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ElDeveloper/scikit-learn
sklearn/neighbors/tests/test_kd_tree.py
159
7852
import numpy as np from numpy.testing import assert_array_almost_equal from sklearn.neighbors.kd_tree import (KDTree, NeighborsHeap, simultaneous_sort, kernel_norm, nodeheap_sort, DTYPE, ITYPE) from sklearn.neighbors.dist_metrics import DistanceMetric from sklearn.utils.testing import SkipTest, assert_allclose V = np.random.random((3, 3)) V = np.dot(V, V.T) DIMENSION = 3 METRICS = {'euclidean': {}, 'manhattan': {}, 'chebyshev': {}, 'minkowski': dict(p=3)} def brute_force_neighbors(X, Y, k, metric, **kwargs): D = DistanceMetric.get_metric(metric, **kwargs).pairwise(Y, X) ind = np.argsort(D, axis=1)[:, :k] dist = D[np.arange(Y.shape[0])[:, None], ind] return dist, ind def test_kd_tree_query(): np.random.seed(0) X = np.random.random((40, DIMENSION)) Y = np.random.random((10, DIMENSION)) def check_neighbors(dualtree, breadth_first, k, metric, kwargs): kdt = KDTree(X, leaf_size=1, metric=metric, **kwargs) dist1, ind1 = kdt.query(Y, k, dualtree=dualtree, breadth_first=breadth_first) dist2, ind2 = brute_force_neighbors(X, Y, k, metric, **kwargs) # don't check indices here: if there are any duplicate distances, # the indices may not match. Distances should not have this problem. assert_array_almost_equal(dist1, dist2) for (metric, kwargs) in METRICS.items(): for k in (1, 3, 5): for dualtree in (True, False): for breadth_first in (True, False): yield (check_neighbors, dualtree, breadth_first, k, metric, kwargs) def test_kd_tree_query_radius(n_samples=100, n_features=10): np.random.seed(0) X = 2 * np.random.random(size=(n_samples, n_features)) - 1 query_pt = np.zeros(n_features, dtype=float) eps = 1E-15 # roundoff error can cause test to fail kdt = KDTree(X, leaf_size=5) rad = np.sqrt(((X - query_pt) ** 2).sum(1)) for r in np.linspace(rad[0], rad[-1], 100): ind = kdt.query_radius([query_pt], r + eps)[0] i = np.where(rad <= r + eps)[0] ind.sort() i.sort() assert_array_almost_equal(i, ind) def test_kd_tree_query_radius_distance(n_samples=100, n_features=10): np.random.seed(0) X = 2 * np.random.random(size=(n_samples, n_features)) - 1 query_pt = np.zeros(n_features, dtype=float) eps = 1E-15 # roundoff error can cause test to fail kdt = KDTree(X, leaf_size=5) rad = np.sqrt(((X - query_pt) ** 2).sum(1)) for r in np.linspace(rad[0], rad[-1], 100): ind, dist = kdt.query_radius([query_pt], r + eps, return_distance=True) ind = ind[0] dist = dist[0] d = np.sqrt(((query_pt - X[ind]) ** 2).sum(1)) assert_array_almost_equal(d, dist) def compute_kernel_slow(Y, X, kernel, h): d = np.sqrt(((Y[:, None, :] - X) ** 2).sum(-1)) norm = kernel_norm(h, X.shape[1], kernel) if kernel == 'gaussian': return norm * np.exp(-0.5 * (d * d) / (h * h)).sum(-1) elif kernel == 'tophat': return norm * (d < h).sum(-1) elif kernel == 'epanechnikov': return norm * ((1.0 - (d * d) / (h * h)) * (d < h)).sum(-1) elif kernel == 'exponential': return norm * (np.exp(-d / h)).sum(-1) elif kernel == 'linear': return norm * ((1 - d / h) * (d < h)).sum(-1) elif kernel == 'cosine': return norm * (np.cos(0.5 * np.pi * d / h) * (d < h)).sum(-1) else: raise ValueError('kernel not recognized') def test_kd_tree_kde(n_samples=100, n_features=3): np.random.seed(0) X = np.random.random((n_samples, n_features)) Y = np.random.random((n_samples, n_features)) kdt = KDTree(X, leaf_size=10) for kernel in ['gaussian', 'tophat', 'epanechnikov', 'exponential', 'linear', 'cosine']: for h in [0.01, 0.1, 1]: dens_true = compute_kernel_slow(Y, X, kernel, h) def check_results(kernel, h, atol, rtol, breadth_first): dens = kdt.kernel_density(Y, h, atol=atol, rtol=rtol, kernel=kernel, breadth_first=breadth_first) assert_allclose(dens, dens_true, atol=atol, rtol=max(rtol, 1e-7)) for rtol in [0, 1E-5]: for atol in [1E-6, 1E-2]: for breadth_first in (True, False): yield (check_results, kernel, h, atol, rtol, breadth_first) def test_gaussian_kde(n_samples=1000): # Compare gaussian KDE results to scipy.stats.gaussian_kde from scipy.stats import gaussian_kde np.random.seed(0) x_in = np.random.normal(0, 1, n_samples) x_out = np.linspace(-5, 5, 30) for h in [0.01, 0.1, 1]: kdt = KDTree(x_in[:, None]) try: gkde = gaussian_kde(x_in, bw_method=h / np.std(x_in)) except TypeError: raise SkipTest("Old scipy, does not accept explicit bandwidth.") dens_kdt = kdt.kernel_density(x_out[:, None], h) / n_samples dens_gkde = gkde.evaluate(x_out) assert_array_almost_equal(dens_kdt, dens_gkde, decimal=3) def test_kd_tree_two_point(n_samples=100, n_features=3): np.random.seed(0) X = np.random.random((n_samples, n_features)) Y = np.random.random((n_samples, n_features)) r = np.linspace(0, 1, 10) kdt = KDTree(X, leaf_size=10) D = DistanceMetric.get_metric("euclidean").pairwise(Y, X) counts_true = [(D <= ri).sum() for ri in r] def check_two_point(r, dualtree): counts = kdt.two_point_correlation(Y, r=r, dualtree=dualtree) assert_array_almost_equal(counts, counts_true) for dualtree in (True, False): yield check_two_point, r, dualtree def test_kd_tree_pickle(): import pickle np.random.seed(0) X = np.random.random((10, 3)) kdt1 = KDTree(X, leaf_size=1) ind1, dist1 = kdt1.query(X) def check_pickle_protocol(protocol): s = pickle.dumps(kdt1, protocol=protocol) kdt2 = pickle.loads(s) ind2, dist2 = kdt2.query(X) assert_array_almost_equal(ind1, ind2) assert_array_almost_equal(dist1, dist2) for protocol in (0, 1, 2): yield check_pickle_protocol, protocol def test_neighbors_heap(n_pts=5, n_nbrs=10): heap = NeighborsHeap(n_pts, n_nbrs) for row in range(n_pts): d_in = np.random.random(2 * n_nbrs).astype(DTYPE) i_in = np.arange(2 * n_nbrs, dtype=ITYPE) for d, i in zip(d_in, i_in): heap.push(row, d, i) ind = np.argsort(d_in) d_in = d_in[ind] i_in = i_in[ind] d_heap, i_heap = heap.get_arrays(sort=True) assert_array_almost_equal(d_in[:n_nbrs], d_heap[row]) assert_array_almost_equal(i_in[:n_nbrs], i_heap[row]) def test_node_heap(n_nodes=50): vals = np.random.random(n_nodes).astype(DTYPE) i1 = np.argsort(vals) vals2, i2 = nodeheap_sort(vals) assert_array_almost_equal(i1, i2) assert_array_almost_equal(vals[i1], vals2) def test_simultaneous_sort(n_rows=10, n_pts=201): dist = np.random.random((n_rows, n_pts)).astype(DTYPE) ind = (np.arange(n_pts) + np.zeros((n_rows, 1))).astype(ITYPE) dist2 = dist.copy() ind2 = ind.copy() # simultaneous sort rows using function simultaneous_sort(dist, ind) # simultaneous sort rows using numpy i = np.argsort(dist2, axis=1) row_ind = np.arange(n_rows)[:, None] dist2 = dist2[row_ind, i] ind2 = ind2[row_ind, i] assert_array_almost_equal(dist, dist2) assert_array_almost_equal(ind, ind2)
bsd-3-clause
henrykironde/scikit-learn
examples/cluster/plot_digits_linkage.py
369
2959
""" ============================================================================= Various Agglomerative Clustering on a 2D embedding of digits ============================================================================= An illustration of various linkage option for agglomerative clustering on a 2D embedding of the digits dataset. The goal of this example is to show intuitively how the metrics behave, and not to find good clusters for the digits. This is why the example works on a 2D embedding. What this example shows us is the behavior "rich getting richer" of agglomerative clustering that tends to create uneven cluster sizes. This behavior is especially pronounced for the average linkage strategy, that ends up with a couple of singleton clusters. """ # Authors: Gael Varoquaux # License: BSD 3 clause (C) INRIA 2014 print(__doc__) from time import time import numpy as np from scipy import ndimage from matplotlib import pyplot as plt from sklearn import manifold, datasets digits = datasets.load_digits(n_class=10) X = digits.data y = digits.target n_samples, n_features = X.shape np.random.seed(0) def nudge_images(X, y): # Having a larger dataset shows more clearly the behavior of the # methods, but we multiply the size of the dataset only by 2, as the # cost of the hierarchical clustering methods are strongly # super-linear in n_samples shift = lambda x: ndimage.shift(x.reshape((8, 8)), .3 * np.random.normal(size=2), mode='constant', ).ravel() X = np.concatenate([X, np.apply_along_axis(shift, 1, X)]) Y = np.concatenate([y, y], axis=0) return X, Y X, y = nudge_images(X, y) #---------------------------------------------------------------------- # Visualize the clustering def plot_clustering(X_red, X, labels, title=None): x_min, x_max = np.min(X_red, axis=0), np.max(X_red, axis=0) X_red = (X_red - x_min) / (x_max - x_min) plt.figure(figsize=(6, 4)) for i in range(X_red.shape[0]): plt.text(X_red[i, 0], X_red[i, 1], str(y[i]), color=plt.cm.spectral(labels[i] / 10.), fontdict={'weight': 'bold', 'size': 9}) plt.xticks([]) plt.yticks([]) if title is not None: plt.title(title, size=17) plt.axis('off') plt.tight_layout() #---------------------------------------------------------------------- # 2D embedding of the digits dataset print("Computing embedding") X_red = manifold.SpectralEmbedding(n_components=2).fit_transform(X) print("Done.") from sklearn.cluster import AgglomerativeClustering for linkage in ('ward', 'average', 'complete'): clustering = AgglomerativeClustering(linkage=linkage, n_clusters=10) t0 = time() clustering.fit(X_red) print("%s : %.2fs" % (linkage, time() - t0)) plot_clustering(X_red, X, clustering.labels_, "%s linkage" % linkage) plt.show()
bsd-3-clause
PyPSA/PyPSA
pypsa/contingency.py
1
13452
## Copyright 2016-2017 Tom Brown (FIAS) ## 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/>. """Functionality for contingency analysis, such as branch outages. """ __author__ = "Tom Brown (FIAS), Fabian Neumann (KIT)" __copyright__ = "Copyright 2016-2017 Tom Brown (FIAS), 2020 Fabian Neumann (KIT), GNU GPL 3" from scipy.sparse import issparse, csr_matrix, csc_matrix, hstack as shstack from numpy import r_, ones, zeros import logging logger = logging.getLogger(__name__) import numpy as np import pandas as pd from collections.abc import Iterable from .descriptors import get_extendable_i, get_non_extendable_i from .pf import calculate_PTDF, _as_snapshots from .opt import l_constraint from .linopt import set_conref, write_constraint, get_var, linexpr def calculate_BODF(sub_network, skip_pre=False): """ Calculate the Branch Outage Distribution Factor (BODF) for sub_network. Sets sub_network.BODF as a (dense) numpy array. The BODF is a num_branch x num_branch 2d array. For the outage of branch l, the new flow on branch k is given in terms of the flow before the outage f_k^after = f_k^before + BODF_{kl} f_l^before Note that BODF_{ll} = -1. Parameters ---------- sub_network : pypsa.SubNetwork skip_pre : bool, default False Skip the preliminary step of computing the PTDF. Examples -------- >>> sub_network.caculate_BODF() """ if not skip_pre: calculate_PTDF(sub_network) num_branches = sub_network.PTDF.shape[0] #build LxL version of PTDF branch_PTDF = sub_network.PTDF*sub_network.K denominator = csr_matrix((1/(1-np.diag(branch_PTDF)),(r_[:num_branches],r_[:num_branches]))) sub_network.BODF = branch_PTDF*denominator #make sure the flow on the branch itself is zero np.fill_diagonal(sub_network.BODF,-1) def network_lpf_contingency(network, snapshots=None, branch_outages=None): """ Computes linear power flow for a selection of branch outages. Parameters ---------- snapshots : list-like|single snapshot A subset or an elements of network.snapshots on which to run the power flow, defaults to network.snapshots NB: currently this only works for a single snapshot branch_outages : list-like A list of passive branches which are to be tested for outages. If None, it's take as all network.passive_branches_i() Returns ------- p0 : pandas.DataFrame num_passive_branch x num_branch_outages DataFrame of new power flows Examples -------- >>> network.lpf_contingency(snapshot, branch_outages) """ if snapshots is None: snapshots = network.snapshots if isinstance(snapshots, Iterable): logger.warning("Apologies LPF contingency, this only works for single snapshots at the moment, taking the first snapshot.") snapshot = snapshots[0] else: snapshot = snapshots network.lpf(snapshot) # Store the flows from the base case passive_branches = network.passive_branches() if branch_outages is None: branch_outages = passive_branches.index p0_base = pd.concat({c: network.pnl(c).p0.loc[snapshot] for c in network.passive_branch_components}) p0 = p0_base.to_frame('base') for sn in network.sub_networks.obj: sn._branches = sn.branches() sn.calculate_BODF() for branch in branch_outages: if not isinstance(branch, tuple): logger.warning("No type given for {}, assuming it is a line".format(branch)) branch = ("Line",branch) sn = network.sub_networks.obj[passive_branches.sub_network[branch]] branch_i = sn._branches.index.get_loc(branch) p0_new = p0_base + pd.Series(sn.BODF[:,branch_i]*p0_base[branch],sn._branches.index) p0[branch] = p0_new return p0 def add_contingency_constraints(network,snapshots): passive_branches = network.passive_branches() branch_outages = network._branch_outages #prepare the sub networks by calculating BODF and preparing helper DataFrames for sn in network.sub_networks.obj: sn.calculate_BODF() sn._branches = sn.branches() sn._branches["_i"] = range(sn._branches.shape[0]) sn._extendable_branches = sn._branches[sn._branches.s_nom_extendable] sn._fixed_branches = sn._branches[~ sn._branches.s_nom_extendable] #a list of tuples with branch_outage and passive branches in same sub_network branch_outage_keys = [] flow_upper = {} flow_lower = {} for branch in branch_outages: if type(branch) is not tuple: logger.warning("No type given for {}, assuming it is a line".format(branch)) branch = ("Line",branch) sub = network.sub_networks.at[passive_branches.at[branch,"sub_network"],"obj"] branch_i = sub._branches.at[branch,"_i"] branch_outage_keys.extend([(branch[0],branch[1],b[0],b[1]) for b in sub._branches.index]) flow_upper.update({(branch[0],branch[1],b[0],b[1],sn) : [[(1,network.model.passive_branch_p[b[0],b[1],sn]),(sub.BODF[sub._branches.at[b,"_i"],branch_i],network.model.passive_branch_p[branch[0],branch[1],sn])],"<=",sub._fixed_branches.at[b,"s_nom"]] for b in sub._fixed_branches.index for sn in snapshots}) flow_upper.update({(branch[0],branch[1],b[0],b[1],sn) : [[(1,network.model.passive_branch_p[b[0],b[1],sn]),(sub.BODF[sub._branches.at[b,"_i"],branch_i],network.model.passive_branch_p[branch[0],branch[1],sn]),(-1,network.model.passive_branch_s_nom[b[0],b[1]])],"<=",0] for b in sub._extendable_branches.index for sn in snapshots}) flow_lower.update({(branch[0],branch[1],b[0],b[1],sn) : [[(1,network.model.passive_branch_p[b[0],b[1],sn]),(sub.BODF[sub._branches.at[b,"_i"],branch_i],network.model.passive_branch_p[branch[0],branch[1],sn])],">=",-sub._fixed_branches.at[b,"s_nom"]] for b in sub._fixed_branches.index for sn in snapshots}) flow_lower.update({(branch[0],branch[1],b[0],b[1],sn) : [[(1,network.model.passive_branch_p[b[0],b[1],sn]),(sub.BODF[sub._branches.at[b,"_i"],branch_i],network.model.passive_branch_p[branch[0],branch[1],sn]),(1,network.model.passive_branch_s_nom[b[0],b[1]])],">=",0] for b in sub._extendable_branches.index for sn in snapshots}) l_constraint(network.model,"contingency_flow_upper",flow_upper,branch_outage_keys,snapshots) l_constraint(network.model,"contingency_flow_lower",flow_lower,branch_outage_keys,snapshots) def add_contingency_constraints_lowmem(network, snapshots): n = network if not hasattr(n, "_branch_outages"): n._branch_outages = n.passive_branches().index branch_outages = [b if isinstance(b, tuple) else ("Line", b) for b in n._branch_outages ] comps = n.passive_branch_components & set(n.variables.index.levels[0]) if len(comps) == 0: return dispatch_vars = pd.concat({c: get_var(n, c, "s") for c in comps}, axis=1) invest_vars = pd.concat({ c: get_var(n, c, "s_nom") if not get_extendable_i(n, c).empty else pd.Series(dtype=float) for c in comps }) constraints = {} for sn in n.sub_networks.obj: sn.calculate_BODF() branches_i = sn.branches_i() branches = sn.branches() outages = branches_i.intersection(branch_outages) ext_i = branches.loc[branches.s_nom_extendable].index fix_i = branches.loc[~branches.s_nom_extendable].index p = dispatch_vars[branches_i] BODF = pd.DataFrame(sn.BODF, index=branches_i, columns=branches_i) lhs = {} rhs = {} for outage in outages: def contingency_flow(branch): if branch.name == outage: return linexpr((0, branch)) flow = linexpr((1, branch)) added_flow = linexpr((BODF.at[branch.name, outage], p[outage])) return flow + added_flow lhs_flow = p.apply(contingency_flow, axis=0) if len(fix_i): lhs_flow_fix = lhs_flow[fix_i] s_nom_fix = branches.loc[fix_i, "s_nom"] key = ("upper", "non_ext", outage) lhs[key] = lhs_flow_fix rhs[key] = s_nom_fix key = ("lower", "non_ext", outage) lhs[key] = lhs_flow_fix rhs[key] = - s_nom_fix if len(ext_i): lhs_flow_ext = lhs_flow[ext_i] s_nom_ext = invest_vars[ext_i] key = ("upper", "ext", outage) lhs[key] = lhs_flow_ext + linexpr((-1, s_nom_ext)) rhs[key] = 0 key = ("lower", "ext", outage) lhs[key] = lhs_flow_ext + linexpr((1, s_nom_ext)) rhs[key] = 0 for k in lhs.keys(): sense = "<=" if k[0] == "upper" else ">=" axes = (lhs[k].index, lhs[k].columns) con = write_constraint(n, lhs[k], sense, rhs[k], axes) if k not in constraints.keys(): constraints[k] = [] constraints[k].append(con) for (bound, spec, outage), constr in constraints.items(): constr = pd.concat(constr, axis=1) for c in comps: if c in constr.columns.levels[0]: constr_name = "_".join([bound, *outage]) set_conref(n, constr[c], c, f"mu_contingency_{constr_name}", spec=spec) def network_sclopf(network, snapshots=None, branch_outages=None, solver_name="glpk", pyomo=True, skip_pre=False, extra_functionality=None, solver_options={}, keep_files=False, formulation="kirchhoff", ptdf_tolerance=0.): """ Computes Security-Constrained Linear Optimal Power Flow (SCLOPF). This ensures that no branch is overloaded even given the branch outages. Parameters ---------- snapshots : list or index slice A list of snapshots to optimise, must be a subset of network.snapshots, defaults to network.snapshots branch_outages : list-like A list of passive branches which are to be tested for outages. If None, it's take as all network.passive_branches_i() solver_name : string Must be a solver name that pyomo recognises and that is installed, e.g. "glpk", "gurobi" pyomo : bool, default True Whether to use pyomo for building and solving the model, setting this to False saves a lot of memory and time. skip_pre : bool, default False Skip the preliminary steps of computing topology, calculating dependent values and finding bus controls. extra_functionality : callable function This function must take two arguments `extra_functionality(network,snapshots)` and is called after the model building is complete, but before it is sent to the solver. It allows the user to add/change constraints and add/change the objective function. solver_options : dictionary A dictionary with additional options that get passed to the solver. (e.g. {'threads':2} tells gurobi to use only 2 cpus) keep_files : bool, default False Keep the files that pyomo constructs from OPF problem construction, e.g. .lp file - useful for debugging formulation : string, default "kirchhoff" Formulation of the linear power flow equations to use; must be one of ["angles","cycles","kirchoff","ptdf"] ptdf_tolerance : float Returns ------- None Examples -------- >>> network.sclopf(network, branch_outages) """ if not skip_pre: network.determine_network_topology() snapshots = _as_snapshots(network, snapshots) passive_branches = network.passive_branches() if branch_outages is None: branch_outages = passive_branches.index # save to network for extra_functionality network._branch_outages = branch_outages def _extra_functionality(network, snapshots): if pyomo: add_contingency_constraints(network, snapshots) else: add_contingency_constraints_lowmem(network, snapshots) if extra_functionality is not None: extra_functionality(network, snapshots) pyomo_kwargs = {} if pyomo: pyomo_kwargs["ptdf_tolerance"] = ptdf_tolerance #need to skip preparation otherwise it recalculates the sub-networks network.lopf(snapshots=snapshots, solver_name=solver_name, pyomo=pyomo, skip_pre=True, extra_functionality=_extra_functionality, solver_options=solver_options, keep_files=keep_files, formulation=formulation, **pyomo_kwargs)
gpl-3.0
jakobworldpeace/scikit-learn
sklearn/preprocessing/tests/test_data.py
30
61609
# Authors: # # Giorgio Patrini # # License: BSD 3 clause import warnings import numpy as np import numpy.linalg as la from scipy import sparse from distutils.version import LooseVersion from sklearn.utils import gen_batches from sklearn.utils.testing import assert_almost_equal from sklearn.utils.testing import clean_warning_registry from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_array_equal from sklearn.utils.testing import assert_array_less from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_greater_equal from sklearn.utils.testing import assert_less_equal from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_raises_regex from sklearn.utils.testing import assert_true from sklearn.utils.testing import assert_false from sklearn.utils.testing import assert_warns_message from sklearn.utils.testing import assert_no_warnings from sklearn.utils.testing import assert_allclose from sklearn.utils.testing import skip_if_32bit from sklearn.utils.sparsefuncs import mean_variance_axis from sklearn.preprocessing.data import _transform_selected from sklearn.preprocessing.data import _handle_zeros_in_scale from sklearn.preprocessing.data import Binarizer from sklearn.preprocessing.data import KernelCenterer from sklearn.preprocessing.data import Normalizer from sklearn.preprocessing.data import normalize from sklearn.preprocessing.data import OneHotEncoder from sklearn.preprocessing.data import StandardScaler from sklearn.preprocessing.data import scale from sklearn.preprocessing.data import MinMaxScaler from sklearn.preprocessing.data import minmax_scale from sklearn.preprocessing.data import MaxAbsScaler from sklearn.preprocessing.data import maxabs_scale from sklearn.preprocessing.data import RobustScaler from sklearn.preprocessing.data import robust_scale from sklearn.preprocessing.data import add_dummy_feature from sklearn.preprocessing.data import PolynomialFeatures from sklearn.exceptions import DataConversionWarning from sklearn.pipeline import Pipeline from sklearn.model_selection import cross_val_predict from sklearn.svm import SVR from sklearn import datasets iris = datasets.load_iris() # Make some data to be used many times rng = np.random.RandomState(0) n_features = 30 n_samples = 1000 offsets = rng.uniform(-1, 1, size=n_features) scales = rng.uniform(1, 10, size=n_features) X_2d = rng.randn(n_samples, n_features) * scales + offsets X_1row = X_2d[0, :].reshape(1, n_features) X_1col = X_2d[:, 0].reshape(n_samples, 1) X_list_1row = X_1row.tolist() X_list_1col = X_1col.tolist() def toarray(a): if hasattr(a, "toarray"): a = a.toarray() return a def _check_dim_1axis(a): if isinstance(a, list): return np.array(a).shape[0] return a.shape[0] def assert_correct_incr(i, batch_start, batch_stop, n, chunk_size, n_samples_seen): if batch_stop != n: assert_equal((i + 1) * chunk_size, n_samples_seen) else: assert_equal(i * chunk_size + (batch_stop - batch_start), n_samples_seen) def test_polynomial_features(): # Test Polynomial Features X1 = np.arange(6)[:, np.newaxis] P1 = np.hstack([np.ones_like(X1), X1, X1 ** 2, X1 ** 3]) deg1 = 3 X2 = np.arange(6).reshape((3, 2)) x1 = X2[:, :1] x2 = X2[:, 1:] P2 = np.hstack([x1 ** 0 * x2 ** 0, x1 ** 1 * x2 ** 0, x1 ** 0 * x2 ** 1, x1 ** 2 * x2 ** 0, x1 ** 1 * x2 ** 1, x1 ** 0 * x2 ** 2]) deg2 = 2 for (deg, X, P) in [(deg1, X1, P1), (deg2, X2, P2)]: P_test = PolynomialFeatures(deg, include_bias=True).fit_transform(X) assert_array_almost_equal(P_test, P) P_test = PolynomialFeatures(deg, include_bias=False).fit_transform(X) assert_array_almost_equal(P_test, P[:, 1:]) interact = PolynomialFeatures(2, interaction_only=True, include_bias=True) X_poly = interact.fit_transform(X) assert_array_almost_equal(X_poly, P2[:, [0, 1, 2, 4]]) assert_equal(interact.powers_.shape, (interact.n_output_features_, interact.n_input_features_)) def test_polynomial_feature_names(): X = np.arange(30).reshape(10, 3) poly = PolynomialFeatures(degree=2, include_bias=True).fit(X) feature_names = poly.get_feature_names() assert_array_equal(['1', 'x0', 'x1', 'x2', 'x0^2', 'x0 x1', 'x0 x2', 'x1^2', 'x1 x2', 'x2^2'], feature_names) poly = PolynomialFeatures(degree=3, include_bias=False).fit(X) feature_names = poly.get_feature_names(["a", "b", "c"]) assert_array_equal(['a', 'b', 'c', 'a^2', 'a b', 'a c', 'b^2', 'b c', 'c^2', 'a^3', 'a^2 b', 'a^2 c', 'a b^2', 'a b c', 'a c^2', 'b^3', 'b^2 c', 'b c^2', 'c^3'], feature_names) # test some unicode poly = PolynomialFeatures(degree=1, include_bias=True).fit(X) feature_names = poly.get_feature_names([u"\u0001F40D", u"\u262E", u"\u05D0"]) assert_array_equal([u"1", u"\u0001F40D", u"\u262E", u"\u05D0"], feature_names) def test_standard_scaler_1d(): # Test scaling of dataset along single axis for X in [X_1row, X_1col, X_list_1row, X_list_1row]: scaler = StandardScaler() X_scaled = scaler.fit(X).transform(X, copy=True) if isinstance(X, list): X = np.array(X) # cast only after scaling done if _check_dim_1axis(X) == 1: assert_almost_equal(scaler.mean_, X.ravel()) assert_almost_equal(scaler.scale_, np.ones(n_features)) assert_array_almost_equal(X_scaled.mean(axis=0), np.zeros_like(n_features)) assert_array_almost_equal(X_scaled.std(axis=0), np.zeros_like(n_features)) else: assert_almost_equal(scaler.mean_, X.mean()) assert_almost_equal(scaler.scale_, X.std()) assert_array_almost_equal(X_scaled.mean(axis=0), np.zeros_like(n_features)) assert_array_almost_equal(X_scaled.mean(axis=0), .0) assert_array_almost_equal(X_scaled.std(axis=0), 1.) assert_equal(scaler.n_samples_seen_, X.shape[0]) # check inverse transform X_scaled_back = scaler.inverse_transform(X_scaled) assert_array_almost_equal(X_scaled_back, X) # Constant feature X = np.ones(5).reshape(5, 1) scaler = StandardScaler() X_scaled = scaler.fit(X).transform(X, copy=True) assert_almost_equal(scaler.mean_, 1.) assert_almost_equal(scaler.scale_, 1.) assert_array_almost_equal(X_scaled.mean(axis=0), .0) assert_array_almost_equal(X_scaled.std(axis=0), .0) assert_equal(scaler.n_samples_seen_, X.shape[0]) def test_scale_1d(): # 1-d inputs X_list = [1., 3., 5., 0.] X_arr = np.array(X_list) for X in [X_list, X_arr]: X_scaled = scale(X) assert_array_almost_equal(X_scaled.mean(), 0.0) assert_array_almost_equal(X_scaled.std(), 1.0) assert_array_equal(scale(X, with_mean=False, with_std=False), X) @skip_if_32bit def test_standard_scaler_numerical_stability(): # Test numerical stability of scaling # np.log(1e-5) is taken because of its floating point representation # was empirically found to cause numerical problems with np.mean & np.std. x = np.zeros(8, dtype=np.float64) + np.log(1e-5, dtype=np.float64) if LooseVersion(np.__version__) >= LooseVersion('1.9'): # This does not raise a warning as the number of samples is too low # to trigger the problem in recent numpy x_scaled = assert_no_warnings(scale, x) assert_array_almost_equal(scale(x), np.zeros(8)) else: w = "standard deviation of the data is probably very close to 0" x_scaled = assert_warns_message(UserWarning, w, scale, x) assert_array_almost_equal(x_scaled, np.zeros(8)) # with 2 more samples, the std computation run into numerical issues: x = np.zeros(10, dtype=np.float64) + np.log(1e-5, dtype=np.float64) w = "standard deviation of the data is probably very close to 0" x_scaled = assert_warns_message(UserWarning, w, scale, x) assert_array_almost_equal(x_scaled, np.zeros(10)) x = np.ones(10, dtype=np.float64) * 1e-100 x_small_scaled = assert_no_warnings(scale, x) assert_array_almost_equal(x_small_scaled, np.zeros(10)) # Large values can cause (often recoverable) numerical stability issues: x_big = np.ones(10, dtype=np.float64) * 1e100 w = "Dataset may contain too large values" x_big_scaled = assert_warns_message(UserWarning, w, scale, x_big) assert_array_almost_equal(x_big_scaled, np.zeros(10)) assert_array_almost_equal(x_big_scaled, x_small_scaled) x_big_centered = assert_warns_message(UserWarning, w, scale, x_big, with_std=False) assert_array_almost_equal(x_big_centered, np.zeros(10)) assert_array_almost_equal(x_big_centered, x_small_scaled) def test_scaler_2d_arrays(): # Test scaling of 2d array along first axis rng = np.random.RandomState(0) n_features = 5 n_samples = 4 X = rng.randn(n_samples, n_features) X[:, 0] = 0.0 # first feature is always of zero scaler = StandardScaler() X_scaled = scaler.fit(X).transform(X, copy=True) assert_false(np.any(np.isnan(X_scaled))) assert_equal(scaler.n_samples_seen_, n_samples) assert_array_almost_equal(X_scaled.mean(axis=0), n_features * [0.0]) assert_array_almost_equal(X_scaled.std(axis=0), [0., 1., 1., 1., 1.]) # Check that X has been copied assert_true(X_scaled is not X) # check inverse transform X_scaled_back = scaler.inverse_transform(X_scaled) assert_true(X_scaled_back is not X) assert_true(X_scaled_back is not X_scaled) assert_array_almost_equal(X_scaled_back, X) X_scaled = scale(X, axis=1, with_std=False) assert_false(np.any(np.isnan(X_scaled))) assert_array_almost_equal(X_scaled.mean(axis=1), n_samples * [0.0]) X_scaled = scale(X, axis=1, with_std=True) assert_false(np.any(np.isnan(X_scaled))) assert_array_almost_equal(X_scaled.mean(axis=1), n_samples * [0.0]) assert_array_almost_equal(X_scaled.std(axis=1), n_samples * [1.0]) # Check that the data hasn't been modified assert_true(X_scaled is not X) X_scaled = scaler.fit(X).transform(X, copy=False) assert_false(np.any(np.isnan(X_scaled))) assert_array_almost_equal(X_scaled.mean(axis=0), n_features * [0.0]) assert_array_almost_equal(X_scaled.std(axis=0), [0., 1., 1., 1., 1.]) # Check that X has not been copied assert_true(X_scaled is X) X = rng.randn(4, 5) X[:, 0] = 1.0 # first feature is a constant, non zero feature scaler = StandardScaler() X_scaled = scaler.fit(X).transform(X, copy=True) assert_false(np.any(np.isnan(X_scaled))) assert_array_almost_equal(X_scaled.mean(axis=0), n_features * [0.0]) assert_array_almost_equal(X_scaled.std(axis=0), [0., 1., 1., 1., 1.]) # Check that X has not been copied assert_true(X_scaled is not X) def test_handle_zeros_in_scale(): s1 = np.array([0, 1, 2, 3]) s2 = _handle_zeros_in_scale(s1, copy=True) assert_false(s1[0] == s2[0]) assert_array_equal(s1, np.array([0, 1, 2, 3])) assert_array_equal(s2, np.array([1, 1, 2, 3])) def test_minmax_scaler_partial_fit(): # Test if partial_fit run over many batches of size 1 and 50 # gives the same results as fit X = X_2d n = X.shape[0] for chunk_size in [1, 2, 50, n, n + 42]: # Test mean at the end of the process scaler_batch = MinMaxScaler().fit(X) scaler_incr = MinMaxScaler() for batch in gen_batches(n_samples, chunk_size): scaler_incr = scaler_incr.partial_fit(X[batch]) assert_array_almost_equal(scaler_batch.data_min_, scaler_incr.data_min_) assert_array_almost_equal(scaler_batch.data_max_, scaler_incr.data_max_) assert_equal(scaler_batch.n_samples_seen_, scaler_incr.n_samples_seen_) assert_array_almost_equal(scaler_batch.data_range_, scaler_incr.data_range_) assert_array_almost_equal(scaler_batch.scale_, scaler_incr.scale_) assert_array_almost_equal(scaler_batch.min_, scaler_incr.min_) # Test std after 1 step batch0 = slice(0, chunk_size) scaler_batch = MinMaxScaler().fit(X[batch0]) scaler_incr = MinMaxScaler().partial_fit(X[batch0]) assert_array_almost_equal(scaler_batch.data_min_, scaler_incr.data_min_) assert_array_almost_equal(scaler_batch.data_max_, scaler_incr.data_max_) assert_equal(scaler_batch.n_samples_seen_, scaler_incr.n_samples_seen_) assert_array_almost_equal(scaler_batch.data_range_, scaler_incr.data_range_) assert_array_almost_equal(scaler_batch.scale_, scaler_incr.scale_) assert_array_almost_equal(scaler_batch.min_, scaler_incr.min_) # Test std until the end of partial fits, and scaler_batch = MinMaxScaler().fit(X) scaler_incr = MinMaxScaler() # Clean estimator for i, batch in enumerate(gen_batches(n_samples, chunk_size)): scaler_incr = scaler_incr.partial_fit(X[batch]) assert_correct_incr(i, batch_start=batch.start, batch_stop=batch.stop, n=n, chunk_size=chunk_size, n_samples_seen=scaler_incr.n_samples_seen_) def test_standard_scaler_partial_fit(): # Test if partial_fit run over many batches of size 1 and 50 # gives the same results as fit X = X_2d n = X.shape[0] for chunk_size in [1, 2, 50, n, n + 42]: # Test mean at the end of the process scaler_batch = StandardScaler(with_std=False).fit(X) scaler_incr = StandardScaler(with_std=False) for batch in gen_batches(n_samples, chunk_size): scaler_incr = scaler_incr.partial_fit(X[batch]) assert_array_almost_equal(scaler_batch.mean_, scaler_incr.mean_) assert_equal(scaler_batch.var_, scaler_incr.var_) # Nones assert_equal(scaler_batch.n_samples_seen_, scaler_incr.n_samples_seen_) # Test std after 1 step batch0 = slice(0, chunk_size) scaler_incr = StandardScaler().partial_fit(X[batch0]) if chunk_size == 1: assert_array_almost_equal(np.zeros(n_features, dtype=np.float64), scaler_incr.var_) assert_array_almost_equal(np.ones(n_features, dtype=np.float64), scaler_incr.scale_) else: assert_array_almost_equal(np.var(X[batch0], axis=0), scaler_incr.var_) assert_array_almost_equal(np.std(X[batch0], axis=0), scaler_incr.scale_) # no constants # Test std until the end of partial fits, and scaler_batch = StandardScaler().fit(X) scaler_incr = StandardScaler() # Clean estimator for i, batch in enumerate(gen_batches(n_samples, chunk_size)): scaler_incr = scaler_incr.partial_fit(X[batch]) assert_correct_incr(i, batch_start=batch.start, batch_stop=batch.stop, n=n, chunk_size=chunk_size, n_samples_seen=scaler_incr.n_samples_seen_) assert_array_almost_equal(scaler_batch.var_, scaler_incr.var_) assert_equal(scaler_batch.n_samples_seen_, scaler_incr.n_samples_seen_) def test_standard_scaler_partial_fit_numerical_stability(): # Test if the incremental computation introduces significative errors # for large datasets with values of large magniture rng = np.random.RandomState(0) n_features = 2 n_samples = 100 offsets = rng.uniform(-1e15, 1e15, size=n_features) scales = rng.uniform(1e3, 1e6, size=n_features) X = rng.randn(n_samples, n_features) * scales + offsets scaler_batch = StandardScaler().fit(X) scaler_incr = StandardScaler() for chunk in X: scaler_incr = scaler_incr.partial_fit(chunk.reshape(1, n_features)) # Regardless of abs values, they must not be more diff 6 significant digits tol = 10 ** (-6) assert_allclose(scaler_incr.mean_, scaler_batch.mean_, rtol=tol) assert_allclose(scaler_incr.var_, scaler_batch.var_, rtol=tol) assert_allclose(scaler_incr.scale_, scaler_batch.scale_, rtol=tol) # NOTE Be aware that for much larger offsets std is very unstable (last # assert) while mean is OK. # Sparse input size = (100, 3) scale = 1e20 X = rng.randint(0, 2, size).astype(np.float64) * scale X_csr = sparse.csr_matrix(X) X_csc = sparse.csc_matrix(X) for X in [X_csr, X_csc]: # with_mean=False is required with sparse input scaler = StandardScaler(with_mean=False).fit(X) scaler_incr = StandardScaler(with_mean=False) for chunk in X: # chunk = sparse.csr_matrix(data_chunks) scaler_incr = scaler_incr.partial_fit(chunk) # Regardless of magnitude, they must not differ more than of 6 digits tol = 10 ** (-6) assert_true(scaler.mean_ is not None) assert_allclose(scaler_incr.var_, scaler.var_, rtol=tol) assert_allclose(scaler_incr.scale_, scaler.scale_, rtol=tol) def test_partial_fit_sparse_input(): # Check that sparsity is not destroyed X = np.array([[1.], [0.], [0.], [5.]]) X_csr = sparse.csr_matrix(X) X_csc = sparse.csc_matrix(X) null_transform = StandardScaler(with_mean=False, with_std=False, copy=True) for X in [X_csr, X_csc]: X_null = null_transform.partial_fit(X).transform(X) assert_array_equal(X_null.data, X.data) X_orig = null_transform.inverse_transform(X_null) assert_array_equal(X_orig.data, X_null.data) assert_array_equal(X_orig.data, X.data) def test_standard_scaler_trasform_with_partial_fit(): # Check some postconditions after applying partial_fit and transform X = X_2d[:100, :] scaler_incr = StandardScaler() for i, batch in enumerate(gen_batches(X.shape[0], 1)): X_sofar = X[:(i + 1), :] chunks_copy = X_sofar.copy() scaled_batch = StandardScaler().fit_transform(X_sofar) scaler_incr = scaler_incr.partial_fit(X[batch]) scaled_incr = scaler_incr.transform(X_sofar) assert_array_almost_equal(scaled_batch, scaled_incr) assert_array_almost_equal(X_sofar, chunks_copy) # No change right_input = scaler_incr.inverse_transform(scaled_incr) assert_array_almost_equal(X_sofar, right_input) zero = np.zeros(X.shape[1]) epsilon = np.nextafter(0, 1) assert_array_less(zero, scaler_incr.var_ + epsilon) # as less or equal assert_array_less(zero, scaler_incr.scale_ + epsilon) # (i+1) because the Scaler has been already fitted assert_equal((i + 1), scaler_incr.n_samples_seen_) def test_min_max_scaler_iris(): X = iris.data scaler = MinMaxScaler() # default params X_trans = scaler.fit_transform(X) assert_array_almost_equal(X_trans.min(axis=0), 0) assert_array_almost_equal(X_trans.max(axis=0), 1) X_trans_inv = scaler.inverse_transform(X_trans) assert_array_almost_equal(X, X_trans_inv) # not default params: min=1, max=2 scaler = MinMaxScaler(feature_range=(1, 2)) X_trans = scaler.fit_transform(X) assert_array_almost_equal(X_trans.min(axis=0), 1) assert_array_almost_equal(X_trans.max(axis=0), 2) X_trans_inv = scaler.inverse_transform(X_trans) assert_array_almost_equal(X, X_trans_inv) # min=-.5, max=.6 scaler = MinMaxScaler(feature_range=(-.5, .6)) X_trans = scaler.fit_transform(X) assert_array_almost_equal(X_trans.min(axis=0), -.5) assert_array_almost_equal(X_trans.max(axis=0), .6) X_trans_inv = scaler.inverse_transform(X_trans) assert_array_almost_equal(X, X_trans_inv) # raises on invalid range scaler = MinMaxScaler(feature_range=(2, 1)) assert_raises(ValueError, scaler.fit, X) def test_min_max_scaler_zero_variance_features(): # Check min max scaler on toy data with zero variance features X = [[0., 1., +0.5], [0., 1., -0.1], [0., 1., +1.1]] X_new = [[+0., 2., 0.5], [-1., 1., 0.0], [+0., 1., 1.5]] # default params scaler = MinMaxScaler() X_trans = scaler.fit_transform(X) X_expected_0_1 = [[0., 0., 0.5], [0., 0., 0.0], [0., 0., 1.0]] assert_array_almost_equal(X_trans, X_expected_0_1) X_trans_inv = scaler.inverse_transform(X_trans) assert_array_almost_equal(X, X_trans_inv) X_trans_new = scaler.transform(X_new) X_expected_0_1_new = [[+0., 1., 0.500], [-1., 0., 0.083], [+0., 0., 1.333]] assert_array_almost_equal(X_trans_new, X_expected_0_1_new, decimal=2) # not default params scaler = MinMaxScaler(feature_range=(1, 2)) X_trans = scaler.fit_transform(X) X_expected_1_2 = [[1., 1., 1.5], [1., 1., 1.0], [1., 1., 2.0]] assert_array_almost_equal(X_trans, X_expected_1_2) # function interface X_trans = minmax_scale(X) assert_array_almost_equal(X_trans, X_expected_0_1) X_trans = minmax_scale(X, feature_range=(1, 2)) assert_array_almost_equal(X_trans, X_expected_1_2) def test_minmax_scale_axis1(): X = iris.data X_trans = minmax_scale(X, axis=1) assert_array_almost_equal(np.min(X_trans, axis=1), 0) assert_array_almost_equal(np.max(X_trans, axis=1), 1) def test_min_max_scaler_1d(): # Test scaling of dataset along single axis for X in [X_1row, X_1col, X_list_1row, X_list_1row]: scaler = MinMaxScaler(copy=True) X_scaled = scaler.fit(X).transform(X) if isinstance(X, list): X = np.array(X) # cast only after scaling done if _check_dim_1axis(X) == 1: assert_array_almost_equal(X_scaled.min(axis=0), np.zeros(n_features)) assert_array_almost_equal(X_scaled.max(axis=0), np.zeros(n_features)) else: assert_array_almost_equal(X_scaled.min(axis=0), .0) assert_array_almost_equal(X_scaled.max(axis=0), 1.) assert_equal(scaler.n_samples_seen_, X.shape[0]) # check inverse transform X_scaled_back = scaler.inverse_transform(X_scaled) assert_array_almost_equal(X_scaled_back, X) # Constant feature X = np.ones(5).reshape(5, 1) scaler = MinMaxScaler() X_scaled = scaler.fit(X).transform(X) assert_greater_equal(X_scaled.min(), 0.) assert_less_equal(X_scaled.max(), 1.) assert_equal(scaler.n_samples_seen_, X.shape[0]) # Function interface X_1d = X_1row.ravel() min_ = X_1d.min() max_ = X_1d.max() assert_array_almost_equal((X_1d - min_) / (max_ - min_), minmax_scale(X_1d, copy=True)) def test_scaler_without_centering(): rng = np.random.RandomState(42) X = rng.randn(4, 5) X[:, 0] = 0.0 # first feature is always of zero X_csr = sparse.csr_matrix(X) X_csc = sparse.csc_matrix(X) assert_raises(ValueError, StandardScaler().fit, X_csr) assert_raises(ValueError, StandardScaler().fit, X_csc) null_transform = StandardScaler(with_mean=False, with_std=False, copy=True) X_null = null_transform.fit_transform(X_csr) assert_array_equal(X_null.data, X_csr.data) X_orig = null_transform.inverse_transform(X_null) assert_array_equal(X_orig.data, X_csr.data) scaler = StandardScaler(with_mean=False).fit(X) X_scaled = scaler.transform(X, copy=True) assert_false(np.any(np.isnan(X_scaled))) scaler_csr = StandardScaler(with_mean=False).fit(X_csr) X_csr_scaled = scaler_csr.transform(X_csr, copy=True) assert_false(np.any(np.isnan(X_csr_scaled.data))) scaler_csc = StandardScaler(with_mean=False).fit(X_csc) X_csc_scaled = scaler_csc.transform(X_csc, copy=True) assert_false(np.any(np.isnan(X_csc_scaled.data))) assert_array_almost_equal(scaler.mean_, scaler_csr.mean_) assert_array_almost_equal(scaler.var_, scaler_csr.var_) assert_array_almost_equal(scaler.scale_, scaler_csr.scale_) assert_array_almost_equal(scaler.mean_, scaler_csc.mean_) assert_array_almost_equal(scaler.var_, scaler_csc.var_) assert_array_almost_equal(scaler.scale_, scaler_csc.scale_) assert_array_almost_equal( X_scaled.mean(axis=0), [0., -0.01, 2.24, -0.35, -0.78], 2) assert_array_almost_equal(X_scaled.std(axis=0), [0., 1., 1., 1., 1.]) X_csr_scaled_mean, X_csr_scaled_std = mean_variance_axis(X_csr_scaled, 0) assert_array_almost_equal(X_csr_scaled_mean, X_scaled.mean(axis=0)) assert_array_almost_equal(X_csr_scaled_std, X_scaled.std(axis=0)) # Check that X has not been modified (copy) assert_true(X_scaled is not X) assert_true(X_csr_scaled is not X_csr) X_scaled_back = scaler.inverse_transform(X_scaled) assert_true(X_scaled_back is not X) assert_true(X_scaled_back is not X_scaled) assert_array_almost_equal(X_scaled_back, X) X_csr_scaled_back = scaler_csr.inverse_transform(X_csr_scaled) assert_true(X_csr_scaled_back is not X_csr) assert_true(X_csr_scaled_back is not X_csr_scaled) assert_array_almost_equal(X_csr_scaled_back.toarray(), X) X_csc_scaled_back = scaler_csr.inverse_transform(X_csc_scaled.tocsc()) assert_true(X_csc_scaled_back is not X_csc) assert_true(X_csc_scaled_back is not X_csc_scaled) assert_array_almost_equal(X_csc_scaled_back.toarray(), X) def test_scaler_int(): # test that scaler converts integer input to floating # for both sparse and dense matrices rng = np.random.RandomState(42) X = rng.randint(20, size=(4, 5)) X[:, 0] = 0 # first feature is always of zero X_csr = sparse.csr_matrix(X) X_csc = sparse.csc_matrix(X) null_transform = StandardScaler(with_mean=False, with_std=False, copy=True) clean_warning_registry() with warnings.catch_warnings(record=True): X_null = null_transform.fit_transform(X_csr) assert_array_equal(X_null.data, X_csr.data) X_orig = null_transform.inverse_transform(X_null) assert_array_equal(X_orig.data, X_csr.data) clean_warning_registry() with warnings.catch_warnings(record=True): scaler = StandardScaler(with_mean=False).fit(X) X_scaled = scaler.transform(X, copy=True) assert_false(np.any(np.isnan(X_scaled))) clean_warning_registry() with warnings.catch_warnings(record=True): scaler_csr = StandardScaler(with_mean=False).fit(X_csr) X_csr_scaled = scaler_csr.transform(X_csr, copy=True) assert_false(np.any(np.isnan(X_csr_scaled.data))) clean_warning_registry() with warnings.catch_warnings(record=True): scaler_csc = StandardScaler(with_mean=False).fit(X_csc) X_csc_scaled = scaler_csc.transform(X_csc, copy=True) assert_false(np.any(np.isnan(X_csc_scaled.data))) assert_array_almost_equal(scaler.mean_, scaler_csr.mean_) assert_array_almost_equal(scaler.var_, scaler_csr.var_) assert_array_almost_equal(scaler.scale_, scaler_csr.scale_) assert_array_almost_equal(scaler.mean_, scaler_csc.mean_) assert_array_almost_equal(scaler.var_, scaler_csc.var_) assert_array_almost_equal(scaler.scale_, scaler_csc.scale_) assert_array_almost_equal( X_scaled.mean(axis=0), [0., 1.109, 1.856, 21., 1.559], 2) assert_array_almost_equal(X_scaled.std(axis=0), [0., 1., 1., 1., 1.]) X_csr_scaled_mean, X_csr_scaled_std = mean_variance_axis( X_csr_scaled.astype(np.float), 0) assert_array_almost_equal(X_csr_scaled_mean, X_scaled.mean(axis=0)) assert_array_almost_equal(X_csr_scaled_std, X_scaled.std(axis=0)) # Check that X has not been modified (copy) assert_true(X_scaled is not X) assert_true(X_csr_scaled is not X_csr) X_scaled_back = scaler.inverse_transform(X_scaled) assert_true(X_scaled_back is not X) assert_true(X_scaled_back is not X_scaled) assert_array_almost_equal(X_scaled_back, X) X_csr_scaled_back = scaler_csr.inverse_transform(X_csr_scaled) assert_true(X_csr_scaled_back is not X_csr) assert_true(X_csr_scaled_back is not X_csr_scaled) assert_array_almost_equal(X_csr_scaled_back.toarray(), X) X_csc_scaled_back = scaler_csr.inverse_transform(X_csc_scaled.tocsc()) assert_true(X_csc_scaled_back is not X_csc) assert_true(X_csc_scaled_back is not X_csc_scaled) assert_array_almost_equal(X_csc_scaled_back.toarray(), X) def test_scaler_without_copy(): # Check that StandardScaler.fit does not change input rng = np.random.RandomState(42) X = rng.randn(4, 5) X[:, 0] = 0.0 # first feature is always of zero X_csr = sparse.csr_matrix(X) X_csc = sparse.csc_matrix(X) X_copy = X.copy() StandardScaler(copy=False).fit(X) assert_array_equal(X, X_copy) X_csr_copy = X_csr.copy() StandardScaler(with_mean=False, copy=False).fit(X_csr) assert_array_equal(X_csr.toarray(), X_csr_copy.toarray()) X_csc_copy = X_csc.copy() StandardScaler(with_mean=False, copy=False).fit(X_csc) assert_array_equal(X_csc.toarray(), X_csc_copy.toarray()) def test_scale_sparse_with_mean_raise_exception(): rng = np.random.RandomState(42) X = rng.randn(4, 5) X_csr = sparse.csr_matrix(X) X_csc = sparse.csc_matrix(X) # check scaling and fit with direct calls on sparse data assert_raises(ValueError, scale, X_csr, with_mean=True) assert_raises(ValueError, StandardScaler(with_mean=True).fit, X_csr) assert_raises(ValueError, scale, X_csc, with_mean=True) assert_raises(ValueError, StandardScaler(with_mean=True).fit, X_csc) # check transform and inverse_transform after a fit on a dense array scaler = StandardScaler(with_mean=True).fit(X) assert_raises(ValueError, scaler.transform, X_csr) assert_raises(ValueError, scaler.transform, X_csc) X_transformed_csr = sparse.csr_matrix(scaler.transform(X)) assert_raises(ValueError, scaler.inverse_transform, X_transformed_csr) X_transformed_csc = sparse.csc_matrix(scaler.transform(X)) assert_raises(ValueError, scaler.inverse_transform, X_transformed_csc) def test_scale_input_finiteness_validation(): # Check if non finite inputs raise ValueError X = [[np.nan, 5, 6, 7, 8]] assert_raises_regex(ValueError, "Input contains NaN, infinity or a value too large", scale, X) X = [[np.inf, 5, 6, 7, 8]] assert_raises_regex(ValueError, "Input contains NaN, infinity or a value too large", scale, X) def test_robust_scaler_2d_arrays(): # Test robust scaling of 2d array along first axis rng = np.random.RandomState(0) X = rng.randn(4, 5) X[:, 0] = 0.0 # first feature is always of zero scaler = RobustScaler() X_scaled = scaler.fit(X).transform(X) assert_array_almost_equal(np.median(X_scaled, axis=0), 5 * [0.0]) assert_array_almost_equal(X_scaled.std(axis=0)[0], 0) def test_robust_scaler_transform_one_row_csr(): # Check RobustScaler on transforming csr matrix with one row rng = np.random.RandomState(0) X = rng.randn(4, 5) single_row = np.array([[0.1, 1., 2., 0., -1.]]) scaler = RobustScaler(with_centering=False) scaler = scaler.fit(X) row_trans = scaler.transform(sparse.csr_matrix(single_row)) row_expected = single_row / scaler.scale_ assert_array_almost_equal(row_trans.toarray(), row_expected) row_scaled_back = scaler.inverse_transform(row_trans) assert_array_almost_equal(single_row, row_scaled_back.toarray()) def test_robust_scaler_iris(): X = iris.data scaler = RobustScaler() X_trans = scaler.fit_transform(X) assert_array_almost_equal(np.median(X_trans, axis=0), 0) X_trans_inv = scaler.inverse_transform(X_trans) assert_array_almost_equal(X, X_trans_inv) q = np.percentile(X_trans, q=(25, 75), axis=0) iqr = q[1] - q[0] assert_array_almost_equal(iqr, 1) def test_robust_scaler_iris_quantiles(): X = iris.data scaler = RobustScaler(quantile_range=(10, 90)) X_trans = scaler.fit_transform(X) assert_array_almost_equal(np.median(X_trans, axis=0), 0) X_trans_inv = scaler.inverse_transform(X_trans) assert_array_almost_equal(X, X_trans_inv) q = np.percentile(X_trans, q=(10, 90), axis=0) q_range = q[1] - q[0] assert_array_almost_equal(q_range, 1) def test_robust_scaler_invalid_range(): for range_ in [ (-1, 90), (-2, -3), (10, 101), (100.5, 101), (90, 50), ]: scaler = RobustScaler(quantile_range=range_) assert_raises_regex(ValueError, 'Invalid quantile range: \(', scaler.fit, iris.data) def test_scale_function_without_centering(): rng = np.random.RandomState(42) X = rng.randn(4, 5) X[:, 0] = 0.0 # first feature is always of zero X_csr = sparse.csr_matrix(X) X_scaled = scale(X, with_mean=False) assert_false(np.any(np.isnan(X_scaled))) X_csr_scaled = scale(X_csr, with_mean=False) assert_false(np.any(np.isnan(X_csr_scaled.data))) # test csc has same outcome X_csc_scaled = scale(X_csr.tocsc(), with_mean=False) assert_array_almost_equal(X_scaled, X_csc_scaled.toarray()) # raises value error on axis != 0 assert_raises(ValueError, scale, X_csr, with_mean=False, axis=1) assert_array_almost_equal(X_scaled.mean(axis=0), [0., -0.01, 2.24, -0.35, -0.78], 2) assert_array_almost_equal(X_scaled.std(axis=0), [0., 1., 1., 1., 1.]) # Check that X has not been copied assert_true(X_scaled is not X) X_csr_scaled_mean, X_csr_scaled_std = mean_variance_axis(X_csr_scaled, 0) assert_array_almost_equal(X_csr_scaled_mean, X_scaled.mean(axis=0)) assert_array_almost_equal(X_csr_scaled_std, X_scaled.std(axis=0)) # null scale X_csr_scaled = scale(X_csr, with_mean=False, with_std=False, copy=True) assert_array_almost_equal(X_csr.toarray(), X_csr_scaled.toarray()) def test_robust_scale_axis1(): X = iris.data X_trans = robust_scale(X, axis=1) assert_array_almost_equal(np.median(X_trans, axis=1), 0) q = np.percentile(X_trans, q=(25, 75), axis=1) iqr = q[1] - q[0] assert_array_almost_equal(iqr, 1) def test_robust_scaler_zero_variance_features(): # Check RobustScaler on toy data with zero variance features X = [[0., 1., +0.5], [0., 1., -0.1], [0., 1., +1.1]] scaler = RobustScaler() X_trans = scaler.fit_transform(X) # NOTE: for such a small sample size, what we expect in the third column # depends HEAVILY on the method used to calculate quantiles. The values # here were calculated to fit the quantiles produces by np.percentile # using numpy 1.9 Calculating quantiles with # scipy.stats.mstats.scoreatquantile or scipy.stats.mstats.mquantiles # would yield very different results! X_expected = [[0., 0., +0.0], [0., 0., -1.0], [0., 0., +1.0]] assert_array_almost_equal(X_trans, X_expected) X_trans_inv = scaler.inverse_transform(X_trans) assert_array_almost_equal(X, X_trans_inv) # make sure new data gets transformed correctly X_new = [[+0., 2., 0.5], [-1., 1., 0.0], [+0., 1., 1.5]] X_trans_new = scaler.transform(X_new) X_expected_new = [[+0., 1., +0.], [-1., 0., -0.83333], [+0., 0., +1.66667]] assert_array_almost_equal(X_trans_new, X_expected_new, decimal=3) def test_maxabs_scaler_zero_variance_features(): # Check MaxAbsScaler on toy data with zero variance features X = [[0., 1., +0.5], [0., 1., -0.3], [0., 1., +1.5], [0., 0., +0.0]] scaler = MaxAbsScaler() X_trans = scaler.fit_transform(X) X_expected = [[0., 1., 1.0 / 3.0], [0., 1., -0.2], [0., 1., 1.0], [0., 0., 0.0]] assert_array_almost_equal(X_trans, X_expected) X_trans_inv = scaler.inverse_transform(X_trans) assert_array_almost_equal(X, X_trans_inv) # make sure new data gets transformed correctly X_new = [[+0., 2., 0.5], [-1., 1., 0.0], [+0., 1., 1.5]] X_trans_new = scaler.transform(X_new) X_expected_new = [[+0., 2.0, 1.0 / 3.0], [-1., 1.0, 0.0], [+0., 1.0, 1.0]] assert_array_almost_equal(X_trans_new, X_expected_new, decimal=2) # function interface X_trans = maxabs_scale(X) assert_array_almost_equal(X_trans, X_expected) # sparse data X_csr = sparse.csr_matrix(X) X_csc = sparse.csc_matrix(X) X_trans_csr = scaler.fit_transform(X_csr) X_trans_csc = scaler.fit_transform(X_csc) X_expected = [[0., 1., 1.0 / 3.0], [0., 1., -0.2], [0., 1., 1.0], [0., 0., 0.0]] assert_array_almost_equal(X_trans_csr.A, X_expected) assert_array_almost_equal(X_trans_csc.A, X_expected) X_trans_csr_inv = scaler.inverse_transform(X_trans_csr) X_trans_csc_inv = scaler.inverse_transform(X_trans_csc) assert_array_almost_equal(X, X_trans_csr_inv.A) assert_array_almost_equal(X, X_trans_csc_inv.A) def test_maxabs_scaler_large_negative_value(): # Check MaxAbsScaler on toy data with a large negative value X = [[0., 1., +0.5, -1.0], [0., 1., -0.3, -0.5], [0., 1., -100.0, 0.0], [0., 0., +0.0, -2.0]] scaler = MaxAbsScaler() X_trans = scaler.fit_transform(X) X_expected = [[0., 1., 0.005, -0.5], [0., 1., -0.003, -0.25], [0., 1., -1.0, 0.0], [0., 0., 0.0, -1.0]] assert_array_almost_equal(X_trans, X_expected) def test_maxabs_scaler_transform_one_row_csr(): # Check MaxAbsScaler on transforming csr matrix with one row X = sparse.csr_matrix([[0.5, 1., 1.]]) scaler = MaxAbsScaler() scaler = scaler.fit(X) X_trans = scaler.transform(X) X_expected = sparse.csr_matrix([[1., 1., 1.]]) assert_array_almost_equal(X_trans.toarray(), X_expected.toarray()) X_scaled_back = scaler.inverse_transform(X_trans) assert_array_almost_equal(X.toarray(), X_scaled_back.toarray()) def test_warning_scaling_integers(): # Check warning when scaling integer data X = np.array([[1, 2, 0], [0, 0, 0]], dtype=np.uint8) w = "Data with input dtype uint8 was converted to float64" clean_warning_registry() assert_warns_message(DataConversionWarning, w, scale, X) assert_warns_message(DataConversionWarning, w, StandardScaler().fit, X) assert_warns_message(DataConversionWarning, w, MinMaxScaler().fit, X) def test_maxabs_scaler_1d(): # Test scaling of dataset along single axis for X in [X_1row, X_1col, X_list_1row, X_list_1row]: scaler = MaxAbsScaler(copy=True) X_scaled = scaler.fit(X).transform(X) if isinstance(X, list): X = np.array(X) # cast only after scaling done if _check_dim_1axis(X) == 1: assert_array_almost_equal(np.abs(X_scaled.max(axis=0)), np.ones(n_features)) else: assert_array_almost_equal(np.abs(X_scaled.max(axis=0)), 1.) assert_equal(scaler.n_samples_seen_, X.shape[0]) # check inverse transform X_scaled_back = scaler.inverse_transform(X_scaled) assert_array_almost_equal(X_scaled_back, X) # Constant feature X = np.ones(5).reshape(5, 1) scaler = MaxAbsScaler() X_scaled = scaler.fit(X).transform(X) assert_array_almost_equal(np.abs(X_scaled.max(axis=0)), 1.) assert_equal(scaler.n_samples_seen_, X.shape[0]) # function interface X_1d = X_1row.ravel() max_abs = np.abs(X_1d).max() assert_array_almost_equal(X_1d / max_abs, maxabs_scale(X_1d, copy=True)) def test_maxabs_scaler_partial_fit(): # Test if partial_fit run over many batches of size 1 and 50 # gives the same results as fit X = X_2d[:100, :] n = X.shape[0] for chunk_size in [1, 2, 50, n, n + 42]: # Test mean at the end of the process scaler_batch = MaxAbsScaler().fit(X) scaler_incr = MaxAbsScaler() scaler_incr_csr = MaxAbsScaler() scaler_incr_csc = MaxAbsScaler() for batch in gen_batches(n, chunk_size): scaler_incr = scaler_incr.partial_fit(X[batch]) X_csr = sparse.csr_matrix(X[batch]) scaler_incr_csr = scaler_incr_csr.partial_fit(X_csr) X_csc = sparse.csc_matrix(X[batch]) scaler_incr_csc = scaler_incr_csc.partial_fit(X_csc) assert_array_almost_equal(scaler_batch.max_abs_, scaler_incr.max_abs_) assert_array_almost_equal(scaler_batch.max_abs_, scaler_incr_csr.max_abs_) assert_array_almost_equal(scaler_batch.max_abs_, scaler_incr_csc.max_abs_) assert_equal(scaler_batch.n_samples_seen_, scaler_incr.n_samples_seen_) assert_equal(scaler_batch.n_samples_seen_, scaler_incr_csr.n_samples_seen_) assert_equal(scaler_batch.n_samples_seen_, scaler_incr_csc.n_samples_seen_) assert_array_almost_equal(scaler_batch.scale_, scaler_incr.scale_) assert_array_almost_equal(scaler_batch.scale_, scaler_incr_csr.scale_) assert_array_almost_equal(scaler_batch.scale_, scaler_incr_csc.scale_) assert_array_almost_equal(scaler_batch.transform(X), scaler_incr.transform(X)) # Test std after 1 step batch0 = slice(0, chunk_size) scaler_batch = MaxAbsScaler().fit(X[batch0]) scaler_incr = MaxAbsScaler().partial_fit(X[batch0]) assert_array_almost_equal(scaler_batch.max_abs_, scaler_incr.max_abs_) assert_equal(scaler_batch.n_samples_seen_, scaler_incr.n_samples_seen_) assert_array_almost_equal(scaler_batch.scale_, scaler_incr.scale_) assert_array_almost_equal(scaler_batch.transform(X), scaler_incr.transform(X)) # Test std until the end of partial fits, and scaler_batch = MaxAbsScaler().fit(X) scaler_incr = MaxAbsScaler() # Clean estimator for i, batch in enumerate(gen_batches(n, chunk_size)): scaler_incr = scaler_incr.partial_fit(X[batch]) assert_correct_incr(i, batch_start=batch.start, batch_stop=batch.stop, n=n, chunk_size=chunk_size, n_samples_seen=scaler_incr.n_samples_seen_) def test_normalizer_l1(): rng = np.random.RandomState(0) X_dense = rng.randn(4, 5) X_sparse_unpruned = sparse.csr_matrix(X_dense) # set the row number 3 to zero X_dense[3, :] = 0.0 # set the row number 3 to zero without pruning (can happen in real life) indptr_3 = X_sparse_unpruned.indptr[3] indptr_4 = X_sparse_unpruned.indptr[4] X_sparse_unpruned.data[indptr_3:indptr_4] = 0.0 # build the pruned variant using the regular constructor X_sparse_pruned = sparse.csr_matrix(X_dense) # check inputs that support the no-copy optim for X in (X_dense, X_sparse_pruned, X_sparse_unpruned): normalizer = Normalizer(norm='l1', copy=True) X_norm = normalizer.transform(X) assert_true(X_norm is not X) X_norm1 = toarray(X_norm) normalizer = Normalizer(norm='l1', copy=False) X_norm = normalizer.transform(X) assert_true(X_norm is X) X_norm2 = toarray(X_norm) for X_norm in (X_norm1, X_norm2): row_sums = np.abs(X_norm).sum(axis=1) for i in range(3): assert_almost_equal(row_sums[i], 1.0) assert_almost_equal(row_sums[3], 0.0) # check input for which copy=False won't prevent a copy for init in (sparse.coo_matrix, sparse.csc_matrix, sparse.lil_matrix): X = init(X_dense) X_norm = normalizer = Normalizer(norm='l2', copy=False).transform(X) assert_true(X_norm is not X) assert_true(isinstance(X_norm, sparse.csr_matrix)) X_norm = toarray(X_norm) for i in range(3): assert_almost_equal(row_sums[i], 1.0) assert_almost_equal(la.norm(X_norm[3]), 0.0) def test_normalizer_l2(): rng = np.random.RandomState(0) X_dense = rng.randn(4, 5) X_sparse_unpruned = sparse.csr_matrix(X_dense) # set the row number 3 to zero X_dense[3, :] = 0.0 # set the row number 3 to zero without pruning (can happen in real life) indptr_3 = X_sparse_unpruned.indptr[3] indptr_4 = X_sparse_unpruned.indptr[4] X_sparse_unpruned.data[indptr_3:indptr_4] = 0.0 # build the pruned variant using the regular constructor X_sparse_pruned = sparse.csr_matrix(X_dense) # check inputs that support the no-copy optim for X in (X_dense, X_sparse_pruned, X_sparse_unpruned): normalizer = Normalizer(norm='l2', copy=True) X_norm1 = normalizer.transform(X) assert_true(X_norm1 is not X) X_norm1 = toarray(X_norm1) normalizer = Normalizer(norm='l2', copy=False) X_norm2 = normalizer.transform(X) assert_true(X_norm2 is X) X_norm2 = toarray(X_norm2) for X_norm in (X_norm1, X_norm2): for i in range(3): assert_almost_equal(la.norm(X_norm[i]), 1.0) assert_almost_equal(la.norm(X_norm[3]), 0.0) # check input for which copy=False won't prevent a copy for init in (sparse.coo_matrix, sparse.csc_matrix, sparse.lil_matrix): X = init(X_dense) X_norm = normalizer = Normalizer(norm='l2', copy=False).transform(X) assert_true(X_norm is not X) assert_true(isinstance(X_norm, sparse.csr_matrix)) X_norm = toarray(X_norm) for i in range(3): assert_almost_equal(la.norm(X_norm[i]), 1.0) assert_almost_equal(la.norm(X_norm[3]), 0.0) def test_normalizer_max(): rng = np.random.RandomState(0) X_dense = rng.randn(4, 5) X_sparse_unpruned = sparse.csr_matrix(X_dense) # set the row number 3 to zero X_dense[3, :] = 0.0 # set the row number 3 to zero without pruning (can happen in real life) indptr_3 = X_sparse_unpruned.indptr[3] indptr_4 = X_sparse_unpruned.indptr[4] X_sparse_unpruned.data[indptr_3:indptr_4] = 0.0 # build the pruned variant using the regular constructor X_sparse_pruned = sparse.csr_matrix(X_dense) # check inputs that support the no-copy optim for X in (X_dense, X_sparse_pruned, X_sparse_unpruned): normalizer = Normalizer(norm='max', copy=True) X_norm1 = normalizer.transform(X) assert_true(X_norm1 is not X) X_norm1 = toarray(X_norm1) normalizer = Normalizer(norm='max', copy=False) X_norm2 = normalizer.transform(X) assert_true(X_norm2 is X) X_norm2 = toarray(X_norm2) for X_norm in (X_norm1, X_norm2): row_maxs = X_norm.max(axis=1) for i in range(3): assert_almost_equal(row_maxs[i], 1.0) assert_almost_equal(row_maxs[3], 0.0) # check input for which copy=False won't prevent a copy for init in (sparse.coo_matrix, sparse.csc_matrix, sparse.lil_matrix): X = init(X_dense) X_norm = normalizer = Normalizer(norm='l2', copy=False).transform(X) assert_true(X_norm is not X) assert_true(isinstance(X_norm, sparse.csr_matrix)) X_norm = toarray(X_norm) for i in range(3): assert_almost_equal(row_maxs[i], 1.0) assert_almost_equal(la.norm(X_norm[3]), 0.0) def test_normalize(): # Test normalize function # Only tests functionality not used by the tests for Normalizer. X = np.random.RandomState(37).randn(3, 2) assert_array_equal(normalize(X, copy=False), normalize(X.T, axis=0, copy=False).T) assert_raises(ValueError, normalize, [[0]], axis=2) assert_raises(ValueError, normalize, [[0]], norm='l3') rs = np.random.RandomState(0) X_dense = rs.randn(10, 5) X_sparse = sparse.csr_matrix(X_dense) ones = np.ones((10)) for X in (X_dense, X_sparse): for dtype in (np.float32, np.float64): for norm in ('l1', 'l2'): X = X.astype(dtype) X_norm = normalize(X, norm=norm) assert_equal(X_norm.dtype, dtype) X_norm = toarray(X_norm) if norm == 'l1': row_sums = np.abs(X_norm).sum(axis=1) else: X_norm_squared = X_norm**2 row_sums = X_norm_squared.sum(axis=1) assert_array_almost_equal(row_sums, ones) # Test return_norm X_dense = np.array([[3.0, 0, 4.0], [1.0, 0.0, 0.0], [2.0, 3.0, 0.0]]) for norm in ('l1', 'l2', 'max'): _, norms = normalize(X_dense, norm=norm, return_norm=True) if norm == 'l1': assert_array_almost_equal(norms, np.array([7.0, 1.0, 5.0])) elif norm == 'l2': assert_array_almost_equal(norms, np.array([5.0, 1.0, 3.60555127])) else: assert_array_almost_equal(norms, np.array([4.0, 1.0, 3.0])) X_sparse = sparse.csr_matrix(X_dense) for norm in ('l1', 'l2'): assert_raises(NotImplementedError, normalize, X_sparse, norm=norm, return_norm=True) _, norms = normalize(X_sparse, norm='max', return_norm=True) assert_array_almost_equal(norms, np.array([4.0, 1.0, 3.0])) def test_binarizer(): X_ = np.array([[1, 0, 5], [2, 3, -1]]) for init in (np.array, list, sparse.csr_matrix, sparse.csc_matrix): X = init(X_.copy()) binarizer = Binarizer(threshold=2.0, copy=True) X_bin = toarray(binarizer.transform(X)) assert_equal(np.sum(X_bin == 0), 4) assert_equal(np.sum(X_bin == 1), 2) X_bin = binarizer.transform(X) assert_equal(sparse.issparse(X), sparse.issparse(X_bin)) binarizer = Binarizer(copy=True).fit(X) X_bin = toarray(binarizer.transform(X)) assert_true(X_bin is not X) assert_equal(np.sum(X_bin == 0), 2) assert_equal(np.sum(X_bin == 1), 4) binarizer = Binarizer(copy=True) X_bin = binarizer.transform(X) assert_true(X_bin is not X) X_bin = toarray(X_bin) assert_equal(np.sum(X_bin == 0), 2) assert_equal(np.sum(X_bin == 1), 4) binarizer = Binarizer(copy=False) X_bin = binarizer.transform(X) if init is not list: assert_true(X_bin is X) binarizer = Binarizer(copy=False) X_float = np.array([[1, 0, 5], [2, 3, -1]], dtype=np.float64) X_bin = binarizer.transform(X_float) if init is not list: assert_true(X_bin is X_float) X_bin = toarray(X_bin) assert_equal(np.sum(X_bin == 0), 2) assert_equal(np.sum(X_bin == 1), 4) binarizer = Binarizer(threshold=-0.5, copy=True) for init in (np.array, list): X = init(X_.copy()) X_bin = toarray(binarizer.transform(X)) assert_equal(np.sum(X_bin == 0), 1) assert_equal(np.sum(X_bin == 1), 5) X_bin = binarizer.transform(X) # Cannot use threshold < 0 for sparse assert_raises(ValueError, binarizer.transform, sparse.csc_matrix(X)) def test_center_kernel(): # Test that KernelCenterer is equivalent to StandardScaler # in feature space rng = np.random.RandomState(0) X_fit = rng.random_sample((5, 4)) scaler = StandardScaler(with_std=False) scaler.fit(X_fit) X_fit_centered = scaler.transform(X_fit) K_fit = np.dot(X_fit, X_fit.T) # center fit time matrix centerer = KernelCenterer() K_fit_centered = np.dot(X_fit_centered, X_fit_centered.T) K_fit_centered2 = centerer.fit_transform(K_fit) assert_array_almost_equal(K_fit_centered, K_fit_centered2) # center predict time matrix X_pred = rng.random_sample((2, 4)) K_pred = np.dot(X_pred, X_fit.T) X_pred_centered = scaler.transform(X_pred) K_pred_centered = np.dot(X_pred_centered, X_fit_centered.T) K_pred_centered2 = centerer.transform(K_pred) assert_array_almost_equal(K_pred_centered, K_pred_centered2) def test_cv_pipeline_precomputed(): # Cross-validate a regression on four coplanar points with the same # value. Use precomputed kernel to ensure Pipeline with KernelCenterer # is treated as a _pairwise operation. X = np.array([[3, 0, 0], [0, 3, 0], [0, 0, 3], [1, 1, 1]]) y_true = np.ones((4,)) K = X.dot(X.T) kcent = KernelCenterer() pipeline = Pipeline([("kernel_centerer", kcent), ("svr", SVR())]) # did the pipeline set the _pairwise attribute? assert_true(pipeline._pairwise) # test cross-validation, score should be almost perfect # NB: this test is pretty vacuous -- it's mainly to test integration # of Pipeline and KernelCenterer y_pred = cross_val_predict(pipeline, K, y_true, cv=2) assert_array_almost_equal(y_true, y_pred) def test_fit_transform(): rng = np.random.RandomState(0) X = rng.random_sample((5, 4)) for obj in ((StandardScaler(), Normalizer(), Binarizer())): X_transformed = obj.fit(X).transform(X) X_transformed2 = obj.fit_transform(X) assert_array_equal(X_transformed, X_transformed2) def test_add_dummy_feature(): X = [[1, 0], [0, 1], [0, 1]] X = add_dummy_feature(X) assert_array_equal(X, [[1, 1, 0], [1, 0, 1], [1, 0, 1]]) def test_add_dummy_feature_coo(): X = sparse.coo_matrix([[1, 0], [0, 1], [0, 1]]) X = add_dummy_feature(X) assert_true(sparse.isspmatrix_coo(X), X) assert_array_equal(X.toarray(), [[1, 1, 0], [1, 0, 1], [1, 0, 1]]) def test_add_dummy_feature_csc(): X = sparse.csc_matrix([[1, 0], [0, 1], [0, 1]]) X = add_dummy_feature(X) assert_true(sparse.isspmatrix_csc(X), X) assert_array_equal(X.toarray(), [[1, 1, 0], [1, 0, 1], [1, 0, 1]]) def test_add_dummy_feature_csr(): X = sparse.csr_matrix([[1, 0], [0, 1], [0, 1]]) X = add_dummy_feature(X) assert_true(sparse.isspmatrix_csr(X), X) assert_array_equal(X.toarray(), [[1, 1, 0], [1, 0, 1], [1, 0, 1]]) def test_one_hot_encoder_sparse(): # Test OneHotEncoder's fit and transform. X = [[3, 2, 1], [0, 1, 1]] enc = OneHotEncoder() # discover max values automatically X_trans = enc.fit_transform(X).toarray() assert_equal(X_trans.shape, (2, 5)) assert_array_equal(enc.active_features_, np.where([1, 0, 0, 1, 0, 1, 1, 0, 1])[0]) assert_array_equal(enc.feature_indices_, [0, 4, 7, 9]) # check outcome assert_array_equal(X_trans, [[0., 1., 0., 1., 1.], [1., 0., 1., 0., 1.]]) # max value given as 3 enc = OneHotEncoder(n_values=4) X_trans = enc.fit_transform(X) assert_equal(X_trans.shape, (2, 4 * 3)) assert_array_equal(enc.feature_indices_, [0, 4, 8, 12]) # max value given per feature enc = OneHotEncoder(n_values=[3, 2, 2]) X = [[1, 0, 1], [0, 1, 1]] X_trans = enc.fit_transform(X) assert_equal(X_trans.shape, (2, 3 + 2 + 2)) assert_array_equal(enc.n_values_, [3, 2, 2]) # check that testing with larger feature works: X = np.array([[2, 0, 1], [0, 1, 1]]) enc.transform(X) # test that an error is raised when out of bounds: X_too_large = [[0, 2, 1], [0, 1, 1]] assert_raises(ValueError, enc.transform, X_too_large) error_msg = "unknown categorical feature present \[2\] during transform." assert_raises_regex(ValueError, error_msg, enc.transform, X_too_large) assert_raises(ValueError, OneHotEncoder(n_values=2).fit_transform, X) # test that error is raised when wrong number of features assert_raises(ValueError, enc.transform, X[:, :-1]) # test that error is raised when wrong number of features in fit # with prespecified n_values assert_raises(ValueError, enc.fit, X[:, :-1]) # test exception on wrong init param assert_raises(TypeError, OneHotEncoder(n_values=np.int).fit, X) enc = OneHotEncoder() # test negative input to fit assert_raises(ValueError, enc.fit, [[0], [-1]]) # test negative input to transform enc.fit([[0], [1]]) assert_raises(ValueError, enc.transform, [[0], [-1]]) def test_one_hot_encoder_dense(): # check for sparse=False X = [[3, 2, 1], [0, 1, 1]] enc = OneHotEncoder(sparse=False) # discover max values automatically X_trans = enc.fit_transform(X) assert_equal(X_trans.shape, (2, 5)) assert_array_equal(enc.active_features_, np.where([1, 0, 0, 1, 0, 1, 1, 0, 1])[0]) assert_array_equal(enc.feature_indices_, [0, 4, 7, 9]) # check outcome assert_array_equal(X_trans, np.array([[0., 1., 0., 1., 1.], [1., 0., 1., 0., 1.]])) def _check_transform_selected(X, X_expected, sel): for M in (X, sparse.csr_matrix(X)): Xtr = _transform_selected(M, Binarizer().transform, sel) assert_array_equal(toarray(Xtr), X_expected) def test_transform_selected(): X = [[3, 2, 1], [0, 1, 1]] X_expected = [[1, 2, 1], [0, 1, 1]] _check_transform_selected(X, X_expected, [0]) _check_transform_selected(X, X_expected, [True, False, False]) X_expected = [[1, 1, 1], [0, 1, 1]] _check_transform_selected(X, X_expected, [0, 1, 2]) _check_transform_selected(X, X_expected, [True, True, True]) _check_transform_selected(X, X_expected, "all") _check_transform_selected(X, X, []) _check_transform_selected(X, X, [False, False, False]) def test_transform_selected_copy_arg(): # transformer that alters X def _mutating_transformer(X): X[0, 0] = X[0, 0] + 1 return X original_X = np.asarray([[1, 2], [3, 4]]) expected_Xtr = [[2, 2], [3, 4]] X = original_X.copy() Xtr = _transform_selected(X, _mutating_transformer, copy=True, selected='all') assert_array_equal(toarray(X), toarray(original_X)) assert_array_equal(toarray(Xtr), expected_Xtr) def _run_one_hot(X, X2, cat): enc = OneHotEncoder(categorical_features=cat) Xtr = enc.fit_transform(X) X2tr = enc.transform(X2) return Xtr, X2tr def _check_one_hot(X, X2, cat, n_features): ind = np.where(cat)[0] # With mask A, B = _run_one_hot(X, X2, cat) # With indices C, D = _run_one_hot(X, X2, ind) # Check shape assert_equal(A.shape, (2, n_features)) assert_equal(B.shape, (1, n_features)) assert_equal(C.shape, (2, n_features)) assert_equal(D.shape, (1, n_features)) # Check that mask and indices give the same results assert_array_equal(toarray(A), toarray(C)) assert_array_equal(toarray(B), toarray(D)) def test_one_hot_encoder_categorical_features(): X = np.array([[3, 2, 1], [0, 1, 1]]) X2 = np.array([[1, 1, 1]]) cat = [True, False, False] _check_one_hot(X, X2, cat, 4) # Edge case: all non-categorical cat = [False, False, False] _check_one_hot(X, X2, cat, 3) # Edge case: all categorical cat = [True, True, True] _check_one_hot(X, X2, cat, 5) def test_one_hot_encoder_unknown_transform(): X = np.array([[0, 2, 1], [1, 0, 3], [1, 0, 2]]) y = np.array([[4, 1, 1]]) # Test that one hot encoder raises error for unknown features # present during transform. oh = OneHotEncoder(handle_unknown='error') oh.fit(X) assert_raises(ValueError, oh.transform, y) # Test the ignore option, ignores unknown features. oh = OneHotEncoder(handle_unknown='ignore') oh.fit(X) assert_array_equal( oh.transform(y).toarray(), np.array([[0., 0., 0., 0., 1., 0., 0.]])) # Raise error if handle_unknown is neither ignore or error. oh = OneHotEncoder(handle_unknown='42') oh.fit(X) assert_raises(ValueError, oh.transform, y) def test_fit_cold_start(): X = iris.data X_2d = X[:, :2] # Scalers that have a partial_fit method scalers = [StandardScaler(with_mean=False, with_std=False), MinMaxScaler(), MaxAbsScaler()] for scaler in scalers: scaler.fit_transform(X) # with a different shape, this may break the scaler unless the internal # state is reset scaler.fit_transform(X_2d)
bsd-3-clause
samzhang111/scikit-learn
examples/exercises/plot_iris_exercise.py
323
1602
""" ================================ SVM Exercise ================================ A tutorial exercise for using different SVM kernels. This exercise is used in the :ref:`using_kernels_tut` part of the :ref:`supervised_learning_tut` section of the :ref:`stat_learn_tut_index`. """ print(__doc__) import numpy as np import matplotlib.pyplot as plt from sklearn import datasets, svm iris = datasets.load_iris() X = iris.data y = iris.target X = X[y != 0, :2] y = y[y != 0] n_sample = len(X) np.random.seed(0) order = np.random.permutation(n_sample) X = X[order] y = y[order].astype(np.float) X_train = X[:.9 * n_sample] y_train = y[:.9 * n_sample] X_test = X[.9 * n_sample:] y_test = y[.9 * n_sample:] # fit the model for fig_num, kernel in enumerate(('linear', 'rbf', 'poly')): clf = svm.SVC(kernel=kernel, gamma=10) clf.fit(X_train, y_train) plt.figure(fig_num) plt.clf() plt.scatter(X[:, 0], X[:, 1], c=y, zorder=10, cmap=plt.cm.Paired) # Circle out the test data plt.scatter(X_test[:, 0], X_test[:, 1], s=80, facecolors='none', zorder=10) plt.axis('tight') x_min = X[:, 0].min() x_max = X[:, 0].max() y_min = X[:, 1].min() y_max = X[:, 1].max() XX, YY = np.mgrid[x_min:x_max:200j, y_min:y_max:200j] Z = clf.decision_function(np.c_[XX.ravel(), YY.ravel()]) # Put the result into a color plot Z = Z.reshape(XX.shape) plt.pcolormesh(XX, YY, Z > 0, cmap=plt.cm.Paired) plt.contour(XX, YY, Z, colors=['k', 'k', 'k'], linestyles=['--', '-', '--'], levels=[-.5, 0, .5]) plt.title(kernel) plt.show()
bsd-3-clause
cbertinato/pandas
pandas/tests/test_multilevel.py
1
81201
import datetime from io import StringIO import itertools from itertools import product from warnings import catch_warnings, simplefilter import numpy as np from numpy.random import randn import pytest import pytz from pandas.core.dtypes.common import is_float_dtype, is_integer_dtype import pandas as pd from pandas import DataFrame, Series, Timestamp, isna from pandas.core.index import Index, MultiIndex import pandas.util.testing as tm AGG_FUNCTIONS = ['sum', 'prod', 'min', 'max', 'median', 'mean', 'skew', 'mad', 'std', 'var', 'sem'] class Base: def setup_method(self, method): index = MultiIndex(levels=[['foo', 'bar', 'baz', 'qux'], ['one', 'two', 'three']], codes=[[0, 0, 0, 1, 1, 2, 2, 3, 3, 3], [0, 1, 2, 0, 1, 1, 2, 0, 1, 2]], names=['first', 'second']) self.frame = DataFrame(np.random.randn(10, 3), index=index, columns=Index(['A', 'B', 'C'], name='exp')) self.single_level = MultiIndex(levels=[['foo', 'bar', 'baz', 'qux']], codes=[[0, 1, 2, 3]], names=['first']) # create test series object arrays = [['bar', 'bar', 'baz', 'baz', 'qux', 'qux', 'foo', 'foo'], ['one', 'two', 'one', 'two', 'one', 'two', 'one', 'two']] tuples = zip(*arrays) index = MultiIndex.from_tuples(tuples) s = Series(randn(8), index=index) s[3] = np.NaN self.series = s self.tdf = tm.makeTimeDataFrame(100) self.ymd = self.tdf.groupby([lambda x: x.year, lambda x: x.month, lambda x: x.day]).sum() # use Int64Index, to make sure things work self.ymd.index.set_levels([lev.astype('i8') for lev in self.ymd.index.levels], inplace=True) self.ymd.index.set_names(['year', 'month', 'day'], inplace=True) class TestMultiLevel(Base): def test_append(self): a, b = self.frame[:5], self.frame[5:] result = a.append(b) tm.assert_frame_equal(result, self.frame) result = a['A'].append(b['A']) tm.assert_series_equal(result, self.frame['A']) def test_append_index(self): idx1 = Index([1.1, 1.2, 1.3]) idx2 = pd.date_range('2011-01-01', freq='D', periods=3, tz='Asia/Tokyo') idx3 = Index(['A', 'B', 'C']) midx_lv2 = MultiIndex.from_arrays([idx1, idx2]) midx_lv3 = MultiIndex.from_arrays([idx1, idx2, idx3]) result = idx1.append(midx_lv2) # see gh-7112 tz = pytz.timezone('Asia/Tokyo') expected_tuples = [(1.1, tz.localize(datetime.datetime(2011, 1, 1))), (1.2, tz.localize(datetime.datetime(2011, 1, 2))), (1.3, tz.localize(datetime.datetime(2011, 1, 3)))] expected = Index([1.1, 1.2, 1.3] + expected_tuples) tm.assert_index_equal(result, expected) result = midx_lv2.append(idx1) expected = Index(expected_tuples + [1.1, 1.2, 1.3]) tm.assert_index_equal(result, expected) result = midx_lv2.append(midx_lv2) expected = MultiIndex.from_arrays([idx1.append(idx1), idx2.append(idx2)]) tm.assert_index_equal(result, expected) result = midx_lv2.append(midx_lv3) tm.assert_index_equal(result, expected) result = midx_lv3.append(midx_lv2) expected = Index._simple_new( np.array([(1.1, tz.localize(datetime.datetime(2011, 1, 1)), 'A'), (1.2, tz.localize(datetime.datetime(2011, 1, 2)), 'B'), (1.3, tz.localize(datetime.datetime(2011, 1, 3)), 'C')] + expected_tuples), None) tm.assert_index_equal(result, expected) def test_dataframe_constructor(self): multi = DataFrame(np.random.randn(4, 4), index=[np.array(['a', 'a', 'b', 'b']), np.array(['x', 'y', 'x', 'y'])]) assert isinstance(multi.index, MultiIndex) assert not isinstance(multi.columns, MultiIndex) multi = DataFrame(np.random.randn(4, 4), columns=[['a', 'a', 'b', 'b'], ['x', 'y', 'x', 'y']]) assert isinstance(multi.columns, MultiIndex) def test_series_constructor(self): multi = Series(1., index=[np.array(['a', 'a', 'b', 'b']), np.array( ['x', 'y', 'x', 'y'])]) assert isinstance(multi.index, MultiIndex) multi = Series(1., index=[['a', 'a', 'b', 'b'], ['x', 'y', 'x', 'y']]) assert isinstance(multi.index, MultiIndex) multi = Series(range(4), index=[['a', 'a', 'b', 'b'], ['x', 'y', 'x', 'y']]) assert isinstance(multi.index, MultiIndex) def test_reindex_level(self): # axis=0 month_sums = self.ymd.sum(level='month') result = month_sums.reindex(self.ymd.index, level=1) expected = self.ymd.groupby(level='month').transform(np.sum) tm.assert_frame_equal(result, expected) # Series result = month_sums['A'].reindex(self.ymd.index, level=1) expected = self.ymd['A'].groupby(level='month').transform(np.sum) tm.assert_series_equal(result, expected, check_names=False) # axis=1 month_sums = self.ymd.T.sum(axis=1, level='month') result = month_sums.reindex(columns=self.ymd.index, level=1) expected = self.ymd.groupby(level='month').transform(np.sum).T tm.assert_frame_equal(result, expected) def test_binops_level(self): def _check_op(opname): op = getattr(DataFrame, opname) month_sums = self.ymd.sum(level='month') result = op(self.ymd, month_sums, level='month') broadcasted = self.ymd.groupby(level='month').transform(np.sum) expected = op(self.ymd, broadcasted) tm.assert_frame_equal(result, expected) # Series op = getattr(Series, opname) result = op(self.ymd['A'], month_sums['A'], level='month') broadcasted = self.ymd['A'].groupby(level='month').transform( np.sum) expected = op(self.ymd['A'], broadcasted) expected.name = 'A' tm.assert_series_equal(result, expected) _check_op('sub') _check_op('add') _check_op('mul') _check_op('div') def test_pickle(self): def _test_roundtrip(frame): unpickled = tm.round_trip_pickle(frame) tm.assert_frame_equal(frame, unpickled) _test_roundtrip(self.frame) _test_roundtrip(self.frame.T) _test_roundtrip(self.ymd) _test_roundtrip(self.ymd.T) def test_reindex(self): expected = self.frame.iloc[[0, 3]] reindexed = self.frame.loc[[('foo', 'one'), ('bar', 'one')]] tm.assert_frame_equal(reindexed, expected) with catch_warnings(record=True): simplefilter("ignore", FutureWarning) reindexed = self.frame.ix[[('foo', 'one'), ('bar', 'one')]] tm.assert_frame_equal(reindexed, expected) def test_reindex_preserve_levels(self): new_index = self.ymd.index[::10] chunk = self.ymd.reindex(new_index) assert chunk.index is new_index chunk = self.ymd.loc[new_index] assert chunk.index is new_index with catch_warnings(record=True): simplefilter("ignore", FutureWarning) chunk = self.ymd.ix[new_index] assert chunk.index is new_index ymdT = self.ymd.T chunk = ymdT.reindex(columns=new_index) assert chunk.columns is new_index chunk = ymdT.loc[:, new_index] assert chunk.columns is new_index def test_repr_to_string(self): repr(self.frame) repr(self.ymd) repr(self.frame.T) repr(self.ymd.T) buf = StringIO() self.frame.to_string(buf=buf) self.ymd.to_string(buf=buf) self.frame.T.to_string(buf=buf) self.ymd.T.to_string(buf=buf) def test_repr_name_coincide(self): index = MultiIndex.from_tuples([('a', 0, 'foo'), ('b', 1, 'bar')], names=['a', 'b', 'c']) df = DataFrame({'value': [0, 1]}, index=index) lines = repr(df).split('\n') assert lines[2].startswith('a 0 foo') def test_delevel_infer_dtype(self): tuples = [tuple for tuple in product( ['foo', 'bar'], [10, 20], [1.0, 1.1])] index = MultiIndex.from_tuples(tuples, names=['prm0', 'prm1', 'prm2']) df = DataFrame(np.random.randn(8, 3), columns=['A', 'B', 'C'], index=index) deleveled = df.reset_index() assert is_integer_dtype(deleveled['prm1']) assert is_float_dtype(deleveled['prm2']) def test_reset_index_with_drop(self): deleveled = self.ymd.reset_index(drop=True) assert len(deleveled.columns) == len(self.ymd.columns) assert deleveled.index.name == self.ymd.index.name deleveled = self.series.reset_index() assert isinstance(deleveled, DataFrame) assert len(deleveled.columns) == len(self.series.index.levels) + 1 assert deleveled.index.name == self.series.index.name deleveled = self.series.reset_index(drop=True) assert isinstance(deleveled, Series) assert deleveled.index.name == self.series.index.name def test_count_level(self): def _check_counts(frame, axis=0): index = frame._get_axis(axis) for i in range(index.nlevels): result = frame.count(axis=axis, level=i) expected = frame.groupby(axis=axis, level=i).count() expected = expected.reindex_like(result).astype('i8') tm.assert_frame_equal(result, expected) self.frame.iloc[1, [1, 2]] = np.nan self.frame.iloc[7, [0, 1]] = np.nan self.ymd.iloc[1, [1, 2]] = np.nan self.ymd.iloc[7, [0, 1]] = np.nan _check_counts(self.frame) _check_counts(self.ymd) _check_counts(self.frame.T, axis=1) _check_counts(self.ymd.T, axis=1) # can't call with level on regular DataFrame df = tm.makeTimeDataFrame() with pytest.raises(TypeError, match='hierarchical'): df.count(level=0) self.frame['D'] = 'foo' result = self.frame.count(level=0, numeric_only=True) tm.assert_index_equal(result.columns, Index(list('ABC'), name='exp')) def test_count_level_series(self): index = MultiIndex(levels=[['foo', 'bar', 'baz'], ['one', 'two', 'three', 'four']], codes=[[0, 0, 0, 2, 2], [2, 0, 1, 1, 2]]) s = Series(np.random.randn(len(index)), index=index) result = s.count(level=0) expected = s.groupby(level=0).count() tm.assert_series_equal( result.astype('f8'), expected.reindex(result.index).fillna(0)) result = s.count(level=1) expected = s.groupby(level=1).count() tm.assert_series_equal( result.astype('f8'), expected.reindex(result.index).fillna(0)) def test_count_level_corner(self): s = self.frame['A'][:0] result = s.count(level=0) expected = Series(0, index=s.index.levels[0], name='A') tm.assert_series_equal(result, expected) df = self.frame[:0] result = df.count(level=0) expected = DataFrame(index=s.index.levels[0], columns=df.columns).fillna(0).astype(np.int64) tm.assert_frame_equal(result, expected) def test_get_level_number_out_of_bounds(self): with pytest.raises(IndexError, match="Too many levels"): self.frame.index._get_level_number(2) with pytest.raises(IndexError, match="not a valid level number"): self.frame.index._get_level_number(-3) def test_unstack(self): # just check that it works for now unstacked = self.ymd.unstack() unstacked.unstack() # test that ints work self.ymd.astype(int).unstack() # test that int32 work self.ymd.astype(np.int32).unstack() def test_unstack_multiple_no_empty_columns(self): index = MultiIndex.from_tuples([(0, 'foo', 0), (0, 'bar', 0), ( 1, 'baz', 1), (1, 'qux', 1)]) s = Series(np.random.randn(4), index=index) unstacked = s.unstack([1, 2]) expected = unstacked.dropna(axis=1, how='all') tm.assert_frame_equal(unstacked, expected) def test_stack(self): # regular roundtrip unstacked = self.ymd.unstack() restacked = unstacked.stack() tm.assert_frame_equal(restacked, self.ymd) unlexsorted = self.ymd.sort_index(level=2) unstacked = unlexsorted.unstack(2) restacked = unstacked.stack() tm.assert_frame_equal(restacked.sort_index(level=0), self.ymd) unlexsorted = unlexsorted[::-1] unstacked = unlexsorted.unstack(1) restacked = unstacked.stack().swaplevel(1, 2) tm.assert_frame_equal(restacked.sort_index(level=0), self.ymd) unlexsorted = unlexsorted.swaplevel(0, 1) unstacked = unlexsorted.unstack(0).swaplevel(0, 1, axis=1) restacked = unstacked.stack(0).swaplevel(1, 2) tm.assert_frame_equal(restacked.sort_index(level=0), self.ymd) # columns unsorted unstacked = self.ymd.unstack() unstacked = unstacked.sort_index(axis=1, ascending=False) restacked = unstacked.stack() tm.assert_frame_equal(restacked, self.ymd) # more than 2 levels in the columns unstacked = self.ymd.unstack(1).unstack(1) result = unstacked.stack(1) expected = self.ymd.unstack() tm.assert_frame_equal(result, expected) result = unstacked.stack(2) expected = self.ymd.unstack(1) tm.assert_frame_equal(result, expected) result = unstacked.stack(0) expected = self.ymd.stack().unstack(1).unstack(1) tm.assert_frame_equal(result, expected) # not all levels present in each echelon unstacked = self.ymd.unstack(2).loc[:, ::3] stacked = unstacked.stack().stack() ymd_stacked = self.ymd.stack() tm.assert_series_equal(stacked, ymd_stacked.reindex(stacked.index)) # stack with negative number result = self.ymd.unstack(0).stack(-2) expected = self.ymd.unstack(0).stack(0) # GH10417 def check(left, right): tm.assert_series_equal(left, right) assert left.index.is_unique is False li, ri = left.index, right.index tm.assert_index_equal(li, ri) df = DataFrame(np.arange(12).reshape(4, 3), index=list('abab'), columns=['1st', '2nd', '3rd']) mi = MultiIndex(levels=[['a', 'b'], ['1st', '2nd', '3rd']], codes=[np.tile( np.arange(2).repeat(3), 2), np.tile( np.arange(3), 4)]) left, right = df.stack(), Series(np.arange(12), index=mi) check(left, right) df.columns = ['1st', '2nd', '1st'] mi = MultiIndex(levels=[['a', 'b'], ['1st', '2nd']], codes=[np.tile( np.arange(2).repeat(3), 2), np.tile( [0, 1, 0], 4)]) left, right = df.stack(), Series(np.arange(12), index=mi) check(left, right) tpls = ('a', 2), ('b', 1), ('a', 1), ('b', 2) df.index = MultiIndex.from_tuples(tpls) mi = MultiIndex(levels=[['a', 'b'], [1, 2], ['1st', '2nd']], codes=[np.tile( np.arange(2).repeat(3), 2), np.repeat( [1, 0, 1], [3, 6, 3]), np.tile( [0, 1, 0], 4)]) left, right = df.stack(), Series(np.arange(12), index=mi) check(left, right) def test_unstack_odd_failure(self): data = """day,time,smoker,sum,len Fri,Dinner,No,8.25,3. Fri,Dinner,Yes,27.03,9 Fri,Lunch,No,3.0,1 Fri,Lunch,Yes,13.68,6 Sat,Dinner,No,139.63,45 Sat,Dinner,Yes,120.77,42 Sun,Dinner,No,180.57,57 Sun,Dinner,Yes,66.82,19 Thur,Dinner,No,3.0,1 Thur,Lunch,No,117.32,44 Thur,Lunch,Yes,51.51,17""" df = pd.read_csv(StringIO(data)).set_index(['day', 'time', 'smoker']) # it works, #2100 result = df.unstack(2) recons = result.stack() tm.assert_frame_equal(recons, df) def test_stack_mixed_dtype(self): df = self.frame.T df['foo', 'four'] = 'foo' df = df.sort_index(level=1, axis=1) stacked = df.stack() result = df['foo'].stack().sort_index() tm.assert_series_equal(stacked['foo'], result, check_names=False) assert result.name is None assert stacked['bar'].dtype == np.float_ def test_unstack_bug(self): df = DataFrame({'state': ['naive', 'naive', 'naive', 'activ', 'activ', 'activ'], 'exp': ['a', 'b', 'b', 'b', 'a', 'a'], 'barcode': [1, 2, 3, 4, 1, 3], 'v': ['hi', 'hi', 'bye', 'bye', 'bye', 'peace'], 'extra': np.arange(6.)}) result = df.groupby(['state', 'exp', 'barcode', 'v']).apply(len) unstacked = result.unstack() restacked = unstacked.stack() tm.assert_series_equal( restacked, result.reindex(restacked.index).astype(float)) def test_stack_unstack_preserve_names(self): unstacked = self.frame.unstack() assert unstacked.index.name == 'first' assert unstacked.columns.names == ['exp', 'second'] restacked = unstacked.stack() assert restacked.index.names == self.frame.index.names def test_unstack_level_name(self): result = self.frame.unstack('second') expected = self.frame.unstack(level=1) tm.assert_frame_equal(result, expected) def test_stack_level_name(self): unstacked = self.frame.unstack('second') result = unstacked.stack('exp') expected = self.frame.unstack().stack(0) tm.assert_frame_equal(result, expected) result = self.frame.stack('exp') expected = self.frame.stack() tm.assert_series_equal(result, expected) def test_stack_unstack_multiple(self): unstacked = self.ymd.unstack(['year', 'month']) expected = self.ymd.unstack('year').unstack('month') tm.assert_frame_equal(unstacked, expected) assert unstacked.columns.names == expected.columns.names # series s = self.ymd['A'] s_unstacked = s.unstack(['year', 'month']) tm.assert_frame_equal(s_unstacked, expected['A']) restacked = unstacked.stack(['year', 'month']) restacked = restacked.swaplevel(0, 1).swaplevel(1, 2) restacked = restacked.sort_index(level=0) tm.assert_frame_equal(restacked, self.ymd) assert restacked.index.names == self.ymd.index.names # GH #451 unstacked = self.ymd.unstack([1, 2]) expected = self.ymd.unstack(1).unstack(1).dropna(axis=1, how='all') tm.assert_frame_equal(unstacked, expected) unstacked = self.ymd.unstack([2, 1]) expected = self.ymd.unstack(2).unstack(1).dropna(axis=1, how='all') tm.assert_frame_equal(unstacked, expected.loc[:, unstacked.columns]) def test_stack_names_and_numbers(self): unstacked = self.ymd.unstack(['year', 'month']) # Can't use mixture of names and numbers to stack with pytest.raises(ValueError, match="level should contain"): unstacked.stack([0, 'month']) def test_stack_multiple_out_of_bounds(self): # nlevels == 3 unstacked = self.ymd.unstack(['year', 'month']) with pytest.raises(IndexError, match="Too many levels"): unstacked.stack([2, 3]) with pytest.raises(IndexError, match="not a valid level number"): unstacked.stack([-4, -3]) def test_unstack_period_series(self): # GH 4342 idx1 = pd.PeriodIndex(['2013-01', '2013-01', '2013-02', '2013-02', '2013-03', '2013-03'], freq='M', name='period') idx2 = Index(['A', 'B'] * 3, name='str') value = [1, 2, 3, 4, 5, 6] idx = MultiIndex.from_arrays([idx1, idx2]) s = Series(value, index=idx) result1 = s.unstack() result2 = s.unstack(level=1) result3 = s.unstack(level=0) e_idx = pd.PeriodIndex( ['2013-01', '2013-02', '2013-03'], freq='M', name='period') expected = DataFrame({'A': [1, 3, 5], 'B': [2, 4, 6]}, index=e_idx, columns=['A', 'B']) expected.columns.name = 'str' tm.assert_frame_equal(result1, expected) tm.assert_frame_equal(result2, expected) tm.assert_frame_equal(result3, expected.T) idx1 = pd.PeriodIndex(['2013-01', '2013-01', '2013-02', '2013-02', '2013-03', '2013-03'], freq='M', name='period1') idx2 = pd.PeriodIndex(['2013-12', '2013-11', '2013-10', '2013-09', '2013-08', '2013-07'], freq='M', name='period2') idx = MultiIndex.from_arrays([idx1, idx2]) s = Series(value, index=idx) result1 = s.unstack() result2 = s.unstack(level=1) result3 = s.unstack(level=0) e_idx = pd.PeriodIndex( ['2013-01', '2013-02', '2013-03'], freq='M', name='period1') e_cols = pd.PeriodIndex(['2013-07', '2013-08', '2013-09', '2013-10', '2013-11', '2013-12'], freq='M', name='period2') expected = DataFrame([[np.nan, np.nan, np.nan, np.nan, 2, 1], [np.nan, np.nan, 4, 3, np.nan, np.nan], [6, 5, np.nan, np.nan, np.nan, np.nan]], index=e_idx, columns=e_cols) tm.assert_frame_equal(result1, expected) tm.assert_frame_equal(result2, expected) tm.assert_frame_equal(result3, expected.T) def test_unstack_period_frame(self): # GH 4342 idx1 = pd.PeriodIndex(['2014-01', '2014-02', '2014-02', '2014-02', '2014-01', '2014-01'], freq='M', name='period1') idx2 = pd.PeriodIndex(['2013-12', '2013-12', '2014-02', '2013-10', '2013-10', '2014-02'], freq='M', name='period2') value = {'A': [1, 2, 3, 4, 5, 6], 'B': [6, 5, 4, 3, 2, 1]} idx = MultiIndex.from_arrays([idx1, idx2]) df = DataFrame(value, index=idx) result1 = df.unstack() result2 = df.unstack(level=1) result3 = df.unstack(level=0) e_1 = pd.PeriodIndex(['2014-01', '2014-02'], freq='M', name='period1') e_2 = pd.PeriodIndex(['2013-10', '2013-12', '2014-02', '2013-10', '2013-12', '2014-02'], freq='M', name='period2') e_cols = MultiIndex.from_arrays(['A A A B B B'.split(), e_2]) expected = DataFrame([[5, 1, 6, 2, 6, 1], [4, 2, 3, 3, 5, 4]], index=e_1, columns=e_cols) tm.assert_frame_equal(result1, expected) tm.assert_frame_equal(result2, expected) e_1 = pd.PeriodIndex(['2014-01', '2014-02', '2014-01', '2014-02'], freq='M', name='period1') e_2 = pd.PeriodIndex( ['2013-10', '2013-12', '2014-02'], freq='M', name='period2') e_cols = MultiIndex.from_arrays(['A A B B'.split(), e_1]) expected = DataFrame([[5, 4, 2, 3], [1, 2, 6, 5], [6, 3, 1, 4]], index=e_2, columns=e_cols) tm.assert_frame_equal(result3, expected) def test_stack_multiple_bug(self): """ bug when some uniques are not present in the data #3170""" id_col = ([1] * 3) + ([2] * 3) name = (['a'] * 3) + (['b'] * 3) date = pd.to_datetime(['2013-01-03', '2013-01-04', '2013-01-05'] * 2) var1 = np.random.randint(0, 100, 6) df = DataFrame(dict(ID=id_col, NAME=name, DATE=date, VAR1=var1)) multi = df.set_index(['DATE', 'ID']) multi.columns.name = 'Params' unst = multi.unstack('ID') down = unst.resample('W-THU').mean() rs = down.stack('ID') xp = unst.loc[:, ['VAR1']].resample('W-THU').mean().stack('ID') xp.columns.name = 'Params' tm.assert_frame_equal(rs, xp) def test_stack_dropna(self): # GH #3997 df = DataFrame({'A': ['a1', 'a2'], 'B': ['b1', 'b2'], 'C': [1, 1]}) df = df.set_index(['A', 'B']) stacked = df.unstack().stack(dropna=False) assert len(stacked) > len(stacked.dropna()) stacked = df.unstack().stack(dropna=True) tm.assert_frame_equal(stacked, stacked.dropna()) def test_unstack_multiple_hierarchical(self): df = DataFrame(index=[[0, 0, 0, 0, 1, 1, 1, 1], [0, 0, 1, 1, 0, 0, 1, 1], [0, 1, 0, 1, 0, 1, 0, 1 ]], columns=[[0, 0, 1, 1], [0, 1, 0, 1]]) df.index.names = ['a', 'b', 'c'] df.columns.names = ['d', 'e'] # it works! df.unstack(['b', 'c']) def test_groupby_transform(self): s = self.frame['A'] grouper = s.index.get_level_values(0) grouped = s.groupby(grouper) applied = grouped.apply(lambda x: x * 2) expected = grouped.transform(lambda x: x * 2) result = applied.reindex(expected.index) tm.assert_series_equal(result, expected, check_names=False) def test_unstack_sparse_keyspace(self): # memory problems with naive impl #2278 # Generate Long File & Test Pivot NUM_ROWS = 1000 df = DataFrame({'A': np.random.randint(100, size=NUM_ROWS), 'B': np.random.randint(300, size=NUM_ROWS), 'C': np.random.randint(-7, 7, size=NUM_ROWS), 'D': np.random.randint(-19, 19, size=NUM_ROWS), 'E': np.random.randint(3000, size=NUM_ROWS), 'F': np.random.randn(NUM_ROWS)}) idf = df.set_index(['A', 'B', 'C', 'D', 'E']) # it works! is sufficient idf.unstack('E') def test_unstack_unobserved_keys(self): # related to #2278 refactoring levels = [[0, 1], [0, 1, 2, 3]] codes = [[0, 0, 1, 1], [0, 2, 0, 2]] index = MultiIndex(levels, codes) df = DataFrame(np.random.randn(4, 2), index=index) result = df.unstack() assert len(result.columns) == 4 recons = result.stack() tm.assert_frame_equal(recons, df) @pytest.mark.slow def test_unstack_number_of_levels_larger_than_int32(self): # GH 20601 df = DataFrame(np.random.randn(2 ** 16, 2), index=[np.arange(2 ** 16), np.arange(2 ** 16)]) with pytest.raises(ValueError, match='int32 overflow'): df.unstack() def test_stack_order_with_unsorted_levels(self): # GH 16323 def manual_compare_stacked(df, df_stacked, lev0, lev1): assert all(df.loc[row, col] == df_stacked.loc[(row, col[lev0]), col[lev1]] for row in df.index for col in df.columns) # deep check for 1-row case for width in [2, 3]: levels_poss = itertools.product( itertools.permutations([0, 1, 2], width), repeat=2) for levels in levels_poss: columns = MultiIndex(levels=levels, codes=[[0, 0, 1, 1], [0, 1, 0, 1]]) df = DataFrame(columns=columns, data=[range(4)]) for stack_lev in range(2): df_stacked = df.stack(stack_lev) manual_compare_stacked(df, df_stacked, stack_lev, 1 - stack_lev) # check multi-row case mi = MultiIndex(levels=[["A", "C", "B"], ["B", "A", "C"]], codes=[np.repeat(range(3), 3), np.tile(range(3), 3)]) df = DataFrame(columns=mi, index=range(5), data=np.arange(5 * len(mi)).reshape(5, -1)) manual_compare_stacked(df, df.stack(0), 0, 1) def test_groupby_corner(self): midx = MultiIndex(levels=[['foo'], ['bar'], ['baz']], codes=[[0], [0], [0]], names=['one', 'two', 'three']) df = DataFrame([np.random.rand(4)], columns=['a', 'b', 'c', 'd'], index=midx) # should work df.groupby(level='three') def test_groupby_level_no_obs(self): # #1697 midx = MultiIndex.from_tuples([('f1', 's1'), ('f1', 's2'), ( 'f2', 's1'), ('f2', 's2'), ('f3', 's1'), ('f3', 's2')]) df = DataFrame( [[1, 2, 3, 4, 5, 6], [7, 8, 9, 10, 11, 12]], columns=midx) df1 = df.loc(axis=1)[df.columns.map( lambda u: u[0] in ['f2', 'f3'])] grouped = df1.groupby(axis=1, level=0) result = grouped.sum() assert (result.columns == ['f2', 'f3']).all() def test_join(self): a = self.frame.loc[self.frame.index[:5], ['A']] b = self.frame.loc[self.frame.index[2:], ['B', 'C']] joined = a.join(b, how='outer').reindex(self.frame.index) expected = self.frame.copy() expected.values[np.isnan(joined.values)] = np.nan assert not np.isnan(joined.values).all() # TODO what should join do with names ? tm.assert_frame_equal(joined, expected, check_names=False) def test_swaplevel(self): swapped = self.frame['A'].swaplevel() swapped2 = self.frame['A'].swaplevel(0) swapped3 = self.frame['A'].swaplevel(0, 1) swapped4 = self.frame['A'].swaplevel('first', 'second') assert not swapped.index.equals(self.frame.index) tm.assert_series_equal(swapped, swapped2) tm.assert_series_equal(swapped, swapped3) tm.assert_series_equal(swapped, swapped4) back = swapped.swaplevel() back2 = swapped.swaplevel(0) back3 = swapped.swaplevel(0, 1) back4 = swapped.swaplevel('second', 'first') assert back.index.equals(self.frame.index) tm.assert_series_equal(back, back2) tm.assert_series_equal(back, back3) tm.assert_series_equal(back, back4) ft = self.frame.T swapped = ft.swaplevel('first', 'second', axis=1) exp = self.frame.swaplevel('first', 'second').T tm.assert_frame_equal(swapped, exp) def test_reorder_levels(self): result = self.ymd.reorder_levels(['month', 'day', 'year']) expected = self.ymd.swaplevel(0, 1).swaplevel(1, 2) tm.assert_frame_equal(result, expected) result = self.ymd['A'].reorder_levels(['month', 'day', 'year']) expected = self.ymd['A'].swaplevel(0, 1).swaplevel(1, 2) tm.assert_series_equal(result, expected) result = self.ymd.T.reorder_levels(['month', 'day', 'year'], axis=1) expected = self.ymd.T.swaplevel(0, 1, axis=1).swaplevel(1, 2, axis=1) tm.assert_frame_equal(result, expected) with pytest.raises(TypeError, match='hierarchical axis'): self.ymd.reorder_levels([1, 2], axis=1) with pytest.raises(IndexError, match='Too many levels'): self.ymd.index.reorder_levels([1, 2, 3]) def test_insert_index(self): df = self.ymd[:5].T df[2000, 1, 10] = df[2000, 1, 7] assert isinstance(df.columns, MultiIndex) assert (df[2000, 1, 10] == df[2000, 1, 7]).all() def test_alignment(self): x = Series(data=[1, 2, 3], index=MultiIndex.from_tuples([("A", 1), ( "A", 2), ("B", 3)])) y = Series(data=[4, 5, 6], index=MultiIndex.from_tuples([("Z", 1), ( "Z", 2), ("B", 3)])) res = x - y exp_index = x.index.union(y.index) exp = x.reindex(exp_index) - y.reindex(exp_index) tm.assert_series_equal(res, exp) # hit non-monotonic code path res = x[::-1] - y[::-1] exp_index = x.index.union(y.index) exp = x.reindex(exp_index) - y.reindex(exp_index) tm.assert_series_equal(res, exp) def test_count(self): frame = self.frame.copy() frame.index.names = ['a', 'b'] result = frame.count(level='b') expect = self.frame.count(level=1) tm.assert_frame_equal(result, expect, check_names=False) result = frame.count(level='a') expect = self.frame.count(level=0) tm.assert_frame_equal(result, expect, check_names=False) series = self.series.copy() series.index.names = ['a', 'b'] result = series.count(level='b') expect = self.series.count(level=1) tm.assert_series_equal(result, expect, check_names=False) assert result.index.name == 'b' result = series.count(level='a') expect = self.series.count(level=0) tm.assert_series_equal(result, expect, check_names=False) assert result.index.name == 'a' msg = "Level x not found" with pytest.raises(KeyError, match=msg): series.count('x') with pytest.raises(KeyError, match=msg): frame.count(level='x') @pytest.mark.parametrize('op', AGG_FUNCTIONS) @pytest.mark.parametrize('level', [0, 1]) @pytest.mark.parametrize('skipna', [True, False]) @pytest.mark.parametrize('sort', [True, False]) def test_series_group_min_max(self, op, level, skipna, sort): # GH 17537 grouped = self.series.groupby(level=level, sort=sort) # skipna=True leftside = grouped.agg(lambda x: getattr(x, op)(skipna=skipna)) rightside = getattr(self.series, op)(level=level, skipna=skipna) if sort: rightside = rightside.sort_index(level=level) tm.assert_series_equal(leftside, rightside) @pytest.mark.parametrize('op', AGG_FUNCTIONS) @pytest.mark.parametrize('level', [0, 1]) @pytest.mark.parametrize('axis', [0, 1]) @pytest.mark.parametrize('skipna', [True, False]) @pytest.mark.parametrize('sort', [True, False]) def test_frame_group_ops(self, op, level, axis, skipna, sort): # GH 17537 self.frame.iloc[1, [1, 2]] = np.nan self.frame.iloc[7, [0, 1]] = np.nan if axis == 0: frame = self.frame else: frame = self.frame.T grouped = frame.groupby(level=level, axis=axis, sort=sort) pieces = [] def aggf(x): pieces.append(x) return getattr(x, op)(skipna=skipna, axis=axis) leftside = grouped.agg(aggf) rightside = getattr(frame, op)(level=level, axis=axis, skipna=skipna) if sort: rightside = rightside.sort_index(level=level, axis=axis) frame = frame.sort_index(level=level, axis=axis) # for good measure, groupby detail level_index = frame._get_axis(axis).levels[level] tm.assert_index_equal(leftside._get_axis(axis), level_index) tm.assert_index_equal(rightside._get_axis(axis), level_index) tm.assert_frame_equal(leftside, rightside) def test_stat_op_corner(self): obj = Series([10.0], index=MultiIndex.from_tuples([(2, 3)])) result = obj.sum(level=0) expected = Series([10.0], index=[2]) tm.assert_series_equal(result, expected) def test_frame_any_all_group(self): df = DataFrame( {'data': [False, False, True, False, True, False, True]}, index=[ ['one', 'one', 'two', 'one', 'two', 'two', 'two'], [0, 1, 0, 2, 1, 2, 3]]) result = df.any(level=0) ex = DataFrame({'data': [False, True]}, index=['one', 'two']) tm.assert_frame_equal(result, ex) result = df.all(level=0) ex = DataFrame({'data': [False, False]}, index=['one', 'two']) tm.assert_frame_equal(result, ex) def test_std_var_pass_ddof(self): index = MultiIndex.from_arrays([np.arange(5).repeat(10), np.tile( np.arange(10), 5)]) df = DataFrame(np.random.randn(len(index), 5), index=index) for meth in ['var', 'std']: ddof = 4 alt = lambda x: getattr(x, meth)(ddof=ddof) result = getattr(df[0], meth)(level=0, ddof=ddof) expected = df[0].groupby(level=0).agg(alt) tm.assert_series_equal(result, expected) result = getattr(df, meth)(level=0, ddof=ddof) expected = df.groupby(level=0).agg(alt) tm.assert_frame_equal(result, expected) def test_frame_series_agg_multiple_levels(self): result = self.ymd.sum(level=['year', 'month']) expected = self.ymd.groupby(level=['year', 'month']).sum() tm.assert_frame_equal(result, expected) result = self.ymd['A'].sum(level=['year', 'month']) expected = self.ymd['A'].groupby(level=['year', 'month']).sum() tm.assert_series_equal(result, expected) def test_groupby_multilevel(self): result = self.ymd.groupby(level=[0, 1]).mean() k1 = self.ymd.index.get_level_values(0) k2 = self.ymd.index.get_level_values(1) expected = self.ymd.groupby([k1, k2]).mean() # TODO groupby with level_values drops names tm.assert_frame_equal(result, expected, check_names=False) assert result.index.names == self.ymd.index.names[:2] result2 = self.ymd.groupby(level=self.ymd.index.names[:2]).mean() tm.assert_frame_equal(result, result2) def test_groupby_multilevel_with_transform(self): pass def test_multilevel_consolidate(self): index = MultiIndex.from_tuples([('foo', 'one'), ('foo', 'two'), ( 'bar', 'one'), ('bar', 'two')]) df = DataFrame(np.random.randn(4, 4), index=index, columns=index) df['Totals', ''] = df.sum(1) df = df._consolidate() def test_loc_preserve_names(self): result = self.ymd.loc[2000] result2 = self.ymd['A'].loc[2000] assert result.index.names == self.ymd.index.names[1:] assert result2.index.names == self.ymd.index.names[1:] result = self.ymd.loc[2000, 2] result2 = self.ymd['A'].loc[2000, 2] assert result.index.name == self.ymd.index.names[2] assert result2.index.name == self.ymd.index.names[2] def test_unstack_preserve_types(self): # GH #403 self.ymd['E'] = 'foo' self.ymd['F'] = 2 unstacked = self.ymd.unstack('month') assert unstacked['A', 1].dtype == np.float64 assert unstacked['E', 1].dtype == np.object_ assert unstacked['F', 1].dtype == np.float64 def test_unstack_group_index_overflow(self): codes = np.tile(np.arange(500), 2) level = np.arange(500) index = MultiIndex(levels=[level] * 8 + [[0, 1]], codes=[codes] * 8 + [np.arange(2).repeat(500)]) s = Series(np.arange(1000), index=index) result = s.unstack() assert result.shape == (500, 2) # test roundtrip stacked = result.stack() tm.assert_series_equal(s, stacked.reindex(s.index)) # put it at beginning index = MultiIndex(levels=[[0, 1]] + [level] * 8, codes=[np.arange(2).repeat(500)] + [codes] * 8) s = Series(np.arange(1000), index=index) result = s.unstack(0) assert result.shape == (500, 2) # put it in middle index = MultiIndex(levels=[level] * 4 + [[0, 1]] + [level] * 4, codes=([codes] * 4 + [np.arange(2).repeat(500)] + [codes] * 4)) s = Series(np.arange(1000), index=index) result = s.unstack(4) assert result.shape == (500, 2) def test_pyint_engine(self): # GH 18519 : when combinations of codes cannot be represented in 64 # bits, the index underlying the MultiIndex engine works with Python # integers, rather than uint64. N = 5 keys = [tuple(l) for l in [[0] * 10 * N, [1] * 10 * N, [2] * 10 * N, [np.nan] * N + [2] * 9 * N, [0] * N + [2] * 9 * N, [np.nan] * N + [2] * 8 * N + [0] * N]] # Each level contains 4 elements (including NaN), so it is represented # in 2 bits, for a total of 2*N*10 = 100 > 64 bits. If we were using a # 64 bit engine and truncating the first levels, the fourth and fifth # keys would collide; if truncating the last levels, the fifth and # sixth; if rotating bits rather than shifting, the third and fifth. for idx in range(len(keys)): index = MultiIndex.from_tuples(keys) assert index.get_loc(keys[idx]) == idx expected = np.arange(idx + 1, dtype=np.intp) result = index.get_indexer([keys[i] for i in expected]) tm.assert_numpy_array_equal(result, expected) # With missing key: idces = range(len(keys)) expected = np.array([-1] + list(idces), dtype=np.intp) missing = tuple([0, 1] * 5 * N) result = index.get_indexer([missing] + [keys[i] for i in idces]) tm.assert_numpy_array_equal(result, expected) def test_to_html(self): self.ymd.columns.name = 'foo' self.ymd.to_html() self.ymd.T.to_html() def test_level_with_tuples(self): index = MultiIndex(levels=[[('foo', 'bar', 0), ('foo', 'baz', 0), ( 'foo', 'qux', 0)], [0, 1]], codes=[[0, 0, 1, 1, 2, 2], [0, 1, 0, 1, 0, 1]]) series = Series(np.random.randn(6), index=index) frame = DataFrame(np.random.randn(6, 4), index=index) result = series[('foo', 'bar', 0)] result2 = series.loc[('foo', 'bar', 0)] expected = series[:2] expected.index = expected.index.droplevel(0) tm.assert_series_equal(result, expected) tm.assert_series_equal(result2, expected) with pytest.raises(KeyError, match=r"^\(\('foo', 'bar', 0\), 2\)$"): series[('foo', 'bar', 0), 2] result = frame.loc[('foo', 'bar', 0)] result2 = frame.xs(('foo', 'bar', 0)) expected = frame[:2] expected.index = expected.index.droplevel(0) tm.assert_frame_equal(result, expected) tm.assert_frame_equal(result2, expected) index = MultiIndex(levels=[[('foo', 'bar'), ('foo', 'baz'), ( 'foo', 'qux')], [0, 1]], codes=[[0, 0, 1, 1, 2, 2], [0, 1, 0, 1, 0, 1]]) series = Series(np.random.randn(6), index=index) frame = DataFrame(np.random.randn(6, 4), index=index) result = series[('foo', 'bar')] result2 = series.loc[('foo', 'bar')] expected = series[:2] expected.index = expected.index.droplevel(0) tm.assert_series_equal(result, expected) tm.assert_series_equal(result2, expected) result = frame.loc[('foo', 'bar')] result2 = frame.xs(('foo', 'bar')) expected = frame[:2] expected.index = expected.index.droplevel(0) tm.assert_frame_equal(result, expected) tm.assert_frame_equal(result2, expected) def test_mixed_depth_drop(self): arrays = [['a', 'top', 'top', 'routine1', 'routine1', 'routine2'], ['', 'OD', 'OD', 'result1', 'result2', 'result1'], ['', 'wx', 'wy', '', '', '']] tuples = sorted(zip(*arrays)) index = MultiIndex.from_tuples(tuples) df = DataFrame(randn(4, 6), columns=index) result = df.drop('a', axis=1) expected = df.drop([('a', '', '')], axis=1) tm.assert_frame_equal(expected, result) result = df.drop(['top'], axis=1) expected = df.drop([('top', 'OD', 'wx')], axis=1) expected = expected.drop([('top', 'OD', 'wy')], axis=1) tm.assert_frame_equal(expected, result) result = df.drop(('top', 'OD', 'wx'), axis=1) expected = df.drop([('top', 'OD', 'wx')], axis=1) tm.assert_frame_equal(expected, result) expected = df.drop([('top', 'OD', 'wy')], axis=1) expected = df.drop('top', axis=1) result = df.drop('result1', level=1, axis=1) expected = df.drop([('routine1', 'result1', ''), ('routine2', 'result1', '')], axis=1) tm.assert_frame_equal(expected, result) def test_drop_nonunique(self): df = DataFrame([["x-a", "x", "a", 1.5], ["x-a", "x", "a", 1.2], ["z-c", "z", "c", 3.1], ["x-a", "x", "a", 4.1], ["x-b", "x", "b", 5.1], ["x-b", "x", "b", 4.1], ["x-b", "x", "b", 2.2], ["y-a", "y", "a", 1.2], ["z-b", "z", "b", 2.1]], columns=["var1", "var2", "var3", "var4"]) grp_size = df.groupby("var1").size() drop_idx = grp_size.loc[grp_size == 1] idf = df.set_index(["var1", "var2", "var3"]) # it works! #2101 result = idf.drop(drop_idx.index, level=0).reset_index() expected = df[-df.var1.isin(drop_idx.index)] result.index = expected.index tm.assert_frame_equal(result, expected) def test_mixed_depth_pop(self): arrays = [['a', 'top', 'top', 'routine1', 'routine1', 'routine2'], ['', 'OD', 'OD', 'result1', 'result2', 'result1'], ['', 'wx', 'wy', '', '', '']] tuples = sorted(zip(*arrays)) index = MultiIndex.from_tuples(tuples) df = DataFrame(randn(4, 6), columns=index) df1 = df.copy() df2 = df.copy() result = df1.pop('a') expected = df2.pop(('a', '', '')) tm.assert_series_equal(expected, result, check_names=False) tm.assert_frame_equal(df1, df2) assert result.name == 'a' expected = df1['top'] df1 = df1.drop(['top'], axis=1) result = df2.pop('top') tm.assert_frame_equal(expected, result) tm.assert_frame_equal(df1, df2) def test_reindex_level_partial_selection(self): result = self.frame.reindex(['foo', 'qux'], level=0) expected = self.frame.iloc[[0, 1, 2, 7, 8, 9]] tm.assert_frame_equal(result, expected) result = self.frame.T.reindex(['foo', 'qux'], axis=1, level=0) tm.assert_frame_equal(result, expected.T) result = self.frame.loc[['foo', 'qux']] tm.assert_frame_equal(result, expected) result = self.frame['A'].loc[['foo', 'qux']] tm.assert_series_equal(result, expected['A']) result = self.frame.T.loc[:, ['foo', 'qux']] tm.assert_frame_equal(result, expected.T) def test_drop_level(self): result = self.frame.drop(['bar', 'qux'], level='first') expected = self.frame.iloc[[0, 1, 2, 5, 6]] tm.assert_frame_equal(result, expected) result = self.frame.drop(['two'], level='second') expected = self.frame.iloc[[0, 2, 3, 6, 7, 9]] tm.assert_frame_equal(result, expected) result = self.frame.T.drop(['bar', 'qux'], axis=1, level='first') expected = self.frame.iloc[[0, 1, 2, 5, 6]].T tm.assert_frame_equal(result, expected) result = self.frame.T.drop(['two'], axis=1, level='second') expected = self.frame.iloc[[0, 2, 3, 6, 7, 9]].T tm.assert_frame_equal(result, expected) def test_drop_level_nonunique_datetime(self): # GH 12701 idx = Index([2, 3, 4, 4, 5], name='id') idxdt = pd.to_datetime(['201603231400', '201603231500', '201603231600', '201603231600', '201603231700']) df = DataFrame(np.arange(10).reshape(5, 2), columns=list('ab'), index=idx) df['tstamp'] = idxdt df = df.set_index('tstamp', append=True) ts = Timestamp('201603231600') assert df.index.is_unique is False result = df.drop(ts, level='tstamp') expected = df.loc[idx != 4] tm.assert_frame_equal(result, expected) @pytest.mark.parametrize('box', [Series, DataFrame]) def test_drop_tz_aware_timestamp_across_dst(self, box): # GH 21761 start = Timestamp('2017-10-29', tz='Europe/Berlin') end = Timestamp('2017-10-29 04:00:00', tz='Europe/Berlin') index = pd.date_range(start, end, freq='15min') data = box(data=[1] * len(index), index=index) result = data.drop(start) expected_start = Timestamp('2017-10-29 00:15:00', tz='Europe/Berlin') expected_idx = pd.date_range(expected_start, end, freq='15min') expected = box(data=[1] * len(expected_idx), index=expected_idx) tm.assert_equal(result, expected) def test_drop_preserve_names(self): index = MultiIndex.from_arrays([[0, 0, 0, 1, 1, 1], [1, 2, 3, 1, 2, 3]], names=['one', 'two']) df = DataFrame(np.random.randn(6, 3), index=index) result = df.drop([(0, 2)]) assert result.index.names == ('one', 'two') def test_unicode_repr_issues(self): levels = [Index(['a/\u03c3', 'b/\u03c3', 'c/\u03c3']), Index([0, 1])] codes = [np.arange(3).repeat(2), np.tile(np.arange(2), 3)] index = MultiIndex(levels=levels, codes=codes) repr(index.levels) # NumPy bug # repr(index.get_level_values(1)) def test_unicode_repr_level_names(self): index = MultiIndex.from_tuples([(0, 0), (1, 1)], names=['\u0394', 'i1']) s = Series(range(2), index=index) df = DataFrame(np.random.randn(2, 4), index=index) repr(s) repr(df) def test_join_segfault(self): # 1532 df1 = DataFrame({'a': [1, 1], 'b': [1, 2], 'x': [1, 2]}) df2 = DataFrame({'a': [2, 2], 'b': [1, 2], 'y': [1, 2]}) df1 = df1.set_index(['a', 'b']) df2 = df2.set_index(['a', 'b']) # it works! for how in ['left', 'right', 'outer']: df1.join(df2, how=how) def test_frame_dict_constructor_empty_series(self): s1 = Series([ 1, 2, 3, 4 ], index=MultiIndex.from_tuples([(1, 2), (1, 3), (2, 2), (2, 4)])) s2 = Series([ 1, 2, 3, 4 ], index=MultiIndex.from_tuples([(1, 2), (1, 3), (3, 2), (3, 4)])) s3 = Series() # it works! DataFrame({'foo': s1, 'bar': s2, 'baz': s3}) DataFrame.from_dict({'foo': s1, 'baz': s3, 'bar': s2}) def test_multiindex_na_repr(self): # only an issue with long columns from numpy import nan df3 = DataFrame({ 'A' * 30: {('A', 'A0006000', 'nuit'): 'A0006000'}, 'B' * 30: {('A', 'A0006000', 'nuit'): nan}, 'C' * 30: {('A', 'A0006000', 'nuit'): nan}, 'D' * 30: {('A', 'A0006000', 'nuit'): nan}, 'E' * 30: {('A', 'A0006000', 'nuit'): 'A'}, 'F' * 30: {('A', 'A0006000', 'nuit'): nan}, }) idf = df3.set_index(['A' * 30, 'C' * 30]) repr(idf) def test_assign_index_sequences(self): # #2200 df = DataFrame({"a": [1, 2, 3], "b": [4, 5, 6], "c": [7, 8, 9]}).set_index(["a", "b"]) index = list(df.index) index[0] = ("faz", "boo") df.index = index repr(df) # this travels an improper code path index[0] = ["faz", "boo"] df.index = index repr(df) def test_tuples_have_na(self): index = MultiIndex(levels=[[1, 0], [0, 1, 2, 3]], codes=[[1, 1, 1, 1, -1, 0, 0, 0], [0, 1, 2, 3, 0, 1, 2, 3]]) assert isna(index[4][0]) assert isna(index.values[4][0]) def test_duplicate_groupby_issues(self): idx_tp = [('600809', '20061231'), ('600809', '20070331'), ('600809', '20070630'), ('600809', '20070331')] dt = ['demo', 'demo', 'demo', 'demo'] idx = MultiIndex.from_tuples(idx_tp, names=['STK_ID', 'RPT_Date']) s = Series(dt, index=idx) result = s.groupby(s.index).first() assert len(result) == 3 def test_duplicate_mi(self): # GH 4516 df = DataFrame([['foo', 'bar', 1.0, 1], ['foo', 'bar', 2.0, 2], ['bah', 'bam', 3.0, 3], ['bah', 'bam', 4.0, 4], ['foo', 'bar', 5.0, 5], ['bah', 'bam', 6.0, 6]], columns=list('ABCD')) df = df.set_index(['A', 'B']) df = df.sort_index(level=0) expected = DataFrame([['foo', 'bar', 1.0, 1], ['foo', 'bar', 2.0, 2], ['foo', 'bar', 5.0, 5]], columns=list('ABCD')).set_index(['A', 'B']) result = df.loc[('foo', 'bar')] tm.assert_frame_equal(result, expected) def test_duplicated_drop_duplicates(self): # GH 4060 idx = MultiIndex.from_arrays(([1, 2, 3, 1, 2, 3], [1, 1, 1, 1, 2, 2])) expected = np.array( [False, False, False, True, False, False], dtype=bool) duplicated = idx.duplicated() tm.assert_numpy_array_equal(duplicated, expected) assert duplicated.dtype == bool expected = MultiIndex.from_arrays(([1, 2, 3, 2, 3], [1, 1, 1, 2, 2])) tm.assert_index_equal(idx.drop_duplicates(), expected) expected = np.array([True, False, False, False, False, False]) duplicated = idx.duplicated(keep='last') tm.assert_numpy_array_equal(duplicated, expected) assert duplicated.dtype == bool expected = MultiIndex.from_arrays(([2, 3, 1, 2, 3], [1, 1, 1, 2, 2])) tm.assert_index_equal(idx.drop_duplicates(keep='last'), expected) expected = np.array([True, False, False, True, False, False]) duplicated = idx.duplicated(keep=False) tm.assert_numpy_array_equal(duplicated, expected) assert duplicated.dtype == bool expected = MultiIndex.from_arrays(([2, 3, 2, 3], [1, 1, 2, 2])) tm.assert_index_equal(idx.drop_duplicates(keep=False), expected) def test_multiindex_set_index(self): # segfault in #3308 d = {'t1': [2, 2.5, 3], 't2': [4, 5, 6]} df = DataFrame(d) tuples = [(0, 1), (0, 2), (1, 2)] df['tuples'] = tuples index = MultiIndex.from_tuples(df['tuples']) # it works! df.set_index(index) def test_datetimeindex(self): idx1 = pd.DatetimeIndex( ['2013-04-01 9:00', '2013-04-02 9:00', '2013-04-03 9:00' ] * 2, tz='Asia/Tokyo') idx2 = pd.date_range('2010/01/01', periods=6, freq='M', tz='US/Eastern') idx = MultiIndex.from_arrays([idx1, idx2]) expected1 = pd.DatetimeIndex(['2013-04-01 9:00', '2013-04-02 9:00', '2013-04-03 9:00'], tz='Asia/Tokyo') tm.assert_index_equal(idx.levels[0], expected1) tm.assert_index_equal(idx.levels[1], idx2) # from datetime combos # GH 7888 date1 = datetime.date.today() date2 = datetime.datetime.today() date3 = Timestamp.today() for d1, d2 in itertools.product( [date1, date2, date3], [date1, date2, date3]): index = MultiIndex.from_product([[d1], [d2]]) assert isinstance(index.levels[0], pd.DatetimeIndex) assert isinstance(index.levels[1], pd.DatetimeIndex) def test_constructor_with_tz(self): index = pd.DatetimeIndex(['2013/01/01 09:00', '2013/01/02 09:00'], name='dt1', tz='US/Pacific') columns = pd.DatetimeIndex(['2014/01/01 09:00', '2014/01/02 09:00'], name='dt2', tz='Asia/Tokyo') result = MultiIndex.from_arrays([index, columns]) tm.assert_index_equal(result.levels[0], index) tm.assert_index_equal(result.levels[1], columns) result = MultiIndex.from_arrays([Series(index), Series(columns)]) tm.assert_index_equal(result.levels[0], index) tm.assert_index_equal(result.levels[1], columns) def test_set_index_datetime(self): # GH 3950 df = DataFrame( {'label': ['a', 'a', 'a', 'b', 'b', 'b'], 'datetime': ['2011-07-19 07:00:00', '2011-07-19 08:00:00', '2011-07-19 09:00:00', '2011-07-19 07:00:00', '2011-07-19 08:00:00', '2011-07-19 09:00:00'], 'value': range(6)}) df.index = pd.to_datetime(df.pop('datetime'), utc=True) df.index = df.index.tz_convert('US/Pacific') expected = pd.DatetimeIndex(['2011-07-19 07:00:00', '2011-07-19 08:00:00', '2011-07-19 09:00:00'], name='datetime') expected = expected.tz_localize('UTC').tz_convert('US/Pacific') df = df.set_index('label', append=True) tm.assert_index_equal(df.index.levels[0], expected) tm.assert_index_equal(df.index.levels[1], Index(['a', 'b'], name='label')) df = df.swaplevel(0, 1) tm.assert_index_equal(df.index.levels[0], Index(['a', 'b'], name='label')) tm.assert_index_equal(df.index.levels[1], expected) df = DataFrame(np.random.random(6)) idx1 = pd.DatetimeIndex(['2011-07-19 07:00:00', '2011-07-19 08:00:00', '2011-07-19 09:00:00', '2011-07-19 07:00:00', '2011-07-19 08:00:00', '2011-07-19 09:00:00'], tz='US/Eastern') idx2 = pd.DatetimeIndex(['2012-04-01 09:00', '2012-04-01 09:00', '2012-04-01 09:00', '2012-04-02 09:00', '2012-04-02 09:00', '2012-04-02 09:00'], tz='US/Eastern') idx3 = pd.date_range('2011-01-01 09:00', periods=6, tz='Asia/Tokyo') df = df.set_index(idx1) df = df.set_index(idx2, append=True) df = df.set_index(idx3, append=True) expected1 = pd.DatetimeIndex(['2011-07-19 07:00:00', '2011-07-19 08:00:00', '2011-07-19 09:00:00'], tz='US/Eastern') expected2 = pd.DatetimeIndex(['2012-04-01 09:00', '2012-04-02 09:00'], tz='US/Eastern') tm.assert_index_equal(df.index.levels[0], expected1) tm.assert_index_equal(df.index.levels[1], expected2) tm.assert_index_equal(df.index.levels[2], idx3) # GH 7092 tm.assert_index_equal(df.index.get_level_values(0), idx1) tm.assert_index_equal(df.index.get_level_values(1), idx2) tm.assert_index_equal(df.index.get_level_values(2), idx3) def test_reset_index_datetime(self): # GH 3950 for tz in ['UTC', 'Asia/Tokyo', 'US/Eastern']: idx1 = pd.date_range('1/1/2011', periods=5, freq='D', tz=tz, name='idx1') idx2 = Index(range(5), name='idx2', dtype='int64') idx = MultiIndex.from_arrays([idx1, idx2]) df = DataFrame( {'a': np.arange(5, dtype='int64'), 'b': ['A', 'B', 'C', 'D', 'E']}, index=idx) expected = DataFrame({'idx1': [datetime.datetime(2011, 1, 1), datetime.datetime(2011, 1, 2), datetime.datetime(2011, 1, 3), datetime.datetime(2011, 1, 4), datetime.datetime(2011, 1, 5)], 'idx2': np.arange(5, dtype='int64'), 'a': np.arange(5, dtype='int64'), 'b': ['A', 'B', 'C', 'D', 'E']}, columns=['idx1', 'idx2', 'a', 'b']) expected['idx1'] = expected['idx1'].apply( lambda d: Timestamp(d, tz=tz)) tm.assert_frame_equal(df.reset_index(), expected) idx3 = pd.date_range('1/1/2012', periods=5, freq='MS', tz='Europe/Paris', name='idx3') idx = MultiIndex.from_arrays([idx1, idx2, idx3]) df = DataFrame( {'a': np.arange(5, dtype='int64'), 'b': ['A', 'B', 'C', 'D', 'E']}, index=idx) expected = DataFrame({'idx1': [datetime.datetime(2011, 1, 1), datetime.datetime(2011, 1, 2), datetime.datetime(2011, 1, 3), datetime.datetime(2011, 1, 4), datetime.datetime(2011, 1, 5)], 'idx2': np.arange(5, dtype='int64'), 'idx3': [datetime.datetime(2012, 1, 1), datetime.datetime(2012, 2, 1), datetime.datetime(2012, 3, 1), datetime.datetime(2012, 4, 1), datetime.datetime(2012, 5, 1)], 'a': np.arange(5, dtype='int64'), 'b': ['A', 'B', 'C', 'D', 'E']}, columns=['idx1', 'idx2', 'idx3', 'a', 'b']) expected['idx1'] = expected['idx1'].apply( lambda d: Timestamp(d, tz=tz)) expected['idx3'] = expected['idx3'].apply( lambda d: Timestamp(d, tz='Europe/Paris')) tm.assert_frame_equal(df.reset_index(), expected) # GH 7793 idx = MultiIndex.from_product([['a', 'b'], pd.date_range( '20130101', periods=3, tz=tz)]) df = DataFrame( np.arange(6, dtype='int64').reshape( 6, 1), columns=['a'], index=idx) expected = DataFrame({'level_0': 'a a a b b b'.split(), 'level_1': [ datetime.datetime(2013, 1, 1), datetime.datetime(2013, 1, 2), datetime.datetime(2013, 1, 3)] * 2, 'a': np.arange(6, dtype='int64')}, columns=['level_0', 'level_1', 'a']) expected['level_1'] = expected['level_1'].apply( lambda d: Timestamp(d, freq='D', tz=tz)) tm.assert_frame_equal(df.reset_index(), expected) def test_reset_index_period(self): # GH 7746 idx = MultiIndex.from_product( [pd.period_range('20130101', periods=3, freq='M'), list('abc')], names=['month', 'feature']) df = DataFrame(np.arange(9, dtype='int64').reshape(-1, 1), index=idx, columns=['a']) expected = DataFrame({ 'month': ([pd.Period('2013-01', freq='M')] * 3 + [pd.Period('2013-02', freq='M')] * 3 + [pd.Period('2013-03', freq='M')] * 3), 'feature': ['a', 'b', 'c'] * 3, 'a': np.arange(9, dtype='int64') }, columns=['month', 'feature', 'a']) tm.assert_frame_equal(df.reset_index(), expected) def test_reset_index_multiindex_columns(self): levels = [['A', ''], ['B', 'b']] df = DataFrame([[0, 2], [1, 3]], columns=MultiIndex.from_tuples(levels)) result = df[['B']].rename_axis('A').reset_index() tm.assert_frame_equal(result, df) # gh-16120: already existing column with pytest.raises(ValueError, match=(r"cannot insert \('A', ''\), " "already exists")): df.rename_axis('A').reset_index() # gh-16164: multiindex (tuple) full key result = df.set_index([('A', '')]).reset_index() tm.assert_frame_equal(result, df) # with additional (unnamed) index level idx_col = DataFrame([[0], [1]], columns=MultiIndex.from_tuples([('level_0', '')])) expected = pd.concat([idx_col, df[[('B', 'b'), ('A', '')]]], axis=1) result = df.set_index([('B', 'b')], append=True).reset_index() tm.assert_frame_equal(result, expected) # with index name which is a too long tuple... with pytest.raises(ValueError, match=("Item must have length equal " "to number of levels.")): df.rename_axis([('C', 'c', 'i')]).reset_index() # or too short... levels = [['A', 'a', ''], ['B', 'b', 'i']] df2 = DataFrame([[0, 2], [1, 3]], columns=MultiIndex.from_tuples(levels)) idx_col = DataFrame([[0], [1]], columns=MultiIndex.from_tuples([('C', 'c', 'ii')])) expected = pd.concat([idx_col, df2], axis=1) result = df2.rename_axis([('C', 'c')]).reset_index(col_fill='ii') tm.assert_frame_equal(result, expected) # ... which is incompatible with col_fill=None with pytest.raises(ValueError, match=("col_fill=None is incompatible with " r"incomplete column name \('C', 'c'\)")): df2.rename_axis([('C', 'c')]).reset_index(col_fill=None) # with col_level != 0 result = df2.rename_axis([('c', 'ii')]).reset_index(col_level=1, col_fill='C') tm.assert_frame_equal(result, expected) def test_set_index_period(self): # GH 6631 df = DataFrame(np.random.random(6)) idx1 = pd.period_range('2011-01-01', periods=3, freq='M') idx1 = idx1.append(idx1) idx2 = pd.period_range('2013-01-01 09:00', periods=2, freq='H') idx2 = idx2.append(idx2).append(idx2) idx3 = pd.period_range('2005', periods=6, freq='A') df = df.set_index(idx1) df = df.set_index(idx2, append=True) df = df.set_index(idx3, append=True) expected1 = pd.period_range('2011-01-01', periods=3, freq='M') expected2 = pd.period_range('2013-01-01 09:00', periods=2, freq='H') tm.assert_index_equal(df.index.levels[0], expected1) tm.assert_index_equal(df.index.levels[1], expected2) tm.assert_index_equal(df.index.levels[2], idx3) tm.assert_index_equal(df.index.get_level_values(0), idx1) tm.assert_index_equal(df.index.get_level_values(1), idx2) tm.assert_index_equal(df.index.get_level_values(2), idx3) def test_repeat(self): # GH 9361 # fixed by # GH 7891 m_idx = MultiIndex.from_tuples([(1, 2), (3, 4), (5, 6), (7, 8)]) data = ['a', 'b', 'c', 'd'] m_df = Series(data, index=m_idx) assert m_df.repeat(3).shape == (3 * len(data), ) class TestSorted(Base): """ everything you wanted to test about sorting """ def test_sort_index_preserve_levels(self): result = self.frame.sort_index() assert result.index.names == self.frame.index.names def test_sorting_repr_8017(self): np.random.seed(0) data = np.random.randn(3, 4) for gen, extra in [([1., 3., 2., 5.], 4.), ([1, 3, 2, 5], 4), ([Timestamp('20130101'), Timestamp('20130103'), Timestamp('20130102'), Timestamp('20130105')], Timestamp('20130104')), (['1one', '3one', '2one', '5one'], '4one')]: columns = MultiIndex.from_tuples([('red', i) for i in gen]) df = DataFrame(data, index=list('def'), columns=columns) df2 = pd.concat([df, DataFrame('world', index=list('def'), columns=MultiIndex.from_tuples( [('red', extra)]))], axis=1) # check that the repr is good # make sure that we have a correct sparsified repr # e.g. only 1 header of read assert str(df2).splitlines()[0].split() == ['red'] # GH 8017 # sorting fails after columns added # construct single-dtype then sort result = df.copy().sort_index(axis=1) expected = df.iloc[:, [0, 2, 1, 3]] tm.assert_frame_equal(result, expected) result = df2.sort_index(axis=1) expected = df2.iloc[:, [0, 2, 1, 4, 3]] tm.assert_frame_equal(result, expected) # setitem then sort result = df.copy() result[('red', extra)] = 'world' result = result.sort_index(axis=1) tm.assert_frame_equal(result, expected) def test_sort_index_level(self): df = self.frame.copy() df.index = np.arange(len(df)) # axis=1 # series a_sorted = self.frame['A'].sort_index(level=0) # preserve names assert a_sorted.index.names == self.frame.index.names # inplace rs = self.frame.copy() rs.sort_index(level=0, inplace=True) tm.assert_frame_equal(rs, self.frame.sort_index(level=0)) def test_sort_index_level_large_cardinality(self): # #2684 (int64) index = MultiIndex.from_arrays([np.arange(4000)] * 3) df = DataFrame(np.random.randn(4000), index=index, dtype=np.int64) # it works! result = df.sort_index(level=0) assert result.index.lexsort_depth == 3 # #2684 (int32) index = MultiIndex.from_arrays([np.arange(4000)] * 3) df = DataFrame(np.random.randn(4000), index=index, dtype=np.int32) # it works! result = df.sort_index(level=0) assert (result.dtypes.values == df.dtypes.values).all() assert result.index.lexsort_depth == 3 def test_sort_index_level_by_name(self): self.frame.index.names = ['first', 'second'] result = self.frame.sort_index(level='second') expected = self.frame.sort_index(level=1) tm.assert_frame_equal(result, expected) def test_sort_index_level_mixed(self): sorted_before = self.frame.sort_index(level=1) df = self.frame.copy() df['foo'] = 'bar' sorted_after = df.sort_index(level=1) tm.assert_frame_equal(sorted_before, sorted_after.drop(['foo'], axis=1)) dft = self.frame.T sorted_before = dft.sort_index(level=1, axis=1) dft['foo', 'three'] = 'bar' sorted_after = dft.sort_index(level=1, axis=1) tm.assert_frame_equal(sorted_before.drop([('foo', 'three')], axis=1), sorted_after.drop([('foo', 'three')], axis=1)) def test_is_lexsorted(self): levels = [[0, 1], [0, 1, 2]] index = MultiIndex(levels=levels, codes=[[0, 0, 0, 1, 1, 1], [0, 1, 2, 0, 1, 2]]) assert index.is_lexsorted() index = MultiIndex(levels=levels, codes=[[0, 0, 0, 1, 1, 1], [0, 1, 2, 0, 2, 1]]) assert not index.is_lexsorted() index = MultiIndex(levels=levels, codes=[[0, 0, 1, 0, 1, 1], [0, 1, 0, 2, 2, 1]]) assert not index.is_lexsorted() assert index.lexsort_depth == 0 def test_sort_index_and_reconstruction(self): # 15622 # lexsortedness should be identical # across MultiIndex construction methods df = DataFrame([[1, 1], [2, 2]], index=list('ab')) expected = DataFrame([[1, 1], [2, 2], [1, 1], [2, 2]], index=MultiIndex.from_tuples([(0.5, 'a'), (0.5, 'b'), (0.8, 'a'), (0.8, 'b')])) assert expected.index.is_lexsorted() result = DataFrame( [[1, 1], [2, 2], [1, 1], [2, 2]], index=MultiIndex.from_product([[0.5, 0.8], list('ab')])) result = result.sort_index() assert result.index.is_lexsorted() assert result.index.is_monotonic tm.assert_frame_equal(result, expected) result = DataFrame( [[1, 1], [2, 2], [1, 1], [2, 2]], index=MultiIndex(levels=[[0.5, 0.8], ['a', 'b']], codes=[[0, 0, 1, 1], [0, 1, 0, 1]])) result = result.sort_index() assert result.index.is_lexsorted() tm.assert_frame_equal(result, expected) concatted = pd.concat([df, df], keys=[0.8, 0.5]) result = concatted.sort_index() assert result.index.is_lexsorted() assert result.index.is_monotonic tm.assert_frame_equal(result, expected) # 14015 df = DataFrame([[1, 2], [6, 7]], columns=MultiIndex.from_tuples( [(0, '20160811 12:00:00'), (0, '20160809 12:00:00')], names=['l1', 'Date'])) df.columns.set_levels(pd.to_datetime(df.columns.levels[1]), level=1, inplace=True) assert not df.columns.is_lexsorted() assert not df.columns.is_monotonic result = df.sort_index(axis=1) assert result.columns.is_lexsorted() assert result.columns.is_monotonic result = df.sort_index(axis=1, level=1) assert result.columns.is_lexsorted() assert result.columns.is_monotonic def test_sort_index_and_reconstruction_doc_example(self): # doc example df = DataFrame({'value': [1, 2, 3, 4]}, index=MultiIndex( levels=[['a', 'b'], ['bb', 'aa']], codes=[[0, 0, 1, 1], [0, 1, 0, 1]])) assert df.index.is_lexsorted() assert not df.index.is_monotonic # sort it expected = DataFrame({'value': [2, 1, 4, 3]}, index=MultiIndex( levels=[['a', 'b'], ['aa', 'bb']], codes=[[0, 0, 1, 1], [0, 1, 0, 1]])) result = df.sort_index() assert result.index.is_lexsorted() assert result.index.is_monotonic tm.assert_frame_equal(result, expected) # reconstruct result = df.sort_index().copy() result.index = result.index._sort_levels_monotonic() assert result.index.is_lexsorted() assert result.index.is_monotonic tm.assert_frame_equal(result, expected) def test_sort_index_reorder_on_ops(self): # 15687 df = DataFrame( np.random.randn(8, 2), index=MultiIndex.from_product( [['a', 'b'], ['big', 'small'], ['red', 'blu']], names=['letter', 'size', 'color']), columns=['near', 'far']) df = df.sort_index() def my_func(group): group.index = ['newz', 'newa'] return group result = df.groupby(level=['letter', 'size']).apply( my_func).sort_index() expected = MultiIndex.from_product( [['a', 'b'], ['big', 'small'], ['newa', 'newz']], names=['letter', 'size', None]) tm.assert_index_equal(result.index, expected) def test_sort_non_lexsorted(self): # degenerate case where we sort but don't # have a satisfying result :< # GH 15797 idx = MultiIndex([['A', 'B', 'C'], ['c', 'b', 'a']], [[0, 1, 2, 0, 1, 2], [0, 2, 1, 1, 0, 2]]) df = DataFrame({'col': range(len(idx))}, index=idx, dtype='int64') assert df.index.is_lexsorted() is False assert df.index.is_monotonic is False sorted = df.sort_index() assert sorted.index.is_lexsorted() is True assert sorted.index.is_monotonic is True expected = DataFrame( {'col': [1, 4, 5, 2]}, index=MultiIndex.from_tuples([('B', 'a'), ('B', 'c'), ('C', 'a'), ('C', 'b')]), dtype='int64') result = sorted.loc[pd.IndexSlice['B':'C', 'a':'c'], :] tm.assert_frame_equal(result, expected) def test_sort_index_nan(self): # GH 14784 # incorrect sorting w.r.t. nans tuples = [[12, 13], [np.nan, np.nan], [np.nan, 3], [1, 2]] mi = MultiIndex.from_tuples(tuples) df = DataFrame(np.arange(16).reshape(4, 4), index=mi, columns=list('ABCD')) s = Series(np.arange(4), index=mi) df2 = DataFrame({ 'date': pd.to_datetime([ '20121002', '20121007', '20130130', '20130202', '20130305', '20121002', '20121207', '20130130', '20130202', '20130305', '20130202', '20130305' ]), 'user_id': [1, 1, 1, 1, 1, 3, 3, 3, 5, 5, 5, 5], 'whole_cost': [1790, np.nan, 280, 259, np.nan, 623, 90, 312, np.nan, 301, 359, 801], 'cost': [12, 15, 10, 24, 39, 1, 0, np.nan, 45, 34, 1, 12] }).set_index(['date', 'user_id']) # sorting frame, default nan position is last result = df.sort_index() expected = df.iloc[[3, 0, 2, 1], :] tm.assert_frame_equal(result, expected) # sorting frame, nan position last result = df.sort_index(na_position='last') expected = df.iloc[[3, 0, 2, 1], :] tm.assert_frame_equal(result, expected) # sorting frame, nan position first result = df.sort_index(na_position='first') expected = df.iloc[[1, 2, 3, 0], :] tm.assert_frame_equal(result, expected) # sorting frame with removed rows result = df2.dropna().sort_index() expected = df2.sort_index().dropna() tm.assert_frame_equal(result, expected) # sorting series, default nan position is last result = s.sort_index() expected = s.iloc[[3, 0, 2, 1]] tm.assert_series_equal(result, expected) # sorting series, nan position last result = s.sort_index(na_position='last') expected = s.iloc[[3, 0, 2, 1]] tm.assert_series_equal(result, expected) # sorting series, nan position first result = s.sort_index(na_position='first') expected = s.iloc[[1, 2, 3, 0]] tm.assert_series_equal(result, expected) def test_sort_ascending_list(self): # GH: 16934 # Set up a Series with a three level MultiIndex arrays = [['bar', 'bar', 'baz', 'baz', 'foo', 'foo', 'qux', 'qux'], ['one', 'two', 'one', 'two', 'one', 'two', 'one', 'two'], [4, 3, 2, 1, 4, 3, 2, 1]] tuples = zip(*arrays) mi = MultiIndex.from_tuples(tuples, names=['first', 'second', 'third']) s = Series(range(8), index=mi) # Sort with boolean ascending result = s.sort_index(level=['third', 'first'], ascending=False) expected = s.iloc[[4, 0, 5, 1, 6, 2, 7, 3]] tm.assert_series_equal(result, expected) # Sort with list of boolean ascending result = s.sort_index(level=['third', 'first'], ascending=[False, True]) expected = s.iloc[[0, 4, 1, 5, 2, 6, 3, 7]] tm.assert_series_equal(result, expected)
bsd-3-clause
efiring/scipy
scipy/cluster/hierarchy.py
4
94372
""" ======================================================== Hierarchical clustering (:mod:`scipy.cluster.hierarchy`) ======================================================== .. currentmodule:: scipy.cluster.hierarchy These functions cut hierarchical clusterings into flat clusterings or find the roots of the forest formed by a cut by providing the flat cluster ids of each observation. .. autosummary:: :toctree: generated/ fcluster fclusterdata leaders These are routines for agglomerative clustering. .. autosummary:: :toctree: generated/ linkage single complete average weighted centroid median ward These routines compute statistics on hierarchies. .. autosummary:: :toctree: generated/ cophenet from_mlab_linkage inconsistent maxinconsts maxdists maxRstat to_mlab_linkage Routines for visualizing flat clusters. .. autosummary:: :toctree: generated/ dendrogram These are data structures and routines for representing hierarchies as tree objects. .. autosummary:: :toctree: generated/ ClusterNode leaves_list to_tree These are predicates for checking the validity of linkage and inconsistency matrices as well as for checking isomorphism of two flat cluster assignments. .. autosummary:: :toctree: generated/ is_valid_im is_valid_linkage is_isomorphic is_monotonic correspond num_obs_linkage Utility routines for plotting: .. autosummary:: :toctree: generated/ set_link_color_palette References ---------- .. [1] "Statistics toolbox." API Reference Documentation. The MathWorks. http://www.mathworks.com/access/helpdesk/help/toolbox/stats/. Accessed October 1, 2007. .. [2] "Hierarchical clustering." API Reference Documentation. The Wolfram Research, Inc. http://reference.wolfram.com/mathematica/HierarchicalClustering/tutorial/ HierarchicalClustering.html. Accessed October 1, 2007. .. [3] Gower, JC and Ross, GJS. "Minimum Spanning Trees and Single Linkage Cluster Analysis." Applied Statistics. 18(1): pp. 54--64. 1969. .. [4] Ward Jr, JH. "Hierarchical grouping to optimize an objective function." Journal of the American Statistical Association. 58(301): pp. 236--44. 1963. .. [5] Johnson, SC. "Hierarchical clustering schemes." Psychometrika. 32(2): pp. 241--54. 1966. .. [6] Sneath, PH and Sokal, RR. "Numerical taxonomy." Nature. 193: pp. 855--60. 1962. .. [7] Batagelj, V. "Comparing resemblance measures." Journal of Classification. 12: pp. 73--90. 1995. .. [8] Sokal, RR and Michener, CD. "A statistical method for evaluating systematic relationships." Scientific Bulletins. 38(22): pp. 1409--38. 1958. .. [9] Edelbrock, C. "Mixture model tests of hierarchical clustering algorithms: the problem of classifying everybody." Multivariate Behavioral Research. 14: pp. 367--84. 1979. .. [10] Jain, A., and Dubes, R., "Algorithms for Clustering Data." Prentice-Hall. Englewood Cliffs, NJ. 1988. .. [11] Fisher, RA "The use of multiple measurements in taxonomic problems." Annals of Eugenics, 7(2): 179-188. 1936 * MATLAB and MathWorks are registered trademarks of The MathWorks, Inc. * Mathematica is a registered trademark of The Wolfram Research, Inc. """ from __future__ import division, print_function, absolute_import # Copyright (C) Damian Eads, 2007-2008. New BSD License. # hierarchy.py (derived from cluster.py, http://scipy-cluster.googlecode.com) # # Author: Damian Eads # Date: September 22, 2007 # # Copyright (c) 2007, 2008, Damian Eads # # All rights reserved. # # Redistribution and use in source and binary forms, with or without # modification, are permitted provided that the following conditions # are met: # - Redistributions of source code must retain the above # copyright notice, this list of conditions and the # following disclaimer. # - Redistributions in binary form must reproduce the above copyright # notice, this list of conditions and the following disclaimer # in the documentation and/or other materials provided with the # distribution. # - Neither the name of the author 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 # OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, # SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT # LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, # DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY # THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT # (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE # OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. import warnings import numpy as np from . import _hierarchy import scipy.spatial.distance as distance from scipy._lib.six import string_types from scipy._lib.six import xrange _cpy_non_euclid_methods = {'single': 0, 'complete': 1, 'average': 2, 'weighted': 6} _cpy_euclid_methods = {'centroid': 3, 'median': 4, 'ward': 5} _cpy_linkage_methods = set(_cpy_non_euclid_methods.keys()).union( set(_cpy_euclid_methods.keys())) __all__ = ['ClusterNode', 'average', 'centroid', 'complete', 'cophenet', 'correspond', 'dendrogram', 'fcluster', 'fclusterdata', 'from_mlab_linkage', 'inconsistent', 'is_isomorphic', 'is_monotonic', 'is_valid_im', 'is_valid_linkage', 'leaders', 'leaves_list', 'linkage', 'maxRstat', 'maxdists', 'maxinconsts', 'median', 'num_obs_linkage', 'set_link_color_palette', 'single', 'to_mlab_linkage', 'to_tree', 'ward', 'weighted', 'distance'] def _warning(s): warnings.warn('scipy.cluster: %s' % s, stacklevel=3) def _copy_array_if_base_present(a): """ Copies the array if its base points to a parent array. """ if a.base is not None: return a.copy() elif np.issubsctype(a, np.float32): return np.array(a, dtype=np.double) else: return a def _copy_arrays_if_base_present(T): """ Accepts a tuple of arrays T. Copies the array T[i] if its base array points to an actual array. Otherwise, the reference is just copied. This is useful if the arrays are being passed to a C function that does not do proper striding. """ l = [_copy_array_if_base_present(a) for a in T] return l def _randdm(pnts): """ Generates a random distance matrix stored in condensed form. A pnts * (pnts - 1) / 2 sized vector is returned. """ if pnts >= 2: D = np.random.rand(pnts * (pnts - 1) / 2) else: raise ValueError("The number of points in the distance matrix " "must be at least 2.") return D def single(y): """ Performs single/min/nearest linkage on the condensed distance matrix ``y`` Parameters ---------- y : ndarray The upper triangular of the distance matrix. The result of ``pdist`` is returned in this form. Returns ------- Z : ndarray The linkage matrix. See Also -------- linkage: for advanced creation of hierarchical clusterings. """ return linkage(y, method='single', metric='euclidean') def complete(y): """ Performs complete/max/farthest point linkage on a condensed distance matrix Parameters ---------- y : ndarray The upper triangular of the distance matrix. The result of ``pdist`` is returned in this form. Returns ------- Z : ndarray A linkage matrix containing the hierarchical clustering. See the ``linkage`` function documentation for more information on its structure. See Also -------- linkage """ return linkage(y, method='complete', metric='euclidean') def average(y): """ Performs average/UPGMA linkage on a condensed distance matrix Parameters ---------- y : ndarray The upper triangular of the distance matrix. The result of ``pdist`` is returned in this form. Returns ------- Z : ndarray A linkage matrix containing the hierarchical clustering. See the ``linkage`` function documentation for more information on its structure. See Also -------- linkage: for advanced creation of hierarchical clusterings. """ return linkage(y, method='average', metric='euclidean') def weighted(y): """ Performs weighted/WPGMA linkage on the condensed distance matrix. See ``linkage`` for more information on the return structure and algorithm. Parameters ---------- y : ndarray The upper triangular of the distance matrix. The result of ``pdist`` is returned in this form. Returns ------- Z : ndarray A linkage matrix containing the hierarchical clustering. See the ``linkage`` function documentation for more information on its structure. See Also -------- linkage : for advanced creation of hierarchical clusterings. """ return linkage(y, method='weighted', metric='euclidean') def centroid(y): """ Performs centroid/UPGMC linkage. See ``linkage`` for more information on the return structure and algorithm. The following are common calling conventions: 1. ``Z = centroid(y)`` Performs centroid/UPGMC linkage on the condensed distance matrix ``y``. See ``linkage`` for more information on the return structure and algorithm. 2. ``Z = centroid(X)`` Performs centroid/UPGMC linkage on the observation matrix ``X`` using Euclidean distance as the distance metric. See ``linkage`` for more information on the return structure and algorithm. Parameters ---------- y : ndarray A condensed or redundant distance matrix. A condensed distance matrix is a flat array containing the upper triangular of the distance matrix. This is the form that ``pdist`` returns. Alternatively, a collection of m observation vectors in n dimensions may be passed as a m by n array. Returns ------- Z : ndarray A linkage matrix containing the hierarchical clustering. See the ``linkage`` function documentation for more information on its structure. See Also -------- linkage: for advanced creation of hierarchical clusterings. """ return linkage(y, method='centroid', metric='euclidean') def median(y): """ Performs median/WPGMC linkage. See ``linkage`` for more information on the return structure and algorithm. The following are common calling conventions: 1. ``Z = median(y)`` Performs median/WPGMC linkage on the condensed distance matrix ``y``. See ``linkage`` for more information on the return structure and algorithm. 2. ``Z = median(X)`` Performs median/WPGMC linkage on the observation matrix ``X`` using Euclidean distance as the distance metric. See linkage for more information on the return structure and algorithm. Parameters ---------- y : ndarray A condensed or redundant distance matrix. A condensed distance matrix is a flat array containing the upper triangular of the distance matrix. This is the form that ``pdist`` returns. Alternatively, a collection of m observation vectors in n dimensions may be passed as a m by n array. Returns ------- Z : ndarray The hierarchical clustering encoded as a linkage matrix. See Also -------- linkage: for advanced creation of hierarchical clusterings. """ return linkage(y, method='median', metric='euclidean') def ward(y): """ Performs Ward's linkage on a condensed or redundant distance matrix. See linkage for more information on the return structure and algorithm. The following are common calling conventions: 1. ``Z = ward(y)`` Performs Ward's linkage on the condensed distance matrix ``Z``. See linkage for more information on the return structure and algorithm. 2. ``Z = ward(X)`` Performs Ward's linkage on the observation matrix ``X`` using Euclidean distance as the distance metric. See linkage for more information on the return structure and algorithm. Parameters ---------- y : ndarray A condensed or redundant distance matrix. A condensed distance matrix is a flat array containing the upper triangular of the distance matrix. This is the form that ``pdist`` returns. Alternatively, a collection of m observation vectors in n dimensions may be passed as a m by n array. Returns ------- Z : ndarray The hierarchical clustering encoded as a linkage matrix. See Also -------- linkage: for advanced creation of hierarchical clusterings. """ return linkage(y, method='ward', metric='euclidean') def linkage(y, method='single', metric='euclidean'): """ Performs hierarchical/agglomerative clustering on the condensed distance matrix y. y must be a :math:`{n \\choose 2}` sized vector where n is the number of original observations paired in the distance matrix. The behavior of this function is very similar to the MATLAB linkage function. A 4 by :math:`(n-1)` matrix ``Z`` is returned. At the :math:`i`-th iteration, clusters with indices ``Z[i, 0]`` and ``Z[i, 1]`` are combined to form cluster :math:`n + i`. A cluster with an index less than :math:`n` corresponds to one of the :math:`n` original observations. The distance between clusters ``Z[i, 0]`` and ``Z[i, 1]`` is given by ``Z[i, 2]``. The fourth value ``Z[i, 3]`` represents the number of original observations in the newly formed cluster. The following linkage methods are used to compute the distance :math:`d(s, t)` between two clusters :math:`s` and :math:`t`. The algorithm begins with a forest of clusters that have yet to be used in the hierarchy being formed. When two clusters :math:`s` and :math:`t` from this forest are combined into a single cluster :math:`u`, :math:`s` and :math:`t` are removed from the forest, and :math:`u` is added to the forest. When only one cluster remains in the forest, the algorithm stops, and this cluster becomes the root. A distance matrix is maintained at each iteration. The ``d[i,j]`` entry corresponds to the distance between cluster :math:`i` and :math:`j` in the original forest. At each iteration, the algorithm must update the distance matrix to reflect the distance of the newly formed cluster u with the remaining clusters in the forest. Suppose there are :math:`|u|` original observations :math:`u[0], \\ldots, u[|u|-1]` in cluster :math:`u` and :math:`|v|` original objects :math:`v[0], \\ldots, v[|v|-1]` in cluster :math:`v`. Recall :math:`s` and :math:`t` are combined to form cluster :math:`u`. Let :math:`v` be any remaining cluster in the forest that is not :math:`u`. The following are methods for calculating the distance between the newly formed cluster :math:`u` and each :math:`v`. * method='single' assigns .. math:: d(u,v) = \\min(dist(u[i],v[j])) for all points :math:`i` in cluster :math:`u` and :math:`j` in cluster :math:`v`. This is also known as the Nearest Point Algorithm. * method='complete' assigns .. math:: d(u, v) = \\max(dist(u[i],v[j])) for all points :math:`i` in cluster u and :math:`j` in cluster :math:`v`. This is also known by the Farthest Point Algorithm or Voor Hees Algorithm. * method='average' assigns .. math:: d(u,v) = \\sum_{ij} \\frac{d(u[i], v[j])} {(|u|*|v|)} for all points :math:`i` and :math:`j` where :math:`|u|` and :math:`|v|` are the cardinalities of clusters :math:`u` and :math:`v`, respectively. This is also called the UPGMA algorithm. * method='weighted' assigns .. math:: d(u,v) = (dist(s,v) + dist(t,v))/2 where cluster u was formed with cluster s and t and v is a remaining cluster in the forest. (also called WPGMA) * method='centroid' assigns .. math:: dist(s,t) = ||c_s-c_t||_2 where :math:`c_s` and :math:`c_t` are the centroids of clusters :math:`s` and :math:`t`, respectively. When two clusters :math:`s` and :math:`t` are combined into a new cluster :math:`u`, the new centroid is computed over all the original objects in clusters :math:`s` and :math:`t`. The distance then becomes the Euclidean distance between the centroid of :math:`u` and the centroid of a remaining cluster :math:`v` in the forest. This is also known as the UPGMC algorithm. * method='median' assigns math:`d(s,t)` like the ``centroid`` method. When two clusters :math:`s` and :math:`t` are combined into a new cluster :math:`u`, the average of centroids s and t give the new centroid :math:`u`. This is also known as the WPGMC algorithm. * method='ward' uses the Ward variance minimization algorithm. The new entry :math:`d(u,v)` is computed as follows, .. math:: d(u,v) = \\sqrt{\\frac{|v|+|s|} {T}d(v,s)^2 + \\frac{|v|+|t|} {T}d(v,t)^2 - \\frac{|v|} {T}d(s,t)^2} where :math:`u` is the newly joined cluster consisting of clusters :math:`s` and :math:`t`, :math:`v` is an unused cluster in the forest, :math:`T=|v|+|s|+|t|`, and :math:`|*|` is the cardinality of its argument. This is also known as the incremental algorithm. Warning: When the minimum distance pair in the forest is chosen, there may be two or more pairs with the same minimum distance. This implementation may chose a different minimum than the MATLAB version. Parameters ---------- y : ndarray A condensed or redundant distance matrix. A condensed distance matrix is a flat array containing the upper triangular of the distance matrix. This is the form that ``pdist`` returns. Alternatively, a collection of :math:`m` observation vectors in n dimensions may be passed as an :math:`m` by :math:`n` array. method : str, optional The linkage algorithm to use. See the ``Linkage Methods`` section below for full descriptions. metric : str, optional The distance metric to use. See the ``distance.pdist`` function for a list of valid distance metrics. Returns ------- Z : ndarray The hierarchical clustering encoded as a linkage matrix. """ if not isinstance(method, string_types): raise TypeError("Argument 'method' must be a string.") y = _convert_to_double(np.asarray(y, order='c')) s = y.shape if len(s) == 1: distance.is_valid_y(y, throw=True, name='y') d = distance.num_obs_y(y) if method not in _cpy_non_euclid_methods: raise ValueError("Valid methods when the raw observations are " "omitted are 'single', 'complete', 'weighted', " "and 'average'.") # Since the C code does not support striding using strides. [y] = _copy_arrays_if_base_present([y]) Z = np.zeros((d - 1, 4)) if method == 'single': _hierarchy.slink(y, Z, int(d)) else: _hierarchy.linkage(y, Z, int(d), int(_cpy_non_euclid_methods[method])) elif len(s) == 2: X = y n = s[0] if method not in _cpy_linkage_methods: raise ValueError('Invalid method: %s' % method) if method in _cpy_non_euclid_methods: dm = distance.pdist(X, metric) Z = np.zeros((n - 1, 4)) if method == 'single': _hierarchy.slink(dm, Z, n) else: _hierarchy.linkage(dm, Z, n, int(_cpy_non_euclid_methods[method])) elif method in _cpy_euclid_methods: if metric != 'euclidean': raise ValueError(("Method '%s' requires the distance metric " "to be euclidean") % method) dm = distance.pdist(X, metric) Z = np.zeros((n - 1, 4)) _hierarchy.linkage(dm, Z, n, int(_cpy_euclid_methods[method])) return Z class ClusterNode: """ A tree node class for representing a cluster. Leaf nodes correspond to original observations, while non-leaf nodes correspond to non-singleton clusters. The to_tree function converts a matrix returned by the linkage function into an easy-to-use tree representation. See Also -------- to_tree : for converting a linkage matrix ``Z`` into a tree object. """ def __init__(self, id, left=None, right=None, dist=0, count=1): if id < 0: raise ValueError('The id must be non-negative.') if dist < 0: raise ValueError('The distance must be non-negative.') if (left is None and right is not None) or \ (left is not None and right is None): raise ValueError('Only full or proper binary trees are permitted.' ' This node has one child.') if count < 1: raise ValueError('A cluster must contain at least one original ' 'observation.') self.id = id self.left = left self.right = right self.dist = dist if self.left is None: self.count = count else: self.count = left.count + right.count def get_id(self): """ The identifier of the target node. For ``0 <= i < n``, `i` corresponds to original observation i. For ``n <= i < 2n-1``, `i` corresponds to non-singleton cluster formed at iteration ``i-n``. Returns ------- id : int The identifier of the target node. """ return self.id def get_count(self): """ The number of leaf nodes (original observations) belonging to the cluster node nd. If the target node is a leaf, 1 is returned. Returns ------- get_count : int The number of leaf nodes below the target node. """ return self.count def get_left(self): """ Return a reference to the left child tree object. Returns ------- left : ClusterNode The left child of the target node. If the node is a leaf, None is returned. """ return self.left def get_right(self): """ Returns a reference to the right child tree object. Returns ------- right : ClusterNode The left child of the target node. If the node is a leaf, None is returned. """ return self.right def is_leaf(self): """ Returns True if the target node is a leaf. Returns ------- leafness : bool True if the target node is a leaf node. """ return self.left is None def pre_order(self, func=(lambda x: x.id)): """ Performs pre-order traversal without recursive function calls. When a leaf node is first encountered, ``func`` is called with the leaf node as its argument, and its result is appended to the list. For example, the statement:: ids = root.pre_order(lambda x: x.id) returns a list of the node ids corresponding to the leaf nodes of the tree as they appear from left to right. Parameters ---------- func : function Applied to each leaf ClusterNode object in the pre-order traversal. Given the i'th leaf node in the pre-ordeR traversal ``n[i]``, the result of func(n[i]) is stored in L[i]. If not provided, the index of the original observation to which the node corresponds is used. Returns ------- L : list The pre-order traversal. """ # Do a preorder traversal, caching the result. To avoid having to do # recursion, we'll store the previous index we've visited in a vector. n = self.count curNode = [None] * (2 * n) lvisited = set() rvisited = set() curNode[0] = self k = 0 preorder = [] while k >= 0: nd = curNode[k] ndid = nd.id if nd.is_leaf(): preorder.append(func(nd)) k = k - 1 else: if ndid not in lvisited: curNode[k + 1] = nd.left lvisited.add(ndid) k = k + 1 elif ndid not in rvisited: curNode[k + 1] = nd.right rvisited.add(ndid) k = k + 1 # If we've visited the left and right of this non-leaf # node already, go up in the tree. else: k = k - 1 return preorder _cnode_bare = ClusterNode(0) _cnode_type = type(ClusterNode) def to_tree(Z, rd=False): """ Converts a hierarchical clustering encoded in the matrix ``Z`` (by linkage) into an easy-to-use tree object. The reference r to the root ClusterNode object is returned. Each ClusterNode object has a left, right, dist, id, and count attribute. The left and right attributes point to ClusterNode objects that were combined to generate the cluster. If both are None then the ClusterNode object is a leaf node, its count must be 1, and its distance is meaningless but set to 0. Note: This function is provided for the convenience of the library user. ClusterNodes are not used as input to any of the functions in this library. Parameters ---------- Z : ndarray The linkage matrix in proper form (see the ``linkage`` function documentation). rd : bool, optional When False, a reference to the root ClusterNode object is returned. Otherwise, a tuple (r,d) is returned. ``r`` is a reference to the root node while ``d`` is a dictionary mapping cluster ids to ClusterNode references. If a cluster id is less than n, then it corresponds to a singleton cluster (leaf node). See ``linkage`` for more information on the assignment of cluster ids to clusters. Returns ------- L : list The pre-order traversal. """ Z = np.asarray(Z, order='c') is_valid_linkage(Z, throw=True, name='Z') # The number of original objects is equal to the number of rows minus # 1. n = Z.shape[0] + 1 # Create a list full of None's to store the node objects d = [None] * (n * 2 - 1) # Create the nodes corresponding to the n original objects. for i in xrange(0, n): d[i] = ClusterNode(i) nd = None for i in xrange(0, n - 1): fi = int(Z[i, 0]) fj = int(Z[i, 1]) if fi > i + n: raise ValueError(('Corrupt matrix Z. Index to derivative cluster ' 'is used before it is formed. See row %d, ' 'column 0') % fi) if fj > i + n: raise ValueError(('Corrupt matrix Z. Index to derivative cluster ' 'is used before it is formed. See row %d, ' 'column 1') % fj) nd = ClusterNode(i + n, d[fi], d[fj], Z[i, 2]) # ^ id ^ left ^ right ^ dist if Z[i, 3] != nd.count: raise ValueError(('Corrupt matrix Z. The count Z[%d,3] is ' 'incorrect.') % i) d[n + i] = nd if rd: return (nd, d) else: return nd def _convert_to_bool(X): if X.dtype != np.bool: X = X.astype(np.bool) if not X.flags.contiguous: X = X.copy() return X def _convert_to_double(X): if X.dtype != np.double: X = X.astype(np.double) if not X.flags.contiguous: X = X.copy() return X def cophenet(Z, Y=None): """ Calculates the cophenetic distances between each observation in the hierarchical clustering defined by the linkage ``Z``. Suppose ``p`` and ``q`` are original observations in disjoint clusters ``s`` and ``t``, respectively and ``s`` and ``t`` are joined by a direct parent cluster ``u``. The cophenetic distance between observations ``i`` and ``j`` is simply the distance between clusters ``s`` and ``t``. Parameters ---------- Z : ndarray The hierarchical clustering encoded as an array (see ``linkage`` function). Y : ndarray (optional) Calculates the cophenetic correlation coefficient ``c`` of a hierarchical clustering defined by the linkage matrix `Z` of a set of :math:`n` observations in :math:`m` dimensions. `Y` is the condensed distance matrix from which `Z` was generated. Returns ------- c : ndarray The cophentic correlation distance (if ``y`` is passed). d : ndarray The cophenetic distance matrix in condensed form. The :math:`ij` th entry is the cophenetic distance between original observations :math:`i` and :math:`j`. """ Z = np.asarray(Z, order='c') is_valid_linkage(Z, throw=True, name='Z') Zs = Z.shape n = Zs[0] + 1 zz = np.zeros((n * (n - 1)) // 2, dtype=np.double) # Since the C code does not support striding using strides. # The dimensions are used instead. Z = _convert_to_double(Z) _hierarchy.cophenetic_distances(Z, zz, int(n)) if Y is None: return zz Y = np.asarray(Y, order='c') distance.is_valid_y(Y, throw=True, name='Y') z = zz.mean() y = Y.mean() Yy = Y - y Zz = zz - z numerator = (Yy * Zz) denomA = Yy ** 2 denomB = Zz ** 2 c = numerator.sum() / np.sqrt((denomA.sum() * denomB.sum())) return (c, zz) def inconsistent(Z, d=2): """ Calculates inconsistency statistics on a linkage. Note: This function behaves similarly to the MATLAB(TM) inconsistent function. Parameters ---------- Z : ndarray The :math:`(n-1)` by 4 matrix encoding the linkage (hierarchical clustering). See ``linkage`` documentation for more information on its form. d : int, optional The number of links up to `d` levels below each non-singleton cluster. Returns ------- R : ndarray A :math:`(n-1)` by 5 matrix where the ``i``'th row contains the link statistics for the non-singleton cluster ``i``. The link statistics are computed over the link heights for links :math:`d` levels below the cluster ``i``. ``R[i,0]`` and ``R[i,1]`` are the mean and standard deviation of the link heights, respectively; ``R[i,2]`` is the number of links included in the calculation; and ``R[i,3]`` is the inconsistency coefficient, .. math:: \\frac{\\mathtt{Z[i,2]}-\\mathtt{R[i,0]}} {R[i,1]} """ Z = np.asarray(Z, order='c') Zs = Z.shape is_valid_linkage(Z, throw=True, name='Z') if (not d == np.floor(d)) or d < 0: raise ValueError('The second argument d must be a nonnegative ' 'integer value.') # Since the C code does not support striding using strides. # The dimensions are used instead. [Z] = _copy_arrays_if_base_present([Z]) n = Zs[0] + 1 R = np.zeros((n - 1, 4), dtype=np.double) _hierarchy.inconsistent(Z, R, int(n), int(d)) return R def from_mlab_linkage(Z): """ Converts a linkage matrix generated by MATLAB(TM) to a new linkage matrix compatible with this module. The conversion does two things: * the indices are converted from ``1..N`` to ``0..(N-1)`` form, and * a fourth column Z[:,3] is added where Z[i,3] is represents the number of original observations (leaves) in the non-singleton cluster i. This function is useful when loading in linkages from legacy data files generated by MATLAB. Parameters ---------- Z : ndarray A linkage matrix generated by MATLAB(TM). Returns ------- ZS : ndarray A linkage matrix compatible with this library. """ Z = np.asarray(Z, dtype=np.double, order='c') Zs = Z.shape # If it's empty, return it. if len(Zs) == 0 or (len(Zs) == 1 and Zs[0] == 0): return Z.copy() if len(Zs) != 2: raise ValueError("The linkage array must be rectangular.") # If it contains no rows, return it. if Zs[0] == 0: return Z.copy() Zpart = Z.copy() if Zpart[:, 0:2].min() != 1.0 and Zpart[:, 0:2].max() != 2 * Zs[0]: raise ValueError('The format of the indices is not 1..N') Zpart[:, 0:2] -= 1.0 CS = np.zeros((Zs[0],), dtype=np.double) _hierarchy.calculate_cluster_sizes(Zpart, CS, int(Zs[0]) + 1) return np.hstack([Zpart, CS.reshape(Zs[0], 1)]) def to_mlab_linkage(Z): """ Converts a linkage matrix to a MATLAB(TM) compatible one. Converts a linkage matrix ``Z`` generated by the linkage function of this module to a MATLAB(TM) compatible one. The return linkage matrix has the last column removed and the cluster indices are converted to ``1..N`` indexing. Parameters ---------- Z : ndarray A linkage matrix generated by this library. Returns ------- to_mlab_linkage : ndarray A linkage matrix compatible with MATLAB(TM)'s hierarchical clustering functions. The return linkage matrix has the last column removed and the cluster indices are converted to ``1..N`` indexing. """ Z = np.asarray(Z, order='c', dtype=np.double) Zs = Z.shape if len(Zs) == 0 or (len(Zs) == 1 and Zs[0] == 0): return Z.copy() is_valid_linkage(Z, throw=True, name='Z') ZP = Z[:, 0:3].copy() ZP[:, 0:2] += 1.0 return ZP def is_monotonic(Z): """ Returns True if the linkage passed is monotonic. The linkage is monotonic if for every cluster :math:`s` and :math:`t` joined, the distance between them is no less than the distance between any previously joined clusters. Parameters ---------- Z : ndarray The linkage matrix to check for monotonicity. Returns ------- b : bool A boolean indicating whether the linkage is monotonic. """ Z = np.asarray(Z, order='c') is_valid_linkage(Z, throw=True, name='Z') # We expect the i'th value to be greater than its successor. return (Z[1:, 2] >= Z[:-1, 2]).all() def is_valid_im(R, warning=False, throw=False, name=None): """Returns True if the inconsistency matrix passed is valid. It must be a :math:`n` by 4 numpy array of doubles. The standard deviations ``R[:,1]`` must be nonnegative. The link counts ``R[:,2]`` must be positive and no greater than :math:`n-1`. Parameters ---------- R : ndarray The inconsistency matrix to check for validity. warning : bool, optional When True, issues a Python warning if the linkage matrix passed is invalid. throw : bool, optional When True, throws a Python exception if the linkage matrix passed is invalid. name : str, optional This string refers to the variable name of the invalid linkage matrix. Returns ------- b : bool True if the inconsistency matrix is valid. """ R = np.asarray(R, order='c') valid = True try: if type(R) != np.ndarray: if name: raise TypeError(('Variable \'%s\' passed as inconsistency ' 'matrix is not a numpy array.') % name) else: raise TypeError('Variable passed as inconsistency matrix ' 'is not a numpy array.') if R.dtype != np.double: if name: raise TypeError(('Inconsistency matrix \'%s\' must contain ' 'doubles (double).') % name) else: raise TypeError('Inconsistency matrix must contain doubles ' '(double).') if len(R.shape) != 2: if name: raise ValueError(('Inconsistency matrix \'%s\' must have ' 'shape=2 (i.e. be two-dimensional).') % name) else: raise ValueError('Inconsistency matrix must have shape=2 ' '(i.e. be two-dimensional).') if R.shape[1] != 4: if name: raise ValueError(('Inconsistency matrix \'%s\' must have 4 ' 'columns.') % name) else: raise ValueError('Inconsistency matrix must have 4 columns.') if R.shape[0] < 1: if name: raise ValueError(('Inconsistency matrix \'%s\' must have at ' 'least one row.') % name) else: raise ValueError('Inconsistency matrix must have at least ' 'one row.') if (R[:, 0] < 0).any(): if name: raise ValueError(('Inconsistency matrix \'%s\' contains ' 'negative link height means.') % name) else: raise ValueError('Inconsistency matrix contains negative ' 'link height means.') if (R[:, 1] < 0).any(): if name: raise ValueError(('Inconsistency matrix \'%s\' contains ' 'negative link height standard ' 'deviations.') % name) else: raise ValueError('Inconsistency matrix contains negative ' 'link height standard deviations.') if (R[:, 2] < 0).any(): if name: raise ValueError(('Inconsistency matrix \'%s\' contains ' 'negative link counts.') % name) else: raise ValueError('Inconsistency matrix contains negative ' 'link counts.') except Exception as e: if throw: raise if warning: _warning(str(e)) valid = False return valid def is_valid_linkage(Z, warning=False, throw=False, name=None): """ Checks the validity of a linkage matrix. A linkage matrix is valid if it is a two dimensional ndarray (type double) with :math:`n` rows and 4 columns. The first two columns must contain indices between 0 and :math:`2n-1`. For a given row ``i``, :math:`0 \\leq \\mathtt{Z[i,0]} \\leq i+n-1` and :math:`0 \\leq Z[i,1] \\leq i+n-1` (i.e. a cluster cannot join another cluster unless the cluster being joined has been generated.) Parameters ---------- Z : array_like Linkage matrix. warning : bool, optional When True, issues a Python warning if the linkage matrix passed is invalid. throw : bool, optional When True, throws a Python exception if the linkage matrix passed is invalid. name : str, optional This string refers to the variable name of the invalid linkage matrix. Returns ------- b : bool True iff the inconsistency matrix is valid. """ Z = np.asarray(Z, order='c') valid = True try: if type(Z) != np.ndarray: if name: raise TypeError(('\'%s\' passed as a linkage is not a valid ' 'array.') % name) else: raise TypeError('Variable is not a valid array.') if Z.dtype != np.double: if name: raise TypeError('Linkage matrix \'%s\' must contain doubles.' % name) else: raise TypeError('Linkage matrix must contain doubles.') if len(Z.shape) != 2: if name: raise ValueError(('Linkage matrix \'%s\' must have shape=2 ' '(i.e. be two-dimensional).') % name) else: raise ValueError('Linkage matrix must have shape=2 ' '(i.e. be two-dimensional).') if Z.shape[1] != 4: if name: raise ValueError('Linkage matrix \'%s\' must have 4 columns.' % name) else: raise ValueError('Linkage matrix must have 4 columns.') if Z.shape[0] == 0: raise ValueError('Linkage must be computed on at least two ' 'observations.') n = Z.shape[0] if n > 1: if ((Z[:, 0] < 0).any() or (Z[:, 1] < 0).any()): if name: raise ValueError(('Linkage \'%s\' contains negative ' 'indices.') % name) else: raise ValueError('Linkage contains negative indices.') if (Z[:, 2] < 0).any(): if name: raise ValueError(('Linkage \'%s\' contains negative ' 'distances.') % name) else: raise ValueError('Linkage contains negative distances.') if (Z[:, 3] < 0).any(): if name: raise ValueError('Linkage \'%s\' contains negative counts.' % name) else: raise ValueError('Linkage contains negative counts.') if _check_hierarchy_uses_cluster_before_formed(Z): if name: raise ValueError(('Linkage \'%s\' uses non-singleton cluster ' 'before its formed.') % name) else: raise ValueError("Linkage uses non-singleton cluster before " "it's formed.") if _check_hierarchy_uses_cluster_more_than_once(Z): if name: raise ValueError(('Linkage \'%s\' uses the same cluster more ' 'than once.') % name) else: raise ValueError('Linkage uses the same cluster more than ' 'once.') except Exception as e: if throw: raise if warning: _warning(str(e)) valid = False return valid def _check_hierarchy_uses_cluster_before_formed(Z): n = Z.shape[0] + 1 for i in xrange(0, n - 1): if Z[i, 0] >= n + i or Z[i, 1] >= n + i: return True return False def _check_hierarchy_uses_cluster_more_than_once(Z): n = Z.shape[0] + 1 chosen = set([]) for i in xrange(0, n - 1): if (Z[i, 0] in chosen) or (Z[i, 1] in chosen) or Z[i, 0] == Z[i, 1]: return True chosen.add(Z[i, 0]) chosen.add(Z[i, 1]) return False def _check_hierarchy_not_all_clusters_used(Z): n = Z.shape[0] + 1 chosen = set([]) for i in xrange(0, n - 1): chosen.add(int(Z[i, 0])) chosen.add(int(Z[i, 1])) must_chosen = set(range(0, 2 * n - 2)) return len(must_chosen.difference(chosen)) > 0 def num_obs_linkage(Z): """ Returns the number of original observations of the linkage matrix passed. Parameters ---------- Z : ndarray The linkage matrix on which to perform the operation. Returns ------- n : int The number of original observations in the linkage. """ Z = np.asarray(Z, order='c') is_valid_linkage(Z, throw=True, name='Z') return (Z.shape[0] + 1) def correspond(Z, Y): """ Checks for correspondence between linkage and condensed distance matrices They must have the same number of original observations for the check to succeed. This function is useful as a sanity check in algorithms that make extensive use of linkage and distance matrices that must correspond to the same set of original observations. Parameters ---------- Z : array_like The linkage matrix to check for correspondence. Y : array_like The condensed distance matrix to check for correspondence. Returns ------- b : bool A boolean indicating whether the linkage matrix and distance matrix could possibly correspond to one another. """ is_valid_linkage(Z, throw=True) distance.is_valid_y(Y, throw=True) Z = np.asarray(Z, order='c') Y = np.asarray(Y, order='c') return distance.num_obs_y(Y) == num_obs_linkage(Z) def fcluster(Z, t, criterion='inconsistent', depth=2, R=None, monocrit=None): """ Forms flat clusters from the hierarchical clustering defined by the linkage matrix ``Z``. Parameters ---------- Z : ndarray The hierarchical clustering encoded with the matrix returned by the `linkage` function. t : float The threshold to apply when forming flat clusters. criterion : str, optional The criterion to use in forming flat clusters. This can be any of the following values: ``inconsistent`` : If a cluster node and all its descendants have an inconsistent value less than or equal to `t` then all its leaf descendants belong to the same flat cluster. When no non-singleton cluster meets this criterion, every node is assigned to its own cluster. (Default) ``distance`` : Forms flat clusters so that the original observations in each flat cluster have no greater a cophenetic distance than `t`. ``maxclust`` : Finds a minimum threshold ``r`` so that the cophenetic distance between any two original observations in the same flat cluster is no more than ``r`` and no more than `t` flat clusters are formed. ``monocrit`` : Forms a flat cluster from a cluster node c with index i when ``monocrit[j] <= t``. For example, to threshold on the maximum mean distance as computed in the inconsistency matrix R with a threshold of 0.8 do: MR = maxRstat(Z, R, 3) cluster(Z, t=0.8, criterion='monocrit', monocrit=MR) ``maxclust_monocrit`` : Forms a flat cluster from a non-singleton cluster node ``c`` when ``monocrit[i] <= r`` for all cluster indices ``i`` below and including ``c``. ``r`` is minimized such that no more than ``t`` flat clusters are formed. monocrit must be monotonic. For example, to minimize the threshold t on maximum inconsistency values so that no more than 3 flat clusters are formed, do: MI = maxinconsts(Z, R) cluster(Z, t=3, criterion='maxclust_monocrit', monocrit=MI) depth : int, optional The maximum depth to perform the inconsistency calculation. It has no meaning for the other criteria. Default is 2. R : ndarray, optional The inconsistency matrix to use for the 'inconsistent' criterion. This matrix is computed if not provided. monocrit : ndarray, optional An array of length n-1. `monocrit[i]` is the statistics upon which non-singleton i is thresholded. The monocrit vector must be monotonic, i.e. given a node c with index i, for all node indices j corresponding to nodes below c, `monocrit[i] >= monocrit[j]`. Returns ------- fcluster : ndarray An array of length n. T[i] is the flat cluster number to which original observation i belongs. """ Z = np.asarray(Z, order='c') is_valid_linkage(Z, throw=True, name='Z') n = Z.shape[0] + 1 T = np.zeros((n,), dtype='i') # Since the C code does not support striding using strides. # The dimensions are used instead. [Z] = _copy_arrays_if_base_present([Z]) if criterion == 'inconsistent': if R is None: R = inconsistent(Z, depth) else: R = np.asarray(R, order='c') is_valid_im(R, throw=True, name='R') # Since the C code does not support striding using strides. # The dimensions are used instead. [R] = _copy_arrays_if_base_present([R]) _hierarchy.cluster_in(Z, R, T, float(t), int(n)) elif criterion == 'distance': _hierarchy.cluster_dist(Z, T, float(t), int(n)) elif criterion == 'maxclust': _hierarchy.cluster_maxclust_dist(Z, T, int(n), int(t)) elif criterion == 'monocrit': [monocrit] = _copy_arrays_if_base_present([monocrit]) _hierarchy.cluster_monocrit(Z, monocrit, T, float(t), int(n)) elif criterion == 'maxclust_monocrit': [monocrit] = _copy_arrays_if_base_present([monocrit]) _hierarchy.cluster_maxclust_monocrit(Z, monocrit, T, int(n), int(t)) else: raise ValueError('Invalid cluster formation criterion: %s' % str(criterion)) return T def fclusterdata(X, t, criterion='inconsistent', metric='euclidean', depth=2, method='single', R=None): """ Cluster observation data using a given metric. Clusters the original observations in the n-by-m data matrix X (n observations in m dimensions), using the euclidean distance metric to calculate distances between original observations, performs hierarchical clustering using the single linkage algorithm, and forms flat clusters using the inconsistency method with `t` as the cut-off threshold. A one-dimensional array T of length n is returned. T[i] is the index of the flat cluster to which the original observation i belongs. Parameters ---------- X : (N, M) ndarray N by M data matrix with N observations in M dimensions. t : float The threshold to apply when forming flat clusters. criterion : str, optional Specifies the criterion for forming flat clusters. Valid values are 'inconsistent' (default), 'distance', or 'maxclust' cluster formation algorithms. See `fcluster` for descriptions. metric : str, optional The distance metric for calculating pairwise distances. See `distance.pdist` for descriptions and linkage to verify compatibility with the linkage method. depth : int, optional The maximum depth for the inconsistency calculation. See `inconsistent` for more information. method : str, optional The linkage method to use (single, complete, average, weighted, median centroid, ward). See `linkage` for more information. Default is "single". R : ndarray, optional The inconsistency matrix. It will be computed if necessary if it is not passed. Returns ------- fclusterdata : ndarray A vector of length n. T[i] is the flat cluster number to which original observation i belongs. Notes ----- This function is similar to the MATLAB function clusterdata. """ X = np.asarray(X, order='c', dtype=np.double) if type(X) != np.ndarray or len(X.shape) != 2: raise TypeError('The observation matrix X must be an n by m numpy ' 'array.') Y = distance.pdist(X, metric=metric) Z = linkage(Y, method=method) if R is None: R = inconsistent(Z, d=depth) else: R = np.asarray(R, order='c') T = fcluster(Z, criterion=criterion, depth=depth, R=R, t=t) return T def leaves_list(Z): """ Returns a list of leaf node ids The return corresponds to the observation vector index as it appears in the tree from left to right. Z is a linkage matrix. Parameters ---------- Z : ndarray The hierarchical clustering encoded as a matrix. `Z` is a linkage matrix. See ``linkage`` for more information. Returns ------- leaves_list : ndarray The list of leaf node ids. """ Z = np.asarray(Z, order='c') is_valid_linkage(Z, throw=True, name='Z') n = Z.shape[0] + 1 ML = np.zeros((n,), dtype='i') [Z] = _copy_arrays_if_base_present([Z]) _hierarchy.prelist(Z, ML, int(n)) return ML # Maps number of leaves to text size. # # p <= 20, size="12" # 20 < p <= 30, size="10" # 30 < p <= 50, size="8" # 50 < p <= np.inf, size="6" _dtextsizes = {20: 12, 30: 10, 50: 8, 85: 6, np.inf: 5} _drotation = {20: 0, 40: 45, np.inf: 90} _dtextsortedkeys = list(_dtextsizes.keys()) _dtextsortedkeys.sort() _drotationsortedkeys = list(_drotation.keys()) _drotationsortedkeys.sort() def _remove_dups(L): """ Removes duplicates AND preserves the original order of the elements. The set class is not guaranteed to do this. """ seen_before = set([]) L2 = [] for i in L: if i not in seen_before: seen_before.add(i) L2.append(i) return L2 def _get_tick_text_size(p): for k in _dtextsortedkeys: if p <= k: return _dtextsizes[k] def _get_tick_rotation(p): for k in _drotationsortedkeys: if p <= k: return _drotation[k] def _plot_dendrogram(icoords, dcoords, ivl, p, n, mh, orientation, no_labels, color_list, leaf_font_size=None, leaf_rotation=None, contraction_marks=None, ax=None, above_threshold_color='b'): # Import matplotlib here so that it's not imported unless dendrograms # are plotted. Raise an informative error if importing fails. try: # if an axis is provided, don't use pylab at all if ax is None: import matplotlib.pylab import matplotlib.patches import matplotlib.collections except ImportError: raise ImportError("You must install the matplotlib library to plot the dendrogram. Use no_plot=True to calculate the dendrogram without plotting.") if ax is None: ax = matplotlib.pylab.gca() # if we're using pylab, we want to trigger a draw at the end trigger_redraw = True else: trigger_redraw = False # Independent variable plot width ivw = len(ivl) * 10 # Depenendent variable plot height dvw = mh + mh * 0.05 ivticks = np.arange(5, len(ivl) * 10 + 5, 10) if orientation == 'top': ax.set_ylim([0, dvw]) ax.set_xlim([0, ivw]) xlines = icoords ylines = dcoords if no_labels: ax.set_xticks([]) ax.set_xticklabels([]) else: ax.set_xticks(ivticks) ax.set_xticklabels(ivl) ax.xaxis.set_ticks_position('bottom') lbls = ax.get_xticklabels() if leaf_rotation: map(lambda lbl: lbl.set_rotation(leaf_rotation), lbls) else: leaf_rot = float(_get_tick_rotation(len(ivl))) map(lambda lbl: lbl.set_rotation(leaf_rot), lbls) if leaf_font_size: map(lambda lbl: lbl.set_size(leaf_font_size), lbls) else: leaf_fs = float(_get_tick_text_size(len(ivl))) map(lambda lbl: lbl.set_rotation(leaf_fs), lbls) # Make the tick marks invisible because they cover up the links for line in ax.get_xticklines(): line.set_visible(False) elif orientation == 'bottom': ax.set_ylim([dvw, 0]) ax.set_xlim([0, ivw]) xlines = icoords ylines = dcoords if no_labels: ax.set_xticks([]) ax.set_xticklabels([]) else: ax.set_xticks(ivticks) ax.set_xticklabels(ivl) lbls = ax.get_xticklabels() if leaf_rotation: map(lambda lbl: lbl.set_rotation(leaf_rotation), lbls) else: leaf_rot = float(_get_tick_rotation(p)) map(lambda lbl: lbl.set_rotation(leaf_rot), lbls) if leaf_font_size: map(lambda lbl: lbl.set_size(leaf_font_size), lbls) else: leaf_fs = float(_get_tick_text_size(p)) map(lambda lbl: lbl.set_rotation(leaf_fs), lbls) ax.xaxis.set_ticks_position('top') # Make the tick marks invisible because they cover up the links for line in ax.get_xticklines(): line.set_visible(False) elif orientation == 'left': ax.set_xlim([0, dvw]) ax.set_ylim([0, ivw]) xlines = dcoords ylines = icoords if no_labels: ax.set_yticks([]) ax.set_yticklabels([]) else: ax.set_yticks(ivticks) ax.set_yticklabels(ivl) lbls = ax.get_yticklabels() if leaf_rotation: map(lambda lbl: lbl.set_rotation(leaf_rotation), lbls) if leaf_font_size: map(lambda lbl: lbl.set_size(leaf_font_size), lbls) ax.yaxis.set_ticks_position('left') # Make the tick marks invisible because they cover up the # links for line in ax.get_yticklines(): line.set_visible(False) elif orientation == 'right': ax.set_xlim([dvw, 0]) ax.set_ylim([0, ivw]) xlines = dcoords ylines = icoords if no_labels: ax.set_yticks([]) ax.set_yticklabels([]) else: ax.set_yticks(ivticks) ax.set_yticklabels(ivl) lbls = ax.get_yticklabels() if leaf_rotation: map(lambda lbl: lbl.set_rotation(leaf_rotation), lbls) if leaf_font_size: map(lambda lbl: lbl.set_size(leaf_font_size), lbls) ax.yaxis.set_ticks_position('right') # Make the tick marks invisible because they cover up the links for line in ax.get_yticklines(): line.set_visible(False) # Let's use collections instead. This way there is a separate legend # item for each tree grouping, rather than stupidly one for each line # segment. colors_used = _remove_dups(color_list) color_to_lines = {} for color in colors_used: color_to_lines[color] = [] for (xline, yline, color) in zip(xlines, ylines, color_list): color_to_lines[color].append(list(zip(xline, yline))) colors_to_collections = {} # Construct the collections. for color in colors_used: coll = matplotlib.collections.LineCollection(color_to_lines[color], colors=(color,)) colors_to_collections[color] = coll # Add all the groupings below the color threshold. for color in colors_used: if color != above_threshold_color: ax.add_collection(colors_to_collections[color]) # If there is a grouping of links above the color threshold, # it should go last. if above_threshold_color in colors_to_collections: ax.add_collection(colors_to_collections[above_threshold_color]) if contraction_marks is not None: if orientation in ('left', 'right'): for (x, y) in contraction_marks: e = matplotlib.patches.Ellipse((y, x), width=dvw / 100, height=1.0) ax.add_artist(e) e.set_clip_box(ax.bbox) e.set_alpha(0.5) e.set_facecolor('k') if orientation in ('top', 'bottom'): for (x, y) in contraction_marks: e = matplotlib.patches.Ellipse((x, y), width=1.0, height=dvw / 100) ax.add_artist(e) e.set_clip_box(ax.bbox) e.set_alpha(0.5) e.set_facecolor('k') if trigger_redraw: matplotlib.pylab.draw_if_interactive() _link_line_colors = ['g', 'r', 'c', 'm', 'y', 'k'] def set_link_color_palette(palette): """ Set list of matplotlib color codes for dendrogram color_threshold. Parameters ---------- palette : list A list of matplotlib color codes. The order of the color codes is the order in which the colors are cycled through when color thresholding in the dendrogram. """ if type(palette) not in (list, tuple): raise TypeError("palette must be a list or tuple") _ptypes = [isinstance(p, string_types) for p in palette] if False in _ptypes: raise TypeError("all palette list elements must be color strings") for i in list(_link_line_colors): _link_line_colors.remove(i) _link_line_colors.extend(list(palette)) def dendrogram(Z, p=30, truncate_mode=None, color_threshold=None, get_leaves=True, orientation='top', labels=None, count_sort=False, distance_sort=False, show_leaf_counts=True, no_plot=False, no_labels=False, color_list=None, leaf_font_size=None, leaf_rotation=None, leaf_label_func=None, no_leaves=False, show_contracted=False, link_color_func=None, ax=None, above_threshold_color='b'): """ Plots the hierarchical clustering as a dendrogram. The dendrogram illustrates how each cluster is composed by drawing a U-shaped link between a non-singleton cluster and its children. The height of the top of the U-link is the distance between its children clusters. It is also the cophenetic distance between original observations in the two children clusters. It is expected that the distances in Z[:,2] be monotonic, otherwise crossings appear in the dendrogram. Parameters ---------- Z : ndarray The linkage matrix encoding the hierarchical clustering to render as a dendrogram. See the ``linkage`` function for more information on the format of ``Z``. p : int, optional The ``p`` parameter for ``truncate_mode``. truncate_mode : str, optional The dendrogram can be hard to read when the original observation matrix from which the linkage is derived is large. Truncation is used to condense the dendrogram. There are several modes: ``None/'none'`` No truncation is performed (Default). ``'lastp'`` The last ``p`` non-singleton formed in the linkage are the only non-leaf nodes in the linkage; they correspond to rows ``Z[n-p-2:end]`` in ``Z``. All other non-singleton clusters are contracted into leaf nodes. ``'mlab'`` This corresponds to MATLAB(TM) behavior. (not implemented yet) ``'level'/'mtica'`` No more than ``p`` levels of the dendrogram tree are displayed. This corresponds to Mathematica(TM) behavior. color_threshold : double, optional For brevity, let :math:`t` be the ``color_threshold``. Colors all the descendent links below a cluster node :math:`k` the same color if :math:`k` is the first node below the cut threshold :math:`t`. All links connecting nodes with distances greater than or equal to the threshold are colored blue. If :math:`t` is less than or equal to zero, all nodes are colored blue. If ``color_threshold`` is None or 'default', corresponding with MATLAB(TM) behavior, the threshold is set to ``0.7*max(Z[:,2])``. get_leaves : bool, optional Includes a list ``R['leaves']=H`` in the result dictionary. For each :math:`i`, ``H[i] == j``, cluster node ``j`` appears in position ``i`` in the left-to-right traversal of the leaves, where :math:`j < 2n-1` and :math:`i < n`. orientation : str, optional The direction to plot the dendrogram, which can be any of the following strings: ``'top'`` Plots the root at the top, and plot descendent links going downwards. (default). ``'bottom'`` Plots the root at the bottom, and plot descendent links going upwards. ``'left'`` Plots the root at the left, and plot descendent links going right. ``'right'`` Plots the root at the right, and plot descendent links going left. labels : ndarray, optional By default ``labels`` is None so the index of the original observation is used to label the leaf nodes. Otherwise, this is an :math:`n` -sized list (or tuple). The ``labels[i]`` value is the text to put under the :math:`i` th leaf node only if it corresponds to an original observation and not a non-singleton cluster. count_sort : str or bool, optional For each node n, the order (visually, from left-to-right) n's two descendent links are plotted is determined by this parameter, which can be any of the following values: ``False`` Nothing is done. ``'ascending'`` or ``True`` The child with the minimum number of original objects in its cluster is plotted first. ``'descendent'`` The child with the maximum number of original objects in its cluster is plotted first. Note ``distance_sort`` and ``count_sort`` cannot both be True. distance_sort : str or bool, optional For each node n, the order (visually, from left-to-right) n's two descendent links are plotted is determined by this parameter, which can be any of the following values: ``False`` Nothing is done. ``'ascending'`` or ``True`` The child with the minimum distance between its direct descendents is plotted first. ``'descending'`` The child with the maximum distance between its direct descendents is plotted first. Note ``distance_sort`` and ``count_sort`` cannot both be True. show_leaf_counts : bool, optional When True, leaf nodes representing :math:`k>1` original observation are labeled with the number of observations they contain in parentheses. no_plot : bool, optional When True, the final rendering is not performed. This is useful if only the data structures computed for the rendering are needed or if matplotlib is not available. no_labels : bool, optional When True, no labels appear next to the leaf nodes in the rendering of the dendrogram. leaf_rotation : double, optional Specifies the angle (in degrees) to rotate the leaf labels. When unspecified, the rotation is based on the number of nodes in the dendrogram (default is 0). leaf_font_size : int, optional Specifies the font size (in points) of the leaf labels. When unspecified, the size based on the number of nodes in the dendrogram. leaf_label_func : lambda or function, optional When leaf_label_func is a callable function, for each leaf with cluster index :math:`k < 2n-1`. The function is expected to return a string with the label for the leaf. Indices :math:`k < n` correspond to original observations while indices :math:`k \\geq n` correspond to non-singleton clusters. For example, to label singletons with their node id and non-singletons with their id, count, and inconsistency coefficient, simply do: >>> # First define the leaf label function. >>> def llf(id): ... if id < n: ... return str(id) ... else: >>> return '[%d %d %1.2f]' % (id, count, R[n-id,3]) >>> >>> # The text for the leaf nodes is going to be big so force >>> # a rotation of 90 degrees. >>> dendrogram(Z, leaf_label_func=llf, leaf_rotation=90) show_contracted : bool, optional When True the heights of non-singleton nodes contracted into a leaf node are plotted as crosses along the link connecting that leaf node. This really is only useful when truncation is used (see ``truncate_mode`` parameter). link_color_func : callable, optional If given, `link_color_function` is called with each non-singleton id corresponding to each U-shaped link it will paint. The function is expected to return the color to paint the link, encoded as a matplotlib color string code. For example: >>> dendrogram(Z, link_color_func=lambda k: colors[k]) colors the direct links below each untruncated non-singleton node ``k`` using ``colors[k]``. ax : matplotlib Axes instance, optional If None and `no_plot` is not True, the dendrogram will be plotted on the current axes. Otherwise if `no_plot` is not True the dendrogram will be plotted on the given ``Axes`` instance. This can be useful if the dendrogram is part of a more complex figure. above_threshold_color : str, optional This matplotlib color string sets the color of the links above the color_threshold. The default is 'b'. Returns ------- R : dict A dictionary of data structures computed to render the dendrogram. Its has the following keys: ``'color_list'`` A list of color names. The k'th element represents the color of the k'th link. ``'icoord'`` and ``'dcoord'`` Each of them is a list of lists. Let ``icoord = [I1, I2, ..., Ip]`` where ``Ik = [xk1, xk2, xk3, xk4]`` and ``dcoord = [D1, D2, ..., Dp]`` where ``Dk = [yk1, yk2, yk3, yk4]``, then the k'th link painted is ``(xk1, yk1)`` - ``(xk2, yk2)`` - ``(xk3, yk3)`` - ``(xk4, yk4)``. ``'ivl'`` A list of labels corresponding to the leaf nodes. ``'leaves'`` For each i, ``H[i] == j``, cluster node ``j`` appears in position ``i`` in the left-to-right traversal of the leaves, where :math:`j < 2n-1` and :math:`i < n`. If ``j`` is less than ``n``, the ``i``-th leaf node corresponds to an original observation. Otherwise, it corresponds to a non-singleton cluster. """ # Features under consideration. # # ... = dendrogram(..., leaves_order=None) # # Plots the leaves in the order specified by a vector of # original observation indices. If the vector contains duplicates # or results in a crossing, an exception will be thrown. Passing # None orders leaf nodes based on the order they appear in the # pre-order traversal. Z = np.asarray(Z, order='c') if orientation not in ["top", "left", "bottom", "right"]: raise ValueError("orientation must be one of 'top', 'left', " "'bottom', or 'right'") is_valid_linkage(Z, throw=True, name='Z') Zs = Z.shape n = Zs[0] + 1 if type(p) in (int, float): p = int(p) else: raise TypeError('The second argument must be a number') if truncate_mode not in ('lastp', 'mlab', 'mtica', 'level', 'none', None): raise ValueError('Invalid truncation mode.') if truncate_mode == 'lastp' or truncate_mode == 'mlab': if p > n or p == 0: p = n if truncate_mode == 'mtica' or truncate_mode == 'level': if p <= 0: p = np.inf if get_leaves: lvs = [] else: lvs = None icoord_list = [] dcoord_list = [] color_list = [] current_color = [0] currently_below_threshold = [False] if no_leaves: ivl = None else: ivl = [] if color_threshold is None or \ (isinstance(color_threshold, string_types) and color_threshold == 'default'): color_threshold = max(Z[:, 2]) * 0.7 R = {'icoord': icoord_list, 'dcoord': dcoord_list, 'ivl': ivl, 'leaves': lvs, 'color_list': color_list} if show_contracted: contraction_marks = [] else: contraction_marks = None _dendrogram_calculate_info( Z=Z, p=p, truncate_mode=truncate_mode, color_threshold=color_threshold, get_leaves=get_leaves, orientation=orientation, labels=labels, count_sort=count_sort, distance_sort=distance_sort, show_leaf_counts=show_leaf_counts, i=2 * n - 2, iv=0.0, ivl=ivl, n=n, icoord_list=icoord_list, dcoord_list=dcoord_list, lvs=lvs, current_color=current_color, color_list=color_list, currently_below_threshold=currently_below_threshold, leaf_label_func=leaf_label_func, contraction_marks=contraction_marks, link_color_func=link_color_func, above_threshold_color=above_threshold_color) if not no_plot: mh = max(Z[:, 2]) _plot_dendrogram(icoord_list, dcoord_list, ivl, p, n, mh, orientation, no_labels, color_list, leaf_font_size=leaf_font_size, leaf_rotation=leaf_rotation, contraction_marks=contraction_marks, ax=ax, above_threshold_color=above_threshold_color) return R def _append_singleton_leaf_node(Z, p, n, level, lvs, ivl, leaf_label_func, i, labels): # If the leaf id structure is not None and is a list then the caller # to dendrogram has indicated that cluster id's corresponding to the # leaf nodes should be recorded. if lvs is not None: lvs.append(int(i)) # If leaf node labels are to be displayed... if ivl is not None: # If a leaf_label_func has been provided, the label comes from the # string returned from the leaf_label_func, which is a function # passed to dendrogram. if leaf_label_func: ivl.append(leaf_label_func(int(i))) else: # Otherwise, if the dendrogram caller has passed a labels list # for the leaf nodes, use it. if labels is not None: ivl.append(labels[int(i - n)]) else: # Otherwise, use the id as the label for the leaf.x ivl.append(str(int(i))) def _append_nonsingleton_leaf_node(Z, p, n, level, lvs, ivl, leaf_label_func, i, labels, show_leaf_counts): # If the leaf id structure is not None and is a list then the caller # to dendrogram has indicated that cluster id's corresponding to the # leaf nodes should be recorded. if lvs is not None: lvs.append(int(i)) if ivl is not None: if leaf_label_func: ivl.append(leaf_label_func(int(i))) else: if show_leaf_counts: ivl.append("(" + str(int(Z[i - n, 3])) + ")") else: ivl.append("") def _append_contraction_marks(Z, iv, i, n, contraction_marks): _append_contraction_marks_sub(Z, iv, int(Z[i - n, 0]), n, contraction_marks) _append_contraction_marks_sub(Z, iv, int(Z[i - n, 1]), n, contraction_marks) def _append_contraction_marks_sub(Z, iv, i, n, contraction_marks): if i >= n: contraction_marks.append((iv, Z[i - n, 2])) _append_contraction_marks_sub(Z, iv, int(Z[i - n, 0]), n, contraction_marks) _append_contraction_marks_sub(Z, iv, int(Z[i - n, 1]), n, contraction_marks) def _dendrogram_calculate_info(Z, p, truncate_mode, color_threshold=np.inf, get_leaves=True, orientation='top', labels=None, count_sort=False, distance_sort=False, show_leaf_counts=False, i=-1, iv=0.0, ivl=[], n=0, icoord_list=[], dcoord_list=[], lvs=None, mhr=False, current_color=[], color_list=[], currently_below_threshold=[], leaf_label_func=None, level=0, contraction_marks=None, link_color_func=None, above_threshold_color='b'): """ Calculates the endpoints of the links as well as the labels for the the dendrogram rooted at the node with index i. iv is the independent variable value to plot the left-most leaf node below the root node i (if orientation='top', this would be the left-most x value where the plotting of this root node i and its descendents should begin). ivl is a list to store the labels of the leaf nodes. The leaf_label_func is called whenever ivl != None, labels == None, and leaf_label_func != None. When ivl != None and labels != None, the labels list is used only for labeling the leaf nodes. When ivl == None, no labels are generated for leaf nodes. When get_leaves==True, a list of leaves is built as they are visited in the dendrogram. Returns a tuple with l being the independent variable coordinate that corresponds to the midpoint of cluster to the left of cluster i if i is non-singleton, otherwise the independent coordinate of the leaf node if i is a leaf node. Returns ------- A tuple (left, w, h, md), where: * left is the independent variable coordinate of the center of the the U of the subtree * w is the amount of space used for the subtree (in independent variable units) * h is the height of the subtree in dependent variable units * md is the max(Z[*,2]) for all nodes * below and including the target node. """ if n == 0: raise ValueError("Invalid singleton cluster count n.") if i == -1: raise ValueError("Invalid root cluster index i.") if truncate_mode == 'lastp': # If the node is a leaf node but corresponds to a non-single cluster, # it's label is either the empty string or the number of original # observations belonging to cluster i. if i < 2 * n - p and i >= n: d = Z[i - n, 2] _append_nonsingleton_leaf_node(Z, p, n, level, lvs, ivl, leaf_label_func, i, labels, show_leaf_counts) if contraction_marks is not None: _append_contraction_marks(Z, iv + 5.0, i, n, contraction_marks) return (iv + 5.0, 10.0, 0.0, d) elif i < n: _append_singleton_leaf_node(Z, p, n, level, lvs, ivl, leaf_label_func, i, labels) return (iv + 5.0, 10.0, 0.0, 0.0) elif truncate_mode in ('mtica', 'level'): if i > n and level > p: d = Z[i - n, 2] _append_nonsingleton_leaf_node(Z, p, n, level, lvs, ivl, leaf_label_func, i, labels, show_leaf_counts) if contraction_marks is not None: _append_contraction_marks(Z, iv + 5.0, i, n, contraction_marks) return (iv + 5.0, 10.0, 0.0, d) elif i < n: _append_singleton_leaf_node(Z, p, n, level, lvs, ivl, leaf_label_func, i, labels) return (iv + 5.0, 10.0, 0.0, 0.0) elif truncate_mode in ('mlab',): pass # Otherwise, only truncate if we have a leaf node. # # If the truncate_mode is mlab, the linkage has been modified # with the truncated tree. # # Only place leaves if they correspond to original observations. if i < n: _append_singleton_leaf_node(Z, p, n, level, lvs, ivl, leaf_label_func, i, labels) return (iv + 5.0, 10.0, 0.0, 0.0) # !!! Otherwise, we don't have a leaf node, so work on plotting a # non-leaf node. # Actual indices of a and b aa = int(Z[i - n, 0]) ab = int(Z[i - n, 1]) if aa > n: # The number of singletons below cluster a na = Z[aa - n, 3] # The distance between a's two direct children. da = Z[aa - n, 2] else: na = 1 da = 0.0 if ab > n: nb = Z[ab - n, 3] db = Z[ab - n, 2] else: nb = 1 db = 0.0 if count_sort == 'ascending' or count_sort == True: # If a has a count greater than b, it and its descendents should # be drawn to the right. Otherwise, to the left. if na > nb: # The cluster index to draw to the left (ua) will be ab # and the one to draw to the right (ub) will be aa ua = ab ub = aa else: ua = aa ub = ab elif count_sort == 'descending': # If a has a count less than or equal to b, it and its # descendents should be drawn to the left. Otherwise, to # the right. if na > nb: ua = aa ub = ab else: ua = ab ub = aa elif distance_sort == 'ascending' or distance_sort == True: # If a has a distance greater than b, it and its descendents should # be drawn to the right. Otherwise, to the left. if da > db: ua = ab ub = aa else: ua = aa ub = ab elif distance_sort == 'descending': # If a has a distance less than or equal to b, it and its # descendents should be drawn to the left. Otherwise, to # the right. if da > db: ua = aa ub = ab else: ua = ab ub = aa else: ua = aa ub = ab # Updated iv variable and the amount of space used. (uiva, uwa, uah, uamd) = \ _dendrogram_calculate_info( Z=Z, p=p, truncate_mode=truncate_mode, color_threshold=color_threshold, get_leaves=get_leaves, orientation=orientation, labels=labels, count_sort=count_sort, distance_sort=distance_sort, show_leaf_counts=show_leaf_counts, i=ua, iv=iv, ivl=ivl, n=n, icoord_list=icoord_list, dcoord_list=dcoord_list, lvs=lvs, current_color=current_color, color_list=color_list, currently_below_threshold=currently_below_threshold, leaf_label_func=leaf_label_func, level=level + 1, contraction_marks=contraction_marks, link_color_func=link_color_func, above_threshold_color=above_threshold_color) h = Z[i - n, 2] if h >= color_threshold or color_threshold <= 0: c = above_threshold_color if currently_below_threshold[0]: current_color[0] = (current_color[0] + 1) % len(_link_line_colors) currently_below_threshold[0] = False else: currently_below_threshold[0] = True c = _link_line_colors[current_color[0]] (uivb, uwb, ubh, ubmd) = \ _dendrogram_calculate_info( Z=Z, p=p, truncate_mode=truncate_mode, color_threshold=color_threshold, get_leaves=get_leaves, orientation=orientation, labels=labels, count_sort=count_sort, distance_sort=distance_sort, show_leaf_counts=show_leaf_counts, i=ub, iv=iv + uwa, ivl=ivl, n=n, icoord_list=icoord_list, dcoord_list=dcoord_list, lvs=lvs, current_color=current_color, color_list=color_list, currently_below_threshold=currently_below_threshold, leaf_label_func=leaf_label_func, level=level + 1, contraction_marks=contraction_marks, link_color_func=link_color_func, above_threshold_color=above_threshold_color) max_dist = max(uamd, ubmd, h) icoord_list.append([uiva, uiva, uivb, uivb]) dcoord_list.append([uah, h, h, ubh]) if link_color_func is not None: v = link_color_func(int(i)) if not isinstance(v, string_types): raise TypeError("link_color_func must return a matplotlib " "color string!") color_list.append(v) else: color_list.append(c) return (((uiva + uivb) / 2), uwa + uwb, h, max_dist) def is_isomorphic(T1, T2): """ Determines if two different cluster assignments are equivalent. Parameters ---------- T1 : array_like An assignment of singleton cluster ids to flat cluster ids. T2 : array_like An assignment of singleton cluster ids to flat cluster ids. Returns ------- b : bool Whether the flat cluster assignments `T1` and `T2` are equivalent. """ T1 = np.asarray(T1, order='c') T2 = np.asarray(T2, order='c') if type(T1) != np.ndarray: raise TypeError('T1 must be a numpy array.') if type(T2) != np.ndarray: raise TypeError('T2 must be a numpy array.') T1S = T1.shape T2S = T2.shape if len(T1S) != 1: raise ValueError('T1 must be one-dimensional.') if len(T2S) != 1: raise ValueError('T2 must be one-dimensional.') if T1S[0] != T2S[0]: raise ValueError('T1 and T2 must have the same number of elements.') n = T1S[0] d = {} for i in xrange(0, n): if T1[i] in d: if d[T1[i]] != T2[i]: return False else: d[T1[i]] = T2[i] return True def maxdists(Z): """ Returns the maximum distance between any non-singleton cluster. Parameters ---------- Z : ndarray The hierarchical clustering encoded as a matrix. See ``linkage`` for more information. Returns ------- maxdists : ndarray A ``(n-1)`` sized numpy array of doubles; ``MD[i]`` represents the maximum distance between any cluster (including singletons) below and including the node with index i. More specifically, ``MD[i] = Z[Q(i)-n, 2].max()`` where ``Q(i)`` is the set of all node indices below and including node i. """ Z = np.asarray(Z, order='c', dtype=np.double) is_valid_linkage(Z, throw=True, name='Z') n = Z.shape[0] + 1 MD = np.zeros((n - 1,)) [Z] = _copy_arrays_if_base_present([Z]) _hierarchy.get_max_dist_for_each_cluster(Z, MD, int(n)) return MD def maxinconsts(Z, R): """ Returns the maximum inconsistency coefficient for each non-singleton cluster and its descendents. Parameters ---------- Z : ndarray The hierarchical clustering encoded as a matrix. See ``linkage`` for more information. R : ndarray The inconsistency matrix. Returns ------- MI : ndarray A monotonic ``(n-1)``-sized numpy array of doubles. """ Z = np.asarray(Z, order='c') R = np.asarray(R, order='c') is_valid_linkage(Z, throw=True, name='Z') is_valid_im(R, throw=True, name='R') n = Z.shape[0] + 1 if Z.shape[0] != R.shape[0]: raise ValueError("The inconsistency matrix and linkage matrix each " "have a different number of rows.") MI = np.zeros((n - 1,)) [Z, R] = _copy_arrays_if_base_present([Z, R]) _hierarchy.get_max_Rfield_for_each_cluster(Z, R, MI, int(n), 3) return MI def maxRstat(Z, R, i): """ Returns the maximum statistic for each non-singleton cluster and its descendents. Parameters ---------- Z : array_like The hierarchical clustering encoded as a matrix. See ``linkage`` for more information. R : array_like The inconsistency matrix. i : int The column of `R` to use as the statistic. Returns ------- MR : ndarray Calculates the maximum statistic for the i'th column of the inconsistency matrix `R` for each non-singleton cluster node. ``MR[j]`` is the maximum over ``R[Q(j)-n, i]`` where ``Q(j)`` the set of all node ids corresponding to nodes below and including ``j``. """ Z = np.asarray(Z, order='c') R = np.asarray(R, order='c') is_valid_linkage(Z, throw=True, name='Z') is_valid_im(R, throw=True, name='R') if type(i) is not int: raise TypeError('The third argument must be an integer.') if i < 0 or i > 3: raise ValueError('i must be an integer between 0 and 3 inclusive.') if Z.shape[0] != R.shape[0]: raise ValueError("The inconsistency matrix and linkage matrix each " "have a different number of rows.") n = Z.shape[0] + 1 MR = np.zeros((n - 1,)) [Z, R] = _copy_arrays_if_base_present([Z, R]) _hierarchy.get_max_Rfield_for_each_cluster(Z, R, MR, int(n), i) return MR def leaders(Z, T): """ Returns the root nodes in a hierarchical clustering. Returns the root nodes in a hierarchical clustering corresponding to a cut defined by a flat cluster assignment vector ``T``. See the ``fcluster`` function for more information on the format of ``T``. For each flat cluster :math:`j` of the :math:`k` flat clusters represented in the n-sized flat cluster assignment vector ``T``, this function finds the lowest cluster node :math:`i` in the linkage tree Z such that: * leaf descendents belong only to flat cluster j (i.e. ``T[p]==j`` for all :math:`p` in :math:`S(i)` where :math:`S(i)` is the set of leaf ids of leaf nodes descendent with cluster node :math:`i`) * there does not exist a leaf that is not descendent with :math:`i` that also belongs to cluster :math:`j` (i.e. ``T[q]!=j`` for all :math:`q` not in :math:`S(i)`). If this condition is violated, ``T`` is not a valid cluster assignment vector, and an exception will be thrown. Parameters ---------- Z : ndarray The hierarchical clustering encoded as a matrix. See ``linkage`` for more information. T : ndarray The flat cluster assignment vector. Returns ------- L : ndarray The leader linkage node id's stored as a k-element 1-D array where ``k`` is the number of flat clusters found in ``T``. ``L[j]=i`` is the linkage cluster node id that is the leader of flat cluster with id M[j]. If ``i < n``, ``i`` corresponds to an original observation, otherwise it corresponds to a non-singleton cluster. For example: if ``L[3]=2`` and ``M[3]=8``, the flat cluster with id 8's leader is linkage node 2. M : ndarray The leader linkage node id's stored as a k-element 1-D array where ``k`` is the number of flat clusters found in ``T``. This allows the set of flat cluster ids to be any arbitrary set of ``k`` integers. """ Z = np.asarray(Z, order='c') T = np.asarray(T, order='c') if type(T) != np.ndarray or T.dtype != 'i': raise TypeError('T must be a one-dimensional numpy array of integers.') is_valid_linkage(Z, throw=True, name='Z') if len(T) != Z.shape[0] + 1: raise ValueError('Mismatch: len(T)!=Z.shape[0] + 1.') Cl = np.unique(T) kk = len(Cl) L = np.zeros((kk,), dtype='i') M = np.zeros((kk,), dtype='i') n = Z.shape[0] + 1 [Z, T] = _copy_arrays_if_base_present([Z, T]) s = _hierarchy.leaders(Z, T, L, M, int(kk), int(n)) if s >= 0: raise ValueError(('T is not a valid assignment vector. Error found ' 'when examining linkage node %d (< 2n-1).') % s) return (L, M) # These are test functions to help me test the leaders function. def _leaders_test(Z, T): tr = to_tree(Z) _leaders_test_recurs_mark(tr, T) return tr def _leader_identify(tr, T): if tr.is_leaf(): return T[tr.id] else: left = tr.get_left() right = tr.get_right() lfid = _leader_identify(left, T) rfid = _leader_identify(right, T) print('ndid: %d lid: %d lfid: %d rid: %d rfid: %d' % (tr.get_id(), left.get_id(), lfid, right.get_id(), rfid)) if lfid != rfid: if lfid != -1: print('leader: %d with tag %d' % (left.id, lfid)) if rfid != -1: print('leader: %d with tag %d' % (right.id, rfid)) return -1 else: return lfid def _leaders_test_recurs_mark(tr, T): if tr.is_leaf(): tr.asgn = T[tr.id] else: tr.asgn = -1 _leaders_test_recurs_mark(tr.left, T) _leaders_test_recurs_mark(tr.right, T)
bsd-3-clause
Monika319/EWEF-1
Cw2Rezonans/Karolina/Oscyloskop/OscyloskopZ9W3.py
1
1326
# -*- coding: utf-8 -*- """ Plot oscilloscope files from MultiSim """ import numpy as np import matplotlib.pyplot as plt import sys import os from matplotlib import rc rc('font',family="Consolas") files=["real_zad9_033f.txt"] for NazwaPliku in files: print NazwaPliku Plik=open(NazwaPliku) #print DeltaT Dane=Plik.readlines()#[4:] DeltaT=float(Dane[2].split()[3].replace(",",".")) #M=len(Dane[4].split())/2 M=2 Dane=Dane[5:] Plik.close() print M Ys=[np.zeros(len(Dane)) for i in range(M)] for m in range(M): for i in range(len(Dane)): try: Ys[m][i]=float(Dane[i].split()[2+3*m].replace(",",".")) except: print m, i, 2+3*m, len(Dane[i].split()), Dane[i].split() #print i, Y[i] X=np.zeros_like(Ys[0]) for i in range(len(X)): X[i]=i*DeltaT for y in Ys: print max(y)-min(y) Opis=u"Układ równoległy\nJedna trzecia częstotliwości rezonansowej" Nazwa=u"Z9W3" plt.title(u"Przebieg napięciowy\n"+Opis) plt.xlabel(u"Czas t [s]") plt.ylabel(u"Napięcie [V]") plt.plot(X,Ys[0],label=u"Wejście") plt.plot(X,Ys[1],label=u"Wyjście") plt.grid() plt.legend(loc="upper right") plt.savefig(Nazwa + ".png", bbox_inches='tight') plt.show()
gpl-2.0
fierval/KaggleMalware
Learning/train_files.py
2
7205
import os from os import path import numpy as np import csv import shutil import sys from sklearn.cross_validation import train_test_split from tr_utils import append_to_arr from zipfile import ZipFile class TrainFiles(object): """ Utilities for dealing with the file system """ def __init__(self, train_path = None, val_path = None, labels_file = None, debug = True, test_size = 0.1, floor = 0., cutoff = sys.maxint): ''' If validate is set to false - don't attempt to match test set to labels ''' self.train_path = train_path self.labels_file = labels_file self._cutoff = cutoff self._floor = floor self.labels = None self.debug = debug self.validate = (val_path == None) # perform validation if no test set is specified self.test_size = test_size self.val_path = val_path self.isZip = dir != None and path.splitext(train_path)[1] == '.zip' def __str__(self): return 'train: {0}, validate: {1}, labels: {2}'.format(self.train_path, self.val_path, self.labels_file) @property def cutoff(self): """ Max file size to consider when listing directory content """ return self._cutoff @cutoff.setter def cutoff(self, val): self._cutoff = val @property def floor(self): return self._floor @floor.setter def floor(self, val): self._floor = val def get_size(self, file, dir) : return os.stat(path.join(dir, file)).st_size def _get_inputs(self, dir): if not self.isZip: return filter (lambda x: not path.isdir(path.join(dir, x)) and self.get_size(x, dir) > self.floor and self.get_size(x, dir) <= self.cutoff, os.listdir(dir)) else: with ZipFile(dir) as zip: l = zip.infolist() return map(lambda x: x.filename, filter(lambda x: x.file_size > self.floor and x.file_size <= self.cutoff, l)) def get_training_inputs(self): """ retrieves file names (not full path) of files containing training "image" data """ return self._get_inputs(self.train_path) def get_val_inputs(self): """ retrieves file names (not full path) of files containing training "image" data """ return self._get_inputs(self.val_path) def get_labels_csv(self): """ retrieves the values of each class labels assuming they are stored as the following CSV: | ID | Class | """ with open(self.labels_file, 'rb') as csvlabels: lablesreader = csv.reader(csvlabels) file_label = map(lambda x: (x[0], int(x[1])), [(row[0], row[1]) for row in lablesreader][1:]) return file_label def _connect_labeled_data(self, inp_path, inputs, training): if self.labels == None: self.labels = self.get_labels_csv() X = np.array([]) Y = np.array([]) zip = False if self.isZip: zip = ZipFile(inp_path) for inp in inputs: inp_file = path.join(inp_path, inp) if not zip else inp x = np.fromfile(inp_file, dtype='int') if not zip else np.frombuffer(zip.read(inp_file), dtype='int') x = x.astype('float') X = append_to_arr(X, x) if training or self.validate: label_name = path.splitext(path.split(inp_file)[1])[0] label = filter(lambda x: x[0] == label_name, self.labels)[0][1] Y = np.append(Y, label) if self.debug: print "Processed: " + inp_file return X, Y def _connect_labeled_data_csv(self, inp_path, inputs, training): if self.labels == None: self.labels = self.get_labels_csv() X = np.array([]) Y = np.array([]) for inp in inputs: inp_file = path.join(inp_path, inp) x = np.loadtxt(inp_file) X = append_to_arr(X, x) if training or self.validate: label_name = path.splitext(inp)[0] label = filter(lambda x: x[0] == label_name, self.labels)[0][1] Y = np.append(Y, label) if self.debug: print "Processed: " + inp_file return X, Y def _get_inp_input_path(self, training): inputs = self.get_training_inputs() if training else self.get_val_inputs() inp_path = self.train_path if training else self.val_path return inputs, inp_path def connect_labeled_data(self, training): """ Read the training/validation file names and produce two arrays, which once zipped and iterated over will form a tuple (itemI, classI) """ inputs, inp_path = self._get_inp_input_path(training) return self._connect_labeled_data(inp_path, inputs, training) def connect_labeled_data_csv(self, training): """ Read the training/validation file names and produce two arrays, which once zipped and iterated over will form a tuple (itemI, classI) """ inputs, inp_path = self._get_inp_input_path(training) return self._connect_labeled_data_csv(inp_path, inputs, training) def prepare_inputs(self): """ Read training, validation, labels and output them """ if not self.validate: X_train, Y_train = self.connect_labeled_data(True) X_test, Y_test = self.connect_labeled_data(False) else: X_train, Y_train = self.connect_labeled_data(True) X_train, X_test, Y_train, Y_test = train_test_split(X_train, Y_train, test_size = self.test_size, random_state = 1234) return X_train, Y_train, X_test, Y_test @staticmethod def dump_to_csv(csvf, x, y): with open(csvf, "wb") as csv_file: csv_writer = csv.writer(csv_file, delimiter=',') row = ['Feature ' + str(i) for i in range(0, x[0].size)] row.append('Class') csv_writer.writerow(row) for a in zip(x, y): row = [f for f in a[0]] row.append(a[1]) csv_writer.writerow(row) @staticmethod def from_csv(csvf, test_size = 0.1): with open (csvf, "rb") as csv_file: csv_reader = csv.reader(csv_file, delimiter=',') skip = csv.Sniffer().has_header(csv_file.read(1024)) X = np.loadtxt(csvf, delimiter = ',', skiprows = 1 if skip else 0) Y = X[:, -1] X = X[:, :-1].astype('float') x, xt, y, yt = train_test_split(X, Y, test_size = test_size, random_state = 1234) return x, y, xt, yt def prepare_inputs_csv(self): if not self.validate: X_train, Y_train = self.connect_labeled_data_csv(True) X_test, Y_test = self.connect_labeled_data_csv(False) else: X_train, Y_train = self.connect_labeled_data(True) X_train, X_test, Y_train, Y_test = train_test_split(X_train, Y_train, test_size = self.test_size, random_state = 1234) return X_train, Y_train, X_test, Y_test
mit
rrohan/scikit-learn
sklearn/metrics/tests/test_pairwise.py
71
25104
import numpy as np from numpy import linalg from scipy.sparse import dok_matrix, csr_matrix, issparse from scipy.spatial.distance import cosine, cityblock, minkowski, wminkowski from sklearn.utils.testing import assert_greater from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_almost_equal from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_array_equal from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_raises_regexp from sklearn.utils.testing import assert_true from sklearn.externals.six import iteritems from sklearn.metrics.pairwise import euclidean_distances from sklearn.metrics.pairwise import manhattan_distances from sklearn.metrics.pairwise import linear_kernel from sklearn.metrics.pairwise import chi2_kernel, additive_chi2_kernel from sklearn.metrics.pairwise import polynomial_kernel from sklearn.metrics.pairwise import rbf_kernel from sklearn.metrics.pairwise import sigmoid_kernel from sklearn.metrics.pairwise import cosine_similarity from sklearn.metrics.pairwise import cosine_distances from sklearn.metrics.pairwise import pairwise_distances from sklearn.metrics.pairwise import pairwise_distances_argmin_min from sklearn.metrics.pairwise import pairwise_distances_argmin from sklearn.metrics.pairwise import pairwise_kernels from sklearn.metrics.pairwise import PAIRWISE_KERNEL_FUNCTIONS from sklearn.metrics.pairwise import PAIRWISE_DISTANCE_FUNCTIONS from sklearn.metrics.pairwise import PAIRED_DISTANCES from sklearn.metrics.pairwise import check_pairwise_arrays from sklearn.metrics.pairwise import check_paired_arrays from sklearn.metrics.pairwise import _parallel_pairwise from sklearn.metrics.pairwise import paired_distances from sklearn.metrics.pairwise import paired_euclidean_distances from sklearn.metrics.pairwise import paired_manhattan_distances from sklearn.preprocessing import normalize def test_pairwise_distances(): # Test the pairwise_distance helper function. rng = np.random.RandomState(0) # Euclidean distance should be equivalent to calling the function. X = rng.random_sample((5, 4)) S = pairwise_distances(X, metric="euclidean") S2 = euclidean_distances(X) assert_array_almost_equal(S, S2) # Euclidean distance, with Y != X. Y = rng.random_sample((2, 4)) S = pairwise_distances(X, Y, metric="euclidean") S2 = euclidean_distances(X, Y) assert_array_almost_equal(S, S2) # Test with tuples as X and Y X_tuples = tuple([tuple([v for v in row]) for row in X]) Y_tuples = tuple([tuple([v for v in row]) for row in Y]) S2 = pairwise_distances(X_tuples, Y_tuples, metric="euclidean") assert_array_almost_equal(S, S2) # "cityblock" uses sklearn metric, cityblock (function) is scipy.spatial. S = pairwise_distances(X, metric="cityblock") S2 = pairwise_distances(X, metric=cityblock) assert_equal(S.shape[0], S.shape[1]) assert_equal(S.shape[0], X.shape[0]) assert_array_almost_equal(S, S2) # The manhattan metric should be equivalent to cityblock. S = pairwise_distances(X, Y, metric="manhattan") S2 = pairwise_distances(X, Y, metric=cityblock) assert_equal(S.shape[0], X.shape[0]) assert_equal(S.shape[1], Y.shape[0]) assert_array_almost_equal(S, S2) # Low-level function for manhattan can divide in blocks to avoid # using too much memory during the broadcasting S3 = manhattan_distances(X, Y, size_threshold=10) assert_array_almost_equal(S, S3) # Test cosine as a string metric versus cosine callable # "cosine" uses sklearn metric, cosine (function) is scipy.spatial S = pairwise_distances(X, Y, metric="cosine") S2 = pairwise_distances(X, Y, metric=cosine) assert_equal(S.shape[0], X.shape[0]) assert_equal(S.shape[1], Y.shape[0]) assert_array_almost_equal(S, S2) # Test with sparse X and Y, # currently only supported for Euclidean, L1 and cosine. X_sparse = csr_matrix(X) Y_sparse = csr_matrix(Y) S = pairwise_distances(X_sparse, Y_sparse, metric="euclidean") S2 = euclidean_distances(X_sparse, Y_sparse) assert_array_almost_equal(S, S2) S = pairwise_distances(X_sparse, Y_sparse, metric="cosine") S2 = cosine_distances(X_sparse, Y_sparse) assert_array_almost_equal(S, S2) S = pairwise_distances(X_sparse, Y_sparse.tocsc(), metric="manhattan") S2 = manhattan_distances(X_sparse.tobsr(), Y_sparse.tocoo()) assert_array_almost_equal(S, S2) S2 = manhattan_distances(X, Y) assert_array_almost_equal(S, S2) # Test with scipy.spatial.distance metric, with a kwd kwds = {"p": 2.0} S = pairwise_distances(X, Y, metric="minkowski", **kwds) S2 = pairwise_distances(X, Y, metric=minkowski, **kwds) assert_array_almost_equal(S, S2) # same with Y = None kwds = {"p": 2.0} S = pairwise_distances(X, metric="minkowski", **kwds) S2 = pairwise_distances(X, metric=minkowski, **kwds) assert_array_almost_equal(S, S2) # Test that scipy distance metrics throw an error if sparse matrix given assert_raises(TypeError, pairwise_distances, X_sparse, metric="minkowski") assert_raises(TypeError, pairwise_distances, X, Y_sparse, metric="minkowski") # Test that a value error is raised if the metric is unkown assert_raises(ValueError, pairwise_distances, X, Y, metric="blah") def test_pairwise_precomputed(): for func in [pairwise_distances, pairwise_kernels]: # Test correct shape assert_raises_regexp(ValueError, '.* shape .*', func, np.zeros((5, 3)), metric='precomputed') # with two args assert_raises_regexp(ValueError, '.* shape .*', func, np.zeros((5, 3)), np.zeros((4, 4)), metric='precomputed') # even if shape[1] agrees (although thus second arg is spurious) assert_raises_regexp(ValueError, '.* shape .*', func, np.zeros((5, 3)), np.zeros((4, 3)), metric='precomputed') # Test not copied (if appropriate dtype) S = np.zeros((5, 5)) S2 = func(S, metric="precomputed") assert_true(S is S2) # with two args S = np.zeros((5, 3)) S2 = func(S, np.zeros((3, 3)), metric="precomputed") assert_true(S is S2) # Test always returns float dtype S = func(np.array([[1]], dtype='int'), metric='precomputed') assert_equal('f', S.dtype.kind) # Test converts list to array-like S = func([[1]], metric='precomputed') assert_true(isinstance(S, np.ndarray)) def check_pairwise_parallel(func, metric, kwds): rng = np.random.RandomState(0) for make_data in (np.array, csr_matrix): X = make_data(rng.random_sample((5, 4))) Y = make_data(rng.random_sample((3, 4))) try: S = func(X, metric=metric, n_jobs=1, **kwds) except (TypeError, ValueError) as exc: # Not all metrics support sparse input # ValueError may be triggered by bad callable if make_data is csr_matrix: assert_raises(type(exc), func, X, metric=metric, n_jobs=2, **kwds) continue else: raise S2 = func(X, metric=metric, n_jobs=2, **kwds) assert_array_almost_equal(S, S2) S = func(X, Y, metric=metric, n_jobs=1, **kwds) S2 = func(X, Y, metric=metric, n_jobs=2, **kwds) assert_array_almost_equal(S, S2) def test_pairwise_parallel(): wminkowski_kwds = {'w': np.arange(1, 5).astype('double'), 'p': 1} metrics = [(pairwise_distances, 'euclidean', {}), (pairwise_distances, wminkowski, wminkowski_kwds), (pairwise_distances, 'wminkowski', wminkowski_kwds), (pairwise_kernels, 'polynomial', {'degree': 1}), (pairwise_kernels, callable_rbf_kernel, {'gamma': .1}), ] for func, metric, kwds in metrics: yield check_pairwise_parallel, func, metric, kwds def test_pairwise_callable_nonstrict_metric(): # paired_distances should allow callable metric where metric(x, x) != 0 # Knowing that the callable is a strict metric would allow the diagonal to # be left uncalculated and set to 0. assert_equal(pairwise_distances([[1]], metric=lambda x, y: 5)[0, 0], 5) def callable_rbf_kernel(x, y, **kwds): # Callable version of pairwise.rbf_kernel. K = rbf_kernel(np.atleast_2d(x), np.atleast_2d(y), **kwds) return K def test_pairwise_kernels(): # Test the pairwise_kernels helper function. rng = np.random.RandomState(0) X = rng.random_sample((5, 4)) Y = rng.random_sample((2, 4)) # Test with all metrics that should be in PAIRWISE_KERNEL_FUNCTIONS. test_metrics = ["rbf", "sigmoid", "polynomial", "linear", "chi2", "additive_chi2"] for metric in test_metrics: function = PAIRWISE_KERNEL_FUNCTIONS[metric] # Test with Y=None K1 = pairwise_kernels(X, metric=metric) K2 = function(X) assert_array_almost_equal(K1, K2) # Test with Y=Y K1 = pairwise_kernels(X, Y=Y, metric=metric) K2 = function(X, Y=Y) assert_array_almost_equal(K1, K2) # Test with tuples as X and Y X_tuples = tuple([tuple([v for v in row]) for row in X]) Y_tuples = tuple([tuple([v for v in row]) for row in Y]) K2 = pairwise_kernels(X_tuples, Y_tuples, metric=metric) assert_array_almost_equal(K1, K2) # Test with sparse X and Y X_sparse = csr_matrix(X) Y_sparse = csr_matrix(Y) if metric in ["chi2", "additive_chi2"]: # these don't support sparse matrices yet assert_raises(ValueError, pairwise_kernels, X_sparse, Y=Y_sparse, metric=metric) continue K1 = pairwise_kernels(X_sparse, Y=Y_sparse, metric=metric) assert_array_almost_equal(K1, K2) # Test with a callable function, with given keywords. metric = callable_rbf_kernel kwds = {} kwds['gamma'] = 0.1 K1 = pairwise_kernels(X, Y=Y, metric=metric, **kwds) K2 = rbf_kernel(X, Y=Y, **kwds) assert_array_almost_equal(K1, K2) # callable function, X=Y K1 = pairwise_kernels(X, Y=X, metric=metric, **kwds) K2 = rbf_kernel(X, Y=X, **kwds) assert_array_almost_equal(K1, K2) def test_pairwise_kernels_filter_param(): rng = np.random.RandomState(0) X = rng.random_sample((5, 4)) Y = rng.random_sample((2, 4)) K = rbf_kernel(X, Y, gamma=0.1) params = {"gamma": 0.1, "blabla": ":)"} K2 = pairwise_kernels(X, Y, metric="rbf", filter_params=True, **params) assert_array_almost_equal(K, K2) assert_raises(TypeError, pairwise_kernels, X, Y, "rbf", **params) def test_paired_distances(): # Test the pairwise_distance helper function. rng = np.random.RandomState(0) # Euclidean distance should be equivalent to calling the function. X = rng.random_sample((5, 4)) # Euclidean distance, with Y != X. Y = rng.random_sample((5, 4)) for metric, func in iteritems(PAIRED_DISTANCES): S = paired_distances(X, Y, metric=metric) S2 = func(X, Y) assert_array_almost_equal(S, S2) S3 = func(csr_matrix(X), csr_matrix(Y)) assert_array_almost_equal(S, S3) if metric in PAIRWISE_DISTANCE_FUNCTIONS: # Check the the pairwise_distances implementation # gives the same value distances = PAIRWISE_DISTANCE_FUNCTIONS[metric](X, Y) distances = np.diag(distances) assert_array_almost_equal(distances, S) # Check the callable implementation S = paired_distances(X, Y, metric='manhattan') S2 = paired_distances(X, Y, metric=lambda x, y: np.abs(x - y).sum(axis=0)) assert_array_almost_equal(S, S2) # Test that a value error is raised when the lengths of X and Y should not # differ Y = rng.random_sample((3, 4)) assert_raises(ValueError, paired_distances, X, Y) def test_pairwise_distances_argmin_min(): # Check pairwise minimum distances computation for any metric X = [[0], [1]] Y = [[-1], [2]] Xsp = dok_matrix(X) Ysp = csr_matrix(Y, dtype=np.float32) # euclidean metric D, E = pairwise_distances_argmin_min(X, Y, metric="euclidean") D2 = pairwise_distances_argmin(X, Y, metric="euclidean") assert_array_almost_equal(D, [0, 1]) assert_array_almost_equal(D2, [0, 1]) assert_array_almost_equal(D, [0, 1]) assert_array_almost_equal(E, [1., 1.]) # sparse matrix case Dsp, Esp = pairwise_distances_argmin_min(Xsp, Ysp, metric="euclidean") assert_array_equal(Dsp, D) assert_array_equal(Esp, E) # We don't want np.matrix here assert_equal(type(Dsp), np.ndarray) assert_equal(type(Esp), np.ndarray) # Non-euclidean sklearn metric D, E = pairwise_distances_argmin_min(X, Y, metric="manhattan") D2 = pairwise_distances_argmin(X, Y, metric="manhattan") assert_array_almost_equal(D, [0, 1]) assert_array_almost_equal(D2, [0, 1]) assert_array_almost_equal(E, [1., 1.]) D, E = pairwise_distances_argmin_min(Xsp, Ysp, metric="manhattan") D2 = pairwise_distances_argmin(Xsp, Ysp, metric="manhattan") assert_array_almost_equal(D, [0, 1]) assert_array_almost_equal(E, [1., 1.]) # Non-euclidean Scipy distance (callable) D, E = pairwise_distances_argmin_min(X, Y, metric=minkowski, metric_kwargs={"p": 2}) assert_array_almost_equal(D, [0, 1]) assert_array_almost_equal(E, [1., 1.]) # Non-euclidean Scipy distance (string) D, E = pairwise_distances_argmin_min(X, Y, metric="minkowski", metric_kwargs={"p": 2}) assert_array_almost_equal(D, [0, 1]) assert_array_almost_equal(E, [1., 1.]) # Compare with naive implementation rng = np.random.RandomState(0) X = rng.randn(97, 149) Y = rng.randn(111, 149) dist = pairwise_distances(X, Y, metric="manhattan") dist_orig_ind = dist.argmin(axis=0) dist_orig_val = dist[dist_orig_ind, range(len(dist_orig_ind))] dist_chunked_ind, dist_chunked_val = pairwise_distances_argmin_min( X, Y, axis=0, metric="manhattan", batch_size=50) np.testing.assert_almost_equal(dist_orig_ind, dist_chunked_ind, decimal=7) np.testing.assert_almost_equal(dist_orig_val, dist_chunked_val, decimal=7) def test_euclidean_distances(): # Check the pairwise Euclidean distances computation X = [[0]] Y = [[1], [2]] D = euclidean_distances(X, Y) assert_array_almost_equal(D, [[1., 2.]]) X = csr_matrix(X) Y = csr_matrix(Y) D = euclidean_distances(X, Y) assert_array_almost_equal(D, [[1., 2.]]) rng = np.random.RandomState(0) X = rng.random_sample((10, 4)) Y = rng.random_sample((20, 4)) X_norm_sq = (X ** 2).sum(axis=1).reshape(1, -1) Y_norm_sq = (Y ** 2).sum(axis=1).reshape(1, -1) # check that we still get the right answers with {X,Y}_norm_squared D1 = euclidean_distances(X, Y) D2 = euclidean_distances(X, Y, X_norm_squared=X_norm_sq) D3 = euclidean_distances(X, Y, Y_norm_squared=Y_norm_sq) D4 = euclidean_distances(X, Y, X_norm_squared=X_norm_sq, Y_norm_squared=Y_norm_sq) assert_array_almost_equal(D2, D1) assert_array_almost_equal(D3, D1) assert_array_almost_equal(D4, D1) # check we get the wrong answer with wrong {X,Y}_norm_squared X_norm_sq *= 0.5 Y_norm_sq *= 0.5 wrong_D = euclidean_distances(X, Y, X_norm_squared=np.zeros_like(X_norm_sq), Y_norm_squared=np.zeros_like(Y_norm_sq)) assert_greater(np.max(np.abs(wrong_D - D1)), .01) # Paired distances def test_paired_euclidean_distances(): # Check the paired Euclidean distances computation X = [[0], [0]] Y = [[1], [2]] D = paired_euclidean_distances(X, Y) assert_array_almost_equal(D, [1., 2.]) def test_paired_manhattan_distances(): # Check the paired manhattan distances computation X = [[0], [0]] Y = [[1], [2]] D = paired_manhattan_distances(X, Y) assert_array_almost_equal(D, [1., 2.]) def test_chi_square_kernel(): rng = np.random.RandomState(0) X = rng.random_sample((5, 4)) Y = rng.random_sample((10, 4)) K_add = additive_chi2_kernel(X, Y) gamma = 0.1 K = chi2_kernel(X, Y, gamma=gamma) assert_equal(K.dtype, np.float) for i, x in enumerate(X): for j, y in enumerate(Y): chi2 = -np.sum((x - y) ** 2 / (x + y)) chi2_exp = np.exp(gamma * chi2) assert_almost_equal(K_add[i, j], chi2) assert_almost_equal(K[i, j], chi2_exp) # check diagonal is ones for data with itself K = chi2_kernel(Y) assert_array_equal(np.diag(K), 1) # check off-diagonal is < 1 but > 0: assert_true(np.all(K > 0)) assert_true(np.all(K - np.diag(np.diag(K)) < 1)) # check that float32 is preserved X = rng.random_sample((5, 4)).astype(np.float32) Y = rng.random_sample((10, 4)).astype(np.float32) K = chi2_kernel(X, Y) assert_equal(K.dtype, np.float32) # check integer type gets converted, # check that zeros are handled X = rng.random_sample((10, 4)).astype(np.int32) K = chi2_kernel(X, X) assert_true(np.isfinite(K).all()) assert_equal(K.dtype, np.float) # check that kernel of similar things is greater than dissimilar ones X = [[.3, .7], [1., 0]] Y = [[0, 1], [.9, .1]] K = chi2_kernel(X, Y) assert_greater(K[0, 0], K[0, 1]) assert_greater(K[1, 1], K[1, 0]) # test negative input assert_raises(ValueError, chi2_kernel, [[0, -1]]) assert_raises(ValueError, chi2_kernel, [[0, -1]], [[-1, -1]]) assert_raises(ValueError, chi2_kernel, [[0, 1]], [[-1, -1]]) # different n_features in X and Y assert_raises(ValueError, chi2_kernel, [[0, 1]], [[.2, .2, .6]]) # sparse matrices assert_raises(ValueError, chi2_kernel, csr_matrix(X), csr_matrix(Y)) assert_raises(ValueError, additive_chi2_kernel, csr_matrix(X), csr_matrix(Y)) def test_kernel_symmetry(): # Valid kernels should be symmetric rng = np.random.RandomState(0) X = rng.random_sample((5, 4)) for kernel in (linear_kernel, polynomial_kernel, rbf_kernel, sigmoid_kernel, cosine_similarity): K = kernel(X, X) assert_array_almost_equal(K, K.T, 15) def test_kernel_sparse(): rng = np.random.RandomState(0) X = rng.random_sample((5, 4)) X_sparse = csr_matrix(X) for kernel in (linear_kernel, polynomial_kernel, rbf_kernel, sigmoid_kernel, cosine_similarity): K = kernel(X, X) K2 = kernel(X_sparse, X_sparse) assert_array_almost_equal(K, K2) def test_linear_kernel(): rng = np.random.RandomState(0) X = rng.random_sample((5, 4)) K = linear_kernel(X, X) # the diagonal elements of a linear kernel are their squared norm assert_array_almost_equal(K.flat[::6], [linalg.norm(x) ** 2 for x in X]) def test_rbf_kernel(): rng = np.random.RandomState(0) X = rng.random_sample((5, 4)) K = rbf_kernel(X, X) # the diagonal elements of a rbf kernel are 1 assert_array_almost_equal(K.flat[::6], np.ones(5)) def test_cosine_similarity_sparse_output(): # Test if cosine_similarity correctly produces sparse output. rng = np.random.RandomState(0) X = rng.random_sample((5, 4)) Y = rng.random_sample((3, 4)) Xcsr = csr_matrix(X) Ycsr = csr_matrix(Y) K1 = cosine_similarity(Xcsr, Ycsr, dense_output=False) assert_true(issparse(K1)) K2 = pairwise_kernels(Xcsr, Y=Ycsr, metric="cosine") assert_array_almost_equal(K1.todense(), K2) def test_cosine_similarity(): # Test the cosine_similarity. rng = np.random.RandomState(0) X = rng.random_sample((5, 4)) Y = rng.random_sample((3, 4)) Xcsr = csr_matrix(X) Ycsr = csr_matrix(Y) for X_, Y_ in ((X, None), (X, Y), (Xcsr, None), (Xcsr, Ycsr)): # Test that the cosine is kernel is equal to a linear kernel when data # has been previously normalized by L2-norm. K1 = pairwise_kernels(X_, Y=Y_, metric="cosine") X_ = normalize(X_) if Y_ is not None: Y_ = normalize(Y_) K2 = pairwise_kernels(X_, Y=Y_, metric="linear") assert_array_almost_equal(K1, K2) def test_check_dense_matrices(): # Ensure that pairwise array check works for dense matrices. # Check that if XB is None, XB is returned as reference to XA XA = np.resize(np.arange(40), (5, 8)) XA_checked, XB_checked = check_pairwise_arrays(XA, None) assert_true(XA_checked is XB_checked) assert_array_equal(XA, XA_checked) def test_check_XB_returned(): # Ensure that if XA and XB are given correctly, they return as equal. # Check that if XB is not None, it is returned equal. # Note that the second dimension of XB is the same as XA. XA = np.resize(np.arange(40), (5, 8)) XB = np.resize(np.arange(32), (4, 8)) XA_checked, XB_checked = check_pairwise_arrays(XA, XB) assert_array_equal(XA, XA_checked) assert_array_equal(XB, XB_checked) XB = np.resize(np.arange(40), (5, 8)) XA_checked, XB_checked = check_paired_arrays(XA, XB) assert_array_equal(XA, XA_checked) assert_array_equal(XB, XB_checked) def test_check_different_dimensions(): # Ensure an error is raised if the dimensions are different. XA = np.resize(np.arange(45), (5, 9)) XB = np.resize(np.arange(32), (4, 8)) assert_raises(ValueError, check_pairwise_arrays, XA, XB) XB = np.resize(np.arange(4 * 9), (4, 9)) assert_raises(ValueError, check_paired_arrays, XA, XB) def test_check_invalid_dimensions(): # Ensure an error is raised on 1D input arrays. # The modified tests are not 1D. In the old test, the array was internally # converted to 2D anyways XA = np.arange(45).reshape(9, 5) XB = np.arange(32).reshape(4, 8) assert_raises(ValueError, check_pairwise_arrays, XA, XB) XA = np.arange(45).reshape(9, 5) XB = np.arange(32).reshape(4, 8) assert_raises(ValueError, check_pairwise_arrays, XA, XB) def test_check_sparse_arrays(): # Ensures that checks return valid sparse matrices. rng = np.random.RandomState(0) XA = rng.random_sample((5, 4)) XA_sparse = csr_matrix(XA) XB = rng.random_sample((5, 4)) XB_sparse = csr_matrix(XB) XA_checked, XB_checked = check_pairwise_arrays(XA_sparse, XB_sparse) # compare their difference because testing csr matrices for # equality with '==' does not work as expected. assert_true(issparse(XA_checked)) assert_equal(abs(XA_sparse - XA_checked).sum(), 0) assert_true(issparse(XB_checked)) assert_equal(abs(XB_sparse - XB_checked).sum(), 0) XA_checked, XA_2_checked = check_pairwise_arrays(XA_sparse, XA_sparse) assert_true(issparse(XA_checked)) assert_equal(abs(XA_sparse - XA_checked).sum(), 0) assert_true(issparse(XA_2_checked)) assert_equal(abs(XA_2_checked - XA_checked).sum(), 0) def tuplify(X): # Turns a numpy matrix (any n-dimensional array) into tuples. s = X.shape if len(s) > 1: # Tuplify each sub-array in the input. return tuple(tuplify(row) for row in X) else: # Single dimension input, just return tuple of contents. return tuple(r for r in X) def test_check_tuple_input(): # Ensures that checks return valid tuples. rng = np.random.RandomState(0) XA = rng.random_sample((5, 4)) XA_tuples = tuplify(XA) XB = rng.random_sample((5, 4)) XB_tuples = tuplify(XB) XA_checked, XB_checked = check_pairwise_arrays(XA_tuples, XB_tuples) assert_array_equal(XA_tuples, XA_checked) assert_array_equal(XB_tuples, XB_checked) def test_check_preserve_type(): # Ensures that type float32 is preserved. XA = np.resize(np.arange(40), (5, 8)).astype(np.float32) XB = np.resize(np.arange(40), (5, 8)).astype(np.float32) XA_checked, XB_checked = check_pairwise_arrays(XA, None) assert_equal(XA_checked.dtype, np.float32) # both float32 XA_checked, XB_checked = check_pairwise_arrays(XA, XB) assert_equal(XA_checked.dtype, np.float32) assert_equal(XB_checked.dtype, np.float32) # mismatched A XA_checked, XB_checked = check_pairwise_arrays(XA.astype(np.float), XB) assert_equal(XA_checked.dtype, np.float) assert_equal(XB_checked.dtype, np.float) # mismatched B XA_checked, XB_checked = check_pairwise_arrays(XA, XB.astype(np.float)) assert_equal(XA_checked.dtype, np.float) assert_equal(XB_checked.dtype, np.float)
bsd-3-clause
madjelan/CostSensitiveClassification
costcla/models/cost_ensemble.py
1
20672
""" This module include the cost sensitive ensemble methods. """ # Authors: Alejandro Correa Bahnsen <[email protected]> # License: BSD 3 clause from sklearn.cross_validation import train_test_split from ..models import CostSensitiveDecisionTreeClassifier from ..models.bagging import BaggingClassifier class CostSensitiveRandomForestClassifier(BaggingClassifier): """A example-dependent cost-sensitive random forest classifier. Parameters ---------- n_estimators : int, optional (default=10) The number of base estimators in the ensemble. combination : string, optional (default="majority_voting") Which combination method to use: - If "majority_voting" then combine by majority voting - If "weighted_voting" then combine by weighted voting using the out of bag savings as the weight for each estimator. - If "stacking" then a Cost Sensitive Logistic Regression is used to learn the combination. - If "stacking_proba" then a Cost Sensitive Logistic Regression trained with the estimated probabilities is used to learn the combination,. - If "stacking_bmr" then a Cost Sensitive Logistic Regression is used to learn the probabilities and a BayesMinimumRisk for the prediction. - If "stacking_proba_bmr" then a Cost Sensitive Logistic Regression trained with the estimated probabilities is used to learn the probabilities, and a BayesMinimumRisk for the prediction. - If "majority_bmr" then the BayesMinimumRisk algorithm is used to make the prediction using the predicted probabilities of majority_voting - If "weighted_bmr" then the BayesMinimumRisk algorithm is used to make the prediction using the predicted probabilities of weighted_voting max_features : int, float, string or None, optional (default=None) The number of features to consider when looking for the best split in each tree: - If int, then consider `max_features` features at each split. - If float, then `max_features` is a percentage and `int(max_features * n_features)` features are considered at each split. - If "auto", then `max_features=sqrt(n_features)`. - If "sqrt", then `max_features=sqrt(n_features)`. - If "log2", then `max_features=log2(n_features)`. - If None, then `max_features=n_features`. Note: the search for a split does not stop until at least one valid partition of the node samples is found, even if it requires to effectively inspect more than ``max_features`` features. pruned : bool, optional (default=True) Whenever or not to prune the decision tree using cost-based pruning n_jobs : int, optional (default=1) The number of jobs to run in parallel for both `fit` and `predict`. If -1, then the number of jobs is set to the number of cores. verbose : int, optional (default=0) Controls the verbosity of the building process. Attributes ---------- `base_estimator_`: list of estimators The base estimator from which the ensemble is grown. `estimators_`: list of estimators The collection of fitted base estimators. `estimators_samples_`: list of arrays The subset of drawn samples (i.e., the in-bag samples) for each base estimator. `estimators_features_`: list of arrays The subset of drawn features for each base estimator. See also -------- costcla.models.CostSensitiveDecisionTreeClassifier References ---------- .. [1] Correa Bahnsen, A., Aouada, D., & Ottersten, B. `"Ensemble of Example-Dependent Cost-Sensitive Decision Trees" <http://arxiv.org/abs/1505.04637>`__, 2015, http://arxiv.org/abs/1505.04637. Examples -------- >>> from sklearn.ensemble import RandomForestClassifier >>> from sklearn.cross_validation import train_test_split >>> from costcla.datasets import load_creditscoring1 >>> from costcla.models import CostSensitiveRandomForestClassifier >>> from costcla.metrics import savings_score >>> data = load_creditscoring1() >>> sets = train_test_split(data.data, data.target, data.cost_mat, test_size=0.33, random_state=0) >>> X_train, X_test, y_train, y_test, cost_mat_train, cost_mat_test = sets >>> y_pred_test_rf = RandomForestClassifier(random_state=0).fit(X_train, y_train).predict(X_test) >>> f = CostSensitiveRandomForestClassifier() >>> y_pred_test_csdt = f.fit(X_train, y_train, cost_mat_train).predict(X_test) >>> # Savings using only RandomForest >>> print savings_score(y_test, y_pred_test_rf, cost_mat_test) 0.12454256594 >>> # Savings using CostSensitiveRandomForestClassifier >>> print savings_score(y_test, y_pred_test_csdt, cost_mat_test) 0.499390945808 """ def __init__(self, n_estimators=10, combination='majority_voting', max_features='auto', n_jobs=1, verbose=False, pruned=False): super(BaggingClassifier, self).__init__( base_estimator=CostSensitiveDecisionTreeClassifier(max_features=max_features, pruned=pruned), n_estimators=n_estimators, max_samples=1.0, max_features=1.0, bootstrap=True, bootstrap_features=False, combination=combination, n_jobs=n_jobs, random_state=None, verbose=verbose) self.pruned = pruned class CostSensitiveBaggingClassifier(BaggingClassifier): """A example-dependent cost-sensitive bagging classifier. Parameters ---------- n_estimators : int, optional (default=10) The number of base estimators in the ensemble. max_samples : int or float, optional (default=0.5) The number of samples to draw from X to train each base estimator. - If int, then draw `max_samples` samples. - If float, then draw `max_samples * X.shape[0]` samples. combination : string, optional (default="majority_voting") Which combination method to use: - If "majority_voting" then combine by majority voting - If "weighted_voting" then combine by weighted voting using the out of bag savings as the weight for each estimator. - If "stacking" then a Cost Sensitive Logistic Regression is used to learn the combination. - If "stacking_proba" then a Cost Sensitive Logistic Regression trained with the estimated probabilities is used to learn the combination,. - If "stacking_bmr" then a Cost Sensitive Logistic Regression is used to learn the probabilities and a BayesMinimumRisk for the prediction. - If "stacking_proba_bmr" then a Cost Sensitive Logistic Regression trained with the estimated probabilities is used to learn the probabilities, and a BayesMinimumRisk for the prediction. - If "majority_bmr" then the BayesMinimumRisk algorithm is used to make the prediction using the predicted probabilities of majority_voting - If "weighted_bmr" then the BayesMinimumRisk algorithm is used to make the prediction using the predicted probabilities of weighted_voting pruned : bool, optional (default=True) Whenever or not to prune the decision tree using cost-based pruning n_jobs : int, optional (default=1) The number of jobs to run in parallel for both `fit` and `predict`. If -1, then the number of jobs is set to the number of cores. verbose : int, optional (default=0) Controls the verbosity of the building process. Attributes ---------- `base_estimator_`: list of estimators The base estimator from which the ensemble is grown. `estimators_`: list of estimators The collection of fitted base estimators. `estimators_samples_`: list of arrays The subset of drawn samples (i.e., the in-bag samples) for each base estimator. `estimators_features_`: list of arrays The subset of drawn features for each base estimator. See also -------- costcla.models.CostSensitiveDecisionTreeClassifier References ---------- .. [1] Correa Bahnsen, A., Aouada, D., & Ottersten, B. `"Ensemble of Example-Dependent Cost-Sensitive Decision Trees" <http://arxiv.org/abs/1505.04637>`__, 2015, http://arxiv.org/abs/1505.04637. Examples -------- >>> from sklearn.ensemble import RandomForestClassifier >>> from sklearn.cross_validation import train_test_split >>> from costcla.datasets import load_creditscoring1 >>> from costcla.models import CostSensitiveBaggingClassifier >>> from costcla.metrics import savings_score >>> data = load_creditscoring1() >>> sets = train_test_split(data.data, data.target, data.cost_mat, test_size=0.33, random_state=0) >>> X_train, X_test, y_train, y_test, cost_mat_train, cost_mat_test = sets >>> y_pred_test_rf = RandomForestClassifier(random_state=0).fit(X_train, y_train).predict(X_test) >>> f = CostSensitiveBaggingClassifier() >>> y_pred_test_csdt = f.fit(X_train, y_train, cost_mat_train).predict(X_test) >>> # Savings using only RandomForest >>> print savings_score(y_test, y_pred_test_rf, cost_mat_test) 0.12454256594 >>> # Savings using CostSensitiveRandomForestClassifier >>> print savings_score(y_test, y_pred_test_csdt, cost_mat_test) 0.478964004931 """ def __init__(self, n_estimators=10, max_samples=0.5, combination='majority_voting', n_jobs=1, verbose=False, pruned=False): super(BaggingClassifier, self).__init__( base_estimator=CostSensitiveDecisionTreeClassifier(pruned=pruned), n_estimators=n_estimators, max_samples=max_samples, max_features=1.0, bootstrap=True, bootstrap_features=False, combination=combination, n_jobs=n_jobs, random_state=None, verbose=verbose) self.pruned = pruned class CostSensitivePastingClassifier(BaggingClassifier): """A example-dependent cost-sensitive pasting classifier. Parameters ---------- n_estimators : int, optional (default=10) The number of base estimators in the ensemble. max_samples : int or float, optional (default=0.5) The number of samples to draw from X to train each base estimator. - If int, then draw `max_samples` samples. - If float, then draw `max_samples * X.shape[0]` samples. combination : string, optional (default="majority_voting") Which combination method to use: - If "majority_voting" then combine by majority voting - If "weighted_voting" then combine by weighted voting using the out of bag savings as the weight for each estimator. - If "stacking" then a Cost Sensitive Logistic Regression is used to learn the combination. - If "stacking_proba" then a Cost Sensitive Logistic Regression trained with the estimated probabilities is used to learn the combination,. - If "stacking_bmr" then a Cost Sensitive Logistic Regression is used to learn the probabilities and a BayesMinimumRisk for the prediction. - If "stacking_proba_bmr" then a Cost Sensitive Logistic Regression trained with the estimated probabilities is used to learn the probabilities, and a BayesMinimumRisk for the prediction. - If "majority_bmr" then the BayesMinimumRisk algorithm is used to make the prediction using the predicted probabilities of majority_voting - If "weighted_bmr" then the BayesMinimumRisk algorithm is used to make the prediction using the predicted probabilities of weighted_voting pruned : bool, optional (default=True) Whenever or not to prune the decision tree using cost-based pruning n_jobs : int, optional (default=1) The number of jobs to run in parallel for both `fit` and `predict`. If -1, then the number of jobs is set to the number of cores. verbose : int, optional (default=0) Controls the verbosity of the building process. Attributes ---------- `base_estimator_`: list of estimators The base estimator from which the ensemble is grown. `estimators_`: list of estimators The collection of fitted base estimators. `estimators_samples_`: list of arrays The subset of drawn samples (i.e., the in-bag samples) for each base estimator. `estimators_features_`: list of arrays The subset of drawn features for each base estimator. See also -------- costcla.models.CostSensitiveDecisionTreeClassifier References ---------- .. [1] Correa Bahnsen, A., Aouada, D., & Ottersten, B. `"Ensemble of Example-Dependent Cost-Sensitive Decision Trees" <http://arxiv.org/abs/1505.04637>`__, 2015, http://arxiv.org/abs/1505.04637. Examples -------- >>> from sklearn.ensemble import RandomForestClassifier >>> from sklearn.cross_validation import train_test_split >>> from costcla.datasets import load_creditscoring1 >>> from costcla.models import CostSensitivePastingClassifier >>> from costcla.metrics import savings_score >>> data = load_creditscoring1() >>> sets = train_test_split(data.data, data.target, data.cost_mat, test_size=0.33, random_state=0) >>> X_train, X_test, y_train, y_test, cost_mat_train, cost_mat_test = sets >>> y_pred_test_rf = RandomForestClassifier(random_state=0).fit(X_train, y_train).predict(X_test) >>> f = CostSensitivePastingClassifier() >>> y_pred_test_csdt = f.fit(X_train, y_train, cost_mat_train).predict(X_test) >>> # Savings using only RandomForest >>> print savings_score(y_test, y_pred_test_rf, cost_mat_test) 0.12454256594 >>> # Savings using CostSensitiveRandomForestClassifier >>> print savings_score(y_test, y_pred_test_csdt, cost_mat_test) 0.479633754848 """ def __init__(self, n_estimators=10, max_samples=0.5, combination='majority_voting', n_jobs=1, verbose=False, pruned=False): super(BaggingClassifier, self).__init__( base_estimator=CostSensitiveDecisionTreeClassifier(pruned=pruned), n_estimators=n_estimators, max_samples=max_samples, max_features=1.0, bootstrap=False, bootstrap_features=False, combination=combination, n_jobs=n_jobs, random_state=None, verbose=verbose) self.pruned = pruned class CostSensitiveRandomPatchesClassifier(BaggingClassifier): """A example-dependent cost-sensitive pasting classifier. Parameters ---------- n_estimators : int, optional (default=10) The number of base estimators in the ensemble. max_samples : int or float, optional (default=0.5) The number of samples to draw from X to train each base estimator. - If int, then draw `max_samples` samples. - If float, then draw `max_samples * X.shape[0]` samples. max_features : int or float, optional (default=0.5) The number of features to draw from X to train each base estimator. - If int, then draw `max_features` features. - If float, then draw `max_features * X.shape[1]` features. combination : string, optional (default="majority_voting") Which combination method to use: - If "majority_voting" then combine by majority voting - If "weighted_voting" then combine by weighted voting using the out of bag savings as the weight for each estimator. - If "stacking" then a Cost Sensitive Logistic Regression is used to learn the combination. - If "stacking_proba" then a Cost Sensitive Logistic Regression trained with the estimated probabilities is used to learn the combination,. - If "stacking_bmr" then a Cost Sensitive Logistic Regression is used to learn the probabilities and a BayesMinimumRisk for the prediction. - If "stacking_proba_bmr" then a Cost Sensitive Logistic Regression trained with the estimated probabilities is used to learn the probabilities, and a BayesMinimumRisk for the prediction. - If "majority_bmr" then the BayesMinimumRisk algorithm is used to make the prediction using the predicted probabilities of majority_voting - If "weighted_bmr" then the BayesMinimumRisk algorithm is used to make the prediction using the predicted probabilities of weighted_voting pruned : bool, optional (default=True) Whenever or not to prune the decision tree using cost-based pruning n_jobs : int, optional (default=1) The number of jobs to run in parallel for both `fit` and `predict`. If -1, then the number of jobs is set to the number of cores. verbose : int, optional (default=0) Controls the verbosity of the building process. Attributes ---------- `base_estimator_`: list of estimators The base estimator from which the ensemble is grown. `estimators_`: list of estimators The collection of fitted base estimators. `estimators_samples_`: list of arrays The subset of drawn samples (i.e., the in-bag samples) for each base estimator. `estimators_features_`: list of arrays The subset of drawn features for each base estimator. See also -------- costcla.models.CostSensitiveDecisionTreeClassifier References ---------- .. [1] Correa Bahnsen, A., Aouada, D., & Ottersten, B. `"Ensemble of Example-Dependent Cost-Sensitive Decision Trees" <http://arxiv.org/abs/1505.04637>`__, 2015, http://arxiv.org/abs/1505.04637. Examples -------- >>> from sklearn.ensemble import RandomForestClassifier >>> from sklearn.cross_validation import train_test_split >>> from costcla.datasets import load_creditscoring1 >>> from costcla.models import CostSensitiveRandomPatchesClassifier >>> from costcla.metrics import savings_score >>> data = load_creditscoring1() >>> sets = train_test_split(data.data, data.target, data.cost_mat, test_size=0.33, random_state=0) >>> X_train, X_test, y_train, y_test, cost_mat_train, cost_mat_test = sets >>> y_pred_test_rf = RandomForestClassifier(random_state=0).fit(X_train, y_train).predict(X_test) >>> f = CostSensitiveRandomPatchesClassifier(combination='weighted_voting') >>> y_pred_test_csdt = f.fit(X_train, y_train, cost_mat_train).predict(X_test) >>> # Savings using only RandomForest >>> print savings_score(y_test, y_pred_test_rf, cost_mat_test) 0.12454256594 >>> # Savings using CostSensitiveRandomForestClassifier >>> print savings_score(y_test, y_pred_test_csdt, cost_mat_test) 0.499548618518 """ def __init__(self, n_estimators=10, max_samples=0.5, max_features=0.5, combination='majority_voting', n_jobs=1, verbose=False, pruned=False): super(BaggingClassifier, self).__init__( base_estimator=CostSensitiveDecisionTreeClassifier(pruned=pruned), n_estimators=n_estimators, max_samples=max_samples, max_features=max_features, bootstrap=False, bootstrap_features=False, combination=combination, n_jobs=n_jobs, random_state=None, verbose=verbose) self.pruned = pruned #TODO not working in parallel, without error # from costcla.datasets import load_creditscoring1 # data = load_creditscoring1() # x=data.data # y=data.target # c=data.cost_mat # # print 'start' # f = BaggingClassifier(n_estimators=10, verbose=100, n_jobs=2) # f.fit(x[0:1000],y[0:1000],c[0:1000]) # print 'predict proba' # f.__setattr__('n_jobs', 4) # f.predict(x) # print 'predict END'
bsd-3-clause
mrshu/scikit-learn
sklearn/neighbors/unsupervised.py
4
3533
"""Unsupervised nearest neighbors learner""" from .base import NeighborsBase from .base import KNeighborsMixin from .base import RadiusNeighborsMixin from .base import UnsupervisedMixin class NearestNeighbors(NeighborsBase, KNeighborsMixin, RadiusNeighborsMixin, UnsupervisedMixin): """Unsupervised learner for implementing neighbor searches. Parameters ---------- n_neighbors : int, optional (default = 5) Number of neighbors to use by default for :meth:`k_neighbors` queries. radius : float, optional (default = 1.0) Range of parameter space to use by default for :meth`radius_neighbors` queries. algorithm : {'auto', 'ball_tree', 'kd_tree', 'brute'}, optional Algorithm used to compute the nearest neighbors: - 'ball_tree' will use :class:`BallTree` - 'kd_tree' will use :class:`scipy.spatial.cKDtree` - 'brute' will use a brute-force search. - 'auto' will attempt to decide the most appropriate algorithm based on the values passed to :meth:`fit` method. Note: fitting on sparse input will override the setting of this parameter, using brute force. leaf_size : int, optional (default = 30) Leaf size passed to BallTree or cKDTree. This can affect the speed of the construction and query, as well as the memory required to store the tree. The optimal value depends on the nature of the problem. warn_on_equidistant : boolean, optional. Defaults to True. Generate a warning if equidistant neighbors are discarded. For classification or regression based on k-neighbors, if neighbor k and neighbor k+1 have identical distances but different labels, then the result will be dependent on the ordering of the training data. If the fit method is ``'kd_tree'``, no warnings will be generated. p: integer, optional (default = 2) Parameter for the Minkowski metric from sklearn.metrics.pairwise.pairwise_distances. When p = 1, this is equivalent to using manhattan_distance (l1), and euclidean_distance (l2) for p = 2. For arbitrary p, minkowski_distance (l_p) is used. Examples -------- >>> from sklearn.neighbors import NearestNeighbors >>> samples = [[0, 0, 2], [1, 0, 0], [0, 0, 1]] >>> neigh = NearestNeighbors(2, 0.4) >>> neigh.fit(samples) #doctest: +ELLIPSIS NearestNeighbors(...) >>> neigh.kneighbors([[0, 0, 1.3]], 2, return_distance=False) ... #doctest: +ELLIPSIS array([[2, 0]]...) >>> neigh.radius_neighbors([0, 0, 1.3], 0.4, return_distance=False) array([[2]]) See also -------- KNeighborsClassifier RadiusNeighborsClassifier KNeighborsRegressor RadiusNeighborsRegressor BallTree Notes ----- See :ref:`Nearest Neighbors <neighbors>` in the online documentation for a discussion of the choice of ``algorithm`` and ``leaf_size``. http://en.wikipedia.org/wiki/K-nearest_neighbor_algorithm """ def __init__(self, n_neighbors=5, radius=1.0, algorithm='auto', leaf_size=30, warn_on_equidistant=True, p=2): self._init_params(n_neighbors=n_neighbors, radius=radius, algorithm=algorithm, leaf_size=leaf_size, warn_on_equidistant=warn_on_equidistant, p=p)
bsd-3-clause
h2educ/scikit-learn
sklearn/metrics/scorer.py
211
13141
""" The :mod:`sklearn.metrics.scorer` submodule implements a flexible interface for model selection and evaluation using arbitrary score functions. A scorer object is a callable that can be passed to :class:`sklearn.grid_search.GridSearchCV` or :func:`sklearn.cross_validation.cross_val_score` as the ``scoring`` parameter, to specify how a model should be evaluated. The signature of the call is ``(estimator, X, y)`` where ``estimator`` is the model to be evaluated, ``X`` is the test data and ``y`` is the ground truth labeling (or ``None`` in the case of unsupervised models). """ # Authors: Andreas Mueller <[email protected]> # Lars Buitinck <[email protected]> # Arnaud Joly <[email protected]> # License: Simplified BSD from abc import ABCMeta, abstractmethod from functools import partial import numpy as np from . import (r2_score, median_absolute_error, mean_absolute_error, mean_squared_error, accuracy_score, f1_score, roc_auc_score, average_precision_score, precision_score, recall_score, log_loss) from .cluster import adjusted_rand_score from ..utils.multiclass import type_of_target from ..externals import six from ..base import is_regressor class _BaseScorer(six.with_metaclass(ABCMeta, object)): def __init__(self, score_func, sign, kwargs): self._kwargs = kwargs self._score_func = score_func self._sign = sign @abstractmethod def __call__(self, estimator, X, y, sample_weight=None): pass def __repr__(self): kwargs_string = "".join([", %s=%s" % (str(k), str(v)) for k, v in self._kwargs.items()]) return ("make_scorer(%s%s%s%s)" % (self._score_func.__name__, "" if self._sign > 0 else ", greater_is_better=False", self._factory_args(), kwargs_string)) def _factory_args(self): """Return non-default make_scorer arguments for repr.""" return "" class _PredictScorer(_BaseScorer): def __call__(self, estimator, X, y_true, sample_weight=None): """Evaluate predicted target values for X relative to y_true. Parameters ---------- estimator : object Trained estimator to use for scoring. Must have a predict_proba method; the output of that is used to compute the score. X : array-like or sparse matrix Test data that will be fed to estimator.predict. y_true : array-like Gold standard target values for X. sample_weight : array-like, optional (default=None) Sample weights. Returns ------- score : float Score function applied to prediction of estimator on X. """ y_pred = estimator.predict(X) if sample_weight is not None: return self._sign * self._score_func(y_true, y_pred, sample_weight=sample_weight, **self._kwargs) else: return self._sign * self._score_func(y_true, y_pred, **self._kwargs) class _ProbaScorer(_BaseScorer): def __call__(self, clf, X, y, sample_weight=None): """Evaluate predicted probabilities for X relative to y_true. Parameters ---------- clf : object Trained classifier to use for scoring. Must have a predict_proba method; the output of that is used to compute the score. X : array-like or sparse matrix Test data that will be fed to clf.predict_proba. y : array-like Gold standard target values for X. These must be class labels, not probabilities. sample_weight : array-like, optional (default=None) Sample weights. Returns ------- score : float Score function applied to prediction of estimator on X. """ y_pred = clf.predict_proba(X) if sample_weight is not None: return self._sign * self._score_func(y, y_pred, sample_weight=sample_weight, **self._kwargs) else: return self._sign * self._score_func(y, y_pred, **self._kwargs) def _factory_args(self): return ", needs_proba=True" class _ThresholdScorer(_BaseScorer): def __call__(self, clf, X, y, sample_weight=None): """Evaluate decision function output for X relative to y_true. Parameters ---------- clf : object Trained classifier to use for scoring. Must have either a decision_function method or a predict_proba method; the output of that is used to compute the score. X : array-like or sparse matrix Test data that will be fed to clf.decision_function or clf.predict_proba. y : array-like Gold standard target values for X. These must be class labels, not decision function values. sample_weight : array-like, optional (default=None) Sample weights. Returns ------- score : float Score function applied to prediction of estimator on X. """ y_type = type_of_target(y) if y_type not in ("binary", "multilabel-indicator"): raise ValueError("{0} format is not supported".format(y_type)) if is_regressor(clf): y_pred = clf.predict(X) else: try: y_pred = clf.decision_function(X) # For multi-output multi-class estimator if isinstance(y_pred, list): y_pred = np.vstack(p for p in y_pred).T except (NotImplementedError, AttributeError): y_pred = clf.predict_proba(X) if y_type == "binary": y_pred = y_pred[:, 1] elif isinstance(y_pred, list): y_pred = np.vstack([p[:, -1] for p in y_pred]).T if sample_weight is not None: return self._sign * self._score_func(y, y_pred, sample_weight=sample_weight, **self._kwargs) else: return self._sign * self._score_func(y, y_pred, **self._kwargs) def _factory_args(self): return ", needs_threshold=True" def get_scorer(scoring): if isinstance(scoring, six.string_types): try: scorer = SCORERS[scoring] except KeyError: raise ValueError('%r is not a valid scoring value. ' 'Valid options are %s' % (scoring, sorted(SCORERS.keys()))) else: scorer = scoring return scorer def _passthrough_scorer(estimator, *args, **kwargs): """Function that wraps estimator.score""" return estimator.score(*args, **kwargs) def check_scoring(estimator, scoring=None, allow_none=False): """Determine scorer from user options. A TypeError will be thrown if the estimator cannot be scored. Parameters ---------- estimator : estimator object implementing 'fit' The object to use to fit the data. scoring : string, callable or None, optional, default: None A string (see model evaluation documentation) or a scorer callable object / function with signature ``scorer(estimator, X, y)``. allow_none : boolean, optional, default: False If no scoring is specified and the estimator has no score function, we can either return None or raise an exception. Returns ------- scoring : callable A scorer callable object / function with signature ``scorer(estimator, X, y)``. """ has_scoring = scoring is not None if not hasattr(estimator, 'fit'): raise TypeError("estimator should a be an estimator implementing " "'fit' method, %r was passed" % estimator) elif has_scoring: return get_scorer(scoring) elif hasattr(estimator, 'score'): return _passthrough_scorer elif allow_none: return None else: raise TypeError( "If no scoring is specified, the estimator passed should " "have a 'score' method. The estimator %r does not." % estimator) def make_scorer(score_func, greater_is_better=True, needs_proba=False, needs_threshold=False, **kwargs): """Make a scorer from a performance metric or loss function. This factory function wraps scoring functions for use in GridSearchCV and cross_val_score. It takes a score function, such as ``accuracy_score``, ``mean_squared_error``, ``adjusted_rand_index`` or ``average_precision`` and returns a callable that scores an estimator's output. Read more in the :ref:`User Guide <scoring>`. Parameters ---------- score_func : callable, Score function (or loss function) with signature ``score_func(y, y_pred, **kwargs)``. greater_is_better : boolean, default=True Whether score_func is a score function (default), meaning high is good, or a loss function, meaning low is good. In the latter case, the scorer object will sign-flip the outcome of the score_func. needs_proba : boolean, default=False Whether score_func requires predict_proba to get probability estimates out of a classifier. needs_threshold : boolean, default=False Whether score_func takes a continuous decision certainty. This only works for binary classification using estimators that have either a decision_function or predict_proba method. For example ``average_precision`` or the area under the roc curve can not be computed using discrete predictions alone. **kwargs : additional arguments Additional parameters to be passed to score_func. Returns ------- scorer : callable Callable object that returns a scalar score; greater is better. Examples -------- >>> from sklearn.metrics import fbeta_score, make_scorer >>> ftwo_scorer = make_scorer(fbeta_score, beta=2) >>> ftwo_scorer make_scorer(fbeta_score, beta=2) >>> from sklearn.grid_search import GridSearchCV >>> from sklearn.svm import LinearSVC >>> grid = GridSearchCV(LinearSVC(), param_grid={'C': [1, 10]}, ... scoring=ftwo_scorer) """ sign = 1 if greater_is_better else -1 if needs_proba and needs_threshold: raise ValueError("Set either needs_proba or needs_threshold to True," " but not both.") if needs_proba: cls = _ProbaScorer elif needs_threshold: cls = _ThresholdScorer else: cls = _PredictScorer return cls(score_func, sign, kwargs) # Standard regression scores r2_scorer = make_scorer(r2_score) mean_squared_error_scorer = make_scorer(mean_squared_error, greater_is_better=False) mean_absolute_error_scorer = make_scorer(mean_absolute_error, greater_is_better=False) median_absolute_error_scorer = make_scorer(median_absolute_error, greater_is_better=False) # Standard Classification Scores accuracy_scorer = make_scorer(accuracy_score) f1_scorer = make_scorer(f1_score) # Score functions that need decision values roc_auc_scorer = make_scorer(roc_auc_score, greater_is_better=True, needs_threshold=True) average_precision_scorer = make_scorer(average_precision_score, needs_threshold=True) precision_scorer = make_scorer(precision_score) recall_scorer = make_scorer(recall_score) # Score function for probabilistic classification log_loss_scorer = make_scorer(log_loss, greater_is_better=False, needs_proba=True) # Clustering scores adjusted_rand_scorer = make_scorer(adjusted_rand_score) SCORERS = dict(r2=r2_scorer, median_absolute_error=median_absolute_error_scorer, mean_absolute_error=mean_absolute_error_scorer, mean_squared_error=mean_squared_error_scorer, accuracy=accuracy_scorer, roc_auc=roc_auc_scorer, average_precision=average_precision_scorer, log_loss=log_loss_scorer, adjusted_rand_score=adjusted_rand_scorer) for name, metric in [('precision', precision_score), ('recall', recall_score), ('f1', f1_score)]: SCORERS[name] = make_scorer(metric) for average in ['macro', 'micro', 'samples', 'weighted']: qualified_name = '{0}_{1}'.format(name, average) SCORERS[qualified_name] = make_scorer(partial(metric, pos_label=None, average=average))
bsd-3-clause
mhue/scikit-learn
sklearn/manifold/tests/test_t_sne.py
162
9771
import sys from sklearn.externals.six.moves import cStringIO as StringIO import numpy as np import scipy.sparse as sp from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_almost_equal from sklearn.utils.testing import assert_less from sklearn.utils.testing import assert_raises_regexp from sklearn.utils import check_random_state from sklearn.manifold.t_sne import _joint_probabilities from sklearn.manifold.t_sne import _kl_divergence from sklearn.manifold.t_sne import _gradient_descent from sklearn.manifold.t_sne import trustworthiness from sklearn.manifold.t_sne import TSNE from sklearn.manifold._utils import _binary_search_perplexity from scipy.optimize import check_grad from scipy.spatial.distance import pdist from scipy.spatial.distance import squareform def test_gradient_descent_stops(): # Test stopping conditions of gradient descent. class ObjectiveSmallGradient: def __init__(self): self.it = -1 def __call__(self, _): self.it += 1 return (10 - self.it) / 10.0, np.array([1e-5]) def flat_function(_): return 0.0, np.ones(1) # Gradient norm old_stdout = sys.stdout sys.stdout = StringIO() try: _, error, it = _gradient_descent( ObjectiveSmallGradient(), np.zeros(1), 0, n_iter=100, n_iter_without_progress=100, momentum=0.0, learning_rate=0.0, min_gain=0.0, min_grad_norm=1e-5, min_error_diff=0.0, verbose=2) finally: out = sys.stdout.getvalue() sys.stdout.close() sys.stdout = old_stdout assert_equal(error, 1.0) assert_equal(it, 0) assert("gradient norm" in out) # Error difference old_stdout = sys.stdout sys.stdout = StringIO() try: _, error, it = _gradient_descent( ObjectiveSmallGradient(), np.zeros(1), 0, n_iter=100, n_iter_without_progress=100, momentum=0.0, learning_rate=0.0, min_gain=0.0, min_grad_norm=0.0, min_error_diff=0.2, verbose=2) finally: out = sys.stdout.getvalue() sys.stdout.close() sys.stdout = old_stdout assert_equal(error, 0.9) assert_equal(it, 1) assert("error difference" in out) # Maximum number of iterations without improvement old_stdout = sys.stdout sys.stdout = StringIO() try: _, error, it = _gradient_descent( flat_function, np.zeros(1), 0, n_iter=100, n_iter_without_progress=10, momentum=0.0, learning_rate=0.0, min_gain=0.0, min_grad_norm=0.0, min_error_diff=-1.0, verbose=2) finally: out = sys.stdout.getvalue() sys.stdout.close() sys.stdout = old_stdout assert_equal(error, 0.0) assert_equal(it, 11) assert("did not make any progress" in out) # Maximum number of iterations old_stdout = sys.stdout sys.stdout = StringIO() try: _, error, it = _gradient_descent( ObjectiveSmallGradient(), np.zeros(1), 0, n_iter=11, n_iter_without_progress=100, momentum=0.0, learning_rate=0.0, min_gain=0.0, min_grad_norm=0.0, min_error_diff=0.0, verbose=2) finally: out = sys.stdout.getvalue() sys.stdout.close() sys.stdout = old_stdout assert_equal(error, 0.0) assert_equal(it, 10) assert("Iteration 10" in out) def test_binary_search(): # Test if the binary search finds Gaussians with desired perplexity. random_state = check_random_state(0) distances = random_state.randn(50, 2) distances = distances.dot(distances.T) np.fill_diagonal(distances, 0.0) desired_perplexity = 25.0 P = _binary_search_perplexity(distances, desired_perplexity, verbose=0) P = np.maximum(P, np.finfo(np.double).eps) mean_perplexity = np.mean([np.exp(-np.sum(P[i] * np.log(P[i]))) for i in range(P.shape[0])]) assert_almost_equal(mean_perplexity, desired_perplexity, decimal=3) def test_gradient(): # Test gradient of Kullback-Leibler divergence. random_state = check_random_state(0) n_samples = 50 n_features = 2 n_components = 2 alpha = 1.0 distances = random_state.randn(n_samples, n_features) distances = distances.dot(distances.T) np.fill_diagonal(distances, 0.0) X_embedded = random_state.randn(n_samples, n_components) P = _joint_probabilities(distances, desired_perplexity=25.0, verbose=0) fun = lambda params: _kl_divergence(params, P, alpha, n_samples, n_components)[0] grad = lambda params: _kl_divergence(params, P, alpha, n_samples, n_components)[1] assert_almost_equal(check_grad(fun, grad, X_embedded.ravel()), 0.0, decimal=5) def test_trustworthiness(): # Test trustworthiness score. random_state = check_random_state(0) # Affine transformation X = random_state.randn(100, 2) assert_equal(trustworthiness(X, 5.0 + X / 10.0), 1.0) # Randomly shuffled X = np.arange(100).reshape(-1, 1) X_embedded = X.copy() random_state.shuffle(X_embedded) assert_less(trustworthiness(X, X_embedded), 0.6) # Completely different X = np.arange(5).reshape(-1, 1) X_embedded = np.array([[0], [2], [4], [1], [3]]) assert_almost_equal(trustworthiness(X, X_embedded, n_neighbors=1), 0.2) def test_preserve_trustworthiness_approximately(): # Nearest neighbors should be preserved approximately. random_state = check_random_state(0) X = random_state.randn(100, 2) for init in ('random', 'pca'): tsne = TSNE(n_components=2, perplexity=10, learning_rate=100.0, init=init, random_state=0) X_embedded = tsne.fit_transform(X) assert_almost_equal(trustworthiness(X, X_embedded, n_neighbors=1), 1.0, decimal=1) def test_fit_csr_matrix(): # X can be a sparse matrix. random_state = check_random_state(0) X = random_state.randn(100, 2) X[(np.random.randint(0, 100, 50), np.random.randint(0, 2, 50))] = 0.0 X_csr = sp.csr_matrix(X) tsne = TSNE(n_components=2, perplexity=10, learning_rate=100.0, random_state=0) X_embedded = tsne.fit_transform(X_csr) assert_almost_equal(trustworthiness(X_csr, X_embedded, n_neighbors=1), 1.0, decimal=1) def test_preserve_trustworthiness_approximately_with_precomputed_distances(): # Nearest neighbors should be preserved approximately. random_state = check_random_state(0) X = random_state.randn(100, 2) D = squareform(pdist(X), "sqeuclidean") tsne = TSNE(n_components=2, perplexity=10, learning_rate=100.0, metric="precomputed", random_state=0) X_embedded = tsne.fit_transform(D) assert_almost_equal(trustworthiness(D, X_embedded, n_neighbors=1, precomputed=True), 1.0, decimal=1) def test_early_exaggeration_too_small(): # Early exaggeration factor must be >= 1. tsne = TSNE(early_exaggeration=0.99) assert_raises_regexp(ValueError, "early_exaggeration .*", tsne.fit_transform, np.array([[0.0]])) def test_too_few_iterations(): # Number of gradient descent iterations must be at least 200. tsne = TSNE(n_iter=199) assert_raises_regexp(ValueError, "n_iter .*", tsne.fit_transform, np.array([[0.0]])) def test_non_square_precomputed_distances(): # Precomputed distance matrices must be square matrices. tsne = TSNE(metric="precomputed") assert_raises_regexp(ValueError, ".* square distance matrix", tsne.fit_transform, np.array([[0.0], [1.0]])) def test_init_not_available(): # 'init' must be 'pca' or 'random'. assert_raises_regexp(ValueError, "'init' must be either 'pca' or 'random'", TSNE, init="not available") def test_distance_not_available(): # 'metric' must be valid. tsne = TSNE(metric="not available") assert_raises_regexp(ValueError, "Unknown metric not available.*", tsne.fit_transform, np.array([[0.0], [1.0]])) def test_pca_initialization_not_compatible_with_precomputed_kernel(): # Precomputed distance matrices must be square matrices. tsne = TSNE(metric="precomputed", init="pca") assert_raises_regexp(ValueError, "The parameter init=\"pca\" cannot be " "used with metric=\"precomputed\".", tsne.fit_transform, np.array([[0.0], [1.0]])) def test_verbose(): random_state = check_random_state(0) tsne = TSNE(verbose=2) X = random_state.randn(5, 2) old_stdout = sys.stdout sys.stdout = StringIO() try: tsne.fit_transform(X) finally: out = sys.stdout.getvalue() sys.stdout.close() sys.stdout = old_stdout assert("[t-SNE]" in out) assert("Computing pairwise distances" in out) assert("Computed conditional probabilities" in out) assert("Mean sigma" in out) assert("Finished" in out) assert("early exaggeration" in out) assert("Finished" in out) def test_chebyshev_metric(): # t-SNE should allow metrics that cannot be squared (issue #3526). random_state = check_random_state(0) tsne = TSNE(metric="chebyshev") X = random_state.randn(5, 2) tsne.fit_transform(X) def test_reduction_to_one_component(): # t-SNE should allow reduction to one component (issue #4154). random_state = check_random_state(0) tsne = TSNE(n_components=1) X = random_state.randn(5, 2) X_embedded = tsne.fit(X).embedding_ assert(np.all(np.isfinite(X_embedded)))
bsd-3-clause
siutanwong/scikit-learn
sklearn/feature_extraction/dict_vectorizer.py
234
12267
# Authors: Lars Buitinck # Dan Blanchard <[email protected]> # License: BSD 3 clause from array import array from collections import Mapping from operator import itemgetter import numpy as np import scipy.sparse as sp from ..base import BaseEstimator, TransformerMixin from ..externals import six from ..externals.six.moves import xrange from ..utils import check_array, tosequence from ..utils.fixes import frombuffer_empty def _tosequence(X): """Turn X into a sequence or ndarray, avoiding a copy if possible.""" if isinstance(X, Mapping): # single sample return [X] else: return tosequence(X) class DictVectorizer(BaseEstimator, TransformerMixin): """Transforms lists of feature-value mappings to vectors. This transformer turns lists of mappings (dict-like objects) of feature names to feature values into Numpy arrays or scipy.sparse matrices for use with scikit-learn estimators. When feature values are strings, this transformer will do a binary one-hot (aka one-of-K) coding: one boolean-valued feature is constructed for each of the possible string values that the feature can take on. For instance, a feature "f" that can take on the values "ham" and "spam" will become two features in the output, one signifying "f=ham", the other "f=spam". Features that do not occur in a sample (mapping) will have a zero value in the resulting array/matrix. Read more in the :ref:`User Guide <dict_feature_extraction>`. Parameters ---------- dtype : callable, optional The type of feature values. Passed to Numpy array/scipy.sparse matrix constructors as the dtype argument. separator: string, optional Separator string used when constructing new features for one-hot coding. sparse: boolean, optional. Whether transform should produce scipy.sparse matrices. True by default. sort: boolean, optional. Whether ``feature_names_`` and ``vocabulary_`` should be sorted when fitting. True by default. Attributes ---------- vocabulary_ : dict A dictionary mapping feature names to feature indices. feature_names_ : list A list of length n_features containing the feature names (e.g., "f=ham" and "f=spam"). Examples -------- >>> from sklearn.feature_extraction import DictVectorizer >>> v = DictVectorizer(sparse=False) >>> D = [{'foo': 1, 'bar': 2}, {'foo': 3, 'baz': 1}] >>> X = v.fit_transform(D) >>> X array([[ 2., 0., 1.], [ 0., 1., 3.]]) >>> v.inverse_transform(X) == \ [{'bar': 2.0, 'foo': 1.0}, {'baz': 1.0, 'foo': 3.0}] True >>> v.transform({'foo': 4, 'unseen_feature': 3}) array([[ 0., 0., 4.]]) See also -------- FeatureHasher : performs vectorization using only a hash function. sklearn.preprocessing.OneHotEncoder : handles nominal/categorical features encoded as columns of integers. """ def __init__(self, dtype=np.float64, separator="=", sparse=True, sort=True): self.dtype = dtype self.separator = separator self.sparse = sparse self.sort = sort def fit(self, X, y=None): """Learn a list of feature name -> indices mappings. Parameters ---------- X : Mapping or iterable over Mappings Dict(s) or Mapping(s) from feature names (arbitrary Python objects) to feature values (strings or convertible to dtype). y : (ignored) Returns ------- self """ feature_names = [] vocab = {} for x in X: for f, v in six.iteritems(x): if isinstance(v, six.string_types): f = "%s%s%s" % (f, self.separator, v) if f not in vocab: feature_names.append(f) vocab[f] = len(vocab) if self.sort: feature_names.sort() vocab = dict((f, i) for i, f in enumerate(feature_names)) self.feature_names_ = feature_names self.vocabulary_ = vocab return self def _transform(self, X, fitting): # Sanity check: Python's array has no way of explicitly requesting the # signed 32-bit integers that scipy.sparse needs, so we use the next # best thing: typecode "i" (int). However, if that gives larger or # smaller integers than 32-bit ones, np.frombuffer screws up. assert array("i").itemsize == 4, ( "sizeof(int) != 4 on your platform; please report this at" " https://github.com/scikit-learn/scikit-learn/issues and" " include the output from platform.platform() in your bug report") dtype = self.dtype if fitting: feature_names = [] vocab = {} else: feature_names = self.feature_names_ vocab = self.vocabulary_ # Process everything as sparse regardless of setting X = [X] if isinstance(X, Mapping) else X indices = array("i") indptr = array("i", [0]) # XXX we could change values to an array.array as well, but it # would require (heuristic) conversion of dtype to typecode... values = [] # collect all the possible feature names and build sparse matrix at # same time for x in X: for f, v in six.iteritems(x): if isinstance(v, six.string_types): f = "%s%s%s" % (f, self.separator, v) v = 1 if f in vocab: indices.append(vocab[f]) values.append(dtype(v)) else: if fitting: feature_names.append(f) vocab[f] = len(vocab) indices.append(vocab[f]) values.append(dtype(v)) indptr.append(len(indices)) if len(indptr) == 1: raise ValueError("Sample sequence X is empty.") indices = frombuffer_empty(indices, dtype=np.intc) indptr = np.frombuffer(indptr, dtype=np.intc) shape = (len(indptr) - 1, len(vocab)) result_matrix = sp.csr_matrix((values, indices, indptr), shape=shape, dtype=dtype) # Sort everything if asked if fitting and self.sort: feature_names.sort() map_index = np.empty(len(feature_names), dtype=np.int32) for new_val, f in enumerate(feature_names): map_index[new_val] = vocab[f] vocab[f] = new_val result_matrix = result_matrix[:, map_index] if self.sparse: result_matrix.sort_indices() else: result_matrix = result_matrix.toarray() if fitting: self.feature_names_ = feature_names self.vocabulary_ = vocab return result_matrix def fit_transform(self, X, y=None): """Learn a list of feature name -> indices mappings and transform X. Like fit(X) followed by transform(X), but does not require materializing X in memory. Parameters ---------- X : Mapping or iterable over Mappings Dict(s) or Mapping(s) from feature names (arbitrary Python objects) to feature values (strings or convertible to dtype). y : (ignored) Returns ------- Xa : {array, sparse matrix} Feature vectors; always 2-d. """ return self._transform(X, fitting=True) def inverse_transform(self, X, dict_type=dict): """Transform array or sparse matrix X back to feature mappings. X must have been produced by this DictVectorizer's transform or fit_transform method; it may only have passed through transformers that preserve the number of features and their order. In the case of one-hot/one-of-K coding, the constructed feature names and values are returned rather than the original ones. Parameters ---------- X : {array-like, sparse matrix}, shape = [n_samples, n_features] Sample matrix. dict_type : callable, optional Constructor for feature mappings. Must conform to the collections.Mapping API. Returns ------- D : list of dict_type objects, length = n_samples Feature mappings for the samples in X. """ # COO matrix is not subscriptable X = check_array(X, accept_sparse=['csr', 'csc']) n_samples = X.shape[0] names = self.feature_names_ dicts = [dict_type() for _ in xrange(n_samples)] if sp.issparse(X): for i, j in zip(*X.nonzero()): dicts[i][names[j]] = X[i, j] else: for i, d in enumerate(dicts): for j, v in enumerate(X[i, :]): if v != 0: d[names[j]] = X[i, j] return dicts def transform(self, X, y=None): """Transform feature->value dicts to array or sparse matrix. Named features not encountered during fit or fit_transform will be silently ignored. Parameters ---------- X : Mapping or iterable over Mappings, length = n_samples Dict(s) or Mapping(s) from feature names (arbitrary Python objects) to feature values (strings or convertible to dtype). y : (ignored) Returns ------- Xa : {array, sparse matrix} Feature vectors; always 2-d. """ if self.sparse: return self._transform(X, fitting=False) else: dtype = self.dtype vocab = self.vocabulary_ X = _tosequence(X) Xa = np.zeros((len(X), len(vocab)), dtype=dtype) for i, x in enumerate(X): for f, v in six.iteritems(x): if isinstance(v, six.string_types): f = "%s%s%s" % (f, self.separator, v) v = 1 try: Xa[i, vocab[f]] = dtype(v) except KeyError: pass return Xa def get_feature_names(self): """Returns a list of feature names, ordered by their indices. If one-of-K coding is applied to categorical features, this will include the constructed feature names but not the original ones. """ return self.feature_names_ def restrict(self, support, indices=False): """Restrict the features to those in support using feature selection. This function modifies the estimator in-place. Parameters ---------- support : array-like Boolean mask or list of indices (as returned by the get_support member of feature selectors). indices : boolean, optional Whether support is a list of indices. Returns ------- self Examples -------- >>> from sklearn.feature_extraction import DictVectorizer >>> from sklearn.feature_selection import SelectKBest, chi2 >>> v = DictVectorizer() >>> D = [{'foo': 1, 'bar': 2}, {'foo': 3, 'baz': 1}] >>> X = v.fit_transform(D) >>> support = SelectKBest(chi2, k=2).fit(X, [0, 1]) >>> v.get_feature_names() ['bar', 'baz', 'foo'] >>> v.restrict(support.get_support()) # doctest: +ELLIPSIS DictVectorizer(dtype=..., separator='=', sort=True, sparse=True) >>> v.get_feature_names() ['bar', 'foo'] """ if not indices: support = np.where(support)[0] names = self.feature_names_ new_vocab = {} for i in support: new_vocab[names[i]] = len(new_vocab) self.vocabulary_ = new_vocab self.feature_names_ = [f for f, i in sorted(six.iteritems(new_vocab), key=itemgetter(1))] return self
bsd-3-clause
flightgong/scikit-learn
examples/linear_model/plot_omp.py
385
2263
""" =========================== Orthogonal Matching Pursuit =========================== Using orthogonal matching pursuit for recovering a sparse signal from a noisy measurement encoded with a dictionary """ print(__doc__) import matplotlib.pyplot as plt import numpy as np from sklearn.linear_model import OrthogonalMatchingPursuit from sklearn.linear_model import OrthogonalMatchingPursuitCV from sklearn.datasets import make_sparse_coded_signal n_components, n_features = 512, 100 n_nonzero_coefs = 17 # generate the data ################### # y = Xw # |x|_0 = n_nonzero_coefs y, X, w = make_sparse_coded_signal(n_samples=1, n_components=n_components, n_features=n_features, n_nonzero_coefs=n_nonzero_coefs, random_state=0) idx, = w.nonzero() # distort the clean signal ########################## y_noisy = y + 0.05 * np.random.randn(len(y)) # plot the sparse signal ######################## plt.figure(figsize=(7, 7)) plt.subplot(4, 1, 1) plt.xlim(0, 512) plt.title("Sparse signal") plt.stem(idx, w[idx]) # plot the noise-free reconstruction #################################### omp = OrthogonalMatchingPursuit(n_nonzero_coefs=n_nonzero_coefs) omp.fit(X, y) coef = omp.coef_ idx_r, = coef.nonzero() plt.subplot(4, 1, 2) plt.xlim(0, 512) plt.title("Recovered signal from noise-free measurements") plt.stem(idx_r, coef[idx_r]) # plot the noisy reconstruction ############################### omp.fit(X, y_noisy) coef = omp.coef_ idx_r, = coef.nonzero() plt.subplot(4, 1, 3) plt.xlim(0, 512) plt.title("Recovered signal from noisy measurements") plt.stem(idx_r, coef[idx_r]) # plot the noisy reconstruction with number of non-zeros set by CV ################################################################## omp_cv = OrthogonalMatchingPursuitCV() omp_cv.fit(X, y_noisy) coef = omp_cv.coef_ idx_r, = coef.nonzero() plt.subplot(4, 1, 4) plt.xlim(0, 512) plt.title("Recovered signal from noisy measurements with CV") plt.stem(idx_r, coef[idx_r]) plt.subplots_adjust(0.06, 0.04, 0.94, 0.90, 0.20, 0.38) plt.suptitle('Sparse signal recovery with Orthogonal Matching Pursuit', fontsize=16) plt.show()
bsd-3-clause
Winand/pandas
asv_bench/benchmarks/timestamp.py
2
1989
from .pandas_vb_common import * from pandas import to_timedelta, Timestamp import pytz import datetime class TimestampProperties(object): goal_time = 0.2 def setup(self): self.ts = Timestamp('2017-08-25 08:16:14') def time_tz(self): self.ts.tz def time_offset(self): self.ts.offset def time_dayofweek(self): self.ts.dayofweek def time_weekday_name(self): self.ts.weekday_name def time_dayofyear(self): self.ts.dayofyear def time_week(self): self.ts.week def time_quarter(self): self.ts.quarter def time_days_in_month(self): self.ts.days_in_month def time_freqstr(self): self.ts.freqstr def time_is_month_start(self): self.ts.is_month_start def time_is_month_end(self): self.ts.is_month_end def time_is_quarter_start(self): self.ts.is_quarter_start def time_is_quarter_end(self): self.ts.is_quarter_end def time_is_year_start(self): self.ts.is_quarter_end def time_is_year_end(self): self.ts.is_quarter_end def time_is_leap_year(self): self.ts.is_quarter_end def time_microsecond(self): self.ts.microsecond class TimestampOps(object): goal_time = 0.2 def setup(self): self.ts = Timestamp('2017-08-25 08:16:14') self.ts_tz = Timestamp('2017-08-25 08:16:14', tz='US/Eastern') dt = datetime.datetime(2016, 3, 27, 1) self.tzinfo = pytz.timezone('CET').localize(dt, is_dst=False).tzinfo self.ts2 = Timestamp(dt) def time_replace_tz(self): self.ts.replace(tzinfo=pytz.timezone('US/Eastern')) def time_replace_across_dst(self): self.ts2.replace(tzinfo=self.tzinfo) def time_replace_None(self): self.ts_tz.replace(tzinfo=None) def time_to_pydatetime(self): self.ts.to_pydatetime() def time_to_pydatetime_tz(self): self.ts_tz.to_pydatetime()
bsd-3-clause
toobaz/pandas
pandas/tests/arithmetic/test_period.py
2
46915
# Arithmetic tests for DataFrame/Series/Index/Array classes that should # behave identically. # Specifically for Period dtype import operator import numpy as np import pytest from pandas._libs.tslibs.period import IncompatibleFrequency from pandas.errors import PerformanceWarning import pandas as pd from pandas import Period, PeriodIndex, Series, period_range from pandas.core import ops import pandas.util.testing as tm from pandas.tseries.frequencies import to_offset # ------------------------------------------------------------------ # Comparisons class TestPeriodArrayLikeComparisons: # Comparison tests for PeriodDtype vectors fully parametrized over # DataFrame/Series/PeriodIndex/PeriodArray. Ideally all comparison # tests will eventually end up here. def test_compare_zerodim(self, box_with_array): # GH#26689 make sure we unbox zero-dimensional arrays xbox = box_with_array if box_with_array is not pd.Index else np.ndarray pi = pd.period_range("2000", periods=4) other = np.array(pi.to_numpy()[0]) pi = tm.box_expected(pi, box_with_array) result = pi <= other expected = np.array([True, False, False, False]) expected = tm.box_expected(expected, xbox) tm.assert_equal(result, expected) class TestPeriodIndexComparisons: # TODO: parameterize over boxes @pytest.mark.parametrize("other", ["2017", 2017]) def test_eq(self, other): idx = PeriodIndex(["2017", "2017", "2018"], freq="D") expected = np.array([True, True, False]) result = idx == other tm.assert_numpy_array_equal(result, expected) def test_pi_cmp_period(self): idx = period_range("2007-01", periods=20, freq="M") result = idx < idx[10] exp = idx.values < idx.values[10] tm.assert_numpy_array_equal(result, exp) # TODO: moved from test_datetime64; de-duplicate with version below def test_parr_cmp_period_scalar2(self, box_with_array): xbox = box_with_array if box_with_array is not pd.Index else np.ndarray pi = pd.period_range("2000-01-01", periods=10, freq="D") val = Period("2000-01-04", freq="D") expected = [x > val for x in pi] ser = tm.box_expected(pi, box_with_array) expected = tm.box_expected(expected, xbox) result = ser > val tm.assert_equal(result, expected) val = pi[5] result = ser > val expected = [x > val for x in pi] expected = tm.box_expected(expected, xbox) tm.assert_equal(result, expected) @pytest.mark.parametrize("freq", ["M", "2M", "3M"]) def test_parr_cmp_period_scalar(self, freq, box_with_array): # GH#13200 xbox = np.ndarray if box_with_array is pd.Index else box_with_array base = PeriodIndex(["2011-01", "2011-02", "2011-03", "2011-04"], freq=freq) base = tm.box_expected(base, box_with_array) per = Period("2011-02", freq=freq) exp = np.array([False, True, False, False]) exp = tm.box_expected(exp, xbox) tm.assert_equal(base == per, exp) tm.assert_equal(per == base, exp) exp = np.array([True, False, True, True]) exp = tm.box_expected(exp, xbox) tm.assert_equal(base != per, exp) tm.assert_equal(per != base, exp) exp = np.array([False, False, True, True]) exp = tm.box_expected(exp, xbox) tm.assert_equal(base > per, exp) tm.assert_equal(per < base, exp) exp = np.array([True, False, False, False]) exp = tm.box_expected(exp, xbox) tm.assert_equal(base < per, exp) tm.assert_equal(per > base, exp) exp = np.array([False, True, True, True]) exp = tm.box_expected(exp, xbox) tm.assert_equal(base >= per, exp) tm.assert_equal(per <= base, exp) exp = np.array([True, True, False, False]) exp = tm.box_expected(exp, xbox) tm.assert_equal(base <= per, exp) tm.assert_equal(per >= base, exp) @pytest.mark.parametrize("freq", ["M", "2M", "3M"]) def test_parr_cmp_pi(self, freq, box_with_array): # GH#13200 xbox = np.ndarray if box_with_array is pd.Index else box_with_array base = PeriodIndex(["2011-01", "2011-02", "2011-03", "2011-04"], freq=freq) base = tm.box_expected(base, box_with_array) # TODO: could also box idx? idx = PeriodIndex(["2011-02", "2011-01", "2011-03", "2011-05"], freq=freq) exp = np.array([False, False, True, False]) exp = tm.box_expected(exp, xbox) tm.assert_equal(base == idx, exp) exp = np.array([True, True, False, True]) exp = tm.box_expected(exp, xbox) tm.assert_equal(base != idx, exp) exp = np.array([False, True, False, False]) exp = tm.box_expected(exp, xbox) tm.assert_equal(base > idx, exp) exp = np.array([True, False, False, True]) exp = tm.box_expected(exp, xbox) tm.assert_equal(base < idx, exp) exp = np.array([False, True, True, False]) exp = tm.box_expected(exp, xbox) tm.assert_equal(base >= idx, exp) exp = np.array([True, False, True, True]) exp = tm.box_expected(exp, xbox) tm.assert_equal(base <= idx, exp) @pytest.mark.parametrize("freq", ["M", "2M", "3M"]) def test_parr_cmp_pi_mismatched_freq_raises(self, freq, box_with_array): # GH#13200 # different base freq base = PeriodIndex(["2011-01", "2011-02", "2011-03", "2011-04"], freq=freq) base = tm.box_expected(base, box_with_array) msg = "Input has different freq=A-DEC from " with pytest.raises(IncompatibleFrequency, match=msg): base <= Period("2011", freq="A") with pytest.raises(IncompatibleFrequency, match=msg): Period("2011", freq="A") >= base # TODO: Could parametrize over boxes for idx? idx = PeriodIndex(["2011", "2012", "2013", "2014"], freq="A") rev_msg = ( r"Input has different freq=(M|2M|3M) from " r"PeriodArray\(freq=A-DEC\)" ) idx_msg = rev_msg if box_with_array is tm.to_array else msg with pytest.raises(IncompatibleFrequency, match=idx_msg): base <= idx # Different frequency msg = "Input has different freq=4M from " with pytest.raises(IncompatibleFrequency, match=msg): base <= Period("2011", freq="4M") with pytest.raises(IncompatibleFrequency, match=msg): Period("2011", freq="4M") >= base idx = PeriodIndex(["2011", "2012", "2013", "2014"], freq="4M") rev_msg = r"Input has different freq=(M|2M|3M) from " r"PeriodArray\(freq=4M\)" idx_msg = rev_msg if box_with_array is tm.to_array else msg with pytest.raises(IncompatibleFrequency, match=idx_msg): base <= idx @pytest.mark.parametrize("freq", ["M", "2M", "3M"]) def test_pi_cmp_nat(self, freq): idx1 = PeriodIndex(["2011-01", "2011-02", "NaT", "2011-05"], freq=freq) result = idx1 > Period("2011-02", freq=freq) exp = np.array([False, False, False, True]) tm.assert_numpy_array_equal(result, exp) result = Period("2011-02", freq=freq) < idx1 tm.assert_numpy_array_equal(result, exp) result = idx1 == Period("NaT", freq=freq) exp = np.array([False, False, False, False]) tm.assert_numpy_array_equal(result, exp) result = Period("NaT", freq=freq) == idx1 tm.assert_numpy_array_equal(result, exp) result = idx1 != Period("NaT", freq=freq) exp = np.array([True, True, True, True]) tm.assert_numpy_array_equal(result, exp) result = Period("NaT", freq=freq) != idx1 tm.assert_numpy_array_equal(result, exp) idx2 = PeriodIndex(["2011-02", "2011-01", "2011-04", "NaT"], freq=freq) result = idx1 < idx2 exp = np.array([True, False, False, False]) tm.assert_numpy_array_equal(result, exp) result = idx1 == idx2 exp = np.array([False, False, False, False]) tm.assert_numpy_array_equal(result, exp) result = idx1 != idx2 exp = np.array([True, True, True, True]) tm.assert_numpy_array_equal(result, exp) result = idx1 == idx1 exp = np.array([True, True, False, True]) tm.assert_numpy_array_equal(result, exp) result = idx1 != idx1 exp = np.array([False, False, True, False]) tm.assert_numpy_array_equal(result, exp) @pytest.mark.parametrize("freq", ["M", "2M", "3M"]) def test_pi_cmp_nat_mismatched_freq_raises(self, freq): idx1 = PeriodIndex(["2011-01", "2011-02", "NaT", "2011-05"], freq=freq) diff = PeriodIndex(["2011-02", "2011-01", "2011-04", "NaT"], freq="4M") msg = "Input has different freq=4M from Period(Array|Index)" with pytest.raises(IncompatibleFrequency, match=msg): idx1 > diff with pytest.raises(IncompatibleFrequency, match=msg): idx1 == diff # TODO: De-duplicate with test_pi_cmp_nat @pytest.mark.parametrize("dtype", [object, None]) def test_comp_nat(self, dtype): left = pd.PeriodIndex( [pd.Period("2011-01-01"), pd.NaT, pd.Period("2011-01-03")] ) right = pd.PeriodIndex([pd.NaT, pd.NaT, pd.Period("2011-01-03")]) if dtype is not None: left = left.astype(dtype) right = right.astype(dtype) result = left == right expected = np.array([False, False, True]) tm.assert_numpy_array_equal(result, expected) result = left != right expected = np.array([True, True, False]) tm.assert_numpy_array_equal(result, expected) expected = np.array([False, False, False]) tm.assert_numpy_array_equal(left == pd.NaT, expected) tm.assert_numpy_array_equal(pd.NaT == right, expected) expected = np.array([True, True, True]) tm.assert_numpy_array_equal(left != pd.NaT, expected) tm.assert_numpy_array_equal(pd.NaT != left, expected) expected = np.array([False, False, False]) tm.assert_numpy_array_equal(left < pd.NaT, expected) tm.assert_numpy_array_equal(pd.NaT > left, expected) class TestPeriodSeriesComparisons: def test_cmp_series_period_series_mixed_freq(self): # GH#13200 base = Series( [ Period("2011", freq="A"), Period("2011-02", freq="M"), Period("2013", freq="A"), Period("2011-04", freq="M"), ] ) ser = Series( [ Period("2012", freq="A"), Period("2011-01", freq="M"), Period("2013", freq="A"), Period("2011-05", freq="M"), ] ) exp = Series([False, False, True, False]) tm.assert_series_equal(base == ser, exp) exp = Series([True, True, False, True]) tm.assert_series_equal(base != ser, exp) exp = Series([False, True, False, False]) tm.assert_series_equal(base > ser, exp) exp = Series([True, False, False, True]) tm.assert_series_equal(base < ser, exp) exp = Series([False, True, True, False]) tm.assert_series_equal(base >= ser, exp) exp = Series([True, False, True, True]) tm.assert_series_equal(base <= ser, exp) class TestPeriodIndexSeriesComparisonConsistency: """ Test PeriodIndex and Period Series Ops consistency """ # TODO: needs parametrization+de-duplication def _check(self, values, func, expected): # Test PeriodIndex and Period Series Ops consistency idx = pd.PeriodIndex(values) result = func(idx) # check that we don't pass an unwanted type to tm.assert_equal assert isinstance(expected, (pd.Index, np.ndarray)) tm.assert_equal(result, expected) s = pd.Series(values) result = func(s) exp = pd.Series(expected, name=values.name) tm.assert_series_equal(result, exp) def test_pi_comp_period(self): idx = PeriodIndex( ["2011-01", "2011-02", "2011-03", "2011-04"], freq="M", name="idx" ) f = lambda x: x == pd.Period("2011-03", freq="M") exp = np.array([False, False, True, False], dtype=np.bool) self._check(idx, f, exp) f = lambda x: pd.Period("2011-03", freq="M") == x self._check(idx, f, exp) f = lambda x: x != pd.Period("2011-03", freq="M") exp = np.array([True, True, False, True], dtype=np.bool) self._check(idx, f, exp) f = lambda x: pd.Period("2011-03", freq="M") != x self._check(idx, f, exp) f = lambda x: pd.Period("2011-03", freq="M") >= x exp = np.array([True, True, True, False], dtype=np.bool) self._check(idx, f, exp) f = lambda x: x > pd.Period("2011-03", freq="M") exp = np.array([False, False, False, True], dtype=np.bool) self._check(idx, f, exp) f = lambda x: pd.Period("2011-03", freq="M") >= x exp = np.array([True, True, True, False], dtype=np.bool) self._check(idx, f, exp) def test_pi_comp_period_nat(self): idx = PeriodIndex( ["2011-01", "NaT", "2011-03", "2011-04"], freq="M", name="idx" ) f = lambda x: x == pd.Period("2011-03", freq="M") exp = np.array([False, False, True, False], dtype=np.bool) self._check(idx, f, exp) f = lambda x: pd.Period("2011-03", freq="M") == x self._check(idx, f, exp) f = lambda x: x == pd.NaT exp = np.array([False, False, False, False], dtype=np.bool) self._check(idx, f, exp) f = lambda x: pd.NaT == x self._check(idx, f, exp) f = lambda x: x != pd.Period("2011-03", freq="M") exp = np.array([True, True, False, True], dtype=np.bool) self._check(idx, f, exp) f = lambda x: pd.Period("2011-03", freq="M") != x self._check(idx, f, exp) f = lambda x: x != pd.NaT exp = np.array([True, True, True, True], dtype=np.bool) self._check(idx, f, exp) f = lambda x: pd.NaT != x self._check(idx, f, exp) f = lambda x: pd.Period("2011-03", freq="M") >= x exp = np.array([True, False, True, False], dtype=np.bool) self._check(idx, f, exp) f = lambda x: x < pd.Period("2011-03", freq="M") exp = np.array([True, False, False, False], dtype=np.bool) self._check(idx, f, exp) f = lambda x: x > pd.NaT exp = np.array([False, False, False, False], dtype=np.bool) self._check(idx, f, exp) f = lambda x: pd.NaT >= x exp = np.array([False, False, False, False], dtype=np.bool) self._check(idx, f, exp) # ------------------------------------------------------------------ # Arithmetic class TestPeriodFrameArithmetic: def test_ops_frame_period(self): # GH#13043 df = pd.DataFrame( { "A": [pd.Period("2015-01", freq="M"), pd.Period("2015-02", freq="M")], "B": [pd.Period("2014-01", freq="M"), pd.Period("2014-02", freq="M")], } ) assert df["A"].dtype == "Period[M]" assert df["B"].dtype == "Period[M]" p = pd.Period("2015-03", freq="M") off = p.freq # dtype will be object because of original dtype exp = pd.DataFrame( { "A": np.array([2 * off, 1 * off], dtype=object), "B": np.array([14 * off, 13 * off], dtype=object), } ) tm.assert_frame_equal(p - df, exp) tm.assert_frame_equal(df - p, -1 * exp) df2 = pd.DataFrame( { "A": [pd.Period("2015-05", freq="M"), pd.Period("2015-06", freq="M")], "B": [pd.Period("2015-05", freq="M"), pd.Period("2015-06", freq="M")], } ) assert df2["A"].dtype == "Period[M]" assert df2["B"].dtype == "Period[M]" exp = pd.DataFrame( { "A": np.array([4 * off, 4 * off], dtype=object), "B": np.array([16 * off, 16 * off], dtype=object), } ) tm.assert_frame_equal(df2 - df, exp) tm.assert_frame_equal(df - df2, -1 * exp) class TestPeriodIndexArithmetic: # --------------------------------------------------------------- # __add__/__sub__ with PeriodIndex # PeriodIndex + other is defined for integers and timedelta-like others # PeriodIndex - other is defined for integers, timedelta-like others, # and PeriodIndex (with matching freq) def test_parr_add_iadd_parr_raises(self, box_with_array): rng = pd.period_range("1/1/2000", freq="D", periods=5) other = pd.period_range("1/6/2000", freq="D", periods=5) # TODO: parametrize over boxes for other? rng = tm.box_expected(rng, box_with_array) # An earlier implementation of PeriodIndex addition performed # a set operation (union). This has since been changed to # raise a TypeError. See GH#14164 and GH#13077 for historical # reference. with pytest.raises(TypeError): rng + other with pytest.raises(TypeError): rng += other def test_pi_sub_isub_pi(self): # GH#20049 # For historical reference see GH#14164, GH#13077. # PeriodIndex subtraction originally performed set difference, # then changed to raise TypeError before being implemented in GH#20049 rng = pd.period_range("1/1/2000", freq="D", periods=5) other = pd.period_range("1/6/2000", freq="D", periods=5) off = rng.freq expected = pd.Index([-5 * off] * 5) result = rng - other tm.assert_index_equal(result, expected) rng -= other tm.assert_index_equal(rng, expected) def test_pi_sub_pi_with_nat(self): rng = pd.period_range("1/1/2000", freq="D", periods=5) other = rng[1:].insert(0, pd.NaT) assert other[1:].equals(rng[1:]) result = rng - other off = rng.freq expected = pd.Index([pd.NaT, 0 * off, 0 * off, 0 * off, 0 * off]) tm.assert_index_equal(result, expected) def test_parr_sub_pi_mismatched_freq(self, box_with_array): rng = pd.period_range("1/1/2000", freq="D", periods=5) other = pd.period_range("1/6/2000", freq="H", periods=5) # TODO: parametrize over boxes for other? rng = tm.box_expected(rng, box_with_array) with pytest.raises(IncompatibleFrequency): rng - other @pytest.mark.parametrize("n", [1, 2, 3, 4]) def test_sub_n_gt_1_ticks(self, tick_classes, n): # GH 23878 p1_d = "19910905" p2_d = "19920406" p1 = pd.PeriodIndex([p1_d], freq=tick_classes(n)) p2 = pd.PeriodIndex([p2_d], freq=tick_classes(n)) expected = pd.PeriodIndex([p2_d], freq=p2.freq.base) - pd.PeriodIndex( [p1_d], freq=p1.freq.base ) tm.assert_index_equal((p2 - p1), expected) @pytest.mark.parametrize("n", [1, 2, 3, 4]) @pytest.mark.parametrize( "offset, kwd_name", [ (pd.offsets.YearEnd, "month"), (pd.offsets.QuarterEnd, "startingMonth"), (pd.offsets.MonthEnd, None), (pd.offsets.Week, "weekday"), ], ) def test_sub_n_gt_1_offsets(self, offset, kwd_name, n): # GH 23878 kwds = {kwd_name: 3} if kwd_name is not None else {} p1_d = "19910905" p2_d = "19920406" freq = offset(n, normalize=False, **kwds) p1 = pd.PeriodIndex([p1_d], freq=freq) p2 = pd.PeriodIndex([p2_d], freq=freq) result = p2 - p1 expected = pd.PeriodIndex([p2_d], freq=freq.base) - pd.PeriodIndex( [p1_d], freq=freq.base ) tm.assert_index_equal(result, expected) # ------------------------------------------------------------- # Invalid Operations @pytest.mark.parametrize("other", [3.14, np.array([2.0, 3.0])]) @pytest.mark.parametrize("op", [operator.add, ops.radd, operator.sub, ops.rsub]) def test_parr_add_sub_float_raises(self, op, other, box_with_array): dti = pd.DatetimeIndex(["2011-01-01", "2011-01-02"], freq="D") pi = dti.to_period("D") pi = tm.box_expected(pi, box_with_array) with pytest.raises(TypeError): op(pi, other) @pytest.mark.parametrize( "other", [ pd.Timestamp.now(), pd.Timestamp.now().to_pydatetime(), pd.Timestamp.now().to_datetime64(), ], ) def test_parr_add_sub_datetime_scalar(self, other, box_with_array): # GH#23215 rng = pd.period_range("1/1/2000", freq="D", periods=3) rng = tm.box_expected(rng, box_with_array) with pytest.raises(TypeError): rng + other with pytest.raises(TypeError): other + rng with pytest.raises(TypeError): rng - other with pytest.raises(TypeError): other - rng # ----------------------------------------------------------------- # __add__/__sub__ with ndarray[datetime64] and ndarray[timedelta64] def test_parr_add_sub_dt64_array_raises(self, box_with_array): rng = pd.period_range("1/1/2000", freq="D", periods=3) dti = pd.date_range("2016-01-01", periods=3) dtarr = dti.values rng = tm.box_expected(rng, box_with_array) with pytest.raises(TypeError): rng + dtarr with pytest.raises(TypeError): dtarr + rng with pytest.raises(TypeError): rng - dtarr with pytest.raises(TypeError): dtarr - rng def test_pi_add_sub_td64_array_non_tick_raises(self): rng = pd.period_range("1/1/2000", freq="Q", periods=3) tdi = pd.TimedeltaIndex(["-1 Day", "-1 Day", "-1 Day"]) tdarr = tdi.values with pytest.raises(IncompatibleFrequency): rng + tdarr with pytest.raises(IncompatibleFrequency): tdarr + rng with pytest.raises(IncompatibleFrequency): rng - tdarr with pytest.raises(TypeError): tdarr - rng def test_pi_add_sub_td64_array_tick(self): # PeriodIndex + Timedelta-like is allowed only with # tick-like frequencies rng = pd.period_range("1/1/2000", freq="90D", periods=3) tdi = pd.TimedeltaIndex(["-1 Day", "-1 Day", "-1 Day"]) tdarr = tdi.values expected = pd.period_range("12/31/1999", freq="90D", periods=3) result = rng + tdi tm.assert_index_equal(result, expected) result = rng + tdarr tm.assert_index_equal(result, expected) result = tdi + rng tm.assert_index_equal(result, expected) result = tdarr + rng tm.assert_index_equal(result, expected) expected = pd.period_range("1/2/2000", freq="90D", periods=3) result = rng - tdi tm.assert_index_equal(result, expected) result = rng - tdarr tm.assert_index_equal(result, expected) with pytest.raises(TypeError): tdarr - rng with pytest.raises(TypeError): tdi - rng # ----------------------------------------------------------------- # operations with array/Index of DateOffset objects @pytest.mark.parametrize("box", [np.array, pd.Index]) def test_pi_add_offset_array(self, box): # GH#18849 pi = pd.PeriodIndex([pd.Period("2015Q1"), pd.Period("2016Q2")]) offs = box( [ pd.offsets.QuarterEnd(n=1, startingMonth=12), pd.offsets.QuarterEnd(n=-2, startingMonth=12), ] ) expected = pd.PeriodIndex([pd.Period("2015Q2"), pd.Period("2015Q4")]) with tm.assert_produces_warning(PerformanceWarning): res = pi + offs tm.assert_index_equal(res, expected) with tm.assert_produces_warning(PerformanceWarning): res2 = offs + pi tm.assert_index_equal(res2, expected) unanchored = np.array([pd.offsets.Hour(n=1), pd.offsets.Minute(n=-2)]) # addition/subtraction ops with incompatible offsets should issue # a PerformanceWarning and _then_ raise a TypeError. with pytest.raises(IncompatibleFrequency): with tm.assert_produces_warning(PerformanceWarning): pi + unanchored with pytest.raises(IncompatibleFrequency): with tm.assert_produces_warning(PerformanceWarning): unanchored + pi @pytest.mark.parametrize("box", [np.array, pd.Index]) def test_pi_sub_offset_array(self, box): # GH#18824 pi = pd.PeriodIndex([pd.Period("2015Q1"), pd.Period("2016Q2")]) other = box( [ pd.offsets.QuarterEnd(n=1, startingMonth=12), pd.offsets.QuarterEnd(n=-2, startingMonth=12), ] ) expected = PeriodIndex([pi[n] - other[n] for n in range(len(pi))]) with tm.assert_produces_warning(PerformanceWarning): res = pi - other tm.assert_index_equal(res, expected) anchored = box([pd.offsets.MonthEnd(), pd.offsets.Day(n=2)]) # addition/subtraction ops with anchored offsets should issue # a PerformanceWarning and _then_ raise a TypeError. with pytest.raises(IncompatibleFrequency): with tm.assert_produces_warning(PerformanceWarning): pi - anchored with pytest.raises(IncompatibleFrequency): with tm.assert_produces_warning(PerformanceWarning): anchored - pi def test_pi_add_iadd_int(self, one): # Variants of `one` for #19012 rng = pd.period_range("2000-01-01 09:00", freq="H", periods=10) result = rng + one expected = pd.period_range("2000-01-01 10:00", freq="H", periods=10) tm.assert_index_equal(result, expected) rng += one tm.assert_index_equal(rng, expected) def test_pi_sub_isub_int(self, one): """ PeriodIndex.__sub__ and __isub__ with several representations of the integer 1, e.g. int, np.int64, np.uint8, ... """ rng = pd.period_range("2000-01-01 09:00", freq="H", periods=10) result = rng - one expected = pd.period_range("2000-01-01 08:00", freq="H", periods=10) tm.assert_index_equal(result, expected) rng -= one tm.assert_index_equal(rng, expected) @pytest.mark.parametrize("five", [5, np.array(5, dtype=np.int64)]) def test_pi_sub_intlike(self, five): rng = period_range("2007-01", periods=50) result = rng - five exp = rng + (-five) tm.assert_index_equal(result, exp) def test_pi_sub_isub_offset(self): # offset # DateOffset rng = pd.period_range("2014", "2024", freq="A") result = rng - pd.offsets.YearEnd(5) expected = pd.period_range("2009", "2019", freq="A") tm.assert_index_equal(result, expected) rng -= pd.offsets.YearEnd(5) tm.assert_index_equal(rng, expected) rng = pd.period_range("2014-01", "2016-12", freq="M") result = rng - pd.offsets.MonthEnd(5) expected = pd.period_range("2013-08", "2016-07", freq="M") tm.assert_index_equal(result, expected) rng -= pd.offsets.MonthEnd(5) tm.assert_index_equal(rng, expected) def test_pi_add_offset_n_gt1(self, box_transpose_fail): # GH#23215 # add offset to PeriodIndex with freq.n > 1 box, transpose = box_transpose_fail per = pd.Period("2016-01", freq="2M") pi = pd.PeriodIndex([per]) expected = pd.PeriodIndex(["2016-03"], freq="2M") pi = tm.box_expected(pi, box, transpose=transpose) expected = tm.box_expected(expected, box, transpose=transpose) result = pi + per.freq tm.assert_equal(result, expected) result = per.freq + pi tm.assert_equal(result, expected) def test_pi_add_offset_n_gt1_not_divisible(self, box_with_array): # GH#23215 # PeriodIndex with freq.n > 1 add offset with offset.n % freq.n != 0 pi = pd.PeriodIndex(["2016-01"], freq="2M") expected = pd.PeriodIndex(["2016-04"], freq="2M") # FIXME: with transposing these tests fail pi = tm.box_expected(pi, box_with_array, transpose=False) expected = tm.box_expected(expected, box_with_array, transpose=False) result = pi + to_offset("3M") tm.assert_equal(result, expected) result = to_offset("3M") + pi tm.assert_equal(result, expected) # --------------------------------------------------------------- # __add__/__sub__ with integer arrays @pytest.mark.parametrize("int_holder", [np.array, pd.Index]) @pytest.mark.parametrize("op", [operator.add, ops.radd]) def test_pi_add_intarray(self, int_holder, op): # GH#19959 pi = pd.PeriodIndex([pd.Period("2015Q1"), pd.Period("NaT")]) other = int_holder([4, -1]) result = op(pi, other) expected = pd.PeriodIndex([pd.Period("2016Q1"), pd.Period("NaT")]) tm.assert_index_equal(result, expected) @pytest.mark.parametrize("int_holder", [np.array, pd.Index]) def test_pi_sub_intarray(self, int_holder): # GH#19959 pi = pd.PeriodIndex([pd.Period("2015Q1"), pd.Period("NaT")]) other = int_holder([4, -1]) result = pi - other expected = pd.PeriodIndex([pd.Period("2014Q1"), pd.Period("NaT")]) tm.assert_index_equal(result, expected) with pytest.raises(TypeError): other - pi # --------------------------------------------------------------- # Timedelta-like (timedelta, timedelta64, Timedelta, Tick) # TODO: Some of these are misnomers because of non-Tick DateOffsets def test_pi_add_timedeltalike_minute_gt1(self, three_days): # GH#23031 adding a time-delta-like offset to a PeriodArray that has # minute frequency with n != 1. A more general case is tested below # in test_pi_add_timedeltalike_tick_gt1, but here we write out the # expected result more explicitly. other = three_days rng = pd.period_range("2014-05-01", periods=3, freq="2D") expected = pd.PeriodIndex(["2014-05-04", "2014-05-06", "2014-05-08"], freq="2D") result = rng + other tm.assert_index_equal(result, expected) result = other + rng tm.assert_index_equal(result, expected) # subtraction expected = pd.PeriodIndex(["2014-04-28", "2014-04-30", "2014-05-02"], freq="2D") result = rng - other tm.assert_index_equal(result, expected) with pytest.raises(TypeError): other - rng @pytest.mark.parametrize("freqstr", ["5ns", "5us", "5ms", "5s", "5T", "5h", "5d"]) def test_pi_add_timedeltalike_tick_gt1(self, three_days, freqstr): # GH#23031 adding a time-delta-like offset to a PeriodArray that has # tick-like frequency with n != 1 other = three_days rng = pd.period_range("2014-05-01", periods=6, freq=freqstr) expected = pd.period_range(rng[0] + other, periods=6, freq=freqstr) result = rng + other tm.assert_index_equal(result, expected) result = other + rng tm.assert_index_equal(result, expected) # subtraction expected = pd.period_range(rng[0] - other, periods=6, freq=freqstr) result = rng - other tm.assert_index_equal(result, expected) with pytest.raises(TypeError): other - rng def test_pi_add_iadd_timedeltalike_daily(self, three_days): # Tick other = three_days rng = pd.period_range("2014-05-01", "2014-05-15", freq="D") expected = pd.period_range("2014-05-04", "2014-05-18", freq="D") result = rng + other tm.assert_index_equal(result, expected) rng += other tm.assert_index_equal(rng, expected) def test_pi_sub_isub_timedeltalike_daily(self, three_days): # Tick-like 3 Days other = three_days rng = pd.period_range("2014-05-01", "2014-05-15", freq="D") expected = pd.period_range("2014-04-28", "2014-05-12", freq="D") result = rng - other tm.assert_index_equal(result, expected) rng -= other tm.assert_index_equal(rng, expected) def test_pi_add_sub_timedeltalike_freq_mismatch_daily(self, not_daily): other = not_daily rng = pd.period_range("2014-05-01", "2014-05-15", freq="D") msg = "Input has different freq(=.+)? from Period.*?\\(freq=D\\)" with pytest.raises(IncompatibleFrequency, match=msg): rng + other with pytest.raises(IncompatibleFrequency, match=msg): rng += other with pytest.raises(IncompatibleFrequency, match=msg): rng - other with pytest.raises(IncompatibleFrequency, match=msg): rng -= other def test_pi_add_iadd_timedeltalike_hourly(self, two_hours): other = two_hours rng = pd.period_range("2014-01-01 10:00", "2014-01-05 10:00", freq="H") expected = pd.period_range("2014-01-01 12:00", "2014-01-05 12:00", freq="H") result = rng + other tm.assert_index_equal(result, expected) rng += other tm.assert_index_equal(rng, expected) def test_pi_add_timedeltalike_mismatched_freq_hourly(self, not_hourly): other = not_hourly rng = pd.period_range("2014-01-01 10:00", "2014-01-05 10:00", freq="H") msg = "Input has different freq(=.+)? from Period.*?\\(freq=H\\)" with pytest.raises(IncompatibleFrequency, match=msg): rng + other with pytest.raises(IncompatibleFrequency, match=msg): rng += other def test_pi_sub_isub_timedeltalike_hourly(self, two_hours): other = two_hours rng = pd.period_range("2014-01-01 10:00", "2014-01-05 10:00", freq="H") expected = pd.period_range("2014-01-01 08:00", "2014-01-05 08:00", freq="H") result = rng - other tm.assert_index_equal(result, expected) rng -= other tm.assert_index_equal(rng, expected) def test_add_iadd_timedeltalike_annual(self): # offset # DateOffset rng = pd.period_range("2014", "2024", freq="A") result = rng + pd.offsets.YearEnd(5) expected = pd.period_range("2019", "2029", freq="A") tm.assert_index_equal(result, expected) rng += pd.offsets.YearEnd(5) tm.assert_index_equal(rng, expected) def test_pi_add_sub_timedeltalike_freq_mismatch_annual(self, mismatched_freq): other = mismatched_freq rng = pd.period_range("2014", "2024", freq="A") msg = "Input has different freq(=.+)? from Period.*?\\(freq=A-DEC\\)" with pytest.raises(IncompatibleFrequency, match=msg): rng + other with pytest.raises(IncompatibleFrequency, match=msg): rng += other with pytest.raises(IncompatibleFrequency, match=msg): rng - other with pytest.raises(IncompatibleFrequency, match=msg): rng -= other def test_pi_add_iadd_timedeltalike_M(self): rng = pd.period_range("2014-01", "2016-12", freq="M") expected = pd.period_range("2014-06", "2017-05", freq="M") result = rng + pd.offsets.MonthEnd(5) tm.assert_index_equal(result, expected) rng += pd.offsets.MonthEnd(5) tm.assert_index_equal(rng, expected) def test_pi_add_sub_timedeltalike_freq_mismatch_monthly(self, mismatched_freq): other = mismatched_freq rng = pd.period_range("2014-01", "2016-12", freq="M") msg = "Input has different freq(=.+)? from Period.*?\\(freq=M\\)" with pytest.raises(IncompatibleFrequency, match=msg): rng + other with pytest.raises(IncompatibleFrequency, match=msg): rng += other with pytest.raises(IncompatibleFrequency, match=msg): rng - other with pytest.raises(IncompatibleFrequency, match=msg): rng -= other def test_parr_add_sub_td64_nat(self, box_transpose_fail): # GH#23320 special handling for timedelta64("NaT") box, transpose = box_transpose_fail pi = pd.period_range("1994-04-01", periods=9, freq="19D") other = np.timedelta64("NaT") expected = pd.PeriodIndex(["NaT"] * 9, freq="19D") obj = tm.box_expected(pi, box, transpose=transpose) expected = tm.box_expected(expected, box, transpose=transpose) result = obj + other tm.assert_equal(result, expected) result = other + obj tm.assert_equal(result, expected) result = obj - other tm.assert_equal(result, expected) with pytest.raises(TypeError): other - obj class TestPeriodSeriesArithmetic: def test_ops_series_timedelta(self): # GH#13043 ser = pd.Series( [pd.Period("2015-01-01", freq="D"), pd.Period("2015-01-02", freq="D")], name="xxx", ) assert ser.dtype == "Period[D]" expected = pd.Series( [pd.Period("2015-01-02", freq="D"), pd.Period("2015-01-03", freq="D")], name="xxx", ) result = ser + pd.Timedelta("1 days") tm.assert_series_equal(result, expected) result = pd.Timedelta("1 days") + ser tm.assert_series_equal(result, expected) result = ser + pd.tseries.offsets.Day() tm.assert_series_equal(result, expected) result = pd.tseries.offsets.Day() + ser tm.assert_series_equal(result, expected) def test_ops_series_period(self): # GH#13043 ser = pd.Series( [pd.Period("2015-01-01", freq="D"), pd.Period("2015-01-02", freq="D")], name="xxx", ) assert ser.dtype == "Period[D]" per = pd.Period("2015-01-10", freq="D") off = per.freq # dtype will be object because of original dtype expected = pd.Series([9 * off, 8 * off], name="xxx", dtype=object) tm.assert_series_equal(per - ser, expected) tm.assert_series_equal(ser - per, -1 * expected) s2 = pd.Series( [pd.Period("2015-01-05", freq="D"), pd.Period("2015-01-04", freq="D")], name="xxx", ) assert s2.dtype == "Period[D]" expected = pd.Series([4 * off, 2 * off], name="xxx", dtype=object) tm.assert_series_equal(s2 - ser, expected) tm.assert_series_equal(ser - s2, -1 * expected) class TestPeriodIndexSeriesMethods: """ Test PeriodIndex and Period Series Ops consistency """ def _check(self, values, func, expected): idx = pd.PeriodIndex(values) result = func(idx) tm.assert_equal(result, expected) ser = pd.Series(values) result = func(ser) exp = pd.Series(expected, name=values.name) tm.assert_series_equal(result, exp) def test_pi_ops(self): idx = PeriodIndex( ["2011-01", "2011-02", "2011-03", "2011-04"], freq="M", name="idx" ) expected = PeriodIndex( ["2011-03", "2011-04", "2011-05", "2011-06"], freq="M", name="idx" ) self._check(idx, lambda x: x + 2, expected) self._check(idx, lambda x: 2 + x, expected) self._check(idx + 2, lambda x: x - 2, idx) result = idx - Period("2011-01", freq="M") off = idx.freq exp = pd.Index([0 * off, 1 * off, 2 * off, 3 * off], name="idx") tm.assert_index_equal(result, exp) result = Period("2011-01", freq="M") - idx exp = pd.Index([0 * off, -1 * off, -2 * off, -3 * off], name="idx") tm.assert_index_equal(result, exp) @pytest.mark.parametrize("ng", ["str", 1.5]) @pytest.mark.parametrize( "func", [ lambda obj, ng: obj + ng, lambda obj, ng: ng + obj, lambda obj, ng: obj - ng, lambda obj, ng: ng - obj, lambda obj, ng: np.add(obj, ng), lambda obj, ng: np.add(ng, obj), lambda obj, ng: np.subtract(obj, ng), lambda obj, ng: np.subtract(ng, obj), ], ) def test_parr_ops_errors(self, ng, func, box_with_array): idx = PeriodIndex( ["2011-01", "2011-02", "2011-03", "2011-04"], freq="M", name="idx" ) obj = tm.box_expected(idx, box_with_array) msg = ( r"unsupported operand type\(s\)|can only concatenate|" r"must be str|object to str implicitly" ) with pytest.raises(TypeError, match=msg): func(obj, ng) def test_pi_ops_nat(self): idx = PeriodIndex( ["2011-01", "2011-02", "NaT", "2011-04"], freq="M", name="idx" ) expected = PeriodIndex( ["2011-03", "2011-04", "NaT", "2011-06"], freq="M", name="idx" ) self._check(idx, lambda x: x + 2, expected) self._check(idx, lambda x: 2 + x, expected) self._check(idx, lambda x: np.add(x, 2), expected) self._check(idx + 2, lambda x: x - 2, idx) self._check(idx + 2, lambda x: np.subtract(x, 2), idx) # freq with mult idx = PeriodIndex( ["2011-01", "2011-02", "NaT", "2011-04"], freq="2M", name="idx" ) expected = PeriodIndex( ["2011-07", "2011-08", "NaT", "2011-10"], freq="2M", name="idx" ) self._check(idx, lambda x: x + 3, expected) self._check(idx, lambda x: 3 + x, expected) self._check(idx, lambda x: np.add(x, 3), expected) self._check(idx + 3, lambda x: x - 3, idx) self._check(idx + 3, lambda x: np.subtract(x, 3), idx) def test_pi_ops_array_int(self): idx = PeriodIndex( ["2011-01", "2011-02", "NaT", "2011-04"], freq="M", name="idx" ) f = lambda x: x + np.array([1, 2, 3, 4]) exp = PeriodIndex( ["2011-02", "2011-04", "NaT", "2011-08"], freq="M", name="idx" ) self._check(idx, f, exp) f = lambda x: np.add(x, np.array([4, -1, 1, 2])) exp = PeriodIndex( ["2011-05", "2011-01", "NaT", "2011-06"], freq="M", name="idx" ) self._check(idx, f, exp) f = lambda x: x - np.array([1, 2, 3, 4]) exp = PeriodIndex( ["2010-12", "2010-12", "NaT", "2010-12"], freq="M", name="idx" ) self._check(idx, f, exp) f = lambda x: np.subtract(x, np.array([3, 2, 3, -2])) exp = PeriodIndex( ["2010-10", "2010-12", "NaT", "2011-06"], freq="M", name="idx" ) self._check(idx, f, exp) def test_pi_ops_offset(self): idx = PeriodIndex( ["2011-01-01", "2011-02-01", "2011-03-01", "2011-04-01"], freq="D", name="idx", ) f = lambda x: x + pd.offsets.Day() exp = PeriodIndex( ["2011-01-02", "2011-02-02", "2011-03-02", "2011-04-02"], freq="D", name="idx", ) self._check(idx, f, exp) f = lambda x: x + pd.offsets.Day(2) exp = PeriodIndex( ["2011-01-03", "2011-02-03", "2011-03-03", "2011-04-03"], freq="D", name="idx", ) self._check(idx, f, exp) f = lambda x: x - pd.offsets.Day(2) exp = PeriodIndex( ["2010-12-30", "2011-01-30", "2011-02-27", "2011-03-30"], freq="D", name="idx", ) self._check(idx, f, exp) def test_pi_offset_errors(self): idx = PeriodIndex( ["2011-01-01", "2011-02-01", "2011-03-01", "2011-04-01"], freq="D", name="idx", ) ser = pd.Series(idx) # Series op is applied per Period instance, thus error is raised # from Period for obj in [idx, ser]: msg = r"Input has different freq=2H from Period.*?\(freq=D\)" with pytest.raises(IncompatibleFrequency, match=msg): obj + pd.offsets.Hour(2) with pytest.raises(IncompatibleFrequency, match=msg): pd.offsets.Hour(2) + obj msg = r"Input has different freq=-2H from Period.*?\(freq=D\)" with pytest.raises(IncompatibleFrequency, match=msg): obj - pd.offsets.Hour(2) def test_pi_sub_period(self): # GH#13071 idx = PeriodIndex( ["2011-01", "2011-02", "2011-03", "2011-04"], freq="M", name="idx" ) result = idx - pd.Period("2012-01", freq="M") off = idx.freq exp = pd.Index([-12 * off, -11 * off, -10 * off, -9 * off], name="idx") tm.assert_index_equal(result, exp) result = np.subtract(idx, pd.Period("2012-01", freq="M")) tm.assert_index_equal(result, exp) result = pd.Period("2012-01", freq="M") - idx exp = pd.Index([12 * off, 11 * off, 10 * off, 9 * off], name="idx") tm.assert_index_equal(result, exp) result = np.subtract(pd.Period("2012-01", freq="M"), idx) tm.assert_index_equal(result, exp) exp = pd.TimedeltaIndex([np.nan, np.nan, np.nan, np.nan], name="idx") tm.assert_index_equal(idx - pd.Period("NaT", freq="M"), exp) tm.assert_index_equal(pd.Period("NaT", freq="M") - idx, exp) def test_pi_sub_pdnat(self): # GH#13071 idx = PeriodIndex( ["2011-01", "2011-02", "NaT", "2011-04"], freq="M", name="idx" ) exp = pd.TimedeltaIndex([pd.NaT] * 4, name="idx") tm.assert_index_equal(pd.NaT - idx, exp) tm.assert_index_equal(idx - pd.NaT, exp) def test_pi_sub_period_nat(self): # GH#13071 idx = PeriodIndex( ["2011-01", "NaT", "2011-03", "2011-04"], freq="M", name="idx" ) result = idx - pd.Period("2012-01", freq="M") off = idx.freq exp = pd.Index([-12 * off, pd.NaT, -10 * off, -9 * off], name="idx") tm.assert_index_equal(result, exp) result = pd.Period("2012-01", freq="M") - idx exp = pd.Index([12 * off, pd.NaT, 10 * off, 9 * off], name="idx") tm.assert_index_equal(result, exp) exp = pd.TimedeltaIndex([np.nan, np.nan, np.nan, np.nan], name="idx") tm.assert_index_equal(idx - pd.Period("NaT", freq="M"), exp) tm.assert_index_equal(pd.Period("NaT", freq="M") - idx, exp)
bsd-3-clause
damaggu/SAMRI
samri/report/registration.py
1
3055
import hashlib import multiprocessing as mp import pandas as pd from os import path from joblib import Parallel, delayed from nipype.interfaces import ants, fsl def measure_sim(path_template, substitutions, reference, metric="MI", radius_or_number_of_bins = 8, sampling_strategy = "None", sampling_percentage=0.3, mask="", ): """Return a similarity metric score for two 3d images""" image_path = path_template.format(**substitutions) image_path = path.abspath(path.expanduser(image_path)) #some BIDS identifier combinations may not exist: if not path.isfile(image_path): return {} file_data = {} file_data["path"] = image_path file_data["session"] = substitutions["session"] file_data["subject"] = substitutions["subject"] file_data["acquisition"] = substitutions["acquisition"] if "/func/" in path_template or "/dwi/" in path_template: image_name = path.basename(file_data["path"]) merged_image_name = "merged_"+image_name merged_image_path = path.join("/tmp",merged_image_name) if not path.isfile(merged_image_path): temporal_mean = fsl.MeanImage() temporal_mean.inputs.in_file = image_path temporal_mean.inputs.out_file = merged_image_path temporal_mean_res = temporal_mean.run() image_path = temporal_mean_res.outputs.out_file else: image_path = merged_image_path sim = ants.MeasureImageSimilarity() sim.inputs.dimension = 3 sim.inputs.metric = metric sim.inputs.fixed_image = reference sim.inputs.moving_image = image_path sim.inputs.metric_weight = 1.0 sim.inputs.radius_or_number_of_bins = radius_or_number_of_bins sim.inputs.sampling_strategy = sampling_strategy sim.inputs.sampling_percentage = sampling_percentage if mask: sim.inputs.fixed_image_mask = mask #sim.inputs.moving_image_mask = 'mask.nii.gz' sim_res = sim.run() file_data["similarity"] = sim_res.outputs.similarity return file_data def get_scores(file_template, substitutions, reference, metric="MI", radius_or_number_of_bins = 8, sampling_strategy = "None", sampling_percentage=0.3, save_as="", mask="", ): """Create a `pandas.DataFrame` (optionally savable as `.csv`), containing the similarity scores and BIDS identifier fields for images from a BIDS directory. """ reference = path.abspath(path.expanduser(reference)) n_jobs = mp.cpu_count()-2 similarity_data = Parallel(n_jobs=n_jobs, verbose=0, backend="threading")(map(delayed(measure_sim), [file_template]*len(substitutions), substitutions, [reference]*len(substitutions), [metric]*len(substitutions), [radius_or_number_of_bins]*len(substitutions), [sampling_strategy]*len(substitutions), [sampling_percentage]*len(substitutions), [mask]*len(substitutions), )) df = pd.DataFrame.from_dict(similarity_data) df.dropna(axis=0, how='any', inplace=True) #some rows will be emtpy if save_as: save_as = path.abspath(path.expanduser(save_as)) if save_as.lower().endswith('.csv'): df.to_csv(save_as) else: raise ValueError("Please specify an output path ending in any one of "+",".join((".csv",))+".") return df
gpl-3.0
wanderknight/trading-with-python
cookbook/getDataFromYahooFinance.py
77
1391
# -*- coding: utf-8 -*- """ Created on Sun Oct 16 18:37:23 2011 @author: jev """ from urllib import urlretrieve from urllib2 import urlopen from pandas import Index, DataFrame from datetime import datetime import matplotlib.pyplot as plt sDate = (2005,1,1) eDate = (2011,10,1) symbol = 'SPY' fName = symbol+'.csv' try: # try to load saved csv file, otherwise get from the net fid = open(fName) lines = fid.readlines() fid.close() print 'Loaded from ' , fName except Exception as e: print e urlStr = 'http://ichart.finance.yahoo.com/table.csv?s={0}&a={1}&b={2}&c={3}&d={4}&e={5}&f={6}'.\ format(symbol.upper(),sDate[1]-1,sDate[2],sDate[0],eDate[1]-1,eDate[2],eDate[0]) print 'Downloading from ', urlStr urlretrieve(urlStr,symbol+'.csv') lines = urlopen(urlStr).readlines() dates = [] data = [[] for i in range(6)] #high # header : Date,Open,High,Low,Close,Volume,Adj Close for line in lines[1:]: fields = line.rstrip().split(',') dates.append(datetime.strptime( fields[0],'%Y-%m-%d')) for i,field in enumerate(fields[1:]): data[i].append(float(field)) idx = Index(dates) data = dict(zip(['open','high','low','close','volume','adj_close'],data)) # create a pandas dataframe structure df = DataFrame(data,index=idx).sort() df.plot(secondary_y=['volume'])
bsd-3-clause
abhishekgahlot/scikit-learn
sklearn/decomposition/nmf.py
15
19010
""" Non-negative matrix factorization """ # Author: Vlad Niculae # Lars Buitinck <[email protected]> # Author: Chih-Jen Lin, National Taiwan University (original projected gradient # NMF implementation) # Author: Anthony Di Franco (original Python and NumPy port) # License: BSD 3 clause from __future__ import division from math import sqrt import warnings import numpy as np import scipy.sparse as sp from scipy.optimize import nnls from ..base import BaseEstimator, TransformerMixin from ..utils import check_random_state, check_array from ..utils.extmath import randomized_svd, safe_sparse_dot, squared_norm def safe_vstack(Xs): if any(sp.issparse(X) for X in Xs): return sp.vstack(Xs) else: return np.vstack(Xs) def norm(x): """Dot product-based Euclidean norm implementation See: http://fseoane.net/blog/2011/computing-the-vector-norm/ """ return sqrt(squared_norm(x)) def trace_dot(X, Y): """Trace of np.dot(X, Y.T).""" return np.dot(X.ravel(), Y.ravel()) def _sparseness(x): """Hoyer's measure of sparsity for a vector""" sqrt_n = np.sqrt(len(x)) return (sqrt_n - np.linalg.norm(x, 1) / norm(x)) / (sqrt_n - 1) def check_non_negative(X, whom): X = X.data if sp.issparse(X) else X if (X < 0).any(): raise ValueError("Negative values in data passed to %s" % whom) def _initialize_nmf(X, n_components, variant=None, eps=1e-6, random_state=None): """NNDSVD algorithm for NMF initialization. Computes a good initial guess for the non-negative rank k matrix approximation for X: X = WH Parameters ---------- X : array, [n_samples, n_features] The data matrix to be decomposed. n_components : array, [n_components, n_features] The number of components desired in the approximation. variant : None | 'a' | 'ar' The variant of the NNDSVD algorithm. Accepts None, 'a', 'ar' None: leaves the zero entries as zero 'a': Fills the zero entries with the average of X 'ar': Fills the zero entries with standard normal random variates. Default: None eps: float Truncate all values less then this in output to zero. random_state : numpy.RandomState | int, optional The generator used to fill in the zeros, when using variant='ar' Default: numpy.random Returns ------- (W, H) : Initial guesses for solving X ~= WH such that the number of columns in W is n_components. Remarks ------- This implements the algorithm described in C. Boutsidis, E. Gallopoulos: SVD based initialization: A head start for nonnegative matrix factorization - Pattern Recognition, 2008 http://tinyurl.com/nndsvd """ check_non_negative(X, "NMF initialization") if variant not in (None, 'a', 'ar'): raise ValueError("Invalid variant name") U, S, V = randomized_svd(X, n_components) W, H = np.zeros(U.shape), np.zeros(V.shape) # The leading singular triplet is non-negative # so it can be used as is for initialization. W[:, 0] = np.sqrt(S[0]) * np.abs(U[:, 0]) H[0, :] = np.sqrt(S[0]) * np.abs(V[0, :]) for j in range(1, n_components): x, y = U[:, j], V[j, :] # extract positive and negative parts of column vectors x_p, y_p = np.maximum(x, 0), np.maximum(y, 0) x_n, y_n = np.abs(np.minimum(x, 0)), np.abs(np.minimum(y, 0)) # and their norms x_p_nrm, y_p_nrm = norm(x_p), norm(y_p) x_n_nrm, y_n_nrm = norm(x_n), norm(y_n) m_p, m_n = x_p_nrm * y_p_nrm, x_n_nrm * y_n_nrm # choose update if m_p > m_n: u = x_p / x_p_nrm v = y_p / y_p_nrm sigma = m_p else: u = x_n / x_n_nrm v = y_n / y_n_nrm sigma = m_n lbd = np.sqrt(S[j] * sigma) W[:, j] = lbd * u H[j, :] = lbd * v W[W < eps] = 0 H[H < eps] = 0 if variant == "a": avg = X.mean() W[W == 0] = avg H[H == 0] = avg elif variant == "ar": random_state = check_random_state(random_state) avg = X.mean() W[W == 0] = abs(avg * random_state.randn(len(W[W == 0])) / 100) H[H == 0] = abs(avg * random_state.randn(len(H[H == 0])) / 100) return W, H def _nls_subproblem(V, W, H, tol, max_iter, sigma=0.01, beta=0.1): """Non-negative least square solver Solves a non-negative least squares subproblem using the projected gradient descent algorithm. min || WH - V ||_2 Parameters ---------- V, W : array-like Constant matrices. H : array-like Initial guess for the solution. tol : float Tolerance of the stopping condition. max_iter : int Maximum number of iterations before timing out. sigma : float Constant used in the sufficient decrease condition checked by the line search. Smaller values lead to a looser sufficient decrease condition, thus reducing the time taken by the line search, but potentially increasing the number of iterations of the projected gradient procedure. 0.01 is a commonly used value in the optimization literature. beta : float Factor by which the step size is decreased (resp. increased) until (resp. as long as) the sufficient decrease condition is satisfied. Larger values allow to find a better step size but lead to longer line search. 0.1 is a commonly used value in the optimization literature. Returns ------- H : array-like Solution to the non-negative least squares problem. grad : array-like The gradient. n_iter : int The number of iterations done by the algorithm. Reference --------- C.-J. Lin. Projected gradient methods for non-negative matrix factorization. Neural Computation, 19(2007), 2756-2779. http://www.csie.ntu.edu.tw/~cjlin/nmf/ """ WtV = safe_sparse_dot(W.T, V) WtW = np.dot(W.T, W) # values justified in the paper alpha = 1 for n_iter in range(1, max_iter + 1): grad = np.dot(WtW, H) - WtV # The following multiplication with a boolean array is more than twice # as fast as indexing into grad. if norm(grad * np.logical_or(grad < 0, H > 0)) < tol: break Hp = H for inner_iter in range(19): # Gradient step. Hn = H - alpha * grad # Projection step. Hn *= Hn > 0 d = Hn - H gradd = np.dot(grad.ravel(), d.ravel()) dQd = np.dot(np.dot(WtW, d).ravel(), d.ravel()) suff_decr = (1 - sigma) * gradd + 0.5 * dQd < 0 if inner_iter == 0: decr_alpha = not suff_decr if decr_alpha: if suff_decr: H = Hn break else: alpha *= beta elif not suff_decr or (Hp == Hn).all(): H = Hp break else: alpha /= beta Hp = Hn if n_iter == max_iter: warnings.warn("Iteration limit reached in nls subproblem.") return H, grad, n_iter class ProjectedGradientNMF(BaseEstimator, TransformerMixin): """Non-Negative matrix factorization by Projected Gradient (NMF) Parameters ---------- n_components : int or None Number of components, if n_components is not set all components are kept init : 'nndsvd' | 'nndsvda' | 'nndsvdar' | 'random' Method used to initialize the procedure. Default: 'nndsvdar' if n_components < n_features, otherwise random. Valid options:: 'nndsvd': Nonnegative Double Singular Value Decomposition (NNDSVD) initialization (better for sparseness) 'nndsvda': NNDSVD with zeros filled with the average of X (better when sparsity is not desired) 'nndsvdar': NNDSVD with zeros filled with small random values (generally faster, less accurate alternative to NNDSVDa for when sparsity is not desired) 'random': non-negative random matrices sparseness : 'data' | 'components' | None, default: None Where to enforce sparsity in the model. beta : double, default: 1 Degree of sparseness, if sparseness is not None. Larger values mean more sparseness. eta : double, default: 0.1 Degree of correctness to maintain, if sparsity is not None. Smaller values mean larger error. tol : double, default: 1e-4 Tolerance value used in stopping conditions. max_iter : int, default: 200 Number of iterations to compute. nls_max_iter : int, default: 2000 Number of iterations in NLS subproblem. random_state : int or RandomState Random number generator seed control. Attributes ---------- components_ : array, [n_components, n_features] Non-negative components of the data. reconstruction_err_ : number Frobenius norm of the matrix difference between the training data and the reconstructed data from the fit produced by the model. ``|| X - WH ||_2`` n_iter_ : int Number of iterations run. Examples -------- >>> import numpy as np >>> X = np.array([[1,1], [2, 1], [3, 1.2], [4, 1], [5, 0.8], [6, 1]]) >>> from sklearn.decomposition import ProjectedGradientNMF >>> model = ProjectedGradientNMF(n_components=2, init='random', ... random_state=0) >>> model.fit(X) #doctest: +ELLIPSIS +NORMALIZE_WHITESPACE ProjectedGradientNMF(beta=1, eta=0.1, init='random', max_iter=200, n_components=2, nls_max_iter=2000, random_state=0, sparseness=None, tol=0.0001) >>> model.components_ array([[ 0.77032744, 0.11118662], [ 0.38526873, 0.38228063]]) >>> model.reconstruction_err_ #doctest: +ELLIPSIS 0.00746... >>> model = ProjectedGradientNMF(n_components=2, ... sparseness='components', init='random', random_state=0) >>> model.fit(X) #doctest: +ELLIPSIS +NORMALIZE_WHITESPACE ProjectedGradientNMF(beta=1, eta=0.1, init='random', max_iter=200, n_components=2, nls_max_iter=2000, random_state=0, sparseness='components', tol=0.0001) >>> model.components_ array([[ 1.67481991, 0.29614922], [ 0. , 0.4681982 ]]) >>> model.reconstruction_err_ #doctest: +ELLIPSIS 0.513... References ---------- This implements C.-J. Lin. Projected gradient methods for non-negative matrix factorization. Neural Computation, 19(2007), 2756-2779. http://www.csie.ntu.edu.tw/~cjlin/nmf/ P. Hoyer. Non-negative Matrix Factorization with Sparseness Constraints. Journal of Machine Learning Research 2004. NNDSVD is introduced in C. Boutsidis, E. Gallopoulos: SVD based initialization: A head start for nonnegative matrix factorization - Pattern Recognition, 2008 http://tinyurl.com/nndsvd """ def __init__(self, n_components=None, init=None, sparseness=None, beta=1, eta=0.1, tol=1e-4, max_iter=200, nls_max_iter=2000, random_state=None): self.n_components = n_components self.init = init self.tol = tol if sparseness not in (None, 'data', 'components'): raise ValueError( 'Invalid sparseness parameter: got %r instead of one of %r' % (sparseness, (None, 'data', 'components'))) self.sparseness = sparseness self.beta = beta self.eta = eta self.max_iter = max_iter self.nls_max_iter = nls_max_iter self.random_state = random_state def _init(self, X): n_samples, n_features = X.shape init = self.init if init is None: if self.n_components_ < n_features: init = 'nndsvd' else: init = 'random' random_state = self.random_state if init == 'nndsvd': W, H = _initialize_nmf(X, self.n_components_) elif init == 'nndsvda': W, H = _initialize_nmf(X, self.n_components_, variant='a') elif init == 'nndsvdar': W, H = _initialize_nmf(X, self.n_components_, variant='ar') elif init == "random": rng = check_random_state(random_state) W = rng.randn(n_samples, self.n_components_) # we do not write np.abs(W, out=W) to stay compatible with # numpy 1.5 and earlier where the 'out' keyword is not # supported as a kwarg on ufuncs np.abs(W, W) H = rng.randn(self.n_components_, n_features) np.abs(H, H) else: raise ValueError( 'Invalid init parameter: got %r instead of one of %r' % (init, (None, 'nndsvd', 'nndsvda', 'nndsvdar', 'random'))) return W, H def _update_W(self, X, H, W, tolW): n_samples, n_features = X.shape if self.sparseness is None: W, gradW, iterW = _nls_subproblem(X.T, H.T, W.T, tolW, self.nls_max_iter) elif self.sparseness == 'data': W, gradW, iterW = _nls_subproblem( safe_vstack([X.T, np.zeros((1, n_samples))]), safe_vstack([H.T, np.sqrt(self.beta) * np.ones((1, self.n_components_))]), W.T, tolW, self.nls_max_iter) elif self.sparseness == 'components': W, gradW, iterW = _nls_subproblem( safe_vstack([X.T, np.zeros((self.n_components_, n_samples))]), safe_vstack([H.T, np.sqrt(self.eta) * np.eye(self.n_components_)]), W.T, tolW, self.nls_max_iter) return W.T, gradW.T, iterW def _update_H(self, X, H, W, tolH): n_samples, n_features = X.shape if self.sparseness is None: H, gradH, iterH = _nls_subproblem(X, W, H, tolH, self.nls_max_iter) elif self.sparseness == 'data': H, gradH, iterH = _nls_subproblem( safe_vstack([X, np.zeros((self.n_components_, n_features))]), safe_vstack([W, np.sqrt(self.eta) * np.eye(self.n_components_)]), H, tolH, self.nls_max_iter) elif self.sparseness == 'components': H, gradH, iterH = _nls_subproblem( safe_vstack([X, np.zeros((1, n_features))]), safe_vstack([W, np.sqrt(self.beta) * np.ones((1, self.n_components_))]), H, tolH, self.nls_max_iter) return H, gradH, iterH def fit_transform(self, X, y=None): """Learn a NMF model for the data X and returns the transformed data. This is more efficient than calling fit followed by transform. Parameters ---------- X: {array-like, sparse matrix}, shape = [n_samples, n_features] Data matrix to be decomposed Returns ------- data: array, [n_samples, n_components] Transformed data """ X = check_array(X, accept_sparse='csr') check_non_negative(X, "NMF.fit") n_samples, n_features = X.shape if not self.n_components: self.n_components_ = n_features else: self.n_components_ = self.n_components W, H = self._init(X) gradW = (np.dot(W, np.dot(H, H.T)) - safe_sparse_dot(X, H.T, dense_output=True)) gradH = (np.dot(np.dot(W.T, W), H) - safe_sparse_dot(W.T, X, dense_output=True)) init_grad = norm(np.r_[gradW, gradH.T]) tolW = max(0.001, self.tol) * init_grad # why max? tolH = tolW tol = self.tol * init_grad for n_iter in range(1, self.max_iter + 1): # stopping condition # as discussed in paper proj_norm = norm(np.r_[gradW[np.logical_or(gradW < 0, W > 0)], gradH[np.logical_or(gradH < 0, H > 0)]]) if proj_norm < tol: break # update W W, gradW, iterW = self._update_W(X, H, W, tolW) if iterW == 1: tolW = 0.1 * tolW # update H H, gradH, iterH = self._update_H(X, H, W, tolH) if iterH == 1: tolH = 0.1 * tolH if not sp.issparse(X): error = norm(X - np.dot(W, H)) else: sqnorm_X = np.dot(X.data, X.data) norm_WHT = trace_dot(np.dot(np.dot(W.T, W), H), H) cross_prod = trace_dot((X * H.T), W) error = sqrt(sqnorm_X + norm_WHT - 2. * cross_prod) self.reconstruction_err_ = error self.comp_sparseness_ = _sparseness(H.ravel()) self.data_sparseness_ = _sparseness(W.ravel()) H[H == 0] = 0 # fix up negative zeros self.components_ = H if n_iter == self.max_iter: warnings.warn("Iteration limit reached during fit. Solving for W exactly.") return self.transform(X) self.n_iter_ = n_iter return W def fit(self, X, y=None, **params): """Learn a NMF model for the data X. Parameters ---------- X: {array-like, sparse matrix}, shape = [n_samples, n_features] Data matrix to be decomposed Returns ------- self """ self.fit_transform(X, **params) return self def transform(self, X): """Transform the data X according to the fitted NMF model Parameters ---------- X: {array-like, sparse matrix}, shape = [n_samples, n_features] Data matrix to be transformed by the model Returns ------- data: array, [n_samples, n_components] Transformed data """ X = check_array(X, accept_sparse='csc') Wt = np.zeros((self.n_components_, X.shape[0])) check_non_negative(X, "ProjectedGradientNMF.transform") if sp.issparse(X): Wt, _, _ = _nls_subproblem(X.T, self.components_.T, Wt, tol=self.tol, max_iter=self.nls_max_iter) else: for j in range(0, X.shape[0]): Wt[:, j], _ = nnls(self.components_.T, X[j, :]) return Wt.T class NMF(ProjectedGradientNMF): __doc__ = ProjectedGradientNMF.__doc__ pass
bsd-3-clause
dsm054/pandas
pandas/tests/io/test_stata.py
2
64716
# -*- coding: utf-8 -*- # pylint: disable=E1101 import datetime as dt import io import gzip import os import struct import warnings from collections import OrderedDict from datetime import datetime import numpy as np import pytest import pandas as pd import pandas.util.testing as tm import pandas.compat as compat from pandas.compat import iterkeys from pandas.core.dtypes.common import is_categorical_dtype from pandas.core.frame import DataFrame, Series from pandas.io.parsers import read_csv from pandas.io.stata import (InvalidColumnName, PossiblePrecisionLoss, StataMissingValue, StataReader, read_stata) @pytest.fixture def dirpath(datapath): return datapath("io", "data") @pytest.fixture def parsed_114(dirpath): dta14_114 = os.path.join(dirpath, 'stata5_114.dta') parsed_114 = read_stata(dta14_114, convert_dates=True) parsed_114.index.name = 'index' return parsed_114 class TestStata(object): @pytest.fixture(autouse=True) def setup_method(self, datapath): self.dirpath = datapath("io", "data") self.dta1_114 = os.path.join(self.dirpath, 'stata1_114.dta') self.dta1_117 = os.path.join(self.dirpath, 'stata1_117.dta') self.dta2_113 = os.path.join(self.dirpath, 'stata2_113.dta') self.dta2_114 = os.path.join(self.dirpath, 'stata2_114.dta') self.dta2_115 = os.path.join(self.dirpath, 'stata2_115.dta') self.dta2_117 = os.path.join(self.dirpath, 'stata2_117.dta') self.dta3_113 = os.path.join(self.dirpath, 'stata3_113.dta') self.dta3_114 = os.path.join(self.dirpath, 'stata3_114.dta') self.dta3_115 = os.path.join(self.dirpath, 'stata3_115.dta') self.dta3_117 = os.path.join(self.dirpath, 'stata3_117.dta') self.csv3 = os.path.join(self.dirpath, 'stata3.csv') self.dta4_113 = os.path.join(self.dirpath, 'stata4_113.dta') self.dta4_114 = os.path.join(self.dirpath, 'stata4_114.dta') self.dta4_115 = os.path.join(self.dirpath, 'stata4_115.dta') self.dta4_117 = os.path.join(self.dirpath, 'stata4_117.dta') self.dta_encoding = os.path.join(self.dirpath, 'stata1_encoding.dta') self.csv14 = os.path.join(self.dirpath, 'stata5.csv') self.dta14_113 = os.path.join(self.dirpath, 'stata5_113.dta') self.dta14_114 = os.path.join(self.dirpath, 'stata5_114.dta') self.dta14_115 = os.path.join(self.dirpath, 'stata5_115.dta') self.dta14_117 = os.path.join(self.dirpath, 'stata5_117.dta') self.csv15 = os.path.join(self.dirpath, 'stata6.csv') self.dta15_113 = os.path.join(self.dirpath, 'stata6_113.dta') self.dta15_114 = os.path.join(self.dirpath, 'stata6_114.dta') self.dta15_115 = os.path.join(self.dirpath, 'stata6_115.dta') self.dta15_117 = os.path.join(self.dirpath, 'stata6_117.dta') self.dta16_115 = os.path.join(self.dirpath, 'stata7_115.dta') self.dta16_117 = os.path.join(self.dirpath, 'stata7_117.dta') self.dta17_113 = os.path.join(self.dirpath, 'stata8_113.dta') self.dta17_115 = os.path.join(self.dirpath, 'stata8_115.dta') self.dta17_117 = os.path.join(self.dirpath, 'stata8_117.dta') self.dta18_115 = os.path.join(self.dirpath, 'stata9_115.dta') self.dta18_117 = os.path.join(self.dirpath, 'stata9_117.dta') self.dta19_115 = os.path.join(self.dirpath, 'stata10_115.dta') self.dta19_117 = os.path.join(self.dirpath, 'stata10_117.dta') self.dta20_115 = os.path.join(self.dirpath, 'stata11_115.dta') self.dta20_117 = os.path.join(self.dirpath, 'stata11_117.dta') self.dta21_117 = os.path.join(self.dirpath, 'stata12_117.dta') self.dta22_118 = os.path.join(self.dirpath, 'stata14_118.dta') self.dta23 = os.path.join(self.dirpath, 'stata15.dta') self.dta24_111 = os.path.join(self.dirpath, 'stata7_111.dta') self.dta25_118 = os.path.join(self.dirpath, 'stata16_118.dta') self.stata_dates = os.path.join(self.dirpath, 'stata13_dates.dta') def read_dta(self, file): # Legacy default reader configuration return read_stata(file, convert_dates=True) def read_csv(self, file): return read_csv(file, parse_dates=True) @pytest.mark.parametrize('version', [114, 117]) def test_read_empty_dta(self, version): empty_ds = DataFrame(columns=['unit']) # GH 7369, make sure can read a 0-obs dta file with tm.ensure_clean() as path: empty_ds.to_stata(path, write_index=False, version=version) empty_ds2 = read_stata(path) tm.assert_frame_equal(empty_ds, empty_ds2) def test_data_method(self): # Minimal testing of legacy data method with StataReader(self.dta1_114) as rdr: with tm.assert_produces_warning(UserWarning): parsed_114_data = rdr.data() with StataReader(self.dta1_114) as rdr: parsed_114_read = rdr.read() tm.assert_frame_equal(parsed_114_data, parsed_114_read) @pytest.mark.parametrize( 'file', ['dta1_114', 'dta1_117']) def test_read_dta1(self, file): file = getattr(self, file) parsed = self.read_dta(file) # Pandas uses np.nan as missing value. # Thus, all columns will be of type float, regardless of their name. expected = DataFrame([(np.nan, np.nan, np.nan, np.nan, np.nan)], columns=['float_miss', 'double_miss', 'byte_miss', 'int_miss', 'long_miss']) # this is an oddity as really the nan should be float64, but # the casting doesn't fail so need to match stata here expected['float_miss'] = expected['float_miss'].astype(np.float32) tm.assert_frame_equal(parsed, expected) def test_read_dta2(self): expected = DataFrame.from_records( [ ( datetime(2006, 11, 19, 23, 13, 20), 1479596223000, datetime(2010, 1, 20), datetime(2010, 1, 8), datetime(2010, 1, 1), datetime(1974, 7, 1), datetime(2010, 1, 1), datetime(2010, 1, 1) ), ( datetime(1959, 12, 31, 20, 3, 20), -1479590, datetime(1953, 10, 2), datetime(1948, 6, 10), datetime(1955, 1, 1), datetime(1955, 7, 1), datetime(1955, 1, 1), datetime(2, 1, 1) ), ( pd.NaT, pd.NaT, pd.NaT, pd.NaT, pd.NaT, pd.NaT, pd.NaT, pd.NaT, ) ], columns=['datetime_c', 'datetime_big_c', 'date', 'weekly_date', 'monthly_date', 'quarterly_date', 'half_yearly_date', 'yearly_date'] ) expected['yearly_date'] = expected['yearly_date'].astype('O') with warnings.catch_warnings(record=True) as w: warnings.simplefilter("always") parsed_114 = self.read_dta(self.dta2_114) parsed_115 = self.read_dta(self.dta2_115) parsed_117 = self.read_dta(self.dta2_117) # 113 is buggy due to limits of date format support in Stata # parsed_113 = self.read_dta(self.dta2_113) # Remove resource warnings w = [x for x in w if x.category is UserWarning] # should get warning for each call to read_dta assert len(w) == 3 # buggy test because of the NaT comparison on certain platforms # Format 113 test fails since it does not support tc and tC formats # tm.assert_frame_equal(parsed_113, expected) tm.assert_frame_equal(parsed_114, expected, check_datetimelike_compat=True) tm.assert_frame_equal(parsed_115, expected, check_datetimelike_compat=True) tm.assert_frame_equal(parsed_117, expected, check_datetimelike_compat=True) @pytest.mark.parametrize( 'file', ['dta3_113', 'dta3_114', 'dta3_115', 'dta3_117']) def test_read_dta3(self, file): file = getattr(self, file) parsed = self.read_dta(file) # match stata here expected = self.read_csv(self.csv3) expected = expected.astype(np.float32) expected['year'] = expected['year'].astype(np.int16) expected['quarter'] = expected['quarter'].astype(np.int8) tm.assert_frame_equal(parsed, expected) @pytest.mark.parametrize( 'file', ['dta4_113', 'dta4_114', 'dta4_115', 'dta4_117']) def test_read_dta4(self, file): file = getattr(self, file) parsed = self.read_dta(file) expected = DataFrame.from_records( [ ["one", "ten", "one", "one", "one"], ["two", "nine", "two", "two", "two"], ["three", "eight", "three", "three", "three"], ["four", "seven", 4, "four", "four"], ["five", "six", 5, np.nan, "five"], ["six", "five", 6, np.nan, "six"], ["seven", "four", 7, np.nan, "seven"], ["eight", "three", 8, np.nan, "eight"], ["nine", "two", 9, np.nan, "nine"], ["ten", "one", "ten", np.nan, "ten"] ], columns=['fully_labeled', 'fully_labeled2', 'incompletely_labeled', 'labeled_with_missings', 'float_labelled']) # these are all categoricals expected = pd.concat([expected[col].astype('category') for col in expected], axis=1) # stata doesn't save .category metadata tm.assert_frame_equal(parsed, expected, check_categorical=False) # File containing strls def test_read_dta12(self): parsed_117 = self.read_dta(self.dta21_117) expected = DataFrame.from_records( [ [1, "abc", "abcdefghi"], [3, "cba", "qwertywertyqwerty"], [93, "", "strl"], ], columns=['x', 'y', 'z']) tm.assert_frame_equal(parsed_117, expected, check_dtype=False) def test_read_dta18(self): parsed_118 = self.read_dta(self.dta22_118) parsed_118["Bytes"] = parsed_118["Bytes"].astype('O') expected = DataFrame.from_records( [['Cat', 'Bogota', u'Bogotá', 1, 1.0, u'option b Ünicode', 1.0], ['Dog', 'Boston', u'Uzunköprü', np.nan, np.nan, np.nan, np.nan], ['Plane', 'Rome', u'Tromsø', 0, 0.0, 'option a', 0.0], ['Potato', 'Tokyo', u'Elâzığ', -4, 4.0, 4, 4], ['', '', '', 0, 0.3332999, 'option a', 1 / 3.] ], columns=['Things', 'Cities', 'Unicode_Cities_Strl', 'Ints', 'Floats', 'Bytes', 'Longs']) expected["Floats"] = expected["Floats"].astype(np.float32) for col in parsed_118.columns: tm.assert_almost_equal(parsed_118[col], expected[col]) with StataReader(self.dta22_118) as rdr: vl = rdr.variable_labels() vl_expected = {u'Unicode_Cities_Strl': u'Here are some strls with Ünicode chars', u'Longs': u'long data', u'Things': u'Here are some things', u'Bytes': u'byte data', u'Ints': u'int data', u'Cities': u'Here are some cities', u'Floats': u'float data'} tm.assert_dict_equal(vl, vl_expected) assert rdr.data_label == u'This is a Ünicode data label' def test_read_write_dta5(self): original = DataFrame([(np.nan, np.nan, np.nan, np.nan, np.nan)], columns=['float_miss', 'double_miss', 'byte_miss', 'int_miss', 'long_miss']) original.index.name = 'index' with tm.ensure_clean() as path: original.to_stata(path, None) written_and_read_again = self.read_dta(path) tm.assert_frame_equal(written_and_read_again.set_index('index'), original) def test_write_dta6(self): original = self.read_csv(self.csv3) original.index.name = 'index' original.index = original.index.astype(np.int32) original['year'] = original['year'].astype(np.int32) original['quarter'] = original['quarter'].astype(np.int32) with tm.ensure_clean() as path: original.to_stata(path, None) written_and_read_again = self.read_dta(path) tm.assert_frame_equal(written_and_read_again.set_index('index'), original, check_index_type=False) @pytest.mark.parametrize('version', [114, 117]) def test_read_write_dta10(self, version): original = DataFrame(data=[["string", "object", 1, 1.1, np.datetime64('2003-12-25')]], columns=['string', 'object', 'integer', 'floating', 'datetime']) original["object"] = Series(original["object"], dtype=object) original.index.name = 'index' original.index = original.index.astype(np.int32) original['integer'] = original['integer'].astype(np.int32) with tm.ensure_clean() as path: original.to_stata(path, {'datetime': 'tc'}, version=version) written_and_read_again = self.read_dta(path) # original.index is np.int32, read index is np.int64 tm.assert_frame_equal(written_and_read_again.set_index('index'), original, check_index_type=False) def test_stata_doc_examples(self): with tm.ensure_clean() as path: df = DataFrame(np.random.randn(10, 2), columns=list('AB')) df.to_stata(path) def test_write_preserves_original(self): # 9795 np.random.seed(423) df = pd.DataFrame(np.random.randn(5, 4), columns=list('abcd')) df.loc[2, 'a':'c'] = np.nan df_copy = df.copy() with tm.ensure_clean() as path: df.to_stata(path, write_index=False) tm.assert_frame_equal(df, df_copy) @pytest.mark.parametrize('version', [114, 117]) def test_encoding(self, version): # GH 4626, proper encoding handling raw = read_stata(self.dta_encoding) with tm.assert_produces_warning(FutureWarning): encoded = read_stata(self.dta_encoding, encoding='latin-1') result = encoded.kreis1849[0] expected = raw.kreis1849[0] assert result == expected assert isinstance(result, compat.string_types) with tm.ensure_clean() as path: with tm.assert_produces_warning(FutureWarning): encoded.to_stata(path, write_index=False, version=version, encoding='latin-1') reread_encoded = read_stata(path) tm.assert_frame_equal(encoded, reread_encoded) def test_read_write_dta11(self): original = DataFrame([(1, 2, 3, 4)], columns=['good', compat.u('b\u00E4d'), '8number', 'astringwithmorethan32characters______']) formatted = DataFrame([(1, 2, 3, 4)], columns=['good', 'b_d', '_8number', 'astringwithmorethan32characters_']) formatted.index.name = 'index' formatted = formatted.astype(np.int32) with tm.ensure_clean() as path: with tm.assert_produces_warning(pd.io.stata.InvalidColumnName): original.to_stata(path, None) written_and_read_again = self.read_dta(path) tm.assert_frame_equal( written_and_read_again.set_index('index'), formatted) @pytest.mark.parametrize('version', [114, 117]) def test_read_write_dta12(self, version): original = DataFrame([(1, 2, 3, 4, 5, 6)], columns=['astringwithmorethan32characters_1', 'astringwithmorethan32characters_2', '+', '-', 'short', 'delete']) formatted = DataFrame([(1, 2, 3, 4, 5, 6)], columns=['astringwithmorethan32characters_', '_0astringwithmorethan32character', '_', '_1_', '_short', '_delete']) formatted.index.name = 'index' formatted = formatted.astype(np.int32) with tm.ensure_clean() as path: with warnings.catch_warnings(record=True) as w: warnings.simplefilter('always', InvalidColumnName) original.to_stata(path, None, version=version) # should get a warning for that format. assert len(w) == 1 written_and_read_again = self.read_dta(path) tm.assert_frame_equal( written_and_read_again.set_index('index'), formatted) def test_read_write_dta13(self): s1 = Series(2 ** 9, dtype=np.int16) s2 = Series(2 ** 17, dtype=np.int32) s3 = Series(2 ** 33, dtype=np.int64) original = DataFrame({'int16': s1, 'int32': s2, 'int64': s3}) original.index.name = 'index' formatted = original formatted['int64'] = formatted['int64'].astype(np.float64) with tm.ensure_clean() as path: original.to_stata(path) written_and_read_again = self.read_dta(path) tm.assert_frame_equal(written_and_read_again.set_index('index'), formatted) @pytest.mark.parametrize('version', [114, 117]) @pytest.mark.parametrize( 'file', ['dta14_113', 'dta14_114', 'dta14_115', 'dta14_117']) def test_read_write_reread_dta14(self, file, parsed_114, version): file = getattr(self, file) parsed = self.read_dta(file) parsed.index.name = 'index' expected = self.read_csv(self.csv14) cols = ['byte_', 'int_', 'long_', 'float_', 'double_'] for col in cols: expected[col] = expected[col]._convert(datetime=True, numeric=True) expected['float_'] = expected['float_'].astype(np.float32) expected['date_td'] = pd.to_datetime( expected['date_td'], errors='coerce') tm.assert_frame_equal(parsed_114, parsed) with tm.ensure_clean() as path: parsed_114.to_stata(path, {'date_td': 'td'}, version=version) written_and_read_again = self.read_dta(path) tm.assert_frame_equal( written_and_read_again.set_index('index'), parsed_114) @pytest.mark.parametrize( 'file', ['dta15_113', 'dta15_114', 'dta15_115', 'dta15_117']) def test_read_write_reread_dta15(self, file): expected = self.read_csv(self.csv15) expected['byte_'] = expected['byte_'].astype(np.int8) expected['int_'] = expected['int_'].astype(np.int16) expected['long_'] = expected['long_'].astype(np.int32) expected['float_'] = expected['float_'].astype(np.float32) expected['double_'] = expected['double_'].astype(np.float64) expected['date_td'] = expected['date_td'].apply( datetime.strptime, args=('%Y-%m-%d',)) file = getattr(self, file) parsed = self.read_dta(file) tm.assert_frame_equal(expected, parsed) @pytest.mark.parametrize('version', [114, 117]) def test_timestamp_and_label(self, version): original = DataFrame([(1,)], columns=['variable']) time_stamp = datetime(2000, 2, 29, 14, 21) data_label = 'This is a data file.' with tm.ensure_clean() as path: original.to_stata(path, time_stamp=time_stamp, data_label=data_label, version=version) with StataReader(path) as reader: assert reader.time_stamp == '29 Feb 2000 14:21' assert reader.data_label == data_label @pytest.mark.parametrize('version', [114, 117]) def test_invalid_timestamp(self, version): original = DataFrame([(1,)], columns=['variable']) time_stamp = '01 Jan 2000, 00:00:00' with tm.ensure_clean() as path: with pytest.raises(ValueError): original.to_stata(path, time_stamp=time_stamp, version=version) def test_numeric_column_names(self): original = DataFrame(np.reshape(np.arange(25.0), (5, 5))) original.index.name = 'index' with tm.ensure_clean() as path: # should get a warning for that format. with tm.assert_produces_warning(InvalidColumnName): original.to_stata(path) written_and_read_again = self.read_dta(path) written_and_read_again = written_and_read_again.set_index('index') columns = list(written_and_read_again.columns) convert_col_name = lambda x: int(x[1]) written_and_read_again.columns = map(convert_col_name, columns) tm.assert_frame_equal(original, written_and_read_again) @pytest.mark.parametrize('version', [114, 117]) def test_nan_to_missing_value(self, version): s1 = Series(np.arange(4.0), dtype=np.float32) s2 = Series(np.arange(4.0), dtype=np.float64) s1[::2] = np.nan s2[1::2] = np.nan original = DataFrame({'s1': s1, 's2': s2}) original.index.name = 'index' with tm.ensure_clean() as path: original.to_stata(path, version=version) written_and_read_again = self.read_dta(path) written_and_read_again = written_and_read_again.set_index('index') tm.assert_frame_equal(written_and_read_again, original) def test_no_index(self): columns = ['x', 'y'] original = DataFrame(np.reshape(np.arange(10.0), (5, 2)), columns=columns) original.index.name = 'index_not_written' with tm.ensure_clean() as path: original.to_stata(path, write_index=False) written_and_read_again = self.read_dta(path) pytest.raises( KeyError, lambda: written_and_read_again['index_not_written']) def test_string_no_dates(self): s1 = Series(['a', 'A longer string']) s2 = Series([1.0, 2.0], dtype=np.float64) original = DataFrame({'s1': s1, 's2': s2}) original.index.name = 'index' with tm.ensure_clean() as path: original.to_stata(path) written_and_read_again = self.read_dta(path) tm.assert_frame_equal(written_and_read_again.set_index('index'), original) def test_large_value_conversion(self): s0 = Series([1, 99], dtype=np.int8) s1 = Series([1, 127], dtype=np.int8) s2 = Series([1, 2 ** 15 - 1], dtype=np.int16) s3 = Series([1, 2 ** 63 - 1], dtype=np.int64) original = DataFrame({'s0': s0, 's1': s1, 's2': s2, 's3': s3}) original.index.name = 'index' with tm.ensure_clean() as path: with tm.assert_produces_warning(PossiblePrecisionLoss): original.to_stata(path) written_and_read_again = self.read_dta(path) modified = original.copy() modified['s1'] = Series(modified['s1'], dtype=np.int16) modified['s2'] = Series(modified['s2'], dtype=np.int32) modified['s3'] = Series(modified['s3'], dtype=np.float64) tm.assert_frame_equal(written_and_read_again.set_index('index'), modified) def test_dates_invalid_column(self): original = DataFrame([datetime(2006, 11, 19, 23, 13, 20)]) original.index.name = 'index' with tm.ensure_clean() as path: with tm.assert_produces_warning(InvalidColumnName): original.to_stata(path, {0: 'tc'}) written_and_read_again = self.read_dta(path) modified = original.copy() modified.columns = ['_0'] tm.assert_frame_equal(written_and_read_again.set_index('index'), modified) def test_105(self): # Data obtained from: # http://go.worldbank.org/ZXY29PVJ21 dpath = os.path.join(self.dirpath, 'S4_EDUC1.dta') df = pd.read_stata(dpath) df0 = [[1, 1, 3, -2], [2, 1, 2, -2], [4, 1, 1, -2]] df0 = pd.DataFrame(df0) df0.columns = ["clustnum", "pri_schl", "psch_num", "psch_dis"] df0['clustnum'] = df0["clustnum"].astype(np.int16) df0['pri_schl'] = df0["pri_schl"].astype(np.int8) df0['psch_num'] = df0["psch_num"].astype(np.int8) df0['psch_dis'] = df0["psch_dis"].astype(np.float32) tm.assert_frame_equal(df.head(3), df0) def test_value_labels_old_format(self): # GH 19417 # # Test that value_labels() returns an empty dict if the file format # predates supporting value labels. dpath = os.path.join(self.dirpath, 'S4_EDUC1.dta') reader = StataReader(dpath) assert reader.value_labels() == {} reader.close() def test_date_export_formats(self): columns = ['tc', 'td', 'tw', 'tm', 'tq', 'th', 'ty'] conversions = {c: c for c in columns} data = [datetime(2006, 11, 20, 23, 13, 20)] * len(columns) original = DataFrame([data], columns=columns) original.index.name = 'index' expected_values = [datetime(2006, 11, 20, 23, 13, 20), # Time datetime(2006, 11, 20), # Day datetime(2006, 11, 19), # Week datetime(2006, 11, 1), # Month datetime(2006, 10, 1), # Quarter year datetime(2006, 7, 1), # Half year datetime(2006, 1, 1)] # Year expected = DataFrame([expected_values], columns=columns) expected.index.name = 'index' with tm.ensure_clean() as path: original.to_stata(path, conversions) written_and_read_again = self.read_dta(path) tm.assert_frame_equal(written_and_read_again.set_index('index'), expected) def test_write_missing_strings(self): original = DataFrame([["1"], [None]], columns=["foo"]) expected = DataFrame([["1"], [""]], columns=["foo"]) expected.index.name = 'index' with tm.ensure_clean() as path: original.to_stata(path) written_and_read_again = self.read_dta(path) tm.assert_frame_equal(written_and_read_again.set_index('index'), expected) @pytest.mark.parametrize('version', [114, 117]) @pytest.mark.parametrize('byteorder', ['>', '<']) def test_bool_uint(self, byteorder, version): s0 = Series([0, 1, True], dtype=np.bool) s1 = Series([0, 1, 100], dtype=np.uint8) s2 = Series([0, 1, 255], dtype=np.uint8) s3 = Series([0, 1, 2 ** 15 - 100], dtype=np.uint16) s4 = Series([0, 1, 2 ** 16 - 1], dtype=np.uint16) s5 = Series([0, 1, 2 ** 31 - 100], dtype=np.uint32) s6 = Series([0, 1, 2 ** 32 - 1], dtype=np.uint32) original = DataFrame({'s0': s0, 's1': s1, 's2': s2, 's3': s3, 's4': s4, 's5': s5, 's6': s6}) original.index.name = 'index' expected = original.copy() expected_types = (np.int8, np.int8, np.int16, np.int16, np.int32, np.int32, np.float64) for c, t in zip(expected.columns, expected_types): expected[c] = expected[c].astype(t) with tm.ensure_clean() as path: original.to_stata(path, byteorder=byteorder, version=version) written_and_read_again = self.read_dta(path) written_and_read_again = written_and_read_again.set_index('index') tm.assert_frame_equal(written_and_read_again, expected) def test_variable_labels(self): with StataReader(self.dta16_115) as rdr: sr_115 = rdr.variable_labels() with StataReader(self.dta16_117) as rdr: sr_117 = rdr.variable_labels() keys = ('var1', 'var2', 'var3') labels = ('label1', 'label2', 'label3') for k, v in compat.iteritems(sr_115): assert k in sr_117 assert v == sr_117[k] assert k in keys assert v in labels def test_minimal_size_col(self): str_lens = (1, 100, 244) s = {} for str_len in str_lens: s['s' + str(str_len)] = Series(['a' * str_len, 'b' * str_len, 'c' * str_len]) original = DataFrame(s) with tm.ensure_clean() as path: original.to_stata(path, write_index=False) with StataReader(path) as sr: typlist = sr.typlist variables = sr.varlist formats = sr.fmtlist for variable, fmt, typ in zip(variables, formats, typlist): assert int(variable[1:]) == int(fmt[1:-1]) assert int(variable[1:]) == typ def test_excessively_long_string(self): str_lens = (1, 244, 500) s = {} for str_len in str_lens: s['s' + str(str_len)] = Series(['a' * str_len, 'b' * str_len, 'c' * str_len]) original = DataFrame(s) with pytest.raises(ValueError): with tm.ensure_clean() as path: original.to_stata(path) def test_missing_value_generator(self): types = ('b', 'h', 'l') df = DataFrame([[0.0]], columns=['float_']) with tm.ensure_clean() as path: df.to_stata(path) with StataReader(path) as rdr: valid_range = rdr.VALID_RANGE expected_values = ['.' + chr(97 + i) for i in range(26)] expected_values.insert(0, '.') for t in types: offset = valid_range[t][1] for i in range(0, 27): val = StataMissingValue(offset + 1 + i) assert val.string == expected_values[i] # Test extremes for floats val = StataMissingValue(struct.unpack('<f', b'\x00\x00\x00\x7f')[0]) assert val.string == '.' val = StataMissingValue(struct.unpack('<f', b'\x00\xd0\x00\x7f')[0]) assert val.string == '.z' # Test extremes for floats val = StataMissingValue(struct.unpack( '<d', b'\x00\x00\x00\x00\x00\x00\xe0\x7f')[0]) assert val.string == '.' val = StataMissingValue(struct.unpack( '<d', b'\x00\x00\x00\x00\x00\x1a\xe0\x7f')[0]) assert val.string == '.z' @pytest.mark.parametrize( 'file', ['dta17_113', 'dta17_115', 'dta17_117']) def test_missing_value_conversion(self, file): columns = ['int8_', 'int16_', 'int32_', 'float32_', 'float64_'] smv = StataMissingValue(101) keys = [key for key in iterkeys(smv.MISSING_VALUES)] keys.sort() data = [] for i in range(27): row = [StataMissingValue(keys[i + (j * 27)]) for j in range(5)] data.append(row) expected = DataFrame(data, columns=columns) parsed = read_stata(getattr(self, file), convert_missing=True) tm.assert_frame_equal(parsed, expected) def test_big_dates(self): yr = [1960, 2000, 9999, 100, 2262, 1677] mo = [1, 1, 12, 1, 4, 9] dd = [1, 1, 31, 1, 22, 23] hr = [0, 0, 23, 0, 0, 0] mm = [0, 0, 59, 0, 0, 0] ss = [0, 0, 59, 0, 0, 0] expected = [] for i in range(len(yr)): row = [] for j in range(7): if j == 0: row.append( datetime(yr[i], mo[i], dd[i], hr[i], mm[i], ss[i])) elif j == 6: row.append(datetime(yr[i], 1, 1)) else: row.append(datetime(yr[i], mo[i], dd[i])) expected.append(row) expected.append([pd.NaT] * 7) columns = ['date_tc', 'date_td', 'date_tw', 'date_tm', 'date_tq', 'date_th', 'date_ty'] # Fixes for weekly, quarterly,half,year expected[2][2] = datetime(9999, 12, 24) expected[2][3] = datetime(9999, 12, 1) expected[2][4] = datetime(9999, 10, 1) expected[2][5] = datetime(9999, 7, 1) expected[4][2] = datetime(2262, 4, 16) expected[4][3] = expected[4][4] = datetime(2262, 4, 1) expected[4][5] = expected[4][6] = datetime(2262, 1, 1) expected[5][2] = expected[5][3] = expected[ 5][4] = datetime(1677, 10, 1) expected[5][5] = expected[5][6] = datetime(1678, 1, 1) expected = DataFrame(expected, columns=columns, dtype=np.object) parsed_115 = read_stata(self.dta18_115) parsed_117 = read_stata(self.dta18_117) tm.assert_frame_equal(expected, parsed_115, check_datetimelike_compat=True) tm.assert_frame_equal(expected, parsed_117, check_datetimelike_compat=True) date_conversion = {c: c[-2:] for c in columns} # {c : c[-2:] for c in columns} with tm.ensure_clean() as path: expected.index.name = 'index' expected.to_stata(path, date_conversion) written_and_read_again = self.read_dta(path) tm.assert_frame_equal(written_and_read_again.set_index('index'), expected, check_datetimelike_compat=True) def test_dtype_conversion(self): expected = self.read_csv(self.csv15) expected['byte_'] = expected['byte_'].astype(np.int8) expected['int_'] = expected['int_'].astype(np.int16) expected['long_'] = expected['long_'].astype(np.int32) expected['float_'] = expected['float_'].astype(np.float32) expected['double_'] = expected['double_'].astype(np.float64) expected['date_td'] = expected['date_td'].apply(datetime.strptime, args=('%Y-%m-%d',)) no_conversion = read_stata(self.dta15_117, convert_dates=True) tm.assert_frame_equal(expected, no_conversion) conversion = read_stata(self.dta15_117, convert_dates=True, preserve_dtypes=False) # read_csv types are the same expected = self.read_csv(self.csv15) expected['date_td'] = expected['date_td'].apply(datetime.strptime, args=('%Y-%m-%d',)) tm.assert_frame_equal(expected, conversion) def test_drop_column(self): expected = self.read_csv(self.csv15) expected['byte_'] = expected['byte_'].astype(np.int8) expected['int_'] = expected['int_'].astype(np.int16) expected['long_'] = expected['long_'].astype(np.int32) expected['float_'] = expected['float_'].astype(np.float32) expected['double_'] = expected['double_'].astype(np.float64) expected['date_td'] = expected['date_td'].apply(datetime.strptime, args=('%Y-%m-%d',)) columns = ['byte_', 'int_', 'long_'] expected = expected[columns] dropped = read_stata(self.dta15_117, convert_dates=True, columns=columns) tm.assert_frame_equal(expected, dropped) # See PR 10757 columns = ['int_', 'long_', 'byte_'] expected = expected[columns] reordered = read_stata(self.dta15_117, convert_dates=True, columns=columns) tm.assert_frame_equal(expected, reordered) with pytest.raises(ValueError): columns = ['byte_', 'byte_'] read_stata(self.dta15_117, convert_dates=True, columns=columns) with pytest.raises(ValueError): columns = ['byte_', 'int_', 'long_', 'not_found'] read_stata(self.dta15_117, convert_dates=True, columns=columns) @pytest.mark.parametrize('version', [114, 117]) @pytest.mark.filterwarnings( "ignore:\\nStata value:pandas.io.stata.ValueLabelTypeMismatch" ) def test_categorical_writing(self, version): original = DataFrame.from_records( [ ["one", "ten", "one", "one", "one", 1], ["two", "nine", "two", "two", "two", 2], ["three", "eight", "three", "three", "three", 3], ["four", "seven", 4, "four", "four", 4], ["five", "six", 5, np.nan, "five", 5], ["six", "five", 6, np.nan, "six", 6], ["seven", "four", 7, np.nan, "seven", 7], ["eight", "three", 8, np.nan, "eight", 8], ["nine", "two", 9, np.nan, "nine", 9], ["ten", "one", "ten", np.nan, "ten", 10] ], columns=['fully_labeled', 'fully_labeled2', 'incompletely_labeled', 'labeled_with_missings', 'float_labelled', 'unlabeled']) expected = original.copy() # these are all categoricals original = pd.concat([original[col].astype('category') for col in original], axis=1) expected['incompletely_labeled'] = expected[ 'incompletely_labeled'].apply(str) expected['unlabeled'] = expected['unlabeled'].apply(str) expected = pd.concat([expected[col].astype('category') for col in expected], axis=1) expected.index.name = 'index' with tm.ensure_clean() as path: original.to_stata(path, version=version) written_and_read_again = self.read_dta(path) res = written_and_read_again.set_index('index') tm.assert_frame_equal(res, expected, check_categorical=False) def test_categorical_warnings_and_errors(self): # Warning for non-string labels # Error for labels too long original = pd.DataFrame.from_records( [['a' * 10000], ['b' * 10000], ['c' * 10000], ['d' * 10000]], columns=['Too_long']) original = pd.concat([original[col].astype('category') for col in original], axis=1) with tm.ensure_clean() as path: pytest.raises(ValueError, original.to_stata, path) original = pd.DataFrame.from_records( [['a'], ['b'], ['c'], ['d'], [1]], columns=['Too_long']) original = pd.concat([original[col].astype('category') for col in original], axis=1) with tm.assert_produces_warning(pd.io.stata.ValueLabelTypeMismatch): original.to_stata(path) # should get a warning for mixed content @pytest.mark.parametrize('version', [114, 117]) def test_categorical_with_stata_missing_values(self, version): values = [['a' + str(i)] for i in range(120)] values.append([np.nan]) original = pd.DataFrame.from_records(values, columns=['many_labels']) original = pd.concat([original[col].astype('category') for col in original], axis=1) original.index.name = 'index' with tm.ensure_clean() as path: original.to_stata(path, version=version) written_and_read_again = self.read_dta(path) res = written_and_read_again.set_index('index') tm.assert_frame_equal(res, original, check_categorical=False) @pytest.mark.parametrize( 'file', ['dta19_115', 'dta19_117']) def test_categorical_order(self, file): # Directly construct using expected codes # Format is is_cat, col_name, labels (in order), underlying data expected = [(True, 'ordered', ['a', 'b', 'c', 'd', 'e'], np.arange(5)), (True, 'reverse', ['a', 'b', 'c', 'd', 'e'], np.arange(5)[::-1]), (True, 'noorder', ['a', 'b', 'c', 'd', 'e'], np.array([2, 1, 4, 0, 3])), (True, 'floating', [ 'a', 'b', 'c', 'd', 'e'], np.arange(0, 5)), (True, 'float_missing', [ 'a', 'd', 'e'], np.array([0, 1, 2, -1, -1])), (False, 'nolabel', [ 1.0, 2.0, 3.0, 4.0, 5.0], np.arange(5)), (True, 'int32_mixed', ['d', 2, 'e', 'b', 'a'], np.arange(5))] cols = [] for is_cat, col, labels, codes in expected: if is_cat: cols.append((col, pd.Categorical.from_codes(codes, labels))) else: cols.append((col, pd.Series(labels, dtype=np.float32))) expected = DataFrame.from_dict(OrderedDict(cols)) # Read with and with out categoricals, ensure order is identical file = getattr(self, file) parsed = read_stata(file) tm.assert_frame_equal(expected, parsed, check_categorical=False) # Check identity of codes for col in expected: if is_categorical_dtype(expected[col]): tm.assert_series_equal(expected[col].cat.codes, parsed[col].cat.codes) tm.assert_index_equal(expected[col].cat.categories, parsed[col].cat.categories) @pytest.mark.parametrize( 'file', ['dta20_115', 'dta20_117']) def test_categorical_sorting(self, file): parsed = read_stata(getattr(self, file)) # Sort based on codes, not strings parsed = parsed.sort_values("srh", na_position='first') # Don't sort index parsed.index = np.arange(parsed.shape[0]) codes = [-1, -1, 0, 1, 1, 1, 2, 2, 3, 4] categories = ["Poor", "Fair", "Good", "Very good", "Excellent"] cat = pd.Categorical.from_codes(codes=codes, categories=categories) expected = pd.Series(cat, name='srh') tm.assert_series_equal(expected, parsed["srh"], check_categorical=False) @pytest.mark.parametrize( 'file', ['dta19_115', 'dta19_117']) def test_categorical_ordering(self, file): file = getattr(self, file) parsed = read_stata(file) parsed_unordered = read_stata(file, order_categoricals=False) for col in parsed: if not is_categorical_dtype(parsed[col]): continue assert parsed[col].cat.ordered assert not parsed_unordered[col].cat.ordered @pytest.mark.parametrize( 'file', ['dta1_117', 'dta2_117', 'dta3_117', 'dta4_117', 'dta14_117', 'dta15_117', 'dta16_117', 'dta17_117', 'dta18_117', 'dta19_117', 'dta20_117']) @pytest.mark.parametrize( 'chunksize', [1, 2]) @pytest.mark.parametrize( 'convert_categoricals', [False, True]) @pytest.mark.parametrize( 'convert_dates', [False, True]) def test_read_chunks_117(self, file, chunksize, convert_categoricals, convert_dates): fname = getattr(self, file) with warnings.catch_warnings(record=True) as w: warnings.simplefilter("always") parsed = read_stata( fname, convert_categoricals=convert_categoricals, convert_dates=convert_dates) itr = read_stata( fname, iterator=True, convert_categoricals=convert_categoricals, convert_dates=convert_dates) pos = 0 for j in range(5): with warnings.catch_warnings(record=True) as w: # noqa warnings.simplefilter("always") try: chunk = itr.read(chunksize) except StopIteration: break from_frame = parsed.iloc[pos:pos + chunksize, :] tm.assert_frame_equal( from_frame, chunk, check_dtype=False, check_datetimelike_compat=True, check_categorical=False) pos += chunksize itr.close() def test_iterator(self): fname = self.dta3_117 parsed = read_stata(fname) with read_stata(fname, iterator=True) as itr: chunk = itr.read(5) tm.assert_frame_equal(parsed.iloc[0:5, :], chunk) with read_stata(fname, chunksize=5) as itr: chunk = list(itr) tm.assert_frame_equal(parsed.iloc[0:5, :], chunk[0]) with read_stata(fname, iterator=True) as itr: chunk = itr.get_chunk(5) tm.assert_frame_equal(parsed.iloc[0:5, :], chunk) with read_stata(fname, chunksize=5) as itr: chunk = itr.get_chunk() tm.assert_frame_equal(parsed.iloc[0:5, :], chunk) # GH12153 with read_stata(fname, chunksize=4) as itr: from_chunks = pd.concat(itr) tm.assert_frame_equal(parsed, from_chunks) @pytest.mark.parametrize( 'file', ['dta2_115', 'dta3_115', 'dta4_115', 'dta14_115', 'dta15_115', 'dta16_115', 'dta17_115', 'dta18_115', 'dta19_115', 'dta20_115']) @pytest.mark.parametrize( 'chunksize', [1, 2]) @pytest.mark.parametrize( 'convert_categoricals', [False, True]) @pytest.mark.parametrize( 'convert_dates', [False, True]) def test_read_chunks_115(self, file, chunksize, convert_categoricals, convert_dates): fname = getattr(self, file) # Read the whole file with warnings.catch_warnings(record=True) as w: warnings.simplefilter("always") parsed = read_stata( fname, convert_categoricals=convert_categoricals, convert_dates=convert_dates) # Compare to what we get when reading by chunk itr = read_stata( fname, iterator=True, convert_dates=convert_dates, convert_categoricals=convert_categoricals) pos = 0 for j in range(5): with warnings.catch_warnings(record=True) as w: # noqa warnings.simplefilter("always") try: chunk = itr.read(chunksize) except StopIteration: break from_frame = parsed.iloc[pos:pos + chunksize, :] tm.assert_frame_equal( from_frame, chunk, check_dtype=False, check_datetimelike_compat=True, check_categorical=False) pos += chunksize itr.close() def test_read_chunks_columns(self): fname = self.dta3_117 columns = ['quarter', 'cpi', 'm1'] chunksize = 2 parsed = read_stata(fname, columns=columns) with read_stata(fname, iterator=True) as itr: pos = 0 for j in range(5): chunk = itr.read(chunksize, columns=columns) if chunk is None: break from_frame = parsed.iloc[pos:pos + chunksize, :] tm.assert_frame_equal(from_frame, chunk, check_dtype=False) pos += chunksize @pytest.mark.parametrize('version', [114, 117]) def test_write_variable_labels(self, version): # GH 13631, add support for writing variable labels original = pd.DataFrame({'a': [1, 2, 3, 4], 'b': [1.0, 3.0, 27.0, 81.0], 'c': ['Atlanta', 'Birmingham', 'Cincinnati', 'Detroit']}) original.index.name = 'index' variable_labels = {'a': 'City Rank', 'b': 'City Exponent', 'c': 'City'} with tm.ensure_clean() as path: original.to_stata(path, variable_labels=variable_labels, version=version) with StataReader(path) as sr: read_labels = sr.variable_labels() expected_labels = {'index': '', 'a': 'City Rank', 'b': 'City Exponent', 'c': 'City'} assert read_labels == expected_labels variable_labels['index'] = 'The Index' with tm.ensure_clean() as path: original.to_stata(path, variable_labels=variable_labels, version=version) with StataReader(path) as sr: read_labels = sr.variable_labels() assert read_labels == variable_labels @pytest.mark.parametrize('version', [114, 117]) def test_invalid_variable_labels(self, version): original = pd.DataFrame({'a': [1, 2, 3, 4], 'b': [1.0, 3.0, 27.0, 81.0], 'c': ['Atlanta', 'Birmingham', 'Cincinnati', 'Detroit']}) original.index.name = 'index' variable_labels = {'a': 'very long' * 10, 'b': 'City Exponent', 'c': 'City'} with tm.ensure_clean() as path: with pytest.raises(ValueError): original.to_stata(path, variable_labels=variable_labels, version=version) variable_labels['a'] = u'invalid character Œ' with tm.ensure_clean() as path: with pytest.raises(ValueError): original.to_stata(path, variable_labels=variable_labels, version=version) def test_write_variable_label_errors(self): original = pd.DataFrame({'a': [1, 2, 3, 4], 'b': [1.0, 3.0, 27.0, 81.0], 'c': ['Atlanta', 'Birmingham', 'Cincinnati', 'Detroit']}) values = [u'\u03A1', u'\u0391', u'\u039D', u'\u0394', u'\u0391', u'\u03A3'] variable_labels_utf8 = {'a': 'City Rank', 'b': 'City Exponent', 'c': u''.join(values)} with pytest.raises(ValueError): with tm.ensure_clean() as path: original.to_stata(path, variable_labels=variable_labels_utf8) variable_labels_long = {'a': 'City Rank', 'b': 'City Exponent', 'c': 'A very, very, very long variable label ' 'that is too long for Stata which means ' 'that it has more than 80 characters'} with pytest.raises(ValueError): with tm.ensure_clean() as path: original.to_stata(path, variable_labels=variable_labels_long) def test_default_date_conversion(self): # GH 12259 dates = [dt.datetime(1999, 12, 31, 12, 12, 12, 12000), dt.datetime(2012, 12, 21, 12, 21, 12, 21000), dt.datetime(1776, 7, 4, 7, 4, 7, 4000)] original = pd.DataFrame({'nums': [1.0, 2.0, 3.0], 'strs': ['apple', 'banana', 'cherry'], 'dates': dates}) with tm.ensure_clean() as path: original.to_stata(path, write_index=False) reread = read_stata(path, convert_dates=True) tm.assert_frame_equal(original, reread) original.to_stata(path, write_index=False, convert_dates={'dates': 'tc'}) direct = read_stata(path, convert_dates=True) tm.assert_frame_equal(reread, direct) dates_idx = original.columns.tolist().index('dates') original.to_stata(path, write_index=False, convert_dates={dates_idx: 'tc'}) direct = read_stata(path, convert_dates=True) tm.assert_frame_equal(reread, direct) def test_unsupported_type(self): original = pd.DataFrame({'a': [1 + 2j, 2 + 4j]}) with pytest.raises(NotImplementedError): with tm.ensure_clean() as path: original.to_stata(path) def test_unsupported_datetype(self): dates = [dt.datetime(1999, 12, 31, 12, 12, 12, 12000), dt.datetime(2012, 12, 21, 12, 21, 12, 21000), dt.datetime(1776, 7, 4, 7, 4, 7, 4000)] original = pd.DataFrame({'nums': [1.0, 2.0, 3.0], 'strs': ['apple', 'banana', 'cherry'], 'dates': dates}) with pytest.raises(NotImplementedError): with tm.ensure_clean() as path: original.to_stata(path, convert_dates={'dates': 'tC'}) dates = pd.date_range('1-1-1990', periods=3, tz='Asia/Hong_Kong') original = pd.DataFrame({'nums': [1.0, 2.0, 3.0], 'strs': ['apple', 'banana', 'cherry'], 'dates': dates}) with pytest.raises(NotImplementedError): with tm.ensure_clean() as path: original.to_stata(path) def test_repeated_column_labels(self): # GH 13923 with pytest.raises(ValueError) as cm: read_stata(self.dta23, convert_categoricals=True) assert 'wolof' in cm.exception def test_stata_111(self): # 111 is an old version but still used by current versions of # SAS when exporting to Stata format. We do not know of any # on-line documentation for this version. df = read_stata(self.dta24_111) original = pd.DataFrame({'y': [1, 1, 1, 1, 1, 0, 0, np.NaN, 0, 0], 'x': [1, 2, 1, 3, np.NaN, 4, 3, 5, 1, 6], 'w': [2, np.NaN, 5, 2, 4, 4, 3, 1, 2, 3], 'z': ['a', 'b', 'c', 'd', 'e', '', 'g', 'h', 'i', 'j']}) original = original[['y', 'x', 'w', 'z']] tm.assert_frame_equal(original, df) def test_out_of_range_double(self): # GH 14618 df = DataFrame({'ColumnOk': [0.0, np.finfo(np.double).eps, 4.49423283715579e+307], 'ColumnTooBig': [0.0, np.finfo(np.double).eps, np.finfo(np.double).max]}) with pytest.raises(ValueError) as cm: with tm.ensure_clean() as path: df.to_stata(path) assert 'ColumnTooBig' in cm.exception df.loc[2, 'ColumnTooBig'] = np.inf with pytest.raises(ValueError) as cm: with tm.ensure_clean() as path: df.to_stata(path) assert 'ColumnTooBig' in cm.exception assert 'infinity' in cm.exception def test_out_of_range_float(self): original = DataFrame({'ColumnOk': [0.0, np.finfo(np.float32).eps, np.finfo(np.float32).max / 10.0], 'ColumnTooBig': [0.0, np.finfo(np.float32).eps, np.finfo(np.float32).max]}) original.index.name = 'index' for col in original: original[col] = original[col].astype(np.float32) with tm.ensure_clean() as path: original.to_stata(path) reread = read_stata(path) original['ColumnTooBig'] = original['ColumnTooBig'].astype( np.float64) tm.assert_frame_equal(original, reread.set_index('index')) original.loc[2, 'ColumnTooBig'] = np.inf with pytest.raises(ValueError) as cm: with tm.ensure_clean() as path: original.to_stata(path) assert 'ColumnTooBig' in cm.exception assert 'infinity' in cm.exception def test_path_pathlib(self): df = tm.makeDataFrame() df.index.name = 'index' reader = lambda x: read_stata(x).set_index('index') result = tm.round_trip_pathlib(df.to_stata, reader) tm.assert_frame_equal(df, result) def test_pickle_path_localpath(self): df = tm.makeDataFrame() df.index.name = 'index' reader = lambda x: read_stata(x).set_index('index') result = tm.round_trip_localpath(df.to_stata, reader) tm.assert_frame_equal(df, result) @pytest.mark.parametrize( 'write_index', [True, False]) def test_value_labels_iterator(self, write_index): # GH 16923 d = {'A': ['B', 'E', 'C', 'A', 'E']} df = pd.DataFrame(data=d) df['A'] = df['A'].astype('category') with tm.ensure_clean() as path: df.to_stata(path, write_index=write_index) with pd.read_stata(path, iterator=True) as dta_iter: value_labels = dta_iter.value_labels() assert value_labels == {'A': {0: 'A', 1: 'B', 2: 'C', 3: 'E'}} def test_set_index(self): # GH 17328 df = tm.makeDataFrame() df.index.name = 'index' with tm.ensure_clean() as path: df.to_stata(path) reread = pd.read_stata(path, index_col='index') tm.assert_frame_equal(df, reread) @pytest.mark.parametrize( 'column', ['ms', 'day', 'week', 'month', 'qtr', 'half', 'yr']) def test_date_parsing_ignores_format_details(self, column): # GH 17797 # # Test that display formats are ignored when determining if a numeric # column is a date value. # # All date types are stored as numbers and format associated with the # column denotes both the type of the date and the display format. # # STATA supports 9 date types which each have distinct units. We test 7 # of the 9 types, ignoring %tC and %tb. %tC is a variant of %tc that # accounts for leap seconds and %tb relies on STATAs business calendar. df = read_stata(self.stata_dates) unformatted = df.loc[0, column] formatted = df.loc[0, column + "_fmt"] assert unformatted == formatted def test_writer_117(self): original = DataFrame(data=[['string', 'object', 1, 1, 1, 1.1, 1.1, np.datetime64('2003-12-25'), 'a', 'a' * 2045, 'a' * 5000, 'a'], ['string-1', 'object-1', 1, 1, 1, 1.1, 1.1, np.datetime64('2003-12-26'), 'b', 'b' * 2045, '', ''] ], columns=['string', 'object', 'int8', 'int16', 'int32', 'float32', 'float64', 'datetime', 's1', 's2045', 'srtl', 'forced_strl']) original['object'] = Series(original['object'], dtype=object) original['int8'] = Series(original['int8'], dtype=np.int8) original['int16'] = Series(original['int16'], dtype=np.int16) original['int32'] = original['int32'].astype(np.int32) original['float32'] = Series(original['float32'], dtype=np.float32) original.index.name = 'index' original.index = original.index.astype(np.int32) copy = original.copy() with tm.ensure_clean() as path: original.to_stata(path, convert_dates={'datetime': 'tc'}, convert_strl=['forced_strl'], version=117) written_and_read_again = self.read_dta(path) # original.index is np.int32, read index is np.int64 tm.assert_frame_equal(written_and_read_again.set_index('index'), original, check_index_type=False) tm.assert_frame_equal(original, copy) def test_convert_strl_name_swap(self): original = DataFrame([['a' * 3000, 'A', 'apple'], ['b' * 1000, 'B', 'banana']], columns=['long1' * 10, 'long', 1]) original.index.name = 'index' with tm.assert_produces_warning(pd.io.stata.InvalidColumnName): with tm.ensure_clean() as path: original.to_stata(path, convert_strl=['long', 1], version=117) reread = self.read_dta(path) reread = reread.set_index('index') reread.columns = original.columns tm.assert_frame_equal(reread, original, check_index_type=False) def test_invalid_date_conversion(self): # GH 12259 dates = [dt.datetime(1999, 12, 31, 12, 12, 12, 12000), dt.datetime(2012, 12, 21, 12, 21, 12, 21000), dt.datetime(1776, 7, 4, 7, 4, 7, 4000)] original = pd.DataFrame({'nums': [1.0, 2.0, 3.0], 'strs': ['apple', 'banana', 'cherry'], 'dates': dates}) with tm.ensure_clean() as path: with pytest.raises(ValueError): original.to_stata(path, convert_dates={'wrong_name': 'tc'}) @pytest.mark.parametrize('version', [114, 117]) def test_nonfile_writing(self, version): # GH 21041 bio = io.BytesIO() df = tm.makeDataFrame() df.index.name = 'index' with tm.ensure_clean() as path: df.to_stata(bio, version=version) bio.seek(0) with open(path, 'wb') as dta: dta.write(bio.read()) reread = pd.read_stata(path, index_col='index') tm.assert_frame_equal(df, reread) def test_gzip_writing(self): # writing version 117 requires seek and cannot be used with gzip df = tm.makeDataFrame() df.index.name = 'index' with tm.ensure_clean() as path: with gzip.GzipFile(path, 'wb') as gz: df.to_stata(gz, version=114) with gzip.GzipFile(path, 'rb') as gz: reread = pd.read_stata(gz, index_col='index') tm.assert_frame_equal(df, reread) def test_unicode_dta_118(self): unicode_df = self.read_dta(self.dta25_118) columns = ['utf8', 'latin1', 'ascii', 'utf8_strl', 'ascii_strl'] values = [[u'ραηδας', u'PÄNDÄS', 'p', u'ραηδας', 'p'], [u'ƤĀńĐąŜ', u'Ö', 'a', u'ƤĀńĐąŜ', 'a'], [u'ᴘᴀᴎᴅᴀS', u'Ü', 'n', u'ᴘᴀᴎᴅᴀS', 'n'], [' ', ' ', 'd', ' ', 'd'], [' ', '', 'a', ' ', 'a'], ['', '', 's', '', 's'], ['', '', ' ', '', ' ']] expected = pd.DataFrame(values, columns=columns) tm.assert_frame_equal(unicode_df, expected)
bsd-3-clause
Barmaley-exe/scikit-learn
sklearn/linear_model/tests/test_randomized_l1.py
39
4706
# Authors: Alexandre Gramfort <[email protected]> # License: BSD 3 clause import numpy as np from scipy import sparse from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_array_equal from sklearn.utils.testing import assert_raises from sklearn.linear_model.randomized_l1 import (lasso_stability_path, RandomizedLasso, RandomizedLogisticRegression) from sklearn.datasets import load_diabetes, load_iris from sklearn.feature_selection import f_regression, f_classif from sklearn.preprocessing import StandardScaler from sklearn.linear_model.base import center_data diabetes = load_diabetes() X = diabetes.data y = diabetes.target X = StandardScaler().fit_transform(X) X = X[:, [2, 3, 6, 7, 8]] # test that the feature score of the best features F, _ = f_regression(X, y) def test_lasso_stability_path(): """Check lasso stability path""" # Load diabetes data and add noisy features scaling = 0.3 coef_grid, scores_path = lasso_stability_path(X, y, scaling=scaling, random_state=42, n_resampling=30) assert_array_equal(np.argsort(F)[-3:], np.argsort(np.sum(scores_path, axis=1))[-3:]) def test_randomized_lasso(): """Check randomized lasso""" scaling = 0.3 selection_threshold = 0.5 # or with 1 alpha clf = RandomizedLasso(verbose=False, alpha=1, random_state=42, scaling=scaling, selection_threshold=selection_threshold) feature_scores = clf.fit(X, y).scores_ assert_array_equal(np.argsort(F)[-3:], np.argsort(feature_scores)[-3:]) # or with many alphas clf = RandomizedLasso(verbose=False, alpha=[1, 0.8], random_state=42, scaling=scaling, selection_threshold=selection_threshold) feature_scores = clf.fit(X, y).scores_ assert_equal(clf.all_scores_.shape, (X.shape[1], 2)) assert_array_equal(np.argsort(F)[-3:], np.argsort(feature_scores)[-3:]) X_r = clf.transform(X) X_full = clf.inverse_transform(X_r) assert_equal(X_r.shape[1], np.sum(feature_scores > selection_threshold)) assert_equal(X_full.shape, X.shape) clf = RandomizedLasso(verbose=False, alpha='aic', random_state=42, scaling=scaling) feature_scores = clf.fit(X, y).scores_ assert_array_equal(feature_scores, X.shape[1] * [1.]) clf = RandomizedLasso(verbose=False, scaling=-0.1) assert_raises(ValueError, clf.fit, X, y) clf = RandomizedLasso(verbose=False, scaling=1.1) assert_raises(ValueError, clf.fit, X, y) def test_randomized_logistic(): """Check randomized sparse logistic regression""" iris = load_iris() X = iris.data[:, [0, 2]] y = iris.target X = X[y != 2] y = y[y != 2] F, _ = f_classif(X, y) scaling = 0.3 clf = RandomizedLogisticRegression(verbose=False, C=1., random_state=42, scaling=scaling, n_resampling=50, tol=1e-3) X_orig = X.copy() feature_scores = clf.fit(X, y).scores_ assert_array_equal(X, X_orig) # fit does not modify X assert_array_equal(np.argsort(F), np.argsort(feature_scores)) clf = RandomizedLogisticRegression(verbose=False, C=[1., 0.5], random_state=42, scaling=scaling, n_resampling=50, tol=1e-3) feature_scores = clf.fit(X, y).scores_ assert_array_equal(np.argsort(F), np.argsort(feature_scores)) def test_randomized_logistic_sparse(): """Check randomized sparse logistic regression on sparse data""" iris = load_iris() X = iris.data[:, [0, 2]] y = iris.target X = X[y != 2] y = y[y != 2] # center here because sparse matrices are usually not centered X, y, _, _, _ = center_data(X, y, True, True) X_sp = sparse.csr_matrix(X) F, _ = f_classif(X, y) scaling = 0.3 clf = RandomizedLogisticRegression(verbose=False, C=1., random_state=42, scaling=scaling, n_resampling=50, tol=1e-3) feature_scores = clf.fit(X, y).scores_ clf = RandomizedLogisticRegression(verbose=False, C=1., random_state=42, scaling=scaling, n_resampling=50, tol=1e-3) feature_scores_sp = clf.fit(X_sp, y).scores_ assert_array_equal(feature_scores, feature_scores_sp)
bsd-3-clause
Eric89GXL/scikit-learn
examples/datasets/plot_iris_dataset.py
8
1902
#!/usr/bin/python # -*- coding: utf-8 -*- """ ========================================================= The Iris Dataset ========================================================= This data sets consists of 3 different types of irises' (Setosa, Versicolour, and Virginica) petal and sepal length, stored in a 150x4 numpy.ndarray The rows being the samples and the columns being: Sepal Length, Sepal Width, Petal Length and Petal Width. The below plot uses the first two features. See `here <http://en.wikipedia.org/wiki/Iris_flower_data_set>`_ for more information on this dataset. """ print(__doc__) # Code source: Gaël Varoquaux # Modified for documentation by Jaques Grobler # License: BSD 3 clause import pylab as pl from mpl_toolkits.mplot3d import Axes3D from sklearn import datasets from sklearn.decomposition import PCA # import some data to play with iris = datasets.load_iris() X = iris.data[:, :2] # we only take the first two features. Y = iris.target x_min, x_max = X[:, 0].min() - .5, X[:, 0].max() + .5 y_min, y_max = X[:, 1].min() - .5, X[:, 1].max() + .5 pl.figure(2, figsize=(8, 6)) pl.clf() # Plot the training points pl.scatter(X[:, 0], X[:, 1], c=Y, cmap=pl.cm.Paired) pl.xlabel('Sepal length') pl.ylabel('Sepal width') pl.xlim(x_min, x_max) pl.ylim(y_min, y_max) pl.xticks(()) pl.yticks(()) # To getter a better understanding of interaction of the dimensions # plot the first three PCA dimensions fig = pl.figure(1, figsize=(8, 6)) ax = Axes3D(fig, elev=-150, azim=110) X_reduced = PCA(n_components=3).fit_transform(iris.data) ax.scatter(X_reduced[:, 0], X_reduced[:, 1], X_reduced[:, 2], c=Y, cmap=pl.cm.Paired) ax.set_title("First three PCA directions") ax.set_xlabel("1st eigenvector") ax.w_xaxis.set_ticklabels([]) ax.set_ylabel("2nd eigenvector") ax.w_yaxis.set_ticklabels([]) ax.set_zlabel("3rd eigenvector") ax.w_zaxis.set_ticklabels([]) pl.show()
bsd-3-clause
petebachant/seaborn
seaborn/linearmodels.py
14
57371
"""Plotting functions for linear models (broadly construed).""" from __future__ import division import copy import itertools from textwrap import dedent import numpy as np import pandas as pd from scipy.spatial import distance import matplotlib as mpl import matplotlib.pyplot as plt import warnings try: import statsmodels assert statsmodels _has_statsmodels = True except ImportError: _has_statsmodels = False from .external.six import string_types from .external.six.moves import range from . import utils from . import algorithms as algo from .palettes import color_palette from .axisgrid import FacetGrid, PairGrid, _facet_docs from .distributions import kdeplot class _LinearPlotter(object): """Base class for plotting relational data in tidy format. To get anything useful done you'll have to inherit from this, but setup code that can be abstracted out should be put here. """ def establish_variables(self, data, **kws): """Extract variables from data or use directly.""" self.data = data # Validate the inputs any_strings = any([isinstance(v, string_types) for v in kws.values()]) if any_strings and data is None: raise ValueError("Must pass `data` if using named variables.") # Set the variables for var, val in kws.items(): if isinstance(val, string_types): setattr(self, var, data[val]) else: setattr(self, var, val) def dropna(self, *vars): """Remove observations with missing data.""" vals = [getattr(self, var) for var in vars] vals = [v for v in vals if v is not None] not_na = np.all(np.column_stack([pd.notnull(v) for v in vals]), axis=1) for var in vars: val = getattr(self, var) if val is not None: setattr(self, var, val[not_na]) def plot(self, ax): raise NotImplementedError class _RegressionPlotter(_LinearPlotter): """Plotter for numeric independent variables with regression model. This does the computations and drawing for the `regplot` function, and is thus also used indirectly by `lmplot`. """ def __init__(self, x, y, data=None, x_estimator=None, x_bins=None, x_ci="ci", scatter=True, fit_reg=True, ci=95, n_boot=1000, units=None, order=1, logistic=False, lowess=False, robust=False, logx=False, x_partial=None, y_partial=None, truncate=False, dropna=True, x_jitter=None, y_jitter=None, color=None, label=None): # Set member attributes self.x_estimator = x_estimator self.ci = ci self.x_ci = ci if x_ci == "ci" else x_ci self.n_boot = n_boot self.scatter = scatter self.fit_reg = fit_reg self.order = order self.logistic = logistic self.lowess = lowess self.robust = robust self.logx = logx self.truncate = truncate self.x_jitter = x_jitter self.y_jitter = y_jitter self.color = color self.label = label # Validate the regression options: if sum((order > 1, logistic, robust, lowess, logx)) > 1: raise ValueError("Mutually exclusive regression options.") # Extract the data vals from the arguments or passed dataframe self.establish_variables(data, x=x, y=y, units=units, x_partial=x_partial, y_partial=y_partial) # Drop null observations if dropna: self.dropna("x", "y", "units", "x_partial", "y_partial") # Regress nuisance variables out of the data if self.x_partial is not None: self.x = self.regress_out(self.x, self.x_partial) if self.y_partial is not None: self.y = self.regress_out(self.y, self.y_partial) # Possibly bin the predictor variable, which implies a point estimate if x_bins is not None: self.x_estimator = np.mean if x_estimator is None else x_estimator x_discrete, x_bins = self.bin_predictor(x_bins) self.x_discrete = x_discrete else: self.x_discrete = self.x # Save the range of the x variable for the grid later self.x_range = self.x.min(), self.x.max() @property def scatter_data(self): """Data where each observation is a point.""" x_j = self.x_jitter if x_j is None: x = self.x else: x = self.x + np.random.uniform(-x_j, x_j, len(self.x)) y_j = self.y_jitter if y_j is None: y = self.y else: y = self.y + np.random.uniform(-y_j, y_j, len(self.y)) return x, y @property def estimate_data(self): """Data with a point estimate and CI for each discrete x value.""" x, y = self.x_discrete, self.y vals = sorted(np.unique(x)) points, cis = [], [] for val in vals: # Get the point estimate of the y variable _y = y[x == val] est = self.x_estimator(_y) points.append(est) # Compute the confidence interval for this estimate if self.x_ci is None: cis.append(None) else: units = None if self.units is not None: units = self.units[x == val] boots = algo.bootstrap(_y, func=self.x_estimator, n_boot=self.n_boot, units=units) _ci = utils.ci(boots, self.x_ci) cis.append(_ci) return vals, points, cis def fit_regression(self, ax=None, x_range=None, grid=None): """Fit the regression model.""" # Create the grid for the regression if grid is None: if self.truncate: x_min, x_max = self.x_range else: if ax is None: x_min, x_max = x_range else: x_min, x_max = ax.get_xlim() grid = np.linspace(x_min, x_max, 100) ci = self.ci # Fit the regression if self.order > 1: yhat, yhat_boots = self.fit_poly(grid, self.order) elif self.logistic: from statsmodels.genmod.generalized_linear_model import GLM from statsmodels.genmod.families import Binomial yhat, yhat_boots = self.fit_statsmodels(grid, GLM, family=Binomial()) elif self.lowess: ci = None grid, yhat = self.fit_lowess() elif self.robust: from statsmodels.robust.robust_linear_model import RLM yhat, yhat_boots = self.fit_statsmodels(grid, RLM) elif self.logx: yhat, yhat_boots = self.fit_logx(grid) else: yhat, yhat_boots = self.fit_fast(grid) # Compute the confidence interval at each grid point if ci is None: err_bands = None else: err_bands = utils.ci(yhat_boots, ci, axis=0) return grid, yhat, err_bands def fit_fast(self, grid): """Low-level regression and prediction using linear algebra.""" X, y = np.c_[np.ones(len(self.x)), self.x], self.y grid = np.c_[np.ones(len(grid)), grid] reg_func = lambda _x, _y: np.linalg.pinv(_x).dot(_y) yhat = grid.dot(reg_func(X, y)) if self.ci is None: return yhat, None beta_boots = algo.bootstrap(X, y, func=reg_func, n_boot=self.n_boot, units=self.units).T yhat_boots = grid.dot(beta_boots).T return yhat, yhat_boots def fit_poly(self, grid, order): """Regression using numpy polyfit for higher-order trends.""" x, y = self.x, self.y reg_func = lambda _x, _y: np.polyval(np.polyfit(_x, _y, order), grid) yhat = reg_func(x, y) if self.ci is None: return yhat, None yhat_boots = algo.bootstrap(x, y, func=reg_func, n_boot=self.n_boot, units=self.units) return yhat, yhat_boots def fit_statsmodels(self, grid, model, **kwargs): """More general regression function using statsmodels objects.""" X, y = np.c_[np.ones(len(self.x)), self.x], self.y grid = np.c_[np.ones(len(grid)), grid] reg_func = lambda _x, _y: model(_y, _x, **kwargs).fit().predict(grid) yhat = reg_func(X, y) if self.ci is None: return yhat, None yhat_boots = algo.bootstrap(X, y, func=reg_func, n_boot=self.n_boot, units=self.units) return yhat, yhat_boots def fit_lowess(self): """Fit a locally-weighted regression, which returns its own grid.""" from statsmodels.nonparametric.smoothers_lowess import lowess grid, yhat = lowess(self.y, self.x).T return grid, yhat def fit_logx(self, grid): """Fit the model in log-space.""" X, y = np.c_[np.ones(len(self.x)), self.x], self.y grid = np.c_[np.ones(len(grid)), np.log(grid)] def reg_func(_x, _y): _x = np.c_[_x[:, 0], np.log(_x[:, 1])] return np.linalg.pinv(_x).dot(_y) yhat = grid.dot(reg_func(X, y)) if self.ci is None: return yhat, None beta_boots = algo.bootstrap(X, y, func=reg_func, n_boot=self.n_boot, units=self.units).T yhat_boots = grid.dot(beta_boots).T return yhat, yhat_boots def bin_predictor(self, bins): """Discretize a predictor by assigning value to closest bin.""" x = self.x if np.isscalar(bins): percentiles = np.linspace(0, 100, bins + 2)[1:-1] bins = np.c_[utils.percentiles(x, percentiles)] else: bins = np.c_[np.ravel(bins)] dist = distance.cdist(np.c_[x], bins) x_binned = bins[np.argmin(dist, axis=1)].ravel() return x_binned, bins.ravel() def regress_out(self, a, b): """Regress b from a keeping a's original mean.""" a_mean = a.mean() a = a - a_mean b = b - b.mean() b = np.c_[b] a_prime = a - b.dot(np.linalg.pinv(b).dot(a)) return (a_prime + a_mean).reshape(a.shape) def plot(self, ax, scatter_kws, line_kws): """Draw the full plot.""" # Insert the plot label into the correct set of keyword arguments if self.scatter: scatter_kws["label"] = self.label else: line_kws["label"] = self.label # Use the current color cycle state as a default if self.color is None: lines, = plt.plot(self.x.mean(), self.y.mean()) color = lines.get_color() lines.remove() else: color = self.color # Let color in keyword arguments override overall plot color scatter_kws.setdefault("color", color) line_kws.setdefault("color", color) # Draw the constituent plots if self.scatter: self.scatterplot(ax, scatter_kws) if self.fit_reg: self.lineplot(ax, line_kws) # Label the axes if hasattr(self.x, "name"): ax.set_xlabel(self.x.name) if hasattr(self.y, "name"): ax.set_ylabel(self.y.name) def scatterplot(self, ax, kws): """Draw the data.""" # Treat the line-based markers specially, explicitly setting larger # linewidth than is provided by the seaborn style defaults. # This would ideally be handled better in matplotlib (i.e., distinguish # between edgewidth for solid glyphs and linewidth for line glyphs # but this should do for now. line_markers = ["1", "2", "3", "4", "+", "x", "|", "_"] if self.x_estimator is None: if "marker" in kws and kws["marker"] in line_markers: lw = mpl.rcParams["lines.linewidth"] else: lw = mpl.rcParams["lines.markeredgewidth"] kws.setdefault("linewidths", lw) if not hasattr(kws['color'], 'shape') or kws['color'].shape[1] < 4: kws.setdefault("alpha", .8) x, y = self.scatter_data ax.scatter(x, y, **kws) else: # TODO abstraction ci_kws = {"color": kws["color"]} ci_kws["linewidth"] = mpl.rcParams["lines.linewidth"] * 1.75 kws.setdefault("s", 50) xs, ys, cis = self.estimate_data if [ci for ci in cis if ci is not None]: for x, ci in zip(xs, cis): ax.plot([x, x], ci, **ci_kws) ax.scatter(xs, ys, **kws) def lineplot(self, ax, kws): """Draw the model.""" xlim = ax.get_xlim() # Fit the regression model grid, yhat, err_bands = self.fit_regression(ax) # Get set default aesthetics fill_color = kws["color"] lw = kws.pop("lw", mpl.rcParams["lines.linewidth"] * 1.5) kws.setdefault("linewidth", lw) # Draw the regression line and confidence interval ax.plot(grid, yhat, **kws) if err_bands is not None: ax.fill_between(grid, *err_bands, color=fill_color, alpha=.15) ax.set_xlim(*xlim) _regression_docs = dict( model_api=dedent("""\ There are a number of mutually exclusive options for estimating the regression model: ``order``, ``logistic``, ``lowess``, ``robust``, and ``logx``. See the parameter docs for more information on these options.\ """), regplot_vs_lmplot=dedent("""\ Understanding the difference between :func:`regplot` and :func:`lmplot` can be a bit tricky. In fact, they are closely related, as :func:`lmplot` uses :func:`regplot` internally and takes most of its parameters. However, :func:`regplot` is an axes-level function, so it draws directly onto an axes (either the currently active axes or the one provided by the ``ax`` parameter), while :func:`lmplot` is a figure-level function and creates its own figure, which is managed through a :class:`FacetGrid`. This has a few consequences, namely that :func:`regplot` can happily coexist in a figure with other kinds of plots and will follow the global matplotlib color cycle. In contrast, :func:`lmplot` needs to occupy an entire figure, and the size and color cycle are controlled through function parameters, ignoring the global defaults.\ """), x_estimator=dedent("""\ x_estimator : callable that maps vector -> scalar, optional Apply this function to each unique value of ``x`` and plot the resulting estimate. This is useful when ``x`` is a discrete variable. If ``x_ci`` is not ``None``, this estimate will be bootstrapped and a confidence interval will be drawn.\ """), x_bins=dedent("""\ x_bins : int or vector, optional Bin the ``x`` variable into discrete bins and then estimate the central tendency and a confidence interval. This binning only influences how the scatterplot is drawn; the regression is still fit to the original data. This parameter is interpreted either as the number of evenly-sized (not necessary spaced) bins or the positions of the bin centers. When this parameter is used, it implies that the default of ``x_estimator`` is ``numpy.mean``.\ """), x_ci=dedent("""\ x_ci : "ci", int in [0, 100] or None, optional Size of the confidence interval used when plotting a central tendency for discrete values of ``x``. If "ci", defer to the value of the``ci`` parameter.\ """), scatter=dedent("""\ scatter : bool, optional If ``True``, draw a scatterplot with the underlying observations (or the ``x_estimator`` values).\ """), fit_reg=dedent("""\ fit_reg : bool, optional If ``True``, estimate and plot a regression model relating the ``x`` and ``y`` variables.\ """), ci=dedent("""\ ci : int in [0, 100] or None, optional Size of the confidence interval for the regression estimate. This will be drawn using translucent bands around the regression line. The confidence interval is estimated using a bootstrap; for large datasets, it may be advisable to avoid that computation by setting this parameter to None.\ """), n_boot=dedent("""\ n_boot : int, optional Number of bootstrap resamples used to estimate the ``ci``. The default value attempts to balance time and stability; you may want to increase this value for "final" versions of plots.\ """), units=dedent("""\ units : variable name in ``data``, optional If the ``x`` and ``y`` observations are nested within sampling units, those can be specified here. This will be taken into account when computing the confidence intervals by performing a multilevel bootstrap that resamples both units and observations (within unit). This does not otherwise influence how the regression is estimated or drawn.\ """), order=dedent("""\ order : int, optional If ``order`` is greater than 1, use ``numpy.polyfit`` to estimate a polynomial regression.\ """), logistic=dedent("""\ logistic : bool, optional If ``True``, assume that ``y`` is a binary variable and use ``statsmodels`` to estimate a logistic regression model. Note that this is substantially more computationally intensive than linear regression, so you may wish to decrease the number of bootstrap resamples (``n_boot``) or set ``ci`` to None.\ """), lowess=dedent("""\ lowess : bool, optional If ``True``, use ``statsmodels`` to estimate a nonparametric lowess model (locally weighted linear regression). Note that confidence intervals cannot currently be drawn for this kind of model.\ """), robust=dedent("""\ robust : bool, optional If ``True``, use ``statsmodels`` to estimate a robust regression. This will de-weight outliers. Note that this is substantially more computationally intensive than standard linear regression, so you may wish to decrease the number of bootstrap resamples (``n_boot``) or set ``ci`` to None.\ """), logx=dedent("""\ logx : bool, optional If ``True``, estimate a linear regression of the form y ~ log(x), but plot the scatterplot and regression model in the input space. Note that ``x`` must be positive for this to work.\ """), xy_partial=dedent("""\ {x,y}_partial : strings in ``data`` or matrices Confounding variables to regress out of the ``x`` or ``y`` variables before plotting.\ """), truncate=dedent("""\ truncate : bool, optional By default, the regression line is drawn to fill the x axis limits after the scatterplot is drawn. If ``truncate`` is ``True``, it will instead by bounded by the data limits.\ """), xy_jitter=dedent("""\ {x,y}_jitter : floats, optional Add uniform random noise of this size to either the ``x`` or ``y`` variables. The noise is added to a copy of the data after fitting the regression, and only influences the look of the scatterplot. This can be helpful when plotting variables that take discrete values.\ """), scatter_line_kws=dedent("""\ {scatter,line}_kws : dictionaries Additional keyword arguments to pass to ``plt.scatter`` and ``plt.plot``.\ """), ) _regression_docs.update(_facet_docs) def lmplot(x, y, data, hue=None, col=None, row=None, palette=None, col_wrap=None, size=5, aspect=1, markers="o", sharex=True, sharey=True, hue_order=None, col_order=None, row_order=None, legend=True, legend_out=True, x_estimator=None, x_bins=None, x_ci="ci", scatter=True, fit_reg=True, ci=95, n_boot=1000, units=None, order=1, logistic=False, lowess=False, robust=False, logx=False, x_partial=None, y_partial=None, truncate=False, x_jitter=None, y_jitter=None, scatter_kws=None, line_kws=None): # Reduce the dataframe to only needed columns need_cols = [x, y, hue, col, row, units, x_partial, y_partial] cols = np.unique([a for a in need_cols if a is not None]).tolist() data = data[cols] # Initialize the grid facets = FacetGrid(data, row, col, hue, palette=palette, row_order=row_order, col_order=col_order, hue_order=hue_order, size=size, aspect=aspect, col_wrap=col_wrap, sharex=sharex, sharey=sharey, legend_out=legend_out) # Add the markers here as FacetGrid has figured out how many levels of the # hue variable are needed and we don't want to duplicate that process if facets.hue_names is None: n_markers = 1 else: n_markers = len(facets.hue_names) if not isinstance(markers, list): markers = [markers] * n_markers if len(markers) != n_markers: raise ValueError(("markers must be a singeton or a list of markers " "for each level of the hue variable")) facets.hue_kws = {"marker": markers} # Hack to set the x limits properly, which needs to happen here # because the extent of the regression estimate is determined # by the limits of the plot if sharex: for ax in facets.axes.flat: ax.scatter(data[x], np.ones(len(data)) * data[y].mean()).remove() # Draw the regression plot on each facet regplot_kws = dict( x_estimator=x_estimator, x_bins=x_bins, x_ci=x_ci, scatter=scatter, fit_reg=fit_reg, ci=ci, n_boot=n_boot, units=units, order=order, logistic=logistic, lowess=lowess, robust=robust, logx=logx, x_partial=x_partial, y_partial=y_partial, truncate=truncate, x_jitter=x_jitter, y_jitter=y_jitter, scatter_kws=scatter_kws, line_kws=line_kws, ) facets.map_dataframe(regplot, x, y, **regplot_kws) # Add a legend if legend and (hue is not None) and (hue not in [col, row]): facets.add_legend() return facets lmplot.__doc__ = dedent("""\ Plot data and regression model fits across a FacetGrid. This function combines :func:`regplot` and :class:`FacetGrid`. It is intended as a convenient interface to fit regression models across conditional subsets of a dataset. When thinking about how to assign variables to different facets, a general rule is that it makes sense to use ``hue`` for the most important comparison, followed by ``col`` and ``row``. However, always think about your particular dataset and the goals of the visualization you are creating. {model_api} The parameters to this function span most of the options in :class:`FacetGrid`, although there may be occasional cases where you will want to use that class and :func:`regplot` directly. Parameters ---------- x, y : strings, optional Input variables; these should be column names in ``data``. {data} hue, col, row : strings Variables that define subsets of the data, which will be drawn on separate facets in the grid. See the ``*_order`` parameters to control the order of levels of this variable. {palette} {col_wrap} {size} {aspect} markers : matplotlib marker code or list of marker codes, optional Markers for the scatterplot. If a list, each marker in the list will be used for each level of the ``hue`` variable. {share_xy} {{hue,col,row}}_order : lists, optional Order for the levels of the faceting variables. By default, this will be the order that the levels appear in ``data`` or, if the variables are pandas categoricals, the category order. legend : bool, optional If ``True`` and there is a ``hue`` variable, add a legend. {legend_out} {x_estimator} {x_bins} {x_ci} {scatter} {fit_reg} {ci} {n_boot} {units} {order} {logistic} {lowess} {robust} {logx} {xy_partial} {truncate} {xy_jitter} {scatter_line_kws} See Also -------- regplot : Plot data and a conditional model fit. FacetGrid : Subplot grid for plotting conditional relationships. pairplot : Combine :func:`regplot` and :class:`PairGrid` (when used with ``kind="reg"``). Notes ----- {regplot_vs_lmplot} Examples -------- These examples focus on basic regression model plots to exhibit the various faceting options; see the :func:`regplot` docs for demonstrations of the other options for plotting the data and models. There are also other examples for how to manipulate plot using the returned object on the :class:`FacetGrid` docs. Plot a simple linear relationship between two variables: .. plot:: :context: close-figs >>> import seaborn as sns; sns.set(color_codes=True) >>> tips = sns.load_dataset("tips") >>> g = sns.lmplot(x="total_bill", y="tip", data=tips) Condition on a third variable and plot the levels in different colors: .. plot:: :context: close-figs >>> g = sns.lmplot(x="total_bill", y="tip", hue="smoker", data=tips) Use different markers as well as colors so the plot will reproduce to black-and-white more easily: .. plot:: :context: close-figs >>> g = sns.lmplot(x="total_bill", y="tip", hue="smoker", data=tips, ... markers=["o", "x"]) Use a different color palette: .. plot:: :context: close-figs >>> g = sns.lmplot(x="total_bill", y="tip", hue="smoker", data=tips, ... palette="Set1") Map ``hue`` levels to colors with a dictionary: .. plot:: :context: close-figs >>> g = sns.lmplot(x="total_bill", y="tip", hue="smoker", data=tips, ... palette=dict(Yes="g", No="m")) Plot the levels of the third variable across different columns: .. plot:: :context: close-figs >>> g = sns.lmplot(x="total_bill", y="tip", col="smoker", data=tips) Change the size and aspect ratio of the facets: .. plot:: :context: close-figs >>> g = sns.lmplot(x="size", y="total_bill", hue="day", col="day", ... data=tips, aspect=.4, x_jitter=.1) Wrap the levels of the column variable into multiple rows: .. plot:: :context: close-figs >>> g = sns.lmplot(x="total_bill", y="tip", col="day", hue="day", ... data=tips, col_wrap=2, size=3) Condition on two variables to make a full grid: .. plot:: :context: close-figs >>> g = sns.lmplot(x="total_bill", y="tip", row="sex", col="time", ... data=tips, size=3) Use methods on the returned :class:`FacetGrid` instance to further tweak the plot: .. plot:: :context: close-figs >>> g = sns.lmplot(x="total_bill", y="tip", row="sex", col="time", ... data=tips, size=3) >>> g = (g.set_axis_labels("Total bill (US Dollars)", "Tip") ... .set(xlim=(0, 60), ylim=(0, 12), ... xticks=[10, 30, 50], yticks=[2, 6, 10]) ... .fig.subplots_adjust(wspace=.02)) """).format(**_regression_docs) def regplot(x, y, data=None, x_estimator=None, x_bins=None, x_ci="ci", scatter=True, fit_reg=True, ci=95, n_boot=1000, units=None, order=1, logistic=False, lowess=False, robust=False, logx=False, x_partial=None, y_partial=None, truncate=False, dropna=True, x_jitter=None, y_jitter=None, label=None, color=None, marker="o", scatter_kws=None, line_kws=None, ax=None): plotter = _RegressionPlotter(x, y, data, x_estimator, x_bins, x_ci, scatter, fit_reg, ci, n_boot, units, order, logistic, lowess, robust, logx, x_partial, y_partial, truncate, dropna, x_jitter, y_jitter, color, label) if ax is None: ax = plt.gca() scatter_kws = {} if scatter_kws is None else copy.copy(scatter_kws) scatter_kws["marker"] = marker line_kws = {} if line_kws is None else copy.copy(line_kws) plotter.plot(ax, scatter_kws, line_kws) return ax regplot.__doc__ = dedent("""\ Plot data and a linear regression model fit. {model_api} Parameters ---------- x, y: string, series, or vector array Input variables. If strings, these should correspond with column names in ``data``. When pandas objects are used, axes will be labeled with the series name. {data} {x_estimator} {x_bins} {x_ci} {scatter} {fit_reg} {ci} {n_boot} {units} {order} {logistic} {lowess} {robust} {logx} {xy_partial} {truncate} {xy_jitter} label : string Label to apply to ether the scatterplot or regression line (if ``scatter`` is ``False``) for use in a legend. color : matplotlib color Color to apply to all plot elements; will be superseded by colors passed in ``scatter_kws`` or ``line_kws``. marker : matplotlib marker code Marker to use for the scatterplot glyphs. {scatter_line_kws} ax : matplotlib Axes, optional Axes object to draw the plot onto, otherwise uses the current Axes. Returns ------- ax : matplotlib Axes The Axes object containing the plot. See Also -------- lmplot : Combine :func:`regplot` and :class:`FacetGrid` to plot multiple linear relationships in a dataset. jointplot : Combine :func:`regplot` and :class:`JointGrid` (when used with ``kind="reg"``). pairplot : Combine :func:`regplot` and :class:`PairGrid` (when used with ``kind="reg"``). residplot : Plot the residuals of a linear regression model. interactplot : Plot a two-way interaction between continuous variables Notes ----- {regplot_vs_lmplot} It's also easy to combine combine :func:`regplot` and :class:`JointGrid` or :class:`PairGrid` through the :func:`jointplot` and :func:`pairplot` functions, although these do not directly accept all of :func:`regplot`'s parameters. Examples -------- Plot the relationship between two variables in a DataFrame: .. plot:: :context: close-figs >>> import seaborn as sns; sns.set(color_codes=True) >>> tips = sns.load_dataset("tips") >>> ax = sns.regplot(x="total_bill", y="tip", data=tips) Plot with two variables defined as numpy arrays; use a different color: .. plot:: :context: close-figs >>> import numpy as np; np.random.seed(8) >>> mean, cov = [4, 6], [(1.5, .7), (.7, 1)] >>> x, y = np.random.multivariate_normal(mean, cov, 80).T >>> ax = sns.regplot(x=x, y=y, color="g") Plot with two variables defined as pandas Series; use a different marker: .. plot:: :context: close-figs >>> import pandas as pd >>> x, y = pd.Series(x, name="x_var"), pd.Series(y, name="y_var") >>> ax = sns.regplot(x=x, y=y, marker="+") Use a 68% confidence interval, which corresponds with the standard error of the estimate: .. plot:: :context: close-figs >>> ax = sns.regplot(x=x, y=y, ci=68) Plot with a discrete ``x`` variable and add some jitter: .. plot:: :context: close-figs >>> ax = sns.regplot(x="size", y="total_bill", data=tips, x_jitter=.1) Plot with a discrete ``x`` variable showing means and confidence intervals for unique values: .. plot:: :context: close-figs >>> ax = sns.regplot(x="size", y="total_bill", data=tips, ... x_estimator=np.mean) Plot with a continuous variable divided into discrete bins: .. plot:: :context: close-figs >>> ax = sns.regplot(x=x, y=y, x_bins=4) Fit a higher-order polynomial regression and truncate the model prediction: .. plot:: :context: close-figs >>> ans = sns.load_dataset("anscombe") >>> ax = sns.regplot(x="x", y="y", data=ans.loc[ans.dataset == "II"], ... scatter_kws={{"s": 80}}, ... order=2, ci=None, truncate=True) Fit a robust regression and don't plot a confidence interval: .. plot:: :context: close-figs >>> ax = sns.regplot(x="x", y="y", data=ans.loc[ans.dataset == "III"], ... scatter_kws={{"s": 80}}, ... robust=True, ci=None) Fit a logistic regression; jitter the y variable and use fewer bootstrap iterations: .. plot:: :context: close-figs >>> tips["big_tip"] = (tips.tip / tips.total_bill) > .175 >>> ax = sns.regplot(x="total_bill", y="big_tip", data=tips, ... logistic=True, n_boot=500, y_jitter=.03) Fit the regression model using log(x) and truncate the model prediction: .. plot:: :context: close-figs >>> ax = sns.regplot(x="size", y="total_bill", data=tips, ... x_estimator=np.mean, logx=True, truncate=True) """).format(**_regression_docs) def residplot(x, y, data=None, lowess=False, x_partial=None, y_partial=None, order=1, robust=False, dropna=True, label=None, color=None, scatter_kws=None, line_kws=None, ax=None): """Plot the residuals of a linear regression. This function will regress y on x (possibly as a robust or polynomial regression) and then draw a scatterplot of the residuals. You can optionally fit a lowess smoother to the residual plot, which can help in determining if there is structure to the residuals. Parameters ---------- x : vector or string Data or column name in `data` for the predictor variable. y : vector or string Data or column name in `data` for the response variable. data : DataFrame, optional DataFrame to use if `x` and `y` are column names. lowess : boolean, optional Fit a lowess smoother to the residual scatterplot. {x, y}_partial : matrix or string(s) , optional Matrix with same first dimension as `x`, or column name(s) in `data`. These variables are treated as confounding and are removed from the `x` or `y` variables before plotting. order : int, optional Order of the polynomial to fit when calculating the residuals. robust : boolean, optional Fit a robust linear regression when calculating the residuals. dropna : boolean, optional If True, ignore observations with missing data when fitting and plotting. label : string, optional Label that will be used in any plot legends. color : matplotlib color, optional Color to use for all elements of the plot. {scatter, line}_kws : dictionaries, optional Additional keyword arguments passed to scatter() and plot() for drawing the components of the plot. ax : matplotlib axis, optional Plot into this axis, otherwise grab the current axis or make a new one if not existing. Returns ------- ax: matplotlib axes Axes with the regression plot. See Also -------- regplot : Plot a simple linear regression model. jointplot (with kind="resid"): Draw a residplot with univariate marginal distrbutions. """ plotter = _RegressionPlotter(x, y, data, ci=None, order=order, robust=robust, x_partial=x_partial, y_partial=y_partial, dropna=dropna, color=color, label=label) if ax is None: ax = plt.gca() # Calculate the residual from a linear regression _, yhat, _ = plotter.fit_regression(grid=plotter.x) plotter.y = plotter.y - yhat # Set the regression option on the plotter if lowess: plotter.lowess = True else: plotter.fit_reg = False # Plot a horizontal line at 0 ax.axhline(0, ls=":", c=".2") # Draw the scatterplot scatter_kws = {} if scatter_kws is None else scatter_kws line_kws = {} if line_kws is None else line_kws plotter.plot(ax, scatter_kws, line_kws) return ax def coefplot(formula, data, groupby=None, intercept=False, ci=95, palette="husl"): """Plot the coefficients from a linear model. Parameters ---------- formula : string patsy formula for ols model data : dataframe data for the plot; formula terms must appear in columns groupby : grouping object, optional object to group data with to fit conditional models intercept : bool, optional if False, strips the intercept term before plotting ci : float, optional size of confidence intervals palette : seaborn color palette, optional palette for the horizonal plots """ if not _has_statsmodels: raise ImportError("The `coefplot` function requires statsmodels") import statsmodels.formula.api as sf alpha = 1 - ci / 100 if groupby is None: coefs = sf.ols(formula, data).fit().params cis = sf.ols(formula, data).fit().conf_int(alpha) else: grouped = data.groupby(groupby) coefs = grouped.apply(lambda d: sf.ols(formula, d).fit().params).T cis = grouped.apply(lambda d: sf.ols(formula, d).fit().conf_int(alpha)) # Possibly ignore the intercept if not intercept: coefs = coefs.ix[1:] n_terms = len(coefs) # Plot seperately depending on groupby w, h = mpl.rcParams["figure.figsize"] hsize = lambda n: n * (h / 2) wsize = lambda n: n * (w / (4 * (n / 5))) if groupby is None: colors = itertools.cycle(color_palette(palette, n_terms)) f, ax = plt.subplots(1, 1, figsize=(wsize(n_terms), hsize(1))) for i, term in enumerate(coefs.index): color = next(colors) low, high = cis.ix[term] ax.plot([i, i], [low, high], c=color, solid_capstyle="round", lw=2.5) ax.plot(i, coefs.ix[term], "o", c=color, ms=8) ax.set_xlim(-.5, n_terms - .5) ax.axhline(0, ls="--", c="dimgray") ax.set_xticks(range(n_terms)) ax.set_xticklabels(coefs.index) else: n_groups = len(coefs.columns) f, axes = plt.subplots(n_terms, 1, sharex=True, figsize=(wsize(n_groups), hsize(n_terms))) if n_terms == 1: axes = [axes] colors = itertools.cycle(color_palette(palette, n_groups)) for ax, term in zip(axes, coefs.index): for i, group in enumerate(coefs.columns): color = next(colors) low, high = cis.ix[(group, term)] ax.plot([i, i], [low, high], c=color, solid_capstyle="round", lw=2.5) ax.plot(i, coefs.loc[term, group], "o", c=color, ms=8) ax.set_xlim(-.5, n_groups - .5) ax.axhline(0, ls="--", c="dimgray") ax.set_title(term) ax.set_xlabel(groupby) ax.set_xticks(range(n_groups)) ax.set_xticklabels(coefs.columns) def interactplot(x1, x2, y, data=None, filled=False, cmap="RdBu_r", colorbar=True, levels=30, logistic=False, contour_kws=None, scatter_kws=None, ax=None, **kwargs): """Visualize a continuous two-way interaction with a contour plot. Parameters ---------- x1, x2, y, strings or array-like Either the two independent variables and the dependent variable, or keys to extract them from `data` data : DataFrame Pandas DataFrame with the data in the columns. filled : bool Whether to plot with filled or unfilled contours cmap : matplotlib colormap Colormap to represent yhat in the countour plot. colorbar : bool Whether to draw the colorbar for interpreting the color values. levels : int or sequence Number or position of contour plot levels. logistic : bool Fit a logistic regression model instead of linear regression. contour_kws : dictionary Keyword arguments for contour[f](). scatter_kws : dictionary Keyword arguments for plot(). ax : matplotlib axis Axis to draw plot in. Returns ------- ax : Matplotlib axis Axis with the contour plot. """ if not _has_statsmodels: raise ImportError("The `interactplot` function requires statsmodels") from statsmodels.regression.linear_model import OLS from statsmodels.genmod.generalized_linear_model import GLM from statsmodels.genmod.families import Binomial # Handle the form of the data if data is not None: x1 = data[x1] x2 = data[x2] y = data[y] if hasattr(x1, "name"): xlabel = x1.name else: xlabel = None if hasattr(x2, "name"): ylabel = x2.name else: ylabel = None if hasattr(y, "name"): clabel = y.name else: clabel = None x1 = np.asarray(x1) x2 = np.asarray(x2) y = np.asarray(y) # Initialize the scatter keyword dictionary if scatter_kws is None: scatter_kws = {} if not ("color" in scatter_kws or "c" in scatter_kws): scatter_kws["color"] = "#222222" if "alpha" not in scatter_kws: scatter_kws["alpha"] = 0.75 # Intialize the contour keyword dictionary if contour_kws is None: contour_kws = {} # Initialize the axis if ax is None: ax = plt.gca() # Plot once to let matplotlib sort out the axis limits ax.plot(x1, x2, "o", **scatter_kws) # Find the plot limits x1min, x1max = ax.get_xlim() x2min, x2max = ax.get_ylim() # Make the grid for the contour plot x1_points = np.linspace(x1min, x1max, 100) x2_points = np.linspace(x2min, x2max, 100) xx1, xx2 = np.meshgrid(x1_points, x2_points) # Fit the model with an interaction X = np.c_[np.ones(x1.size), x1, x2, x1 * x2] if logistic: lm = GLM(y, X, family=Binomial()).fit() else: lm = OLS(y, X).fit() # Evaluate the model on the grid eval = np.vectorize(lambda x1_, x2_: lm.predict([1, x1_, x2_, x1_ * x2_])) yhat = eval(xx1, xx2) # Default color limits put the midpoint at mean(y) y_bar = y.mean() c_min = min(np.percentile(y, 2), yhat.min()) c_max = max(np.percentile(y, 98), yhat.max()) delta = max(c_max - y_bar, y_bar - c_min) c_min, cmax = y_bar - delta, y_bar + delta contour_kws.setdefault("vmin", c_min) contour_kws.setdefault("vmax", c_max) # Draw the contour plot func_name = "contourf" if filled else "contour" contour = getattr(ax, func_name) c = contour(xx1, xx2, yhat, levels, cmap=cmap, **contour_kws) # Draw the scatter again so it's visible ax.plot(x1, x2, "o", **scatter_kws) # Draw a colorbar, maybe if colorbar: bar = plt.colorbar(c) # Label the axes if xlabel is not None: ax.set_xlabel(xlabel) if ylabel is not None: ax.set_ylabel(ylabel) if clabel is not None and colorbar: clabel = "P(%s)" % clabel if logistic else clabel bar.set_label(clabel, labelpad=15, rotation=270) return ax def corrplot(data, names=None, annot=True, sig_stars=True, sig_tail="both", sig_corr=True, cmap=None, cmap_range=None, cbar=True, diag_names=True, method=None, ax=None, **kwargs): """Plot a correlation matrix with colormap and r values. NOTE: This function is deprecated in favor of :func:`heatmap` and will be removed in a forthcoming release. Parameters ---------- data : Dataframe or nobs x nvars array Rectangular input data with variabes in the columns. names : sequence of strings Names to associate with variables if `data` is not a DataFrame. annot : bool Whether to annotate the upper triangle with correlation coefficients. sig_stars : bool If True, get significance with permutation test and denote with stars. sig_tail : both | upper | lower Direction for significance test. Also controls the default colorbar. sig_corr : bool If True, use FWE-corrected p values for the sig stars. cmap : colormap Colormap name as string or colormap object. cmap_range : None, "full", (low, high) Either truncate colormap at (-max(abs(r)), max(abs(r))), use the full range (-1, 1), or specify (min, max) values for the colormap. cbar : bool If true, plot the colorbar legend. method: None (pearson) | kendall | spearman Correlation method to compute pairwise correlations. Methods other than the default pearson correlation will not have a significance computed. ax : matplotlib axis Axis to draw plot in. kwargs : other keyword arguments Passed to ax.matshow() Returns ------- ax : matplotlib axis Axis object with plot. """ warnings.warn(("The `corrplot` function has been deprecated in favor " "of `heatmap` and will be removed in a forthcoming " "release. Please update your code.")) if not isinstance(data, pd.DataFrame): if names is None: names = ["var_%d" % i for i in range(data.shape[1])] data = pd.DataFrame(data, columns=names, dtype=np.float) # Calculate the correlation matrix of the dataframe if method is None: corrmat = data.corr() else: corrmat = data.corr(method=method) # Pandas will drop non-numeric columns; let's keep track of that operation names = corrmat.columns data = data[names] # Get p values with a permutation test if annot and sig_stars and method is None: p_mat = algo.randomize_corrmat(data.values.T, sig_tail, sig_corr) else: p_mat = None # Sort out the color range if cmap_range is None: triu = np.triu_indices(len(corrmat), 1) vmax = min(1, np.max(np.abs(corrmat.values[triu])) * 1.15) vmin = -vmax if sig_tail == "both": cmap_range = vmin, vmax elif sig_tail == "upper": cmap_range = 0, vmax elif sig_tail == "lower": cmap_range = vmin, 0 elif cmap_range == "full": cmap_range = (-1, 1) # Find a colormapping, somewhat intelligently if cmap is None: if min(cmap_range) >= 0: cmap = "OrRd" elif max(cmap_range) <= 0: cmap = "PuBu_r" else: cmap = "coolwarm" if cmap == "jet": # Paternalism raise ValueError("Never use the 'jet' colormap!") # Plot using the more general symmatplot function ax = symmatplot(corrmat, p_mat, names, cmap, cmap_range, cbar, annot, diag_names, ax, **kwargs) return ax def symmatplot(mat, p_mat=None, names=None, cmap="Greys", cmap_range=None, cbar=True, annot=True, diag_names=True, ax=None, **kwargs): """Plot a symmetric matrix with colormap and statistic values. NOTE: This function is deprecated in favor of :func:`heatmap` and will be removed in a forthcoming release. """ warnings.warn(("The `symmatplot` function has been deprecated in favor " "of `heatmap` and will be removed in a forthcoming " "release. Please update your code.")) if ax is None: ax = plt.gca() nvars = len(mat) if isinstance(mat, pd.DataFrame): plotmat = mat.values.copy() mat = mat.values else: plotmat = mat.copy() plotmat[np.triu_indices(nvars)] = np.nan if cmap_range is None: vmax = np.nanmax(plotmat) * 1.15 vmin = np.nanmin(plotmat) * 1.15 elif len(cmap_range) == 2: vmin, vmax = cmap_range else: raise ValueError("cmap_range argument not understood") mat_img = ax.matshow(plotmat, cmap=cmap, vmin=vmin, vmax=vmax, **kwargs) if cbar: plt.colorbar(mat_img, shrink=.75) if p_mat is None: p_mat = np.ones((nvars, nvars)) if annot: for i, j in zip(*np.triu_indices(nvars, 1)): val = mat[i, j] stars = utils.sig_stars(p_mat[i, j]) ax.text(j, i, "\n%.2g\n%s" % (val, stars), fontdict=dict(ha="center", va="center")) else: fill = np.ones_like(plotmat) fill[np.tril_indices_from(fill, -1)] = np.nan ax.matshow(fill, cmap="Greys", vmin=0, vmax=0, zorder=2) if names is None: names = ["var%d" % i for i in range(nvars)] if diag_names: for i, name in enumerate(names): ax.text(i, i, name, fontdict=dict(ha="center", va="center", weight="bold", rotation=45)) ax.set_xticklabels(()) ax.set_yticklabels(()) else: ax.xaxis.set_ticks_position("bottom") xnames = names if annot else names[:-1] ax.set_xticklabels(xnames, rotation=90) ynames = names if annot else names[1:] ax.set_yticklabels(ynames) minor_ticks = np.linspace(-.5, nvars - 1.5, nvars) ax.set_xticks(minor_ticks, True) ax.set_yticks(minor_ticks, True) major_ticks = np.linspace(0, nvars - 1, nvars) xticks = major_ticks if annot else major_ticks[:-1] ax.set_xticks(xticks) yticks = major_ticks if annot else major_ticks[1:] ax.set_yticks(yticks) ax.grid(False, which="major") ax.grid(True, which="minor", linestyle="-") return ax def pairplot(data, hue=None, hue_order=None, palette=None, vars=None, x_vars=None, y_vars=None, kind="scatter", diag_kind="hist", markers=None, size=2.5, aspect=1, dropna=True, plot_kws=None, diag_kws=None, grid_kws=None): """Plot pairwise relationships in a dataset. By default, this function will create a grid of Axes such that each variable in ``data`` will by shared in the y-axis across a single row and in the x-axis across a single column. The diagonal Axes are treated differently, drawing a plot to show the univariate distribution of the data for the variable in that column. It is also possible to show a subset of variables or plot different variables on the rows and columns. This is a high-level interface for :class:`PairGrid` that is intended to make it easy to draw a few common styles. You should use :class`PairGrid` directly if you need more flexibility. Parameters ---------- data : DataFrame Tidy (long-form) dataframe where each column is a variable and each row is an observation. hue : string (variable name), optional Variable in ``data`` to map plot aspects to different colors. hue_order : list of strings Order for the levels of the hue variable in the palette palette : dict or seaborn color palette Set of colors for mapping the ``hue`` variable. If a dict, keys should be values in the ``hue`` variable. vars : list of variable names, optional Variables within ``data`` to use, otherwise use every column with a numeric datatype. {x, y}_vars : lists of variable names, optional Variables within ``data`` to use separately for the rows and columns of the figure; i.e. to make a non-square plot. kind : {'scatter', 'reg'}, optional Kind of plot for the non-identity relationships. diag_kind : {'hist', 'kde'}, optional Kind of plot for the diagonal subplots. markers : single matplotlib marker code or list, optional Either the marker to use for all datapoints or a list of markers with a length the same as the number of levels in the hue variable so that differently colored points will also have different scatterplot markers. size : scalar, optional Height (in inches) of each facet. aspect : scalar, optional Aspect * size gives the width (in inches) of each facet. dropna : boolean, optional Drop missing values from the data before plotting. {plot, diag, grid}_kws : dicts, optional Dictionaries of keyword arguments. Returns ------- grid : PairGrid Returns the underlying ``PairGrid`` instance for further tweaking. See Also -------- PairGrid : Subplot grid for more flexible plotting of pairwise relationships. Examples -------- Draw scatterplots for joint relationships and histograms for univariate distributions: .. plot:: :context: close-figs >>> import seaborn as sns; sns.set(style="ticks", color_codes=True) >>> iris = sns.load_dataset("iris") >>> g = sns.pairplot(iris) Show different levels of a categorical variable by the color of plot elements: .. plot:: :context: close-figs >>> g = sns.pairplot(iris, hue="species") Use a different color palette: .. plot:: :context: close-figs >>> g = sns.pairplot(iris, hue="species", palette="husl") Use different markers for each level of the hue variable: .. plot:: :context: close-figs >>> g = sns.pairplot(iris, hue="species", markers=["o", "s", "D"]) Plot a subset of variables: .. plot:: :context: close-figs >>> g = sns.pairplot(iris, vars=["sepal_width", "sepal_length"]) Draw larger plots: .. plot:: :context: close-figs >>> g = sns.pairplot(iris, size=3, ... vars=["sepal_width", "sepal_length"]) Plot different variables in the rows and columns: .. plot:: :context: close-figs >>> g = sns.pairplot(iris, ... x_vars=["sepal_width", "sepal_length"], ... y_vars=["petal_width", "petal_length"]) Use kernel density estimates for univariate plots: .. plot:: :context: close-figs >>> g = sns.pairplot(iris, diag_kind="kde") Fit linear regression models to the scatter plots: .. plot:: :context: close-figs >>> g = sns.pairplot(iris, kind="reg") Pass keyword arguments down to the underlying functions (it may be easier to use :class:`PairGrid` directly): .. plot:: :context: close-figs >>> g = sns.pairplot(iris, diag_kind="kde", markers="+", ... plot_kws=dict(s=50, edgecolor="b", linewidth=1), ... diag_kws=dict(shade=True)) """ if plot_kws is None: plot_kws = {} if diag_kws is None: diag_kws = {} if grid_kws is None: grid_kws = {} # Set up the PairGrid diag_sharey = diag_kind == "hist" grid = PairGrid(data, vars=vars, x_vars=x_vars, y_vars=y_vars, hue=hue, hue_order=hue_order, palette=palette, diag_sharey=diag_sharey, size=size, aspect=aspect, dropna=dropna, **grid_kws) # Add the markers here as PairGrid has figured out how many levels of the # hue variable are needed and we don't want to duplicate that process if markers is not None: if grid.hue_names is None: n_markers = 1 else: n_markers = len(grid.hue_names) if not isinstance(markers, list): markers = [markers] * n_markers if len(markers) != n_markers: raise ValueError(("markers must be a singeton or a list of markers" " for each level of the hue variable")) grid.hue_kws = {"marker": markers} # Maybe plot on the diagonal if grid.square_grid: if diag_kind == "hist": grid.map_diag(plt.hist, **diag_kws) elif diag_kind == "kde": diag_kws["legend"] = False grid.map_diag(kdeplot, **diag_kws) # Maybe plot on the off-diagonals if grid.square_grid and diag_kind is not None: plotter = grid.map_offdiag else: plotter = grid.map if kind == "scatter": plot_kws.setdefault("edgecolor", "white") plotter(plt.scatter, **plot_kws) elif kind == "reg": plotter(regplot, **plot_kws) # Add a legend if hue is not None: grid.add_legend() return grid
bsd-3-clause
liyu1990/sklearn
examples/mixture/plot_gmm_classifier.py
22
4015
""" ================== GMM classification ================== Demonstration of Gaussian mixture models for classification. See :ref:`gmm` for more information on the estimator. Plots predicted labels on both training and held out test data using a variety of GMM classifiers on the iris dataset. Compares GMMs with spherical, diagonal, full, and tied covariance matrices in increasing order of performance. Although one would expect full covariance to perform best in general, it is prone to overfitting on small datasets and does not generalize well to held out test data. On the plots, train data is shown as dots, while test data is shown as crosses. The iris dataset is four-dimensional. Only the first two dimensions are shown here, and thus some points are separated in other dimensions. """ print(__doc__) # Author: Ron Weiss <[email protected]>, Gael Varoquaux # License: BSD 3 clause # $Id$ import matplotlib.pyplot as plt import matplotlib as mpl import numpy as np from sklearn import datasets from sklearn.model_selection import StratifiedKFold from sklearn.externals.six.moves import xrange from sklearn.mixture import GMM colors = ['navy', 'turquoise', 'darkorange'] def make_ellipses(gmm, ax): for n, color in enumerate(colors): v, w = np.linalg.eigh(gmm._get_covars()[n][:2, :2]) u = w[0] / np.linalg.norm(w[0]) angle = np.arctan2(u[1], u[0]) angle = 180 * angle / np.pi # convert to degrees v *= 9 ell = mpl.patches.Ellipse(gmm.means_[n, :2], v[0], v[1], 180 + angle, color=color) ell.set_clip_box(ax.bbox) ell.set_alpha(0.5) ax.add_artist(ell) iris = datasets.load_iris() # Break up the dataset into non-overlapping training (75%) and testing # (25%) sets. skf = StratifiedKFold(n_folds=4) # Only take the first fold. train_index, test_index = next(iter(skf.split(iris.data, iris.target))) X_train = iris.data[train_index] y_train = iris.target[train_index] X_test = iris.data[test_index] y_test = iris.target[test_index] n_classes = len(np.unique(y_train)) # Try GMMs using different types of covariances. classifiers = dict((covar_type, GMM(n_components=n_classes, covariance_type=covar_type, init_params='wc', n_iter=20)) for covar_type in ['spherical', 'diag', 'tied', 'full']) n_classifiers = len(classifiers) plt.figure(figsize=(3 * n_classifiers / 2, 6)) plt.subplots_adjust(bottom=.01, top=0.95, hspace=.15, wspace=.05, left=.01, right=.99) for index, (name, classifier) in enumerate(classifiers.items()): # Since we have class labels for the training data, we can # initialize the GMM parameters in a supervised manner. classifier.means_ = np.array([X_train[y_train == i].mean(axis=0) for i in xrange(n_classes)]) # Train the other parameters using the EM algorithm. classifier.fit(X_train) h = plt.subplot(2, n_classifiers / 2, index + 1) make_ellipses(classifier, h) for n, color in enumerate(colors): data = iris.data[iris.target == n] plt.scatter(data[:, 0], data[:, 1], s=0.8, color=color, label=iris.target_names[n]) # Plot the test data with crosses for n, color in enumerate(colors): data = X_test[y_test == n] print(color) plt.scatter(data[:, 0], data[:, 1], marker='x', color=color) y_train_pred = classifier.predict(X_train) train_accuracy = np.mean(y_train_pred.ravel() == y_train.ravel()) * 100 plt.text(0.05, 0.9, 'Train accuracy: %.1f' % train_accuracy, transform=h.transAxes) y_test_pred = classifier.predict(X_test) test_accuracy = np.mean(y_test_pred.ravel() == y_test.ravel()) * 100 plt.text(0.05, 0.8, 'Test accuracy: %.1f' % test_accuracy, transform=h.transAxes) plt.xticks(()) plt.yticks(()) plt.title(name) plt.legend(loc='lower right', prop=dict(size=12)) plt.show()
bsd-3-clause
shansixiong/geosearch
build/lib/geosearch/geosearch.py
2
2159
import re import pandas as pd import math def preprocess(text): '''Get only Captial Letters from the text''' caps = re.findall(r"[A-Z][a-z]+", text) caps = [word for word in caps if len(word) > 2] text = " ".join(caps) text = text.strip() return text def get_english(ls): '''Get Only Englis Words''' all = [x for x in ls if len(re.findall("[A-Za-z ]*", x)) == 2] return all def get_total_regions(alpha=0.8, infile="database.json"): df = pd.DataFrame(pd.read_json(infile)) regions = df["region"] regions = [x[:math.ceil(alpha * len(x))] for x in regions if x is not None] ls = [] for x in regions: ls += x return "|".join(get_english(ls)) + "|" def search_core(text, string, alpha=0.8): '''Search through the text for max two words''' text = preprocess(text) res = [] ls = text.split(" ") i = 0 while True: if i >= len(ls): break if i <= len(ls) - 2: two_combined = " ".join([ls[i], ls[i + 1]]) st = two_combined + "|" if st in string: res.append(two_combined) i += 2 continue st = ls[i] + "|" if st in string: res.append(ls[i]) i += 1 return res def search_locations(text, alpha=0.8): total_string = get_total_regions(alpha=alpha) return search_core(text, total_string, alpha) def search_countries(text): with open("countries.txt", 'r') as f: countries_ls = f.read() countries_ls = "|".join(countries_ls.split("\n")) return search_core(text, countries_ls, alpha=1) def search_nationalities(text): with open("nationalities.txt", 'r') as f: nationalities = f.read() nationalities = "|".join(nationalities.split("\n")) text = preprocess(text).split(" ") return [word for word in text if word in nationalities] class geoSearch(object): def __init__(self, text, alpha=0.8): self.locations = search_locations(text, alpha) self.countries = search_countries(text) self.nationalities = search_nationalities(text)
mit
k-eks/Burrow
Burrow.py
1
17344
from __future__ import print_function # python 2.7 compatibility from __future__ import division # python 2.7 compatibility import sys sys.path.append("/cluster/home/hoferg/python/lib64/python2.7/site-packages") sys.path.append("/cluster/home/hoferg/python/lib64/python3.3/site-packages") import cmd, io, os.path, os import fancy_output as out import analyze_data as ad import meerkat_tools as mt import h5py import numpy as np import math import fabio import cbf_tools from PIL import Image from matplotlib import pyplot from matplotlib import colors as colorrange import matplotlib.colors NO_ERROR = "Parsing was successful!" ERROR_NO_ARGUMENTS = "No arguments are given!" ERROR_ODD_ARGUMENTS = "Wrong number of arguments are given!" class Burrow(cmd.Cmd): """Processing of data generated by meerkat""" LIN_SCALE = "lin" LOG_SCALE = "log" #onblock "constructor" and "destructor" def preloop(self): """Setup of all data and settings for further use.""" self.dset = [] self.dsetName = [] self.currentData = None self.meta = None self.activeDset = None self.currentImage = None self.cuurentFrameSet = None pyplot.ion() #turning interactive mode on self.contrast_min = 1 self.contrast_max = 20 self.cmaps = ['Greys', 'gist_rainbow'] self.cmap_selection = 0 self.plotscale = self.LIN_SCALE print("Type \"help\" to get a list of commands.") def postloop(self): """Destructor, closes the hdf file.""" if self.dset != None: for i in range(len(self.dset)): self.dset[i].close() #offblock @property def dataset(self): """Gets the active dataset.""" return self.dset[self.dsetName.index(self.activeDset)] #onblock command line commands #onblock exit comands def do_exit(self, line): """exit the program""" return True def help_exit(self): """exit help page entry.""" print("This commad exits the program.") def do_EOF(self, line): """This is the representation of the Ctrl+D shortcut.""" return True def help_EOF(self): """EOF help page entry.""" print("This is the representation of the Ctrl+D shortcut.") print("Hit Ctrl+D to exit the program.") #offblock def do_openFile(self, argument): """Opens a given file.""" errorcode, arguments = self.getArg(argument) filename = "reconstruction.h5" # a default filename is assumed filealias = "default" # a default name is assumed if errorcode != ERROR_ODD_ARGUMENTS: if "-n" in arguments: filename = arguments[arguments.index("-n") + 1] else: out.warn("No file name is given! Trying default name \"" + filename + "\".") if "-a" in arguments: filealias = arguments[arguments.index("-a") + 1] if os.path.isfile(filename): #TODO:requires replacement with arkadiy's routine file = h5py.File(filename, 'r') out.okay("File successfully opened as " + filealias + "!") self.activeDset = filealias pyplot.close("all") # to prevent display issues if filealias in self.dsetName: self.dset[self.dsetName.index(filealias)] = file else: self.dset.append(file) self.dsetName.append(filealias) self.meta = mt.MeerkatMetaData(self.dataset) out.warn("Active data set is now " + filealias) else: out.error("File \"" + filename + "\" does not exist!") def complete_openFile(self, text, line, begidx, endidx): """Auto completion for files in openFile.""" allFiles = os.popen("ls").read().splitlines() files = [] for f in allFiles: if f.startswith(text): files.append(f) return files def help_openFile(self): """openFile help page entry.""" print("Opens a h5 file, either in meerkat or direct format.") out.error("Only meerkat data format implemented at the moment!") print("Arguments:") print("\t-n <file name>\tspecifies the file name, if not given \"reconstruction.h5\" is assumed.") print("\t-a <file alias>\tspecifies the alias for the data under which it can be called , if not given \"default\" is assumed.") #offblock def do_showFiles(self, argument): """Output of all active dsets""" print("Active file: " + str(self.activeDset)) print("Currently open files:") for s in self.dsetName: print(s) def help_showFiles(self): """showFiles help page entry""" print("Prints all of the currently active files.") def do_plothkl(self, argument): """plots a section of meerkat""" """Has some hard coded undistortion functions in it.""" out.warn("Only poor error checking implemented!") out.warn("Only suitable for trigonal and hexagonal crystals!") errorcode, arguments = self.getArg(argument) if errorcode != ERROR_NO_ARGUMENTS and errorcode != ERROR_ODD_ARGUMENTS: index = 0 # default value if "-s" in arguments: section = arguments[arguments.index("-s") + 1] if "-i" in arguments: index = arguments[arguments.index("-i") + 1] if self.meta.format == mt.MeerkatMetaData.dtype_NORMAL: trans = ad.Transformations(self.dataset, section) self.currentData, x = ad.crossection_data(self.dataset, float(index), trans) else: slicer = mt.get_slicing_indices(section, int(index), self.meta.shape) # be careful: the slicing in i,:,: does a weird x-y swap self.currentData = (self.dataset['data'][slicer[0]:slicer[1],slicer[2]:slicer[3],slicer[4]:slicer[5]]).squeeze() self.currentData = np.tile(self.currentData, (1,1)) # the following block is the hard coded undistortion of my trigonal crystals if section == "hkx": self.currentData = ad.hextransform(self.currentData) elif section == "xkl" or section == "hxl": # counteracting the weird slicing a = math.radians(90) T = np.array([[math.cos(a), math.sin(a)],[-math.sin(a), math.cos(a)]]) self.currentData = ad.imtransform_centered(self.currentData, T) self.replot() elif errorcode == ERROR_NO_ARGUMENTS: out.error("No arguments supplied!") def help_plothkl(self): """plothkl help page entry.""" print("Plots a section of the reciprocal space.") print("Arguments:") print("\t-s <section>\tselect a section, either hkx, hxl, xhl, uvx, uxw or xvw.") print("\t-i <index>\tfills the place holder of x with a Miller index, if none is given, 0 is assumed") def do_layout(self, argument): """Changes the layout of pyplot.""" errorcode, arguments = self.getArg(argument) if self.activeDset != None: if errorcode != ERROR_NO_ARGUMENTS and errorcode != ERROR_ODD_ARGUMENTS: if "-min" in arguments: self.contrast_min = float(arguments[arguments.index("-min") + 1]) if "-max" in arguments: self.contrast_max = float(arguments[arguments.index("-max") + 1]) if "-c" in arguments: self.cmap_selection = int(arguments[arguments.index("-c") + 1]) if self.cmap_selection >= len(self.cmaps) or self.cmap_selection < 0: out.error("Unknown color map index.") self.cmap_selection = 0 out.warn("Color map set to default.") if "-scale" in arguments: if (arguments[arguments.index("-scale") + 1] == self.LIN_SCALE) or (arguments[arguments.index("-scale") + 1] == self.LOG_SCALE): self.plotscale = arguments[arguments.index("-scale") + 1] else: out.error("Unknown scale!") self.replot() elif errorcode != ERROR_NO_ARGUMENTS: out.error("Input required!") else: out.error("No data selected!") def help_layout(self): """layout help page entry.""" print("Changes the layout of the plot.") print("\t-min <number> sets the minimum value of contrast") print("\t-max <number> sets the maximun value of contrast") print("\t-c <index> changes the color map, type \"help colormap\" to get a list of available color maps") print("\t-scale <lin|log> changes the scale to either a linear or logarithmic scale") def help_colormaps(self): """Displays all color maps""" print("Available color maps:") for i, color in enumerate(self.cmaps): print(i, color) def do_setActive(self, argument): """Activates a dataset.""" errorcode, arguments = self.getArg(argument) alias = "default" #default value if errorcode != ERROR_NO_ARGUMENTS and errorcode != ERROR_ODD_ARGUMENTS: if "-a" in arguments: alias = arguments[arguments.index("-a") + 1] else: out.warn("No arguments supplied, trying default.") if alias in self.dsetName: self.activeDset = alias self.meta = mt.MeerkatMetaData(self.dataset) pyplot.close("all") #in order to prevent display issues out.okay("Activated " + alias + "!") else: out.error(alias + " not found!") elif errorcode == ERROR_NO_ARGUMENTS: out.error("No arguments supplied!") def help_setActive(self): """setActive help page entry""" print("Changes the active dataset") print("\t-a <alias> alias of the dataset which should be activated") def do_saveData(self, argument): """Saves the last displayed image as a csv file.""" errorcode, arguments = self.getArg(argument) if errorcode != ERROR_NO_ARGUMENTS and errorcode != ERROR_ODD_ARGUMENTS: if "-o" in arguments: outfile = arguments[arguments.index("-o") + 1] data = np.asarray(self.currentData) np.savetxt(outfile, data, delimiter=";") out.okay("Successfully saved as " + outfile + "!") else: out.error("No output name given!") def help_saveData(self): print("Saves the last displayed image as a csv file.") print("\t-o <filename> name of the output file") def do_saveImage(self, argument): """Saves the last displayed image as a csv file.""" errorcode, arguments = self.getArg(argument) if self.currentImage != None: if errorcode != ERROR_NO_ARGUMENTS and errorcode != ERROR_ODD_ARGUMENTS: if "-o" in arguments: outfile = arguments[arguments.index("-o") + 1] self.currentImage.save(outfile) out.okay("Successfully saved as " + outfile + "!") else: out.error("No output name given!") else: out.error("No image in buffer to save!") def help_saveImage(self): print("Saves the last displayed image as a png file.") print("\t-o <filename> name of the output file") def do_unplot(self, argument): """Closes all plot windows.""" # errorcode, arguments = self.getArg(argument) pyplot.close("all") def help_unplot(self): """help text for the unplot command.""" print("Close all visible plots.") def do_info(self, argument): """Prints the meta data.""" if self.meta != None: errorcode, arguments = self.getArg(argument) if errorcode != self.CODE_ODD_ARGUMENTS: options = "nafsit" if "-p" in arguments: options = arguments[arguments.index("-p") + 1] if "n" in options: print("Active file name: %s" % os.path.split(self.dataset.filename)[1]) if "a" in options: print("Active file alias: %s" % self.activeDset) if "f" in options: print("File format: %s" % self.meta.format) if "s" in options: print("Pixel dimensions: x = %s, y = %s, z = %s" % tuple(self.meta.shape)) if self.meta.format == mt.MeerkatMetaData.dtype_NORMAL: # others do not have the fields if "i" in options: print("Pixel dimensions: h = %s, k = %s, l = %s" % tuple(self.meta.hklRange)) if "t" in options: print("Pixel dimensions: h/x = %s, k/y = %s, l/z = %s" % tuple(self.meta.steps)) else: out.error("Open a data file first!") def help_info(self): """info help page entry""" print("Shows the meta data of the currently selected data set.") print("If no arguments are given, all metadata is printed.") print("\t-p <selection> print only a minor part of the metadata.") print("\tselection is a continous string containing at least one of the following options:") print("\t\tn ... file name") print("\t\ta ... file alias") print("\t\tf ... file format") print("\t\ts ... pixel dimensions in all three directions (shape of the array)") print("\t\ti ... hkl indices in all three directions") print("\t\tt ... step size of the reconstruction") def do_readFrameSet(self, argument): """Reads in a frame set.""" errorcode, arguments = self.getArg(argument) if errorcode != ERROR_NO_ARGUMENTS and errorcode != ERROR_ODD_ARGUMENTS: pass #onblock internal functions def getArg(self, line): """Splits the arguments and checks if the correct number of arguments are given.""" errorcode = NO_ERROR arguments = str(line).split() if len(arguments) == 0: #no arguments supplied arguments = "" errorcode = ERROR_NO_ARGUMENTS elif len(arguments) % 2 != 0: #invalid number of arguments arguments = "" errorcode = ERROR_ODD_ARGUMENTS out.error("Invalid number of arguments!") return errorcode, arguments def replot(self): """pyplot distinguishes between 1D and 2D data, this function should call the right method.""" self.plot() def plot(self): """Uses pyplot to draw 2D data.""" pyplot.clf() height = self.meta.shape[0] #TODO:needs adjustment for different cuts width = self.meta.shape[1] #TODO:needs adjustment for different cuts if (height + width > 1000): #here are some issues with the display size dpi = width / 5 else: dpi = width pyplot.figure(figsize=(height/99.9,width/99.9), dpi=dpi) #creates a display mash-up, corrected below # The above line is a critical when it comes to image size pyplot.axes([0,0,1,1]) pyplot.axis("off") if self.plotscale == self.LIN_SCALE: pyplot.imshow(self.currentData, interpolation='nearest', clim=[self.contrast_min, self.contrast_max], cmap=self.cmaps[self.cmap_selection]) elif self.plotscale == self.LOG_SCALE: self.currentData[self.currentData < 0] = 0 # to pervent crashes pyplot.imshow(self.currentData, interpolation='nearest', norm=matplotlib.colors.LogNorm(vmin=self.contrast_min, vmax=self.contrast_max), cmap=self.cmaps[self.cmap_selection]) self.currentImage = self.plot2img(pyplot.figure) # the following two lines remove the display mash up produced above pyplot.close(len(pyplot.get_fignums()) - 1) pyplot.close(len(pyplot.get_fignums()) - 1) pyplot.show() #onblock convertion of images und plots def plot2img(self, figure): """Converts a pyplot figure into a PIL image by the use of the buffer.""" buf = io.BytesIO() pyplot.savefig(buf, format='png') buf.seek(0) return Image.open(buf) #offblock #end of internal functions #offblock if __name__ == '__main__': """Main loop creation, can run in terminal mode or script mode.""" if len(sys.argv) == 2: # in this case, it is assumed that the user provides a file with a list of commands input = open(sys.argv[1], 'rt') try: # setting up silent script mode interpreter = Burrow(stdin=input) interpreter.use_rawinput = False # required for file input to read new lines etc correctly interpreter.prompt = "" # silent mode interpreter.cmdloop() finally: input.close() elif len(sys.argv) == 1: # plain old commandline interpreter = Burrow() interpreter.cmdloop() else: out.error("Wrong input, <none> or <script filename> expected!")
gpl-2.0
JT5D/scikit-learn
sklearn/hmm.py
3
47342
# Hidden Markov Models # # Author: Ron Weiss <[email protected]> # and Shiqiao Du <[email protected]> # API changes: Jaques Grobler <[email protected]> """ The :mod:`sklearn.hmm` module implements hidden Markov models. **Warning:** :mod:`sklearn.hmm` is orphaned, undocumented and has known numerical stability issues. If nobody volunteers to write documentation and make it more stable, this module will be removed in version 0.11. """ import string import numpy as np from .utils import check_random_state, deprecated from .utils.extmath import logsumexp from .base import BaseEstimator from .mixture import ( GMM, log_multivariate_normal_density, sample_gaussian, distribute_covar_matrix_to_match_covariance_type, _validate_covars) from . import cluster from . import _hmmc __all__ = ['GMMHMM', 'GaussianHMM', 'MultinomialHMM', 'decoder_algorithms', 'normalize'] ZEROLOGPROB = -1e200 EPS = np.finfo(float).eps NEGINF = -np.inf decoder_algorithms = ("viterbi", "map") def normalize(A, axis=None): """ Normalize the input array so that it sums to 1. Parameters ---------- A: array, shape (n_samples, n_features) Non-normalized input data axis: int dimension along which normalization is performed Returns ------- normalized_A: array, shape (n_samples, n_features) A with values normalized (summing to 1) along the prescribed axis WARNING: Modifies inplace the array """ A += EPS Asum = A.sum(axis) if axis and A.ndim > 1: # Make sure we don't divide by zero. Asum[Asum == 0] = 1 shape = list(A.shape) shape[axis] = 1 Asum.shape = shape return A / Asum class _BaseHMM(BaseEstimator): """Hidden Markov Model base class. Representation of a hidden Markov model probability distribution. This class allows for easy evaluation of, sampling from, and maximum-likelihood estimation of the parameters of a HMM. See the instance documentation for details specific to a particular object. Attributes ---------- n_components : int Number of states in the model. transmat : array, shape (`n_components`, `n_components`) Matrix of transition probabilities between states. startprob : array, shape ('n_components`,) Initial state occupation distribution. transmat_prior : array, shape (`n_components`, `n_components`) Matrix of prior transition probabilities between states. startprob_prior : array, shape ('n_components`,) Initial state occupation prior distribution. algorithm : string, one of the decoder_algorithms decoder algorithm random_state: RandomState or an int seed (0 by default) A random number generator instance n_iter : int, optional Number of iterations to perform. thresh : float, optional Convergence threshold. params : string, optional Controls which parameters are updated in the training process. Can contain any combination of 's' for startprob, 't' for transmat, and other characters for subclass-specific emmission parameters. Defaults to all parameters. init_params : string, optional Controls which parameters are initialized prior to training. Can contain any combination of 's' for startprob, 't' for transmat, and other characters for subclass-specific emmission parameters. Defaults to all parameters. See Also -------- GMM : Gaussian mixture model """ # This class implements the public interface to all HMMs that # derive from it, including all of the machinery for the # forward-backward and Viterbi algorithms. Subclasses need only # implement _generate_sample_from_state(), _compute_log_likelihood(), # _init(), _initialize_sufficient_statistics(), # _accumulate_sufficient_statistics(), and _do_mstep(), all of # which depend on the specific emission distribution. # # Subclasses will probably also want to implement properties for # the emission distribution parameters to expose them publicly. def __init__(self, n_components=1, startprob=None, transmat=None, startprob_prior=None, transmat_prior=None, algorithm="viterbi", random_state=None, n_iter=10, thresh=1e-2, params=string.ascii_letters, init_params=string.ascii_letters): self.n_components = n_components self.n_iter = n_iter self.thresh = thresh self.params = params self.init_params = init_params self.startprob_ = startprob self.startprob_prior = startprob_prior self.transmat_ = transmat self.transmat_prior = transmat_prior self._algorithm = algorithm self.random_state = random_state @deprecated("HMM.eval was renamed to HMM.score_samples in 0.14 and will be" " removed in 0.16.") def eval(self, X): return self.score_samples(X) def score_samples(self, obs): """Compute the log probability under the model and compute posteriors. Parameters ---------- obs : array_like, shape (n, n_features) Sequence of n_features-dimensional data points. Each row corresponds to a single point in the sequence. Returns ------- logprob : float Log likelihood of the sequence ``obs``. posteriors : array_like, shape (n, n_components) Posterior probabilities of each state for each observation See Also -------- score : Compute the log probability under the model decode : Find most likely state sequence corresponding to a `obs` """ obs = np.asarray(obs) framelogprob = self._compute_log_likelihood(obs) logprob, fwdlattice = self._do_forward_pass(framelogprob) bwdlattice = self._do_backward_pass(framelogprob) gamma = fwdlattice + bwdlattice # gamma is guaranteed to be correctly normalized by logprob at # all frames, unless we do approximate inference using pruning. # So, we will normalize each frame explicitly in case we # pruned too aggressively. posteriors = np.exp(gamma.T - logsumexp(gamma, axis=1)).T posteriors += np.finfo(np.float32).eps posteriors /= np.sum(posteriors, axis=1).reshape((-1, 1)) return logprob, posteriors def score(self, obs): """Compute the log probability under the model. Parameters ---------- obs : array_like, shape (n, n_features) Sequence of n_features-dimensional data points. Each row corresponds to a single data point. Returns ------- logprob : float Log likelihood of the ``obs``. See Also -------- score_samples : Compute the log probability under the model and posteriors decode : Find most likely state sequence corresponding to a `obs` """ obs = np.asarray(obs) framelogprob = self._compute_log_likelihood(obs) logprob, _ = self._do_forward_pass(framelogprob) return logprob def _decode_viterbi(self, obs): """Find most likely state sequence corresponding to ``obs``. Uses the Viterbi algorithm. Parameters ---------- obs : array_like, shape (n, n_features) Sequence of n_features-dimensional data points. Each row corresponds to a single point in the sequence. Returns ------- viterbi_logprob : float Log probability of the maximum likelihood path through the HMM. state_sequence : array_like, shape (n,) Index of the most likely states for each observation. See Also -------- score_samples : Compute the log probability under the model and posteriors. score : Compute the log probability under the model """ obs = np.asarray(obs) framelogprob = self._compute_log_likelihood(obs) viterbi_logprob, state_sequence = self._do_viterbi_pass(framelogprob) return viterbi_logprob, state_sequence def _decode_map(self, obs): """Find most likely state sequence corresponding to `obs`. Uses the maximum a posteriori estimation. Parameters ---------- obs : array_like, shape (n, n_features) Sequence of n_features-dimensional data points. Each row corresponds to a single point in the sequence. Returns ------- map_logprob : float Log probability of the maximum likelihood path through the HMM state_sequence : array_like, shape (n,) Index of the most likely states for each observation See Also -------- score_samples : Compute the log probability under the model and posteriors. score : Compute the log probability under the model. """ _, posteriors = self.score_samples(obs) state_sequence = np.argmax(posteriors, axis=1) map_logprob = np.max(posteriors, axis=1).sum() return map_logprob, state_sequence def decode(self, obs, algorithm="viterbi"): """Find most likely state sequence corresponding to ``obs``. Uses the selected algorithm for decoding. Parameters ---------- obs : array_like, shape (n, n_features) Sequence of n_features-dimensional data points. Each row corresponds to a single point in the sequence. algorithm : string, one of the `decoder_algorithms` decoder algorithm to be used Returns ------- logprob : float Log probability of the maximum likelihood path through the HMM state_sequence : array_like, shape (n,) Index of the most likely states for each observation See Also -------- score_samples : Compute the log probability under the model and posteriors. score : Compute the log probability under the model. """ if self._algorithm in decoder_algorithms: algorithm = self._algorithm elif algorithm in decoder_algorithms: algorithm = algorithm decoder = {"viterbi": self._decode_viterbi, "map": self._decode_map} logprob, state_sequence = decoder[algorithm](obs) return logprob, state_sequence def predict(self, obs, algorithm="viterbi"): """Find most likely state sequence corresponding to `obs`. Parameters ---------- obs : array_like, shape (n, n_features) Sequence of n_features-dimensional data points. Each row corresponds to a single point in the sequence. Returns ------- state_sequence : array_like, shape (n,) Index of the most likely states for each observation """ _, state_sequence = self.decode(obs, algorithm) return state_sequence def predict_proba(self, obs): """Compute the posterior probability for each state in the model Parameters ---------- obs : array_like, shape (n, n_features) Sequence of n_features-dimensional data points. Each row corresponds to a single point in the sequence. Returns ------- T : array-like, shape (n, n_components) Returns the probability of the sample for each state in the model. """ _, posteriors = self.score_samples(obs) return posteriors def sample(self, n=1, random_state=None): """Generate random samples from the model. Parameters ---------- n : int Number of samples to generate. random_state: RandomState or an int seed (0 by default) A random number generator instance. If None is given, the object's random_state is used Returns ------- (obs, hidden_states) obs : array_like, length `n` List of samples hidden_states : array_like, length `n` List of hidden states """ if random_state is None: random_state = self.random_state random_state = check_random_state(random_state) startprob_pdf = self.startprob_ startprob_cdf = np.cumsum(startprob_pdf) transmat_pdf = self.transmat_ transmat_cdf = np.cumsum(transmat_pdf, 1) # Initial state. rand = random_state.rand() currstate = (startprob_cdf > rand).argmax() hidden_states = [currstate] obs = [self._generate_sample_from_state( currstate, random_state=random_state)] for _ in range(n - 1): rand = random_state.rand() currstate = (transmat_cdf[currstate] > rand).argmax() hidden_states.append(currstate) obs.append(self._generate_sample_from_state( currstate, random_state=random_state)) return np.array(obs), np.array(hidden_states, dtype=int) def fit(self, obs): """Estimate model parameters. An initialization step is performed before entering the EM algorithm. If you want to avoid this step, pass proper ``init_params`` keyword argument to estimator's constructor. Parameters ---------- obs : list List of array-like observation sequences, each of which has shape (n_i, n_features), where n_i is the length of the i_th observation. Notes ----- In general, `logprob` should be non-decreasing unless aggressive pruning is used. Decreasing `logprob` is generally a sign of overfitting (e.g. a covariance parameter getting too small). You can fix this by getting more training data, or strengthening the appropriate subclass-specific regularization parameter. """ if self.algorithm not in decoder_algorithms: self._algorithm = "viterbi" self._init(obs, self.init_params) logprob = [] for i in range(self.n_iter): # Expectation step stats = self._initialize_sufficient_statistics() curr_logprob = 0 for seq in obs: framelogprob = self._compute_log_likelihood(seq) lpr, fwdlattice = self._do_forward_pass(framelogprob) bwdlattice = self._do_backward_pass(framelogprob) gamma = fwdlattice + bwdlattice posteriors = np.exp(gamma.T - logsumexp(gamma, axis=1)).T curr_logprob += lpr self._accumulate_sufficient_statistics( stats, seq, framelogprob, posteriors, fwdlattice, bwdlattice, self.params) logprob.append(curr_logprob) # Check for convergence. if i > 0 and abs(logprob[-1] - logprob[-2]) < self.thresh: break # Maximization step self._do_mstep(stats, self.params) return self def _get_algorithm(self): "decoder algorithm" return self._algorithm def _set_algorithm(self, algorithm): if algorithm not in decoder_algorithms: raise ValueError("algorithm must be one of the decoder_algorithms") self._algorithm = algorithm algorithm = property(_get_algorithm, _set_algorithm) def _get_startprob(self): """Mixing startprob for each state.""" return np.exp(self._log_startprob) def _set_startprob(self, startprob): if startprob is None: startprob = np.tile(1.0 / self.n_components, self.n_components) else: startprob = np.asarray(startprob, dtype=np.float) # check if there exists a component whose value is exactly zero # if so, add a small number and re-normalize if not np.alltrue(startprob): normalize(startprob) if len(startprob) != self.n_components: raise ValueError('startprob must have length n_components') if not np.allclose(np.sum(startprob), 1.0): raise ValueError('startprob must sum to 1.0') self._log_startprob = np.log(np.asarray(startprob).copy()) startprob_ = property(_get_startprob, _set_startprob) def _get_transmat(self): """Matrix of transition probabilities.""" return np.exp(self._log_transmat) def _set_transmat(self, transmat): if transmat is None: transmat = np.tile(1.0 / self.n_components, (self.n_components, self.n_components)) # check if there exists a component whose value is exactly zero # if so, add a small number and re-normalize if not np.alltrue(transmat): normalize(transmat, axis=1) if (np.asarray(transmat).shape != (self.n_components, self.n_components)): raise ValueError('transmat must have shape ' '(n_components, n_components)') if not np.all(np.allclose(np.sum(transmat, axis=1), 1.0)): raise ValueError('Rows of transmat must sum to 1.0') self._log_transmat = np.log(np.asarray(transmat).copy()) underflow_idx = np.isnan(self._log_transmat) self._log_transmat[underflow_idx] = NEGINF transmat_ = property(_get_transmat, _set_transmat) def _do_viterbi_pass(self, framelogprob): n_observations, n_components = framelogprob.shape state_sequence, logprob = _hmmc._viterbi( n_observations, n_components, self._log_startprob, self._log_transmat, framelogprob) return logprob, state_sequence def _do_forward_pass(self, framelogprob): n_observations, n_components = framelogprob.shape fwdlattice = np.zeros((n_observations, n_components)) _hmmc._forward(n_observations, n_components, self._log_startprob, self._log_transmat, framelogprob, fwdlattice) fwdlattice[fwdlattice <= ZEROLOGPROB] = NEGINF return logsumexp(fwdlattice[-1]), fwdlattice def _do_backward_pass(self, framelogprob): n_observations, n_components = framelogprob.shape bwdlattice = np.zeros((n_observations, n_components)) _hmmc._backward(n_observations, n_components, self._log_startprob, self._log_transmat, framelogprob, bwdlattice) bwdlattice[bwdlattice <= ZEROLOGPROB] = NEGINF return bwdlattice def _compute_log_likelihood(self, obs): pass def _generate_sample_from_state(self, state, random_state=None): pass def _init(self, obs, params): if 's' in params: self.startprob_.fill(1.0 / self.n_components) if 't' in params: self.transmat_.fill(1.0 / self.n_components) # Methods used by self.fit() def _initialize_sufficient_statistics(self): stats = {'nobs': 0, 'start': np.zeros(self.n_components), 'trans': np.zeros((self.n_components, self.n_components))} return stats def _accumulate_sufficient_statistics(self, stats, seq, framelogprob, posteriors, fwdlattice, bwdlattice, params): stats['nobs'] += 1 if 's' in params: stats['start'] += posteriors[0] if 't' in params: n_observations, n_components = framelogprob.shape # when the sample is of length 1, it contains no transitions # so there is no reason to update our trans. matrix estimate if n_observations > 1: lneta = np.zeros((n_observations - 1, n_components, n_components)) lnP = logsumexp(fwdlattice[-1]) _hmmc._compute_lneta(n_observations, n_components, fwdlattice, self._log_transmat, bwdlattice, framelogprob, lnP, lneta) stats["trans"] += np.exp(logsumexp(lneta, 0)) def _do_mstep(self, stats, params): # Based on Huang, Acero, Hon, "Spoken Language Processing", # p. 443 - 445 if self.startprob_prior is None: self.startprob_prior = 1.0 if self.transmat_prior is None: self.transmat_prior = 1.0 if 's' in params: self.startprob_ = normalize( np.maximum(self.startprob_prior - 1.0 + stats['start'], 1e-20)) if 't' in params: transmat_ = normalize( np.maximum(self.transmat_prior - 1.0 + stats['trans'], 1e-20), axis=1) self.transmat_ = transmat_ class GaussianHMM(_BaseHMM): """Hidden Markov Model with Gaussian emissions Representation of a hidden Markov model probability distribution. This class allows for easy evaluation of, sampling from, and maximum-likelihood estimation of the parameters of a HMM. Parameters ---------- n_components : int Number of states. ``_covariance_type`` : string String describing the type of covariance parameters to use. Must be one of 'spherical', 'tied', 'diag', 'full'. Defaults to 'diag'. Attributes ---------- ``_covariance_type`` : string String describing the type of covariance parameters used by the model. Must be one of 'spherical', 'tied', 'diag', 'full'. n_features : int Dimensionality of the Gaussian emissions. n_components : int Number of states in the model. transmat : array, shape (`n_components`, `n_components`) Matrix of transition probabilities between states. startprob : array, shape ('n_components`,) Initial state occupation distribution. means : array, shape (`n_components`, `n_features`) Mean parameters for each state. covars : array Covariance parameters for each state. The shape depends on ``_covariance_type``:: (`n_components`,) if 'spherical', (`n_features`, `n_features`) if 'tied', (`n_components`, `n_features`) if 'diag', (`n_components`, `n_features`, `n_features`) if 'full' random_state: RandomState or an int seed (0 by default) A random number generator instance n_iter : int, optional Number of iterations to perform. thresh : float, optional Convergence threshold. params : string, optional Controls which parameters are updated in the training process. Can contain any combination of 's' for startprob, 't' for transmat, 'm' for means, and 'c' for covars. Defaults to all parameters. init_params : string, optional Controls which parameters are initialized prior to training. Can contain any combination of 's' for startprob, 't' for transmat, 'm' for means, and 'c' for covars. Defaults to all parameters. Examples -------- >>> from sklearn.hmm import GaussianHMM >>> GaussianHMM(n_components=2) ... #doctest: +ELLIPSIS +NORMALIZE_WHITESPACE GaussianHMM(algorithm='viterbi',... See Also -------- GMM : Gaussian mixture model """ def __init__(self, n_components=1, covariance_type='diag', startprob=None, transmat=None, startprob_prior=None, transmat_prior=None, algorithm="viterbi", means_prior=None, means_weight=0, covars_prior=1e-2, covars_weight=1, random_state=None, n_iter=10, thresh=1e-2, params=string.ascii_letters, init_params=string.ascii_letters): _BaseHMM.__init__(self, n_components, startprob, transmat, startprob_prior=startprob_prior, transmat_prior=transmat_prior, algorithm=algorithm, random_state=random_state, n_iter=n_iter, thresh=thresh, params=params, init_params=init_params) self._covariance_type = covariance_type if not covariance_type in ['spherical', 'tied', 'diag', 'full']: raise ValueError('bad covariance_type') self.means_prior = means_prior self.means_weight = means_weight self.covars_prior = covars_prior self.covars_weight = covars_weight @property def covariance_type(self): """Covariance type of the model. Must be one of 'spherical', 'tied', 'diag', 'full'. """ return self._covariance_type def _get_means(self): """Mean parameters for each state.""" return self._means_ def _set_means(self, means): means = np.asarray(means) if (hasattr(self, 'n_features') and means.shape != (self.n_components, self.n_features)): raise ValueError('means must have shape ' '(n_components, n_features)') self._means_ = means.copy() self.n_features = self._means_.shape[1] means_ = property(_get_means, _set_means) def _get_covars(self): """Return covars as a full matrix.""" if self._covariance_type == 'full': return self._covars_ elif self._covariance_type == 'diag': return [np.diag(cov) for cov in self._covars_] elif self._covariance_type == 'tied': return [self._covars_] * self.n_components elif self._covariance_type == 'spherical': return [np.eye(self.n_features) * f for f in self._covars_] def _set_covars(self, covars): covars = np.asarray(covars) _validate_covars(covars, self._covariance_type, self.n_components) self._covars_ = covars.copy() covars_ = property(_get_covars, _set_covars) def _compute_log_likelihood(self, obs): return log_multivariate_normal_density( obs, self._means_, self._covars_, self._covariance_type) def _generate_sample_from_state(self, state, random_state=None): if self._covariance_type == 'tied': cv = self._covars_ else: cv = self._covars_[state] return sample_gaussian(self._means_[state], cv, self._covariance_type, random_state=random_state) def _init(self, obs, params='stmc'): super(GaussianHMM, self)._init(obs, params=params) if (hasattr(self, 'n_features') and self.n_features != obs[0].shape[1]): raise ValueError('Unexpected number of dimensions, got %s but ' 'expected %s' % (obs[0].shape[1], self.n_features)) self.n_features = obs[0].shape[1] if 'm' in params: self._means_ = cluster.KMeans( n_clusters=self.n_components).fit(obs[0]).cluster_centers_ if 'c' in params: cv = np.cov(obs[0].T) if not cv.shape: cv.shape = (1, 1) self._covars_ = distribute_covar_matrix_to_match_covariance_type( cv, self._covariance_type, self.n_components) def _initialize_sufficient_statistics(self): stats = super(GaussianHMM, self)._initialize_sufficient_statistics() stats['post'] = np.zeros(self.n_components) stats['obs'] = np.zeros((self.n_components, self.n_features)) stats['obs**2'] = np.zeros((self.n_components, self.n_features)) stats['obs*obs.T'] = np.zeros((self.n_components, self.n_features, self.n_features)) return stats def _accumulate_sufficient_statistics(self, stats, obs, framelogprob, posteriors, fwdlattice, bwdlattice, params): super(GaussianHMM, self)._accumulate_sufficient_statistics( stats, obs, framelogprob, posteriors, fwdlattice, bwdlattice, params) if 'm' in params or 'c' in params: stats['post'] += posteriors.sum(axis=0) stats['obs'] += np.dot(posteriors.T, obs) if 'c' in params: if self._covariance_type in ('spherical', 'diag'): stats['obs**2'] += np.dot(posteriors.T, obs ** 2) elif self._covariance_type in ('tied', 'full'): for t, o in enumerate(obs): obsobsT = np.outer(o, o) for c in range(self.n_components): stats['obs*obs.T'][c] += posteriors[t, c] * obsobsT def _do_mstep(self, stats, params): super(GaussianHMM, self)._do_mstep(stats, params) # Based on Huang, Acero, Hon, "Spoken Language Processing", # p. 443 - 445 denom = stats['post'][:, np.newaxis] if 'm' in params: prior = self.means_prior weight = self.means_weight if prior is None: weight = 0 prior = 0 self._means_ = (weight * prior + stats['obs']) / (weight + denom) if 'c' in params: covars_prior = self.covars_prior covars_weight = self.covars_weight if covars_prior is None: covars_weight = 0 covars_prior = 0 means_prior = self.means_prior means_weight = self.means_weight if means_prior is None: means_weight = 0 means_prior = 0 meandiff = self._means_ - means_prior if self._covariance_type in ('spherical', 'diag'): cv_num = (means_weight * (meandiff) ** 2 + stats['obs**2'] - 2 * self._means_ * stats['obs'] + self._means_ ** 2 * denom) cv_den = max(covars_weight - 1, 0) + denom self._covars_ = (covars_prior + cv_num) / cv_den if self._covariance_type == 'spherical': self._covars_ = np.tile( self._covars_.mean(1)[:, np.newaxis], (1, self._covars_.shape[1])) elif self._covariance_type in ('tied', 'full'): cvnum = np.empty((self.n_components, self.n_features, self.n_features)) for c in range(self.n_components): obsmean = np.outer(stats['obs'][c], self._means_[c]) cvnum[c] = (means_weight * np.outer(meandiff[c], meandiff[c]) + stats['obs*obs.T'][c] - obsmean - obsmean.T + np.outer(self._means_[c], self._means_[c]) * stats['post'][c]) cvweight = max(covars_weight - self.n_features, 0) if self._covariance_type == 'tied': self._covars_ = ((covars_prior + cvnum.sum(axis=0)) / (cvweight + stats['post'].sum())) elif self._covariance_type == 'full': self._covars_ = ((covars_prior + cvnum) / (cvweight + stats['post'][:, None, None])) def fit(self, obs): """Estimate model parameters. An initialization step is performed before entering the EM algorithm. If you want to avoid this step, pass proper ``init_params`` keyword argument to estimator's constructor. Parameters ---------- obs : list List of array-like observation sequences, each of which has shape (n_i, n_features), where n_i is the length of the i_th observation. Notes ----- In general, `logprob` should be non-decreasing unless aggressive pruning is used. Decreasing `logprob` is generally a sign of overfitting (e.g. the covariance parameter on one or more components becomminging too small). You can fix this by getting more training data, or increasing covars_prior. """ return super(GaussianHMM, self).fit(obs) class MultinomialHMM(_BaseHMM): """Hidden Markov Model with multinomial (discrete) emissions Attributes ---------- n_components : int Number of states in the model. n_symbols : int Number of possible symbols emitted by the model (in the observations). transmat : array, shape (`n_components`, `n_components`) Matrix of transition probabilities between states. startprob : array, shape ('n_components`,) Initial state occupation distribution. emissionprob : array, shape ('n_components`, 'n_symbols`) Probability of emitting a given symbol when in each state. random_state: RandomState or an int seed (0 by default) A random number generator instance n_iter : int, optional Number of iterations to perform. thresh : float, optional Convergence threshold. params : string, optional Controls which parameters are updated in the training process. Can contain any combination of 's' for startprob, 't' for transmat, 'e' for emmissionprob. Defaults to all parameters. init_params : string, optional Controls which parameters are initialized prior to training. Can contain any combination of 's' for startprob, 't' for transmat, 'e' for emmissionprob. Defaults to all parameters. Examples -------- >>> from sklearn.hmm import MultinomialHMM >>> MultinomialHMM(n_components=2) ... #doctest: +ELLIPSIS +NORMALIZE_WHITESPACE MultinomialHMM(algorithm='viterbi',... See Also -------- GaussianHMM : HMM with Gaussian emissions """ def __init__(self, n_components=1, startprob=None, transmat=None, startprob_prior=None, transmat_prior=None, algorithm="viterbi", random_state=None, n_iter=10, thresh=1e-2, params=string.ascii_letters, init_params=string.ascii_letters): """Create a hidden Markov model with multinomial emissions. Parameters ---------- n_components : int Number of states. """ _BaseHMM.__init__(self, n_components, startprob, transmat, startprob_prior=startprob_prior, transmat_prior=transmat_prior, algorithm=algorithm, random_state=random_state, n_iter=n_iter, thresh=thresh, params=params, init_params=init_params) def _get_emissionprob(self): """Emission probability distribution for each state.""" return np.exp(self._log_emissionprob) def _set_emissionprob(self, emissionprob): emissionprob = np.asarray(emissionprob) if hasattr(self, 'n_symbols') and \ emissionprob.shape != (self.n_components, self.n_symbols): raise ValueError('emissionprob must have shape ' '(n_components, n_symbols)') # check if there exists a component whose value is exactly zero # if so, add a small number and re-normalize if not np.alltrue(emissionprob): normalize(emissionprob) self._log_emissionprob = np.log(emissionprob) underflow_idx = np.isnan(self._log_emissionprob) self._log_emissionprob[underflow_idx] = NEGINF self.n_symbols = self._log_emissionprob.shape[1] emissionprob_ = property(_get_emissionprob, _set_emissionprob) def _compute_log_likelihood(self, obs): return self._log_emissionprob[:, obs].T def _generate_sample_from_state(self, state, random_state=None): cdf = np.cumsum(self.emissionprob_[state, :]) random_state = check_random_state(random_state) rand = random_state.rand() symbol = (cdf > rand).argmax() return symbol def _init(self, obs, params='ste'): super(MultinomialHMM, self)._init(obs, params=params) self.random_state = check_random_state(self.random_state) if 'e' in params: if not hasattr(self, 'n_symbols'): symbols = set() for o in obs: symbols = symbols.union(set(o)) self.n_symbols = len(symbols) emissionprob = normalize(self.random_state.rand(self.n_components, self.n_symbols), 1) self.emissionprob_ = emissionprob def _initialize_sufficient_statistics(self): stats = super(MultinomialHMM, self)._initialize_sufficient_statistics() stats['obs'] = np.zeros((self.n_components, self.n_symbols)) return stats def _accumulate_sufficient_statistics(self, stats, obs, framelogprob, posteriors, fwdlattice, bwdlattice, params): super(MultinomialHMM, self)._accumulate_sufficient_statistics( stats, obs, framelogprob, posteriors, fwdlattice, bwdlattice, params) if 'e' in params: for t, symbol in enumerate(obs): stats['obs'][:, symbol] += posteriors[t] def _do_mstep(self, stats, params): super(MultinomialHMM, self)._do_mstep(stats, params) if 'e' in params: self.emissionprob_ = (stats['obs'] / stats['obs'].sum(1)[:, np.newaxis]) def _check_input_symbols(self, obs): """check if input can be used for Multinomial.fit input must be both positive integer array and every element must be continuous. e.g. x = [0, 0, 2, 1, 3, 1, 1] is OK and y = [0, 0, 3, 5, 10] not """ symbols = np.asarray(obs).flatten() if symbols.dtype.kind != 'i': # input symbols must be integer return False if len(symbols) == 1: # input too short return False if np.any(symbols < 0): # input contains negative intiger return False symbols.sort() if np.any(np.diff(symbols) > 1): # input is discontinous return False return True def fit(self, obs, **kwargs): """Estimate model parameters. An initialization step is performed before entering the EM algorithm. If you want to avoid this step, pass proper ``init_params`` keyword argument to estimator's constructor. Parameters ---------- obs : list List of array-like observation sequences, each of which has shape (n_i, n_features), where n_i is the length of the i_th observation. """ err_msg = ("Input must be both positive integer array and " "every element must be continuous, but %s was given.") if not self._check_input_symbols(obs): raise ValueError(err_msg % obs) return _BaseHMM.fit(self, obs, **kwargs) class GMMHMM(_BaseHMM): """Hidden Markov Model with Gaussin mixture emissions Attributes ---------- init_params : string, optional Controls which parameters are initialized prior to training. Can contain any combination of 's' for startprob, 't' for transmat, 'm' for means, 'c' for covars, and 'w' for GMM mixing weights. Defaults to all parameters. params : string, optional Controls which parameters are updated in the training process. Can contain any combination of 's' for startprob, 't' for transmat, 'm' for means, and 'c' for covars, and 'w' for GMM mixing weights. Defaults to all parameters. n_components : int Number of states in the model. transmat : array, shape (`n_components`, `n_components`) Matrix of transition probabilities between states. startprob : array, shape ('n_components`,) Initial state occupation distribution. gmms : array of GMM objects, length `n_components` GMM emission distributions for each state. random_state : RandomState or an int seed (0 by default) A random number generator instance n_iter : int, optional Number of iterations to perform. thresh : float, optional Convergence threshold. Examples -------- >>> from sklearn.hmm import GMMHMM >>> GMMHMM(n_components=2, n_mix=10, covariance_type='diag') ... # doctest: +ELLIPSIS, +NORMALIZE_WHITESPACE GMMHMM(algorithm='viterbi', covariance_type='diag',... See Also -------- GaussianHMM : HMM with Gaussian emissions """ def __init__(self, n_components=1, n_mix=1, startprob=None, transmat=None, startprob_prior=None, transmat_prior=None, algorithm="viterbi", gmms=None, covariance_type='diag', covars_prior=1e-2, random_state=None, n_iter=10, thresh=1e-2, params=string.ascii_letters, init_params=string.ascii_letters): """Create a hidden Markov model with GMM emissions. Parameters ---------- n_components : int Number of states. """ _BaseHMM.__init__(self, n_components, startprob, transmat, startprob_prior=startprob_prior, transmat_prior=transmat_prior, algorithm=algorithm, random_state=random_state, n_iter=n_iter, thresh=thresh, params=params, init_params=init_params) # XXX: Hotfit for n_mix that is incompatible with the scikit's # BaseEstimator API self.n_mix = n_mix self._covariance_type = covariance_type self.covars_prior = covars_prior self.gmms = gmms if gmms is None: gmms = [] for x in range(self.n_components): if covariance_type is None: g = GMM(n_mix) else: g = GMM(n_mix, covariance_type=covariance_type) gmms.append(g) self.gmms_ = gmms # Read-only properties. @property def covariance_type(self): """Covariance type of the model. Must be one of 'spherical', 'tied', 'diag', 'full'. """ return self._covariance_type def _compute_log_likelihood(self, obs): return np.array([g.score(obs) for g in self.gmms_]).T def _generate_sample_from_state(self, state, random_state=None): return self.gmms_[state].sample(1, random_state=random_state).flatten() def _init(self, obs, params='stwmc'): super(GMMHMM, self)._init(obs, params=params) allobs = np.concatenate(obs, 0) for g in self.gmms_: g.set_params(init_params=params, n_iter=0) g.fit(allobs) def _initialize_sufficient_statistics(self): stats = super(GMMHMM, self)._initialize_sufficient_statistics() stats['norm'] = [np.zeros(g.weights_.shape) for g in self.gmms_] stats['means'] = [np.zeros(np.shape(g.means_)) for g in self.gmms_] stats['covars'] = [np.zeros(np.shape(g.covars_)) for g in self.gmms_] return stats def _accumulate_sufficient_statistics(self, stats, obs, framelogprob, posteriors, fwdlattice, bwdlattice, params): super(GMMHMM, self)._accumulate_sufficient_statistics( stats, obs, framelogprob, posteriors, fwdlattice, bwdlattice, params) for state, g in enumerate(self.gmms_): _, lgmm_posteriors = g.score_samples(obs) lgmm_posteriors += np.log(posteriors[:, state][:, np.newaxis] + np.finfo(np.float).eps) gmm_posteriors = np.exp(lgmm_posteriors) tmp_gmm = GMM(g.n_components, covariance_type=g.covariance_type) n_features = g.means_.shape[1] tmp_gmm._set_covars( distribute_covar_matrix_to_match_covariance_type( np.eye(n_features), g.covariance_type, g.n_components)) norm = tmp_gmm._do_mstep(obs, gmm_posteriors, params) if np.any(np.isnan(tmp_gmm.covars_)): raise ValueError stats['norm'][state] += norm if 'm' in params: stats['means'][state] += tmp_gmm.means_ * norm[:, np.newaxis] if 'c' in params: if tmp_gmm.covariance_type == 'tied': stats['covars'][state] += tmp_gmm.covars_ * norm.sum() else: cvnorm = np.copy(norm) shape = np.ones(tmp_gmm.covars_.ndim) shape[0] = np.shape(tmp_gmm.covars_)[0] cvnorm.shape = shape stats['covars'][state] += tmp_gmm.covars_ * cvnorm def _do_mstep(self, stats, params): super(GMMHMM, self)._do_mstep(stats, params) # All that is left to do is to apply covars_prior to the # parameters updated in _accumulate_sufficient_statistics. for state, g in enumerate(self.gmms_): n_features = g.means_.shape[1] norm = stats['norm'][state] if 'w' in params: g.weights_ = normalize(norm) if 'm' in params: g.means_ = stats['means'][state] / norm[:, np.newaxis] if 'c' in params: if g.covariance_type == 'tied': g.covars_ = ((stats['covars'][state] + self.covars_prior * np.eye(n_features)) / norm.sum()) else: cvnorm = np.copy(norm) shape = np.ones(g.covars_.ndim) shape[0] = np.shape(g.covars_)[0] cvnorm.shape = shape if (g.covariance_type in ['spherical', 'diag']): g.covars_ = (stats['covars'][state] + self.covars_prior) / cvnorm elif g.covariance_type == 'full': eye = np.eye(n_features) g.covars_ = ((stats['covars'][state] + self.covars_prior * eye[np.newaxis]) / cvnorm)
bsd-3-clause
iulian787/spack
var/spack/repos/builtin/packages/yoda/package.py
2
5522
# Copyright 2013-2020 Lawrence Livermore National Security, LLC and other # Spack Project Developers. See the top-level COPYRIGHT file for details. # # SPDX-License-Identifier: (Apache-2.0 OR MIT) from spack import * class Yoda(AutotoolsPackage): """YODA - Yet more Objects for Data Analysis""" homepage = "https://yoda.hepforge.org/" url = "https://yoda.hepforge.org/downloads/?f=YODA-1.8.3.tar.bz2" tags = ['hep'] version('1.8.3', sha256='d9dd0ea5e0f630cdf4893c09a40c78bd44455777c2125385ecc26fa9a2acba8a') version('1.8.2', sha256='89558c11cf9b88b0899713e5b4bf8781fdcecc480ff155985ebbf148c6d80bdb') version('1.8.1', sha256='51472e12065b9469f13906f0dc609e036d0c1dbd2a8e445e7d654aba73660112') version('1.8.0', sha256='82c62bbaedb4b6b7d50cd42ce5409d453d46c1cc6724047db5efa74d34dd6dc5') version('1.7.7', sha256='cfb64b099a79ec4d138792f0b464a8fbb04c4345143f77bbdca07acb744628ce') version('1.7.6', sha256='864a1459c82676c991fcaed931263a415e815e3c9dc2cad2f94bda6fa4d112e5') version('1.7.5', sha256='7b1dc7bb380d0fbadce12072f5cc21912c115e826182a3922d864e7edea131db') version('1.7.4', sha256='3df316b89e9c0052104f8956e4f7d26c0b0b05cdace7d908be35c383361e3a71') version('1.7.3', sha256='ebf6094733823e9cc2d1586aff06db2d8999c74a47e666baf305322f62c48058') version('1.7.2', sha256='7f093cf947824ec118767c7c1999a50ea9343c173cf8c5062e3800ba54c2943e') version('1.7.1', sha256='edd7971ecd272314309c800395200b07cf68547cbac3378a02d0b8c9ac03027b') version('1.7.0', sha256='b3d6bfb0c52ed87cd240cee5e93e09102832d9ef32505d7275f4d3191a35ce3b') version('1.6.7', sha256='2abf378573832c201bc6a9fecfff5b2006fc98c7a272540326cda8eb5bd95e16') version('1.6.6', sha256='cf172a496d9108b93420530ea91055d07ecd514d2894d78db46b806530e91d21') version('1.6.5', sha256='1477fe754cfe2e4e06aa363a773accf18aab960a8b899968b77834368cac14c5') version('1.6.4', sha256='4c01f43c18b7b2e71f61dea0bb8c6fdc099c8e1a66256c510652884c4ffffbca') version('1.6.3', sha256='1dd7e334fe54a05ff911d9e227d395abc5efd29e29d60187a036b2201f97da19') version('1.6.2', sha256='5793cd1320694118423888801ca520f2719565fde04699ee69e1751f47cb57a8') version('1.6.1', sha256='ec3f4cc4eb57f94fb431cc37db10eb831f025df95ffd9e516b8009199253c62b') version('1.6.0', sha256='2920ef2588268484b650dc08438664a3539b79c65a9e80d58e3771bb699e2a6b') version('1.5.9', sha256='1a19cc8c34c08f1797a93d355250e682eb85d62d4ab277b6714d7873b4bdde75') version('1.5.8', sha256='011c5be5cc565f8baf02e7ebbe57a57b4d70dc6a528d5b0102700020bbf5a973') version('1.5.7', sha256='f775df11b034154b8f5d43f12007692c3314672e60d3e554b3928fe5b0f00c29') version('1.5.6', sha256='050e17b1b80658213281a2e4112dfecc0096f01f269cd739d601b2fd0e790a0c') version('1.5.5', sha256='ce45df6248c6c50633953048240513dc52ca5c9144ef69ea72ada2df23bc4918') version('1.5.4', sha256='c41853a1f3aa0794875ae09c1ba4348942eb890e798ac7cee6e3505a9b68b678') version('1.5.3', sha256='1220ac0ae204c3ed6b22a6a35c30d9b5c1ded35a1054cff131861b4a919d4904') version('1.5.2', sha256='ec113c53a6174b174aaea8f45802cc419184ce056123b93ab8d3f80fc1bd4986') version('1.5.1', sha256='a8b088b3ede67d560e40f91f4f99be313f21841c46ce2f657af7692a7bbe3276') version('1.5.0', sha256='2c2b77344854fac937a8ef07c0928c50829ff4c69bcad6e0afb92da611b7dd18') version('1.4.0', sha256='e76a129f7c2b72b53525fe0b712606eeeab0dc145daa070ebf0728f0384eaf48') version('1.3.1', sha256='274e196d009e3aac6dd1f2db876de9613ca1a3c21ec3364bc3662f5493bc9747') version('1.3.0', sha256='d63197d5940b481ecb06cf4703d9c0b49388f32cad61ccae580d1b80312bd215') version('1.2.1', sha256='e86964e91e4fbbba443d2848f55c028001de4713dcc64c40339389de053e7d8b') version('1.2.0', sha256='143fa86cd7965d26d3897a5752307bfe08f4866c2f9a9f226a393127d19ee353') version('1.1.0', sha256='5d2e8f3c1cddfb59fe651931c7c605fe0ed067864fa86047aed312c6a7938e01') version('1.0.7', sha256='145c27d922c27a4e1d6d50030f4ddece5f03d6c309a5e392a5fcbb5e83e747ab') version('1.0.6', sha256='357732448d67a593e5ff004418f2a2a263a1401ffe84e021f8a714aa183eaa21') version('1.0.5', sha256='ba72bc3943a1b39fa63900570948199cf5ed5c7523f2c4af4740e51b098f1794') version('1.0.4', sha256='697fe397c69689feecb2a731e19b2ff85e19343b8198c4f18a7064c4f7123950') version('1.0.3', sha256='6a1d1d75d9d74da457726ea9463c1b0b6ba38d4b43ef54e1c33f885e70fdae4b') variant("root", default=False, description="Enable ROOT interface") depends_on('python', type=('build', 'run')) depends_on('py-future', type=('build', 'run')) depends_on('boost', when='@:1.6.0', type=('build', 'run')) depends_on('py-cython', type='build') depends_on('py-matplotlib', when='@1.3.0:', type=('build', 'run')) depends_on('root', type=('build', 'run'), when='+root') patch('yoda-1.5.5.patch', level=0, when='@1.5.5') patch('yoda-1.5.9.patch', level=0, when='@1.5.9') patch('yoda-1.6.1.patch', level=0, when='@1.6.1') patch('yoda-1.6.2.patch', level=0, when='@1.6.2') patch('yoda-1.6.3.patch', level=0, when='@1.6.3') patch('yoda-1.6.4.patch', level=0, when='@1.6.4') patch('yoda-1.6.5.patch', level=0, when='@1.6.5') patch('yoda-1.6.6.patch', level=0, when='@1.6.6') patch('yoda-1.6.7.patch', level=0, when='@1.6.7') def configure_args(self): args = [] if self.spec.satisfies('@:1.6.0'): args += '--with-boost=' + self.spec['boost'].prefix if '+root' in self.spec: args += '--enable-root' return args
lgpl-2.1
benfitzpatrick/rose
etc/tutorial/cylc-forecasting-suite/lib/python/util.py
4
9244
# -*- coding: utf-8 -*- # ----------------------------------------------------------------------------- # Copyright (C) 2012-2019 British Crown (Met Office) & Contributors - GNU V3+. # This is illustrative code developed for tutorial purposes, it is not # intended for scientific use and is not guarantied to be accurate or correct. # ----------------------------------------------------------------------------- from copy import copy import math import jinja2 import sys R_0 = 6371. # Radius of the Earth (km). def frange(start, stop, step): """Implementation of python's xrange which works with floats.""" while start < stop: yield start start += step def read_csv(filename, cast=float): """Reads in data from a 2D csv file. Args: filename (str): The path to the file to read. cast (function): A function to call on each value to convert the data into the desired format. """ data = [] with open(filename, 'r') as datafile: line = datafile.readline() while line: data.append(list(map(cast, line.split(',')))) line = datafile.readline() return data def write_csv(filename, matrix, fmt='%.2f'): """Write data from a 2D array to a csv format file.""" with open(filename, 'w+') as datafile: for row in matrix: datafile.write(', '.join(fmt % x for x in row) + '\n') def field_to_csv(field, x_range, y_range, filename): """Extrapolate values from the field and write them to a csv file. Args: filename (str): The path of the csv file to write to. field (function): A function of the form f(x, y) -> z. x_range (list): List of the x coordinates of the extrapolated grid. These are the extrapolation coordinates, the length of this list defines the size of the grid. x_range (list): List of the y coordinates of the extrapolated grid. These are the extrapolation coordinates, the length of this list defines the size of the grid. """ with open(filename, 'w+') as csv_file: for itt_y in y_range: csv_file.write(', '.join('%.2f' % field(x, itt_y) for x in x_range) + '\n') def generate_matrix(dim_x, dim_y, value=0.): """Generates a 2D list with the desired dimensions. Args: dim_x (int): The x-dimension of the matrix. dim_y (int): The y-dimension of the matrix. value: The default value for each cell of the matrix. """ matrix = [] for _ in range(dim_y): matrix.append([copy(value)] * dim_x) return matrix def permutations(collection_1, collection_2): """Yield all permutations of two collections.""" for val_1 in collection_1: for val_2 in collection_2: yield val_1, val_2 def great_arc_distance(coordinate_1, coordinate_2): """Compute the distance between two (lng, lat) coordinates in km. Uses the Haversine formula. Args: coordinate_1 (tuple): A 2-tuple (lng, lat) of the first coordinate. coordinate_2 (tuple): A 2-tuple (lng, lat) of the second coordinate. """ (lng_1, lat_1) = coordinate_1 (lng_2, lat_2) = coordinate_2 lng_1 = math.radians(lng_1) lat_1 = math.radians(lat_1) lng_2 = math.radians(lng_2) lat_2 = math.radians(lat_2) return ( 2 * R_0 * math.asin( math.sqrt( (math.sin((lat_2 - lat_1) / 2.) ** 2) + ( math.cos(lat_1) * math.cos(lat_2) * (math.sin((lng_2 - lng_1) / 2.) ** 2) ) ) ) ) def interpolate_grid(points, dim_x, dim_y, d_x, d_y, spline_order=0): """Interpolate 2D data onto a grid. Args: points (list): The points to interpolate as a list of 3-tuples (x, y, z). dim_x (int): The size of the grid in the x-dimension. dim_y (int): The size of the grid in the y-dimension. d_x (float): The grid spacing in the x-dimension. d_y (float): The grid spacing in the y-dimension. spline_order (int): The order of the beta-spline to use for interpolation (0 = nearset). Return: list - 2D matrix of dimensions dim_x, dim_y containing the interpolated data. """ def spline_0(pos_x, pos_y, z_val): """Zeroth order beta spline (i.e. nearest point).""" return [(int(round(pos_x)), int(round(pos_y)), z_val)] # [(x, y, z)] def spline_1(pos_x, pos_y, z_val): """First order beta spline (weight spread about four nearest ponts).""" x_0 = int(math.floor(pos_x)) y_0 = int(math.floor(pos_y)) x_1 = x_0 + 1 y_1 = y_0 + 1 return [ # (x, y, z), ... (x_0, y_0, (x_0 + d_x - pos_x) * (y_0 + d_y - pos_y) * z_val), (x_1, y_0, (pos_x - x_0) * (y_0 + d_y - pos_y) * z_val), (x_0, y_1, (x_0 + d_x - pos_x) * (pos_y - y_0) * z_val), (x_1, y_1, (pos_x - x_0) * (pos_y - y_0) * z_val) ] if spline_order == 0: spline = spline_0 elif spline_order == 1: spline = spline_1 else: raise ValueError('Invalid spline order "%d" must be in (0, 1).' % spline_order) grid = generate_matrix(dim_x, dim_y, 0.) for x_val, y_val, z_val in points: x_coord = x_val / d_x y_coord = y_val / d_y for grid_x, grid_y, grid_z in spline(x_coord, y_coord, z_val): try: grid[grid_y][grid_x] += grid_z except IndexError: # Grid point out of bounds => skip. pass return grid def plot_vector_grid(filename, x_grid, y_grid): try: import matplotlib matplotlib.use('Agg') import matplotlib.pyplot as plt except ImportError: print('Plotting disabled', file=sys.stderr) return fig = plt.figure() x_coords = [] y_coords = [] z_coords = [] for itt_x in range(len(x_grid[0])): for itt_y in range(len(x_grid)): x_coords.append(itt_x) y_coords.append(itt_y) z_coords.append(( x_grid[itt_y][itt_x], y_grid[itt_y][itt_x] )) plt.quiver(x_coords, y_coords, [x[0] for x in z_coords], [y[1] for y in z_coords]) fig.savefig(filename) def get_grid_coordinates(lng, lat, domain, resolution): """Return the grid coordinates for a lat, long coordinate pair.""" # NOTE: Grid coordinates run from *top* left to bottom right. length_y = int(abs(domain['lat2'] - domain['lat1']) // resolution) return ( int((abs(lng - domain['lng1'])) // resolution), length_y - int((abs(lat - domain['lat1'])) // resolution)) class SurfaceFitter(object): """A 2D interpolation for random points. A standin for scipy.interpolate.interp2d Args: x_points (list): A list of the x coordinates of the points to interpolate. y_points (list): A list of the y coordinates of the points. z_points (list): A list of the z coordinates of the points. kind (str): String representing the order of the interpolation to perform (either linear, quadratic or cubic). Returns: function: fcn(x, y) -> z """ def __init__(self, x_points, y_points, z_points, kind='linear'): self.points = list(zip(x_points, y_points, z_points)) if kind == 'linear': self.power = 1. elif kind == 'quadratic': self.power = 2. elif kind == 'cubic': self.power = 3. else: raise ValueError('"%s" is not a valid interpolation method' % kind) def __call__(self, grid_x, grid_y): sum_value = 0.0 sum_weight = 0.0 z_val = None for x_point, y_point, z_point in self.points: d_x = grid_x - x_point d_y = grid_y - y_point if d_x == 0 and d_y == 0: # This point is exactly at the grid location we are # interpolating for, return this value. z_val = z_point break else: weight = 1. / ((math.sqrt(d_x ** 2 + d_y ** 2)) ** self.power) sum_weight += weight sum_value += weight * z_point if z_val is None: z_val = sum_value / sum_weight return z_val def parse_domain(domain): bbox = list(map(float, domain.split(','))) return { 'lng1': bbox[0], 'lat1': bbox[1], 'lng2': bbox[2], 'lat2': bbox[3] } def generate_html_map(filename, template_file, data, domain, resolution): with open(template_file, 'r') as template: with open(filename, 'w+') as html_file: html_file.write(jinja2.Template(template.read()).render( resolution=resolution, lng1=domain['lng1'], lng2=domain['lng2'], lat1=domain['lat1'], lat2=domain['lat2'], data=data))
gpl-3.0
kinverarity1/gpgLabs
EM/FEM3Loop/FEM3loop.py
1
4284
import numpy as np import matplotlib.pyplot as plt import scipy.io def mind(x,y,z,dincl,ddecl,x0,y0,z0,aincl,adecl): x = np.array(x, dtype=float) y = np.array(y, dtype=float) z = np.array(z, dtype=float) x0 = np.array(x0, dtype=float) y0 = np.array(y0, dtype=float) z0 = np.array(z0, dtype=float) dincl = np.array(dincl, dtype=float) ddecl = np.array(ddecl, dtype=float) aincl = np.array(aincl, dtype=float) adecl = np.array(adecl, dtype=float) di=np.pi*dincl/180.0 dd=np.pi*ddecl/180.0 cx=np.cos(di)*np.cos(dd) cy=np.cos(di)*np.sin(dd) cz=np.sin(di) ai=np.pi*aincl/180.0 ad=np.pi*adecl/180.0 ax=np.cos(ai)*np.cos(ad) ay=np.cos(ai)*np.sin(ad) az=np.sin(ai) # begin the calculation a=x-x0 b=y-y0 h=z-z0 rt=np.sqrt(a**2.+b**2.+h**2.)**5. txy=3.*a*b/rt txz=3.*a*h/rt tyz=3.*b*h/rt txx=(2.*a**2.-b**2.-h**2.)/rt tyy=(2.*b**2.-a**2.-h**2.)/rt tzz=-(txx+tyy) bx= (txx*cx+txy*cy+txz*cz) by= (txy*cx+tyy*cy+tyz*cz) bz= (txz*cx+tyz*cy+tzz*cz) return bx*ax+by*ay+bz*az def fem3loop(L,R,xc,yc,zc,dincl,ddecl,S,ht,f,xmin,xmax,dx): L = np.array(L, dtype=float) R = np.array(R, dtype=float) xc = np.array(xc, dtype=float) yc = np.array(yc, dtype=float) zc = np.array(zc, dtype=float) dincl = np.array(dincl, dtype=float) ddecl = np.array(ddecl, dtype=float) S = np.array(S, dtype=float) ht = np.array(ht, dtype=float) f = np.array(f, dtype=float) xmin = np.array(xmin, dtype=float) xmax = np.array(xmax, dtype=float) dx = np.array(dx, dtype=float) ymin = xmin ymax = xmax dely = dx # generate the grid xp=np.arange(xmin,xmax,dx) yp=np.arange(ymin,ymax,dely) [y,x]=np.meshgrid(yp,xp) z=0.*x-ht # set up the response arrays real_response=0.0*x imag_response=0.0*x # frequency characteristics alpha=2.*np.pi*f*L/R f_factor=(alpha**2.+1j*alpha)/(1+alpha**2.) amin=0.01 amax=100. da=4./40. alf=np.arange(-2.,2.,da) alf=10.**alf fre=alf**2./(1.+alf**2.) fim=alf/(1.+alf**2.) # simulate anomalies yt=y-S/2. yr=y+S/2. dm=-S/2. dp= S/2. M13=mind(0.,dm,0.,90.,0., 0., dp, 0., 90.,0.) M12=L*mind(x,yt,z,90.,0.,xc,yc,zc,dincl,ddecl) M23=L*mind(xc,yc,zc,dincl,ddecl,x,yr,z,90.,0.) c_response=-M12*M23*f_factor/(M13*L) # scaled to simulate a net volumetric effect real_response=np.real(c_response)*1000. imag_response=np.imag(c_response)*1000. fig, ax = plt.subplots(2,2, figsize = (10,6)) plt.subplot(2,2,1) plt.semilogx(alf,fre,'.-b') plt.semilogx(alf,fim,'.--g') plt.plot([alpha, alpha],[0., 1.],'-k') plt.legend(['Real','Imag'],loc=2) plt.xlabel('$\\alpha = \\omega L /R$') plt.ylabel('Frequency Response') plt.title('Plot 1: EM responses of loop') plt.subplot(2,2,2) kx = np.ceil(xp.size/2.) plt.plot(y[kx,:],real_response[kx,:],'.-b') plt.plot(y[kx,:],imag_response[kx,:],'.--g') # plt.legend(['Real','Imag'],loc=2) plt.xlabel('Easting') plt.ylabel('H$_s$/H$_p$') plt.title('Plot 2: EW cross section along Northing = %1.1f' %(x[kx,0])) vminR = real_response.min() vmaxR = real_response.max() plt.subplot(2,2,3) plt.plot(np.r_[xp.min(),xp.max()], np.zeros(2), 'k--', lw=1) plt.imshow(real_response,extent=[xp.min(),xp.max(),yp.min(),yp.max()], vmin = vminR, vmax = vmaxR) plt.xlabel('Easting (m)') plt.ylabel('Northing (m)') plt.title('Plot 3: Real Component') clb = plt.colorbar() clb.set_label('H$_s$/H$_p$') plt.tight_layout() vminI = imag_response.min() vmaxI = imag_response.max() plt.subplot(2,2,4) plt.plot(np.r_[xp.min(),xp.max()], np.zeros(2), 'k--', lw=1) plt.imshow(imag_response,extent=[xp.min(),xp.max(),yp.min(),yp.max()], vmin = vminI, vmax = vmaxI) plt.xlabel('Easting (m)') plt.ylabel('Northing (m)') plt.title('Plot 4: Imag Component') clb = plt.colorbar() clb.set_label('H$_s$/H$_p$') plt.tight_layout() plt.show() def interactfem3loop(L,R,xc,yc,zc,dincl,ddecl,f,dx,default=True): if default == True: dx = 0.25 xc = 0. yc = 0. zc = 1. dincl = 0. ddecl = 90. L = 0.1 R = 2000. S = 4. ht = 1. xmin = -40.*dx xmax = 40.*dx return fem3loop(L,R,-yc,xc,zc,dincl,ddecl,S,ht,f,xmin,xmax,dx) if __name__ == '__main__': L = 0.1 R = 2000 xc = 0. yc = 0. zc = 2. dincl = 0. ddecl = 90. S = 4. ht = 0. f = 10000. xmin = -10. xmax = 10. dx = 0.25 fem3loop(L,R,xc,yc,zc,dincl,ddecl,S,ht,f,xmin,xmax,dx)
mit
zrhans/pythonanywhere
.virtualenvs/django19/lib/python3.4/site-packages/pandas/tools/rplot.py
9
29164
import random import warnings from copy import deepcopy from pandas.core.common import _values_from_object import numpy as np from pandas.compat import range, zip # # TODO: # * Make sure legends work properly # warnings.warn("\n" "The rplot trellis plotting interface is deprecated and will be " "removed in a future version. We refer to external packages " "like seaborn for similar but more refined functionality. \n\n" "See our docs http://pandas.pydata.org/pandas-docs/stable/visualization.html#rplot " "for some example how to convert your existing code to these " "packages.", FutureWarning, stacklevel=2) class Scale: """ Base class for mapping between graphical and data attributes. """ pass class ScaleGradient(Scale): """ A mapping between a data attribute value and a point in colour space between two specified colours. """ def __init__(self, column, colour1, colour2): """Initialize ScaleGradient instance. Parameters: ----------- column: string, pandas DataFrame column name colour1: tuple, 3 element tuple with float values representing an RGB colour colour2: tuple, 3 element tuple with float values representing an RGB colour """ self.column = column self.colour1 = colour1 self.colour2 = colour2 self.categorical = False def __call__(self, data, index): """Return a colour corresponding to data attribute value. Parameters: ----------- data: pandas DataFrame index: pandas DataFrame row index Returns: -------- A three element tuple representing an RGB somewhere between colour1 and colour2 """ x = data[self.column].iget(index) a = min(data[self.column]) b = max(data[self.column]) r1, g1, b1 = self.colour1 r2, g2, b2 = self.colour2 x_scaled = (x - a) / (b - a) return (r1 + (r2 - r1) * x_scaled, g1 + (g2 - g1) * x_scaled, b1 + (b2 - b1) * x_scaled) class ScaleGradient2(Scale): """ Create a mapping between a data attribute value and a point in colour space in a line of three specified colours. """ def __init__(self, column, colour1, colour2, colour3): """Initialize ScaleGradient2 instance. Parameters: ----------- column: string, pandas DataFrame column name colour1: tuple, 3 element tuple with float values representing an RGB colour colour2: tuple, 3 element tuple with float values representing an RGB colour colour3: tuple, 3 element tuple with float values representing an RGB colour """ self.column = column self.colour1 = colour1 self.colour2 = colour2 self.colour3 = colour3 self.categorical = False def __call__(self, data, index): """Return a colour corresponding to data attribute value. Parameters: ----------- data: pandas DataFrame index: pandas DataFrame row index Returns: -------- A three element tuple representing an RGB somewhere along the line of colour1, colour2 and colour3 """ x = data[self.column].iget(index) a = min(data[self.column]) b = max(data[self.column]) r1, g1, b1 = self.colour1 r2, g2, b2 = self.colour2 r3, g3, b3 = self.colour3 x_scaled = (x - a) / (b - a) if x_scaled < 0.5: x_scaled *= 2.0 return (r1 + (r2 - r1) * x_scaled, g1 + (g2 - g1) * x_scaled, b1 + (b2 - b1) * x_scaled) else: x_scaled = (x_scaled - 0.5) * 2.0 return (r2 + (r3 - r2) * x_scaled, g2 + (g3 - g2) * x_scaled, b2 + (b3 - b2) * x_scaled) class ScaleSize(Scale): """ Provide a mapping between a DataFrame column and matplotlib scatter plot shape size. """ def __init__(self, column, min_size=5.0, max_size=100.0, transform=lambda x: x): """Initialize ScaleSize instance. Parameters: ----------- column: string, a column name min_size: float, minimum point size max_size: float, maximum point size transform: a one argument function of form float -> float (e.g. lambda x: log(x)) """ self.column = column self.min_size = min_size self.max_size = max_size self.transform = transform self.categorical = False def __call__(self, data, index): """Return matplotlib scatter plot marker shape size. Parameters: ----------- data: pandas DataFrame index: pandas DataFrame row index """ x = data[self.column].iget(index) a = float(min(data[self.column])) b = float(max(data[self.column])) return self.transform(self.min_size + ((x - a) / (b - a)) * (self.max_size - self.min_size)) class ScaleShape(Scale): """ Provides a mapping between matplotlib marker shapes and attribute values. """ def __init__(self, column): """Initialize ScaleShape instance. Parameters: ----------- column: string, pandas DataFrame column name """ self.column = column self.shapes = ['o', '+', 's', '*', '^', '<', '>', 'v', '|', 'x'] self.legends = set([]) self.categorical = True def __call__(self, data, index): """Returns a matplotlib marker identifier. Parameters: ----------- data: pandas DataFrame index: pandas DataFrame row index Returns: -------- a matplotlib marker identifier """ values = sorted(list(set(data[self.column]))) if len(values) > len(self.shapes): raise ValueError("Too many different values of the categorical attribute for ScaleShape") x = data[self.column].iget(index) return self.shapes[values.index(x)] class ScaleRandomColour(Scale): """ Maps a random colour to a DataFrame attribute. """ def __init__(self, column): """Initialize ScaleRandomColour instance. Parameters: ----------- column: string, pandas DataFrame column name """ self.column = column self.categorical = True def __call__(self, data, index): """Return a tuple of three floats, representing an RGB colour. Parameters: ----------- data: pandas DataFrame index: pandas DataFrame row index """ random.seed(data[self.column].iget(index)) return [random.random() for _ in range(3)] class ScaleConstant(Scale): """ Constant returning scale. Usually used automatically. """ def __init__(self, value): """Initialize ScaleConstant instance. Parameters: ----------- value: any Python value to be returned when called """ self.value = value self.categorical = False def __call__(self, data, index): """Return the constant value. Parameters: ----------- data: pandas DataFrame index: pandas DataFrame row index Returns: -------- A constant value specified during initialisation """ return self.value def default_aes(x=None, y=None): """Create the default aesthetics dictionary. Parameters: ----------- x: string, DataFrame column name y: string, DataFrame column name Returns: -------- a dictionary with aesthetics bindings """ return { 'x' : x, 'y' : y, 'size' : ScaleConstant(40.0), 'colour' : ScaleConstant('grey'), 'shape' : ScaleConstant('o'), 'alpha' : ScaleConstant(1.0), } def make_aes(x=None, y=None, size=None, colour=None, shape=None, alpha=None): """Create an empty aesthetics dictionary. Parameters: ----------- x: string, DataFrame column name y: string, DataFrame column name size: function, binding for size attribute of Geoms colour: function, binding for colour attribute of Geoms shape: function, binding for shape attribute of Geoms alpha: function, binding for alpha attribute of Geoms Returns: -------- a dictionary with aesthetics bindings """ if not hasattr(size, '__call__') and size is not None: size = ScaleConstant(size) if not hasattr(colour, '__call__') and colour is not None: colour = ScaleConstant(colour) if not hasattr(shape, '__call__') and shape is not None: shape = ScaleConstant(shape) if not hasattr(alpha, '__call__') and alpha is not None: alpha = ScaleConstant(alpha) if any([isinstance(size, scale) for scale in [ScaleConstant, ScaleSize]]) or size is None: pass else: raise ValueError('size mapping should be done through ScaleConstant or ScaleSize') if any([isinstance(colour, scale) for scale in [ScaleConstant, ScaleGradient, ScaleGradient2, ScaleRandomColour]]) or colour is None: pass else: raise ValueError('colour mapping should be done through ScaleConstant, ScaleRandomColour, ScaleGradient or ScaleGradient2') if any([isinstance(shape, scale) for scale in [ScaleConstant, ScaleShape]]) or shape is None: pass else: raise ValueError('shape mapping should be done through ScaleConstant or ScaleShape') if any([isinstance(alpha, scale) for scale in [ScaleConstant]]) or alpha is None: pass else: raise ValueError('alpha mapping should be done through ScaleConstant') return { 'x' : x, 'y' : y, 'size' : size, 'colour' : colour, 'shape' : shape, 'alpha' : alpha, } class Layer: """ Layer object representing a single plot layer. """ def __init__(self, data=None, **kwds): """Initialize layer object. Parameters: ----------- data: pandas DataFrame instance aes: aesthetics dictionary with bindings """ self.data = data self.aes = make_aes(**kwds) self.legend = {} def work(self, fig=None, ax=None): """Do the drawing (usually) work. Parameters: ----------- fig: matplotlib figure ax: matplotlib axis object Returns: -------- a tuple with the same figure and axis instances """ return fig, ax class GeomPoint(Layer): def work(self, fig=None, ax=None): """Render the layer on a matplotlib axis. You can specify either a figure or an axis to draw on. Parameters: ----------- fig: matplotlib figure object ax: matplotlib axis object to draw on Returns: -------- fig, ax: matplotlib figure and axis objects """ if ax is None: if fig is None: return fig, ax else: ax = fig.gca() for index in range(len(self.data)): row = self.data.iloc[index] x = row[self.aes['x']] y = row[self.aes['y']] size_scaler = self.aes['size'] colour_scaler = self.aes['colour'] shape_scaler = self.aes['shape'] alpha = self.aes['alpha'] size_value = size_scaler(self.data, index) colour_value = colour_scaler(self.data, index) marker_value = shape_scaler(self.data, index) alpha_value = alpha(self.data, index) patch = ax.scatter(x, y, s=size_value, c=colour_value, marker=marker_value, alpha=alpha_value) label = [] if colour_scaler.categorical: label += [colour_scaler.column, row[colour_scaler.column]] if shape_scaler.categorical: label += [shape_scaler.column, row[shape_scaler.column]] self.legend[tuple(label)] = patch ax.set_xlabel(self.aes['x']) ax.set_ylabel(self.aes['y']) return fig, ax class GeomPolyFit(Layer): """ Draw a polynomial fit of specified degree. """ def __init__(self, degree, lw=2.0, colour='grey'): """Initialize GeomPolyFit object. Parameters: ----------- degree: an integer, polynomial degree lw: line width colour: matplotlib colour """ self.degree = degree self.lw = lw self.colour = colour Layer.__init__(self) def work(self, fig=None, ax=None): """Draw the polynomial fit on matplotlib figure or axis Parameters: ----------- fig: matplotlib figure ax: matplotlib axis Returns: -------- a tuple with figure and axis objects """ if ax is None: if fig is None: return fig, ax else: ax = fig.gca() from numpy.polynomial.polynomial import polyfit from numpy.polynomial.polynomial import polyval x = self.data[self.aes['x']] y = self.data[self.aes['y']] min_x = min(x) max_x = max(x) c = polyfit(x, y, self.degree) x_ = np.linspace(min_x, max_x, len(x)) y_ = polyval(x_, c) ax.plot(x_, y_, lw=self.lw, c=self.colour) return fig, ax class GeomScatter(Layer): """ An efficient scatter plot, use this instead of GeomPoint for speed. """ def __init__(self, marker='o', colour='lightblue', alpha=1.0): """Initialize GeomScatter instance. Parameters: ----------- marker: matplotlib marker string colour: matplotlib colour alpha: matplotlib alpha """ self.marker = marker self.colour = colour self.alpha = alpha Layer.__init__(self) def work(self, fig=None, ax=None): """Draw a scatter plot on matplotlib figure or axis Parameters: ----------- fig: matplotlib figure ax: matplotlib axis Returns: -------- a tuple with figure and axis objects """ if ax is None: if fig is None: return fig, ax else: ax = fig.gca() x = self.data[self.aes['x']] y = self.data[self.aes['y']] ax.scatter(x, y, marker=self.marker, c=self.colour, alpha=self.alpha) return fig, ax class GeomHistogram(Layer): """ An efficient histogram, use this instead of GeomBar for speed. """ def __init__(self, bins=10, colour='lightblue'): """Initialize GeomHistogram instance. Parameters: ----------- bins: integer, number of histogram bins colour: matplotlib colour """ self.bins = bins self.colour = colour Layer.__init__(self) def work(self, fig=None, ax=None): """Draw a histogram on matplotlib figure or axis Parameters: ----------- fig: matplotlib figure ax: matplotlib axis Returns: -------- a tuple with figure and axis objects """ if ax is None: if fig is None: return fig, ax else: ax = fig.gca() x = self.data[self.aes['x']] ax.hist(_values_from_object(x), self.bins, facecolor=self.colour) ax.set_xlabel(self.aes['x']) return fig, ax class GeomDensity(Layer): """ A kernel density estimation plot. """ def work(self, fig=None, ax=None): """Draw a one dimensional kernel density plot. You can specify either a figure or an axis to draw on. Parameters: ----------- fig: matplotlib figure object ax: matplotlib axis object to draw on Returns: -------- fig, ax: matplotlib figure and axis objects """ if ax is None: if fig is None: return fig, ax else: ax = fig.gca() from scipy.stats import gaussian_kde x = self.data[self.aes['x']] gkde = gaussian_kde(x) ind = np.linspace(x.min(), x.max(), 200) ax.plot(ind, gkde.evaluate(ind)) return fig, ax class GeomDensity2D(Layer): def work(self, fig=None, ax=None): """Draw a two dimensional kernel density plot. You can specify either a figure or an axis to draw on. Parameters: ----------- fig: matplotlib figure object ax: matplotlib axis object to draw on Returns: -------- fig, ax: matplotlib figure and axis objects """ if ax is None: if fig is None: return fig, ax else: ax = fig.gca() x = self.data[self.aes['x']] y = self.data[self.aes['y']] rvs = np.array([x, y]) x_min = x.min() x_max = x.max() y_min = y.min() y_max = y.max() X, Y = np.mgrid[x_min:x_max:200j, y_min:y_max:200j] positions = np.vstack([X.ravel(), Y.ravel()]) values = np.vstack([x, y]) import scipy.stats as stats kernel = stats.gaussian_kde(values) Z = np.reshape(kernel(positions).T, X.shape) ax.contour(Z, extent=[x_min, x_max, y_min, y_max]) return fig, ax class TrellisGrid(Layer): def __init__(self, by): """Initialize TreelisGrid instance. Parameters: ----------- by: column names to group by """ if len(by) != 2: raise ValueError("You must give a list of length 2 to group by") elif by[0] == '.' and by[1] == '.': raise ValueError("At least one of grouping attributes must be not a dot") self.by = by def trellis(self, layers): """Create a trellis structure for a list of layers. Each layer will be cloned with different data in to a two dimensional grid. Parameters: ----------- layers: a list of Layer objects Returns: -------- trellised_layers: Clones of each layer in the list arranged in a trellised latice """ trellised_layers = [] for layer in layers: data = layer.data if self.by[0] == '.': grouped = data.groupby(self.by[1]) elif self.by[1] == '.': grouped = data.groupby(self.by[0]) else: grouped = data.groupby(self.by) groups = list(grouped.groups.keys()) if self.by[0] == '.' or self.by[1] == '.': shingle1 = set([g for g in groups]) else: shingle1 = set([g[0] for g in groups]) shingle2 = set([g[1] for g in groups]) if self.by[0] == '.': self.rows = 1 self.cols = len(shingle1) elif self.by[1] == '.': self.rows = len(shingle1) self.cols = 1 else: self.rows = len(shingle1) self.cols = len(shingle2) trellised = [[None for _ in range(self.cols)] for _ in range(self.rows)] self.group_grid = [[None for _ in range(self.cols)] for _ in range(self.rows)] row = 0 col = 0 for group, data in grouped: new_layer = deepcopy(layer) new_layer.data = data trellised[row][col] = new_layer self.group_grid[row][col] = group col += 1 if col >= self.cols: col = 0 row += 1 trellised_layers.append(trellised) return trellised_layers def dictionary_union(dict1, dict2): """Take two dictionaries, return dictionary union. Parameters: ----------- dict1: Python dictionary dict2: Python dictionary Returns: -------- A union of the dictionaries. It assumes that values with the same keys are identical. """ keys1 = list(dict1.keys()) keys2 = list(dict2.keys()) result = {} for key1 in keys1: result[key1] = dict1[key1] for key2 in keys2: result[key2] = dict2[key2] return result def merge_aes(layer1, layer2): """Merges the aesthetics dictionaries for the two layers. Look up sequence_layers function. Which layer is first and which one is second is important. Parameters: ----------- layer1: Layer object layer2: Layer object """ for key in layer2.aes.keys(): if layer2.aes[key] is None: layer2.aes[key] = layer1.aes[key] def sequence_layers(layers): """Go through the list of layers and fill in the missing bits of information. The basic rules are this: * If the current layer has data set to None, take the data from previous layer. * For each aesthetic mapping, if that mapping is set to None, take it from previous layer. Parameters: ----------- layers: a list of Layer objects """ for layer1, layer2 in zip(layers[:-1], layers[1:]): if layer2.data is None: layer2.data = layer1.data merge_aes(layer1, layer2) return layers def sequence_grids(layer_grids): """Go through the list of layer girds and perform the same thing as sequence_layers. Parameters: ----------- layer_grids: a list of two dimensional layer grids """ for grid1, grid2 in zip(layer_grids[:-1], layer_grids[1:]): for row1, row2 in zip(grid1, grid2): for layer1, layer2 in zip(row1, row2): if layer2.data is None: layer2.data = layer1.data merge_aes(layer1, layer2) return layer_grids def work_grid(grid, fig): """Take a two dimensional grid, add subplots to a figure for each cell and do layer work. Parameters: ----------- grid: a two dimensional grid of layers fig: matplotlib figure to draw on Returns: -------- axes: a two dimensional list of matplotlib axes """ nrows = len(grid) ncols = len(grid[0]) axes = [[None for _ in range(ncols)] for _ in range(nrows)] for row in range(nrows): for col in range(ncols): axes[row][col] = fig.add_subplot(nrows, ncols, ncols * row + col + 1) grid[row][col].work(ax=axes[row][col]) return axes def adjust_subplots(fig, axes, trellis, layers): """Adjust the subtplots on matplotlib figure with the fact that we have a trellis plot in mind. Parameters: ----------- fig: matplotlib figure axes: a two dimensional grid of matplotlib axes trellis: TrellisGrid object layers: last grid of layers in the plot """ # Flatten the axes grid axes = [ax for row in axes for ax in row] min_x = min([ax.get_xlim()[0] for ax in axes]) max_x = max([ax.get_xlim()[1] for ax in axes]) min_y = min([ax.get_ylim()[0] for ax in axes]) max_y = max([ax.get_ylim()[1] for ax in axes]) [ax.set_xlim(min_x, max_x) for ax in axes] [ax.set_ylim(min_y, max_y) for ax in axes] for index, axis in enumerate(axes): if index % trellis.cols == 0: pass else: axis.get_yaxis().set_ticks([]) axis.set_ylabel('') if index / trellis.cols == trellis.rows - 1: pass else: axis.get_xaxis().set_ticks([]) axis.set_xlabel('') if trellis.by[0] == '.': label1 = "%s = %s" % (trellis.by[1], trellis.group_grid[index // trellis.cols][index % trellis.cols]) label2 = None elif trellis.by[1] == '.': label1 = "%s = %s" % (trellis.by[0], trellis.group_grid[index // trellis.cols][index % trellis.cols]) label2 = None else: label1 = "%s = %s" % (trellis.by[0], trellis.group_grid[index // trellis.cols][index % trellis.cols][0]) label2 = "%s = %s" % (trellis.by[1], trellis.group_grid[index // trellis.cols][index % trellis.cols][1]) if label2 is not None: axis.table(cellText=[[label1], [label2]], loc='top', cellLoc='center', cellColours=[['lightgrey'], ['lightgrey']]) else: axis.table(cellText=[[label1]], loc='top', cellLoc='center', cellColours=[['lightgrey']]) # Flatten the layer grid layers = [layer for row in layers for layer in row] legend = {} for layer in layers: legend = dictionary_union(legend, layer.legend) patches = [] labels = [] if len(list(legend.keys())) == 0: key_function = lambda tup: tup elif len(list(legend.keys())[0]) == 2: key_function = lambda tup: (tup[1]) else: key_function = lambda tup: (tup[1], tup[3]) for key in sorted(list(legend.keys()), key=key_function): value = legend[key] patches.append(value) if len(key) == 2: col, val = key labels.append("%s" % str(val)) elif len(key) == 4: col1, val1, col2, val2 = key labels.append("%s, %s" % (str(val1), str(val2))) else: raise ValueError("Maximum 2 categorical attributes to display a lengend of") if len(legend): fig.legend(patches, labels, loc='upper right') fig.subplots_adjust(wspace=0.05, hspace=0.2) class RPlot: """ The main plot object. Add layers to an instance of this object to create a plot. """ def __init__(self, data, x=None, y=None): """Initialize RPlot instance. Parameters: ----------- data: pandas DataFrame instance x: string, DataFrame column name y: string, DataFrame column name """ self.layers = [Layer(data, **default_aes(x=x, y=y))] trellised = False def add(self, layer): """Add a layer to RPlot instance. Parameters: ----------- layer: Layer instance """ if not isinstance(layer, Layer): raise TypeError("The operand on the right side of + must be a Layer instance") self.layers.append(layer) def render(self, fig=None): """Render all the layers on a matplotlib figure. Parameters: ----------- fig: matplotlib figure """ import matplotlib.pyplot as plt if fig is None: fig = plt.gcf() # Look for the last TrellisGrid instance in the layer list last_trellis = None for layer in self.layers: if isinstance(layer, TrellisGrid): last_trellis = layer if last_trellis is None: # We have a simple, non-trellised plot new_layers = sequence_layers(self.layers) for layer in new_layers: layer.work(fig=fig) legend = {} for layer in new_layers: legend = dictionary_union(legend, layer.legend) patches = [] labels = [] if len(list(legend.keys())) == 0: key_function = lambda tup: tup elif len(list(legend.keys())[0]) == 2: key_function = lambda tup: (tup[1]) else: key_function = lambda tup: (tup[1], tup[3]) for key in sorted(list(legend.keys()), key=key_function): value = legend[key] patches.append(value) if len(key) == 2: col, val = key labels.append("%s" % str(val)) elif len(key) == 4: col1, val1, col2, val2 = key labels.append("%s, %s" % (str(val1), str(val2))) else: raise ValueError("Maximum 2 categorical attributes to display a lengend of") if len(legend): fig.legend(patches, labels, loc='upper right') else: # We have a trellised plot. # First let's remove all other TrellisGrid instances from the layer list, # including this one. new_layers = [] for layer in self.layers: if not isinstance(layer, TrellisGrid): new_layers.append(layer) new_layers = sequence_layers(new_layers) # Now replace the old layers by their trellised versions new_layers = last_trellis.trellis(new_layers) # Prepare the subplots and draw on them new_layers = sequence_grids(new_layers) axes_grids = [work_grid(grid, fig) for grid in new_layers] axes_grid = axes_grids[-1] adjust_subplots(fig, axes_grid, last_trellis, new_layers[-1]) # And we're done return fig
apache-2.0
DailyActie/Surrogate-Model
01-codes/scikit-learn-master/sklearn/metrics/tests/test_score_objects.py
1
15967
import numbers import os import pickle import shutil import tempfile import numpy as np from sklearn.base import BaseEstimator from sklearn.cluster import KMeans from sklearn.datasets import load_diabetes from sklearn.datasets import make_blobs from sklearn.datasets import make_classification from sklearn.datasets import make_multilabel_classification from sklearn.dummy import DummyRegressor from sklearn.externals import joblib from sklearn.linear_model import Ridge, LogisticRegression from sklearn.metrics import (f1_score, r2_score, roc_auc_score, fbeta_score, log_loss, precision_score, recall_score) from sklearn.metrics import make_scorer, get_scorer, SCORERS from sklearn.metrics.cluster import adjusted_rand_score from sklearn.metrics.scorer import (check_scoring, _PredictScorer, _passthrough_scorer) from sklearn.model_selection import GridSearchCV from sklearn.model_selection import train_test_split, cross_val_score from sklearn.multiclass import OneVsRestClassifier from sklearn.pipeline import make_pipeline from sklearn.svm import LinearSVC from sklearn.tree import DecisionTreeClassifier, DecisionTreeRegressor from sklearn.utils.testing import assert_almost_equal from sklearn.utils.testing import assert_array_equal from sklearn.utils.testing import assert_not_equal from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_raises_regexp from sklearn.utils.testing import assert_true from sklearn.utils.testing import ignore_warnings REGRESSION_SCORERS = ['r2', 'mean_absolute_error', 'mean_squared_error', 'median_absolute_error'] CLF_SCORERS = ['accuracy', 'f1', 'f1_weighted', 'f1_macro', 'f1_micro', 'roc_auc', 'average_precision', 'precision', 'precision_weighted', 'precision_macro', 'precision_micro', 'recall', 'recall_weighted', 'recall_macro', 'recall_micro', 'log_loss', 'adjusted_rand_score' # not really, but works ] MULTILABEL_ONLY_SCORERS = ['precision_samples', 'recall_samples', 'f1_samples'] def _make_estimators(X_train, y_train, y_ml_train): # Make estimators that make sense to test various scoring methods sensible_regr = DummyRegressor(strategy='median') sensible_regr.fit(X_train, y_train) sensible_clf = DecisionTreeClassifier(random_state=0) sensible_clf.fit(X_train, y_train) sensible_ml_clf = DecisionTreeClassifier(random_state=0) sensible_ml_clf.fit(X_train, y_ml_train) return dict( [(name, sensible_regr) for name in REGRESSION_SCORERS] + [(name, sensible_clf) for name in CLF_SCORERS] + [(name, sensible_ml_clf) for name in MULTILABEL_ONLY_SCORERS] ) X_mm, y_mm, y_ml_mm = None, None, None ESTIMATORS = None TEMP_FOLDER = None def setup_module(): # Create some memory mapped data global X_mm, y_mm, y_ml_mm, TEMP_FOLDER, ESTIMATORS TEMP_FOLDER = tempfile.mkdtemp(prefix='sklearn_test_score_objects_') X, y = make_classification(n_samples=30, n_features=5, random_state=0) _, y_ml = make_multilabel_classification(n_samples=X.shape[0], random_state=0) filename = os.path.join(TEMP_FOLDER, 'test_data.pkl') joblib.dump((X, y, y_ml), filename) X_mm, y_mm, y_ml_mm = joblib.load(filename, mmap_mode='r') ESTIMATORS = _make_estimators(X_mm, y_mm, y_ml_mm) def teardown_module(): global X_mm, y_mm, y_ml_mm, TEMP_FOLDER, ESTIMATORS # GC closes the mmap file descriptors X_mm, y_mm, y_ml_mm, ESTIMATORS = None, None, None, None shutil.rmtree(TEMP_FOLDER) class EstimatorWithoutFit(object): """Dummy estimator to test check_scoring""" pass class EstimatorWithFit(BaseEstimator): """Dummy estimator to test check_scoring""" def fit(self, X, y): return self class EstimatorWithFitAndScore(object): """Dummy estimator to test check_scoring""" def fit(self, X, y): return self def score(self, X, y): return 1.0 class EstimatorWithFitAndPredict(object): """Dummy estimator to test check_scoring""" def fit(self, X, y): self.y = y return self def predict(self, X): return self.y class DummyScorer(object): """Dummy scorer that always returns 1.""" def __call__(self, est, X, y): return 1 def test_all_scorers_repr(): # Test that all scorers have a working repr for name, scorer in SCORERS.items(): repr(scorer) def test_check_scoring(): # Test all branches of check_scoring estimator = EstimatorWithoutFit() pattern = (r"estimator should a be an estimator implementing 'fit' method," r" .* was passed") assert_raises_regexp(TypeError, pattern, check_scoring, estimator) estimator = EstimatorWithFitAndScore() estimator.fit([[1]], [1]) scorer = check_scoring(estimator) assert_true(scorer is _passthrough_scorer) assert_almost_equal(scorer(estimator, [[1]], [1]), 1.0) estimator = EstimatorWithFitAndPredict() estimator.fit([[1]], [1]) pattern = (r"If no scoring is specified, the estimator passed should have" r" a 'score' method\. The estimator .* does not\.") assert_raises_regexp(TypeError, pattern, check_scoring, estimator) scorer = check_scoring(estimator, "accuracy") assert_almost_equal(scorer(estimator, [[1]], [1]), 1.0) estimator = EstimatorWithFit() scorer = check_scoring(estimator, "accuracy") assert_true(isinstance(scorer, _PredictScorer)) estimator = EstimatorWithFit() scorer = check_scoring(estimator, allow_none=True) assert_true(scorer is None) def test_check_scoring_gridsearchcv(): # test that check_scoring works on GridSearchCV and pipeline. # slightly redundant non-regression test. grid = GridSearchCV(LinearSVC(), param_grid={'C': [.1, 1]}) scorer = check_scoring(grid, "f1") assert_true(isinstance(scorer, _PredictScorer)) pipe = make_pipeline(LinearSVC()) scorer = check_scoring(pipe, "f1") assert_true(isinstance(scorer, _PredictScorer)) # check that cross_val_score definitely calls the scorer # and doesn't make any assumptions about the estimator apart from having a # fit. scores = cross_val_score(EstimatorWithFit(), [[1], [2], [3]], [1, 0, 1], scoring=DummyScorer()) assert_array_equal(scores, 1) def test_make_scorer(): # Sanity check on the make_scorer factory function. f = lambda *args: 0 assert_raises(ValueError, make_scorer, f, needs_threshold=True, needs_proba=True) def test_classification_scores(): # Test classification scorers. X, y = make_blobs(random_state=0, centers=2) X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0) clf = LinearSVC(random_state=0) clf.fit(X_train, y_train) for prefix, metric in [('f1', f1_score), ('precision', precision_score), ('recall', recall_score)]: score1 = get_scorer('%s_weighted' % prefix)(clf, X_test, y_test) score2 = metric(y_test, clf.predict(X_test), pos_label=None, average='weighted') assert_almost_equal(score1, score2) score1 = get_scorer('%s_macro' % prefix)(clf, X_test, y_test) score2 = metric(y_test, clf.predict(X_test), pos_label=None, average='macro') assert_almost_equal(score1, score2) score1 = get_scorer('%s_micro' % prefix)(clf, X_test, y_test) score2 = metric(y_test, clf.predict(X_test), pos_label=None, average='micro') assert_almost_equal(score1, score2) score1 = get_scorer('%s' % prefix)(clf, X_test, y_test) score2 = metric(y_test, clf.predict(X_test), pos_label=1) assert_almost_equal(score1, score2) # test fbeta score that takes an argument scorer = make_scorer(fbeta_score, beta=2) score1 = scorer(clf, X_test, y_test) score2 = fbeta_score(y_test, clf.predict(X_test), beta=2) assert_almost_equal(score1, score2) # test that custom scorer can be pickled unpickled_scorer = pickle.loads(pickle.dumps(scorer)) score3 = unpickled_scorer(clf, X_test, y_test) assert_almost_equal(score1, score3) # smoke test the repr: repr(fbeta_score) def test_regression_scorers(): # Test regression scorers. diabetes = load_diabetes() X, y = diabetes.data, diabetes.target X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0) clf = Ridge() clf.fit(X_train, y_train) score1 = get_scorer('r2')(clf, X_test, y_test) score2 = r2_score(y_test, clf.predict(X_test)) assert_almost_equal(score1, score2) def test_thresholded_scorers(): # Test scorers that take thresholds. X, y = make_blobs(random_state=0, centers=2) X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0) clf = LogisticRegression(random_state=0) clf.fit(X_train, y_train) score1 = get_scorer('roc_auc')(clf, X_test, y_test) score2 = roc_auc_score(y_test, clf.decision_function(X_test)) score3 = roc_auc_score(y_test, clf.predict_proba(X_test)[:, 1]) assert_almost_equal(score1, score2) assert_almost_equal(score1, score3) logscore = get_scorer('log_loss')(clf, X_test, y_test) logloss = log_loss(y_test, clf.predict_proba(X_test)) assert_almost_equal(-logscore, logloss) # same for an estimator without decision_function clf = DecisionTreeClassifier() clf.fit(X_train, y_train) score1 = get_scorer('roc_auc')(clf, X_test, y_test) score2 = roc_auc_score(y_test, clf.predict_proba(X_test)[:, 1]) assert_almost_equal(score1, score2) # test with a regressor (no decision_function) reg = DecisionTreeRegressor() reg.fit(X_train, y_train) score1 = get_scorer('roc_auc')(reg, X_test, y_test) score2 = roc_auc_score(y_test, reg.predict(X_test)) assert_almost_equal(score1, score2) # Test that an exception is raised on more than two classes X, y = make_blobs(random_state=0, centers=3) X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0) clf.fit(X_train, y_train) assert_raises(ValueError, get_scorer('roc_auc'), clf, X_test, y_test) def test_thresholded_scorers_multilabel_indicator_data(): # Test that the scorer work with multilabel-indicator format # for multilabel and multi-output multi-class classifier X, y = make_multilabel_classification(allow_unlabeled=False, random_state=0) X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0) # Multi-output multi-class predict_proba clf = DecisionTreeClassifier() clf.fit(X_train, y_train) y_proba = clf.predict_proba(X_test) score1 = get_scorer('roc_auc')(clf, X_test, y_test) score2 = roc_auc_score(y_test, np.vstack(p[:, -1] for p in y_proba).T) assert_almost_equal(score1, score2) # Multi-output multi-class decision_function # TODO Is there any yet? clf = DecisionTreeClassifier() clf.fit(X_train, y_train) clf._predict_proba = clf.predict_proba clf.predict_proba = None clf.decision_function = lambda X: [p[:, 1] for p in clf._predict_proba(X)] y_proba = clf.decision_function(X_test) score1 = get_scorer('roc_auc')(clf, X_test, y_test) score2 = roc_auc_score(y_test, np.vstack(p for p in y_proba).T) assert_almost_equal(score1, score2) # Multilabel predict_proba clf = OneVsRestClassifier(DecisionTreeClassifier()) clf.fit(X_train, y_train) score1 = get_scorer('roc_auc')(clf, X_test, y_test) score2 = roc_auc_score(y_test, clf.predict_proba(X_test)) assert_almost_equal(score1, score2) # Multilabel decision function clf = OneVsRestClassifier(LinearSVC(random_state=0)) clf.fit(X_train, y_train) score1 = get_scorer('roc_auc')(clf, X_test, y_test) score2 = roc_auc_score(y_test, clf.decision_function(X_test)) assert_almost_equal(score1, score2) def test_unsupervised_scorers(): # Test clustering scorers against gold standard labeling. # We don't have any real unsupervised Scorers yet. X, y = make_blobs(random_state=0, centers=2) X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0) km = KMeans(n_clusters=3) km.fit(X_train) score1 = get_scorer('adjusted_rand_score')(km, X_test, y_test) score2 = adjusted_rand_score(y_test, km.predict(X_test)) assert_almost_equal(score1, score2) @ignore_warnings def test_raises_on_score_list(): # Test that when a list of scores is returned, we raise proper errors. X, y = make_blobs(random_state=0) f1_scorer_no_average = make_scorer(f1_score, average=None) clf = DecisionTreeClassifier() assert_raises(ValueError, cross_val_score, clf, X, y, scoring=f1_scorer_no_average) grid_search = GridSearchCV(clf, scoring=f1_scorer_no_average, param_grid={'max_depth': [1, 2]}) assert_raises(ValueError, grid_search.fit, X, y) @ignore_warnings def test_scorer_sample_weight(): # Test that scorers support sample_weight or raise sensible errors # Unlike the metrics invariance test, in the scorer case it's harder # to ensure that, on the classifier output, weighted and unweighted # scores really should be unequal. X, y = make_classification(random_state=0) _, y_ml = make_multilabel_classification(n_samples=X.shape[0], random_state=0) split = train_test_split(X, y, y_ml, random_state=0) X_train, X_test, y_train, y_test, y_ml_train, y_ml_test = split sample_weight = np.ones_like(y_test) sample_weight[:10] = 0 # get sensible estimators for each metric estimator = _make_estimators(X_train, y_train, y_ml_train) for name, scorer in SCORERS.items(): if name in MULTILABEL_ONLY_SCORERS: target = y_ml_test else: target = y_test try: weighted = scorer(estimator[name], X_test, target, sample_weight=sample_weight) ignored = scorer(estimator[name], X_test[10:], target[10:]) unweighted = scorer(estimator[name], X_test, target) assert_not_equal(weighted, unweighted, msg="scorer {0} behaves identically when " "called with sample weights: {1} vs " "{2}".format(name, weighted, unweighted)) assert_almost_equal(weighted, ignored, err_msg="scorer {0} behaves differently when " "ignoring samples and setting sample_weight to" " 0: {1} vs {2}".format(name, weighted, ignored)) except TypeError as e: assert_true("sample_weight" in str(e), "scorer {0} raises unhelpful exception when called " "with sample weights: {1}".format(name, str(e))) @ignore_warnings # UndefinedMetricWarning for P / R scores def check_scorer_memmap(scorer_name): scorer, estimator = SCORERS[scorer_name], ESTIMATORS[scorer_name] if scorer_name in MULTILABEL_ONLY_SCORERS: score = scorer(estimator, X_mm, y_ml_mm) else: score = scorer(estimator, X_mm, y_mm) assert isinstance(score, numbers.Number), scorer_name def test_scorer_memmap_input(): # Non-regression test for #6147: some score functions would # return singleton memmap when computed on memmap data instead of scalar # float values. for name in SCORERS.keys(): yield check_scorer_memmap, name
mit
boada/astLib
astLib/astImages.py
1
50443
"""module for simple .fits image tasks (rotation, clipping out sections, making .pngs etc.) (c) 2007-2014 Matt Hilton U{http://astlib.sourceforge.net} Some routines in this module will fail if, e.g., asked to clip a section from a .fits image at a position not found within the image (as determined using the WCS). Where this occurs, the function will return None. An error message will be printed to the console when this happens if astImages.REPORT_ERRORS=True (the default). Testing if an astImages function returns None can be used to handle errors in scripts. """ import os #import sys import math from astLib import astWCS import numpy REPORT_ERRORS = True # So far as I can tell in astropy 0.4 the API is the same as pyfits for what we # need... try: from astropy.io import fits as pyfits except: try: import pyfits except: raise Exception("couldn't import either pyfits or astropy.io.fits") try: from scipy import ndimage from scipy import interpolate except ImportError: print("WARNING: astImages: failed to import scipy.ndimage - some " "functions will not work.") try: import matplotlib from matplotlib import pylab matplotlib.interactive(False) except ImportError: print("WARNING: astImages: failed to import matplotlib - some functions " "will not work.") #----------------------------------------------------------------------------- def clipImageSectionWCS(imageData, imageWCS, RADeg, decDeg, clipSizeDeg, returnWCS=True): """Clips a square or rectangular section from an image array at the given celestial coordinates. An updated WCS for the clipped section is optionally returned, as well as the x, y pixel coordinates in the original image corresponding to the clipped section. Note that the clip size is specified in degrees on the sky. For projections that have varying real pixel scale across the map (e.g. CEA), use L{clipUsingRADecCoords} instead. @type imageData: numpy array @param imageData: image data array @type imageWCS: astWCS.WCS @param imageWCS: astWCS.WCS object @type RADeg: float @param RADeg: coordinate in decimal degrees @type decDeg: float @param decDeg: coordinate in decimal degrees @type clipSizeDeg: float or list in format [widthDeg, heightDeg] @param clipSizeDeg: if float, size of square clipped section in decimal degrees; if list, size of clipped section in degrees in x, y axes of image respectively @type returnWCS: bool @param returnWCS: if True, return an updated WCS for the clipped section @rtype: dictionary @return: clipped image section (numpy array), updated astWCS WCS object for clipped image section, and coordinates of clipped section in imageData in format {'data', 'wcs', 'clippedSection'}. """ imHeight = imageData.shape[0] imWidth = imageData.shape[1] xImScale = imageWCS.getXPixelSizeDeg() yImScale = imageWCS.getYPixelSizeDeg() if type(clipSizeDeg) == float: xHalfClipSizeDeg = clipSizeDeg / 2.0 yHalfClipSizeDeg = xHalfClipSizeDeg elif type(clipSizeDeg) == list or type(clipSizeDeg) == tuple: xHalfClipSizeDeg = clipSizeDeg[0] / 2.0 yHalfClipSizeDeg = clipSizeDeg[1] / 2.0 else: raise Exception("did not understand clipSizeDeg: should be float, or " "[widthDeg, heightDeg]") xHalfSizePix = xHalfClipSizeDeg / xImScale yHalfSizePix = yHalfClipSizeDeg / yImScale cPixCoords = imageWCS.wcs2pix(RADeg, decDeg) cTopLeft = [cPixCoords[0] + xHalfSizePix, cPixCoords[1] + yHalfSizePix] cBottomRight = [cPixCoords[0] - xHalfSizePix, cPixCoords[1] - yHalfSizePix] X = [int(round(cTopLeft[0])), int(round(cBottomRight[0]))] Y = [int(round(cTopLeft[1])), int(round(cBottomRight[1]))] X.sort() Y.sort() if X[0] < 0: X[0] = 0 if X[1] > imWidth: X[1] = imWidth if Y[0] < 0: Y[0] = 0 if Y[1] > imHeight: Y[1] = imHeight clippedData = imageData[Y[0]:Y[1], X[0]:X[1]] # Update WCS if returnWCS: try: oldCRPIX1 = imageWCS.header['CRPIX1'] oldCRPIX2 = imageWCS.header['CRPIX2'] clippedWCS = imageWCS.copy() clippedWCS.header['NAXIS1'] = clippedData.shape[1] clippedWCS.header['NAXIS2'] = clippedData.shape[0] try: clippedWCS.header['CRPIX1'] = oldCRPIX1 - X[0] except TypeError: clippedWCS.header['CRPIX1'] = float(oldCRPIX1) - X[0] try: clippedWCS.header['CRPIX2'] = oldCRPIX2 - Y[0] except TypeError: clippedWCS.header['CRPIX2'] = float(oldCRPIX2) - Y[0] clippedWCS.updateFromHeader() except KeyError: if REPORT_ERRORS: print("WARNING: astImages.clipImageSectionWCS() : no CRPIX1, " "CRPIX2 keywords found - not updating clipped image " "WCS.") clippedData = imageData[Y[0]:Y[1], X[0]:X[1]] clippedWCS = imageWCS.copy() else: clippedWCS = None return {'data': clippedData, 'wcs': clippedWCS, 'clippedSection': [X[0], X[1], Y[0], Y[1]]} #----------------------------------------------------------------------------- def clipImageSectionPix(imageData, XCoord, YCoord, clipSizePix): """Clips a square or rectangular section from an image array at the given pixel coordinates. @type imageData: numpy array @param imageData: image data array @type XCoord: float @param XCoord: coordinate in pixels @type YCoord: float @param YCoord: coordinate in pixels @type clipSizePix: float or list in format [widthPix, heightPix] @param clipSizePix: if float, size of square clipped section in pixels; if list, size of clipped section in pixels in x, y axes of output image respectively @rtype: numpy array @return: clipped image section """ imHeight = imageData.shape[0] imWidth = imageData.shape[1] if type(clipSizePix) == float or type(clipSizePix) == int: xHalfClipSizePix = int(round(clipSizePix / 2.0)) yHalfClipSizePix = xHalfClipSizePix elif type(clipSizePix) == list or type(clipSizePix) == tuple: xHalfClipSizePix = int(round(clipSizePix[0] / 2.0)) yHalfClipSizePix = int(round(clipSizePix[1] / 2.0)) else: raise Exception("did not understand clipSizePix: should be float, or " "[widthPix, heightPix]") cTopLeft = [XCoord + xHalfClipSizePix, YCoord + yHalfClipSizePix] cBottomRight = [XCoord - xHalfClipSizePix, YCoord - yHalfClipSizePix] X = [int(round(cTopLeft[0])), int(round(cBottomRight[0]))] Y = [int(round(cTopLeft[1])), int(round(cBottomRight[1]))] X.sort() Y.sort() if X[0] < 0: X[0] = 0 if X[1] > imWidth: X[1] = imWidth if Y[0] < 0: Y[0] = 0 if Y[1] > imHeight: Y[1] = imHeight return imageData[Y[0]:Y[1], X[0]:X[1]] #----------------------------------------------------------------------------- def clipRotatedImageSectionWCS(imageData, imageWCS, RADeg, decDeg, clipSizeDeg, returnWCS=True): """Clips a square or rectangular section from an image array at the given celestial coordinates. The resulting clip is rotated and/or flipped such that North is at the top, and East appears at the left. An updated WCS for the clipped section is also returned. Note that the alignment of the rotated WCS is currently not perfect - however, it is probably good enough in most cases for use with L{ImagePlot} for plotting purposes. Note that the clip size is specified in degrees on the sky. For projections that have varying real pixel scale across the map (e.g. CEA), use L{clipUsingRADecCoords} instead. @type imageData: numpy array @param imageData: image data array @type imageWCS: astWCS.WCS @param imageWCS: astWCS.WCS object @type RADeg: float @param RADeg: coordinate in decimal degrees @type decDeg: float @param decDeg: coordinate in decimal degrees @type clipSizeDeg: float @param clipSizeDeg: if float, size of square clipped section in decimal degrees; if list, size of clipped section in degrees in RA, dec. axes of output rotated image respectively @type returnWCS: bool @param returnWCS: if True, return an updated WCS for the clipped section @rtype: dictionary @return: clipped image section (numpy array), updated astWCS WCS object for clipped image section, in format {'data', 'wcs'}. @note: Returns 'None' if the requested position is not found within the image. If the imaged WCS does not have keywords of the form CD1_1 etc., the output WCS will not be rotated. """ halfImageSize = imageWCS.getHalfSizeDeg() imageCentre = imageWCS.getCentreWCSCoords() #imScale = imageWCS.getPixelSizeDeg() if type(clipSizeDeg) == float: xHalfClipSizeDeg = clipSizeDeg / 2.0 yHalfClipSizeDeg = xHalfClipSizeDeg elif type(clipSizeDeg) == list or type(clipSizeDeg) == tuple: xHalfClipSizeDeg = clipSizeDeg[0] / 2.0 yHalfClipSizeDeg = clipSizeDeg[1] / 2.0 else: raise Exception("did not understand clipSizeDeg: should be float, or " "[widthDeg, heightDeg]") diagonalHalfSizeDeg = math.sqrt((xHalfClipSizeDeg * xHalfClipSizeDeg) + (yHalfClipSizeDeg * yHalfClipSizeDeg)) #diagonalHalfSizePix = diagonalHalfSizeDeg / imScale if RADeg > imageCentre[0] - halfImageSize[0] and RADeg < imageCentre[0] + \ halfImageSize[0] and decDeg > imageCentre[1] - halfImageSize[1] and \ decDeg < imageCentre[1] + halfImageSize[1]: imageDiagonalClip = clipImageSectionWCS( imageData, imageWCS, RADeg, decDeg, diagonalHalfSizeDeg * 2.0) diagonalClip = imageDiagonalClip['data'] diagonalWCS = imageDiagonalClip['wcs'] rotDeg = diagonalWCS.getRotationDeg() imageRotated = ndimage.rotate(diagonalClip, rotDeg) if diagonalWCS.isFlipped() == 1: imageRotated = pylab.fliplr(imageRotated) # Handle WCS rotation rotatedWCS = diagonalWCS.copy() rotRadians = math.radians(rotDeg) if returnWCS: try: CD11 = rotatedWCS.header['CD1_1'] CD21 = rotatedWCS.header['CD2_1'] CD12 = rotatedWCS.header['CD1_2'] CD22 = rotatedWCS.header['CD2_2'] if rotatedWCS.isFlipped() == 1: CD11 = CD11 * -1 CD12 = CD12 * -1 CDMatrix = numpy.array([[CD11, CD12], [CD21, CD22]], dtype=numpy.float64) rotRadians = rotRadians rot11 = math.cos(rotRadians) rot12 = math.sin(rotRadians) rot21 = -math.sin(rotRadians) rot22 = math.cos(rotRadians) rotMatrix = numpy.array([[rot11, rot12], [rot21, rot22]], dtype=numpy.float64) newCDMatrix = numpy.dot(rotMatrix, CDMatrix) P1 = diagonalWCS.header['CRPIX1'] P2 = diagonalWCS.header['CRPIX2'] V1 = diagonalWCS.header['CRVAL1'] V2 = diagonalWCS.header['CRVAL2'] PMatrix = numpy.zeros((2, ), dtype=numpy.float64) PMatrix[0] = P1 PMatrix[1] = P2 # BELOW IS HOW TO WORK OUT THE NEW REF PIXEL CMatrix = numpy.array( [imageRotated.shape[1] / 2.0, imageRotated.shape[0] / 2.0]) centreCoords = diagonalWCS.getCentreWCSCoords() alphaRad = math.radians(centreCoords[0]) deltaRad = math.radians(centreCoords[1]) thetaRad = math.asin(math.sin(deltaRad) * math.sin(math.radians(V2)) + math.cos(deltaRad) * math.cos(math.radians(V2)) * math.cos(alphaRad - math.radians(V1))) phiRad = math.atan2(-math.cos(deltaRad) * math.sin(alphaRad - math.radians(V1)), math.sin(deltaRad) * math.cos(math.radians(V2)) - math.cos(deltaRad) * math.sin(math.radians(V2)) * math.cos(alphaRad - math.radians(V1))) + \ math.pi RTheta = (180.0 / math.pi) * (1.0 / math.tan(thetaRad)) xy = numpy.zeros((2, ), dtype=numpy.float64) xy[0] = RTheta * math.sin(phiRad) xy[1] = -RTheta * math.cos(phiRad) newPMatrix = CMatrix - numpy.dot( numpy.linalg.inv(newCDMatrix), xy) # But there's a small offset to CRPIX due to the rotatedImage # being rounded to an integer # number of pixels (not sure this helps much) #d=numpy.dot(rotMatrix, [diagonalClip.shape[1], #diagonalClip.shape[0]]) #offset=abs(d)-numpy.array(imageRotated.shape) rotatedWCS.header['NAXIS1'] = imageRotated.shape[1] rotatedWCS.header['NAXIS2'] = imageRotated.shape[0] rotatedWCS.header['CRPIX1'] = newPMatrix[0] rotatedWCS.header['CRPIX2'] = newPMatrix[1] rotatedWCS.header['CRVAL1'] = V1 rotatedWCS.header['CRVAL2'] = V2 rotatedWCS.header['CD1_1'] = newCDMatrix[0][0] rotatedWCS.header['CD2_1'] = newCDMatrix[1][0] rotatedWCS.header['CD1_2'] = newCDMatrix[0][1] rotatedWCS.header['CD2_2'] = newCDMatrix[1][1] rotatedWCS.updateFromHeader() except KeyError: if REPORT_ERRORS: print("WARNING: astImages.clipRotatedImageSectionWCS() : " "no CDi_j keywords found - not rotating WCS.") imageRotated = diagonalClip rotatedWCS = diagonalWCS imageRotatedClip = clipImageSectionWCS(imageRotated, rotatedWCS, RADeg, decDeg, clipSizeDeg) if returnWCS: return {'data': imageRotatedClip['data'], 'wcs': imageRotatedClip['wcs']} else: return {'data': imageRotatedClip['data'], 'wcs': None} else: if REPORT_ERRORS: print("""ERROR: astImages.clipRotatedImageSectionWCS() : RADeg, decDeg are not within imageData.""") return None #----------------------------------------------------------------------------- def clipUsingRADecCoords(imageData, imageWCS, RAMin, RAMax, decMin, decMax, returnWCS=True): """Clips a section from an image array at the pixel coordinates corresponding to the given celestial coordinates. @type imageData: numpy array @param imageData: image data array @type imageWCS: astWCS.WCS @param imageWCS: astWCS.WCS object @type RAMin: float @param RAMin: minimum RA coordinate in decimal degrees @type RAMax: float @param RAMax: maximum RA coordinate in decimal degrees @type decMin: float @param decMin: minimum dec coordinate in decimal degrees @type decMax: float @param decMax: maximum dec coordinate in decimal degrees @type returnWCS: bool @param returnWCS: if True, return an updated WCS for the clipped section @rtype: dictionary @return: clipped image section (numpy array), updated astWCS WCS object for clipped image section, and corresponding pixel coordinates in imageData in format {'data', 'wcs', 'clippedSection'}. @note: Returns 'None' if the requested position is not found within the image. """ imHeight = imageData.shape[0] imWidth = imageData.shape[1] xMin, yMin = imageWCS.wcs2pix(RAMin, decMin) xMax, yMax = imageWCS.wcs2pix(RAMax, decMax) xMin = int(round(xMin)) xMax = int(round(xMax)) yMin = int(round(yMin)) yMax = int(round(yMax)) X = [xMin, xMax] X.sort() Y = [yMin, yMax] Y.sort() if X[0] < 0: X[0] = 0 if X[1] > imWidth: X[1] = imWidth if Y[0] < 0: Y[0] = 0 if Y[1] > imHeight: Y[1] = imHeight clippedData = imageData[Y[0]:Y[1], X[0]:X[1]] # Update WCS if returnWCS: try: oldCRPIX1 = imageWCS.header['CRPIX1'] oldCRPIX2 = imageWCS.header['CRPIX2'] clippedWCS = imageWCS.copy() clippedWCS.header['NAXIS1'] = clippedData.shape[1] clippedWCS.header['NAXIS2'] = clippedData.shape[0] clippedWCS.header['CRPIX1'] = oldCRPIX1 - X[0] clippedWCS.header['CRPIX2'] = oldCRPIX2 - Y[0] clippedWCS.updateFromHeader() except KeyError: if REPORT_ERRORS: print("WARNING: astImages.clipUsingRADecCoords() : no CRPIX1, " "CRPIX2 keywords found - not updating clipped image" "WCS.") clippedData = imageData[Y[0]:Y[1], X[0]:X[1]] clippedWCS = imageWCS.copy() else: clippedWCS = None return {'data': clippedData, 'wcs': clippedWCS, 'clippedSection': [X[0], X[1], Y[0], Y[1]]} #----------------------------------------------------------------------------- def scaleImage(imageData, imageWCS, scaleFactor): """Scales image array and WCS by the given scale factor. @type imageData: numpy array @param imageData: image data array @type imageWCS: astWCS.WCS @param imageWCS: astWCS.WCS object @type scaleFactor: float or list or tuple @param scaleFactor: factor to resize image by - if tuple or list, in format [x scale factor, y scale factor] @rtype: dictionary @return: image data (numpy array), updated astWCS WCS object for image, in format {'data', 'wcs'}. """ if type(scaleFactor) == int or type(scaleFactor) == float: scaleFactor = [float(scaleFactor), float(scaleFactor)] scaledData = ndimage.zoom(imageData, scaleFactor) # Take care of offset due to rounding in scaling image to integer pixel # dimensions properDimensions = numpy.array(imageData.shape) * scaleFactor offset = properDimensions - numpy.array(scaledData.shape) # Rescale WCS try: oldCRPIX1 = imageWCS.header['CRPIX1'] oldCRPIX2 = imageWCS.header['CRPIX2'] CD11 = imageWCS.header['CD1_1'] CD21 = imageWCS.header['CD2_1'] CD12 = imageWCS.header['CD1_2'] CD22 = imageWCS.header['CD2_2'] except KeyError: # Try the older FITS header format try: oldCRPIX1 = imageWCS.header['CRPIX1'] oldCRPIX2 = imageWCS.header['CRPIX2'] CD11 = imageWCS.header['CDELT1'] CD21 = 0 CD12 = 0 CD22 = imageWCS.header['CDELT2'] except KeyError: if REPORT_ERRORS: print("WARNING: astImages.rescaleImage() : no CDij or CDELT " "keywords found - not updating WCS.") scaledWCS = imageWCS.copy() return {'data': scaledData, 'wcs': scaledWCS} CDMatrix = numpy.array([[CD11, CD12], [CD21, CD22]], dtype=numpy.float64) scaleFactorMatrix = numpy.array( [[1.0 / scaleFactor[0], 0], [0, 1.0 / scaleFactor[1]]]) scaledCDMatrix = numpy.dot(scaleFactorMatrix, CDMatrix) scaledWCS = imageWCS.copy() scaledWCS.header['NAXIS1'] = scaledData.shape[1] scaledWCS.header['NAXIS2'] = scaledData.shape[0] scaledWCS.header['CRPIX1'] = oldCRPIX1 * scaleFactor[0] + offset[1] scaledWCS.header['CRPIX2'] = oldCRPIX2 * scaleFactor[1] + offset[0] scaledWCS.header['CD1_1'] = scaledCDMatrix[0][0] scaledWCS.header['CD2_1'] = scaledCDMatrix[1][0] scaledWCS.header['CD1_2'] = scaledCDMatrix[0][1] scaledWCS.header['CD2_2'] = scaledCDMatrix[1][1] scaledWCS.updateFromHeader() return {'data': scaledData, 'wcs': scaledWCS} #--------------------------------------------------------------------------- def intensityCutImage(imageData, cutLevels): """Creates a matplotlib.pylab plot of an image array with the specified cuts in intensity applied. This routine is used by L{saveBitmap} and L{saveContourOverlayBitmap}, which both produce output as .png, .jpg, etc. images. @type imageData: numpy array @param imageData: image data array @type cutLevels: list @param cutLevels: sets the image scaling - available options: - pixel values: cutLevels=[low value, high value]. - histogram equalisation: cutLevels=["histEq", number of bins ( e.g. 1024)] - relative: cutLevels=["relative", cut per cent level (e.g. 99.5)] - smart: cutLevels=["smart", cut per cent level (e.g. 99.5)] ["smart", 99.5] seems to provide good scaling over a range of different images. @rtype: dictionary @return: image section (numpy.array), matplotlib image normalisation (matplotlib.colors.Normalize), in the format {'image', 'norm'}. @note: If cutLevels[0] == "histEq", then only {'image'} is returned. """ # Optional histogram equalisation if cutLevels[0] == "histEq": imageData = histEq(imageData, cutLevels[1]) anorm = pylab.normalize(imageData.min(), imageData.max()) elif cutLevels[0] == "relative": # this turns image data into 1D array then sorts sorted = numpy.sort(numpy.ravel(imageData)) maxValue = sorted.max() minValue = sorted.min() # want to discard the top and bottom specified topCutIndex = len(sorted - 1) - \ int(math.floor(float((100.0 - cutLevels[1]) / 100.0) * len(sorted - 1))) bottomCutIndex = int(math.ceil(float((100.0 - cutLevels[1]) / 100.0) * len(sorted - 1))) topCut = sorted[topCutIndex] bottomCut = sorted[bottomCutIndex] anorm = pylab.normalize(bottomCut, topCut) elif cutLevels[0] == "smart": # this turns image data into 1Darray then sorts sorted = numpy.sort(numpy.ravel(imageData)) maxValue = sorted.max() minValue = sorted.min() numBins = 10000 # 0.01 per cent accuracy binWidth = (maxValue - minValue) / float(numBins) histogram = ndimage.histogram(sorted, minValue, maxValue, numBins) # Find the bin with the most pixels in it, set that as our minimum # Then search through the bins until we get to a bin with more/or the # same number of pixels in it than the previous one. # We take that to be the maximum. # This means that we avoid the traps of big, bright, saturated stars # that cause # problems for relative scaling backgroundValue = histogram.max() foundBackgroundBin = False foundTopBin = False lastBin = -10000 for i in range(len(histogram)): if histogram[i] >= lastBin and foundBackgroundBin: # Added a fudge here to stop us picking for top bin a bin within # 10 percent of the background pixel value if (minValue + (binWidth * i)) > bottomBinValue * 1.1: topBinValue = minValue + (binWidth * i) foundTopBin = True break if histogram[i] == backgroundValue and not foundBackgroundBin: bottomBinValue = minValue + (binWidth * i) foundBackgroundBin = True lastBin = histogram[i] if not foundTopBin: topBinValue = maxValue #Now we apply relative scaling to this smartClipped = numpy.clip(sorted, bottomBinValue, topBinValue) topCutIndex = len(smartClipped - 1) - \ int(math.floor(float((100.0 - cutLevels[1]) / 100.0) * len(smartClipped - 1))) bottomCutIndex = int(math.ceil(float((100.0 - cutLevels[1]) / 100.0) * len(smartClipped - 1))) topCut = smartClipped[topCutIndex] bottomCut = smartClipped[bottomCutIndex] anorm = pylab.normalize(bottomCut, topCut) else: # Normalise using given cut levels anorm = pylab.normalize(cutLevels[0], cutLevels[1]) if cutLevels[0] == "histEq": return {'image': imageData.copy()} else: return {'image': imageData.copy(), 'norm': anorm} #----------------------------------------------------------------------------- def resampleToTanProjection(imageData, imageWCS, outputPixDimensions=[600, 600]): """Resamples an image and WCS to a tangent plane projection. Purely for plotting purposes (e.g., ensuring RA, dec. coordinate axes perpendicular). @type imageData: numpy array @param imageData: image data array @type imageWCS: astWCS.WCS @param imageWCS: astWCS.WCS object @type outputPixDimensions: list @param outputPixDimensions: [width, height] of output image in pixels @rtype: dictionary @return: image data (numpy array), updated astWCS WCS object for image, in format {'data', 'wcs'}. """ RADeg, decDeg = imageWCS.getCentreWCSCoords() #xPixelScale = imageWCS.getXPixelSizeDeg() #yPixelScale = imageWCS.getYPixelSizeDeg() xSizeDeg, ySizeDeg = imageWCS.getFullSizeSkyDeg() xSizePix = int(round(outputPixDimensions[0])) ySizePix = int(round(outputPixDimensions[1])) xRefPix = xSizePix / 2.0 yRefPix = ySizePix / 2.0 xOutPixScale = xSizeDeg / xSizePix #yOutPixScale = ySizeDeg / ySizePix newHead = pyfits.Header() newHead['NAXIS'] = 2 newHead['NAXIS1'] = xSizePix newHead['NAXIS2'] = ySizePix newHead['CTYPE1'] = 'RA---TAN' newHead['CTYPE2'] = 'DEC--TAN' newHead['CRVAL1'] = RADeg newHead['CRVAL2'] = decDeg newHead['CRPIX1'] = xRefPix + 1 newHead['CRPIX2'] = yRefPix + 1 newHead['CDELT1'] = -xOutPixScale newHead['CDELT2'] = xOutPixScale # Makes more sense to use same pix scale newHead['CUNIT1'] = 'DEG' newHead['CUNIT2'] = 'DEG' newWCS = astWCS.WCS(newHead, mode='pyfits') newImage = numpy.zeros([ySizePix, xSizePix]) tanImage = resampleToWCS(newImage, newWCS, imageData, imageWCS, highAccuracy=True, onlyOverlapping=False) return tanImage #------------------------------------------------------------------------------ def resampleToWCS(im1Data, im1WCS, im2Data, im2WCS, highAccuracy=False, onlyOverlapping=True): """Resamples data corresponding to second image (with data im2Data, WCS im2WCS) onto the WCS of the first image (im1Data, im1WCS). The output, resampled image is of the pixel same dimensions of the first image. This routine is for assisting in plotting - performing photometry on the output is not recommended. Set highAccuracy == True to sample every corresponding pixel in each image; otherwise only every nth pixel (where n is the ratio of the image scales) will be sampled, with values in between being set using a linear interpolation (much faster). Set onlyOverlapping == True to speed up resampling by only resampling the overlapping area defined by both image WCSs. @type im1Data: numpy array @param im1Data: image data array for first image @type im1WCS: astWCS.WCS @param im1WCS: astWCS.WCS object corresponding to im1Data @type im2Data: numpy array @param im2Data: image data array for second image (to be resampled to match first image) @type im2WCS: astWCS.WCS @param im2WCS: astWCS.WCS object corresponding to im2Data @type highAccuracy: bool @param highAccuracy: if True, sample every corresponding pixel in each image; otherwise, sample every nth pixel, where n = the ratio of the image scales. @type onlyOverlapping: bool @param onlyOverlapping: if True, only consider the overlapping area defined by both image WCSs (speeds things up) @rtype: dictionary @return: numpy image data array and associated WCS in format {'data', 'wcs'} """ resampledData = numpy.zeros(im1Data.shape) # Find overlap - speed things up # But have a border so as not to require the overlap to be perfect # There's also no point in oversampling image 1 if it's much higher res # than image 2 xPixRatio = (im2WCS.getXPixelSizeDeg() / im1WCS.getXPixelSizeDeg()) / 2.0 yPixRatio = (im2WCS.getYPixelSizeDeg() / im1WCS.getYPixelSizeDeg()) / 2.0 xBorder = xPixRatio * 10.0 yBorder = yPixRatio * 10.0 if not highAccuracy: if xPixRatio > 1: xPixStep = int(math.ceil(xPixRatio)) else: xPixStep = 1 if yPixRatio > 1: yPixStep = int(math.ceil(yPixRatio)) else: yPixStep = 1 else: xPixStep = 1 yPixStep = 1 if onlyOverlapping: overlap = astWCS.findWCSOverlap(im1WCS, im2WCS) xOverlap = [overlap['wcs1Pix'][0], overlap['wcs1Pix'][1]] yOverlap = [overlap['wcs1Pix'][2], overlap['wcs1Pix'][3]] xOverlap.sort() yOverlap.sort() xMin = int(math.floor(xOverlap[0] - xBorder)) xMax = int(math.ceil(xOverlap[1] + xBorder)) yMin = int(math.floor(yOverlap[0] - yBorder)) yMax = int(math.ceil(yOverlap[1] + yBorder)) xRemainder = (xMax - xMin) % xPixStep yRemainder = (yMax - yMin) % yPixStep if xRemainder != 0: xMax = xMax + xRemainder if yRemainder != 0: yMax = yMax + yRemainder # Check that we're still within the image boundaries, to be on the safe # side if xMin < 0: xMin = 0 if xMax > im1Data.shape[1]: xMax = im1Data.shape[1] if yMin < 0: yMin = 0 if yMax > im1Data.shape[0]: yMax = im1Data.shape[0] else: xMin = 0 xMax = im1Data.shape[1] yMin = 0 yMax = im1Data.shape[0] for x in range(xMin, xMax, xPixStep): for y in range(yMin, yMax, yPixStep): RA, dec = im1WCS.pix2wcs(x, y) x2, y2 = im2WCS.wcs2pix(RA, dec) x2 = int(round(x2)) y2 = int(round(y2)) if x2 >= 0 and x2 < im2Data.shape[ 1] and y2 >= 0 and y2 < im2Data.shape[0]: resampledData[y][x] = im2Data[y2][x2] # linear interpolation if not highAccuracy: for row in range(resampledData.shape[0]): vals = resampledData[row, numpy.arange(xMin, xMax, xPixStep)] index2data = interpolate.interp1d( numpy.arange(0, vals.shape[0], 1), vals) interpedVals = index2data(numpy.arange(0, vals.shape[0] - 1, 1.0 / xPixStep)) resampledData[row, xMin:xMin + interpedVals.shape[ 0]] = interpedVals for col in range(resampledData.shape[1]): vals = resampledData[numpy.arange(yMin, yMax, yPixStep), col] index2data = interpolate.interp1d( numpy.arange(0, vals.shape[0], 1), vals) interpedVals = index2data(numpy.arange(0, vals.shape[0] - 1, 1.0 / yPixStep)) resampledData[yMin:yMin + interpedVals.shape[0], col] = interpedVals # Note: should really just copy im1WCS keywords into im2WCS and return # that # Only a problem if we're using this for anything other than plotting return {'data': resampledData, 'wcs': im1WCS.copy()} #--------------------------------------------------------------------------- def generateContourOverlay(backgroundImageData, backgroundImageWCS, contourImageData, contourImageWCS, contourLevels, contourSmoothFactor=0, highAccuracy=False): """Rescales an image array to be used as a contour overlay to have the same dimensions as the background image, and generates a set of contour levels. The image array from which the contours are to be generated will be resampled to the same dimensions as the background image data, and can be optionally smoothed using a Gaussian filter. The sigma of the Gaussian filter (contourSmoothFactor) is specified in arcsec. @type backgroundImageData: numpy array @param backgroundImageData: background image data array @type backgroundImageWCS: astWCS.WCS @param backgroundImageWCS: astWCS.WCS object of the background image data array @type contourImageData: numpy array @param contourImageData: image data array from which contours are to be generated @type contourImageWCS: astWCS.WCS @param contourImageWCS: astWCS.WCS object corresponding to contourImageData @type contourLevels: list @param contourLevels: sets the contour levels - available options: - values: contourLevels=[list of values specifying each level] - linear spacing: contourLevels=['linear', min level value, max level value, number of levels] - can use "min", "max" to automatically set min, max levels from image data - log spacing: contourLevels=['log', min level value, max level value, number of levels] - can use "min", "max" to automatically set min, max levels from image data @type contourSmoothFactor: float @param contourSmoothFactor: standard deviation (in arcsec) of Gaussian filter for pre-smoothing of contour image data (set to 0 for no smoothing) @type highAccuracy: bool @param highAccuracy: if True, sample every corresponding pixel in each image; otherwise, sample every nth pixel, where n = the ratio of the image scales. """ # For compromise between speed and accuracy, scale a copy of the background # image down to a scale that is one pixel = 1/5 of a pixel in the contour # image # But only do this if it has CDij keywords as we know how to scale those if ("CD1_1" in backgroundImageWCS.header): xScaleFactor = backgroundImageWCS.getXPixelSizeDeg() / ( contourImageWCS.getXPixelSizeDeg() / 5.0) yScaleFactor = backgroundImageWCS.getYPixelSizeDeg() / ( contourImageWCS.getYPixelSizeDeg() / 5.0) scaledBackground = scaleImage(backgroundImageData, backgroundImageWCS, (xScaleFactor, yScaleFactor)) scaled = resampleToWCS(scaledBackground['data'], scaledBackground['wcs'], contourImageData, contourImageWCS, highAccuracy=highAccuracy) scaledContourData = scaled['data'] scaledContourWCS = scaled['wcs'] scaledBackground = True else: scaled = resampleToWCS(backgroundImageData, backgroundImageWCS, contourImageData, contourImageWCS, highAccuracy=highAccuracy) scaledContourData = scaled['data'] scaledContourWCS = scaled['wcs'] scaledBackground = False if contourSmoothFactor > 0: sigmaPix = (contourSmoothFactor / 3600.0) / scaledContourWCS.getPixelSizeDeg() scaledContourData = ndimage.gaussian_filter(scaledContourData, sigmaPix) # Various ways of setting the contour levels # If just a list is passed in, use those instead if contourLevels[0] == "linear": if contourLevels[1] == "min": xMin = contourImageData.flatten().min() else: xMin = float(contourLevels[1]) if contourLevels[2] == "max": xMax = contourImageData.flatten().max() else: xMax = float(contourLevels[2]) nLevels = contourLevels[3] xStep = (xMax - xMin) / (nLevels - 1) cLevels = [] for j in range(nLevels + 1): level = xMin + j * xStep cLevels.append(level) elif contourLevels[0] == "log": if contourLevels[1] == "min": xMin = contourImageData.flatten().min() else: xMin = float(contourLevels[1]) if contourLevels[2] == "max": xMax = contourImageData.flatten().max() else: xMax = float(contourLevels[2]) if xMin <= 0.0: raise Exception( "minimum contour level set to <= 0 and log scaling chosen.") xLogMin = math.log10(xMin) xLogMax = math.log10(xMax) nLevels = contourLevels[3] xLogStep = (xLogMax - xLogMin) / (nLevels - 1) cLevels = [] for j in range(nLevels + 1): level = math.pow(10, xLogMin + j * xLogStep) cLevels.append(level) else: cLevels = contourLevels # Now blow the contour image data back up to the size of the original image if scaledBackground: scaledBack = scaleImage(scaledContourData, scaledContourWCS, ( 1.0 / xScaleFactor, 1.0 / yScaleFactor))['data'] else: scaledBack = scaledContourData return {'scaledImage': scaledBack, 'contourLevels': cLevels} #--------------------------------------------------------------------------- def saveBitmap(outputFileName, imageData, cutLevels, size, colorMapName): """Makes a bitmap image from an image array; the image format is specified by the filename extension. (e.g. ".jpg" =JPEG, ".png"=PNG). @type outputFileName: string @param outputFileName: filename of output bitmap image @type imageData: numpy array @param imageData: image data array @type cutLevels: list @param cutLevels: sets the image scaling - available options: - pixel values: cutLevels=[low value, high value]. - histogram equalisation: cutLevels=["histEq", number of bins ( e.g. 1024)] - relative: cutLevels=["relative", cut per cent level (e.g. 99.5)] - smart: cutLevels=["smart", cut per cent level (e.g. 99.5)] ["smart", 99.5] seems to provide good scaling over a range of different images. @type size: int @param size: size of output image in pixels @type colorMapName: string @param colorMapName: name of a standard matplotlib colormap, e.g. "hot", "cool", "gray" etc. (do "help(pylab.colormaps)" in the Python interpreter to see available options) """ cut = intensityCutImage(imageData, cutLevels) # Make plot aspectR = float(cut['image'].shape[0]) / float(cut['image'].shape[1]) pylab.figure(figsize=(10, 10 * aspectR)) pylab.axes([0, 0, 1, 1]) try: colorMap = pylab.cm.get_cmap(colorMapName) except AssertionError: raise Exception(colorMapName + " is not a defined matplotlib colormap.") if cutLevels[0] == "histEq": pylab.imshow(cut['image'], interpolation="bilinear", origin='lower', cmap=colorMap) else: pylab.imshow(cut['image'], interpolation="bilinear", norm=cut['norm'], origin='lower', cmap=colorMap) pylab.axis("off") pylab.savefig("out_astImages.png") pylab.close("all") try: from PIL import Image except: raise Exception("astImages.saveBitmap requires the Python Imaging " "Library to be installed.") im = Image.open("out_astImages.png") im.thumbnail((int(size), int(size))) im.save(outputFileName) os.remove("out_astImages.png") #----------------------------------------------------------------------------- def saveContourOverlayBitmap(outputFileName, backgroundImageData, backgroundImageWCS, cutLevels, size, colorMapName, contourImageData, contourImageWCS, contourSmoothFactor, contourLevels, contourColor, contourWidth): """Makes a bitmap image from an image array, with a set of contours generated from a second image array overlaid. The image format is specified by the file extension (e.g. ".jpg"=JPEG, ".png"=PNG). The image array from which the contours are to be generated can optionally be pre-smoothed using a Gaussian filter. @type outputFileName: string @param outputFileName: filename of output bitmap image @type backgroundImageData: numpy array @param backgroundImageData: background image data array @type backgroundImageWCS: astWCS.WCS @param backgroundImageWCS: astWCS.WCS object of the background image data array @type cutLevels: list @param cutLevels: sets the image scaling - available options: - pixel values: cutLevels=[low value, high value]. - histogram equalisation: cutLevels=["histEq", number of bins ( e.g. 1024)] - relative: cutLevels=["relative", cut per cent level (e.g. 99.5)] - smart: cutLevels=["smart", cut per cent level (e.g. 99.5)] ["smart", 99.5] seems to provide good scaling over a range of different images. @type size: int @param size: size of output image in pixels @type colorMapName: string @param colorMapName: name of a standard matplotlib colormap, e.g. "hot", "cool", "gray" etc. (do "help(pylab.colormaps)" in the Python interpreter to see available options) @type contourImageData: numpy array @param contourImageData: image data array from which contours are to be generated @type contourImageWCS: astWCS.WCS @param contourImageWCS: astWCS.WCS object corresponding to contourImageData @type contourSmoothFactor: float @param contourSmoothFactor: standard deviation (in pixels) of Gaussian filter for pre-smoothing of contour image data (set to 0 for no smoothing) @type contourLevels: list @param contourLevels: sets the contour levels - available options: - values: contourLevels=[list of values specifying each level] - linear spacing: contourLevels=['linear', min level value, max level value, number of levels] - can use "min", "max" to automatically set min, max levels from image datad - log spacing: contourLevels=['log', min level value, max level value,number of levels] - can use "min", "max" to automatically set min, max levels from image data @type contourColor: string @param contourColor: color of the overlaid contours, specified by the name of a standard matplotlib color, e.g., "black", "white", "cyan" etc. (do "help(pylab.colors)" in the Python interpreter to see available options) @type contourWidth: int @param contourWidth: width of the overlaid contours """ cut = intensityCutImage(backgroundImageData, cutLevels) # Make plot of just the background image aspectR = float(cut['image'].shape[0]) / float(cut['image'].shape[1]) pylab.figure(figsize=(10, 10 * aspectR)) pylab.axes([0, 0, 1, 1]) try: colorMap = pylab.cm.get_cmap(colorMapName) except AssertionError: raise Exception(colorMapName + " is not a defined matplotlib colormap.") if cutLevels[0] == "histEq": pylab.imshow(cut['image'], interpolation="bilinear", origin='lower', cmap=colorMap) else: pylab.imshow(cut['image'], interpolation="bilinear", norm=cut['norm'], origin='lower', cmap=colorMap) pylab.axis("off") # Add the contours contourData = generateContourOverlay(backgroundImageData, backgroundImageWCS, contourImageData, contourImageWCS, contourLevels, contourSmoothFactor) pylab.contour(contourData['scaledImage'], contourData['contourLevels'], colors=contourColor, linewidths=contourWidth) pylab.savefig("out_astImages.png") pylab.close("all") try: from PIL import Image except ImportError: raise Exception("astImages.saveContourOverlayBitmap requires the " "Python Imaging Library to be installed") im = Image.open("out_astImages.png") im.thumbnail((int(size), int(size))) im.save(outputFileName) os.remove("out_astImages.png") #---------------------------------------------------------------------------- def saveFITS(outputFileName, imageData, imageWCS=None): """Writes an image array to a new .fits file. @type outputFileName: string @param outputFileName: filename of output FITS image @type imageData: numpy array @param imageData: image data array @type imageWCS: astWCS.WCS object @param imageWCS: image WCS object @note: If imageWCS=None, the FITS image will be written with a rudimentary header containing no meta data. """ if os.path.exists(outputFileName): os.remove(outputFileName) newImg = pyfits.HDUList() if imageWCS is not None: hdu = pyfits.PrimaryHDU(None, imageWCS.header) else: hdu = pyfits.PrimaryHDU(None, None) hdu.data = imageData newImg.append(hdu) newImg.writeto(outputFileName) newImg.close() #---------------------------------------------------------------------------- def histEq(inputArray, numBins): """Performs histogram equalisation of the input numpy array. @type inputArray: numpy array @param inputArray: image data array @type numBins: int @param numBins: number of bins in which to perform the operation (e.g. 1024) @rtype: numpy array @return: image data array """ imageData = inputArray # histogram equalisation: we want an equal number of pixels in each # intensity range sortedDataIntensities = numpy.sort(numpy.ravel(imageData)) # Make cumulative histogram of data values, simple min-max used to set bin # sizes and range dataCumHist = numpy.zeros(numBins) minIntensity = sortedDataIntensities.min() maxIntensity = sortedDataIntensities.max() histRange = maxIntensity - minIntensity binWidth = histRange / float(numBins - 1) for i in range(len(sortedDataIntensities)): binNumber = int(math.ceil((sortedDataIntensities[i] - minIntensity) / binWidth)) addArray = numpy.zeros(numBins) onesArray = numpy.ones(numBins - binNumber) onesRange = list(range(binNumber, numBins)) numpy.put(addArray, onesRange, onesArray) dataCumHist = dataCumHist + addArray # Make ideal cumulative histogram idealValue = dataCumHist.max() / float(numBins) idealCumHist = numpy.arange(idealValue, dataCumHist.max() + idealValue, idealValue) # Map the data to the ideal for y in range(imageData.shape[0]): for x in range(imageData.shape[1]): # Get index corresponding to dataIntensity intensityBin = int(math.ceil((imageData[y][x] - minIntensity) / binWidth)) # Guard against rounding errors (happens rarely I think) if intensityBin < 0: intensityBin = 0 if intensityBin > len(dataCumHist) - 1: intensityBin = len(dataCumHist) - 1 # Get the cumulative frequency corresponding intensity level in the data dataCumFreq = dataCumHist[intensityBin] # Get the index of the corresponding ideal cumulative frequency idealBin = numpy.searchsorted(idealCumHist, dataCumFreq) idealIntensity = (idealBin * binWidth) + minIntensity imageData[y][x] = idealIntensity return imageData #----------------------------------------------------------------------------- def normalise(inputArray, clipMinMax): """Clips the inputArray in intensity and normalises the array such that minimum and maximum values are 0, 1. Clip in intensity is specified by clipMinMax, a list in the format [clipMin, clipMax] Used for normalising image arrays so that they can be turned into RGB arrays that matplotlib can plot (see L{astPlots.ImagePlot}). @type inputArray: numpy array @param inputArray: image data array @type clipMinMax: list @param clipMinMax: [minimum value of clipped array, maximum value of clipped array] @rtype: numpy array @return: normalised array with minimum value 0, maximum value 1 """ clipped = inputArray.clip(clipMinMax[0], clipMinMax[1]) slope = 1.0 / (clipMinMax[1] - clipMinMax[0]) intercept = -clipMinMax[0] * slope clipped = clipped * slope + intercept return clipped
lgpl-2.1
giorgiop/scikit-learn
sklearn/tests/test_discriminant_analysis.py
4
13141
import sys import numpy as np from sklearn.utils.testing import assert_array_equal from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_almost_equal from sklearn.utils.testing import assert_true from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_raise_message from sklearn.utils.testing import assert_warns from sklearn.utils.testing import assert_greater from sklearn.utils.testing import ignore_warnings from sklearn.utils.testing import SkipTest from sklearn.datasets import make_blobs from sklearn.discriminant_analysis import LinearDiscriminantAnalysis from sklearn.discriminant_analysis import QuadraticDiscriminantAnalysis from sklearn.discriminant_analysis import _cov # import reload version = sys.version_info if version[0] == 3: # Python 3+ import for reload. Builtin in Python2 if version[1] == 3: reload = None else: from importlib import reload # Data is just 6 separable points in the plane X = np.array([[-2, -1], [-1, -1], [-1, -2], [1, 1], [1, 2], [2, 1]], dtype='f') y = np.array([1, 1, 1, 2, 2, 2]) y3 = np.array([1, 1, 2, 2, 3, 3]) # Degenerate data with only one feature (still should be separable) X1 = np.array([[-2, ], [-1, ], [-1, ], [1, ], [1, ], [2, ]], dtype='f') # Data is just 9 separable points in the plane X6 = np.array([[0, 0], [-2, -2], [-2, -1], [-1, -1], [-1, -2], [1, 3], [1, 2], [2, 1], [2, 2]]) y6 = np.array([1, 1, 1, 1, 1, 2, 2, 2, 2]) y7 = np.array([1, 2, 3, 2, 3, 1, 2, 3, 1]) # Degenerate data with 1 feature (still should be separable) X7 = np.array([[-3, ], [-2, ], [-1, ], [-1, ], [0, ], [1, ], [1, ], [2, ], [3, ]]) # Data that has zero variance in one dimension and needs regularization X2 = np.array([[-3, 0], [-2, 0], [-1, 0], [-1, 0], [0, 0], [1, 0], [1, 0], [2, 0], [3, 0]]) # One element class y4 = np.array([1, 1, 1, 1, 1, 1, 1, 1, 2]) # Data with less samples in a class than n_features X5 = np.c_[np.arange(8), np.zeros((8, 3))] y5 = np.array([0, 0, 0, 0, 0, 1, 1, 1]) solver_shrinkage = [('svd', None), ('lsqr', None), ('eigen', None), ('lsqr', 'auto'), ('lsqr', 0), ('lsqr', 0.43), ('eigen', 'auto'), ('eigen', 0), ('eigen', 0.43)] def test_lda_predict(): # Test LDA classification. # This checks that LDA implements fit and predict and returns correct # values for simple toy data. for test_case in solver_shrinkage: solver, shrinkage = test_case clf = LinearDiscriminantAnalysis(solver=solver, shrinkage=shrinkage) y_pred = clf.fit(X, y).predict(X) assert_array_equal(y_pred, y, 'solver %s' % solver) # Assert that it works with 1D data y_pred1 = clf.fit(X1, y).predict(X1) assert_array_equal(y_pred1, y, 'solver %s' % solver) # Test probability estimates y_proba_pred1 = clf.predict_proba(X1) assert_array_equal((y_proba_pred1[:, 1] > 0.5) + 1, y, 'solver %s' % solver) y_log_proba_pred1 = clf.predict_log_proba(X1) assert_array_almost_equal(np.exp(y_log_proba_pred1), y_proba_pred1, 8, 'solver %s' % solver) # Primarily test for commit 2f34950 -- "reuse" of priors y_pred3 = clf.fit(X, y3).predict(X) # LDA shouldn't be able to separate those assert_true(np.any(y_pred3 != y3), 'solver %s' % solver) # Test invalid shrinkages clf = LinearDiscriminantAnalysis(solver="lsqr", shrinkage=-0.2231) assert_raises(ValueError, clf.fit, X, y) clf = LinearDiscriminantAnalysis(solver="eigen", shrinkage="dummy") assert_raises(ValueError, clf.fit, X, y) clf = LinearDiscriminantAnalysis(solver="svd", shrinkage="auto") assert_raises(NotImplementedError, clf.fit, X, y) # Test unknown solver clf = LinearDiscriminantAnalysis(solver="dummy") assert_raises(ValueError, clf.fit, X, y) def test_lda_priors(): # Test priors (negative priors) priors = np.array([0.5, -0.5]) clf = LinearDiscriminantAnalysis(priors=priors) msg = "priors must be non-negative" assert_raise_message(ValueError, msg, clf.fit, X, y) # Test that priors passed as a list are correctly handled (run to see if # failure) clf = LinearDiscriminantAnalysis(priors=[0.5, 0.5]) clf.fit(X, y) # Test that priors always sum to 1 priors = np.array([0.5, 0.6]) prior_norm = np.array([0.45, 0.55]) clf = LinearDiscriminantAnalysis(priors=priors) assert_warns(UserWarning, clf.fit, X, y) assert_array_almost_equal(clf.priors_, prior_norm, 2) def test_lda_coefs(): # Test if the coefficients of the solvers are approximately the same. n_features = 2 n_classes = 2 n_samples = 1000 X, y = make_blobs(n_samples=n_samples, n_features=n_features, centers=n_classes, random_state=11) clf_lda_svd = LinearDiscriminantAnalysis(solver="svd") clf_lda_lsqr = LinearDiscriminantAnalysis(solver="lsqr") clf_lda_eigen = LinearDiscriminantAnalysis(solver="eigen") clf_lda_svd.fit(X, y) clf_lda_lsqr.fit(X, y) clf_lda_eigen.fit(X, y) assert_array_almost_equal(clf_lda_svd.coef_, clf_lda_lsqr.coef_, 1) assert_array_almost_equal(clf_lda_svd.coef_, clf_lda_eigen.coef_, 1) assert_array_almost_equal(clf_lda_eigen.coef_, clf_lda_lsqr.coef_, 1) def test_lda_transform(): # Test LDA transform. clf = LinearDiscriminantAnalysis(solver="svd", n_components=1) X_transformed = clf.fit(X, y).transform(X) assert_equal(X_transformed.shape[1], 1) clf = LinearDiscriminantAnalysis(solver="eigen", n_components=1) X_transformed = clf.fit(X, y).transform(X) assert_equal(X_transformed.shape[1], 1) clf = LinearDiscriminantAnalysis(solver="lsqr", n_components=1) clf.fit(X, y) msg = "transform not implemented for 'lsqr'" assert_raise_message(NotImplementedError, msg, clf.transform, X) def test_lda_explained_variance_ratio(): # Test if the sum of the normalized eigen vectors values equals 1, # Also tests whether the explained_variance_ratio_ formed by the # eigen solver is the same as the explained_variance_ratio_ formed # by the svd solver state = np.random.RandomState(0) X = state.normal(loc=0, scale=100, size=(40, 20)) y = state.randint(0, 3, size=(40,)) clf_lda_eigen = LinearDiscriminantAnalysis(solver="eigen") clf_lda_eigen.fit(X, y) assert_almost_equal(clf_lda_eigen.explained_variance_ratio_.sum(), 1.0, 3) clf_lda_svd = LinearDiscriminantAnalysis(solver="svd") clf_lda_svd.fit(X, y) assert_almost_equal(clf_lda_svd.explained_variance_ratio_.sum(), 1.0, 3) tested_length = min(clf_lda_svd.explained_variance_ratio_.shape[0], clf_lda_eigen.explained_variance_ratio_.shape[0]) # NOTE: clf_lda_eigen.explained_variance_ratio_ is not of n_components # length. Make it the same length as clf_lda_svd.explained_variance_ratio_ # before comparison. assert_array_almost_equal(clf_lda_svd.explained_variance_ratio_, clf_lda_eigen.explained_variance_ratio_[:tested_length]) def test_lda_orthogonality(): # arrange four classes with their means in a kite-shaped pattern # the longer distance should be transformed to the first component, and # the shorter distance to the second component. means = np.array([[0, 0, -1], [0, 2, 0], [0, -2, 0], [0, 0, 5]]) # We construct perfectly symmetric distributions, so the LDA can estimate # precise means. scatter = np.array([[0.1, 0, 0], [-0.1, 0, 0], [0, 0.1, 0], [0, -0.1, 0], [0, 0, 0.1], [0, 0, -0.1]]) X = (means[:, np.newaxis, :] + scatter[np.newaxis, :, :]).reshape((-1, 3)) y = np.repeat(np.arange(means.shape[0]), scatter.shape[0]) # Fit LDA and transform the means clf = LinearDiscriminantAnalysis(solver="svd").fit(X, y) means_transformed = clf.transform(means) d1 = means_transformed[3] - means_transformed[0] d2 = means_transformed[2] - means_transformed[1] d1 /= np.sqrt(np.sum(d1 ** 2)) d2 /= np.sqrt(np.sum(d2 ** 2)) # the transformed within-class covariance should be the identity matrix assert_almost_equal(np.cov(clf.transform(scatter).T), np.eye(2)) # the means of classes 0 and 3 should lie on the first component assert_almost_equal(np.abs(np.dot(d1[:2], [1, 0])), 1.0) # the means of classes 1 and 2 should lie on the second component assert_almost_equal(np.abs(np.dot(d2[:2], [0, 1])), 1.0) def test_lda_scaling(): # Test if classification works correctly with differently scaled features. n = 100 rng = np.random.RandomState(1234) # use uniform distribution of features to make sure there is absolutely no # overlap between classes. x1 = rng.uniform(-1, 1, (n, 3)) + [-10, 0, 0] x2 = rng.uniform(-1, 1, (n, 3)) + [10, 0, 0] x = np.vstack((x1, x2)) * [1, 100, 10000] y = [-1] * n + [1] * n for solver in ('svd', 'lsqr', 'eigen'): clf = LinearDiscriminantAnalysis(solver=solver) # should be able to separate the data perfectly assert_equal(clf.fit(x, y).score(x, y), 1.0, 'using covariance: %s' % solver) def test_qda(): # QDA classification. # This checks that QDA implements fit and predict and returns # correct values for a simple toy dataset. clf = QuadraticDiscriminantAnalysis() y_pred = clf.fit(X6, y6).predict(X6) assert_array_equal(y_pred, y6) # Assure that it works with 1D data y_pred1 = clf.fit(X7, y6).predict(X7) assert_array_equal(y_pred1, y6) # Test probas estimates y_proba_pred1 = clf.predict_proba(X7) assert_array_equal((y_proba_pred1[:, 1] > 0.5) + 1, y6) y_log_proba_pred1 = clf.predict_log_proba(X7) assert_array_almost_equal(np.exp(y_log_proba_pred1), y_proba_pred1, 8) y_pred3 = clf.fit(X6, y7).predict(X6) # QDA shouldn't be able to separate those assert_true(np.any(y_pred3 != y7)) # Classes should have at least 2 elements assert_raises(ValueError, clf.fit, X6, y4) def test_qda_priors(): clf = QuadraticDiscriminantAnalysis() y_pred = clf.fit(X6, y6).predict(X6) n_pos = np.sum(y_pred == 2) neg = 1e-10 clf = QuadraticDiscriminantAnalysis(priors=np.array([neg, 1 - neg])) y_pred = clf.fit(X6, y6).predict(X6) n_pos2 = np.sum(y_pred == 2) assert_greater(n_pos2, n_pos) def test_qda_store_covariances(): # The default is to not set the covariances_ attribute clf = QuadraticDiscriminantAnalysis().fit(X6, y6) assert_true(not hasattr(clf, 'covariances_')) # Test the actual attribute: clf = QuadraticDiscriminantAnalysis(store_covariances=True).fit(X6, y6) assert_true(hasattr(clf, 'covariances_')) assert_array_almost_equal( clf.covariances_[0], np.array([[0.7, 0.45], [0.45, 0.7]]) ) assert_array_almost_equal( clf.covariances_[1], np.array([[0.33333333, -0.33333333], [-0.33333333, 0.66666667]]) ) def test_qda_regularization(): # the default is reg_param=0. and will cause issues # when there is a constant variable clf = QuadraticDiscriminantAnalysis() with ignore_warnings(): y_pred = clf.fit(X2, y6).predict(X2) assert_true(np.any(y_pred != y6)) # adding a little regularization fixes the problem clf = QuadraticDiscriminantAnalysis(reg_param=0.01) with ignore_warnings(): clf.fit(X2, y6) y_pred = clf.predict(X2) assert_array_equal(y_pred, y6) # Case n_samples_in_a_class < n_features clf = QuadraticDiscriminantAnalysis(reg_param=0.1) with ignore_warnings(): clf.fit(X5, y5) y_pred5 = clf.predict(X5) assert_array_equal(y_pred5, y5) def test_deprecated_lda_qda_deprecation(): if reload is None: raise SkipTest("Can't reload module on Python3.3") def import_lda_module(): import sklearn.lda # ensure that we trigger DeprecationWarning even if the sklearn.lda # was loaded previously by another test. reload(sklearn.lda) return sklearn.lda lda = assert_warns(DeprecationWarning, import_lda_module) assert lda.LDA is LinearDiscriminantAnalysis def import_qda_module(): import sklearn.qda # ensure that we trigger DeprecationWarning even if the sklearn.qda # was loaded previously by another test. reload(sklearn.qda) return sklearn.qda qda = assert_warns(DeprecationWarning, import_qda_module) assert qda.QDA is QuadraticDiscriminantAnalysis def test_covariance(): x, y = make_blobs(n_samples=100, n_features=5, centers=1, random_state=42) # make features correlated x = np.dot(x, np.arange(x.shape[1] ** 2).reshape(x.shape[1], x.shape[1])) c_e = _cov(x, 'empirical') assert_almost_equal(c_e, c_e.T) c_s = _cov(x, 'auto') assert_almost_equal(c_s, c_s.T)
bsd-3-clause
elijah513/scikit-learn
examples/model_selection/plot_underfitting_overfitting.py
230
2649
""" ============================ Underfitting vs. Overfitting ============================ This example demonstrates the problems of underfitting and overfitting and how we can use linear regression with polynomial features to approximate nonlinear functions. The plot shows the function that we want to approximate, which is a part of the cosine function. In addition, the samples from the real function and the approximations of different models are displayed. The models have polynomial features of different degrees. We can see that a linear function (polynomial with degree 1) is not sufficient to fit the training samples. This is called **underfitting**. A polynomial of degree 4 approximates the true function almost perfectly. However, for higher degrees the model will **overfit** the training data, i.e. it learns the noise of the training data. We evaluate quantitatively **overfitting** / **underfitting** by using cross-validation. We calculate the mean squared error (MSE) on the validation set, the higher, the less likely the model generalizes correctly from the training data. """ print(__doc__) import numpy as np import matplotlib.pyplot as plt from sklearn.pipeline import Pipeline from sklearn.preprocessing import PolynomialFeatures from sklearn.linear_model import LinearRegression from sklearn import cross_validation np.random.seed(0) n_samples = 30 degrees = [1, 4, 15] true_fun = lambda X: np.cos(1.5 * np.pi * X) X = np.sort(np.random.rand(n_samples)) y = true_fun(X) + np.random.randn(n_samples) * 0.1 plt.figure(figsize=(14, 5)) for i in range(len(degrees)): ax = plt.subplot(1, len(degrees), i + 1) plt.setp(ax, xticks=(), yticks=()) polynomial_features = PolynomialFeatures(degree=degrees[i], include_bias=False) linear_regression = LinearRegression() pipeline = Pipeline([("polynomial_features", polynomial_features), ("linear_regression", linear_regression)]) pipeline.fit(X[:, np.newaxis], y) # Evaluate the models using crossvalidation scores = cross_validation.cross_val_score(pipeline, X[:, np.newaxis], y, scoring="mean_squared_error", cv=10) X_test = np.linspace(0, 1, 100) plt.plot(X_test, pipeline.predict(X_test[:, np.newaxis]), label="Model") plt.plot(X_test, true_fun(X_test), label="True function") plt.scatter(X, y, label="Samples") plt.xlabel("x") plt.ylabel("y") plt.xlim((0, 1)) plt.ylim((-2, 2)) plt.legend(loc="best") plt.title("Degree {}\nMSE = {:.2e}(+/- {:.2e})".format( degrees[i], -scores.mean(), scores.std())) plt.show()
bsd-3-clause
pombredanne/nTLP
setup.py
1
5613
#!/usr/bin/env python from distutils.core import setup ########################################### # Dependency or optional-checking functions ########################################### # (see notes below.) def check_gr1c(): import subprocess try: subprocess.call(["gr1c", "-V"], stdout=subprocess.PIPE) subprocess.call(["rg", "-V"], stdout=subprocess.PIPE) subprocess.call(["grpatch", "-V"], stdout=subprocess.PIPE) except OSError: return False return True def check_yaml(): try: import yaml except ImportError: return False return True def check_cvc4(): import subprocess cmd = subprocess.Popen(['which', 'cvc4'], stdout=subprocess.PIPE, close_fds=True) for line in cmd.stdout: if 'cvc4' in line: return True return False def check_yices(): import subprocess cmd = subprocess.Popen(['which', 'yices'], stdout=subprocess.PIPE, close_fds=True) for line in cmd.stdout: if 'yices' in line: return True return False def check_glpk(): try: import cvxopt.glpk except ImportError: return False return True def check_gephi(): import subprocess cmd = subprocess.Popen(['which', 'gephi'], stdout=subprocess.PIPE) for line in cmd.stdout: if 'gephi' in line: return True return False # Handle "dry-check" argument to check for dependencies without # installing the tulip package; checking occurs by default if # "install" is given, unless both "install" and "nocheck" are given # (but typical users do not need "nocheck"). # You *must* have these to run TuLiP. Each item in other_depends must # be treated specially; thus other_depends is a dictionary with # # keys : names of dependency; # values : list of callable and string, which is printed on failure # (i.e. package not found); we interpret the return value # True to be success, and False failure. other_depends = {} # These are nice to have but not necessary. Each item is of the form # # keys : name of optional package; # values : list of callable and two strings, first string printed on # success, second printed on failure (i.e. package not # found); we interpret the return value True to be success, # and False failure. optionals = {'glpk' : [check_glpk, 'GLPK found.', 'GLPK seems to be missing\nand thus apparently not used by your installation of CVXOPT.\nIf you\'re interested, see http://www.gnu.org/s/glpk/'], 'gephi' : [check_gephi, 'Gephi found.', 'Gephi seems to be missing. If you\'re interested in graph visualization, see http://gephi.org/'], 'gr1c' : [check_gr1c, 'gr1c found.', 'gr1c, rg, or grpatch not found.\nIf you\'re interested in a GR(1) synthesis tool besides JTLV, see http://scottman.net/2012/gr1c'], 'PyYAML' : [check_yaml, 'PyYAML found.', 'PyYAML not found.\nTo read/write YAML, you will need to install PyYAML; see http://pyyaml.org/'], 'yices' : [check_yices, 'Yices found.', 'Yices not found.'], 'cvc4' : [check_cvc4, 'CVC4 found.', 'The SMT solver CVC4 was not found; see http://cvc4.cs.nyu.edu/\nSome functions in the rhtlp module will be unavailable.']} import sys perform_setup = True check_deps = False if 'install' in sys.argv[1:] and 'nocheck' not in sys.argv[1:]: check_deps = True elif 'dry-check' in sys.argv[1:]: perform_setup = False check_deps = True # Pull "dry-check" and "nocheck" from argument list, if present, to play # nicely with Distutils setup. try: sys.argv.remove('dry-check') except ValueError: pass try: sys.argv.remove('nocheck') except ValueError: pass if check_deps: if not perform_setup: print "Checking for required dependencies..." # Python package dependencies try: import numpy except: print 'ERROR: NumPy not found.' raise try: import scipy except: print 'ERROR: SciPy not found.' raise try: import cvxopt except: print 'ERROR: CVXOPT not found.' raise try: import matplotlib except: print 'ERROR: matplotlib not found.' raise try: import networkx except: print 'ERROR: NetworkX not found.' raise # Other dependencies for (dep_key, dep_val) in other_depends.items(): if not dep_val[0](): print dep_val[1] raise Exception('Failed dependency: '+dep_key) # Optional stuff for (opt_key, opt_val) in optionals.items(): print 'Probing for optional '+opt_key+'...' if opt_val[0](): print "\t"+opt_val[1] else: print "\t"+opt_val[2] if perform_setup: from tulip import __version__ as tulip_version setup(name = 'tulip', version = tulip_version, description = 'nTLP (forked from Temporal Logic Planning toolbox)', author = 'Caltech Control and Dynamical Systems', author_email = '[email protected]', url = 'http://scottman.net/2013/nTLP', license = 'BSD', requires = ['numpy', 'scipy', 'cvxopt', 'matplotlib'], packages = ['tulip'], package_dir = {'tulip' : 'tulip'}, package_data={'tulip': ['jtlv_grgame.jar', 'polytope/*.py']} )
bsd-3-clause
karst87/ml
01_openlibs/tensorflow/02_tfgirls/TensorFlow-and-DeepLearning-Tutorial-master/Season1/20/dp.py
1
13339
# 新的 refined api 不支持 Python2 import tensorflow as tf from sklearn.metrics import confusion_matrix import numpy as np class Network(): def __init__(self, train_batch_size, test_batch_size, pooling_scale, dropout_rate, base_learning_rate, decay_rate, optimizeMethod='adam', save_path='model/default.ckpt'): ''' @num_hidden: 隐藏层的节点数量 @batch_size:因为我们要节省内存,所以分批处理数据。每一批的数据量。 ''' self.optimizeMethod = optimizeMethod self.dropout_rate=dropout_rate self.base_learning_rate=base_learning_rate self.decay_rate=decay_rate self.train_batch_size = train_batch_size self.test_batch_size = test_batch_size # Hyper Parameters self.conv_config = [] # list of dict self.fc_config = [] # list of dict self.conv_weights = [] self.conv_biases = [] self.fc_weights = [] self.fc_biases = [] self.pooling_scale = pooling_scale self.pooling_stride = pooling_scale # Graph Related self.tf_train_samples = None self.tf_train_labels = None self.tf_test_samples = None self.tf_test_labels = None # 统计 self.writer = None self.merged = None self.train_summaries = [] self.test_summaries = [] # save 保存训练的模型 self.saver = None self.save_path = save_path def add_conv(self, *, patch_size, in_depth, out_depth, activation='relu', pooling=False, name): ''' This function does not define operations in the graph, but only store config in self.conv_layer_config ''' self.conv_config.append({ 'patch_size': patch_size, 'in_depth': in_depth, 'out_depth': out_depth, 'activation': activation, 'pooling': pooling, 'name': name }) with tf.name_scope(name): weights = tf.Variable( tf.truncated_normal([patch_size, patch_size, in_depth, out_depth], stddev=0.1), name=name+'_weights') biases = tf.Variable(tf.constant(0.1, shape=[out_depth]), name=name+'_biases') self.conv_weights.append(weights) self.conv_biases.append(biases) def add_fc(self, *, in_num_nodes, out_num_nodes, activation='relu', name): ''' add fc layer config to slef.fc_layer_config ''' self.fc_config.append({ 'in_num_nodes': in_num_nodes, 'out_num_nodes': out_num_nodes, 'activation': activation, 'name': name }) with tf.name_scope(name): weights = tf.Variable(tf.truncated_normal([in_num_nodes, out_num_nodes], stddev=0.1)) biases = tf.Variable(tf.constant(0.1, shape=[out_num_nodes])) self.fc_weights.append(weights) self.fc_biases.append(biases) self.train_summaries.append(tf.histogram_summary(str(len(self.fc_weights))+'_weights', weights)) self.train_summaries.append(tf.histogram_summary(str(len(self.fc_biases))+'_biases', biases)) def apply_regularization(self, _lambda): # L2 regularization for the fully connected parameters regularization = 0.0 for weights, biases in zip(self.fc_weights, self.fc_biases): regularization += tf.nn.l2_loss(weights) + tf.nn.l2_loss(biases) # 1e5 return _lambda * regularization # should make the definition as an exposed API, instead of implemented in the function def define_inputs(self, *, train_samples_shape, train_labels_shape, test_samples_shape): # 这里只是定义图谱中的各种变量 with tf.name_scope('inputs'): self.tf_train_samples = tf.placeholder(tf.float32, shape=train_samples_shape, name='tf_train_samples') self.tf_train_labels = tf.placeholder(tf.float32, shape=train_labels_shape, name='tf_train_labels') self.tf_test_samples = tf.placeholder(tf.float32, shape=test_samples_shape, name='tf_test_samples') def define_model(self): ''' 定义我的的计算图谱 ''' def model(data_flow, train=True): ''' @data: original inputs @return: logits ''' # Define Convolutional Layers for i, (weights, biases, config) in enumerate(zip(self.conv_weights, self.conv_biases, self.conv_config)): with tf.name_scope(config['name'] + '_model'): with tf.name_scope('convolution'): # default 1,1,1,1 stride and SAME padding data_flow = tf.nn.conv2d(data_flow, filter=weights, strides=[1, 1, 1, 1], padding='SAME') data_flow = data_flow + biases if not train: self.visualize_filter_map(data_flow, how_many=config['out_depth'], display_size=32//(i//2+1), name=config['name']+'_conv') if config['activation'] == 'relu': data_flow = tf.nn.relu(data_flow) if not train: self.visualize_filter_map(data_flow, how_many=config['out_depth'], display_size=32//(i//2+1), name=config['name']+'_relu') else: raise Exception('Activation Func can only be Relu right now. You passed', config['activation']) if config['pooling']: data_flow = tf.nn.max_pool( data_flow, ksize=[1, self.pooling_scale, self.pooling_scale, 1], strides=[1, self.pooling_stride, self.pooling_stride, 1], padding='SAME') if not train: self.visualize_filter_map(data_flow, how_many=config['out_depth'], display_size=32//(i//2+1)//2, name=config['name']+'_pooling') # Define Fully Connected Layers for i, (weights, biases, config) in enumerate(zip(self.fc_weights, self.fc_biases, self.fc_config)): if i == 0: shape = data_flow.get_shape().as_list() data_flow = tf.reshape(data_flow, [shape[0], shape[1] * shape[2] * shape[3]]) with tf.name_scope(config['name'] + 'model'): ### Dropout if train and i == len(self.fc_weights) - 1: data_flow = tf.nn.dropout(data_flow, self.dropout_rate, seed=4926) ### data_flow = tf.matmul(data_flow, weights) + biases if config['activation'] == 'relu': data_flow = tf.nn.relu(data_flow) elif config['activation'] is None: pass else: raise Exception('Activation Func can only be Relu or None right now. You passed', config['activation']) return data_flow # Training computation. logits = model(self.tf_train_samples) with tf.name_scope('loss'): self.loss = tf.reduce_mean(tf.nn.softmax_cross_entropy_with_logits(logits, self.tf_train_labels)) self.loss += self.apply_regularization(_lambda=5e-4) self.train_summaries.append(tf.scalar_summary('Loss', self.loss)) # learning rate decay global_step = tf.Variable(0) learning_rate = tf.train.exponential_decay( learning_rate=self.base_learning_rate, global_step=global_step*self.train_batch_size, decay_steps=100, decay_rate=self.decay_rate, staircase=True ) # Optimizer. with tf.name_scope('optimizer'): if(self.optimizeMethod=='gradient'): self.optimizer = tf.train \ .GradientDescentOptimizer(learning_rate) \ .minimize(self.loss) elif(self.optimizeMethod=='momentum'): self.optimizer = tf.train \ .MomentumOptimizer(learning_rate, 0.5) \ .minimize(self.loss) elif(self.optimizeMethod=='adam'): self.optimizer = tf.train \ .AdamOptimizer(learning_rate) \ .minimize(self.loss) # Predictions for the training, validation, and test data. with tf.name_scope('train'): self.train_prediction = tf.nn.softmax(logits, name='train_prediction') tf.add_to_collection("prediction", self.train_prediction) with tf.name_scope('test'): self.test_prediction = tf.nn.softmax(model(self.tf_test_samples, train=False), name='test_prediction') tf.add_to_collection("prediction", self.test_prediction) single_shape = (1, 32, 32, 1) single_input = tf.placeholder(tf.float32, shape=single_shape, name='single_input') self.single_prediction = tf.nn.softmax(model(single_input, train=False), name='single_prediction') tf.add_to_collection("prediction", self.single_prediction) self.merged_train_summary = tf.merge_summary(self.train_summaries) self.merged_test_summary = tf.merge_summary(self.test_summaries) # 放在定义Graph之后,保存这张计算图 self.saver = tf.train.Saver(tf.all_variables()) def run(self, train_samples, train_labels, test_samples, test_labels, *, train_data_iterator, iteration_steps, test_data_iterator): ''' 用到Session :data_iterator: a function that yields chuck of data ''' self.writer = tf.train.SummaryWriter('./board', tf.get_default_graph()) with tf.Session(graph=tf.get_default_graph()) as session: tf.initialize_all_variables().run() ### 训练 print('Start Training') # batch 1000 for i, samples, labels in train_data_iterator(train_samples, train_labels, iteration_steps=iteration_steps, chunkSize=self.train_batch_size): _, l, predictions, summary = session.run( [self.optimizer, self.loss, self.train_prediction, self.merged_train_summary], feed_dict={self.tf_train_samples: samples, self.tf_train_labels: labels} ) self.writer.add_summary(summary, i) # labels is True Labels accuracy, _ = self.accuracy(predictions, labels) if i % 50 == 0: print('Minibatch loss at step %d: %f' % (i, l)) print('Minibatch accuracy: %.1f%%' % accuracy) ### ### 测试 accuracies = [] confusionMatrices = [] for i, samples, labels in test_data_iterator(test_samples, test_labels, chunkSize=self.test_batch_size): result, summary = session.run( [self.test_prediction, self.merged_test_summary], feed_dict={self.tf_test_samples: samples} ) self.writer.add_summary(summary, i) accuracy, cm = self.accuracy(result, labels, need_confusion_matrix=True) accuracies.append(accuracy) confusionMatrices.append(cm) print('Test Accuracy: %.1f%%' % accuracy) print(' Average Accuracy:', np.average(accuracies)) print('Standard Deviation:', np.std(accuracies)) self.print_confusion_matrix(np.add.reduce(confusionMatrices)) ### def train(self, train_samples, train_labels, *, data_iterator, iteration_steps): self.writer = tf.train.SummaryWriter('./board', tf.get_default_graph()) with tf.Session(graph=tf.get_default_graph()) as session: tf.initialize_all_variables().run() ### 训练 print('Start Training') # batch 1000 for i, samples, labels in data_iterator(train_samples, train_labels, iteration_steps=iteration_steps, chunkSize=self.train_batch_size): _, l, predictions, summary = session.run( [self.optimizer, self.loss, self.train_prediction, self.merged_train_summary], feed_dict={self.tf_train_samples: samples, self.tf_train_labels: labels} ) self.writer.add_summary(summary, i) # labels is True Labels accuracy, _ = self.accuracy(predictions, labels) if i % 50 == 0: print('Minibatch loss at step %d: %f' % (i, l)) print('Minibatch accuracy: %.1f%%' % accuracy) ### # 检查要存放的路径值否存在。这里假定只有一层路径。 import os if os.path.isdir(self.save_path.split('/')[0]): save_path = self.saver.save(session, self.save_path) print("Model saved in file: %s" % save_path) else: os.makedirs(self.save_path.split('/')[0]) save_path = self.saver.save(session, self.save_path) print("Model saved in file: %s" % save_path) def test(self, test_samples, test_labels, *, data_iterator): if self.saver is None: self.define_model() if self.writer is None: self.writer = tf.train.SummaryWriter('./board', tf.get_default_graph()) print('Before session') with tf.Session(graph=tf.get_default_graph()) as session: self.saver.restore(session, self.save_path) ### 测试 accuracies = [] confusionMatrices = [] for i, samples, labels in data_iterator(test_samples, test_labels, chunkSize=self.test_batch_size): result= session.run( self.test_prediction, feed_dict={self.tf_test_samples: samples} ) #self.writer.add_summary(summary, i) accuracy, cm = self.accuracy(result, labels, need_confusion_matrix=True) accuracies.append(accuracy) confusionMatrices.append(cm) print('Test Accuracy: %.1f%%' % accuracy) print(' Average Accuracy:', np.average(accuracies)) print('Standard Deviation:', np.std(accuracies)) self.print_confusion_matrix(np.add.reduce(confusionMatrices)) ### def accuracy(self, predictions, labels, need_confusion_matrix=False): ''' 计算预测的正确率与召回率 @return: accuracy and confusionMatrix as a tuple ''' _predictions = np.argmax(predictions, 1) _labels = np.argmax(labels, 1) cm = confusion_matrix(_labels, _predictions) if need_confusion_matrix else None # == is overloaded for numpy array accuracy = (100.0 * np.sum(_predictions == _labels) / predictions.shape[0]) return accuracy, cm def visualize_filter_map(self, tensor, *, how_many, display_size, name): #print(tensor.get_shape) filter_map = tensor[-1] #print(filter_map.get_shape()) filter_map = tf.transpose(filter_map, perm=[2, 0, 1]) #print(filter_map.get_shape()) filter_map = tf.reshape(filter_map, (how_many, display_size, display_size, 1)) #print(how_many) self.test_summaries.append(tf.image_summary(name, tensor=filter_map, max_images=how_many)) def print_confusion_matrix(self, confusionMatrix): print('Confusion Matrix:') for i, line in enumerate(confusionMatrix): print(line, line[i] / np.sum(line)) a = 0 for i, column in enumerate(np.transpose(confusionMatrix, (1, 0))): a += (column[i] / np.sum(column)) * (np.sum(column) / 26000) print(column[i] / np.sum(column), ) print('\n', np.sum(confusionMatrix), a)
mit
arabenjamin/scikit-learn
sklearn/covariance/tests/test_graph_lasso.py
272
5245
""" Test the graph_lasso module. """ import sys import numpy as np from scipy import linalg from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_array_less from sklearn.covariance import (graph_lasso, GraphLasso, GraphLassoCV, empirical_covariance) from sklearn.datasets.samples_generator import make_sparse_spd_matrix from sklearn.externals.six.moves import StringIO from sklearn.utils import check_random_state from sklearn import datasets def test_graph_lasso(random_state=0): # Sample data from a sparse multivariate normal dim = 20 n_samples = 100 random_state = check_random_state(random_state) prec = make_sparse_spd_matrix(dim, alpha=.95, random_state=random_state) cov = linalg.inv(prec) X = random_state.multivariate_normal(np.zeros(dim), cov, size=n_samples) emp_cov = empirical_covariance(X) for alpha in (0., .1, .25): covs = dict() icovs = dict() for method in ('cd', 'lars'): cov_, icov_, costs = graph_lasso(emp_cov, alpha=alpha, mode=method, return_costs=True) covs[method] = cov_ icovs[method] = icov_ costs, dual_gap = np.array(costs).T # Check that the costs always decrease (doesn't hold if alpha == 0) if not alpha == 0: assert_array_less(np.diff(costs), 0) # Check that the 2 approaches give similar results assert_array_almost_equal(covs['cd'], covs['lars'], decimal=4) assert_array_almost_equal(icovs['cd'], icovs['lars'], decimal=4) # Smoke test the estimator model = GraphLasso(alpha=.25).fit(X) model.score(X) assert_array_almost_equal(model.covariance_, covs['cd'], decimal=4) assert_array_almost_equal(model.covariance_, covs['lars'], decimal=4) # For a centered matrix, assume_centered could be chosen True or False # Check that this returns indeed the same result for centered data Z = X - X.mean(0) precs = list() for assume_centered in (False, True): prec_ = GraphLasso(assume_centered=assume_centered).fit(Z).precision_ precs.append(prec_) assert_array_almost_equal(precs[0], precs[1]) def test_graph_lasso_iris(): # Hard-coded solution from R glasso package for alpha=1.0 # The iris datasets in R and sklearn do not match in a few places, these # values are for the sklearn version cov_R = np.array([ [0.68112222, 0.0, 0.2651911, 0.02467558], [0.00, 0.1867507, 0.0, 0.00], [0.26519111, 0.0, 3.0924249, 0.28774489], [0.02467558, 0.0, 0.2877449, 0.57853156] ]) icov_R = np.array([ [1.5188780, 0.0, -0.1302515, 0.0], [0.0, 5.354733, 0.0, 0.0], [-0.1302515, 0.0, 0.3502322, -0.1686399], [0.0, 0.0, -0.1686399, 1.8123908] ]) X = datasets.load_iris().data emp_cov = empirical_covariance(X) for method in ('cd', 'lars'): cov, icov = graph_lasso(emp_cov, alpha=1.0, return_costs=False, mode=method) assert_array_almost_equal(cov, cov_R) assert_array_almost_equal(icov, icov_R) def test_graph_lasso_iris_singular(): # Small subset of rows to test the rank-deficient case # Need to choose samples such that none of the variances are zero indices = np.arange(10, 13) # Hard-coded solution from R glasso package for alpha=0.01 cov_R = np.array([ [0.08, 0.056666662595, 0.00229729713223, 0.00153153142149], [0.056666662595, 0.082222222222, 0.00333333333333, 0.00222222222222], [0.002297297132, 0.003333333333, 0.00666666666667, 0.00009009009009], [0.001531531421, 0.002222222222, 0.00009009009009, 0.00222222222222] ]) icov_R = np.array([ [24.42244057, -16.831679593, 0.0, 0.0], [-16.83168201, 24.351841681, -6.206896552, -12.5], [0.0, -6.206896171, 153.103448276, 0.0], [0.0, -12.499999143, 0.0, 462.5] ]) X = datasets.load_iris().data[indices, :] emp_cov = empirical_covariance(X) for method in ('cd', 'lars'): cov, icov = graph_lasso(emp_cov, alpha=0.01, return_costs=False, mode=method) assert_array_almost_equal(cov, cov_R, decimal=5) assert_array_almost_equal(icov, icov_R, decimal=5) def test_graph_lasso_cv(random_state=1): # Sample data from a sparse multivariate normal dim = 5 n_samples = 6 random_state = check_random_state(random_state) prec = make_sparse_spd_matrix(dim, alpha=.96, random_state=random_state) cov = linalg.inv(prec) X = random_state.multivariate_normal(np.zeros(dim), cov, size=n_samples) # Capture stdout, to smoke test the verbose mode orig_stdout = sys.stdout try: sys.stdout = StringIO() # We need verbose very high so that Parallel prints on stdout GraphLassoCV(verbose=100, alphas=5, tol=1e-1).fit(X) finally: sys.stdout = orig_stdout # Smoke test with specified alphas GraphLassoCV(alphas=[0.8, 0.5], tol=1e-1, n_jobs=1).fit(X)
bsd-3-clause
karstenw/nodebox-pyobjc
examples/Extended Application/matplotlib/examples/widgets/rectangle_selector.py
1
3047
""" ================== Rectangle Selector ================== Do a mouseclick somewhere, move the mouse to some destination, release the button. This class gives click- and release-events and also draws a line or a box from the click-point to the actual mouseposition (within the same axes) until the button is released. Within the method 'self.ignore()' it is checked whether the button from eventpress and eventrelease are the same. """ from __future__ import print_function from matplotlib.widgets import RectangleSelector import numpy as np import matplotlib.pyplot as plt # nodebox section if __name__ == '__builtin__': # were in nodebox import os import tempfile W = 800 inset = 20 size(W, 600) plt.cla() plt.clf() plt.close('all') def tempimage(): fob = tempfile.NamedTemporaryFile(mode='w+b', suffix='.png', delete=False) fname = fob.name fob.close() return fname imgx = 20 imgy = 0 def pltshow(plt, dpi=150): global imgx, imgy temppath = tempimage() plt.savefig(temppath, dpi=dpi) dx,dy = imagesize(temppath) w = min(W,dx) image(temppath,imgx,imgy,width=w) imgy = imgy + dy + 20 os.remove(temppath) size(W, HEIGHT+dy+40) else: def pltshow(mplpyplot): mplpyplot.show() # nodebox section end def line_select_callback(eclick, erelease): 'eclick and erelease are the press and release events' x1, y1 = eclick.xdata, eclick.ydata x2, y2 = erelease.xdata, erelease.ydata print("(%3.2f, %3.2f) --> (%3.2f, %3.2f)" % (x1, y1, x2, y2)) print(" The button you used were: %s %s" % (eclick.button, erelease.button)) def toggle_selector(event): print(' Key pressed.') if event.key in ['Q', 'q'] and toggle_selector.RS.active: print(' RectangleSelector deactivated.') toggle_selector.RS.set_active(False) if event.key in ['A', 'a'] and not toggle_selector.RS.active: print(' RectangleSelector activated.') toggle_selector.RS.set_active(True) fig, current_ax = plt.subplots() # make a new plotting range N = 100000 # If N is large one can see x = np.linspace(0.0, 10.0, N) # improvement by use blitting! plt.plot(x, +np.sin(.2*np.pi*x), lw=3.5, c='b', alpha=.7) # plot something plt.plot(x, +np.cos(.2*np.pi*x), lw=3.5, c='r', alpha=.5) plt.plot(x, -np.sin(.2*np.pi*x), lw=3.5, c='g', alpha=.3) print("\n click --> release") # drawtype is 'box' or 'line' or 'none' toggle_selector.RS = RectangleSelector(current_ax, line_select_callback, drawtype='box', useblit=True, button=[1, 3], # don't use middle button minspanx=5, minspany=5, spancoords='pixels', interactive=True) plt.connect('key_press_event', toggle_selector) pltshow(plt)
mit
jmmease/pandas
pandas/tests/frame/test_join.py
11
5226
# -*- coding: utf-8 -*- import pytest import numpy as np from pandas import DataFrame, Index, PeriodIndex from pandas.tests.frame.common import TestData import pandas.util.testing as tm @pytest.fixture def frame_with_period_index(): return DataFrame( data=np.arange(20).reshape(4, 5), columns=list('abcde'), index=PeriodIndex(start='2000', freq='A', periods=4)) @pytest.fixture def frame(): return TestData().frame @pytest.fixture def left(): return DataFrame({'a': [20, 10, 0]}, index=[2, 1, 0]) @pytest.fixture def right(): return DataFrame({'b': [300, 100, 200]}, index=[3, 1, 2]) @pytest.mark.parametrize( "how, sort, expected", [('inner', False, DataFrame({'a': [20, 10], 'b': [200, 100]}, index=[2, 1])), ('inner', True, DataFrame({'a': [10, 20], 'b': [100, 200]}, index=[1, 2])), ('left', False, DataFrame({'a': [20, 10, 0], 'b': [200, 100, np.nan]}, index=[2, 1, 0])), ('left', True, DataFrame({'a': [0, 10, 20], 'b': [np.nan, 100, 200]}, index=[0, 1, 2])), ('right', False, DataFrame({'a': [np.nan, 10, 20], 'b': [300, 100, 200]}, index=[3, 1, 2])), ('right', True, DataFrame({'a': [10, 20, np.nan], 'b': [100, 200, 300]}, index=[1, 2, 3])), ('outer', False, DataFrame({'a': [0, 10, 20, np.nan], 'b': [np.nan, 100, 200, 300]}, index=[0, 1, 2, 3])), ('outer', True, DataFrame({'a': [0, 10, 20, np.nan], 'b': [np.nan, 100, 200, 300]}, index=[0, 1, 2, 3]))]) def test_join(left, right, how, sort, expected): result = left.join(right, how=how, sort=sort) tm.assert_frame_equal(result, expected) def test_join_index(frame): # left / right f = frame.loc[frame.index[:10], ['A', 'B']] f2 = frame.loc[frame.index[5:], ['C', 'D']].iloc[::-1] joined = f.join(f2) tm.assert_index_equal(f.index, joined.index) expected_columns = Index(['A', 'B', 'C', 'D']) tm.assert_index_equal(joined.columns, expected_columns) joined = f.join(f2, how='left') tm.assert_index_equal(joined.index, f.index) tm.assert_index_equal(joined.columns, expected_columns) joined = f.join(f2, how='right') tm.assert_index_equal(joined.index, f2.index) tm.assert_index_equal(joined.columns, expected_columns) # inner joined = f.join(f2, how='inner') tm.assert_index_equal(joined.index, f.index[5:10]) tm.assert_index_equal(joined.columns, expected_columns) # outer joined = f.join(f2, how='outer') tm.assert_index_equal(joined.index, frame.index.sort_values()) tm.assert_index_equal(joined.columns, expected_columns) tm.assert_raises_regex( ValueError, 'join method', f.join, f2, how='foo') # corner case - overlapping columns for how in ('outer', 'left', 'inner'): with tm.assert_raises_regex(ValueError, 'columns overlap but ' 'no suffix'): frame.join(frame, how=how) def test_join_index_more(frame): af = frame.loc[:, ['A', 'B']] bf = frame.loc[::2, ['C', 'D']] expected = af.copy() expected['C'] = frame['C'][::2] expected['D'] = frame['D'][::2] result = af.join(bf) tm.assert_frame_equal(result, expected) result = af.join(bf, how='right') tm.assert_frame_equal(result, expected[::2]) result = bf.join(af, how='right') tm.assert_frame_equal(result, expected.loc[:, result.columns]) def test_join_index_series(frame): df = frame.copy() s = df.pop(frame.columns[-1]) joined = df.join(s) # TODO should this check_names ? tm.assert_frame_equal(joined, frame, check_names=False) s.name = None tm.assert_raises_regex(ValueError, 'must have a name', df.join, s) def test_join_overlap(frame): df1 = frame.loc[:, ['A', 'B', 'C']] df2 = frame.loc[:, ['B', 'C', 'D']] joined = df1.join(df2, lsuffix='_df1', rsuffix='_df2') df1_suf = df1.loc[:, ['B', 'C']].add_suffix('_df1') df2_suf = df2.loc[:, ['B', 'C']].add_suffix('_df2') no_overlap = frame.loc[:, ['A', 'D']] expected = df1_suf.join(df2_suf).join(no_overlap) # column order not necessarily sorted tm.assert_frame_equal(joined, expected.loc[:, joined.columns]) def test_join_period_index(frame_with_period_index): other = frame_with_period_index.rename( columns=lambda x: '{key}{key}'.format(key=x)) joined_values = np.concatenate( [frame_with_period_index.values] * 2, axis=1) joined_cols = frame_with_period_index.columns.append(other.columns) joined = frame_with_period_index.join(other) expected = DataFrame( data=joined_values, columns=joined_cols, index=frame_with_period_index.index) tm.assert_frame_equal(joined, expected)
bsd-3-clause
ainafp/nilearn
plot_simulated_data.py
1
5562
""" ================================================= Example of pattern recognition on simulated data ================================================= This example simulates data according to a very simple sketch of brain imaging data and applies machine learning techniques to predict output values. """ # Licence : BSD print __doc__ from time import time import numpy as np import matplotlib.pyplot as plt from scipy import linalg, ndimage from sklearn import linear_model, svm from sklearn.utils import check_random_state from sklearn.cross_validation import KFold from sklearn.feature_selection import f_regression import nibabel from nilearn import decoding import nilearn.masking ############################################################################### # Function to generate data def create_simulation_data(snr=0, n_samples=2 * 100, size=12, random_state=1): generator = check_random_state(random_state) roi_size = 2 # size / 3 smooth_X = 1 ### Coefs w = np.zeros((size, size, size)) w[0:roi_size, 0:roi_size, 0:roi_size] = -0.6 w[-roi_size:, -roi_size:, 0:roi_size] = 0.5 w[0:roi_size, -roi_size:, -roi_size:] = -0.6 w[-roi_size:, 0:roi_size:, -roi_size:] = 0.5 w[(size - roi_size) / 2:(size + roi_size) / 2, (size - roi_size) / 2:(size + roi_size) / 2, (size - roi_size) / 2:(size + roi_size) / 2] = 0.5 w = w.ravel() ### Generate smooth background noise XX = generator.randn(n_samples, size, size, size) noise = [] for i in range(n_samples): Xi = ndimage.filters.gaussian_filter(XX[i, :, :, :], smooth_X) Xi = Xi.ravel() noise.append(Xi) noise = np.array(noise) ### Generate the signal y y = generator.randn(n_samples) X = np.dot(y[:, np.newaxis], w[np.newaxis]) norm_noise = linalg.norm(X, 2) / np.exp(snr / 20.) noise_coef = norm_noise / linalg.norm(noise, 2) noise *= noise_coef snr = 20 * np.log(linalg.norm(X, 2) / linalg.norm(noise, 2)) print ("SNR: %.1f dB" % snr) ### Mixing of signal + noise and splitting into train/test X += noise X -= X.mean(axis=-1)[:, np.newaxis] X /= X.std(axis=-1)[:, np.newaxis] X_test = X[n_samples / 2:, :] X_train = X[:n_samples / 2, :] y_test = y[n_samples / 2:] y = y[:n_samples / 2] return X_train, X_test, y, y_test, snr, noise, w, size def plot_slices(data, title=None): plt.figure(figsize=(5.5, 2.2)) vmax = np.abs(data).max() for i in (0, 6, 11): plt.subplot(1, 3, i / 5 + 1) plt.imshow(data[:, :, i], vmin=-vmax, vmax=vmax, interpolation="nearest", cmap=plt.cm.RdBu_r) plt.xticks(()) plt.yticks(()) plt.subplots_adjust(hspace=0.05, wspace=0.05, left=.03, right=.97, top=.9) if title is not None: plt.suptitle(title, y=.95) ############################################################################### # Create data X_train, X_test, y_train, y_test, snr, _, coefs, size = \ create_simulation_data(snr=-10, n_samples=100, size=12) # Create masks for SearchLight. process_mask is the voxels where SearchLight # computation is performed. It is a subset of the brain mask, just to reduce # computation time. mask = np.ones((size, size, size), np.bool) mask_img = nibabel.Nifti1Image(mask.astype(np.int), np.eye(4)) process_mask = np.zeros((size, size, size), np.bool) process_mask[:, :, 0] = True process_mask[:, :, 6] = True process_mask[:, :, 11] = True process_mask_img = nibabel.Nifti1Image(process_mask.astype(np.int), np.eye(4)) coefs = np.reshape(coefs, [size, size, size]) plot_slices(coefs, title="Ground truth") ############################################################################### # Compute the results and estimated coef maps for different estimators classifiers = [ ('bayesian_ridge', linear_model.BayesianRidge(normalize=True)), ('enet_cv', linear_model.ElasticNetCV(alphas=[5, 1, 0.5, 0.1], l1_ratio=0.05)), ('ridge_cv', linear_model.RidgeCV(alphas=[100, 10, 1, 0.1], cv=5)), ('svr', svm.SVR(kernel='linear', C=0.001)), ('searchlight', decoding.SearchLight( mask_img, process_mask_img=process_mask_img, radius=2.7, scoring='r2', estimator=svm.SVR(kernel="linear"), cv=KFold(y_train.size, n_folds=4), verbose=1, n_jobs=1)) ] # Run the estimators for name, classifier in classifiers: t1 = time() if name != "searchlight": classifier.fit(X_train, y_train) else: X = nilearn.masking.unmask(X_train, mask_img) classifier.fit(X, y_train) del X elapsed_time = time() - t1 if name != 'searchlight': coefs = classifier.coef_ coefs = np.reshape(coefs, [size, size, size]) score = classifier.score(X_test, y_test) title = '%s: prediction score %.3f, training time: %.2fs' % ( classifier.__class__.__name__, score, elapsed_time) else: # Searchlight coefs = classifier.scores_ title = '%s: training time: %.2fs' % ( classifier.__class__.__name__, elapsed_time) # We use the plot_slices function provided in the example to # plot the results plot_slices(coefs, title=title) print title f_values, p_values = f_regression(X_train, y_train) p_values = np.reshape(p_values, (size, size, size)) p_values = -np.log10(p_values) p_values[np.isnan(p_values)] = 0 p_values[p_values > 10] = 10 plot_slices(p_values, title="f_regress") plt.show()
bsd-3-clause
lucyparsons/OpenOversight
OpenOversight/tests/test_commands.py
1
38743
import csv import datetime import operator import os import traceback import uuid from click.testing import CliRunner from sqlalchemy.orm.exc import MultipleResultsFound import pandas as pd import pytest from OpenOversight.app.commands import ( add_department, add_job_title, bulk_add_officers, advanced_csv_import, create_officer_from_row, ) from OpenOversight.app.models import ( Assignment, Department, Incident, Job, Link, Officer, Salary, Unit, ) from OpenOversight.app.utils import get_officer from OpenOversight.tests.conftest import RANK_CHOICES_1, generate_officer def run_command_print_output(cli, args=None, **kwargs): """ This function runs the given command with the provided arguments and returns a `result` object. The most relevant part of that object is the exit_code, were 0 indicates a successful run of the command and any other value signifies a failure. Additionally this function will send all generated logs to stdout and will print exceptions and strack-trace to make it easier to debug a failing """ runner = CliRunner() result = runner.invoke(cli, args=args, **kwargs) print(result.output) print(result.stderr_bytes) if result.exception is not None: print(result.exception) print(traceback.print_exception(*result.exc_info)) return result def test_add_department__success(session): name = "Added Police Department" short_name = "APD" unique_internal_identifier = "30ad0au239eas939asdj" # add department via command line result = run_command_print_output( add_department, [name, short_name, unique_internal_identifier] ) # command ran successful assert result.exit_code == 0 # department was added to database departments = Department.query.filter_by( unique_internal_identifier_label=unique_internal_identifier ).all() assert len(departments) == 1 department = departments[0] assert department.name == name assert department.short_name == short_name def test_add_department__duplicate(session): name = "Duplicate Department" short_name = "DPD" department = Department(name=name, short_name=short_name) session.add(department) session.commit() # adding department of same name via command result = run_command_print_output( add_department, [name, short_name, "2320wea0s9d03eas"] ) # fails because Department with this name already exists assert result.exit_code != 0 assert result.exception is not None def test_add_department__missing_argument(session): # running add-department command missing one argument result = run_command_print_output(add_department, ["Name of Department"]) # fails because short name is required argument assert result.exit_code != 0 assert result.exception is not None def test_add_job_title__success(session, department): department_id = department.id job_title = "Police Officer" is_sworn = True order = 1 # run command to add job title result = run_command_print_output( add_job_title, [str(department_id), job_title, str(is_sworn), str(order)] ) assert result.exit_code == 0 # confirm that job title was added to database jobs = Job.query.filter_by(department_id=department_id, job_title=job_title).all() assert len(jobs) == 1 job = jobs[0] assert job.job_title == job_title assert job.is_sworn_officer == is_sworn assert job.order == order def test_add_job_title__duplicate(session, department): job_title = "Police Officer" is_sworn = True order = 1 job = Job( job_title=job_title, is_sworn_officer=is_sworn, order=order, department=department, ) session.add(job) session.commit() # adding exact same job again via command result = run_command_print_output( add_department, [str(department.id), job_title, str(is_sworn), str(order)] ) # fails because this job already exists assert result.exit_code != 0 assert result.exception is not None def test_add_job_title__different_departments(session, department): other_department = Department(name="Other Police Department", short_name="OPD") session.add(other_department) session.commit() other_department_id = other_department.id job_title = "Police Officer" is_sworn = True order = 1 job = Job( job_title=job_title, is_sworn_officer=is_sworn, order=order, department=department, ) session.add(job) session.commit() # adding samme job but for different department result = run_command_print_output( add_job_title, [str(other_department_id), job_title, str(is_sworn), str(order)] ) # success because this department doesn't have that title yet assert result.exit_code == 0 jobs = Job.query.filter_by( department_id=other_department_id, job_title=job_title ).all() assert len(jobs) == 1 job = jobs[0] assert job.job_title == job_title assert job.is_sworn_officer == is_sworn assert job.order == order def test_csv_import_new(csvfile): # Delete all current officers Officer.query.delete() assert Officer.query.count() == 0 n_created, n_updated = bulk_add_officers([csvfile], standalone_mode=False) assert n_created > 0 assert Officer.query.count() == n_created assert n_updated == 0 def test_csv_import_update(csvfile): n_existing = Officer.query.count() assert n_existing > 0 n_created, n_updated = bulk_add_officers([csvfile], standalone_mode=False) assert n_created == 0 assert n_updated == 0 assert Officer.query.count() == n_existing def test_csv_import_idempotence(csvfile): # Delete all current officers Officer.query.delete() assert Officer.query.count() == 0 n_created, n_updated = bulk_add_officers([csvfile], standalone_mode=False) assert n_created > 0 assert n_updated == 0 officer_count = Officer.query.count() assert officer_count == n_created n_created, n_updated = bulk_add_officers([csvfile], standalone_mode=False) assert n_created == 0 assert n_updated == 0 assert Officer.query.count() == officer_count def test_csv_missing_required_field(csvfile): df = pd.read_csv(csvfile) df.drop(columns="first_name").to_csv(csvfile) with pytest.raises(Exception) as exc: bulk_add_officers([csvfile]) assert "Missing required field" in str(exc.value) def test_csv_missing_badge_and_uid(csvfile): df = pd.read_csv(csvfile) df.drop(columns=["star_no", "unique_internal_identifier"]).to_csv(csvfile) with pytest.raises(Exception) as exc: bulk_add_officers([csvfile]) assert ( "CSV file must include either badge numbers or unique identifiers for officers" in str(exc.value) ) def test_csv_non_existant_dept_id(csvfile): df = pd.read_csv(csvfile) df["department_id"] = 666 df.to_csv(csvfile) with pytest.raises(Exception) as exc: bulk_add_officers([csvfile]) assert "Department ID 666 not found" in str(exc.value) def test_csv_officer_missing_badge_and_uid(csvfile): df = pd.read_csv(csvfile) df.loc[0, "star_no"] = None df.loc[0, "unique_internal_identifier"] = None df.to_csv(csvfile) with pytest.raises(Exception) as exc: bulk_add_officers([csvfile]) assert "missing badge number and unique identifier" in str(exc.value) def test_csv_changed_static_field(csvfile): df = pd.read_csv(csvfile) df.loc[0, "birth_year"] = 666 df.to_csv(csvfile) with pytest.raises(Exception) as exc: bulk_add_officers([csvfile]) assert "has differing birth_year field" in str(exc.value) def test_csv_new_assignment(csvfile): # Delete all current officers and assignments Assignment.query.delete() Officer.query.delete() assert Officer.query.count() == 0 df = pd.read_csv(csvfile) df.loc[0, "job_title"] = "Commander" df.to_csv(csvfile) n_created, n_updated = bulk_add_officers([csvfile], standalone_mode=False) assert n_created > 0 assert n_updated == 0 assert Officer.query.count() == n_created officer = get_officer( 1, df.loc[0, "star_no"], df.loc[0, "first_name"], df.loc[0, "last_name"] ) assert officer officer_id = officer.id assert len(list(officer.assignments)) == 1 # Update job_title df.loc[0, "job_title"] = "CAPTAIN" df.to_csv(csvfile) n_created, n_updated = bulk_add_officers([csvfile], standalone_mode=False) assert n_created == 0 assert n_updated == 1 officer = Officer.query.filter_by(id=officer_id).one() assert len(list(officer.assignments)) == 2 for assignment in officer.assignments: assert ( assignment.job.job_title == "Commander" or assignment.job.job_title == "CAPTAIN" ) def test_csv_new_name(csvfile): df = pd.read_csv(csvfile) officer_uid = df.loc[0, "unique_internal_identifier"] assert officer_uid df.loc[0, "first_name"] = "FOO" df.to_csv(csvfile) n_created, n_updated = bulk_add_officers([csvfile], standalone_mode=False) assert n_created == 0 assert n_updated == 1 officer = Officer.query.filter_by(unique_internal_identifier=officer_uid).one() assert officer.first_name == "FOO" def test_csv_new_officer(csvfile): df = pd.read_csv(csvfile) n_rows = len(df.index) assert n_rows > 0 n_officers = Officer.query.count() assert n_officers > 0 new_uid = str(uuid.uuid4()) new_officer = { # Must match fields in csvfile "department_id": 1, "unique_internal_identifier": new_uid, "first_name": "FOO", "last_name": "BAR", "middle_initial": None, "suffix": None, "gender": "F", "race": "BLACK", "employment_date": None, "birth_year": None, "star_no": 666, "job_title": "CAPTAIN", "unit": None, "star_date": None, "resign_date": None, "salary": 1.23, "salary_year": 2019, "salary_is_fiscal_year": True, "overtime_pay": 4.56, } df = df.append([new_officer]) df.to_csv(csvfile) n_created, n_updated = bulk_add_officers([csvfile], standalone_mode=False) assert n_created == 1 assert n_updated == 0 officer = Officer.query.filter_by(unique_internal_identifier=new_uid).one() assert officer.first_name == "FOO" assert Officer.query.count() == n_officers + 1 def test_csv_new_salary(csvfile): # Delete all current officers and salaries Salary.query.delete() Officer.query.delete() assert Officer.query.count() == 0 df = pd.read_csv(csvfile) df.loc[0, "salary"] = "123456.78" df.to_csv(csvfile) n_created, n_updated = bulk_add_officers([csvfile], standalone_mode=False) assert n_created > 0 assert n_updated == 0 officer_count = Officer.query.count() assert officer_count == n_created officer = get_officer( 1, df.loc[0, "star_no"], df.loc[0, "first_name"], df.loc[0, "last_name"] ) assert officer officer_id = officer.id assert len(list(officer.salaries)) == 1 # Update salary df.loc[0, "salary"] = "150000" df.to_csv(csvfile) assert Officer.query.count() > 0 n_created, n_updated = bulk_add_officers([csvfile], standalone_mode=False) assert n_created == 0 assert n_updated == 1 assert Officer.query.count() == officer_count officer = Officer.query.filter_by(id=officer_id).one() assert len(list(officer.salaries)) == 2 for salary in officer.salaries: assert float(salary.salary) == 123456.78 or float(salary.salary) == 150000.00 def test_bulk_add_officers__success(session, department_with_ranks, csv_path): # generate two officers with different names first_officer = generate_officer() first_officer.department = department_with_ranks print(Job.query.all()) print(Job.query.filter_by(department=department_with_ranks).all()) job = ( Job.query.filter_by(department=department_with_ranks).filter_by(order=1) ).first() fo_fn = "Uniquefirst" first_officer.first_name = fo_fn fo_ln = first_officer.last_name session.add(first_officer) session.commit() assignment = Assignment(baseofficer=first_officer, job_id=job.id) session.add(assignment) session.commit() different_officer = generate_officer() different_officer.department = department_with_ranks different_officer.job = job do_fn = different_officer.first_name do_ln = different_officer.last_name session.add(different_officer) assignment = Assignment(baseofficer=different_officer, job=job) session.add(assignment) session.commit() department_id = department_with_ranks.id # generate csv to update one existing officer and add one new new_officer_first_name = "Newofficer" new_officer_last_name = "Name" fieldnames = [ "department_id", "first_name", "last_name", "job_title", ] with open(csv_path, "w") as f: csv_writer = csv.DictWriter(f, fieldnames=fieldnames) csv_writer.writeheader() csv_writer.writerow( { "department_id": department_id, "first_name": first_officer.first_name, "last_name": first_officer.last_name, "job_title": RANK_CHOICES_1[2], } ) csv_writer.writerow( { "department_id": department_id, "first_name": new_officer_first_name, "last_name": new_officer_last_name, "job_title": RANK_CHOICES_1[1], } ) # run command with generated csv result = run_command_print_output(bulk_add_officers, [csv_path, "--update-by-name"]) # command had no errors & exceptions assert result.exit_code == 0 assert result.exception is None # make sure that exactly three officers are assigned to the department now # and the first officer has two assignments stored (one original one # and one updated via csv) officer_query = Officer.query.filter_by(department_id=department_id) officers = officer_query.all() assert len(officers) == 3 first_officer_db = officer_query.filter_by(first_name=fo_fn, last_name=fo_ln).one() assert {asmt.job.job_title for asmt in first_officer_db.assignments.all()} == { RANK_CHOICES_1[2], RANK_CHOICES_1[1], } different_officer_db = officer_query.filter_by( first_name=do_fn, last_name=do_ln ).one() assert [asmt.job.job_title for asmt in different_officer_db.assignments.all()] == [ RANK_CHOICES_1[1] ] new_officer_db = officer_query.filter_by( first_name=new_officer_first_name, last_name=new_officer_last_name ).one() assert [asmt.job.job_title for asmt in new_officer_db.assignments.all()] == [ RANK_CHOICES_1[1] ] def test_bulk_add_officers__duplicate_name(session, department, csv_path): # two officers with the same name first_name = "James" last_name = "Smith" first_officer = generate_officer() first_officer.department = department first_officer.first_name = first_name first_officer.last_name = last_name session.add(first_officer) session.commit() different_officer = generate_officer() different_officer.department = department different_officer.first_name = first_name different_officer.last_name = last_name session.add(different_officer) session.commit() # a csv that refers to that name fieldnames = [ "department_id", "first_name", "last_name", "star_no", ] with open(csv_path, "w") as f: csv_writer = csv.DictWriter(f, fieldnames=fieldnames) csv_writer.writeheader() csv_writer.writerow( { "department_id": department.id, "first_name": "James", "last_name": "Smith", "star_no": 1234, } ) # run command with generated csv and --update-by-name flag set result = run_command_print_output(bulk_add_officers, [csv_path, "--update-by-name"]) # command does not execute successfully since the name is not unique assert result.exit_code != 0 # command throws MultipleResultsFound error assert isinstance(result.exception, MultipleResultsFound) def test_bulk_add_officers__write_static_null_field(session, department, csv_path): # start with an officer whose birth_year is missing officer = generate_officer() officer.birth_year = None officer.department = department session.add(officer) session.commit() fo_uuid = officer.unique_internal_identifier birth_year = 1983 fieldnames = [ "department_id", "first_name", "last_name", "unique_internal_identifier", "birth_year", ] # generate csv that provides birth_year for that officer with open(csv_path, "w") as f: csv_writer = csv.DictWriter(f, fieldnames=fieldnames) csv_writer.writeheader() csv_writer.writerow( { "department_id": department.id, "first_name": officer.first_name, "last_name": officer.last_name, "unique_internal_identifier": fo_uuid, "birth_year": birth_year, } ) # run command no flags set result = run_command_print_output(bulk_add_officers, [csv_path]) # command successful assert result.exit_code == 0 assert result.exception is None # officer information is updated in the database officer = Officer.query.filter_by(unique_internal_identifier=fo_uuid).one() assert officer.birth_year == birth_year def test_bulk_add_officers__write_static_field_no_flag(session, department, csv_path): # officer with birth year set officer = generate_officer() old_birth_year = 1979 officer.birth_year = old_birth_year officer.department = department session.add(officer) session.commit() fo_uuid = officer.unique_internal_identifier new_birth_year = 1983 fieldnames = [ "department_id", "first_name", "last_name", "unique_internal_identifier", "birth_year", ] # generate csv that assigns different birth year to that officer with open(csv_path, "w") as f: csv_writer = csv.DictWriter(f, fieldnames=fieldnames) csv_writer.writeheader() csv_writer.writerow( { "department_id": department.id, "first_name": officer.first_name, "last_name": officer.last_name, "unique_internal_identifier": fo_uuid, "birth_year": new_birth_year, } ) # run command, no flag result = run_command_print_output(bulk_add_officers, [csv_path]) # command fails because birth year is a static field and cannot be changed # without --update-static-fields set assert result.exit_code != 0 assert result.exception is not None # officer still has original birth year officer = Officer.query.filter_by(unique_internal_identifier=fo_uuid).one() assert officer.birth_year == old_birth_year def test_bulk_add_officers__write_static_field__flag_set(session, department, csv_path): # officer with birth year set officer = generate_officer() officer.birth_year = 1979 officer.department = department session.add(officer) session.commit() officer_uuid = officer.unique_internal_identifier new_birth_year = 1983 fieldnames = [ "department_id", "first_name", "last_name", "unique_internal_identifier", "birth_year", ] # generate csv assigning different birth year to that officer with open(csv_path, "w") as f: csv_writer = csv.DictWriter(f, fieldnames=fieldnames) csv_writer.writeheader() csv_writer.writerow( { "department_id": department.id, "first_name": officer.first_name, "last_name": officer.last_name, "unique_internal_identifier": officer_uuid, "birth_year": new_birth_year, } ) # run command with --update-static-fields set to allow # overwriting of birth year even if already present result = run_command_print_output( bulk_add_officers, [csv_path, "--update-static-fields"] ) assert result.exit_code == 0 assert result.exception is None # confirm that officer's birth year was updated in database officer = Officer.query.filter_by(unique_internal_identifier=officer_uuid).one() assert officer.birth_year == new_birth_year def test_bulk_add_officers__no_create_flag(session, department, csv_path): # department with one officer department_id = department.id officer = generate_officer() officer.gender = None officer.department = department session.add(officer) session.commit() officer_uuid = officer.unique_internal_identifier officer_gender_updated = "M" fieldnames = [ "department_id", "first_name", "last_name", "unique_internal_identifier", "gender", ] # generate csv that updates gender of officer already in database # and provides data for another (new) officer with open(csv_path, "w") as f: csv_writer = csv.DictWriter(f, fieldnames=fieldnames) csv_writer.writeheader() csv_writer.writerow( { "department_id": department_id, "first_name": officer.first_name, "last_name": officer.last_name, "unique_internal_identifier": officer_uuid, "gender": officer_gender_updated, } ) csv_writer.writerow( { "department_id": department_id, "first_name": "NewOfficer", "last_name": "NotInDatabase", "unique_internal_identifier": uuid.uuid4(), "gender": "M", } ) # run bulk_add_officers command with --no-create flag set # so no new officers are created. Those that do not exist are # simply ignored result = run_command_print_output(bulk_add_officers, [csv_path, "--no-create"]) assert result.exit_code == 0 assert result.exception is None # confirm that only one officer is in database and information was updated officer = Officer.query.filter_by(department_id=department_id).one() assert officer.unique_internal_identifier == officer_uuid assert officer.gender == officer_gender_updated def test_advanced_csv_import__success(session, department_with_ranks, test_csv_dir): # make sure department name aligns with the csv files assert department_with_ranks.name == "Springfield Police Department" # set up existing data officer = Officer( id=49483, department_id=1, first_name="Already", last_name="InDatabase", birth_year=1951, ) session.add(officer) assignment = Assignment( id=77021, officer_id=officer.id, star_no="4567", star_date=datetime.date(2020, 1, 1), job_id=department_with_ranks.jobs[0].id, ) session.add(assignment) salary = Salary( id=33001, salary=30000, officer_id=officer.id, year=2018, is_fiscal_year=False, ) session.add(salary) incident = Incident( id=123456, report_number="Old_Report_Number", department_id=1, description="description", time=datetime.time(23, 45, 16), ) incident.officers = [officer] session.add(incident) link = Link(id=55051, title="Existing Link", url="https://www.example.org") session.add(link) officer.links = [link] # run command with the csv files in the test_csvs folder result = run_command_print_output( advanced_csv_import, [ str(department_with_ranks.name), "--officers-csv", os.path.join(test_csv_dir, "officers.csv"), "--assignments-csv", os.path.join(test_csv_dir, "assignments.csv"), "--salaries-csv", os.path.join(test_csv_dir, "salaries.csv"), "--links-csv", os.path.join(test_csv_dir, "links.csv"), "--incidents-csv", os.path.join(test_csv_dir, "incidents.csv"), ], ) # command did not fail assert result.exception is None assert result.exit_code == 0 print(list(Officer.query.all())) all_officers = { officer.unique_internal_identifier: officer for officer in Officer.query.filter_by(department_id=1).all() } # make sure all the data is imported as expected cop1 = all_officers["UID-1"] assert cop1.first_name == "Mark" assert cop1.last_name == "Smith" assert cop1.gender == "M" assert cop1.race == "WHITE" assert cop1.employment_date == datetime.date(2019, 7, 12) assert cop1.birth_year == 1984 assert cop1.middle_initial == "O" assert cop1.suffix is None salary_2018, salary_2019 = sorted(cop1.salaries, key=operator.attrgetter("year")) assert salary_2018.year == 2018 assert salary_2018.salary == 10000 assert salary_2018.is_fiscal_year is True assert salary_2018.overtime_pay is None assert salary_2019.salary == 10001 assignment_po, assignment_cap = sorted( cop1.assignments, key=operator.attrgetter("star_date") ) assert assignment_po.star_no == "1234" assert assignment_po.star_date == datetime.date(2019, 7, 12) assert assignment_po.resign_date == datetime.date(2020, 1, 1) assert assignment_po.job.job_title == "Police Officer" assert assignment_po.unit_id is None assert assignment_cap.star_no == "2345" assert assignment_cap.job.job_title == "Captain" cop2 = all_officers["UID-2"] assert cop2.first_name == "Claire" assert cop2.last_name == "Fuller" assert cop2.suffix == "III" assert len(cop2.salaries) == 1 assert cop2.salaries[0].salary == 20000 assert len(cop2.assignments.all()) == 1 assert cop2.assignments[0].job.job_title == "Commander" cop3 = all_officers["UID-3"] assert cop3.first_name == "Robert" assert cop3.last_name == "Brown" assert len(cop3.assignments.all()) == 0 assert len(cop3.salaries) == 0 cop4 = all_officers["UID-4"] assert cop4.id == 49483 assert cop4.first_name == "Already" assert cop4.birth_year == 1952 assert cop4.gender == "Other" assert cop4.salaries[0].salary == 50000 assert len(cop4.assignments.all()) == 2 updated_assignment, new_assignment = sorted( cop4.assignments, key=operator.attrgetter("star_date") ) assert updated_assignment.job.job_title == "Police Officer" assert updated_assignment.resign_date == datetime.date(2020, 7, 10) assert updated_assignment.star_no == "4567" assert new_assignment.job.job_title == "Captain" assert new_assignment.star_date == datetime.date(2020, 7, 10) assert new_assignment.star_no == "54321" incident = cop4.incidents[0] assert incident.report_number == "CR-1234" license_plates = {plate.state: plate.number for plate in incident.license_plates} assert license_plates["NY"] == "ABC123" assert license_plates["IL"] == "98UMC" incident2 = Incident.query.filter_by(report_number="CR-9912").one() address = incident2.address assert address.street_name == "Fake Street" assert address.cross_street1 == "Main Street" assert address.cross_street2 is None assert address.city == "Chicago" assert address.state == "IL" assert address.zip_code == "60603" assert incident2.officers == [cop1] incident3 = Incident.query.get(123456) assert incident3.report_number == "CR-39283" assert incident3.description == "Don't know where it happened" assert incident3.officers == [cop1] assert incident3.date == datetime.date(2020, 7, 26) lp = incident3.license_plates[0] assert lp.number == "XYZ11" assert lp.state is None assert incident3.address is None assert incident3.time is None link_new = cop4.links[0] assert [link_new] == list(cop1.links) assert link_new.title == "A Link" assert link_new.url == "https://www.example.com" assert {officer.id for officer in link_new.officers} == {cop1.id, cop4.id} incident_link = incident2.links[0] assert incident_link.url == "https://www.example.com/incident" assert incident_link.title == "Another Link" assert incident_link.author == "Example Times" updated_link = Link.query.get(55051) assert updated_link.title == "Updated Link" assert updated_link.officers == [] assert updated_link.incidents == [incident3] def _create_csv(data, path, csv_file_name): csv_path = os.path.join(str(path), csv_file_name) field_names = set().union(*[set(row.keys()) for row in data]) with open(csv_path, "w") as f: csv_writer = csv.DictWriter(f, field_names) csv_writer.writeheader() csv_writer.writerows(data) return csv_path def test_advanced_csv_import__force_create(session, department_with_ranks, tmp_path): tmp_path = str(tmp_path) department_name = department_with_ranks.name other_department = Department(name="Other department", short_name="OPD") session.add(other_department) officer = Officer( id=99001, department_id=other_department.id, first_name="Already", last_name="InDatabase", ) session.add(officer) session.flush() # create temporary csv files officers_data = [ { "id": 99001, "department_name": department_name, "last_name": "Test", "first_name": "First", }, { "id": 99002, "department_name": department_name, "last_name": "Test", "first_name": "Second", }, { "id": 99003, "department_name": department_name, "last_name": "Test", "first_name": "Third", }, ] officers_csv = _create_csv(officers_data, tmp_path, "officers.csv") assignments_data = [ { "id": 98001, "officer_id": 99002, "job title": RANK_CHOICES_1[1], "badge number": "12345", "start date": "2020-07-24", } ] assignments_csv = _create_csv(assignments_data, tmp_path, "assignments.csv") salaries_data = [{"id": 77001, "officer_id": 99003, "year": 2019, "salary": 98765}] salaries_csv = _create_csv(salaries_data, tmp_path, "salaries.csv") incidents_data = [ { "id": 66001, "officer_ids": "99002|99001", "department_name": department_name, "street_name": "Fake Street", } ] incidents_csv = _create_csv(incidents_data, tmp_path, "incidents.csv") links_data = [ { "id": 55001, "officer_ids": "99001", "incident_ids": "", "url": "https://www.example.org/3629", } ] links_csv = _create_csv(links_data, tmp_path, "links.csv") # run command with --force-create result = run_command_print_output( advanced_csv_import, [ str(department_with_ranks.name), "--officers-csv", officers_csv, "--assignments-csv", assignments_csv, "--salaries-csv", salaries_csv, "--incidents-csv", incidents_csv, "--links-csv", links_csv, "--force-create", ], ) # make sure command did not fail assert result.exception is None assert result.exit_code == 0 # make sure all the data is imported as expected cop1 = Officer.query.get(99001) assert cop1.first_name == "First" cop2 = Officer.query.get(99002) assert cop2.assignments[0].star_no == "12345" assert cop2.assignments[0] == Assignment.query.get(98001) cop3 = Officer.query.get(99003) assert cop3.salaries[0].salary == 98765 assert cop3.salaries[0] == Salary.query.get(77001) incident = Incident.query.get(66001) assert incident.address.street_name == "Fake Street" assert cop1.incidents[0] == incident assert cop2.incidents[0] == incident link = Link.query.get(55001) assert link.url == "https://www.example.org/3629" assert cop1.links[0] == link def test_advanced_csv_import__extra_fields_officers( session, department_with_ranks, tmp_path ): department_name = department_with_ranks.name # create csv with invalid field 'name' officers_data = [ {"id": "", "department_name": department_name, "name": "John Smith"}, ] officers_csv = _create_csv(officers_data, tmp_path, "officers.csv") # run command result = run_command_print_output( advanced_csv_import, [str(department_with_ranks.name), "--officers-csv", officers_csv], ) # expect the command to fail because of unexpected field 'name' assert result.exception is not None assert "unexpected" in str(result.exception).lower() assert "name" in str(result.exception) def test_advanced_csv_import__missing_required_field_officers( session, department_with_ranks, tmp_path ): department_name = department_with_ranks.name # create csv with missing field 'id' officers_data = [ { "department_name": department_name, "first_name": "John", "last_name": "Smith", }, ] officers_csv = _create_csv(officers_data, tmp_path, "officers.csv") # run command result = run_command_print_output( advanced_csv_import, [str(department_with_ranks.name), "--officers-csv", officers_csv], ) # expect the command to fail because 'id' is missing assert result.exception is not None assert "missing" in str(result.exception).lower() assert "id" in str(result.exception) def test_advanced_csv_import__wrong_department( session, department_with_ranks, tmp_path ): department_name = department_with_ranks.name other_department = Department(name="Other department", short_name="OPD") session.add(other_department) # create csv officers_data = [ { "id": "", "department_name": department_name, "first_name": "John", "last_name": "Smith", }, ] officers_csv = _create_csv(officers_data, tmp_path, "officers.csv") # run command with wrong department name result = run_command_print_output( advanced_csv_import, [other_department.name, "--officers-csv", officers_csv], ) # expect command to fail because the department name provided to the # command is different than the one in the csv assert result.exception is not None assert result.exit_code != 0 def test_advanced_csv_import__update_officer_different_department( session, department_with_ranks, tmp_path ): department_name = department_with_ranks.name # set up data other_department = Department(name="Other department", short_name="OPD") session.add(other_department) officer = Officer( id=99021, department_id=other_department.id, first_name="Chris", last_name="Doe" ) session.add(officer) # create csv to update the officer officers_data = [ { "id": 99021, "department_name": department_name, "first_name": "John", "last_name": "Smith", }, ] officers_csv = _create_csv(officers_data, tmp_path, "officers.csv") # run command result = run_command_print_output( advanced_csv_import, [str(department_with_ranks.name), "--officers-csv", officers_csv], ) # command fails because the officer is assigned to a different department # and cannot be updated assert result.exception is not None assert result.exit_code != 0 def test_advanced_csv_import__unit_other_department( session, department_with_ranks, tmp_path ): department_id = department_with_ranks.id # set up data officer = generate_officer() officer.department_id = department_id session.add(officer) session.flush() other_department = Department(name="Other department", short_name="OPD") session.add(other_department) session.flush() unit = Unit(department_id=other_department.id) session.add(unit) session.flush() # csv with unit_id referring to a unit in a different department assignments_data = [ { "id": "", "officer_id": officer.id, "job title": RANK_CHOICES_1[1], "unit_id": unit.id, } ] assignments_csv = _create_csv(assignments_data, tmp_path, "assignments.csv") result = run_command_print_output( advanced_csv_import, [department_with_ranks.name, "--assignments-csv", assignments_csv], ) # command fails because the unit does not belong to the department assert result.exception is not None assert result.exit_code != 0 def test_create_officer_from_row_adds_new_officer_and_normalizes_gender(app, session): with app.app_context(): department = Department(name="Cityname Police Department", short_name="CNPD") session.add(department) session.commit() lookup_officer = Officer.query.filter_by( first_name="NewOfficerFromRow").one_or_none() assert lookup_officer is None row = { "gender": "Female", "first_name": "NewOfficerFromRow", "last_name": "Jones", "employment_date": "1980-12-01", "unique_internal_identifier": "officer-jones-unique-id", } create_officer_from_row(row, department.id) lookup_officer = Officer.query.filter_by( first_name="NewOfficerFromRow").one_or_none() # Was an officer created in the database? assert lookup_officer is not None # Was the gender properly normalized? assert lookup_officer.gender == "F"
gpl-3.0
mhdella/scikit-learn
sklearn/linear_model/tests/test_logistic.py
105
26588
import numpy as np import scipy.sparse as sp from scipy import linalg, optimize, sparse from sklearn.utils.testing import assert_almost_equal from sklearn.utils.testing import assert_array_equal from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_greater from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_true from sklearn.utils.testing import assert_warns from sklearn.utils.testing import raises from sklearn.utils.testing import ignore_warnings from sklearn.utils.testing import assert_raise_message from sklearn.utils import ConvergenceWarning from sklearn.linear_model.logistic import ( LogisticRegression, logistic_regression_path, LogisticRegressionCV, _logistic_loss_and_grad, _logistic_grad_hess, _multinomial_grad_hess, _logistic_loss, ) from sklearn.cross_validation import StratifiedKFold from sklearn.datasets import load_iris, make_classification X = [[-1, 0], [0, 1], [1, 1]] X_sp = sp.csr_matrix(X) Y1 = [0, 1, 1] Y2 = [2, 1, 0] iris = load_iris() def check_predictions(clf, X, y): """Check that the model is able to fit the classification data""" n_samples = len(y) classes = np.unique(y) n_classes = classes.shape[0] predicted = clf.fit(X, y).predict(X) assert_array_equal(clf.classes_, classes) assert_equal(predicted.shape, (n_samples,)) assert_array_equal(predicted, y) probabilities = clf.predict_proba(X) assert_equal(probabilities.shape, (n_samples, n_classes)) assert_array_almost_equal(probabilities.sum(axis=1), np.ones(n_samples)) assert_array_equal(probabilities.argmax(axis=1), y) def test_predict_2_classes(): # Simple sanity check on a 2 classes dataset # Make sure it predicts the correct result on simple datasets. check_predictions(LogisticRegression(random_state=0), X, Y1) check_predictions(LogisticRegression(random_state=0), X_sp, Y1) check_predictions(LogisticRegression(C=100, random_state=0), X, Y1) check_predictions(LogisticRegression(C=100, random_state=0), X_sp, Y1) check_predictions(LogisticRegression(fit_intercept=False, random_state=0), X, Y1) check_predictions(LogisticRegression(fit_intercept=False, random_state=0), X_sp, Y1) def test_error(): # Test for appropriate exception on errors msg = "Penalty term must be positive" assert_raise_message(ValueError, msg, LogisticRegression(C=-1).fit, X, Y1) assert_raise_message(ValueError, msg, LogisticRegression(C="test").fit, X, Y1) for LR in [LogisticRegression, LogisticRegressionCV]: msg = "Tolerance for stopping criteria must be positive" assert_raise_message(ValueError, msg, LR(tol=-1).fit, X, Y1) assert_raise_message(ValueError, msg, LR(tol="test").fit, X, Y1) msg = "Maximum number of iteration must be positive" assert_raise_message(ValueError, msg, LR(max_iter=-1).fit, X, Y1) assert_raise_message(ValueError, msg, LR(max_iter="test").fit, X, Y1) def test_predict_3_classes(): check_predictions(LogisticRegression(C=10), X, Y2) check_predictions(LogisticRegression(C=10), X_sp, Y2) def test_predict_iris(): # Test logistic regression with the iris dataset n_samples, n_features = iris.data.shape target = iris.target_names[iris.target] # Test that both multinomial and OvR solvers handle # multiclass data correctly and give good accuracy # score (>0.95) for the training data. for clf in [LogisticRegression(C=len(iris.data)), LogisticRegression(C=len(iris.data), solver='lbfgs', multi_class='multinomial'), LogisticRegression(C=len(iris.data), solver='newton-cg', multi_class='multinomial')]: clf.fit(iris.data, target) assert_array_equal(np.unique(target), clf.classes_) pred = clf.predict(iris.data) assert_greater(np.mean(pred == target), .95) probabilities = clf.predict_proba(iris.data) assert_array_almost_equal(probabilities.sum(axis=1), np.ones(n_samples)) pred = iris.target_names[probabilities.argmax(axis=1)] assert_greater(np.mean(pred == target), .95) def test_multinomial_validation(): for solver in ['lbfgs', 'newton-cg']: lr = LogisticRegression(C=-1, solver=solver, multi_class='multinomial') assert_raises(ValueError, lr.fit, [[0, 1], [1, 0]], [0, 1]) def test_check_solver_option(): X, y = iris.data, iris.target for LR in [LogisticRegression, LogisticRegressionCV]: msg = ("Logistic Regression supports only liblinear, newton-cg and" " lbfgs solvers, got wrong_name") lr = LR(solver="wrong_name") assert_raise_message(ValueError, msg, lr.fit, X, y) msg = "multi_class should be either multinomial or ovr, got wrong_name" lr = LR(solver='newton-cg', multi_class="wrong_name") assert_raise_message(ValueError, msg, lr.fit, X, y) # all solver except 'newton-cg' and 'lfbgs' for solver in ['liblinear']: msg = ("Solver %s does not support a multinomial backend." % solver) lr = LR(solver=solver, multi_class='multinomial') assert_raise_message(ValueError, msg, lr.fit, X, y) # all solvers except 'liblinear' for solver in ['newton-cg', 'lbfgs']: msg = ("Solver %s supports only l2 penalties, got l1 penalty." % solver) lr = LR(solver=solver, penalty='l1') assert_raise_message(ValueError, msg, lr.fit, X, y) msg = ("Solver %s supports only dual=False, got dual=True" % solver) lr = LR(solver=solver, dual=True) assert_raise_message(ValueError, msg, lr.fit, X, y) def test_multinomial_binary(): # Test multinomial LR on a binary problem. target = (iris.target > 0).astype(np.intp) target = np.array(["setosa", "not-setosa"])[target] for solver in ['lbfgs', 'newton-cg']: clf = LogisticRegression(solver=solver, multi_class='multinomial') clf.fit(iris.data, target) assert_equal(clf.coef_.shape, (1, iris.data.shape[1])) assert_equal(clf.intercept_.shape, (1,)) assert_array_equal(clf.predict(iris.data), target) mlr = LogisticRegression(solver=solver, multi_class='multinomial', fit_intercept=False) mlr.fit(iris.data, target) pred = clf.classes_[np.argmax(clf.predict_log_proba(iris.data), axis=1)] assert_greater(np.mean(pred == target), .9) def test_sparsify(): # Test sparsify and densify members. n_samples, n_features = iris.data.shape target = iris.target_names[iris.target] clf = LogisticRegression(random_state=0).fit(iris.data, target) pred_d_d = clf.decision_function(iris.data) clf.sparsify() assert_true(sp.issparse(clf.coef_)) pred_s_d = clf.decision_function(iris.data) sp_data = sp.coo_matrix(iris.data) pred_s_s = clf.decision_function(sp_data) clf.densify() pred_d_s = clf.decision_function(sp_data) assert_array_almost_equal(pred_d_d, pred_s_d) assert_array_almost_equal(pred_d_d, pred_s_s) assert_array_almost_equal(pred_d_d, pred_d_s) def test_inconsistent_input(): # Test that an exception is raised on inconsistent input rng = np.random.RandomState(0) X_ = rng.random_sample((5, 10)) y_ = np.ones(X_.shape[0]) y_[0] = 0 clf = LogisticRegression(random_state=0) # Wrong dimensions for training data y_wrong = y_[:-1] assert_raises(ValueError, clf.fit, X, y_wrong) # Wrong dimensions for test data assert_raises(ValueError, clf.fit(X_, y_).predict, rng.random_sample((3, 12))) def test_write_parameters(): # Test that we can write to coef_ and intercept_ clf = LogisticRegression(random_state=0) clf.fit(X, Y1) clf.coef_[:] = 0 clf.intercept_[:] = 0 assert_array_almost_equal(clf.decision_function(X), 0) @raises(ValueError) def test_nan(): # Test proper NaN handling. # Regression test for Issue #252: fit used to go into an infinite loop. Xnan = np.array(X, dtype=np.float64) Xnan[0, 1] = np.nan LogisticRegression(random_state=0).fit(Xnan, Y1) def test_consistency_path(): # Test that the path algorithm is consistent rng = np.random.RandomState(0) X = np.concatenate((rng.randn(100, 2) + [1, 1], rng.randn(100, 2))) y = [1] * 100 + [-1] * 100 Cs = np.logspace(0, 4, 10) f = ignore_warnings # can't test with fit_intercept=True since LIBLINEAR # penalizes the intercept for method in ('lbfgs', 'newton-cg', 'liblinear'): coefs, Cs = f(logistic_regression_path)( X, y, Cs=Cs, fit_intercept=False, tol=1e-16, solver=method) for i, C in enumerate(Cs): lr = LogisticRegression(C=C, fit_intercept=False, tol=1e-16) lr.fit(X, y) lr_coef = lr.coef_.ravel() assert_array_almost_equal(lr_coef, coefs[i], decimal=4) # test for fit_intercept=True for method in ('lbfgs', 'newton-cg', 'liblinear'): Cs = [1e3] coefs, Cs = f(logistic_regression_path)( X, y, Cs=Cs, fit_intercept=True, tol=1e-4, solver=method) lr = LogisticRegression(C=Cs[0], fit_intercept=True, tol=1e-4, intercept_scaling=10000) lr.fit(X, y) lr_coef = np.concatenate([lr.coef_.ravel(), lr.intercept_]) assert_array_almost_equal(lr_coef, coefs[0], decimal=4) def test_liblinear_dual_random_state(): # random_state is relevant for liblinear solver only if dual=True X, y = make_classification(n_samples=20) lr1 = LogisticRegression(random_state=0, dual=True, max_iter=1, tol=1e-15) lr1.fit(X, y) lr2 = LogisticRegression(random_state=0, dual=True, max_iter=1, tol=1e-15) lr2.fit(X, y) lr3 = LogisticRegression(random_state=8, dual=True, max_iter=1, tol=1e-15) lr3.fit(X, y) # same result for same random state assert_array_almost_equal(lr1.coef_, lr2.coef_) # different results for different random states msg = "Arrays are not almost equal to 6 decimals" assert_raise_message(AssertionError, msg, assert_array_almost_equal, lr1.coef_, lr3.coef_) def test_logistic_loss_and_grad(): X_ref, y = make_classification(n_samples=20) n_features = X_ref.shape[1] X_sp = X_ref.copy() X_sp[X_sp < .1] = 0 X_sp = sp.csr_matrix(X_sp) for X in (X_ref, X_sp): w = np.zeros(n_features) # First check that our derivation of the grad is correct loss, grad = _logistic_loss_and_grad(w, X, y, alpha=1.) approx_grad = optimize.approx_fprime( w, lambda w: _logistic_loss_and_grad(w, X, y, alpha=1.)[0], 1e-3 ) assert_array_almost_equal(grad, approx_grad, decimal=2) # Second check that our intercept implementation is good w = np.zeros(n_features + 1) loss_interp, grad_interp = _logistic_loss_and_grad( w, X, y, alpha=1. ) assert_array_almost_equal(loss, loss_interp) approx_grad = optimize.approx_fprime( w, lambda w: _logistic_loss_and_grad(w, X, y, alpha=1.)[0], 1e-3 ) assert_array_almost_equal(grad_interp, approx_grad, decimal=2) def test_logistic_grad_hess(): rng = np.random.RandomState(0) n_samples, n_features = 50, 5 X_ref = rng.randn(n_samples, n_features) y = np.sign(X_ref.dot(5 * rng.randn(n_features))) X_ref -= X_ref.mean() X_ref /= X_ref.std() X_sp = X_ref.copy() X_sp[X_sp < .1] = 0 X_sp = sp.csr_matrix(X_sp) for X in (X_ref, X_sp): w = .1 * np.ones(n_features) # First check that _logistic_grad_hess is consistent # with _logistic_loss_and_grad loss, grad = _logistic_loss_and_grad(w, X, y, alpha=1.) grad_2, hess = _logistic_grad_hess(w, X, y, alpha=1.) assert_array_almost_equal(grad, grad_2) # Now check our hessian along the second direction of the grad vector = np.zeros_like(grad) vector[1] = 1 hess_col = hess(vector) # Computation of the Hessian is particularly fragile to numerical # errors when doing simple finite differences. Here we compute the # grad along a path in the direction of the vector and then use a # least-square regression to estimate the slope e = 1e-3 d_x = np.linspace(-e, e, 30) d_grad = np.array([ _logistic_loss_and_grad(w + t * vector, X, y, alpha=1.)[1] for t in d_x ]) d_grad -= d_grad.mean(axis=0) approx_hess_col = linalg.lstsq(d_x[:, np.newaxis], d_grad)[0].ravel() assert_array_almost_equal(approx_hess_col, hess_col, decimal=3) # Second check that our intercept implementation is good w = np.zeros(n_features + 1) loss_interp, grad_interp = _logistic_loss_and_grad(w, X, y, alpha=1.) loss_interp_2 = _logistic_loss(w, X, y, alpha=1.) grad_interp_2, hess = _logistic_grad_hess(w, X, y, alpha=1.) assert_array_almost_equal(loss_interp, loss_interp_2) assert_array_almost_equal(grad_interp, grad_interp_2) def test_logistic_cv(): # test for LogisticRegressionCV object n_samples, n_features = 50, 5 rng = np.random.RandomState(0) X_ref = rng.randn(n_samples, n_features) y = np.sign(X_ref.dot(5 * rng.randn(n_features))) X_ref -= X_ref.mean() X_ref /= X_ref.std() lr_cv = LogisticRegressionCV(Cs=[1.], fit_intercept=False, solver='liblinear') lr_cv.fit(X_ref, y) lr = LogisticRegression(C=1., fit_intercept=False) lr.fit(X_ref, y) assert_array_almost_equal(lr.coef_, lr_cv.coef_) assert_array_equal(lr_cv.coef_.shape, (1, n_features)) assert_array_equal(lr_cv.classes_, [-1, 1]) assert_equal(len(lr_cv.classes_), 2) coefs_paths = np.asarray(list(lr_cv.coefs_paths_.values())) assert_array_equal(coefs_paths.shape, (1, 3, 1, n_features)) assert_array_equal(lr_cv.Cs_.shape, (1, )) scores = np.asarray(list(lr_cv.scores_.values())) assert_array_equal(scores.shape, (1, 3, 1)) def test_logistic_cv_sparse(): X, y = make_classification(n_samples=50, n_features=5, random_state=0) X[X < 1.0] = 0.0 csr = sp.csr_matrix(X) clf = LogisticRegressionCV(fit_intercept=True) clf.fit(X, y) clfs = LogisticRegressionCV(fit_intercept=True) clfs.fit(csr, y) assert_array_almost_equal(clfs.coef_, clf.coef_) assert_array_almost_equal(clfs.intercept_, clf.intercept_) assert_equal(clfs.C_, clf.C_) def test_intercept_logistic_helper(): n_samples, n_features = 10, 5 X, y = make_classification(n_samples=n_samples, n_features=n_features, random_state=0) # Fit intercept case. alpha = 1. w = np.ones(n_features + 1) grad_interp, hess_interp = _logistic_grad_hess(w, X, y, alpha) loss_interp = _logistic_loss(w, X, y, alpha) # Do not fit intercept. This can be considered equivalent to adding # a feature vector of ones, i.e column of one vectors. X_ = np.hstack((X, np.ones(10)[:, np.newaxis])) grad, hess = _logistic_grad_hess(w, X_, y, alpha) loss = _logistic_loss(w, X_, y, alpha) # In the fit_intercept=False case, the feature vector of ones is # penalized. This should be taken care of. assert_almost_equal(loss_interp + 0.5 * (w[-1] ** 2), loss) # Check gradient. assert_array_almost_equal(grad_interp[:n_features], grad[:n_features]) assert_almost_equal(grad_interp[-1] + alpha * w[-1], grad[-1]) rng = np.random.RandomState(0) grad = rng.rand(n_features + 1) hess_interp = hess_interp(grad) hess = hess(grad) assert_array_almost_equal(hess_interp[:n_features], hess[:n_features]) assert_almost_equal(hess_interp[-1] + alpha * grad[-1], hess[-1]) def test_ovr_multinomial_iris(): # Test that OvR and multinomial are correct using the iris dataset. train, target = iris.data, iris.target n_samples, n_features = train.shape # Use pre-defined fold as folds generated for different y cv = StratifiedKFold(target, 3) clf = LogisticRegressionCV(cv=cv) clf.fit(train, target) clf1 = LogisticRegressionCV(cv=cv) target_copy = target.copy() target_copy[target_copy == 0] = 1 clf1.fit(train, target_copy) assert_array_almost_equal(clf.scores_[2], clf1.scores_[2]) assert_array_almost_equal(clf.intercept_[2:], clf1.intercept_) assert_array_almost_equal(clf.coef_[2][np.newaxis, :], clf1.coef_) # Test the shape of various attributes. assert_equal(clf.coef_.shape, (3, n_features)) assert_array_equal(clf.classes_, [0, 1, 2]) coefs_paths = np.asarray(list(clf.coefs_paths_.values())) assert_array_almost_equal(coefs_paths.shape, (3, 3, 10, n_features + 1)) assert_equal(clf.Cs_.shape, (10, )) scores = np.asarray(list(clf.scores_.values())) assert_equal(scores.shape, (3, 3, 10)) # Test that for the iris data multinomial gives a better accuracy than OvR for solver in ['lbfgs', 'newton-cg']: clf_multi = LogisticRegressionCV( solver=solver, multi_class='multinomial', max_iter=15 ) clf_multi.fit(train, target) multi_score = clf_multi.score(train, target) ovr_score = clf.score(train, target) assert_greater(multi_score, ovr_score) # Test attributes of LogisticRegressionCV assert_equal(clf.coef_.shape, clf_multi.coef_.shape) assert_array_equal(clf_multi.classes_, [0, 1, 2]) coefs_paths = np.asarray(list(clf_multi.coefs_paths_.values())) assert_array_almost_equal(coefs_paths.shape, (3, 3, 10, n_features + 1)) assert_equal(clf_multi.Cs_.shape, (10, )) scores = np.asarray(list(clf_multi.scores_.values())) assert_equal(scores.shape, (3, 3, 10)) def test_logistic_regression_solvers(): X, y = make_classification(n_features=10, n_informative=5, random_state=0) clf_n = LogisticRegression(solver='newton-cg', fit_intercept=False) clf_n.fit(X, y) clf_lbf = LogisticRegression(solver='lbfgs', fit_intercept=False) clf_lbf.fit(X, y) clf_lib = LogisticRegression(fit_intercept=False) clf_lib.fit(X, y) assert_array_almost_equal(clf_n.coef_, clf_lib.coef_, decimal=3) assert_array_almost_equal(clf_lib.coef_, clf_lbf.coef_, decimal=3) assert_array_almost_equal(clf_n.coef_, clf_lbf.coef_, decimal=3) def test_logistic_regression_solvers_multiclass(): X, y = make_classification(n_samples=20, n_features=20, n_informative=10, n_classes=3, random_state=0) clf_n = LogisticRegression(solver='newton-cg', fit_intercept=False) clf_n.fit(X, y) clf_lbf = LogisticRegression(solver='lbfgs', fit_intercept=False) clf_lbf.fit(X, y) clf_lib = LogisticRegression(fit_intercept=False) clf_lib.fit(X, y) assert_array_almost_equal(clf_n.coef_, clf_lib.coef_, decimal=4) assert_array_almost_equal(clf_lib.coef_, clf_lbf.coef_, decimal=4) assert_array_almost_equal(clf_n.coef_, clf_lbf.coef_, decimal=4) def test_logistic_regressioncv_class_weights(): X, y = make_classification(n_samples=20, n_features=20, n_informative=10, n_classes=3, random_state=0) # Test the liblinear fails when class_weight of type dict is # provided, when it is multiclass. However it can handle # binary problems. clf_lib = LogisticRegressionCV(class_weight={0: 0.1, 1: 0.2}, solver='liblinear') assert_raises(ValueError, clf_lib.fit, X, y) y_ = y.copy() y_[y == 2] = 1 clf_lib.fit(X, y_) assert_array_equal(clf_lib.classes_, [0, 1]) # Test for class_weight=balanced X, y = make_classification(n_samples=20, n_features=20, n_informative=10, random_state=0) clf_lbf = LogisticRegressionCV(solver='lbfgs', fit_intercept=False, class_weight='balanced') clf_lbf.fit(X, y) clf_lib = LogisticRegressionCV(solver='liblinear', fit_intercept=False, class_weight='balanced') clf_lib.fit(X, y) assert_array_almost_equal(clf_lib.coef_, clf_lbf.coef_, decimal=4) def test_logistic_regression_convergence_warnings(): # Test that warnings are raised if model does not converge X, y = make_classification(n_samples=20, n_features=20) clf_lib = LogisticRegression(solver='liblinear', max_iter=2, verbose=1) assert_warns(ConvergenceWarning, clf_lib.fit, X, y) assert_equal(clf_lib.n_iter_, 2) def test_logistic_regression_multinomial(): # Tests for the multinomial option in logistic regression # Some basic attributes of Logistic Regression n_samples, n_features, n_classes = 50, 20, 3 X, y = make_classification(n_samples=n_samples, n_features=n_features, n_informative=10, n_classes=n_classes, random_state=0) clf_int = LogisticRegression(solver='lbfgs', multi_class='multinomial') clf_int.fit(X, y) assert_array_equal(clf_int.coef_.shape, (n_classes, n_features)) clf_wint = LogisticRegression(solver='lbfgs', multi_class='multinomial', fit_intercept=False) clf_wint.fit(X, y) assert_array_equal(clf_wint.coef_.shape, (n_classes, n_features)) # Similar tests for newton-cg solver option clf_ncg_int = LogisticRegression(solver='newton-cg', multi_class='multinomial') clf_ncg_int.fit(X, y) assert_array_equal(clf_ncg_int.coef_.shape, (n_classes, n_features)) clf_ncg_wint = LogisticRegression(solver='newton-cg', fit_intercept=False, multi_class='multinomial') clf_ncg_wint.fit(X, y) assert_array_equal(clf_ncg_wint.coef_.shape, (n_classes, n_features)) # Compare solutions between lbfgs and newton-cg assert_almost_equal(clf_int.coef_, clf_ncg_int.coef_, decimal=3) assert_almost_equal(clf_wint.coef_, clf_ncg_wint.coef_, decimal=3) assert_almost_equal(clf_int.intercept_, clf_ncg_int.intercept_, decimal=3) # Test that the path give almost the same results. However since in this # case we take the average of the coefs after fitting across all the # folds, it need not be exactly the same. for solver in ['lbfgs', 'newton-cg']: clf_path = LogisticRegressionCV(solver=solver, multi_class='multinomial', Cs=[1.]) clf_path.fit(X, y) assert_array_almost_equal(clf_path.coef_, clf_int.coef_, decimal=3) assert_almost_equal(clf_path.intercept_, clf_int.intercept_, decimal=3) def test_multinomial_grad_hess(): rng = np.random.RandomState(0) n_samples, n_features, n_classes = 100, 5, 3 X = rng.randn(n_samples, n_features) w = rng.rand(n_classes, n_features) Y = np.zeros((n_samples, n_classes)) ind = np.argmax(np.dot(X, w.T), axis=1) Y[range(0, n_samples), ind] = 1 w = w.ravel() sample_weights = np.ones(X.shape[0]) grad, hessp = _multinomial_grad_hess(w, X, Y, alpha=1., sample_weight=sample_weights) # extract first column of hessian matrix vec = np.zeros(n_features * n_classes) vec[0] = 1 hess_col = hessp(vec) # Estimate hessian using least squares as done in # test_logistic_grad_hess e = 1e-3 d_x = np.linspace(-e, e, 30) d_grad = np.array([ _multinomial_grad_hess(w + t * vec, X, Y, alpha=1., sample_weight=sample_weights)[0] for t in d_x ]) d_grad -= d_grad.mean(axis=0) approx_hess_col = linalg.lstsq(d_x[:, np.newaxis], d_grad)[0].ravel() assert_array_almost_equal(hess_col, approx_hess_col) def test_liblinear_decision_function_zero(): # Test negative prediction when decision_function values are zero. # Liblinear predicts the positive class when decision_function values # are zero. This is a test to verify that we do not do the same. # See Issue: https://github.com/scikit-learn/scikit-learn/issues/3600 # and the PR https://github.com/scikit-learn/scikit-learn/pull/3623 X, y = make_classification(n_samples=5, n_features=5) clf = LogisticRegression(fit_intercept=False) clf.fit(X, y) # Dummy data such that the decision function becomes zero. X = np.zeros((5, 5)) assert_array_equal(clf.predict(X), np.zeros(5)) def test_liblinear_logregcv_sparse(): # Test LogRegCV with solver='liblinear' works for sparse matrices X, y = make_classification(n_samples=10, n_features=5) clf = LogisticRegressionCV(solver='liblinear') clf.fit(sparse.csr_matrix(X), y) def test_logreg_intercept_scaling(): # Test that the right error message is thrown when intercept_scaling <= 0 for i in [-1, 0]: clf = LogisticRegression(intercept_scaling=i) msg = ('Intercept scaling is %r but needs to be greater than 0.' ' To disable fitting an intercept,' ' set fit_intercept=False.' % clf.intercept_scaling) assert_raise_message(ValueError, msg, clf.fit, X, Y1) def test_logreg_intercept_scaling_zero(): # Test that intercept_scaling is ignored when fit_intercept is False clf = LogisticRegression(fit_intercept=False) clf.fit(X, Y1) assert_equal(clf.intercept_, 0.) def test_logreg_cv_penalty(): # Test that the correct penalty is passed to the final fit. X, y = make_classification(n_samples=50, n_features=20, random_state=0) lr_cv = LogisticRegressionCV(penalty="l1", Cs=[1.0], solver='liblinear') lr_cv.fit(X, y) lr = LogisticRegression(penalty="l1", C=1.0, solver='liblinear') lr.fit(X, y) assert_equal(np.count_nonzero(lr_cv.coef_), np.count_nonzero(lr.coef_))
bsd-3-clause
marionleborgne/nupic
external/linux32/lib/python2.6/site-packages/matplotlib/backends/__init__.py
72
2225
import matplotlib import inspect import warnings # ipython relies on interactive_bk being defined here from matplotlib.rcsetup import interactive_bk __all__ = ['backend','show','draw_if_interactive', 'new_figure_manager', 'backend_version'] backend = matplotlib.get_backend() # validates, to match all_backends def pylab_setup(): 'return new_figure_manager, draw_if_interactive and show for pylab' # Import the requested backend into a generic module object if backend.startswith('module://'): backend_name = backend[9:] else: backend_name = 'backend_'+backend backend_name = backend_name.lower() # until we banish mixed case backend_name = 'matplotlib.backends.%s'%backend_name.lower() backend_mod = __import__(backend_name, globals(),locals(),[backend_name]) # Things we pull in from all backends new_figure_manager = backend_mod.new_figure_manager # image backends like pdf, agg or svg do not need to do anything # for "show" or "draw_if_interactive", so if they are not defined # by the backend, just do nothing def do_nothing_show(*args, **kwargs): frame = inspect.currentframe() fname = frame.f_back.f_code.co_filename if fname in ('<stdin>', '<ipython console>'): warnings.warn(""" Your currently selected backend, '%s' does not support show(). Please select a GUI backend in your matplotlibrc file ('%s') or with matplotlib.use()""" % (backend, matplotlib.matplotlib_fname())) def do_nothing(*args, **kwargs): pass backend_version = getattr(backend_mod,'backend_version', 'unknown') show = getattr(backend_mod, 'show', do_nothing_show) draw_if_interactive = getattr(backend_mod, 'draw_if_interactive', do_nothing) # Additional imports which only happen for certain backends. This section # should probably disappear once all backends are uniform. if backend.lower() in ['wx','wxagg']: Toolbar = backend_mod.Toolbar __all__.append('Toolbar') matplotlib.verbose.report('backend %s version %s' % (backend,backend_version)) return new_figure_manager, draw_if_interactive, show
agpl-3.0
google-research/robustness_metrics
robustness_metrics/bin/compute_report.py
1
5350
# coding=utf-8 # Copyright 2021 The Robustness Metrics Authors. # # 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. # Lint as: python3 r"""Generate a set of robustness reports on the given model. The script accepts a path to the python file (including the .py extension), that should contain: A function `create` that returns a tuple consisting of * the model as a callable: it accepts a dictionary holding batched data and returns a tensor of predictions; and * the preprocessing as a callable: it is mapped over the dataset before batching (use `None` for default preprocessing). As an example see the file `models/random_imagenet_numpy.py`. There are two ways how one can specify which metrics on which datasets it should run: - One can explicitly provide them in the flag `--measurement`, e.g., passing --measurement=accuracy@imagenet --brier@imagenet_a will compute the accuracy of the imagenet dataset and the Brier score over the imagenet_a dataset. - By passing a report name in `--report`. The script will figure out which combinations of metrics and datasets the report needs and will evaluate all of them. Note that each of these flags can be provided multiple times and the script evaluates the union of them. All the measurements provided in `--measurement` will appear under the report with name "custom". The results are printed to the standard output and can be also saved to a JSON file using the `--output_json` flag. The json file will hold an array of two dictionaries (JSON objects): * The first one holding a map metric_name -> dataset_name -> result. * The second one holding a map report-> report_value_name -> value. # Note for non-TF models Please use the flag `--tf_on_cpu`, so that TensorFlow will not allocate any of the GPU memory. """ import json from absl import app from absl import flags import pandas as pd import robustness_metrics as rm from robustness_metrics.bin import common as bin_common from robustness_metrics.bin import compute_report_lib as lib import tabulate import tensorflow as tf FLAGS = flags.FLAGS flags.DEFINE_multi_string( "report", [], "The specifications of the reports to be computed") flags.DEFINE_multi_string( "measurement", [], "A @-separated pair specifying which metric to compute on which dataset. " "Must be specified if `report` is not specified.") flags.DEFINE_integer("batch_size", 32, "The batch size to use.") flags.DEFINE_string("model_path", None, "A path to the python file defining the model.") flags.DEFINE_string( "model_args", "", "The arguments to be passed to the create() function of the model. Will " "be literal_eval'ed, should take the form a='1',b='2',c=3.") flags.DEFINE_string("output_json_path", None, "Where to store the json-serialized output") flags.DEFINE_bool("tf_on_cpu", False, "If set, will hide accelerators from TF.") flags.mark_flags_as_required(["model_path"]) def _register_custom_report(): """Registers a report named `custom` from the given --measurement flags.""" all_measurements = [] for metric_name, dataset_name in map(lambda spec: spec.split("@"), FLAGS.measurement): all_measurements.append(rm.reports.base.MeasurementSpec( dataset_name=dataset_name, metric_name=metric_name)) @rm.reports.base.registry.register("custom") # pylint: disable=unused-variable class CustomReport(rm.reports.base.UnionReport): @property def required_measurements(self): return all_measurements def main(argv): if len(argv) > 1: raise app.UsageError("Too many command-line arguments.") if FLAGS.tf_on_cpu: # Hide the GPU from TF. tf.config.experimental.set_visible_devices([], "GPU") strategy = bin_common.default_distribution_strategy() module = bin_common.load_module_from_path(FLAGS.model_path) with strategy.scope(): _, _, kwargs = rm.common.registry.parse_name_and_kwargs( f"foo({FLAGS.model_args})") model, preprocess_fn = module.create(**kwargs) if FLAGS.measurement: _register_custom_report() FLAGS.report.append("custom") metric_results, report_results = lib.compute_reports( strategy, FLAGS.report, model, preprocess_fn, FLAGS.batch_size) for metric_name, results in metric_results.items(): print(f"metric: {metric_name}") print(tabulate.tabulate(pd.DataFrame.from_dict(results), headers="keys")) for report_name, results in report_results.items(): print(f"report: {report_name}") print(tabulate.tabulate(results.items(), headers=["score name", "value"])) if FLAGS.output_json_path: with tf.io.gfile.GFile(FLAGS.output_json_path, "wb") as json_fp: json.dump((metric_results, report_results), json_fp) if __name__ == "__main__": app.run(main)
apache-2.0
etkirsch/scikit-learn
examples/datasets/plot_random_dataset.py
348
2254
""" ============================================== Plot randomly generated classification dataset ============================================== Plot several randomly generated 2D classification datasets. This example illustrates the :func:`datasets.make_classification` :func:`datasets.make_blobs` and :func:`datasets.make_gaussian_quantiles` functions. For ``make_classification``, three binary and two multi-class classification datasets are generated, with different numbers of informative features and clusters per class. """ print(__doc__) import matplotlib.pyplot as plt from sklearn.datasets import make_classification from sklearn.datasets import make_blobs from sklearn.datasets import make_gaussian_quantiles plt.figure(figsize=(8, 8)) plt.subplots_adjust(bottom=.05, top=.9, left=.05, right=.95) plt.subplot(321) plt.title("One informative feature, one cluster per class", fontsize='small') X1, Y1 = make_classification(n_features=2, n_redundant=0, n_informative=1, n_clusters_per_class=1) plt.scatter(X1[:, 0], X1[:, 1], marker='o', c=Y1) plt.subplot(322) plt.title("Two informative features, one cluster per class", fontsize='small') X1, Y1 = make_classification(n_features=2, n_redundant=0, n_informative=2, n_clusters_per_class=1) plt.scatter(X1[:, 0], X1[:, 1], marker='o', c=Y1) plt.subplot(323) plt.title("Two informative features, two clusters per class", fontsize='small') X2, Y2 = make_classification(n_features=2, n_redundant=0, n_informative=2) plt.scatter(X2[:, 0], X2[:, 1], marker='o', c=Y2) plt.subplot(324) plt.title("Multi-class, two informative features, one cluster", fontsize='small') X1, Y1 = make_classification(n_features=2, n_redundant=0, n_informative=2, n_clusters_per_class=1, n_classes=3) plt.scatter(X1[:, 0], X1[:, 1], marker='o', c=Y1) plt.subplot(325) plt.title("Three blobs", fontsize='small') X1, Y1 = make_blobs(n_features=2, centers=3) plt.scatter(X1[:, 0], X1[:, 1], marker='o', c=Y1) plt.subplot(326) plt.title("Gaussian divided into three quantiles", fontsize='small') X1, Y1 = make_gaussian_quantiles(n_features=2, n_classes=3) plt.scatter(X1[:, 0], X1[:, 1], marker='o', c=Y1) plt.show()
bsd-3-clause
kosklain/MitosisDetection
Trainer.py
1
6945
""" Created on Jun 20, 2013 Used for the training phase. It builds a model for the images in train_data_path (JSON file). It is also used for checking how many canditates per mitotic point we have (that is, the quality of the segmentation), by using the appropriate functionality in FeatureGetter. @author: Bibiana and Adria """ import data_io from sklearn.ensemble import RandomForestClassifier from sklearn.neighbors import KNeighborsClassifier import numpy as np from FeatureGetter import FeatureGetter from ImageSaver import ImageSaver import os from Utils import Utils from WndchrmWorker import WndchrmWorkerTrain from sklearn.preprocessing import MinMaxScaler from sklearn.pipeline import Pipeline class Trainer: def __init__(self, load=False, loadWndchrm=False): self.load = load self.loadWndchrm = loadWndchrm """ Used for wndchrm. It moves all the old files to a new place, so they do not get overwritten. """ def prepareEnvironment(self): # People want to save time trainingPathPositive = os.path.join(data_io.get_training_folder(), data_io.get_positive_folder()) trainingPathOldPositive = os.path.join(data_io.get_training_old_folder(), data_io.get_positive_folder()) Utils.shift(data_io.get_training_old_folder(), trainingPathOldPositive, data_io.get_positive_folder(), trainingPathPositive) trainingPathNegative = os.path.join(data_io.get_training_folder(), data_io.get_negative_folder()) trainingPathOldNegative = os.path.join(data_io.get_training_old_folder(), data_io.get_negative_folder()) Utils.shift(data_io.get_training_old_folder(), trainingPathOldNegative, data_io.get_negative_folder(), trainingPathNegative) os.mkdir(trainingPathPositive) os.mkdir(trainingPathNegative) if not self.load: Utils.shift('.', data_io.get_savez_name(), data_io.get_savez_name(), data_io.get_savez_name()) if not self.loadWndchrm: Utils.shift('.', data_io.get_wndchrm_dataset(), data_io.get_wndchrm_dataset(), data_io.get_wndchrm_dataset()) def run(self): print "Preparing the environment" self.prepareEnvironment() print "Reading in the training data" imageCollections = data_io.get_train_df() wndchrmWorker = WndchrmWorkerTrain() print "Getting features" if not self.loadWndchrm: #Last wndchrm set of features featureGetter = FeatureGetter() fileName = data_io.get_savez_name() if not self.load: #Last features calculated from candidates (namesObservations, coordinates, train) = Utils.calculateFeatures(fileName, featureGetter, imageCollections) else: (namesObservations, coordinates, train) = Utils.loadFeatures(fileName) print "Getting target vector" (indexes, target, obs) = featureGetter.getTargetVector(coordinates, namesObservations, train) print "Saving images" imageSaver = ImageSaver(coordinates[indexes], namesObservations[indexes], imageCollections, featureGetter.patchSize, target[indexes]) imageSaver.saveImages() print "Executing wndchrm algorithm and extracting features" (train, target) = wndchrmWorker.executeWndchrm() else: (train, target) = wndchrmWorker.loadWndchrmFeatures() print "Training the model" model = RandomForestClassifier(n_estimators=500, verbose=2, n_jobs=1, min_samples_split=30, random_state=1, compute_importances=True) model.fit(train, target) print model.feature_importances_ print "Saving the classifier" data_io.save_model(model) def runWithoutWndchrm(self): print "Reading in the training data" imageCollections = data_io.get_train_df() print "Getting features" featureGetter = FeatureGetter() fileName = data_io.get_savez_name() if not self.load: #Last features calculated from candidates (namesObservations, coordinates, train) = Utils.calculateFeatures(fileName, featureGetter, imageCollections) else: (namesObservations, coordinates, train) = Utils.loadFeatures(fileName) print "Getting target vector" (indexes, target, obs) = featureGetter.getTargetVector(coordinates, namesObservations, train) print "Training the model" classifier = RandomForestClassifier(n_estimators=500, verbose=2, n_jobs=1, min_samples_split=10, random_state=1, compute_importances=True) #classifier = KNeighborsClassifier(n_neighbors=50) model = Pipeline([('scaling', MinMaxScaler()), ('classifying', classifier)]) model.fit(obs[indexes], target[indexes]) print "Saving the classifier" data_io.save_model(model) """ Checks the quality of the segmentation. """ def checkCandidates(self): imageCollections = data_io.get_train_df() featureGetter = FeatureGetter() (namesObservations, coordinates, train) = featureGetter.getTransformedDatasetChecking(imageCollections) imageNames = namesObservations currentImage = imageNames[0] csvArray = Utils.readcsv(imageNames[0]) mitoticPointsDetected = 0 totalMitoticPoints = len(csvArray) finalTrain = [] for i in range(len(coordinates)): if imageNames[i] != currentImage: csvArray = Utils.readcsv(imageNames[i]) totalMitoticPoints += len(csvArray) currentImage = imageNames[i] for point in csvArray: if ((point[0]-coordinates[i][0]) ** 2 + (point[1]-coordinates[i][1]) ** 2)< 30**2: mitoticPointsDetected += 1 csvArray.remove(point) finalTrain.append(train[i]) break finalTrain = np.array(finalTrain) allArea = finalTrain[:,0] allPerimeter = finalTrain[:,1] allRoundness = finalTrain[:,2] totalObservations = len(coordinates) print "Minimum Area: %f" % np.min(allArea) print "Minimum Perimeter: %f" % np.min(allPerimeter) print "Minimum Roundness: %f" % np.min(allRoundness) print "Maximum Area: %f" % np.max(allArea) print "Maximum Perimeter: %f" % np.max(allPerimeter) print "Maximum Roundness: %f" % np.max(allRoundness) print "Total number of candidates: %d" % (totalObservations) print "Total number of mitotic points: %d" %(totalMitoticPoints) print "Mitotic points detected: %d" %(mitoticPointsDetected) print "Mitotic points missed: %d" %(totalMitoticPoints-mitoticPointsDetected) if __name__ == "__main__": tr = Trainer(load=True, loadWndchrm=True) tr.checkCandidates()
gpl-2.0
ahoyosid/scikit-learn
examples/linear_model/plot_ols.py
45
1985
#!/usr/bin/python # -*- coding: utf-8 -*- """ ========================================================= Linear Regression Example ========================================================= This example uses the only the first feature of the `diabetes` dataset, in order to illustrate a two-dimensional plot of this regression technique. The straight line can be seen in the plot, showing how linear regression attempts to draw a straight line that will best minimize the residual sum of squares between the observed responses in the dataset, and the responses predicted by the linear approximation. The coefficients, the residual sum of squares and the variance score are also calculated. """ print(__doc__) # Code source: Jaques Grobler # License: BSD 3 clause import matplotlib.pyplot as plt import numpy as np from sklearn import datasets, linear_model # Load the diabetes dataset diabetes = datasets.load_diabetes() # Use only one feature diabetes_X = diabetes.data[:, np.newaxis] diabetes_X_temp = diabetes_X[:, :, 2] # Split the data into training/testing sets diabetes_X_train = diabetes_X_temp[:-20] diabetes_X_test = diabetes_X_temp[-20:] # Split the targets into training/testing sets diabetes_y_train = diabetes.target[:-20] diabetes_y_test = diabetes.target[-20:] # Create linear regression object regr = linear_model.LinearRegression() # Train the model using the training sets regr.fit(diabetes_X_train, diabetes_y_train) # The coefficients print('Coefficients: \n', regr.coef_) # The mean square error print("Residual sum of squares: %.2f" % np.mean((regr.predict(diabetes_X_test) - diabetes_y_test) ** 2)) # Explained variance score: 1 is perfect prediction print('Variance score: %.2f' % regr.score(diabetes_X_test, diabetes_y_test)) # Plot outputs plt.scatter(diabetes_X_test, diabetes_y_test, color='black') plt.plot(diabetes_X_test, regr.predict(diabetes_X_test), color='blue', linewidth=3) plt.xticks(()) plt.yticks(()) plt.show()
bsd-3-clause
artmusic0/theano-learning.part02
Training_data/rd_file_resize_test.py
5
1961
# -*- coding: utf-8 -*- """ Created on Wed Dec 23 18:46:28 2015 @author: winpython """ from matplotlib.pyplot import imshow import matplotlib.pyplot as plt import numpy as np from PIL import Image import cPickle temp_line = np.zeros(784) final_output = np.empty((200,784),dtype=np.float32) final_label = np.ones((200),dtype=np.int64) cd = 0 for i in range(10): for j in range (20): print "i", i , " j", j pil_im = Image.open( str(i) + "_" + str(j) + ".jpg" ).convert('L') imshow(np.asarray(pil_im)) # before resize pil_im = pil_im.resize((28, 28), Image.BILINEAR ) pil_im = np.array(pil_im) fig = plt.figure() plotwindow = fig.add_subplot() plt.imshow(pil_im, cmap='gray') plt.show() #print("test") #print(pil_im) cr = 0 print "Read line", cd , for k in range(28): for l in range(28): temp_line[cr]= pil_im[k][l]/225. print " in ", cr, "..." cr += 1 print "Combine line" final_output[cd] = temp_line cd += 1 print "Finished Picture..." print "Starting label" cntddd = 0 for i in range(10): for j in range (20): final_label[cntddd] = i cntddd += 1 print "Finished Labeling..." print "Starting cpickle" outputandlabel = final_output, final_label f = file("training_data.pkl", 'wb') cPickle.dump(outputandlabel, f, protocol=cPickle.HIGHEST_PROTOCOL) f.close() print "Finished cPickle..." print "\ ! congradulation ! /" #f = open("pic1.txt", "r") ''' imshow(np.asarray(pil_im)) # before resize pil_im = pil_im.resize((28, 28), Image.BILINEAR ) pil_im = np.array(pil_im) #print(np.array(pil_im)) #imshow(np.asarray(pil_im)) fig = plt.figure() plotwindow = fig.add_subplot() plt.imshow(pil_im, cmap='gray') plt.show() print("test") print(pil_im) '''
gpl-3.0
SenGonzo/ia_tools
one_off_code/Hidden_Analysis.py
1
5270
import pandas as pd import Attack_Calc as atk def data_input(): # import and fold data df = pd.read_csv('input_data/units.csv') # df = df[(df['faction'] == 'scum')] # df = df[(df['single model health'] >= 5)] df.sort_values(by=['name'], ascending=[True], inplace=True) rez_df = pd.DataFrame(columns=('name', 'cost', 'type', 'group', 'blk_ev', 'hid_blk_ev', 'wht_ev', 'hid_wht_ev', 'health', 'blk_delta', 'wht_delta')) x = 0 for index, row in df.iterrows(): print(row['name']) surge_1 = [int(i) for i in row['surge 1'].split(',')] surge_2 = [int(i) for i in row['surge 2'].split(',')] surge_3 = [int(i) for i in row['surge 3'].split(',')] surge_4 = [int(i) for i in row['surge 4'].split(',')] attribute_array = [row['damage att'], row['surge att'], row['acc att'], 0, 0, 0] if row['deadly'] == 1: deadly = True else: deadly = False blk_ev, blk_var, blk_x_array, blk_y_array = atk.results_calc(row['name'], row['dice'].split(', '), ['black'], surge_array=[surge_1, surge_2, surge_3, surge_4], attribute_array=attribute_array, distance=0, deadly=deadly, number_of_attacks=1, atk_reroll_attack=row['reroll attack'], atk_reroll_def=row['reroll def'], focused=0) fcs_blk_ev, fcs_blk_var, \ fcs_blk_x_array, fcs_blk_y_array = atk.results_calc(row['name'], row['dice'].split(', '), ['black'], surge_array=[surge_1, surge_2, surge_3, surge_4], attribute_array=attribute_array, distance=0, deadly=deadly, number_of_attacks=1, atk_reroll_attack=row['reroll attack'], atk_reroll_def=row['reroll def'], hidden=1) wht_ev, wht_var, wht_x_array, wht_y_array = atk.results_calc(row['name'], row['dice'].split(', '), ['white'], surge_array=[surge_1, surge_2, surge_3, surge_4], attribute_array=attribute_array, distance=0, deadly=deadly, number_of_attacks=1, atk_reroll_attack=row['reroll attack'], atk_reroll_def=row['reroll def'], focused=0) fcs_wht_ev, fcs_wht_var, \ fcs_wht_x_array, fcs_wht_y_array = atk.results_calc(row['name'], row['dice'].split(', '), ['white'], surge_array=[surge_1, surge_2, surge_3, surge_4], attribute_array=attribute_array, distance=0, deadly=deadly, number_of_attacks=1, atk_reroll_attack=row['reroll attack'], atk_reroll_def=row['reroll def'], hidden=1) rez_df.loc[x] = [row['name'], row['cost'], row['type'], row['group'], blk_ev, fcs_blk_ev, wht_ev, fcs_wht_ev, row['single model health'], fcs_blk_ev - blk_ev, fcs_wht_ev - wht_ev] x += 1 return rez_df def create_stack_rank(rez_df): rez_df['total'] = (rez_df['blk_delta'] + rez_df['wht_delta']) rez_df.sort_values(by=['total'], ascending=[False], inplace=True) rez_df.to_csv('output_data/hidden_rank.csv')
mit
webmasterraj/FogOrNot
app/data/sfmap.py
1
2370
from shapely.geometry import shape, Point import pandas as pd import numpy as np import sql SF = sql.getNeighborhoodsJSON() def addNeighborhood(stations): for s in stations: s['neighborhood'] = whichNeighborhood(s) return stations def whichNeighborhood(station): station_loc = Point(station['lon'], station['lat']) for neighborhood in SF['features']: poly = shape(neighborhood['geometry']) if poly.contains(station_loc): return neighborhood['properties']['neighborho'] return None def surroundingNeighborhoods(neighborhood): neighborhood_shape = shape(neighborhood['geometry']) surrounding_neighborhoods = [] for other in SF['features']: if neighborhood_shape.touches(shape(other['geometry'])): surrounding_neighborhoods.append(other['properties']['neighborho']) return surrounding_neighborhoods def addForecastsToJSON(df): empty_neighborhoods = [] for neighborhood in SF['features']: neighborhood_name = neighborhood['properties']['neighborho'] df_slice = df[df['neighborhood'] == neighborhood_name] print neighborhood_name, df_slice.shape if df_slice.shape[0] == 0: # in case that neighborhood has no stations empty_neighborhoods.append(neighborhood) # print [n['properties']['neighborho'] for n in empty_neighborhoods] else: forecasts_dict = df_slice.groupby('hour').aggregate(np.mean).to_dict() neighborhood['properties'].update(forecasts_dict['forecast']) for neighborhood in empty_neighborhoods: neighborhood_name = neighborhood['properties']['neighborho'] surrounding_neighborhoods = surroundingNeighborhoods(neighborhood) print "** NO STATIONS: {0}".format(neighborhood_name) print "** Using these instead: ", surrounding_neighborhoods print surrounding_forecasts_dfs = [df[df['neighborhood'] == other_name] for other_name in surrounding_neighborhoods] df_slice = pd.concat(surrounding_forecasts_dfs) if surrounding_forecasts_dfs \ else df[df['neighborhood'] == neighborhood_name] forecasts_dict = df_slice.groupby('hour').aggregate(np.mean).to_dict() neighborhood['properties'].update(forecasts_dict['forecast']) print neighborhood_name, '\n', forecasts_dict, '\n\n' def createNewJSON(): sql.writeForecastsJSON(SF)
gpl-2.0
jaeilepp/mne-python
doc/conf.py
1
11900
# -*- coding: utf-8 -*- # # MNE documentation build configuration file, created by # sphinx-quickstart on Fri Jun 11 10:45:48 2010. # # This file is execfile()d with the current directory set to its containing # dir. # # Note that not all possible configuration values are present in this # autogenerated file. # # All configuration values have a default; values that are commented out # serve to show the default. import inspect import os from os.path import relpath, dirname import sys from datetime import date import sphinx_gallery # noqa import sphinx_bootstrap_theme from numpydoc import numpydoc, docscrape # noqa import mne # If extensions (or modules to document with autodoc) are in another directory, # add these directories to sys.path here. If the directory is relative to the # documentation root, use os.path.abspath to make it absolute, like shown here. curdir = os.path.dirname(__file__) sys.path.append(os.path.abspath(os.path.join(curdir, '..', 'mne'))) sys.path.append(os.path.abspath(os.path.join(curdir, 'sphinxext'))) if not os.path.isdir('_images'): os.mkdir('_images') # -- General configuration ------------------------------------------------ # If your documentation needs a minimal Sphinx version, state it here. #needs_sphinx = '1.0' # XXX This hack defines what extra methods numpydoc will document docscrape.ClassDoc.extra_public_methods = mne.utils._doc_special_members # Add any Sphinx extension module names here, as strings. They can be # extensions coming with Sphinx (named 'sphinx.ext.*') or your custom ones. extensions = [ 'sphinx.ext.autodoc', 'sphinx.ext.autosummary', 'sphinx.ext.coverage', 'sphinx.ext.doctest', 'sphinx.ext.intersphinx', 'sphinx.ext.linkcode', 'sphinx.ext.mathjax', 'sphinx.ext.todo', 'sphinx_gallery.gen_gallery', 'numpydoc', 'gen_commands', ] autosummary_generate = True autodoc_default_flags = ['inherited-members'] # Add any paths that contain templates here, relative to this directory. templates_path = ['_templates'] # The suffix of source filenames. source_suffix = '.rst' # The encoding of source files. #source_encoding = 'utf-8-sig' # The master toctree document. master_doc = 'index' # General information about the project. project = u'MNE' td = date.today() copyright = u'2012-%s, MNE Developers. Last updated on %s' % (td.year, td.isoformat()) nitpicky = True needs_sphinx = '1.5' suppress_warnings = ['image.nonlocal_uri'] # we intentionally link outside # The version info for the project you're documenting, acts as replacement for # |version| and |release|, also used in various other places throughout the # built documents. # # The short X.Y version. version = mne.__version__ # The full version, including alpha/beta/rc tags. release = version # The language for content autogenerated by Sphinx. Refer to documentation # for a list of supported languages. #language = None # There are two options for replacing |today|: either, you set today to some # non-false value, then it is used: #today = '' # Else, today_fmt is used as the format for a strftime call. #today_fmt = '%B %d, %Y' # List of documents that shouldn't be included in the build. unused_docs = [] # List of directories, relative to source directory, that shouldn't be searched # for source files. exclude_trees = ['_build'] exclude_patterns = ['source/generated'] # The reST default role (used for this markup: `text`) to use for all # documents. #default_role = None # If true, '()' will be appended to :func: etc. cross-reference text. #add_function_parentheses = True # If true, the current module name will be prepended to all description # unit titles (such as .. function::). #add_module_names = True # If true, sectionauthor and moduleauthor directives will be shown in the # output. They are ignored by default. #show_authors = False # The name of the Pygments (syntax highlighting) style to use. pygments_style = 'sphinx' # friendly, manni, murphy, tango # A list of ignored prefixes for module index sorting. modindex_common_prefix = ['mne.'] # If true, keep warnings as "system message" paragraphs in the built documents. #keep_warnings = False # -- Options for HTML output ---------------------------------------------- # The theme to use for HTML and HTML Help pages. See the documentation for # a list of builtin themes. html_theme = 'bootstrap' # Theme options are theme-specific and customize the look and feel of a theme # further. For a list of options available for each theme, see the # documentation. html_theme_options = { 'navbar_title': ' ', # we replace this with an image 'source_link_position': "nav", # default 'bootswatch_theme': "flatly", # yeti paper lumen 'navbar_sidebarrel': False, # Render the next/prev links in navbar? 'navbar_pagenav': False, 'navbar_class': "navbar", 'bootstrap_version': "3", # default 'navbar_links': [ ("Install", "getting_started"), ("Documentation", "documentation"), ("API", "python_reference"), ("Examples", "auto_examples/index"), ("Contribute", "contributing"), ], } # Add any paths that contain custom themes here, relative to this directory. html_theme_path = sphinx_bootstrap_theme.get_html_theme_path() # The name for this set of Sphinx documents. If None, it defaults to # "<project> v<release> documentation". #html_title = None # A shorter title for the navigation bar. Default is the same as html_title. #html_short_title = None # The name of an image file (relative to this directory) to place at the top # of the sidebar. html_logo = "_static/mne_logo_small.png" # The name of an image file (within the static path) to use as favicon of the # docs. This file should be a Windows icon file (.ico) being 16x16 or 32x32 # pixels large. html_favicon = "_static/favicon.ico" # Add any paths that contain custom static files (such as style sheets) here, # relative to this directory. They are copied after the builtin static files, # so a file named "default.css" will overwrite the builtin "default.css". html_static_path = ['_static', '_images'] # Add any extra paths that contain custom files (such as robots.txt or # .htaccess) here, relative to this directory. These files are copied # directly to the root of the documentation. #html_extra_path = [] # If not '', a 'Last updated on:' timestamp is inserted at every page bottom, # using the given strftime format. #html_last_updated_fmt = '%b %d, %Y' # If true, SmartyPants will be used to convert quotes and dashes to # typographically correct entities. #html_use_smartypants = True # Custom sidebar templates, maps document names to template names. #html_sidebars = {} # Additional templates that should be rendered to pages, maps page names to # template names. #html_additional_pages = {} # If false, no module index is generated. #html_domain_indices = True # If false, no index is generated. #html_use_index = True # If true, the index is split into individual pages for each letter. #html_split_index = False # If true, links to the reST sources are added to the pages. html_show_sourcelink = False # If true, "Created using Sphinx" is shown in the HTML footer. Default is True. html_show_sphinx = False # If true, "(C) Copyright ..." is shown in the HTML footer. Default is True. #html_show_copyright = True # If true, an OpenSearch description file will be output, and all pages will # contain a <link> tag referring to it. The value of this option must be the # base URL from which the finished HTML is served. #html_use_opensearch = '' # variables to pass to HTML templating engine build_dev_html = bool(int(os.environ.get('BUILD_DEV_HTML', False))) html_context = {'use_google_analytics': True, 'use_twitter': True, 'use_media_buttons': True, 'build_dev_html': build_dev_html} # This is the file name suffix for HTML files (e.g. ".xhtml"). #html_file_suffix = None # Output file base name for HTML help builder. htmlhelp_basename = 'mne-doc' # -- Options for LaTeX output --------------------------------------------- # The paper size ('letter' or 'a4'). # latex_paper_size = 'letter' # The font size ('10pt', '11pt' or '12pt'). # latex_font_size = '10pt' # Grouping the document tree into LaTeX files. List of tuples # (source start file, target name, title, author, documentclass # [howto/manual]). latex_documents = [ # ('index', 'MNE.tex', u'MNE Manual', # u'MNE Contributors', 'manual'), ] # The name of an image file (relative to this directory) to place at the top of # the title page. latex_logo = "_static/logo.png" # For "manual" documents, if this is true, then toplevel headings are parts, # not chapters. latex_toplevel_sectioning = 'part' # Additional stuff for the LaTeX preamble. # latex_preamble = '' # Documents to append as an appendix to all manuals. # latex_appendices = [] # If false, no module index is generated. #latex_domain_indices = True trim_doctests_flags = True # Example configuration for intersphinx: refer to the Python standard library. intersphinx_mapping = { 'python': ('http://docs.python.org/', None), 'numpy': ('http://docs.scipy.org/doc/numpy-dev/', None), 'scipy': ('http://scipy.github.io/devdocs/', None), 'sklearn': ('http://scikit-learn.org/stable/', None), 'matplotlib': ('http://matplotlib.org/', None), } examples_dirs = ['../examples', '../tutorials'] gallery_dirs = ['auto_examples', 'auto_tutorials'] try: mlab = mne.utils._import_mlab() find_mayavi_figures = True # Do not pop up any mayavi windows while running the # examples. These are very annoying since they steal the focus. mlab.options.offscreen = True except Exception: find_mayavi_figures = False sphinx_gallery_conf = { 'doc_module': ('mne',), 'reference_url': { 'mne': None, 'matplotlib': 'http://matplotlib.org', 'numpy': 'http://docs.scipy.org/doc/numpy/reference', 'scipy': 'http://docs.scipy.org/doc/scipy/reference', 'mayavi': 'http://docs.enthought.com/mayavi/mayavi'}, 'examples_dirs': examples_dirs, 'gallery_dirs': gallery_dirs, 'find_mayavi_figures': find_mayavi_figures, 'default_thumb_file': os.path.join('_static', 'mne_helmet.png'), 'backreferences_dir': 'generated', } numpydoc_class_members_toctree = False # ----------------------------------------------------------------------------- # Source code links (adapted from SciPy (doc/source/conf.py)) # ----------------------------------------------------------------------------- def linkcode_resolve(domain, info): """ Determine the URL corresponding to Python object """ if domain != 'py': return None modname = info['module'] fullname = info['fullname'] submod = sys.modules.get(modname) if submod is None: return None obj = submod for part in fullname.split('.'): try: obj = getattr(obj, part) except: return None try: fn = inspect.getsourcefile(obj) except: fn = None if not fn: try: fn = inspect.getsourcefile(sys.modules[obj.__module__]) except: fn = None if not fn: return None try: source, lineno = inspect.getsourcelines(obj) except: lineno = None if lineno: linespec = "#L%d-L%d" % (lineno, lineno + len(source) - 1) else: linespec = "" fn = relpath(fn, start=dirname(mne.__file__)) if 'git' in mne.__version__: return "http://github.com/mne-tools/mne-python/blob/master/mne/%s%s" % ( # noqa fn, linespec) else: return "http://github.com/mne-tools/mne-python/blob/maint/%s/mne/%s%s" % ( # noqa mne.__version__, fn, linespec)
bsd-3-clause
msneddon/narrative
kbase-extension/jupyter_config.py
7
20464
# Configuration file for ipython. c = get_config() #------------------------------------------------------------------------------ # InteractiveShellApp configuration #------------------------------------------------------------------------------ # A Mixin for applications that start InteractiveShell instances. # # Provides configurables for loading extensions and executing files as part of # configuring a Shell environment. # # The following methods should be called by the :meth:`initialize` method of the # subclass: # # - :meth:`init_path` # - :meth:`init_shell` (to be implemented by the subclass) # - :meth:`init_gui_pylab` # - :meth:`init_extensions` # - :meth:`init_code` # Execute the given command string. # c.InteractiveShellApp.code_to_run = '' # Pre-load matplotlib and numpy for interactive use, selecting a particular # matplotlib backend and loop integration. # c.InteractiveShellApp.pylab = None # Run the file referenced by the PYTHONSTARTUP environment variable at IPython # startup. # c.InteractiveShellApp.exec_PYTHONSTARTUP = True # lines of code to run at IPython startup. # c.InteractiveShellApp.exec_lines = [] # Enable GUI event loop integration with any of ('glut', 'gtk', 'gtk3', 'osx', # 'pyglet', 'qt', 'qt5', 'tk', 'wx'). # c.InteractiveShellApp.gui = None # Reraise exceptions encountered loading IPython extensions? # c.InteractiveShellApp.reraise_ipython_extension_failures = False # Configure matplotlib for interactive use with the default matplotlib backend. # c.InteractiveShellApp.matplotlib = None # If true, IPython will populate the user namespace with numpy, pylab, etc. and # an ``import *`` is done from numpy and pylab, when using pylab mode. # # When False, pylab mode should not import any names into the user namespace. # c.InteractiveShellApp.pylab_import_all = True # A list of dotted module names of IPython extensions to load. # c.InteractiveShellApp.extensions = [] # Run the module as a script. # c.InteractiveShellApp.module_to_run = '' # Should variables loaded at startup (by startup files, exec_lines, etc.) be # hidden from tools like %who? # c.InteractiveShellApp.hide_initial_ns = True # dotted module name of an IPython extension to load. # c.InteractiveShellApp.extra_extension = '' # List of files to run at IPython startup. # c.InteractiveShellApp.exec_files = [] # A file to be run # c.InteractiveShellApp.file_to_run = '' #------------------------------------------------------------------------------ # TerminalIPythonApp configuration #------------------------------------------------------------------------------ # TerminalIPythonApp will inherit config from: BaseIPythonApplication, # Application, InteractiveShellApp # Run the file referenced by the PYTHONSTARTUP environment variable at IPython # startup. # c.TerminalIPythonApp.exec_PYTHONSTARTUP = True # Pre-load matplotlib and numpy for interactive use, selecting a particular # matplotlib backend and loop integration. # c.TerminalIPythonApp.pylab = None # Create a massive crash report when IPython encounters what may be an internal # error. The default is to append a short message to the usual traceback # c.TerminalIPythonApp.verbose_crash = False # Run the module as a script. # c.TerminalIPythonApp.module_to_run = '' # The date format used by logging formatters for %(asctime)s # c.TerminalIPythonApp.log_datefmt = '%Y-%m-%d %H:%M:%S' # Whether to overwrite existing config files when copying # c.TerminalIPythonApp.overwrite = False # Execute the given command string. # c.TerminalIPythonApp.code_to_run = '' # Set the log level by value or name. # c.TerminalIPythonApp.log_level = 30 # lines of code to run at IPython startup. # c.TerminalIPythonApp.exec_lines = [] # Suppress warning messages about legacy config files # c.TerminalIPythonApp.ignore_old_config = False # Path to an extra config file to load. # # If specified, load this config file in addition to any other IPython config. # c.TerminalIPythonApp.extra_config_file = u'' # Should variables loaded at startup (by startup files, exec_lines, etc.) be # hidden from tools like %who? # c.TerminalIPythonApp.hide_initial_ns = True # dotted module name of an IPython extension to load. # c.TerminalIPythonApp.extra_extension = '' # A file to be run # c.TerminalIPythonApp.file_to_run = '' # The IPython profile to use. # c.TerminalIPythonApp.profile = u'default' # Configure matplotlib for interactive use with the default matplotlib backend. # c.TerminalIPythonApp.matplotlib = None # If a command or file is given via the command-line, e.g. 'ipython foo.py', # start an interactive shell after executing the file or command. # c.TerminalIPythonApp.force_interact = False # If true, IPython will populate the user namespace with numpy, pylab, etc. and # an ``import *`` is done from numpy and pylab, when using pylab mode. # # When False, pylab mode should not import any names into the user namespace. # c.TerminalIPythonApp.pylab_import_all = True # The name of the IPython directory. This directory is used for logging # configuration (through profiles), history storage, etc. The default is usually # $HOME/.ipython. This option can also be specified through the environment # variable IPYTHONDIR. # c.TerminalIPythonApp.ipython_dir = u'' # Whether to display a banner upon starting IPython. # c.TerminalIPythonApp.display_banner = True # Whether to install the default config files into the profile dir. If a new # profile is being created, and IPython contains config files for that profile, # then they will be staged into the new directory. Otherwise, default config # files will be automatically generated. # c.TerminalIPythonApp.copy_config_files = False # List of files to run at IPython startup. # c.TerminalIPythonApp.exec_files = [] # Enable GUI event loop integration with any of ('glut', 'gtk', 'gtk3', 'osx', # 'pyglet', 'qt', 'qt5', 'tk', 'wx'). # c.TerminalIPythonApp.gui = None # Reraise exceptions encountered loading IPython extensions? # c.TerminalIPythonApp.reraise_ipython_extension_failures = False # A list of dotted module names of IPython extensions to load. # c.TerminalIPythonApp.extensions = [] # Start IPython quickly by skipping the loading of config files. # c.TerminalIPythonApp.quick = False # The Logging format template # c.TerminalIPythonApp.log_format = '[%(name)s]%(highlevel)s %(message)s' #------------------------------------------------------------------------------ # TerminalInteractiveShell configuration #------------------------------------------------------------------------------ # TerminalInteractiveShell will inherit config from: InteractiveShell # auto editing of files with syntax errors. # c.TerminalInteractiveShell.autoedit_syntax = False # Use colors for displaying information about objects. Because this information # is passed through a pager (like 'less'), and some pagers get confused with # color codes, this capability can be turned off. # c.TerminalInteractiveShell.color_info = True # A list of ast.NodeTransformer subclass instances, which will be applied to # user input before code is run. # c.TerminalInteractiveShell.ast_transformers = [] # # c.TerminalInteractiveShell.history_length = 10000 # Don't call post-execute functions that have failed in the past. # c.TerminalInteractiveShell.disable_failing_post_execute = False # Show rewritten input, e.g. for autocall. # c.TerminalInteractiveShell.show_rewritten_input = True # Set the color scheme (NoColor, Linux, or LightBG). # c.TerminalInteractiveShell.colors = 'LightBG' # If True, anything that would be passed to the pager will be displayed as # regular output instead. # c.TerminalInteractiveShell.display_page = False # Autoindent IPython code entered interactively. # c.TerminalInteractiveShell.autoindent = True # # c.TerminalInteractiveShell.separate_in = '\n' # Deprecated, use PromptManager.in2_template # c.TerminalInteractiveShell.prompt_in2 = ' .\\D.: ' # # c.TerminalInteractiveShell.separate_out = '' # Deprecated, use PromptManager.in_template # c.TerminalInteractiveShell.prompt_in1 = 'In [\\#]: ' # Make IPython automatically call any callable object even if you didn't type # explicit parentheses. For example, 'str 43' becomes 'str(43)' automatically. # The value can be '0' to disable the feature, '1' for 'smart' autocall, where # it is not applied if there are no more arguments on the line, and '2' for # 'full' autocall, where all callable objects are automatically called (even if # no arguments are present). # c.TerminalInteractiveShell.autocall = 0 # Number of lines of your screen, used to control printing of very long strings. # Strings longer than this number of lines will be sent through a pager instead # of directly printed. The default value for this is 0, which means IPython # will auto-detect your screen size every time it needs to print certain # potentially long strings (this doesn't change the behavior of the 'print' # keyword, it's only triggered internally). If for some reason this isn't # working well (it needs curses support), specify it yourself. Otherwise don't # change the default. # c.TerminalInteractiveShell.screen_length = 0 # Set the editor used by IPython (default to $EDITOR/vi/notepad). # c.TerminalInteractiveShell.editor = 'vi' # Deprecated, use PromptManager.justify # c.TerminalInteractiveShell.prompts_pad_left = True # The part of the banner to be printed before the profile # c.TerminalInteractiveShell.banner1 = 'Python 2.7.6 (default, Nov 18 2013, 15:12:51) \nType "copyright", "credits" or "license" for more information.\n\nIPython 3.2.0-dev -- An enhanced Interactive Python.\n? -> Introduction and overview of IPython\'s features.\n%quickref -> Quick reference.\nhelp -> Python\'s own help system.\nobject? -> Details about \'object\', use \'object??\' for extra details.\n' # # c.TerminalInteractiveShell.readline_parse_and_bind = ['tab: complete', '"\\C-l": clear-screen', 'set show-all-if-ambiguous on', '"\\C-o": tab-insert', '"\\C-r": reverse-search-history', '"\\C-s": forward-search-history', '"\\C-p": history-search-backward', '"\\C-n": history-search-forward', '"\\e[A": history-search-backward', '"\\e[B": history-search-forward', '"\\C-k": kill-line', '"\\C-u": unix-line-discard'] # The part of the banner to be printed after the profile # c.TerminalInteractiveShell.banner2 = '' # # c.TerminalInteractiveShell.separate_out2 = '' # # c.TerminalInteractiveShell.wildcards_case_sensitive = True # # c.TerminalInteractiveShell.debug = False # Set to confirm when you try to exit IPython with an EOF (Control-D in Unix, # Control-Z/Enter in Windows). By typing 'exit' or 'quit', you can force a # direct exit without any confirmation. # c.TerminalInteractiveShell.confirm_exit = True # # c.TerminalInteractiveShell.ipython_dir = '' # # c.TerminalInteractiveShell.readline_remove_delims = '-/~' # Start logging to the default log file in overwrite mode. Use `logappend` to # specify a log file to **append** logs to. # c.TerminalInteractiveShell.logstart = False # The name of the logfile to use. # c.TerminalInteractiveShell.logfile = '' # The shell program to be used for paging. # c.TerminalInteractiveShell.pager = 'less' # Enable magic commands to be called without the leading %. # c.TerminalInteractiveShell.automagic = True # Save multi-line entries as one entry in readline history # c.TerminalInteractiveShell.multiline_history = True # # c.TerminalInteractiveShell.readline_use = True # Enable deep (recursive) reloading by default. IPython can use the deep_reload # module which reloads changes in modules recursively (it replaces the reload() # function, so you don't need to change anything to use it). deep_reload() # forces a full reload of modules whose code may have changed, which the default # reload() function does not. When deep_reload is off, IPython will use the # normal reload(), but deep_reload will still be available as dreload(). # c.TerminalInteractiveShell.deep_reload = False # Start logging to the given file in append mode. Use `logfile` to specify a log # file to **overwrite** logs to. # c.TerminalInteractiveShell.logappend = '' # # c.TerminalInteractiveShell.xmode = 'Context' # # c.TerminalInteractiveShell.quiet = False # Enable auto setting the terminal title. # c.TerminalInteractiveShell.term_title = False # # c.TerminalInteractiveShell.object_info_string_level = 0 # Deprecated, use PromptManager.out_template # c.TerminalInteractiveShell.prompt_out = 'Out[\\#]: ' # Set the size of the output cache. The default is 1000, you can change it # permanently in your config file. Setting it to 0 completely disables the # caching system, and the minimum value accepted is 20 (if you provide a value # less than 20, it is reset to 0 and a warning is issued). This limit is # defined because otherwise you'll spend more time re-flushing a too small cache # than working # c.TerminalInteractiveShell.cache_size = 1000 # 'all', 'last', 'last_expr' or 'none', specifying which nodes should be run # interactively (displaying output from expressions). # c.TerminalInteractiveShell.ast_node_interactivity = 'last_expr' # Automatically call the pdb debugger after every exception. # c.TerminalInteractiveShell.pdb = False #------------------------------------------------------------------------------ # PromptManager configuration #------------------------------------------------------------------------------ # This is the primary interface for producing IPython's prompts. # Output prompt. '\#' will be transformed to the prompt number # c.PromptManager.out_template = 'Out[\\#]: ' # Continuation prompt. # c.PromptManager.in2_template = ' .\\D.: ' # If True (default), each prompt will be right-aligned with the preceding one. # c.PromptManager.justify = True # Input prompt. '\#' will be transformed to the prompt number # c.PromptManager.in_template = 'In [\\#]: ' # # c.PromptManager.color_scheme = 'Linux' #------------------------------------------------------------------------------ # HistoryManager configuration #------------------------------------------------------------------------------ # A class to organize all history-related functionality in one place. # HistoryManager will inherit config from: HistoryAccessor # Should the history database include output? (default: no) # c.HistoryManager.db_log_output = False # Write to database every x commands (higher values save disk access & power). # Values of 1 or less effectively disable caching. # c.HistoryManager.db_cache_size = 0 # Path to file to use for SQLite history database. # # By default, IPython will put the history database in the IPython profile # directory. If you would rather share one history among profiles, you can set # this value in each, so that they are consistent. # # Due to an issue with fcntl, SQLite is known to misbehave on some NFS mounts. # If you see IPython hanging, try setting this to something on a local disk, # e.g:: # # ipython --HistoryManager.hist_file=/tmp/ipython_hist.sqlite # c.HistoryManager.hist_file = u'' # Options for configuring the SQLite connection # # These options are passed as keyword args to sqlite3.connect when establishing # database conenctions. # c.HistoryManager.connection_options = {} # enable the SQLite history # # set enabled=False to disable the SQLite history, in which case there will be # no stored history, no SQLite connection, and no background saving thread. # This may be necessary in some threaded environments where IPython is embedded. # c.HistoryManager.enabled = True #------------------------------------------------------------------------------ # ProfileDir configuration #------------------------------------------------------------------------------ # An object to manage the profile directory and its resources. # # The profile directory is used by all IPython applications, to manage # configuration, logging and security. # # This object knows how to find, create and manage these directories. This # should be used by any code that wants to handle profiles. # Set the profile location directly. This overrides the logic used by the # `profile` option. # c.ProfileDir.location = u'' #------------------------------------------------------------------------------ # PlainTextFormatter configuration #------------------------------------------------------------------------------ # The default pretty-printer. # # This uses :mod:`IPython.lib.pretty` to compute the format data of the object. # If the object cannot be pretty printed, :func:`repr` is used. See the # documentation of :mod:`IPython.lib.pretty` for details on how to write pretty # printers. Here is a simple example:: # # def dtype_pprinter(obj, p, cycle): # if cycle: # return p.text('dtype(...)') # if hasattr(obj, 'fields'): # if obj.fields is None: # p.text(repr(obj)) # else: # p.begin_group(7, 'dtype([') # for i, field in enumerate(obj.descr): # if i > 0: # p.text(',') # p.breakable() # p.pretty(field) # p.end_group(7, '])') # PlainTextFormatter will inherit config from: BaseFormatter # # c.PlainTextFormatter.type_printers = {} # Truncate large collections (lists, dicts, tuples, sets) to this size. # # Set to 0 to disable truncation. # c.PlainTextFormatter.max_seq_length = 1000 # # c.PlainTextFormatter.float_precision = '' # # c.PlainTextFormatter.verbose = False # # c.PlainTextFormatter.deferred_printers = {} # # c.PlainTextFormatter.newline = '\n' # # c.PlainTextFormatter.max_width = 79 # # c.PlainTextFormatter.pprint = True # # c.PlainTextFormatter.singleton_printers = {} #------------------------------------------------------------------------------ # IPCompleter configuration #------------------------------------------------------------------------------ # Extension of the completer class with IPython-specific features # IPCompleter will inherit config from: Completer # Instruct the completer to omit private method names # # Specifically, when completing on ``object.<tab>``. # # When 2 [default]: all names that start with '_' will be excluded. # # When 1: all 'magic' names (``__foo__``) will be excluded. # # When 0: nothing will be excluded. # c.IPCompleter.omit__names = 2 # Whether to merge completion results into a single list # # If False, only the completion results from the first non-empty completer will # be returned. # c.IPCompleter.merge_completions = True # Instruct the completer to use __all__ for the completion # # Specifically, when completing on ``object.<tab>``. # # When True: only those names in obj.__all__ will be included. # # When False [default]: the __all__ attribute is ignored # c.IPCompleter.limit_to__all__ = False # Activate greedy completion # # This will enable completion on elements of lists, results of function calls, # etc., but can be unsafe because the code is actually evaluated on TAB. # c.IPCompleter.greedy = False #------------------------------------------------------------------------------ # ScriptMagics configuration #------------------------------------------------------------------------------ # Magics for talking to scripts # # This defines a base `%%script` cell magic for running a cell with a program in # a subprocess, and registers a few top-level magics that call %%script with # common interpreters. # Extra script cell magics to define # # This generates simple wrappers of `%%script foo` as `%%foo`. # # If you want to add script magics that aren't on your path, specify them in # script_paths # c.ScriptMagics.script_magics = [] # Dict mapping short 'ruby' names to full paths, such as '/opt/secret/bin/ruby' # # Only necessary for items in script_magics where the default path will not find # the right interpreter. # c.ScriptMagics.script_paths = {} #------------------------------------------------------------------------------ # StoreMagics configuration #------------------------------------------------------------------------------ # Lightweight persistence for python variables. # # Provides the %store magic. # If True, any %store-d variables will be automatically restored when IPython # starts. # c.StoreMagics.autorestore = False
mit
nvoron23/statsmodels
statsmodels/datasets/elnino/data.py
25
1779
"""El Nino dataset, 1950 - 2010""" __docformat__ = 'restructuredtext' COPYRIGHT = """This data is in the public domain.""" TITLE = """El Nino - Sea Surface Temperatures""" SOURCE = """ National Oceanic and Atmospheric Administration's National Weather Service ERSST.V3B dataset, Nino 1+2 http://www.cpc.ncep.noaa.gov/data/indices/ """ DESCRSHORT = """Averaged monthly sea surface temperature - Pacific Ocean.""" DESCRLONG = """This data contains the averaged monthly sea surface temperature in degrees Celcius of the Pacific Ocean, between 0-10 degrees South and 90-80 degrees West, from 1950 to 2010. This dataset was obtained from NOAA. """ NOTE = """:: Number of Observations - 61 x 12 Number of Variables - 1 Variable name definitions:: TEMPERATURE - average sea surface temperature in degrees Celcius (12 columns, one per month). """ from numpy import recfromtxt, column_stack, array from pandas import DataFrame from statsmodels.datasets.utils import Dataset from os.path import dirname, abspath def load(): """ Load the El Nino data and return a Dataset class. Returns ------- Dataset instance: See DATASET_PROPOSAL.txt for more information. Notes ----- The elnino Dataset instance does not contain endog and exog attributes. """ data = _get_data() names = data.dtype.names dataset = Dataset(data=data, names=names) return dataset def load_pandas(): dataset = load() dataset.data = DataFrame(dataset.data) return dataset def _get_data(): filepath = dirname(abspath(__file__)) data = recfromtxt(open(filepath + '/elnino.csv', 'rb'), delimiter=",", names=True, dtype=float) return data
bsd-3-clause
Yurlungur/pyballd
test/test_orthopoly.py
1
4408
#!/usr/bin/env python2 """ test_orthopoly.py Author: Jonah Miller ([email protected]) Time-stamp: <2017-06-28 20:30:18 (jmiller)> Tests the orthopoly module. """ from __future__ import print_function import matplotlib as mpl mpl.use("Agg") from matplotlib import pyplot as plt import numpy as np mpl.rcParams.update({'font.size':12}) import pyballd from pyballd.orthopoly import PseudoSpectralDiscretization2D XMIN,XMAX = -np.pi/2.,np.pi/2. YMIN,YMAX = 0,2*np.pi KX = 1 KY = 2 X_OVER_Y = 2 USE_FIGS_DIR=False f = lambda x,y: np.cos(KX*x)*np.sin(KY*y) dfdx = lambda x,y: -KX*np.sin(KX*x)*np.sin(KY*y) dfdx2 = lambda x,y: -KX*KX*np.cos(KX*x)*np.sin(KY*y) dfdy = lambda x,y: KY*np.cos(KX*x)*np.cos(KY*y) dfdy2 = lambda x,y: -KY*KY*np.cos(KX*x)*np.sin(KY*y) dfdxdy = lambda x,y: -KX*KY*np.sin(KX*x)*np.cos(KY*y) g = lambda x,y: dfdx2(x,y) + dfdy2(x,y) + dfdxdy(x,y) def test_derivatives_at_order(ordery): orderx = X_OVER_Y*ordery s = PseudoSpectralDiscretization2D(orderx,XMIN,XMAX, ordery,YMIN,YMAX) X,Y = s.get_x2d() f_ana = f(X,Y) g_ana = g(X,Y) g_num = (s.differentiate(f_ana,2,0) + s.differentiate(f_ana,0,2) + s.differentiate(f_ana,1,1)) delta_g = g_num - g_ana norm2dg = s.norm2(delta_g) return norm2dg def plot_test_function(orderx,ordery): s = PseudoSpectralDiscretization2D(orderx,XMIN,XMAX, ordery,YMIN,YMAX) X,Y = s.get_x2d() f_ana = f(X,Y) plt.pcolor(X,Y,f_ana) plt.xlabel('x',fontsize=16) plt.ylabel('y',fontsize=16) plt.xlim(XMIN,XMAX) plt.ylim(YMIN,YMAX) cb = plt.colorbar() cb.set_label(label=r'$\cos(x)\sin(2 y)$',fontsize=16) for postfix in ['.png','.pdf']: name = 'test_function'+postfix if USE_FIGS_DIR: name = 'figs/' + name plt.savefig(name, bbox_inches='tight') plt.clf() def test_derivatives(): orders = [4+(2*i) for i in range(12)] errors = [test_derivatives_at_order(o) for o in orders] plt.semilogy(orders,errors,'bo-',lw=2,ms=12) plt.xlabel('order in y-direction',fontsize=16) plt.ylabel(r'$|E|_2$',fontsize=16) for postfix in ['.png','.pdf']: name = 'orthopoly_errors'+postfix if USE_FIGS_DIR: name = 'figs/' + name plt.savefig(name, bbox_inches='tight') plt.clf() def test_interp_at_order(ordery): orderx = X_OVER_Y*ordery s = PseudoSpectralDiscretization2D(orderx,XMIN,XMAX, ordery,YMIN,YMAX) Xc,Yc = s.get_x2d() x = np.linspace(XMIN,XMAX,100) y = np.linspace(YMIN,YMAX,100) Xf,Yf = np.meshgrid(x,y,indexing='ij') f_coarse = f(Xc,Yc) f_fine = f(Xf,Yf) f_interpolator = s.to_continuum(f_coarse) f_num = f_interpolator(Xf,Yf) delta = f_num - f_fine return np.max(np.abs(delta)) def plot_interpolation(orderx,ordery): s = PseudoSpectralDiscretization2D(orderx,XMIN,XMAX, ordery,YMIN,YMAX) Xc,Yc = s.get_x2d() x = np.linspace(XMIN,XMAX,100) y = np.linspace(YMIN,YMAX,100) Xf,Yf = np.meshgrid(x,y,indexing='ij') f_coarse = f(Xc,Yc) f_interpolator = s.to_continuum(f_coarse) f_num = f_interpolator(Xf,Yf) plt.pcolor(Xf,Yf,f_num) cb = plt.colorbar() cb.set_label('interpolated function',fontsize=16) plt.xlabel('x') plt.ylabel('y') for postfix in ['.png','.pdf']: name = 'orthopoly_interpolated_function'+postfix if USE_FIGS_DIR: name = 'figs/' + name plt.savefig(name, bbox_inches='tight') plt.clf() def test_interpolation(): xfine = np.linspace(XMIN,XMAX,100) yfine = np.linspace(YMIN,YMAX,100) orders = [4+(2*i) for i in range(12)] errors = [test_interp_at_order(o) for o in orders] plt.semilogy(orders,errors,'bo-',lw=2,ms=12) plt.xlabel('order in y-direction',fontsize=16) plt.ylabel('max(interpolation error)',fontsize=16) for postfix in ['.png','.pdf']: name = 'orthopoly_interp_errors'+postfix if USE_FIGS_DIR: name = 'figs/' + name plt.savefig(name, bbox_inches='tight') plt.clf() if __name__ == "__main__": plot_test_function(80,160) test_derivatives() plot_interpolation(10,20) test_interpolation()
lgpl-3.0
rajat1994/scikit-learn
sklearn/linear_model/stochastic_gradient.py
130
50966
# Authors: Peter Prettenhofer <[email protected]> (main author) # Mathieu Blondel (partial_fit support) # # License: BSD 3 clause """Classification and regression using Stochastic Gradient Descent (SGD).""" import numpy as np import scipy.sparse as sp from abc import ABCMeta, abstractmethod from ..externals.joblib import Parallel, delayed from .base import LinearClassifierMixin, SparseCoefMixin from ..base import BaseEstimator, RegressorMixin from ..feature_selection.from_model import _LearntSelectorMixin from ..utils import (check_array, check_random_state, check_X_y, deprecated) from ..utils.extmath import safe_sparse_dot from ..utils.multiclass import _check_partial_fit_first_call from ..utils.validation import check_is_fitted from ..externals import six from .sgd_fast import plain_sgd, average_sgd from ..utils.fixes import astype from ..utils.seq_dataset import ArrayDataset, CSRDataset from ..utils import compute_class_weight from .sgd_fast import Hinge from .sgd_fast import SquaredHinge from .sgd_fast import Log from .sgd_fast import ModifiedHuber from .sgd_fast import SquaredLoss from .sgd_fast import Huber from .sgd_fast import EpsilonInsensitive from .sgd_fast import SquaredEpsilonInsensitive LEARNING_RATE_TYPES = {"constant": 1, "optimal": 2, "invscaling": 3, "pa1": 4, "pa2": 5} PENALTY_TYPES = {"none": 0, "l2": 2, "l1": 1, "elasticnet": 3} SPARSE_INTERCEPT_DECAY = 0.01 """For sparse data intercept updates are scaled by this decay factor to avoid intercept oscillation.""" DEFAULT_EPSILON = 0.1 """Default value of ``epsilon`` parameter. """ class BaseSGD(six.with_metaclass(ABCMeta, BaseEstimator, SparseCoefMixin)): """Base class for SGD classification and regression.""" def __init__(self, loss, penalty='l2', alpha=0.0001, C=1.0, l1_ratio=0.15, fit_intercept=True, n_iter=5, shuffle=True, verbose=0, epsilon=0.1, random_state=None, learning_rate="optimal", eta0=0.0, power_t=0.5, warm_start=False, average=False): self.loss = loss self.penalty = penalty self.learning_rate = learning_rate self.epsilon = epsilon self.alpha = alpha self.C = C self.l1_ratio = l1_ratio self.fit_intercept = fit_intercept self.n_iter = n_iter self.shuffle = shuffle self.random_state = random_state self.verbose = verbose self.eta0 = eta0 self.power_t = power_t self.warm_start = warm_start self.average = average self._validate_params() self.coef_ = None if self.average > 0: self.standard_coef_ = None self.average_coef_ = None # iteration count for learning rate schedule # must not be int (e.g. if ``learning_rate=='optimal'``) self.t_ = None def set_params(self, *args, **kwargs): super(BaseSGD, self).set_params(*args, **kwargs) self._validate_params() return self @abstractmethod def fit(self, X, y): """Fit model.""" def _validate_params(self): """Validate input params. """ if not isinstance(self.shuffle, bool): raise ValueError("shuffle must be either True or False") if self.n_iter <= 0: raise ValueError("n_iter must be > zero") if not (0.0 <= self.l1_ratio <= 1.0): raise ValueError("l1_ratio must be in [0, 1]") if self.alpha < 0.0: raise ValueError("alpha must be >= 0") if self.learning_rate in ("constant", "invscaling"): if self.eta0 <= 0.0: raise ValueError("eta0 must be > 0") # raises ValueError if not registered self._get_penalty_type(self.penalty) self._get_learning_rate_type(self.learning_rate) if self.loss not in self.loss_functions: raise ValueError("The loss %s is not supported. " % self.loss) def _get_loss_function(self, loss): """Get concrete ``LossFunction`` object for str ``loss``. """ try: loss_ = self.loss_functions[loss] loss_class, args = loss_[0], loss_[1:] if loss in ('huber', 'epsilon_insensitive', 'squared_epsilon_insensitive'): args = (self.epsilon, ) return loss_class(*args) except KeyError: raise ValueError("The loss %s is not supported. " % loss) def _get_learning_rate_type(self, learning_rate): try: return LEARNING_RATE_TYPES[learning_rate] except KeyError: raise ValueError("learning rate %s " "is not supported. " % learning_rate) def _get_penalty_type(self, penalty): penalty = str(penalty).lower() try: return PENALTY_TYPES[penalty] except KeyError: raise ValueError("Penalty %s is not supported. " % penalty) def _validate_sample_weight(self, sample_weight, n_samples): """Set the sample weight array.""" if sample_weight is None: # uniform sample weights sample_weight = np.ones(n_samples, dtype=np.float64, order='C') else: # user-provided array sample_weight = np.asarray(sample_weight, dtype=np.float64, order="C") if sample_weight.shape[0] != n_samples: raise ValueError("Shapes of X and sample_weight do not match.") return sample_weight def _allocate_parameter_mem(self, n_classes, n_features, coef_init=None, intercept_init=None): """Allocate mem for parameters; initialize if provided.""" if n_classes > 2: # allocate coef_ for multi-class if coef_init is not None: coef_init = np.asarray(coef_init, order="C") if coef_init.shape != (n_classes, n_features): raise ValueError("Provided ``coef_`` does not match dataset. ") self.coef_ = coef_init else: self.coef_ = np.zeros((n_classes, n_features), dtype=np.float64, order="C") # allocate intercept_ for multi-class if intercept_init is not None: intercept_init = np.asarray(intercept_init, order="C") if intercept_init.shape != (n_classes, ): raise ValueError("Provided intercept_init " "does not match dataset.") self.intercept_ = intercept_init else: self.intercept_ = np.zeros(n_classes, dtype=np.float64, order="C") else: # allocate coef_ for binary problem if coef_init is not None: coef_init = np.asarray(coef_init, dtype=np.float64, order="C") coef_init = coef_init.ravel() if coef_init.shape != (n_features,): raise ValueError("Provided coef_init does not " "match dataset.") self.coef_ = coef_init else: self.coef_ = np.zeros(n_features, dtype=np.float64, order="C") # allocate intercept_ for binary problem if intercept_init is not None: intercept_init = np.asarray(intercept_init, dtype=np.float64) if intercept_init.shape != (1,) and intercept_init.shape != (): raise ValueError("Provided intercept_init " "does not match dataset.") self.intercept_ = intercept_init.reshape(1,) else: self.intercept_ = np.zeros(1, dtype=np.float64, order="C") # initialize average parameters if self.average > 0: self.standard_coef_ = self.coef_ self.standard_intercept_ = self.intercept_ self.average_coef_ = np.zeros(self.coef_.shape, dtype=np.float64, order="C") self.average_intercept_ = np.zeros(self.standard_intercept_.shape, dtype=np.float64, order="C") def _make_dataset(X, y_i, sample_weight): """Create ``Dataset`` abstraction for sparse and dense inputs. This also returns the ``intercept_decay`` which is different for sparse datasets. """ if sp.issparse(X): dataset = CSRDataset(X.data, X.indptr, X.indices, y_i, sample_weight) intercept_decay = SPARSE_INTERCEPT_DECAY else: dataset = ArrayDataset(X, y_i, sample_weight) intercept_decay = 1.0 return dataset, intercept_decay def _prepare_fit_binary(est, y, i): """Initialization for fit_binary. Returns y, coef, intercept. """ y_i = np.ones(y.shape, dtype=np.float64, order="C") y_i[y != est.classes_[i]] = -1.0 average_intercept = 0 average_coef = None if len(est.classes_) == 2: if not est.average: coef = est.coef_.ravel() intercept = est.intercept_[0] else: coef = est.standard_coef_.ravel() intercept = est.standard_intercept_[0] average_coef = est.average_coef_.ravel() average_intercept = est.average_intercept_[0] else: if not est.average: coef = est.coef_[i] intercept = est.intercept_[i] else: coef = est.standard_coef_[i] intercept = est.standard_intercept_[i] average_coef = est.average_coef_[i] average_intercept = est.average_intercept_[i] return y_i, coef, intercept, average_coef, average_intercept def fit_binary(est, i, X, y, alpha, C, learning_rate, n_iter, pos_weight, neg_weight, sample_weight): """Fit a single binary classifier. The i'th class is considered the "positive" class. """ # if average is not true, average_coef, and average_intercept will be # unused y_i, coef, intercept, average_coef, average_intercept = \ _prepare_fit_binary(est, y, i) assert y_i.shape[0] == y.shape[0] == sample_weight.shape[0] dataset, intercept_decay = _make_dataset(X, y_i, sample_weight) penalty_type = est._get_penalty_type(est.penalty) learning_rate_type = est._get_learning_rate_type(learning_rate) # XXX should have random_state_! random_state = check_random_state(est.random_state) # numpy mtrand expects a C long which is a signed 32 bit integer under # Windows seed = random_state.randint(0, np.iinfo(np.int32).max) if not est.average: return plain_sgd(coef, intercept, est.loss_function, penalty_type, alpha, C, est.l1_ratio, dataset, n_iter, int(est.fit_intercept), int(est.verbose), int(est.shuffle), seed, pos_weight, neg_weight, learning_rate_type, est.eta0, est.power_t, est.t_, intercept_decay) else: standard_coef, standard_intercept, average_coef, \ average_intercept = average_sgd(coef, intercept, average_coef, average_intercept, est.loss_function, penalty_type, alpha, C, est.l1_ratio, dataset, n_iter, int(est.fit_intercept), int(est.verbose), int(est.shuffle), seed, pos_weight, neg_weight, learning_rate_type, est.eta0, est.power_t, est.t_, intercept_decay, est.average) if len(est.classes_) == 2: est.average_intercept_[0] = average_intercept else: est.average_intercept_[i] = average_intercept return standard_coef, standard_intercept class BaseSGDClassifier(six.with_metaclass(ABCMeta, BaseSGD, LinearClassifierMixin)): loss_functions = { "hinge": (Hinge, 1.0), "squared_hinge": (SquaredHinge, 1.0), "perceptron": (Hinge, 0.0), "log": (Log, ), "modified_huber": (ModifiedHuber, ), "squared_loss": (SquaredLoss, ), "huber": (Huber, DEFAULT_EPSILON), "epsilon_insensitive": (EpsilonInsensitive, DEFAULT_EPSILON), "squared_epsilon_insensitive": (SquaredEpsilonInsensitive, DEFAULT_EPSILON), } @abstractmethod def __init__(self, loss="hinge", penalty='l2', alpha=0.0001, l1_ratio=0.15, fit_intercept=True, n_iter=5, shuffle=True, verbose=0, epsilon=DEFAULT_EPSILON, n_jobs=1, random_state=None, learning_rate="optimal", eta0=0.0, power_t=0.5, class_weight=None, warm_start=False, average=False): super(BaseSGDClassifier, self).__init__(loss=loss, penalty=penalty, alpha=alpha, l1_ratio=l1_ratio, fit_intercept=fit_intercept, n_iter=n_iter, shuffle=shuffle, verbose=verbose, epsilon=epsilon, random_state=random_state, learning_rate=learning_rate, eta0=eta0, power_t=power_t, warm_start=warm_start, average=average) self.class_weight = class_weight self.classes_ = None self.n_jobs = int(n_jobs) def _partial_fit(self, X, y, alpha, C, loss, learning_rate, n_iter, classes, sample_weight, coef_init, intercept_init): X, y = check_X_y(X, y, 'csr', dtype=np.float64, order="C") n_samples, n_features = X.shape self._validate_params() _check_partial_fit_first_call(self, classes) n_classes = self.classes_.shape[0] # Allocate datastructures from input arguments self._expanded_class_weight = compute_class_weight(self.class_weight, self.classes_, y) sample_weight = self._validate_sample_weight(sample_weight, n_samples) if self.coef_ is None or coef_init is not None: self._allocate_parameter_mem(n_classes, n_features, coef_init, intercept_init) elif n_features != self.coef_.shape[-1]: raise ValueError("Number of features %d does not match previous data %d." % (n_features, self.coef_.shape[-1])) self.loss_function = self._get_loss_function(loss) if self.t_ is None: self.t_ = 1.0 # delegate to concrete training procedure if n_classes > 2: self._fit_multiclass(X, y, alpha=alpha, C=C, learning_rate=learning_rate, sample_weight=sample_weight, n_iter=n_iter) elif n_classes == 2: self._fit_binary(X, y, alpha=alpha, C=C, learning_rate=learning_rate, sample_weight=sample_weight, n_iter=n_iter) else: raise ValueError("The number of class labels must be " "greater than one.") return self def _fit(self, X, y, alpha, C, loss, learning_rate, coef_init=None, intercept_init=None, sample_weight=None): if hasattr(self, "classes_"): self.classes_ = None X, y = check_X_y(X, y, 'csr', dtype=np.float64, order="C") n_samples, n_features = X.shape # labels can be encoded as float, int, or string literals # np.unique sorts in asc order; largest class id is positive class classes = np.unique(y) if self.warm_start and self.coef_ is not None: if coef_init is None: coef_init = self.coef_ if intercept_init is None: intercept_init = self.intercept_ else: self.coef_ = None self.intercept_ = None if self.average > 0: self.standard_coef_ = self.coef_ self.standard_intercept_ = self.intercept_ self.average_coef_ = None self.average_intercept_ = None # Clear iteration count for multiple call to fit. self.t_ = None self._partial_fit(X, y, alpha, C, loss, learning_rate, self.n_iter, classes, sample_weight, coef_init, intercept_init) return self def _fit_binary(self, X, y, alpha, C, sample_weight, learning_rate, n_iter): """Fit a binary classifier on X and y. """ coef, intercept = fit_binary(self, 1, X, y, alpha, C, learning_rate, n_iter, self._expanded_class_weight[1], self._expanded_class_weight[0], sample_weight) self.t_ += n_iter * X.shape[0] # need to be 2d if self.average > 0: if self.average <= self.t_ - 1: self.coef_ = self.average_coef_.reshape(1, -1) self.intercept_ = self.average_intercept_ else: self.coef_ = self.standard_coef_.reshape(1, -1) self.standard_intercept_ = np.atleast_1d(intercept) self.intercept_ = self.standard_intercept_ else: self.coef_ = coef.reshape(1, -1) # intercept is a float, need to convert it to an array of length 1 self.intercept_ = np.atleast_1d(intercept) def _fit_multiclass(self, X, y, alpha, C, learning_rate, sample_weight, n_iter): """Fit a multi-class classifier by combining binary classifiers Each binary classifier predicts one class versus all others. This strategy is called OVA: One Versus All. """ # Use joblib to fit OvA in parallel. result = Parallel(n_jobs=self.n_jobs, backend="threading", verbose=self.verbose)( delayed(fit_binary)(self, i, X, y, alpha, C, learning_rate, n_iter, self._expanded_class_weight[i], 1., sample_weight) for i in range(len(self.classes_))) for i, (_, intercept) in enumerate(result): self.intercept_[i] = intercept self.t_ += n_iter * X.shape[0] if self.average > 0: if self.average <= self.t_ - 1.0: self.coef_ = self.average_coef_ self.intercept_ = self.average_intercept_ else: self.coef_ = self.standard_coef_ self.standard_intercept_ = np.atleast_1d(intercept) self.intercept_ = self.standard_intercept_ def partial_fit(self, X, y, classes=None, sample_weight=None): """Fit linear model with Stochastic Gradient Descent. Parameters ---------- X : {array-like, sparse matrix}, shape (n_samples, n_features) Subset of the training data y : numpy array, shape (n_samples,) Subset of the target values classes : array, shape (n_classes,) Classes across all calls to partial_fit. Can be obtained by via `np.unique(y_all)`, where y_all is the target vector of the entire dataset. This argument is required for the first call to partial_fit and can be omitted in the subsequent calls. Note that y doesn't need to contain all labels in `classes`. sample_weight : array-like, shape (n_samples,), optional Weights applied to individual samples. If not provided, uniform weights are assumed. Returns ------- self : returns an instance of self. """ if self.class_weight in ['balanced', 'auto']: raise ValueError("class_weight '{0}' is not supported for " "partial_fit. In order to use 'balanced' weights, " "use compute_class_weight('{0}', classes, y). " "In place of y you can us a large enough sample " "of the full training set target to properly " "estimate the class frequency distributions. " "Pass the resulting weights as the class_weight " "parameter.".format(self.class_weight)) return self._partial_fit(X, y, alpha=self.alpha, C=1.0, loss=self.loss, learning_rate=self.learning_rate, n_iter=1, classes=classes, sample_weight=sample_weight, coef_init=None, intercept_init=None) def fit(self, X, y, coef_init=None, intercept_init=None, sample_weight=None): """Fit linear model with Stochastic Gradient Descent. Parameters ---------- X : {array-like, sparse matrix}, shape (n_samples, n_features) Training data y : numpy array, shape (n_samples,) Target values coef_init : array, shape (n_classes, n_features) The initial coefficients to warm-start the optimization. intercept_init : array, shape (n_classes,) The initial intercept to warm-start the optimization. sample_weight : array-like, shape (n_samples,), optional Weights applied to individual samples. If not provided, uniform weights are assumed. These weights will be multiplied with class_weight (passed through the contructor) if class_weight is specified Returns ------- self : returns an instance of self. """ return self._fit(X, y, alpha=self.alpha, C=1.0, loss=self.loss, learning_rate=self.learning_rate, coef_init=coef_init, intercept_init=intercept_init, sample_weight=sample_weight) class SGDClassifier(BaseSGDClassifier, _LearntSelectorMixin): """Linear classifiers (SVM, logistic regression, a.o.) with SGD training. This estimator implements regularized linear models with stochastic gradient descent (SGD) learning: the gradient of the loss is estimated each sample at a time and the model is updated along the way with a decreasing strength schedule (aka learning rate). SGD allows minibatch (online/out-of-core) learning, see the partial_fit method. For best results using the default learning rate schedule, the data should have zero mean and unit variance. This implementation works with data represented as dense or sparse arrays of floating point values for the features. The model it fits can be controlled with the loss parameter; by default, it fits a linear support vector machine (SVM). The regularizer is a penalty added to the loss function that shrinks model parameters towards the zero vector using either the squared euclidean norm L2 or the absolute norm L1 or a combination of both (Elastic Net). If the parameter update crosses the 0.0 value because of the regularizer, the update is truncated to 0.0 to allow for learning sparse models and achieve online feature selection. Read more in the :ref:`User Guide <sgd>`. Parameters ---------- loss : str, 'hinge', 'log', 'modified_huber', 'squared_hinge',\ 'perceptron', or a regression loss: 'squared_loss', 'huber',\ 'epsilon_insensitive', or 'squared_epsilon_insensitive' The loss function to be used. Defaults to 'hinge', which gives a linear SVM. The 'log' loss gives logistic regression, a probabilistic classifier. 'modified_huber' is another smooth loss that brings tolerance to outliers as well as probability estimates. 'squared_hinge' is like hinge but is quadratically penalized. 'perceptron' is the linear loss used by the perceptron algorithm. The other losses are designed for regression but can be useful in classification as well; see SGDRegressor for a description. penalty : str, 'none', 'l2', 'l1', or 'elasticnet' The penalty (aka regularization term) to be used. Defaults to 'l2' which is the standard regularizer for linear SVM models. 'l1' and 'elasticnet' might bring sparsity to the model (feature selection) not achievable with 'l2'. alpha : float Constant that multiplies the regularization term. Defaults to 0.0001 l1_ratio : float The Elastic Net mixing parameter, with 0 <= l1_ratio <= 1. l1_ratio=0 corresponds to L2 penalty, l1_ratio=1 to L1. Defaults to 0.15. fit_intercept : bool Whether the intercept should be estimated or not. If False, the data is assumed to be already centered. Defaults to True. n_iter : int, optional The number of passes over the training data (aka epochs). The number of iterations is set to 1 if using partial_fit. Defaults to 5. shuffle : bool, optional Whether or not the training data should be shuffled after each epoch. Defaults to True. random_state : int seed, RandomState instance, or None (default) The seed of the pseudo random number generator to use when shuffling the data. verbose : integer, optional The verbosity level epsilon : float Epsilon in the epsilon-insensitive loss functions; only if `loss` is 'huber', 'epsilon_insensitive', or 'squared_epsilon_insensitive'. For 'huber', determines the threshold at which it becomes less important to get the prediction exactly right. For epsilon-insensitive, any differences between the current prediction and the correct label are ignored if they are less than this threshold. n_jobs : integer, optional The number of CPUs to use to do the OVA (One Versus All, for multi-class problems) computation. -1 means 'all CPUs'. Defaults to 1. learning_rate : string, optional The learning rate schedule: constant: eta = eta0 optimal: eta = 1.0 / (t + t0) [default] invscaling: eta = eta0 / pow(t, power_t) where t0 is chosen by a heuristic proposed by Leon Bottou. eta0 : double The initial learning rate for the 'constant' or 'invscaling' schedules. The default value is 0.0 as eta0 is not used by the default schedule 'optimal'. power_t : double The exponent for inverse scaling learning rate [default 0.5]. class_weight : dict, {class_label: weight} or "balanced" or None, optional Preset for the class_weight fit parameter. Weights associated with classes. If not given, all classes are supposed to have weight one. The "balanced" mode uses the values of y to automatically adjust weights inversely proportional to class frequencies in the input data as ``n_samples / (n_classes * np.bincount(y))`` 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. average : bool or int, optional When set to True, computes the averaged SGD weights and stores the result in the ``coef_`` attribute. If set to an int greater than 1, averaging will begin once the total number of samples seen reaches average. So average=10 will begin averaging after seeing 10 samples. Attributes ---------- coef_ : array, shape (1, n_features) if n_classes == 2 else (n_classes,\ n_features) Weights assigned to the features. intercept_ : array, shape (1,) if n_classes == 2 else (n_classes,) Constants in decision function. Examples -------- >>> import numpy as np >>> from sklearn import linear_model >>> X = np.array([[-1, -1], [-2, -1], [1, 1], [2, 1]]) >>> Y = np.array([1, 1, 2, 2]) >>> clf = linear_model.SGDClassifier() >>> clf.fit(X, Y) ... #doctest: +NORMALIZE_WHITESPACE SGDClassifier(alpha=0.0001, average=False, class_weight=None, epsilon=0.1, eta0=0.0, fit_intercept=True, l1_ratio=0.15, learning_rate='optimal', loss='hinge', n_iter=5, n_jobs=1, penalty='l2', power_t=0.5, random_state=None, shuffle=True, verbose=0, warm_start=False) >>> print(clf.predict([[-0.8, -1]])) [1] See also -------- LinearSVC, LogisticRegression, Perceptron """ def __init__(self, loss="hinge", penalty='l2', alpha=0.0001, l1_ratio=0.15, fit_intercept=True, n_iter=5, shuffle=True, verbose=0, epsilon=DEFAULT_EPSILON, n_jobs=1, random_state=None, learning_rate="optimal", eta0=0.0, power_t=0.5, class_weight=None, warm_start=False, average=False): super(SGDClassifier, self).__init__( loss=loss, penalty=penalty, alpha=alpha, l1_ratio=l1_ratio, fit_intercept=fit_intercept, n_iter=n_iter, shuffle=shuffle, verbose=verbose, epsilon=epsilon, n_jobs=n_jobs, random_state=random_state, learning_rate=learning_rate, eta0=eta0, power_t=power_t, class_weight=class_weight, warm_start=warm_start, average=average) def _check_proba(self): check_is_fitted(self, "t_") if self.loss not in ("log", "modified_huber"): raise AttributeError("probability estimates are not available for" " loss=%r" % self.loss) @property def predict_proba(self): """Probability estimates. This method is only available for log loss and modified Huber loss. Multiclass probability estimates are derived from binary (one-vs.-rest) estimates by simple normalization, as recommended by Zadrozny and Elkan. Binary probability estimates for loss="modified_huber" are given by (clip(decision_function(X), -1, 1) + 1) / 2. Parameters ---------- X : {array-like, sparse matrix}, shape (n_samples, n_features) Returns ------- array, shape (n_samples, n_classes) Returns the probability of the sample for each class in the model, where classes are ordered as they are in `self.classes_`. References ---------- Zadrozny and Elkan, "Transforming classifier scores into multiclass probability estimates", SIGKDD'02, http://www.research.ibm.com/people/z/zadrozny/kdd2002-Transf.pdf The justification for the formula in the loss="modified_huber" case is in the appendix B in: http://jmlr.csail.mit.edu/papers/volume2/zhang02c/zhang02c.pdf """ self._check_proba() return self._predict_proba def _predict_proba(self, X): if self.loss == "log": return self._predict_proba_lr(X) elif self.loss == "modified_huber": binary = (len(self.classes_) == 2) scores = self.decision_function(X) if binary: prob2 = np.ones((scores.shape[0], 2)) prob = prob2[:, 1] else: prob = scores np.clip(scores, -1, 1, prob) prob += 1. prob /= 2. if binary: prob2[:, 0] -= prob prob = prob2 else: # the above might assign zero to all classes, which doesn't # normalize neatly; work around this to produce uniform # probabilities prob_sum = prob.sum(axis=1) all_zero = (prob_sum == 0) if np.any(all_zero): prob[all_zero, :] = 1 prob_sum[all_zero] = len(self.classes_) # normalize prob /= prob_sum.reshape((prob.shape[0], -1)) return prob else: raise NotImplementedError("predict_(log_)proba only supported when" " loss='log' or loss='modified_huber' " "(%r given)" % self.loss) @property def predict_log_proba(self): """Log of probability estimates. This method is only available for log loss and modified Huber loss. When loss="modified_huber", probability estimates may be hard zeros and ones, so taking the logarithm is not possible. See ``predict_proba`` for details. Parameters ---------- X : array-like, shape (n_samples, n_features) Returns ------- T : array-like, shape (n_samples, n_classes) Returns the log-probability of the sample for each class in the model, where classes are ordered as they are in `self.classes_`. """ self._check_proba() return self._predict_log_proba def _predict_log_proba(self, X): return np.log(self.predict_proba(X)) class BaseSGDRegressor(BaseSGD, RegressorMixin): loss_functions = { "squared_loss": (SquaredLoss, ), "huber": (Huber, DEFAULT_EPSILON), "epsilon_insensitive": (EpsilonInsensitive, DEFAULT_EPSILON), "squared_epsilon_insensitive": (SquaredEpsilonInsensitive, DEFAULT_EPSILON), } @abstractmethod def __init__(self, loss="squared_loss", penalty="l2", alpha=0.0001, l1_ratio=0.15, fit_intercept=True, n_iter=5, shuffle=True, verbose=0, epsilon=DEFAULT_EPSILON, random_state=None, learning_rate="invscaling", eta0=0.01, power_t=0.25, warm_start=False, average=False): super(BaseSGDRegressor, self).__init__(loss=loss, penalty=penalty, alpha=alpha, l1_ratio=l1_ratio, fit_intercept=fit_intercept, n_iter=n_iter, shuffle=shuffle, verbose=verbose, epsilon=epsilon, random_state=random_state, learning_rate=learning_rate, eta0=eta0, power_t=power_t, warm_start=warm_start, average=average) def _partial_fit(self, X, y, alpha, C, loss, learning_rate, n_iter, sample_weight, coef_init, intercept_init): X, y = check_X_y(X, y, "csr", copy=False, order='C', dtype=np.float64) y = astype(y, np.float64, copy=False) n_samples, n_features = X.shape self._validate_params() # Allocate datastructures from input arguments sample_weight = self._validate_sample_weight(sample_weight, n_samples) if self.coef_ is None: self._allocate_parameter_mem(1, n_features, coef_init, intercept_init) elif n_features != self.coef_.shape[-1]: raise ValueError("Number of features %d does not match previous data %d." % (n_features, self.coef_.shape[-1])) if self.average > 0 and self.average_coef_ is None: self.average_coef_ = np.zeros(n_features, dtype=np.float64, order="C") self.average_intercept_ = np.zeros(1, dtype=np.float64, order="C") self._fit_regressor(X, y, alpha, C, loss, learning_rate, sample_weight, n_iter) return self def partial_fit(self, X, y, sample_weight=None): """Fit linear model with Stochastic Gradient Descent. Parameters ---------- X : {array-like, sparse matrix}, shape (n_samples, n_features) Subset of training data y : numpy array of shape (n_samples,) Subset of target values sample_weight : array-like, shape (n_samples,), optional Weights applied to individual samples. If not provided, uniform weights are assumed. Returns ------- self : returns an instance of self. """ return self._partial_fit(X, y, self.alpha, C=1.0, loss=self.loss, learning_rate=self.learning_rate, n_iter=1, sample_weight=sample_weight, coef_init=None, intercept_init=None) def _fit(self, X, y, alpha, C, loss, learning_rate, coef_init=None, intercept_init=None, sample_weight=None): if self.warm_start and self.coef_ is not None: if coef_init is None: coef_init = self.coef_ if intercept_init is None: intercept_init = self.intercept_ else: self.coef_ = None self.intercept_ = None if self.average > 0: self.standard_intercept_ = self.intercept_ self.standard_coef_ = self.coef_ self.average_coef_ = None self.average_intercept_ = None # Clear iteration count for multiple call to fit. self.t_ = None return self._partial_fit(X, y, alpha, C, loss, learning_rate, self.n_iter, sample_weight, coef_init, intercept_init) def fit(self, X, y, coef_init=None, intercept_init=None, sample_weight=None): """Fit linear model with Stochastic Gradient Descent. Parameters ---------- X : {array-like, sparse matrix}, shape (n_samples, n_features) Training data y : numpy array, shape (n_samples,) Target values coef_init : array, shape (n_features,) The initial coefficients to warm-start the optimization. intercept_init : array, shape (1,) The initial intercept to warm-start the optimization. sample_weight : array-like, shape (n_samples,), optional Weights applied to individual samples (1. for unweighted). Returns ------- self : returns an instance of self. """ return self._fit(X, y, alpha=self.alpha, C=1.0, loss=self.loss, learning_rate=self.learning_rate, coef_init=coef_init, intercept_init=intercept_init, sample_weight=sample_weight) @deprecated(" and will be removed in 0.19.") def decision_function(self, X): """Predict using the linear model Parameters ---------- X : {array-like, sparse matrix}, shape (n_samples, n_features) Returns ------- array, shape (n_samples,) Predicted target values per element in X. """ return self._decision_function(X) def _decision_function(self, X): """Predict using the linear model Parameters ---------- X : {array-like, sparse matrix}, shape (n_samples, n_features) Returns ------- array, shape (n_samples,) Predicted target values per element in X. """ check_is_fitted(self, ["t_", "coef_", "intercept_"], all_or_any=all) X = check_array(X, accept_sparse='csr') scores = safe_sparse_dot(X, self.coef_.T, dense_output=True) + self.intercept_ return scores.ravel() def predict(self, X): """Predict using the linear model Parameters ---------- X : {array-like, sparse matrix}, shape (n_samples, n_features) Returns ------- array, shape (n_samples,) Predicted target values per element in X. """ return self._decision_function(X) def _fit_regressor(self, X, y, alpha, C, loss, learning_rate, sample_weight, n_iter): dataset, intercept_decay = _make_dataset(X, y, sample_weight) loss_function = self._get_loss_function(loss) penalty_type = self._get_penalty_type(self.penalty) learning_rate_type = self._get_learning_rate_type(learning_rate) if self.t_ is None: self.t_ = 1.0 random_state = check_random_state(self.random_state) # numpy mtrand expects a C long which is a signed 32 bit integer under # Windows seed = random_state.randint(0, np.iinfo(np.int32).max) if self.average > 0: self.standard_coef_, self.standard_intercept_, \ self.average_coef_, self.average_intercept_ =\ average_sgd(self.standard_coef_, self.standard_intercept_[0], self.average_coef_, self.average_intercept_[0], loss_function, penalty_type, alpha, C, self.l1_ratio, dataset, n_iter, int(self.fit_intercept), int(self.verbose), int(self.shuffle), seed, 1.0, 1.0, learning_rate_type, self.eta0, self.power_t, self.t_, intercept_decay, self.average) self.average_intercept_ = np.atleast_1d(self.average_intercept_) self.standard_intercept_ = np.atleast_1d(self.standard_intercept_) self.t_ += n_iter * X.shape[0] if self.average <= self.t_ - 1.0: self.coef_ = self.average_coef_ self.intercept_ = self.average_intercept_ else: self.coef_ = self.standard_coef_ self.intercept_ = self.standard_intercept_ else: self.coef_, self.intercept_ = \ plain_sgd(self.coef_, self.intercept_[0], loss_function, penalty_type, alpha, C, self.l1_ratio, dataset, n_iter, int(self.fit_intercept), int(self.verbose), int(self.shuffle), seed, 1.0, 1.0, learning_rate_type, self.eta0, self.power_t, self.t_, intercept_decay) self.t_ += n_iter * X.shape[0] self.intercept_ = np.atleast_1d(self.intercept_) class SGDRegressor(BaseSGDRegressor, _LearntSelectorMixin): """Linear model fitted by minimizing a regularized empirical loss with SGD SGD stands for Stochastic Gradient Descent: the gradient of the loss is estimated each sample at a time and the model is updated along the way with a decreasing strength schedule (aka learning rate). The regularizer is a penalty added to the loss function that shrinks model parameters towards the zero vector using either the squared euclidean norm L2 or the absolute norm L1 or a combination of both (Elastic Net). If the parameter update crosses the 0.0 value because of the regularizer, the update is truncated to 0.0 to allow for learning sparse models and achieve online feature selection. This implementation works with data represented as dense numpy arrays of floating point values for the features. Read more in the :ref:`User Guide <sgd>`. Parameters ---------- loss : str, 'squared_loss', 'huber', 'epsilon_insensitive', \ or 'squared_epsilon_insensitive' The loss function to be used. Defaults to 'squared_loss' which refers to the ordinary least squares fit. 'huber' modifies 'squared_loss' to focus less on getting outliers correct by switching from squared to linear loss past a distance of epsilon. 'epsilon_insensitive' ignores errors less than epsilon and is linear past that; this is the loss function used in SVR. 'squared_epsilon_insensitive' is the same but becomes squared loss past a tolerance of epsilon. penalty : str, 'none', 'l2', 'l1', or 'elasticnet' The penalty (aka regularization term) to be used. Defaults to 'l2' which is the standard regularizer for linear SVM models. 'l1' and 'elasticnet' might bring sparsity to the model (feature selection) not achievable with 'l2'. alpha : float Constant that multiplies the regularization term. Defaults to 0.0001 l1_ratio : float The Elastic Net mixing parameter, with 0 <= l1_ratio <= 1. l1_ratio=0 corresponds to L2 penalty, l1_ratio=1 to L1. Defaults to 0.15. fit_intercept : bool Whether the intercept should be estimated or not. If False, the data is assumed to be already centered. Defaults to True. n_iter : int, optional The number of passes over the training data (aka epochs). The number of iterations is set to 1 if using partial_fit. Defaults to 5. shuffle : bool, optional Whether or not the training data should be shuffled after each epoch. Defaults to True. random_state : int seed, RandomState instance, or None (default) The seed of the pseudo random number generator to use when shuffling the data. verbose : integer, optional The verbosity level. epsilon : float Epsilon in the epsilon-insensitive loss functions; only if `loss` is 'huber', 'epsilon_insensitive', or 'squared_epsilon_insensitive'. For 'huber', determines the threshold at which it becomes less important to get the prediction exactly right. For epsilon-insensitive, any differences between the current prediction and the correct label are ignored if they are less than this threshold. learning_rate : string, optional The learning rate: constant: eta = eta0 optimal: eta = 1.0/(alpha * t) invscaling: eta = eta0 / pow(t, power_t) [default] eta0 : double, optional The initial learning rate [default 0.01]. power_t : double, optional The exponent for inverse scaling learning rate [default 0.25]. 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. average : bool or int, optional When set to True, computes the averaged SGD weights and stores the result in the ``coef_`` attribute. If set to an int greater than 1, averaging will begin once the total number of samples seen reaches average. So ``average=10 will`` begin averaging after seeing 10 samples. Attributes ---------- coef_ : array, shape (n_features,) Weights assigned to the features. intercept_ : array, shape (1,) The intercept term. average_coef_ : array, shape (n_features,) Averaged weights assigned to the features. average_intercept_ : array, shape (1,) The averaged intercept term. Examples -------- >>> import numpy as np >>> from sklearn import linear_model >>> n_samples, n_features = 10, 5 >>> np.random.seed(0) >>> y = np.random.randn(n_samples) >>> X = np.random.randn(n_samples, n_features) >>> clf = linear_model.SGDRegressor() >>> clf.fit(X, y) ... #doctest: +NORMALIZE_WHITESPACE SGDRegressor(alpha=0.0001, average=False, epsilon=0.1, eta0=0.01, fit_intercept=True, l1_ratio=0.15, learning_rate='invscaling', loss='squared_loss', n_iter=5, penalty='l2', power_t=0.25, random_state=None, shuffle=True, verbose=0, warm_start=False) See also -------- Ridge, ElasticNet, Lasso, SVR """ def __init__(self, loss="squared_loss", penalty="l2", alpha=0.0001, l1_ratio=0.15, fit_intercept=True, n_iter=5, shuffle=True, verbose=0, epsilon=DEFAULT_EPSILON, random_state=None, learning_rate="invscaling", eta0=0.01, power_t=0.25, warm_start=False, average=False): super(SGDRegressor, self).__init__(loss=loss, penalty=penalty, alpha=alpha, l1_ratio=l1_ratio, fit_intercept=fit_intercept, n_iter=n_iter, shuffle=shuffle, verbose=verbose, epsilon=epsilon, random_state=random_state, learning_rate=learning_rate, eta0=eta0, power_t=power_t, warm_start=warm_start, average=average)
bsd-3-clause
kazemakase/scikit-learn
examples/manifold/plot_lle_digits.py
181
8510
""" ============================================================================= Manifold learning on handwritten digits: Locally Linear Embedding, Isomap... ============================================================================= An illustration of various embeddings on the digits dataset. The RandomTreesEmbedding, from the :mod:`sklearn.ensemble` module, is not technically a manifold embedding method, as it learn a high-dimensional representation on which we apply a dimensionality reduction method. However, it is often useful to cast a dataset into a representation in which the classes are linearly-separable. t-SNE will be initialized with the embedding that is generated by PCA in this example, which is not the default setting. It ensures global stability of the embedding, i.e., the embedding does not depend on random initialization. """ # Authors: Fabian Pedregosa <[email protected]> # Olivier Grisel <[email protected]> # Mathieu Blondel <[email protected]> # Gael Varoquaux # License: BSD 3 clause (C) INRIA 2011 print(__doc__) from time import time import numpy as np import matplotlib.pyplot as plt from matplotlib import offsetbox from sklearn import (manifold, datasets, decomposition, ensemble, lda, random_projection) digits = datasets.load_digits(n_class=6) X = digits.data y = digits.target n_samples, n_features = X.shape n_neighbors = 30 #---------------------------------------------------------------------- # Scale and visualize the embedding vectors def plot_embedding(X, title=None): x_min, x_max = np.min(X, 0), np.max(X, 0) X = (X - x_min) / (x_max - x_min) plt.figure() ax = plt.subplot(111) for i in range(X.shape[0]): plt.text(X[i, 0], X[i, 1], str(digits.target[i]), color=plt.cm.Set1(y[i] / 10.), fontdict={'weight': 'bold', 'size': 9}) if hasattr(offsetbox, 'AnnotationBbox'): # only print thumbnails with matplotlib > 1.0 shown_images = np.array([[1., 1.]]) # just something big for i in range(digits.data.shape[0]): dist = np.sum((X[i] - shown_images) ** 2, 1) if np.min(dist) < 4e-3: # don't show points that are too close continue shown_images = np.r_[shown_images, [X[i]]] imagebox = offsetbox.AnnotationBbox( offsetbox.OffsetImage(digits.images[i], cmap=plt.cm.gray_r), X[i]) ax.add_artist(imagebox) plt.xticks([]), plt.yticks([]) if title is not None: plt.title(title) #---------------------------------------------------------------------- # Plot images of the digits n_img_per_row = 20 img = np.zeros((10 * n_img_per_row, 10 * n_img_per_row)) for i in range(n_img_per_row): ix = 10 * i + 1 for j in range(n_img_per_row): iy = 10 * j + 1 img[ix:ix + 8, iy:iy + 8] = X[i * n_img_per_row + j].reshape((8, 8)) plt.imshow(img, cmap=plt.cm.binary) plt.xticks([]) plt.yticks([]) plt.title('A selection from the 64-dimensional digits dataset') #---------------------------------------------------------------------- # Random 2D projection using a random unitary matrix print("Computing random projection") rp = random_projection.SparseRandomProjection(n_components=2, random_state=42) X_projected = rp.fit_transform(X) plot_embedding(X_projected, "Random Projection of the digits") #---------------------------------------------------------------------- # Projection on to the first 2 principal components print("Computing PCA projection") t0 = time() X_pca = decomposition.TruncatedSVD(n_components=2).fit_transform(X) plot_embedding(X_pca, "Principal Components projection of the digits (time %.2fs)" % (time() - t0)) #---------------------------------------------------------------------- # Projection on to the first 2 linear discriminant components print("Computing LDA projection") X2 = X.copy() X2.flat[::X.shape[1] + 1] += 0.01 # Make X invertible t0 = time() X_lda = lda.LDA(n_components=2).fit_transform(X2, y) plot_embedding(X_lda, "Linear Discriminant projection of the digits (time %.2fs)" % (time() - t0)) #---------------------------------------------------------------------- # Isomap projection of the digits dataset print("Computing Isomap embedding") t0 = time() X_iso = manifold.Isomap(n_neighbors, n_components=2).fit_transform(X) print("Done.") plot_embedding(X_iso, "Isomap projection of the digits (time %.2fs)" % (time() - t0)) #---------------------------------------------------------------------- # Locally linear embedding of the digits dataset print("Computing LLE embedding") clf = manifold.LocallyLinearEmbedding(n_neighbors, n_components=2, method='standard') t0 = time() X_lle = clf.fit_transform(X) print("Done. Reconstruction error: %g" % clf.reconstruction_error_) plot_embedding(X_lle, "Locally Linear Embedding of the digits (time %.2fs)" % (time() - t0)) #---------------------------------------------------------------------- # Modified Locally linear embedding of the digits dataset print("Computing modified LLE embedding") clf = manifold.LocallyLinearEmbedding(n_neighbors, n_components=2, method='modified') t0 = time() X_mlle = clf.fit_transform(X) print("Done. Reconstruction error: %g" % clf.reconstruction_error_) plot_embedding(X_mlle, "Modified Locally Linear Embedding of the digits (time %.2fs)" % (time() - t0)) #---------------------------------------------------------------------- # HLLE embedding of the digits dataset print("Computing Hessian LLE embedding") clf = manifold.LocallyLinearEmbedding(n_neighbors, n_components=2, method='hessian') t0 = time() X_hlle = clf.fit_transform(X) print("Done. Reconstruction error: %g" % clf.reconstruction_error_) plot_embedding(X_hlle, "Hessian Locally Linear Embedding of the digits (time %.2fs)" % (time() - t0)) #---------------------------------------------------------------------- # LTSA embedding of the digits dataset print("Computing LTSA embedding") clf = manifold.LocallyLinearEmbedding(n_neighbors, n_components=2, method='ltsa') t0 = time() X_ltsa = clf.fit_transform(X) print("Done. Reconstruction error: %g" % clf.reconstruction_error_) plot_embedding(X_ltsa, "Local Tangent Space Alignment of the digits (time %.2fs)" % (time() - t0)) #---------------------------------------------------------------------- # MDS embedding of the digits dataset print("Computing MDS embedding") clf = manifold.MDS(n_components=2, n_init=1, max_iter=100) t0 = time() X_mds = clf.fit_transform(X) print("Done. Stress: %f" % clf.stress_) plot_embedding(X_mds, "MDS embedding of the digits (time %.2fs)" % (time() - t0)) #---------------------------------------------------------------------- # Random Trees embedding of the digits dataset print("Computing Totally Random Trees embedding") hasher = ensemble.RandomTreesEmbedding(n_estimators=200, random_state=0, max_depth=5) t0 = time() X_transformed = hasher.fit_transform(X) pca = decomposition.TruncatedSVD(n_components=2) X_reduced = pca.fit_transform(X_transformed) plot_embedding(X_reduced, "Random forest embedding of the digits (time %.2fs)" % (time() - t0)) #---------------------------------------------------------------------- # Spectral embedding of the digits dataset print("Computing Spectral embedding") embedder = manifold.SpectralEmbedding(n_components=2, random_state=0, eigen_solver="arpack") t0 = time() X_se = embedder.fit_transform(X) plot_embedding(X_se, "Spectral embedding of the digits (time %.2fs)" % (time() - t0)) #---------------------------------------------------------------------- # t-SNE embedding of the digits dataset print("Computing t-SNE embedding") tsne = manifold.TSNE(n_components=2, init='pca', random_state=0) t0 = time() X_tsne = tsne.fit_transform(X) plot_embedding(X_tsne, "t-SNE embedding of the digits (time %.2fs)" % (time() - t0)) plt.show()
bsd-3-clause
Petr-Kovalev/nupic-win32
external/linux32/lib/python2.6/site-packages/matplotlib/blocking_input.py
69
12119
""" This provides several classes used for blocking interaction with figure windows: :class:`BlockingInput` creates a callable object to retrieve events in a blocking way for interactive sessions :class:`BlockingKeyMouseInput` creates a callable object to retrieve key or mouse clicks in a blocking way for interactive sessions. Note: Subclass of BlockingInput. Used by waitforbuttonpress :class:`BlockingMouseInput` creates a callable object to retrieve mouse clicks in a blocking way for interactive sessions. Note: Subclass of BlockingInput. Used by ginput :class:`BlockingContourLabeler` creates a callable object to retrieve mouse clicks in a blocking way that will then be used to place labels on a ContourSet Note: Subclass of BlockingMouseInput. Used by clabel """ import time import numpy as np from matplotlib import path, verbose from matplotlib.cbook import is_sequence_of_strings class BlockingInput(object): """ Class that creates a callable object to retrieve events in a blocking way. """ def __init__(self, fig, eventslist=()): self.fig = fig assert is_sequence_of_strings(eventslist), "Requires a sequence of event name strings" self.eventslist = eventslist def on_event(self, event): """ Event handler that will be passed to the current figure to retrieve events. """ # Add a new event to list - using a separate function is # overkill for the base class, but this is consistent with # subclasses self.add_event(event) verbose.report("Event %i" % len(self.events)) # This will extract info from events self.post_event() # Check if we have enough events already if len(self.events) >= self.n and self.n > 0: self.fig.canvas.stop_event_loop() def post_event(self): """For baseclass, do nothing but collect events""" pass def cleanup(self): """Disconnect all callbacks""" for cb in self.callbacks: self.fig.canvas.mpl_disconnect(cb) self.callbacks=[] def add_event(self,event): """For base class, this just appends an event to events.""" self.events.append(event) def pop_event(self,index=-1): """ This removes an event from the event list. Defaults to removing last event, but an index can be supplied. Note that this does not check that there are events, much like the normal pop method. If not events exist, this will throw an exception. """ self.events.pop(index) def pop(self,index=-1): self.pop_event(index) pop.__doc__=pop_event.__doc__ def __call__(self, n=1, timeout=30 ): """ Blocking call to retrieve n events """ assert isinstance(n, int), "Requires an integer argument" self.n = n self.events = [] self.callbacks = [] # Ensure that the figure is shown self.fig.show() # connect the events to the on_event function call for n in self.eventslist: self.callbacks.append( self.fig.canvas.mpl_connect(n, self.on_event) ) try: # Start event loop self.fig.canvas.start_event_loop(timeout=timeout) finally: # Run even on exception like ctrl-c # Disconnect the callbacks self.cleanup() # Return the events in this case return self.events class BlockingMouseInput(BlockingInput): """ Class that creates a callable object to retrieve mouse clicks in a blocking way. This class will also retrieve keyboard clicks and treat them like appropriate mouse clicks (delete and backspace are like mouse button 3, enter is like mouse button 2 and all others are like mouse button 1). """ def __init__(self, fig): BlockingInput.__init__(self, fig=fig, eventslist=('button_press_event', 'key_press_event') ) def post_event(self): """ This will be called to process events """ assert len(self.events)>0, "No events yet" if self.events[-1].name == 'key_press_event': self.key_event() else: self.mouse_event() def mouse_event(self): '''Process a mouse click event''' event = self.events[-1] button = event.button if button == 3: self.button3(event) elif button == 2: self.button2(event) else: self.button1(event) def key_event(self): ''' Process a key click event. This maps certain keys to appropriate mouse click events. ''' event = self.events[-1] key = event.key if key == 'backspace' or key == 'delete': self.button3(event) elif key == 'enter': self.button2(event) else: self.button1(event) def button1( self, event ): """ Will be called for any event involving a button other than button 2 or 3. This will add a click if it is inside axes. """ if event.inaxes: self.add_click(event) else: # If not a valid click, remove from event list BlockingInput.pop(self) def button2( self, event ): """ Will be called for any event involving button 2. Button 2 ends blocking input. """ # Remove last event just for cleanliness BlockingInput.pop(self) # This will exit even if not in infinite mode. This is # consistent with matlab and sometimes quite useful, but will # require the user to test how many points were actually # returned before using data. self.fig.canvas.stop_event_loop() def button3( self, event ): """ Will be called for any event involving button 3. Button 3 removes the last click. """ # Remove this last event BlockingInput.pop(self) # Now remove any existing clicks if possible if len(self.events)>0: self.pop() def add_click(self,event): """ This add the coordinates of an event to the list of clicks """ self.clicks.append((event.xdata,event.ydata)) verbose.report("input %i: %f,%f" % (len(self.clicks),event.xdata, event.ydata)) # If desired plot up click if self.show_clicks: self.marks.extend( event.inaxes.plot([event.xdata,], [event.ydata,], 'r+') ) self.fig.canvas.draw() def pop_click(self,index=-1): """ This removes a click from the list of clicks. Defaults to removing the last click. """ self.clicks.pop(index) if self.show_clicks: mark = self.marks.pop(index) mark.remove() self.fig.canvas.draw() def pop(self,index=-1): """ This removes a click and the associated event from the object. Defaults to removing the last click, but any index can be supplied. """ self.pop_click(index) BlockingInput.pop(self,index) def cleanup(self): # clean the figure if self.show_clicks: for mark in self.marks: mark.remove() self.marks = [] self.fig.canvas.draw() # Call base class to remove callbacks BlockingInput.cleanup(self) def __call__(self, n=1, timeout=30, show_clicks=True): """ Blocking call to retrieve n coordinate pairs through mouse clicks. """ self.show_clicks = show_clicks self.clicks = [] self.marks = [] BlockingInput.__call__(self,n=n,timeout=timeout) return self.clicks class BlockingContourLabeler( BlockingMouseInput ): """ Class that creates a callable object that uses mouse clicks or key clicks on a figure window to place contour labels. """ def __init__(self,cs): self.cs = cs BlockingMouseInput.__init__(self, fig=cs.ax.figure ) def button1(self,event): """ This will be called if an event involving a button other than 2 or 3 occcurs. This will add a label to a contour. """ # Shorthand cs = self.cs if event.inaxes == cs.ax: conmin,segmin,imin,xmin,ymin = cs.find_nearest_contour( event.x, event.y, cs.labelIndiceList)[:5] # Get index of nearest level in subset of levels used for labeling lmin = cs.labelIndiceList.index(conmin) # Coordinates of contour paths = cs.collections[conmin].get_paths() lc = paths[segmin].vertices # In pixel/screen space slc = cs.ax.transData.transform(lc) # Get label width for rotating labels and breaking contours lw = cs.get_label_width(cs.labelLevelList[lmin], cs.labelFmt, cs.labelFontSizeList[lmin]) """ # requires python 2.5 # Figure out label rotation. rotation,nlc = cs.calc_label_rot_and_inline( slc, imin, lw, lc if self.inline else [], self.inline_spacing ) """ # Figure out label rotation. if self.inline: lcarg = lc else: lcarg = None rotation,nlc = cs.calc_label_rot_and_inline( slc, imin, lw, lcarg, self.inline_spacing ) cs.add_label(xmin,ymin,rotation,cs.labelLevelList[lmin], cs.labelCValueList[lmin]) if self.inline: # Remove old, not looping over paths so we can do this up front paths.pop(segmin) # Add paths if not empty or single point for n in nlc: if len(n)>1: paths.append( path.Path(n) ) self.fig.canvas.draw() else: # Remove event if not valid BlockingInput.pop(self) def button3(self,event): """ This will be called if button 3 is clicked. This will remove a label if not in inline mode. Unfortunately, if one is doing inline labels, then there is currently no way to fix the broken contour - once humpty-dumpty is broken, he can't be put back together. In inline mode, this does nothing. """ # Remove this last event - not too important for clabel use # since clabel normally doesn't have a maximum number of # events, but best for cleanliness sake. BlockingInput.pop(self) if self.inline: pass else: self.cs.pop_label() self.cs.ax.figure.canvas.draw() def __call__(self,inline,inline_spacing=5,n=-1,timeout=-1): self.inline=inline self.inline_spacing=inline_spacing BlockingMouseInput.__call__(self,n=n,timeout=timeout, show_clicks=False) class BlockingKeyMouseInput(BlockingInput): """ Class that creates a callable object to retrieve a single mouse or keyboard click """ def __init__(self, fig): BlockingInput.__init__(self, fig=fig, eventslist=('button_press_event','key_press_event') ) def post_event(self): """ Determines if it is a key event """ assert len(self.events)>0, "No events yet" self.keyormouse = self.events[-1].name == 'key_press_event' def __call__(self, timeout=30): """ Blocking call to retrieve a single mouse or key click Returns True if key click, False if mouse, or None if timeout """ self.keyormouse = None BlockingInput.__call__(self,n=1,timeout=timeout) return self.keyormouse
gpl-3.0
fmacias64/Dato-Core
src/unity/python/graphlab/test/test_dataframe.py
13
1711
''' Copyright (C) 2015 Dato, Inc. All rights reserved. This software may be modified and distributed under the terms of the BSD license. See the DATO-PYTHON-LICENSE file for details. ''' import unittest import pandas import array from graphlab.cython.cy_dataframe import _dataframe from pandas.util.testing import assert_frame_equal class DataFrameTest(unittest.TestCase): def test_empty(self): expected = pandas.DataFrame() assert_frame_equal(_dataframe(expected), expected) expected['int'] = [] expected['float'] = [] expected['str'] = [] assert_frame_equal(_dataframe(expected), expected) def test_simple_dataframe(self): expected = pandas.DataFrame() expected['int'] = [i for i in range(10)] expected['float'] = [float(i) for i in range(10)] expected['str'] = [str(i) for i in range(10)] expected['unicode'] = [unicode(i) for i in range(10)] expected['array'] = [array.array('d', [i]) for i in range(10)] expected['ls'] = [[str(i)] for i in range(10)] assert_frame_equal(_dataframe(expected), expected) def test_sparse_dataframe(self): expected = pandas.DataFrame() expected['sparse_int'] = [i if i % 2 == 0 else None for i in range(10)] expected['sparse_float'] = [float(i) if i % 2 == 1 else None for i in range(10)] expected['sparse_str'] = [str(i) if i % 3 == 0 else None for i in range(10)] expected['sparse_array'] = [array.array('d', [i]) if i % 5 == 0 else None for i in range(10)] expected['sparse_list'] = [[str(i)] if i % 7 == 0 else None for i in range(10)] assert_frame_equal(_dataframe(expected), expected)
agpl-3.0
cs60050/TeamGabru
1-Optical-Flow/2-ML-Model/anamoly-detection-classifier.py
1
5879
from sklearn.cross_validation import train_test_split from sklearn.preprocessing import StandardScaler from sklearn.datasets import make_moons, make_circles, make_classification from sklearn.neighbors import KNeighborsClassifier from sklearn.svm import SVC from sklearn.svm import LinearSVC from sklearn.tree import DecisionTreeClassifier from sklearn.ensemble import RandomForestClassifier, AdaBoostClassifier from sklearn.naive_bayes import GaussianNB from sklearn.discriminant_analysis import LinearDiscriminantAnalysis from sklearn.discriminant_analysis import QuadraticDiscriminantAnalysis # import matplotlib.pyplot as plt from sklearn.decomposition import PCA from sklearn.metrics import accuracy_score from sklearn.metrics import average_precision_score from sklearn.metrics import f1_score from sklearn.metrics import log_loss from sklearn.metrics import precision_score from sklearn.metrics import recall_score from sklearn.metrics import roc_auc_score from sklearn import metrics import os import codecs import numpy as np import pickle basepath = os.path.dirname(os.path.abspath(__file__))+"/../featueExtraction/Output" model_path = os.path.dirname(os.path.abspath(__file__))+"/TrainedClassifiers" output_path = os.path.dirname(os.path.abspath(__file__))+"/Output" eval_path = os.path.dirname(os.path.abspath(__file__))+"/Evaluation" names = ["DecisionTree"] evaluation_names = ["Accuracy","F1 Score","F1_Micro","F1_Macro","F1_Weighted","Log_Loss","Precision","Recall","ROC_AUC"] def evaluate(y_true,y_pred): return [accuracy_score(y_true, y_pred), f1_score(y_true, y_pred, average=None), f1_score(y_true, y_pred, average='micro'), f1_score(y_true, y_pred, average='macro'), f1_score(y_true, y_pred, average='weighted'), log_loss(y_true,y_pred), precision_score(y_true, y_pred, average=None), recall_score(y_true, y_pred, average=None), roc_auc_score(y_true, y_pred)] def auc_and_eer(y_true, y_pred): fpr, tpr, _ = metrics.roc_curve(y_true, y_pred) return [metrics.auc(fpr, tpr), EER(fpr, tpr)] def EER(fpr, tpr): from scipy.optimize import brentq from scipy.interpolate import interp1d eer = brentq(lambda x : 1. - x - interp1d(fpr, tpr)(x), 0., 1.) return eer def load_train_dataset(train_path): files = os.listdir(train_path) X_train = [] y_train = [] for filename in files: if filename == ".DS_Store": continue file = codecs.open(train_path+"/"+filename,'r','utf-8') for row in file: l = row.strip().split(",") X_train.append(l[0:11]) y_train.append(int(l[11])) print(filename) return X_train,y_train def load_test_dataset(test_path): files = os.listdir(test_path) X_test = [] y_true = [] for filename in files: if filename == ".DS_Store": continue file = codecs.open(test_path+"/"+filename,'r','utf-8') for row in file: l = row.strip().split(",") X_test.append(l[0:11]) y_true.append(int(l[11])) print(filename) return X_test,y_true def plot(): #Two subplots, unpack the axes array immediately f, ax1= plt.subplots(1) ax1.scatter(X_vis[y == 0, 0], X_vis[y == 0, 1], label="Class #0", alpha=0.5, edgecolor=almost_black, facecolor=palette[0], linewidth=0.15) ax1.scatter(X_vis[y == 1, 0], X_vis[y == 1, 1], label="Class #1", alpha=0.5, edgecolor=almost_black, facecolor=palette[2], linewidth=0.15) ax1.set_title('Original set') def main(): treshold_dirs = os.listdir(basepath) for dir in treshold_dirs: if dir == ".DS_Store": continue print(dir) ped_dirs = os.listdir(basepath+"/"+dir) for sub_dir in ped_dirs: if sub_dir == ".DS_Store": continue print(dir,sub_dir) train_path = basepath+"/"+dir+"/"+sub_dir+"/Train" test_path = basepath+"/"+dir+"/"+sub_dir+"/Test" write_file = codecs.open(output_path+"/"+dir+"_"+sub_dir+"-output.txt",'w','utf-8') eval_file = codecs.open(eval_path+"/"+dir+"_"+sub_dir+"-evaluation_scores.txt",'w','utf-8') X_train,y_train = load_train_dataset(train_path) X_test,y_true = load_test_dataset(test_path) # pca = PCA(n_components = 2) # X_red, y_red = pca.fit_transform(X_train, y_train) print(train_path,test_path) classifiers = [ DecisionTreeClassifier(max_depth=5)] for algo, clf in zip(names, classifiers): try: with open(model_path+"/"+dir+"/"+sub_dir+"/"+algo + '.pkl', 'rb') as f1: clf = pickle.load(f1) except: clf.fit(X_train, y_train) with open(model_path+"/"+dir+"/"+sub_dir+"/"+algo + '.pkl', 'wb') as f1: pickle.dump(clf, f1) predicted = [] print(algo+"_fitted") for ind in range(0,len(X_test)): try: vector = np.matrix(X_test[ind]) predicted+=[clf.predict(vector)[0]] except: print("Error") print(algo, predicted, file=write_file) print(algo+"_Tested") report = metrics.classification_report(y_true, predicted) print(algo,file=eval_file) print(report, file = eval_file) #print(evaluate(y_test, y_hat)) print(auc_and_eer(y_true, predicted), file = eval_file) # scores = evaluate(y_true,predicted) # print(algo+"\t"+str(scores),file=eval_file) if __name__ == "__main__":main()
mit
crichardson17/starburst_atlas
Low_resolution_sims/Dusty_LowRes/Geneva_inst_NoRot/Geneva_inst_NoRot_6/fullgrid/peaks_reader.py
32
5021
import csv import matplotlib.pyplot as plt from numpy import * import scipy.interpolate import math from pylab import * from matplotlib.ticker import MultipleLocator, FormatStrFormatter import matplotlib.patches as patches from matplotlib.path import Path import os # --------------------------------------------------- #inputs for file in os.listdir('.'): if file.endswith("1.grd"): gridfile1 = file for file in os.listdir('.'): if file.endswith("2.grd"): gridfile2 = file for file in os.listdir('.'): if file.endswith("3.grd"): gridfile3 = file # ------------------------ for file in os.listdir('.'): if file.endswith("1.txt"): Elines1 = file for file in os.listdir('.'): if file.endswith("2.txt"): Elines2 = file for file in os.listdir('.'): if file.endswith("3.txt"): Elines3 = file # --------------------------------------------------- # --------------------------------------------------- #this is where the grid information (phi and hdens) is read in and saved to grid. grid1 = []; grid2 = []; grid3 = []; with open(gridfile1, 'rb') as f: csvReader = csv.reader(f,delimiter='\t') for row in csvReader: grid1.append(row); grid1 = asarray(grid1) with open(gridfile2, 'rb') as f: csvReader = csv.reader(f,delimiter='\t') for row in csvReader: grid2.append(row); grid2 = asarray(grid2) with open(gridfile3, 'rb') as f: csvReader = csv.reader(f,delimiter='\t') for row in csvReader: grid3.append(row); grid3 = asarray(grid3) #here is where the data for each line is read in and saved to dataEmissionlines dataEmissionlines1 = []; dataEmissionlines2 = []; dataEmissionlines3 = []; with open(Elines1, 'rb') as f: csvReader = csv.reader(f,delimiter='\t') headers = csvReader.next() for row in csvReader: dataEmissionlines1.append(row); dataEmissionlines1 = asarray(dataEmissionlines1) with open(Elines2, 'rb') as f: csvReader = csv.reader(f,delimiter='\t') headers2 = csvReader.next() for row in csvReader: dataEmissionlines2.append(row); dataEmissionlines2 = asarray(dataEmissionlines2) with open(Elines3, 'rb') as f: csvReader = csv.reader(f,delimiter='\t') headers3 = csvReader.next() for row in csvReader: dataEmissionlines3.append(row); dataEmissionlines3 = asarray(dataEmissionlines3) print "import files complete" # --------------------------------------------------- #for concatenating grid #pull the phi and hdens values from each of the runs. exclude header lines grid1new = zeros((len(grid1[:,0])-1,2)) grid1new[:,0] = grid1[1:,6] grid1new[:,1] = grid1[1:,7] grid2new = zeros((len(grid2[:,0])-1,2)) x = array(17.00000) grid2new[:,0] = repeat(x,len(grid2[:,0])-1) grid2new[:,1] = grid2[1:,6] grid3new = zeros((len(grid3[:,0])-1,2)) grid3new[:,0] = grid3[1:,6] grid3new[:,1] = grid3[1:,7] grid = concatenate((grid1new,grid2new,grid3new)) hdens_values = grid[:,1] phi_values = grid[:,0] # --------------------------------------------------- #for concatenating Emission lines data Emissionlines = concatenate((dataEmissionlines1[:,1:],dataEmissionlines2[:,1:],dataEmissionlines3[:,1:])) #for lines headers = headers[1:] concatenated_data = zeros((len(Emissionlines),len(Emissionlines[0]))) max_values = zeros((len(concatenated_data[0]),4)) # --------------------------------------------------- #constructing grid by scaling #select the scaling factor #for 1215 #incident = Emissionlines[1:,4] #for 4860 incident = concatenated_data[:,57] #take the ratio of incident and all the lines and put it all in an array concatenated_data for i in range(len(Emissionlines)): for j in range(len(Emissionlines[0])): if math.log(4860.*(float(Emissionlines[i,j])/float(Emissionlines[i,57])), 10) > 0: concatenated_data[i,j] = math.log(4860.*(float(Emissionlines[i,j])/float(Emissionlines[i,57])), 10) else: concatenated_data[i,j] == 0 # for 1215 #for i in range(len(Emissionlines)): # for j in range(len(Emissionlines[0])): # if math.log(1215.*(float(Emissionlines[i,j])/float(Emissionlines[i,4])), 10) > 0: # concatenated_data[i,j] = math.log(1215.*(float(Emissionlines[i,j])/float(Emissionlines[i,4])), 10) # else: # concatenated_data[i,j] == 0 # --------------------------------------------------- #find the maxima to plot onto the contour plots for j in range(len(concatenated_data[0])): max_values[j,0] = max(concatenated_data[:,j]) max_values[j,1] = argmax(concatenated_data[:,j], axis = 0) max_values[j,2] = hdens_values[max_values[j,1]] max_values[j,3] = phi_values[max_values[j,1]] #to round off the maxima max_values[:,0] = [ '%.1f' % elem for elem in max_values[:,0] ] print "data arranged" # --------------------------------------------------- #Creating the grid to interpolate with for contours. gridarray = zeros((len(concatenated_data),2)) gridarray[:,0] = hdens_values gridarray[:,1] = phi_values x = gridarray[:,0] y = gridarray[:,1] # --------------------------------------------------- savetxt('peaks', max_values, delimiter='\t')
gpl-2.0
robbymeals/scikit-learn
examples/semi_supervised/plot_label_propagation_digits_active_learning.py
294
3417
""" ======================================== Label Propagation digits active learning ======================================== Demonstrates an active learning technique to learn handwritten digits using label propagation. We start by training a label propagation model with only 10 labeled points, then we select the top five most uncertain points to label. Next, we train with 15 labeled points (original 10 + 5 new ones). We repeat this process four times to have a model trained with 30 labeled examples. A plot will appear showing the top 5 most uncertain digits for each iteration of training. These may or may not contain mistakes, but we will train the next model with their true labels. """ print(__doc__) # Authors: Clay Woolam <[email protected]> # Licence: BSD import numpy as np import matplotlib.pyplot as plt from scipy import stats from sklearn import datasets from sklearn.semi_supervised import label_propagation from sklearn.metrics import classification_report, confusion_matrix digits = datasets.load_digits() rng = np.random.RandomState(0) indices = np.arange(len(digits.data)) rng.shuffle(indices) X = digits.data[indices[:330]] y = digits.target[indices[:330]] images = digits.images[indices[:330]] n_total_samples = len(y) n_labeled_points = 10 unlabeled_indices = np.arange(n_total_samples)[n_labeled_points:] f = plt.figure() for i in range(5): y_train = np.copy(y) y_train[unlabeled_indices] = -1 lp_model = label_propagation.LabelSpreading(gamma=0.25, max_iter=5) lp_model.fit(X, y_train) predicted_labels = lp_model.transduction_[unlabeled_indices] true_labels = y[unlabeled_indices] cm = confusion_matrix(true_labels, predicted_labels, labels=lp_model.classes_) print('Iteration %i %s' % (i, 70 * '_')) print("Label Spreading model: %d labeled & %d unlabeled (%d total)" % (n_labeled_points, n_total_samples - n_labeled_points, n_total_samples)) print(classification_report(true_labels, predicted_labels)) print("Confusion matrix") print(cm) # compute the entropies of transduced label distributions pred_entropies = stats.distributions.entropy( lp_model.label_distributions_.T) # select five digit examples that the classifier is most uncertain about uncertainty_index = uncertainty_index = np.argsort(pred_entropies)[-5:] # keep track of indices that we get labels for delete_indices = np.array([]) f.text(.05, (1 - (i + 1) * .183), "model %d\n\nfit with\n%d labels" % ((i + 1), i * 5 + 10), size=10) for index, image_index in enumerate(uncertainty_index): image = images[image_index] sub = f.add_subplot(5, 5, index + 1 + (5 * i)) sub.imshow(image, cmap=plt.cm.gray_r) sub.set_title('predict: %i\ntrue: %i' % ( lp_model.transduction_[image_index], y[image_index]), size=10) sub.axis('off') # labeling 5 points, remote from labeled set delete_index, = np.where(unlabeled_indices == image_index) delete_indices = np.concatenate((delete_indices, delete_index)) unlabeled_indices = np.delete(unlabeled_indices, delete_indices) n_labeled_points += 5 f.suptitle("Active learning with Label Propagation.\nRows show 5 most " "uncertain labels to learn with the next model.") plt.subplots_adjust(0.12, 0.03, 0.9, 0.8, 0.2, 0.45) plt.show()
bsd-3-clause
karstenw/nodebox-pyobjc
examples/Extended Application/matplotlib/examples/lines_bars_and_markers/stem_plot.py
1
1063
""" ========= Stem Plot ========= Example stem plot. """ import matplotlib.pyplot as plt import numpy as np # nodebox section if __name__ == '__builtin__': # were in nodebox import os import tempfile W = 800 inset = 20 size(W, 600) plt.cla() plt.clf() plt.close('all') def tempimage(): fob = tempfile.NamedTemporaryFile(mode='w+b', suffix='.png', delete=False) fname = fob.name fob.close() return fname imgx = 20 imgy = 0 def pltshow(plt, dpi=150): global imgx, imgy temppath = tempimage() plt.savefig(temppath, dpi=dpi) dx,dy = imagesize(temppath) w = min(W,dx) image(temppath,imgx,imgy,width=w) imgy = imgy + dy + 20 os.remove(temppath) size(W, HEIGHT+dy+40) else: def pltshow(mplpyplot): mplpyplot.show() # nodebox section end x = np.linspace(0.1, 2 * np.pi, 10) markerline, stemlines, baseline = plt.stem(x, np.cos(x), '-.') plt.setp(baseline, 'color', 'r', 'linewidth', 2) pltshow(plt)
mit
zrhans/python
exemplos/Examples.lnk/bokeh/charts/iris_scatter.py
1
1070
from collections import OrderedDict import numpy as np import pandas as pd from bokeh.sampledata.iris import flowers from bokeh.charts import Scatter from bokeh.plotting import output_file, show # we fill a df with the data of interest and create a groupby pandas object df = flowers[["petal_length", "petal_width", "species"]] xyvalues = g = df.groupby("species") # here we only drop that groupby object into a dict .. pdict = OrderedDict() for i in g.groups.keys(): labels = g.get_group(i).columns xname = labels[0] yname = labels[1] x = getattr(g.get_group(i), xname) y = getattr(g.get_group(i), yname) pdict[i] = zip(x, y) # any of the following commented are valid Scatter inputs #xyvalues = pdict #xyvalues = pd.DataFrame(xyvalues) #xyvalues = xyvalues.values() #xyvalues = np.array(xyvalues.values()) output_file("iris_scatter.html") TOOLS="resize,crosshair,pan,wheel_zoom,box_zoom,reset,previewsave" scatter = Scatter( xyvalues, filename="iris_scatter.html", tools=TOOLS, ylabel='petal_width' ) show(scatter) # or scatter.show()
gpl-2.0
mjgrav2001/scikit-learn
sklearn/datasets/base.py
196
18554
""" Base IO code for all datasets """ # Copyright (c) 2007 David Cournapeau <[email protected]> # 2010 Fabian Pedregosa <[email protected]> # 2010 Olivier Grisel <[email protected]> # License: BSD 3 clause import os import csv import shutil from os import environ from os.path import dirname from os.path import join from os.path import exists from os.path import expanduser from os.path import isdir from os import listdir from os import makedirs import numpy as np from ..utils import check_random_state class Bunch(dict): """Container object for datasets Dictionary-like object that exposes its keys as attributes. >>> b = Bunch(a=1, b=2) >>> b['b'] 2 >>> b.b 2 >>> b.a = 3 >>> b['a'] 3 >>> b.c = 6 >>> b['c'] 6 """ def __init__(self, **kwargs): dict.__init__(self, kwargs) def __setattr__(self, key, value): self[key] = value def __getattr__(self, key): try: return self[key] except KeyError: raise AttributeError(key) def __getstate__(self): return self.__dict__ def get_data_home(data_home=None): """Return the path of the scikit-learn data dir. This folder is used by some large dataset loaders to avoid downloading the data several times. By default the data dir is set to a folder named 'scikit_learn_data' in the user home folder. Alternatively, it can be set by the 'SCIKIT_LEARN_DATA' environment variable or programmatically by giving an explicit folder path. The '~' symbol is expanded to the user home folder. If the folder does not already exist, it is automatically created. """ if data_home is None: data_home = environ.get('SCIKIT_LEARN_DATA', join('~', 'scikit_learn_data')) data_home = expanduser(data_home) if not exists(data_home): makedirs(data_home) return data_home def clear_data_home(data_home=None): """Delete all the content of the data home cache.""" data_home = get_data_home(data_home) shutil.rmtree(data_home) def load_files(container_path, description=None, categories=None, load_content=True, shuffle=True, encoding=None, decode_error='strict', random_state=0): """Load text files with categories as subfolder names. Individual samples are assumed to be files stored a two levels folder structure such as the following: container_folder/ category_1_folder/ file_1.txt file_2.txt ... file_42.txt category_2_folder/ file_43.txt file_44.txt ... The folder names are used as supervised signal label names. The individual file names are not important. This function does not try to extract features into a numpy array or scipy sparse matrix. In addition, if load_content is false it does not try to load the files in memory. To use text files in a scikit-learn classification or clustering algorithm, you will need to use the `sklearn.feature_extraction.text` module to build a feature extraction transformer that suits your problem. If you set load_content=True, you should also specify the encoding of the text using the 'encoding' parameter. For many modern text files, 'utf-8' will be the correct encoding. If you leave encoding equal to None, then the content will be made of bytes instead of Unicode, and you will not be able to use most functions in `sklearn.feature_extraction.text`. Similar feature extractors should be built for other kind of unstructured data input such as images, audio, video, ... Read more in the :ref:`User Guide <datasets>`. Parameters ---------- container_path : string or unicode Path to the main folder holding one subfolder per category description: string or unicode, optional (default=None) A paragraph describing the characteristic of the dataset: its source, reference, etc. categories : A collection of strings or None, optional (default=None) If None (default), load all the categories. If not None, list of category names to load (other categories ignored). load_content : boolean, optional (default=True) Whether to load or not the content of the different files. If true a 'data' attribute containing the text information is present in the data structure returned. If not, a filenames attribute gives the path to the files. encoding : string or None (default is None) If None, do not try to decode the content of the files (e.g. for images or other non-text content). If not None, encoding to use to decode text files to Unicode if load_content is True. decode_error: {'strict', 'ignore', 'replace'}, optional Instruction on what to do if a byte sequence is given to analyze that contains characters not of the given `encoding`. Passed as keyword argument 'errors' to bytes.decode. shuffle : bool, optional (default=True) Whether or not to shuffle the data: might be important for models that make the assumption that the samples are independent and identically distributed (i.i.d.), such as stochastic gradient descent. random_state : int, RandomState instance or None, optional (default=0) If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by `np.random`. Returns ------- data : Bunch Dictionary-like object, the interesting attributes are: either data, the raw text data to learn, or 'filenames', the files holding it, 'target', the classification labels (integer index), 'target_names', the meaning of the labels, and 'DESCR', the full description of the dataset. """ target = [] target_names = [] filenames = [] folders = [f for f in sorted(listdir(container_path)) if isdir(join(container_path, f))] if categories is not None: folders = [f for f in folders if f in categories] for label, folder in enumerate(folders): target_names.append(folder) folder_path = join(container_path, folder) documents = [join(folder_path, d) for d in sorted(listdir(folder_path))] target.extend(len(documents) * [label]) filenames.extend(documents) # convert to array for fancy indexing filenames = np.array(filenames) target = np.array(target) if shuffle: random_state = check_random_state(random_state) indices = np.arange(filenames.shape[0]) random_state.shuffle(indices) filenames = filenames[indices] target = target[indices] if load_content: data = [] for filename in filenames: with open(filename, 'rb') as f: data.append(f.read()) if encoding is not None: data = [d.decode(encoding, decode_error) for d in data] return Bunch(data=data, filenames=filenames, target_names=target_names, target=target, DESCR=description) return Bunch(filenames=filenames, target_names=target_names, target=target, DESCR=description) def load_iris(): """Load and return the iris dataset (classification). The iris dataset is a classic and very easy multi-class classification dataset. ================= ============== Classes 3 Samples per class 50 Samples total 150 Dimensionality 4 Features real, positive ================= ============== Read more in the :ref:`User Guide <datasets>`. Returns ------- data : Bunch Dictionary-like object, the interesting attributes are: 'data', the data to learn, 'target', the classification labels, 'target_names', the meaning of the labels, 'feature_names', the meaning of the features, and 'DESCR', the full description of the dataset. Examples -------- Let's say you are interested in the samples 10, 25, and 50, and want to know their class name. >>> from sklearn.datasets import load_iris >>> data = load_iris() >>> data.target[[10, 25, 50]] array([0, 0, 1]) >>> list(data.target_names) ['setosa', 'versicolor', 'virginica'] """ module_path = dirname(__file__) with open(join(module_path, 'data', 'iris.csv')) as csv_file: data_file = csv.reader(csv_file) temp = next(data_file) n_samples = int(temp[0]) n_features = int(temp[1]) target_names = np.array(temp[2:]) data = np.empty((n_samples, n_features)) target = np.empty((n_samples,), dtype=np.int) for i, ir in enumerate(data_file): data[i] = np.asarray(ir[:-1], dtype=np.float) target[i] = np.asarray(ir[-1], dtype=np.int) with open(join(module_path, 'descr', 'iris.rst')) as rst_file: fdescr = rst_file.read() return Bunch(data=data, target=target, target_names=target_names, DESCR=fdescr, feature_names=['sepal length (cm)', 'sepal width (cm)', 'petal length (cm)', 'petal width (cm)']) def load_digits(n_class=10): """Load and return the digits dataset (classification). Each datapoint is a 8x8 image of a digit. ================= ============== Classes 10 Samples per class ~180 Samples total 1797 Dimensionality 64 Features integers 0-16 ================= ============== Read more in the :ref:`User Guide <datasets>`. Parameters ---------- n_class : integer, between 0 and 10, optional (default=10) The number of classes to return. Returns ------- data : Bunch Dictionary-like object, the interesting attributes are: 'data', the data to learn, 'images', the images corresponding to each sample, 'target', the classification labels for each sample, 'target_names', the meaning of the labels, and 'DESCR', the full description of the dataset. Examples -------- To load the data and visualize the images:: >>> from sklearn.datasets import load_digits >>> digits = load_digits() >>> print(digits.data.shape) (1797, 64) >>> import pylab as pl #doctest: +SKIP >>> pl.gray() #doctest: +SKIP >>> pl.matshow(digits.images[0]) #doctest: +SKIP >>> pl.show() #doctest: +SKIP """ module_path = dirname(__file__) data = np.loadtxt(join(module_path, 'data', 'digits.csv.gz'), delimiter=',') with open(join(module_path, 'descr', 'digits.rst')) as f: descr = f.read() target = data[:, -1] flat_data = data[:, :-1] images = flat_data.view() images.shape = (-1, 8, 8) if n_class < 10: idx = target < n_class flat_data, target = flat_data[idx], target[idx] images = images[idx] return Bunch(data=flat_data, target=target.astype(np.int), target_names=np.arange(10), images=images, DESCR=descr) def load_diabetes(): """Load and return the diabetes dataset (regression). ============== ================== Samples total 442 Dimensionality 10 Features real, -.2 < x < .2 Targets integer 25 - 346 ============== ================== Read more in the :ref:`User Guide <datasets>`. Returns ------- data : Bunch Dictionary-like object, the interesting attributes are: 'data', the data to learn and 'target', the regression target for each sample. """ base_dir = join(dirname(__file__), 'data') data = np.loadtxt(join(base_dir, 'diabetes_data.csv.gz')) target = np.loadtxt(join(base_dir, 'diabetes_target.csv.gz')) return Bunch(data=data, target=target) def load_linnerud(): """Load and return the linnerud dataset (multivariate regression). Samples total: 20 Dimensionality: 3 for both data and targets Features: integer Targets: integer Returns ------- data : Bunch Dictionary-like object, the interesting attributes are: 'data' and 'targets', the two multivariate datasets, with 'data' corresponding to the exercise and 'targets' corresponding to the physiological measurements, as well as 'feature_names' and 'target_names'. """ base_dir = join(dirname(__file__), 'data/') # Read data data_exercise = np.loadtxt(base_dir + 'linnerud_exercise.csv', skiprows=1) data_physiological = np.loadtxt(base_dir + 'linnerud_physiological.csv', skiprows=1) # Read header with open(base_dir + 'linnerud_exercise.csv') as f: header_exercise = f.readline().split() with open(base_dir + 'linnerud_physiological.csv') as f: header_physiological = f.readline().split() with open(dirname(__file__) + '/descr/linnerud.rst') as f: descr = f.read() return Bunch(data=data_exercise, feature_names=header_exercise, target=data_physiological, target_names=header_physiological, DESCR=descr) def load_boston(): """Load and return the boston house-prices dataset (regression). ============== ============== Samples total 506 Dimensionality 13 Features real, positive Targets real 5. - 50. ============== ============== Returns ------- data : Bunch Dictionary-like object, the interesting attributes are: 'data', the data to learn, 'target', the regression targets, and 'DESCR', the full description of the dataset. Examples -------- >>> from sklearn.datasets import load_boston >>> boston = load_boston() >>> print(boston.data.shape) (506, 13) """ module_path = dirname(__file__) fdescr_name = join(module_path, 'descr', 'boston_house_prices.rst') with open(fdescr_name) as f: descr_text = f.read() data_file_name = join(module_path, 'data', 'boston_house_prices.csv') with open(data_file_name) as f: data_file = csv.reader(f) temp = next(data_file) n_samples = int(temp[0]) n_features = int(temp[1]) data = np.empty((n_samples, n_features)) target = np.empty((n_samples,)) temp = next(data_file) # names of features feature_names = np.array(temp) for i, d in enumerate(data_file): data[i] = np.asarray(d[:-1], dtype=np.float) target[i] = np.asarray(d[-1], dtype=np.float) return Bunch(data=data, target=target, # last column is target value feature_names=feature_names[:-1], DESCR=descr_text) def load_sample_images(): """Load sample images for image manipulation. Loads both, ``china`` and ``flower``. Returns ------- data : Bunch Dictionary-like object with the following attributes : 'images', the two sample images, 'filenames', the file names for the images, and 'DESCR' the full description of the dataset. Examples -------- To load the data and visualize the images: >>> from sklearn.datasets import load_sample_images >>> dataset = load_sample_images() #doctest: +SKIP >>> len(dataset.images) #doctest: +SKIP 2 >>> first_img_data = dataset.images[0] #doctest: +SKIP >>> first_img_data.shape #doctest: +SKIP (427, 640, 3) >>> first_img_data.dtype #doctest: +SKIP dtype('uint8') """ # Try to import imread from scipy. We do this lazily here to prevent # this module from depending on PIL. try: try: from scipy.misc import imread except ImportError: from scipy.misc.pilutil import imread except ImportError: raise ImportError("The Python Imaging Library (PIL) " "is required to load data from jpeg files") module_path = join(dirname(__file__), "images") with open(join(module_path, 'README.txt')) as f: descr = f.read() filenames = [join(module_path, filename) for filename in os.listdir(module_path) if filename.endswith(".jpg")] # Load image data for each image in the source folder. images = [imread(filename) for filename in filenames] return Bunch(images=images, filenames=filenames, DESCR=descr) def load_sample_image(image_name): """Load the numpy array of a single sample image Parameters ----------- image_name: {`china.jpg`, `flower.jpg`} The name of the sample image loaded Returns ------- img: 3D array The image as a numpy array: height x width x color Examples --------- >>> from sklearn.datasets import load_sample_image >>> china = load_sample_image('china.jpg') # doctest: +SKIP >>> china.dtype # doctest: +SKIP dtype('uint8') >>> china.shape # doctest: +SKIP (427, 640, 3) >>> flower = load_sample_image('flower.jpg') # doctest: +SKIP >>> flower.dtype # doctest: +SKIP dtype('uint8') >>> flower.shape # doctest: +SKIP (427, 640, 3) """ images = load_sample_images() index = None for i, filename in enumerate(images.filenames): if filename.endswith(image_name): index = i break if index is None: raise AttributeError("Cannot find sample image: %s" % image_name) return images.images[index]
bsd-3-clause
miloharper/neural-network-animation
matplotlib/testing/jpl_units/UnitDblFormatter.py
23
1485
#=========================================================================== # # UnitDblFormatter # #=========================================================================== """UnitDblFormatter module containing class UnitDblFormatter.""" #=========================================================================== # Place all imports after here. # from __future__ import (absolute_import, division, print_function, unicode_literals) import six import matplotlib.ticker as ticker # # Place all imports before here. #=========================================================================== __all__ = [ 'UnitDblFormatter' ] #=========================================================================== class UnitDblFormatter( ticker.ScalarFormatter ): """The formatter for UnitDbl data types. This allows for formatting with the unit string. """ def __init__( self, *args, **kwargs ): 'The arguments are identical to matplotlib.ticker.ScalarFormatter.' ticker.ScalarFormatter.__init__( self, *args, **kwargs ) def __call__( self, x, pos = None ): 'Return the format for tick val x at position pos' if len(self.locs) == 0: return '' else: return str(x) def format_data_short( self, value ): "Return the value formatted in 'short' format." return str(value) def format_data( self, value ): "Return the value formatted into a string." return str(value)
mit
KHP-Informatics/sleepsight-analytics
scarp.py
1
1058
#A minimum example illustrating how to use a #Gaussian Processes for binary classification import numpy as np import matplotlib.pyplot as plt from scipy.stats import norm from sklearn.preprocessing import normalize n = 1000 def stochProcess(x, a, b): return np.exp(a*x) * np.cos(b*x) def fx(processes, x): samples = processes[x] den = norm.pdf(samples) idxSort = np.argsort(samples) x = np.sort(samples) y = den[idxSort] return (x, y) # STOCHASTIC PROCESS a = np.random.uniform(low=0, high=1, size=n) a = normalize(a.reshape(1, -1))[0] a = a + (-a.min()) b = np.random.normal(size=n) s = np.linspace(0, 2, num=100) print(a) ## sampling stoch = [] i = 0 for input in s: output = [stochProcess(input, a[i], b[i]) for i in range(0, len(a))] stoch.append(output) ## dist x, y = fx(stoch, 50) ## plot stochT = np.transpose(stoch) stochDisplay = np.transpose([stochT[i] for i in range(0, 10)]) f, ax = plt.subplots(2, 2) ax[0, 0].plot(s, stochDisplay) ax[0, 1].plot(x, y) #ax3.plot(stoch) #ax4.plot(x, y) plt.show()
apache-2.0
jamespeterschinner/async_v20
tests/test_definitions/test_base.py
1
12433
import logging import ujson as json import numpy as np import pandas as pd import pytest from pandas import DataFrame from async_v20.definitions.base import Model, Array, create_attribute from async_v20.definitions.helpers import flatten_dict from async_v20.definitions.primitives import TradeID, AccountID from async_v20.definitions.types import Account from async_v20.definitions.types import ArrayInstrument from async_v20.definitions.types import ArrayOrder from async_v20.definitions.types import ArrayPosition from async_v20.definitions.types import ArrayStr from async_v20.definitions.types import ArrayTrade from async_v20.definitions.types import ArrayTransaction from async_v20.definitions.types import Order from async_v20.definitions.types import Position from async_v20.definitions.types import Trade from async_v20.definitions.types import TradeSummary from async_v20.exceptions import InstantiationFailure, IncompatibleValue from ..data.json_data import GETAccountID_response, example_trade_summary, example_changed_trade_summary from ..data.json_data import account_example from ..data.json_data import example_transactions, example_positions, example_instruments, example_trade_array from ..fixtures.client import client from ..fixtures.server import server logger = logging.getLogger('async_v20') logger.disabled = True client = client server = server from pandas import Timestamp @pytest.fixture def account(): result = Account(**GETAccountID_response['account']) yield result del result def test_account_has_correct_methods(account): assert hasattr(account, 'dict') assert hasattr(account, 'data') assert hasattr(account, 'series') @pytest.fixture def test_kwargs(): kwargs = {'type': 'LIST', 'value': 'TEST_VALUE'} yield kwargs del kwargs @pytest.fixture def test_class(): class TestClass(Model): _dispatch = {'type': 'LIST'} test_cls = TestClass yield test_cls del test_cls def test_base_dispatch_works_correctly(): pass def test_json_dict_returns_correct_data_structure(account): """Test the result is formatted correctly. There is a requirement for json_dict to be able to cast floats to strings, this is necessary when serializing objects to send to OANDA. Though when used internally is it more natural to leave floats as floats.""" result = account.dict(json=True, datetime_format='UNIX') # Test result is a dict assert type(result) == dict flattened_result = flatten_dict(result) # Test that all values have the correct data type for value in flattened_result: assert isinstance(value, (dict, str, int, list)) result = account.dict(json=False, datetime_format='UNIX') assert type(result) == dict flattened_result = flatten_dict(result) # Test that all values have the correct data type. Specifically that # all floats have not been casted to a string. for value in flattened_result: assert isinstance(value, (dict, float, str, int, list)) if isinstance(value, str): with pytest.raises(ValueError): float(value) def test_json_data(account): result = account.json(datetime_format='UNIX') assert type(result) == str assert json.loads(result) == account.dict(json=True, datetime_format='UNIX') def test_data(account): result = account.data(json=True, datetime_format='UNIX') for value in result: assert isinstance(value, (str, int, list)) result = account.data(json=False) for value in result: assert isinstance(value, (float, str, int, list)) if isinstance(value, str): with pytest.raises(ValueError): float(value) def test_series_doesnt_convert_datetime(account): result = account.series(datetime_format='UNIX') for value in result: assert isinstance(value, (float, str, int, list, type(None))) if isinstance(value, str): # All values in a series object should be a float if they can be with pytest.raises(ValueError): float(value) def test_series_converts_time_to_datetime(account): result = account.series() with pytest.raises(AssertionError): for value in result: assert isinstance(value, (float, str, int, list, type(None))) for value in result: assert isinstance(value, (float, str, int, list, type(None), Timestamp)) def test_array_returns_instantiation_error(): class ArrayTest(Array, contains=int): pass with pytest.raises(InstantiationFailure): instance = ArrayTest('ABC', 'DEF') result = instance[0] def test_array_with_no_dict_does_not_error_when_attempting_get_id(): class ArrayTest(Array, contains=int): pass instance = ArrayTest('ABC', 'DEF') result = instance.get_id(1) def test_create_attribute_returns_incompatible_error(): with pytest.raises(IncompatibleValue): create_attribute(AccountID, TradeID(123)) with pytest.raises(IncompatibleValue): create_attribute(ArrayStr, TradeID(123)) def test_model_update(): trade_summary = TradeSummary(**example_trade_summary) changed_trade_summary = TradeSummary(**example_changed_trade_summary) result = trade_summary.replace(**changed_trade_summary.dict(json=False)) merged = trade_summary.dict() merged.update(changed_trade_summary.dict()) assert all(map(lambda x: x in merged, result.dict().keys())) assert result.dict() == TradeSummary(**merged).dict() def test_array_get_id_returns_id(): data = json.loads(example_transactions) transactions = ArrayTransaction(*json.loads(example_transactions)) assert transactions.get_id(6607).id == 6607 assert transactions.get_id(123) == None def test_array_get_instrument_returns_instrument(): positions = ArrayPosition(*json.loads(example_positions)) assert positions.get_instrument('AUD_USD').instrument == 'AUD_USD' assert positions.get_instrument('EUR_USD') == None instruments = ArrayInstrument(*json.loads(example_instruments)) assert instruments.get_instrument('AUD_USD').name == 'AUD_USD' assert instruments.get_instrument('EUR_USD').name == 'EUR_USD' def test_array_in_returns_true_when_instrument_is_present(): positions = ArrayPosition(*json.loads(example_positions)) assert 'AUD_USD' in positions def test_array_in_returns_true_when_id_is_present(): trades = ArrayTrade(*example_trade_array) assert 7105 in trades def test_array_in_returns_true_when_object_is_present(): trades = ArrayTrade(*example_trade_array) trade = Trade(**example_trade_array[0]) assert trade in trades def test_model_raises_not_implemented_when_checking_equality(): assert (Trade(0) == '0') == False def test_same_arrays_are_equal(): assert ArrayTrade(*example_trade_array) == ArrayTrade(*example_trade_array) def test_array_returns_false_checking_equality(): assert (ArrayTrade(*example_trade_array) == 'ERROR') == False def test_array_negative_indexing_works(): array = ArrayTrade(*example_trade_array) assert array[-1] == array[len(array) - 1] def test_array_items_cannot_be_modified(): array = ArrayTrade(*example_trade_array) with pytest.raises(TypeError): array[0] = None def test_array_items_cannot_be_assigned_to(): array = ArrayTrade(*example_trade_array) with pytest.raises(NotImplementedError): array.test = 'ERROR' def test_array_items_cannot_be_deleted_to(): array = ArrayTrade(*example_trade_array) with pytest.raises(NotImplementedError): del array.items def test_array_raises_index_error(): array = ArrayTrade(*example_trade_array) with pytest.raises(IndexError): r = array[100] def test_array_hash_returns_same_hash(): array_1 = ArrayTrade(*example_trade_array) array_2 = ArrayTrade(*example_trade_array) assert hash(array_1) == hash(array_2) assert array_1 == array_2 def test_slicing_array_allows_for_equality_checking(): array_1 = ArrayInstrument(*json.loads(example_instruments)) array_2 = array_1[2:6:2] assert array_1[2] == array_2[0] assert array_1[4] == array_2[1] @pytest.mark.asyncio async def test_array_dataframe_returns_dataframe(client, server): # Easier to get a real response from the fake server than to mock a response async with client as client: rsp = await client.get_candles('AUD_USD') df = rsp.candles.dataframe() assert type(df) == DataFrame @pytest.mark.asyncio async def test_array_dataframe_converts_datetimes_to_correct_type(client, server): # Easier to get a real response from the fake server than to mock a response async with client as client: rsp = await client.get_candles('AUD_USD') df = rsp.candles.dataframe() assert type(df.time[0]) == pd.Timestamp df = rsp.candles.dataframe(datetime_format='UNIX') assert type(df.time[0]) == np.int64 assert len(str(df.time[0])) == 19 df = rsp.candles.dataframe(datetime_format='UNIX', json=True) assert type(df.time[0]) == str assert len(str(df.time[0])) == 20 df = rsp.candles.dataframe(datetime_format='RFC3339') assert type(df.time[0]) == str assert len(str(df.time[0])) == 30 assert type(df) == DataFrame def test_create_attribute_raises_error_when_unable_to_construct_type(): with pytest.raises(InstantiationFailure): attribute = create_attribute(int, 'This is not an int') @pytest.mark.asyncio async def test_array_get_instruments_returns_all_matching_objects(client, server): async with client as client: rsp = await client.list_open_trades() trades = rsp.trades.get_instruments('AUD_USD') assert len(trades) == 40 assert type(trades) == ArrayTrade @pytest.mark.asyncio async def test_array_get_instruments_returns_default(client, server): async with client as client: rsp = await client.list_open_trades() trades = rsp.trades.get_instruments('NOTHING', 'DEFAULT') assert trades == 'DEFAULT' @pytest.mark.asyncio async def test_array_get_instrument_returns_single_object(client, server): async with client as client: rsp = await client.list_positions() position = rsp.positions.get_instrument('AUD_USD') assert type(position) == Position @pytest.mark.asyncio async def test_array_get_instrument_returns_default(client, server): async with client as client: rsp = await client.list_positions() position = rsp.positions.get_instrument('NOTHING', 'DEFAULT') assert position == 'DEFAULT' @pytest.mark.asyncio async def test_array_get_trade_id_returns_single_object(client, server): async with client as client: rsp = await client.list_orders() print(rsp.json()) order = rsp.orders.get_trade_id(34543) assert type(order) == Order @pytest.mark.asyncio async def test_array_get_trade_id_returns_default(client, server): async with client as client: rsp = await client.list_orders() order = rsp.orders.get_trade_id('NOTHING', 'DEFAULT') assert order == 'DEFAULT' @pytest.mark.asyncio async def test_array_get_trade_id_returns_correct_object(client, server): async with client as client: rsp = await client.list_orders() order = rsp.orders.get_trade_id(34543, type='TAKE_PROFIT') assert order.type == 'TAKE_PROFIT' order = rsp.orders.get_trade_id(34543, type='STOP_LOSS') assert order.type == 'STOP_LOSS' order = rsp.orders.get_trade_id(34543, default='DEFAULT', type='INVALID') assert order == 'DEFAULT' @pytest.mark.asyncio async def test_array_get_trade_ids_returns_array_object(client, server): async with client as client: rsp = await client.list_orders() print(rsp.json()) orders = rsp.orders.get_trade_ids(34543) assert type(orders) == ArrayOrder @pytest.mark.asyncio async def test_array_get_trade_ids_returns_default(client, server): async with client as client: rsp = await client.list_orders() print(rsp.json()) orders = rsp.orders.get_trade_ids('NOTHING', 'DEFAULT') assert orders == 'DEFAULT' def test_model_get_method(): account = Account(**account_example['account']) assert account.get('id') assert account.get('doenstexist') == None
mit
zygmuntz/pybrain-practice
kin_predict.py
3
1038
"get predictions for a test set" import numpy as np import cPickle as pickle from math import sqrt from pybrain.datasets.supervised import SupervisedDataSet as SDS from sklearn.metrics import mean_squared_error as MSE test_file = 'data/test.csv' model_file = 'model.pkl' output_predictions_file = 'predictions.txt' # load model net = pickle.load( open( model_file, 'rb' )) # load data test = np.loadtxt( test_file, delimiter = ',' ) x_test = test[:,0:-1] y_test = test[:,-1] y_test = y_test.reshape( -1, 1 ) # you'll need labels. In case you don't have them... y_test_dummy = np.zeros( y_test.shape ) input_size = x_test.shape[1] target_size = y_test.shape[1] assert( net.indim == input_size ) assert( net.outdim == target_size ) # prepare dataset ds = SDS( input_size, target_size ) ds.setField( 'input', x_test ) ds.setField( 'target', y_test_dummy ) # predict p = net.activateOnDataset( ds ) mse = MSE( y_test, p ) rmse = sqrt( mse ) print "testing RMSE:", rmse np.savetxt( output_predictions_file, p, fmt = '%.6f' )
unlicense
rs2/pandas
pandas/core/aggregation.py
1
16060
""" aggregation.py contains utility functions to handle multiple named and lambda kwarg aggregations in groupby and DataFrame/Series aggregation """ from collections import defaultdict from functools import partial from typing import ( TYPE_CHECKING, Any, Callable, DefaultDict, Dict, Iterable, List, Optional, Sequence, Tuple, Union, ) from pandas._typing import AggFuncType, Axis, FrameOrSeries, Label from pandas.core.dtypes.common import is_dict_like, is_list_like from pandas.core.dtypes.generic import ABCDataFrame, ABCSeries from pandas.core.base import SpecificationError import pandas.core.common as com from pandas.core.indexes.api import Index if TYPE_CHECKING: from pandas.core.series import Series def reconstruct_func( func: Optional[AggFuncType], **kwargs ) -> Tuple[bool, Optional[AggFuncType], Optional[List[str]], Optional[List[int]]]: """ This is the internal function to reconstruct func given if there is relabeling or not and also normalize the keyword to get new order of columns. If named aggregation is applied, `func` will be None, and kwargs contains the column and aggregation function information to be parsed; If named aggregation is not applied, `func` is either string (e.g. 'min') or Callable, or list of them (e.g. ['min', np.max]), or the dictionary of column name and str/Callable/list of them (e.g. {'A': 'min'}, or {'A': [np.min, lambda x: x]}) If relabeling is True, will return relabeling, reconstructed func, column names, and the reconstructed order of columns. If relabeling is False, the columns and order will be None. Parameters ---------- func: agg function (e.g. 'min' or Callable) or list of agg functions (e.g. ['min', np.max]) or dictionary (e.g. {'A': ['min', np.max]}). **kwargs: dict, kwargs used in is_multi_agg_with_relabel and normalize_keyword_aggregation function for relabelling Returns ------- relabelling: bool, if there is relabelling or not func: normalized and mangled func columns: list of column names order: list of columns indices Examples -------- >>> reconstruct_func(None, **{"foo": ("col", "min")}) (True, defaultdict(<class 'list'>, {'col': ['min']}), ('foo',), array([0])) >>> reconstruct_func("min") (False, 'min', None, None) """ relabeling = func is None and is_multi_agg_with_relabel(**kwargs) columns: Optional[List[str]] = None order: Optional[List[int]] = None if not relabeling: if isinstance(func, list) and len(func) > len(set(func)): # GH 28426 will raise error if duplicated function names are used and # there is no reassigned name raise SpecificationError( "Function names must be unique if there is no new column names " "assigned" ) elif func is None: # nicer error message raise TypeError("Must provide 'func' or tuples of '(column, aggfunc).") if relabeling: func, columns, order = normalize_keyword_aggregation(kwargs) return relabeling, func, columns, order def is_multi_agg_with_relabel(**kwargs) -> bool: """ Check whether kwargs passed to .agg look like multi-agg with relabeling. Parameters ---------- **kwargs : dict Returns ------- bool Examples -------- >>> is_multi_agg_with_relabel(a="max") False >>> is_multi_agg_with_relabel(a_max=("a", "max"), a_min=("a", "min")) True >>> is_multi_agg_with_relabel() False """ return all(isinstance(v, tuple) and len(v) == 2 for v in kwargs.values()) and ( len(kwargs) > 0 ) def normalize_keyword_aggregation(kwargs: dict) -> Tuple[dict, List[str], List[int]]: """ Normalize user-provided "named aggregation" kwargs. Transforms from the new ``Mapping[str, NamedAgg]`` style kwargs to the old Dict[str, List[scalar]]]. Parameters ---------- kwargs : dict Returns ------- aggspec : dict The transformed kwargs. columns : List[str] The user-provided keys. col_idx_order : List[int] List of columns indices. Examples -------- >>> normalize_keyword_aggregation({"output": ("input", "sum")}) (defaultdict(<class 'list'>, {'input': ['sum']}), ('output',), array([0])) """ # Normalize the aggregation functions as Mapping[column, List[func]], # process normally, then fixup the names. # TODO: aggspec type: typing.Dict[str, List[AggScalar]] # May be hitting https://github.com/python/mypy/issues/5958 # saying it doesn't have an attribute __name__ aggspec: DefaultDict = defaultdict(list) order = [] columns, pairs = list(zip(*kwargs.items())) for name, (column, aggfunc) in zip(columns, pairs): aggspec[column].append(aggfunc) order.append((column, com.get_callable_name(aggfunc) or aggfunc)) # uniquify aggfunc name if duplicated in order list uniquified_order = _make_unique_kwarg_list(order) # GH 25719, due to aggspec will change the order of assigned columns in aggregation # uniquified_aggspec will store uniquified order list and will compare it with order # based on index aggspec_order = [ (column, com.get_callable_name(aggfunc) or aggfunc) for column, aggfuncs in aggspec.items() for aggfunc in aggfuncs ] uniquified_aggspec = _make_unique_kwarg_list(aggspec_order) # get the new index of columns by comparison col_idx_order = Index(uniquified_aggspec).get_indexer(uniquified_order) return aggspec, columns, col_idx_order def _make_unique_kwarg_list( seq: Sequence[Tuple[Any, Any]] ) -> Sequence[Tuple[Any, Any]]: """ Uniquify aggfunc name of the pairs in the order list Examples: -------- >>> kwarg_list = [('a', '<lambda>'), ('a', '<lambda>'), ('b', '<lambda>')] >>> _make_unique_kwarg_list(kwarg_list) [('a', '<lambda>_0'), ('a', '<lambda>_1'), ('b', '<lambda>')] """ return [ (pair[0], "_".join([pair[1], str(seq[:i].count(pair))])) if seq.count(pair) > 1 else pair for i, pair in enumerate(seq) ] # TODO: Can't use, because mypy doesn't like us setting __name__ # error: "partial[Any]" has no attribute "__name__" # the type is: # typing.Sequence[Callable[..., ScalarResult]] # -> typing.Sequence[Callable[..., ScalarResult]]: def _managle_lambda_list(aggfuncs: Sequence[Any]) -> Sequence[Any]: """ Possibly mangle a list of aggfuncs. Parameters ---------- aggfuncs : Sequence Returns ------- mangled: list-like A new AggSpec sequence, where lambdas have been converted to have unique names. Notes ----- If just one aggfunc is passed, the name will not be mangled. """ if len(aggfuncs) <= 1: # don't mangle for .agg([lambda x: .]) return aggfuncs i = 0 mangled_aggfuncs = [] for aggfunc in aggfuncs: if com.get_callable_name(aggfunc) == "<lambda>": aggfunc = partial(aggfunc) aggfunc.__name__ = f"<lambda_{i}>" i += 1 mangled_aggfuncs.append(aggfunc) return mangled_aggfuncs def maybe_mangle_lambdas(agg_spec: Any) -> Any: """ Make new lambdas with unique names. Parameters ---------- agg_spec : Any An argument to GroupBy.agg. Non-dict-like `agg_spec` are pass through as is. For dict-like `agg_spec` a new spec is returned with name-mangled lambdas. Returns ------- mangled : Any Same type as the input. Examples -------- >>> maybe_mangle_lambdas('sum') 'sum' >>> maybe_mangle_lambdas([lambda: 1, lambda: 2]) # doctest: +SKIP [<function __main__.<lambda_0>, <function pandas...._make_lambda.<locals>.f(*args, **kwargs)>] """ is_dict = is_dict_like(agg_spec) if not (is_dict or is_list_like(agg_spec)): return agg_spec mangled_aggspec = type(agg_spec)() # dict or OrderedDict if is_dict: for key, aggfuncs in agg_spec.items(): if is_list_like(aggfuncs) and not is_dict_like(aggfuncs): mangled_aggfuncs = _managle_lambda_list(aggfuncs) else: mangled_aggfuncs = aggfuncs mangled_aggspec[key] = mangled_aggfuncs else: mangled_aggspec = _managle_lambda_list(agg_spec) return mangled_aggspec def relabel_result( result: FrameOrSeries, func: Dict[str, List[Union[Callable, str]]], columns: Iterable[Label], order: Iterable[int], ) -> Dict[Label, "Series"]: """ Internal function to reorder result if relabelling is True for dataframe.agg, and return the reordered result in dict. Parameters: ---------- result: Result from aggregation func: Dict of (column name, funcs) columns: New columns name for relabelling order: New order for relabelling Examples: --------- >>> result = DataFrame({"A": [np.nan, 2, np.nan], ... "C": [6, np.nan, np.nan], "B": [np.nan, 4, 2.5]}) # doctest: +SKIP >>> funcs = {"A": ["max"], "C": ["max"], "B": ["mean", "min"]} >>> columns = ("foo", "aab", "bar", "dat") >>> order = [0, 1, 2, 3] >>> _relabel_result(result, func, columns, order) # doctest: +SKIP dict(A=Series([2.0, NaN, NaN, NaN], index=["foo", "aab", "bar", "dat"]), C=Series([NaN, 6.0, NaN, NaN], index=["foo", "aab", "bar", "dat"]), B=Series([NaN, NaN, 2.5, 4.0], index=["foo", "aab", "bar", "dat"])) """ reordered_indexes = [ pair[0] for pair in sorted(zip(columns, order), key=lambda t: t[1]) ] reordered_result_in_dict: Dict[Label, "Series"] = {} idx = 0 reorder_mask = not isinstance(result, ABCSeries) and len(result.columns) > 1 for col, fun in func.items(): s = result[col].dropna() # In the `_aggregate`, the callable names are obtained and used in `result`, and # these names are ordered alphabetically. e.g. # C2 C1 # <lambda> 1 NaN # amax NaN 4.0 # max NaN 4.0 # sum 18.0 6.0 # Therefore, the order of functions for each column could be shuffled # accordingly so need to get the callable name if it is not parsed names, and # reorder the aggregated result for each column. # e.g. if df.agg(c1=("C2", sum), c2=("C2", lambda x: min(x))), correct order is # [sum, <lambda>], but in `result`, it will be [<lambda>, sum], and we need to # reorder so that aggregated values map to their functions regarding the order. # However there is only one column being used for aggregation, not need to # reorder since the index is not sorted, and keep as is in `funcs`, e.g. # A # min 1.0 # mean 1.5 # mean 1.5 if reorder_mask: fun = [ com.get_callable_name(f) if not isinstance(f, str) else f for f in fun ] col_idx_order = Index(s.index).get_indexer(fun) s = s[col_idx_order] # assign the new user-provided "named aggregation" as index names, and reindex # it based on the whole user-provided names. s.index = reordered_indexes[idx : idx + len(fun)] reordered_result_in_dict[col] = s.reindex(columns, copy=False) idx = idx + len(fun) return reordered_result_in_dict def validate_func_kwargs( kwargs: dict, ) -> Tuple[List[str], List[Union[str, Callable[..., Any]]]]: """ Validates types of user-provided "named aggregation" kwargs. `TypeError` is raised if aggfunc is not `str` or callable. Parameters ---------- kwargs : dict Returns ------- columns : List[str] List of user-provied keys. func : List[Union[str, callable[...,Any]]] List of user-provided aggfuncs Examples -------- >>> validate_func_kwargs({'one': 'min', 'two': 'max'}) (['one', 'two'], ['min', 'max']) """ no_arg_message = "Must provide 'func' or named aggregation **kwargs." tuple_given_message = "func is expected but received {} in **kwargs." columns = list(kwargs) func = [] for col_func in kwargs.values(): if not (isinstance(col_func, str) or callable(col_func)): raise TypeError(tuple_given_message.format(type(col_func).__name__)) func.append(col_func) if not columns: raise TypeError(no_arg_message) return columns, func def transform( obj: FrameOrSeries, func: AggFuncType, axis: Axis, *args, **kwargs ) -> FrameOrSeries: """ Transform a DataFrame or Series Parameters ---------- obj : DataFrame or Series Object to compute the transform on. func : string, function, list, or dictionary Function(s) to compute the transform with. axis : {0 or 'index', 1 or 'columns'} Axis along which the function is applied: * 0 or 'index': apply function to each column. * 1 or 'columns': apply function to each row. Returns ------- DataFrame or Series Result of applying ``func`` along the given axis of the Series or DataFrame. Raises ------ ValueError If the transform function fails or does not transform. """ is_series = obj.ndim == 1 if obj._get_axis_number(axis) == 1: assert not is_series return transform(obj.T, func, 0, *args, **kwargs).T if isinstance(func, list): if is_series: func = {com.get_callable_name(v) or v: v for v in func} else: func = {col: func for col in obj} if isinstance(func, dict): return transform_dict_like(obj, func, *args, **kwargs) # func is either str or callable try: result = transform_str_or_callable(obj, func, *args, **kwargs) except Exception: raise ValueError("Transform function failed") # Functions that transform may return empty Series/DataFrame # when the dtype is not appropriate if isinstance(result, (ABCSeries, ABCDataFrame)) and result.empty: raise ValueError("Transform function failed") if not isinstance(result, (ABCSeries, ABCDataFrame)) or not result.index.equals( obj.index ): raise ValueError("Function did not transform") return result def transform_dict_like(obj, func, *args, **kwargs): """ Compute transform in the case of a dict-like func """ from pandas.core.reshape.concat import concat if obj.ndim != 1: cols = sorted(set(func.keys()) - set(obj.columns)) if len(cols) > 0: raise SpecificationError(f"Column(s) {cols} do not exist") if any(isinstance(v, dict) for v in func.values()): # GH 15931 - deprecation of renaming keys raise SpecificationError("nested renamer is not supported") results = {} for name, how in func.items(): colg = obj._gotitem(name, ndim=1) try: results[name] = transform(colg, how, 0, *args, **kwargs) except Exception as e: if str(e) == "Function did not transform": raise e # combine results if len(results) == 0: raise ValueError("Transform function failed") return concat(results, axis=1) def transform_str_or_callable(obj, func, *args, **kwargs): """ Compute transform in the case of a string or callable func """ if isinstance(func, str): return obj._try_aggregate_string_function(func, *args, **kwargs) if not args and not kwargs: f = obj._get_cython_func(func) if f: return getattr(obj, f)() # Two possible ways to use a UDF - apply or call directly try: return obj.apply(func, args=args, **kwargs) except Exception: return func(obj, *args, **kwargs)
bsd-3-clause
RalphBariz/RalphsDotNet
Old/RalphsDotNet.Apps.OptimizationStudio/Resources/PyLib/numpy/linalg/linalg.py
53
61098
"""Lite version of scipy.linalg. Notes ----- This module is a lite version of the linalg.py module in SciPy which contains high-level Python interface to the LAPACK library. The lite version only accesses the following LAPACK functions: dgesv, zgesv, dgeev, zgeev, dgesdd, zgesdd, dgelsd, zgelsd, dsyevd, zheevd, dgetrf, zgetrf, dpotrf, zpotrf, dgeqrf, zgeqrf, zungqr, dorgqr. """ __all__ = ['matrix_power', 'solve', 'tensorsolve', 'tensorinv', 'inv', 'cholesky', 'eigvals', 'eigvalsh', 'pinv', 'slogdet', 'det', 'svd', 'eig', 'eigh','lstsq', 'norm', 'qr', 'cond', 'matrix_rank', 'LinAlgError'] import sys from numpy.core import array, asarray, zeros, empty, transpose, \ intc, single, double, csingle, cdouble, inexact, complexfloating, \ newaxis, ravel, all, Inf, dot, add, multiply, identity, sqrt, \ maximum, flatnonzero, diagonal, arange, fastCopyAndTranspose, sum, \ isfinite, size, finfo, absolute, log, exp from numpy.lib import triu from numpy.linalg import lapack_lite from numpy.matrixlib.defmatrix import matrix_power from numpy.compat import asbytes # For Python2/3 compatibility _N = asbytes('N') _V = asbytes('V') _A = asbytes('A') _S = asbytes('S') _L = asbytes('L') fortran_int = intc # Error object class LinAlgError(Exception): """ Generic Python-exception-derived object raised by linalg functions. General purpose exception class, derived from Python's exception.Exception class, programmatically raised in linalg functions when a Linear Algebra-related condition would prevent further correct execution of the function. Parameters ---------- None Examples -------- >>> from numpy import linalg as LA >>> LA.inv(np.zeros((2,2))) Traceback (most recent call last): File "<stdin>", line 1, in <module> File "...linalg.py", line 350, in inv return wrap(solve(a, identity(a.shape[0], dtype=a.dtype))) File "...linalg.py", line 249, in solve raise LinAlgError, 'Singular matrix' numpy.linalg.linalg.LinAlgError: Singular matrix """ pass def _makearray(a): new = asarray(a) wrap = getattr(a, "__array_prepare__", new.__array_wrap__) return new, wrap def isComplexType(t): return issubclass(t, complexfloating) _real_types_map = {single : single, double : double, csingle : single, cdouble : double} _complex_types_map = {single : csingle, double : cdouble, csingle : csingle, cdouble : cdouble} def _realType(t, default=double): return _real_types_map.get(t, default) def _complexType(t, default=cdouble): return _complex_types_map.get(t, default) def _linalgRealType(t): """Cast the type t to either double or cdouble.""" return double _complex_types_map = {single : csingle, double : cdouble, csingle : csingle, cdouble : cdouble} def _commonType(*arrays): # in lite version, use higher precision (always double or cdouble) result_type = single is_complex = False for a in arrays: if issubclass(a.dtype.type, inexact): if isComplexType(a.dtype.type): is_complex = True rt = _realType(a.dtype.type, default=None) if rt is None: # unsupported inexact scalar raise TypeError("array type %s is unsupported in linalg" % (a.dtype.name,)) else: rt = double if rt is double: result_type = double if is_complex: t = cdouble result_type = _complex_types_map[result_type] else: t = double return t, result_type # _fastCopyAndTranpose assumes the input is 2D (as all the calls in here are). _fastCT = fastCopyAndTranspose def _to_native_byte_order(*arrays): ret = [] for arr in arrays: if arr.dtype.byteorder not in ('=', '|'): ret.append(asarray(arr, dtype=arr.dtype.newbyteorder('='))) else: ret.append(arr) if len(ret) == 1: return ret[0] else: return ret def _fastCopyAndTranspose(type, *arrays): cast_arrays = () for a in arrays: if a.dtype.type is type: cast_arrays = cast_arrays + (_fastCT(a),) else: cast_arrays = cast_arrays + (_fastCT(a.astype(type)),) if len(cast_arrays) == 1: return cast_arrays[0] else: return cast_arrays def _assertRank2(*arrays): for a in arrays: if len(a.shape) != 2: raise LinAlgError, '%d-dimensional array given. Array must be \ two-dimensional' % len(a.shape) def _assertSquareness(*arrays): for a in arrays: if max(a.shape) != min(a.shape): raise LinAlgError, 'Array must be square' def _assertFinite(*arrays): for a in arrays: if not (isfinite(a).all()): raise LinAlgError, "Array must not contain infs or NaNs" def _assertNonEmpty(*arrays): for a in arrays: if size(a) == 0: raise LinAlgError("Arrays cannot be empty") # Linear equations def tensorsolve(a, b, axes=None): """ Solve the tensor equation ``a x = b`` for x. It is assumed that all indices of `x` are summed over in the product, together with the rightmost indices of `a`, as is done in, for example, ``tensordot(a, x, axes=len(b.shape))``. Parameters ---------- a : array_like Coefficient tensor, of shape ``b.shape + Q``. `Q`, a tuple, equals the shape of that sub-tensor of `a` consisting of the appropriate number of its rightmost indices, and must be such that ``prod(Q) == prod(b.shape)`` (in which sense `a` is said to be 'square'). b : array_like Right-hand tensor, which can be of any shape. axes : tuple of ints, optional Axes in `a` to reorder to the right, before inversion. If None (default), no reordering is done. Returns ------- x : ndarray, shape Q Raises ------ LinAlgError If `a` is singular or not 'square' (in the above sense). See Also -------- tensordot, tensorinv Examples -------- >>> a = np.eye(2*3*4) >>> a.shape = (2*3, 4, 2, 3, 4) >>> b = np.random.randn(2*3, 4) >>> x = np.linalg.tensorsolve(a, b) >>> x.shape (2, 3, 4) >>> np.allclose(np.tensordot(a, x, axes=3), b) True """ a,wrap = _makearray(a) b = asarray(b) an = a.ndim if axes is not None: allaxes = range(0, an) for k in axes: allaxes.remove(k) allaxes.insert(an, k) a = a.transpose(allaxes) oldshape = a.shape[-(an-b.ndim):] prod = 1 for k in oldshape: prod *= k a = a.reshape(-1, prod) b = b.ravel() res = wrap(solve(a, b)) res.shape = oldshape return res def solve(a, b): """ Solve a linear matrix equation, or system of linear scalar equations. Computes the "exact" solution, `x`, of the well-determined, i.e., full rank, linear matrix equation `ax = b`. Parameters ---------- a : array_like, shape (M, M) Coefficient matrix. b : array_like, shape (M,) or (M, N) Ordinate or "dependent variable" values. Returns ------- x : ndarray, shape (M,) or (M, N) depending on b Solution to the system a x = b Raises ------ LinAlgError If `a` is singular or not square. Notes ----- `solve` is a wrapper for the LAPACK routines `dgesv`_ and `zgesv`_, the former being used if `a` is real-valued, the latter if it is complex-valued. The solution to the system of linear equations is computed using an LU decomposition [1]_ with partial pivoting and row interchanges. .. _dgesv: http://www.netlib.org/lapack/double/dgesv.f .. _zgesv: http://www.netlib.org/lapack/complex16/zgesv.f `a` must be square and of full-rank, i.e., all rows (or, equivalently, columns) must be linearly independent; if either is not true, use `lstsq` for the least-squares best "solution" of the system/equation. References ---------- .. [1] G. Strang, *Linear Algebra and Its Applications*, 2nd Ed., Orlando, FL, Academic Press, Inc., 1980, pg. 22. Examples -------- Solve the system of equations ``3 * x0 + x1 = 9`` and ``x0 + 2 * x1 = 8``: >>> a = np.array([[3,1], [1,2]]) >>> b = np.array([9,8]) >>> x = np.linalg.solve(a, b) >>> x array([ 2., 3.]) Check that the solution is correct: >>> (np.dot(a, x) == b).all() True """ a, _ = _makearray(a) b, wrap = _makearray(b) one_eq = len(b.shape) == 1 if one_eq: b = b[:, newaxis] _assertRank2(a, b) _assertSquareness(a) n_eq = a.shape[0] n_rhs = b.shape[1] if n_eq != b.shape[0]: raise LinAlgError, 'Incompatible dimensions' t, result_t = _commonType(a, b) # lapack_routine = _findLapackRoutine('gesv', t) if isComplexType(t): lapack_routine = lapack_lite.zgesv else: lapack_routine = lapack_lite.dgesv a, b = _fastCopyAndTranspose(t, a, b) a, b = _to_native_byte_order(a, b) pivots = zeros(n_eq, fortran_int) results = lapack_routine(n_eq, n_rhs, a, n_eq, pivots, b, n_eq, 0) if results['info'] > 0: raise LinAlgError, 'Singular matrix' if one_eq: return wrap(b.ravel().astype(result_t)) else: return wrap(b.transpose().astype(result_t)) def tensorinv(a, ind=2): """ Compute the 'inverse' of an N-dimensional array. The result is an inverse for `a` relative to the tensordot operation ``tensordot(a, b, ind)``, i. e., up to floating-point accuracy, ``tensordot(tensorinv(a), a, ind)`` is the "identity" tensor for the tensordot operation. Parameters ---------- a : array_like Tensor to 'invert'. Its shape must be 'square', i. e., ``prod(a.shape[:ind]) == prod(a.shape[ind:])``. ind : int, optional Number of first indices that are involved in the inverse sum. Must be a positive integer, default is 2. Returns ------- b : ndarray `a`'s tensordot inverse, shape ``a.shape[:ind] + a.shape[ind:]``. Raises ------ LinAlgError If `a` is singular or not 'square' (in the above sense). See Also -------- tensordot, tensorsolve Examples -------- >>> a = np.eye(4*6) >>> a.shape = (4, 6, 8, 3) >>> ainv = np.linalg.tensorinv(a, ind=2) >>> ainv.shape (8, 3, 4, 6) >>> b = np.random.randn(4, 6) >>> np.allclose(np.tensordot(ainv, b), np.linalg.tensorsolve(a, b)) True >>> a = np.eye(4*6) >>> a.shape = (24, 8, 3) >>> ainv = np.linalg.tensorinv(a, ind=1) >>> ainv.shape (8, 3, 24) >>> b = np.random.randn(24) >>> np.allclose(np.tensordot(ainv, b, 1), np.linalg.tensorsolve(a, b)) True """ a = asarray(a) oldshape = a.shape prod = 1 if ind > 0: invshape = oldshape[ind:] + oldshape[:ind] for k in oldshape[ind:]: prod *= k else: raise ValueError, "Invalid ind argument." a = a.reshape(prod, -1) ia = inv(a) return ia.reshape(*invshape) # Matrix inversion def inv(a): """ Compute the (multiplicative) inverse of a matrix. Given a square matrix `a`, return the matrix `ainv` satisfying ``dot(a, ainv) = dot(ainv, a) = eye(a.shape[0])``. Parameters ---------- a : array_like, shape (M, M) Matrix to be inverted. Returns ------- ainv : ndarray or matrix, shape (M, M) (Multiplicative) inverse of the matrix `a`. Raises ------ LinAlgError If `a` is singular or not square. Examples -------- >>> from numpy import linalg as LA >>> a = np.array([[1., 2.], [3., 4.]]) >>> ainv = LA.inv(a) >>> np.allclose(np.dot(a, ainv), np.eye(2)) True >>> np.allclose(np.dot(ainv, a), np.eye(2)) True If a is a matrix object, then the return value is a matrix as well: >>> ainv = LA.inv(np.matrix(a)) >>> ainv matrix([[-2. , 1. ], [ 1.5, -0.5]]) """ a, wrap = _makearray(a) return wrap(solve(a, identity(a.shape[0], dtype=a.dtype))) # Cholesky decomposition def cholesky(a): """ Cholesky decomposition. Return the Cholesky decomposition, `L * L.H`, of the square matrix `a`, where `L` is lower-triangular and .H is the conjugate transpose operator (which is the ordinary transpose if `a` is real-valued). `a` must be Hermitian (symmetric if real-valued) and positive-definite. Only `L` is actually returned. Parameters ---------- a : array_like, shape (M, M) Hermitian (symmetric if all elements are real), positive-definite input matrix. Returns ------- L : ndarray, or matrix object if `a` is, shape (M, M) Lower-triangular Cholesky factor of a. Raises ------ LinAlgError If the decomposition fails, for example, if `a` is not positive-definite. Notes ----- The Cholesky decomposition is often used as a fast way of solving .. math:: A \\mathbf{x} = \\mathbf{b} (when `A` is both Hermitian/symmetric and positive-definite). First, we solve for :math:`\\mathbf{y}` in .. math:: L \\mathbf{y} = \\mathbf{b}, and then for :math:`\\mathbf{x}` in .. math:: L.H \\mathbf{x} = \\mathbf{y}. Examples -------- >>> A = np.array([[1,-2j],[2j,5]]) >>> A array([[ 1.+0.j, 0.-2.j], [ 0.+2.j, 5.+0.j]]) >>> L = np.linalg.cholesky(A) >>> L array([[ 1.+0.j, 0.+0.j], [ 0.+2.j, 1.+0.j]]) >>> np.dot(L, L.T.conj()) # verify that L * L.H = A array([[ 1.+0.j, 0.-2.j], [ 0.+2.j, 5.+0.j]]) >>> A = [[1,-2j],[2j,5]] # what happens if A is only array_like? >>> np.linalg.cholesky(A) # an ndarray object is returned array([[ 1.+0.j, 0.+0.j], [ 0.+2.j, 1.+0.j]]) >>> # But a matrix object is returned if A is a matrix object >>> LA.cholesky(np.matrix(A)) matrix([[ 1.+0.j, 0.+0.j], [ 0.+2.j, 1.+0.j]]) """ a, wrap = _makearray(a) _assertRank2(a) _assertSquareness(a) t, result_t = _commonType(a) a = _fastCopyAndTranspose(t, a) a = _to_native_byte_order(a) m = a.shape[0] n = a.shape[1] if isComplexType(t): lapack_routine = lapack_lite.zpotrf else: lapack_routine = lapack_lite.dpotrf results = lapack_routine(_L, n, a, m, 0) if results['info'] > 0: raise LinAlgError, 'Matrix is not positive definite - \ Cholesky decomposition cannot be computed' s = triu(a, k=0).transpose() if (s.dtype != result_t): s = s.astype(result_t) return wrap(s) # QR decompostion def qr(a, mode='full'): """ Compute the qr factorization of a matrix. Factor the matrix `a` as *qr*, where `q` is orthonormal and `r` is upper-triangular. Parameters ---------- a : array_like Matrix to be factored, of shape (M, N). mode : {'full', 'r', 'economic'}, optional Specifies the values to be returned. 'full' is the default. Economic mode is slightly faster then 'r' mode if only `r` is needed. Returns ------- q : ndarray of float or complex, optional The orthonormal matrix, of shape (M, K). Only returned if ``mode='full'``. r : ndarray of float or complex, optional The upper-triangular matrix, of shape (K, N) with K = min(M, N). Only returned when ``mode='full'`` or ``mode='r'``. a2 : ndarray of float or complex, optional Array of shape (M, N), only returned when ``mode='economic``'. The diagonal and the upper triangle of `a2` contains `r`, while the rest of the matrix is undefined. Raises ------ LinAlgError If factoring fails. Notes ----- This is an interface to the LAPACK routines dgeqrf, zgeqrf, dorgqr, and zungqr. For more information on the qr factorization, see for example: http://en.wikipedia.org/wiki/QR_factorization Subclasses of `ndarray` are preserved, so if `a` is of type `matrix`, all the return values will be matrices too. Examples -------- >>> a = np.random.randn(9, 6) >>> q, r = np.linalg.qr(a) >>> np.allclose(a, np.dot(q, r)) # a does equal qr True >>> r2 = np.linalg.qr(a, mode='r') >>> r3 = np.linalg.qr(a, mode='economic') >>> np.allclose(r, r2) # mode='r' returns the same r as mode='full' True >>> # But only triu parts are guaranteed equal when mode='economic' >>> np.allclose(r, np.triu(r3[:6,:6], k=0)) True Example illustrating a common use of `qr`: solving of least squares problems What are the least-squares-best `m` and `y0` in ``y = y0 + mx`` for the following data: {(0,1), (1,0), (1,2), (2,1)}. (Graph the points and you'll see that it should be y0 = 0, m = 1.) The answer is provided by solving the over-determined matrix equation ``Ax = b``, where:: A = array([[0, 1], [1, 1], [1, 1], [2, 1]]) x = array([[y0], [m]]) b = array([[1], [0], [2], [1]]) If A = qr such that q is orthonormal (which is always possible via Gram-Schmidt), then ``x = inv(r) * (q.T) * b``. (In numpy practice, however, we simply use `lstsq`.) >>> A = np.array([[0, 1], [1, 1], [1, 1], [2, 1]]) >>> A array([[0, 1], [1, 1], [1, 1], [2, 1]]) >>> b = np.array([1, 0, 2, 1]) >>> q, r = LA.qr(A) >>> p = np.dot(q.T, b) >>> np.dot(LA.inv(r), p) array([ 1.1e-16, 1.0e+00]) """ a, wrap = _makearray(a) _assertRank2(a) m, n = a.shape t, result_t = _commonType(a) a = _fastCopyAndTranspose(t, a) a = _to_native_byte_order(a) mn = min(m, n) tau = zeros((mn,), t) if isComplexType(t): lapack_routine = lapack_lite.zgeqrf routine_name = 'zgeqrf' else: lapack_routine = lapack_lite.dgeqrf routine_name = 'dgeqrf' # calculate optimal size of work data 'work' lwork = 1 work = zeros((lwork,), t) results = lapack_routine(m, n, a, m, tau, work, -1, 0) if results['info'] != 0: raise LinAlgError, '%s returns %d' % (routine_name, results['info']) # do qr decomposition lwork = int(abs(work[0])) work = zeros((lwork,), t) results = lapack_routine(m, n, a, m, tau, work, lwork, 0) if results['info'] != 0: raise LinAlgError, '%s returns %d' % (routine_name, results['info']) # economic mode. Isn't actually economic. if mode[0] == 'e': if t != result_t : a = a.astype(result_t) return a.T # generate r r = _fastCopyAndTranspose(result_t, a[:,:mn]) for i in range(mn): r[i,:i].fill(0.0) # 'r'-mode, that is, calculate only r if mode[0] == 'r': return r # from here on: build orthonormal matrix q from a if isComplexType(t): lapack_routine = lapack_lite.zungqr routine_name = 'zungqr' else: lapack_routine = lapack_lite.dorgqr routine_name = 'dorgqr' # determine optimal lwork lwork = 1 work = zeros((lwork,), t) results = lapack_routine(m, mn, mn, a, m, tau, work, -1, 0) if results['info'] != 0: raise LinAlgError, '%s returns %d' % (routine_name, results['info']) # compute q lwork = int(abs(work[0])) work = zeros((lwork,), t) results = lapack_routine(m, mn, mn, a, m, tau, work, lwork, 0) if results['info'] != 0: raise LinAlgError, '%s returns %d' % (routine_name, results['info']) q = _fastCopyAndTranspose(result_t, a[:mn,:]) return wrap(q), wrap(r) # Eigenvalues def eigvals(a): """ Compute the eigenvalues of a general matrix. Main difference between `eigvals` and `eig`: the eigenvectors aren't returned. Parameters ---------- a : array_like, shape (M, M) A complex- or real-valued matrix whose eigenvalues will be computed. Returns ------- w : ndarray, shape (M,) The eigenvalues, each repeated according to its multiplicity. They are not necessarily ordered, nor are they necessarily real for real matrices. Raises ------ LinAlgError If the eigenvalue computation does not converge. See Also -------- eig : eigenvalues and right eigenvectors of general arrays eigvalsh : eigenvalues of symmetric or Hermitian arrays. eigh : eigenvalues and eigenvectors of symmetric/Hermitian arrays. Notes ----- This is a simple interface to the LAPACK routines dgeev and zgeev that sets those routines' flags to return only the eigenvalues of general real and complex arrays, respectively. Examples -------- Illustration, using the fact that the eigenvalues of a diagonal matrix are its diagonal elements, that multiplying a matrix on the left by an orthogonal matrix, `Q`, and on the right by `Q.T` (the transpose of `Q`), preserves the eigenvalues of the "middle" matrix. In other words, if `Q` is orthogonal, then ``Q * A * Q.T`` has the same eigenvalues as ``A``: >>> from numpy import linalg as LA >>> x = np.random.random() >>> Q = np.array([[np.cos(x), -np.sin(x)], [np.sin(x), np.cos(x)]]) >>> LA.norm(Q[0, :]), LA.norm(Q[1, :]), np.dot(Q[0, :],Q[1, :]) (1.0, 1.0, 0.0) Now multiply a diagonal matrix by Q on one side and by Q.T on the other: >>> D = np.diag((-1,1)) >>> LA.eigvals(D) array([-1., 1.]) >>> A = np.dot(Q, D) >>> A = np.dot(A, Q.T) >>> LA.eigvals(A) array([ 1., -1.]) """ a, wrap = _makearray(a) _assertRank2(a) _assertSquareness(a) _assertFinite(a) t, result_t = _commonType(a) real_t = _linalgRealType(t) a = _fastCopyAndTranspose(t, a) a = _to_native_byte_order(a) n = a.shape[0] dummy = zeros((1,), t) if isComplexType(t): lapack_routine = lapack_lite.zgeev w = zeros((n,), t) rwork = zeros((n,), real_t) lwork = 1 work = zeros((lwork,), t) results = lapack_routine(_N, _N, n, a, n, w, dummy, 1, dummy, 1, work, -1, rwork, 0) lwork = int(abs(work[0])) work = zeros((lwork,), t) results = lapack_routine(_N, _N, n, a, n, w, dummy, 1, dummy, 1, work, lwork, rwork, 0) else: lapack_routine = lapack_lite.dgeev wr = zeros((n,), t) wi = zeros((n,), t) lwork = 1 work = zeros((lwork,), t) results = lapack_routine(_N, _N, n, a, n, wr, wi, dummy, 1, dummy, 1, work, -1, 0) lwork = int(work[0]) work = zeros((lwork,), t) results = lapack_routine(_N, _N, n, a, n, wr, wi, dummy, 1, dummy, 1, work, lwork, 0) if all(wi == 0.): w = wr result_t = _realType(result_t) else: w = wr+1j*wi result_t = _complexType(result_t) if results['info'] > 0: raise LinAlgError, 'Eigenvalues did not converge' return w.astype(result_t) def eigvalsh(a, UPLO='L'): """ Compute the eigenvalues of a Hermitian or real symmetric matrix. Main difference from eigh: the eigenvectors are not computed. Parameters ---------- a : array_like, shape (M, M) A complex- or real-valued matrix whose eigenvalues are to be computed. UPLO : {'L', 'U'}, optional Specifies whether the calculation is done with the lower triangular part of `a` ('L', default) or the upper triangular part ('U'). Returns ------- w : ndarray, shape (M,) The eigenvalues, not necessarily ordered, each repeated according to its multiplicity. Raises ------ LinAlgError If the eigenvalue computation does not converge. See Also -------- eigh : eigenvalues and eigenvectors of symmetric/Hermitian arrays. eigvals : eigenvalues of general real or complex arrays. eig : eigenvalues and right eigenvectors of general real or complex arrays. Notes ----- This is a simple interface to the LAPACK routines dsyevd and zheevd that sets those routines' flags to return only the eigenvalues of real symmetric and complex Hermitian arrays, respectively. Examples -------- >>> from numpy import linalg as LA >>> a = np.array([[1, -2j], [2j, 5]]) >>> LA.eigvalsh(a) array([ 0.17157288+0.j, 5.82842712+0.j]) """ UPLO = asbytes(UPLO) a, wrap = _makearray(a) _assertRank2(a) _assertSquareness(a) t, result_t = _commonType(a) real_t = _linalgRealType(t) a = _fastCopyAndTranspose(t, a) a = _to_native_byte_order(a) n = a.shape[0] liwork = 5*n+3 iwork = zeros((liwork,), fortran_int) if isComplexType(t): lapack_routine = lapack_lite.zheevd w = zeros((n,), real_t) lwork = 1 work = zeros((lwork,), t) lrwork = 1 rwork = zeros((lrwork,), real_t) results = lapack_routine(_N, UPLO, n, a, n, w, work, -1, rwork, -1, iwork, liwork, 0) lwork = int(abs(work[0])) work = zeros((lwork,), t) lrwork = int(rwork[0]) rwork = zeros((lrwork,), real_t) results = lapack_routine(_N, UPLO, n, a, n, w, work, lwork, rwork, lrwork, iwork, liwork, 0) else: lapack_routine = lapack_lite.dsyevd w = zeros((n,), t) lwork = 1 work = zeros((lwork,), t) results = lapack_routine(_N, UPLO, n, a, n, w, work, -1, iwork, liwork, 0) lwork = int(work[0]) work = zeros((lwork,), t) results = lapack_routine(_N, UPLO, n, a, n, w, work, lwork, iwork, liwork, 0) if results['info'] > 0: raise LinAlgError, 'Eigenvalues did not converge' return w.astype(result_t) def _convertarray(a): t, result_t = _commonType(a) a = _fastCT(a.astype(t)) return a, t, result_t # Eigenvectors def eig(a): """ Compute the eigenvalues and right eigenvectors of a square array. Parameters ---------- a : array_like, shape (M, M) A square array of real or complex elements. Returns ------- w : ndarray, shape (M,) The eigenvalues, each repeated according to its multiplicity. The eigenvalues are not necessarily ordered, nor are they necessarily real for real arrays (though for real arrays complex-valued eigenvalues should occur in conjugate pairs). v : ndarray, shape (M, M) The normalized (unit "length") eigenvectors, such that the column ``v[:,i]`` is the eigenvector corresponding to the eigenvalue ``w[i]``. Raises ------ LinAlgError If the eigenvalue computation does not converge. See Also -------- eigvalsh : eigenvalues of a symmetric or Hermitian (conjugate symmetric) array. eigvals : eigenvalues of a non-symmetric array. Notes ----- This is a simple interface to the LAPACK routines dgeev and zgeev which compute the eigenvalues and eigenvectors of, respectively, general real- and complex-valued square arrays. The number `w` is an eigenvalue of `a` if there exists a vector `v` such that ``dot(a,v) = w * v``. Thus, the arrays `a`, `w`, and `v` satisfy the equations ``dot(a[i,:], v[i]) = w[i] * v[:,i]`` for :math:`i \\in \\{0,...,M-1\\}`. The array `v` of eigenvectors may not be of maximum rank, that is, some of the columns may be linearly dependent, although round-off error may obscure that fact. If the eigenvalues are all different, then theoretically the eigenvectors are linearly independent. Likewise, the (complex-valued) matrix of eigenvectors `v` is unitary if the matrix `a` is normal, i.e., if ``dot(a, a.H) = dot(a.H, a)``, where `a.H` denotes the conjugate transpose of `a`. Finally, it is emphasized that `v` consists of the *right* (as in right-hand side) eigenvectors of `a`. A vector `y` satisfying ``dot(y.T, a) = z * y.T`` for some number `z` is called a *left* eigenvector of `a`, and, in general, the left and right eigenvectors of a matrix are not necessarily the (perhaps conjugate) transposes of each other. References ---------- G. Strang, *Linear Algebra and Its Applications*, 2nd Ed., Orlando, FL, Academic Press, Inc., 1980, Various pp. Examples -------- >>> from numpy import linalg as LA (Almost) trivial example with real e-values and e-vectors. >>> w, v = LA.eig(np.diag((1, 2, 3))) >>> w; v array([ 1., 2., 3.]) array([[ 1., 0., 0.], [ 0., 1., 0.], [ 0., 0., 1.]]) Real matrix possessing complex e-values and e-vectors; note that the e-values are complex conjugates of each other. >>> w, v = LA.eig(np.array([[1, -1], [1, 1]])) >>> w; v array([ 1. + 1.j, 1. - 1.j]) array([[ 0.70710678+0.j , 0.70710678+0.j ], [ 0.00000000-0.70710678j, 0.00000000+0.70710678j]]) Complex-valued matrix with real e-values (but complex-valued e-vectors); note that a.conj().T = a, i.e., a is Hermitian. >>> a = np.array([[1, 1j], [-1j, 1]]) >>> w, v = LA.eig(a) >>> w; v array([ 2.00000000e+00+0.j, 5.98651912e-36+0.j]) # i.e., {2, 0} array([[ 0.00000000+0.70710678j, 0.70710678+0.j ], [ 0.70710678+0.j , 0.00000000+0.70710678j]]) Be careful about round-off error! >>> a = np.array([[1 + 1e-9, 0], [0, 1 - 1e-9]]) >>> # Theor. e-values are 1 +/- 1e-9 >>> w, v = LA.eig(a) >>> w; v array([ 1., 1.]) array([[ 1., 0.], [ 0., 1.]]) """ a, wrap = _makearray(a) _assertRank2(a) _assertSquareness(a) _assertFinite(a) a, t, result_t = _convertarray(a) # convert to double or cdouble type a = _to_native_byte_order(a) real_t = _linalgRealType(t) n = a.shape[0] dummy = zeros((1,), t) if isComplexType(t): # Complex routines take different arguments lapack_routine = lapack_lite.zgeev w = zeros((n,), t) v = zeros((n, n), t) lwork = 1 work = zeros((lwork,), t) rwork = zeros((2*n,), real_t) results = lapack_routine(_N, _V, n, a, n, w, dummy, 1, v, n, work, -1, rwork, 0) lwork = int(abs(work[0])) work = zeros((lwork,), t) results = lapack_routine(_N, _V, n, a, n, w, dummy, 1, v, n, work, lwork, rwork, 0) else: lapack_routine = lapack_lite.dgeev wr = zeros((n,), t) wi = zeros((n,), t) vr = zeros((n, n), t) lwork = 1 work = zeros((lwork,), t) results = lapack_routine(_N, _V, n, a, n, wr, wi, dummy, 1, vr, n, work, -1, 0) lwork = int(work[0]) work = zeros((lwork,), t) results = lapack_routine(_N, _V, n, a, n, wr, wi, dummy, 1, vr, n, work, lwork, 0) if all(wi == 0.0): w = wr v = vr result_t = _realType(result_t) else: w = wr+1j*wi v = array(vr, w.dtype) ind = flatnonzero(wi != 0.0) # indices of complex e-vals for i in range(len(ind)//2): v[ind[2*i]] = vr[ind[2*i]] + 1j*vr[ind[2*i+1]] v[ind[2*i+1]] = vr[ind[2*i]] - 1j*vr[ind[2*i+1]] result_t = _complexType(result_t) if results['info'] > 0: raise LinAlgError, 'Eigenvalues did not converge' vt = v.transpose().astype(result_t) return w.astype(result_t), wrap(vt) def eigh(a, UPLO='L'): """ Return the eigenvalues and eigenvectors of a Hermitian or symmetric matrix. Returns two objects, a 1-D array containing the eigenvalues of `a`, and a 2-D square array or matrix (depending on the input type) of the corresponding eigenvectors (in columns). Parameters ---------- a : array_like, shape (M, M) A complex Hermitian or real symmetric matrix. UPLO : {'L', 'U'}, optional Specifies whether the calculation is done with the lower triangular part of `a` ('L', default) or the upper triangular part ('U'). Returns ------- w : ndarray, shape (M,) The eigenvalues, not necessarily ordered. v : ndarray, or matrix object if `a` is, shape (M, M) The column ``v[:, i]`` is the normalized eigenvector corresponding to the eigenvalue ``w[i]``. Raises ------ LinAlgError If the eigenvalue computation does not converge. See Also -------- eigvalsh : eigenvalues of symmetric or Hermitian arrays. eig : eigenvalues and right eigenvectors for non-symmetric arrays. eigvals : eigenvalues of non-symmetric arrays. Notes ----- This is a simple interface to the LAPACK routines dsyevd and zheevd, which compute the eigenvalues and eigenvectors of real symmetric and complex Hermitian arrays, respectively. The eigenvalues of real symmetric or complex Hermitian matrices are always real. [1]_ The array `v` of (column) eigenvectors is unitary and `a`, `w`, and `v` satisfy the equations ``dot(a, v[:, i]) = w[i] * v[:, i]``. References ---------- .. [1] G. Strang, *Linear Algebra and Its Applications*, 2nd Ed., Orlando, FL, Academic Press, Inc., 1980, pg. 222. Examples -------- >>> from numpy import linalg as LA >>> a = np.array([[1, -2j], [2j, 5]]) >>> a array([[ 1.+0.j, 0.-2.j], [ 0.+2.j, 5.+0.j]]) >>> w, v = LA.eigh(a) >>> w; v array([ 0.17157288, 5.82842712]) array([[-0.92387953+0.j , -0.38268343+0.j ], [ 0.00000000+0.38268343j, 0.00000000-0.92387953j]]) >>> np.dot(a, v[:, 0]) - w[0] * v[:, 0] # verify 1st e-val/vec pair array([2.77555756e-17 + 0.j, 0. + 1.38777878e-16j]) >>> np.dot(a, v[:, 1]) - w[1] * v[:, 1] # verify 2nd e-val/vec pair array([ 0.+0.j, 0.+0.j]) >>> A = np.matrix(a) # what happens if input is a matrix object >>> A matrix([[ 1.+0.j, 0.-2.j], [ 0.+2.j, 5.+0.j]]) >>> w, v = LA.eigh(A) >>> w; v array([ 0.17157288, 5.82842712]) matrix([[-0.92387953+0.j , -0.38268343+0.j ], [ 0.00000000+0.38268343j, 0.00000000-0.92387953j]]) """ UPLO = asbytes(UPLO) a, wrap = _makearray(a) _assertRank2(a) _assertSquareness(a) t, result_t = _commonType(a) real_t = _linalgRealType(t) a = _fastCopyAndTranspose(t, a) a = _to_native_byte_order(a) n = a.shape[0] liwork = 5*n+3 iwork = zeros((liwork,), fortran_int) if isComplexType(t): lapack_routine = lapack_lite.zheevd w = zeros((n,), real_t) lwork = 1 work = zeros((lwork,), t) lrwork = 1 rwork = zeros((lrwork,), real_t) results = lapack_routine(_V, UPLO, n, a, n, w, work, -1, rwork, -1, iwork, liwork, 0) lwork = int(abs(work[0])) work = zeros((lwork,), t) lrwork = int(rwork[0]) rwork = zeros((lrwork,), real_t) results = lapack_routine(_V, UPLO, n, a, n, w, work, lwork, rwork, lrwork, iwork, liwork, 0) else: lapack_routine = lapack_lite.dsyevd w = zeros((n,), t) lwork = 1 work = zeros((lwork,), t) results = lapack_routine(_V, UPLO, n, a, n, w, work, -1, iwork, liwork, 0) lwork = int(work[0]) work = zeros((lwork,), t) results = lapack_routine(_V, UPLO, n, a, n, w, work, lwork, iwork, liwork, 0) if results['info'] > 0: raise LinAlgError, 'Eigenvalues did not converge' at = a.transpose().astype(result_t) return w.astype(_realType(result_t)), wrap(at) # Singular value decomposition def svd(a, full_matrices=1, compute_uv=1): """ Singular Value Decomposition. Factors the matrix `a` as ``u * np.diag(s) * v``, where `u` and `v` are unitary and `s` is a 1-d array of `a`'s singular values. Parameters ---------- a : array_like A real or complex matrix of shape (`M`, `N`) . full_matrices : bool, optional If True (default), `u` and `v` have the shapes (`M`, `M`) and (`N`, `N`), respectively. Otherwise, the shapes are (`M`, `K`) and (`K`, `N`), respectively, where `K` = min(`M`, `N`). compute_uv : bool, optional Whether or not to compute `u` and `v` in addition to `s`. True by default. Returns ------- u : ndarray Unitary matrix. The shape of `u` is (`M`, `M`) or (`M`, `K`) depending on value of ``full_matrices``. s : ndarray The singular values, sorted so that ``s[i] >= s[i+1]``. `s` is a 1-d array of length min(`M`, `N`). v : ndarray Unitary matrix of shape (`N`, `N`) or (`K`, `N`), depending on ``full_matrices``. Raises ------ LinAlgError If SVD computation does not converge. Notes ----- The SVD is commonly written as ``a = U S V.H``. The `v` returned by this function is ``V.H`` and ``u = U``. If ``U`` is a unitary matrix, it means that it satisfies ``U.H = inv(U)``. The rows of `v` are the eigenvectors of ``a.H a``. The columns of `u` are the eigenvectors of ``a a.H``. For row ``i`` in `v` and column ``i`` in `u`, the corresponding eigenvalue is ``s[i]**2``. If `a` is a `matrix` object (as opposed to an `ndarray`), then so are all the return values. Examples -------- >>> a = np.random.randn(9, 6) + 1j*np.random.randn(9, 6) Reconstruction based on full SVD: >>> U, s, V = np.linalg.svd(a, full_matrices=True) >>> U.shape, V.shape, s.shape ((9, 6), (6, 6), (6,)) >>> S = np.zeros((9, 6), dtype=complex) >>> S[:6, :6] = np.diag(s) >>> np.allclose(a, np.dot(U, np.dot(S, V))) True Reconstruction based on reduced SVD: >>> U, s, V = np.linalg.svd(a, full_matrices=False) >>> U.shape, V.shape, s.shape ((9, 6), (6, 6), (6,)) >>> S = np.diag(s) >>> np.allclose(a, np.dot(U, np.dot(S, V))) True """ a, wrap = _makearray(a) _assertRank2(a) _assertNonEmpty(a) m, n = a.shape t, result_t = _commonType(a) real_t = _linalgRealType(t) a = _fastCopyAndTranspose(t, a) a = _to_native_byte_order(a) s = zeros((min(n, m),), real_t) if compute_uv: if full_matrices: nu = m nvt = n option = _A else: nu = min(n, m) nvt = min(n, m) option = _S u = zeros((nu, m), t) vt = zeros((n, nvt), t) else: option = _N nu = 1 nvt = 1 u = empty((1, 1), t) vt = empty((1, 1), t) iwork = zeros((8*min(m, n),), fortran_int) if isComplexType(t): lapack_routine = lapack_lite.zgesdd rwork = zeros((5*min(m, n)*min(m, n) + 5*min(m, n),), real_t) lwork = 1 work = zeros((lwork,), t) results = lapack_routine(option, m, n, a, m, s, u, m, vt, nvt, work, -1, rwork, iwork, 0) lwork = int(abs(work[0])) work = zeros((lwork,), t) results = lapack_routine(option, m, n, a, m, s, u, m, vt, nvt, work, lwork, rwork, iwork, 0) else: lapack_routine = lapack_lite.dgesdd lwork = 1 work = zeros((lwork,), t) results = lapack_routine(option, m, n, a, m, s, u, m, vt, nvt, work, -1, iwork, 0) lwork = int(work[0]) work = zeros((lwork,), t) results = lapack_routine(option, m, n, a, m, s, u, m, vt, nvt, work, lwork, iwork, 0) if results['info'] > 0: raise LinAlgError, 'SVD did not converge' s = s.astype(_realType(result_t)) if compute_uv: u = u.transpose().astype(result_t) vt = vt.transpose().astype(result_t) return wrap(u), s, wrap(vt) else: return s def cond(x, p=None): """ Compute the condition number of a matrix. This function is capable of returning the condition number using one of seven different norms, depending on the value of `p` (see Parameters below). Parameters ---------- x : array_like, shape (M, N) The matrix whose condition number is sought. p : {None, 1, -1, 2, -2, inf, -inf, 'fro'}, optional Order of the norm: ===== ============================ p norm for matrices ===== ============================ None 2-norm, computed directly using the ``SVD`` 'fro' Frobenius norm inf max(sum(abs(x), axis=1)) -inf min(sum(abs(x), axis=1)) 1 max(sum(abs(x), axis=0)) -1 min(sum(abs(x), axis=0)) 2 2-norm (largest sing. value) -2 smallest singular value ===== ============================ inf means the numpy.inf object, and the Frobenius norm is the root-of-sum-of-squares norm. Returns ------- c : {float, inf} The condition number of the matrix. May be infinite. See Also -------- numpy.linalg.linalg.norm Notes ----- The condition number of `x` is defined as the norm of `x` times the norm of the inverse of `x` [1]_; the norm can be the usual L2-norm (root-of-sum-of-squares) or one of a number of other matrix norms. References ---------- .. [1] G. Strang, *Linear Algebra and Its Applications*, Orlando, FL, Academic Press, Inc., 1980, pg. 285. Examples -------- >>> from numpy import linalg as LA >>> a = np.array([[1, 0, -1], [0, 1, 0], [1, 0, 1]]) >>> a array([[ 1, 0, -1], [ 0, 1, 0], [ 1, 0, 1]]) >>> LA.cond(a) 1.4142135623730951 >>> LA.cond(a, 'fro') 3.1622776601683795 >>> LA.cond(a, np.inf) 2.0 >>> LA.cond(a, -np.inf) 1.0 >>> LA.cond(a, 1) 2.0 >>> LA.cond(a, -1) 1.0 >>> LA.cond(a, 2) 1.4142135623730951 >>> LA.cond(a, -2) 0.70710678118654746 >>> min(LA.svd(a, compute_uv=0))*min(LA.svd(LA.inv(a), compute_uv=0)) 0.70710678118654746 """ x = asarray(x) # in case we have a matrix if p is None: s = svd(x,compute_uv=False) return s[0]/s[-1] else: return norm(x,p)*norm(inv(x),p) def matrix_rank(M, tol=None): """ Return matrix rank of array using SVD method Rank of the array is the number of SVD singular values of the array that are greater than `tol`. Parameters ---------- M : array_like array of <=2 dimensions tol : {None, float} threshold below which SVD values are considered zero. If `tol` is None, and ``S`` is an array with singular values for `M`, and ``eps`` is the epsilon value for datatype of ``S``, then `tol` is set to ``S.max() * eps``. Notes ----- Golub and van Loan [1]_ define "numerical rank deficiency" as using tol=eps*S[0] (where S[0] is the maximum singular value and thus the 2-norm of the matrix). This is one definition of rank deficiency, and the one we use here. When floating point roundoff is the main concern, then "numerical rank deficiency" is a reasonable choice. In some cases you may prefer other definitions. The most useful measure of the tolerance depends on the operations you intend to use on your matrix. For example, if your data come from uncertain measurements with uncertainties greater than floating point epsilon, choosing a tolerance near that uncertainty may be preferable. The tolerance may be absolute if the uncertainties are absolute rather than relative. References ---------- .. [1] G. H. Golub and C. F. Van Loan, *Matrix Computations*. Baltimore: Johns Hopkins University Press, 1996. Examples -------- >>> matrix_rank(np.eye(4)) # Full rank matrix 4 >>> I=np.eye(4); I[-1,-1] = 0. # rank deficient matrix >>> matrix_rank(I) 3 >>> matrix_rank(np.ones((4,))) # 1 dimension - rank 1 unless all 0 1 >>> matrix_rank(np.zeros((4,))) 0 """ M = asarray(M) if M.ndim > 2: raise TypeError('array should have 2 or fewer dimensions') if M.ndim < 2: return int(not all(M==0)) S = svd(M, compute_uv=False) if tol is None: tol = S.max() * finfo(S.dtype).eps return sum(S > tol) # Generalized inverse def pinv(a, rcond=1e-15 ): """ Compute the (Moore-Penrose) pseudo-inverse of a matrix. Calculate the generalized inverse of a matrix using its singular-value decomposition (SVD) and including all *large* singular values. Parameters ---------- a : array_like, shape (M, N) Matrix to be pseudo-inverted. rcond : float Cutoff for small singular values. Singular values smaller (in modulus) than `rcond` * largest_singular_value (again, in modulus) are set to zero. Returns ------- B : ndarray, shape (N, M) The pseudo-inverse of `a`. If `a` is a `matrix` instance, then so is `B`. Raises ------ LinAlgError If the SVD computation does not converge. Notes ----- The pseudo-inverse of a matrix A, denoted :math:`A^+`, is defined as: "the matrix that 'solves' [the least-squares problem] :math:`Ax = b`," i.e., if :math:`\\bar{x}` is said solution, then :math:`A^+` is that matrix such that :math:`\\bar{x} = A^+b`. It can be shown that if :math:`Q_1 \\Sigma Q_2^T = A` is the singular value decomposition of A, then :math:`A^+ = Q_2 \\Sigma^+ Q_1^T`, where :math:`Q_{1,2}` are orthogonal matrices, :math:`\\Sigma` is a diagonal matrix consisting of A's so-called singular values, (followed, typically, by zeros), and then :math:`\\Sigma^+` is simply the diagonal matrix consisting of the reciprocals of A's singular values (again, followed by zeros). [1]_ References ---------- .. [1] G. Strang, *Linear Algebra and Its Applications*, 2nd Ed., Orlando, FL, Academic Press, Inc., 1980, pp. 139-142. Examples -------- The following example checks that ``a * a+ * a == a`` and ``a+ * a * a+ == a+``: >>> a = np.random.randn(9, 6) >>> B = np.linalg.pinv(a) >>> np.allclose(a, np.dot(a, np.dot(B, a))) True >>> np.allclose(B, np.dot(B, np.dot(a, B))) True """ a, wrap = _makearray(a) _assertNonEmpty(a) a = a.conjugate() u, s, vt = svd(a, 0) m = u.shape[0] n = vt.shape[1] cutoff = rcond*maximum.reduce(s) for i in range(min(n, m)): if s[i] > cutoff: s[i] = 1./s[i] else: s[i] = 0.; res = dot(transpose(vt), multiply(s[:, newaxis],transpose(u))) return wrap(res) # Determinant def slogdet(a): """ Compute the sign and (natural) logarithm of the determinant of an array. If an array has a very small or very large determinant, than a call to `det` may overflow or underflow. This routine is more robust against such issues, because it computes the logarithm of the determinant rather than the determinant itself. Parameters ---------- a : array_like, shape (M, M) Input array. Returns ------- sign : float or complex A number representing the sign of the determinant. For a real matrix, this is 1, 0, or -1. For a complex matrix, this is a complex number with absolute value 1 (i.e., it is on the unit circle), or else 0. logdet : float The natural log of the absolute value of the determinant. If the determinant is zero, then `sign` will be 0 and `logdet` will be -Inf. In all cases, the determinant is equal to `sign * np.exp(logdet)`. Notes ----- The determinant is computed via LU factorization using the LAPACK routine z/dgetrf. .. versionadded:: 2.0.0. Examples -------- The determinant of a 2-D array [[a, b], [c, d]] is ad - bc: >>> a = np.array([[1, 2], [3, 4]]) >>> (sign, logdet) = np.linalg.slogdet(a) >>> (sign, logdet) (-1, 0.69314718055994529) >>> sign * np.exp(logdet) -2.0 This routine succeeds where ordinary `det` does not: >>> np.linalg.det(np.eye(500) * 0.1) 0.0 >>> np.linalg.slogdet(np.eye(500) * 0.1) (1, -1151.2925464970228) See Also -------- det """ a = asarray(a) _assertRank2(a) _assertSquareness(a) t, result_t = _commonType(a) a = _fastCopyAndTranspose(t, a) a = _to_native_byte_order(a) n = a.shape[0] if isComplexType(t): lapack_routine = lapack_lite.zgetrf else: lapack_routine = lapack_lite.dgetrf pivots = zeros((n,), fortran_int) results = lapack_routine(n, n, a, n, pivots, 0) info = results['info'] if (info < 0): raise TypeError, "Illegal input to Fortran routine" elif (info > 0): return (t(0.0), _realType(t)(-Inf)) sign = 1. - 2. * (add.reduce(pivots != arange(1, n + 1)) % 2) d = diagonal(a) absd = absolute(d) sign *= multiply.reduce(d / absd) log(absd, absd) logdet = add.reduce(absd, axis=-1) return sign, logdet def det(a): """ Compute the determinant of an array. Parameters ---------- a : array_like, shape (M, M) Input array. Returns ------- det : ndarray Determinant of `a`. Notes ----- The determinant is computed via LU factorization using the LAPACK routine z/dgetrf. Examples -------- The determinant of a 2-D array [[a, b], [c, d]] is ad - bc: >>> a = np.array([[1, 2], [3, 4]]) >>> np.linalg.det(a) -2.0 See Also -------- slogdet : Another way to representing the determinant, more suitable for large matrices where underflow/overflow may occur. """ sign, logdet = slogdet(a) return sign * exp(logdet) # Linear Least Squares def lstsq(a, b, rcond=-1): """ Return the least-squares solution to a linear matrix equation. Solves the equation `a x = b` by computing a vector `x` that minimizes the Euclidean 2-norm `|| b - a x ||^2`. The equation may be under-, well-, or over- determined (i.e., the number of linearly independent rows of `a` can be less than, equal to, or greater than its number of linearly independent columns). If `a` is square and of full rank, then `x` (but for round-off error) is the "exact" solution of the equation. Parameters ---------- a : array_like, shape (M, N) "Coefficient" matrix. b : array_like, shape (M,) or (M, K) Ordinate or "dependent variable" values. If `b` is two-dimensional, the least-squares solution is calculated for each of the `K` columns of `b`. rcond : float, optional Cut-off ratio for small singular values of `a`. Singular values are set to zero if they are smaller than `rcond` times the largest singular value of `a`. Returns ------- x : ndarray, shape (N,) or (N, K) Least-squares solution. The shape of `x` depends on the shape of `b`. residues : ndarray, shape (), (1,), or (K,) Sums of residues; squared Euclidean 2-norm for each column in ``b - a*x``. If the rank of `a` is < N or > M, this is an empty array. If `b` is 1-dimensional, this is a (1,) shape array. Otherwise the shape is (K,). rank : int Rank of matrix `a`. s : ndarray, shape (min(M,N),) Singular values of `a`. Raises ------ LinAlgError If computation does not converge. Notes ----- If `b` is a matrix, then all array results are returned as matrices. Examples -------- Fit a line, ``y = mx + c``, through some noisy data-points: >>> x = np.array([0, 1, 2, 3]) >>> y = np.array([-1, 0.2, 0.9, 2.1]) By examining the coefficients, we see that the line should have a gradient of roughly 1 and cut the y-axis at, more or less, -1. We can rewrite the line equation as ``y = Ap``, where ``A = [[x 1]]`` and ``p = [[m], [c]]``. Now use `lstsq` to solve for `p`: >>> A = np.vstack([x, np.ones(len(x))]).T >>> A array([[ 0., 1.], [ 1., 1.], [ 2., 1.], [ 3., 1.]]) >>> m, c = np.linalg.lstsq(A, y)[0] >>> print m, c 1.0 -0.95 Plot the data along with the fitted line: >>> import matplotlib.pyplot as plt >>> plt.plot(x, y, 'o', label='Original data', markersize=10) >>> plt.plot(x, m*x + c, 'r', label='Fitted line') >>> plt.legend() >>> plt.show() """ import math a, _ = _makearray(a) b, wrap = _makearray(b) is_1d = len(b.shape) == 1 if is_1d: b = b[:, newaxis] _assertRank2(a, b) m = a.shape[0] n = a.shape[1] n_rhs = b.shape[1] ldb = max(n, m) if m != b.shape[0]: raise LinAlgError, 'Incompatible dimensions' t, result_t = _commonType(a, b) result_real_t = _realType(result_t) real_t = _linalgRealType(t) bstar = zeros((ldb, n_rhs), t) bstar[:b.shape[0],:n_rhs] = b.copy() a, bstar = _fastCopyAndTranspose(t, a, bstar) a, bstar = _to_native_byte_order(a, bstar) s = zeros((min(m, n),), real_t) nlvl = max( 0, int( math.log( float(min(m, n))/2. ) ) + 1 ) iwork = zeros((3*min(m, n)*nlvl+11*min(m, n),), fortran_int) if isComplexType(t): lapack_routine = lapack_lite.zgelsd lwork = 1 rwork = zeros((lwork,), real_t) work = zeros((lwork,), t) results = lapack_routine(m, n, n_rhs, a, m, bstar, ldb, s, rcond, 0, work, -1, rwork, iwork, 0) lwork = int(abs(work[0])) rwork = zeros((lwork,), real_t) a_real = zeros((m, n), real_t) bstar_real = zeros((ldb, n_rhs,), real_t) results = lapack_lite.dgelsd(m, n, n_rhs, a_real, m, bstar_real, ldb, s, rcond, 0, rwork, -1, iwork, 0) lrwork = int(rwork[0]) work = zeros((lwork,), t) rwork = zeros((lrwork,), real_t) results = lapack_routine(m, n, n_rhs, a, m, bstar, ldb, s, rcond, 0, work, lwork, rwork, iwork, 0) else: lapack_routine = lapack_lite.dgelsd lwork = 1 work = zeros((lwork,), t) results = lapack_routine(m, n, n_rhs, a, m, bstar, ldb, s, rcond, 0, work, -1, iwork, 0) lwork = int(work[0]) work = zeros((lwork,), t) results = lapack_routine(m, n, n_rhs, a, m, bstar, ldb, s, rcond, 0, work, lwork, iwork, 0) if results['info'] > 0: raise LinAlgError, 'SVD did not converge in Linear Least Squares' resids = array([], result_real_t) if is_1d: x = array(ravel(bstar)[:n], dtype=result_t, copy=True) if results['rank'] == n and m > n: if isComplexType(t): resids = array([sum(abs(ravel(bstar)[n:])**2)], dtype=result_real_t) else: resids = array([sum((ravel(bstar)[n:])**2)], dtype=result_real_t) else: x = array(transpose(bstar)[:n,:], dtype=result_t, copy=True) if results['rank'] == n and m > n: if isComplexType(t): resids = sum(abs(transpose(bstar)[n:,:])**2, axis=0).astype( result_real_t) else: resids = sum((transpose(bstar)[n:,:])**2, axis=0).astype( result_real_t) st = s[:min(n, m)].copy().astype(result_real_t) return wrap(x), wrap(resids), results['rank'], st def norm(x, ord=None): """ Matrix or vector norm. This function is able to return one of seven different matrix norms, or one of an infinite number of vector norms (described below), depending on the value of the ``ord`` parameter. Parameters ---------- x : array_like, shape (M,) or (M, N) Input array. ord : {non-zero int, inf, -inf, 'fro'}, optional Order of the norm (see table under ``Notes``). inf means numpy's `inf` object. Returns ------- n : float Norm of the matrix or vector. Notes ----- For values of ``ord <= 0``, the result is, strictly speaking, not a mathematical 'norm', but it may still be useful for various numerical purposes. The following norms can be calculated: ===== ============================ ========================== ord norm for matrices norm for vectors ===== ============================ ========================== None Frobenius norm 2-norm 'fro' Frobenius norm -- inf max(sum(abs(x), axis=1)) max(abs(x)) -inf min(sum(abs(x), axis=1)) min(abs(x)) 0 -- sum(x != 0) 1 max(sum(abs(x), axis=0)) as below -1 min(sum(abs(x), axis=0)) as below 2 2-norm (largest sing. value) as below -2 smallest singular value as below other -- sum(abs(x)**ord)**(1./ord) ===== ============================ ========================== The Frobenius norm is given by [1]_: :math:`||A||_F = [\\sum_{i,j} abs(a_{i,j})^2]^{1/2}` References ---------- .. [1] G. H. Golub and C. F. Van Loan, *Matrix Computations*, Baltimore, MD, Johns Hopkins University Press, 1985, pg. 15 Examples -------- >>> from numpy import linalg as LA >>> a = np.arange(9) - 4 >>> a array([-4, -3, -2, -1, 0, 1, 2, 3, 4]) >>> b = a.reshape((3, 3)) >>> b array([[-4, -3, -2], [-1, 0, 1], [ 2, 3, 4]]) >>> LA.norm(a) 7.745966692414834 >>> LA.norm(b) 7.745966692414834 >>> LA.norm(b, 'fro') 7.745966692414834 >>> LA.norm(a, np.inf) 4 >>> LA.norm(b, np.inf) 9 >>> LA.norm(a, -np.inf) 0 >>> LA.norm(b, -np.inf) 2 >>> LA.norm(a, 1) 20 >>> LA.norm(b, 1) 7 >>> LA.norm(a, -1) -4.6566128774142013e-010 >>> LA.norm(b, -1) 6 >>> LA.norm(a, 2) 7.745966692414834 >>> LA.norm(b, 2) 7.3484692283495345 >>> LA.norm(a, -2) nan >>> LA.norm(b, -2) 1.8570331885190563e-016 >>> LA.norm(a, 3) 5.8480354764257312 >>> LA.norm(a, -3) nan """ x = asarray(x) if ord is None: # check the default case first and handle it immediately return sqrt(add.reduce((x.conj() * x).ravel().real)) nd = x.ndim if nd == 1: if ord == Inf: return abs(x).max() elif ord == -Inf: return abs(x).min() elif ord == 0: return (x != 0).sum() # Zero norm elif ord == 1: return abs(x).sum() # special case for speedup elif ord == 2: return sqrt(((x.conj()*x).real).sum()) # special case for speedup else: try: ord + 1 except TypeError: raise ValueError, "Invalid norm order for vectors." return ((abs(x)**ord).sum())**(1.0/ord) elif nd == 2: if ord == 2: return svd(x, compute_uv=0).max() elif ord == -2: return svd(x, compute_uv=0).min() elif ord == 1: return abs(x).sum(axis=0).max() elif ord == Inf: return abs(x).sum(axis=1).max() elif ord == -1: return abs(x).sum(axis=0).min() elif ord == -Inf: return abs(x).sum(axis=1).min() elif ord in ['fro','f']: return sqrt(add.reduce((x.conj() * x).real.ravel())) else: raise ValueError, "Invalid norm order for matrices." else: raise ValueError, "Improper number of dimensions to norm."
gpl-3.0
adwasser/masktools
masktools/superskims/plotting.py
1
3437
from __future__ import (absolute_import, division, print_function, unicode_literals) from itertools import cycle import numpy as np import matplotlib as mpl from matplotlib import pyplot as plt from .utils import mask_to_sky __all__ = ['plot_mask', 'plot_galaxy'] def slit_patches(mask, color=None, sky_coords=False, center=None): ''' Constructs mpl patches for the slits of a mask. If sky_coords is true, output in relative ra/dec. galaxy center is necessary for sky_coords ''' patches = [] for slit in mask.slits: x = slit.x y = slit.y dx = slit.length dy = slit.width # bottom left-hand corner if sky_coords: L = np.sqrt(dx**2 + dy**2) / 2 alpha = np.tan(dy / dx) phi = np.pi / 2 - np.radians(slit.pa) delta_x = L * (np.cos(alpha + phi) - np.cos(alpha)) delta_y = L * (np.sin(alpha + phi) - np.sin(alpha)) ra, dec = mask_to_sky(x - dx / 2, y - dy / 2, mask.mask_pa) blc0 = (ra, dec) angle = (90 - slit.pa) blc = (ra + delta_x, dec - delta_y) # blc = (ra + x1 + x2, dec - y1 + y2) else: blc = (x - dx / 2, y - dy / 2) angle = slit.pa - mask.mask_pa patches.append(mpl.patches.Rectangle(blc, dx, dy, angle=angle, fc=color, ec='k', alpha=0.5)) # patches.append(mpl.patches.Rectangle(blc0, dx, dy, angle=0, # fc=color, ec='k', alpha=0.1)) return patches def plot_mask(mask, color=None, writeto=None, annotate=False): '''Plot the slits in a mask, in mask coords''' fig, ax = plt.subplots() for p in slit_patches(mask, color=color, sky_coords=False): ax.add_patch(p) if annotate: for slit in mask.slits: ax.text(slit.x - 3, slit.y + 1, slit.name, size=8) xlim = mask.x_max / 2 ylim = mask.y_max / 2 lim = min(xlim, ylim) ax.set_title(mask.name) ax.set_xlim(-lim, lim) ax.set_ylim(-lim, lim) ax.set_xlabel('x offset (arcsec)', fontsize=16) ax.set_ylabel('y offset (arcsec)', fontsize=16) if writeto is not None: fig.savefig(writeto) return fig, ax def plot_galaxy(galaxy, writeto=None): '''Plot all slit masks''' fig, ax = plt.subplots() colors = cycle(['r', 'b', 'm', 'c', 'g']) handles = [] for i, mask in enumerate(galaxy.masks): color = next(colors) label = str(i + 1) + galaxy.name + ' (PA = {:.2f})'.format(mask.mask_pa) handles.append(mpl.patches.Patch(fc=color, ec='k', alpha=0.5, label=label)) for p in slit_patches(mask, color=color, sky_coords=True, center=galaxy.center): ax.add_patch(p) xlim = galaxy.masks[0].x_max / 2 ylim = galaxy.masks[0].y_max / 2 lim = min(xlim, ylim) # reverse x axis so it looks like sky ax.set_xlim(lim, -lim) # ax.set_xlim(-lim, lim) ax.set_ylim(-lim, lim) ax.set_title(galaxy.name, fontsize=16) ax.set_xlabel('RA offset (arcsec)', fontsize=16) ax.set_ylabel('Dec offset (arcsec)', fontsize=16) ax.legend(handles=handles, loc='best') if writeto is not None: fig.savefig(writeto) #, bbox_inches='tight') return fig, ax
mit
jlegendary/scikit-learn
sklearn/tree/tests/test_export.py
76
9318
""" Testing for export functions of decision trees (sklearn.tree.export). """ from numpy.testing import assert_equal from nose.tools import assert_raises from sklearn.tree import DecisionTreeClassifier, DecisionTreeRegressor from sklearn.tree import export_graphviz from sklearn.externals.six import StringIO # toy sample X = [[-2, -1], [-1, -1], [-1, -2], [1, 1], [1, 2], [2, 1]] y = [-1, -1, -1, 1, 1, 1] y2 = [[-1, 1], [-1, 2], [-1, 3], [1, 1], [1, 2], [1, 3]] w = [1, 1, 1, .5, .5, .5] def test_graphviz_toy(): # Check correctness of export_graphviz clf = DecisionTreeClassifier(max_depth=3, min_samples_split=1, criterion="gini", random_state=2) clf.fit(X, y) # Test export code out = StringIO() export_graphviz(clf, out_file=out) contents1 = out.getvalue() contents2 = 'digraph Tree {\n' \ 'node [shape=box] ;\n' \ '0 [label="X[0] <= 0.0\\ngini = 0.5\\nsamples = 6\\n' \ 'value = [3, 3]"] ;\n' \ '1 [label="gini = 0.0\\nsamples = 3\\nvalue = [3, 0]"] ;\n' \ '0 -> 1 [labeldistance=2.5, labelangle=45, ' \ 'headlabel="True"] ;\n' \ '2 [label="gini = 0.0\\nsamples = 3\\nvalue = [0, 3]"] ;\n' \ '0 -> 2 [labeldistance=2.5, labelangle=-45, ' \ 'headlabel="False"] ;\n' \ '}' assert_equal(contents1, contents2) # Test with feature_names out = StringIO() export_graphviz(clf, out_file=out, feature_names=["feature0", "feature1"]) contents1 = out.getvalue() contents2 = 'digraph Tree {\n' \ 'node [shape=box] ;\n' \ '0 [label="feature0 <= 0.0\\ngini = 0.5\\nsamples = 6\\n' \ 'value = [3, 3]"] ;\n' \ '1 [label="gini = 0.0\\nsamples = 3\\nvalue = [3, 0]"] ;\n' \ '0 -> 1 [labeldistance=2.5, labelangle=45, ' \ 'headlabel="True"] ;\n' \ '2 [label="gini = 0.0\\nsamples = 3\\nvalue = [0, 3]"] ;\n' \ '0 -> 2 [labeldistance=2.5, labelangle=-45, ' \ 'headlabel="False"] ;\n' \ '}' assert_equal(contents1, contents2) # Test with class_names out = StringIO() export_graphviz(clf, out_file=out, class_names=["yes", "no"]) contents1 = out.getvalue() contents2 = 'digraph Tree {\n' \ 'node [shape=box] ;\n' \ '0 [label="X[0] <= 0.0\\ngini = 0.5\\nsamples = 6\\n' \ 'value = [3, 3]\\nclass = yes"] ;\n' \ '1 [label="gini = 0.0\\nsamples = 3\\nvalue = [3, 0]\\n' \ 'class = yes"] ;\n' \ '0 -> 1 [labeldistance=2.5, labelangle=45, ' \ 'headlabel="True"] ;\n' \ '2 [label="gini = 0.0\\nsamples = 3\\nvalue = [0, 3]\\n' \ 'class = no"] ;\n' \ '0 -> 2 [labeldistance=2.5, labelangle=-45, ' \ 'headlabel="False"] ;\n' \ '}' assert_equal(contents1, contents2) # Test plot_options out = StringIO() export_graphviz(clf, out_file=out, filled=True, impurity=False, proportion=True, special_characters=True, rounded=True) contents1 = out.getvalue() contents2 = 'digraph Tree {\n' \ 'node [shape=box, style="filled, rounded", color="black", ' \ 'fontname=helvetica] ;\n' \ 'edge [fontname=helvetica] ;\n' \ '0 [label=<X<SUB>0</SUB> &le; 0.0<br/>samples = 100.0%<br/>' \ 'value = [0.5, 0.5]>, fillcolor="#e5813900"] ;\n' \ '1 [label=<samples = 50.0%<br/>value = [1.0, 0.0]>, ' \ 'fillcolor="#e58139ff"] ;\n' \ '0 -> 1 [labeldistance=2.5, labelangle=45, ' \ 'headlabel="True"] ;\n' \ '2 [label=<samples = 50.0%<br/>value = [0.0, 1.0]>, ' \ 'fillcolor="#399de5ff"] ;\n' \ '0 -> 2 [labeldistance=2.5, labelangle=-45, ' \ 'headlabel="False"] ;\n' \ '}' assert_equal(contents1, contents2) # Test max_depth out = StringIO() export_graphviz(clf, out_file=out, max_depth=0, class_names=True) contents1 = out.getvalue() contents2 = 'digraph Tree {\n' \ 'node [shape=box] ;\n' \ '0 [label="X[0] <= 0.0\\ngini = 0.5\\nsamples = 6\\n' \ 'value = [3, 3]\\nclass = y[0]"] ;\n' \ '1 [label="(...)"] ;\n' \ '0 -> 1 ;\n' \ '2 [label="(...)"] ;\n' \ '0 -> 2 ;\n' \ '}' assert_equal(contents1, contents2) # Test max_depth with plot_options out = StringIO() export_graphviz(clf, out_file=out, max_depth=0, filled=True, node_ids=True) contents1 = out.getvalue() contents2 = 'digraph Tree {\n' \ 'node [shape=box, style="filled", color="black"] ;\n' \ '0 [label="node #0\\nX[0] <= 0.0\\ngini = 0.5\\n' \ 'samples = 6\\nvalue = [3, 3]", fillcolor="#e5813900"] ;\n' \ '1 [label="(...)", fillcolor="#C0C0C0"] ;\n' \ '0 -> 1 ;\n' \ '2 [label="(...)", fillcolor="#C0C0C0"] ;\n' \ '0 -> 2 ;\n' \ '}' assert_equal(contents1, contents2) # Test multi-output with weighted samples clf = DecisionTreeClassifier(max_depth=2, min_samples_split=1, criterion="gini", random_state=2) clf = clf.fit(X, y2, sample_weight=w) out = StringIO() export_graphviz(clf, out_file=out, filled=True, impurity=False) contents1 = out.getvalue() contents2 = 'digraph Tree {\n' \ 'node [shape=box, style="filled", color="black"] ;\n' \ '0 [label="X[0] <= 0.0\\nsamples = 6\\n' \ 'value = [[3.0, 1.5, 0.0]\\n' \ '[1.5, 1.5, 1.5]]", fillcolor="#e5813900"] ;\n' \ '1 [label="X[1] <= -1.5\\nsamples = 3\\n' \ 'value = [[3, 0, 0]\\n[1, 1, 1]]", ' \ 'fillcolor="#e5813965"] ;\n' \ '0 -> 1 [labeldistance=2.5, labelangle=45, ' \ 'headlabel="True"] ;\n' \ '2 [label="samples = 1\\nvalue = [[1, 0, 0]\\n' \ '[0, 0, 1]]", fillcolor="#e58139ff"] ;\n' \ '1 -> 2 ;\n' \ '3 [label="samples = 2\\nvalue = [[2, 0, 0]\\n' \ '[1, 1, 0]]", fillcolor="#e581398c"] ;\n' \ '1 -> 3 ;\n' \ '4 [label="X[0] <= 1.5\\nsamples = 3\\n' \ 'value = [[0.0, 1.5, 0.0]\\n[0.5, 0.5, 0.5]]", ' \ 'fillcolor="#e5813965"] ;\n' \ '0 -> 4 [labeldistance=2.5, labelangle=-45, ' \ 'headlabel="False"] ;\n' \ '5 [label="samples = 2\\nvalue = [[0.0, 1.0, 0.0]\\n' \ '[0.5, 0.5, 0.0]]", fillcolor="#e581398c"] ;\n' \ '4 -> 5 ;\n' \ '6 [label="samples = 1\\nvalue = [[0.0, 0.5, 0.0]\\n' \ '[0.0, 0.0, 0.5]]", fillcolor="#e58139ff"] ;\n' \ '4 -> 6 ;\n' \ '}' assert_equal(contents1, contents2) # Test regression output with plot_options clf = DecisionTreeRegressor(max_depth=3, min_samples_split=1, criterion="mse", random_state=2) clf.fit(X, y) out = StringIO() export_graphviz(clf, out_file=out, filled=True, leaves_parallel=True, rotate=True, rounded=True) contents1 = out.getvalue() contents2 = 'digraph Tree {\n' \ 'node [shape=box, style="filled, rounded", color="black", ' \ 'fontname=helvetica] ;\n' \ 'graph [ranksep=equally, splines=polyline] ;\n' \ 'edge [fontname=helvetica] ;\n' \ 'rankdir=LR ;\n' \ '0 [label="X[0] <= 0.0\\nmse = 1.0\\nsamples = 6\\n' \ 'value = 0.0", fillcolor="#e581397f"] ;\n' \ '1 [label="mse = 0.0\\nsamples = 3\\nvalue = -1.0", ' \ 'fillcolor="#e5813900"] ;\n' \ '0 -> 1 [labeldistance=2.5, labelangle=-45, ' \ 'headlabel="True"] ;\n' \ '2 [label="mse = 0.0\\nsamples = 3\\nvalue = 1.0", ' \ 'fillcolor="#e58139ff"] ;\n' \ '0 -> 2 [labeldistance=2.5, labelangle=45, ' \ 'headlabel="False"] ;\n' \ '{rank=same ; 0} ;\n' \ '{rank=same ; 1; 2} ;\n' \ '}' assert_equal(contents1, contents2) def test_graphviz_errors(): # Check for errors of export_graphviz clf = DecisionTreeClassifier(max_depth=3, min_samples_split=1) clf.fit(X, y) # Check feature_names error out = StringIO() assert_raises(IndexError, export_graphviz, clf, out, feature_names=[]) # Check class_names error out = StringIO() assert_raises(IndexError, export_graphviz, clf, out, class_names=[])
bsd-3-clause
freedomDR/shiny-robot
homework/project/project0202.py
1
1432
import cv2 as cv import matplotlib.pyplot as plt def show(img_show, position): plt.subplot(position[0], position[1], position[2]) plt.imshow(img_show, cmap='Greys_r') plt.xticks([]), plt.yticks([]) plt.title(position) # plt.tight_layout() if __name__ == '__main__': plt.figure(1) img = cv.imread('../../ImageMaterial/DIP3E_Original_Images_CH02/Fig0221(a)(ctskull-256).tif', cv.IMREAD_GRAYSCALE) k = 2 img128 = [[img[x][y] - img[x][y] % k for y in range(img.shape[1])] for x in range(img.shape[0])] k = 4 img64 = [[img[x][y] - img[x][y] % k for y in range(img.shape[1])] for x in range(img.shape[0])] k = 8 img32 = [[img[x][y] - img[x][y] % k for y in range(img.shape[1])] for x in range(img.shape[0])] k = 16 img16 = [[img[x][y] - img[x][y] % k for y in range(img.shape[1])] for x in range(img.shape[0])] k = 32 img8 = [[img[x][y] - img[x][y] % k for y in range(img.shape[1])] for x in range(img.shape[0])] k = 64 img4 = [[img[x][y] - img[x][y] % k for y in range(img.shape[1])] for x in range(img.shape[0])] k = 128 img2 = [[img[x][y] - img[x][y] % k for y in range(img.shape[1])] for x in range(img.shape[0])] show(img, [2, 4, 1]) show(img128, [2, 4, 2]) show(img64, [2, 4, 3]) show(img32, [2, 4, 4]) show(img16, [2, 4, 5]) show(img8, [2, 4, 6]) show(img4, [2, 4, 7]) show(img2, [2, 4, 8]) plt.show()
gpl-3.0
mne-tools/mne-tools.github.io
dev/_downloads/63cab32016602394f025dbe0ed7f501b/30_filtering_resampling.py
10
13855
# -*- coding: utf-8 -*- """ .. _tut-filter-resample: Filtering and resampling data ============================= This tutorial covers filtering and resampling, and gives examples of how filtering can be used for artifact repair. We begin as always by importing the necessary Python modules and loading some :ref:`example data <sample-dataset>`. We'll also crop the data to 60 seconds (to save memory on the documentation server): """ import os import numpy as np import matplotlib.pyplot as plt import mne sample_data_folder = mne.datasets.sample.data_path() sample_data_raw_file = os.path.join(sample_data_folder, 'MEG', 'sample', 'sample_audvis_raw.fif') raw = mne.io.read_raw_fif(sample_data_raw_file) raw.crop(0, 60).load_data() # use just 60 seconds of data, to save memory ############################################################################### # Background on filtering # ^^^^^^^^^^^^^^^^^^^^^^^ # # A filter removes or attenuates parts of a signal. Usually, filters act on # specific *frequency ranges* of a signal — for example, suppressing all # frequency components above or below a certain cutoff value. There are *many* # ways of designing digital filters; see :ref:`disc-filtering` for a longer # discussion of the various approaches to filtering physiological signals in # MNE-Python. # # # Repairing artifacts by filtering # ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ # # Artifacts that are restricted to a narrow frequency range can sometimes # be repaired by filtering the data. Two examples of frequency-restricted # artifacts are slow drifts and power line noise. Here we illustrate how each # of these can be repaired by filtering. # # # Slow drifts # ~~~~~~~~~~~ # # Low-frequency drifts in raw data can usually be spotted by plotting a fairly # long span of data with the :meth:`~mne.io.Raw.plot` method, though it is # helpful to disable channel-wise DC shift correction to make slow drifts # more readily visible. Here we plot 60 seconds, showing all the magnetometer # channels: mag_channels = mne.pick_types(raw.info, meg='mag') raw.plot(duration=60, order=mag_channels, proj=False, n_channels=len(mag_channels), remove_dc=False) ############################################################################### # A half-period of this slow drift appears to last around 10 seconds, so a full # period would be 20 seconds, i.e., :math:`\frac{1}{20} \mathrm{Hz}`. To be # sure those components are excluded, we want our highpass to be *higher* than # that, so let's try :math:`\frac{1}{10} \mathrm{Hz}` and :math:`\frac{1}{5} # \mathrm{Hz}` filters to see which works best: for cutoff in (0.1, 0.2): raw_highpass = raw.copy().filter(l_freq=cutoff, h_freq=None) fig = raw_highpass.plot(duration=60, order=mag_channels, proj=False, n_channels=len(mag_channels), remove_dc=False) fig.subplots_adjust(top=0.9) fig.suptitle('High-pass filtered at {} Hz'.format(cutoff), size='xx-large', weight='bold') ############################################################################### # Looks like 0.1 Hz was not quite high enough to fully remove the slow drifts. # Notice that the text output summarizes the relevant characteristics of the # filter that was created. If you want to visualize the filter, you can pass # the same arguments used in the call to :meth:`raw.filter() # <mne.io.Raw.filter>` above to the function :func:`mne.filter.create_filter` # to get the filter parameters, and then pass the filter parameters to # :func:`mne.viz.plot_filter`. :func:`~mne.filter.create_filter` also requires # parameters ``data`` (a :class:`NumPy array <numpy.ndarray>`) and ``sfreq`` # (the sampling frequency of the data), so we'll extract those from our # :class:`~mne.io.Raw` object: filter_params = mne.filter.create_filter(raw.get_data(), raw.info['sfreq'], l_freq=0.2, h_freq=None) ############################################################################### # Notice that the output is the same as when we applied this filter to the data # using :meth:`raw.filter() <mne.io.Raw.filter>`. You can now pass the filter # parameters (and the sampling frequency) to :func:`~mne.viz.plot_filter` to # plot the filter: mne.viz.plot_filter(filter_params, raw.info['sfreq'], flim=(0.01, 5)) ############################################################################### # .. _tut-section-line-noise: # # Power line noise # ~~~~~~~~~~~~~~~~ # # Power line noise is an environmental artifact that manifests as persistent # oscillations centered around the `AC power line frequency`_. Power line # artifacts are easiest to see on plots of the spectrum, so we'll use # :meth:`~mne.io.Raw.plot_psd` to illustrate. We'll also write a little # function that adds arrows to the spectrum plot to highlight the artifacts: def add_arrows(axes): # add some arrows at 60 Hz and its harmonics for ax in axes: freqs = ax.lines[-1].get_xdata() psds = ax.lines[-1].get_ydata() for freq in (60, 120, 180, 240): idx = np.searchsorted(freqs, freq) # get ymax of a small region around the freq. of interest y = psds[(idx - 4):(idx + 5)].max() ax.arrow(x=freqs[idx], y=y + 18, dx=0, dy=-12, color='red', width=0.1, head_width=3, length_includes_head=True) fig = raw.plot_psd(fmax=250, average=True) add_arrows(fig.axes[:2]) ############################################################################### # It should be evident that MEG channels are more susceptible to this kind of # interference than EEG that is recorded in the magnetically shielded room. # Removing power-line noise can be done with a notch filter, # applied directly to the :class:`~mne.io.Raw` object, specifying an array of # frequencies to be attenuated. Since the EEG channels are relatively # unaffected by the power line noise, we'll also specify a ``picks`` argument # so that only the magnetometers and gradiometers get filtered: meg_picks = mne.pick_types(raw.info, meg=True) freqs = (60, 120, 180, 240) raw_notch = raw.copy().notch_filter(freqs=freqs, picks=meg_picks) for title, data in zip(['Un', 'Notch '], [raw, raw_notch]): fig = data.plot_psd(fmax=250, average=True) fig.subplots_adjust(top=0.85) fig.suptitle('{}filtered'.format(title), size='xx-large', weight='bold') add_arrows(fig.axes[:2]) ############################################################################### # :meth:`~mne.io.Raw.notch_filter` also has parameters to control the notch # width, transition bandwidth and other aspects of the filter. See the # docstring for details. # # It's also possible to try to use a spectrum fitting routine to notch filter. # In principle it can automatically detect the frequencies to notch, but our # implementation generally does not do so reliably, so we specify the # frequencies to remove instead, and it does a good job of removing the # line noise at those frequencies: raw_notch_fit = raw.copy().notch_filter( freqs=freqs, picks=meg_picks, method='spectrum_fit', filter_length='10s') for title, data in zip(['Un', 'spectrum_fit '], [raw, raw_notch_fit]): fig = data.plot_psd(fmax=250, average=True) fig.subplots_adjust(top=0.85) fig.suptitle('{}filtered'.format(title), size='xx-large', weight='bold') add_arrows(fig.axes[:2]) ############################################################################### # Resampling # ^^^^^^^^^^ # # EEG and MEG recordings are notable for their high temporal precision, and are # often recorded with sampling rates around 1000 Hz or higher. This is good # when precise timing of events is important to the experimental design or # analysis plan, but also consumes more memory and computational resources when # processing the data. In cases where high-frequency components of the signal # are not of interest and precise timing is not needed (e.g., computing EOG or # ECG projectors on a long recording), downsampling the signal can be a useful # time-saver. # # In MNE-Python, the resampling methods (:meth:`raw.resample() # <mne.io.Raw.resample>`, :meth:`epochs.resample() <mne.Epochs.resample>` and # :meth:`evoked.resample() <mne.Evoked.resample>`) apply a low-pass filter to # the signal to avoid `aliasing`_, so you don't need to explicitly filter it # yourself first. This built-in filtering that happens when using # :meth:`raw.resample() <mne.io.Raw.resample>`, :meth:`epochs.resample() # <mne.Epochs.resample>`, or :meth:`evoked.resample() <mne.Evoked.resample>` is # a brick-wall filter applied in the frequency domain at the `Nyquist # frequency`_ of the desired new sampling rate. This can be clearly seen in the # PSD plot, where a dashed vertical line indicates the filter cutoff; the # original data had an existing lowpass at around 172 Hz (see # ``raw.info['lowpass']``), and the data resampled from 600 Hz to 200 Hz gets # automatically lowpass filtered at 100 Hz (the `Nyquist frequency`_ for a # target rate of 200 Hz): raw_downsampled = raw.copy().resample(sfreq=200) for data, title in zip([raw, raw_downsampled], ['Original', 'Downsampled']): fig = data.plot_psd(average=True) fig.subplots_adjust(top=0.9) fig.suptitle(title) plt.setp(fig.axes, xlim=(0, 300)) ############################################################################### # Because resampling involves filtering, there are some pitfalls to resampling # at different points in the analysis stream: # # - Performing resampling on :class:`~mne.io.Raw` data (*before* epoching) will # negatively affect the temporal precision of Event arrays, by causing # `jitter`_ in the event timing. This reduced temporal precision will # propagate to subsequent epoching operations. # # - Performing resampling *after* epoching can introduce edge artifacts *on # every epoch*, whereas filtering the :class:`~mne.io.Raw` object will only # introduce artifacts at the start and end of the recording (which is often # far enough from the first and last epochs to have no affect on the # analysis). # # The following section suggests best practices to mitigate both of these # issues. # # # Best practices # ~~~~~~~~~~~~~~ # # To avoid the reduction in temporal precision of events that comes with # resampling a :class:`~mne.io.Raw` object, and also avoid the edge artifacts # that come with filtering an :class:`~mne.Epochs` or :class:`~mne.Evoked` # object, the best practice is to: # # 1. low-pass filter the :class:`~mne.io.Raw` data at or below # :math:`\frac{1}{3}` of the desired sample rate, then # # 2. decimate the data after epoching, by either passing the ``decim`` # parameter to the :class:`~mne.Epochs` constructor, or using the # :meth:`~mne.Epochs.decimate` method after the :class:`~mne.Epochs` have # been created. # # .. warning:: # The recommendation for setting the low-pass corner frequency at # :math:`\frac{1}{3}` of the desired sample rate is a fairly safe rule of # thumb based on the default settings in :meth:`raw.filter() # <mne.io.Raw.filter>` (which are different from the filter settings used # inside the :meth:`raw.resample() <mne.io.Raw.resample>` method). If you # use a customized lowpass filter (specifically, if your transition # bandwidth is wider than 0.5× the lowpass cutoff), downsampling to 3× the # lowpass cutoff may still not be enough to avoid `aliasing`_, and # MNE-Python will not warn you about it (because the :class:`raw.info # <mne.Info>` object only keeps track of the lowpass cutoff, not the # transition bandwidth). Conversely, if you use a steeper filter, the # warning may be too sensitive. If you are unsure, plot the PSD of your # filtered data *before decimating* and ensure that there is no content in # the frequencies above the `Nyquist frequency`_ of the sample rate you'll # end up with *after* decimation. # # Note that this method of manually filtering and decimating is exact only when # the original sampling frequency is an integer multiple of the desired new # sampling frequency. Since the sampling frequency of our example data is # 600.614990234375 Hz, ending up with a specific sampling frequency like (say) # 90 Hz will not be possible: current_sfreq = raw.info['sfreq'] desired_sfreq = 90 # Hz decim = np.round(current_sfreq / desired_sfreq).astype(int) obtained_sfreq = current_sfreq / decim lowpass_freq = obtained_sfreq / 3. raw_filtered = raw.copy().filter(l_freq=None, h_freq=lowpass_freq) events = mne.find_events(raw_filtered) epochs = mne.Epochs(raw_filtered, events, decim=decim) print('desired sampling frequency was {} Hz; decim factor of {} yielded an ' 'actual sampling frequency of {} Hz.' .format(desired_sfreq, decim, epochs.info['sfreq'])) ############################################################################### # If for some reason you cannot follow the above-recommended best practices, # you should at the very least either: # # 1. resample the data *after* epoching, and make your epochs long enough that # edge effects from the filtering do not affect the temporal span of the # epoch that you hope to analyze / interpret; or # # 2. perform resampling on the :class:`~mne.io.Raw` object and its # corresponding Events array *simultaneously* so that they stay more or less # in synch. This can be done by passing the Events array as the # ``events`` parameter to :meth:`raw.resample() <mne.io.Raw.resample>`. # # # .. LINKS # # .. _`AC power line frequency`: # https://en.wikipedia.org/wiki/Mains_electricity # .. _`aliasing`: https://en.wikipedia.org/wiki/Anti-aliasing_filter # .. _`jitter`: https://en.wikipedia.org/wiki/Jitter # .. _`Nyquist frequency`: https://en.wikipedia.org/wiki/Nyquist_frequency
bsd-3-clause
jundongl/scikit-feast
skfeature/example/test_svm_forward.py
3
1403
import scipy.io from sklearn.cross_validation import KFold from skfeature.function.wrapper import svm_forward from sklearn import svm from sklearn.metrics import accuracy_score def main(): # load data mat = scipy.io.loadmat('../data/COIL20.mat') X = mat['X'] # data X = X.astype(float) y = mat['Y'] # label y = y[:, 0] n_samples, n_features = X.shape # number of samples and number of features # split data into 10 folds ss = KFold(n_samples, n_folds=10, shuffle=True) # perform evaluation on classification task clf = svm.LinearSVC() # linear SVM correct = 0 for train, test in ss: # obtain the idx of selected features from the training set idx = svm_forward.svm_forward(X[train], y[train], n_features) # obtain the dataset on the selected features X_selected = X[:, idx] # train a classification model with the selected features on the training dataset clf.fit(X_selected[train], y[train]) # predict the class labels of test data y_predict = clf.predict(X_selected[test]) # obtain the classification accuracy on the test data acc = accuracy_score(y[test], y_predict) correct = correct + acc # output the average classification accuracy over all 10 folds print 'Accuracy:', float(correct)/10 if __name__ == '__main__': main()
gpl-2.0
herilalaina/scikit-learn
sklearn/neighbors/__init__.py
71
1025
""" The :mod:`sklearn.neighbors` module implements the k-nearest neighbors algorithm. """ from .ball_tree import BallTree from .kd_tree import KDTree from .dist_metrics import DistanceMetric from .graph import kneighbors_graph, radius_neighbors_graph from .unsupervised import NearestNeighbors from .classification import KNeighborsClassifier, RadiusNeighborsClassifier from .regression import KNeighborsRegressor, RadiusNeighborsRegressor from .nearest_centroid import NearestCentroid from .kde import KernelDensity from .approximate import LSHForest from .lof import LocalOutlierFactor __all__ = ['BallTree', 'DistanceMetric', 'KDTree', 'KNeighborsClassifier', 'KNeighborsRegressor', 'NearestCentroid', 'NearestNeighbors', 'RadiusNeighborsClassifier', 'RadiusNeighborsRegressor', 'kneighbors_graph', 'radius_neighbors_graph', 'KernelDensity', 'LSHForest', 'LocalOutlierFactor']
bsd-3-clause
wangyum/tensorflow
tensorflow/contrib/metrics/python/kernel_tests/histogram_ops_test.py
130
9577
# Copyright 2016 The TensorFlow Authors. All Rights Reserved. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. # ============================================================================== """Tests for histogram_ops.""" from __future__ import absolute_import from __future__ import division from __future__ import print_function import numpy as np from tensorflow.contrib.metrics.python.ops import histogram_ops from tensorflow.python.framework import constant_op from tensorflow.python.framework import dtypes from tensorflow.python.ops import array_ops from tensorflow.python.ops import variables from tensorflow.python.platform import test class Strict1dCumsumTest(test.TestCase): """Test this private function.""" def test_empty_tensor_returns_empty(self): with self.test_session(): tensor = constant_op.constant([]) result = histogram_ops._strict_1d_cumsum(tensor, 0) expected = constant_op.constant([]) np.testing.assert_array_equal(expected.eval(), result.eval()) def test_length_1_tensor_works(self): with self.test_session(): tensor = constant_op.constant([3], dtype=dtypes.float32) result = histogram_ops._strict_1d_cumsum(tensor, 1) expected = constant_op.constant([3], dtype=dtypes.float32) np.testing.assert_array_equal(expected.eval(), result.eval()) def test_length_3_tensor_works(self): with self.test_session(): tensor = constant_op.constant([1, 2, 3], dtype=dtypes.float32) result = histogram_ops._strict_1d_cumsum(tensor, 3) expected = constant_op.constant([1, 3, 6], dtype=dtypes.float32) np.testing.assert_array_equal(expected.eval(), result.eval()) class AUCUsingHistogramTest(test.TestCase): def setUp(self): self.rng = np.random.RandomState(0) def test_empty_labels_and_scores_gives_nan_auc(self): with self.test_session(): labels = constant_op.constant([], shape=[0], dtype=dtypes.bool) scores = constant_op.constant([], shape=[0], dtype=dtypes.float32) score_range = [0, 1.] auc, update_op = histogram_ops.auc_using_histogram(labels, scores, score_range) variables.local_variables_initializer().run() update_op.run() self.assertTrue(np.isnan(auc.eval())) def test_perfect_scores_gives_auc_1(self): self._check_auc( nbins=100, desired_auc=1.0, score_range=[0, 1.], num_records=50, frac_true=0.5, atol=0.05, num_updates=1) def test_terrible_scores_gives_auc_0(self): self._check_auc( nbins=100, desired_auc=0.0, score_range=[0, 1.], num_records=50, frac_true=0.5, atol=0.05, num_updates=1) def test_many_common_conditions(self): for nbins in [50]: for desired_auc in [0.3, 0.5, 0.8]: for score_range in [[-1, 1], [-10, 0]]: for frac_true in [0.3, 0.8]: # Tests pass with atol = 0.03. Moved up to 0.05 to avoid flakes. self._check_auc( nbins=nbins, desired_auc=desired_auc, score_range=score_range, num_records=100, frac_true=frac_true, atol=0.05, num_updates=50) def test_large_class_imbalance_still_ok(self): # With probability frac_true ** num_records, each batch contains only True # records. In this case, ~ 95%. # Tests pass with atol = 0.02. Increased to 0.05 to avoid flakes. self._check_auc( nbins=100, desired_auc=0.8, score_range=[-1, 1.], num_records=10, frac_true=0.995, atol=0.05, num_updates=1000) def test_super_accuracy_with_many_bins_and_records(self): # Test passes with atol = 0.0005. Increased atol to avoid flakes. self._check_auc( nbins=1000, desired_auc=0.75, score_range=[0, 1.], num_records=1000, frac_true=0.5, atol=0.005, num_updates=100) def _check_auc(self, nbins=100, desired_auc=0.75, score_range=None, num_records=50, frac_true=0.5, atol=0.05, num_updates=10): """Check auc accuracy against synthetic data. Args: nbins: nbins arg from contrib.metrics.auc_using_histogram. desired_auc: Number in [0, 1]. The desired auc for synthetic data. score_range: 2-tuple, (low, high), giving the range of the resultant scores. Defaults to [0, 1.]. num_records: Positive integer. The number of records to return. frac_true: Number in (0, 1). Expected fraction of resultant labels that will be True. This is just in expectation...more or less may actually be True. atol: Absolute tolerance for final AUC estimate. num_updates: Update internal histograms this many times, each with a new batch of synthetic data, before computing final AUC. Raises: AssertionError: If resultant AUC is not within atol of theoretical AUC from synthetic data. """ score_range = [0, 1.] or score_range with self.test_session(): labels = array_ops.placeholder(dtypes.bool, shape=[num_records]) scores = array_ops.placeholder(dtypes.float32, shape=[num_records]) auc, update_op = histogram_ops.auc_using_histogram( labels, scores, score_range, nbins=nbins) variables.local_variables_initializer().run() # Updates, then extract auc. for _ in range(num_updates): labels_a, scores_a = synthetic_data(desired_auc, score_range, num_records, self.rng, frac_true) update_op.run(feed_dict={labels: labels_a, scores: scores_a}) labels_a, scores_a = synthetic_data(desired_auc, score_range, num_records, self.rng, frac_true) # Fetch current auc, and verify that fetching again doesn't change it. auc_eval = auc.eval() self.assertAlmostEqual(auc_eval, auc.eval(), places=5) msg = ('nbins: %s, desired_auc: %s, score_range: %s, ' 'num_records: %s, frac_true: %s, num_updates: %s') % (nbins, desired_auc, score_range, num_records, frac_true, num_updates) np.testing.assert_allclose(desired_auc, auc_eval, atol=atol, err_msg=msg) def synthetic_data(desired_auc, score_range, num_records, rng, frac_true): """Create synthetic boolean_labels and scores with adjustable auc. Args: desired_auc: Number in [0, 1], the theoretical AUC of resultant data. score_range: 2-tuple, (low, high), giving the range of the resultant scores num_records: Positive integer. The number of records to return. rng: Initialized np.random.RandomState random number generator frac_true: Number in (0, 1). Expected fraction of resultant labels that will be True. This is just in expectation...more or less may actually be True. Returns: boolean_labels: np.array, dtype=bool. scores: np.array, dtype=np.float32 """ # We prove here why the method (below) for computing AUC works. Of course we # also checked this against sklearn.metrics.roc_auc_curve. # # First do this for score_range = [0, 1], then rescale. # WLOG assume AUC >= 0.5, otherwise we will solve for AUC >= 0.5 then swap # the labels. # So for AUC in [0, 1] we create False and True labels # and corresponding scores drawn from: # F ~ U[0, 1], T ~ U[x, 1] # We have, # AUC # = P[T > F] # = P[T > F | F < x] P[F < x] + P[T > F | F > x] P[F > x] # = (1 * x) + (0.5 * (1 - x)). # Inverting, we have: # x = 2 * AUC - 1, when AUC >= 0.5. assert 0 <= desired_auc <= 1 assert 0 < frac_true < 1 if desired_auc < 0.5: flip_labels = True desired_auc = 1 - desired_auc frac_true = 1 - frac_true else: flip_labels = False x = 2 * desired_auc - 1 labels = rng.binomial(1, frac_true, size=num_records).astype(bool) num_true = labels.sum() num_false = num_records - labels.sum() # Draw F ~ U[0, 1], and T ~ U[x, 1] false_scores = rng.rand(num_false) true_scores = x + rng.rand(num_true) * (1 - x) # Reshape [0, 1] to score_range. def reshape(scores): return score_range[0] + scores * (score_range[1] - score_range[0]) false_scores = reshape(false_scores) true_scores = reshape(true_scores) # Place into one array corresponding with the labels. scores = np.nan * np.ones(num_records, dtype=np.float32) scores[labels] = true_scores scores[~labels] = false_scores if flip_labels: labels = ~labels return labels, scores if __name__ == '__main__': test.main()
apache-2.0
ninotoshi/tensorflow
tensorflow/contrib/learn/python/learn/tests/test_estimators.py
7
2438
# Copyright 2015-present The Scikit Flow 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. from __future__ import absolute_import from __future__ import division from __future__ import print_function import tensorflow as tf import random 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.estimators._sklearn import train_test_split class CustomOptimizer(tf.test.TestCase): def testIrisMomentum(self): random.seed(42) iris = datasets.load_iris() X_train, X_test, y_train, y_test = train_test_split(iris.data, iris.target, test_size=0.2, random_state=42) # setup exponential decay function def exp_decay(global_step): return tf.train.exponential_decay(learning_rate=0.1, global_step=global_step, decay_steps=100, decay_rate=0.001) def custom_optimizer(learning_rate): return tf.train.MomentumOptimizer(learning_rate, 0.9) classifier = learn.TensorFlowDNNClassifier(hidden_units=[10, 20, 10], n_classes=3, steps=400, learning_rate=exp_decay, optimizer=custom_optimizer) classifier.fit(X_train, y_train) score = accuracy_score(y_test, classifier.predict(X_test)) self.assertGreater(score, 0.65, "Failed with score = {0}".format(score)) if __name__ == "__main__": tf.test.main()
apache-2.0
simonsfoundation/CaImAn
use_cases/granule_cells/patches_pf.py
2
10652
#!/usr/bin/env python # -*- coding: utf-8 -*- """ Created on Wed Feb 24 18:39:45 2016 @author: Andrea Giovannucci For explanation consult at https://github.com/agiovann/Constrained_NMF/releases/download/v0.4-alpha/Patch_demo.zip and https://github.com/agiovann/Constrained_NMF """ from __future__ import division from __future__ import print_function #%% from builtins import str from past.utils import old_div try: get_ipython().magic('load_ext autoreload') get_ipython().magic('autoreload 2') print((1)) except: print('Not launched under iPython') import matplotlib as mpl mpl.use('TKAgg') import sys import numpy as np import ca_source_extraction as cse from time import time import pylab as pl import psutil import glob import os import scipy from ipyparallel import Client #%% backend = 'local' if backend == 'SLURM': n_processes = np.int(os.environ.get('SLURM_NPROCS')) else: # roughly number of cores on your machine minus 1 n_processes = np.maximum(np.int(psutil.cpu_count()), 1) print(('using ' + str(n_processes) + ' processes')) #%% start cluster for efficient computation single_thread = False if single_thread: dview = None else: try: c.close() except: print('C was not existing, creating one') print("Stopping cluster to avoid unnencessary use of memory....") sys.stdout.flush() if backend == 'SLURM': try: cse.utilities.stop_server(is_slurm=True) except: print('Nothing to stop') slurm_script = '/mnt/xfs1/home/agiovann/SOFTWARE/Constrained_NMF/SLURM/slurmStart.sh' cse.utilities.start_server(slurm_script=slurm_script) pdir, profile = os.environ['IPPPDIR'], os.environ['IPPPROFILE'] c = Client(ipython_dir=pdir, profile=profile) else: cse.utilities.stop_server() cse.utilities.start_server() c = Client() print(('Using ' + str(len(c)) + ' processes')) dview = c[:len(c)] #%% FOR LOADING ALL TIFF FILES IN A FILE AND SAVING THEM ON A SINGLE MEMORY MAPPABLE FILE fnames = [] # folder containing the demo files base_folder = '/mnt/ceph/users/agiovann/ImagingData/eyeblink/b38/20160726150632/' for file in glob.glob(os.path.join(base_folder, '*.hdf5')): if file.endswith(""): fnames.append(os.path.abspath(file)) fnames.sort() print(fnames) fnames = fnames #%% Create a unique file fot the whole dataset # THIS IS ONLY IF YOU NEED TO SELECT A SUBSET OF THE FIELD OF VIEW # fraction_downsample=1; # idx_x=slice(10,502,None) # idx_y=slice(10,502,None) # fname_new=cse.utilities.save_memmap(fnames,base_name='Yr',resize_fact=(1,1,fraction_downsample),remove_init=0,idx_xy=(idx_x,idx_y)) #%% # idx_x=slice(12,500,None) # idx_y=slice(12,500,None) # idx_xy=(idx_x,idx_y) downsample_factor = .3 # use .2 or .1 if file is large and you want a quick answer idx_xy = None base_name = 'Yr' name_new = cse.utilities.save_memmap_each(fnames, dview=dview, base_name=base_name, resize_fact=( 1, 1, downsample_factor), remove_init=0, idx_xy=idx_xy) name_new.sort(key=lambda fn: np.int(os.path.split( fn)[-1][len(base_name):os.path.split(fn)[-1].find('_')])) print(name_new) #%% n_chunks = 6 # increase this number if you have memory issues at this point fname_new = cse.utilities.save_memmap_join( name_new, base_name='Yr', n_chunks=6, dview=dview) #%% Create a unique file fot the whole dataset ## # fraction_downsample=1; # useful to downsample the movie across time. fraction_downsample=.1 measn downsampling by a factor of 10 # fname_new=cse.utilities.save_memmap(fnames,base_name='Yr',resize_fact=(1,1,fraction_downsample),order='F') #%% #%% # fname_new='Yr_d1_501_d2_398_d3_1_order_F_frames_369_.mmap' Yr, dims, T = cse.utilities.load_memmap(fname_new) d1, d2 = dims Y = np.reshape(Yr, dims + (T,), order='F') #%% Cn = cse.utilities.local_correlations(Y[:, :, :3000]) pl.imshow(Cn, cmap='gray') #%% rf = [15, 512] # half-size of the patches in pixels. rf=25, patches are 50x50 stride = [5, 1] # amounpl.it of overlap between the patches in pixels K = 8 # number of neurons expected per patch gSig = [] # expected half size of neurons merge_thresh = 0.8 # merging threshold, max correlation allowed p = 1 # order of the autoregressive system memory_fact = 1 # unitless number accounting how much memory should be used. You will need to try different values to see which one would work the default is OK for a 16 GB system save_results = True #%% RUN ALGORITHM ON PATCHES options_patch = cse.utilities.CNMFSetParms( Y, n_processes, p=0, gSig=gSig, K=K, ssub=1, tsub=4, thr=merge_thresh) options_patch['init_params']['method'] = 'sparse_nmf' options_patch['init_params']['tsub'] = 4 options_patch['init_params']['ssub'] = 1 options_patch['init_params']['alpha_snmf'] = 10e2 options_patch['patch_params']['only_init'] = True A_tot, C_tot, b, f, sn_tot, optional_outputs = cse.map_reduce.run_CNMF_patches(fname_new, (d1, d2, T), options_patch, rf=rf, stride=stride, dview=dview, memory_fact=memory_fact) print(('Number of components:' + str(A_tot.shape[-1]))) #%% if save_results: np.savez(os.path.join(base_folder, 'results_analysis_patch.npz'), A_tot=A_tot.todense(), C_tot=C_tot, sn_tot=sn_tot, d1=d1, d2=d2, b=b, f=f) #%% if you have many components this might take long! pl.figure() crd = cse.utilities.plot_contours(A_tot, Cn, thr=0.9) #%% set parameters for full field of view analysis options = cse.utilities.CNMFSetParms( Y, n_processes, p=0, gSig=gSig, K=A_tot.shape[-1], thr=merge_thresh) pix_proc = np.minimum(np.int((d1 * d2) / n_processes / (old_div(T, 2000.))), np.int(old_div((d1 * d2), n_processes))) # regulates the amount of memory used options['spatial_params']['n_pixels_per_process'] = pix_proc options['temporal_params']['n_pixels_per_process'] = pix_proc #%% merge spatially overlaping and temporally correlated components if 1: A_m, C_m, nr_m, merged_ROIs, S_m, bl_m, c1_m, sn_m, g_m = cse.merge_components(Yr, A_tot, [], np.array(C_tot), [], np.array( C_tot), [], options['temporal_params'], options['spatial_params'], dview=dview, thr=options['merging']['thr'], mx=np.Inf) else: A_m, C_m, f_m = A_tot, C_tot, f cse.utilities.view_patches_bar(Yr, A_m, C_m, b, f_m, d1, d2, C_m, img=Cn) #%% update temporal to get Y_r options['temporal_params']['p'] = 0 # change ifdenoised traces time constant is wrong options['temporal_params']['fudge_factor'] = 0.96 options['temporal_params']['backend'] = 'ipyparallel' C_m, A_m, b, f_m, S_m, bl_m, c1_m, neurons_sn_m, g2_m, YrA_m = cse.temporal.update_temporal_components( Yr, A_m, np.atleast_2d(b).T, C_m, f, dview=dview, bl=None, c1=None, sn=None, g=None, **options['temporal_params']) #%% get rid of evenrually noisy components. # But check by visual inspection to have a feeling fot the threshold. Try to be loose, you will be able to get rid of more of them later! traces = C_m + YrA_m idx_components, fitness, erfc = cse.utilities.evaluate_components( traces, N=5, robust_std=False) idx_components = idx_components[np.logical_and(True, fitness < -10)] print((len(idx_components))) cse.utilities.view_patches_bar(Yr, scipy.sparse.coo_matrix(A_m.tocsc()[ :, idx_components]), C_m[idx_components, :], b, f_m, d1, d2, YrA=YrA_m[idx_components, :], img=Cn) #%% A_m = A_m[:, idx_components] C_m = C_m[idx_components, :] #%% display components DO NOT RUN IF YOU HAVE TOO MANY COMPONENTS pl.figure() crd = cse.utilities.plot_contours(A_m, Cn, thr=0.9) #%% print(('Number of components:' + str(A_m.shape[-1]))) #%% UPDATE SPATIAL OCMPONENTS t1 = time() options['spatial_params']['method'] = 'dilate' A2, b2, C2, f = cse.spatial.update_spatial_components( Yr, C_m, f, A_m, sn=sn_tot, dview=dview, **options['spatial_params']) print((time() - t1)) #%% UPDATE TEMPORAL COMPONENTS options['temporal_params']['p'] = p # change ifdenoised traces time constant is wrong options['temporal_params']['fudge_factor'] = 0.96 C2, A2, b2, f2, S2, bl2, c12, neurons_sn2, g21, YrA = cse.temporal.update_temporal_components( Yr, A2, b2, C2, f, dview=dview, bl=None, c1=None, sn=None, g=None, **options['temporal_params']) #%% Order components #A_or, C_or, srt = cse.utilities.order_components(A2,C2) #%% stop server and remove log files #cse.utilities.stop_server(is_slurm = (backend == 'SLURM')) log_files = glob.glob('Yr*_LOG_*') for log_file in log_files: os.remove(log_file) #%% order components according to a quality threshold and only select the ones wiht qualitylarger than quality_threshold. quality_threshold = -5 traces = C2 + YrA idx_components, fitness, erfc = cse.utilities.evaluate_components( traces, N=5, robust_std=False) idx_components = idx_components[fitness < quality_threshold] print((idx_components.size * 1. / traces.shape[0])) #%% pl.figure() crd = cse.utilities.plot_contours(A2.tocsc()[:, idx_components], Cn, thr=0.9) #%% cse.utilities.view_patches_bar(Yr, scipy.sparse.coo_matrix(A2.tocsc()[ :, idx_components]), C2[idx_components, :], b2, f2, d1, d2, YrA=YrA[idx_components, :]) #%% save analysis results in python and matlab format if save_results: np.savez(os.path.join(base_folder, 'results_analysis.npz'), Cn=Cn, A_tot=A_tot.todense(), C_tot=C_tot, sn_tot=sn_tot, A2=A2.todense(), C2=C2, b2=b2, S2=S2, f2=f2, bl2=bl2, c12=c12, neurons_sn2=neurons_sn2, g21=g21, YrA=YrA, d1=d1, d2=d2, idx_components=idx_components, fitness=fitness, erfc=erfc) # scipy.io.savemat(os.path.join(base_folder,'output_analysis_matlab.mat'),{'A2':A2,'C2':C2 , 'YrA':YrA, 'S2': S2 ,'YrA': YrA, 'd1':d1,'d2':d2,'idx_components':idx_components, 'fitness':fitness }) #%% #%% RELOAD COMPONENTS! if save_results: import sys import numpy as np import ca_source_extraction as cse import scipy import pylab as pl with np.load('results_analysis.npz') as ld: locals().update(ld) fname_new = 'Yr0_d1_60_d2_80_d3_1_order_C_frames_2000_.mmap' Yr, (d1, d2), T = cse.utilities.load_memmap(fname_new) d, T = np.shape(Yr) Y = np.reshape(Yr, (d1, d2, T), order='F') # 3D version of the movie traces = C2 + YrA idx_components, fitness, erfc = cse.utilities.evaluate_components( traces, N=5, robust_std=False) #cse.utilities.view_patches(Yr,coo_matrix(A_or),C_or,b2,f2,d1,d2,YrA = YrA[srt,:], secs=1) cse.utilities.view_patches_bar(Yr, scipy.sparse.coo_matrix( A2[:, idx_components]), C2[idx_components, :], b2, f2, d1, d2, YrA=YrA[idx_components, :])
gpl-2.0
sudikrt/costproML
staticDataGSir/new_test.py
2
1649
import pandas as pd from pandas.tseries.offsets import * import numpy as np import matplotlib.pyplot as plt import statsmodels.api as sm import datetime from pandas.tools.plotting import lag_plot from pandas.tools.plotting import autocorrelation_plot df = pd.read_csv ("outDataSingle.csv", header=0) print df.head() grouped = df.groupby ('job') print "Job List : Engineer, Tester, Carpenter, Cook, Plumber, Mechanic"; prof = raw_input ("Enter a job :").lower() if prof == "Engineer".lower(): group = list(grouped)[2][1] elif prof == "Tester".lower(): group = list(grouped)[5][1] elif prof == "Cook".lower(): group = list(grouped)[1][1] elif prof == "Carpenter".lower(): group = list(grouped)[0][1] elif prof == "Plumber".lower() : group = list(grouped)[4][1] else : group = list(grouped)[3][1] year = input ("Enter Year :") group.drop('job', axis=1, inplace=True) ts_data = pd.TimeSeries(group.maxsal.values, index=pd.to_datetime(group.date)) ts_log_data = np.log (ts_data) model = sm.tsa.ARMA (ts_log_data, order=(1,1)).fit() y_pred = model.predict (ts_log_data.index[0].isoformat(), ts_log_data.index[-1].isoformat()) start_date = (pd.to_datetime(str(year) + '-' + str(01) + '-' + str(01))).date() da = start_date - ts_log_data.index[-1].date() start_date = (ts_log_data.index[-1] + Day (1)).date() end_date = (ts_log_data.index[-1] + Day (da.days)).date() y_forecast = model.predict(start_date.isoformat(), end_date.isoformat()) y_pred.plot() y_forecast.plot() #group.plot () #lag_plot(group) #autocorrelation_plot(group) maxSAl = np.exp(y_forecast) print "Max sal :" + str(maxSAl) plt.show ()
apache-2.0
johnmgregoire/NanoCalorimetry
PnSC_h5io.py
1
29384
import pylab import matplotlib.cm as cm import numpy import h5py import os, os.path, time, copy, operator import PnSC_ui #from PnSC_ui import * #from PnSC_SCui import * #from PnSC_dataimport import * from PnSC_math import * v=numpy.linspace(-16,16,5) xmm=numpy.float32([x for i in range(5) for x in v]) ymm=numpy.float32([x for x in v[::-1] for i in range(5)]) def myeval(c): if c=='None': c=None else: temp=c.lstrip('0') if (temp=='' or temp=='.') and '0' in c: c=0 else: c=eval(temp) return c def createh5file(h5path): if os.path.exists(h5path): mode='r+' else: mode='w' h5file=h5py.File(h5path, mode=mode) h5file.attrs['xmm']=xmm h5file.attrs['ymm']=ymm h5file.attrs['cells']=numpy.int32(range(1, 26)) #node=h5file[h5groupstr] gstrlist=['Calorimetry'] for gs in gstrlist: if not gs in h5file: h5file.create_group(gs) h5file.close() def readh5pyarray(arrpoint): return eval('arrpoint'+('['+':,'*len(arrpoint.shape))[:-1]+']') def create_exp_grp(h5pf, h5expname): if isinstance(h5pf, str): h5file=h5py.File(h5pf, mode='r+') else: h5file=h5pf if 'Calorimetry' in h5file: h5cal=h5file['Calorimetry'] else: h5cal=h5file.create_group('Calorimetry') if h5expname in h5cal: del h5cal[h5expname] h5exp=h5cal.create_group(h5expname) h5a=h5exp.create_group('analysis') h5m=h5exp.create_group('measurement') h5hp=h5m.create_group('HeatProgram') if isinstance(h5pf, str): h5file.close() def writenewh5heatprogram(h5path, h5expname, grpname, AttrDict, DataSetDict, SegmentData): h5file=h5py.File(h5path, mode='r+') h5hp=h5file['Calorimetry'][h5expname]['measurement']['HeatProgram'] if grpname in h5hp: del h5hp[grpname] h5hpg=h5hp.create_group(grpname) h5hpg.attrs['segment_ms']=SegmentData[0] h5hpg.attrs['segment_mA']=SegmentData[1] for k, v in AttrDict.iteritems(): #print k, type(v), v h5hpg.attrs[k]=v for nam, (adict, data) in DataSetDict.iteritems(): h5d=h5hpg.create_dataset(nam, data=data) for k, v in adict.iteritems(): h5d.attrs[k]=v h5file.close() def geth5attrs(h5pf, h5grppath):#closes the h5file, doesnt return it if isinstance(h5pf, str): h5file=h5py.File(h5pf, mode='r') else: h5file=h5pf d={} for k, v in h5file[h5grppath].attrs.iteritems(): d[k]=(v=='None' and (None,) or (v,))[0] if isinstance(h5pf, str): h5file.close() return d def getindex_cell(h5pf, cellnum):#closes the h5file, doesnt return it if isinstance(h5pf, str): h5file=h5py.File(h5pf, mode='r') else: h5file=h5pf #i=numpy.where(h5file.attrs['cells']==cellnum)[0][0] i=list(h5file.attrs['cells']).index(cellnum) if isinstance(h5pf, str): h5file.close() return i def getcalanalysis(h5pf, h5expname): if isinstance(h5pf, str): h5file=h5py.File(h5pf, mode='r') else: h5file=h5pf h5hp=h5file['Calorimetry'][h5expname]['analysis'] if isinstance(h5pf, str): return h5file, h5hp return h5hp def dt_h5(h5path, h5expname, h5hpname): h5file=h5py.File(h5path, mode='r') h5hp=h5file['Calorimetry'][h5expname]['measurement']['HeatProgram'][h5hpname] dt=1./h5hp.attrs['daqHz'] h5file.close() return dt def atm_h5(h5path, h5expname, h5hpname): h5file=h5py.File(h5path, mode='r') h5hp=h5file['Calorimetry'][h5expname]['measurement']['HeatProgram'][h5hpname] atm=h5hp.attrs['ambient_atmosphere'] h5file.close() return atm def pts_sincycle_h5(h5path, h5expname, h5hpname): h5file=h5py.File(h5path, mode='r') h5hp=h5file['Calorimetry'][h5expname]['measurement']['HeatProgram'][h5hpname] n=h5hp.attrs['pts_sincycle'] h5file.close() return n def gethpgroup(h5pf, h5expname, h5hpname=None): if isinstance(h5pf, str): h5file=h5py.File(h5pf, mode='r') else: h5file=h5pf h5hp=h5file['Calorimetry'][h5expname]['measurement']['HeatProgram'] if not h5hpname is None: h5hp=h5hp[h5hpname] if isinstance(h5pf, str): return h5file, h5hp return h5hp def assign_segmsma(h5path, h5expname, segms, segmA): h5file=h5py.File(h5path, mode='r+') h5hp=gethpgroup(h5file, h5expname) for node in h5hp.values(): if 'segment_ms' in node.attrs.keys(): node.attrs['segment_ms']=segms node.attrs['segment_mA']=segmA h5file.close() def experimenthppaths(h5pf, h5expname): if isinstance(h5pf, str): h5file=h5py.File(h5pf, mode='r') else: h5file=h5pf p=[] h5hp=gethpgroup(h5file, h5expname) for pnt in h5hp.values(): if isinstance(pnt, h5py.Group): p+=[pnt.name] if isinstance(h5pf, str): return h5file, p return p def msarr_hpgrp(h5hpgrp, twod=False): for pnt in h5hpgrp.values(): if isinstance(pnt, h5py.Dataset): ms=numpy.linspace(0., pnt.shape[1]-1., pnt.shape[1]) arrshape=pnt.shape break ms/=(h5hpgrp.attrs['daqHz']/1000.) if twod: ms=numpy.float32([ms]*arrshape[0]) return numpy.float32(ms) def segtypes(): return ['step', 'soak', 'ramp', 'zero'] def CreateHeatProgSegDictList(h5path, h5expname, h5hpname, critms_step=1., critmAperms_constmA=0.01, critdelmA_constmA=10., critmA_zero=0.1, expandmultdim=False): #the segment types are step, soak, ramp, zero #the CreateHeatProgSegDictList function reads the data from the .h5 file and organizes in a way that will be useful for many types of analysis. #the function returns a list where there is one dict for each segment in the heat program. Each dict value that is an array is assumed to be data and all have the same shape h5file, h5hpgrp=gethpgroup(h5path, h5expname, h5hpname) ms=msarr_hpgrp(h5hpgrp, twod=True) segms=h5hpgrp.attrs['segment_ms'][:] segmA=h5hpgrp.attrs['segment_mA'][:] dlist=[] def indgen(t, ms1d=ms[0]): ind=numpy.where(ms1d<=t)[0][-1] if ind==len(ms1d)-1: ind=len(ms1d) return ind for count, (ms0, ms1, mA0, mA1) in enumerate(zip(segms[:-1], segms[1:], segmA[:-1], segmA[1:])): if (ms1-ms0)<=critms_step: d={'segmenttype':'step'} elif numpy.abs((mA1-mA0)/(ms1-ms0))<critmAperms_constmA and numpy.abs(mA1-mA0)<critdelmA_constmA: if (mA1+mA0)<2.*critmA_zero: d={'segmenttype':'zero'} else: d={'segmenttype':'soak'} else: d={'segmenttype':'ramp'} d['ramprate']=(mA1-mA0)/(ms1-ms0) i0=indgen(ms0) i1=indgen(ms1) iterpts=h5hpgrp.values() h5an=getcalanalysis(h5file, h5expname) #print h5hpname, h5hpname in h5an if h5hpname in h5an: iterpts+=h5an[h5hpname].values() #print h5an[h5hpname].items() for pnt in iterpts: if isinstance(pnt, h5py.Dataset): nam=pnt.name.rpartition('/')[2] if len(pnt.shape)==2 or (len(pnt.shape)>2 and not expandmultdim): arr=pnt[:, i0:i1] #print nam, arr.shape, numpy.isnan(arr).sum() if numpy.any(numpy.isnan(arr)): continue d[nam]=arr for key, val in pnt.attrs.iteritems(): if 'unit' in key: d[nam]*=val elif len(pnt.shape)>2 and expandmultdim and nam in multidimcreateseghandler.keys(): multidimcreateseghandler[nam](eval('pnt[:, i0:i1'+',:'*(len(pnt.shape)-2)+']'), nam, d) d['cycletime']=ms[:, i0:i1]/1000. d['segment_ms']=(ms0, ms1) d['segment_mA']=(mA0, mA1) d['segment_inds']=(i0, i1) d['segindex']=count dlist+=[copy.deepcopy(d)] h5hpgrp.file.close() return dlist def extractcycle_SegDict(d, cycind): dc={} for k, v in d.iteritems(): if isinstance(v, numpy.ndarray) and v.shape==d['cycletime'].shape: dc[k]=v[cycind:cycind+1, :] else: dc[k]=v return dc def piecetogethersegments(arrlist): cycles=arrlist[0].shape[0] return numpy.array([numpy.concatenate([arr[c] for arr in arrlist]) for c in range(cycles)], dtype=arrlist[0].dtype) def LIA_segdicthandler(arr, nam, d): if numpy.any(numpy.isnan(arr)): return for i, h in enumerate(['1', '2', '3']): d['%s_%sw_X' %(nam, h)]=arr[:, :, i, 0] d['%s_%sw_Y' %(nam, h)]=arr[:, :, i, 1] def WinFFT_segdicthandler(arr, nam, d): if numpy.any(numpy.isnan(arr)): return for i, h in enumerate(['0', '0+', '1w-', '1w', '1w+', '2w-', '2w', '2w+', '3w-', '3w', '3w+']): d['%s_%sw_X' %(nam, h)]=arr[:, :, i, 0] d['%s_%sw_Y' %(nam, h)]=arr[:, :, i, 1] multidimcreateseghandler={\ 'LIAharmonics_current':LIA_segdicthandler, \ 'LIAharmonics_filteredvoltage':LIA_segdicthandler, \ 'LIAharmonics_voltage':LIA_segdicthandler, \ 'WinFFT_current':WinFFT_segdicthandler, \ 'WinFFT_filteredvoltage':WinFFT_segdicthandler, \ 'WinFFT_voltage':WinFFT_segdicthandler, \ } def saveSCcalculations(h5path, h5expname, h5hpname, hpsegdlist, recname): h5file=h5py.File(h5path, mode='r+') h5an=getcalanalysis(h5file, h5expname) h5hp=gethpgroup(h5file, h5expname) h5rg=getSCrecipegrp(h5file, h5expname)[recname] recsavekeys=[] for fcnname in h5rg.attrs['fcns']: g=h5rg[fcnname] recsavekeys+=[g.attrs['savename']] if h5hpname in h5an: h5g=h5an[h5hpname] else: h5g=h5an.create_group(h5hpname) savekeys=set([(k, d[k].shape[2:], d[k].dtype) for d in hpsegdlist for k in d.keys() if k in recsavekeys and not ('~' in k or k in h5hp[h5hpname] or k=='cycletime') and isinstance(d[k], numpy.ndarray) and d[k].shape[:2]==d['cycletime'].shape]) #nansegssh=[numpy.ones(d['cycletime'].shape, dtype=d['cycletime'].dtype)*numpy.nan for d in hpsegdlist] nansegssh=[d['cycletime'].shape for d in hpsegdlist] mastershape=piecetogethersegments([d['cycletime'] for d in hpsegdlist]).shape for k, endshape, dtype in list(savekeys): savearr=piecetogethersegments([(k in d.keys() and (d[k],) or (numpy.ones(ns+endshape, dtype=dtype)*numpy.nan,))[0] for d, ns in zip(hpsegdlist, nansegssh)]) if k in h5g: del h5g[k] ds=h5g.create_dataset(k, data=savearr) ds.attrs['recipe']=recname ds.attrs['epoch']=time.time() ds.attrs['savetime']=time.asctime() #now save fit results savekeys=set([k for d in hpsegdlist for k in d.keys() if k.startswith('FITPARS_') and k in recsavekeys and not ('~' in k or k in h5hp[h5hpname] or k=='cycletime') and isinstance(d[k], numpy.ndarray)]) for k in list(savekeys): if k in h5g: h5fg=h5g[k] else: h5fg=h5g.create_group(k) for n, d in enumerate(hpsegdlist): if k in d.keys(): if `n` in h5fg: del h5fg[`n`] ds=h5fg.create_dataset(`n`, data=d[k]) ds.attrs['recipe']=recname ds.attrs['epoch']=time.time() ds.attrs['savetime']=time.asctime() #now save profile analysis savekeys=set([k for d in hpsegdlist for k in d.keys() if k.startswith('PROFILEANALYSIS_') and k in recsavekeys and not ('~' in k or k in h5hp[h5hpname] or k=='cycletime') and isinstance(d[k], dict)]) for k in list(savekeys): if k in h5g: h5pa=h5g[k] else: h5pa=h5g.create_group(k) for n, d in enumerate(hpsegdlist): if k in d.keys(): if `n` in h5pa: h5pac=h5pa[`n`] else: h5pac=h5pa.create_group(`n`) for arrk, arr in d[k].iteritems(): if isinstance(arr, numpy.ndarray): if arrk in h5pac: del h5pac[arrk] ds=h5pac.create_dataset(arrk, data=arr) ds.attrs['recipe']=recname ds.attrs['epoch']=time.time() ds.attrs['savetime']=time.asctime() h5file.close() def getfitdictlist_hp(h5path, h5expname, h5hpname): hpsdl=CreateHeatProgSegDictList(h5path, h5expname, h5hpname) h5file=h5py.File(h5path, mode='r') fitdlist=[] for k in set([k for d in hpsdl for k in d.keys()]): for i in range(len(hpsdl)): temp=getfitdict_nameseg(h5file, h5expname, h5hpname, k, i) if not temp is None: fitdlist+=[temp] h5file.close() return fitdlist def getfitdict_nameseg(h5pf, h5expname, h5hpname, dsname, seg): if isinstance(h5pf, str): h5file=h5py.File(h5pf, mode='r') else: h5file=h5pf try: h5ang=getcalanalysis(h5file, h5expname)[h5hpname] nam='FITPARS_'+dsname ds=h5ang[nam][`seg`] h5rg=getSCrecipegrp(h5file, h5expname)[ds.attrs['recipe']] for fcnname in h5rg.attrs['fcns']: g=h5rg[fcnname] if g.attrs['savename']==nam: break d={} d['seg']=seg d['dsname']=dsname d['fitpars']=ds[:, :] d['fcnname']=fcnname for k in ['parnames', 'segdkeys', 'filters', 'postfilter']: temp=g.attrs[k] if isinstance(temp, numpy.ndarray):#these are all list of strings stored as arrays so return them to lists temp=list(temp) d[k]=temp except: d=None if isinstance(h5pf, str): return h5file, d return d def writecellres(h5path, h5expname, h5hpname, R): h5file=h5py.File(h5path, mode='r+') h5hpgrp=gethpgroup(h5file, h5expname, h5hpname) h5calan=getcalanalysis(h5file, h5expname) if not 'CellResistance' in h5calan: temp=numpy.zeros(len(h5file.attrs['cells']), dtype='float32') h5res=h5calan.create_dataset('CellResistance', data=temp[:]) h5res.attrs['ambient_tempC']=temp[:] h5res=h5calan['CellResistance'] i=getindex_cell(h5file, h5hpgrp.attrs['CELLNUMBER']) h5res[i]=R #this doesn't work for unkonw reason: h5res.attrs['ambient_tempC'][i]=h5hpgrp.attrs['ambient_tempC'] temp=h5res.attrs['ambient_tempC'][:] if 'ambient_tempC' in h5hpgrp.attrs.keys(): temp[i]=h5hpgrp.attrs['ambient_tempC'] else: temp[i]=21. h5res.attrs['ambient_tempC']=temp[:] h5file.close() def writecellres_calc(h5path, h5expname, h5hpname, R): h5file=h5py.File(h5path, mode='r+') h5hpgrp=gethpgroup(h5file, h5expname, h5hpname) h5hpgrp.attrs['Ro']=R h5file.close() def experimentgrppaths(h5pf): if isinstance(h5pf, str): h5file=h5py.File(h5pf, mode='r') else: h5file=h5pf p=[] for pnt in h5file['Calorimetry'].values(): if isinstance(pnt, h5py.Group) and 'measurement' in pnt and 'analysis' in pnt: p+=[pnt.name] if isinstance(h5pf, str): return h5file, p return p # #h5path=os.path.join(os.getcwd(), 'TestImport.h5') #h5expname='experiment1' #h5hpname='2010Nov27_Cell1_1mA_50ms_500ms_Ro_1C_a' #critms_step=1.; critmAperms_constmA=0.0005; critmA_zero=0.05 def AddRes_CreateHeatProgSegDictList(hpsegdlist, SGnpts_curr=100, SGorder_curr=3, SGnpts_volt=100, SGorder_volt=3): for d in hpsegdlist: if d['segmenttype'] in ['ramp', 'soak']: if SGwindow_curr is None or SGorder_curr is None: c=copy.copy(d['samplecurrent']) else: c=numpy.array([savgolsmooth(copy.copy(x), window=SGnpts_curr, order=SGorder_curr) for x in d['samplecurrent']]) if SGwindow_volt is None or SGorder_volt is None: v=copy.copy(d['samplevoltage']) else: v=numpy.array([savgolsmooth(copy.copy(x), window=SGnpts_volt, order=SGorder_volt) for x in d['samplevoltage']]) #print d['samplecurrent'].shape, d['samplevoltage'].shape inds=numpy.where(c<=0.)# these 3 lines will effectively remove neg and inf Res and replace them with the res value of the nearest acceptable value c=replacevalswithneighsin2nddim(c, inds) v=replacevalswithneighsin2nddim(v, inds) d['sampleresistance']=v/c def RoToAl_h5(h5path, h5expname, h5hpname):#get from the array for the experiment group, an Ro attr in the hp will be used instead if it is available, in which case also use the local To if available #rtcpath=rescalpath_getorassign(h5path, h5expname) h5file=h5py.File(h5path, mode='r') rtcpath=rescalpath_getorassign(h5file, h5expname) if not h5file:#in case ti was closed in the fcn h5file=h5py.File(h5path, mode='r') h5hp=gethpgroup(h5file, h5expname, h5hpname) i=getindex_cell(h5file, h5hp.attrs['CELLNUMBER']) restempal=list(h5file[rtcpath][i]) if 'Ro' in h5hp.attrs.keys(): restempal[0]=h5hp.attrs['Ro'] if 'ambient_tempC' in h5hp.attrs: restempal[1]=h5hp.attrs['ambient_tempC'] if 'tcr' in h5hp.attrs.keys(): restempal[2]=h5hp.attrs['tcr'] h5file.close() return restempal[0], restempal[1], restempal[2] def AddTemp_CreateHeatProgSegDictList(hpsegdlist, RoToAl, SGwindow_res=None, SGorder_res=3): for d in hpsegdlist: if 'sampleresistance' in d.keys(): if SGwindow_res is None or SGorder_res is None: R=copy.copy(d['sampleresistance']) else: R=numpy.array([savgolsmooth(copy.copy(x), window=SGwindow_res, order=SGorder_res) for x in d['sampleresistance']]) d['sampletemperature']=temp_res(R, RoToAl[0], RoToAl[1], RoToAl[2]) def tempvsms_heatprogram(h5path, h5expname, h5hpname, segind=None): hpsegdlist=CreateHeatProgSegDictList(h5path, h5expname, h5hpname) if segind==None: hpsegdlist=[d for d in hpsegdlist if d['segmenttype'] in ['ramp', 'soak']] else: hpsegdlist=[hpsegdlist[segind]] print len(hpsegdlist) RoToAl=RoToAl_h5(h5path, h5expname, h5hpname) AddRes_CreateHeatProgSegDictList(hpsegdlist) AddTemp_CreateHeatProgSegDictList(hpsegdlist, RoToAl) print 'tempdone' return numpy.concatenate([d['cycletime'] for d in hpsegdlist], axis=1), numpy.concatenate([d['sampletemperature'] for d in hpsegdlist], axis=1) def getfiltergrp(h5pf, h5expname):#will only create is passed 'r+' if isinstance(h5pf, str): h5file=h5py.File(h5pf, mode='r') else: h5file=h5pf h5an=getcalanalysis(h5file, h5expname) if 'filter' in h5an: h5filter=h5an['filter'] elif h5file.mode=='r': return False else: h5filter=h5an.create_group('filter') if isinstance(h5pf, str): return h5file, h5filter return h5filter def getfilter(h5pf, h5expname, filtername): if isinstance(h5pf, str): h5file=h5py.File(h5pf, mode='r') else: h5file=h5pf h5filter=h5file['Calorimetry'][h5expname]['analysis']['filter'] d={} for k, v in h5filter[filtername].attrs.iteritems(): d[k]=(v=='None' and (None,) or (v,))[0] if isinstance(d[k], numpy.ndarray): d[k]=list(d[k]) if isinstance(h5pf, str): return h5file, d return d def getfilterdict(h5pf, h5expname): if isinstance(h5pf, str): h5file=h5py.File(h5pf, mode='r') else: h5file=h5pf h5filter=getfiltergrp(h5file, h5expname) if not h5filter: h5file.close() return False filterd={} for pnt in h5filter.values(): if isinstance(pnt, h5py.Group): d={} nam=pnt.name.rpartition('/')[2] for k, v in pnt.attrs.iteritems(): d[k]=(v=='None' and (None,) or (v,))[0] if isinstance(d[k], numpy.ndarray): d[k]=list(d[k]) if len(d.keys())==0: continue filterd[nam]=d if isinstance(h5pf, str): return h5file, filterd return filterd def getSCrecipegrp(h5pf, h5expname):#will create the grp only if pass an r+file if isinstance(h5pf, str): h5file=h5py.File(h5pf, mode='r') else: h5file=h5pf h5an=getcalanalysis(h5file, h5expname) if (not 'SCrecipe' in h5an) and h5file.mode=='r+': h5hp=h5an.create_group('SCrecipe') else: h5hp=h5an['SCrecipe'] if isinstance(h5pf, str): return h5file, h5hp return h5hp def savefilters(h5pf, h5expname, filterd): if isinstance(h5pf, str): h5file=h5py.File(h5pf, mode='r+') else: h5file=h5pf h5filter=getfiltergrp(h5file, h5expname) for nam, d in filterd.iteritems(): if nam in h5filter: del h5filter[nam] h5g=h5filter.create_group(nam) for k, v in d.iteritems(): h5g.attrs[k]=(v is None and ('None',) or (v,))[0] if isinstance(h5pf, str): h5file.close() def saveSCrecipe(h5pf, h5expname, recname, fcns, recdlist): if isinstance(h5pf, str): h5file=h5py.File(h5pf, mode='r+') else: h5file=h5pf h5rec=getSCrecipegrp(h5file, h5expname) if recname in h5rec: del h5rec[recname] h5rg=h5rec.create_group(recname) h5rg.attrs['fcns']=fcns for f, d in zip(fcns, recdlist): h5g=h5rg.create_group(f) for k, v in d.iteritems(): h5g.attrs[k]=(v is None and ('None',) or (v,))[0] if isinstance(h5pf, str): h5file.close() def getSCrecipe(h5pf, h5expname, recname): if isinstance(h5pf, str): h5file=h5py.File(h5pf, mode='r') else: h5file=h5pf h5rec=getSCrecipegrp(h5file, h5expname) h5filter=getfiltergrp(h5file, h5expname) h5rg=h5rec[recname] fcns=h5rg.attrs['fcns'] f_saven_namsegkfilk_postfilk=[] for f in fcns: t=tuple([]) attrs=h5rg[f].attrs t+=(f,) t+=(attrs['savename'],) t+=([(nam, (segk, filter)) for nam, segk, filter in zip(attrs['parnames'], attrs['segdkeys'], attrs['filters'])],) t+=(attrs['postfilter'],) f_saven_namsegkfilk_postfilk+=[t] if isinstance(h5pf, str): return h5file, f_saven_namsegkfilk_postfilk return f_saven_namsegkfilk_postfilk def copySCrecipes(h5path, h5expname, h5expsource): h5file=h5py.File(h5path, mode='r+') h5srcrec=getSCrecipegrp(h5file, h5expsource) h5desrec=getSCrecipegrp(h5file, h5expname) filters=[] for pnt in h5srcrec.itervalues(): if isinstance(pnt, h5py.Group): nam=pnt.name.rpartition('/')[2] if nam in h5desrec: del h5desrec[nam] h5file.copy(pnt, h5desrec) filters+=[fl for pnt2 in pnt.itervalues() if isinstance(pnt2, h5py.Group) and 'filters' in pnt2.attrs.keys() for fl in pnt2.attrs['filters']] filters+=[pnt2.attrs['postfilter'] for pnt2 in pnt.itervalues() if isinstance(pnt2, h5py.Group) and 'postfilter' in pnt2.attrs.keys()] filters=list(set(filters)) h5srcfil=getfiltergrp(h5file, h5expsource) h5desfil=getfiltergrp(h5file, h5expname) for nam in filters: if nam in h5desfil: del h5desfil[nam] h5file.copy(h5srcfil[nam], h5desfil) h5file.close() def rescalpath_getorassign(h5pf, h5expname, parent=None, forceassign=False, title='select the experiment whose R(T) calibration will be used'): openclose=isinstance(h5pf, str) if openclose: h5file=h5py.File(h5pf, mode='r') else: h5file=h5pf if forceassign or not ('Res_TempCalPath' in h5file['Calorimetry'][h5expname].attrs.keys()): if parent is None: print 'Need to ask user for the Res Cal experiment group but UI parent not specified' return False p=experimentgrppaths(h5file) expname=[n.strip('/').rpartition('/')[2] for n in p if 'Res_TempCal' in getcalanalysis(h5file, n.strip('/').rpartition('/')[2])] if openclose: h5file.close() idialog=PnSC_ui.selectorDialog(parent, expname, title=title)#map(operator.itemgetter(1), pathname) if idialog.exec_(): expname=expname[idialog.index] reopen=(not openclose) and h5file.mode=='r' if openclose or reopen: h5file.close()#this is an extra close for openclose h5file=h5py.File(h5pf, mode='r+') path=getcalanalysis(h5file, expname)['Res_TempCal'].name h5file['Calorimetry'][h5expname].attrs['Res_TempCalPath']=path if openclose or reopen: h5file.close() if reopen: print 'in rescalpath_getorassign, file reference was passed but needed to close and there is not a way to reopen' return path else: return False else: path=h5file['Calorimetry'][h5expname].attrs['Res_TempCalPath'] if openclose: h5file.close() return path def performreferencesubtraction(segd, segkey, filter, h5path): ashape=segd[segkey].shape h5file=h5py.File(h5path, mode='r') refh5grp=h5file['REFh5path'] if not 'REFalignment' in filter.keys() or not filter['REFalignment'] in segd.keys(): ref_ind=[0 for temp in range(ashape[0])] print 'using start of scan as alignment' else: k=filter['REFalignment'] arr=segd[k] ref=refh5grp[k][:, :] if ref.shape[0]==ashape[0]: pass elif ref.shape[0]<ashape[0]: ref=numpy.array([ref[0]]*ashape[0], dtype=ref.dtype) #use the first cycles over and over again else: ref=ref[:ashape[0], :] if ref.shape[1]==shape[1]: ref_ind=[0 for temp in range(ashape[0])] elif ref.shape[1]>shape[1]:#in this case, use the alignment dataset to find out which start index (=shift) provides minimum distance between datasets ref_ind=[numpy.argmin([((a-r[i:i+ashape[1]])**2).sum() for i in range(ref.shape[1]-ashape[1])]) for a, r in zip(arr, ref)] else: print 'ABORTING: THE REFERENCE DATA MUST BE AT LEAST AS LONG AS THE DATA' h5file.close() return arr=segd[segkey] ref=refh5grp[segkey][:, :] return numpy.array([a-r[i:i+ashape[1]] for i, a, r in zip(ref_ind, arr, ref)], dtype=arr.dtype) def savetwopointres(h5path, resarr, savename): f=h5py.File(h5path, mode='r+') if 'TwoPointRes' in f: g=f['TwoPointRes'] else: g=f.create_group('TwoPointRes') if savename in g: del g[savename] ds=g.create_dataset(savename, data=resarr) ds.attrs['doc']='numcellsx2 array, ordered by cells and then Res in Ohms for I-I and V-V' f.close() def readtwopointres(h5path): f=h5py.File(h5path, mode='r') if 'TwoPointRes' in f: g=f['TwoPointRes'] else: return [] a=[] for ds in g.itervalues(): if isinstance(ds, h5py.Dataset): a+=[(ds.name.rpartition('/')[2], ds[:, :])] f.close() return a def calcRo_extraptoTo(h5path, h5expname, h5hpname, segind, inds_calcregion, nprevsegs=1, cycind=0, o_R2poly=1, iterations=1): hpsegdlist=CreateHeatProgSegDictList(h5path, h5expname, h5hpname) d={} d['I2']=hpsegdlist[segind]['samplecurrent'][cycind][inds_calcregion[0]:inds_calcregion[1]] d['V2']=hpsegdlist[segind]['samplevoltage'][cycind][inds_calcregion[0]:inds_calcregion[1]] #T2=hpsegdlist[segind]['sampletemperature'][cycind][inds_calcregion[0]:inds_calcregion[1]] I1=hpsegdlist[segind]['samplecurrent'][cycind][:inds_calcregion[0]] V1=hpsegdlist[segind]['samplevoltage'][cycind][:inds_calcregion[0]] for i in range(1, nprevsegs+1): I1=numpy.concatenate([I1, hpsegdlist[segind-i]['samplecurrent'][cycind][:inds_calcregion[0]]]) V1=numpy.concatenate([V1, hpsegdlist[segind-i]['samplevoltage'][cycind][:inds_calcregion[0]]]) d['I1']=I1 d['V1']=V1 d['RoToAl']=RoToAl_h5(h5path, h5expname, h5hpname) d['o_R2poly']=o_R2poly print d['RoToAl'][0] for i in range(iterations): f=calcRofromheatprogram Ro, d2=f(**dict([(k, v) for k, v in d.iteritems() if k in f.func_code.co_varnames[:f.func_code.co_argcount]])) for k, v in d2.iteritems(): d[k]=v if i==0: d['RoToAl_original']=copy.copy(d['RoToAl']) d['RoToAl']=(Ro, d['RoToAl'][1], d['RoToAl'][2]) print d['RoToAl'][0] return Ro, d heatprogrammetadatafcns={\ 'Cell Temperature':tempvsms_heatprogram, \ }#each must take h5path, h5expname, h5hpname as arguments #p='C:/Users/JohnnyG/Documents/PythonCode/Vlassak/NanoCalorimetry/20110816_Zr-Hf-B.h5' #e='quadlinheating2' #h='cell17_25malinquad2repeat_1_of_1' # #ans, d=calcRo_extraptoTo(p, e, h, 2, (50, 1000), o_R2poly=2, iterations=3) #print 'done' #p='F:/CHESS2011_h5MAIN/2011Jun01b_AuSiCu.h5' #e='AuSiCuheat1_Ro' #h='cell02_ro_test_1_of_1' #CreateHeatProgSegDictList(p, e, h, critms_step=1., critmAperms_constmA=0.01, critdelmA_constmA=10., critmA_zero=0.1)
bsd-3-clause
5y/folium
examples/choropleth_states.py
12
1111
''' Choropleth map of US states ''' import folium import pandas as pd state_geo = r'us-states.json' state_unemployment = r'US_Unemployment_Oct2012.csv' state_data = pd.read_csv(state_unemployment) #Let Folium determine the scale states = folium.Map(location=[48, -102], zoom_start=3) states.geo_json(geo_path=state_geo, data=state_data, columns=['State', 'Unemployment'], key_on='feature.id', fill_color='YlGn', fill_opacity=0.7, line_opacity=0.2, legend_name='Unemployment Rate (%)') states.create_map(path='us_state_map.html') #Let's define our own scale and change the line opacity states2 = folium.Map(location=[48, -102], zoom_start=3) states2.geo_json(geo_path=state_geo, data=state_data, columns=['State', 'Unemployment'], threshold_scale=[5, 6, 7, 8, 9, 10], key_on='feature.id', fill_color='BuPu', fill_opacity=0.7, line_opacity=0.5, legend_name='Unemployment Rate (%)', reset=True) states2.create_map(path='us_state_map_2.html')
mit
kyleabeauchamp/HMCNotes
code/misc/test_lattice_fcp.py
1
2434
import lb_loader import simtk.openmm as mm from simtk import unit as u from openmmtools import hmc_integrators, testsystems import pandas as pd import mdtraj as md import pandas as pdb import spack import itertools import numpy as np from openmmtools.testsystems import build_lattice, generate_dummy_trajectory, LennardJonesFluid def build_lattice_cell_old(r=1.0): #r = 1.0 # Sphere size L = r * 2.0 * (1.0 + 2 ** 0.5) # Box edge length C = L / 2. # Half the edge length, e.g. the center # First make planes with zero z offset #plane = np.array([[r, r, 0], [L - r, r, 0], [C, C, 0], [r, L - r, 0], [L - r, L - r, 0]]) #midplane = np.array([[C, r, 0], [r, C, 0], [L - r, C, 0], [C, L - r, 0]]) z0 = r z1 = C z2 = L - r xyz = np.concatenate((plane + z0, midplane + z1, plane + z2)) return xyz, L def build_lattice_cell(): #xyz = [[0, 0, 0], [1, 0, 0], [0, 1, 0], [0 ,0, 1], [1, 1, 0], [1, 0, 1], [0, 1, 1], [1, 1, 1]] #xyz.extend([[0, 0.5, 0.5], [0.5, 0.5, 0], [0.5, 0, 0.5], [1, 0.5, 0.5], [0.5, 0.5, 1], [0.5, 1, 1]]) xyz = [[0, 0, 0], [0, 0.5, 0.5], [0.5, 0.5, 0], [0.5, 0, 0.5]] xyz = np.array(xyz) return xyz def build_lattice(n_particles): n = ((n_particles / 4.) ** (1 / 3.)) if np.abs(n - np.round(n)) > 1E-10: raise(ValueError("Must input 14 n^3 particles for some integer n!")) else: n = int(np.round(n)) xyz = [] cell = build_lattice_cell() x, y, z = np.eye(3) for atom, (i, j, k) in enumerate(itertools.product(np.arange(n), repeat=3)): xi = cell + i * x + j * y + k * z xyz.append(xi) xyz = np.concatenate(xyz) return xyz, n n = 4 * (2 ** 3) xyz, box = build_lattice(n) traj = generate_dummy_trajectory(xyz, box) traj.save("./out.pdb") len(xyz) x = np.linspace(0, 16, 5000) y = np.array([f(xi) for xi in x]) plot(x, y) testsystem = LennardJonesFluid(nparticles=1000, hcp=True) system, positions = testsystem.system, testsystem.positions temperature = 25*u.kelvin integrator = hmc_integrators.HMCIntegrator(temperature, steps_per_hmc=25, timestep=1.0*u.femtoseconds) context = lb_loader.build(system, integrator, positions, temperature) context.getState(getEnergies=True).getPotentialEnergy() mm.LocalEnergyMinimizer.minimize(context) context.getState(getEnergies=True).getPotentialEnergy() integrator.step(400) context.getState(getEnergies=True).getPotentialEnergy()
gpl-2.0
wathen/PhD
MHD/FEniCS/MHD/Stabilised/SaddlePointForm/Test/MagneticApproxCheck/MHDfluid.py
2
10620
#!/usr/bin/python # interpolate scalar gradient onto nedelec space from dolfin import * import petsc4py import sys petsc4py.init(sys.argv) from petsc4py import PETSc Print = PETSc.Sys.Print # from MatrixOperations import * import numpy as np #import matplotlib.pylab as plt import PETScIO as IO import common import scipy import scipy.io import time import BiLinear as forms import IterOperations as Iter import MatrixOperations as MO import CheckPetsc4py as CP import ExactSol import Solver as S import MHDmatrixPrecondSetup as PrecondSetup import NSprecondSetup import MHDallatonce as MHDpreconditioner m = 5 errL2u =np.zeros((m-1,1)) errH1u =np.zeros((m-1,1)) errL2p =np.zeros((m-1,1)) errL2b =np.zeros((m-1,1)) errCurlb =np.zeros((m-1,1)) errL2r =np.zeros((m-1,1)) errH1r =np.zeros((m-1,1)) l2uorder = np.zeros((m-1,1)) H1uorder =np.zeros((m-1,1)) l2porder = np.zeros((m-1,1)) l2border = np.zeros((m-1,1)) Curlborder =np.zeros((m-1,1)) l2rorder = np.zeros((m-1,1)) H1rorder = np.zeros((m-1,1)) NN = np.zeros((m-1,1)) DoF = np.zeros((m-1,1)) Velocitydim = np.zeros((m-1,1)) Magneticdim = np.zeros((m-1,1)) Pressuredim = np.zeros((m-1,1)) Lagrangedim = np.zeros((m-1,1)) Wdim = np.zeros((m-1,1)) iterations = np.zeros((m-1,1)) SolTime = np.zeros((m-1,1)) udiv = np.zeros((m-1,1)) MU = np.zeros((m-1,1)) level = np.zeros((m-1,1)) NSave = np.zeros((m-1,1)) Mave = np.zeros((m-1,1)) TotalTime = np.zeros((m-1,1)) nn = 2 dim = 2 ShowResultPlots = 'yes' split = 'Linear' MU[0]= 1e0 for xx in xrange(1,m): print xx level[xx-1] = xx+0 nn = 2**(level[xx-1]) # Create mesh and define function space nn = int(nn) NN[xx-1] = nn/2 # parameters["form_compiler"]["quadrature_degree"] = 6 # parameters = CP.ParameterSetup() mesh = UnitSquareMesh(nn,nn) order = 1 parameters['reorder_dofs_serial'] = False Velocity = VectorFunctionSpace(mesh, "CG", order) Pressure = FunctionSpace(mesh, "DG", order-1) Magnetic = FunctionSpace(mesh, "N1curl", order) Lagrange = FunctionSpace(mesh, "CG", order) W = MixedFunctionSpace([Velocity,Magnetic, Pressure, Lagrange]) # W = Velocity*Pressure*Magnetic*Lagrange Velocitydim[xx-1] = Velocity.dim() Pressuredim[xx-1] = Pressure.dim() Magneticdim[xx-1] = Magnetic.dim() Lagrangedim[xx-1] = Lagrange.dim() Wdim[xx-1] = W.dim() print "\n\nW: ",Wdim[xx-1],"Velocity: ",Velocitydim[xx-1],"Pressure: ",Pressuredim[xx-1],"Magnetic: ",Magneticdim[xx-1],"Lagrange: ",Lagrangedim[xx-1],"\n\n" dim = [Velocity.dim(), Magnetic.dim(), Pressure.dim(), Lagrange.dim()] def boundary(x, on_boundary): return on_boundary u0, p0,b0, r0, Laplacian, Advection, gradPres,CurlCurl, gradR, NS_Couple, M_Couple = ExactSol.MHD2D(4,1) bcu = DirichletBC(W.sub(0),u0, boundary) bcb = DirichletBC(W.sub(1),b0, boundary) bcr = DirichletBC(W.sub(3),r0, boundary) # bc = [u0,p0,b0,r0] bcs = [bcu,bcb,bcr] FSpaces = [Velocity,Pressure,Magnetic,Lagrange] (u, b, p, r) = TrialFunctions(W) (v, c, q, s) = TestFunctions(W) kappa = 1.0 Mu_m =1e1 MU = 1.0/1 IterType = 'Full' F_NS = -MU*Laplacian+Advection+gradPres-kappa*NS_Couple if kappa == 0: F_M = Mu_m*CurlCurl+gradR -kappa*M_Couple else: F_M = Mu_m*kappa*CurlCurl+gradR -kappa*M_Couple params = [kappa,Mu_m,MU] # MO.PrintStr("Preconditioning MHD setup",5,"+","\n\n","\n\n") HiptmairMatrices = PrecondSetup.MagneticSetup(Magnetic, Lagrange, b0, r0, 1e-4, params) MO.PrintStr("Setting up MHD initial guess",5,"+","\n\n","\n\n") u_k,p_k,b_k,r_k = common.InitialGuess(FSpaces,[u0,p0,b0,r0],[F_NS,F_M],params,HiptmairMatrices,1e-6,Neumann=Expression(("0","0")),options ="New", FS = "DG") plot(p_k, interactive = True) b_t = TrialFunction(Velocity) c_t = TestFunction(Velocity) #print assemble(inner(b,c)*dx).array().shape #print mat #ShiftedMass = assemble(inner(mat*b,c)*dx) #as_vector([inner(b,c)[0]*b_k[0],inner(b,c)[1]*(-b_k[1])]) ones = Function(Pressure) ones.vector()[:]=(0*ones.vector().array()+1) # pConst = - assemble(p_k*dx)/assemble(ones*dx) p_k.vector()[:] += - assemble(p_k*dx)/assemble(ones*dx) x = Iter.u_prev(u_k,b_k,p_k,r_k) KSPlinearfluids, MatrixLinearFluids = PrecondSetup.FluidLinearSetup(Pressure, MU) kspFp, Fp = PrecondSetup.FluidNonLinearSetup(Pressure, MU, u_k) plot(b_k) ns,maxwell,CoupleTerm,Lmaxwell,Lns = forms.MHD2D(mesh, W,F_M,F_NS, u_k,b_k,params,IterType,"DG", SaddlePoint = "Yes") RHSform = forms.PicardRHS(mesh, W, u_k, p_k, b_k, r_k, params,"DG",SaddlePoint = "Yes") bcu = DirichletBC(W.sub(0),Expression(("0.0","0.0")), boundary) bcb = DirichletBC(W.sub(1),Expression(("0.0","0.0")), boundary) bcr = DirichletBC(W.sub(3),Expression(("0.0")), boundary) bcs = [bcu,bcb,bcr] eps = 1.0 # error measure ||u-u_k|| tol = 1.0E-4 # tolerance iter = 0 # iteration counter maxiter = 40 # max no of iterations allowed SolutionTime = 0 outer = 0 # parameters['linear_algebra_backend'] = 'uBLAS' # FSpaces = [Velocity,Magnetic,Pressure,Lagrange] if IterType == "CD": AA, bb = assemble_system(maxwell+ns, (Lmaxwell + Lns) - RHSform, bcs) A,b = CP.Assemble(AA,bb) # u = b.duplicate() # P = CP.Assemble(PP) u_is = PETSc.IS().createGeneral(range(Velocity.dim())) NS_is = PETSc.IS().createGeneral(range(Velocity.dim()+Pressure.dim())) M_is = PETSc.IS().createGeneral(range(Velocity.dim()+Pressure.dim(),W.dim())) OuterTol = 1e-5 InnerTol = 1e-3 NSits =0 Mits =0 TotalStart =time.time() SolutionTime = 0 while eps > tol and iter < maxiter: iter += 1 MO.PrintStr("Iter "+str(iter),7,"=","\n\n","\n\n") tic() if IterType == "CD": bb = assemble((Lmaxwell + Lns) - RHSform) for bc in bcs: bc.apply(bb) FF = AA.sparray()[0:dim[0],0:dim[0]] A,b = CP.Assemble(AA,bb) # if iter == 1 if iter == 1: u = b.duplicate() F = A.getSubMatrix(u_is,u_is) kspF = NSprecondSetup.LSCKSPnonlinear(F) else: AA, bb = assemble_system(maxwell+ns+CoupleTerm, (Lmaxwell + Lns) - RHSform, bcs) A,b = CP.Assemble(AA,bb) F = A.getSubMatrix(u_is,u_is) n = FacetNormal(mesh) mat = as_matrix([[b_k[1]*b_k[1],-b_k[1]*b_k[0]],[-b_k[1]*b_k[0],b_k[0]*b_k[0]]]) a = params[2]*inner(grad(b_t), grad(c_t))*dx(W.mesh()) + inner((grad(b_t)*u_k),c_t)*dx(W.mesh()) +(1/2)*div(u_k)*inner(c_t,b_t)*dx(W.mesh()) - (1/2)*inner(u_k,n)*inner(c_t,b_t)*ds(W.mesh())+kappa*kappa/Mu_m*inner(mat*b_t,c_t)*dx(W.mesh()) ShiftedMass = assemble(a) bcu.apply(ShiftedMass) #MO.StoreMatrix(AA.sparray()[0:dim[0],0:dim[0]]+ShiftedMass.sparray(),"A") FF = CP.Assemble(ShiftedMass) kspF = NSprecondSetup.LSCKSPnonlinear(FF) # if iter == 1: if iter == 1: u = b.duplicate() print ("{:40}").format("MHD assemble, time: "), " ==> ",("{:4f}").format(toc()), ("{:9}").format(" time: "), ("{:4}").format(time.strftime('%X %x %Z')[0:5]) kspFp, Fp = PrecondSetup.FluidNonLinearSetup(Pressure, MU, u_k) print "Inititial guess norm: ", u.norm() ksp = PETSc.KSP() ksp.create(comm=PETSc.COMM_WORLD) pc = ksp.getPC() ksp.setType('gmres') pc.setType('python') pc.setType(PETSc.PC.Type.PYTHON) # FSpace = [Velocity,Magnetic,Pressure,Lagrange] reshist = {} def monitor(ksp, its, fgnorm): reshist[its] = fgnorm print its," OUTER:", fgnorm # ksp.setMonitor(monitor) ksp.max_it = 1000 FFSS = [Velocity,Magnetic,Pressure,Lagrange] pc.setPythonContext(MHDpreconditioner.InnerOuterMAGNETICinverse(FFSS,kspF, KSPlinearfluids[0], KSPlinearfluids[1],Fp, HiptmairMatrices[3], HiptmairMatrices[4], HiptmairMatrices[2], HiptmairMatrices[0], HiptmairMatrices[1], HiptmairMatrices[6],1e-6,FF)) # OptDB = PETSc.Options() # OptDB['pc_factor_mat_solver_package'] = "mumps" # OptDB['pc_factor_mat_ordering_type'] = "rcm" # ksp.setFromOptions() scale = b.norm() b = b/scale ksp.setOperators(A,A) stime = time.time() ksp.solve(b,u) Soltime = time.time()- stime NSits += ksp.its # Mits +=dodim u = u*scale SolutionTime = SolutionTime +Soltime MO.PrintStr("Number of iterations ="+str(ksp.its),60,"+","\n\n","\n\n") u1, p1, b1, r1, eps= Iter.PicardToleranceDecouple(u,x,FSpaces,dim,"2",iter, SaddlePoint = "Yes") p1.vector()[:] += - assemble(p1*dx)/assemble(ones*dx) u_k.assign(u1) p_k.assign(p1) b_k.assign(b1) r_k.assign(r1) uOld= np.concatenate((u_k.vector().array(),b_k.vector().array(),p_k.vector().array(),r_k.vector().array()), axis=0) x = IO.arrayToVec(uOld) XX= np.concatenate((u_k.vector().array(),p_k.vector().array(),b_k.vector().array(),r_k.vector().array()), axis=0) SolTime[xx-1] = SolutionTime/iter NSave[xx-1] = (float(NSits)/iter) Mave[xx-1] = (float(Mits)/iter) iterations[xx-1] = iter TotalTime[xx-1] = time.time() - TotalStart print SolTime import pandas as pd print "\n\n Iteration table" if IterType == "Full": IterTitles = ["l","DoF","AV solve Time","Total picard time","picard iterations","Av Outer its","Av Inner its",] else: IterTitles = ["l","DoF","AV solve Time","Total picard time","picard iterations","Av NS iters","Av M iters"] IterValues = np.concatenate((level,Wdim,SolTime,TotalTime,iterations,NSave,Mave),axis=1) IterTable= pd.DataFrame(IterValues, columns = IterTitles) if IterType == "Full": IterTable = MO.PandasFormat(IterTable,'Av Outer its',"%2.1f") IterTable = MO.PandasFormat(IterTable,'Av Inner its',"%2.1f") else: IterTable = MO.PandasFormat(IterTable,'Av NS iters',"%2.1f") IterTable = MO.PandasFormat(IterTable,'Av M iters',"%2.1f") print IterTable.to_latex() print " \n Outer Tol: ",OuterTol, "Inner Tol: ", InnerTol # # # if (ShowResultPlots == 'yes'): # plot(u_k) # plot(interpolate(ue,Velocity)) # plot(p_k) # plot(interpolate(pe,Pressure)) # plot(b_k) # plot(interpolate(be,Magnetic)) # plot(r_k) # plot(interpolate(re,Lagrange)) # interactive() interactive()
mit
wazeerzulfikar/scikit-learn
sklearn/ensemble/tests/test_iforest.py
27
8377
""" Testing for Isolation Forest algorithm (sklearn.ensemble.iforest). """ # Authors: Nicolas Goix <[email protected]> # Alexandre Gramfort <[email protected]> # License: BSD 3 clause import numpy as np from sklearn.utils.fixes import euler_gamma from sklearn.utils.testing import assert_almost_equal from sklearn.utils.testing import assert_array_equal from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_warns_message from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_no_warnings from sklearn.utils.testing import assert_greater from sklearn.utils.testing import ignore_warnings from sklearn.model_selection import ParameterGrid from sklearn.ensemble import IsolationForest from sklearn.ensemble.iforest import _average_path_length from sklearn.model_selection import train_test_split from sklearn.datasets import load_boston, load_iris from sklearn.utils import check_random_state from sklearn.metrics import roc_auc_score from scipy.sparse import csc_matrix, csr_matrix rng = check_random_state(0) # load the iris dataset # and randomly permute it iris = load_iris() perm = rng.permutation(iris.target.size) iris.data = iris.data[perm] iris.target = iris.target[perm] # also load the boston dataset # and randomly permute it boston = load_boston() perm = rng.permutation(boston.target.size) boston.data = boston.data[perm] boston.target = boston.target[perm] def test_iforest(): """Check Isolation Forest for various parameter settings.""" X_train = np.array([[0, 1], [1, 2]]) X_test = np.array([[2, 1], [1, 1]]) grid = ParameterGrid({"n_estimators": [3], "max_samples": [0.5, 1.0, 3], "bootstrap": [True, False]}) with ignore_warnings(): for params in grid: IsolationForest(random_state=rng, **params).fit(X_train).predict(X_test) def test_iforest_sparse(): """Check IForest for various parameter settings on sparse input.""" rng = check_random_state(0) X_train, X_test, y_train, y_test = train_test_split(boston.data[:50], boston.target[:50], random_state=rng) grid = ParameterGrid({"max_samples": [0.5, 1.0], "bootstrap": [True, False]}) for sparse_format in [csc_matrix, csr_matrix]: X_train_sparse = sparse_format(X_train) X_test_sparse = sparse_format(X_test) for params in grid: # Trained on sparse format sparse_classifier = IsolationForest( n_estimators=10, random_state=1, **params).fit(X_train_sparse) sparse_results = sparse_classifier.predict(X_test_sparse) # Trained on dense format dense_classifier = IsolationForest( n_estimators=10, random_state=1, **params).fit(X_train) dense_results = dense_classifier.predict(X_test) assert_array_equal(sparse_results, dense_results) def test_iforest_error(): """Test that it gives proper exception on deficient input.""" X = iris.data # Test max_samples assert_raises(ValueError, IsolationForest(max_samples=-1).fit, X) assert_raises(ValueError, IsolationForest(max_samples=0.0).fit, X) assert_raises(ValueError, IsolationForest(max_samples=2.0).fit, X) # The dataset has less than 256 samples, explicitly setting # max_samples > n_samples should result in a warning. If not set # explicitly there should be no warning assert_warns_message(UserWarning, "max_samples will be set to n_samples for estimation", IsolationForest(max_samples=1000).fit, X) assert_no_warnings(IsolationForest(max_samples='auto').fit, X) assert_no_warnings(IsolationForest(max_samples=np.int64(2)).fit, X) assert_raises(ValueError, IsolationForest(max_samples='foobar').fit, X) assert_raises(ValueError, IsolationForest(max_samples=1.5).fit, X) def test_recalculate_max_depth(): """Check max_depth recalculation when max_samples is reset to n_samples""" X = iris.data clf = IsolationForest().fit(X) for est in clf.estimators_: assert_equal(est.max_depth, int(np.ceil(np.log2(X.shape[0])))) def test_max_samples_attribute(): X = iris.data clf = IsolationForest().fit(X) assert_equal(clf.max_samples_, X.shape[0]) clf = IsolationForest(max_samples=500) assert_warns_message(UserWarning, "max_samples will be set to n_samples for estimation", clf.fit, X) assert_equal(clf.max_samples_, X.shape[0]) clf = IsolationForest(max_samples=0.4).fit(X) assert_equal(clf.max_samples_, 0.4*X.shape[0]) def test_iforest_parallel_regression(): """Check parallel regression.""" rng = check_random_state(0) X_train, X_test, y_train, y_test = train_test_split(boston.data, boston.target, random_state=rng) ensemble = IsolationForest(n_jobs=3, random_state=0).fit(X_train) ensemble.set_params(n_jobs=1) y1 = ensemble.predict(X_test) ensemble.set_params(n_jobs=2) y2 = ensemble.predict(X_test) assert_array_almost_equal(y1, y2) ensemble = IsolationForest(n_jobs=1, random_state=0).fit(X_train) y3 = ensemble.predict(X_test) assert_array_almost_equal(y1, y3) def test_iforest_performance(): """Test Isolation Forest performs well""" # Generate train/test data rng = check_random_state(2) X = 0.3 * rng.randn(120, 2) X_train = np.r_[X + 2, X - 2] X_train = X[:100] # Generate some abnormal novel observations X_outliers = rng.uniform(low=-4, high=4, size=(20, 2)) X_test = np.r_[X[100:], X_outliers] y_test = np.array([0] * 20 + [1] * 20) # fit the model clf = IsolationForest(max_samples=100, random_state=rng).fit(X_train) # predict scores (the lower, the more normal) y_pred = - clf.decision_function(X_test) # check that there is at most 6 errors (false positive or false negative) assert_greater(roc_auc_score(y_test, y_pred), 0.98) def test_iforest_works(): # toy sample (the last two samples are outliers) X = [[-2, -1], [-1, -1], [-1, -2], [1, 1], [1, 2], [2, 1], [6, 3], [-4, 7]] # Test LOF clf = IsolationForest(random_state=rng, contamination=0.25) clf.fit(X) decision_func = - clf.decision_function(X) pred = clf.predict(X) # assert detect outliers: assert_greater(np.min(decision_func[-2:]), np.max(decision_func[:-2])) assert_array_equal(pred, 6 * [1] + 2 * [-1]) def test_max_samples_consistency(): # Make sure validated max_samples in iforest and BaseBagging are identical X = iris.data clf = IsolationForest().fit(X) assert_equal(clf.max_samples_, clf._max_samples) def test_iforest_subsampled_features(): # It tests non-regression for #5732 which failed at predict. rng = check_random_state(0) X_train, X_test, y_train, y_test = train_test_split(boston.data[:50], boston.target[:50], random_state=rng) clf = IsolationForest(max_features=0.8) clf.fit(X_train, y_train) clf.predict(X_test) def test_iforest_average_path_length(): # It tests non-regression for #8549 which used the wrong formula # for average path length, strictly for the integer case result_one = 2. * (np.log(4.) + euler_gamma) - 2. * 4. / 5. result_two = 2. * (np.log(998.) + euler_gamma) - 2. * 998. / 999. assert_almost_equal(_average_path_length(1), 1., decimal=10) assert_almost_equal(_average_path_length(5), result_one, decimal=10) assert_almost_equal(_average_path_length(999), result_two, decimal=10) assert_array_almost_equal(_average_path_length(np.array([1, 5, 999])), [1., result_one, result_two], decimal=10)
bsd-3-clause
trevorstephens/gplearn
gplearn/tests/test_functions.py
1
6173
"""Testing the Genetic Programming functions module.""" # Author: Trevor Stephens <trevorstephens.com> # # License: BSD 3 clause import pickle import numpy as np from numpy import maximum from sklearn.datasets import load_boston, load_breast_cancer from sklearn.utils._testing import assert_equal, assert_raises from sklearn.utils.validation import check_random_state from gplearn.functions import _protected_sqrt, make_function from gplearn.genetic import SymbolicRegressor, SymbolicTransformer from gplearn.genetic import SymbolicClassifier # load the boston dataset and randomly permute it rng = check_random_state(0) boston = load_boston() perm = rng.permutation(boston.target.size) boston.data = boston.data[perm] boston.target = boston.target[perm] # load the breast cancer dataset and randomly permute it cancer = load_breast_cancer() perm = check_random_state(0).permutation(cancer.target.size) cancer.data = cancer.data[perm] cancer.target = cancer.target[perm] def test_validate_function(): """Check that valid functions are accepted & invalid ones raise error""" # Check arity tests _ = make_function(function=_protected_sqrt, name='sqrt', arity=1) # non-integer arity assert_raises(ValueError, make_function, _protected_sqrt, 'sqrt', '1') assert_raises(ValueError, make_function, _protected_sqrt, 'sqrt', 1.0) # non-bool wrap assert_raises(ValueError, make_function, _protected_sqrt, 'sqrt', 1, 'f') # non-matching arity assert_raises(ValueError, make_function, _protected_sqrt, 'sqrt', 2) assert_raises(ValueError, make_function, maximum, 'max', 1) # Check name test assert_raises(ValueError, make_function, _protected_sqrt, 2, 1) # Check return type tests def bad_fun1(x1, x2): return 'ni' assert_raises(ValueError, make_function, bad_fun1, 'ni', 2) # Check return shape tests def bad_fun2(x1): return np.ones((2, 1)) assert_raises(ValueError, make_function, bad_fun2, 'ni', 1) # Check closure for negatives test def _unprotected_sqrt(x1): with np.errstate(divide='ignore', invalid='ignore'): return np.sqrt(x1) assert_raises(ValueError, make_function, _unprotected_sqrt, 'sqrt', 1) # Check closure for zeros test def _unprotected_div(x1, x2): with np.errstate(divide='ignore', invalid='ignore'): return np.divide(x1, x2) assert_raises(ValueError, make_function, _unprotected_div, 'div', 2) def test_function_in_program(): """Check that using a custom function in a program works""" def logic(x1, x2, x3, x4): return np.where(x1 > x2, x3, x4) logical = make_function(function=logic, name='logical', arity=4) function_set = ['add', 'sub', 'mul', 'div', logical] est = SymbolicTransformer(generations=2, population_size=2000, hall_of_fame=100, n_components=10, function_set=function_set, parsimony_coefficient=0.0005, max_samples=0.9, random_state=0) est.fit(boston.data[:300, :], boston.target[:300]) formula = est._programs[0][906].__str__() expected_formula = 'sub(logical(X6, add(X11, 0.898), X10, X2), X5)' assert_equal(expected_formula, formula, True) def test_parallel_custom_function(): """Regression test for running parallel training with custom functions""" def _logical(x1, x2, x3, x4): return np.where(x1 > x2, x3, x4) logical = make_function(function=_logical, name='logical', arity=4) est = SymbolicRegressor(generations=2, function_set=['add', 'sub', 'mul', 'div', logical], random_state=0, n_jobs=2) est.fit(boston.data, boston.target) _ = pickle.dumps(est) # Unwrapped functions should fail logical = make_function(function=_logical, name='logical', arity=4, wrap=False) est = SymbolicRegressor(generations=2, function_set=['add', 'sub', 'mul', 'div', logical], random_state=0, n_jobs=2) est.fit(boston.data, boston.target) assert_raises(AttributeError, pickle.dumps, est) # Single threaded will also fail in non-interactive sessions est = SymbolicRegressor(generations=2, function_set=['add', 'sub', 'mul', 'div', logical], random_state=0) est.fit(boston.data, boston.target) assert_raises(AttributeError, pickle.dumps, est) def test_parallel_custom_transformer(): """Regression test for running parallel training with custom transformer""" def _sigmoid(x1): with np.errstate(over='ignore', under='ignore'): return 1 / (1 + np.exp(-x1)) sigmoid = make_function(function=_sigmoid, name='sig', arity=1) est = SymbolicClassifier(generations=2, transformer=sigmoid, random_state=0, n_jobs=2) est.fit(cancer.data, cancer.target) _ = pickle.dumps(est) # Unwrapped functions should fail sigmoid = make_function(function=_sigmoid, name='sig', arity=1, wrap=False) est = SymbolicClassifier(generations=2, transformer=sigmoid, random_state=0, n_jobs=2) est.fit(cancer.data, cancer.target) assert_raises(AttributeError, pickle.dumps, est) # Single threaded will also fail in non-interactive sessions est = SymbolicClassifier(generations=2, transformer=sigmoid, random_state=0) est.fit(cancer.data, cancer.target) assert_raises(AttributeError, pickle.dumps, est)
bsd-3-clause
zhuhuifeng/PyML
examples/svm.py
1
1134
import logging try: from sklearn.model_selection import train_test_split except ImportError: from sklearn.cross_validation import train_test_split from sklearn.datasets import make_classification from mla.metrics.metrics import accuracy from mla.svm.kernerls import Linear, RBF from mla.svm.svm import SVM logging.basicConfig(level=logging.DEBUG) def classification(): # Generate a random binary classification problem. X, y = make_classification(n_samples=1200, n_features=10, n_informative=5, random_state=1111, n_classes=2, class_sep=1.75,) # Convert y to {-1, 1} y = (y * 2) - 1 X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=1111) for kernel in [RBF(gamma=0.1), Linear()]: model = SVM(max_iter=500, kernel=kernel, C=0.6) model.fit(X_train, y_train) predictions = model.predict(X_test) print('Classification accuracy (%s): %s' % (kernel, accuracy(y_test, predictions))) if __name__ == '__main__': classification()
apache-2.0
equialgo/scikit-learn
sklearn/feature_extraction/tests/test_dict_vectorizer.py
110
3768
# Authors: Lars Buitinck # Dan Blanchard <[email protected]> # License: BSD 3 clause from random import Random import numpy as np import scipy.sparse as sp from numpy.testing import assert_array_equal from sklearn.utils.testing import (assert_equal, assert_in, assert_false, assert_true) from sklearn.feature_extraction import DictVectorizer from sklearn.feature_selection import SelectKBest, chi2 def test_dictvectorizer(): D = [{"foo": 1, "bar": 3}, {"bar": 4, "baz": 2}, {"bar": 1, "quux": 1, "quuux": 2}] for sparse in (True, False): for dtype in (int, np.float32, np.int16): for sort in (True, False): for iterable in (True, False): v = DictVectorizer(sparse=sparse, dtype=dtype, sort=sort) X = v.fit_transform(iter(D) if iterable else D) assert_equal(sp.issparse(X), sparse) assert_equal(X.shape, (3, 5)) assert_equal(X.sum(), 14) assert_equal(v.inverse_transform(X), D) if sparse: # CSR matrices can't be compared for equality assert_array_equal(X.A, v.transform(iter(D) if iterable else D).A) else: assert_array_equal(X, v.transform(iter(D) if iterable else D)) if sort: assert_equal(v.feature_names_, sorted(v.feature_names_)) def test_feature_selection(): # make two feature dicts with two useful features and a bunch of useless # ones, in terms of chi2 d1 = dict([("useless%d" % i, 10) for i in range(20)], useful1=1, useful2=20) d2 = dict([("useless%d" % i, 10) for i in range(20)], useful1=20, useful2=1) for indices in (True, False): v = DictVectorizer().fit([d1, d2]) X = v.transform([d1, d2]) sel = SelectKBest(chi2, k=2).fit(X, [0, 1]) v.restrict(sel.get_support(indices=indices), indices=indices) assert_equal(v.get_feature_names(), ["useful1", "useful2"]) def test_one_of_k(): D_in = [{"version": "1", "ham": 2}, {"version": "2", "spam": .3}, {"version=3": True, "spam": -1}] v = DictVectorizer() X = v.fit_transform(D_in) assert_equal(X.shape, (3, 5)) D_out = v.inverse_transform(X) assert_equal(D_out[0], {"version=1": 1, "ham": 2}) names = v.get_feature_names() assert_true("version=2" in names) assert_false("version" in names) def test_unseen_or_no_features(): D = [{"camelot": 0, "spamalot": 1}] for sparse in [True, False]: v = DictVectorizer(sparse=sparse).fit(D) X = v.transform({"push the pram a lot": 2}) if sparse: X = X.toarray() assert_array_equal(X, np.zeros((1, 2))) X = v.transform({}) if sparse: X = X.toarray() assert_array_equal(X, np.zeros((1, 2))) try: v.transform([]) except ValueError as e: assert_in("empty", str(e)) def test_deterministic_vocabulary(): # Generate equal dictionaries with different memory layouts items = [("%03d" % i, i) for i in range(1000)] rng = Random(42) d_sorted = dict(items) rng.shuffle(items) d_shuffled = dict(items) # check that the memory layout does not impact the resulting vocabulary v_1 = DictVectorizer().fit([d_sorted]) v_2 = DictVectorizer().fit([d_shuffled]) assert_equal(v_1.vocabulary_, v_2.vocabulary_)
bsd-3-clause
dpressel/baseline
scripts/compare_calibrations.py
1
6096
"""Plot and compare the metrics from various calibrated models. This script creates the following: * A csv file with columns for the Model Type (the label), and the various calibration metrics * A grid of graphs, the first row is confidence histograms for each model, the second row is the reliability diagram for that model. * If the problem as binary it creates calibration curves for each model all plotted on the same graph. Matplotlib is required to use this script. The `tabulate` package is recommended but not required. The input of this script is pickle files created by `$MEAD-BASELINE/api-examples/analyze_calibration.py` """ import csv import pickle import argparse from collections import Counter from eight_mile.calibration import ( expected_calibration_error, maximum_calibration_error, reliability_diagram, reliability_curve, confidence_histogram, Bins, ) import matplotlib.pyplot as plt parser = argparse.ArgumentParser(description="Compare calibrated models by grouping visualizations and creating a table.") parser.add_argument("--stats", nargs="+", default=[], required=True, help="A list of pickles created by the analyze_calibration.py script to compare.") parser.add_argument("--labels", nargs="+", default=[], required=True, help="A list of labels to assign to each pickle, should have the same number of arguments as --stats") parser.add_argument("--metrics-output", "--metrics_output", default="table.csv", help="Filename to save the resulting metrics into as a csv") parser.add_argument("--curve-output", "--curve_output", default="curve.png", help="Filename to save the reliability curves graph to.") parser.add_argument("--diagram-output", "--diagram_output", default="diagram.png", help="Filename to save the reliability diagrams and confidence histograms too.") parser.add_argument("--figsize", default=10, type=int, help="The size of the figure, controls how tall the figure is.") args = parser.parse_args() # Make sure the labels and stats are aligned if len(args.stats) != len(args.labels): raise ValueError(f"You need a label for each calibration stat you load. Got {len(args.stats)} stats and {len(args.labels)} labels") # Make sure the labels are unique counts = Counter(args.labels) if any(v != 1 for v in counts.values()): raise ValueError(f"All labels must be unique, found duplicates of {[k for k, v in counts.items() if v != 1]}") # Load the calibration stats stats = [] for file_name in args.stats: with open(file_name, "rb") as f: stats.append(pickle.load(f)) # Make sure there is the same number of bins for each model for field in stats[0]: if not isinstance(stats[0][field], Bins): continue lengths = [] for stat in stats: if stat[field] is None: continue lengths.append(len(stat[field].accs)) if len(set(lengths)) != 1: raise ValueError(f"It is meaningless to compare calibrations with different numbers of bins: Mismatch was found for {field}") def get_metrics(data, model_type): return { "Model Type": model_type, "ECE": expected_calibration_error(data.accs, data.confs, data.counts) * 100, "MCE": maximum_calibration_error(data.accs, data.confs, data.counts) * 100, } # Calculate the metrics based on the multiclass calibration bins metrics = [get_metrics(stat['multiclass'], label) for stat, label in zip(stats, args.labels)] # Print the metrics try: # If you have tabulate installed it prints a nice postgres style table from tabulate import tabulate print(tabulate(metrics, headers="keys", floatfmt=".3f", tablefmt="psql")) except ImportError: for metric in metrics: for k, v in metric.items(): if isinstance(v, float): print(f"{k}: {v:.3f}") else: print(f"{k}: {v}") # Write the metrics to a csv to look at later with open(args.metrics_output, "w", newline="") as csvfile: writer = csv.DictWriter(csvfile, fieldnames=list(metrics[0].keys()), quoting=csv.QUOTE_MINIMAL, delimiter=",", dialect="unix") writer.writeheader() writer.writerows(metrics) # Plot the histograms and graphs for each model f, ax = plt.subplots(2, len(metrics), figsize=(args.figsize * len(metrics) // 2, args.figsize), sharey=True, sharex=True) for i, (stat, label) in enumerate(zip(stats, args.labels)): # If you are the first model you get y_labels, everyone else just uses yours if i == 0: confidence_histogram( stat['histogram'].edges, stat['histogram'].counts, acc=stat['acc'], avg_conf=stat['conf'], title=f"{label}\nConfidence Distribution", x_label=None, ax=ax[0][i], ) reliability_diagram( stat['multiclass'].accs, stat['multiclass'].confs, stat['multiclass'].edges, num_classes=stat['num_classes'], ax=ax[1][i] ) else: confidence_histogram( stat['histogram'].edges, stat['histogram'].counts, acc=stat['acc'], avg_conf=stat['conf'], title=f"{label}\nConfidence Distribution", y_label=None, x_label=None, ax=ax[0][i], ) reliability_diagram( stat['multiclass'].accs, stat['multiclass'].confs, stat['multiclass'].edges, num_classes=stat['num_classes'], y_label=None, ax=ax[1][i] ) f.savefig(args.diagram_output) plt.show() # Plot reliability curves for binary classification models if stats[0]['num_classes'] == 2: f, ax = plt.subplots(1, 1, figsize=(args.figsize, args.figsize)) for stat, label, color in zip(stats, args.labels, plt.rcParams['axes.prop_cycle'].by_key()['color']): reliability_curve( stat['binary'].accs, stat['binary'].confs, color=color, label=label, ax=ax ) f.savefig(args.curve_output) plt.show()
apache-2.0
gautam1858/tensorflow
tensorflow/contrib/learn/python/learn/estimators/_sklearn.py
13
6775
# 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. # ============================================================================== """sklearn cross-support (deprecated).""" from __future__ import absolute_import from __future__ import division from __future__ import print_function import collections import os import numpy as np import six def _pprint(d): return ', '.join(['%s=%s' % (key, str(value)) for key, value in d.items()]) class _BaseEstimator(object): """This is a cross-import when sklearn is not available. Adopted from sklearn.BaseEstimator implementation. https://github.com/scikit-learn/scikit-learn/blob/master/sklearn/base.py """ def get_params(self, deep=True): """Get parameters for this estimator. Args: deep: boolean, optional If `True`, will return the parameters for this estimator and contained subobjects that are estimators. Returns: params : mapping of string to any Parameter names mapped to their values. """ out = dict() param_names = [name for name in self.__dict__ if not name.startswith('_')] for key in param_names: value = getattr(self, key, None) if isinstance(value, collections.Callable): continue # XXX: should we rather test if instance of estimator? if deep and hasattr(value, 'get_params'): deep_items = value.get_params().items() out.update((key + '__' + k, val) for k, val in deep_items) out[key] = value return out def set_params(self, **params): """Set the parameters of this estimator. The method works on simple estimators as well as on nested objects (such as pipelines). The former have parameters of the form ``<component>__<parameter>`` so that it's possible to update each component of a nested object. Args: **params: Parameters. Returns: self Raises: ValueError: If params contain invalid names. """ if not params: # Simple optimisation to gain speed (inspect is slow) return self valid_params = self.get_params(deep=True) for key, value in six.iteritems(params): split = key.split('__', 1) if len(split) > 1: # nested objects case name, sub_name = split if name not in valid_params: raise ValueError('Invalid parameter %s for estimator %s. ' 'Check the list of available parameters ' 'with `estimator.get_params().keys()`.' % (name, self)) sub_object = valid_params[name] sub_object.set_params(**{sub_name: value}) else: # simple objects case if key not in valid_params: raise ValueError('Invalid parameter %s for estimator %s. ' 'Check the list of available parameters ' 'with `estimator.get_params().keys()`.' % (key, self.__class__.__name__)) setattr(self, key, value) return self def __repr__(self): class_name = self.__class__.__name__ return '%s(%s)' % (class_name, _pprint(self.get_params(deep=False)),) # pylint: disable=old-style-class class _ClassifierMixin(): """Mixin class for all classifiers.""" pass class _RegressorMixin(): """Mixin class for all regression estimators.""" pass class _TransformerMixin(): """Mixin class for all transformer estimators.""" class NotFittedError(ValueError, AttributeError): """Exception class to raise if estimator is used before fitting. USE OF THIS EXCEPTION IS DEPRECATED. This class inherits from both ValueError and AttributeError to help with exception handling and backward compatibility. Examples: >>> from sklearn.svm import LinearSVC >>> from sklearn.exceptions import NotFittedError >>> try: ... LinearSVC().predict([[1, 2], [2, 3], [3, 4]]) ... except NotFittedError as e: ... print(repr(e)) ... # doctest: +NORMALIZE_WHITESPACE +ELLIPSIS NotFittedError('This LinearSVC instance is not fitted yet',) Copied from https://github.com/scikit-learn/scikit-learn/master/sklearn/exceptions.py """ # pylint: enable=old-style-class def _accuracy_score(y_true, y_pred): score = y_true == y_pred return np.average(score) def _mean_squared_error(y_true, y_pred): if len(y_true.shape) > 1: y_true = np.squeeze(y_true) if len(y_pred.shape) > 1: y_pred = np.squeeze(y_pred) return np.average((y_true - y_pred)**2) def _train_test_split(*args, **options): # pylint: disable=missing-docstring test_size = options.pop('test_size', None) train_size = options.pop('train_size', None) random_state = options.pop('random_state', None) if test_size is None and train_size is None: train_size = 0.75 elif train_size is None: train_size = 1 - test_size train_size = int(train_size * args[0].shape[0]) np.random.seed(random_state) indices = np.random.permutation(args[0].shape[0]) train_idx, test_idx = indices[:train_size], indices[train_size:] result = [] for x in args: result += [x.take(train_idx, axis=0), x.take(test_idx, axis=0)] return tuple(result) # If "TENSORFLOW_SKLEARN" flag is defined then try to import from sklearn. TRY_IMPORT_SKLEARN = os.environ.get('TENSORFLOW_SKLEARN', False) if TRY_IMPORT_SKLEARN: # pylint: disable=g-import-not-at-top,g-multiple-import,unused-import from sklearn.base import BaseEstimator, ClassifierMixin, RegressorMixin, TransformerMixin from sklearn.metrics import accuracy_score, log_loss, mean_squared_error from sklearn.model_selection import train_test_split try: from sklearn.exceptions import NotFittedError except ImportError: try: from sklearn.utils.validation import NotFittedError except ImportError: pass else: # Naive implementations of sklearn classes and functions. BaseEstimator = _BaseEstimator ClassifierMixin = _ClassifierMixin RegressorMixin = _RegressorMixin TransformerMixin = _TransformerMixin accuracy_score = _accuracy_score log_loss = None mean_squared_error = _mean_squared_error train_test_split = _train_test_split
apache-2.0
atizo/kluster
src/kluster/clustering/pca.py
1
4657
#!/usr/bin/env python # -*- coding: utf-8 -*- # # Kluster - A clustering Web Service # # Copyright (C) 2011 Thomas Niederberger and individual contributors (see AUTHORS). # # 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 mpl_toolkits.mplot3d import Axes3D from numpy import * import csv import logging import matplotlib.pyplot as plt import re import sys logger = logging.getLogger(__name__) class Pair: count = 1 def __init__(self, index): self.index = index class Pca(object): #http://de.wikipedia.org/wiki/Hauptkomponentenanalyse def __init__(self): self.tagLines = [] def pca(self, data, dimensions = 2): covariance = cov(transpose(data)) n = len(covariance) # better use svd instead of eig val, vec = linalg.eig(covariance) eigInd = flipud(argsort(val)[(n-dimensions):n]) # remove means from original data noMeansData = data - mean(data, 0) loc = transpose(dot(transpose(vec[:, eigInd]), transpose(noMeansData))) return loc def generateTagMatrix(self, tagLines, separator=',', minMentions = 3): lineCounter = 0 indexCounter = 0 tagCounts = {} tagMatrix = [] for line in tagLines: line = line.strip() tags = re.split('[,]\s*', line) lineMatrix = [] for tag in tags: if tag not in tagCounts: tagCounts[tag] = Pair(indexCounter) indexCounter += 1 else: tagCounts[tag].count += 1 index = tagCounts[tag].index lineMatrix.append(index) lineCounter += 1 tagMatrix.append(lineMatrix) logger.debug(lineCounter) relevantIndizes = [] for tag, pair in tagCounts.iteritems(): if pair.count >= minMentions: logger.debug(tag + " (" + str(pair.index) + "): " + str(pair.count)) relevantIndizes.append(pair.index) sciMatrix = zeros((lineCounter, len(relevantIndizes)), int) for line in range(lineCounter): tagCounter = 0 for index in relevantIndizes: if index in tagMatrix[line]: sciMatrix[line][tagCounter] = 1 tagCounter += 1 #sciMatrix = np.array(tagMatrix) logger.debug(relevantIndizes) return sciMatrix; def add_lines(self, lines): self.tagLines.extend(lines) def load_csv(self, csv_file): self.tagLines.extend(open(csv_file, 'r').readlines()) def show(self): self._render() plt.show() def render_file(self, filename): self._render() plt.savefig(filename) def _render(self): nDecomp = 2 tagMatrix = self.generateTagMatrix(self.tagLines, ',', 2) if len(tagMatrix)>0: logger.debug(len(tagMatrix[0, :])) logger.debug("Records: " + str(len(self.tagLines))) location = self.pca(tagMatrix, nDecomp) matchesRecords = sum(tagMatrix, 1) matchesTags = sum(tagMatrix, 0) correlation = corrcoef(tagMatrix, rowvar=0) plt.subplot(221) plt.title('PCA') plt.scatter(real(location[:, 0]), real(location[:, 1])) plt.subplot(222) plt.title('Korrelation') plt.imshow(correlation, interpolation='nearest') plt.subplot(223) plt.title('Histogramm Records') plt.hist(matchesRecords, range(0, 10)) plt.subplot(224) plt.title('Histogramm Tags') plt.hist(matchesTags, range(0, max(matchesTags) + 1))
gpl-3.0
apbard/scipy
doc/source/tutorial/examples/normdiscr_plot2.py
36
1641
import numpy as np import matplotlib.pyplot as plt from scipy import stats npoints = 20 # number of integer support points of the distribution minus 1 npointsh = npoints // 2 npointsf = float(npoints) nbound = 4 # bounds for the truncated normal normbound = (1 + 1/npointsf) * nbound # actual bounds of truncated normal grid = np.arange(-npointsh, npointsh+2,1) # integer grid gridlimitsnorm = (grid - 0.5) / npointsh * nbound # bin limits for the truncnorm gridlimits = grid - 0.5 grid = grid[:-1] probs = np.diff(stats.truncnorm.cdf(gridlimitsnorm, -normbound, normbound)) gridint = grid normdiscrete = stats.rv_discrete( values=(gridint, np.round(probs, decimals=7)), name='normdiscrete') n_sample = 500 np.random.seed(87655678) # fix the seed for replicability rvs = normdiscrete.rvs(size=n_sample) f, l = np.histogram(rvs,bins=gridlimits) sfreq = np.vstack([gridint,f,probs*n_sample]).T fs = sfreq[:,1] / float(n_sample) ft = sfreq[:,2] / float(n_sample) fs = sfreq[:,1].cumsum() / float(n_sample) ft = sfreq[:,2].cumsum() / float(n_sample) nd_std = np.sqrt(normdiscrete.stats(moments='v')) ind = gridint # the x locations for the groups width = 0.35 # the width of the bars plt.figure() plt.subplot(111) rects1 = plt.bar(ind, ft, width, color='b') rects2 = plt.bar(ind+width, fs, width, color='r') normline = plt.plot(ind+width/2.0, stats.norm.cdf(ind+0.5, scale=nd_std), color='b') plt.ylabel('cdf') plt.title('Cumulative Frequency and CDF of normdiscrete') plt.xticks(ind+width, ind) plt.legend((rects1[0], rects2[0]), ('true', 'sample')) plt.show()
bsd-3-clause
mikebenfield/scikit-learn
benchmarks/bench_plot_nmf.py
28
15630
""" Benchmarks of Non-Negative Matrix Factorization """ # Authors: Tom Dupre la Tour (benchmark) # Chih-Jen Linn (original projected gradient NMF implementation) # Anthony Di Franco (projected gradient, Python and NumPy port) # License: BSD 3 clause from __future__ import print_function from time import time import sys import warnings import numbers import numpy as np import matplotlib.pyplot as plt import pandas from sklearn.utils.testing import ignore_warnings from sklearn.feature_extraction.text import TfidfVectorizer from sklearn.decomposition.nmf import NMF from sklearn.decomposition.nmf import _initialize_nmf from sklearn.decomposition.nmf import _beta_divergence from sklearn.decomposition.nmf import INTEGER_TYPES, _check_init from sklearn.externals.joblib import Memory from sklearn.exceptions import ConvergenceWarning from sklearn.utils.extmath import fast_dot, safe_sparse_dot, squared_norm from sklearn.utils import check_array from sklearn.utils.validation import check_is_fitted, check_non_negative mem = Memory(cachedir='.', verbose=0) ################### # Start of _PGNMF # ################### # This class implements a projected gradient solver for the NMF. # The projected gradient solver was removed from scikit-learn in version 0.19, # and a simplified copy is used here for comparison purpose only. # It is not tested, and it may change or disappear without notice. def _norm(x): """Dot product-based Euclidean norm implementation See: http://fseoane.net/blog/2011/computing-the-vector-norm/ """ return np.sqrt(squared_norm(x)) def _nls_subproblem(X, W, H, tol, max_iter, alpha=0., l1_ratio=0., sigma=0.01, beta=0.1): """Non-negative least square solver Solves a non-negative least squares subproblem using the projected gradient descent algorithm. Parameters ---------- X : array-like, shape (n_samples, n_features) Constant matrix. W : array-like, shape (n_samples, n_components) Constant matrix. H : array-like, shape (n_components, n_features) Initial guess for the solution. tol : float Tolerance of the stopping condition. max_iter : int Maximum number of iterations before timing out. alpha : double, default: 0. Constant that multiplies the regularization terms. Set it to zero to have no regularization. l1_ratio : double, default: 0. The regularization 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. sigma : float Constant used in the sufficient decrease condition checked by the line search. Smaller values lead to a looser sufficient decrease condition, thus reducing the time taken by the line search, but potentially increasing the number of iterations of the projected gradient procedure. 0.01 is a commonly used value in the optimization literature. beta : float Factor by which the step size is decreased (resp. increased) until (resp. as long as) the sufficient decrease condition is satisfied. Larger values allow to find a better step size but lead to longer line search. 0.1 is a commonly used value in the optimization literature. Returns ------- H : array-like, shape (n_components, n_features) Solution to the non-negative least squares problem. grad : array-like, shape (n_components, n_features) The gradient. n_iter : int The number of iterations done by the algorithm. References ---------- C.-J. Lin. Projected gradient methods for non-negative matrix factorization. Neural Computation, 19(2007), 2756-2779. http://www.csie.ntu.edu.tw/~cjlin/nmf/ """ WtX = safe_sparse_dot(W.T, X) WtW = fast_dot(W.T, W) # values justified in the paper (alpha is renamed gamma) gamma = 1 for n_iter in range(1, max_iter + 1): grad = np.dot(WtW, H) - WtX if alpha > 0 and l1_ratio == 1.: grad += alpha elif alpha > 0: grad += alpha * (l1_ratio + (1 - l1_ratio) * H) # The following multiplication with a boolean array is more than twice # as fast as indexing into grad. if _norm(grad * np.logical_or(grad < 0, H > 0)) < tol: break Hp = H for inner_iter in range(20): # Gradient step. Hn = H - gamma * grad # Projection step. Hn *= Hn > 0 d = Hn - H gradd = np.dot(grad.ravel(), d.ravel()) dQd = np.dot(np.dot(WtW, d).ravel(), d.ravel()) suff_decr = (1 - sigma) * gradd + 0.5 * dQd < 0 if inner_iter == 0: decr_gamma = not suff_decr if decr_gamma: if suff_decr: H = Hn break else: gamma *= beta elif not suff_decr or (Hp == Hn).all(): H = Hp break else: gamma /= beta Hp = Hn if n_iter == max_iter: warnings.warn("Iteration limit reached in nls subproblem.", ConvergenceWarning) return H, grad, n_iter def _fit_projected_gradient(X, W, H, tol, max_iter, nls_max_iter, alpha, l1_ratio): gradW = (np.dot(W, np.dot(H, H.T)) - safe_sparse_dot(X, H.T, dense_output=True)) gradH = (np.dot(np.dot(W.T, W), H) - safe_sparse_dot(W.T, X, dense_output=True)) init_grad = squared_norm(gradW) + squared_norm(gradH.T) # max(0.001, tol) to force alternating minimizations of W and H tolW = max(0.001, tol) * np.sqrt(init_grad) tolH = tolW for n_iter in range(1, max_iter + 1): # stopping condition as discussed in paper proj_grad_W = squared_norm(gradW * np.logical_or(gradW < 0, W > 0)) proj_grad_H = squared_norm(gradH * np.logical_or(gradH < 0, H > 0)) if (proj_grad_W + proj_grad_H) / init_grad < tol ** 2: break # update W Wt, gradWt, iterW = _nls_subproblem(X.T, H.T, W.T, tolW, nls_max_iter, alpha=alpha, l1_ratio=l1_ratio) W, gradW = Wt.T, gradWt.T if iterW == 1: tolW = 0.1 * tolW # update H H, gradH, iterH = _nls_subproblem(X, W, H, tolH, nls_max_iter, alpha=alpha, l1_ratio=l1_ratio) if iterH == 1: tolH = 0.1 * tolH H[H == 0] = 0 # fix up negative zeros if n_iter == max_iter: Wt, _, _ = _nls_subproblem(X.T, H.T, W.T, tolW, nls_max_iter, alpha=alpha, l1_ratio=l1_ratio) W = Wt.T return W, H, n_iter class _PGNMF(NMF): """Non-Negative Matrix Factorization (NMF) with projected gradient solver. This class is private and for comparison purpose only. It may change or disappear without notice. """ def __init__(self, n_components=None, solver='pg', init=None, tol=1e-4, max_iter=200, random_state=None, alpha=0., l1_ratio=0., nls_max_iter=10): self.nls_max_iter = nls_max_iter self.n_components = n_components self.init = init self.solver = solver self.tol = tol self.max_iter = max_iter self.random_state = random_state self.alpha = alpha self.l1_ratio = l1_ratio def fit(self, X, y=None, **params): self.fit_transform(X, **params) return self def transform(self, X): check_is_fitted(self, 'components_') H = self.components_ W, _, self.n_iter_ = self._fit_transform(X, H=H, update_H=False) return W def inverse_transform(self, W): check_is_fitted(self, 'components_') return np.dot(W, self.components_) def fit_transform(self, X, y=None, W=None, H=None): W, H, self.n_iter = self._fit_transform(X, W=W, H=H, update_H=True) self.components_ = H return W def _fit_transform(self, X, y=None, W=None, H=None, update_H=True): X = check_array(X, accept_sparse=('csr', 'csc')) check_non_negative(X, "NMF (input X)") n_samples, n_features = X.shape n_components = self.n_components if n_components is None: n_components = n_features if (not isinstance(n_components, INTEGER_TYPES) or n_components <= 0): raise ValueError("Number of components must be a positive integer;" " got (n_components=%r)" % n_components) if not isinstance(self.max_iter, INTEGER_TYPES) or self.max_iter < 0: raise ValueError("Maximum number of iterations must be a positive " "integer; got (max_iter=%r)" % self.max_iter) if not isinstance(self.tol, numbers.Number) or self.tol < 0: raise ValueError("Tolerance for stopping criteria must be " "positive; got (tol=%r)" % self.tol) # check W and H, or initialize them if self.init == 'custom' and update_H: _check_init(H, (n_components, n_features), "NMF (input H)") _check_init(W, (n_samples, n_components), "NMF (input W)") elif not update_H: _check_init(H, (n_components, n_features), "NMF (input H)") W = np.zeros((n_samples, n_components)) else: W, H = _initialize_nmf(X, n_components, init=self.init, random_state=self.random_state) if update_H: # fit_transform W, H, n_iter = _fit_projected_gradient( X, W, H, self.tol, self.max_iter, self.nls_max_iter, self.alpha, self.l1_ratio) else: # transform Wt, _, n_iter = _nls_subproblem(X.T, H.T, W.T, self.tol, self.nls_max_iter, alpha=self.alpha, l1_ratio=self.l1_ratio) W = Wt.T if n_iter == self.max_iter and self.tol > 0: warnings.warn("Maximum number of iteration %d reached. Increase it" " to improve convergence." % self.max_iter, ConvergenceWarning) return W, H, n_iter ################# # End of _PGNMF # ################# def plot_results(results_df, plot_name): if results_df is None: return None plt.figure(figsize=(16, 6)) colors = 'bgr' markers = 'ovs' ax = plt.subplot(1, 3, 1) for i, init in enumerate(np.unique(results_df['init'])): plt.subplot(1, 3, i + 1, sharex=ax, sharey=ax) for j, method in enumerate(np.unique(results_df['method'])): mask = np.logical_and(results_df['init'] == init, results_df['method'] == method) selected_items = results_df[mask] plt.plot(selected_items['time'], selected_items['loss'], color=colors[j % len(colors)], ls='-', marker=markers[j % len(markers)], label=method) plt.legend(loc=0, fontsize='x-small') plt.xlabel("Time (s)") plt.ylabel("loss") plt.title("%s" % init) plt.suptitle(plot_name, fontsize=16) @ignore_warnings(category=ConvergenceWarning) # use joblib to cache the results. # X_shape is specified in arguments for avoiding hashing X @mem.cache(ignore=['X', 'W0', 'H0']) def bench_one(name, X, W0, H0, X_shape, clf_type, clf_params, init, n_components, random_state): W = W0.copy() H = H0.copy() clf = clf_type(**clf_params) st = time() W = clf.fit_transform(X, W=W, H=H) end = time() H = clf.components_ this_loss = _beta_divergence(X, W, H, 2.0, True) duration = end - st return this_loss, duration def run_bench(X, clfs, plot_name, n_components, tol, alpha, l1_ratio): start = time() results = [] for name, clf_type, iter_range, clf_params in clfs: print("Training %s:" % name) for rs, init in enumerate(('nndsvd', 'nndsvdar', 'random')): print(" %s %s: " % (init, " " * (8 - len(init))), end="") W, H = _initialize_nmf(X, n_components, init, 1e-6, rs) for max_iter in iter_range: clf_params['alpha'] = alpha clf_params['l1_ratio'] = l1_ratio clf_params['max_iter'] = max_iter clf_params['tol'] = tol clf_params['random_state'] = rs clf_params['init'] = 'custom' clf_params['n_components'] = n_components this_loss, duration = bench_one(name, X, W, H, X.shape, clf_type, clf_params, init, n_components, rs) init_name = "init='%s'" % init results.append((name, this_loss, duration, init_name)) # print("loss: %.6f, time: %.3f sec" % (this_loss, duration)) print(".", end="") sys.stdout.flush() print(" ") # Use a panda dataframe to organize the results results_df = pandas.DataFrame(results, columns="method loss time init".split()) print("Total time = %0.3f sec\n" % (time() - start)) # plot the results plot_results(results_df, plot_name) return results_df def load_20news(): print("Loading 20 newsgroups dataset") print("-----------------------------") from sklearn.datasets import fetch_20newsgroups dataset = fetch_20newsgroups(shuffle=True, random_state=1, remove=('headers', 'footers', 'quotes')) vectorizer = TfidfVectorizer(max_df=0.95, min_df=2, stop_words='english') tfidf = vectorizer.fit_transform(dataset.data) return tfidf def load_faces(): print("Loading Olivetti face dataset") print("-----------------------------") from sklearn.datasets import fetch_olivetti_faces faces = fetch_olivetti_faces(shuffle=True) return faces.data def build_clfs(cd_iters, pg_iters, mu_iters): clfs = [("Coordinate Descent", NMF, cd_iters, {'solver': 'cd'}), ("Projected Gradient", _PGNMF, pg_iters, {'solver': 'pg'}), ("Multiplicative Update", NMF, mu_iters, {'solver': 'mu'}), ] return clfs if __name__ == '__main__': alpha = 0. l1_ratio = 0.5 n_components = 10 tol = 1e-15 # first benchmark on 20 newsgroup dataset: sparse, shape(11314, 39116) plot_name = "20 Newsgroups sparse dataset" cd_iters = np.arange(1, 30) pg_iters = np.arange(1, 6) mu_iters = np.arange(1, 30) clfs = build_clfs(cd_iters, pg_iters, mu_iters) X_20news = load_20news() run_bench(X_20news, clfs, plot_name, n_components, tol, alpha, l1_ratio) # second benchmark on Olivetti faces dataset: dense, shape(400, 4096) plot_name = "Olivetti Faces dense dataset" cd_iters = np.arange(1, 30) pg_iters = np.arange(1, 12) mu_iters = np.arange(1, 30) clfs = build_clfs(cd_iters, pg_iters, mu_iters) X_faces = load_faces() run_bench(X_faces, clfs, plot_name, n_components, tol, alpha, l1_ratio,) plt.show()
bsd-3-clause
radiasoft/radtrack
radtrack/ui/matplotlibwidget.py
1
1226
#!/usr/bin/python from PyQt4 import QtGui from matplotlib.backends.backend_qt4agg import FigureCanvasQTAgg as FigureCanvas from matplotlib.backends.backend_qt4agg import NavigationToolbar2QT as Navigationtoolbar from matplotlib.figure import Figure #Embeddable matplotlib figure/canvas class MplCanvas(FigureCanvas): def __init__(self): self.fig = Figure() self.ax = self.fig.add_subplot(111) super(MplCanvas, self).__init__(self.fig) super(MplCanvas, self).setSizePolicy(QtGui.QSizePolicy.Expanding,QtGui.QSizePolicy.Expanding) super(MplCanvas, self).updateGeometry() #creates embeddable matplotlib figure/canvas with toolbar class matplotlibWidget(QtGui.QWidget): def __init__(self, parent = None): super(matplotlibWidget, self).__init__(parent) self.create_framentoolbar() def create_framentoolbar(self): self.frame = QtGui.QWidget() self.canvas = MplCanvas() self.canvas.setParent(self.frame) self.mpltoolbar = Navigationtoolbar(self.canvas, self.frame) self.vbl = QtGui.QVBoxLayout() self.vbl.addWidget(self.mpltoolbar) self.vbl.addWidget(self.canvas) self.setLayout(self.vbl)
apache-2.0
faneshion/MatchZoo
matchzoo/datasets/quora_qp/load_data.py
1
2677
"""Quora Question Pairs data loader.""" import typing from pathlib import Path import keras import pandas as pd import matchzoo _url = "https://firebasestorage.googleapis.com/v0/b/mtl-sentence" \ "-representations.appspot.com/o/data%2FQQP.zip?alt=media&" \ "token=700c6acf-160d-4d89-81d1-de4191d02cb5" def load_data( stage: str = 'train', task: str = 'classification', return_classes: bool = False, ) -> typing.Union[matchzoo.DataPack, tuple]: """ Load QuoraQP data. :param path: `None` for download from quora, specific path for downloaded data. :param stage: One of `train`, `dev`, and `test`. :param task: Could be one of `ranking`, `classification` or a :class:`matchzoo.engine.BaseTask` instance. :param return_classes: Whether return classes for classification task. :return: A DataPack if `ranking`, a tuple of (DataPack, classes) if `classification`. """ if stage not in ('train', 'dev', 'test'): raise ValueError(f"{stage} is not a valid stage." f"Must be one of `train`, `dev`, and `test`.") data_root = _download_data() file_path = data_root.joinpath(f"{stage}.tsv") data_pack = _read_data(file_path, stage) if task == 'ranking': task = matchzoo.tasks.Ranking() elif task == 'classification': task = matchzoo.tasks.Classification() if isinstance(task, matchzoo.tasks.Ranking): return data_pack elif isinstance(task, matchzoo.tasks.Classification): if stage != 'test': data_pack.one_hot_encode_label(num_classes=2, inplace=True) if return_classes: return data_pack, [False, True] else: return data_pack else: raise ValueError(f"{task} is not a valid task.") def _download_data(): ref_path = keras.utils.data_utils.get_file( 'quora_qp', _url, extract=True, cache_dir=matchzoo.USER_DATA_DIR, cache_subdir='quora_qp' ) return Path(ref_path).parent.joinpath('QQP') def _read_data(path, stage): data = pd.read_csv(path, sep='\t', error_bad_lines=False) data = data.dropna(axis=0, how='any').reset_index(drop=True) if stage in ['train', 'dev']: df = pd.DataFrame({ 'id_left': data['qid1'], 'id_right': data['qid2'], 'text_left': data['question1'], 'text_right': data['question2'], 'label': data['is_duplicate'].astype(int) }) else: df = pd.DataFrame({ 'text_left': data['question1'], 'text_right': data['question2'] }) return matchzoo.pack(df)
apache-2.0
turinglife/cuda-convnet2
shownet.py
180
18206
# Copyright 2014 Google Inc. 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 os import sys from tarfile import TarFile, TarInfo from matplotlib import pylab as pl import numpy as n import getopt as opt from python_util.util import * from math import sqrt, ceil, floor from python_util.gpumodel import IGPUModel import random as r import numpy.random as nr from convnet import ConvNet from python_util.options import * from PIL import Image from time import sleep class ShowNetError(Exception): pass class ShowConvNet(ConvNet): def __init__(self, op, load_dic): ConvNet.__init__(self, op, load_dic) def init_data_providers(self): self.need_gpu = self.op.get_value('show_preds') class Dummy: def advance_batch(self): pass if self.need_gpu: ConvNet.init_data_providers(self) else: self.train_data_provider = self.test_data_provider = Dummy() def import_model(self): if self.need_gpu: ConvNet.import_model(self) def init_model_state(self): if self.op.get_value('show_preds'): self.softmax_name = self.op.get_value('show_preds') def init_model_lib(self): if self.need_gpu: ConvNet.init_model_lib(self) def plot_cost(self): if self.show_cost not in self.train_outputs[0][0]: raise ShowNetError("Cost function with name '%s' not defined by given convnet." % self.show_cost) # print self.test_outputs train_errors = [eval(self.layers[self.show_cost]['outputFilter'])(o[0][self.show_cost], o[1])[self.cost_idx] for o in self.train_outputs] test_errors = [eval(self.layers[self.show_cost]['outputFilter'])(o[0][self.show_cost], o[1])[self.cost_idx] for o in self.test_outputs] if self.smooth_test_errors: test_errors = [sum(test_errors[max(0,i-len(self.test_batch_range)):i])/(i-max(0,i-len(self.test_batch_range))) for i in xrange(1,len(test_errors)+1)] numbatches = len(self.train_batch_range) test_errors = n.row_stack(test_errors) test_errors = n.tile(test_errors, (1, self.testing_freq)) test_errors = list(test_errors.flatten()) test_errors += [test_errors[-1]] * max(0,len(train_errors) - len(test_errors)) test_errors = test_errors[:len(train_errors)] numepochs = len(train_errors) / float(numbatches) pl.figure(1) x = range(0, len(train_errors)) pl.plot(x, train_errors, 'k-', label='Training set') pl.plot(x, test_errors, 'r-', label='Test set') pl.legend() ticklocs = range(numbatches, len(train_errors) - len(train_errors) % numbatches + 1, numbatches) epoch_label_gran = int(ceil(numepochs / 20.)) epoch_label_gran = int(ceil(float(epoch_label_gran) / 10) * 10) if numepochs >= 10 else epoch_label_gran ticklabels = map(lambda x: str((x[1] / numbatches)) if x[0] % epoch_label_gran == epoch_label_gran-1 else '', enumerate(ticklocs)) pl.xticks(ticklocs, ticklabels) pl.xlabel('Epoch') # pl.ylabel(self.show_cost) pl.title('%s[%d]' % (self.show_cost, self.cost_idx)) # print "plotted cost" def make_filter_fig(self, filters, filter_start, fignum, _title, num_filters, combine_chans, FILTERS_PER_ROW=16): MAX_ROWS = 24 MAX_FILTERS = FILTERS_PER_ROW * MAX_ROWS num_colors = filters.shape[0] f_per_row = int(ceil(FILTERS_PER_ROW / float(1 if combine_chans else num_colors))) filter_end = min(filter_start+MAX_FILTERS, num_filters) filter_rows = int(ceil(float(filter_end - filter_start) / f_per_row)) filter_pixels = filters.shape[1] filter_size = int(sqrt(filters.shape[1])) fig = pl.figure(fignum) fig.text(.5, .95, '%s %dx%d filters %d-%d' % (_title, filter_size, filter_size, filter_start, filter_end-1), horizontalalignment='center') num_filters = filter_end - filter_start if not combine_chans: bigpic = n.zeros((filter_size * filter_rows + filter_rows + 1, filter_size*num_colors * f_per_row + f_per_row + 1), dtype=n.single) else: bigpic = n.zeros((3, filter_size * filter_rows + filter_rows + 1, filter_size * f_per_row + f_per_row + 1), dtype=n.single) for m in xrange(filter_start,filter_end ): filter = filters[:,:,m] y, x = (m - filter_start) / f_per_row, (m - filter_start) % f_per_row if not combine_chans: for c in xrange(num_colors): filter_pic = filter[c,:].reshape((filter_size,filter_size)) bigpic[1 + (1 + filter_size) * y:1 + (1 + filter_size) * y + filter_size, 1 + (1 + filter_size*num_colors) * x + filter_size*c:1 + (1 + filter_size*num_colors) * x + filter_size*(c+1)] = filter_pic else: filter_pic = filter.reshape((3, filter_size,filter_size)) bigpic[:, 1 + (1 + filter_size) * y:1 + (1 + filter_size) * y + filter_size, 1 + (1 + filter_size) * x:1 + (1 + filter_size) * x + filter_size] = filter_pic pl.xticks([]) pl.yticks([]) if not combine_chans: pl.imshow(bigpic, cmap=pl.cm.gray, interpolation='nearest') else: bigpic = bigpic.swapaxes(0,2).swapaxes(0,1) pl.imshow(bigpic, interpolation='nearest') def plot_filters(self): FILTERS_PER_ROW = 16 filter_start = 0 # First filter to show if self.show_filters not in self.layers: raise ShowNetError("Layer with name '%s' not defined by given convnet." % self.show_filters) layer = self.layers[self.show_filters] filters = layer['weights'][self.input_idx] # filters = filters - filters.min() # filters = filters / filters.max() if layer['type'] == 'fc': # Fully-connected layer num_filters = layer['outputs'] channels = self.channels filters = filters.reshape(channels, filters.shape[0]/channels, filters.shape[1]) elif layer['type'] in ('conv', 'local'): # Conv layer num_filters = layer['filters'] channels = layer['filterChannels'][self.input_idx] if layer['type'] == 'local': filters = filters.reshape((layer['modules'], channels, layer['filterPixels'][self.input_idx], num_filters)) filters = filters[:, :, :, self.local_plane] # first map for now (modules, channels, pixels) filters = filters.swapaxes(0,2).swapaxes(0,1) num_filters = layer['modules'] # filters = filters.swapaxes(0,1).reshape(channels * layer['filterPixels'][self.input_idx], num_filters * layer['modules']) # num_filters *= layer['modules'] FILTERS_PER_ROW = layer['modulesX'] else: filters = filters.reshape(channels, filters.shape[0]/channels, filters.shape[1]) # Convert YUV filters to RGB if self.yuv_to_rgb and channels == 3: R = filters[0,:,:] + 1.28033 * filters[2,:,:] G = filters[0,:,:] + -0.21482 * filters[1,:,:] + -0.38059 * filters[2,:,:] B = filters[0,:,:] + 2.12798 * filters[1,:,:] filters[0,:,:], filters[1,:,:], filters[2,:,:] = R, G, B combine_chans = not self.no_rgb and channels == 3 # Make sure you don't modify the backing array itself here -- so no -= or /= if self.norm_filters: #print filters.shape filters = filters - n.tile(filters.reshape((filters.shape[0] * filters.shape[1], filters.shape[2])).mean(axis=0).reshape(1, 1, filters.shape[2]), (filters.shape[0], filters.shape[1], 1)) filters = filters / n.sqrt(n.tile(filters.reshape((filters.shape[0] * filters.shape[1], filters.shape[2])).var(axis=0).reshape(1, 1, filters.shape[2]), (filters.shape[0], filters.shape[1], 1))) #filters = filters - n.tile(filters.min(axis=0).min(axis=0), (3, filters.shape[1], 1)) #filters = filters / n.tile(filters.max(axis=0).max(axis=0), (3, filters.shape[1], 1)) #else: filters = filters - filters.min() filters = filters / filters.max() self.make_filter_fig(filters, filter_start, 2, 'Layer %s' % self.show_filters, num_filters, combine_chans, FILTERS_PER_ROW=FILTERS_PER_ROW) def plot_predictions(self): epoch, batch, data = self.get_next_batch(train=False) # get a test batch num_classes = self.test_data_provider.get_num_classes() NUM_ROWS = 2 NUM_COLS = 4 NUM_IMGS = NUM_ROWS * NUM_COLS if not self.save_preds else data[0].shape[1] NUM_TOP_CLASSES = min(num_classes, 5) # show this many top labels NUM_OUTPUTS = self.model_state['layers'][self.softmax_name]['outputs'] PRED_IDX = 1 label_names = [lab.split(',')[0] for lab in self.test_data_provider.batch_meta['label_names']] if self.only_errors: preds = n.zeros((data[0].shape[1], NUM_OUTPUTS), dtype=n.single) else: preds = n.zeros((NUM_IMGS, NUM_OUTPUTS), dtype=n.single) #rand_idx = nr.permutation(n.r_[n.arange(1), n.where(data[1] == 552)[1], n.where(data[1] == 795)[1], n.where(data[1] == 449)[1], n.where(data[1] == 274)[1]])[:NUM_IMGS] rand_idx = nr.randint(0, data[0].shape[1], NUM_IMGS) if NUM_IMGS < data[0].shape[1]: data = [n.require(d[:,rand_idx], requirements='C') for d in data] # data += [preds] # Run the model print [d.shape for d in data], preds.shape self.libmodel.startFeatureWriter(data, [preds], [self.softmax_name]) IGPUModel.finish_batch(self) print preds data[0] = self.test_data_provider.get_plottable_data(data[0]) if self.save_preds: if not gfile.Exists(self.save_preds): gfile.MakeDirs(self.save_preds) preds_thresh = preds > 0.5 # Binarize predictions data[0] = data[0] * 255.0 data[0][data[0]<0] = 0 data[0][data[0]>255] = 255 data[0] = n.require(data[0], dtype=n.uint8) dir_name = '%s_predictions_batch_%d' % (os.path.basename(self.save_file), batch) tar_name = os.path.join(self.save_preds, '%s.tar' % dir_name) tfo = gfile.GFile(tar_name, "w") tf = TarFile(fileobj=tfo, mode='w') for img_idx in xrange(NUM_IMGS): img = data[0][img_idx,:,:,:] imsave = Image.fromarray(img) prefix = "CORRECT" if data[1][0,img_idx] == preds_thresh[img_idx,PRED_IDX] else "FALSE_POS" if preds_thresh[img_idx,PRED_IDX] == 1 else "FALSE_NEG" file_name = "%s_%.2f_%d_%05d_%d.png" % (prefix, preds[img_idx,PRED_IDX], batch, img_idx, data[1][0,img_idx]) # gf = gfile.GFile(file_name, "w") file_string = StringIO() imsave.save(file_string, "PNG") tarinf = TarInfo(os.path.join(dir_name, file_name)) tarinf.size = file_string.tell() file_string.seek(0) tf.addfile(tarinf, file_string) tf.close() tfo.close() # gf.close() print "Wrote %d prediction PNGs to %s" % (preds.shape[0], tar_name) else: fig = pl.figure(3, figsize=(12,9)) fig.text(.4, .95, '%s test samples' % ('Mistaken' if self.only_errors else 'Random')) if self.only_errors: # what the net got wrong if NUM_OUTPUTS > 1: err_idx = [i for i,p in enumerate(preds.argmax(axis=1)) if p not in n.where(data[2][:,i] > 0)[0]] else: err_idx = n.where(data[1][0,:] != preds[:,0].T)[0] print err_idx err_idx = r.sample(err_idx, min(len(err_idx), NUM_IMGS)) data[0], data[1], preds = data[0][:,err_idx], data[1][:,err_idx], preds[err_idx,:] import matplotlib.gridspec as gridspec import matplotlib.colors as colors cconv = colors.ColorConverter() gs = gridspec.GridSpec(NUM_ROWS*2, NUM_COLS, width_ratios=[1]*NUM_COLS, height_ratios=[2,1]*NUM_ROWS ) #print data[1] for row in xrange(NUM_ROWS): for col in xrange(NUM_COLS): img_idx = row * NUM_COLS + col if data[0].shape[0] <= img_idx: break pl.subplot(gs[(row * 2) * NUM_COLS + col]) #pl.subplot(NUM_ROWS*2, NUM_COLS, row * 2 * NUM_COLS + col + 1) pl.xticks([]) pl.yticks([]) img = data[0][img_idx,:,:,:] pl.imshow(img, interpolation='lanczos') show_title = data[1].shape[0] == 1 true_label = [int(data[1][0,img_idx])] if show_title else n.where(data[1][:,img_idx]==1)[0] #print true_label #print preds[img_idx,:].shape #print preds[img_idx,:].max() true_label_names = [label_names[i] for i in true_label] img_labels = sorted(zip(preds[img_idx,:], label_names), key=lambda x: x[0])[-NUM_TOP_CLASSES:] #print img_labels axes = pl.subplot(gs[(row * 2 + 1) * NUM_COLS + col]) height = 0.5 ylocs = n.array(range(NUM_TOP_CLASSES))*height pl.barh(ylocs, [l[0] for l in img_labels], height=height, \ color=['#ffaaaa' if l[1] in true_label_names else '#aaaaff' for l in img_labels]) #pl.title(", ".join(true_labels)) if show_title: pl.title(", ".join(true_label_names), fontsize=15, fontweight='bold') else: print true_label_names pl.yticks(ylocs + height/2, [l[1] for l in img_labels], x=1, backgroundcolor=cconv.to_rgba('0.65', alpha=0.5), weight='bold') for line in enumerate(axes.get_yticklines()): line[1].set_visible(False) #pl.xticks([width], ['']) #pl.yticks([]) pl.xticks([]) pl.ylim(0, ylocs[-1] + height) pl.xlim(0, 1) def start(self): self.op.print_values() # print self.show_cost if self.show_cost: self.plot_cost() if self.show_filters: self.plot_filters() if self.show_preds: self.plot_predictions() if pl: pl.show() sys.exit(0) @classmethod def get_options_parser(cls): op = ConvNet.get_options_parser() for option in list(op.options): if option not in ('gpu', 'load_file', 'inner_size', 'train_batch_range', 'test_batch_range', 'multiview_test', 'data_path', 'pca_noise', 'scalar_mean'): op.delete_option(option) op.add_option("show-cost", "show_cost", StringOptionParser, "Show specified objective function", default="") op.add_option("show-filters", "show_filters", StringOptionParser, "Show learned filters in specified layer", default="") op.add_option("norm-filters", "norm_filters", BooleanOptionParser, "Individually normalize filters shown with --show-filters", default=0) op.add_option("input-idx", "input_idx", IntegerOptionParser, "Input index for layer given to --show-filters", default=0) op.add_option("cost-idx", "cost_idx", IntegerOptionParser, "Cost function return value index for --show-cost", default=0) op.add_option("no-rgb", "no_rgb", BooleanOptionParser, "Don't combine filter channels into RGB in layer given to --show-filters", default=False) op.add_option("yuv-to-rgb", "yuv_to_rgb", BooleanOptionParser, "Convert RGB filters to YUV in layer given to --show-filters", default=False) op.add_option("channels", "channels", IntegerOptionParser, "Number of channels in layer given to --show-filters (fully-connected layers only)", default=0) op.add_option("show-preds", "show_preds", StringOptionParser, "Show predictions made by given softmax on test set", default="") op.add_option("save-preds", "save_preds", StringOptionParser, "Save predictions to given path instead of showing them", default="") op.add_option("only-errors", "only_errors", BooleanOptionParser, "Show only mistaken predictions (to be used with --show-preds)", default=False, requires=['show_preds']) op.add_option("local-plane", "local_plane", IntegerOptionParser, "Local plane to show", default=0) op.add_option("smooth-test-errors", "smooth_test_errors", BooleanOptionParser, "Use running average for test error plot?", default=1) op.options['load_file'].default = None return op if __name__ == "__main__": #nr.seed(6) try: op = ShowConvNet.get_options_parser() op, load_dic = IGPUModel.parse_options(op) model = ShowConvNet(op, load_dic) model.start() except (UnpickleError, ShowNetError, opt.GetoptError), e: print "----------------" print "Error:" print e
apache-2.0
wanglei828/apollo
modules/tools/prediction/data_pipelines/mlp_train.py
3
11023
#!/usr/bin/env python ############################################################################### # Copyright 2018 The Apollo 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. ############################################################################### """ @requirement: tensorflow- 1.3.0 Keras-1.2.2 """ import os import h5py import numpy as np import logging import argparse import google.protobuf.text_format as text_format from keras.callbacks import ModelCheckpoint from keras.metrics import mse from keras.models import Sequential, Model from keras.layers.normalization import BatchNormalization from keras.layers import Dense, Input from keras.layers import Activation from keras.layers import Dropout from keras.utils import np_utils from keras.regularizers import l2, l1 from sklearn.model_selection import train_test_split import proto.fnn_model_pb2 from proto.fnn_model_pb2 import FnnModel, Layer import common.log from common.data_preprocess import load_h5 from common.data_preprocess import down_sample from common.data_preprocess import train_test_split from common.configure import parameters from common.configure import labels # Constants dim_input = parameters['mlp']['dim_input'] dim_hidden_1 = parameters['mlp']['dim_hidden_1'] dim_hidden_2 = parameters['mlp']['dim_hidden_2'] dim_output = parameters['mlp']['dim_output'] train_data_rate = parameters['mlp']['train_data_rate'] evaluation_log_path = os.path.join(os.getcwd(), "evaluation_report") common.log.init_log(evaluation_log_path, level=logging.DEBUG) def load_data(filename): """ Load the data from h5 file to the format of numpy """ if not (os.path.exists(filename)): logging.error("file: {}, does not exist".format(filename)) os._exit(1) if os.path.splitext(filename)[1] != '.h5': logging.error("file: {} is not an hdf5 file".format(filename)) os._exit(1) samples = dict() h5_file = h5py.File(filename, 'r') for key in h5_file.keys(): samples[key] = h5_file[key][:] print("load file success") return samples['data'] def down_sample(data): cutin_false_drate = 0.9 go_false_drate = 0.9 go_true_drate = 0.7 cutin_true_drate = 0.0 label = data[:, -1] size = np.shape(label)[0] cutin_false_index = (label == -1) go_false_index = (label == 0) go_true_index = (label == 1) cutin_true_index = (label == 2) rand = np.random.random((size)) cutin_false_select = np.logical_and(cutin_false_index, rand > cutin_false_drate) cutin_true_select = np.logical_and(cutin_true_index, rand > cutin_true_drate) go_false_select = np.logical_and(go_false_index, rand > go_false_drate) go_true_select = np.logical_and(go_true_index, rand > go_true_drate) all_select = np.logical_or(cutin_false_select, cutin_true_select) all_select = np.logical_or(all_select, go_false_select) all_select = np.logical_or(all_select, go_true_select) data_downsampled = data[all_select, :] return data_downsampled def get_param_norm(feature): """ Normalize the samples and save normalized parameters """ fea_mean = np.mean(feature, axis=0) fea_std = np.std(feature, axis=0) + 1e-6 param_norm = (fea_mean, fea_std) return param_norm def setup_model(): """ Set up neural network based on keras.Sequential """ model = Sequential() model.add( Dense( dim_hidden_1, input_dim=dim_input, init='he_normal', activation='relu', W_regularizer=l2(0.01))) model.add( Dense( dim_hidden_2, init='he_normal', activation='relu', W_regularizer=l2(0.01))) model.add( Dense( dim_output, init='he_normal', activation='sigmoid', W_regularizer=l2(0.01))) model.compile( loss='binary_crossentropy', optimizer='rmsprop', metrics=['accuracy']) return model def evaluate_model(y, pred): """ give the performance [recall, precision] of nn model Parameters ---------- y: numpy.array; real classess pred: numpy.array; prediction classes Returns ------- performance dict, store the performance in log file """ y = y.reshape(-1) pred = pred.reshape(-1) go_true = (y == labels['go_true']).sum() go_false = (y == labels['go_false']).sum() index_go = np.logical_or(y == labels['go_false'], y == labels['go_true']) go_positive = (pred[index_go] == 1).sum() go_negative = (pred[index_go] == 0).sum() cutin_true = (y == labels['cutin_true']).sum() cutin_false = (y == labels['cutin_false']).sum() index_cutin = np.logical_or(y == labels['cutin_false'], y == labels['cutin_true']) cutin_positive = (pred[index_cutin] == 1).sum() cutin_negative = (pred[index_cutin] == 0).sum() logging.info("data size: {}, included:".format(y.shape[0])) logging.info("\t True False Positive Negative") logging.info(" Go: {:7} {:7} {:7} {:7}".format(go_true, go_false, go_positive, go_negative)) logging.info("Cutin:{:7} {:7} {:7} {:7}".format( cutin_true, cutin_false, cutin_positive, cutin_negative)) logging.info("--------------------SCORE-----------------------------") logging.info(" recall precision F1-score") ctrue = float(go_true + cutin_true) positive = float(go_positive + cutin_positive) tp = float((pred[y > 0.1] == 1).sum()) recall = tp / ctrue if ctrue != 0 else 0.0 precision = tp / positive if positive != 0 else 0.0 fscore = 2 * precision * recall / ( precision + recall) if precision + recall != 0 else 0.0 logging.info("Positive:{:6.3} {:6.3} {:6.3}".format( recall, precision, fscore)) go_tp = float((pred[y == 1] == 1).sum()) go_recall = go_tp / go_true if go_true != 0 else 0.0 go_precision = go_tp / go_positive if go_positive != 0 else 0.0 go_fscore = 2 * go_precision * go_recall / ( go_precision + go_recall) if go_precision + go_recall != 0 else 0.0 logging.info(" Go:{:6.3} {:6.3} {:6.3}".format( go_recall, go_precision, go_fscore)) cutin_tp = float((pred[y == 2] == 1).sum()) cutin_recall = cutin_tp / cutin_true if cutin_true != 0 else 0.0 cutin_precision = cutin_tp / cutin_positive if cutin_positive != 0 else 0.0 cutin_fscore = 2 * cutin_precision * cutin_recall / ( cutin_precision + cutin_recall) if cutin_precision + cutin_recall != 0 else 0.0 logging.info(" Cutin:{:6.3} {:6.3} {:6.3}".format( cutin_recall, cutin_precision, cutin_fscore)) logging.info("-----------------------------------------------------\n\n") performance = { 'recall': [recall, go_recall, cutin_recall], 'precision': [precision, go_precision, cutin_precision] } return performance def save_model(model, param_norm, filename): """ Save the trained model parameters into protobuf binary format file """ net_params = FnnModel() net_params.samples_mean.columns.extend(param_norm[0].reshape(-1).tolist()) net_params.samples_std.columns.extend(param_norm[1].reshape(-1).tolist()) net_params.num_layer = 0 for layer in model.flattened_layers: net_params.num_layer += 1 net_layer = net_params.layer.add() config = layer.get_config() net_layer.layer_input_dim = dim_input net_layer.layer_output_dim = dim_output if config['activation'] == 'relu': net_layer.layer_activation_func = proto.fnn_model_pb2.Layer.RELU elif config['activation'] == 'tanh': net_layer.layer_activation_func = proto.fnn_model_pb2.Layer.TANH elif config['activation'] == 'sigmoid': net_layer.layer_activation_func = proto.fnn_model_pb2.Layer.SIGMOID weights, bias = layer.get_weights() net_layer.layer_bias.columns.extend(bias.reshape(-1).tolist()) for col in weights.tolist(): row = net_layer.layer_input_weight.rows.add() row.columns.extend(col) net_params.dim_input = dim_input net_params.dim_output = dim_output with open(filename, 'wb') as params_file: params_file.write(net_params.SerializeToString()) if __name__ == "__main__": parser = argparse.ArgumentParser( description='train neural network based on feature files and save parameters') parser.add_argument('filename', type=str, help='h5 file of data.') args = parser.parse_args() file = args.filename data = load_data(file) data = down_sample(data) print ("Data load success.") print ("data size =", data.shape) train_data, test_data = train_test_split(data, train_data_rate) print ("training size =", train_data.shape) X_train = train_data[:, 0:dim_input] Y_train = train_data[:, -1] Y_trainc = Y_train > 0.1 X_test = test_data[:, 0:dim_input] Y_test = test_data[:, -1] Y_testc = Y_test > 0.1 param_norm = get_param_norm(X_train) X_train = (X_train - param_norm[0]) / param_norm[1] X_test = (X_test - param_norm[0]) / param_norm[1] model = setup_model() model.fit(X_train, Y_trainc, shuffle=True, nb_epoch=20, batch_size=32) print ("Model trained success.") X_test = (X_test - param_norm[0]) / param_norm[1] score = model.evaluate(X_test, Y_testc) print ("\nThe accuracy on testing dat is", score[1]) logging.info("Test data loss: {}, accuracy: {} ".format( score[0], score[1])) Y_train_hat = model.predict_classes(X_train, batch_size=32) Y_test_hat = model.predict_proba(X_test, batch_size=32) logging.info("## Training Data:") evaluate_model(Y_train, Y_train_hat) for thres in [x / 100.0 for x in range(20, 80, 5)]: logging.info("##threshond = {} Testing Data:".format(thres)) performance = evaluate_model(Y_test, Y_test_hat > thres) performance['accuracy'] = [score[1]] print ("\nFor more detailed evaluation results, please refer to", evaluation_log_path + ".log") model_path = os.path.join(os.getcwd(), "mlp_model.bin") save_model(model, param_norm, model_path) print ("Model has been saved to", model_path)
apache-2.0