s) return cls.from_structures( structures=list(s), specie=specie, temperature=temperature, time_step=time_step, step_skip=step_skip, initial_disp=initial_disp, initial_structure=initial_structure, **kwargs) @classmethod def from_files(cls, filepaths, specie, step_skip=10, ncores=None, initial_disp=None, initial_structure=None, **kwargs): """ Convenient constructor that takes in a list of vasprun.xml paths to perform diffusion analysis. Args: filepaths ([str]): List of paths to vasprun.xml files of runs. ( must be ordered in sequence of MD simulation). For example, you may have done sequential VASP runs and they are in run1, run2, run3, etc. You should then pass in ["run1/vasprun.xml", "run2/vasprun.xml", ...]. specie (Element/Specie): Specie to calculate diffusivity for as a String. E.g., "Li". step_skip (int): Sampling frequency of the displacements ( time_step is multiplied by this number to get the real time between measurements) ncores (int): Numbers of cores to use for multiprocessing. Can speed up vasprun parsing considerably. Defaults to None, which means serial. It should be noted that if you want to use multiprocessing, the number of ionic steps in all vasprun .xml files should be a multiple of the ionic_step_skip. Otherwise, inconsistent results may arise. Serial mode has no such restrictions. initial_disp (np.ndarray): Sometimes, you need to iteratively compute estimates of the diffusivity. This supplies an initial displacement that will be added on to the initial displacements. Note that this makes sense only when smoothed=False. initial_structure (Structure): Like initial_disp, this is used for iterative computations of estimates of the diffusivity. You typically need to supply both variables. This stipulates the initial structure from which the current set of displacements are computed. \\*\\*kwargs: kwargs supported by the :class:`DiffusionAnalyzer`_. Examples include smoothed, min_obs, avg_nsteps. """ if ncores is not None and len(filepaths) > 1: import multiprocessing p = multiprocessing.Pool(ncores) vaspruns = p.imap(_get_vasprun, [(fp, step_skip) for fp in filepaths]) analyzer = cls.from_vaspruns( vaspruns, specie=specie, initial_disp=initial_disp, initial_structure=initial_structure, **kwargs) p.close() p.join() return analyzer else: def vr(filepaths): offset = 0 for p in filepaths: v = Vasprun(p, ionic_step_offset=offset, ionic_step_skip=step_skip) yield v # Recompute offset. offset = (-(v.nionic_steps - offset)) % step_skip return cls.from_vaspruns( vr(filepaths), specie=specie, initial_disp=initial_disp, initial_structure=initial_structure, **kwargs) def as_dict(self): return { "@module": self.__class__.__module__, "@class": self.__class__.__name__, "structure": self.structure.as_dict(), "displacements": self.disp.tolist(), "specie": self.specie, "temperature": self.temperature, "time_step": self.time_step, "step_skip": self.step_skip, "min_obs": self.min_obs, "smoothed": self.smoothed, "avg_nsteps": self.avg_nsteps, "lattices": self.lattices.tolist() } @classmethod def from_dict(cls, d): structure = Structure.from_dict(d["structure"]) return cls(structure, np.array(d["displacements"]), specie=d["specie"], temperature=d["temperature"], time_step=d["time_step"], step_skip=d["step_skip"], min_obs=d["min_obs"], smoothed=d.get("smoothed", "max"), avg_nsteps=d.get("avg_nsteps", 1000), lattices=np.array(d.get("lattices", [d["structure"]["lattice"][ "matrix"]]))) def get_conversion_factor(structure, species, temperature): """ Conversion factor to convert between cm^2/s diffusivity measurements and mS/cm conductivity measurements based on number of atoms of diffusing species. Note that the charge is based on the oxidation state of the species (where available), or else the number of valence electrons (usually a good guess, esp for main group ions). Args: structure (Structure): Input structure. species (Element/Specie): Diffusing species. temperature (float): Temperature of the diffusion run in Kelvin. Returns: Conversion factor. Conductivity (in mS/cm) = Conversion Factor * Diffusivity (in cm^2/s) """ df_sp = get_el_sp(species) if hasattr(df_sp, "oxi_state"): z = df_sp.oxi_state else: z = df_sp.full_electronic_structure[-1][2] n = structure.composition[species] vol = structure.volume * 1e-24 # units cm^3 return 1000 * n / (vol * const.N_A) * z ** 2 * (const.N_A * const.e) ** 2 \ / (const.R * temperature) def _get_vasprun(args): """ Internal method to support multiprocessing. """ return Vasprun(args[0], ionic_step_skip=args[1], parse_dos=False, parse_eigen=False) def fit_arrhenius(temps, diffusivities): """ Returns Ea, c, standard error of Ea from the Arrhenius fit: D = c * exp(-Ea/kT) Args: temps ([float]): A sequence of temperatures. units: K diffusivities ([float]): A sequence of diffusivities (e.g., from DiffusionAnalyzer.diffusivity). units: cm^2/s """ t_1 = 1 / np.array(temps) logd = np.log(diffusivities) # Do a least squares regression of log(D) vs 1/T a = np.array([t_1, np.ones(len(temps))]).T w, res, _, _ = np.linalg.lstsq(a, logd, rcond=None) w = np.array(w) n = len(temps) if n > 2: std_Ea = (res[0] / (n - 2) / ( n * np.var(t_1))) ** 0.5 * const.k / const.e else: std_Ea = None return -w[0] * const.k / const.e, np.exp(w[1]), std_Ea def get_extrapolated_diffusivity(temps, diffusivities, new_temp): """ Returns (Arrhenius) extrapolated diffusivity at new_temp Args: temps ([float]): A sequence of temperatures. units: K diffusivities ([float]): A sequence of diffusivities (e.g., from DiffusionAnalyzer.diffusivity). units: cm^2/s new_temp (float): desired temperature. units: K Returns: (float) Diffusivity at extrapolated temp in mS/cm. """ Ea, c, _ = fit_arrhenius(temps, diffusivities) return c * np.exp(-Ea / (const.k / const.e * new_temp)) def get_extrapolated_conductivity(temps, diffusivities, new_temp, structure, species): """ Returns extrapolated mS/cm conductivity. Args: temps ([float]): A sequence of temperatures. units: K diffusivities ([float]): A sequence of diffusivities (e.g., from DiffusionAnalyzer.diffusivity). units: cm^2/s new_temp (float): desired temperature. units: K structure (structure): Structure used for the diffusivity calculation species (string/Specie): conducting species Returns: (float) Conductivity at extrapolated temp in mS/cm. """ return get_extrapolated_diffusivity(temps, diffusivities, new_temp) \ * get_conversion_factor(structure, species, new_temp) def get_arrhenius_plot(temps, diffusivities, diffusivity_errors=None, **kwargs): """ Returns an Arrhenius plot. Args: temps ([float]): A sequence of temperatures. diffusivities ([float]): A sequence of diffusivities (e.g., from DiffusionAnalyzer.diffusivity). diffusivity_errors ([float]): A sequence of errors for the diffusivities. If None, no error bar is plotted. \\*\\*kwargs: Any keyword args supported by matplotlib.pyplot.plot. Returns: A matplotlib.pyplot object. Do plt.show() to show the plot. """ Ea, c, _ = fit_arrhenius(temps, diffusivities) from pymatgen.util.plotting import pretty_plot plt = pretty_plot(12, 8) # log10 of the arrhenius fit arr = c * np.exp(-Ea / (const.k / const.e * np.array(temps))) t_1 = 1000 / np.array(temps) plt.plot(t_1, diffusivities, 'ko', t_1, arr, 'k--', markersize=10, **kwargs) if diffusivity_errors is not None: n = len(diffusivity_errors) plt.errorbar(t_1[0:n], diffusivities[0:n], yerr=diffusivity_errors, fmt='ko', ecolor='k', capthick=2, linewidth=2) ax = plt.axes() ax.set_yscale('log') plt.text(0.6, 0.85, "E$_a$ = {:.0f} meV".format(Ea * 1000), fontsize=30, transform=plt.axes().transAxes) plt.ylabel("D (cm$^2$/s)") plt.xlabel("1000/T (K$^{-1}$)") plt.tight_layout() return plt
mit
uglyboxer/linear_neuron
net-p3/lib/python3.5/site-packages/matplotlib/tests/test_contour.py
10
6418
from __future__ import (absolute_import, division, print_function, unicode_literals) import six import datetime import numpy as np from matplotlib import mlab from matplotlib.testing.decorators import cleanup, image_comparison from matplotlib import pyplot as plt import re @cleanup def test_contour_shape_1d_valid(): x = np.arange(10) y = np.arange(9) z = np.random.random((9, 10)) fig = plt.figure() ax = fig.add_subplot(111) ax.contour(x, y, z) @cleanup def test_contour_shape_2d_valid(): x = np.arange(10) y = np.arange(9) xg, yg = np.meshgrid(x, y) z = np.random.random((9, 10)) fig = plt.figure() ax = fig.add_subplot(111) ax.contour(xg, yg, z) @cleanup def test_contour_shape_mismatch_1(): x = np.arange(9) y = np.arange(9) z = np.random.random((9, 10)) fig = plt.figure() ax = fig.add_subplot(111) try: ax.contour(x, y, z) except TypeError as exc: assert exc.args[0] == 'Length of x must be number of columns in z.' @cleanup def test_contour_shape_mismatch_2(): x = np.arange(10) y = np.arange(10) z = np.random.random((9, 10)) fig = plt.figure() ax = fig.add_subplot(111) try: ax.contour(x, y, z) except TypeError as exc: assert exc.args[0] == 'Length of y must be number of rows in z.' @cleanup def test_contour_shape_mismatch_3(): x = np.arange(10) y = np.arange(10) xg, yg = np.meshgrid(x, y) z = np.random.random((9, 10)) fig = plt.figure() ax = fig.add_subplot(111) try: ax.contour(xg, y, z) except TypeError as exc: assert exc.args[0] == 'Number of dimensions of x and y should match.' try: ax.contour(x, yg, z) except TypeError as exc: assert exc.args[0] == 'Number of dimensions of x and y should match.' @cleanup def test_contour_shape_mismatch_4(): g = np.random.random((9, 10)) b = np.random.random((9, 9)) z = np.random.random((9, 10)) fig = plt.figure() ax = fig.add_subplot(111) try: ax.contour(b, g, z) except TypeError as exc: print(exc.args[0]) assert re.match( r'Shape of x does not match that of z: ' + r'found \(9L?, 9L?\) instead of \(9L?, 10L?\)\.', exc.args[0]) is not None try: ax.contour(g, b, z) except TypeError as exc: assert re.match( r'Shape of y does not match that of z: ' + r'found \(9L?, 9L?\) instead of \(9L?, 10L?\)\.', exc.args[0]) is not None @cleanup def test_contour_shape_invalid_1(): x = np.random.random((3, 3, 3)) y = np.random.random((3, 3, 3)) z = np.random.random((9, 10)) fig = plt.figure() ax = fig.add_subplot(111) try: ax.contour(x, y, z) except TypeError as exc: assert exc.args[0] == 'Inputs x and y must be 1D or 2D.' @cleanup def test_contour_shape_invalid_2(): x = np.random.random((3, 3, 3)) y = np.random.random((3, 3, 3)) z = np.random.random((3, 3, 3)) fig = plt.figure() ax = fig.add_subplot(111) try: ax.contour(x, y, z) except TypeError as exc: assert exc.args[0] == 'Input z must be a 2D array.' @image_comparison(baseline_images=['contour_manual_labels']) def test_contour_manual_labels(): x, y = np.meshgrid(np.arange(0, 10), np.arange(0, 10)) z = np.max(np.dstack([abs(x), abs(y)]), 2) plt.figure(figsize=(6, 2)) cs = plt.contour(x, y, z) pts = np.array([(1.5, 3.0), (1.5, 4.4), (1.5, 6.0)]) plt.clabel(cs, manual=pts) @image_comparison(baseline_images=['contour_manual_colors_and_levels'], extensions=['png'], remove_text=True) def test_given_colors_levels_and_extends(): _, axes = plt.subplots(2, 4) data = np.arange(12).reshape(3, 4) colors = ['red', 'yellow', 'pink', 'blue', 'black'] levels = [2, 4, 8, 10] for i, ax in enumerate(axes.flatten()): plt.sca(ax) filled = i % 2 == 0. extend = ['neither', 'min', 'max', 'both'][i // 2] if filled: last_color = -1 if extend in ['min', 'max'] else None plt.contourf(data, colors=colors[:last_color], levels=levels, extend=extend) else: last_level = -1 if extend == 'both' else None plt.contour(data, colors=colors, levels=levels[:last_level], extend=extend) plt.colorbar() @image_comparison(baseline_images=['contour_datetime_axis'], extensions=['png'], remove_text=False) def test_contour_datetime_axis(): fig = plt.figure() fig.subplots_adjust(hspace=0.4, top=0.98, bottom=.15) base = datetime.datetime(2013, 1, 1) x = np.array([base + datetime.timedelta(days=d) for d in range(20)]) y = np.arange(20) z1, z2 = np.meshgrid(np.arange(20), np.arange(20)) z = z1 * z2 plt.subplot(221) plt.contour(x, y, z) plt.subplot(222) plt.contourf(x, y, z) x = np.repeat(x[np.newaxis], 20, axis=0) y = np.repeat(y[:, np.newaxis], 20, axis=1) plt.subplot(223) plt.contour(x, y, z) plt.subplot(224) plt.contourf(x, y, z) for ax in fig.get_axes(): for label in ax.get_xticklabels(): label.set_ha('right') label.set_rotation(30) @image_comparison(baseline_images=['contour_test_label_transforms'], extensions=['png'], remove_text=True) def test_labels(): # Adapted from pylab_examples example code: contour_demo.py # see issues #2475, #2843, and #2818 for explanation delta = 0.025 x = np.arange(-3.0, 3.0, delta) y = np.arange(-2.0, 2.0, delta) X, Y = np.meshgrid(x, y) Z1 = mlab.bivariate_normal(X, Y, 1.0, 1.0, 0.0, 0.0) Z2 = mlab.bivariate_normal(X, Y, 1.5, 0.5, 1, 1) # difference of Gaussians Z = 10.0 * (Z2 - Z1) fig, ax = plt.subplots(1, 1) CS = ax.contour(X, Y, Z) disp_units = [(216, 177), (359, 290), (521, 406)] data_units = [(-2, .5), (0, -1.5), (2.8, 1)] CS.clabel() for x, y in data_units: CS.add_label_near(x, y, inline=True, transform=None) for x, y in disp_units: CS.add_label_near(x, y, inline=True, transform=False) if __name__ == '__main__': import nose nose.runmodule(argv=['-s', '--with-doctest'], exit=False)
mit
aidendoherty/biobankAccelerometerAnalysis
accelerometer/accUtils.py
1
17668
"""Module to provide generic utilities for other accelerometer modules.""" from collections import OrderedDict import datetime import glob import json import math import numpy as np import os import pandas as pd import re DAYS = ['mon', 'tue', 'wed', 'thur', 'fri', 'sat', 'sun'] TIME_SERIES_COL = 'time' def formatNum(num, decimalPlaces): """return str of number formatted to number of decimalPlaces When writing out 10,000's of files, it is useful to format the output to n decimal places as a space saving measure. :param float num: Float number to be formatted. :param int decimalPlaces: Number of decimal places for output format :return: Number formatted to number of decimalPlaces :rtype: str :Example: >>> import accUtils >>> accUtils.formatNum(2.567, 2) 2.57 """ fmt = '%.' + str(decimalPlaces) + 'f' return float(fmt % num) def meanSDstr(mean, std, numDecimalPlaces): """return str of mean and stdev numbers formatted to number of decimalPlaces :param float mean: Mean number to be formatted. :param float std: Standard deviation number to be formatted. :param int decimalPlaces: Number of decimal places for output format :return: String formatted to number of decimalPlaces :rtype: str :Example: >>> import accUtils >>> accUtils.meanSDstr(2.567, 0.089, 2) 2.57 (0.09) """ outStr = str(formatNum(mean, numDecimalPlaces)) outStr += ' (' outStr += str(formatNum(std, numDecimalPlaces)) outStr += ')' return outStr def meanCIstr(mean, std, n, numDecimalPlaces): """return str of mean and 95% confidence interval numbers formatted :param float mean: Mean number to be formatted. :param float std: Standard deviation number to be formatted. :param int n: Number of observations :param int decimalPlaces: Number of decimal places for output format :return: String formatted to number of decimalPlaces :rtype: str :Example: >>> import accUtils >>> accUtils.meanSDstr(2.567, 0.089, 2) 2.57 (0.09) """ stdErr = std / math.sqrt(n) lowerCI = mean - 1.96*stdErr upperCI = mean + 1.96*stdErr outStr = str(formatNum(mean, numDecimalPlaces)) outStr += ' (' outStr += str(formatNum(lowerCI, numDecimalPlaces)) outStr += ' - ' outStr += str(formatNum(upperCI, numDecimalPlaces)) outStr += ')' return outStr def toScreen(msg): """Print msg str prepended with current time :param str mgs: Message to be printed to screen :return: Print msg str prepended with current time :rtype: void :Example: >>> import accUtils >>> accUtils.toScreen("hello") 2018-11-28 10:53:18 hello """ timeFormat = '%Y-%m-%d %H:%M:%S' print(f"\n{datetime.datetime.now().strftime(timeFormat)}\t{msg}") def writeStudyAccProcessCmds(accDir, outDir, cmdsFile='processCmds.txt', accExt="cwa", cmdOptions=None, filesCSV="files.csv"): """Read files to process and write out list of processing commands This creates the following output directory structure containing all processing results: <outDir>/ summary/ #to store outputSummary.json epoch/ #to store feature output for 30sec windows timeSeries/ #simple csv time series output (VMag, activity binary predictions) nonWear/ #bouts of nonwear episodes stationary/ #temp store for features of stationary data for calibration clusterLogs/ #to store terminal output for each processed file If a filesCSV exists in accDir/, process the files listed there. If not, all files in accDir/ are processed Then an acc processing command is written for each file and written to cmdsFile :param str accDirs: Directory(s) with accelerometer files to process :param str outDir: Output directory to be created containing the processing results :param str cmdsFile: Output .txt file listing all processing commands :param str accExt: Acc file type e.g. cwa, CWA, bin, BIN, gt3x... :param str cmdOptions: String of processing options e.g. "--epochPeriod 10" Type 'python3 accProccess.py -h' for full list of options :param str filesCSV: Name of .csv file listing acc files to process :return: New file written to <cmdsFile> :rtype: void :Example: >>> import accUtils >>> accUtils.writeStudyAccProcessingCmds("myAccDir/", "myResults/", "myProcessCmds.txt") <cmd options written to "myProcessCmds.txt"> """ # Create output directory structure summaryDir = os.path.join(outDir, 'summary') epochDir = os.path.join(outDir, 'epoch') timeSeriesDir = os.path.join(outDir, 'timeSeries') nonWearDir = os.path.join(outDir, 'nonWear') stationaryDir = os.path.join(outDir, 'stationary') logsDir = os.path.join(outDir, 'clusterLogs') rawDir = os.path.join(outDir, 'raw') npyDir = os.path.join(outDir, 'npy') createDirIfNotExists(summaryDir) createDirIfNotExists(epochDir) createDirIfNotExists(timeSeriesDir) createDirIfNotExists(nonWearDir) createDirIfNotExists(stationaryDir) createDirIfNotExists(logsDir) createDirIfNotExists(rawDir) createDirIfNotExists(npyDir) createDirIfNotExists(outDir) # Use filesCSV if provided, else process everything in accDir (and create filesCSV) if filesCSV in os.listdir(accDir): fileList = pd.read_csv(os.path.join(accDir, filesCSV)) else: fileList = pd.DataFrame( {'fileName': [f for f in os.listdir(accDir) if f.endswith(accExt)]} ) fileList.to_csv(os.path.join(accDir, filesCSV), index=False) with open(cmdsFile, 'w') as f: for i, row in fileList.iterrows(): cmd = [ 'python3 accProcess.py "{:s}"'.format(os.path.join(accDir, row['fileName'])), '--summaryFolder "{:s}"'.format(summaryDir), '--epochFolder "{:s}"'.format(epochDir), '--timeSeriesFolder "{:s}"'.format(timeSeriesDir), '--nonWearFolder "{:s}"'.format(nonWearDir), '--stationaryFolder "{:s}"'.format(stationaryDir), '--rawFolder "{:s}"'.format(rawDir), '--npyFolder "{:s}"'.format(npyDir), '--outputFolder "{:s}"'.format(outDir) ] # Grab additional arguments provided in filesCSV (e.g. calibration params) cmdOptionsCSV = ' '.join(['--{} {}'.format(col, row[col]) for col in fileList.columns[1:]]) if cmdOptions: cmd.append(cmdOptions) if cmdOptionsCSV: cmd.append(cmdOptionsCSV) cmd = ' '.join(cmd) f.write(cmd) f.write('\n') print('Processing list written to ', cmdsFile) print('Suggested dir for log files: ', logsDir) def collateJSONfilesToSingleCSV(inputJsonDir, outputCsvFile): """read all summary *.json files and convert into one large CSV file Each json file represents summary data for one participant. Therefore output CSV file contains summary for all participants. :param str inputJsonDir: Directory containing JSON files :param str outputCsvFile: Output CSV filename :return: New file written to <outputCsvFile> :rtype: void :Example: >>> import accUtils >>> accUtils.collateJSONfilesToSingleCSV("data/", "data/summary-all-files.csv") <summary CSV of all participants/files written to "data/sumamry-all-files.csv"> """ ### First combine into <tmpJsonFile> the processed outputs from <inputJsonDir> tmpJsonFile = outputCsvFile.replace('.csv','-tmp.json') count = 0 with open(tmpJsonFile,'w') as fSummary: for fStr in glob.glob(inputJsonDir + "*.json"): if fStr == tmpJsonFile: continue with open(fStr) as f: if count == 0: fSummary.write('[') else: fSummary.write(',') fSummary.write(f.read().rstrip()) count += 1 fSummary.write(']') ### Convert temporary json file into csv file dict = json.load(open(tmpJsonFile,"r"), object_pairs_hook=OrderedDict) #read json df = pd.DataFrame.from_dict(dict) #create pandas object from json dict refColumnItem = next((item for item in dict if item['quality-goodWearTime'] == 1), None) dAcc = df[list(refColumnItem.keys())] #maintain intended column ordering # infer participant ID dAcc['eid'] = dAcc['file-name'].str.split('/').str[-1].str.replace('.CWA','.cwa').str.replace('.cwa','') dAcc.to_csv(outputCsvFile, index=False) #remove tmpJsonFile os.remove(tmpJsonFile) print('Summary of', str(len(dAcc)), 'participants written to:', outputCsvFile) def identifyUnprocessedFiles(filesCsv, summaryCsv, outputFilesCsv): """identify files that have not been processed Look through all processed accelerometer files, and find participants who do not have records in the summary csv file. This indicates there was a problem in processing their data. Therefore, output will be a new .csv file to support reprocessing of these files :param str filesCsv: CSV listing acc files in study directory :param str summaryCsv: Summary CSV of processed dataset :param str outputFilesCsv: Output csv listing files to be reprocessed :return: New file written to <outputCsvFile> :rtype: void :Example: >>> import accUtils >>> accUtils.identifyUnprocessedFiles("study/files.csv", study/summary-all-files.csv", "study/files-reprocess.csv") <Output csv listing files to be reprocessed written to "study/files-reprocess.csv"> """ fileList = pd.read_csv(filesCsv) summary = pd.read_csv(summaryCsv) output = fileList[~fileList['fileName'].isin(list(summary['file-name']))] output = output.rename(columns={'Unnamed: 1': ''}) output.to_csv(outputFilesCsv, index=False) print('Reprocessing for ', len(output), 'participants written to:', outputFilesCsv) def updateCalibrationCoefs(inputCsvFile, outputCsvFile): """read summary .csv file and update coefs for those with poor calibration Look through all processed accelerometer files, and find participants that did not have good calibration data. Then assigns the calibration coefs from previous good use of a given device. Output will be a new .csv file to support reprocessing of uncalibrated files with new pre-specified calibration coefs. :param str inputCsvFile: Summary CSV of processed dataset :param str outputCsvFile: Output CSV of files to be reprocessed with new calibration info :return: New file written to <outputCsvFile> :rtype: void :Example: >>> import accUtils >>> accUtils.updateCalibrationCoefs("data/summary-all-files.csv", "study/files-recalibration.csv") <CSV of files to be reprocessed written to "study/files-recalibration.csv"> """ d = pd.read_csv(inputCsvFile) #select participants with good spread of stationary values for calibration goodCal = d.loc[(d['quality-calibratedOnOwnData']==1) & (d['quality-goodCalibration']==1)] #now only select participants whose data was NOT calibrated on a good spread of stationary values badCal = d.loc[(d['quality-calibratedOnOwnData']==1) & (d['quality-goodCalibration']==0)] #sort files by start time, which makes selection of most recent value easier goodCal = goodCal.sort_values(['file-startTime']) badCal = badCal.sort_values(['file-startTime']) calCols = ['calibration-xOffset(g)','calibration-yOffset(g)','calibration-zOffset(g)', 'calibration-xSlope(g)','calibration-ySlope(g)','calibration-zSlope(g)', 'calibration-xTemp(C)','calibration-yTemp(C)','calibration-zTemp(C)', 'calibration-meanDeviceTemp(C)'] #print output CSV file with suggested calibration parameters noOtherUses = 0 nextUses = 0 previousUses = 0 f = open(outputCsvFile,'w') f.write('fileName,calOffset,calSlope,calTemp,meanTemp\n') for ix, row in badCal.iterrows(): #first get current 'bad' file participant, device, startTime = row[['file-name','file-deviceID','file-startTime']] device = int(device) #get calibration values from most recent previous use of this device # (when it had a 'good' calibration) prevUse = goodCal[calCols][(goodCal['file-deviceID']==device) & (goodCal['file-startTime']<startTime)].tail(1) try: ofX, ofY, ofZ, slpX, slpY, slpZ, tmpX, tmpY, tmpZ, calTempAvg = prevUse.iloc[0] previousUses += 1 except: nextUse = goodCal[calCols][(goodCal['file-deviceID']==device) & (goodCal['file-startTime']>startTime)].head(1) if len(nextUse)<1: print('no other uses for this device at all: ', str(device), str(participant)) noOtherUses += 1 continue nextUses += 1 ofX, ofY, ofZ, slpX, slpY, slpZ, tmpX, tmpY, tmpZ, calTempAvg = nextUse.iloc[0] #now construct output out = participant + ',' out += str(ofX) + ' ' + str(ofY) + ' ' + str(ofZ) + ',' out += str(slpX) + ' ' + str(slpY) + ' ' + str(slpZ) + ',' out += str(tmpX) + ' ' + str(tmpY) + ' ' + str(tmpZ) + ',' out += str(calTempAvg) f.write(out + '\n') f.close() print('previousUses', previousUses) print('nextUses', nextUses) print('noOtherUses', noOtherUses) print('Reprocessing for ', str(previousUses + nextUses), 'participants written to:', outputCsvFile) def writeFilesWithCalibrationCoefs(inputCsvFile, outputCsvFile): """read summary .csv file and write files.csv with calibration coefs Look through all processed accelerometer files, and write a new .csv file to support reprocessing of files with pre-specified calibration coefs. :param str inputCsvFile: Summary CSV of processed dataset :param str outputCsvFile: Output CSV of files to process with calibration info :return: New file written to <outputCsvFile> :rtype: void :Example: >>> import accUtils >>> accUtils.writeFilesWithCalibrationCoefs("data/summary-all-files.csv", >>> "study/files-calibrated.csv") <CSV of files to be reprocessed written to "study/files-calibrated.csv"> """ d = pd.read_csv(inputCsvFile) calCols = ['calibration-xOffset(g)','calibration-yOffset(g)','calibration-zOffset(g)', 'calibration-xSlope(g)','calibration-ySlope(g)','calibration-zSlope(g)', 'calibration-xTemp(C)','calibration-yTemp(C)','calibration-zTemp(C)', 'calibration-meanDeviceTemp(C)'] #print output CSV file with suggested calibration parameters f = open(outputCsvFile,'w') f.write('fileName,calOffset,calSlope,calTemp,meanTemp\n') for ix, row in d.iterrows(): #first get current file information participant = str(row['file-name']) ofX, ofY, ofZ, slpX, slpY, slpZ, tmpX, tmpY, tmpZ, calTempAvg = row[calCols] #now construct output out = participant + ',' out += str(ofX) + ' ' + str(ofY) + ' ' + str(ofZ) + ',' out += str(slpX) + ' ' + str(slpY) + ' ' + str(slpZ) + ',' out += str(tmpX) + ' ' + str(tmpY) + ' ' + str(tmpZ) + ',' out += str(calTempAvg) f.write(out + '\n') f.close() print('Files with calibration coefficients for ', str(len(d)), 'participants written to:', outputCsvFile) def createDirIfNotExists(folder): """ Create directory if it doesn't currently exist :param str folder: Directory to be checked/created :return: Dir now exists (created if didn't exist before, otherwise untouched) :rtype: void :Example: >>> import accUtils >>> accUtils.createDirIfNotExists("/myStudy/summary/dec18/") <folder "/myStudy/summary/dec18/" now exists> """ if not os.path.exists(folder): os.makedirs(folder) def date_parser(t): ''' Parse date a date string of the form e.g. 2020-06-14 19:01:15.123+0100 [Europe/London] ''' tz = re.search(r'(?<=\[).+?(?=\])', t) if tz is not None: tz = tz.group() t = re.sub(r'\[(.*?)\]', '', t) return pd.to_datetime(t, utc=True).tz_convert(tz) def date_strftime(t): ''' Convert to time format of the form e.g. 2020-06-14 19:01:15.123+0100 [Europe/London] ''' tz = t.tz return t.strftime(f'%Y-%m-%d %H:%M:%S.%f%z [{tz}]') def writeTimeSeries(e, labels, tsFile): """ Write activity timeseries file :param pandas.DataFrame e: Pandas dataframe of epoch data. Must contain activity classification columns with missing rows imputed. :param list(str) labels: Activity state labels :param dict tsFile: output CSV filename :return: None :rtype: void """ cols = ['accImputed'] cols_new = ['acc'] labelsImputed = [l + 'Imputed' for l in labels] cols.extend(labelsImputed) cols_new.extend(labels) if 'MET' in e.columns: cols.append('METImputed') cols_new.append('MET') e_new = pd.DataFrame(index=e.index) e_new.index.name = 'time' e_new['imputed'] = e.isna().any(1).astype('int') e_new[cols_new] = e[cols] # make output time format contain timezone # e.g. 2020-06-14 19:01:15.123000+0100 [Europe/London] e_new.index = e_new.index.to_series(keep_tz=True).apply(date_strftime) e_new.to_csv(tsFile, compression='gzip')
bsd-2-clause
DStauffman/dstauffman
dstauffman/utils.py
1
55659
r""" Generic utilities that can be independently defined and used by other modules. Notes ----- #. By design, this module does not reference any other piece of the dstauffman code base except constants to avoid circular references. #. Written by David C. Stauffer in March 2015. """ #%% Imports from __future__ import annotations from collections.abc import Mapping from contextlib import contextmanager import datetime import doctest from functools import reduce import inspect from io import StringIO import os from pathlib import Path import shlex import subprocess import sys from typing import Any, Callable, Dict, Iterable, List, Literal, Optional, overload, Tuple, \ TypeVar, TYPE_CHECKING, Union import unittest import warnings from dstauffman.constants import HAVE_NUMPY, HAVE_SCIPY, IS_WINDOWS from dstauffman.enums import ReturnCodes from dstauffman.units import MONTHS_PER_YEAR if HAVE_NUMPY: import numpy as np from numpy import inf, nan, logical_not if TYPE_CHECKING: from numpy.typing import ArrayLike else: from math import inf, nan, isnan logical_not = lambda x: not x # type: ignore[assignment] if HAVE_SCIPY: from scipy.interpolate import interp1d #%% Globals _ALLOWED_ENVS: Optional[Dict[str, str]] = None # allows any environment variables to be invoked if TYPE_CHECKING: _StrOrListStr = TypeVar('_StrOrListStr', str, List[str]) _SingleNum = Union[int, float, np.ndarray, np.datetime64] _Lists = Union[np.ndarray, List[np.ndarray], Tuple[np.ndarray, ...]] _Number = Union[float, np.ndarray] #%% Functions - _nan_equal def _nan_equal(a: Any, b: Any, /, tolerance: float = None) -> bool: r""" Test ndarrays for equality, but ignore NaNs. Parameters ---------- a : ndarray Array one b : ndarray Array two tolerance : float, optional Numerical tolerance used to compare two numbers that are close together to consider them equal Returns ------- bool Flag for whether the inputs are the same or not Examples -------- >>> from dstauffman.utils import _nan_equal >>> import numpy as np >>> a = np.array([1, 2, np.nan]) >>> b = np.array([1, 2, np.nan]) >>> print(_nan_equal(a, b)) True >>> a = np.array([1, 2, np.nan]) >>> b = np.array([3, 2, np.nan]) >>> print(_nan_equal(a, b)) False """ def _is_nan(x) -> bool: try: out = isnan(x) except: return False return out try: if HAVE_NUMPY: # use numpy testing module to assert that they are equal (ignores NaNs) do_simple = tolerance is None or tolerance == 0 or a is None or b is None if not do_simple: # see if these can be cast to numeric values that can be compared try: _ = np.isfinite(a) & np.isfinite(b) except TypeError: do_simple = True except: pass if do_simple: np.testing.assert_array_equal(a, b) else: np.testing.assert_allclose(a, b, atol=tolerance, equal_nan=True) else: if tolerance is not None and tolerance != 0: raise ValueError('You must have numpy installed to use a non-zero tolerance.') if a != b: return False if hasattr(a, '__len__'): if hasattr(b, '__len__'): if len(a) != len(b): return False return all(x == y or _is_nan(x) or _is_nan(y) for (x, y) in zip(a, b)) else: return False else: if hasattr(b, '__len__'): return False return a == b or _is_nan(a) or _is_nan(b) except AssertionError: # if assertion fails, then they are not equal return False return True #%% Functions - find_in_range def find_in_range(value: ArrayLike, min_: _SingleNum = -inf, max_: _SingleNum = inf, *, \ inclusive: bool = False, mask: Union[bool, np.ndarray] = None, precision: _SingleNum = 0, \ left: bool = False, right: bool = False) -> np.ndarray: r""" Finds values in the given range. Parameters ---------- value : (N,) ndarray of float Value to compare against, which could be NaN Returns ------- valid : (N,) ndarray of bool True or False flag for whether the person in the given range min_ : int or float, optional Minimum value to include in range max_ : int or float, optional Maximum value to include in range inclusive : bool, optional, default is False Whether to inclusively count bount endpoints (overrules left and right) mask : (N,) ndarray of bool, optional A mask to preapply to the results precision : int or float, optional, default is zero A precision to apply to the comparisons left : bool, optional, default is False Whether to include the left endpoint in the range right : bool, optional, default is False Whether to include the right endpoint in the range Notes ----- #. Written by David C. Stauffer in August 2020. Examples -------- >>> from dstauffman import find_in_range >>> import numpy as np >>> valid = find_in_range(np.array([-1, 15, 30.3, 40, 0, 0, 10, np.nan, 8000]), min_=12, max_=35) >>> print(valid) [False True True False False False False False False] """ # ensure this is an ndarray value = np.asanyarray(value) # find the people with valid values to compare against not_nan = ~np.isnan(value) if mask is not None: not_nan &= mask # find those greater than the minimum bound if np.isfinite(min_): func = np.greater_equal if inclusive or left else np.greater valid = func(value, min_-precision, out=np.zeros(value.shape, dtype=bool), where=not_nan) # type: ignore[operator] else: assert ~np.isnan(min_) and np.sign(min_) < 0, 'The minimum should be -np.inf if not finite.' valid = not_nan.copy() # combine with those less than the maximum bound if np.isfinite(max_): func = np.less_equal if inclusive or right else np.less valid &= func(value, max_+precision, out=np.zeros(value.shape, dtype=bool), where=not_nan) # type: ignore[operator] else: assert ~np.isnan(max_) and np.sign(max_) > 0, 'The maximum should be np.inf if not finite.' return valid # type: ignore[no-any-return] #%% Functions - rms @overload def rms(data: ArrayLike, axis: Literal[None] = ..., keepdims: bool = ..., ignore_nans: bool = ...) -> float: ... @overload def rms(data: ArrayLike, axis: int, keepdims: Literal[False] = ..., ignore_nans: bool = ...) -> _Number: ... @overload def rms(data: ArrayLike, axis: int, keepdims: Literal[True], ignore_nans: bool = ...) -> np.ndarray: ... def rms(data: ArrayLike, axis: int = None, keepdims: bool = False, ignore_nans: bool = False) -> _Number: r""" Calculate the root mean square of a number series. Parameters ---------- data : array_like input data axis : int, optional Axis along which RMS is computed. The default is to compute the RMS of the flattened array. keepdims : bool, optional If true, the axes which are reduced are left in the result as dimensions with size one. With this option, the result will broadcast correctly against the original `data`. Returns ------- out : ndarray RMS results See Also -------- numpy.mean, numpy.nanmean, numpy.conj, numpy.sqrt Notes ----- #. Written by David C. Stauffer in Mar 2015. Examples -------- >>> from dstauffman import rms >>> rms([0, 1, 0., -1]) 0.7071067811865476 """ # check for empty data if not np.isscalar(data) and len(data) == 0: # type: ignore[arg-type] return np.nan # do the root-mean-square, but use x * conj(x) instead of square(x) to handle complex numbers correctly if not ignore_nans: out = np.sqrt(np.mean(data * np.conj(data), axis=axis, keepdims=keepdims)) else: # check for all NaNs case if np.all(np.isnan(data)): if axis is None: out = np.nan else: assert isinstance(data, np.ndarray) if keepdims: shape = (*data.shape[:axis], 1, *data.shape[axis+1:]) else: shape = (*data.shape[:axis], *data.shape[axis+1:]) out = np.full(shape, np.nan) else: out = np.sqrt(np.nanmean(data * np.conj(data), axis=axis, keepdims=keepdims)) # return the result return out # type: ignore[no-any-return] #%% Functions - rss @overload def rss(data: ArrayLike, axis: Literal[None] = ..., keepdims: bool = ..., ignore_nans: bool = ...) -> float: ... @overload def rss(data: ArrayLike, axis: int, keepdims: Literal[False] = ..., ignore_nans: bool = ...) -> _Number: ... @overload def rss(data: ArrayLike, axis: int, keepdims: Literal[True], ignore_nans: bool = ...) -> np.ndarray: ... def rss(data: ArrayLike, axis: int = None, keepdims: bool = False, ignore_nans: bool = False) -> _Number: r""" Calculate the root sum square of a number series. Parameters ---------- data : array_like input data axis : int, optional Axis along which RMS is computed. The default is to compute the RMS of the flattened array. keepdims : bool, optional If true, the axes which are reduced are left in the result as dimensions with size one. With this option, the result will broadcast correctly against the original `data`. Returns ------- out : ndarray RSS results See Also -------- numpy.sum, numpy.nansum, numpy.conj Notes ----- #. Written by David C. Stauffer in April 2016. Examples -------- >>> from dstauffman import rss >>> rss([0, 1, 0., -1]) 2.0 """ # check for empty data if not np.isscalar(data) and len(data) == 0: # type: ignore[arg-type] return np.nan # do the root-mean-square, but use x * conj(x) instead of square(x) to handle complex numbers correctly if not ignore_nans: out = np.sum(data * np.conj(data), axis=axis, keepdims=keepdims) # type: ignore[arg-type] else: # check for all NaNs case if np.all(np.isnan(data)): if axis is None: out = np.nan else: assert isinstance(data, np.ndarray) if keepdims: shape = (*data.shape[:axis], 1, *data.shape[axis+1:]) else: shape = (*data.shape[:axis], *data.shape[axis+1:]) out = np.full(shape, np.nan) else: out = np.nansum(data * np.conj(data), axis=axis, keepdims=keepdims) # return the result return out # type: ignore[no-any-return] #%% Functions - compare_two_classes def compare_two_classes(c1: Any, c2: Any, /, suppress_output: bool = False, names: Union[Tuple[str, str], List[str]] = None, \ ignore_callables: bool = True, compare_recursively: bool = True, is_subset: bool = False, \ tolerance: float = None) -> bool: r""" Compare two classes by going through all their public attributes and showing that they are equal. Parameters ---------- c1 : class object Any class object c2 : class object Any other class object suppress_output : bool, optional If True, suppress the information printed to the screen, defaults to False. names : list of str, optional List of the names to be printed to the screen for the two input classes. ignore_callables : bool, optional If True, ignore differences in callable attributes (i.e. methods), defaults to True. is_subset : bool, optional If True, only compares in c1 is a strict subset of c2, but c2 can have extra fields, defaults to False tolerance : float, optional Numerical tolerance used to compare two numbers that are close together to consider them equal Returns ------- is_same : bool True/False flag for whether the two class are the same. Examples -------- >>> from dstauffman import compare_two_classes >>> c1 = type('Class1', (object, ), {'a': 0, 'b' : '[1, 2, 3]', 'c': 'text'}) >>> c2 = type('Class2', (object, ), {'a': 0, 'b' : '[1, 2, 4]', 'd': 'text'}) >>> is_same = compare_two_classes(c1, c2) b is different from c1 to c2. c is only in c1. d is only in c2. "c1" and "c2" are not the same. """ def _not_true_print(): r"""Set is_same to False and optionally prints information to the screen.""" is_same = False if not suppress_output: print(f'{this_attr} is different from {name1} to {name2}.') return is_same def _is_function(obj): r"""Determine whether the object is a function or not.""" # need second part for Python compatibility for v2.7, which distinguishes unbound methods from functions. return inspect.isfunction(obj) or inspect.ismethod(obj) or inspect.isbuiltin(obj) def _is_class_instance(obj): r"""Determine whether the object is an instance of a class or not.""" return hasattr(obj, '__dict__') and not _is_function(obj) # and hasattr(obj, '__call__') def _is_public(name): r"""Returns True if the name is public, ie doesn't start with an underscore.""" return not name.startswith('_') # preallocate answer to True until proven otherwise is_same = True # get names if specified if names is not None: name1 = names[0] name2 = names[1] else: name1 = 'c1' name2 = 'c2' # simple test if c1 is not c2: # get the list of public attributes attrs1 = frozenset(filter(_is_public, dir(c1))) attrs2 = frozenset(filter(_is_public, dir(c2))) # compare the attributes that are in both same = attrs1 & attrs2 for this_attr in sorted(same): # alias the attributes attr1 = inspect.getattr_static(c1, this_attr) attr2 = inspect.getattr_static(c2, this_attr) # determine if this is a subclass if _is_class_instance(attr1): if _is_class_instance(attr2): if compare_recursively: names = [name1 + '.' + this_attr, name2 + '.' + this_attr] # Note: don't want the 'and' to short-circuit, so do the 'and is_same' last if isinstance(attr1, dict) and isinstance(attr2, dict): is_same = compare_two_dicts(attr1, attr2, suppress_output=suppress_output, \ names=names, is_subset=is_subset, tolerance=tolerance) and is_same else: is_same = compare_two_classes(attr1, attr2, suppress_output=suppress_output, \ names=names, ignore_callables=ignore_callables, \ compare_recursively=compare_recursively, is_subset=is_subset, \ tolerance=tolerance) and is_same continue else: continue # pragma: no cover (actually covered, optimization issue) else: is_same = _not_true_print() continue else: if _is_class_instance(attr2): is_same = _not_true_print() if _is_function(attr1) or _is_function(attr2): if ignore_callables: continue # pragma: no cover (actually covered, optimization issue) else: is_same = _not_true_print() continue # if any differences, then this test fails if isinstance(attr1, Mapping) and isinstance(attr2, Mapping): is_same = compare_two_dicts(attr1, attr2, suppress_output=True, is_subset=is_subset, \ tolerance=tolerance) and is_same elif logical_not(_nan_equal(attr1, attr2, tolerance=tolerance)): is_same = _not_true_print() # find the attributes in one but not the other, if any, then this test fails diff = attrs1 ^ attrs2 for this_attr in sorted(diff): if is_subset and this_attr in attrs2: # if only checking that c1 is a subset of c2, then skip this condition continue is_same = False if not suppress_output: if this_attr in attrs1: print(f'{this_attr} is only in {name1}.') else: print(f'{this_attr} is only in {name2}.') # display results if not suppress_output: if is_same: subset_text = ' (subset)' if is_subset else '' print(f'"{name1}" and "{name2}" are the same{subset_text}.') else: print(f'"{name1}" and "{name2}" are not the same.') return is_same #%% Functions - compare_two_dicts def compare_two_dicts(d1: Mapping[Any, Any], d2: Mapping[Any, Any], /, suppress_output: bool = False, \ names: Union[Tuple[str, str], List[str]] = None, is_subset: bool = False, \ tolerance: float = None) -> bool: r""" Compare two dictionaries for the same keys, and the same value of those keys. Parameters ---------- d1 : class object Any class object d2 : class object Any other class object suppress_output : bool, optional If True, suppress the information printed to the screen, defaults to False. names : list of str, optional List of the names to be printed to the screen for the two input classes. is_subset : bool, optional If True, only compares in c1 is a strict subset of c2, but c2 can have extra fields, defaults to False tolerance : float, optional Numerical tolerance used to compare two numbers that are close together to consider them equal Returns ------- is_same : bool True/False flag for whether the two class are the same. Examples -------- >>> from dstauffman import compare_two_dicts >>> d1 = {'a': 1, 'b': 2, 'c': 3} >>> d2 = {'a': 1, 'b': 5, 'd': 6} >>> is_same = compare_two_dicts(d1, d2) b is different. c is only in d1. d is only in d2. "d1" and "d2" are not the same. """ # preallocate answer to True until proven otherwise is_same = True # get names if specified if names is not None: name1 = names[0] name2 = names[1] else: name1 = 'd1' name2 = 'd2' # simple test if d1 is not d2: # compare the keys that are in both same = set(d1) & set(d2) for key in sorted(same): s1 = d1[key] s2 = d2[key] if isinstance(s1, dict) and isinstance(s2, dict): is_same = compare_two_dicts(s1, s2, suppress_output=suppress_output, \ names=[f"{name1}['{key}']", f"{name2}['{key}']"], is_subset=is_subset, tolerance=tolerance) # if any differences, then this test fails elif logical_not(_nan_equal(s1, s2, tolerance=tolerance)): is_same = False if not suppress_output: print(f'{key} is different.') # find keys in one but not the other, if any, then this test fails diff = set(d1) ^ set(d2) for key in sorted(diff): if is_subset and key in d2: # if only checking that d1 is a subset of d2, then skip this condition continue is_same = False if not suppress_output: if key in d1: print(f'{key} is only in {name1}.') else: print(f'{key} is only in {name2}.') # display results if not suppress_output: if is_same: subset_text = ' (subset)' if is_subset else '' print(f'"{name1}" and "{name2}" are the same{subset_text}.') else: print(f'"{name1}" and "{name2}" are not the same.') return is_same #%% Functions - read_text_file def read_text_file(filename: Union[str, Path]) -> str: r""" Open and read a complete text file. Parameters ---------- filename : str or class pathlib.Path fullpath name of the file to read Returns ------- text : str text of the desired file Raises ------ RuntimeError If unable to open, or unable to read file. See Also -------- write_text_file, open Examples -------- >>> from dstauffman import read_text_file, write_text_file, get_tests_dir >>> import os >>> text = 'Hello, World\n' >>> filename = get_tests_dir() / 'temp_file.txt' >>> write_text_file(filename, text) >>> text2 = read_text_file(get_tests_dir() / 'temp_file.txt') >>> print(text2) Hello, World <BLANKLINE> >>> filename.unlink() """ try: # open file for reading with open(filename, 'rt') as file: # read file text = file.read() # pragma: no branch # return results return text except: # on any exceptions, print a message and re-raise the error print(f'Unable to open file "{filename}" for reading.') raise #%% Functions - write_text_file def write_text_file(filename: Union[str, Path], text: str) -> None: r""" Open and write the specified text to a file. Parameters ---------- filename : str fullpath name of the file to read text : str text to be written to the file Raises ------ RuntimeError If unable to open, or unable to write file. See Also -------- open_text_file, open Examples -------- >>> from dstauffman import write_text_file, get_tests_dir >>> import os >>> text = 'Hello, World\n' >>> filename = get_tests_dir() / 'temp_file.txt' >>> write_text_file(filename, text) >>> filename.unlink() """ try: # open file for writing with open(filename, 'wt') as file: # write file file.write(text) # pragma: no branch except: # on any exceptions, print a message and re-raise the error print(f'Unable to open file "{filename}" for writing.') raise #%% Functions - capture_output @contextmanager def capture_output(mode: str = 'out'): r""" Capture the stdout and stderr streams instead of displaying to the screen. Parameters ---------- mode : str Mode to use when capturing output 'out' captures just sys.stdout 'err' captures just sys.stderr 'all' captures both sys.stdout and sys.stderr Returns ------- out : class StringIO stdout stream output err : class StringIO stderr stream output Notes ----- #. Written by David C. Stauffer in March 2015. Examples -------- >>> from dstauffman import capture_output >>> with capture_output() as out: ... print('Hello, World!') >>> output = out.getvalue().strip() >>> out.close() >>> print(output) Hello, World! """ # alias modes capture_out = True if mode == 'out' or mode == 'all' else False capture_err = True if mode == 'err' or mode == 'all' else False # create new string buffers new_out, new_err = StringIO(), StringIO() # alias the old string buffers for restoration afterwards old_out, old_err = sys.stdout, sys.stderr try: # override the system buffers with the new ones if capture_out: sys.stdout = new_out if capture_err: sys.stderr = new_err # yield results as desired if mode == 'out': yield sys.stdout elif mode == 'err': yield sys.stderr elif mode == 'all': yield sys.stdout, sys.stderr finally: # restore the original buffers once all results are read sys.stdout, sys.stderr = old_out, old_err #%% Functions - unit def unit(data: _Lists, axis: int = 0) -> np.ndarray: r""" Normalize a matrix into unit vectors along a specified dimension. Parameters ---------- data : ndarray Data axis : int, optional Axis upon which to normalize, defaults to first axis (i.e. column normalization for 2D matrices) Returns ------- norm_data : ndarray Normalized data See Also -------- sklearn.preprocessing.normalize Notes ----- #. Written by David C. Stauffer in May 2015. Examples -------- >>> from dstauffman import unit >>> import numpy as np >>> data = np.array([[1, 0, -1], [0, 0, 0], [0, 0, 1]]) >>> norm_data = unit(data, axis=0) >>> with np.printoptions(precision=8): ... print(norm_data) # doctest: +NORMALIZE_WHITESPACE [[ 1. 0. -0.70710678] [ 0. 0. 0. ] [ 0. 0. 0.70710678]] """ if isinstance(data, (list, tuple)): data = np.vstack(data).T assert isinstance(data, np.ndarray) if axis >= data.ndim: raise ValueError('axis {} is out of bounds for array of dimension {}'.format(axis, data.ndim)) # calculate the magnitude of each vector mag = np.atleast_1d(np.sqrt(np.sum(data * np.conj(data), axis=axis))) # check for zero vectors, and replace magnitude with 1 to make them unchanged mag[mag == 0] = 1 # calculate the new normalized data norm_data: np.ndarray = data / mag return norm_data #%% modd def modd(x1, x2, /, out=None): r""" Return element-wise remainder of division, except that instead of zero it gives the divisor instead. Parameters ---------- x1 : array_like Dividend array. x2 : array_like Divisor array. out : ndarray, optional Array into which the output is placed. Its type is preserved and it must be of the right shape to hold the output. See doc.ufuncs. Returns ------- y : ndarray The remainder of the quotient x1/x2, element-wise. Returns a scalar if both x1 and x2 are scalars. Replaces what would be zeros in the normal modulo command with the divisor instead. Notes ----- #. Written by David C. Stauffer in October 2015. Examples -------- >>> from dstauffman import modd >>> import numpy as np >>> x1 = np.array([-4, -3, -2, -1, 0, 1, 2, 3, 4]) >>> x2 = 4 >>> y = modd(x1, x2) >>> print(y) [4 1 2 3 4 1 2 3 4] """ x1 = np.asanyarray(x1) if out is None: y = np.mod(x1 - 1, x2) + 1 return y else: np.mod(x1 - 1, x2, out) np.add(out, 1, out) # needed to force add to be inplace operation #%% is_np_int def is_np_int(x, /): r""" Returns True if the input is an int or any form of an np.integer type. Parameters ---------- x : int, float or ndarray Input value Returns ------- bool Whether input is an integer type Examples -------- >>> from dstauffman import is_np_int >>> import numpy as np >>> print(is_np_int(1)) True >>> print(is_np_int(1.)) False >>> print(is_np_int(np.array([1, 2]))) True >>> print(is_np_int(np.array([1., 2.]))) False >>> print(is_np_int(np.array(2**62))) True """ if isinstance(x, int) or (hasattr(x, 'dtype') and np.issubdtype(x.dtype, np.integer)): return True return False #%% np_digitize def np_digitize(x, /, bins, right=False): r""" Act as a wrapper to the numpy.digitize function with customizations. The customizations include additional error checks, and bins starting from 0 instead of 1. Parameters ---------- x : array_like Input array to be binned. bins : array_like Array of bins. It has to be 1-dimensional and monotonic. right : bool, optional Indicating whether the intervals include the right or the left bin edge. Default behavior is (right==False) indicating that the interval does not include the right edge. The left bin end is closed in this case, i.e., bins[i-1] <= x < bins[i] is the default behavior for monotonically increasing bins. Returns ------- out : ndarray of ints Output array of indices, of same shape as `x`. Raises ------ ValueError If `bins` is not monotonic. TypeError If the type of the input is complex. See Also -------- numpy.digitize Notes ----- #. This function is equilavent to the MATLAB `discretize` function. Examples -------- >>> from dstauffman import np_digitize >>> import numpy as np >>> x = np.array([0.2, 6.4, 3.0, 1.6]) >>> bins = np.array([0.0, 1.0, 2.5, 4.0, 10.0]) >>> out = np_digitize(x, bins) >>> print(out) [0 3 2 1] """ # allow an empty x to pass through just fine if x.size == 0: return np.array([], dtype=int) # check for NaNs if np.any(np.isnan(x)): raise ValueError('Some values were NaN.') # check the bounds tolerance = None # TODO: do I need a tolerance here? bmin = bins[0] if tolerance is None else bins[0] - tolerance bmax = bins[-1] if tolerance is None else bins[-1] + tolerance if right: if np.any(x <= bmin) or np.any(x > bmax): raise ValueError('Some values of x are outside the given bins.') else: if np.any(x < bmin) or np.any(x >= bmax): raise ValueError('Some values of x are outside the given bins.') # do the calculations by calling the numpy command and shift results by one out = np.digitize(x, bins, right) - 1 return out #%% histcounts def histcounts(x, /, bins, right=False): r""" Count the number of points in each of the given bins. Parameters ---------- x : array_like Input array to be binned. bins : array_like Array of bins. It has to be 1-dimensional and monotonic. right : bool, optional Indicating whether the intervals include the right or the left bin edge. Default behavior is (right==False) indicating that the interval does not include the right edge. The left bin end is open in this case, i.e., bins[i-1] <= x < bins[i] is the default behavior for monotonically increasing bins. Returns ------- hist : ndarray of ints Output array the number of points in each bin See Also -------- numpy.digitize, np_digitize Notes ----- #. This function is equilavent to the MATLAB `histcounts` function. Examples -------- >>> from dstauffman import histcounts >>> import numpy as np >>> x = np.array([0.2, 6.4, 3.0, 1.6, 0.5]) >>> bins = np.array([0.0, 1.0, 2.5, 4.0, 10.0]) >>> hist = histcounts(x, bins) >>> print(hist) [2 1 1 1] """ # get the bin number that each point is in ix_bin = np_digitize(x, bins, right=right) # count the number in each bin hist = np.bincount(ix_bin, minlength=len(bins)-1) return hist #%% full_print @contextmanager def full_print(**kwargs): r""" Context manager for printing full numpy arrays. Parameters ---------- kwargs : dict, optional Arguments that will be passed through to the np.set_printoptions function Notes ----- #. Adapted by David C. Stauffer in January 2017 from a stackover flow answer by Paul Price, given here: http://stackoverflow.com/questions/1987694/print-the-full-numpy-array #. Updated by David C. Stauffer in August 2020 to allow arbitrary arguments to pass through. Examples -------- >>> from dstauffman import full_print >>> import numpy as np >>> temp_options = np.get_printoptions() >>> np.set_printoptions(threshold=10) >>> a = np.zeros((10, 5)) >>> a[3, :] = 1.23 >>> print(a) # doctest: +NORMALIZE_WHITESPACE [[0. 0. 0. 0. 0.] [0. 0. 0. 0. 0.] [0. 0. 0. 0. 0.] ... [0. 0. 0. 0. 0.] [0. 0. 0. 0. 0.] [0. 0. 0. 0. 0.]] >>> with full_print(): ... print(a) [[0. 0. 0. 0. 0. ] [0. 0. 0. 0. 0. ] [0. 0. 0. 0. 0. ] [1.23 1.23 1.23 1.23 1.23] [0. 0. 0. 0. 0. ] [0. 0. 0. 0. 0. ] [0. 0. 0. 0. 0. ] [0. 0. 0. 0. 0. ] [0. 0. 0. 0. 0. ] [0. 0. 0. 0. 0. ]] >>> np.set_printoptions(**temp_options) """ # get the desired threshold, default is all elements threshold = kwargs.pop('threshold', sys.maxsize) # get current options opt = np.get_printoptions() # update to print all elements and any other criteria specified np.set_printoptions(threshold=threshold, **kwargs) # yield options for the context manager to do it's thing yield # reset the options back to what they were originally np.set_printoptions(**opt) #%% line_wrap @overload def line_wrap(text: str, wrap: int = 80, min_wrap: int = 0, indent: int = 4, line_cont: str = '\\') -> str: ... @overload def line_wrap(text: List[str], wrap: int = 80, min_wrap: int = 0, indent: int = 4, line_cont: str = '\\') -> List[str]: ... def line_wrap(text: _StrOrListStr, wrap: int = 80, min_wrap: int = 0, indent: int = 4, line_cont: str = '\\') -> _StrOrListStr: r""" Wrap lines of text to the specified length, breaking at any whitespace characters. Parameters ---------- text : str or list of str Text to be wrapped wrap : int, optional Number of characters to wrap text at, default is 80 min_wrap : int, optional Minimum number of characters to wrap at, default is 0 indent : int, optional Number of characters to indent the next line with, default is 4 line_cont : str, optional Line continuation character, default is '\' Returns ------- out : str or list of str wrapped form of text Examples -------- >>> from dstauffman import line_wrap >>> text = ('lots of repeated words ' * 4).strip() >>> wrap = 40 >>> out = line_wrap(text, wrap) >>> print(out) lots of repeated words lots of \ repeated words lots of repeated \ words lots of repeated words """ # check if single str if isinstance(text, str): text_list = [text] else: text_list = text # create the pad for any newline pad = ' ' * indent # initialize output out: List[str] = [] # loop through text lines for this_line in text_list: # determine if too long while len(this_line) > wrap: # find the last whitespace to break on, possibly with a minimum start space_break = this_line.rfind(' ', min_wrap, wrap-1) if space_break == -1 or space_break <= indent: raise ValueError('The specified min_wrap:wrap of "{}:{}" was too small.'.format(min_wrap, wrap)) # add the shorter line out.append(this_line[:space_break] + ' ' + line_cont) # reduce and repeat this_line = pad + this_line[space_break+1:] # add the final shorter line out.append(this_line) if isinstance(text, str): return '\n'.join(out) return out #%% combine_per_year @overload def combine_per_year(data: None, func: Any) -> None: ... @overload def combine_per_year(data: np.ndarray, func: Any = ...) -> np.ndarray: ... def combine_per_year(data: Optional[np.ndarray], func: Callable[..., Any] = None) -> Optional[np.ndarray]: r""" Combine the time varying values over one year increments using a supplied function. Parameters ---------- data : ndarray, 1D or 2D Data array Returns ------- data2 : ndarray, 1D or 2D Data array combined as mean over 12 month periods Notes ----- #. Written by David C. Stauffer in October 2015. #. Made more generic by David C. Stauffer in August 2017. #. This function was designed with np.nanmean and np.nansum in mind. Examples -------- >>> from dstauffman import combine_per_year >>> import numpy as np >>> time = np.arange(120) >>> data = np.sin(time) >>> data2 = combine_per_year(data, func=np.mean) """ # check that a function was provided assert func is not None and callable(func), 'A callable function must be provided.' # check for null case and exit if data is None: return None # check dimensionality is_1d = True if data.ndim == 1 else False # get original sizes if is_1d: data = data[:, np.newaxis] assert isinstance(data, np.ndarray) (num_time, num_chan) = data.shape num_year = num_time // MONTHS_PER_YEAR # check for case with all NaNs if np.all(np.isnan(data)): data2 = np.full((num_year, num_chan), np.nan, dtype=float) else: # disables warnings for time points that are all NaNs for nansum or nanmean with warnings.catch_warnings(): warnings.filterwarnings('ignore', message='Mean of empty slice') warnings.filterwarnings('ignore', message='Sum of empty slice') # calculate sum or mean (or whatever) data2 = func(np.reshape(data[:num_year*MONTHS_PER_YEAR, :], (num_year, MONTHS_PER_YEAR, num_chan)), axis=1) # optionally squeeze the vector case back to 1D if is_1d: data2 = data2.squeeze(axis=1) return data2 #%% Functions - execute def execute(command: Union[str, List[str]], folder: Path, *, ignored_codes: Iterable[int] = None, \ env: Dict[str, str] = None): r""" Wrapper to subprocess that allows the screen to be updated for long running commands. Parameters ---------- command : str or list of str Command to execute folder : class pathlib.Path Path to execute the command in ignored_codes : iterable of int, optional If given, a list of non-zero error codes to ignore env : dict Dictionary of environment variables to update for the call Returns ------- rc : ReturnCodes enum return code from running the command Notes ----- #. Written by David C. Stauffer in October 2019. #. Updated by David C. Stauffer in April 2021 to use pathlib. Examples -------- >>> from dstauffman import execute >>> import pathlib >>> command = 'ls' >>> folder = pathlib.Path.cwd() >>> # Note that this command may not work right within the IPython console, it's intended for command windows. >>> execute(command, folder) # doctest: +SKIP """ # overlay environment variables if env is not None: env = os.environ.copy().update(env) # create a process to spawn the thread popen = subprocess.Popen(command, stdout=subprocess.PIPE, stderr=subprocess.STDOUT, stdin=None, \ cwd=folder, shell=False, universal_newlines=True, env=env) # intermittenly read output lines for stdout_line in iter(popen.stdout.readline, ''): # type: ignore[union-attr] yield stdout_line # once done, close and get return codes popen.stdout.close() # type: ignore[union-attr] return_code = popen.wait() # method 2 # while True: # output = process.stdout.readline() # if output == '' and process.poll() is not None: # break # if output: # yield output # process.stdout.close() # return_code = process.poll() # determine if command exited cleanly or not and return appropriate code if return_code: if ignored_codes is None or return_code not in ignored_codes: #raise subprocess.CalledProcessError(return_code, command) return ReturnCodes.bad_command return ReturnCodes.clean #%% Functions - execute_wrapper def execute_wrapper(command: Union[str, List[str]], folder: Path, *, dry_run: bool = False, \ ignored_codes: Iterable[int] = None, filename: Path = None, env: Dict[str, str] = None, \ print_status: bool = True) -> Union[ReturnCodes, List[str]]: r""" Wrapper to the wrapper to subprocess with options to print the command do dry-runs. Parameters ---------- command : str or list of str Command to execute folder : class pathlib.Path Path to execute the command in dry_run : bool, optional, default is False Whether the command should be displayed or actually run ignored_codes : int or iterable of int, optional, default is None If given, a list of non-zero error codes to ignore filename : class pathlib.Path, optional, default is to not write Name of the file to write the output to, ignore if empty string env : dict, optional Dictionary of environment variables to update for the call print_status : bool, optional, default is True Whether to print the status of the command to standard output Notes ----- #. Written by David C. Stauffer in November 2019. #. Updated by David C. Stauffer in April 2021 to use pathlib. Examples -------- >>> from dstauffman import execute_wrapper >>> import pathlib >>> command = 'ls' >>> folder = pathlib.Path.cwd() >>> dry_run = True >>> rc = execute_wrapper(command, folder, dry_run=dry_run) # doctest: +ELLIPSIS Would execute "ls" in "..." """ # simple dry run case, just display what would happen if dry_run: if isinstance(command, list): command = shlex.join(command) print('Would execute "{}" in "{}"'.format(command, folder)) return ReturnCodes.clean # clean up command if isinstance(command, str): command_list = shlex.split(command) elif isinstance(command, list): command_list = command else: raise TypeError('Unexpected type for the command list.') # check that the folder exists if not folder.is_dir(): print('Warning: folder "{}" doesn\'t exist, so command "{}" was not executed.'.format(folder, command)) return ReturnCodes.bad_folder # execute command and print status assert print_status or filename is not None, 'You must either print the status or save results to a filename.' if print_status: lines = [] for line in execute(command_list, folder, ignored_codes=ignored_codes, env=env): # print each line as it comes so you can review long running commands as they execute print(line, end='') lines.append(line) else: lines = list(execute(command_list, folder, ignored_codes=ignored_codes, env=env)) # optionally write to text file if a filename is given if filename is not None: write_text_file(filename, ''.join(lines)) return lines #%% Functions - get_env_var def get_env_var(env_key: str, default: str = None) -> str: r""" Return an environment variable assuming is has been set. Parameters ---------- env_key : str Environment variable to try and retrieve. default : str, optional Default value to use if the variable doesn't exist, if None, an error is raised Returns ------- value : str Value of the given environment variable Notes ----- #. Written by Alex Kershetsky in November 2019. #. Incorporated into dstauffman tools by David C. Stauffer in January 2020. Examples -------- >>> from dstauffman import get_env_var >>> value = get_env_var('HOME') """ if _ALLOWED_ENVS is not None: if env_key not in _ALLOWED_ENVS: raise KeyError('The environment variable of "{}" is not on the allowed list.'.format(env_key)) try: value = os.environ[env_key] except KeyError: if default is None: raise KeyError('The appropriate environment variable "{}" has not been set.'.format(env_key)) from None value = default return value #%% Functions - get_username def get_username() -> str: r""" Gets the current username based on environment variables. Returns ------- username : str Name of the username Notes ----- #. Written by David C. Stauffer in August 2020. Examples -------- >>> from dstauffman import get_username >>> username = get_username() """ if IS_WINDOWS: return os.environ['USERNAME'] return os.environ['USER'] #%% Functions - is_datetime def is_datetime(time: ArrayLike) -> bool: r""" Determines if the given time is either a datetime.datetime or np.datetime64 or just a regular number. Parameters ---------- time : float Time Returns ------- out : bool Whether this is a datetime Notes ----- #. Written by David C. Stauffer in May 2020. Examples -------- >>> from dstauffman import is_datetime >>> import datetime >>> import numpy as np >>> time1 = 0.5 >>> time2 = np.datetime64('now') >>> time3 = datetime.datetime.now() >>> print(is_datetime(time1)) False >>> print(is_datetime(time2)) True >>> print(is_datetime(time3)) True """ out = False if isinstance(time, datetime.datetime) or (hasattr(time, 'dtype') and \ np.issubdtype(time.dtype, np.datetime64)): # type: ignore[union-attr] out = True return out #%% Functions - intersect def intersect(a, b, /, *, tolerance=0, assume_unique=False, return_indices=False): r""" Finds the intersect of two arrays given a numerical tolerance. Return the sorted, unique values that are in both of the input arrays. Parameters ---------- a, b : array_like Input arrays. Will be flattened if not already 1D. tolerance : float or int Tolerance for which something is considered unique assume_unique : bool If True, the input arrays are both assumed to be unique, which can speed up the calculation. Default is False. return_indices : bool If True, the indices which correspond to the intersection of the two arrays are returned. The first instance of a value is used if there are multiple. Default is False. Returns ------- c : ndarray Sorted 1D array of common and unique elements. ia : ndarray The indices of the first occurrences of the common values in `ar1`. Only provided if `return_indices` is True. ib : ndarray The indices of the first occurrences of the common values in `ar2`. Only provided if `return_indices` is True. See Also -------- numpy.intersect1d : Function used to do comparsion with sets of quantized inputs. Notes ----- #. Written by David C. Stauffer in March 2019. #. Updated by David C. Stauffer in June 2020 to allow for a numeric tolerance. Examples -------- >>> from dstauffman import intersect >>> import numpy as np >>> a = np.array([1, 2, 4, 4, 6], dtype=int) >>> b = np.array([0, 8, 2, 2, 5, 8, 6, 8, 8], dtype=int) >>> (c, ia, ib) = intersect(a, b, return_indices=True) >>> print(c) [2 6] >>> print(ia) [1 4] >>> print(ib) [2 6] """ # allow a zero tolerance to be passed in and behave like the normal intersect command if hasattr(tolerance, 'dtype') and np.issubdtype(tolerance.dtype, np.timedelta64): tol_is_zero = tolerance.astype(np.int64) == 0 # Note that this avoids a numpy bug, see issue 6784 else: tol_is_zero = tolerance == 0 if tol_is_zero: return np.intersect1d(a, b, assume_unique=assume_unique, return_indices=return_indices) # allow list and other array_like inputs (or just scalar floats) a = np.atleast_1d(np.asanyarray(a)) b = np.atleast_1d(np.asanyarray(b)) tolerance = np.asanyarray(tolerance) # check for datetimes and convert to integers is_dates = np.array([is_datetime(a), is_datetime(b)], dtype=bool) assert np.count_nonzero(is_dates) != 1, 'Both arrays must be datetimes if either is.' if np.any(is_dates): orig_datetime = a.dtype a = a.astype(np.int64) b = b.astype(np.int64) tolerance = tolerance.astype(np.int64) # check if largest component of a and b is too close to the tolerance floor (for floats) all_int = is_np_int(a) and is_np_int(b) and is_np_int(tolerance) max_a_or_b = np.max((np.max(np.abs(a), initial=0), np.max(np.abs(b), initial=0))) if not all_int and ((max_a_or_b / tolerance) > (0.01/ np.finfo(float).eps)): warnings.warn('This function may have problems if tolerance gets too small.') # due to the splitting of the quanta, two very close numbers could still fail the quantized intersect # fix this by repeating the comparison when shifted by half a quanta in either direction half_tolerance = tolerance / 2 if all_int: # allow for integer versions of half a quanta in either direction lo_tol = np.floor(half_tolerance).astype(tolerance.dtype) hi_tol = np.ceil(half_tolerance).astype(tolerance.dtype) else: lo_tol = half_tolerance hi_tol = half_tolerance # create quantized version of a & b, plus each one shifted by half a quanta a1 = np.floor_divide(a, tolerance) b1 = np.floor_divide(b, tolerance) a2 = np.floor_divide(a - lo_tol, tolerance) b2 = np.floor_divide(b - lo_tol, tolerance) a3 = np.floor_divide(a + hi_tol, tolerance) b3 = np.floor_divide(b + hi_tol, tolerance) # do a normal intersect on the quantized data for different comparisons (_, ia1, ib1) = np.intersect1d(a1, b1, assume_unique=assume_unique, return_indices=True) (_, ia2, ib2) = np.intersect1d(a1, b2, assume_unique=assume_unique, return_indices=True) (_, ia3, ib3) = np.intersect1d(a1, b3, assume_unique=assume_unique, return_indices=True) (_, ia4, ib4) = np.intersect1d(a2, b1, assume_unique=assume_unique, return_indices=True) (_, ia5, ib5) = np.intersect1d(a3, b1, assume_unique=assume_unique, return_indices=True) # combine the results ia = reduce(np.union1d, [ia1, ia2, ia3, ia4, ia5]) ib = reduce(np.union1d, [ib1, ib2, ib3, ib4, ib5]) # calculate output # Note that a[ia] and b[ib] should be the same with a tolerance of 0, but not necessarily otherwise # This function returns the values from the first vector a c = np.sort(a[ia]) if np.any(is_dates): c = c.astype(orig_datetime) if return_indices: return (c, ia, ib) return c #%% issorted def issorted(x, /, descend=False): r""" Tells whether the given array is sorted or not. Parameters ---------- x : array_like Input array descend : bool, optional, default is False Whether to check that the array is sorted in descending order Notes ----- #. Written by David C. Stauffer in July 2020. Examples -------- >>> from dstauffman import issorted >>> x = np.array([1, 3, 3, 5, 7]) >>> print(issorted(x)) True >>> y = np.array([3, 5, 1, 7]) >>> print(issorted(y)) False """ x = np.asanyarray(x) if descend: return np.all(x[1:] <= x[:-1]) return np.all(x[:-1] <= x[1:]) #%% zero_order_hold def zero_order_hold(x, xp, yp, *, left=nan, assume_sorted=False, return_indices=False): r""" Interpolates a function by holding at the most recent value. Parameters ---------- x : array_like The x-coordinates at which to evaluate the interpolated values. xp: 1-D sequence of floats The x-coordinates of the data points, must be increasing if argument period is not specified. Otherwise, xp is internally sorted after normalizing the periodic boundaries with xp = xp % period. yp: 1-D sequence of float or complex The y-coordinates of the data points, same length as xp. left: int or float, optional, default is np.nan Value to use for any value less that all points in xp assume_sorted : bool, optional, default is False Whether you can assume the data is sorted and do simpler (i.e. faster) calculations Returns ------- y : float or complex (corresponding to fp) or ndarray The interpolated values, same shape as x. Notes ----- #. Written by David C. Stauffer in July 2020. Examples -------- >>> from dstauffman import zero_order_hold >>> import numpy as np >>> xp = np.array([0., 111., 2000., 5000.]) >>> yp = np.array([0, 1, -2, 3]) >>> x = np.arange(0, 6001, dtype=float) >>> y = zero_order_hold(x, xp, yp) """ # force arrays x = np.asanyarray(x) xp = np.asanyarray(xp) yp = np.asanyarray(yp) # find the minimum value, as anything left of this is considered extrapolated xmin = xp[0] if assume_sorted else np.min(xp) # check that xp data is sorted, if not, use slower scipy version if assume_sorted or issorted(xp): ix = np.searchsorted(xp, x, side='right') - 1 is_left = np.asanyarray(x) < xmin out = np.where(is_left, left, yp[ix]) if return_indices: return (out, np.where(is_left, None, ix)) return out if not HAVE_SCIPY: raise RuntimeError('You must have scipy available to run this.') # pragma: no cover if return_indices: raise RuntimeError('Data must be sorted in order to ask for indices.') func = interp1d(xp, yp, kind='zero', fill_value='extrapolate', assume_sorted=False) return np.where(np.asanyarray(x) < xmin, left, func(x).astype(yp.dtype)) #%% drop_following_time def drop_following_time(times, drop_starts, dt_drop): r""" Drops the times within the dt_drop after drop_starts. Parameters ---------- times : (N, ) array_like Times at which you want to know the drop status drop_starts : (M, ) array_like Times at which the drops start dt_drop : float or int Delta time for each drop window Returns ------- drop_make : (N, ) ndarray of bool Mask where the data points should be dropped Notes ----- #. Written by David C. Stauffer in August 2020. Examples -------- >>> from dstauffman import drop_following_time >>> import numpy as np >>> times = np.arange(50) >>> drop_starts = np.array([5, 15, 17, 25]) >>> dt_drop = 3 >>> drop_mask = drop_following_time(times, drop_starts, dt_drop) """ # Version with for loop # TODO: would like to do this without the loop drop_mask = np.zeros(times.size, dtype=bool) for drop_time in drop_starts: # drop the times within the specified window drop_mask |= (times >= drop_time) & (times < drop_time + dt_drop) return drop_mask #%% Unit test if __name__ == '__main__': unittest.main(module='dstauffman.tests.test_utils', exit=False) doctest.testmod(verbose=False)
lgpl-3.0
r39132/airflow
tests/contrib/hooks/test_bigquery_hook.py
3
37040
# -*- coding: utf-8 -*- # # Licensed to the Apache Software Foundation (ASF) under one # or more contributor license agreements. See the NOTICE file # distributed with this work for additional information # regarding copyright ownership. The ASF licenses this file # to you under the Apache License, Version 2.0 (the # "License"); you may not use this file except in compliance # with the License. You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, # software distributed under the License is distributed on an # "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY # KIND, either express or implied. See the License for the # specific language governing permissions and limitations # under the License. # import unittest from google.auth.exceptions import GoogleAuthError import mock from googleapiclient.errors import HttpError from airflow.contrib.hooks import bigquery_hook as hook from airflow.contrib.hooks.bigquery_hook import _cleanse_time_partitioning, \ _validate_value, _api_resource_configs_duplication_check bq_available = True try: hook.BigQueryHook().get_service() except GoogleAuthError: bq_available = False class TestPandasGbqPrivateKey(unittest.TestCase): def setUp(self): self.instance = hook.BigQueryHook() if not bq_available: self.instance.extras['extra__google_cloud_platform__project'] = 'mock_project' def test_key_path_provided(self): private_key_path = '/Fake/Path' self.instance.extras['extra__google_cloud_platform__key_path'] = private_key_path with mock.patch('airflow.contrib.hooks.bigquery_hook.read_gbq', new=lambda *args, **kwargs: kwargs['private_key']): self.assertEqual(self.instance.get_pandas_df('select 1'), private_key_path) def test_key_json_provided(self): private_key_json = 'Fake Private Key' self.instance.extras['extra__google_cloud_platform__keyfile_dict'] = private_key_json with mock.patch('airflow.contrib.hooks.bigquery_hook.read_gbq', new=lambda *args, **kwargs: kwargs['private_key']): self.assertEqual(self.instance.get_pandas_df('select 1'), private_key_json) def test_no_key_provided(self): with mock.patch('airflow.contrib.hooks.bigquery_hook.read_gbq', new=lambda *args, **kwargs: kwargs['private_key']): self.assertEqual(self.instance.get_pandas_df('select 1'), None) class TestBigQueryDataframeResults(unittest.TestCase): def setUp(self): self.instance = hook.BigQueryHook() @unittest.skipIf(not bq_available, 'BQ is not available to run tests') def test_output_is_dataframe_with_valid_query(self): import pandas as pd df = self.instance.get_pandas_df('select 1') self.assertIsInstance(df, pd.DataFrame) @unittest.skipIf(not bq_available, 'BQ is not available to run tests') def test_throws_exception_with_invalid_query(self): with self.assertRaises(Exception) as context: self.instance.get_pandas_df('from `1`') self.assertIn('Reason: ', str(context.exception), "") @unittest.skipIf(not bq_available, 'BQ is not available to run tests') def test_succeeds_with_explicit_legacy_query(self): df = self.instance.get_pandas_df('select 1', dialect='legacy') self.assertEqual(df.iloc(0)[0][0], 1) @unittest.skipIf(not bq_available, 'BQ is not available to run tests') def test_succeeds_with_explicit_std_query(self): df = self.instance.get_pandas_df( 'select * except(b) from (select 1 a, 2 b)', dialect='standard') self.assertEqual(df.iloc(0)[0][0], 1) @unittest.skipIf(not bq_available, 'BQ is not available to run tests') def test_throws_exception_with_incompatible_syntax(self): with self.assertRaises(Exception) as context: self.instance.get_pandas_df( 'select * except(b) from (select 1 a, 2 b)', dialect='legacy') self.assertIn('Reason: ', str(context.exception), "") class TestBigQueryTableSplitter(unittest.TestCase): def test_internal_need_default_project(self): with self.assertRaises(Exception) as context: hook._split_tablename('dataset.table', None) self.assertIn('INTERNAL: No default project is specified', str(context.exception), "") def test_split_dataset_table(self): project, dataset, table = hook._split_tablename('dataset.table', 'project') self.assertEqual("project", project) self.assertEqual("dataset", dataset) self.assertEqual("table", table) def test_split_project_dataset_table(self): project, dataset, table = hook._split_tablename('alternative:dataset.table', 'project') self.assertEqual("alternative", project) self.assertEqual("dataset", dataset) self.assertEqual("table", table) def test_sql_split_project_dataset_table(self): project, dataset, table = hook._split_tablename('alternative.dataset.table', 'project') self.assertEqual("alternative", project) self.assertEqual("dataset", dataset) self.assertEqual("table", table) def test_colon_in_project(self): project, dataset, table = hook._split_tablename('alt1:alt.dataset.table', 'project') self.assertEqual('alt1:alt', project) self.assertEqual("dataset", dataset) self.assertEqual("table", table) def test_valid_double_column(self): project, dataset, table = hook._split_tablename('alt1:alt:dataset.table', 'project') self.assertEqual('alt1:alt', project) self.assertEqual("dataset", dataset) self.assertEqual("table", table) def test_invalid_syntax_triple_colon(self): with self.assertRaises(Exception) as context: hook._split_tablename('alt1:alt2:alt3:dataset.table', 'project') self.assertIn('Use either : or . to specify project', str(context.exception), "") self.assertFalse('Format exception for' in str(context.exception)) def test_invalid_syntax_triple_dot(self): with self.assertRaises(Exception) as context: hook._split_tablename('alt1.alt.dataset.table', 'project') self.assertIn('Expect format of (<project.|<project:)<dataset>.<table>', str(context.exception), "") self.assertFalse('Format exception for' in str(context.exception)) def test_invalid_syntax_column_double_project_var(self): with self.assertRaises(Exception) as context: hook._split_tablename('alt1:alt2:alt.dataset.table', 'project', 'var_x') self.assertIn('Use either : or . to specify project', str(context.exception), "") self.assertIn('Format exception for var_x:', str(context.exception), "") def test_invalid_syntax_triple_colon_project_var(self): with self.assertRaises(Exception) as context: hook._split_tablename('alt1:alt2:alt:dataset.table', 'project', 'var_x') self.assertIn('Use either : or . to specify project', str(context.exception), "") self.assertIn('Format exception for var_x:', str(context.exception), "") def test_invalid_syntax_triple_dot_var(self): with self.assertRaises(Exception) as context: hook._split_tablename('alt1.alt.dataset.table', 'project', 'var_x') self.assertIn('Expect format of (<project.|<project:)<dataset>.<table>', str(context.exception), "") self.assertIn('Format exception for var_x:', str(context.exception), "") class TestBigQueryHookSourceFormat(unittest.TestCase): def test_invalid_source_format(self): with self.assertRaises(Exception) as context: hook.BigQueryBaseCursor("test", "test").run_load( "test.test", "test_schema.json", ["test_data.json"], source_format="json" ) # since we passed 'json' in, and it's not valid, make sure it's present in the # error string. self.assertIn("JSON", str(context.exception)) class TestBigQueryExternalTableSourceFormat(unittest.TestCase): def test_invalid_source_format(self): with self.assertRaises(Exception) as context: hook.BigQueryBaseCursor("test", "test").create_external_table( external_project_dataset_table='test.test', schema_fields='test_schema.json', source_uris=['test_data.json'], source_format='json' ) # since we passed 'csv' in, and it's not valid, make sure it's present in the # error string. self.assertIn("JSON", str(context.exception)) # Helpers to test_cancel_queries that have mock_poll_job_complete returning false, # unless mock_job_cancel was called with the same job_id mock_canceled_jobs = [] def mock_poll_job_complete(job_id): return job_id in mock_canceled_jobs def mock_job_cancel(projectId, jobId): mock_canceled_jobs.append(jobId) return mock.Mock() class TestBigQueryBaseCursor(unittest.TestCase): def test_invalid_schema_update_options(self): with self.assertRaises(Exception) as context: hook.BigQueryBaseCursor("test", "test").run_load( "test.test", "test_schema.json", ["test_data.json"], schema_update_options=["THIS IS NOT VALID"] ) self.assertIn("THIS IS NOT VALID", str(context.exception)) def test_invalid_schema_update_and_write_disposition(self): with self.assertRaises(Exception) as context: hook.BigQueryBaseCursor("test", "test").run_load( "test.test", "test_schema.json", ["test_data.json"], schema_update_options=['ALLOW_FIELD_ADDITION'], write_disposition='WRITE_EMPTY' ) self.assertIn("schema_update_options is only", str(context.exception)) def test_cancel_queries(self): project_id = 12345 running_job_id = 3 mock_jobs = mock.Mock() mock_jobs.cancel = mock.Mock(side_effect=mock_job_cancel) mock_service = mock.Mock() mock_service.jobs = mock.Mock(return_value=mock_jobs) bq_hook = hook.BigQueryBaseCursor(mock_service, project_id) bq_hook.running_job_id = running_job_id bq_hook.poll_job_complete = mock.Mock(side_effect=mock_poll_job_complete) bq_hook.cancel_query() mock_jobs.cancel.assert_called_with(projectId=project_id, jobId=running_job_id) @mock.patch.object(hook.BigQueryBaseCursor, 'run_with_configuration') def test_run_query_sql_dialect_default(self, run_with_config): cursor = hook.BigQueryBaseCursor(mock.Mock(), "project_id") cursor.run_query('query') args, kwargs = run_with_config.call_args self.assertIs(args[0]['query']['useLegacySql'], True) @mock.patch.object(hook.BigQueryBaseCursor, 'run_with_configuration') def test_run_query_sql_dialect_override(self, run_with_config): for bool_val in [True, False]: cursor = hook.BigQueryBaseCursor(mock.Mock(), "project_id") cursor.run_query('query', use_legacy_sql=bool_val) args, kwargs = run_with_config.call_args self.assertIs(args[0]['query']['useLegacySql'], bool_val) @mock.patch.object(hook.BigQueryBaseCursor, 'run_with_configuration') def test_run_query_sql_dialect_legacy_with_query_params(self, run_with_config): cursor = hook.BigQueryBaseCursor(mock.Mock(), "project_id") params = [{ 'name': "param_name", 'parameterType': {'type': "STRING"}, 'parameterValue': {'value': "param_value"} }] cursor.run_query('query', use_legacy_sql=False, query_params=params) args, kwargs = run_with_config.call_args self.assertIs(args[0]['query']['useLegacySql'], False) @mock.patch.object(hook.BigQueryBaseCursor, 'run_with_configuration') def test_run_query_sql_dialect_legacy_with_query_params_fails(self, run_with_config): cursor = hook.BigQueryBaseCursor(mock.Mock(), "project_id") params = [{ 'name': "param_name", 'parameterType': {'type': "STRING"}, 'parameterValue': {'value': "param_value"} }] with self.assertRaises(ValueError): cursor.run_query('query', use_legacy_sql=True, query_params=params) @mock.patch.object(hook.BigQueryBaseCursor, 'run_with_configuration') def test_api_resource_configs(self, run_with_config): for bool_val in [True, False]: cursor = hook.BigQueryBaseCursor(mock.Mock(), "project_id") cursor.run_query('query', api_resource_configs={ 'query': {'useQueryCache': bool_val}}) args, kwargs = run_with_config.call_args self.assertIs(args[0]['query']['useQueryCache'], bool_val) self.assertIs(args[0]['query']['useLegacySql'], True) def test_api_resource_configs_duplication_warning(self): with self.assertRaises(ValueError): cursor = hook.BigQueryBaseCursor(mock.Mock(), "project_id") cursor.run_query('query', use_legacy_sql=True, api_resource_configs={ 'query': {'useLegacySql': False}}) def test_validate_value(self): with self.assertRaises(TypeError): _validate_value("case_1", "a", dict) self.assertIsNone(_validate_value("case_2", 0, int)) def test_duplication_check(self): with self.assertRaises(ValueError): key_one = True _api_resource_configs_duplication_check( "key_one", key_one, {"key_one": False}) self.assertIsNone(_api_resource_configs_duplication_check( "key_one", key_one, {"key_one": True})) class TestTableDataOperations(unittest.TestCase): def test_insert_all_succeed(self): project_id = 'bq-project' dataset_id = 'bq_dataset' table_id = 'bq_table' rows = [ {"json": {"a_key": "a_value_0"}} ] body = { "rows": rows, "ignoreUnknownValues": False, "kind": "bigquery#tableDataInsertAllRequest", "skipInvalidRows": False, } mock_service = mock.Mock() method = mock_service.tabledata.return_value.insertAll method.return_value.execute.return_value = { "kind": "bigquery#tableDataInsertAllResponse" } cursor = hook.BigQueryBaseCursor(mock_service, 'project_id') cursor.insert_all(project_id, dataset_id, table_id, rows) method.assert_called_with(projectId=project_id, datasetId=dataset_id, tableId=table_id, body=body) def test_insert_all_fail(self): project_id = 'bq-project' dataset_id = 'bq_dataset' table_id = 'bq_table' rows = [ {"json": {"a_key": "a_value_0"}} ] mock_service = mock.Mock() method = mock_service.tabledata.return_value.insertAll method.return_value.execute.return_value = { "kind": "bigquery#tableDataInsertAllResponse", "insertErrors": [ { "index": 1, "errors": [] } ] } cursor = hook.BigQueryBaseCursor(mock_service, 'project_id') with self.assertRaises(Exception): cursor.insert_all(project_id, dataset_id, table_id, rows, fail_on_error=True) class TestTableOperations(unittest.TestCase): def test_create_view_fails_on_exception(self): project_id = 'bq-project' dataset_id = 'bq_dataset' table_id = 'bq_table_view' view = { 'incorrect_key': 'SELECT * FROM `test-project-id.test_dataset_id.test_table_prefix*`', "useLegacySql": False } mock_service = mock.Mock() method = mock_service.tables.return_value.insert method.return_value.execute.side_effect = HttpError( resp={'status': '400'}, content=b'Query is required for views') cursor = hook.BigQueryBaseCursor(mock_service, project_id) with self.assertRaises(Exception): cursor.create_empty_table(project_id, dataset_id, table_id, view=view) def test_create_view(self): project_id = 'bq-project' dataset_id = 'bq_dataset' table_id = 'bq_table_view' view = { 'query': 'SELECT * FROM `test-project-id.test_dataset_id.test_table_prefix*`', "useLegacySql": False } mock_service = mock.Mock() method = mock_service.tables.return_value.insert cursor = hook.BigQueryBaseCursor(mock_service, project_id) cursor.create_empty_table(project_id, dataset_id, table_id, view=view) body = { 'tableReference': { 'tableId': table_id }, 'view': view } method.assert_called_once_with(projectId=project_id, datasetId=dataset_id, body=body) def test_patch_table(self): project_id = 'bq-project' dataset_id = 'bq_dataset' table_id = 'bq_table' description_patched = 'Test description.' expiration_time_patched = 2524608000000 friendly_name_patched = 'Test friendly name.' labels_patched = {'label1': 'test1', 'label2': 'test2'} schema_patched = [ {'name': 'id', 'type': 'STRING', 'mode': 'REQUIRED'}, {'name': 'name', 'type': 'STRING', 'mode': 'NULLABLE'}, {'name': 'balance', 'type': 'FLOAT', 'mode': 'NULLABLE'}, {'name': 'new_field', 'type': 'STRING', 'mode': 'NULLABLE'} ] time_partitioning_patched = { 'expirationMs': 10000000 } require_partition_filter_patched = True mock_service = mock.Mock() method = (mock_service.tables.return_value.patch) cursor = hook.BigQueryBaseCursor(mock_service, project_id) cursor.patch_table( dataset_id, table_id, project_id, description=description_patched, expiration_time=expiration_time_patched, friendly_name=friendly_name_patched, labels=labels_patched, schema=schema_patched, time_partitioning=time_partitioning_patched, require_partition_filter=require_partition_filter_patched ) body = { "description": description_patched, "expirationTime": expiration_time_patched, "friendlyName": friendly_name_patched, "labels": labels_patched, "schema": { "fields": schema_patched }, "timePartitioning": time_partitioning_patched, "requirePartitionFilter": require_partition_filter_patched } method.assert_called_once_with( projectId=project_id, datasetId=dataset_id, tableId=table_id, body=body ) def test_patch_view(self): project_id = 'bq-project' dataset_id = 'bq_dataset' view_id = 'bq_view' view_patched = { 'query': "SELECT * FROM `test-project-id.test_dataset_id.test_table_prefix*` LIMIT 500", 'useLegacySql': False } mock_service = mock.Mock() method = (mock_service.tables.return_value.patch) cursor = hook.BigQueryBaseCursor(mock_service, project_id) cursor.patch_table(dataset_id, view_id, project_id, view=view_patched) body = { 'view': view_patched } method.assert_called_once_with( projectId=project_id, datasetId=dataset_id, tableId=view_id, body=body ) def test_create_empty_table_succeed(self): project_id = 'bq-project' dataset_id = 'bq_dataset' table_id = 'bq_table' mock_service = mock.Mock() method = mock_service.tables.return_value.insert cursor = hook.BigQueryBaseCursor(mock_service, project_id) cursor.create_empty_table( project_id=project_id, dataset_id=dataset_id, table_id=table_id) body = { 'tableReference': { 'tableId': table_id } } method.assert_called_once_with( projectId=project_id, datasetId=dataset_id, body=body ) def test_create_empty_table_with_extras_succeed(self): project_id = 'bq-project' dataset_id = 'bq_dataset' table_id = 'bq_table' schema_fields = [ {'name': 'id', 'type': 'STRING', 'mode': 'REQUIRED'}, {'name': 'name', 'type': 'STRING', 'mode': 'NULLABLE'}, {'name': 'created', 'type': 'DATE', 'mode': 'REQUIRED'}, ] time_partitioning = {"field": "created", "type": "DAY"} cluster_fields = ['name'] mock_service = mock.Mock() method = mock_service.tables.return_value.insert cursor = hook.BigQueryBaseCursor(mock_service, project_id) cursor.create_empty_table( project_id=project_id, dataset_id=dataset_id, table_id=table_id, schema_fields=schema_fields, time_partitioning=time_partitioning, cluster_fields=cluster_fields ) body = { 'tableReference': { 'tableId': table_id }, 'schema': { 'fields': schema_fields }, 'timePartitioning': time_partitioning, 'clustering': { 'fields': cluster_fields } } method.assert_called_once_with( projectId=project_id, datasetId=dataset_id, body=body ) def test_create_empty_table_on_exception(self): project_id = 'bq-project' dataset_id = 'bq_dataset' table_id = 'bq_table' mock_service = mock.Mock() method = mock_service.tables.return_value.insert method.return_value.execute.side_effect = HttpError( resp={'status': '400'}, content=b'Bad request') cursor = hook.BigQueryBaseCursor(mock_service, project_id) with self.assertRaises(Exception): cursor.create_empty_table(project_id, dataset_id, table_id) class TestBigQueryCursor(unittest.TestCase): @mock.patch.object(hook.BigQueryBaseCursor, 'run_with_configuration') def test_execute_with_parameters(self, mocked_rwc): hook.BigQueryCursor("test", "test").execute( "SELECT %(foo)s", {"foo": "bar"}) mocked_rwc.assert_called_once() class TestLabelsInRunJob(unittest.TestCase): @mock.patch.object(hook.BigQueryBaseCursor, 'run_with_configuration') def test_run_query_with_arg(self, mocked_rwc): project_id = 12345 def run_with_config(config): self.assertEqual( config['labels'], {'label1': 'test1', 'label2': 'test2'} ) mocked_rwc.side_effect = run_with_config bq_hook = hook.BigQueryBaseCursor(mock.Mock(), project_id) bq_hook.run_query( sql='select 1', destination_dataset_table='my_dataset.my_table', labels={'label1': 'test1', 'label2': 'test2'} ) mocked_rwc.assert_called_once() class TestDatasetsOperations(unittest.TestCase): def test_create_empty_dataset_no_dataset_id_err(self): with self.assertRaises(ValueError): hook.BigQueryBaseCursor( mock.Mock(), "test_create_empty_dataset").create_empty_dataset( dataset_id="", project_id="") def test_create_empty_dataset_duplicates_call_err(self): with self.assertRaises(ValueError): hook.BigQueryBaseCursor( mock.Mock(), "test_create_empty_dataset").create_empty_dataset( dataset_id="", project_id="project_test", dataset_reference={ "datasetReference": {"datasetId": "test_dataset", "projectId": "project_test2"}}) def test_get_dataset_without_dataset_id(self): with mock.patch.object(hook.BigQueryHook, 'get_service'): with self.assertRaises(ValueError): hook.BigQueryBaseCursor( mock.Mock(), "test_create_empty_dataset").get_dataset( dataset_id="", project_id="project_test") def test_get_dataset(self): expected_result = { "kind": "bigquery#dataset", "location": "US", "id": "your-project:dataset_2_test", "datasetReference": { "projectId": "your-project", "datasetId": "dataset_2_test" } } dataset_id = "test_dataset" project_id = "project_test" bq_hook = hook.BigQueryBaseCursor(mock.Mock(), project_id) with mock.patch.object(bq_hook.service, 'datasets') as MockService: MockService.return_value.get(datasetId=dataset_id, projectId=project_id).execute.\ return_value = expected_result result = bq_hook.get_dataset(dataset_id=dataset_id, project_id=project_id) self.assertEqual(result, expected_result) def test_get_datasets_list(self): expected_result = {'datasets': [ { "kind": "bigquery#dataset", "location": "US", "id": "your-project:dataset_2_test", "datasetReference": { "projectId": "your-project", "datasetId": "dataset_2_test" } }, { "kind": "bigquery#dataset", "location": "US", "id": "your-project:dataset_1_test", "datasetReference": { "projectId": "your-project", "datasetId": "dataset_1_test" } } ]} project_id = "project_test"'' mocked = mock.Mock() with mock.patch.object(hook.BigQueryBaseCursor(mocked, project_id).service, 'datasets') as MockService: MockService.return_value.list( projectId=project_id).execute.return_value = expected_result result = hook.BigQueryBaseCursor( mocked, "test_create_empty_dataset").get_datasets_list( project_id=project_id) self.assertEqual(result, expected_result['datasets']) class TestTimePartitioningInRunJob(unittest.TestCase): @mock.patch.object(hook.BigQueryBaseCursor, 'run_with_configuration') def test_run_load_default(self, mocked_rwc): project_id = 12345 def run_with_config(config): self.assertIsNone(config['load'].get('timePartitioning')) mocked_rwc.side_effect = run_with_config bq_hook = hook.BigQueryBaseCursor(mock.Mock(), project_id) bq_hook.run_load( destination_project_dataset_table='my_dataset.my_table', schema_fields=[], source_uris=[], ) mocked_rwc.assert_called_once() @mock.patch.object(hook.BigQueryBaseCursor, 'run_with_configuration') def test_run_with_auto_detect(self, run_with_config): destination_project_dataset_table = "autodetect.table" cursor = hook.BigQueryBaseCursor(mock.Mock(), "project_id") cursor.run_load(destination_project_dataset_table, [], [], autodetect=True) args, kwargs = run_with_config.call_args self.assertIs(args[0]['load']['autodetect'], True) @mock.patch.object(hook.BigQueryBaseCursor, 'run_with_configuration') def test_run_load_with_arg(self, mocked_rwc): project_id = 12345 def run_with_config(config): self.assertEqual( config['load']['timePartitioning'], { 'field': 'test_field', 'type': 'DAY', 'expirationMs': 1000 } ) mocked_rwc.side_effect = run_with_config bq_hook = hook.BigQueryBaseCursor(mock.Mock(), project_id) bq_hook.run_load( destination_project_dataset_table='my_dataset.my_table', schema_fields=[], source_uris=[], time_partitioning={'type': 'DAY', 'field': 'test_field', 'expirationMs': 1000} ) mocked_rwc.assert_called_once() @mock.patch.object(hook.BigQueryBaseCursor, 'run_with_configuration') def test_run_query_default(self, mocked_rwc): project_id = 12345 def run_with_config(config): self.assertIsNone(config['query'].get('timePartitioning')) mocked_rwc.side_effect = run_with_config bq_hook = hook.BigQueryBaseCursor(mock.Mock(), project_id) bq_hook.run_query(sql='select 1') mocked_rwc.assert_called_once() @mock.patch.object(hook.BigQueryBaseCursor, 'run_with_configuration') def test_run_query_with_arg(self, mocked_rwc): project_id = 12345 def run_with_config(config): self.assertEqual( config['query']['timePartitioning'], { 'field': 'test_field', 'type': 'DAY', 'expirationMs': 1000 } ) mocked_rwc.side_effect = run_with_config bq_hook = hook.BigQueryBaseCursor(mock.Mock(), project_id) bq_hook.run_query( sql='select 1', destination_dataset_table='my_dataset.my_table', time_partitioning={'type': 'DAY', 'field': 'test_field', 'expirationMs': 1000} ) mocked_rwc.assert_called_once() def test_dollar_makes_partition(self): tp_out = _cleanse_time_partitioning('test.teast$20170101', {}) expect = { 'type': 'DAY' } self.assertEqual(tp_out, expect) def test_extra_time_partitioning_options(self): tp_out = _cleanse_time_partitioning( 'test.teast', {'type': 'DAY', 'field': 'test_field', 'expirationMs': 1000} ) expect = { 'type': 'DAY', 'field': 'test_field', 'expirationMs': 1000 } self.assertEqual(tp_out, expect) class TestClusteringInRunJob(unittest.TestCase): @mock.patch.object(hook.BigQueryBaseCursor, 'run_with_configuration') def test_run_load_default(self, mocked_rwc): project_id = 12345 def run_with_config(config): self.assertIsNone(config['load'].get('clustering')) mocked_rwc.side_effect = run_with_config bq_hook = hook.BigQueryBaseCursor(mock.Mock(), project_id) bq_hook.run_load( destination_project_dataset_table='my_dataset.my_table', schema_fields=[], source_uris=[], ) mocked_rwc.assert_called_once() @mock.patch.object(hook.BigQueryBaseCursor, 'run_with_configuration') def test_run_load_with_arg(self, mocked_rwc): project_id = 12345 def run_with_config(config): self.assertEqual( config['load']['clustering'], { 'fields': ['field1', 'field2'] } ) mocked_rwc.side_effect = run_with_config bq_hook = hook.BigQueryBaseCursor(mock.Mock(), project_id) bq_hook.run_load( destination_project_dataset_table='my_dataset.my_table', schema_fields=[], source_uris=[], cluster_fields=['field1', 'field2'], time_partitioning={'type': 'DAY'} ) mocked_rwc.assert_called_once() @mock.patch.object(hook.BigQueryBaseCursor, 'run_with_configuration') def test_run_query_default(self, mocked_rwc): project_id = 12345 def run_with_config(config): self.assertIsNone(config['query'].get('clustering')) mocked_rwc.side_effect = run_with_config bq_hook = hook.BigQueryBaseCursor(mock.Mock(), project_id) bq_hook.run_query(sql='select 1') mocked_rwc.assert_called_once() @mock.patch.object(hook.BigQueryBaseCursor, 'run_with_configuration') def test_run_query_with_arg(self, mocked_rwc): project_id = 12345 def run_with_config(config): self.assertEqual( config['query']['clustering'], { 'fields': ['field1', 'field2'] } ) mocked_rwc.side_effect = run_with_config bq_hook = hook.BigQueryBaseCursor(mock.Mock(), project_id) bq_hook.run_query( sql='select 1', destination_dataset_table='my_dataset.my_table', cluster_fields=['field1', 'field2'], time_partitioning={'type': 'DAY'} ) mocked_rwc.assert_called_once() class TestBigQueryHookLegacySql(unittest.TestCase): """Ensure `use_legacy_sql` param in `BigQueryHook` propagates properly.""" @mock.patch.object(hook.BigQueryBaseCursor, 'run_with_configuration') def test_hook_uses_legacy_sql_by_default(self, run_with_config): with mock.patch.object(hook.BigQueryHook, 'get_service'): bq_hook = hook.BigQueryHook() bq_hook.get_first('query') args, kwargs = run_with_config.call_args self.assertIs(args[0]['query']['useLegacySql'], True) @mock.patch.object(hook.BigQueryBaseCursor, 'run_with_configuration') def test_legacy_sql_override_propagates_properly(self, run_with_config): with mock.patch.object(hook.BigQueryHook, 'get_service'): bq_hook = hook.BigQueryHook(use_legacy_sql=False) bq_hook.get_first('query') args, kwargs = run_with_config.call_args self.assertIs(args[0]['query']['useLegacySql'], False) class TestBigQueryHookLocation(unittest.TestCase): @mock.patch.object(hook.BigQueryBaseCursor, 'run_with_configuration') def test_location_propagates_properly(self, run_with_config): with mock.patch.object(hook.BigQueryHook, 'get_service'): bq_hook = hook.BigQueryHook(location=None) self.assertIsNone(bq_hook.location) bq_cursor = hook.BigQueryBaseCursor(mock.Mock(), 'test-project', location=None) self.assertIsNone(bq_cursor.location) bq_cursor.run_query(sql='select 1', location='US') run_with_config.assert_called_once() self.assertEqual(bq_cursor.location, 'US') class TestBigQueryHookRunWithConfiguration(unittest.TestCase): def test_run_with_configuration_location(self): project_id = 'bq-project' running_job_id = 'job_vjdi28vskdui2onru23' location = 'asia-east1' mock_service = mock.Mock() method = (mock_service.jobs.return_value.get) mock_service.jobs.return_value.insert.return_value.execute.return_value = { 'jobReference': { 'jobId': running_job_id, 'location': location } } mock_service.jobs.return_value.get.return_value.execute.return_value = { 'status': { 'state': 'DONE' } } cursor = hook.BigQueryBaseCursor(mock_service, project_id) cursor.running_job_id = running_job_id cursor.run_with_configuration({}) method.assert_called_once_with( projectId=project_id, jobId=running_job_id, location=location ) if __name__ == '__main__': unittest.main()
apache-2.0
thientu/scikit-learn
examples/svm/plot_custom_kernel.py
171
1546
""" ====================== SVM with custom kernel ====================== Simple usage of Support Vector Machines to classify a sample. It will plot the decision surface and the support vectors. """ print(__doc__) import numpy as np import matplotlib.pyplot as plt from sklearn import svm, datasets # import some data to play with iris = datasets.load_iris() X = iris.data[:, :2] # we only take the first two features. We could # avoid this ugly slicing by using a two-dim dataset Y = iris.target def my_kernel(X, Y): """ We create a custom kernel: (2 0) k(X, Y) = X ( ) Y.T (0 1) """ M = np.array([[2, 0], [0, 1.0]]) return np.dot(np.dot(X, M), Y.T) h = .02 # step size in the mesh # we create an instance of SVM and fit out data. clf = svm.SVC(kernel=my_kernel) clf.fit(X, Y) # Plot the decision boundary. For that, we will assign a color to each # point in the mesh [x_min, m_max]x[y_min, y_max]. x_min, x_max = X[:, 0].min() - 1, X[:, 0].max() + 1 y_min, y_max = X[:, 1].min() - 1, X[:, 1].max() + 1 xx, yy = np.meshgrid(np.arange(x_min, x_max, h), np.arange(y_min, y_max, h)) Z = clf.predict(np.c_[xx.ravel(), yy.ravel()]) # Put the result into a color plot Z = Z.reshape(xx.shape) plt.pcolormesh(xx, yy, Z, cmap=plt.cm.Paired) # Plot also the training points plt.scatter(X[:, 0], X[:, 1], c=Y, cmap=plt.cm.Paired) plt.title('3-Class classification using Support Vector Machine with custom' ' kernel') plt.axis('tight') plt.show()
bsd-3-clause
LuciaWyn/csvFlaskPython
data.py
1
7348
from flask import Flask, render_template, request from flask import jsonify import pandas as pd from IPython.display import HTML app = Flask(__name__) @app.route('/') def index(): #return "hello" df = pd.read_csv('MobilePhoneMasts.csv') df = df.dropna(how='all') #df = df.groupby(by=['Name'])['Address1'].sum().to_frame() # df=df = df.drop(['Unnamed: 11'],axis=1) #df = df['Name'] #df= "<<p>>dfd<</p>>" name = df['Name'] ad1 = df['Address1'] dfh = df.to_json(orient='records') l = len(df.index) ll = l-1 #dfh = df.to_html() #df = df.values #dfh = df.to_json() #return render_template('index.html', lock=dfh) #return render_template('index.html', tables=df) return render_template('index1.html', jd=dfh, ct=ll, p="Home") #return dfn @app.route('/rent') def rent(): df = pd.read_csv('MobilePhoneMasts.csv') df = df.dropna(how='all') dfl = df['Rent'].sum(); dfl = "£"+str(dfl) #return df.to_html() return render_template('index2.html', t=dfl, p="Total Rent") @app.route('/lease') def lease(): df = pd.read_csv('MobilePhoneMasts.csv') df = df.dropna(how='all') #df = df.drop(['Unnamed: 11'],axis=1) df= df.sort_values('Rent', axis=0, ascending=False) #return df.to_html() l = len(df.index) ll = l-1 dfh = df.to_json(orient='records') return render_template('index1.html', jd=dfh, ct=ll, p="Leases in Ascending Order") @app.route('/top5') def top5(): df = pd.read_csv('MobilePhoneMasts.csv') df = df.dropna(how='all') #df = df.drop(['Unnamed: 11'],axis=1) df = df.head() #df= df.sort_values('Rent', axis=0, ascending=False) #return df.to_html() l = len(df.index) ll = l-1 dfh = df.to_json(orient='records') return render_template('index3.html', jd=dfh, ct = ll, p="Top 5 results") @app.route('/top5/asc') def top5asc(): df = pd.read_csv('MobilePhoneMasts.csv') df = df.dropna(how='all') #df = df.drop(['Unnamed: 11'],axis=1) df = df.head() df= df.sort_values('Rent', axis=0, ascending=False) #return df.to_html() l = len(df.index) ll = l-1 dfh = df.to_json(orient='records') return render_template('index3.html', jd=dfh, ct = ll, p="Top 5 results in Ascending order by Rent") @app.route('/top5/dec') def top5dec(): df = pd.read_csv('MobilePhoneMasts.csv') df = df.dropna(how='all') df = df.head() df= df.sort_values('Rent', axis=0, ascending=True) l = len(df.index) ll = l-1 dfh = df.to_json(orient='records') return render_template('index3.html', jd=dfh, ct = ll, p="Top 5 results in Ascending order by Rent") @app.route('/tenants') def tenants(): #l = "<p>Tenants List</p>" #l = l+"<a href=""/tenants/ASL"">Arqiva Services ltd</a>" return render_template('tennants1.html') @app.route('/tenants/ASL') def asl(): df = pd.read_csv('MobilePhoneMasts.csv') df = df.dropna(how='all') df = df.loc[df['Tenant'] == 'Arqiva Services ltd'] l = len(df.index) ll = l-1 dfh = df.to_json(orient='records') return render_template('tennants.html', jd=dfh, ct=ll, cct=l, p="Arqiva Services ltd") @app.route('/tenants/Vodafone') def vl(): df = pd.read_csv('MobilePhoneMasts.csv') df = df.dropna(how='all') df = df.loc[df['Tenant'] == 'Vodafone Ltd'] l = len(df.index) ll = l-1 dfh = df.to_json(orient='records') return render_template('tennants.html', jd=dfh, ct=ll, cct=l, p="Vodafone Ltd") @app.route('/tenants/O2') def ol(): df = pd.read_csv('MobilePhoneMasts.csv') df = df.dropna(how='all') df = df.loc[df['Tenant'] == 'O2 (UK) Ltd'] l = len(df.index) ll = l-1 dfh = df.to_json(orient='records') return render_template('tennants.html', jd=dfh, ct=ll, cct=l, p="O2 (UK) Ltd") @app.route('/tenants/EEL') def eel(): df = pd.read_csv('MobilePhoneMasts.csv') df = df.dropna(how='all') df = df[df['Tenant'].str.contains('Everything Everywhere Ltd')] l = len(df.index) ll = l-1 dfh = df.to_json(orient='records') return render_template('tennants.html', jd=dfh, ct=ll, cct=l, p="Everything Everywhere Ltd") @app.route('/tenants/Hutchinson') def hutch(): df = pd.read_csv('MobilePhoneMasts.csv') df = df.dropna(how='all') df = df[df['Tenant'].str.contains('Hutchinson')] l = len(df.index) ll = l-1 dfh = df.to_json(orient='records') return render_template('tennants.html', jd=dfh, ct=ll, cct=l, p="Hutchinson") @app.route('/tenants/CTI') def cti(): df = pd.read_csv('MobilePhoneMasts.csv') df = df.dropna(how='all') df = df.loc[df['Tenant'] == 'Cornerstone Telecommunications Infrastructure'] l = len(df.index) ll = l-1 dfh = df.to_json(orient='records') return render_template('tennants.html', jd=dfh, ct=ll, cct=l, p="Cornerstone Telecommunications Infrastructure") @app.route('/times') def times(): df1 = pd.read_csv('MobilePhoneMasts.csv') df1 = df1.dropna(how='all') #df1['Start'] = df1['LeaseStart'].dt.strftime('%d/%m/%Y') df1['Start'] = pd.to_datetime(df1.LeaseStart) df1['End'] = pd.to_datetime(df1.LeaseEnd) ts = pd.to_datetime('31/05/1999') td = pd.to_datetime('31/08/2007') #df1['Start'] = pd.to_datetime(df1['Start']) df2 = df1.loc[(df1.Start >= ts) & (df1.Start <= td)] df2['Start'] = df2['Start'].dt.strftime('%d/%m/%Y') df2['End'] = df2['End'].dt.strftime('%d/%m/%Y') df2 = df2.drop(['LeaseStart'],axis=1) df2 = df2.drop(['LeaseEnd'],axis=1) l = len(df2.index) ll = l-1 dfh = df2.to_json(orient='records') return render_template('index1.html', jd=dfh, ct=ll, p="From 1/06/99 to 31/08/07") @app.route('/add') def add(): return render_template('form.html') @app.route('/added', methods=['POST']) def added(): name = request.form['name'] ad1 = request.form['adr1'] ad2 = request.form['adr2'] ad3 = request.form['adr3'] ad4 = request.form['adr4'] sdd = request.form['sd'] u = request.form['unit'] t = request.form['tenant'] y = request.form['year'] r = request.form['rent'] r = str(r) ssdd = str(sdd) if(ad1 is None): ad1 = '' if(ad2 is None): ad2 = '' if(ad3 is None): ad3 = '' if(ad4 is None): ad4 = '' if (len(sdd)==1): ssdd="0"+ssdd sdy = request.form['sy'] ssdy = str(sdy) if(len(ssdy)!=2): ssdy = (ssdy[-2:]) sdate = ssdd+"-"+request.form['sm']+"-"+ssdy edd = request.form['ed'] eedd = str(edd) if (len(eedd)==1): eedd="0"+eedd edy = request.form['ey'] eedy = str(edy) if(len(eedy)!=2): eedy = (eedy[-2:]) edate = eedd+"-"+request.form['em']+"-"+eedy import csv with open('MobilePhoneMasts.csv', 'a') as newFile: newFileWriter = csv.writer(newFile) newFileWriter.writerow([name, ad1, ad2, ad3,ad4, u, t, sdate, edate, y, r]) return render_template('index2.html', t="<p>Data sucessfully added</p>", p="Added") if __name__ == '__main__': app.run()
gpl-3.0