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CassioAmador/profile_tcabr
visualization_tools/test_phase.py
1
2768
""" Test phase and group delay for both bands. TODO: Show overlap with different colors """ import matplotlib.pyplot as plt from matplotlib.widgets import Slider, Button import numpy as np import scipy import sys sys.path.insert(0, './../src/') import proc_profile_bottollier as ppb if len(sys.argv) < 1: shot_number = int(open('shot_number.txt', 'r').read()) else: if (len(sys.argv) == 1) & ("py" in sys.argv[0]): shot_number = int(open('shot_number.txt', 'r').read()) else: shot_number = int(sys.argv[1]) shot = ppb.ProcProfile(shot_number) sweeps_average = 8 shot.reference_gd(all_shot=1, sw_clustersize=sweeps_average) shot.eval_freq_overlap() shot.plasma_gd(5000, sweeps_average, 1) shot.eval_gd_overlap() shot.init_gd() shot.eval_phase() fig = plt.figure() fig.subplots_adjust(bottom=0.25) ax1 = fig.add_subplot(111) lns1 = ax1.plot(shot.freqs, shot.gd, marker='.', linestyle='-', color='k', label="gd") lns3 = ax1.plot(shot.freqs_over, shot.gd_over, marker='o', linestyle='-', color='r', label="gd_overlap") lns4 = ax1.plot(shot.freq_ini, shot.ini_t, marker='o', linestyle='-', color='g', label="gd_init") plt.xlabel("probing freq (GHz)") plt.ylabel("group delay (ns)") plt.title("# %s - time: %s ms" % (shot.shot, shot.sweep2time(shot.sweep_cur))) ax1.set_ylim(0, 2) ax2 = ax1.twinx() lns2 = ax2.plot(shot.freqs, shot.phi, marker='.', linestyle='-', color='b', label="phase") plt.ylabel("phase (rad)") plt.xlim(0, 40) # point_over=np.where(shot.freqs==shot.freqs_over[0])[0][0] #lns4= ax1.axvline(shot.freqs[point_over],color='r',label="band overlap") # lns3=ax1.axhline(shot.gd[point_over],color='r') # added these three lines lns = lns1 + lns2 + lns3+lns4 labs = [l.get_label() for l in lns] ax1.legend(lns, labs, loc=2) axcolor = 'lightgoldenrodyellow' axfreq = plt.axes([0.13, 0.1, 0.77, 0.03], axisbg=axcolor) sweep = Slider(axfreq, 'Sweep', 1, len(shot.points) - 1 - sweeps_average, valinit=5000, valfmt='%1.f') def update(val): shot.plasma_gd(int(sweep.val), sweeps_average, all_shot=1) shot.eval_gd_overlap() shot.init_gd() shot.eval_phase() lns1[0].set_ydata(shot.gd) lns2[0].set_ydata(shot.phi) lns3[0].set_ydata(shot.gd_over) lns4[0].set_ydata(shot.ini_t) # lns3.set_ydata(shot.gd[point_over]) ax2.set_ylim(min(shot.phi), max(shot.phi)) ax1.set_title("# %s - time: %.3f ms" % (shot.shot, shot.sweep2time(shot.sweep_cur))) fig.canvas.draw_idle() sweep.on_changed(update) resetax = plt.axes([0.8, 0.025, 0.1, 0.04]) button = Button(resetax, 'Reset', color=axcolor, hovercolor='0.975') def reset(event): sweep.reset() button.on_clicked(reset) # plt.show()
mit
zihua/scikit-learn
sklearn/externals/joblib/__init__.py
10
5100
""" Joblib is a set of tools to provide **lightweight pipelining in Python**. In particular, joblib offers: 1. transparent disk-caching of the output values and lazy re-evaluation (memoize pattern) 2. easy simple parallel computing 3. logging and tracing of the execution Joblib is optimized to be **fast** and **robust** in particular on large data and has specific optimizations for `numpy` arrays. It is **BSD-licensed**. ============================== ============================================ **User documentation**: http://pythonhosted.org/joblib **Download packages**: http://pypi.python.org/pypi/joblib#downloads **Source code**: http://github.com/joblib/joblib **Report issues**: http://github.com/joblib/joblib/issues ============================== ============================================ Vision -------- The vision is to provide tools to easily achieve better performance and reproducibility when working with long running jobs. * **Avoid computing twice the same thing**: code is rerun over an over, for instance when prototyping computational-heavy jobs (as in scientific development), but hand-crafted solution to alleviate this issue is error-prone and often leads to unreproducible results * **Persist to disk transparently**: persisting in an efficient way arbitrary objects containing large data is hard. Using joblib's caching mechanism avoids hand-written persistence and implicitly links the file on disk to the execution context of the original Python object. As a result, joblib's persistence is good for resuming an application status or computational job, eg after a crash. Joblib strives to address these problems while **leaving your code and your flow control as unmodified as possible** (no framework, no new paradigms). Main features ------------------ 1) **Transparent and fast disk-caching of output value:** a memoize or make-like functionality for Python functions that works well for arbitrary Python objects, including very large numpy arrays. Separate persistence and flow-execution logic from domain logic or algorithmic code by writing the operations as a set of steps with well-defined inputs and outputs: Python functions. Joblib can save their computation to disk and rerun it only if necessary:: >>> from sklearn.externals.joblib import Memory >>> mem = Memory(cachedir='/tmp/joblib') >>> import numpy as np >>> a = np.vander(np.arange(3)).astype(np.float) >>> square = mem.cache(np.square) >>> b = square(a) # doctest: +ELLIPSIS ________________________________________________________________________________ [Memory] Calling square... square(array([[ 0., 0., 1.], [ 1., 1., 1.], [ 4., 2., 1.]])) ___________________________________________________________square - 0...s, 0.0min >>> c = square(a) >>> # The above call did not trigger an evaluation 2) **Embarrassingly parallel helper:** to make it easy to write readable parallel code and debug it quickly:: >>> from sklearn.externals.joblib import Parallel, delayed >>> from math import sqrt >>> Parallel(n_jobs=1)(delayed(sqrt)(i**2) for i in range(10)) [0.0, 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0] 3) **Logging/tracing:** The different functionalities will progressively acquire better logging mechanism to help track what has been ran, and capture I/O easily. In addition, Joblib will provide a few I/O primitives, to easily define logging and display streams, and provide a way of compiling a report. We want to be able to quickly inspect what has been run. 4) **Fast compressed Persistence**: a replacement for pickle to work efficiently on Python objects containing large data ( *joblib.dump* & *joblib.load* ). .. >>> import shutil ; shutil.rmtree('/tmp/joblib/') """ # PEP0440 compatible formatted version, see: # https://www.python.org/dev/peps/pep-0440/ # # Generic release markers: # X.Y # X.Y.Z # For bugfix releases # # Admissible pre-release markers: # X.YaN # Alpha release # X.YbN # Beta release # X.YrcN # Release Candidate # X.Y # Final release # # Dev branch marker is: 'X.Y.dev' or 'X.Y.devN' where N is an integer. # 'X.Y.dev0' is the canonical version of 'X.Y.dev' # __version__ = '0.10.2' from .memory import Memory, MemorizedResult from .logger import PrintTime from .logger import Logger from .hashing import hash from .numpy_pickle import dump from .numpy_pickle import load from .parallel import Parallel from .parallel import delayed from .parallel import cpu_count from .parallel import register_parallel_backend from .parallel import parallel_backend from .parallel import effective_n_jobs __all__ = ['Memory', 'MemorizedResult', 'PrintTime', 'Logger', 'hash', 'dump', 'load', 'Parallel', 'delayed', 'cpu_count', 'effective_n_jobs', 'register_parallel_backend', 'parallel_backend']
bsd-3-clause
ngoix/OCRF
sklearn/ensemble/tests/test_gradient_boosting.py
43
39945
""" Testing for the gradient boosting module (sklearn.ensemble.gradient_boosting). """ import warnings import numpy as np from itertools import product from scipy.sparse import csr_matrix from scipy.sparse import csc_matrix from scipy.sparse import coo_matrix from sklearn import datasets from sklearn.base import clone from sklearn.ensemble import GradientBoostingClassifier from sklearn.ensemble import GradientBoostingRegressor from sklearn.ensemble.gradient_boosting import ZeroEstimator from sklearn.metrics import mean_squared_error from sklearn.utils import check_random_state, tosequence from sklearn.utils.testing import assert_almost_equal from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_array_equal from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_greater from sklearn.utils.testing import assert_less 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 skip_if_32bit from sklearn.exceptions import DataConversionWarning from sklearn.exceptions import NotFittedError # toy sample X = [[-2, -1], [-1, -1], [-1, -2], [1, 1], [1, 2], [2, 1]] y = [-1, -1, -1, 1, 1, 1] T = [[-1, -1], [2, 2], [3, 2]] true_result = [-1, 1, 1] rng = np.random.RandomState(0) # also load the boston dataset # and randomly permute it boston = datasets.load_boston() perm = rng.permutation(boston.target.size) boston.data = boston.data[perm] boston.target = boston.target[perm] # also load the iris dataset # and randomly permute it iris = datasets.load_iris() perm = rng.permutation(iris.target.size) iris.data = iris.data[perm] iris.target = iris.target[perm] def check_classification_toy(presort, loss): # Check classification on a toy dataset. clf = GradientBoostingClassifier(loss=loss, n_estimators=10, random_state=1, presort=presort) assert_raises(ValueError, clf.predict, T) clf.fit(X, y) assert_array_equal(clf.predict(T), true_result) assert_equal(10, len(clf.estimators_)) deviance_decrease = (clf.train_score_[:-1] - clf.train_score_[1:]) assert_true(np.any(deviance_decrease >= 0.0)) leaves = clf.apply(X) assert_equal(leaves.shape, (6, 10, 1)) def test_classification_toy(): for presort, loss in product(('auto', True, False), ('deviance', 'exponential')): yield check_classification_toy, presort, loss def test_parameter_checks(): # Check input parameter validation. assert_raises(ValueError, GradientBoostingClassifier(n_estimators=0).fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(n_estimators=-1).fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(learning_rate=0.0).fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(learning_rate=-1.0).fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(loss='foobar').fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(min_samples_split=0.0).fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(min_samples_split=-1.0).fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(min_samples_split=1.1).fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(min_samples_leaf=0).fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(min_samples_leaf=-1.0).fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(min_weight_fraction_leaf=-1.).fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(min_weight_fraction_leaf=0.6).fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(subsample=0.0).fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(subsample=1.1).fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(subsample=-0.1).fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(max_depth=-0.1).fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(max_depth=0).fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(init={}).fit, X, y) # test fit before feature importance assert_raises(ValueError, lambda: GradientBoostingClassifier().feature_importances_) # deviance requires ``n_classes >= 2``. assert_raises(ValueError, lambda X, y: GradientBoostingClassifier( loss='deviance').fit(X, y), X, [0, 0, 0, 0]) def test_loss_function(): assert_raises(ValueError, GradientBoostingClassifier(loss='ls').fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(loss='lad').fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(loss='quantile').fit, X, y) assert_raises(ValueError, GradientBoostingClassifier(loss='huber').fit, X, y) assert_raises(ValueError, GradientBoostingRegressor(loss='deviance').fit, X, y) assert_raises(ValueError, GradientBoostingRegressor(loss='exponential').fit, X, y) def check_classification_synthetic(presort, loss): # Test GradientBoostingClassifier on synthetic dataset used by # Hastie et al. in ESLII Example 12.7. X, y = datasets.make_hastie_10_2(n_samples=12000, random_state=1) X_train, X_test = X[:2000], X[2000:] y_train, y_test = y[:2000], y[2000:] gbrt = GradientBoostingClassifier(n_estimators=100, min_samples_split=2, max_depth=1, loss=loss, learning_rate=1.0, random_state=0) gbrt.fit(X_train, y_train) error_rate = (1.0 - gbrt.score(X_test, y_test)) assert_less(error_rate, 0.09) gbrt = GradientBoostingClassifier(n_estimators=200, min_samples_split=2, max_depth=1, loss=loss, learning_rate=1.0, subsample=0.5, random_state=0, presort=presort) gbrt.fit(X_train, y_train) error_rate = (1.0 - gbrt.score(X_test, y_test)) assert_less(error_rate, 0.08) def test_classification_synthetic(): for presort, loss in product(('auto', True, False), ('deviance', 'exponential')): yield check_classification_synthetic, presort, loss def check_boston(presort, loss, subsample): # Check consistency on dataset boston house prices with least squares # and least absolute deviation. ones = np.ones(len(boston.target)) last_y_pred = None for sample_weight in None, ones, 2 * ones: clf = GradientBoostingRegressor(n_estimators=100, loss=loss, max_depth=4, subsample=subsample, min_samples_split=2, random_state=1, presort=presort) assert_raises(ValueError, clf.predict, boston.data) clf.fit(boston.data, boston.target, sample_weight=sample_weight) leaves = clf.apply(boston.data) assert_equal(leaves.shape, (506, 100)) y_pred = clf.predict(boston.data) mse = mean_squared_error(boston.target, y_pred) assert_less(mse, 6.0) if last_y_pred is not None: assert_array_almost_equal(last_y_pred, y_pred) last_y_pred = y_pred def test_boston(): for presort, loss, subsample in product(('auto', True, False), ('ls', 'lad', 'huber'), (1.0, 0.5)): yield check_boston, presort, loss, subsample def check_iris(presort, subsample, sample_weight): # Check consistency on dataset iris. clf = GradientBoostingClassifier(n_estimators=100, loss='deviance', random_state=1, subsample=subsample, presort=presort) clf.fit(iris.data, iris.target, sample_weight=sample_weight) score = clf.score(iris.data, iris.target) assert_greater(score, 0.9) leaves = clf.apply(iris.data) assert_equal(leaves.shape, (150, 100, 3)) def test_iris(): ones = np.ones(len(iris.target)) for presort, subsample, sample_weight in product(('auto', True, False), (1.0, 0.5), (None, ones)): yield check_iris, presort, subsample, sample_weight def test_regression_synthetic(): # Test on synthetic regression datasets used in Leo Breiman, # `Bagging Predictors?. Machine Learning 24(2): 123-140 (1996). random_state = check_random_state(1) regression_params = {'n_estimators': 100, 'max_depth': 4, 'min_samples_split': 2, 'learning_rate': 0.1, 'loss': 'ls'} # Friedman1 X, y = datasets.make_friedman1(n_samples=1200, random_state=random_state, noise=1.0) X_train, y_train = X[:200], y[:200] X_test, y_test = X[200:], y[200:] for presort in True, False: clf = GradientBoostingRegressor(presort=presort) clf.fit(X_train, y_train) mse = mean_squared_error(y_test, clf.predict(X_test)) assert_less(mse, 5.0) # Friedman2 X, y = datasets.make_friedman2(n_samples=1200, random_state=random_state) X_train, y_train = X[:200], y[:200] X_test, y_test = X[200:], y[200:] for presort in True, False: regression_params['presort'] = presort clf = GradientBoostingRegressor(**regression_params) clf.fit(X_train, y_train) mse = mean_squared_error(y_test, clf.predict(X_test)) assert_less(mse, 1700.0) # Friedman3 X, y = datasets.make_friedman3(n_samples=1200, random_state=random_state) X_train, y_train = X[:200], y[:200] X_test, y_test = X[200:], y[200:] for presort in True, False: regression_params['presort'] = presort clf = GradientBoostingRegressor(**regression_params) clf.fit(X_train, y_train) mse = mean_squared_error(y_test, clf.predict(X_test)) assert_less(mse, 0.015) def test_feature_importances(): X = np.array(boston.data, dtype=np.float32) y = np.array(boston.target, dtype=np.float32) for presort in True, False: clf = GradientBoostingRegressor(n_estimators=100, max_depth=5, min_samples_split=2, random_state=1, presort=presort) clf.fit(X, y) assert_true(hasattr(clf, 'feature_importances_')) # XXX: Remove this test in 0.19 after transform support to estimators # is removed. X_new = assert_warns( DeprecationWarning, clf.transform, X, threshold="mean") assert_less(X_new.shape[1], X.shape[1]) feature_mask = ( clf.feature_importances_ > clf.feature_importances_.mean()) assert_array_almost_equal(X_new, X[:, feature_mask]) def test_probability_log(): # Predict probabilities. clf = GradientBoostingClassifier(n_estimators=100, random_state=1) assert_raises(ValueError, clf.predict_proba, T) clf.fit(X, y) assert_array_equal(clf.predict(T), true_result) # check if probabilities are in [0, 1]. y_proba = clf.predict_proba(T) assert_true(np.all(y_proba >= 0.0)) assert_true(np.all(y_proba <= 1.0)) # derive predictions from probabilities y_pred = clf.classes_.take(y_proba.argmax(axis=1), axis=0) assert_array_equal(y_pred, true_result) def test_check_inputs(): # Test input checks (shape and type of X and y). clf = GradientBoostingClassifier(n_estimators=100, random_state=1) assert_raises(ValueError, clf.fit, X, y + [0, 1]) clf = GradientBoostingClassifier(n_estimators=100, random_state=1) assert_raises(ValueError, clf.fit, X, y, sample_weight=([1] * len(y)) + [0, 1]) def test_check_inputs_predict(): # X has wrong shape clf = GradientBoostingClassifier(n_estimators=100, random_state=1) clf.fit(X, y) x = np.array([1.0, 2.0])[:, np.newaxis] assert_raises(ValueError, clf.predict, x) x = np.array([[]]) assert_raises(ValueError, clf.predict, x) x = np.array([1.0, 2.0, 3.0])[:, np.newaxis] assert_raises(ValueError, clf.predict, x) clf = GradientBoostingRegressor(n_estimators=100, random_state=1) clf.fit(X, rng.rand(len(X))) x = np.array([1.0, 2.0])[:, np.newaxis] assert_raises(ValueError, clf.predict, x) x = np.array([[]]) assert_raises(ValueError, clf.predict, x) x = np.array([1.0, 2.0, 3.0])[:, np.newaxis] assert_raises(ValueError, clf.predict, x) def test_check_max_features(): # test if max_features is valid. clf = GradientBoostingRegressor(n_estimators=100, random_state=1, max_features=0) assert_raises(ValueError, clf.fit, X, y) clf = GradientBoostingRegressor(n_estimators=100, random_state=1, max_features=(len(X[0]) + 1)) assert_raises(ValueError, clf.fit, X, y) clf = GradientBoostingRegressor(n_estimators=100, random_state=1, max_features=-0.1) assert_raises(ValueError, clf.fit, X, y) def test_max_feature_regression(): # Test to make sure random state is set properly. X, y = datasets.make_hastie_10_2(n_samples=12000, random_state=1) X_train, X_test = X[:2000], X[2000:] y_train, y_test = y[:2000], y[2000:] gbrt = GradientBoostingClassifier(n_estimators=100, min_samples_split=5, max_depth=2, learning_rate=.1, max_features=2, random_state=1) gbrt.fit(X_train, y_train) deviance = gbrt.loss_(y_test, gbrt.decision_function(X_test)) assert_true(deviance < 0.5, "GB failed with deviance %.4f" % deviance) def test_max_feature_auto(): # Test if max features is set properly for floats and str. X, y = datasets.make_hastie_10_2(n_samples=12000, random_state=1) _, n_features = X.shape X_train = X[:2000] y_train = y[:2000] gbrt = GradientBoostingClassifier(n_estimators=1, max_features='auto') gbrt.fit(X_train, y_train) assert_equal(gbrt.max_features_, int(np.sqrt(n_features))) gbrt = GradientBoostingRegressor(n_estimators=1, max_features='auto') gbrt.fit(X_train, y_train) assert_equal(gbrt.max_features_, n_features) gbrt = GradientBoostingRegressor(n_estimators=1, max_features=0.3) gbrt.fit(X_train, y_train) assert_equal(gbrt.max_features_, int(n_features * 0.3)) gbrt = GradientBoostingRegressor(n_estimators=1, max_features='sqrt') gbrt.fit(X_train, y_train) assert_equal(gbrt.max_features_, int(np.sqrt(n_features))) gbrt = GradientBoostingRegressor(n_estimators=1, max_features='log2') gbrt.fit(X_train, y_train) assert_equal(gbrt.max_features_, int(np.log2(n_features))) gbrt = GradientBoostingRegressor(n_estimators=1, max_features=0.01 / X.shape[1]) gbrt.fit(X_train, y_train) assert_equal(gbrt.max_features_, 1) def test_staged_predict(): # Test whether staged decision function eventually gives # the same prediction. X, y = datasets.make_friedman1(n_samples=1200, random_state=1, noise=1.0) X_train, y_train = X[:200], y[:200] X_test = X[200:] clf = GradientBoostingRegressor() # test raise ValueError if not fitted assert_raises(ValueError, lambda X: np.fromiter( clf.staged_predict(X), dtype=np.float64), X_test) clf.fit(X_train, y_train) y_pred = clf.predict(X_test) # test if prediction for last stage equals ``predict`` for y in clf.staged_predict(X_test): assert_equal(y.shape, y_pred.shape) assert_array_equal(y_pred, y) def test_staged_predict_proba(): # Test whether staged predict proba eventually gives # the same prediction. X, y = datasets.make_hastie_10_2(n_samples=1200, random_state=1) X_train, y_train = X[:200], y[:200] X_test, y_test = X[200:], y[200:] clf = GradientBoostingClassifier(n_estimators=20) # test raise NotFittedError if not fitted assert_raises(NotFittedError, lambda X: np.fromiter( clf.staged_predict_proba(X), dtype=np.float64), X_test) clf.fit(X_train, y_train) # test if prediction for last stage equals ``predict`` for y_pred in clf.staged_predict(X_test): assert_equal(y_test.shape, y_pred.shape) assert_array_equal(clf.predict(X_test), y_pred) # test if prediction for last stage equals ``predict_proba`` for staged_proba in clf.staged_predict_proba(X_test): assert_equal(y_test.shape[0], staged_proba.shape[0]) assert_equal(2, staged_proba.shape[1]) assert_array_equal(clf.predict_proba(X_test), staged_proba) def test_staged_functions_defensive(): # test that staged_functions make defensive copies rng = np.random.RandomState(0) X = rng.uniform(size=(10, 3)) y = (4 * X[:, 0]).astype(np.int) + 1 # don't predict zeros for estimator in [GradientBoostingRegressor(), GradientBoostingClassifier()]: estimator.fit(X, y) for func in ['predict', 'decision_function', 'predict_proba']: staged_func = getattr(estimator, "staged_" + func, None) if staged_func is None: # regressor has no staged_predict_proba continue with warnings.catch_warnings(record=True): staged_result = list(staged_func(X)) staged_result[1][:] = 0 assert_true(np.all(staged_result[0] != 0)) def test_serialization(): # Check model serialization. clf = GradientBoostingClassifier(n_estimators=100, random_state=1) clf.fit(X, y) assert_array_equal(clf.predict(T), true_result) assert_equal(100, len(clf.estimators_)) try: import cPickle as pickle except ImportError: import pickle serialized_clf = pickle.dumps(clf, protocol=pickle.HIGHEST_PROTOCOL) clf = None clf = pickle.loads(serialized_clf) assert_array_equal(clf.predict(T), true_result) assert_equal(100, len(clf.estimators_)) def test_degenerate_targets(): # Check if we can fit even though all targets are equal. clf = GradientBoostingClassifier(n_estimators=100, random_state=1) # classifier should raise exception assert_raises(ValueError, clf.fit, X, np.ones(len(X))) clf = GradientBoostingRegressor(n_estimators=100, random_state=1) clf.fit(X, np.ones(len(X))) clf.predict([rng.rand(2)]) assert_array_equal(np.ones((1,), dtype=np.float64), clf.predict([rng.rand(2)])) def test_quantile_loss(): # Check if quantile loss with alpha=0.5 equals lad. clf_quantile = GradientBoostingRegressor(n_estimators=100, loss='quantile', max_depth=4, alpha=0.5, random_state=7) clf_quantile.fit(boston.data, boston.target) y_quantile = clf_quantile.predict(boston.data) clf_lad = GradientBoostingRegressor(n_estimators=100, loss='lad', max_depth=4, random_state=7) clf_lad.fit(boston.data, boston.target) y_lad = clf_lad.predict(boston.data) assert_array_almost_equal(y_quantile, y_lad, decimal=4) def test_symbol_labels(): # Test with non-integer class labels. clf = GradientBoostingClassifier(n_estimators=100, random_state=1) symbol_y = tosequence(map(str, y)) clf.fit(X, symbol_y) assert_array_equal(clf.predict(T), tosequence(map(str, true_result))) assert_equal(100, len(clf.estimators_)) def test_float_class_labels(): # Test with float class labels. clf = GradientBoostingClassifier(n_estimators=100, random_state=1) float_y = np.asarray(y, dtype=np.float32) clf.fit(X, float_y) assert_array_equal(clf.predict(T), np.asarray(true_result, dtype=np.float32)) assert_equal(100, len(clf.estimators_)) def test_shape_y(): # Test with float class labels. clf = GradientBoostingClassifier(n_estimators=100, random_state=1) y_ = np.asarray(y, dtype=np.int32) y_ = y_[:, np.newaxis] # This will raise a DataConversionWarning that we want to # "always" raise, elsewhere the warnings gets ignored in the # later tests, and the tests that check for this warning fail assert_warns(DataConversionWarning, clf.fit, X, y_) assert_array_equal(clf.predict(T), true_result) assert_equal(100, len(clf.estimators_)) def test_mem_layout(): # Test with different memory layouts of X and y X_ = np.asfortranarray(X) clf = GradientBoostingClassifier(n_estimators=100, random_state=1) clf.fit(X_, y) assert_array_equal(clf.predict(T), true_result) assert_equal(100, len(clf.estimators_)) X_ = np.ascontiguousarray(X) clf = GradientBoostingClassifier(n_estimators=100, random_state=1) clf.fit(X_, y) assert_array_equal(clf.predict(T), true_result) assert_equal(100, len(clf.estimators_)) y_ = np.asarray(y, dtype=np.int32) y_ = np.ascontiguousarray(y_) clf = GradientBoostingClassifier(n_estimators=100, random_state=1) clf.fit(X, y_) assert_array_equal(clf.predict(T), true_result) assert_equal(100, len(clf.estimators_)) y_ = np.asarray(y, dtype=np.int32) y_ = np.asfortranarray(y_) clf = GradientBoostingClassifier(n_estimators=100, random_state=1) clf.fit(X, y_) assert_array_equal(clf.predict(T), true_result) assert_equal(100, len(clf.estimators_)) def test_oob_improvement(): # Test if oob improvement has correct shape and regression test. clf = GradientBoostingClassifier(n_estimators=100, random_state=1, subsample=0.5) clf.fit(X, y) assert_equal(clf.oob_improvement_.shape[0], 100) # hard-coded regression test - change if modification in OOB computation assert_array_almost_equal(clf.oob_improvement_[:5], np.array([0.19, 0.15, 0.12, -0.12, -0.11]), decimal=2) def test_oob_improvement_raise(): # Test if oob improvement has correct shape. clf = GradientBoostingClassifier(n_estimators=100, random_state=1, subsample=1.0) clf.fit(X, y) assert_raises(AttributeError, lambda: clf.oob_improvement_) def test_oob_multilcass_iris(): # Check OOB improvement on multi-class dataset. clf = GradientBoostingClassifier(n_estimators=100, loss='deviance', random_state=1, subsample=0.5) clf.fit(iris.data, iris.target) score = clf.score(iris.data, iris.target) assert_greater(score, 0.9) assert_equal(clf.oob_improvement_.shape[0], clf.n_estimators) # hard-coded regression test - change if modification in OOB computation # FIXME: the following snippet does not yield the same results on 32 bits # assert_array_almost_equal(clf.oob_improvement_[:5], # np.array([12.68, 10.45, 8.18, 6.43, 5.13]), # decimal=2) def test_verbose_output(): # Check verbose=1 does not cause error. from sklearn.externals.six.moves import cStringIO as StringIO import sys old_stdout = sys.stdout sys.stdout = StringIO() clf = GradientBoostingClassifier(n_estimators=100, random_state=1, verbose=1, subsample=0.8) clf.fit(X, y) verbose_output = sys.stdout sys.stdout = old_stdout # check output verbose_output.seek(0) header = verbose_output.readline().rstrip() # with OOB true_header = ' '.join(['%10s'] + ['%16s'] * 3) % ( 'Iter', 'Train Loss', 'OOB Improve', 'Remaining Time') assert_equal(true_header, header) n_lines = sum(1 for l in verbose_output.readlines()) # one for 1-10 and then 9 for 20-100 assert_equal(10 + 9, n_lines) def test_more_verbose_output(): # Check verbose=2 does not cause error. from sklearn.externals.six.moves import cStringIO as StringIO import sys old_stdout = sys.stdout sys.stdout = StringIO() clf = GradientBoostingClassifier(n_estimators=100, random_state=1, verbose=2) clf.fit(X, y) verbose_output = sys.stdout sys.stdout = old_stdout # check output verbose_output.seek(0) header = verbose_output.readline().rstrip() # no OOB true_header = ' '.join(['%10s'] + ['%16s'] * 2) % ( 'Iter', 'Train Loss', 'Remaining Time') assert_equal(true_header, header) n_lines = sum(1 for l in verbose_output.readlines()) # 100 lines for n_estimators==100 assert_equal(100, n_lines) def test_warm_start(): # Test if warm start equals fit. X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1) for Cls in [GradientBoostingRegressor, GradientBoostingClassifier]: est = Cls(n_estimators=200, max_depth=1) est.fit(X, y) est_ws = Cls(n_estimators=100, max_depth=1, warm_start=True) est_ws.fit(X, y) est_ws.set_params(n_estimators=200) est_ws.fit(X, y) assert_array_almost_equal(est_ws.predict(X), est.predict(X)) def test_warm_start_n_estimators(): # Test if warm start equals fit - set n_estimators. X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1) for Cls in [GradientBoostingRegressor, GradientBoostingClassifier]: est = Cls(n_estimators=300, max_depth=1) est.fit(X, y) est_ws = Cls(n_estimators=100, max_depth=1, warm_start=True) est_ws.fit(X, y) est_ws.set_params(n_estimators=300) est_ws.fit(X, y) assert_array_almost_equal(est_ws.predict(X), est.predict(X)) def test_warm_start_max_depth(): # Test if possible to fit trees of different depth in ensemble. X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1) for Cls in [GradientBoostingRegressor, GradientBoostingClassifier]: est = Cls(n_estimators=100, max_depth=1, warm_start=True) est.fit(X, y) est.set_params(n_estimators=110, max_depth=2) est.fit(X, y) # last 10 trees have different depth assert_equal(est.estimators_[0, 0].max_depth, 1) for i in range(1, 11): assert_equal(est.estimators_[-i, 0].max_depth, 2) def test_warm_start_clear(): # Test if fit clears state. X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1) for Cls in [GradientBoostingRegressor, GradientBoostingClassifier]: est = Cls(n_estimators=100, max_depth=1) est.fit(X, y) est_2 = Cls(n_estimators=100, max_depth=1, warm_start=True) est_2.fit(X, y) # inits state est_2.set_params(warm_start=False) est_2.fit(X, y) # clears old state and equals est assert_array_almost_equal(est_2.predict(X), est.predict(X)) def test_warm_start_zero_n_estimators(): # Test if warm start with zero n_estimators raises error X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1) for Cls in [GradientBoostingRegressor, GradientBoostingClassifier]: est = Cls(n_estimators=100, max_depth=1, warm_start=True) est.fit(X, y) est.set_params(n_estimators=0) assert_raises(ValueError, est.fit, X, y) def test_warm_start_smaller_n_estimators(): # Test if warm start with smaller n_estimators raises error X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1) for Cls in [GradientBoostingRegressor, GradientBoostingClassifier]: est = Cls(n_estimators=100, max_depth=1, warm_start=True) est.fit(X, y) est.set_params(n_estimators=99) assert_raises(ValueError, est.fit, X, y) def test_warm_start_equal_n_estimators(): # Test if warm start with equal n_estimators does nothing X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1) for Cls in [GradientBoostingRegressor, GradientBoostingClassifier]: est = Cls(n_estimators=100, max_depth=1) est.fit(X, y) est2 = clone(est) est2.set_params(n_estimators=est.n_estimators, warm_start=True) est2.fit(X, y) assert_array_almost_equal(est2.predict(X), est.predict(X)) def test_warm_start_oob_switch(): # Test if oob can be turned on during warm start. X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1) for Cls in [GradientBoostingRegressor, GradientBoostingClassifier]: est = Cls(n_estimators=100, max_depth=1, warm_start=True) est.fit(X, y) est.set_params(n_estimators=110, subsample=0.5) est.fit(X, y) assert_array_equal(est.oob_improvement_[:100], np.zeros(100)) # the last 10 are not zeros assert_array_equal(est.oob_improvement_[-10:] == 0.0, np.zeros(10, dtype=np.bool)) def test_warm_start_oob(): # Test if warm start OOB equals fit. X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1) for Cls in [GradientBoostingRegressor, GradientBoostingClassifier]: est = Cls(n_estimators=200, max_depth=1, subsample=0.5, random_state=1) est.fit(X, y) est_ws = Cls(n_estimators=100, max_depth=1, subsample=0.5, random_state=1, warm_start=True) est_ws.fit(X, y) est_ws.set_params(n_estimators=200) est_ws.fit(X, y) assert_array_almost_equal(est_ws.oob_improvement_[:100], est.oob_improvement_[:100]) def early_stopping_monitor(i, est, locals): """Returns True on the 10th iteration. """ if i == 9: return True else: return False def test_monitor_early_stopping(): # Test if monitor return value works. X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1) for Cls in [GradientBoostingRegressor, GradientBoostingClassifier]: est = Cls(n_estimators=20, max_depth=1, random_state=1, subsample=0.5) est.fit(X, y, monitor=early_stopping_monitor) assert_equal(est.n_estimators, 20) # this is not altered assert_equal(est.estimators_.shape[0], 10) assert_equal(est.train_score_.shape[0], 10) assert_equal(est.oob_improvement_.shape[0], 10) # try refit est.set_params(n_estimators=30) est.fit(X, y) assert_equal(est.n_estimators, 30) assert_equal(est.estimators_.shape[0], 30) assert_equal(est.train_score_.shape[0], 30) est = Cls(n_estimators=20, max_depth=1, random_state=1, subsample=0.5, warm_start=True) est.fit(X, y, monitor=early_stopping_monitor) assert_equal(est.n_estimators, 20) assert_equal(est.estimators_.shape[0], 10) assert_equal(est.train_score_.shape[0], 10) assert_equal(est.oob_improvement_.shape[0], 10) # try refit est.set_params(n_estimators=30, warm_start=False) est.fit(X, y) assert_equal(est.n_estimators, 30) assert_equal(est.train_score_.shape[0], 30) assert_equal(est.estimators_.shape[0], 30) assert_equal(est.oob_improvement_.shape[0], 30) def test_complete_classification(): # Test greedy trees with max_depth + 1 leafs. from sklearn.tree._tree import TREE_LEAF X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1) k = 4 est = GradientBoostingClassifier(n_estimators=20, max_depth=None, random_state=1, max_leaf_nodes=k + 1) est.fit(X, y) tree = est.estimators_[0, 0].tree_ assert_equal(tree.max_depth, k) assert_equal(tree.children_left[tree.children_left == TREE_LEAF].shape[0], k + 1) def test_complete_regression(): # Test greedy trees with max_depth + 1 leafs. from sklearn.tree._tree import TREE_LEAF k = 4 est = GradientBoostingRegressor(n_estimators=20, max_depth=None, random_state=1, max_leaf_nodes=k + 1) est.fit(boston.data, boston.target) tree = est.estimators_[-1, 0].tree_ assert_equal(tree.children_left[tree.children_left == TREE_LEAF].shape[0], k + 1) def test_zero_estimator_reg(): # Test if ZeroEstimator works for regression. est = GradientBoostingRegressor(n_estimators=20, max_depth=1, random_state=1, init=ZeroEstimator()) est.fit(boston.data, boston.target) y_pred = est.predict(boston.data) mse = mean_squared_error(boston.target, y_pred) assert_almost_equal(mse, 33.0, decimal=0) est = GradientBoostingRegressor(n_estimators=20, max_depth=1, random_state=1, init='zero') est.fit(boston.data, boston.target) y_pred = est.predict(boston.data) mse = mean_squared_error(boston.target, y_pred) assert_almost_equal(mse, 33.0, decimal=0) est = GradientBoostingRegressor(n_estimators=20, max_depth=1, random_state=1, init='foobar') assert_raises(ValueError, est.fit, boston.data, boston.target) def test_zero_estimator_clf(): # Test if ZeroEstimator works for classification. X = iris.data y = np.array(iris.target) est = GradientBoostingClassifier(n_estimators=20, max_depth=1, random_state=1, init=ZeroEstimator()) est.fit(X, y) assert_greater(est.score(X, y), 0.96) est = GradientBoostingClassifier(n_estimators=20, max_depth=1, random_state=1, init='zero') est.fit(X, y) assert_greater(est.score(X, y), 0.96) # binary clf mask = y != 0 y[mask] = 1 y[~mask] = 0 est = GradientBoostingClassifier(n_estimators=20, max_depth=1, random_state=1, init='zero') est.fit(X, y) assert_greater(est.score(X, y), 0.96) est = GradientBoostingClassifier(n_estimators=20, max_depth=1, random_state=1, init='foobar') assert_raises(ValueError, est.fit, X, y) def test_max_leaf_nodes_max_depth(): # Test precedence of max_leaf_nodes over max_depth. X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1) all_estimators = [GradientBoostingRegressor, GradientBoostingClassifier] k = 4 for GBEstimator in all_estimators: est = GBEstimator(max_depth=1, max_leaf_nodes=k).fit(X, y) tree = est.estimators_[0, 0].tree_ assert_greater(tree.max_depth, 1) est = GBEstimator(max_depth=1).fit(X, y) tree = est.estimators_[0, 0].tree_ assert_equal(tree.max_depth, 1) def test_warm_start_wo_nestimators_change(): # Test if warm_start does nothing if n_estimators is not changed. # Regression test for #3513. clf = GradientBoostingClassifier(n_estimators=10, warm_start=True) clf.fit([[0, 1], [2, 3]], [0, 1]) assert_equal(clf.estimators_.shape[0], 10) clf.fit([[0, 1], [2, 3]], [0, 1]) assert_equal(clf.estimators_.shape[0], 10) def test_probability_exponential(): # Predict probabilities. clf = GradientBoostingClassifier(loss='exponential', n_estimators=100, random_state=1) assert_raises(ValueError, clf.predict_proba, T) clf.fit(X, y) assert_array_equal(clf.predict(T), true_result) # check if probabilities are in [0, 1]. y_proba = clf.predict_proba(T) assert_true(np.all(y_proba >= 0.0)) assert_true(np.all(y_proba <= 1.0)) score = clf.decision_function(T).ravel() assert_array_almost_equal(y_proba[:, 1], 1.0 / (1.0 + np.exp(-2 * score))) # derive predictions from probabilities y_pred = clf.classes_.take(y_proba.argmax(axis=1), axis=0) assert_array_equal(y_pred, true_result) def test_non_uniform_weights_toy_edge_case_reg(): X = [[1, 0], [1, 0], [1, 0], [0, 1]] y = [0, 0, 1, 0] # ignore the first 2 training samples by setting their weight to 0 sample_weight = [0, 0, 1, 1] for loss in ('huber', 'ls', 'lad', 'quantile'): gb = GradientBoostingRegressor(learning_rate=1.0, n_estimators=2, loss=loss) gb.fit(X, y, sample_weight=sample_weight) assert_greater(gb.predict([[1, 0]])[0], 0.5) def test_non_uniform_weights_toy_edge_case_clf(): X = [[1, 0], [1, 0], [1, 0], [0, 1]] y = [0, 0, 1, 0] # ignore the first 2 training samples by setting their weight to 0 sample_weight = [0, 0, 1, 1] for loss in ('deviance', 'exponential'): gb = GradientBoostingClassifier(n_estimators=5) gb.fit(X, y, sample_weight=sample_weight) assert_array_equal(gb.predict([[1, 0]]), [1]) def check_sparse_input(EstimatorClass, X, X_sparse, y): dense = EstimatorClass(n_estimators=10, random_state=0, max_depth=2).fit(X, y) sparse = EstimatorClass(n_estimators=10, random_state=0, max_depth=2, presort=False).fit(X_sparse, y) auto = EstimatorClass(n_estimators=10, random_state=0, max_depth=2, presort='auto').fit(X_sparse, y) assert_array_almost_equal(sparse.apply(X), dense.apply(X)) assert_array_almost_equal(sparse.predict(X), dense.predict(X)) assert_array_almost_equal(sparse.feature_importances_, dense.feature_importances_) assert_array_almost_equal(sparse.apply(X), auto.apply(X)) assert_array_almost_equal(sparse.predict(X), auto.predict(X)) assert_array_almost_equal(sparse.feature_importances_, auto.feature_importances_) if isinstance(EstimatorClass, GradientBoostingClassifier): assert_array_almost_equal(sparse.predict_proba(X), dense.predict_proba(X)) assert_array_almost_equal(sparse.predict_log_proba(X), dense.predict_log_proba(X)) assert_array_almost_equal(sparse.predict_proba(X), auto.predict_proba(X)) assert_array_almost_equal(sparse.predict_log_proba(X), auto.predict_log_proba(X)) @skip_if_32bit def test_sparse_input(): ests = (GradientBoostingClassifier, GradientBoostingRegressor) sparse_matrices = (csr_matrix, csc_matrix, coo_matrix) y, X = datasets.make_multilabel_classification(random_state=0, n_samples=50, n_features=1, n_classes=20) y = y[:, 0] for EstimatorClass, sparse_matrix in product(ests, sparse_matrices): yield check_sparse_input, EstimatorClass, X, sparse_matrix(X), y
bsd-3-clause
HighEnergyDataScientests/bnpcompetition
feature_analysis/correlation.py
1
1843
# ----------------------------------------------------------------------------- # Name: correlation # Purpose: Calculate correlations and covariance # # # ----------------------------------------------------------------------------- """ Calculate correlations and covariance """ import pandas as pd import numpy as np import xgboost as xgb import operator from sklearn import preprocessing from sklearn.cross_validation import train_test_split import matplotlib matplotlib.use("Agg") # Needed to save figures import matplotlib.pyplot as plt # --- Import data --- print("## Loading Data") train = pd.read_csv('../inputs/train.csv') # --- Process data --- print("## Data Processing") # Define parameters output_col_name = "target" id_col_name = "ID" train = train.drop(id_col_name, axis=1) # --- Calculate matrices and save to csv --- print("## Calculating matrices") print(" - Pearson correlation matrix") correlation_p = train.corr() # Pearson method correlation_p.to_csv('stats/correlation_matrix_pearson.csv') # print(" - Kendall Tau correlation matrix") # correlation_k = train.corr(method='kendall') # Kendall Tau # correlation_k.to_csv('stats/correlation_matrix_kendall.csv') print(" - Spearman correlation matrix") correlation_s = train.corr(method='spearman') # Spearman correlation_s.to_csv('stats/correlation_matrix_spearman.csv') covariance = train.cov() covariance.to_csv('stats/covariance_matrix.csv') # --- Plot matrices --- print("## Plotting") plt.matshow(correlation_p) plt.savefig('stats/correlation_matrix_pearson.png') plt.clf() # plt.matshow(correlation_k) # plt.savefig('stats/correlation_matrix_kendall.png') # plt.clf() plt.matshow(correlation_s) plt.savefig('stats/correlation_matrix_spearman.png') plt.clf() plt.matshow(covariance) plt.savefig('stats/covariance_matrix.png') plt.clf()
apache-2.0
keras-team/autokeras
docs/py/structured_data_regression.py
1
7361
"""shell pip install autokeras """ import numpy as np import pandas as pd import tensorflow as tf from sklearn.datasets import fetch_california_housing import autokeras as ak """ ## A Simple Example The first step is to prepare your data. Here we use the [California housing dataset]( https://scikit-learn.org/stable/datasets/index.html#california-housing-dataset) as an example. """ house_dataset = fetch_california_housing() df = pd.DataFrame( np.concatenate( (house_dataset.data, house_dataset.target.reshape(-1, 1)), axis=1 ), columns=house_dataset.feature_names + ["Price"], ) train_size = int(df.shape[0] * 0.9) df[:train_size].to_csv("train.csv", index=False) df[train_size:].to_csv("eval.csv", index=False) train_file_path = "train.csv" test_file_path = "eval.csv" """ The second step is to run the [StructuredDataRegressor](/structured_data_regressor). As a quick demo, we set epochs to 10. You can also leave the epochs unspecified for an adaptive number of epochs. """ # Initialize the structured data regressor. reg = ak.StructuredDataRegressor( overwrite=True, max_trials=3 ) # It tries 3 different models. # Feed the structured data regressor with training data. reg.fit( # The path to the train.csv file. train_file_path, # The name of the label column. "Price", epochs=10, ) # Predict with the best model. predicted_y = reg.predict(test_file_path) # Evaluate the best model with testing data. print(reg.evaluate(test_file_path, "Price")) """ ## Data Format The AutoKeras StructuredDataRegressor is quite flexible for the data format. The example above shows how to use the CSV files directly. Besides CSV files, it also supports numpy.ndarray, pandas.DataFrame or [tf.data.Dataset]( https://www.tensorflow.org/api_docs/python/tf/data/Dataset?version=stable). The data should be two-dimensional with numerical or categorical values. For the regression targets, it should be a vector of numerical values. AutoKeras accepts numpy.ndarray, pandas.DataFrame, or pandas.Series. The following examples show how the data can be prepared with numpy.ndarray, pandas.DataFrame, and tensorflow.data.Dataset. """ # x_train as pandas.DataFrame, y_train as pandas.Series x_train = pd.read_csv(train_file_path) print(type(x_train)) # pandas.DataFrame y_train = x_train.pop("Price") print(type(y_train)) # pandas.Series # You can also use pandas.DataFrame for y_train. y_train = pd.DataFrame(y_train) print(type(y_train)) # pandas.DataFrame # You can also use numpy.ndarray for x_train and y_train. x_train = x_train.to_numpy() y_train = y_train.to_numpy() print(type(x_train)) # numpy.ndarray print(type(y_train)) # numpy.ndarray # Preparing testing data. x_test = pd.read_csv(test_file_path) y_test = x_test.pop("Price") # It tries 10 different models. reg = ak.StructuredDataRegressor(max_trials=3, overwrite=True) # Feed the structured data regressor with training data. reg.fit(x_train, y_train, epochs=10) # Predict with the best model. predicted_y = reg.predict(x_test) # Evaluate the best model with testing data. print(reg.evaluate(x_test, y_test)) """ The following code shows how to convert numpy.ndarray to tf.data.Dataset. """ train_set = tf.data.Dataset.from_tensor_slices((x_train, y_train)) test_set = tf.data.Dataset.from_tensor_slices((x_test, y_test)) reg = ak.StructuredDataRegressor(max_trials=3, overwrite=True) # Feed the tensorflow Dataset to the regressor. reg.fit(train_set, epochs=10) # Predict with the best model. predicted_y = reg.predict(test_set) # Evaluate the best model with testing data. print(reg.evaluate(test_set)) """ You can also specify the column names and types for the data as follows. The `column_names` is optional if the training data already have the column names, e.g. pandas.DataFrame, CSV file. Any column, whose type is not specified will be inferred from the training data. """ # Initialize the structured data regressor. reg = ak.StructuredDataRegressor( column_names=[ "MedInc", "HouseAge", "AveRooms", "AveBedrms", "Population", "AveOccup", "Latitude", "Longitude", ], column_types={"MedInc": "numerical", "Latitude": "numerical"}, max_trials=10, # It tries 10 different models. overwrite=True, ) """ ## Validation Data By default, AutoKeras use the last 20% of training data as validation data. As shown in the example below, you can use `validation_split` to specify the percentage. """ reg.fit( x_train, y_train, # Split the training data and use the last 15% as validation data. validation_split=0.15, epochs=10, ) """ You can also use your own validation set instead of splitting it from the training data with `validation_data`. """ split = 500 x_val = x_train[split:] y_val = y_train[split:] x_train = x_train[:split] y_train = y_train[:split] reg.fit( x_train, y_train, # Use your own validation set. validation_data=(x_val, y_val), epochs=10, ) """ ## Customized Search Space For advanced users, you may customize your search space by using [AutoModel](/auto_model/#automodel-class) instead of [StructuredDataRegressor](/structured_data_regressor). You can configure the [StructuredDataBlock](/block/#structureddatablock-class) for some high-level configurations, e.g., `categorical_encoding` for whether to use the [CategoricalToNumerical](/block/#categoricaltonumerical-class). You can also do not specify these arguments, which would leave the different choices to be tuned automatically. See the following example for detail. """ input_node = ak.StructuredDataInput() output_node = ak.StructuredDataBlock(categorical_encoding=True)(input_node) output_node = ak.RegressionHead()(output_node) reg = ak.AutoModel( inputs=input_node, outputs=output_node, overwrite=True, max_trials=3 ) reg.fit(x_train, y_train, epochs=10) """ The usage of [AutoModel](/auto_model/#automodel-class) is similar to the [functional API](https://www.tensorflow.org/guide/keras/functional) of Keras. Basically, you are building a graph, whose edges are blocks and the nodes are intermediate outputs of blocks. To add an edge from `input_node` to `output_node` with `output_node = ak.[some_block]([block_args])(input_node)`. You can even also use more fine grained blocks to customize the search space even further. See the following example. """ input_node = ak.StructuredDataInput() output_node = ak.CategoricalToNumerical()(input_node) output_node = ak.DenseBlock()(output_node) output_node = ak.RegressionHead()(output_node) reg = ak.AutoModel( inputs=input_node, outputs=output_node, max_trials=3, overwrite=True ) reg.fit(x_train, y_train, epochs=10) """ You can also export the best model found by AutoKeras as a Keras Model. """ model = reg.export_model() model.summary() # numpy array in object (mixed type) is not supported. # you need convert it to unicode or float first. model.predict(x_train) """ ## Reference [StructuredDataRegressor](/structured_data_regressor), [AutoModel](/auto_model/#automodel-class), [StructuredDataBlock](/block/#structureddatablock-class), [DenseBlock](/block/#denseblock-class), [StructuredDataInput](/node/#structureddatainput-class), [RegressionHead](/block/#regressionhead-class), [CategoricalToNumerical](/block/#categoricaltonumerical-class). """
apache-2.0
dicortazar/xen-code-review-analysis
data-analysis/xen_analysis_ps_datetime.py
1
5096
#!/usr/bin/env python # -*- coding: utf-8 -*- # # Copyright (C) 2015-2016 Bitergia # # 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, write to the Free Software # Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. # # Authors: # Daniel Izquierdo <[email protected]> # Santiago Dueñas <[email protected]> # """ Xen Code Review Kibana-dashboard builder This script aims at building a Kibana dashboard focused on the several aspects of interest for the Xen community. This builds the following panels: * Time-focused panel at the level of patch series * People/Organizations panel at the level of patches/comments/reviews * Backlog/commits panel at the level of patch series The time focused panel plays with the following data: * Filters: * Patches per patch serie * Loops per patch serie * Evolutionary charts: * Time to merge * Time to commit * Time to re-work a patch serie * Cycle time * Time to first review """ from __future__ import absolute_import import argparse import pandas from mappings import PS_TIMEFOCUSED_MAPPING from queries import (QUERY_PATCH_SERIE, QUERY_TIME2MERGE, QUERY_TIME2COMMIT) from utils import (create_mysql_connection, create_elasticsearch_connection, execute_mysql_query, read_config_file, to_dict) XEN_INDEX = 'xen-patchseries-timefocused' DF_PATCH_COLUMNS = ["patchserie_id", "message_id", "subject", "sender", "sender_domain", "sent_date", "num_patches", "num_versions", "num_comments", "num_commenters"] DF_TIME2MERGE_COLUMNS = ["patchserie_id", "time2merge", "sent_date", "mergetime"] DF_TIME2COMMIT_COLUMNS = ["patchserie_id", "time2commit", "lastcommentdate", "committime"] def main(): parser = argparse.ArgumentParser() parser.add_argument('-c', '--config', dest='config_file', default='./settings') parser.add_argument('-i', '--index', dest='xen_index', default=XEN_INDEX) args = parser.parse_args() config = read_config_file(args.config_file) cursor = connect_to_mysql(**config['mysql']) dfs = load_dataframes(cursor) data = calculate(dfs) es_conn = connect_to_elasticsearch(**config['elasticsearch']) write_to_elasticsearch(es_conn, data, args.xen_index) def load_dataframes(cursor): data_patchserie = list(execute_mysql_query(cursor, QUERY_PATCH_SERIE)) data_time2merge = list(execute_mysql_query(cursor, QUERY_TIME2MERGE)) data_time2commit = list(execute_mysql_query(cursor, QUERY_TIME2COMMIT)) dfs = { 'patchseries' : pandas.DataFrame(data_patchserie, columns=DF_PATCH_COLUMNS), 'time2merge' : pandas.DataFrame(data_time2merge, columns=DF_TIME2MERGE_COLUMNS), 'time2commit' : pandas.DataFrame(data_time2commit, columns=DF_TIME2COMMIT_COLUMNS) } return dfs def calculate(dfs): patchseries = dfs['patchseries'] time2merge = dfs['time2merge'] time2commit = dfs['time2commit'] patchseries_df = pandas.merge(patchseries, time2merge, on='patchserie_id', how='left') patchseries_df = pandas.merge(patchseries_df, time2commit, on='patchserie_id', how='left') patchseries_df = patchseries_df.fillna(-1) patchseries_df['time2commit'] = (patchseries_df['time2commit'] / 3600.0) / 24.0 patchseries_df['time2merge'] = (patchseries_df['time2merge'] / 3600.0) / 24.0 return patchseries_df def connect_to_mysql(**params): user = params['user'] password = params['password'] host = params['host'] db = params['code_review_db'] cursor = create_mysql_connection(user, password, host, db) return cursor def connect_to_elasticsearch(**params): user = params['user'] password = params['password'] url = params['url'] conn = create_elasticsearch_connection(url, user, password) return conn def write_to_elasticsearch(conn, data, xen_index): conn.indices.create(index=xen_index, body=PS_TIMEFOCUSED_MAPPING, ignore=400) columns = data.columns.values.tolist() for row in data.itertuples(): uniq_id = row[0] doc = to_dict(row, columns) _ = conn.index(index=xen_index, doc_type='patchserie', id=uniq_id, body=doc) if __name__ == '__main__': main()
artistic-2.0
shareactorIO/pipeline
source.ml/jupyterhub.ml/notebooks/zz_old/TensorFlow/SkFlow_DEPRECATED/text_classification_character_cnn.py
6
3495
# Copyright 2015-present 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. """ This is an example of using convolutional networks over characters for DBpedia dataset to predict class from description of an entity. This model is similar to one described in this paper: "Character-level Convolutional Networks for Text Classification" http://arxiv.org/abs/1509.01626 and is somewhat alternative to the Lua code from here: https://github.com/zhangxiangxiao/Crepe """ import numpy as np from sklearn import metrics import pandas import tensorflow as tf import skflow ### Training data # Download dbpedia_csv.tar.gz from # https://drive.google.com/folderview?id=0Bz8a_Dbh9Qhbfll6bVpmNUtUcFdjYmF2SEpmZUZUcVNiMUw1TWN6RDV3a0JHT3kxLVhVR2M # Unpack: tar -xvf dbpedia_csv.tar.gz train = pandas.read_csv('dbpedia_csv/train.csv', header=None) X_train, y_train = train[2], train[0] test = pandas.read_csv('dbpedia_csv/test.csv', header=None) X_test, y_test = test[2], test[0] ### Process vocabulary MAX_DOCUMENT_LENGTH = 100 char_processor = skflow.preprocessing.ByteProcessor(MAX_DOCUMENT_LENGTH) X_train = np.array(list(char_processor.fit_transform(X_train))) X_test = np.array(list(char_processor.transform(X_test))) ### Models N_FILTERS = 10 FILTER_SHAPE1 = [20, 256] FILTER_SHAPE2 = [20, N_FILTERS] POOLING_WINDOW = 4 POOLING_STRIDE = 2 def char_cnn_model(X, y): """Character level convolutional neural network model to predict classes.""" byte_list = tf.reshape(skflow.ops.one_hot_matrix(X, 256), [-1, MAX_DOCUMENT_LENGTH, 256, 1]) with tf.variable_scope('CNN_Layer1'): # Apply Convolution filtering on input sequence. conv1 = skflow.ops.conv2d(byte_list, N_FILTERS, FILTER_SHAPE1, padding='VALID') # Add a RELU for non linearity. conv1 = tf.nn.relu(conv1) # Max pooling across output of Convlution+Relu. pool1 = tf.nn.max_pool(conv1, ksize=[1, POOLING_WINDOW, 1, 1], strides=[1, POOLING_STRIDE, 1, 1], padding='SAME') # Transpose matrix so that n_filters from convolution becomes width. pool1 = tf.transpose(pool1, [0, 1, 3, 2]) with tf.variable_scope('CNN_Layer2'): # Second level of convolution filtering. conv2 = skflow.ops.conv2d(pool1, N_FILTERS, FILTER_SHAPE2, padding='VALID') # Max across each filter to get useful features for classification. pool2 = tf.squeeze(tf.reduce_max(conv2, 1), squeeze_dims=[1]) # Apply regular WX + B and classification. return skflow.models.logistic_regression(pool2, y) classifier = skflow.TensorFlowEstimator(model_fn=char_cnn_model, n_classes=15, steps=100, optimizer='Adam', learning_rate=0.01, continue_training=True) # Continuously train for 1000 steps & predict on test set. while True: classifier.fit(X_train, y_train) score = metrics.accuracy_score(y_test, classifier.predict(X_test)) print("Accuracy: %f" % score)
apache-2.0
pauldeng/nilmtk
nilmtk/metrics.py
5
13373
'''Metrics to compare disaggregation performance against ground truth data. All metrics functions have the same interface. Each function takes `predictions` and `ground_truth` parameters. Both of which are nilmtk.MeterGroup objects. Each function returns one of two types: either a pd.Series or a single float. Most functions return a pd.Series where each index element is a meter instance int or a tuple of ints for MeterGroups. Notation -------- Below is the notation used to mathematically define each metric. :math:`T` - number of time slices. :math:`t` - a time slice. :math:`N` - number of appliances. :math:`n` - an appliance. :math:`y^{(n)}_t` - ground truth power of appliance :math:`n` in time slice :math:`t`. :math:`\\hat{y}^{(n)}_t` - estimated power of appliance :math:`n` in time slice :math:`t`. :math:`x^{(n)}_t` - ground truth state of appliance :math:`n` in time slice :math:`t`. :math:`\\hat{x}^{(n)}_t` - estimated state of appliance :math:`n` in time slice :math:`t`. Functions --------- ''' from __future__ import print_function, division import numpy as np import pandas as pd import math from .metergroup import MeterGroup, iterate_through_submeters_of_two_metergroups from .electric import align_two_meters def error_in_assigned_energy(predictions, ground_truth): """Compute error in assigned energy. .. math:: error^{(n)} = \\left | \\sum_t y^{(n)}_t - \\sum_t \\hat{y}^{(n)}_t \\right | Parameters ---------- predictions, ground_truth : nilmtk.MeterGroup Returns ------- errors : pd.Series Each index is an meter instance int (or tuple for MeterGroups). Each value is the absolute error in assigned energy for that appliance, in kWh. """ errors = {} both_sets_of_meters = iterate_through_submeters_of_two_metergroups( predictions, ground_truth) for pred_meter, ground_truth_meter in both_sets_of_meters: sections = pred_meter.good_sections() ground_truth_energy = ground_truth_meter.total_energy(sections=sections) predicted_energy = pred_meter.total_energy(sections=sections) errors[pred_meter.instance()] = np.abs(ground_truth_energy - predicted_energy) return pd.Series(errors) def fraction_energy_assigned_correctly(predictions, ground_truth): '''Compute fraction of energy assigned correctly .. math:: fraction = \\sum_n min \\left ( \\frac{\\sum_n y}{\\sum_{n,t} y}, \\frac{\\sum_n \\hat{y}}{\\sum_{n,t} \\hat{y}} \\right ) Ignores distinction between different AC types, instead if there are multiple AC types for each meter then we just take the max value across the AC types. Parameters ---------- predictions, ground_truth : nilmtk.MeterGroup Returns ------- fraction : float in the range [0,1] Fraction of Energy Correctly Assigned. ''' predictions_submeters = MeterGroup(meters=predictions.submeters().meters) ground_truth_submeters = MeterGroup(meters=ground_truth.submeters().meters) fraction_per_meter_predictions = predictions_submeters.fraction_per_meter() fraction_per_meter_ground_truth = ground_truth_submeters.fraction_per_meter() fraction_per_meter_ground_truth.index = fraction_per_meter_ground_truth.index.map(lambda meter: meter.instance) fraction_per_meter_predictions.index = fraction_per_meter_predictions.index.map(lambda meter: meter.instance) fraction = 0 for meter_instance in predictions_submeters.instance(): fraction += min(fraction_per_meter_ground_truth[meter_instance], fraction_per_meter_predictions[meter_instance]) return fraction def mean_normalized_error_power(predictions, ground_truth): '''Compute mean normalized error in assigned power .. math:: error^{(n)} = \\frac { \\sum_t {\\left | y_t^{(n)} - \\hat{y}_t^{(n)} \\right |} } { \\sum_t y_t^{(n)} } Parameters ---------- predictions, ground_truth : nilmtk.MeterGroup Returns ------- mne : pd.Series Each index is an meter instance int (or tuple for MeterGroups). Each value is the MNE for that appliance. ''' mne = {} both_sets_of_meters = iterate_through_submeters_of_two_metergroups( predictions, ground_truth) for pred_meter, ground_truth_meter in both_sets_of_meters: total_abs_diff = 0.0 sum_of_ground_truth_power = 0.0 for aligned_meters_chunk in align_two_meters(pred_meter, ground_truth_meter): diff = aligned_meters_chunk.icol(0) - aligned_meters_chunk.icol(1) total_abs_diff += sum(abs(diff.dropna())) sum_of_ground_truth_power += aligned_meters_chunk.icol(1).sum() mne[pred_meter.instance()] = total_abs_diff / sum_of_ground_truth_power return pd.Series(mne) def rms_error_power(predictions, ground_truth): '''Compute RMS error in assigned power .. math:: error^{(n)} = \\sqrt{ \\frac{1}{T} \\sum_t{ \\left ( y_t - \\hat{y}_t \\right )^2 } } Parameters ---------- predictions, ground_truth : nilmtk.MeterGroup Returns ------- error : pd.Series Each index is an meter instance int (or tuple for MeterGroups). Each value is the RMS error in predicted power for that appliance. ''' error = {} both_sets_of_meters = iterate_through_submeters_of_two_metergroups( predictions, ground_truth) for pred_meter, ground_truth_meter in both_sets_of_meters: sum_of_squared_diff = 0.0 n_samples = 0 for aligned_meters_chunk in align_two_meters(pred_meter, ground_truth_meter): diff = aligned_meters_chunk.icol(0) - aligned_meters_chunk.icol(1) diff.dropna(inplace=True) sum_of_squared_diff += (diff ** 2).sum() n_samples += len(diff) error[pred_meter.instance()] = math.sqrt(sum_of_squared_diff / n_samples) return pd.Series(error) def f1_score(predictions, ground_truth): '''Compute F1 scores. .. math:: F_{score}^{(n)} = \\frac {2 * Precision * Recall} {Precision + Recall} Parameters ---------- predictions, ground_truth : nilmtk.MeterGroup Returns ------- f1_scores : pd.Series Each index is an meter instance int (or tuple for MeterGroups). Each value is the F1 score for that appliance. If there are multiple chunks then the value is the weighted mean of the F1 score for each chunk. ''' # If we import sklearn at top of file then sphinx breaks. from sklearn.metrics import f1_score as sklearn_f1_score # sklearn produces lots of DepreciationWarnings with PyTables import warnings warnings.filterwarnings("ignore", category=DeprecationWarning) f1_scores = {} both_sets_of_meters = iterate_through_submeters_of_two_metergroups( predictions, ground_truth) for pred_meter, ground_truth_meter in both_sets_of_meters: scores_for_meter = pd.DataFrame(columns=['score', 'n_samples']) for aligned_states_chunk in align_two_meters(pred_meter, ground_truth_meter, 'when_on'): aligned_states_chunk.dropna(inplace=True) aligned_states_chunk = aligned_states_chunk.astype(int) score = sklearn_f1_score(aligned_states_chunk.icol(0), aligned_states_chunk.icol(1)) scores_for_meter = scores_for_meter.append( {'score': score, 'n_samples': len(aligned_states_chunk)}, ignore_index=True) # Calculate weighted mean tot_samples = scores_for_meter['n_samples'].sum() scores_for_meter['proportion'] = (scores_for_meter['n_samples'] / tot_samples) avg_score = (scores_for_meter['score'] * scores_for_meter['proportion']).sum() f1_scores[pred_meter.instance()] = avg_score return pd.Series(f1_scores) ##### FUNCTIONS BELOW THIS LINE HAVE NOT YET BEEN CONVERTED TO NILMTK v0.2 ##### """ def confusion_matrices(predicted_states, ground_truth_states): '''Compute confusion matrix between appliance states for each appliance Parameters ---------- predicted_state: Pandas DataFrame of type {appliance : [array of predicted states]} ground_truth_state: Pandas DataFrame of type {appliance : [array of ground truth states]} Returns ------- dict of type {appliance : confusion matrix} ''' re = {} for appliance in predicted_states: matrix = np.zeros([np.max(ground_truth_states[appliance]) + 1, np.max(ground_truth_states[appliance]) + 1]) for time in predicted_states[appliance]: matrix[predicted_states.values[time, appliance], ground_truth_states.values[time, appliance]] += 1 re[appliance] = matrix return re def tp_fp_fn_tn(predicted_states, ground_truth_states): '''Compute counts of True Positives, False Positives, False Negatives, True Negatives .. math:: TP^{(n)} = \\sum_{t} and \\left ( x^{(n)}_t = on, \\hat{x}^{(n)}_t = on \\right ) FP^{(n)} = \\sum_{t} and \\left ( x^{(n)}_t = off, \\hat{x}^{(n)}_t = on \\right ) FN^{(n)} = \\sum_{t} and \\left ( x^{(n)}_t = on, \\hat{x}^{(n)}_t = off \\right ) TN^{(n)} = \\sum_{t} and \\left ( x^{(n)}_t = off, \\hat{x}^{(n)}_t = off \\right ) Parameters ---------- predicted_state: Pandas DataFrame of type {appliance : [array of predicted states]} ground_truth_state: Pandas DataFrame of type {appliance : [array of ground truth states]} Returns ------- numpy array where columns represent appliances and rows represent: [TP, FP, FN, TN] ''' # assumes state 0 = off, all other states = on predicted_states_on = predicted_states > 0 ground_truth_states_on = ground_truth_states > 0 tp = np.sum(np.logical_and(predicted_states_on.values == True, ground_truth_states_on.values == True), axis=0) fp = np.sum(np.logical_and(predicted_states_on.values == True, ground_truth_states_on.values == False), axis=0) fn = np.sum(np.logical_and(predicted_states_on.values == False, ground_truth_states_on.values == True), axis=0) tn = np.sum(np.logical_and(predicted_states_on.values == False, ground_truth_states_on.values == False), axis=0) return np.array([tp, fp, fn, tn]).astype(float) def tpr_fpr(predicted_states, ground_truth_states): '''Compute True Positive Rate and False Negative Rate .. math:: TPR^{(n)} = \\frac{TP}{\\left ( TP + FN \\right )} FPR^{(n)} = \\frac{FP}{\\left ( FP + TN \\right )} Parameters ---------- predicted_state: Pandas DataFrame of type {appliance : [array of predicted states]} ground_truth_state: Pandas DataFrame of type {appliance : [array of ground truth states]} Returns ------- numpy array where columns represent appliances and rows represent: [TPR, FPR] ''' tfpn = tp_fp_fn_tn(predicted_states, ground_truth_states) tpr = tfpn[0, :] / (tfpn[0, :] + tfpn[2, :]) fpr = tfpn[1, :] / (tfpn[1, :] + tfpn[3, :]) return np.array([tpr, fpr]) def precision_recall(predicted_states, ground_truth_states): '''Compute Precision and Recall .. math:: Precision^{(n)} = \\frac{TP}{\\left ( TP + FP \\right )} Recall^{(n)} = \\frac{TP}{\\left ( TP + FN \\right )} Parameters ---------- predicted_state: Pandas DataFrame of type {appliance : [array of predicted states]} ground_truth_state: Pandas DataFrame of type {appliance : [array of ground truth states]} Returns ------- numpy array where columns represent appliances and rows represent: [Precision, Recall] ''' tfpn = tp_fp_fn_tn(predicted_states, ground_truth_states) prec = tfpn[0, :] / (tfpn[0, :] + tfpn[1, :]) rec = tfpn[0, :] / (tfpn[0, :] + tfpn[2, :]) return np.array([prec, rec]) def hamming_loss(predicted_state, ground_truth_state): '''Compute Hamming loss .. math:: HammingLoss = \\frac{1}{T} \\sum_{t} \\frac{1}{N} \\sum_{n} xor \\left ( x^{(n)}_t, \\hat{x}^{(n)}_t \\right ) Parameters ---------- predicted_state: Pandas DataFrame of type {appliance : [array of predicted states]} ground_truth_state: Pandas DataFrame of type {appliance : [array of ground truth states]} Returns ------- float of hamming_loss ''' num_appliances = np.size(ground_truth_state.values, axis=1) xors = np.sum((predicted_state.values != ground_truth_state.values), axis=1) / num_appliances return np.mean(xors) """
apache-2.0
mapazarr/astropy_scripts
astropy_scripts/test_histograms.py
1
11331
from __future__ import (absolute_import, division, print_function, unicode_literals) # python 2 as python 3 import numpy as np from astropy.table import Table from matplotlib import pyplot as plt from mpl_toolkits.mplot3d import Axes3D from matplotlib.colors import LogNorm from pylab import * import matplotlib.mlab as mlab GRAPH_DEBUG = 0 ################# # histogramming # ################# data = np.array([1.,2.,3.,4.,5.]) print("data", repr(data)) bins = np.array([0., 2.5, 5.]) print("bins", repr(bins)) dig_data = np.digitize(data, bins) h_data, edges_data = np.histogram(data, bins) data_x = np.array([1.,2.,3.,4.,5.]) # column-wise # works for histogram2d data_y = np.array([11.,12.,13.,14.,15.]) # works for histogram2d print("data_x", repr(data_x)) print("data_y", repr(data_y)) data_2d = np.array([[1.,2.,3.,4.,5.], [11.,12.,13.,14.,15.]]) # column-wise # doesn't work! data_2d_col = np.array([[1.,2.,3.,4.,5.], [11.,12.,13.,14.,15.]]) # column-wise # doesn't work! data_2d_row = np.array([[1.,11.], [2.,12.], [3.,13.], [4.,14.], [5.,15.]]) # row-wise # works for histogramdd print("data_2d", repr(data_2d)) #bins_2d = np.array([[0., 2.5, 5.], [10., 12.5, 15.]]) bins_2d = np.array([[0., 2., 4., 6.], [10., 12., 14., 16.]]) print("bins_2d", repr(bins_2d)) #np.digitize(data_2d, bins_2d) # doesn't work! #np.histogram(data_2d, bins_2d) # doesn't work! #np.histogram2d(data_2d, bins_2d) # doesn't work! h2d_data, x_edges_data, y_edges_data = np.histogram2d(data_x, data_y, bins_2d) hdd_data, edges_data = np.histogramdd(data_2d_row, bins_2d) # convert column-wise data to row-wise data data_2d_col_trans = np.transpose(data_2d_col) # test histogram from astropy table astro_table = Table() astro_table['X'] = data_x astro_table['Y'] = data_y print("astro_table") print(astro_table) data = np.array(astro_table) # structured array incompatible with histogram functions! print("structured data", data) data = np.vstack([astro_table['X'], astro_table['Y']]).T print("non-structured data") print(data) hdd_table, edges_table = np.histogramdd(data, bins_2d) #import IPython; IPython.embed() #dig_data #h_data #h2d_data #hdd_data #hdd_table print("dig_data") print(repr(dig_data)) print("h_data") print(repr(h_data)) print("h2d_data") print(repr(h2d_data)) print("hdd_data") print(repr(hdd_data)) print("hdd_table") print(repr(hdd_table)) # there is also methods to histogram directly when plotting with mpl (plt.hist) # ref: http://matplotlib.org/examples/statistics/histogram_demo_features.html print() ############ # plotting # ############ # Examples of 1D histogram plots # ref: http://matplotlib.org/examples/statistics/histogram_demo_features.html # http://matplotlib.org/examples/statistics/histogram_demo_histtypes.html # 1st example fig = plt.figure() ax = fig.add_subplot(111) # example data mu = 100 # mean of distribution sigma = 15 # standard deviation of distribution x = mu + sigma * np.random.randn(10000) num_bins = 50 # the histogram of the data n, bins, patches = plt.hist(x, num_bins, normed=1, facecolor='green', alpha=0.5) # add a 'best fit' line y = mlab.normpdf(bins, mu, sigma) plt.plot(bins, y, 'r--') plt.xlabel('Smarts') plt.ylabel('Probability') plt.title(r'Histogram of IQ: $\mu=100$, $\sigma=15$') # Tweak spacing to prevent clipping of ylabel plt.subplots_adjust(left=0.15) plt.draw() if GRAPH_DEBUG: plt.show() # wait until image is closed # 2nd example mu = 200 sigma = 25 x = mu + sigma*np.random.randn(10000) fig, (ax0, ax1) = plt.subplots(ncols=2, figsize=(8, 4)) ax0.hist(x, 20, normed=1, histtype='stepfilled', facecolor='g', alpha=0.75) ax0.set_title('stepfilled') # Create a histogram by providing the bin edges (unequally spaced). bins = [100, 150, 180, 195, 205, 220, 250, 300] ax1.hist(x, bins, normed=1, histtype='bar', rwidth=0.8) ax1.set_title('unequal bins') plt.tight_layout() plt.draw() if GRAPH_DEBUG: plt.show() # wait until image is closed # TODO: try to make plots with my numpy 1D histogram objects: is it possible, or do I have to use the "hist" method of matplotlib/pyplot? # plot 2D histogram in 3D (with bars) # ref: http://matplotlib.org/examples/mplot3d/hist3d_demo.html fig = plt.figure() ax = fig.add_subplot(111, projection='3d') x, y = np.random.rand(2, 100) * 4 hist, xedges, yedges = np.histogram2d(x, y, bins=4) elements = (len(xedges) - 1) * (len(yedges) - 1) xpos, ypos = np.meshgrid(xedges[:-1]+0.25, yedges[:-1]+0.25) xpos = xpos.flatten() ypos = ypos.flatten() zpos = np.zeros(elements) dx = 0.5 * np.ones_like(zpos) dy = dx.copy() dz = hist.flatten() ax.bar3d(xpos, ypos, zpos, dx, dy, dz, color='b', zsort='average') ax.set_xlabel('X') ax.set_ylabel('Y') ax.set_ylabel('HIST quantity') plt.draw() if GRAPH_DEBUG: plt.show() # wait until image is closed # plot 2D histogram in 2D (with squares) # not working!!! I guess I need to do a scatter plot!!! #fig = plt.figure() ###ax = fig.add_subplot(111, projection='2d') #ax = fig.add_subplot(111) #x, y = np.random.rand(2, 100) * 4 #hist, xedges, yedges = np.histogram2d(x, y, bins=4) # ##elements = (len(xedges) - 1) * (len(yedges) - 1) #xpos, ypos = np.meshgrid(xedges[:-1]+0.25, yedges[:-1]+0.25) # #xpos = xpos.flatten() #ypos = ypos.flatten() #dx = hist.flatten() #dy = dx.copy() # ##ax.bar2d(xpos, ypos, dx, dy, color='b', zsort='average') ##ax.bar(xpos, ypos, dx, dy, color='b', zsort='average') ##ax.imshow([dx,dy], origin='lower') #ax.set_xlabel('X') #ax.set_ylabel('Y') # #plt.draw() # #if GRAPH_DEBUG: # plt.show() # wait until image is closed # plot 2D histogram in 2D (scatter) #(see a better example further below) fig = plt.figure() ax = fig.add_subplot(111) x, y = np.random.rand(2, 100) * 4 hist, xedges, yedges = np.histogram2d(x, y, bins=4) #elements = (len(xedges) - 1) * (len(yedges) - 1) xpos, ypos = np.meshgrid(xedges[:-1]+0.25, yedges[:-1]+0.25) xpos = xpos.flatten() ypos = ypos.flatten() dx = hist.flatten() dy = dx.copy() area = dx*dy c = plt.scatter(xpos, ypos, c='b', s=area, cmap=plt.cm.hsv) ax.set_xlabel('X') ax.set_ylabel('Y') plt.draw() if GRAPH_DEBUG: plt.show() # wait until image is closed # plot 2D histogram in 2D (with colors, similar colz in root) # ref: http://matplotlib.org/examples/pylab_examples/hist2d_log_demo.html # not exportable to 3D, because there is no hist3d!!! fig = plt.figure() ax = fig.add_subplot(111) #normal distribution center at x=0 and y=5 x = randn(100000) y = randn(100000)+5 plt.hist2d(x, y, bins=40, norm=LogNorm()) ax.set_xlabel('X') ax.set_ylabel('Y') plt.colorbar(label='represented quantity') plt.draw() if GRAPH_DEBUG: plt.show() # wait until image is closed # For plotting 3D hist in box (cube) plot use: # x, y, z as middle points of bins defiend as edges (1 point less as bin edges) (bin centers) # data: cubes with side equal to the value of the histogram in the coresponding bin # eventually scaled by a constant factor for better plot visibility # plot 3D histogram in 3D (with boxes) data_z = np.array([21.,22.,23.,24.,25.]) # works for histogram2d bins_3d = np.array([[0., 2., 4., 6.], [10., 12., 14., 16.], [20., 22., 24., 26.]]) astro_table['Z'] = data_z print("astro_table") print(astro_table) print("structured data", data) data = np.vstack([astro_table['X'], astro_table['Y'], astro_table['Z']]).T print("non-structured data") print(data) hdd_table, edges_table = np.histogramdd(data, bins_3d) print("edges_table") print(repr(edges_table)) print("hdd_table") print(repr(hdd_table)) fig = plt.figure() ax = fig.add_subplot(111, projection='3d') # define point positions as bin centers x_edges_low = edges_table[0][:-1] x_edges_high = edges_table[0][1:] xpos = (x_edges_low + x_edges_high)/2. y_edges_low = edges_table[1][:-1] y_edges_high = edges_table[1][1:] ypos = (y_edges_low + y_edges_high)/2. z_edges_low = edges_table[2][:-1] z_edges_high = edges_table[2][1:] zpos = (z_edges_low + z_edges_high)/2. # define grid of points (i.e. coords for each 2D bin) xpos, ypos, zpos = np.meshgrid(xpos, ypos, zpos) xpos = xpos.flatten() # reduce to a list of coords ypos = ypos.flatten() # reduce to a list of coords zpos = zpos.flatten() # reduce to a list of coords # dimensions of the boxes dx = hdd_table.flatten() #dx *= 0.5 # scale! # WARNING! if I scale, the boxes are shifted w.r.t. the bin centers!!! TODO: FIXME!!!! dy = dx.copy() dz = dx.copy() ax.bar3d(xpos, ypos, zpos, dx, dy, dz, color='b', zsort='average') ax.set_xlabel('X') ax.set_ylabel('Y') ax.set_zlabel('Z') plt.draw() if GRAPH_DEBUG: plt.show() # wait until image is closed # For plotting 2D hist in scatter plot use: # x, y as middle points of bins defiend as edges (1 point less as bin edges) (bin centers) # data: circles with radius equal to the value of the histogram in the coresponding bin # eventually scaled by a constant factor for better plot visibility # Analogous procedure for 3D hist scatter plot. # plot 2D histogram in 2D (scatter) # ref: http://matplotlib.org/examples/pie_and_polar_charts/polar_scatter_demo.html fig = plt.figure() ax = fig.add_subplot(111) # define point positions as bin centers x_edges_low = x_edges_data[:-1] x_edges_high = x_edges_data[1:] xpos = (x_edges_low + x_edges_high)/2. y_edges_low = y_edges_data[:-1] y_edges_high = y_edges_data[1:] ypos = (y_edges_low + y_edges_high)/2. # define grid of points (i.e. coords for each 2D bin) xpos, ypos = np.meshgrid(xpos, ypos) xpos = xpos.flatten() # reduce to a list of coords ypos = ypos.flatten() # reduce to a list of coords # area for the circles in the scatter plot r = h2d_data.flatten() # reduce to a list of bin contents area = r**2 area *= 100. # scale! colormap = plt.cm.hsv # ref: http://matplotlib.org/examples/color/colormaps_reference.html # beware: scatter is called in "ax" for 3D plots, but in "plt" for 2D plots! c = plt.scatter(xpos, ypos, c='b', s=area, cmap=colormap) ax.set_xlabel('X') ax.set_ylabel('Y') plt.draw() if GRAPH_DEBUG: plt.show() # wait until image is closed # plot 3D histogram in 3D (scatter) # ref: http://matplotlib.org/examples/mplot3d/scatter3d_demo.html fig = plt.figure() ax = fig.add_subplot(111, projection='3d') # define point positions as bin centers x_edges_low = edges_table[0][:-1] x_edges_high = edges_table[0][1:] xpos = (x_edges_low + x_edges_high)/2. y_edges_low = edges_table[1][:-1] y_edges_high = edges_table[1][1:] ypos = (y_edges_low + y_edges_high)/2. z_edges_low = edges_table[2][:-1] z_edges_high = edges_table[2][1:] zpos = (z_edges_low + z_edges_high)/2. # define grid of points (i.e. coords for each 2D bin) xpos, ypos, zpos = np.meshgrid(xpos, ypos, zpos) xpos = xpos.flatten() # reduce to a list of coords ypos = ypos.flatten() # reduce to a list of coords zpos = zpos.flatten() # reduce to a list of coords # area for the circles in the scatter plot r = hdd_table.flatten() # reduce to a list of bin contents area = r**2 area *= 100. # scale! colormap = plt.cm.hsv # ref: http://matplotlib.org/examples/color/colormaps_reference.html # beware: scatter is called in "ax" for 3D plots, but in "plt" for 2D plots! c = ax.scatter(xpos, ypos, zpos, c='b', s=area, cmap=colormap) ax.set_xlabel('X') ax.set_ylabel('Y') ax.set_zlabel('Z') plt.draw() if GRAPH_DEBUG: plt.show() # wait until image is closed plt.show() #don't quit at the end
gpl-2.0
peter-kiechle/tactile-sensors
python/PyDSA-Konqueror/PyDSA-Konqueror.py
1
7924
# -*- coding: utf-8 -*- #!/usr/bin/env python import os, sys import numpy as np import matplotlib.pyplot as plt from matplotlib.widgets import Slider import matplotlib.gridspec as gridspec import colorsys import pygtk pygtk.require('2.0') import gtk # Custom library print("CWD: " + os.getcwd() ) lib_path = os.path.abspath('../../lib') sys.path.append(lib_path) import framemanager_python ############## # Color stuff ############## UIBK_blue = [0.0, 0.1765, 0.4392] UIBK_orange = [1.0, 0.5, 0.0] def change_brightness(colors, factor): brighter_colors = [] for color in colors: color = colorsys.rgb_to_hls(color[0], color[1], color[2]) # workaround immutable tuples color = list(color) color[1] = np.min([1.0, factor*color[1]]) color = tuple(color) brighter_colors.append( colorsys.hls_to_rgb(color[0], color[1], color[2]) ) return brighter_colors # Define YELLOW_RED colormap: # For each RGB channel: each row consists of (x, y0, y1) where the x must increase from 0 to 1 #row i: x y0 y1 # / # / #row i+1: x y0 y1 cdict = {'red': ((0.0, 0.9, 0.9), # Red channel remains constant (1.0, 0.9, 0.9)), 'green': ((0.0, 0.9, 0.9), # Green fades out (1.0, 0.0, 0.0)), 'blue': ((0.0, 0.0, 0.0), # Blue is turned off (1.0, 0.0, 0.0))} plt.register_cmap(name='YELLOW_RED', data=cdict) colormap = plt.get_cmap('YELLOW_RED') #colormap = plt.get_cmap('gnuplot') #colormap = plt.get_cmap('YlOrRd') #colormap = plt.get_cmap('autumn') #colormap = plt.get_cmap('afmhot') #colormap = plt.get_cmap('gist_heat') #colormap = plt.get_cmap('gray') # Color of inactive cells #colormap.set_under([0.0, 0.0, 0.0]) colormap.set_under([0.2, 0.2, 0.2]) # Categorical colors colors = [(0.12156862745098039, 0.4666666666666667, 0.7058823529411765), # Blue (1.0, 0.4980392156862745, 0.054901960784313725), # Orange (0.17254901960784313, 0.6274509803921569, 0.17254901960784313), # Green (0.8392156862745098, 0.15294117647058825, 0.1568627450980392), # Red (0.5803921568627451, 0.403921568627451, 0.7411764705882353), # Purple (0.5490196078431373, 0.33725490196078434, 0.29411764705882354), # Brown (0.7372549019607844, 0.7411764705882353, 0.13333333333333333), # Greenish/yellow (0.09019607843137255, 0.7450980392156863, 0.8117647058823529)] # Aquamarine brighter_colors = change_brightness(colors, 1.5) ############## # Filechooser ############## def pick_file(): filename = None # Check for new pygtk: this is new class in PyGtk 2.4 if gtk.pygtk_version < (2,3,90): print "PyGtk 2.3.90 or later required for this example" raise SystemExit dialog = gtk.FileChooserDialog("Open..", None, gtk.FILE_CHOOSER_ACTION_OPEN, (gtk.STOCK_CANCEL, gtk.RESPONSE_CANCEL, gtk.STOCK_OPEN, gtk.RESPONSE_OK)) dialog.set_default_response(gtk.RESPONSE_OK) dialog.set_current_folder(os.getcwd()) filter = gtk.FileFilter() filter.set_name("DSA Pressure Profiles") filter.add_pattern("*.dsa") dialog.add_filter(filter) filter = gtk.FileFilter() filter.set_name("All files") filter.add_pattern("*") dialog.add_filter(filter) response = dialog.run() if response == gtk.RESPONSE_OK: filename = dialog.get_filename() #elif response == gtk.RESPONSE_CANCEL: # sys.exit() dialog.destroy() return filename ########################### # Called when slider moves ########################### def update_frame(val): frameID = int(slider_frameID.val) for matrixID, name in enumerate(matrix_description): frame = frameManager.get_tsframe(frameID, matrixID) ax = axismapping[matrixID] ax.cla() ax.imshow(frame, cmap=colormap, vmin=0.001, vmax=maxValue, interpolation='nearest') ax.text(0.5, 0.5, "%d" % matrixID, va="center", ha="center", color=[1.0, 1.0, 1.0, 0.5], fontsize=32, transform=ax.transAxes) # Remove axis labels for tl in ax.get_xticklabels() + ax.get_yticklabels(): tl.set_visible(False) marker = ax_graph.axvline(x=timestamps[frameID], ymin=0.0, ymax = 1.0, lw=2, ls='--', color=[1.0, 1.0, 1.0], alpha=0.5) plt.draw() marker.remove() # Load pressure profile #file_name = "foam_ball.dsa" if os.environ.get('DSA_PROFILE_NAME'): file_name = os.environ['DSA_PROFILE_NAME'] else: file_name = pick_file() if file_name == None: sys.exit() print "Opening file: ", file_name profileAbsPath = os.path.abspath(file_name) profileName = os.path.basename(profileAbsPath) frameManager = framemanager_python.FrameManagerWrapper() frameManager.load_profile(profileAbsPath); numFrames = frameManager.get_tsframe_count(); maxValue = np.max(frameManager.get_max_frame_list()) # Matrix averages averages_matrix_0 = frameManager.get_average_matrix_list(0) averages_matrix_1 = frameManager.get_average_matrix_list(1) averages_matrix_2 = frameManager.get_average_matrix_list(2) averages_matrix_3 = frameManager.get_average_matrix_list(3) averages_matrix_4 = frameManager.get_average_matrix_list(4) averages_matrix_5 = frameManager.get_average_matrix_list(5) # Time stamps timestamps = frameManager.get_tsframe_timestamp_list() timestamps = (timestamps-timestamps[0]) / 1000.0 # Relative timestamps in seconds ############ # Plotting ############ # Grid-coordinates: (y, x) gs = gridspec.GridSpec(1, 2, wspace=0.25, width_ratios=[1,1]) gs_left = gridspec.GridSpecFromSubplotSpec(2, 3, subplot_spec=gs[0]) gs_right = gridspec.GridSpecFromSubplotSpec(1, 1, subplot_spec=gs[1]) ax_finger_0_dist = plt.subplot(gs_left[0,0]) ax_finger_0_prox = plt.subplot(gs_left[1,0]) ax_finger_1_dist = plt.subplot(gs_left[0,1]) ax_finger_1_prox = plt.subplot(gs_left[1,1]) ax_finger_2_dist = plt.subplot(gs_left[0,2]) ax_finger_2_prox = plt.subplot(gs_left[1,2]) ax_graph = plt.subplot(gs_right[0]) axismapping = [ax_finger_0_prox, ax_finger_0_dist, ax_finger_1_prox, ax_finger_1_dist, ax_finger_2_prox, ax_finger_2_dist, ax_graph] matrix_description = ["Finger 0: Proximal", "Finger 0: Distal", "Finger 1: Proximal", "Finger 1: Distal", "Finger 2: Proximal", "Finger 2: Distal"] axismapping[0].set_xlabel("Finger 0") axismapping[2].set_xlabel("Finger 1") axismapping[4].set_xlabel("Finger 2") axismapping[0].set_ylabel("Proximal") axismapping[1].set_ylabel("Distal") # Plot matrix averages ax_graph.plot(timestamps, averages_matrix_0, lw=1, label="Average Matrix 0", color=colors[0]) ax_graph.plot(timestamps, averages_matrix_1, lw=1, label="Average Matrix 1", color=brighter_colors[0]) ax_graph.plot(timestamps, averages_matrix_2, lw=1, label="Average Matrix 2", color=colors[2]) ax_graph.plot(timestamps, averages_matrix_3, lw=1, label="Average Matrix 3", color=brighter_colors[2]) ax_graph.plot(timestamps, averages_matrix_4, lw=1, label="Average Matrix 4", color=colors[3]) ax_graph.plot(timestamps, averages_matrix_5, lw=1, label="Average Matrix 5", color=brighter_colors[3]) ax_graph.set_axis_bgcolor([0.2, 0.2, 0.2]) #ax_graph.legend() #ax_graph.legend(loc = 'upper left') ax_graph.set_xlabel("Time [s]") ax_graph.set_ylabel("Matrix Average", rotation=90) plt.subplots_adjust(top=0.90, left = 0.05, bottom=0.15, right = 0.95) ax_slider = plt.axes([0.25, 0.02, 0.6, 0.03]) # left, bottom, width, height slider_frameID = Slider(ax_slider, 'Frame ID', 0, numFrames-1, valfmt='%0.0f', valinit=0) slider_frameID.on_changed(update_frame) update_frame(0) plt.suptitle("Profile: "+profileName, fontsize=16) plt.show()
gpl-3.0
sgenoud/scikit-learn
examples/linear_model/plot_sgd_separating_hyperplane.py
8
1200
""" ========================================= SGD: Maximum margin separating hyperplane ========================================= Plot the maximum margin separating hyperplane within a two-class separable dataset using a linear Support Vector Machines classifier trained using SGD. """ print __doc__ import numpy as np import pylab as pl from sklearn.linear_model import SGDClassifier from sklearn.datasets.samples_generator import make_blobs # we create 50 separable points X, Y = make_blobs(n_samples=50, centers=2, random_state=0, cluster_std=0.60) # fit the model clf = SGDClassifier(loss="hinge", alpha=0.01, n_iter=200, fit_intercept=True) clf.fit(X, Y) # plot the line, the points, and the nearest vectors to the plane xx = np.linspace(-1, 5, 10) yy = np.linspace(-1, 5, 10) X1, X2 = np.meshgrid(xx, yy) Z = np.empty(X1.shape) for (i, j), val in np.ndenumerate(X1): x1 = val x2 = X2[i, j] p = clf.decision_function([x1, x2]) Z[i, j] = p[0] levels = [-1.0, 0.0, 1.0] linestyles = ['dashed', 'solid', 'dashed'] colors = 'k' pl.contour(X1, X2, Z, levels, colors=colors, linestyles=linestyles) pl.scatter(X[:, 0], X[:, 1], c=Y, cmap=pl.cm.Paired) pl.axis('tight') pl.show()
bsd-3-clause
dyno/LMK
lmk/market/Market.py
1
3765
from time import strftime from os.path import join, exists from datetime import date, datetime, timedelta from collections import namedtuple from pandas import Series, Timestamp, to_datetime from ..utils import env from ..cache import Cache TradeHour = namedtuple("TradeHour", ["open", "close"]) TradeTime = namedtuple("TradeTime", ["hour", "minute"]) class Market: HISTORY_COLUMNS = ["Open", "High", "Low", "Close", "Volume", "Adj Close"] tz = None def __init__(self): self._now = None self.cache = Cache() def _trading_day(self, dt=None): if not dt: dt = self.now.date() # neither weekends nor holidays return dt.weekday() not in (5, 6) and dt not in self.holidays @property def now(self): return self._now if self._now else datetime.now(tz=self.tz) @now.setter def now(self, dt=None): self._now = to_datetime(dt) if dt else None if self._now: self._now.replace(tzinfo=self.tz) @property def today(self): return self.now.date() @property def _today(self): return self.today.strftime("%Y-%m-%d") @property def last_trading_day(self): if self.now.hour < self.trading_hour.open.hour: dt = self.today - timedelta(1) else: dt = self.today while not self._trading_day(dt): dt -= timedelta(1) return dt @property def open(self): hour, minute = self.now.hour, self.now.minute return self._trading_day() and self.trading_hour.open <= (hour, minute) <= self.trading_hour.close @property def closed(self): return not self.open def retrieve_history(self, symbol, _start, _end=env._today, normalize=True, patch_today=True): start, end = to_datetime(_start).date(), to_datetime(_end).date() h = self.cache.get(symbol, start, end) if h is None: do_patch_today = False if end == self.today and self._trading_day(): do_patch_today = patch_today # XXX: No today's data before market close. Even after the market close, # the data might take some time to appear. We should not expect cache to have it. end = self.today - timedelta(1) h = self.cache.get(symbol, start, end) if h is None: h = self.datasource.retrieve_history(symbol, _start, _end) if self.today in h.index: end = self.today self.cache.put(symbol, start, end, h) if do_patch_today and self.today not in h.index: r = self.datasource.get_quote_today(symbol) if r: h.loc[Timestamp(self._today)] = Series(r) assert h is not None if normalize: # http://luminouslogic.com/how-to-normalize-historical-data-for-splits-dividends-etc.htm h["_Open"] = h["Open"] * h["Adj Close"] / h["Close"] h["_High"] = h["High"] * h["Adj Close"] / h["Close"] h["_Low"] = h["Low"] * h["Adj Close"] / h["Close"] h["_Close"] = h["Adj Close"] del h["Open"], h["High"], h["Low"], h["Close"], h["Adj Close"] h.rename(columns=lambda c: c.replace("_", ""), inplace=True) return h def get_symbol_name(self, symbol): if symbol in self.cache.name.index: name = self.cache.name.loc[symbol] else: name = self.datasource.get_symbol_name(symbol) self.cache.name.loc[symbol] = name self.cache.flush_name() return name def set_datasource(self, ds): self.datasource = self.datasources[ds]
mit
trungnt13/scikit-learn
sklearn/decomposition/tests/test_incremental_pca.py
297
8265
"""Tests for Incremental PCA.""" import numpy as np from sklearn.utils.testing import assert_almost_equal from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_raises from sklearn import datasets from sklearn.decomposition import PCA, IncrementalPCA iris = datasets.load_iris() def test_incremental_pca(): # Incremental PCA on dense arrays. X = iris.data batch_size = X.shape[0] // 3 ipca = IncrementalPCA(n_components=2, batch_size=batch_size) pca = PCA(n_components=2) pca.fit_transform(X) X_transformed = ipca.fit_transform(X) np.testing.assert_equal(X_transformed.shape, (X.shape[0], 2)) assert_almost_equal(ipca.explained_variance_ratio_.sum(), pca.explained_variance_ratio_.sum(), 1) for n_components in [1, 2, X.shape[1]]: ipca = IncrementalPCA(n_components, batch_size=batch_size) ipca.fit(X) cov = ipca.get_covariance() precision = ipca.get_precision() assert_array_almost_equal(np.dot(cov, precision), np.eye(X.shape[1])) def test_incremental_pca_check_projection(): # Test that the projection of data is correct. rng = np.random.RandomState(1999) n, p = 100, 3 X = rng.randn(n, p) * .1 X[:10] += np.array([3, 4, 5]) Xt = 0.1 * rng.randn(1, p) + np.array([3, 4, 5]) # Get the reconstruction of the generated data X # Note that Xt has the same "components" as X, just separated # This is what we want to ensure is recreated correctly Yt = IncrementalPCA(n_components=2).fit(X).transform(Xt) # Normalize Yt /= np.sqrt((Yt ** 2).sum()) # Make sure that the first element of Yt is ~1, this means # the reconstruction worked as expected assert_almost_equal(np.abs(Yt[0][0]), 1., 1) def test_incremental_pca_inverse(): # Test that the projection of data can be inverted. rng = np.random.RandomState(1999) n, p = 50, 3 X = rng.randn(n, p) # spherical data X[:, 1] *= .00001 # make middle component relatively small X += [5, 4, 3] # make a large mean # same check that we can find the original data from the transformed # signal (since the data is almost of rank n_components) ipca = IncrementalPCA(n_components=2, batch_size=10).fit(X) Y = ipca.transform(X) Y_inverse = ipca.inverse_transform(Y) assert_almost_equal(X, Y_inverse, decimal=3) def test_incremental_pca_validation(): # Test that n_components is >=1 and <= n_features. X = [[0, 1], [1, 0]] for n_components in [-1, 0, .99, 3]: assert_raises(ValueError, IncrementalPCA(n_components, batch_size=10).fit, X) def test_incremental_pca_set_params(): # Test that components_ sign is stable over batch sizes. rng = np.random.RandomState(1999) n_samples = 100 n_features = 20 X = rng.randn(n_samples, n_features) X2 = rng.randn(n_samples, n_features) X3 = rng.randn(n_samples, n_features) ipca = IncrementalPCA(n_components=20) ipca.fit(X) # Decreasing number of components ipca.set_params(n_components=10) assert_raises(ValueError, ipca.partial_fit, X2) # Increasing number of components ipca.set_params(n_components=15) assert_raises(ValueError, ipca.partial_fit, X3) # Returning to original setting ipca.set_params(n_components=20) ipca.partial_fit(X) def test_incremental_pca_num_features_change(): # Test that changing n_components will raise an error. rng = np.random.RandomState(1999) n_samples = 100 X = rng.randn(n_samples, 20) X2 = rng.randn(n_samples, 50) ipca = IncrementalPCA(n_components=None) ipca.fit(X) assert_raises(ValueError, ipca.partial_fit, X2) def test_incremental_pca_batch_signs(): # Test that components_ sign is stable over batch sizes. rng = np.random.RandomState(1999) n_samples = 100 n_features = 3 X = rng.randn(n_samples, n_features) all_components = [] batch_sizes = np.arange(10, 20) for batch_size in batch_sizes: ipca = IncrementalPCA(n_components=None, batch_size=batch_size).fit(X) all_components.append(ipca.components_) for i, j in zip(all_components[:-1], all_components[1:]): assert_almost_equal(np.sign(i), np.sign(j), decimal=6) def test_incremental_pca_batch_values(): # Test that components_ values are stable over batch sizes. rng = np.random.RandomState(1999) n_samples = 100 n_features = 3 X = rng.randn(n_samples, n_features) all_components = [] batch_sizes = np.arange(20, 40, 3) for batch_size in batch_sizes: ipca = IncrementalPCA(n_components=None, batch_size=batch_size).fit(X) all_components.append(ipca.components_) for i, j in zip(all_components[:-1], all_components[1:]): assert_almost_equal(i, j, decimal=1) def test_incremental_pca_partial_fit(): # Test that fit and partial_fit get equivalent results. rng = np.random.RandomState(1999) n, p = 50, 3 X = rng.randn(n, p) # spherical data X[:, 1] *= .00001 # make middle component relatively small X += [5, 4, 3] # make a large mean # same check that we can find the original data from the transformed # signal (since the data is almost of rank n_components) batch_size = 10 ipca = IncrementalPCA(n_components=2, batch_size=batch_size).fit(X) pipca = IncrementalPCA(n_components=2, batch_size=batch_size) # Add one to make sure endpoint is included batch_itr = np.arange(0, n + 1, batch_size) for i, j in zip(batch_itr[:-1], batch_itr[1:]): pipca.partial_fit(X[i:j, :]) assert_almost_equal(ipca.components_, pipca.components_, decimal=3) def test_incremental_pca_against_pca_iris(): # Test that IncrementalPCA and PCA are approximate (to a sign flip). X = iris.data Y_pca = PCA(n_components=2).fit_transform(X) Y_ipca = IncrementalPCA(n_components=2, batch_size=25).fit_transform(X) assert_almost_equal(np.abs(Y_pca), np.abs(Y_ipca), 1) def test_incremental_pca_against_pca_random_data(): # Test that IncrementalPCA and PCA are approximate (to a sign flip). rng = np.random.RandomState(1999) n_samples = 100 n_features = 3 X = rng.randn(n_samples, n_features) + 5 * rng.rand(1, n_features) Y_pca = PCA(n_components=3).fit_transform(X) Y_ipca = IncrementalPCA(n_components=3, batch_size=25).fit_transform(X) assert_almost_equal(np.abs(Y_pca), np.abs(Y_ipca), 1) def test_explained_variances(): # Test that PCA and IncrementalPCA calculations match X = datasets.make_low_rank_matrix(1000, 100, tail_strength=0., effective_rank=10, random_state=1999) prec = 3 n_samples, n_features = X.shape for nc in [None, 99]: pca = PCA(n_components=nc).fit(X) ipca = IncrementalPCA(n_components=nc, batch_size=100).fit(X) assert_almost_equal(pca.explained_variance_, ipca.explained_variance_, decimal=prec) assert_almost_equal(pca.explained_variance_ratio_, ipca.explained_variance_ratio_, decimal=prec) assert_almost_equal(pca.noise_variance_, ipca.noise_variance_, decimal=prec) def test_whitening(): # Test that PCA and IncrementalPCA transforms match to sign flip. X = datasets.make_low_rank_matrix(1000, 10, tail_strength=0., effective_rank=2, random_state=1999) prec = 3 n_samples, n_features = X.shape for nc in [None, 9]: pca = PCA(whiten=True, n_components=nc).fit(X) ipca = IncrementalPCA(whiten=True, n_components=nc, batch_size=250).fit(X) Xt_pca = pca.transform(X) Xt_ipca = ipca.transform(X) assert_almost_equal(np.abs(Xt_pca), np.abs(Xt_ipca), decimal=prec) Xinv_ipca = ipca.inverse_transform(Xt_ipca) Xinv_pca = pca.inverse_transform(Xt_pca) assert_almost_equal(X, Xinv_ipca, decimal=prec) assert_almost_equal(X, Xinv_pca, decimal=prec) assert_almost_equal(Xinv_pca, Xinv_ipca, decimal=prec)
bsd-3-clause
RexFuzzle/sfepy
script/plot_times.py
1
1707
#!/usr/bin/env python """ Plot time steps, times of time steps and time deltas in a HDF5 results file. """ import sys sys.path.append('.') from optparse import OptionParser import numpy as nm import matplotlib.pyplot as plt from sfepy.postprocess.time_history import extract_times usage = '%prog [options] filename\n' + __doc__.rstrip() helps = { 'logarithmic' : 'plot time steps in logarithmic scale', } def main(): parser = OptionParser(usage=usage, version='%prog') parser.add_option('-l', '--logarithmic', action='store_true', dest='logarithmic', default=False, help=helps['logarithmic']) options, args = parser.parse_args() if (len(args) == 1): filename = args[0] else: parser.print_help() return plt.rcParams['lines.linewidth'] = 3 plt.rcParams['lines.markersize'] = 9 fontsize = 16 steps, times, nts, dts = extract_times(filename) dts[-1] = nm.nan ax = plt.subplot(211) if options.logarithmic: l1, = ax.semilogy(steps, dts, 'b') else: l1, = ax.plot(steps, dts, 'b') ax.set_xlabel('step', fontsize=fontsize) ax.set_ylabel(r'$\Delta t$', fontsize=fontsize) ax.grid(True) ax = ax.twinx() l2, = ax.plot(steps, times, 'g') ax.set_ylabel(r'$t$', fontsize=fontsize) ax.legend([l1, l2], [r'$\Delta t$', r'$t$'], loc=0) ax = plt.subplot(212) if options.logarithmic: ax.semilogy(times, dts, 'b+') else: ax.plot(times, dts, 'b+') ax.set_xlabel(r'$t$', fontsize=fontsize) ax.set_ylabel(r'$\Delta t$', fontsize=fontsize) ax.grid(True) plt.show() if __name__ == '__main__': main()
bsd-3-clause
saatvikshah1994/SmartMM
Sentiment Analysis/supervised/tf_bow.py
1
1168
from utilities import load_data,cross_validate from utilities import DataClean from sklearn.naive_bayes import BernoulliNB from sklearn.feature_extraction.text import TfidfVectorizer from sklearn.pipeline import Pipeline from sklearn.metrics import accuracy_score if __name__ == '__main__': ids,X,y = load_data("stanford") pipeline = Pipeline([ ('cleaner',DataClean(clean_list=[ ["[^a-z]"," "], # only letters [" [ ]+", " "], # remove extra spaces ],html_clean=True)), ('tf',TfidfVectorizer(use_idf=False,stop_words="english")), ('classifier',BernoulliNB()) ]) cross_validate((X,y),pipeline,accuracy_score) # Cornell # accuracy_score : 0.561444222777 +/- 0.00476207774317 # Confusion Matrix # [[ 744. 2936. 2872. 420. 100.] # [ 967. 6398. 17320. 2216. 372.] # [ 435. 4617. 68438. 5425. 667.] # [ 271. 1767. 18586. 10745. 1558.] # [ 71. 337. 2807. 4697. 1294.]] # Stanford # accuracy_score : 0.84216 +/- 0.00601916937791 # Confusion Matrix # [[ 11085. 1415.] # [ 2531. 9969.]]
mit
valandil/msc_thesis
figs/active/sParametersAutocorrelation.py
1
13410
# -------------------- Information -------------------- # # Author: Joey Dumont <[email protected]> # # Date created: May 19th, 2014 # # Date mod.: May 19th, 2014 # # Description: We plot the scattering parameters of # # fibre-antenna design as a function of # # frequency. # # We then study the autocorrelation of # # each signal and analyze their form: # # - exponential; # # - Lorentzian, etc. # # We also compute the Fourier transform # # of each curve and see what it gives. # # ----------------------------------------------------- # # --------------- Modules Importation ----------------- # # Importing numerical analysis package and # morgenstemning color map. import numpy as np import matplotlib.pyplot as plt from matplotlib import cm from matplotlib import rcParams from scipy import interpolate from scipy.optimize import curve_fit #from scipy.stats import pearsonr #from numpy import convolve import scipy.fftpack as fft import morgenstemning as mrg ms,msi = mrg.morgenstemning() # Setting the rc parameters. rcParams['text.usetex'] = True rcParams['text.latex.preamble'] = [r"\usepackage[charter]{mathdesign}"] rcParams['font.family'] = 'serif' rcParams['font.size'] = 8 rcParams['axes.labelsize'] = 'large' rcParams['xtick.labelsize'] = 'large' rcParams['ytick.labelsize'] = 'large' rcParams['legend.numpoints'] = 3 rcParams['figure.figsize'] = 7,3 # ---------------- Data Importation ------------------ # # We import the data for each fibre and rescale the # frequencies to GHz. # RF10 rf10S22 = np.loadtxt("../xpData/RF10-S22-OneEnd-2.txt", skiprows=1) rf10S22[:,0] /= 1.0e9 # RF21 rf21S22 = np.loadtxt("../xpData/RF21-S22-OneEnd.txt", skiprows=1) rf21S22[:,0] /= 1.0e9 # RF27 rf27 = np.loadtxt("../xpData/RF27-Sparam-01-5GHz.txt", skiprows=1) rf27[:,0] /= 1.0e9 # RF29 rf29 = np.loadtxt("../xpData/RF29-S-param.txt", skiprows=1) rf29[:,0] /= 1.0e9 # RF33 rf33 = np.loadtxt("../xpData/RF33-S-parameters.txt", skiprows=1) rf33[:,0] /= 1.0e9 # ------------------ Plotting Data -------------------- # # -- We plot the S-parameters of each fibre-antenna. # RF10 fig1 = plt.figure() ax1 = fig1.add_subplot(111) plt.plot(rf10S22[:,0],rf10S22[:,1], 'r-', lw=1.5) ax1.set_xlabel("Frequency (GHz)") ax1.set_ylabel(r"$S_{22}$ (dB)") ax1.set_ylim((-50,0)) ax1.grid(True) ax1.text(0.01,0.93, "RF10", transform=ax1.transAxes, fontsize=10, bbox=dict(facecolor='gray',alpha=0.2,lw=0.0)) plt.savefig("RF10-sParameters.pdf", bbox_inches='tight') # RF21 fig2 = plt.figure() ax2 = fig2.add_subplot(111) plt.plot(rf21S22[:,0], rf21S22[:,1], 'r-', lw=1.5) ax2.set_xlabel("Frequency (GHz)") ax2.set_ylabel(r"$S_{22}$ (dB)") ax2.set_ylim((-50,0)) ax2.grid(True) ax2.text(0.01,0.93, "RF21", transform=ax2.transAxes, fontsize=10, bbox=dict(facecolor='gray',alpha=0.2,lw=0.0)) plt.savefig("RF21-sParameters.pdf", bbox_inches='tight') # RF27 fig3 = plt.figure() ax3 = fig3.add_subplot(111) plt.plot(rf27[:,0], rf27[:,1], 'b-', lw=1.5, label=r"$S_{11}$") plt.plot(rf27[:,0], rf27[:,2], 'k-', lw=1.5, label=r"$S_{12}$") plt.plot(rf27[:,0], rf27[:,4], 'r-', lw=1.5, label=r"$S_{22}$") ax3.set_xlabel("Frequency (GHz)") ax3.set_ylabel(r"$S$-parameters") ax3.set_ylim((-50,0)) ax3.grid(True) ax3.text(0.01,0.93, "RF27", transform=ax3.transAxes, fontsize=10, bbox=dict(facecolor='gray',alpha=0.2,lw=0.0)) ax3.legend(loc=0) plt.savefig("RF27-sParameters.pdf", bbox_inches='tight') # RF29 fig4 = plt.figure() ax4 = fig4.add_subplot(111) plt.plot(rf29[:,0], rf29[:,1], 'b-', lw=1.5, label=r"$S_{11}$") plt.plot(rf29[:,0], rf29[:,2], 'k-', lw=1.5, label=r"$S_{12}$") plt.plot(rf29[:,0], rf29[:,4], 'r-', lw=1.5, label=r"$S_{22}$") ax4.set_xlabel("Frequency (GHz)") ax4.set_ylabel(r"$S$-parameters") ax4.set_ylim((-50,0)) ax4.grid(True) ax4.text(0.01,0.93, "RF29", transform=ax4.transAxes, fontsize=10, bbox=dict(facecolor='gray',alpha=0.2,lw=0.0)) ax4.legend(loc=0) plt.savefig("RF29-sParameters.pdf", bbox_inches='tight') # RF33 fig5 = plt.figure() ax5 = fig5.add_subplot(111) plt.plot(rf33[:,0], rf33[:,1], 'b-', lw=1.5, label=r"$S_{11}$") plt.plot(rf33[:,0], rf33[:,2], 'k-', lw=1.5, label=r"$S_{12}$") plt.plot(rf33[:,0], rf33[:,4], 'r-', lw=1.5, label=r"$S_{22}$") ax5.set_xlabel("Frequency (GHz)") ax5.set_ylabel(r"$S$-parameters") ax5.set_ylim((-50,0)) ax5.grid(True) ax5.text(0.01,0.93, "RF33", transform=ax5.transAxes, fontsize=10, bbox=dict(facecolor='gray',alpha=0.2,lw=0.0)) ax5.legend(loc=0) plt.savefig("RF33-sParameters.pdf", bbox_inches='tight') # ----------------- Data Manipulation ----------------- # # We compute the autocorrelation of each data sets. # # ----------------------------------------------------- # # -- Function definition. def lorentz(x,a,gamma): return a*0.5*gamma/(x*x+gamma**2/4.0) def exponentiel(x, a): return exp(-a*x) def gaussian(x,a): return exp(-a*x*x) # -- We compute the autocorrelations. # We compute the vector of delays. delays = np.zeros((rf10S22.shape[0])) for i in range(rf10S22.shape[0]): delays[i] = i*(rf10S22[1,0]-rf10S22[0,0]) halfDelay = len(delays)//2 pInit = [0.5, 0.5] # RF10 meanRF10 = np.mean(rf10S22[:,1]) dataRF10 = rf10S22[:,1]-meanRF10 normRF10 = np.sum(dataRF10**2) acorRF10 = np.correlate(dataRF10,dataRF10, "full")/normRF10 acorRF10 = acorRF10[len(acorRF10)/2:] optLorentzRF10, covLorentzRF10 = curve_fit(lorentz, delays[:halfDelay], acorRF10[:halfDelay], p0=pInit) fig6 = plt.figure() ax6 = fig6.add_subplot(111) plt.plot(delays,acorRF10, 'r') plt.plot(delays[:halfDelay],lorentz(delays[:halfDelay],optLorentzRF10[0],optLorentzRF10[1]), color='r', linestyle='--', marker='^',markevery=4, label=r'$S_{22}$: $A=%.3g$, $\Gamma=%.3g$' %(optLorentzRF10[0], optLorentzRF10[1])) ax6.set_xlabel("Frequency Shift $\Delta f$ (GHz)") ax6.set_ylabel(r"Autocorrelation of $S_{22}$") ax6.legend(loc=0) ax6.text(0.01,0.93, "RF10", transform=ax6.transAxes, fontsize=10, bbox=dict(facecolor='gray',alpha=0.2,lw=0.0)) plt.savefig("RF10-autoCorrelation.pdf", bbox_inches='tight') # RF21 delays = np.zeros((rf21S22.shape[0])) for i in range(rf10S22.shape[0]): delays[i] = i*(rf21S22[1,0]-rf21S22[0,0]) halfDelay = len(delays)//2 pInit = [0.5, 0.5] meanRF21 = np.mean(rf21S22[:,1]) dataRF21 = rf21S22[:,1]-meanRF21 normRF21 = np.sum(dataRF21**2) acorRF21 = np.correlate(dataRF21,dataRF21, "full")/normRF21 acorRF21 = acorRF21[len(acorRF21)//2:] optLorentzRF21, covLorentzRF21 = curve_fit(lorentz,delays[:halfDelay], acorRF21[:halfDelay], p0=pInit) fig7 = plt.figure() ax7 = fig7.add_subplot(111) plt.plot(delays,acorRF21, 'r') plt.plot(delays[:halfDelay],lorentz(delays[:halfDelay],optLorentzRF21[0],optLorentzRF21[1]), color='r', linestyle='--', marker='^',markevery=4, label=r'$S_{22}$: $A=%.3g$, $\Gamma=%.3g$' %(optLorentzRF21[0], optLorentzRF21[1])) ax7.set_xlabel("Frequency Shift $\Delta f$ (GHz)") ax7.set_ylabel(r"Autocorrelation of $S_{22}$") ax7.legend(loc=0) ax7.text(0.01,0.93, "RF21", transform=ax7.transAxes, fontsize=10, bbox=dict(facecolor='gray',alpha=0.2,lw=0.0)) plt.savefig("RF21-autoCorrelation.pdf", bbox_inches='tight') # RF27 delays = np.zeros((rf27.shape[0])) for i in range(rf27.shape[0]): delays[i] = i*(rf27[1,0]-rf27[0,0]) halfDelay = len(delays)//2 autoCorrRF27 = np.zeros((len(delays),3)) curveParamRF27 = np.zeros((2,3)) j=0 for i in [1,2,4]: meanRF27 = np.mean(rf27[:,i]) dataRF27 = rf27[:,i]-meanRF27 normRF27 = np.sum(dataRF27**2) acorRF27 = np.correlate(dataRF27,dataRF27,"full")/normRF27 acorRF27 = acorRF27[len(acorRF27)//2:] optLorentzRF27, covLorentzRF27 = curve_fit(lorentz, delays[:halfDelay], acorRF27[:halfDelay], p0=pInit) autoCorrRF27[:,j] = acorRF27 curveParamRF27[:,j] = optLorentzRF27 j += 1 fig8 = plt.figure() ax8 = fig8.add_subplot(111) plt.plot(delays,autoCorrRF27[:,0], 'b') plt.plot(delays[:halfDelay],lorentz(delays[:halfDelay],curveParamRF27[0,0],curveParamRF27[1,0]), color='b', linestyle='--', marker='o',markevery=8, label=r'$S_{11}$: $A=%.3g$, $\Gamma=%.3g$' %(curveParamRF27[0,0], curveParamRF27[1,0])) plt.plot(delays,autoCorrRF27[:,1], 'k') plt.plot(delays[:halfDelay],lorentz(delays[:halfDelay],curveParamRF27[0,1],curveParamRF27[1,1]), color='k', linestyle='--', marker='d',markevery=8, label=r'$S_{12}$: $A=%.3g$, $\Gamma=%.3g$' %(curveParamRF27[0,1], curveParamRF27[1,1])) plt.plot(delays,autoCorrRF27[:,2], 'r') plt.plot(delays[:halfDelay],lorentz(delays[:halfDelay],curveParamRF27[0,2],curveParamRF27[1,2]), color='r', linestyle='--', marker='^',markevery=8, label=r'$S_{22}$: $A=%.3g$, $\Gamma=%.3g$' %(curveParamRF27[0,2], curveParamRF27[1,2])) ax8.set_xlabel("Frequency Shift $\Delta f$ (GHz)") ax8.set_ylabel(r"Autocorrelation") ax8.legend(loc=0) ax8.text(0.01,0.93, "RF27", transform=ax8.transAxes, fontsize=10, bbox=dict(facecolor='gray',alpha=0.2,lw=0.0)) plt.savefig("RF27-autoCorrelation.pdf", bbox_inches='tight') # RF29 delays = np.zeros((rf29.shape[0])) for i in range(rf29.shape[0]): delays[i] = i*(rf29[1,0]-rf29[0,0]) halfDelay = len(delays)//2 autoCorrRF29 = np.zeros((len(delays),3)) curveParamRF29 = np.zeros((2,3)) j=0 for i in [1,2,4]: meanRF29 = np.mean(rf29[:,i]) dataRF29 = rf29[:,i]-meanRF29 normRF29 = np.sum(dataRF29**2) acorRF29 = np.correlate(dataRF29,dataRF29,"full")/normRF29 acorRF29 = acorRF29[len(acorRF29)//2:] optLorentzRF29, covLorentzRF29 = curve_fit(lorentz, delays[:halfDelay], acorRF29[:halfDelay], p0=pInit) autoCorrRF29[:,j] = acorRF29 curveParamRF29[:,j] = optLorentzRF29 j += 1 fig9 = plt.figure() ax9 = fig9.add_subplot(111) plt.plot(delays,autoCorrRF29[:,0], 'b') plt.plot(delays[:halfDelay],lorentz(delays[:halfDelay],curveParamRF29[0,0],curveParamRF29[1,0]), color='b', linestyle='--', marker='o',markevery=8, label=r'$S_{11}$: $A=%.3g$, $\Gamma=%.3g$' %(curveParamRF29[0,0], curveParamRF29[1,0])) plt.plot(delays,autoCorrRF29[:,1], 'k') plt.plot(delays[:halfDelay],lorentz(delays[:halfDelay],curveParamRF29[0,1],curveParamRF29[1,1]), color='k', linestyle='--', marker='d',markevery=8, label=r'$S_{12}$: $A=%.3g$, $\Gamma=%.3g$' %(curveParamRF29[0,1], curveParamRF29[1,1])) plt.plot(delays,autoCorrRF29[:,2], 'r') plt.plot(delays[:halfDelay],lorentz(delays[:halfDelay],curveParamRF29[0,2],curveParamRF29[1,2]), color='r', linestyle='--', marker='^',markevery=8, label=r'$S_{22}$: $A=%.3g$, $\Gamma=%.3g$' %(curveParamRF29[0,2], curveParamRF29[1,2])) ax9.set_xlabel("Frequency Shift $\Delta f$ (GHz)") ax9.set_ylabel(r"Autocorrelation") ax9.legend(loc=0) ax9.text(0.01,0.93, "RF29", transform=ax9.transAxes, fontsize=10, bbox=dict(facecolor='gray',alpha=0.2,lw=0.0)) plt.savefig("RF29-autoCorrelation.pdf", bbox_inches='tight') # RF33 delays = np.zeros((rf33.shape[0])) for i in range(rf33.shape[0]): delays[i] = i*(rf33[1,0]-rf33[0,0]) halfDelay = len(delays)//2 autoCorrRF33 = np.zeros((len(delays),3)) curveParamRF33 = np.zeros((2,3)) j=0 for i in [1,2,4]: meanRF33 = np.mean(rf33[:,i]) dataRF33 = rf33[:,i]-meanRF33 normRF33 = np.sum(dataRF33**2) acorRF33 = np.correlate(dataRF33,dataRF33,"full")/normRF33 acorRF33 = acorRF33[len(acorRF33)//2:] optLorentzRF33, covLorentzRF33 = curve_fit(lorentz, delays[:halfDelay], acorRF33[:halfDelay], p0=pInit) autoCorrRF33[:,j] = acorRF33 curveParamRF33[:,j] = optLorentzRF33 j += 1 fig10 = plt.figure() ax10 = fig10.add_subplot(111) plt.plot(delays,autoCorrRF33[:,0], 'b') plt.plot(delays[:halfDelay],lorentz(delays[:halfDelay],curveParamRF33[0,0],curveParamRF33[1,0]), color='b', linestyle='--', marker='o',markevery=8, label=r'$S_{11}$: $A=%.3g$, $\Gamma=%.3g$' %(curveParamRF33[0,0], curveParamRF33[1,0])) plt.plot(delays,autoCorrRF33[:,1], 'k') plt.plot(delays[:halfDelay],lorentz(delays[:halfDelay],curveParamRF33[0,1],curveParamRF33[1,1]), color='k', linestyle='--', marker='d',markevery=8, label=r'$S_{12}$: $A=%.3g$, $\Gamma=%.3g$' %(curveParamRF33[0,1], curveParamRF33[1,1])) plt.plot(delays,autoCorrRF33[:,2], 'r') plt.plot(delays[:halfDelay],lorentz(delays[:halfDelay],curveParamRF33[0,2],curveParamRF33[1,2]), color='r', linestyle='--', marker='^',markevery=8, label=r'$S_{22}$: $A=%.3g$, $\Gamma=%.3g$' %(curveParamRF33[0,2], curveParamRF33[1,2])) ax10.set_xlabel("Frequency Shift $\Delta f$ (GHz)") ax10.set_ylabel(r"Autocorrelation") ax10.legend(loc=0) ax10.text(0.01,0.93, "RF33", transform=ax10.transAxes, fontsize=10, bbox=dict(facecolor='gray',alpha=0.2,lw=0.0)) plt.savefig("RF33-autoCorrelation.pdf", bbox_inches='tight') # ----------------- Data Manipulation ----------------- # # We compute the Fourier transform of the data. # # ----------------------------------------------------- # fig11 = plt.figure() ax11 = fig11.add_subplot(111) plotArgs = [dict(linestyle='-', color='b', label=r"$S_{11}$"), dict(linestyle='-', color='k', label=r"$S_{12}$"), dict(linestyle='-', color='r', label=r"$S_{22}$")] j=0 for i in [1,2,4]: fftRF33 = fft.fftshift(fft.fft(rf33[:,i])) fftRF33 /= len(fftRF33) freqRF33 = fft.fftshift(fft.fftfreq(rf33.shape[0],d=rf33[1,0]-rf33[0,0])) plt.plot(freqRF33,abs(fftRF33), **plotArgs[j]) j += 1 ax11.set_xlabel("FFT Frequency") ax11.set_ylabel("Intensity of the FFT Spectrum") ax11.set_xlim((0,20)) ax11.set_yscale('log') ax11.legend(loc=0) ax11.text(0.01,0.93, "RF33", transform=ax11.transAxes, fontsize=10, bbox=dict(facecolor='gray',alpha=0.2,lw=0.0)) ax11.set_xticks(np.arange(0,20.5,1.0)) ax11.grid(True) plt.savefig("RF33-fft.pdf", bbox_inches='tight')
gpl-3.0
boomsbloom/dtm-fmri
DTM/for_gensim/lib/python2.7/site-packages/sklearn/metrics/__init__.py
27
3527
""" The :mod:`sklearn.metrics` module includes score functions, performance metrics and pairwise metrics and distance computations. """ from .ranking import auc from .ranking import average_precision_score from .ranking import coverage_error from .ranking import label_ranking_average_precision_score from .ranking import label_ranking_loss from .ranking import precision_recall_curve from .ranking import roc_auc_score from .ranking import roc_curve from .classification import accuracy_score from .classification import classification_report from .classification import cohen_kappa_score from .classification import confusion_matrix from .classification import f1_score from .classification import fbeta_score from .classification import hamming_loss from .classification import hinge_loss from .classification import jaccard_similarity_score from .classification import log_loss from .classification import matthews_corrcoef from .classification import precision_recall_fscore_support from .classification import precision_score from .classification import recall_score from .classification import zero_one_loss from .classification import brier_score_loss from . import cluster from .cluster import adjusted_mutual_info_score from .cluster import adjusted_rand_score from .cluster import completeness_score from .cluster import consensus_score from .cluster import homogeneity_completeness_v_measure from .cluster import homogeneity_score from .cluster import mutual_info_score from .cluster import normalized_mutual_info_score from .cluster import fowlkes_mallows_score from .cluster import silhouette_samples from .cluster import silhouette_score from .cluster import calinski_harabaz_score from .cluster import v_measure_score from .pairwise import euclidean_distances from .pairwise import pairwise_distances from .pairwise import pairwise_distances_argmin from .pairwise import pairwise_distances_argmin_min from .pairwise import pairwise_kernels from .regression import explained_variance_score from .regression import mean_absolute_error from .regression import mean_squared_error from .regression import median_absolute_error from .regression import r2_score from .scorer import make_scorer from .scorer import SCORERS from .scorer import get_scorer __all__ = [ 'accuracy_score', 'adjusted_mutual_info_score', 'adjusted_rand_score', 'auc', 'average_precision_score', 'classification_report', 'cluster', 'completeness_score', 'confusion_matrix', 'consensus_score', 'coverage_error', 'euclidean_distances', 'explained_variance_score', 'f1_score', 'fbeta_score', 'get_scorer', 'hamming_loss', 'hinge_loss', 'homogeneity_completeness_v_measure', 'homogeneity_score', 'jaccard_similarity_score', 'label_ranking_average_precision_score', 'label_ranking_loss', 'log_loss', 'make_scorer', 'matthews_corrcoef', 'mean_absolute_error', 'mean_squared_error', 'median_absolute_error', 'mutual_info_score', 'normalized_mutual_info_score', 'pairwise_distances', 'pairwise_distances_argmin', 'pairwise_distances_argmin_min', 'pairwise_distances_argmin_min', 'pairwise_kernels', 'precision_recall_curve', 'precision_recall_fscore_support', 'precision_score', 'r2_score', 'recall_score', 'roc_auc_score', 'roc_curve', 'SCORERS', 'silhouette_samples', 'silhouette_score', 'v_measure_score', 'zero_one_loss', 'brier_score_loss', ]
mit
jakobzhao/wbcrawler3
seg_training_3.py
1
7151
# !/usr/bin/python # -*- coding: utf-8 -*- # # Created on Oct 16, 2015 # @author: Bo Zhao # @email: [email protected] # @website: http://yenching.org # @organization: Harvard Kennedy School import sys # gensim modules from gensim.models import Doc2Vec from wbcrawler.log import * import numpy from pymongo import MongoClient from wbcrawler.seg import seg_sentence reload(sys) sys.setdefaultencoding('utf-8') project = 'insurance' address = "localhost" port = 27017 model = Doc2Vec.load('%s/d2v.bin' % project) # model = Doc2Vec.load('d2v_sentiment.bin') # line_count = 10000 line_count = 350 model_size = 200 # print model.docvecs.most_similar(['NEG_0']) # for w, i in model.most_similar(u'赞'): # print w + ' ' + str(i) # pass train_arrays = numpy.zeros((line_count * 2, model_size)) train_labels = numpy.zeros(line_count * 2) for i in range(line_count): prefix_train_pos = 'POS_' + str(i) prefix_train_neg = 'NEG_' + str(i) # prefix_train_mid = 'MID_' + str(i) train_arrays[i] = model.docvecs[prefix_train_pos] train_arrays[line_count + i] = model.docvecs[prefix_train_neg] # train_arrays[line_count * 2 + i] = model.docvecs[prefix_train_mid] train_labels[i] = 1.0 train_labels[line_count + i] = 0 # train_labels[line_count * 2 + i] = 5 #  print train_arrays # classifier from sklearn.linear_model import LogisticRegression from sklearn.naive_bayes import GaussianNB from sklearn.svm import SVC from sklearn.tree import DecisionTreeClassifier from sklearn.neighbors import KNeighborsClassifier from sklearn.naive_bayes import MultinomialNB from sklearn.linear_model import SGDClassifier from sklearn.ensemble import RandomForestClassifier # from wbcrawler.NNet import NeuralNet # from sklearn.naive_bayes import MultinomialNB from sklearn.linear_model import SGDClassifier # classifier = RandomForestClassifier(n_estimators=100) # classifier = LogisticRegression(C=1.0, class_weight=None, dual=False, fit_intercept=True, intercept_scaling=1, penalty='l2', random_state=None, tol=0.0001) # classifier = GaussianNB() # classifier = SVC() # classifier = KNeighborsClassifier() # classifier = KNeighborsClassifier(algorithm='auto', leaf_size=30, metric='minkowski', n_neighbors=5, p=2, weights='uniform') classifier = DecisionTreeClassifier() # classifier = NeuralNet(50, learn_rate=1e-2) # classifier = SGDClassifier(loss='log', penalty='l1') # classifier.fit(train_arrays, train_labels, fine_tune=False, maxiter=500, SGD=True, batch=150, rho=0.9) classifier.fit(train_arrays, train_labels) # print train_arrays, train_labels log(NOTICE, "score: %f" % classifier.score(train_arrays, train_labels)) # from sklearn.manifold import TSNE # import numpy as np # import matplotlib.pyplot as plt # # ts = TSNE(2) # reduced_vecs = ts.fit_transform(np.concatenate((train_arrays[0:line_count], train_arrays[line_count:line_count * 2]))) # # #color points by word group to see if Word2Vec can separate them # for i in range(line_count * 2): # if i < len(train_arrays[0:line_count]): # #food words colored blue # color = 'b' # else: # color = 'g' # plt.plot(reduced_vecs[i, 1], reduced_vecs[i, 0], marker='o', color=color, markersize=4) # # plt.show() # pred_probas = lr.predict_proba(test_vecs)[:,1] # # fpr,tpr,_ = roc_curve(y_test, pred_probas) # roc_auc = auc(fpr,tpr) # plt.plot(fpr,tpr,label='area = %.2f' %roc_auc) # plt.plot([0, 1], [0, 1], 'k--') # plt.xlim([0.0, 1.0]) # plt.ylim([0.0, 1.05]) # plt.legend(loc='lower right') # # plt.show() client = MongoClient(address, port) db = client[project] words = [] # search_json = {'$or': [{'keyword': '社会保险'},{'keyword': '社保'}]} # search_json = {'keyword': '医疗保险'} # utc_end = datetime.datetime(2015, 10, 26, 0, 0, 0, 0, tzinfo=TZCHINA) # utc_start = datetime.datetime(2015, 10, 1, 0, 0, 0, 0, tzinfo=TZCHINA) # search_json = {'$and': [{"timestamp": {"$lt": utc_end}}, {"timestamp": {"$gt": utc_start}}]} # search_json = {"timestamp": {"$gt": utc_end}} search_json = {} posts = db.posts.find(search_json) count = db.posts.find(search_json).count() # Round One, parsing those with replies log(NOTICE, 'Round One') # adding sentiment is 0 is a temporary strategy. since the number of replies are increasing. posts = db.posts.find({"replies": {"$ne": []}, "sentiment": {"$eq": 0}}) count = db.posts.find({"replies": {"$ne": []}}).count() i = 0 for post in posts: line = seg_sentence(post['content']) a = model.infer_vector(line.split(u' ')) s_index = classifier.predict(a) log(NOTICE, '%d %s' % (s_index, post['content'].encode('gbk', 'ignore'))) f_flag = False # db.posts.update({'mid': post['mid']}, {'$set': {'sentiment': s_index}}) re_count = len(post['replies']) re_i = 1 for reply in post['replies']: re = reply['content'] if len(reply['content']) >= 2: if reply['content'][:2] == u'//': f_flag = True if len(reply['content']) >= 4: if reply['content'][:4] == u'转发微博' or reply['content'][:4] == u'轉發微博' or str(reply['content'][:4]).lower() == u'repo': f_flag = True if reply['content'] == '': f_flag = True if f_flag is True: re_index = s_index else: line = seg_sentence(reply['content']) a = model.infer_vector(line.split(u' ')) re_index = classifier.predict(a) log(NOTICE, '%d %s' % (re_index, post['content'].encode('gbk', 'ignore'))) # db.posts.update({'mid': reply['mid']}, {'$set': {'sentiment': re_index}}) # log(NOTICE, 'Reply #%d of post #%d, %d remains. Content: %s' % (re_i, i, count - re_i, re.encode('gbk', 'ignore'))) re_i += 1 # log(NOTICE, '#%d, %d remains. Content: %s' % (i, count - i, a.encode('gbk', 'ignore'))) i += 1 # Round Two, parsing those without replies log(NOTICE, 'Round Two') posts = db.posts.find({"replies": {"$eq": []}, "sentiment": {"$eq": 0}}) count = db.posts.find({"replies": {"$ne": []}}).count() i = 1 for post in posts: line = seg_sentence(post['content']) a = model.infer_vector(line.split(u' ')) s_index = classifier.predict(a) log(NOTICE, '%d %s' % (s_index, post['content'].encode('gbk', 'ignore'))) # db.posts.update({'mid': post['mid']}, {'$set': {'sentiment': s_index}}) # log(NOTICE, '#%d, %d remains. Content: %s' % (i, count - i, a.encode('gbk', 'ignore'))) i += 1 log(NOTICE, 'mission completes.') # a = model.infer_vector(u'医疗 改革 不错'.split(u' ')) # b = model.infer_vector(u'最 恶毒 不足以 形容'.split(u' ')) # print classifier.score(train_arrays, train_labels) # # print classifier.predict(train_arrays[130]) # print classifier.predict([a, b, model.docvecs['NEG_2'], model.docvecs['POS_2']]) # for i in range(100): # print classifier.predict([model.docvecs['NEG_' + str(i)]]) # print "========POS==============" # for i in range(100): # print classifier.predict([model.docvecs['POS_' + str(i)]]) # # print classifier.predict_proba([a, b, model.docvecs['NEG_2'], model.docvecs['POS_2']])
mit
billy-inn/scikit-learn
examples/decomposition/plot_pca_3d.py
354
2432
#!/usr/bin/python # -*- coding: utf-8 -*- """ ========================================================= Principal components analysis (PCA) ========================================================= These figures aid in illustrating how a point cloud can be very flat in one direction--which is where PCA comes in to choose a direction that is not flat. """ print(__doc__) # Authors: Gael Varoquaux # Jaques Grobler # Kevin Hughes # License: BSD 3 clause from sklearn.decomposition import PCA from mpl_toolkits.mplot3d import Axes3D import numpy as np import matplotlib.pyplot as plt from scipy import stats ############################################################################### # Create the data e = np.exp(1) np.random.seed(4) def pdf(x): return 0.5 * (stats.norm(scale=0.25 / e).pdf(x) + stats.norm(scale=4 / e).pdf(x)) y = np.random.normal(scale=0.5, size=(30000)) x = np.random.normal(scale=0.5, size=(30000)) z = np.random.normal(scale=0.1, size=len(x)) density = pdf(x) * pdf(y) pdf_z = pdf(5 * z) density *= pdf_z a = x + y b = 2 * y c = a - b + z norm = np.sqrt(a.var() + b.var()) a /= norm b /= norm ############################################################################### # Plot the figures def plot_figs(fig_num, elev, azim): fig = plt.figure(fig_num, figsize=(4, 3)) plt.clf() ax = Axes3D(fig, rect=[0, 0, .95, 1], elev=elev, azim=azim) ax.scatter(a[::10], b[::10], c[::10], c=density[::10], marker='+', alpha=.4) Y = np.c_[a, b, c] # Using SciPy's SVD, this would be: # _, pca_score, V = scipy.linalg.svd(Y, full_matrices=False) pca = PCA(n_components=3) pca.fit(Y) pca_score = pca.explained_variance_ratio_ V = pca.components_ x_pca_axis, y_pca_axis, z_pca_axis = V.T * pca_score / pca_score.min() x_pca_axis, y_pca_axis, z_pca_axis = 3 * V.T x_pca_plane = np.r_[x_pca_axis[:2], - x_pca_axis[1::-1]] y_pca_plane = np.r_[y_pca_axis[:2], - y_pca_axis[1::-1]] z_pca_plane = np.r_[z_pca_axis[:2], - z_pca_axis[1::-1]] x_pca_plane.shape = (2, 2) y_pca_plane.shape = (2, 2) z_pca_plane.shape = (2, 2) ax.plot_surface(x_pca_plane, y_pca_plane, z_pca_plane) ax.w_xaxis.set_ticklabels([]) ax.w_yaxis.set_ticklabels([]) ax.w_zaxis.set_ticklabels([]) elev = -40 azim = -80 plot_figs(1, elev, azim) elev = 30 azim = 20 plot_figs(2, elev, azim) plt.show()
bsd-3-clause
wzbozon/scikit-learn
examples/manifold/plot_lle_digits.py
59
8576
""" ============================================================================= 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 Linear Discriminant Analysis projection") X2 = X.copy() X2.flat[::X.shape[1] + 1] += 0.01 # Make X invertible t0 = time() X_lda = discriminant_analysis.LinearDiscriminantAnalysis(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
mhdella/scikit-learn
examples/linear_model/plot_lasso_coordinate_descent_path.py
254
2639
""" ===================== Lasso and Elastic Net ===================== Lasso and elastic net (L1 and L2 penalisation) implemented using a coordinate descent. The coefficients can be forced to be positive. """ print(__doc__) # Author: Alexandre Gramfort <[email protected]> # License: BSD 3 clause import numpy as np import matplotlib.pyplot as plt from sklearn.linear_model import lasso_path, enet_path from sklearn import datasets diabetes = datasets.load_diabetes() X = diabetes.data y = diabetes.target X /= X.std(axis=0) # Standardize data (easier to set the l1_ratio parameter) # Compute paths eps = 5e-3 # the smaller it is the longer is the path print("Computing regularization path using the lasso...") alphas_lasso, coefs_lasso, _ = lasso_path(X, y, eps, fit_intercept=False) print("Computing regularization path using the positive lasso...") alphas_positive_lasso, coefs_positive_lasso, _ = lasso_path( X, y, eps, positive=True, fit_intercept=False) print("Computing regularization path using the elastic net...") alphas_enet, coefs_enet, _ = enet_path( X, y, eps=eps, l1_ratio=0.8, fit_intercept=False) print("Computing regularization path using the positve elastic net...") alphas_positive_enet, coefs_positive_enet, _ = enet_path( X, y, eps=eps, l1_ratio=0.8, positive=True, fit_intercept=False) # Display results plt.figure(1) ax = plt.gca() ax.set_color_cycle(2 * ['b', 'r', 'g', 'c', 'k']) l1 = plt.plot(-np.log10(alphas_lasso), coefs_lasso.T) l2 = plt.plot(-np.log10(alphas_enet), coefs_enet.T, linestyle='--') plt.xlabel('-Log(alpha)') plt.ylabel('coefficients') plt.title('Lasso and Elastic-Net Paths') plt.legend((l1[-1], l2[-1]), ('Lasso', 'Elastic-Net'), loc='lower left') plt.axis('tight') plt.figure(2) ax = plt.gca() ax.set_color_cycle(2 * ['b', 'r', 'g', 'c', 'k']) l1 = plt.plot(-np.log10(alphas_lasso), coefs_lasso.T) l2 = plt.plot(-np.log10(alphas_positive_lasso), coefs_positive_lasso.T, linestyle='--') plt.xlabel('-Log(alpha)') plt.ylabel('coefficients') plt.title('Lasso and positive Lasso') plt.legend((l1[-1], l2[-1]), ('Lasso', 'positive Lasso'), loc='lower left') plt.axis('tight') plt.figure(3) ax = plt.gca() ax.set_color_cycle(2 * ['b', 'r', 'g', 'c', 'k']) l1 = plt.plot(-np.log10(alphas_enet), coefs_enet.T) l2 = plt.plot(-np.log10(alphas_positive_enet), coefs_positive_enet.T, linestyle='--') plt.xlabel('-Log(alpha)') plt.ylabel('coefficients') plt.title('Elastic-Net and positive Elastic-Net') plt.legend((l1[-1], l2[-1]), ('Elastic-Net', 'positive Elastic-Net'), loc='lower left') plt.axis('tight') plt.show()
bsd-3-clause
nesterione/scikit-learn
examples/decomposition/plot_sparse_coding.py
247
3846
""" =========================================== Sparse coding with a precomputed dictionary =========================================== Transform a signal as a sparse combination of Ricker wavelets. This example visually compares different sparse coding methods using the :class:`sklearn.decomposition.SparseCoder` estimator. The Ricker (also known as Mexican hat or the second derivative of a Gaussian) is not a particularly good kernel to represent piecewise constant signals like this one. It can therefore be seen how much adding different widths of atoms matters and it therefore motivates learning the dictionary to best fit your type of signals. The richer dictionary on the right is not larger in size, heavier subsampling is performed in order to stay on the same order of magnitude. """ print(__doc__) import numpy as np import matplotlib.pylab as pl from sklearn.decomposition import SparseCoder def ricker_function(resolution, center, width): """Discrete sub-sampled Ricker (Mexican hat) wavelet""" x = np.linspace(0, resolution - 1, resolution) x = ((2 / ((np.sqrt(3 * width) * np.pi ** 1 / 4))) * (1 - ((x - center) ** 2 / width ** 2)) * np.exp((-(x - center) ** 2) / (2 * width ** 2))) return x def ricker_matrix(width, resolution, n_components): """Dictionary of Ricker (Mexican hat) wavelets""" centers = np.linspace(0, resolution - 1, n_components) D = np.empty((n_components, resolution)) for i, center in enumerate(centers): D[i] = ricker_function(resolution, center, width) D /= np.sqrt(np.sum(D ** 2, axis=1))[:, np.newaxis] return D resolution = 1024 subsampling = 3 # subsampling factor width = 100 n_components = resolution / subsampling # Compute a wavelet dictionary D_fixed = ricker_matrix(width=width, resolution=resolution, n_components=n_components) D_multi = np.r_[tuple(ricker_matrix(width=w, resolution=resolution, n_components=np.floor(n_components / 5)) for w in (10, 50, 100, 500, 1000))] # Generate a signal y = np.linspace(0, resolution - 1, resolution) first_quarter = y < resolution / 4 y[first_quarter] = 3. y[np.logical_not(first_quarter)] = -1. # List the different sparse coding methods in the following format: # (title, transform_algorithm, transform_alpha, transform_n_nozero_coefs) estimators = [('OMP', 'omp', None, 15), ('Lasso', 'lasso_cd', 2, None), ] pl.figure(figsize=(13, 6)) for subplot, (D, title) in enumerate(zip((D_fixed, D_multi), ('fixed width', 'multiple widths'))): pl.subplot(1, 2, subplot + 1) pl.title('Sparse coding against %s dictionary' % title) pl.plot(y, ls='dotted', label='Original signal') # Do a wavelet approximation for title, algo, alpha, n_nonzero in estimators: coder = SparseCoder(dictionary=D, transform_n_nonzero_coefs=n_nonzero, transform_alpha=alpha, transform_algorithm=algo) x = coder.transform(y) density = len(np.flatnonzero(x)) x = np.ravel(np.dot(x, D)) squared_error = np.sum((y - x) ** 2) pl.plot(x, label='%s: %s nonzero coefs,\n%.2f error' % (title, density, squared_error)) # Soft thresholding debiasing coder = SparseCoder(dictionary=D, transform_algorithm='threshold', transform_alpha=20) x = coder.transform(y) _, idx = np.where(x != 0) x[0, idx], _, _, _ = np.linalg.lstsq(D[idx, :].T, y) x = np.ravel(np.dot(x, D)) squared_error = np.sum((y - x) ** 2) pl.plot(x, label='Thresholding w/ debiasing:\n%d nonzero coefs, %.2f error' % (len(idx), squared_error)) pl.axis('tight') pl.legend() pl.subplots_adjust(.04, .07, .97, .90, .09, .2) pl.show()
bsd-3-clause
mahantheshhv/ibis
ibis/tests/test_comms.py
16
11505
# Copyright 2014 Cloudera Inc. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. import os import sys import threading import pytest import numpy as np from ibis.util import guid from ibis.compat import unittest try: import ibis.comms as comms from ibis.comms import (SharedMmap, IbisType, IbisTableReader, IbisTableWriter) SKIP_TESTS = False except ImportError: SKIP_TESTS = True def _nuke(path): try: os.remove(path) except os.error: pass pytestmark = pytest.mark.skipif(SKIP_TESTS, reason='Comms extension disabled') class TestIPCLock(unittest.TestCase): def setUp(self): if sys.platform == 'darwin': raise unittest.SkipTest self.timeout = 1 self.master = comms.IPCLock(is_slave=0, lock_timeout_ms=self.timeout) self.slave = comms.IPCLock(self.master.semaphore_id, lock_timeout_ms=self.timeout) def test_acquire_and_release(self): # It's not our turn self.assertFalse(self.master.acquire(block=False)) self.slave.acquire() self.slave.release() self.assertTrue(self.master.acquire()) def test_cleanup_semaphore_arrays(self): # Otherwise, there will be too many semaphore arrays floating around for i in range(500): comms.IPCLock(is_slave=0) def test_thread_blocking(self): lock = threading.Lock() results = [] # This also verifies that the GIL is correctly dropped def ping(): while True: with self.slave: with lock: if len(results) == 4: break results.append('ping') def pong(): while True: with self.master: with lock: if len(results) == 4: break results.append('pong') t1 = threading.Thread(target=pong) t1.start() t2 = threading.Thread(target=ping) t2.start() t1.join() t2.join() ex_results = ['ping', 'pong'] * 2 assert results == ex_results class TestSharedMmap(unittest.TestCase): def setUp(self): self.to_nuke = [] def tearDown(self): for path in self.to_nuke: _nuke(path) def test_create_file(self): size = 1024 path = guid() try: mm = SharedMmap(path, size, create=True) mm.close() self.assertTrue(os.path.exists(path)) self.assertEqual(os.stat(path).st_size, size) finally: _nuke(path) def test_file_not_exist(self): path = guid() self.assertRaises(IOError, SharedMmap, path, 1024) self.assertRaises(IOError, SharedMmap, path, 1024, offset=20, create=True) def test_close_file(self): path = guid() self.to_nuke.append(path) data = guid() mm = SharedMmap(path, len(data), create=True) assert mm.closed is False mm.close() assert mm.closed is True # idempotent mm.close() assert mm.closed is True self.assertRaises(IOError, mm.read, 4) self.assertRaises(IOError, mm.write, 'bazqux') self.assertRaises(IOError, mm.seek, 0) self.assertRaises(IOError, mm.flush) def test_file_interface(self): path = guid() self.to_nuke.append(path) data = guid() mm = SharedMmap(path, len(data), create=True) assert mm.tell() == 0 mm.write(data) assert mm.tell() == len(data) mm.seek(0) assert mm.tell() == 0 result = mm.read(16) assert len(result) == 16 assert result == data[:16] assert mm.tell() == 16 def test_multiple_mmaps(self): path = guid() path2 = guid() data = guid() self.to_nuke.extend([path, path2]) mm1 = SharedMmap(path, len(data), create=True) mm1.write(data) mm2 = SharedMmap(path, len(data)) result = mm2.read() self.assertEqual(result, data) # Open both maps first, see if data synchronizes mm1 = SharedMmap(path2, len(data), create=True) mm2 = SharedMmap(path2, len(data)) mm1.write(data) result = mm2.read() self.assertEqual(result, data) def rand_bool(N): return np.random.randint(0, 2, size=N).astype(np.uint8) def rand_int_span(dtype, N): info = np.iinfo(dtype) lo, hi = info.min, info.max return np.random.randint(lo, hi, size=N).astype(dtype) def bool_ex(N): mask = rand_bool(N) values = rand_bool(N) return _to_masked(values, mask, IbisType.BOOLEAN) def int_ex(N, ibis_type): mask = rand_bool(N) nptype = comms._ibis_to_numpy[ibis_type] values = rand_int_span(nptype, N) return _to_masked(values, mask, ibis_type) def double_ex(N): mask = rand_bool(N) values = np.random.randn(N) return _to_masked(values, mask, IbisType.DOUBLE) def _to_masked(values, mask, dtype): return comms.masked_from_numpy(values, mask, dtype) class TestImpalaMaskedFormat(unittest.TestCase): """ Check that data makes it to and from the file format, and that it can be correctly transformed to the appropriate NumPy/pandas/etc. format """ N = 1000 def _check_roundtrip(self, columns): writer = IbisTableWriter(columns) table_size = writer.total_size() buf = comms.RAMBuffer(table_size) writer.write(buf) buf.seek(0) reader = IbisTableReader(buf) for i, expected in enumerate(columns): result = reader.get_column(i) assert result.equals(expected) def test_basic_diverse_table(self): columns = [ bool_ex(self.N), int_ex(self.N, IbisType.TINYINT), int_ex(self.N, IbisType.SMALLINT), int_ex(self.N, IbisType.INT), int_ex(self.N, IbisType.BIGINT) ] self._check_roundtrip(columns) def test_boolean(self): col = bool_ex(self.N) self.assertEqual(col.nbytes(), self.N * 2) self._check_roundtrip([col]) # Booleans with nulls will come out as object arrays with None for each # null. This is how pandas handles things result = col.to_numpy_for_pandas() assert result.dtype == object _check_masked_correct(col, result, np.bool_, lambda x: x is None) # No nulls, get boolean dtype mask = np.zeros(self.N, dtype=np.uint8) values = rand_bool(self.N) col2 = _to_masked(values, mask, IbisType.BOOLEAN) result2 = col2.to_numpy_for_pandas() _check_masked_correct(col2, result2, np.bool_, lambda x: x is None) # Get a numpy.ma.MaskedArray # masked_result = col.to_masked_array() # didn't copy # assert not masked_result.flags.owndata # assert masked_result.base is col # For each integer type, address conversion back to NumPy rep's: masked # array, pandas-compatible (nulls force upcast to float + NaN for NULL) def test_tinyint(self): col = int_ex(self.N, IbisType.TINYINT) self.assertEqual(col.nbytes(), self.N * 2) self._check_roundtrip([col]) _check_pandas_ints_nulls(col, np.int8) _check_pandas_ints_no_nulls(self.N, IbisType.TINYINT) def test_smallint(self): col = int_ex(self.N, IbisType.SMALLINT) self.assertEqual(col.nbytes(), self.N * 3) self._check_roundtrip([col]) _check_pandas_ints_nulls(col, np.int16) _check_pandas_ints_no_nulls(self.N, IbisType.SMALLINT) def test_int(self): col = int_ex(self.N, IbisType.INT) self.assertEqual(col.nbytes(), self.N * 5) self._check_roundtrip([col]) _check_pandas_ints_nulls(col, np.int32) _check_pandas_ints_no_nulls(self.N, IbisType.INT) def test_int_segfault(self): col = int_ex(1000000, IbisType.INT) col.to_numpy_for_pandas() def test_bigint(self): col = int_ex(self.N, IbisType.BIGINT) self.assertEqual(col.nbytes(), self.N * 9) self._check_roundtrip([col]) _check_pandas_ints_nulls(col, np.int64) _check_pandas_ints_no_nulls(self.N, IbisType.BIGINT) def test_float(self): mask = rand_bool(self.N) values = np.random.randn(self.N).astype(np.float32) col = _to_masked(values, mask, IbisType.FLOAT) self.assertEqual(col.nbytes(), self.N * 5) self._check_roundtrip([col]) result = col.to_numpy_for_pandas() assert result.dtype == np.float32 mask = np.isnan(result) ex_mask = col.mask().view(np.bool_) assert np.array_equal(mask, ex_mask) def test_double(self): col = double_ex(self.N) self.assertEqual(col.nbytes(), self.N * 9) self._check_roundtrip([col]) result = col.to_numpy_for_pandas() assert result.dtype == np.float64 mask = np.isnan(result) ex_mask = col.mask().view(np.bool_) assert np.array_equal(mask, ex_mask) def test_string_pyobject(self): # pandas handles strings in object-type (NPY_OBJECT) arrays and uses # either None or NaN for nulls. For the time being we'll be consistent # with that # pass def test_timestamp(self): pass def test_decimal(self): pass def test_multiple_string_columns(self): # For the time being, string (STRING, VARCHAR, CHAR) columns will all # share the same intern table pass def _check_pandas_ints_nulls(col, dtype): result = col.to_numpy_for_pandas() assert result.dtype == np.float64 _check_masked_correct(col, result, dtype, np.isnan) def _check_pandas_ints_no_nulls(N, ibis_type): nptype = comms._ibis_to_numpy[ibis_type] mask = np.zeros(N, dtype=np.uint8) values = rand_int_span(nptype, N) col = _to_masked(values, mask, ibis_type) result = col.to_numpy_for_pandas() assert result.dtype == nptype _check_masked_correct(col, result, nptype, lambda x: False) def _check_masked_correct(col, result, dtype, is_na_f): mask = col.mask() data = col.data_bytes().view(dtype) for i, v in enumerate(result): if mask[i]: assert is_na_f(v) else: # For comparisons outside representable integer range, this may # yield incorrect results assert v == data[i] class TestTableRoundTrip(unittest.TestCase): """ Test things not captured by datatype-specific tests """ def test_table_metadata(self): # Check values from preamble pass
apache-2.0
MonoCloud/zipline
zipline/finance/controls.py
11
12900
# # Copyright 2014 Quantopian, Inc. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. import abc import pandas as pd from six import with_metaclass from zipline.errors import ( AccountControlViolation, TradingControlViolation, ) class TradingControl(with_metaclass(abc.ABCMeta)): """ Abstract base class representing a fail-safe control on the behavior of any algorithm. """ def __init__(self, **kwargs): """ Track any arguments that should be printed in the error message generated by self.fail. """ self.__fail_args = kwargs @abc.abstractmethod def validate(self, asset, amount, portfolio, algo_datetime, algo_current_data): """ Before any order is executed by TradingAlgorithm, this method should be called *exactly once* on each registered TradingControl object. If the specified asset and amount do not violate this TradingControl's restraint given the information in `portfolio`, this method should return None and have no externally-visible side-effects. If the desired order violates this TradingControl's contraint, this method should call self.fail(asset, amount). """ raise NotImplementedError def fail(self, asset, amount, datetime, metadata=None): """ Raise a TradingControlViolation with information about the failure. If dynamic information should be displayed as well, pass it in via `metadata`. """ constraint = repr(self) if metadata: constraint = "{constraint} (Metadata: {metadata})".format( constraint=constraint, metadata=metadata ) raise TradingControlViolation(asset=asset, amount=amount, datetime=datetime, constraint=constraint) def __repr__(self): return "{name}({attrs})".format(name=self.__class__.__name__, attrs=self.__fail_args) class MaxOrderCount(TradingControl): """ TradingControl representing a limit on the number of orders that can be placed in a given trading day. """ def __init__(self, max_count): super(MaxOrderCount, self).__init__(max_count=max_count) self.orders_placed = 0 self.max_count = max_count self.current_date = None def validate(self, asset, amount, _portfolio, algo_datetime, _algo_current_data): """ Fail if we've already placed self.max_count orders today. """ algo_date = algo_datetime.date() # Reset order count if it's a new day. if self.current_date and self.current_date != algo_date: self.orders_placed = 0 self.current_date = algo_date if self.orders_placed >= self.max_count: self.fail(asset, amount, algo_datetime) self.orders_placed += 1 class RestrictedListOrder(TradingControl): """ TradingControl representing a restricted list of assets that cannot be ordered by the algorithm. """ def __init__(self, restricted_list): """ restricted list can be an iterable or a container (implements __contains__) for dynamic restrictions. """ super(RestrictedListOrder, self).__init__() self.restricted_list = restricted_list def validate(self, asset, amount, _portfolio, _algo_datetime, _algo_current_data): """ Fail if the asset is in the restricted_list. """ if asset in self.restricted_list: self.fail(asset, amount, _algo_datetime) class MaxOrderSize(TradingControl): """ TradingControl representing a limit on the magnitude of any single order placed with the given asset. Can be specified by share or by dollar value. """ def __init__(self, asset=None, max_shares=None, max_notional=None): super(MaxOrderSize, self).__init__(asset=asset, max_shares=max_shares, max_notional=max_notional) self.asset = asset self.max_shares = max_shares self.max_notional = max_notional if max_shares is None and max_notional is None: raise ValueError( "Must supply at least one of max_shares and max_notional" ) if max_shares and max_shares < 0: raise ValueError( "max_shares cannot be negative." ) if max_notional and max_notional < 0: raise ValueError( "max_notional must be positive." ) def validate(self, asset, amount, portfolio, _algo_datetime, algo_current_data): """ Fail if the magnitude of the given order exceeds either self.max_shares or self.max_notional. """ if self.asset is not None and self.asset != asset: return if self.max_shares is not None and abs(amount) > self.max_shares: self.fail(asset, amount, _algo_datetime) current_asset_price = algo_current_data[asset].price order_value = amount * current_asset_price too_much_value = (self.max_notional is not None and abs(order_value) > self.max_notional) if too_much_value: self.fail(asset, amount, _algo_datetime) class MaxPositionSize(TradingControl): """ TradingControl representing a limit on the maximum position size that can be held by an algo for a given asset. """ def __init__(self, asset=None, max_shares=None, max_notional=None): super(MaxPositionSize, self).__init__(asset=asset, max_shares=max_shares, max_notional=max_notional) self.asset = asset self.max_shares = max_shares self.max_notional = max_notional if max_shares is None and max_notional is None: raise ValueError( "Must supply at least one of max_shares and max_notional" ) if max_shares and max_shares < 0: raise ValueError( "max_shares cannot be negative." ) if max_notional and max_notional < 0: raise ValueError( "max_notional must be positive." ) def validate(self, asset, amount, portfolio, algo_datetime, algo_current_data): """ Fail if the given order would cause the magnitude of our position to be greater in shares than self.max_shares or greater in dollar value than self.max_notional. """ if self.asset is not None and self.asset != asset: return current_share_count = portfolio.positions[asset].amount shares_post_order = current_share_count + amount too_many_shares = (self.max_shares is not None and abs(shares_post_order) > self.max_shares) if too_many_shares: self.fail(asset, amount, algo_datetime) current_price = algo_current_data[asset].price value_post_order = shares_post_order * current_price too_much_value = (self.max_notional is not None and abs(value_post_order) > self.max_notional) if too_much_value: self.fail(asset, amount, algo_datetime) class LongOnly(TradingControl): """ TradingControl representing a prohibition against holding short positions. """ def validate(self, asset, amount, portfolio, _algo_datetime, _algo_current_data): """ Fail if we would hold negative shares of asset after completing this order. """ if portfolio.positions[asset].amount + amount < 0: self.fail(asset, amount, _algo_datetime) class AssetDateBounds(TradingControl): """ TradingControl representing a prohibition against ordering an asset before its start_date, or after its end_date. """ def validate(self, asset, amount, portfolio, algo_datetime, algo_current_data): """ Fail if the algo has passed this Asset's end_date, or before the Asset's start date. """ # If the order is for 0 shares, then silently pass through. if amount == 0: return normalized_algo_dt = pd.Timestamp(algo_datetime).normalize() # Fail if the algo is before this Asset's start_date if asset.start_date: normalized_start = pd.Timestamp(asset.start_date).normalize() if normalized_algo_dt < normalized_start: metadata = { 'asset_start_date': normalized_start } self.fail(asset, amount, algo_datetime, metadata=metadata) # Fail if the algo has passed this Asset's end_date if asset.end_date: normalized_end = pd.Timestamp(asset.end_date).normalize() if normalized_algo_dt > normalized_end: metadata = { 'asset_end_date': normalized_end } self.fail(asset, amount, algo_datetime, metadata=metadata) class AccountControl(with_metaclass(abc.ABCMeta)): """ Abstract base class representing a fail-safe control on the behavior of any algorithm. """ def __init__(self, **kwargs): """ Track any arguments that should be printed in the error message generated by self.fail. """ self.__fail_args = kwargs @abc.abstractmethod def validate(self, _portfolio, _account, _algo_datetime, _algo_current_data): """ On each call to handle data by TradingAlgorithm, this method should be called *exactly once* on each registered AccountControl object. If the check does not violate this AccountControl's restraint given the information in `portfolio` and `account`, this method should return None and have no externally-visible side-effects. If the desired order violates this AccountControl's contraint, this method should call self.fail(). """ raise NotImplementedError def fail(self): """ Raise an AccountControlViolation with information about the failure. """ raise AccountControlViolation(constraint=repr(self)) def __repr__(self): return "{name}({attrs})".format(name=self.__class__.__name__, attrs=self.__fail_args) class MaxLeverage(AccountControl): """ AccountControl representing a limit on the maximum leverage allowed by the algorithm. """ def __init__(self, max_leverage): """ max_leverage is the gross leverage in decimal form. For example, 2, limits an algorithm to trading at most double the account value. """ super(MaxLeverage, self).__init__(max_leverage=max_leverage) self.max_leverage = max_leverage if max_leverage is None: raise ValueError( "Must supply max_leverage" ) if max_leverage < 0: raise ValueError( "max_leverage must be positive" ) def validate(self, _portfolio, _account, _algo_datetime, _algo_current_data): """ Fail if the leverage is greater than the allowed leverage. """ if _account['leverage'] > self.max_leverage: self.fail()
apache-2.0
isaaclino/wattsup
wattsup.py
1
8060
#!/usr/bin/env python """record data from WattsUp power meter Reads data from a Watts Up PRO or compatible power meter (http://www.wattsupmeters.com). Plots in real time, can run in simulation mode, reading from a file rather than a physical power meter. Output format will be space sperated containing: YYYY-MM-DD HH:MM:SS.ssssss n W V A where n is sample number, W is power in watts, V volts, A current in amps Usage: "wattsup.py -h" for options Author: Kelsey Jordahl Copyright: Kelsey Jordahl 2011 License: GPLv3 Time-stamp: <Tue Sep 20 09:14:29 EDT 2011> 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. A copy of the GPL version 3 license can be found in the file COPYING or at <http://www.gnu.org/licenses/>. 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. """ import os, serial import datetime, time import argparse import curses from platform import uname import numpy as np import matplotlib.pyplot as plt EXTERNAL_MODE = 'E' INTERNAL_MODE = 'I' TCPIP_MODE = 'T' FULLHANDLING = 2 class WattsUp(object): def __init__(self, port, interval): if args.sim: self.s = open(port,'r') # not a serial port, but a file else: self.s = serial.Serial(port, 115200 ) self.logfile = None self.interval = interval # initialize lists for keeping data self.t = [] self.power = [] self.potential = [] self.current = [] def mode(self, runmode): if args.sim: return # can't set run mode while in simulation self.s.write('#L,W,3,%s,,%d;' % (runmode, self.interval) ) if runmode == INTERNAL_MODE: self.s.write('#O,W,1,%d' % FULLHANDLING) def fetch(self): if args.sim: return # can't fetch while in simulation for line in self.s: if line.startswith( '#d' ): fields = line.split(',') W = float(fields[3]) / 10; V = float(fields[4]) / 10; A = float(fields[5]) / 1000; print datetime.datetime.now(), W, V, A def log(self, logfile = None): print 'Logging...' if not args.sim: self.mode(EXTERNAL_MODE) if logfile: self.logfile = logfile o = open(self.logfile,'w') if args.raw: rawfile = '.'.join([os.path.splitext(self.logfile)[0],'raw']) try: r = open(rawfile,'w') except: print 'Opening raw file %s failed!' % rawfile args.raw = False line = self.s.readline() n = 0 # set up curses screen = curses.initscr() curses.noecho() curses.cbreak() screen.nodelay(1) try: curses.curs_set(0) except: pass if args.plot: fig = plt.figure() while True: if args.sim: time.sleep(self.interval) if line.startswith( '#d' ): if args.raw: r.write(line) fields = line.split(',') if len(fields)>5: W = float(fields[3]) / 10; V = float(fields[4]) / 10; A = float(fields[5]) / 1000; screen.clear() screen.addstr(2, 4, 'Logging to file %s' % self.logfile) screen.addstr(4, 4, 'Time: %d s' % n) screen.addstr(5, 4, 'Power: %3.1f W' % W) screen.addstr(6, 4, 'Voltage: %5.1f V' % V) if A<1000: screen.addstr(7, 4, 'Current: %d mA' % int(A*1000)) else: screen.addstr(7, 4, 'Current: %3.3f A' % A) screen.addstr(9, 4, 'Press "q" to quit ') #if args.debug: # screen.addstr(12, 0, line) screen.refresh() c = screen.getch() if c in (ord('q'), ord('Q')): break # Exit the while() if args.plot: self.t.append(float(n)) self.power.append(W) self.potential.append(V) self.current.append(A) fig.clear() plt.plot(np.array(self.t)/60,np.array(self.power),'r') ax = plt.gca() ax.set_xlabel('Time (minutes)') ax.set_ylabel('Power (W)') # show the plot fig.canvas.draw() if self.logfile: o.write('%s %d %3.1f %3.1f %5.3f\n' % (datetime.datetime.now(), n, W, V, A)) n += self.interval line = self.s.readline() curses.nocbreak() curses.echo() curses.endwin() try: o.close() except: pass if args.raw: try: r.close() except: pass def main(args): if not args.port: system = uname()[0] if system == 'Darwin': # Mac OS X args.port = '/dev/tty.usbserial-A1000wT3' elif system == 'Linux': args.port = '/dev/ttyUSB0' if not os.path.exists(args.port): if not args.sim: print '' print 'Serial port %s does not exist.' % args.port print 'Please make sure FDTI drivers are installed' print ' (http://www.ftdichip.com/Drivers/VCP.htm)' print 'Default ports are /dev/ttyUSB0 for Linux' print ' and /dev/tty.usbserial-A1000wT3 for Mac OS X' exit() else: print '' print 'File %s does not exist.' % args.port meter = WattsUp(args.port, args.interval) if args.log: meter.log(args.outfile) if args.fetch: print 'WARNING: Fetch mode not working!!!!' meter.fetch() if args.internal: meter.mode(INTERNAL_MODE) if __name__ == '__main__': parser = argparse.ArgumentParser(description='Get data from Watts Up power meter.') parser.add_argument('-v', '--verbose', dest='verbose', action='store_true', help='verbose') parser.add_argument('-d', '--debug', dest='debug', action='store_true', help='debugging output') parser.add_argument('-m', '--simulation-mode', dest='sim', action='store_true', help='simulate logging by reading serial data from disk with delay of sample interval between lines') parser.add_argument('-i', '--internal-mode', dest='internal', action='store_true', help='Set meter to internal logging mode') parser.add_argument('-f', '--fetch', dest='fetch', action='store_true', help='Fetch data stored on the meter (NOT YET WORKING!)') parser.add_argument('-g', '--graphics-mode', dest='plot', action='store_true', help='Graphical output: plot the data in real time') parser.add_argument('-l', '--log', dest='log', action='store_true', help='log data in real time') parser.add_argument('-r', '--raw', dest='raw', action='store_true', help='output raw file') parser.add_argument('-o', '--outfile', dest='outfile', default='log.out', help='Output file') parser.add_argument('-s', '--sample-interval', dest='interval', default=1.0, type=float, help='Sample interval (default 1 s)') parser.add_argument('-p', '--port', dest='port', default=None, help='USB serial port') args = parser.parse_args() main(args)
gpl-3.0
vsoch/myconnectome
myconnectome/qa/qa_summary.py
2
4284
# -*- coding: utf-8 -*- """ assemble qa data for myconnectome data paper """ import os,glob import pickle import pandas as pd import numpy qadatadir='/Users/poldrack/Dropbox/data/selftracking/QA' # process anat data if 0: anatdatafile=os.path.join(qadatadir,'anat_qa.pkl') anatdata=pickle.load(open(anatdatafile,'rb')) anatdata['anat_fwhm'] subcode=anatdata.pop('subcode') s=pd.DataFrame(anatdata) corr_anat=pd.read_csv('/Users/poldrack/code/myconnectome/quality_assurance/corr_anat.csv') asdf # process func data funcdata={} corr_func=pd.read_csv('/Users/poldrack/code/myconnectome/quality_assurance/corr_func.csv') funcfiles=glob.glob(os.path.join(qadatadir,'rsfmri/*pkl')) funcfiles.sort() # from http://preprocessed-connectomes-project.github.io/quality-assessment-protocol/index.html #Entopy Focus Criterion [func_efc]: SUses the Shannon entropy of voxel intensities as an indication of ghosting and blurring induced by head motion, lower is better 2. Uses mean functional. #Foreground to Background Energy Ratio [func_fber]: Mean energy of image values (i.e., mean of squares) within the head relative to outside the head, higher values are better. Uses mean functional. #Smoothness of Voxels [func_fwhm]: The full-width half maximum (FWHM) of the spatial distribution of the image intensity values in units of voxels, lower values are better. Uses mean functional. #Ghost to Signal Ratio (GSR) [func_gsr]: A measure of the mean signal in the ‘ghost’ image (signal present outside the brain due to acquisition in the phase encoding direction) relative to mean signal within the brain, lower values are better. Uses mean functional. # #Standardized DVARS [func_dvars]: The spatial standard deviation of the temporal derivative of the data, normalized by the temporal standard deviation and temporal autocorrelation, lower values are better 56. Uses functional time-series. #Outlier Detection [func_outlier]: The mean fraction of outliers found in each volume using 3dTout command in AFNI (http://afni.nimh.nih.gov/afni), lower values are better 7. Uses functional time-series. #Median Distance Index [func_quality]: The mean distance (1 – spearman’s rho) between each time-point’s volume and the median volume using AFNI’s 3dTqual command (http://afni.nimh.nih.gov/afni), lower values are better 7. Uses functional time-series. #Mean Fractional Displacement - Jenkinson [func_mean_fd]: A measure of subject head motion, which compares the motion between the current and previous volumes. This is calculated by summing the absolute value of displacement changes in the x, y and z directions and rotational changes about those three axes. The rotational changes are given distance values based on the changes across the surface of a 80mm radius sphere, lower values are better 89. Uses functional time-series. #Number of volumes with FD greater than 0.2mm [func_num_fd]: Lower values are better Uses functional time-series. #Percent of volumes with FD greater than 0.2mm [func_perc_fd]: Lower values are better Uses functional time-series. # gsr=[] fber=[] snr=[] efc=[] fwhm=[] mean_fd=[] pct_fd=[] num_fd=[] quality=[] tsnr=[] exclude_bad_subs=True subcodes=[i.strip() for i in open('/Users/poldrack/code/myconnectome/rsfmri_analyses/subcodes.txt').readlines()] for f in funcfiles: subcode=f.split('/')[-1].split('_')[0] if exclude_bad_subs and not subcode in subcodes: continue funcdata[subcode]=pickle.load(open(f,'rb')) gsr.append(funcdata[subcode]['gsr']) fber.append(funcdata[subcode]['fber']) snr.append(funcdata[subcode]['snr']) tsnr.append(funcdata[subcode]['tsnr']) fwhm.append(funcdata[subcode]['fwhm'][3]) efc.append(funcdata[subcode]['efc']) quality.append(funcdata[subcode]['func_quality']) mean_fd.append(funcdata[subcode]['fd']) pct_fd.append(100.0*(funcdata[subcode]['num_fd']/518.0)) funcvars={'func_gsr':gsr,'func_fber':fber,'func_snr':snr,'func_tsnr':tsnr,'func_fwhm':fwhm,'func_efc':efc,'func_mean_fd':mean_fd,'func_perc_fd':pct_fd,'func_quality':quality} myc=pd.DataFrame(funcvars) if exclude_bad_subs: myc.to_csv('myconnectome_func_qa_goodsubs.csv') else: myc.to_csv('myconnectome_func_qa_allsubs.csv')
mit
asymmetry/beampackage
beampackage/bpmcalib.py
2
17801
#!/usr/bin/env python import os,re,numpy from harppos import * from bpmfit import * from signalfilter import decode,getrealpos from runinfo import * #class to calibrate bpm class bpmcalib: def __init__(self,keywords=False,treename="T",rootpath=os.getenv("REPLAY_OUT_PATH"), onlyb=False,forcefastbus=False,forceredecode=False,ab=False): self.keywords=keywords self.treename=treename self.rootpath=rootpath self.pklpath=getpklpath(rootpath) self.onlyb=onlyb self.forcefastbus=forcefastbus self.forceredecode=forceredecode self.period=runinfo() if not ab: self.ab=[1] if self.onlyb else [0,1] else:self.ab=ab self.chan=[2,3,0,1] self.bpmraw,self.constfile={},{} if self.keywords: self.filtertype="s" self.getharpinfo() self.getsurvey() self.getcalibconf() self.gethardpos() #get harp information def getharpinfo(self): harpdata=harpinfo() tmp=harpdata.getdata(self.keywords) if not tmp:raise Exception("no harp data found") if not self.onlyb:self.peak_04=[tmp[i]["harp04"] for i in range(tmp["ndata"])] self.peak_05=[tmp[i]["harp05"] for i in range(tmp["ndata"])] self.run=[tmp[i]["run"][0] for i in range(tmp["ndata"])] self.pedrun=tmp["pedrun"][0] try:self.availruns={"a":tmp["availa"],"b":tmp["availb"]} except:self.availruns=False print "calibrate bpm with run",self.run,"and pedestal run %i,"%self.pedrun,"keywords: ",self.keywords #get survey information def getsurvey(self,run=False): if not run:run=self.run[0] #get position in bpm for harp data self.harp=harppos(run) self.bpm={"a":bpmpos(run,"a"),"b":bpmpos(run,"b")} self.currepics=self.period.current(run) #get calibration configure def getcalibconf(self): self.calibconf=calibsetting(self.keywords) self.datanum=self.calibconf.datanum #get position at bpm from harp data def gethardpos(self): pos1,pos2,posbpma,posbpmb=[],[],[],[] for i in range(len(self.peak_05)): if self.onlyb: bpmaposhall=self.bpm["a"].posbpm2hall(self.calposfromraw(self.run[i],0)) pos1.append([numpy.mean(x) for x in bpmaposhall]) else:pos1.append(self.harp.getpos_04(self.peak_04[i])) pos2.append(self.harp.getpos_05(self.peak_05[i])) if not self.onlyb: posbpma.append(self.bpm["a"].getpos_bpm(pos1[i],pos2[i])) posbpmb.append(self.bpm["b"].getpos_bpm(pos1[i],pos2[i])) else: #print self.bpm["b"]. posbpmb.append(self.harp.getpos_05_local(self.peak_05[i])) hardpos=[posbpma,posbpmb] r=map(lambda p:p[0]**2+p[1]**2,posbpmb) self.centerid=r.index(min(r)) self.hardpos=[] for i in self.ab: self.hardpos.append(hardpos[i]) #print out print "hard position is:" for i in range(len(self.hardpos[0])): print self.run[i], for j in range(len(self.hardpos)): for p in self.hardpos[j][i]: print "%1.2f,"%p, print "\t", print #get bpm calibration constant, used for calibrating bpm B only with A and harp info def getcalibconst(self,ab,run=False): if not run:run=self.run[0] tmp=self.period.bpmconstread(run,self.forcefastbus)[ab] if not tmp: print "can not find const for run %i"%run return False #pedestal for run, read from pedestal.pkl from database pedtmp=False if not self.period.ifautogain(run): pedtmp=self.period.pedestal(run,self.forcefastbus)[ab] if not pedtmp:pedtmp=tmp["ped"] pedestal=map(lambda a,b:a+b,pedtmp,tmp["offset"]) calconst=tmp["const"] fitorder=tmp["fitorder"] self.constfile[ab]=tmp["constfile"] return pedestal,calconst,fitorder #calculate position from raw data,ab=0 for bpm a ,1 for b def calposfromraw(self,run,ab,rotate=False): self.getrawdata(run) ab="a" if ab==0 else "b" tmp=self.getcalibconst(ab) if not tmp:return False,False ped,const,fitorder=tmp raw=self.bpmraw[run][:4] if ab=="a" else self.bpmraw[run][4:] raw=[raw[c]-ped[c] for c in range(4)] x,y=getrealpos(raw,const,fitorder) x,y=x[x>-100],y[y>-100] x,y=x[x<100],y[y<100] if rotate:x,y,z=self.bpm[ab].posbpmrotate([x,y]) return x,y #get raw data def getrawdata(self,run,ped=False,eventcut=False): if run in self.bpmraw.keys():return bpmrawpkl=self.pklpath.getpath("raw","%sbpm"%self.filtertype,run) currpkl=self.pklpath.getpath("raw","curr",run) availpkl=self.pklpath.getpath("raw","bpmavail",run) if not os.path.exists(bpmrawpkl): runpath=checkrunavail(self.rootpath,run) if not runpath:raise Exception("no file found for run %i"%run) d=decode(runpath,self.treename,forcefastbus=self.forcefastbus,forceredecode=self.forceredecode) d.autodecode() raw=zload(bpmrawpkl) #ped or signal cut if ped: curr=zload(currpkl) #get average curr nocurr=0.01 #below this current will deal as no signal currshift=500 curr=curr<nocurr curr1=numpy.concatenate((numpy.zeros(currshift),curr[:-currshift])) bpmavail=curr*curr1 else: bpmavail=zload(availpkl) #event cut if not eventcut: ecut=getbpmeventcut() eventcut=ecut.getcut(run,self.forcefastbus) #filter the unwanted event if eventcut: if (len(bpmavail)-eventcut[1])>=0: cut=numpy.asarray([0]*eventcut[0]+[1]*(eventcut[1]-eventcut[0])\ +[0]*(len(bpmavail)-eventcut[1]),dtype=numpy.int32) else: cut=numpy.asarray([0]*eventcut[0]+[1]*(len(bpmavail)-eventcut[0])\ ,dtype=numpy.int32) raw=[x+bpmavail*1e6+cut*1e6-2e6 for x in raw] else:raw=[x+bpmavail*1e6-1e6 for x in raw] raw=[x[x>-1e4] for x in raw] self.bpmraw[run]=raw #get center point def getcenterpoint(self,pos): r=map(lambda p:p[0]**2+p[1]**2,pos) return r.index(min(r)) #get bpm raw beak and calibration configure def bpmpeak(self): for r in self.run:self.getrawdata(r) #ped peaks and offset if self.calibconf.pedpeaks: self.pedpeaks=self.calibconf.pedpeaks else: pedtmp=self.period.pedestal(self.run[0],self.forcefastbus) if pedtmp["a"] and pedtmp["b"]: self.pedpeaks=pedtmp["a"]+pedtmp["b"] else: self.getrawdata(self.pedrun,True) self.pedpeaks=[numpy.mean(r) for r in self.bpmraw[self.pedrun]] if self.calibconf.offset:self.offset=self.calibconf.offset else:self.offset=[0]*8 self.peaks=map(lambda r:[numpy.asarray([numpy.mean(x)]*self.datanum,dtype=numpy.float32) for x in self.bpmraw[r]],self.run) if self.calibconf.gxy:self.gxy=self.calibconf.gxy else:self.gxy=[False,False,False,False] #calibrate gx and gy def calibrategxgy(self,pos,peak,ped,offset): index=self.getcenterpoint(pos) ar=self.ar purepeak=map(lambda p1,p2,p0:map(lambda p3:map(lambda p4,p5,p6:p4-p5-p6,p3,p2,p0),p1),peak,ped,offset) gx=map(lambda p1,p2:p1[0]*(1-2/ar*p2[0])/(p1[1]*(1+2/ar*p2[0])),purepeak[0],pos) gy=map(lambda p1,p2:p1[0]*(1-2/ar*p2[1])/(p1[1]*(1+2/ar*p2[1])),purepeak[1],pos) return gx[index],gy[index] #calibrate one bpm def calibrateone(self,gxy,pos,peak,ped,offset): #purepeak:1st level:x,y;2nd level:n pos;3rd level:x+,x- #pos:1st level:n pos;2nd level:x,y purepeak=map(lambda p1,p2,p0:map(lambda p3:map(lambda p4,p5,p6:p4-p5-p6,p3,p2,p0),p1),peak,ped,offset) xdiff_sum=map(lambda p:(p[0]-gxy[0]*p[1])/(p[0]+gxy[0]*p[1]),purepeak[0]) ydiff_sum=map(lambda p:(p[0]-gxy[1]*p[1])/(p[0]+gxy[1]*p[1]),purepeak[1]) xbyb2=map(lambda p1,p2:p1**2+p2**2,xdiff_sum,ydiff_sum) xb2x=map(lambda p:1/p-1/numpy.sqrt(p)*numpy.sqrt(1/p-1),xbyb2) xdata=map(lambda p1,p2:self.ar*p1*p2,xdiff_sum,xb2x) ydata=map(lambda p1,p2:self.ar*p1*p2,ydiff_sum,xb2x) xharp=map(lambda p:p[0],pos) yharp=map(lambda p:p[1],pos) #filternan nanxdata=[all(x) for x in numpy.isnan(xdata)] nanydata=[all(x) for x in numpy.isnan(ydata)] nanxy=nanxdata or nanydata for i in range(len(nanxy)-1,-1,-1): if nanxy[i]: del xdata[i],ydata[i],xharp[i],yharp[i] #fit centerid=self.getcenterpoint(pos) xfit=bpmfit(self.keywords,0,xharp,(xdata,ydata),centerid) px,pxerr,pxval=xfit.fit() yfit=bpmfit(self.keywords,1,yharp,(ydata,xdata),centerid) py,pyerr,pyval=yfit.fit() return px,py,pxerr,pyerr,pxval,pyval #calibrate def calibrate(self,rawconst=False): self.ar=34.925 self.cx,self.cy,self.ex,self.ey,self.px,self.py=[0,0],[0,0],[0,0],[0,0],[0,0],[0,0] self.bpmpeak() #read const input if rawconst: if "offset" in rawconst.keys(): for i in range(len(self.ab)): for j in range(4): self.pedpeaks[self.ab[i]*4+j]=rawconst["ped"][i*4+j] self.offset[self.ab[i]*4+j]=rawconst["offset"][i*4+j] if "gxgy" in rawconst.keys(): for i in range(len(self.ab)): for j in range(2): self.gxy[self.ab[i]*2+j]=rawconst["gxgy"][i*2+j] #calibrate for i in range(len(self.ab)): peak=([],[]) xchan=self.chan[0]+4*self.ab[i] ychan=self.chan[2]+4*self.ab[i] for j in range(len(self.hardpos[i])): peak[0].append(self.peaks[j][xchan:xchan+2]) peak[1].append(self.peaks[j][ychan:ychan+2]) ped=(self.pedpeaks[xchan:xchan+2],self.pedpeaks[ychan:ychan+2]) print "-----------------------------------------------------------------------------------------" offset=(self.offset[xchan:xchan+2],self.offset[ychan:ychan+2]) #get gxy gxychan=self.ab[i]*2 if not self.gxy[gxychan]: self.gxy[gxychan],self.gxy[gxychan+1]=\ self.calibrategxgy(self.hardpos[i],peak,ped,offset) #calibrate a,b,c self.cx[self.ab[i]],self.cy[self.ab[i]],self.ex[self.ab[i]],self.ey[self.ab[i]],self.px[self.ab[i]],self.py[self.ab[i]]=self.calibrateone(self.gxy[gxychan:gxychan+2],self.hardpos[i],peak,ped,offset) #save const a or b,used for constsave function def __constsaveone(self,ab): dbdir=os.getenv("BEAMDBPATH") if dbdir==None: print "please define BEAMDBPATH in your env" return False pydb=os.path.join(dbdir,"pyDB") if not os.path.exists(pydb):os.makedirs(pydb) run=sorted(self.run) if not self.period.ifhapavail(run[0]) or self.forcefastbus:fastbus=True else:fastbus=False #save const if fastbus: filename=os.path.join(pydb,"bpm%sfb_%i.dat"%(ab,run[0])) else: filename=os.path.join(pydb,"bpm%s_%i.dat"%(ab,run[0])) if self.availruns:runperiod=self.availruns[ab] else: runperiod="" for r in run:runperiod+="%i,"%r runperiod=runperiod[:-1] fitorder=self.calibconf.fitorder datfile=open(filename,"w") datfile.write("All of the survey info directly come from survey data,please read survey report to get the detail info about the coordinate\n") datfile.write("Please contact pengjia immediately if you have any questions(email,gtalk,phone...)\n") datfile.write("keywords: ") for keyword in self.keywords: datfile.write("%s "%keyword) if "nA" in keyword:curravail=keyword[:-2] datfile.write("\n\n") datfile.write("------------------------------------------------\n\n") datfile.write("avail run period:%s\n"%runperiod) try:datfile.write("avail curr(nA):%i\n"%(int(self.currepics))) except:datfile.write("avail curr(nA):%s\n"%(curravail)) datfile.write("target z position(mm,support multi):-14.135 0 14.135 -10.81 -13.6271\n") ped=self.pedpeaks[:4] if ab=="a" else self.pedpeaks[4:] offset=self.offset[:4] if ab=="a" else self.offset[4:] datfile.write("pedestal peak:%f %f %f %f\n"%tuple(ped)) datfile.write("offset:%f %f %f %f\n"%tuple(offset)) abnum=0 if ab=="a" else 1 datfile.write("bpm%s ar,gx,gy:%.15f %.15f %.15f\n"%(ab,self.ar,self.gxy[abnum*2],self.gxy[abnum*2+1])) datfile.write("fitorder:%i %i\n"%(fitorder[0],fitorder[1])) cxy=[self.cx[abnum],self.cy[abnum]] exy=[self.ex[abnum],self.ey[abnum]] for i in range(2): xy="x" if i==0 else "y" datfile.write("bpm%s %s a,b,c:"%(ab,xy)) for j in range(len(cxy[i])): datfile.write("%.15f "%cxy[i][j]) datfile.write("\n") #for i in range(2): #xy="x" if i==0 else "y" #datfile.write("bpm%s %s para error:"%(ab,xy)) #for j in range(len(exy[i])): #datfile.write("%.15f "%exy[i][j]) #datfile.write("\n") datfile.write("fval:%.7f %.7f"%(self.px[abnum],self.py[abnum])) datfile.write("\n") datfile.close() #print constant print "\n\n-----------------------------------------" for line in open(filename,"r"):print line.strip() print "-----------------------------------------\n\n" #save constant def constsave(self): dbdir=os.getenv("BEAMDBPATH") if not self.onlyb:self.__constsaveone("a") self.__constsaveone("b") #check calibration constant def calibcheck(self): try: from pylab import savefig,figure from matplotlib.colors import LogNorm from matplotlib import pyplot from matplotlib.ticker import MultipleLocator, FormatStrFormatter except: print "sorry the matplotlib package is needed for plotting!" return fig =figure(figsize=(5.0*len(self.ab), 5.0), dpi=100) axes=[] majorLocator= MultipleLocator(1) minorLocator= MultipleLocator(0.2) for i in range(len(self.ab)): axes.append(fig.add_subplot(1,len(self.ab),i+1)) axes[i].clear() xall,yall=numpy.zeros(0,dtype=numpy.float32),numpy.zeros(0,dtype=numpy.float32) for r in self.run: x,y=self.calposfromraw(r,self.ab[i]) xall=numpy.concatenate((xall,x)) yall=numpy.concatenate((yall,y)) xymax=max([abs(min([xall.min(),yall.min()])),abs(max([xall.max(),yall.max()]))])*1.2 histrange=[[-xymax,xymax],[-xymax,xymax]] axes[i].hist2d(xall,yall,bins=300,range=histrange,norm=LogNorm()) #harp pos hardpos=[[x[0] for x in self.hardpos[i]],[x[1] for x in self.hardpos[i]]] axes[i].plot(hardpos[0],hardpos[1],"+",markersize=50.,fillstyle="none") axes[i].xaxis.set_major_locator(majorLocator) axes[i].yaxis.set_major_locator(majorLocator) axes[i].xaxis.set_minor_locator(minorLocator) axes[i].yaxis.set_minor_locator(minorLocator) axes[i].set_xlabel("u(mm)") axes[i].set_ylabel("v(mm)") try: fig.suptitle("%inA,using %s"%(self.curr,self.constfile["b"])) construn=re.split("[_.]",self.constfile["b"])[1] savefig("pic/points%i_%inA_%s.eps"%(sorted(self.run)[0],self.curr,construn)) except: savefig("pic/points%i.eps"%(sorted(self.run)[0])) def ovalfun(self,x,a,b,c): #par:a center,b radius,c entries radius return c*numpy.sqrt(1-(x-a)*(x-a)/(b*b)) #check calibration constant by using slow raster def calibcheck_raster(self,run): try: from pylab import savefig,figure from matplotlib.colors import LogNorm from matplotlib import pyplot,mlab from matplotlib.ticker import MultipleLocator, FormatStrFormatter from matplotlib.patches import Ellipse from scipy.optimize import curve_fit except: print "sorry the matplotlib package is needed for plotting!" return #if not self.keywords: self.run=[run] self.filtertype="f" self.getsurvey(run) fig =figure(figsize=(5.0*len(self.ab), 5.0), dpi=100) axes=[] for i in range(2): tmp=self.calposfromraw(run,i,rotate=True) if not tmp:continue x,y=tmp axes.append(fig.add_subplot(121+i)) axes[i].clear() center=[numpy.mean(x),numpy.mean(y)] xyrange=[x.max()-x.min(),y.max()-y.min()] xymin=min([x.min(),y.min()]) xymax=max([x.max(),y.max()]) histrange=[[xymin,xymax],[xymin,xymax]] axislable=int(xymax/10.)*2 if axislable<1:axislable=1 majorLocator= MultipleLocator(axislable) minorLocator= MultipleLocator(axislable/5.) axes[i].hist2d(x,y,bins=300,range=histrange,norm=LogNorm()) axes[i].xaxis.set_major_locator(majorLocator) axes[i].yaxis.set_major_locator(majorLocator) axes[i].xaxis.set_minor_locator(minorLocator) axes[i].yaxis.set_minor_locator(minorLocator) try: fig.suptitle("%inA,using %s"%(self.curr,self.constfile["b"])) construn=re.split("[_.]",self.constfile["b"])[1] savefig("pic/calibcheck%i_%inA_%s.png"%(run,self.curr,construn)) except: savefig("pic/calibcheck%i.png"%(run))
gpl-3.0
vrkrishn/FBHacks
src/Common/get_videos.py
1
2664
import os import sys import requests import urllib2 import json import datetime from dateutil import parser from collections import Counter import matplotlib.pyplot as plt def request_video(videoid, access_token): endpoint = 'https://graph.facebook.com/v2.8' #access_token='EAACEdEose0cBAHFPMoobVMkxxWagM9i1SrJY1JKEdLd0xOaT5GqCOLnrFcT4ZA0v0Lr9wxrJKwRCHZBiZApuE7pVjpbIQR6lFJkJCVJ8WdMkfdmr1kPbKgf1GnT0oOvAgMbjP5DGy3Q06W8vSOt87CC8gZCgOLGiqZCoZApxkitQZDZD' fb_graph_url = endpoint+ '/' + videoid + '?fields=comments,length,scheduled_publish_time,created_time,backdated_time&limit=1000&access_token='+access_token resp = requests.get(fb_graph_url) data = json.dumps(resp.json(), sort_keys=True, indent=4, separators=(',',': ')) print data d = json.loads(data) print d.keys() print d['created_time'] duration = d['length'] resp=requests.get(d['comments']['paging']['next']) print resp.json() data = json.dumps(resp.json(), sort_keys=True, indent=4, separators=(',',': ')) d = json.loads(data) comment_data = [] while('next' in d['paging']): resp=requests.get(d['paging']['next'].replace('&limit=25','&limit=500')) data = json.dumps(resp.json(), sort_keys=True, indent=4, separators=(',',': ')) for comment in resp.json()['data']: # print comment comment_data.append((parser.parse(comment['created_time'], ignoretz=True), comment['message'])) d = json.loads(data) # with open("result.json", 'w') as f: # f.write(comment_data) comment_data = sorted(comment_data, key=lambda comment: comment[0]) print comment_data initial_time = comment_data[0][0] end_time = comment_data[-1][0] counts = [] features = {} features['comments'] = {} features['intervalSize'] = 30 countZeros = 0 maxC = 0 print int(duration) print initial_time final_time = initial_time + datetime.timedelta(0,int(duration)) seconds = 0 while (initial_time < final_time): next_time = initial_time + datetime.timedelta(0,30) print next_time print initial_time + datetime.timedelta(0,int(duration)) count = [x[1] for x in comment_data if (x[0] > initial_time and x[0] < next_time)] if not count: counts.append(count) countZeros = 0 else: countZeros += 1 if count > maxC: maxC = count features['comments'][str(seconds * 30)] = { 'count': len(count), 'comment_data': count } seconds += 1 #print next_time initial_time = next_time with open('data.json', 'w') as outfile: json.dump(features, outfile) k = 10 #print json.dumps(resp.json(), sort_keys=True, indent=4, separators=(',',': ')) def main(args): request_video(args[1], args[2]) return if __name__=='__main__': sys.exit(main(sys.argv))
mit
meren/anvio
anvio/learning.py
2
4623
# -*- coding: utf-8 # pylint: disable=line-too-long """A simple module with classes for learning operations""" import pickle import numpy as np import anvio import anvio.utils as utils import anvio.terminal as terminal import anvio.filesnpaths as filesnpaths from anvio.errors import ConfigError with terminal.SuppressAllOutput(): import sklearn.ensemble run = terminal.Run() progress = terminal.Progress() pp = terminal.pretty_print __author__ = "Developers of anvi'o (see AUTHORS.txt)" __copyright__ = "Copyleft 2015-2018, the Meren Lab (http://merenlab.org/)" __credits__ = [] __license__ = "GPL 3.0" __version__ = anvio.__version__ __maintainer__ = "A. Murat Eren" __email__ = "[email protected]" class RF: def __init__(self, classifier_object_path="rf.classifier", r=run, p=progress): self.run = r self.progress = p self.classifier_object_path = classifier_object_path self.classifier_initialized = False self.classifier = None self.features = None self.classes = None def train(self, features, data, labels, n_trees=64): self.run.info('RF Train', "%d observations with %d features grouped into %d classes." % (len(data), len(features), len(set(labels)))) filesnpaths.is_output_file_writable(self.classifier_object_path) self.progress.new('Training') self.progress.update('...') rf = sklearn.ensemble.RandomForestClassifier(n_estimators=n_trees) rf.fit(np.array(data), labels) self.progress.end() pickle.dump({'features': features, 'classes': rf.classes_, 'classifier': rf}, open(self.classifier_object_path, 'wb')) self.run.info('Classifier output', self.classifier_object_path) def predict_from_TAB_delimited_file(self, file_path): cols = utils.get_columns_of_TAB_delim_file(file_path) return self.predict(utils.get_TAB_delimited_file_as_dictionary(file_path, column_mapping=[str] + [float] * len(cols))) def predict(self, data_dict): if not self.classifier_initialized: self.initialize_classifier() samples = list(data_dict.keys()) self.run.info('Num samples to classify', "%d." % (len(samples))) data = [] for sample in samples: datum = [] for feature in self.features: if feature not in data_dict[sample]: raise ConfigError("RF prediction run into an issue. All features described in the classifier should be present " "for all observations in the data. However, that is not the case. For instance, feature " "'%s' is in the classifier, but the entry '%s' in the input data does not have an observation " "for it :/ Not good." % (feature, sample)) datum.append(data_dict[sample][feature]) data.append(datum) predictions = self.classifier.predict_proba(data) predictions_dict = {} for i in range(0, len(samples)): sample = samples[i] predictions_dict[sample] = {} for j in range(0, len(self.classes)): _class = self.classes[j] predictions_dict[sample][_class] = predictions[i][j] return predictions_dict def initialize_classifier(self): filesnpaths.is_file_exists(self.classifier_object_path) try: if anvio.DEBUG: classifier_obj = pickle.load(open(self.classifier_object_path, 'rb')) else: with terminal.SuppressAllOutput(): classifier_obj = pickle.load(open(self.classifier_object_path, 'rb')) except UnicodeDecodeError: raise ConfigError("Your classifier object is broken. Probably because you generated is using a different verison " "of anvi'o. Please create a new one from scratch, and you will probably be golden.") try: self.features = classifier_obj['features'] self.classes = classifier_obj['classes'] self.classifier = classifier_obj['classifier'] except: raise ConfigError("RF class does not like the classifier object it was sent for processing :/ Are you sure you " "generated it the way you were supposed to?") self.classifier_initialized = True self.run.info('Random Forest Classifier', "Initialized with %d features grouped into %d classes." % (len(self.features), len(self.classes)))
gpl-3.0
AdaptivePELE/AdaptivePELE
AdaptivePELE/analysis/writeNetworkFiles.py
1
3771
import os import sys import argparse from AdaptivePELE.utilities import utilities import matplotlib.pyplot as plt try: # This might fail for older versions of matplotlib (e.g in life cluster) plt.style.use("ggplot") except: pass def parseArguments(): desc = "Write the information related to the conformation network to file\n" parser = argparse.ArgumentParser(description=desc) parser.add_argument("clusteringObject", type=str, help="Path to the clustering object") parser.add_argument("suffix", type=str, help="Suffix to append to file names") parser.add_argument("metricCol", type=int, help="Column of the metric of interest") parser.add_argument("-o", type=str, default=None, help="Output path where to write the files") parser.add_argument("-c", "--cond", type=str, default="min", help="Condition on the metric optimality, options are max or min") parser.add_argument("-b", "--bindEn", type=int, default=None, help="Column of the binding energy in the report file") args = parser.parse_args() return args.clusteringObject, args.suffix, args.metricCol, args.o, args.cond, args.bindEn if __name__ == "__main__": clusteringObject, suffix, metricCol, outputPath, metricOptimization, bindingEnergy = parseArguments() if outputPath is not None: outputPath = os.path.join(outputPath, "") if not os.path.exists(outputPath): os.makedirs(outputPath) else: outputPath = "" sys.stderr.write("Reading clustering object...\n") cl = utilities.readClusteringObject(clusteringObject) if cl.conformationNetwork is None: sys.exit("Clustering object loaded has no conformation network!!") conf = cl.conformationNetwork optimalCluster = cl.getOptimalMetric(metricCol, simulationType=metricOptimization) pathway = conf.createPathwayToCluster(optimalCluster) if not os.path.exists(outputPath+"conformationNetwork%s.edgelist" % suffix): sys.stderr.write("Writing conformation network...\n") conf.writeConformationNetwork(outputPath+"conformationNetwork%s.edgelist" % suffix) if not os.path.exists(outputPath+"FDT%s.edgelist" % suffix): sys.stderr.write("Writing FDT...\n") conf.writeFDT(outputPath+"FDT%s.edgelist" % suffix) if not os.path.exists(outputPath+"pathwayFDT%s.pdb" % suffix): sys.stderr.write("Writing pathway to optimal cluster...\n") # cl.writePathwayOptimalCluster(outputPath+"pathwayFDT%s.pdb" % suffix) cl.writePathwayTrajectory(pathway, outputPath+"pathwayFDT%s.pdb" % suffix) if not os.path.exists(outputPath+"nodesPopulation%s.txt" % suffix): sys.stderr.write("Writing nodes population...\n") cl.writeConformationNodePopulation(outputPath+"nodesPopulation%s.txt" % suffix) if not os.path.exists(outputPath+"nodesMetric%s.txt" % suffix): sys.stderr.write("Writing nodes metrics...\n") cl.writeClusterMetric(outputPath+"nodesMetric%s.txt" % suffix, metricCol) if bindingEnergy is not None: plt.figure() plt.plot(pathway, [cl.clusters.clusters[i].getMetricFromColumn(bindingEnergy) for i in pathway]) plt.xlabel("Cluster number") plt.ylabel("Binding energy(kcal/mol)") plt.savefig(outputPath+"bindingEnergy_%s.png" % suffix) plt.figure() plt.plot(pathway, [cl.clusters.clusters[i].contacts for i in pathway]) plt.xlabel("Cluster number") plt.ylabel("Contacts ratio") plt.savefig(outputPath+"contacts_%s.png" % suffix) plt.figure() plt.plot(pathway, [cl.clusters.clusters[i].getMetricFromColumn(3) for i in pathway]) plt.xlabel("Cluster number") plt.ylabel("Energy(kcal/mol)") plt.savefig(outputPath+"totalEnergy_%s.png" % suffix) plt.show()
mit
changkun/AugmentedTouch
src/clf/main.py
2
4251
import dataLoader as dl import numpy as np from sklearn import svm import matplotlib.pyplot as plt from mpl_toolkits.mplot3d import Axes3D from sklearn import decomposition from sklearn.lda import LDA def pca(data, target): centers = [[1, 1], [-1, -1], [1, -1]] X = data yy=[] for i, l in enumerate(target): if l == 'left': yy.append(1); else: yy.append(0); y = np.array(yy) fig = plt.figure(1, figsize=(4, 3)) plt.clf() ax = Axes3D(fig, rect=[0, 0, .95, 1], elev=48, azim=134) plt.cla() pca = decomposition.PCA(n_components=3) pca.fit(X) X = pca.transform(X) for name, label in [('Setosa', 0), ('Versicolour', 1), ('Virginica', 2)]: ax.text3D(X[y == label, 0].mean(), X[y == label, 1].mean() + 1.5, X[y == label, 2].mean(), name, horizontalalignment='center', bbox=dict(alpha=.5, edgecolor='w', facecolor='w')) # Reorder the labels to have colors matching the cluster results y = np.choose(y, [1, 2, 0]).astype(np.float) ax.scatter(X[:, 0], X[:, 1], X[:, 2], c=y, cmap=plt.cm.spectral) x_surf = [X[:, 0].min(), X[:, 0].max(), X[:, 0].min(), X[:, 0].max()] y_surf = [X[:, 0].max(), X[:, 0].max(), X[:, 0].min(), X[:, 0].min()] x_surf = np.array(x_surf) y_surf = np.array(y_surf) v0 = pca.transform(pca.components_[0]) v0 /= v0[-1] v1 = pca.transform(pca.components_[1]) v1 /= v1[-1] ax.w_xaxis.set_ticklabels([]) ax.w_yaxis.set_ticklabels([]) ax.w_zaxis.set_ticklabels([]) plt.show() #data = dl.nor(dl.loadData('datafew/')) # #test1 = dl.nor(dl.loadData('datalarge/training/')) # #test2 = dl.nor(dl.loadData('datalarge/test/')) # # #dl.trainingSVC(test2, data, 0.00001, 2) #dl.plot2DataSet(test2, test1, 1) def acc_image(training_data, tarining_label, test_data, test_label): n_train = training_data.shape[0] # samples for training n_test = test_data.shape[0] # samples for testing n_averages = 50 # how often to repeat classification n_features_max = 5 # maximum number of features step = 1 # step size for the calculation acc_clf1, acc_clf2 = [], [] n_features_range = range(1, n_features_max + 1, step) for n_features in n_features_range: score_clf1, score_clf2 = 0, 0 for _ in range(n_averages): X, y = training_data[:,0:n_features], tarining_label clf1 = LDA(solver='lsqr', shrinkage='auto').fit(X, y) clf2 = LDA(solver='lsqr', shrinkage=None).fit(X, y) X, y = test_data[:,0:n_features], test_label score_clf1 += clf1.score(X, y) score_clf2 += clf2.score(X, y) acc_clf1.append(score_clf1 / n_averages) acc_clf2.append(score_clf2 / n_averages) features_samples_ratio = np.array(n_features_range) / n_train plt.plot(features_samples_ratio, acc_clf1, linewidth=2, label="LDA with shrinkage", color='r') plt.plot(features_samples_ratio, acc_clf2, linewidth=2, label="LDA", color='g') plt.xlabel('n_features / n_samples') plt.ylabel('Classification accuracy') plt.legend(loc=1, prop={'size': 12}) plt.suptitle('LDA vs. shrinkage LDA (1 discriminative feature)') plt.show() path0 = 'datafew/' path1 = 'datalarge/training/' path2 = 'datalarge/test/' data, label = dl.loadDataStr(path2) yy=[] for i, l in enumerate(label): if l == 'left': yy.append(1); else: yy.append(0); y = np.array(yy) test_data, test_label = dl.loadDataStr(path2) dimension = 3 clf = svm.SVC(kernel='linear').fit(data[:,0:dimension], label) print clf print clf.support_vectors_.shape print clf.n_support_ error_count = 0.0 result = clf.predict(test_data[:,0:dimension]) for i, l in enumerate(result): #print l, label[i] if l != test_label[i]: error_count+=1 print 'error_count: ' + str(error_count) print 'total_count: ' + str(result.shape[0]) #print result #print test_label print 'error_rate: ' + str(error_count/result.shape[0]) #pca(data[:,0:3], label) #acc_image(data, label, test_data, test_label)
gpl-2.0
JsNoNo/scikit-learn
examples/cluster/plot_feature_agglomeration_vs_univariate_selection.py
218
3893
""" ============================================== Feature agglomeration vs. univariate selection ============================================== This example compares 2 dimensionality reduction strategies: - univariate feature selection with Anova - feature agglomeration with Ward hierarchical clustering Both methods are compared in a regression problem using a BayesianRidge as supervised estimator. """ # Author: Alexandre Gramfort <[email protected]> # License: BSD 3 clause print(__doc__) import shutil import tempfile import numpy as np import matplotlib.pyplot as plt from scipy import linalg, ndimage from sklearn.feature_extraction.image import grid_to_graph from sklearn import feature_selection from sklearn.cluster import FeatureAgglomeration from sklearn.linear_model import BayesianRidge from sklearn.pipeline import Pipeline from sklearn.grid_search import GridSearchCV from sklearn.externals.joblib import Memory from sklearn.cross_validation import KFold ############################################################################### # Generate data n_samples = 200 size = 40 # image size roi_size = 15 snr = 5. np.random.seed(0) mask = np.ones([size, size], dtype=np.bool) coef = np.zeros((size, size)) coef[0:roi_size, 0:roi_size] = -1. coef[-roi_size:, -roi_size:] = 1. X = np.random.randn(n_samples, size ** 2) for x in X: # smooth data x[:] = ndimage.gaussian_filter(x.reshape(size, size), sigma=1.0).ravel() X -= X.mean(axis=0) X /= X.std(axis=0) y = np.dot(X, coef.ravel()) noise = np.random.randn(y.shape[0]) noise_coef = (linalg.norm(y, 2) / np.exp(snr / 20.)) / linalg.norm(noise, 2) y += noise_coef * noise # add noise ############################################################################### # Compute the coefs of a Bayesian Ridge with GridSearch cv = KFold(len(y), 2) # cross-validation generator for model selection ridge = BayesianRidge() cachedir = tempfile.mkdtemp() mem = Memory(cachedir=cachedir, verbose=1) # Ward agglomeration followed by BayesianRidge connectivity = grid_to_graph(n_x=size, n_y=size) ward = FeatureAgglomeration(n_clusters=10, connectivity=connectivity, memory=mem) clf = Pipeline([('ward', ward), ('ridge', ridge)]) # Select the optimal number of parcels with grid search clf = GridSearchCV(clf, {'ward__n_clusters': [10, 20, 30]}, n_jobs=1, cv=cv) clf.fit(X, y) # set the best parameters coef_ = clf.best_estimator_.steps[-1][1].coef_ coef_ = clf.best_estimator_.steps[0][1].inverse_transform(coef_) coef_agglomeration_ = coef_.reshape(size, size) # Anova univariate feature selection followed by BayesianRidge f_regression = mem.cache(feature_selection.f_regression) # caching function anova = feature_selection.SelectPercentile(f_regression) clf = Pipeline([('anova', anova), ('ridge', ridge)]) # Select the optimal percentage of features with grid search clf = GridSearchCV(clf, {'anova__percentile': [5, 10, 20]}, cv=cv) clf.fit(X, y) # set the best parameters coef_ = clf.best_estimator_.steps[-1][1].coef_ coef_ = clf.best_estimator_.steps[0][1].inverse_transform(coef_) coef_selection_ = coef_.reshape(size, size) ############################################################################### # Inverse the transformation to plot the results on an image plt.close('all') plt.figure(figsize=(7.3, 2.7)) plt.subplot(1, 3, 1) plt.imshow(coef, interpolation="nearest", cmap=plt.cm.RdBu_r) plt.title("True weights") plt.subplot(1, 3, 2) plt.imshow(coef_selection_, interpolation="nearest", cmap=plt.cm.RdBu_r) plt.title("Feature Selection") plt.subplot(1, 3, 3) plt.imshow(coef_agglomeration_, interpolation="nearest", cmap=plt.cm.RdBu_r) plt.title("Feature Agglomeration") plt.subplots_adjust(0.04, 0.0, 0.98, 0.94, 0.16, 0.26) plt.show() # Attempt to remove the temporary cachedir, but don't worry if it fails shutil.rmtree(cachedir, ignore_errors=True)
bsd-3-clause
Srisai85/scikit-learn
sklearn/feature_extraction/hashing.py
183
6155
# Author: Lars Buitinck <[email protected]> # License: BSD 3 clause import numbers import numpy as np import scipy.sparse as sp from . import _hashing from ..base import BaseEstimator, TransformerMixin def _iteritems(d): """Like d.iteritems, but accepts any collections.Mapping.""" return d.iteritems() if hasattr(d, "iteritems") else d.items() class FeatureHasher(BaseEstimator, TransformerMixin): """Implements feature hashing, aka the hashing trick. This class turns sequences of symbolic feature names (strings) into scipy.sparse matrices, using a hash function to compute the matrix column corresponding to a name. The hash function employed is the signed 32-bit version of Murmurhash3. Feature names of type byte string are used as-is. Unicode strings are converted to UTF-8 first, but no Unicode normalization is done. Feature values must be (finite) numbers. This class is a low-memory alternative to DictVectorizer and CountVectorizer, intended for large-scale (online) learning and situations where memory is tight, e.g. when running prediction code on embedded devices. Read more in the :ref:`User Guide <feature_hashing>`. Parameters ---------- n_features : integer, optional The number of features (columns) in the output matrices. Small numbers of features are likely to cause hash collisions, but large numbers will cause larger coefficient dimensions in linear learners. dtype : numpy type, optional The type of feature values. Passed to scipy.sparse matrix constructors as the dtype argument. Do not set this to bool, np.boolean or any unsigned integer type. input_type : string, optional Either "dict" (the default) to accept dictionaries over (feature_name, value); "pair" to accept pairs of (feature_name, value); or "string" to accept single strings. feature_name should be a string, while value should be a number. In the case of "string", a value of 1 is implied. The feature_name is hashed to find the appropriate column for the feature. The value's sign might be flipped in the output (but see non_negative, below). non_negative : boolean, optional, default np.float64 Whether output matrices should contain non-negative values only; effectively calls abs on the matrix prior to returning it. When True, output values can be interpreted as frequencies. When False, output values will have expected value zero. Examples -------- >>> from sklearn.feature_extraction import FeatureHasher >>> h = FeatureHasher(n_features=10) >>> D = [{'dog': 1, 'cat':2, 'elephant':4},{'dog': 2, 'run': 5}] >>> f = h.transform(D) >>> f.toarray() array([[ 0., 0., -4., -1., 0., 0., 0., 0., 0., 2.], [ 0., 0., 0., -2., -5., 0., 0., 0., 0., 0.]]) See also -------- DictVectorizer : vectorizes string-valued features using a hash table. sklearn.preprocessing.OneHotEncoder : handles nominal/categorical features encoded as columns of integers. """ def __init__(self, n_features=(2 ** 20), input_type="dict", dtype=np.float64, non_negative=False): self._validate_params(n_features, input_type) self.dtype = dtype self.input_type = input_type self.n_features = n_features self.non_negative = non_negative @staticmethod def _validate_params(n_features, input_type): # strangely, np.int16 instances are not instances of Integral, # while np.int64 instances are... if not isinstance(n_features, (numbers.Integral, np.integer)): raise TypeError("n_features must be integral, got %r (%s)." % (n_features, type(n_features))) elif n_features < 1 or n_features >= 2 ** 31: raise ValueError("Invalid number of features (%d)." % n_features) if input_type not in ("dict", "pair", "string"): raise ValueError("input_type must be 'dict', 'pair' or 'string'," " got %r." % input_type) def fit(self, X=None, y=None): """No-op. This method doesn't do anything. It exists purely for compatibility with the scikit-learn transformer API. Returns ------- self : FeatureHasher """ # repeat input validation for grid search (which calls set_params) self._validate_params(self.n_features, self.input_type) return self def transform(self, raw_X, y=None): """Transform a sequence of instances to a scipy.sparse matrix. Parameters ---------- raw_X : iterable over iterable over raw features, length = n_samples Samples. Each sample must be iterable an (e.g., a list or tuple) containing/generating feature names (and optionally values, see the input_type constructor argument) which will be hashed. raw_X need not support the len function, so it can be the result of a generator; n_samples is determined on the fly. y : (ignored) Returns ------- X : scipy.sparse matrix, shape = (n_samples, self.n_features) Feature matrix, for use with estimators or further transformers. """ raw_X = iter(raw_X) if self.input_type == "dict": raw_X = (_iteritems(d) for d in raw_X) elif self.input_type == "string": raw_X = (((f, 1) for f in x) for x in raw_X) indices, indptr, values = \ _hashing.transform(raw_X, self.n_features, self.dtype) n_samples = indptr.shape[0] - 1 if n_samples == 0: raise ValueError("Cannot vectorize empty sequence.") X = sp.csr_matrix((values, indices, indptr), dtype=self.dtype, shape=(n_samples, self.n_features)) X.sum_duplicates() # also sorts the indices if self.non_negative: np.abs(X.data, X.data) return X
bsd-3-clause
gfyoung/pandas
pandas/tests/scalar/period/test_period.py
1
54909
from datetime import date, datetime, timedelta import numpy as np import pytest import pytz from pandas._libs.tslibs import iNaT, period as libperiod from pandas._libs.tslibs.ccalendar import DAYS, MONTHS from pandas._libs.tslibs.np_datetime import OutOfBoundsDatetime from pandas._libs.tslibs.parsing import DateParseError from pandas._libs.tslibs.period import INVALID_FREQ_ERR_MSG, IncompatibleFrequency from pandas._libs.tslibs.timezones import dateutil_gettz, maybe_get_tz from pandas.compat import np_datetime64_compat import pandas as pd from pandas import NaT, Period, Timedelta, Timestamp, offsets import pandas._testing as tm class TestPeriodConstruction: def test_construction(self): i1 = Period("1/1/2005", freq="M") i2 = Period("Jan 2005") assert i1 == i2 i1 = Period("2005", freq="A") i2 = Period("2005") i3 = Period("2005", freq="a") assert i1 == i2 assert i1 == i3 i4 = Period("2005", freq="M") i5 = Period("2005", freq="m") assert i1 != i4 assert i4 == i5 i1 = Period.now("Q") i2 = Period(datetime.now(), freq="Q") i3 = Period.now("q") assert i1 == i2 assert i1 == i3 i1 = Period("1982", freq="min") i2 = Period("1982", freq="MIN") assert i1 == i2 i1 = Period(year=2005, month=3, day=1, freq="D") i2 = Period("3/1/2005", freq="D") assert i1 == i2 i3 = Period(year=2005, month=3, day=1, freq="d") assert i1 == i3 i1 = Period("2007-01-01 09:00:00.001") expected = Period(datetime(2007, 1, 1, 9, 0, 0, 1000), freq="L") assert i1 == expected expected = Period(np_datetime64_compat("2007-01-01 09:00:00.001Z"), freq="L") assert i1 == expected i1 = Period("2007-01-01 09:00:00.00101") expected = Period(datetime(2007, 1, 1, 9, 0, 0, 1010), freq="U") assert i1 == expected expected = Period(np_datetime64_compat("2007-01-01 09:00:00.00101Z"), freq="U") assert i1 == expected msg = "Must supply freq for ordinal value" with pytest.raises(ValueError, match=msg): Period(ordinal=200701) msg = "Invalid frequency: X" with pytest.raises(ValueError, match=msg): Period("2007-1-1", freq="X") # GH#34703 tuple freq disallowed with pytest.raises(TypeError, match="pass as a string instead"): Period("1982", freq=("Min", 1)) def test_construction_bday(self): # Biz day construction, roll forward if non-weekday i1 = Period("3/10/12", freq="B") i2 = Period("3/10/12", freq="D") assert i1 == i2.asfreq("B") i2 = Period("3/11/12", freq="D") assert i1 == i2.asfreq("B") i2 = Period("3/12/12", freq="D") assert i1 == i2.asfreq("B") i3 = Period("3/10/12", freq="b") assert i1 == i3 i1 = Period(year=2012, month=3, day=10, freq="B") i2 = Period("3/12/12", freq="B") assert i1 == i2 def test_construction_quarter(self): i1 = Period(year=2005, quarter=1, freq="Q") i2 = Period("1/1/2005", freq="Q") assert i1 == i2 i1 = Period(year=2005, quarter=3, freq="Q") i2 = Period("9/1/2005", freq="Q") assert i1 == i2 i1 = Period("2005Q1") i2 = Period(year=2005, quarter=1, freq="Q") i3 = Period("2005q1") assert i1 == i2 assert i1 == i3 i1 = Period("05Q1") assert i1 == i2 lower = Period("05q1") assert i1 == lower i1 = Period("1Q2005") assert i1 == i2 lower = Period("1q2005") assert i1 == lower i1 = Period("1Q05") assert i1 == i2 lower = Period("1q05") assert i1 == lower i1 = Period("4Q1984") assert i1.year == 1984 lower = Period("4q1984") assert i1 == lower def test_construction_month(self): expected = Period("2007-01", freq="M") i1 = Period("200701", freq="M") assert i1 == expected i1 = Period("200701", freq="M") assert i1 == expected i1 = Period(200701, freq="M") assert i1 == expected i1 = Period(ordinal=200701, freq="M") assert i1.year == 18695 i1 = Period(datetime(2007, 1, 1), freq="M") i2 = Period("200701", freq="M") assert i1 == i2 i1 = Period(date(2007, 1, 1), freq="M") i2 = Period(datetime(2007, 1, 1), freq="M") i3 = Period(np.datetime64("2007-01-01"), freq="M") i4 = Period(np_datetime64_compat("2007-01-01 00:00:00Z"), freq="M") i5 = Period(np_datetime64_compat("2007-01-01 00:00:00.000Z"), freq="M") assert i1 == i2 assert i1 == i3 assert i1 == i4 assert i1 == i5 def test_period_constructor_offsets(self): assert Period("1/1/2005", freq=offsets.MonthEnd()) == Period( "1/1/2005", freq="M" ) assert Period("2005", freq=offsets.YearEnd()) == Period("2005", freq="A") assert Period("2005", freq=offsets.MonthEnd()) == Period("2005", freq="M") assert Period("3/10/12", freq=offsets.BusinessDay()) == Period( "3/10/12", freq="B" ) assert Period("3/10/12", freq=offsets.Day()) == Period("3/10/12", freq="D") assert Period( year=2005, quarter=1, freq=offsets.QuarterEnd(startingMonth=12) ) == Period(year=2005, quarter=1, freq="Q") assert Period( year=2005, quarter=2, freq=offsets.QuarterEnd(startingMonth=12) ) == Period(year=2005, quarter=2, freq="Q") assert Period(year=2005, month=3, day=1, freq=offsets.Day()) == Period( year=2005, month=3, day=1, freq="D" ) assert Period(year=2012, month=3, day=10, freq=offsets.BDay()) == Period( year=2012, month=3, day=10, freq="B" ) expected = Period("2005-03-01", freq="3D") assert Period(year=2005, month=3, day=1, freq=offsets.Day(3)) == expected assert Period(year=2005, month=3, day=1, freq="3D") == expected assert Period(year=2012, month=3, day=10, freq=offsets.BDay(3)) == Period( year=2012, month=3, day=10, freq="3B" ) assert Period(200701, freq=offsets.MonthEnd()) == Period(200701, freq="M") i1 = Period(ordinal=200701, freq=offsets.MonthEnd()) i2 = Period(ordinal=200701, freq="M") assert i1 == i2 assert i1.year == 18695 assert i2.year == 18695 i1 = Period(datetime(2007, 1, 1), freq="M") i2 = Period("200701", freq="M") assert i1 == i2 i1 = Period(date(2007, 1, 1), freq="M") i2 = Period(datetime(2007, 1, 1), freq="M") i3 = Period(np.datetime64("2007-01-01"), freq="M") i4 = Period(np_datetime64_compat("2007-01-01 00:00:00Z"), freq="M") i5 = Period(np_datetime64_compat("2007-01-01 00:00:00.000Z"), freq="M") assert i1 == i2 assert i1 == i3 assert i1 == i4 assert i1 == i5 i1 = Period("2007-01-01 09:00:00.001") expected = Period(datetime(2007, 1, 1, 9, 0, 0, 1000), freq="L") assert i1 == expected expected = Period(np_datetime64_compat("2007-01-01 09:00:00.001Z"), freq="L") assert i1 == expected i1 = Period("2007-01-01 09:00:00.00101") expected = Period(datetime(2007, 1, 1, 9, 0, 0, 1010), freq="U") assert i1 == expected expected = Period(np_datetime64_compat("2007-01-01 09:00:00.00101Z"), freq="U") assert i1 == expected def test_invalid_arguments(self): msg = "Must supply freq for datetime value" with pytest.raises(ValueError, match=msg): Period(datetime.now()) with pytest.raises(ValueError, match=msg): Period(datetime.now().date()) msg = "Value must be Period, string, integer, or datetime" with pytest.raises(ValueError, match=msg): Period(1.6, freq="D") msg = "Ordinal must be an integer" with pytest.raises(ValueError, match=msg): Period(ordinal=1.6, freq="D") msg = "Only value or ordinal but not both should be given but not both" with pytest.raises(ValueError, match=msg): Period(ordinal=2, value=1, freq="D") msg = "If value is None, freq cannot be None" with pytest.raises(ValueError, match=msg): Period(month=1) msg = "Given date string not likely a datetime" with pytest.raises(ValueError, match=msg): Period("-2000", "A") msg = "day is out of range for month" with pytest.raises(DateParseError, match=msg): Period("0", "A") msg = "Unknown datetime string format, unable to parse" with pytest.raises(DateParseError, match=msg): Period("1/1/-2000", "A") def test_constructor_corner(self): expected = Period("2007-01", freq="2M") assert Period(year=2007, month=1, freq="2M") == expected assert Period(None) is NaT p = Period("2007-01-01", freq="D") result = Period(p, freq="A") exp = Period("2007", freq="A") assert result == exp def test_constructor_infer_freq(self): p = Period("2007-01-01") assert p.freq == "D" p = Period("2007-01-01 07") assert p.freq == "H" p = Period("2007-01-01 07:10") assert p.freq == "T" p = Period("2007-01-01 07:10:15") assert p.freq == "S" p = Period("2007-01-01 07:10:15.123") assert p.freq == "L" p = Period("2007-01-01 07:10:15.123000") assert p.freq == "L" p = Period("2007-01-01 07:10:15.123400") assert p.freq == "U" def test_multiples(self): result1 = Period("1989", freq="2A") result2 = Period("1989", freq="A") assert result1.ordinal == result2.ordinal assert result1.freqstr == "2A-DEC" assert result2.freqstr == "A-DEC" assert result1.freq == offsets.YearEnd(2) assert result2.freq == offsets.YearEnd() assert (result1 + 1).ordinal == result1.ordinal + 2 assert (1 + result1).ordinal == result1.ordinal + 2 assert (result1 - 1).ordinal == result2.ordinal - 2 assert (-1 + result1).ordinal == result2.ordinal - 2 @pytest.mark.parametrize("month", MONTHS) def test_period_cons_quarterly(self, month): # bugs in scikits.timeseries freq = f"Q-{month}" exp = Period("1989Q3", freq=freq) assert "1989Q3" in str(exp) stamp = exp.to_timestamp("D", how="end") p = Period(stamp, freq=freq) assert p == exp stamp = exp.to_timestamp("3D", how="end") p = Period(stamp, freq=freq) assert p == exp @pytest.mark.parametrize("month", MONTHS) def test_period_cons_annual(self, month): # bugs in scikits.timeseries freq = f"A-{month}" exp = Period("1989", freq=freq) stamp = exp.to_timestamp("D", how="end") + timedelta(days=30) p = Period(stamp, freq=freq) assert p == exp + 1 assert isinstance(p, Period) @pytest.mark.parametrize("day", DAYS) @pytest.mark.parametrize("num", range(10, 17)) def test_period_cons_weekly(self, num, day): daystr = f"2011-02-{num}" freq = f"W-{day}" result = Period(daystr, freq=freq) expected = Period(daystr, freq="D").asfreq(freq) assert result == expected assert isinstance(result, Period) def test_period_from_ordinal(self): p = Period("2011-01", freq="M") res = Period._from_ordinal(p.ordinal, freq="M") assert p == res assert isinstance(res, Period) @pytest.mark.parametrize("freq", ["A", "M", "D", "H"]) def test_construct_from_nat_string_and_freq(self, freq): per = Period("NaT", freq=freq) assert per is NaT per = Period("NaT", freq="2" + freq) assert per is NaT per = Period("NaT", freq="3" + freq) assert per is NaT def test_period_cons_nat(self): p = Period("nat", freq="W-SUN") assert p is NaT p = Period(iNaT, freq="D") assert p is NaT p = Period(iNaT, freq="3D") assert p is NaT p = Period(iNaT, freq="1D1H") assert p is NaT p = Period("NaT") assert p is NaT p = Period(iNaT) assert p is NaT def test_period_cons_mult(self): p1 = Period("2011-01", freq="3M") p2 = Period("2011-01", freq="M") assert p1.ordinal == p2.ordinal assert p1.freq == offsets.MonthEnd(3) assert p1.freqstr == "3M" assert p2.freq == offsets.MonthEnd() assert p2.freqstr == "M" result = p1 + 1 assert result.ordinal == (p2 + 3).ordinal assert result.freq == p1.freq assert result.freqstr == "3M" result = p1 - 1 assert result.ordinal == (p2 - 3).ordinal assert result.freq == p1.freq assert result.freqstr == "3M" msg = "Frequency must be positive, because it represents span: -3M" with pytest.raises(ValueError, match=msg): Period("2011-01", freq="-3M") msg = "Frequency must be positive, because it represents span: 0M" with pytest.raises(ValueError, match=msg): Period("2011-01", freq="0M") def test_period_cons_combined(self): p = [ ( Period("2011-01", freq="1D1H"), Period("2011-01", freq="1H1D"), Period("2011-01", freq="H"), ), ( Period(ordinal=1, freq="1D1H"), Period(ordinal=1, freq="1H1D"), Period(ordinal=1, freq="H"), ), ] for p1, p2, p3 in p: assert p1.ordinal == p3.ordinal assert p2.ordinal == p3.ordinal assert p1.freq == offsets.Hour(25) assert p1.freqstr == "25H" assert p2.freq == offsets.Hour(25) assert p2.freqstr == "25H" assert p3.freq == offsets.Hour() assert p3.freqstr == "H" result = p1 + 1 assert result.ordinal == (p3 + 25).ordinal assert result.freq == p1.freq assert result.freqstr == "25H" result = p2 + 1 assert result.ordinal == (p3 + 25).ordinal assert result.freq == p2.freq assert result.freqstr == "25H" result = p1 - 1 assert result.ordinal == (p3 - 25).ordinal assert result.freq == p1.freq assert result.freqstr == "25H" result = p2 - 1 assert result.ordinal == (p3 - 25).ordinal assert result.freq == p2.freq assert result.freqstr == "25H" msg = "Frequency must be positive, because it represents span: -25H" with pytest.raises(ValueError, match=msg): Period("2011-01", freq="-1D1H") with pytest.raises(ValueError, match=msg): Period("2011-01", freq="-1H1D") with pytest.raises(ValueError, match=msg): Period(ordinal=1, freq="-1D1H") with pytest.raises(ValueError, match=msg): Period(ordinal=1, freq="-1H1D") msg = "Frequency must be positive, because it represents span: 0D" with pytest.raises(ValueError, match=msg): Period("2011-01", freq="0D0H") with pytest.raises(ValueError, match=msg): Period(ordinal=1, freq="0D0H") # You can only combine together day and intraday offsets msg = "Invalid frequency: 1W1D" with pytest.raises(ValueError, match=msg): Period("2011-01", freq="1W1D") msg = "Invalid frequency: 1D1W" with pytest.raises(ValueError, match=msg): Period("2011-01", freq="1D1W") @pytest.mark.parametrize("day", ["1970/01/01 ", "2020-12-31 ", "1981/09/13 "]) @pytest.mark.parametrize("hour", ["00:00:00", "00:00:01", "23:59:59", "12:00:59"]) @pytest.mark.parametrize( "sec_float, expected", [ (".000000001", 1), (".000000999", 999), (".123456789", 789), (".999999999", 999), ], ) def test_period_constructor_nanosecond(self, day, hour, sec_float, expected): # GH 34621 assert Period(day + hour + sec_float).start_time.nanosecond == expected @pytest.mark.parametrize("hour", range(24)) def test_period_large_ordinal(self, hour): # Issue #36430 # Integer overflow for Period over the maximum timestamp p = Period(ordinal=2562048 + hour, freq="1H") assert p.hour == hour class TestPeriodMethods: def test_round_trip(self): p = Period("2000Q1") new_p = tm.round_trip_pickle(p) assert new_p == p def test_hash(self): assert hash(Period("2011-01", freq="M")) == hash(Period("2011-01", freq="M")) assert hash(Period("2011-01-01", freq="D")) != hash(Period("2011-01", freq="M")) assert hash(Period("2011-01", freq="3M")) != hash(Period("2011-01", freq="2M")) assert hash(Period("2011-01", freq="M")) != hash(Period("2011-02", freq="M")) # -------------------------------------------------------------- # to_timestamp @pytest.mark.parametrize("tzstr", ["Europe/Brussels", "Asia/Tokyo", "US/Pacific"]) def test_to_timestamp_tz_arg(self, tzstr): # GH#34522 tz kwarg deprecated with tm.assert_produces_warning(FutureWarning): p = Period("1/1/2005", freq="M").to_timestamp(tz=tzstr) exp = Timestamp("1/1/2005", tz="UTC").tz_convert(tzstr) exp_zone = pytz.timezone(tzstr).normalize(p) assert p == exp assert p.tz == exp_zone.tzinfo assert p.tz == exp.tz with tm.assert_produces_warning(FutureWarning): p = Period("1/1/2005", freq="3H").to_timestamp(tz=tzstr) exp = Timestamp("1/1/2005", tz="UTC").tz_convert(tzstr) exp_zone = pytz.timezone(tzstr).normalize(p) assert p == exp assert p.tz == exp_zone.tzinfo assert p.tz == exp.tz with tm.assert_produces_warning(FutureWarning): p = Period("1/1/2005", freq="A").to_timestamp(freq="A", tz=tzstr) exp = Timestamp("31/12/2005", tz="UTC").tz_convert(tzstr) exp_zone = pytz.timezone(tzstr).normalize(p) assert p == exp assert p.tz == exp_zone.tzinfo assert p.tz == exp.tz with tm.assert_produces_warning(FutureWarning): p = Period("1/1/2005", freq="A").to_timestamp(freq="3H", tz=tzstr) exp = Timestamp("1/1/2005", tz="UTC").tz_convert(tzstr) exp_zone = pytz.timezone(tzstr).normalize(p) assert p == exp assert p.tz == exp_zone.tzinfo assert p.tz == exp.tz @pytest.mark.parametrize( "tzstr", ["dateutil/Europe/Brussels", "dateutil/Asia/Tokyo", "dateutil/US/Pacific"], ) def test_to_timestamp_tz_arg_dateutil(self, tzstr): tz = maybe_get_tz(tzstr) with tm.assert_produces_warning(FutureWarning): p = Period("1/1/2005", freq="M").to_timestamp(tz=tz) exp = Timestamp("1/1/2005", tz="UTC").tz_convert(tzstr) assert p == exp assert p.tz == dateutil_gettz(tzstr.split("/", 1)[1]) assert p.tz == exp.tz with tm.assert_produces_warning(FutureWarning): p = Period("1/1/2005", freq="M").to_timestamp(freq="3H", tz=tz) exp = Timestamp("1/1/2005", tz="UTC").tz_convert(tzstr) assert p == exp assert p.tz == dateutil_gettz(tzstr.split("/", 1)[1]) assert p.tz == exp.tz def test_to_timestamp_tz_arg_dateutil_from_string(self): with tm.assert_produces_warning(FutureWarning): p = Period("1/1/2005", freq="M").to_timestamp(tz="dateutil/Europe/Brussels") assert p.tz == dateutil_gettz("Europe/Brussels") def test_to_timestamp_mult(self): p = Period("2011-01", freq="M") assert p.to_timestamp(how="S") == Timestamp("2011-01-01") expected = Timestamp("2011-02-01") - Timedelta(1, "ns") assert p.to_timestamp(how="E") == expected p = Period("2011-01", freq="3M") assert p.to_timestamp(how="S") == Timestamp("2011-01-01") expected = Timestamp("2011-04-01") - Timedelta(1, "ns") assert p.to_timestamp(how="E") == expected def test_to_timestamp(self): p = Period("1982", freq="A") start_ts = p.to_timestamp(how="S") aliases = ["s", "StarT", "BEGIn"] for a in aliases: assert start_ts == p.to_timestamp("D", how=a) # freq with mult should not affect to the result assert start_ts == p.to_timestamp("3D", how=a) end_ts = p.to_timestamp(how="E") aliases = ["e", "end", "FINIsH"] for a in aliases: assert end_ts == p.to_timestamp("D", how=a) assert end_ts == p.to_timestamp("3D", how=a) from_lst = ["A", "Q", "M", "W", "B", "D", "H", "Min", "S"] def _ex(p): if p.freq == "B": return p.start_time + Timedelta(days=1, nanoseconds=-1) return Timestamp((p + p.freq).start_time.value - 1) for i, fcode in enumerate(from_lst): p = Period("1982", freq=fcode) result = p.to_timestamp().to_period(fcode) assert result == p assert p.start_time == p.to_timestamp(how="S") assert p.end_time == _ex(p) # Frequency other than daily p = Period("1985", freq="A") result = p.to_timestamp("H", how="end") expected = Timestamp(1986, 1, 1) - Timedelta(1, "ns") assert result == expected result = p.to_timestamp("3H", how="end") assert result == expected result = p.to_timestamp("T", how="end") expected = Timestamp(1986, 1, 1) - Timedelta(1, "ns") assert result == expected result = p.to_timestamp("2T", how="end") assert result == expected result = p.to_timestamp(how="end") expected = Timestamp(1986, 1, 1) - Timedelta(1, "ns") assert result == expected expected = datetime(1985, 1, 1) result = p.to_timestamp("H", how="start") assert result == expected result = p.to_timestamp("T", how="start") assert result == expected result = p.to_timestamp("S", how="start") assert result == expected result = p.to_timestamp("3H", how="start") assert result == expected result = p.to_timestamp("5S", how="start") assert result == expected def test_to_timestamp_business_end(self): per = Period("1990-01-05", "B") # Friday result = per.to_timestamp("B", how="E") expected = Timestamp("1990-01-06") - Timedelta(nanoseconds=1) assert result == expected @pytest.mark.parametrize( "ts, expected", [ ("1970-01-01 00:00:00", 0), ("1970-01-01 00:00:00.000001", 1), ("1970-01-01 00:00:00.00001", 10), ("1970-01-01 00:00:00.499", 499000), ("1999-12-31 23:59:59.999", 999000), ("1999-12-31 23:59:59.999999", 999999), ("2050-12-31 23:59:59.5", 500000), ("2050-12-31 23:59:59.500001", 500001), ("2050-12-31 23:59:59.123456", 123456), ], ) @pytest.mark.parametrize("freq", [None, "us", "ns"]) def test_to_timestamp_microsecond(self, ts, expected, freq): # GH 24444 result = Period(ts).to_timestamp(freq=freq).microsecond assert result == expected # -------------------------------------------------------------- # Rendering: __repr__, strftime, etc def test_repr(self): p = Period("Jan-2000") assert "2000-01" in repr(p) p = Period("2000-12-15") assert "2000-12-15" in repr(p) def test_repr_nat(self): p = Period("nat", freq="M") assert repr(NaT) in repr(p) def test_millisecond_repr(self): p = Period("2000-01-01 12:15:02.123") assert repr(p) == "Period('2000-01-01 12:15:02.123', 'L')" def test_microsecond_repr(self): p = Period("2000-01-01 12:15:02.123567") assert repr(p) == "Period('2000-01-01 12:15:02.123567', 'U')" def test_strftime(self): # GH#3363 p = Period("2000-1-1 12:34:12", freq="S") res = p.strftime("%Y-%m-%d %H:%M:%S") assert res == "2000-01-01 12:34:12" assert isinstance(res, str) class TestPeriodProperties: """Test properties such as year, month, weekday, etc....""" @pytest.mark.parametrize("freq", ["A", "M", "D", "H"]) def test_is_leap_year(self, freq): # GH 13727 p = Period("2000-01-01 00:00:00", freq=freq) assert p.is_leap_year assert isinstance(p.is_leap_year, bool) p = Period("1999-01-01 00:00:00", freq=freq) assert not p.is_leap_year p = Period("2004-01-01 00:00:00", freq=freq) assert p.is_leap_year p = Period("2100-01-01 00:00:00", freq=freq) assert not p.is_leap_year def test_quarterly_negative_ordinals(self): p = Period(ordinal=-1, freq="Q-DEC") assert p.year == 1969 assert p.quarter == 4 assert isinstance(p, Period) p = Period(ordinal=-2, freq="Q-DEC") assert p.year == 1969 assert p.quarter == 3 assert isinstance(p, Period) p = Period(ordinal=-2, freq="M") assert p.year == 1969 assert p.month == 11 assert isinstance(p, Period) def test_freq_str(self): i1 = Period("1982", freq="Min") assert i1.freq == offsets.Minute() assert i1.freqstr == "T" def test_period_deprecated_freq(self): cases = { "M": ["MTH", "MONTH", "MONTHLY", "Mth", "month", "monthly"], "B": ["BUS", "BUSINESS", "BUSINESSLY", "WEEKDAY", "bus"], "D": ["DAY", "DLY", "DAILY", "Day", "Dly", "Daily"], "H": ["HR", "HOUR", "HRLY", "HOURLY", "hr", "Hour", "HRly"], "T": ["minute", "MINUTE", "MINUTELY", "minutely"], "S": ["sec", "SEC", "SECOND", "SECONDLY", "second"], "L": ["MILLISECOND", "MILLISECONDLY", "millisecond"], "U": ["MICROSECOND", "MICROSECONDLY", "microsecond"], "N": ["NANOSECOND", "NANOSECONDLY", "nanosecond"], } msg = INVALID_FREQ_ERR_MSG for exp, freqs in cases.items(): for freq in freqs: with pytest.raises(ValueError, match=msg): Period("2016-03-01 09:00", freq=freq) with pytest.raises(ValueError, match=msg): Period(ordinal=1, freq=freq) # check supported freq-aliases still works p1 = Period("2016-03-01 09:00", freq=exp) p2 = Period(ordinal=1, freq=exp) assert isinstance(p1, Period) assert isinstance(p2, Period) def _period_constructor(bound, offset): return Period( year=bound.year, month=bound.month, day=bound.day, hour=bound.hour, minute=bound.minute, second=bound.second + offset, freq="us", ) @pytest.mark.parametrize("bound, offset", [(Timestamp.min, -1), (Timestamp.max, 1)]) @pytest.mark.parametrize("period_property", ["start_time", "end_time"]) def test_outter_bounds_start_and_end_time(self, bound, offset, period_property): # GH #13346 period = TestPeriodProperties._period_constructor(bound, offset) with pytest.raises(OutOfBoundsDatetime, match="Out of bounds nanosecond"): getattr(period, period_property) @pytest.mark.parametrize("bound, offset", [(Timestamp.min, -1), (Timestamp.max, 1)]) @pytest.mark.parametrize("period_property", ["start_time", "end_time"]) def test_inner_bounds_start_and_end_time(self, bound, offset, period_property): # GH #13346 period = TestPeriodProperties._period_constructor(bound, -offset) expected = period.to_timestamp().round(freq="S") assert getattr(period, period_property).round(freq="S") == expected expected = (bound - offset * Timedelta(1, unit="S")).floor("S") assert getattr(period, period_property).floor("S") == expected def test_start_time(self): freq_lst = ["A", "Q", "M", "D", "H", "T", "S"] xp = datetime(2012, 1, 1) for f in freq_lst: p = Period("2012", freq=f) assert p.start_time == xp assert Period("2012", freq="B").start_time == datetime(2012, 1, 2) assert Period("2012", freq="W").start_time == datetime(2011, 12, 26) def test_end_time(self): p = Period("2012", freq="A") def _ex(*args): return Timestamp(Timestamp(datetime(*args)).value - 1) xp = _ex(2013, 1, 1) assert xp == p.end_time p = Period("2012", freq="Q") xp = _ex(2012, 4, 1) assert xp == p.end_time p = Period("2012", freq="M") xp = _ex(2012, 2, 1) assert xp == p.end_time p = Period("2012", freq="D") xp = _ex(2012, 1, 2) assert xp == p.end_time p = Period("2012", freq="H") xp = _ex(2012, 1, 1, 1) assert xp == p.end_time p = Period("2012", freq="B") xp = _ex(2012, 1, 3) assert xp == p.end_time p = Period("2012", freq="W") xp = _ex(2012, 1, 2) assert xp == p.end_time # Test for GH 11738 p = Period("2012", freq="15D") xp = _ex(2012, 1, 16) assert xp == p.end_time p = Period("2012", freq="1D1H") xp = _ex(2012, 1, 2, 1) assert xp == p.end_time p = Period("2012", freq="1H1D") xp = _ex(2012, 1, 2, 1) assert xp == p.end_time def test_end_time_business_friday(self): # GH#34449 per = Period("1990-01-05", "B") result = per.end_time expected = Timestamp("1990-01-06") - Timedelta(nanoseconds=1) assert result == expected def test_anchor_week_end_time(self): def _ex(*args): return Timestamp(Timestamp(datetime(*args)).value - 1) p = Period("2013-1-1", "W-SAT") xp = _ex(2013, 1, 6) assert p.end_time == xp def test_properties_annually(self): # Test properties on Periods with annually frequency. a_date = Period(freq="A", year=2007) assert a_date.year == 2007 def test_properties_quarterly(self): # Test properties on Periods with daily frequency. qedec_date = Period(freq="Q-DEC", year=2007, quarter=1) qejan_date = Period(freq="Q-JAN", year=2007, quarter=1) qejun_date = Period(freq="Q-JUN", year=2007, quarter=1) # for x in range(3): for qd in (qedec_date, qejan_date, qejun_date): assert (qd + x).qyear == 2007 assert (qd + x).quarter == x + 1 def test_properties_monthly(self): # Test properties on Periods with daily frequency. m_date = Period(freq="M", year=2007, month=1) for x in range(11): m_ival_x = m_date + x assert m_ival_x.year == 2007 if 1 <= x + 1 <= 3: assert m_ival_x.quarter == 1 elif 4 <= x + 1 <= 6: assert m_ival_x.quarter == 2 elif 7 <= x + 1 <= 9: assert m_ival_x.quarter == 3 elif 10 <= x + 1 <= 12: assert m_ival_x.quarter == 4 assert m_ival_x.month == x + 1 def test_properties_weekly(self): # Test properties on Periods with daily frequency. w_date = Period(freq="W", year=2007, month=1, day=7) # assert w_date.year == 2007 assert w_date.quarter == 1 assert w_date.month == 1 assert w_date.week == 1 assert (w_date - 1).week == 52 assert w_date.days_in_month == 31 assert Period(freq="W", year=2012, month=2, day=1).days_in_month == 29 def test_properties_weekly_legacy(self): # Test properties on Periods with daily frequency. w_date = Period(freq="W", year=2007, month=1, day=7) assert w_date.year == 2007 assert w_date.quarter == 1 assert w_date.month == 1 assert w_date.week == 1 assert (w_date - 1).week == 52 assert w_date.days_in_month == 31 exp = Period(freq="W", year=2012, month=2, day=1) assert exp.days_in_month == 29 msg = INVALID_FREQ_ERR_MSG with pytest.raises(ValueError, match=msg): Period(freq="WK", year=2007, month=1, day=7) def test_properties_daily(self): # Test properties on Periods with daily frequency. b_date = Period(freq="B", year=2007, month=1, day=1) # assert b_date.year == 2007 assert b_date.quarter == 1 assert b_date.month == 1 assert b_date.day == 1 assert b_date.weekday == 0 assert b_date.dayofyear == 1 assert b_date.days_in_month == 31 assert Period(freq="B", year=2012, month=2, day=1).days_in_month == 29 d_date = Period(freq="D", year=2007, month=1, day=1) assert d_date.year == 2007 assert d_date.quarter == 1 assert d_date.month == 1 assert d_date.day == 1 assert d_date.weekday == 0 assert d_date.dayofyear == 1 assert d_date.days_in_month == 31 assert Period(freq="D", year=2012, month=2, day=1).days_in_month == 29 def test_properties_hourly(self): # Test properties on Periods with hourly frequency. h_date1 = Period(freq="H", year=2007, month=1, day=1, hour=0) h_date2 = Period(freq="2H", year=2007, month=1, day=1, hour=0) for h_date in [h_date1, h_date2]: assert h_date.year == 2007 assert h_date.quarter == 1 assert h_date.month == 1 assert h_date.day == 1 assert h_date.weekday == 0 assert h_date.dayofyear == 1 assert h_date.hour == 0 assert h_date.days_in_month == 31 assert ( Period(freq="H", year=2012, month=2, day=1, hour=0).days_in_month == 29 ) def test_properties_minutely(self): # Test properties on Periods with minutely frequency. t_date = Period(freq="Min", year=2007, month=1, day=1, hour=0, minute=0) # assert t_date.quarter == 1 assert t_date.month == 1 assert t_date.day == 1 assert t_date.weekday == 0 assert t_date.dayofyear == 1 assert t_date.hour == 0 assert t_date.minute == 0 assert t_date.days_in_month == 31 assert ( Period(freq="D", year=2012, month=2, day=1, hour=0, minute=0).days_in_month == 29 ) def test_properties_secondly(self): # Test properties on Periods with secondly frequency. s_date = Period( freq="Min", year=2007, month=1, day=1, hour=0, minute=0, second=0 ) # assert s_date.year == 2007 assert s_date.quarter == 1 assert s_date.month == 1 assert s_date.day == 1 assert s_date.weekday == 0 assert s_date.dayofyear == 1 assert s_date.hour == 0 assert s_date.minute == 0 assert s_date.second == 0 assert s_date.days_in_month == 31 assert ( Period( freq="Min", year=2012, month=2, day=1, hour=0, minute=0, second=0 ).days_in_month == 29 ) class TestPeriodField: def test_get_period_field_array_raises_on_out_of_range(self): msg = "Buffer dtype mismatch, expected 'const int64_t' but got 'double'" with pytest.raises(ValueError, match=msg): libperiod.get_period_field_arr(-1, np.empty(1), 0) class TestPeriodComparisons: def test_comparison_same_period_different_object(self): # Separate Period objects for the same period left = Period("2000-01", "M") right = Period("2000-01", "M") assert left == right assert left >= right assert left <= right assert not left < right assert not left > right def test_comparison_same_freq(self): jan = Period("2000-01", "M") feb = Period("2000-02", "M") assert not jan == feb assert jan != feb assert jan < feb assert jan <= feb assert not jan > feb assert not jan >= feb def test_comparison_mismatched_freq(self): jan = Period("2000-01", "M") day = Period("2012-01-01", "D") assert not jan == day assert jan != day msg = r"Input has different freq=D from Period\(freq=M\)" with pytest.raises(IncompatibleFrequency, match=msg): jan < day with pytest.raises(IncompatibleFrequency, match=msg): jan <= day with pytest.raises(IncompatibleFrequency, match=msg): jan > day with pytest.raises(IncompatibleFrequency, match=msg): jan >= day def test_comparison_invalid_type(self): jan = Period("2000-01", "M") assert not jan == 1 assert jan != 1 int_or_per = "'(Period|int)'" msg = f"not supported between instances of {int_or_per} and {int_or_per}" for left, right in [(jan, 1), (1, jan)]: with pytest.raises(TypeError, match=msg): left > right with pytest.raises(TypeError, match=msg): left >= right with pytest.raises(TypeError, match=msg): left < right with pytest.raises(TypeError, match=msg): left <= right def test_sort_periods(self): jan = Period("2000-01", "M") feb = Period("2000-02", "M") mar = Period("2000-03", "M") periods = [mar, jan, feb] correctPeriods = [jan, feb, mar] assert sorted(periods) == correctPeriods def test_period_cmp_nat(self): p = Period("2011-01-01", freq="D") t = Timestamp("2011-01-01") # confirm Period('NaT') work identical with Timestamp('NaT') for left, right in [ (NaT, p), (p, NaT), (NaT, t), (t, NaT), ]: assert not left < right assert not left > right assert not left == right assert left != right assert not left <= right assert not left >= right class TestArithmetic: def test_sub_delta(self): left, right = Period("2011", freq="A"), Period("2007", freq="A") result = left - right assert result == 4 * right.freq msg = r"Input has different freq=M from Period\(freq=A-DEC\)" with pytest.raises(IncompatibleFrequency, match=msg): left - Period("2007-01", freq="M") def test_add_integer(self): per1 = Period(freq="D", year=2008, month=1, day=1) per2 = Period(freq="D", year=2008, month=1, day=2) assert per1 + 1 == per2 assert 1 + per1 == per2 def test_add_sub_nat(self): # GH#13071 p = Period("2011-01", freq="M") assert p + NaT is NaT assert NaT + p is NaT assert p - NaT is NaT assert NaT - p is NaT def test_add_invalid(self): # GH#4731 per1 = Period(freq="D", year=2008, month=1, day=1) per2 = Period(freq="D", year=2008, month=1, day=2) msg = "|".join( [ r"unsupported operand type\(s\)", "can only concatenate str", "must be str, not Period", ] ) with pytest.raises(TypeError, match=msg): per1 + "str" with pytest.raises(TypeError, match=msg): "str" + per1 with pytest.raises(TypeError, match=msg): per1 + per2 boxes = [lambda x: x, lambda x: pd.Series([x]), lambda x: pd.Index([x])] ids = ["identity", "Series", "Index"] @pytest.mark.parametrize("lbox", boxes, ids=ids) @pytest.mark.parametrize("rbox", boxes, ids=ids) def test_add_timestamp_raises(self, rbox, lbox): # GH#17983 ts = Timestamp("2017") per = Period("2017", freq="M") # We may get a different message depending on which class raises # the error. msg = "|".join( [ "cannot add", "unsupported operand", "can only operate on a", "incompatible type", "ufunc add cannot use operands", ] ) with pytest.raises(TypeError, match=msg): lbox(ts) + rbox(per) with pytest.raises(TypeError, match=msg): lbox(per) + rbox(ts) with pytest.raises(TypeError, match=msg): lbox(per) + rbox(per) def test_sub(self): per1 = Period("2011-01-01", freq="D") per2 = Period("2011-01-15", freq="D") off = per1.freq assert per1 - per2 == -14 * off assert per2 - per1 == 14 * off msg = r"Input has different freq=M from Period\(freq=D\)" with pytest.raises(IncompatibleFrequency, match=msg): per1 - Period("2011-02", freq="M") @pytest.mark.parametrize("n", [1, 2, 3, 4]) def test_sub_n_gt_1_ticks(self, tick_classes, n): # GH 23878 p1 = Period("19910905", freq=tick_classes(n)) p2 = Period("19920406", freq=tick_classes(n)) expected = Period(str(p2), freq=p2.freq.base) - Period( str(p1), freq=p1.freq.base ) assert (p2 - p1) == expected @pytest.mark.parametrize("normalize", [True, False]) @pytest.mark.parametrize("n", [1, 2, 3, 4]) @pytest.mark.parametrize( "offset, kwd_name", [ (offsets.YearEnd, "month"), (offsets.QuarterEnd, "startingMonth"), (offsets.MonthEnd, None), (offsets.Week, "weekday"), ], ) def test_sub_n_gt_1_offsets(self, offset, kwd_name, n, normalize): # GH 23878 kwds = {kwd_name: 3} if kwd_name is not None else {} p1_d = "19910905" p2_d = "19920406" p1 = Period(p1_d, freq=offset(n, normalize, **kwds)) p2 = Period(p2_d, freq=offset(n, normalize, **kwds)) expected = Period(p2_d, freq=p2.freq.base) - Period(p1_d, freq=p1.freq.base) assert (p2 - p1) == expected def test_add_offset(self): # freq is DateOffset for freq in ["A", "2A", "3A"]: p = Period("2011", freq=freq) exp = Period("2013", freq=freq) assert p + offsets.YearEnd(2) == exp assert offsets.YearEnd(2) + p == exp for o in [ offsets.YearBegin(2), offsets.MonthBegin(1), offsets.Minute(), np.timedelta64(365, "D"), timedelta(365), ]: msg = "Input has different freq|Input cannot be converted to Period" with pytest.raises(IncompatibleFrequency, match=msg): p + o if isinstance(o, np.timedelta64): msg = "cannot use operands with types" with pytest.raises(TypeError, match=msg): o + p else: msg = "|".join( [ "Input has different freq", "Input cannot be converted to Period", ] ) with pytest.raises(IncompatibleFrequency, match=msg): o + p for freq in ["M", "2M", "3M"]: p = Period("2011-03", freq=freq) exp = Period("2011-05", freq=freq) assert p + offsets.MonthEnd(2) == exp assert offsets.MonthEnd(2) + p == exp exp = Period("2012-03", freq=freq) assert p + offsets.MonthEnd(12) == exp assert offsets.MonthEnd(12) + p == exp for o in [ offsets.YearBegin(2), offsets.MonthBegin(1), offsets.Minute(), np.timedelta64(365, "D"), timedelta(365), ]: msg = "Input has different freq|Input cannot be converted to Period" with pytest.raises(IncompatibleFrequency, match=msg): p + o if isinstance(o, np.timedelta64): msg = "cannot use operands with types" with pytest.raises(TypeError, match=msg): o + p else: msg = "|".join( [ "Input has different freq", "Input cannot be converted to Period", ] ) with pytest.raises(IncompatibleFrequency, match=msg): o + p # freq is Tick for freq in ["D", "2D", "3D"]: p = Period("2011-04-01", freq=freq) exp = Period("2011-04-06", freq=freq) assert p + offsets.Day(5) == exp assert offsets.Day(5) + p == exp exp = Period("2011-04-02", freq=freq) assert p + offsets.Hour(24) == exp assert offsets.Hour(24) + p == exp exp = Period("2011-04-03", freq=freq) assert p + np.timedelta64(2, "D") == exp msg = "cannot use operands with types" with pytest.raises(TypeError, match=msg): np.timedelta64(2, "D") + p exp = Period("2011-04-02", freq=freq) assert p + np.timedelta64(3600 * 24, "s") == exp with pytest.raises(TypeError, match=msg): np.timedelta64(3600 * 24, "s") + p exp = Period("2011-03-30", freq=freq) assert p + timedelta(-2) == exp assert timedelta(-2) + p == exp exp = Period("2011-04-03", freq=freq) assert p + timedelta(hours=48) == exp assert timedelta(hours=48) + p == exp for o in [ offsets.YearBegin(2), offsets.MonthBegin(1), offsets.Minute(), np.timedelta64(4, "h"), timedelta(hours=23), ]: msg = "Input has different freq|Input cannot be converted to Period" with pytest.raises(IncompatibleFrequency, match=msg): p + o if isinstance(o, np.timedelta64): msg = "cannot use operands with types" with pytest.raises(TypeError, match=msg): o + p else: msg = "|".join( [ "Input has different freq", "Input cannot be converted to Period", ] ) with pytest.raises(IncompatibleFrequency, match=msg): o + p for freq in ["H", "2H", "3H"]: p = Period("2011-04-01 09:00", freq=freq) exp = Period("2011-04-03 09:00", freq=freq) assert p + offsets.Day(2) == exp assert offsets.Day(2) + p == exp exp = Period("2011-04-01 12:00", freq=freq) assert p + offsets.Hour(3) == exp assert offsets.Hour(3) + p == exp msg = "cannot use operands with types" exp = Period("2011-04-01 12:00", freq=freq) assert p + np.timedelta64(3, "h") == exp with pytest.raises(TypeError, match=msg): np.timedelta64(3, "h") + p exp = Period("2011-04-01 10:00", freq=freq) assert p + np.timedelta64(3600, "s") == exp with pytest.raises(TypeError, match=msg): np.timedelta64(3600, "s") + p exp = Period("2011-04-01 11:00", freq=freq) assert p + timedelta(minutes=120) == exp assert timedelta(minutes=120) + p == exp exp = Period("2011-04-05 12:00", freq=freq) assert p + timedelta(days=4, minutes=180) == exp assert timedelta(days=4, minutes=180) + p == exp for o in [ offsets.YearBegin(2), offsets.MonthBegin(1), offsets.Minute(), np.timedelta64(3200, "s"), timedelta(hours=23, minutes=30), ]: msg = "Input has different freq|Input cannot be converted to Period" with pytest.raises(IncompatibleFrequency, match=msg): p + o if isinstance(o, np.timedelta64): msg = "cannot use operands with types" with pytest.raises(TypeError, match=msg): o + p else: msg = "|".join( [ "Input has different freq", "Input cannot be converted to Period", ] ) with pytest.raises(IncompatibleFrequency, match=msg): o + p def test_sub_offset(self): # freq is DateOffset msg = "Input has different freq|Input cannot be converted to Period" for freq in ["A", "2A", "3A"]: p = Period("2011", freq=freq) assert p - offsets.YearEnd(2) == Period("2009", freq=freq) for o in [ offsets.YearBegin(2), offsets.MonthBegin(1), offsets.Minute(), np.timedelta64(365, "D"), timedelta(365), ]: with pytest.raises(IncompatibleFrequency, match=msg): p - o for freq in ["M", "2M", "3M"]: p = Period("2011-03", freq=freq) assert p - offsets.MonthEnd(2) == Period("2011-01", freq=freq) assert p - offsets.MonthEnd(12) == Period("2010-03", freq=freq) for o in [ offsets.YearBegin(2), offsets.MonthBegin(1), offsets.Minute(), np.timedelta64(365, "D"), timedelta(365), ]: with pytest.raises(IncompatibleFrequency, match=msg): p - o # freq is Tick for freq in ["D", "2D", "3D"]: p = Period("2011-04-01", freq=freq) assert p - offsets.Day(5) == Period("2011-03-27", freq=freq) assert p - offsets.Hour(24) == Period("2011-03-31", freq=freq) assert p - np.timedelta64(2, "D") == Period("2011-03-30", freq=freq) assert p - np.timedelta64(3600 * 24, "s") == Period("2011-03-31", freq=freq) assert p - timedelta(-2) == Period("2011-04-03", freq=freq) assert p - timedelta(hours=48) == Period("2011-03-30", freq=freq) for o in [ offsets.YearBegin(2), offsets.MonthBegin(1), offsets.Minute(), np.timedelta64(4, "h"), timedelta(hours=23), ]: with pytest.raises(IncompatibleFrequency, match=msg): p - o for freq in ["H", "2H", "3H"]: p = Period("2011-04-01 09:00", freq=freq) assert p - offsets.Day(2) == Period("2011-03-30 09:00", freq=freq) assert p - offsets.Hour(3) == Period("2011-04-01 06:00", freq=freq) assert p - np.timedelta64(3, "h") == Period("2011-04-01 06:00", freq=freq) assert p - np.timedelta64(3600, "s") == Period( "2011-04-01 08:00", freq=freq ) assert p - timedelta(minutes=120) == Period("2011-04-01 07:00", freq=freq) assert p - timedelta(days=4, minutes=180) == Period( "2011-03-28 06:00", freq=freq ) for o in [ offsets.YearBegin(2), offsets.MonthBegin(1), offsets.Minute(), np.timedelta64(3200, "s"), timedelta(hours=23, minutes=30), ]: with pytest.raises(IncompatibleFrequency, match=msg): p - o @pytest.mark.parametrize("freq", ["M", "2M", "3M"]) def test_period_addsub_nat(self, freq): per = Period("2011-01", freq=freq) # For subtraction, NaT is treated as another Period object assert NaT - per is NaT assert per - NaT is NaT # For addition, NaT is treated as offset-like assert NaT + per is NaT assert per + NaT is NaT def test_period_ops_offset(self): p = Period("2011-04-01", freq="D") result = p + offsets.Day() exp = Period("2011-04-02", freq="D") assert result == exp result = p - offsets.Day(2) exp = Period("2011-03-30", freq="D") assert result == exp msg = r"Input cannot be converted to Period\(freq=D\)" with pytest.raises(IncompatibleFrequency, match=msg): p + offsets.Hour(2) with pytest.raises(IncompatibleFrequency, match=msg): p - offsets.Hour(2) def test_period_immutable(): # see gh-17116 msg = "not writable" per = Period("2014Q1") with pytest.raises(AttributeError, match=msg): per.ordinal = 14 freq = per.freq with pytest.raises(AttributeError, match=msg): per.freq = 2 * freq def test_small_year_parsing(): per1 = Period("0001-01-07", "D") assert per1.year == 1 assert per1.day == 7 def test_negone_ordinals(): freqs = ["A", "M", "Q", "D", "H", "T", "S"] period = Period(ordinal=-1, freq="D") for freq in freqs: repr(period.asfreq(freq)) for freq in freqs: period = Period(ordinal=-1, freq=freq) repr(period) assert period.year == 1969 period = Period(ordinal=-1, freq="B") repr(period) period = Period(ordinal=-1, freq="W") repr(period) def test_invalid_frequency_error_message(): msg = "Invalid frequency: <WeekOfMonth: week=0, weekday=0>" with pytest.raises(ValueError, match=msg): Period("2012-01-02", freq="WOM-1MON")
bsd-3-clause
lukasdiem/warlight2-map-generator
visualize.py
1
1329
import time import matplotlib.pyplot as plt from matplotlib import cm from matplotlib.colors import Normalize from scipy.spatial._plotutils import voronoi_plot_2d from wl2generator.voronoi_graph import VoronoiGraph from wl2generator.voronoi_map import create_map ts = time.time() vg = VoronoiGraph(dimensions=(1024, 768), granularity=3000) vg_pts = vg.relax_points(times=2) vor = vg.vor map_dict = create_map(vg, (4, 6), (3, 7), (50, 100)) print('Map creation took: {:.4f}s'.format(time.time() - ts)) mapper = cm.ScalarMappable(norm=Normalize(0, max(map_dict['continent_idx']) + 1), cmap='Set3') axes = plt.gca() voronoi_plot_2d(vor, axes, show_points=False, show_vertices=False, s=1) for idx, pt in enumerate(vor.points): region = vor.regions[vor.point_region[idx]] continent_idx = map_dict['continent_idx'][idx][0] country_idx = map_dict['country_idx'][idx][0] if continent_idx > 0 and -1 not in region: polygon = [vor.vertices[i] for i in region] plt.fill(*zip(*polygon), color=mapper.to_rgba(continent_idx)) # text = '{}/{}'.format(map['continent_idx'][idx], map['country_idx'][idx]) text = '{:d}'.format(country_idx) plt.text(pt[0], pt[1], text, ha='center') # cent = vg._region_centroid(region) # plt.plot(cent[0], cent[1], 'r*') plt.show()
mit
akmorrow13/endive
python/rank.py
1
11438
from score import * def iter_grpd_submissions(submission_queue_id): grpd_submissions = defaultdict(lambda: defaultdict(list)) for submission, status in syn.getSubmissionBundles(submission_queue_id): # skip unscored submissions if status['status'] != 'SCORED': continue principalId = submission.teamId if 'teamId' in submission else submission.userId creation_ts = parse(submission['createdOn'], fuzzy=True) file_handles = json.loads(submission['entityBundleJSON'])['fileHandles'] assert len(file_handles) == 1 submission_fname = file_handles[0]['fileName'] if submission_fname == 'NOT_SET': print "Skipping: %s" % submission_fname continue factor, sample = submission_fname.split('.')[1:3] filename = "{}/{}.{}.{}".format(SUBMISSIONS_DIR, principalId, submission.id, submission_fname) if not os.path.isfile(filename): print "Skipping: %s" % filename continue grpd_submissions[ (factor, sample)][ principalId].append((creation_ts, filename)) for leader_board, factor_submissions in grpd_submissions.iteritems(): yield leader_board, factor_submissions return ScoreRecord = namedtuple( 'ScoreRecord', 'factor sample principalId submission_date submission_fname bootstrap_index recall_at_10_fdr recall_at_50_fdr auPRC auROC rank' ) def score_record_factory(cursor, row): row = list(row) row[3] = parse(row[3], fuzzy=True) return ScoreRecord(*row) def calc_and_insert_new_results( DB, factor, sample, principalId, submission_date, submission_fname): # sort by submission date print (factor, sample), principalId, submission_date, submission_fname full_results, labels, scores = score_main(submission_fname) print "FULL", full_results all_res = [] for bootstrap_i, results in calc_bootstrapped_scores(labels, scores): print bootstrap_i, results all_res.append([ factor, sample, principalId, submission_date, submission_fname, bootstrap_i, results.recall_at_10_fdr, results.recall_at_50_fdr, results.auPRC, results.auROC, -1 ]) while True: try: conn = sqlite3.connect(DB) c = conn.cursor() for res in all_res: c.execute( "INSERT INTO scores VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?);", res ) c.close() conn.commit() conn.close() except sqlite3.OperationalError: conn.close() time.sleep(1) continue else: break return def estimate_bootstrapped_scores(DB, submission_queue_id): conn = sqlite3.connect(DB) c = conn.cursor() c.execute(''' CREATE TABLE IF NOT EXISTS scores ( factor text, sample text, principalId int, submission_date text, submission_fname text, bootstrap_index int, recall_at_10_fdr real, recall_at_50_fdr real, auPRC real, auROC real, rank int );''') c.close() conn.commit() conn.close() submission_args = [] for (factor, sample), factor_submissions in iter_grpd_submissions( submission_queue_id): for principalId, submissions in factor_submissions.iteritems(): submissions.sort(reverse=True) for (submission_index, (submission_date, submission_fname)) in enumerate(submissions): # skip old submissions if submission_index > 0: continue conn = sqlite3.connect(DB) c = conn.cursor() c.execute( "SELECT * FROM scores WHERE factor=? AND sample=? AND principalId=? AND submission_date=?", ( factor, sample, principalId, submission_date ) ) res = c.fetchall() c.close() conn.close() if len(res) == 0: submission_args.append([ DB, factor, sample, principalId, submission_date, submission_fname ]) run_in_parallel(NTHREADS, calc_and_insert_new_results, submission_args) return def calc_combined_ranks(records): # make sure that the principalId is unique principal_ids = [x.principalId for x in records] submission_ids = [x.submission_fname.split(".")[1] for x in records] attrs_to_rank = ['recall_at_10_fdr', 'recall_at_50_fdr', 'auPRC', 'auROC'] scores = np.zeros(len(principal_ids), dtype=float) for user_i, attr in enumerate(attrs_to_rank): attr_scores = np.array([getattr(x, attr) for x in records]) ranks = rankdata(-attr_scores, "average") pval_scores = np.log(ranks/float(len(ranks) + 1)) scores += pval_scores ranks = rankdata(scores, "average") return dict(zip(zip(principal_ids, submission_ids), ranks)) def filter_older_submissions(submissions): """Choose the most recent submission for each user. """ filtered_submissions = {} for submission in submissions: if (submission.principalId not in filtered_submissions or (filtered_submissions[submission.principalId].submission_date < submission.submission_date) ): filtered_submissions[submission.principalId] = submission return filtered_submissions.values() def get_name(principalId): try: res = syn.restGET('/team/{id}'.format(id=principalId)) return res['name'] except: profile = syn.getUserProfile(principalId) return profile['userName'] GlobalScore = namedtuple('GlobalScore', ['principalId', 'name', 'score_lb', 'score_mean', 'score_ub', 'rank']) def calculate_ranks_from_DB(DB): conn = sqlite3.connect(DB) conn.row_factory = score_record_factory c = conn.cursor() c.execute("SELECT * FROM scores ORDER BY bootstrap_index, principalId;") sample_grpd_results = defaultdict(lambda: defaultdict(list)) all_users = set() for x in c.fetchall(): sample_key = (x.sample, x.factor) sample_grpd_results[(x.sample, x.factor)][x.bootstrap_index].append(x) all_users.add(x.principalId) # group all submissions by tf name and sample rv = {} global_scores = defaultdict(lambda: defaultdict(list)) for (tf_name, sample), bootstrapped_submissions in sample_grpd_results.iteritems(): user_ranks = defaultdict(list) for index, submissions in bootstrapped_submissions.iteritems(): submissions = filter_older_submissions(submissions) ranks = calc_combined_ranks(submissions) obs_users = set(x[0] for x in ranks.keys()) for (principalId, submission_id), rank in ranks.iteritems(): user_ranks[(principalId, submission_id)].append(rank) global_scores[index][principalId].append( min(0.5, rank/(len(ranks)+1)) ) for principalId in all_users - obs_users: global_scores[index][principalId].append(0.5) print tf_name, sample for (principalId, submission_id), ranks in sorted( user_ranks.iteritems(), key=lambda x: sorted(x[1])[1]): print principalId, get_name(principalId), submission_id, sorted(ranks)[1] assert submission_id not in rv rv[int(submission_id)] = sorted(ranks)[1] print # group the scores by user user_grpd_global_scores = defaultdict(list) user_grpd_global_ranks = defaultdict(list) for bootstrap_index, bootstrap_global_scores in global_scores.iteritems(): sorted_scores = sorted( bootstrap_global_scores.iteritems(), key=lambda x: sum(x[1])) ranks = rankdata([sum(x[1]) for x in sorted_scores]) for (principalId, scores), rank in zip(sorted_scores, ranks): user_grpd_global_scores[principalId].append(sum(scores)/float(len(scores))) user_grpd_global_ranks[principalId].append(rank) global_data = [] for principalId, scores in sorted( user_grpd_global_scores.iteritems(), key=lambda x: sum(x[1])): global_data.append(GlobalScore(*[ principalId, get_name(principalId), min(scores), sum(scores)/len(scores), max(scores), sorted(user_grpd_global_ranks[principalId])[1] ])) global_data = sorted(global_data, key=lambda x: (x.rank, x.score_mean)) for x in global_data: print x return rv, global_data def update_global_scores_table(global_data): import challenge_config as config from synapseclient import Schema, Column, Table, Row, RowSet, as_table_columns # 'principalId', 'name', 'score_lb', 'score_mean', 'score_ub', 'rank' cols = [ Column(name='UserID', columnType='STRING', maximumSize=100), Column(name='Name', columnType='STRING', maximumSize=100), Column(name='score_lb', columnType='DOUBLE'), Column(name='score_mean', columnType='DOUBLE'), Column(name='score_ub', columnType='DOUBLE'), Column(name='rank', columnType='DOUBLE'), ] schema = Schema(name='Global Scores', columns=cols, parent=config.CHALLENGE_SYN_ID) results = syn.tableQuery("select * from {}".format('syn7237020')) if len(results) > 0: a = syn.delete(results.asRowSet()) table = syn.store(Table(schema, global_data)) results = syn.tableQuery("select * from {}".format(table.tableId)) for row in results: print row return def update_ranks(evaluation, dry_run=False): if type(evaluation) != Evaluation: evaluation = syn.getEvaluation(evaluation) ranks, global_data = calculate_ranks_from_DB(DB) for submission, status in syn.getSubmissionBundles(evaluation, status='SCORED'): submission_id = int(submission['id']) current_annotations = synapseclient.annotations.from_submission_status_annotations( status["annotations"]) rank = ranks[submission_id] if submission_id in ranks else -1 print submission_id, rank current_annotations['rank'] = rank status.annotations = synapseclient.annotations.to_submission_status_annotations( current_annotations, is_private=False) status = syn.store(status) # update the global data table update_global_scores_table(global_data) def calc_bootstrapped_scores(labels, scores): from sklearn.cross_validation import StratifiedKFold for i, (indices, _) in enumerate( StratifiedKFold(labels, n_folds=10, random_state=0)): results = ClassificationResult( labels[indices], scores[indices].round(), scores[indices]) yield i, results return if __name__ == '__main__': SUBMISSION_QUEUE_ID = 7071644 estimate_bootstrapped_scores(DB, SUBMISSION_QUEUE_ID) update_ranks(SUBMISSION_QUEUE_ID)
apache-2.0
0asa/scikit-learn
sklearn/decomposition/tests/test_fastica.py
30
7560
""" Test the fastica algorithm. """ import itertools import numpy as np from scipy import stats from nose.tools import assert_raises from sklearn.utils.testing import assert_almost_equal from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_true from sklearn.utils.testing import assert_less from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_warns from sklearn.decomposition import FastICA, fastica, PCA from sklearn.decomposition.fastica_ import _gs_decorrelation from sklearn.externals.six import moves def center_and_norm(x, axis=-1): """ Centers and norms x **in place** Parameters ----------- x: ndarray Array with an axis of observations (statistical units) measured on random variables. axis: int, optional Axis along which the mean and variance are calculated. """ x = np.rollaxis(x, axis) x -= x.mean(axis=0) x /= x.std(axis=0) def test_gs(): """ Test gram schmidt orthonormalization """ # generate a random orthogonal matrix rng = np.random.RandomState(0) W, _, _ = np.linalg.svd(rng.randn(10, 10)) w = rng.randn(10) _gs_decorrelation(w, W, 10) assert_less((w ** 2).sum(), 1.e-10) w = rng.randn(10) u = _gs_decorrelation(w, W, 5) tmp = np.dot(u, W.T) assert_less((tmp[:5] ** 2).sum(), 1.e-10) def test_fastica_simple(add_noise=False): """ Test the FastICA algorithm on very simple data. """ rng = np.random.RandomState(0) # scipy.stats uses the global RNG: np.random.seed(0) n_samples = 1000 # Generate two sources: s1 = (2 * np.sin(np.linspace(0, 100, n_samples)) > 0) - 1 s2 = stats.t.rvs(1, size=n_samples) s = np.c_[s1, s2].T center_and_norm(s) s1, s2 = s # Mixing angle phi = 0.6 mixing = np.array([[np.cos(phi), np.sin(phi)], [np.sin(phi), -np.cos(phi)]]) m = np.dot(mixing, s) if add_noise: m += 0.1 * rng.randn(2, 1000) center_and_norm(m) # function as fun arg def g_test(x): return x ** 3, (3 * x ** 2).mean(axis=-1) algos = ['parallel', 'deflation'] nls = ['logcosh', 'exp', 'cube', g_test] whitening = [True, False] for algo, nl, whiten in itertools.product(algos, nls, whitening): if whiten: k_, mixing_, s_ = fastica(m.T, fun=nl, algorithm=algo) assert_raises(ValueError, fastica, m.T, fun=np.tanh, algorithm=algo) else: X = PCA(n_components=2, whiten=True).fit_transform(m.T) k_, mixing_, s_ = fastica(X, fun=nl, algorithm=algo, whiten=False) assert_raises(ValueError, fastica, X, fun=np.tanh, algorithm=algo) s_ = s_.T # Check that the mixing model described in the docstring holds: if whiten: assert_almost_equal(s_, np.dot(np.dot(mixing_, k_), m)) center_and_norm(s_) s1_, s2_ = s_ # Check to see if the sources have been estimated # in the wrong order if abs(np.dot(s1_, s2)) > abs(np.dot(s1_, s1)): s2_, s1_ = s_ s1_ *= np.sign(np.dot(s1_, s1)) s2_ *= np.sign(np.dot(s2_, s2)) # Check that we have estimated the original sources if not add_noise: assert_almost_equal(np.dot(s1_, s1) / n_samples, 1, decimal=2) assert_almost_equal(np.dot(s2_, s2) / n_samples, 1, decimal=2) else: assert_almost_equal(np.dot(s1_, s1) / n_samples, 1, decimal=1) assert_almost_equal(np.dot(s2_, s2) / n_samples, 1, decimal=1) # Test FastICA class _, _, sources_fun = fastica(m.T, fun=nl, algorithm=algo, random_state=0) ica = FastICA(fun=nl, algorithm=algo, random_state=0) sources = ica.fit_transform(m.T) assert_equal(ica.components_.shape, (2, 2)) assert_equal(sources.shape, (1000, 2)) assert_array_almost_equal(sources_fun, sources) assert_array_almost_equal(sources, ica.transform(m.T)) assert_equal(ica.mixing_.shape, (2, 2)) for fn in [np.tanh, "exp(-.5(x^2))"]: ica = FastICA(fun=fn, algorithm=algo, random_state=0) assert_raises(ValueError, ica.fit, m.T) assert_raises(TypeError, FastICA(fun=moves.xrange(10)).fit, m.T) def test_fastica_nowhiten(): m = [[0, 1], [1, 0]] # test for issue #697 ica = FastICA(n_components=1, whiten=False, random_state=0) assert_warns(UserWarning, ica.fit, m) assert_true(hasattr(ica, 'mixing_')) def test_non_square_fastica(add_noise=False): """ Test the FastICA algorithm on very simple data. """ rng = np.random.RandomState(0) n_samples = 1000 # Generate two sources: t = np.linspace(0, 100, n_samples) s1 = np.sin(t) s2 = np.ceil(np.sin(np.pi * t)) s = np.c_[s1, s2].T center_and_norm(s) s1, s2 = s # Mixing matrix mixing = rng.randn(6, 2) m = np.dot(mixing, s) if add_noise: m += 0.1 * rng.randn(6, n_samples) center_and_norm(m) k_, mixing_, s_ = fastica(m.T, n_components=2, random_state=rng) s_ = s_.T # Check that the mixing model described in the docstring holds: assert_almost_equal(s_, np.dot(np.dot(mixing_, k_), m)) center_and_norm(s_) s1_, s2_ = s_ # Check to see if the sources have been estimated # in the wrong order if abs(np.dot(s1_, s2)) > abs(np.dot(s1_, s1)): s2_, s1_ = s_ s1_ *= np.sign(np.dot(s1_, s1)) s2_ *= np.sign(np.dot(s2_, s2)) # Check that we have estimated the original sources if not add_noise: assert_almost_equal(np.dot(s1_, s1) / n_samples, 1, decimal=3) assert_almost_equal(np.dot(s2_, s2) / n_samples, 1, decimal=3) def test_fit_transform(): """Test FastICA.fit_transform""" rng = np.random.RandomState(0) X = rng.random_sample((100, 10)) for whiten, n_components in [[True, 5], [False, 10]]: ica = FastICA(n_components=n_components, whiten=whiten, random_state=0) Xt = ica.fit_transform(X) assert_equal(ica.components_.shape, (n_components, 10)) assert_equal(Xt.shape, (100, n_components)) ica = FastICA(n_components=n_components, whiten=whiten, random_state=0) ica.fit(X) assert_equal(ica.components_.shape, (n_components, 10)) Xt2 = ica.transform(X) assert_array_almost_equal(Xt, Xt2) def test_inverse_transform(): """Test FastICA.inverse_transform""" n_features = 10 n_samples = 100 n1, n2 = 5, 10 rng = np.random.RandomState(0) X = rng.random_sample((n_samples, n_features)) expected = {(True, n1): (n_features, n1), (True, n2): (n_features, n2), (False, n1): (n_features, n2), (False, n2): (n_features, n2)} for whiten in [True, False]: for n_components in [n1, n2]: ica = FastICA(n_components=n_components, random_state=rng, whiten=whiten) Xt = ica.fit_transform(X) expected_shape = expected[(whiten, n_components)] assert_equal(ica.mixing_.shape, expected_shape) X2 = ica.inverse_transform(Xt) assert_equal(X.shape, X2.shape) # reversibility test in non-reduction case if n_components == X.shape[1]: assert_array_almost_equal(X, X2) if __name__ == '__main__': import nose nose.run(argv=['', __file__])
bsd-3-clause
liberatorqjw/scikit-learn
sklearn/cluster/tests/test_affinity_propagation.py
31
2633
""" Testing for Clustering methods """ import numpy as np from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_array_equal from sklearn.utils.testing import assert_raises from sklearn.cluster.affinity_propagation_ import AffinityPropagation from sklearn.cluster.affinity_propagation_ import affinity_propagation from sklearn.datasets.samples_generator import make_blobs from sklearn.metrics import euclidean_distances n_clusters = 3 centers = np.array([[1, 1], [-1, -1], [1, -1]]) + 10 X, _ = make_blobs(n_samples=60, n_features=2, centers=centers, cluster_std=0.4, shuffle=True, random_state=0) def test_affinity_propagation(): """Affinity Propagation algorithm """ # Compute similarities S = -euclidean_distances(X, squared=True) preference = np.median(S) * 10 # Compute Affinity Propagation cluster_centers_indices, labels = affinity_propagation( S, preference=preference) n_clusters_ = len(cluster_centers_indices) assert_equal(n_clusters, n_clusters_) af = AffinityPropagation(preference=preference, affinity="precomputed") labels_precomputed = af.fit(S).labels_ af = AffinityPropagation(preference=preference, verbose=True) labels = af.fit(X).labels_ assert_array_equal(labels, labels_precomputed) cluster_centers_indices = af.cluster_centers_indices_ n_clusters_ = len(cluster_centers_indices) assert_equal(np.unique(labels).size, n_clusters_) assert_equal(n_clusters, n_clusters_) # Test also with no copy _, labels_no_copy = affinity_propagation(S, preference=preference, copy=False) assert_array_equal(labels, labels_no_copy) # Test input validation assert_raises(ValueError, affinity_propagation, S[:, :-1]) assert_raises(ValueError, affinity_propagation, S, damping=0) af = AffinityPropagation(affinity="unknown") assert_raises(ValueError, af.fit, X) def test_affinity_propagation_predict(): """Test AffinityPropagation.predict""" af = AffinityPropagation(affinity="euclidean") labels = af.fit_predict(X) labels2 = af.predict(X) assert_array_equal(labels, labels2) def test_affinity_propagation_predict_error(): """Test exception in AffinityPropagation.predict""" # Not fitted. af = AffinityPropagation(affinity="euclidean") assert_raises(ValueError, af.predict, X) # Predict not supported when affinity="precomputed". S = np.dot(X, X.T) af = AffinityPropagation(affinity="precomputed") af.fit(S) assert_raises(ValueError, af.predict, X)
bsd-3-clause
glouppe/scikit-learn
sklearn/tree/tree.py
5
40442
""" This module gathers tree-based methods, including decision, regression and randomized trees. Single and multi-output problems are both handled. """ # Authors: Gilles Louppe <[email protected]> # Peter Prettenhofer <[email protected]> # Brian Holt <[email protected]> # Noel Dawe <[email protected]> # Satrajit Gosh <[email protected]> # Joly Arnaud <[email protected]> # Fares Hedayati <[email protected]> # # Licence: BSD 3 clause from __future__ import division import numbers from abc import ABCMeta from abc import abstractmethod from math import ceil import numpy as np from scipy.sparse import issparse from ..base import BaseEstimator from ..base import ClassifierMixin from ..base import RegressorMixin from ..externals import six from ..feature_selection.from_model import _LearntSelectorMixin from ..utils import check_array from ..utils import check_random_state from ..utils import compute_sample_weight from ..utils.multiclass import check_classification_targets from ..exceptions import NotFittedError from ._criterion import Criterion from ._splitter import Splitter from ._tree import DepthFirstTreeBuilder from ._tree import BestFirstTreeBuilder from ._tree import Tree from . import _tree, _splitter, _criterion __all__ = ["DecisionTreeClassifier", "DecisionTreeRegressor", "ExtraTreeClassifier", "ExtraTreeRegressor"] # ============================================================================= # Types and constants # ============================================================================= DTYPE = _tree.DTYPE DOUBLE = _tree.DOUBLE CRITERIA_CLF = {"gini": _criterion.Gini, "entropy": _criterion.Entropy} CRITERIA_REG = {"mse": _criterion.MSE, "friedman_mse": _criterion.FriedmanMSE} DENSE_SPLITTERS = {"best": _splitter.BestSplitter, "random": _splitter.RandomSplitter} SPARSE_SPLITTERS = {"best": _splitter.BestSparseSplitter, "random": _splitter.RandomSparseSplitter} # ============================================================================= # Base decision tree # ============================================================================= class BaseDecisionTree(six.with_metaclass(ABCMeta, BaseEstimator, _LearntSelectorMixin)): """Base class for decision trees. Warning: This class should not be used directly. Use derived classes instead. """ @abstractmethod def __init__(self, criterion, splitter, max_depth, min_samples_split, min_samples_leaf, min_weight_fraction_leaf, max_features, max_leaf_nodes, random_state, class_weight=None, presort=False): self.criterion = criterion self.splitter = splitter self.max_depth = max_depth self.min_samples_split = min_samples_split self.min_samples_leaf = min_samples_leaf self.min_weight_fraction_leaf = min_weight_fraction_leaf self.max_features = max_features self.random_state = random_state self.max_leaf_nodes = max_leaf_nodes self.class_weight = class_weight self.presort = presort self.n_features_ = None self.n_outputs_ = None self.classes_ = None self.n_classes_ = None self.tree_ = None self.max_features_ = None def fit(self, X, y, sample_weight=None, check_input=True, X_idx_sorted=None): """Build a decision tree from the training set (X, y). Parameters ---------- X : array-like or sparse matrix, shape = [n_samples, n_features] The training input samples. Internally, it will be converted to ``dtype=np.float32`` and if a sparse matrix is provided to a sparse ``csc_matrix``. y : array-like, shape = [n_samples] or [n_samples, n_outputs] The target values (class labels in classification, real numbers in regression). In the regression case, use ``dtype=np.float64`` and ``order='C'`` for maximum efficiency. sample_weight : array-like, shape = [n_samples] or None Sample weights. If None, then samples are equally weighted. Splits that would create child nodes with net zero or negative weight are ignored while searching for a split in each node. In the case of classification, splits are also ignored if they would result in any single class carrying a negative weight in either child node. check_input : boolean, (default=True) Allow to bypass several input checking. Don't use this parameter unless you know what you do. X_idx_sorted : array-like, shape = [n_samples, n_features], optional The indexes of the sorted training input samples. If many tree are grown on the same dataset, this allows the ordering to be cached between trees. If None, the data will be sorted here. Don't use this parameter unless you know what to do. Returns ------- self : object Returns self. """ random_state = check_random_state(self.random_state) if check_input: X = check_array(X, dtype=DTYPE, accept_sparse="csc") y = check_array(y, ensure_2d=False, dtype=None) if issparse(X): X.sort_indices() if X.indices.dtype != np.intc or X.indptr.dtype != np.intc: raise ValueError("No support for np.int64 index based " "sparse matrices") # Determine output settings n_samples, self.n_features_ = X.shape is_classification = isinstance(self, ClassifierMixin) y = np.atleast_1d(y) expanded_class_weight = None if y.ndim == 1: # reshape is necessary to preserve the data contiguity against vs # [:, np.newaxis] that does not. y = np.reshape(y, (-1, 1)) self.n_outputs_ = y.shape[1] if is_classification: check_classification_targets(y) y = np.copy(y) self.classes_ = [] self.n_classes_ = [] if self.class_weight is not None: y_original = np.copy(y) y_encoded = np.zeros(y.shape, dtype=np.int) for k in range(self.n_outputs_): classes_k, y_encoded[:, k] = np.unique(y[:, k], return_inverse=True) self.classes_.append(classes_k) self.n_classes_.append(classes_k.shape[0]) y = y_encoded if self.class_weight is not None: expanded_class_weight = compute_sample_weight( self.class_weight, y_original) else: self.classes_ = [None] * self.n_outputs_ self.n_classes_ = [1] * self.n_outputs_ self.n_classes_ = np.array(self.n_classes_, dtype=np.intp) if getattr(y, "dtype", None) != DOUBLE or not y.flags.contiguous: y = np.ascontiguousarray(y, dtype=DOUBLE) # Check parameters max_depth = ((2 ** 31) - 1 if self.max_depth is None else self.max_depth) max_leaf_nodes = (-1 if self.max_leaf_nodes is None else self.max_leaf_nodes) if isinstance(self.min_samples_leaf, (numbers.Integral, np.integer)): min_samples_leaf = self.min_samples_leaf else: # float min_samples_leaf = int(ceil(self.min_samples_leaf * n_samples)) if isinstance(self.min_samples_split, (numbers.Integral, np.integer)): min_samples_split = self.min_samples_split else: # float min_samples_split = int(ceil(self.min_samples_split * n_samples)) min_samples_split = max(2, min_samples_split) min_samples_split = max(min_samples_split, 2 * min_samples_leaf) if isinstance(self.max_features, six.string_types): if self.max_features == "auto": if is_classification: max_features = max(1, int(np.sqrt(self.n_features_))) else: max_features = self.n_features_ elif self.max_features == "sqrt": max_features = max(1, int(np.sqrt(self.n_features_))) elif self.max_features == "log2": max_features = max(1, int(np.log2(self.n_features_))) else: raise ValueError( 'Invalid value for max_features. Allowed string ' 'values are "auto", "sqrt" or "log2".') elif self.max_features is None: max_features = self.n_features_ elif isinstance(self.max_features, (numbers.Integral, np.integer)): max_features = self.max_features else: # float if self.max_features > 0.0: max_features = max(1, int(self.max_features * self.n_features_)) else: max_features = 0 self.max_features_ = max_features if len(y) != n_samples: raise ValueError("Number of labels=%d does not match " "number of samples=%d" % (len(y), n_samples)) if not (0. < self.min_samples_split <= 1. or 2 <= self.min_samples_split): raise ValueError("min_samples_split must be in at least 2" " or in (0, 1], got %s" % min_samples_split) if not (0. < self.min_samples_leaf <= 0.5 or 1 <= self.min_samples_leaf): raise ValueError("min_samples_leaf must be at least than 1 " "or in (0, 0.5], got %s" % min_samples_leaf) if not 0 <= self.min_weight_fraction_leaf <= 0.5: raise ValueError("min_weight_fraction_leaf must in [0, 0.5]") if max_depth <= 0: raise ValueError("max_depth must be greater than zero. ") if not (0 < max_features <= self.n_features_): raise ValueError("max_features must be in (0, n_features]") if not isinstance(max_leaf_nodes, (numbers.Integral, np.integer)): raise ValueError("max_leaf_nodes must be integral number but was " "%r" % max_leaf_nodes) if -1 < max_leaf_nodes < 2: raise ValueError(("max_leaf_nodes {0} must be either smaller than " "0 or larger than 1").format(max_leaf_nodes)) if sample_weight is not None: if (getattr(sample_weight, "dtype", None) != DOUBLE or not sample_weight.flags.contiguous): sample_weight = np.ascontiguousarray( sample_weight, dtype=DOUBLE) if len(sample_weight.shape) > 1: raise ValueError("Sample weights array has more " "than one dimension: %d" % len(sample_weight.shape)) if len(sample_weight) != n_samples: raise ValueError("Number of weights=%d does not match " "number of samples=%d" % (len(sample_weight), n_samples)) if expanded_class_weight is not None: if sample_weight is not None: sample_weight = sample_weight * expanded_class_weight else: sample_weight = expanded_class_weight # Set min_weight_leaf from min_weight_fraction_leaf if self.min_weight_fraction_leaf != 0. and sample_weight is not None: min_weight_leaf = (self.min_weight_fraction_leaf * np.sum(sample_weight)) else: min_weight_leaf = 0. presort = self.presort # Allow presort to be 'auto', which means True if the dataset is dense, # otherwise it will be False. if self.presort == 'auto' and issparse(X): presort = False elif self.presort == 'auto': presort = True if presort == True and issparse(X): raise ValueError("Presorting is not supported for sparse " "matrices.") # If multiple trees are built on the same dataset, we only want to # presort once. Splitters now can accept presorted indices if desired, # but do not handle any presorting themselves. Ensemble algorithms # which desire presorting must do presorting themselves and pass that # matrix into each tree. if X_idx_sorted is None and presort: X_idx_sorted = np.asfortranarray(np.argsort(X, axis=0), dtype=np.int32) if presort and X_idx_sorted.shape != X.shape: raise ValueError("The shape of X (X.shape = {}) doesn't match " "the shape of X_idx_sorted (X_idx_sorted" ".shape = {})".format(X.shape, X_idx_sorted.shape)) # Build tree criterion = self.criterion if not isinstance(criterion, Criterion): if is_classification: criterion = CRITERIA_CLF[self.criterion](self.n_outputs_, self.n_classes_) else: criterion = CRITERIA_REG[self.criterion](self.n_outputs_) SPLITTERS = SPARSE_SPLITTERS if issparse(X) else DENSE_SPLITTERS splitter = self.splitter if not isinstance(self.splitter, Splitter): splitter = SPLITTERS[self.splitter](criterion, self.max_features_, min_samples_leaf, min_weight_leaf, random_state, self.presort) self.tree_ = Tree(self.n_features_, self.n_classes_, self.n_outputs_) # Use BestFirst if max_leaf_nodes given; use DepthFirst otherwise if max_leaf_nodes < 0: builder = DepthFirstTreeBuilder(splitter, min_samples_split, min_samples_leaf, min_weight_leaf, max_depth) else: builder = BestFirstTreeBuilder(splitter, min_samples_split, min_samples_leaf, min_weight_leaf, max_depth, max_leaf_nodes) builder.build(self.tree_, X, y, sample_weight, X_idx_sorted) if self.n_outputs_ == 1: self.n_classes_ = self.n_classes_[0] self.classes_ = self.classes_[0] return self def _validate_X_predict(self, X, check_input): """Validate X whenever one tries to predict, apply, predict_proba""" if self.tree_ is None: raise NotFittedError("Estimator not fitted, " "call `fit` before exploiting the model.") if check_input: X = check_array(X, dtype=DTYPE, accept_sparse="csr") if issparse(X) and (X.indices.dtype != np.intc or X.indptr.dtype != np.intc): raise ValueError("No support for np.int64 index based " "sparse matrices") n_features = X.shape[1] if self.n_features_ != n_features: raise ValueError("Number of features of the model must " "match the input. Model n_features is %s and " "input n_features is %s " % (self.n_features_, n_features)) return X def predict(self, X, check_input=True): """Predict class or regression value for X. For a classification model, the predicted class for each sample in X is returned. For a regression model, the predicted value based on X is returned. Parameters ---------- X : array-like or sparse matrix of shape = [n_samples, n_features] The input samples. Internally, it will be converted to ``dtype=np.float32`` and if a sparse matrix is provided to a sparse ``csr_matrix``. check_input : boolean, (default=True) Allow to bypass several input checking. Don't use this parameter unless you know what you do. Returns ------- y : array of shape = [n_samples] or [n_samples, n_outputs] The predicted classes, or the predict values. """ X = self._validate_X_predict(X, check_input) proba = self.tree_.predict(X) n_samples = X.shape[0] # Classification if isinstance(self, ClassifierMixin): if self.n_outputs_ == 1: return self.classes_.take(np.argmax(proba, axis=1), axis=0) else: predictions = np.zeros((n_samples, self.n_outputs_)) for k in range(self.n_outputs_): predictions[:, k] = self.classes_[k].take( np.argmax(proba[:, k], axis=1), axis=0) return predictions # Regression else: if self.n_outputs_ == 1: return proba[:, 0] else: return proba[:, :, 0] def apply(self, X, check_input=True): """ Returns the index of the leaf that each sample is predicted as. .. versionadded:: 0.17 Parameters ---------- X : array_like or sparse matrix, shape = [n_samples, n_features] The input samples. Internally, it will be converted to ``dtype=np.float32`` and if a sparse matrix is provided to a sparse ``csr_matrix``. check_input : boolean, (default=True) Allow to bypass several input checking. Don't use this parameter unless you know what you do. Returns ------- X_leaves : array_like, shape = [n_samples,] For each datapoint x in X, return the index of the leaf x ends up in. Leaves are numbered within ``[0; self.tree_.node_count)``, possibly with gaps in the numbering. """ X = self._validate_X_predict(X, check_input) return self.tree_.apply(X) def decision_path(self, X, check_input=True): """Return the decision path in the tree Parameters ---------- X : array_like or sparse matrix, shape = [n_samples, n_features] The input samples. Internally, it will be converted to ``dtype=np.float32`` and if a sparse matrix is provided to a sparse ``csr_matrix``. check_input : boolean, (default=True) Allow to bypass several input checking. Don't use this parameter unless you know what you do. Returns ------- indicator : sparse csr array, shape = [n_samples, n_nodes] Return a node indicator matrix where non zero elements indicates that the samples goes through the nodes. """ X = self._validate_X_predict(X, check_input) return self.tree_.decision_path(X) @property def feature_importances_(self): """Return the feature importances. The importance of a feature is computed as the (normalized) total reduction of the criterion brought by that feature. It is also known as the Gini importance. Returns ------- feature_importances_ : array, shape = [n_features] """ if self.tree_ is None: raise NotFittedError("Estimator not fitted, call `fit` before" " `feature_importances_`.") return self.tree_.compute_feature_importances() # ============================================================================= # Public estimators # ============================================================================= class DecisionTreeClassifier(BaseDecisionTree, ClassifierMixin): """A decision tree classifier. Read more in the :ref:`User Guide <tree>`. Parameters ---------- criterion : string, optional (default="gini") The function to measure the quality of a split. Supported criteria are "gini" for the Gini impurity and "entropy" for the information gain. splitter : string, optional (default="best") The strategy used to choose the split at each node. Supported strategies are "best" to choose the best split and "random" to choose the best random split. max_features : int, float, string or None, optional (default=None) The number of features to consider when looking for the best split: - If int, then consider `max_features` features at each split. - If float, then `max_features` is a percentage and `int(max_features * n_features)` features are considered at each split. - If "auto", then `max_features=sqrt(n_features)`. - If "sqrt", then `max_features=sqrt(n_features)`. - If "log2", then `max_features=log2(n_features)`. - If None, then `max_features=n_features`. Note: the search for a split does not stop until at least one valid partition of the node samples is found, even if it requires to effectively inspect more than ``max_features`` features. max_depth : int or None, optional (default=None) The maximum depth of the tree. If None, then nodes are expanded until all leaves are pure or until all leaves contain less than min_samples_split samples. Ignored if ``max_leaf_nodes`` is not None. min_samples_split : int, float, optional (default=2) The minimum number of samples required to split an internal node: - If int, then consider `min_samples_split` as the minimum number. - If float, then `min_samples_split` is a percentage and `ceil(min_samples_split * n_samples)` are the minimum number of samples for each split. min_samples_leaf : int, float, optional (default=1) The minimum number of samples required to be at a leaf node: - If int, then consider `min_samples_leaf` as the minimum number. - If float, then `min_samples_leaf` is a percentage and `ceil(min_samples_leaf * n_samples)` are the minimum number of samples for each node. min_weight_fraction_leaf : float, optional (default=0.) The minimum weighted fraction of the input samples required to be at a leaf node. max_leaf_nodes : int or None, optional (default=None) Grow a tree with ``max_leaf_nodes`` in best-first fashion. Best nodes are defined as relative reduction in impurity. If None then unlimited number of leaf nodes. If not None then ``max_depth`` will be ignored. class_weight : dict, list of dicts, "balanced" or None, optional (default=None) Weights associated with classes in the form ``{class_label: weight}``. If not given, all classes are supposed to have weight one. For multi-output problems, a list of dicts can be provided in the same order as the columns of y. The "balanced" mode uses the values of y to automatically adjust weights inversely proportional to class frequencies in the input data as ``n_samples / (n_classes * np.bincount(y))`` For multi-output, the weights of each column of y will be multiplied. Note that these weights will be multiplied with sample_weight (passed through the fit method) if sample_weight is specified. random_state : int, RandomState instance or None, optional (default=None) If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by `np.random`. presort : bool, optional (default=False) Whether to presort the data to speed up the finding of best splits in fitting. For the default settings of a decision tree on large datasets, setting this to true may slow down the training process. When using either a smaller dataset or a restricted depth, this may speed up the training. Attributes ---------- classes_ : array of shape = [n_classes] or a list of such arrays The classes labels (single output problem), or a list of arrays of class labels (multi-output problem). feature_importances_ : array of shape = [n_features] The feature importances. The higher, the more important the feature. The importance of a feature is computed as the (normalized) total reduction of the criterion brought by that feature. It is also known as the Gini importance [4]_. max_features_ : int, The inferred value of max_features. n_classes_ : int or list The number of classes (for single output problems), or a list containing the number of classes for each output (for multi-output problems). n_features_ : int The number of features when ``fit`` is performed. n_outputs_ : int The number of outputs when ``fit`` is performed. tree_ : Tree object The underlying Tree object. See also -------- DecisionTreeRegressor References ---------- .. [1] http://en.wikipedia.org/wiki/Decision_tree_learning .. [2] L. Breiman, J. Friedman, R. Olshen, and C. Stone, "Classification and Regression Trees", Wadsworth, Belmont, CA, 1984. .. [3] T. Hastie, R. Tibshirani and J. Friedman. "Elements of Statistical Learning", Springer, 2009. .. [4] L. Breiman, and A. Cutler, "Random Forests", http://www.stat.berkeley.edu/~breiman/RandomForests/cc_home.htm Examples -------- >>> from sklearn.datasets import load_iris >>> from sklearn.model_selection import cross_val_score >>> from sklearn.tree import DecisionTreeClassifier >>> clf = DecisionTreeClassifier(random_state=0) >>> iris = load_iris() >>> cross_val_score(clf, iris.data, iris.target, cv=10) ... # doctest: +SKIP ... array([ 1. , 0.93..., 0.86..., 0.93..., 0.93..., 0.93..., 0.93..., 1. , 0.93..., 1. ]) """ def __init__(self, criterion="gini", splitter="best", max_depth=None, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0., max_features=None, random_state=None, max_leaf_nodes=None, class_weight=None, presort=False): super(DecisionTreeClassifier, self).__init__( criterion=criterion, splitter=splitter, max_depth=max_depth, min_samples_split=min_samples_split, min_samples_leaf=min_samples_leaf, min_weight_fraction_leaf=min_weight_fraction_leaf, max_features=max_features, max_leaf_nodes=max_leaf_nodes, class_weight=class_weight, random_state=random_state, presort=presort) def predict_proba(self, X, check_input=True): """Predict class probabilities of the input samples X. The predicted class probability is the fraction of samples of the same class in a leaf. check_input : boolean, (default=True) Allow to bypass several input checking. Don't use this parameter unless you know what you do. Parameters ---------- X : array-like or sparse matrix of shape = [n_samples, n_features] The input samples. Internally, it will be converted to ``dtype=np.float32`` and if a sparse matrix is provided to a sparse ``csr_matrix``. Returns ------- p : array of shape = [n_samples, n_classes], or a list of n_outputs such arrays if n_outputs > 1. The class probabilities of the input samples. The order of the classes corresponds to that in the attribute `classes_`. """ X = self._validate_X_predict(X, check_input) proba = self.tree_.predict(X) if self.n_outputs_ == 1: proba = proba[:, :self.n_classes_] normalizer = proba.sum(axis=1)[:, np.newaxis] normalizer[normalizer == 0.0] = 1.0 proba /= normalizer return proba else: all_proba = [] for k in range(self.n_outputs_): proba_k = proba[:, k, :self.n_classes_[k]] normalizer = proba_k.sum(axis=1)[:, np.newaxis] normalizer[normalizer == 0.0] = 1.0 proba_k /= normalizer all_proba.append(proba_k) return all_proba def predict_log_proba(self, X): """Predict class log-probabilities of the input samples X. Parameters ---------- X : array-like or sparse matrix of shape = [n_samples, n_features] The input samples. Internally, it will be converted to ``dtype=np.float32`` and if a sparse matrix is provided to a sparse ``csr_matrix``. Returns ------- p : array of shape = [n_samples, n_classes], or a list of n_outputs such arrays if n_outputs > 1. The class log-probabilities of the input samples. The order of the classes corresponds to that in the attribute `classes_`. """ proba = self.predict_proba(X) if self.n_outputs_ == 1: return np.log(proba) else: for k in range(self.n_outputs_): proba[k] = np.log(proba[k]) return proba class DecisionTreeRegressor(BaseDecisionTree, RegressorMixin): """A decision tree regressor. Read more in the :ref:`User Guide <tree>`. Parameters ---------- criterion : string, optional (default="mse") The function to measure the quality of a split. The only supported criterion is "mse" for the mean squared error, which is equal to variance reduction as feature selection criterion. splitter : string, optional (default="best") The strategy used to choose the split at each node. Supported strategies are "best" to choose the best split and "random" to choose the best random split. max_features : int, float, string or None, optional (default=None) The number of features to consider when looking for the best split: - If int, then consider `max_features` features at each split. - If float, then `max_features` is a percentage and `int(max_features * n_features)` features are considered at each split. - If "auto", then `max_features=n_features`. - If "sqrt", then `max_features=sqrt(n_features)`. - If "log2", then `max_features=log2(n_features)`. - If None, then `max_features=n_features`. Note: the search for a split does not stop until at least one valid partition of the node samples is found, even if it requires to effectively inspect more than ``max_features`` features. max_depth : int or None, optional (default=None) The maximum depth of the tree. If None, then nodes are expanded until all leaves are pure or until all leaves contain less than min_samples_split samples. Ignored if ``max_leaf_nodes`` is not None. min_samples_split : int, float, optional (default=2) The minimum number of samples required to split an internal node: - If int, then consider `min_samples_split` as the minimum number. - If float, then `min_samples_split` is a percentage and `ceil(min_samples_split * n_samples)` are the minimum number of samples for each split. min_samples_leaf : int, float, optional (default=1) The minimum number of samples required to be at a leaf node: - If int, then consider `min_samples_leaf` as the minimum number. - If float, then `min_samples_leaf` is a percentage and `ceil(min_samples_leaf * n_samples)` are the minimum number of samples for each node. min_weight_fraction_leaf : float, optional (default=0.) The minimum weighted fraction of the input samples required to be at a leaf node. max_leaf_nodes : int or None, optional (default=None) Grow a tree with ``max_leaf_nodes`` in best-first fashion. Best nodes are defined as relative reduction in impurity. If None then unlimited number of leaf nodes. If not None then ``max_depth`` will be ignored. random_state : int, RandomState instance or None, optional (default=None) If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by `np.random`. presort : bool, optional (default=False) Whether to presort the data to speed up the finding of best splits in fitting. For the default settings of a decision tree on large datasets, setting this to true may slow down the training process. When using either a smaller dataset or a restricted depth, this may speed up the training. Attributes ---------- feature_importances_ : array of shape = [n_features] The feature importances. The higher, the more important the feature. The importance of a feature is computed as the (normalized) total reduction of the criterion brought by that feature. It is also known as the Gini importance [4]_. max_features_ : int, The inferred value of max_features. n_features_ : int The number of features when ``fit`` is performed. n_outputs_ : int The number of outputs when ``fit`` is performed. tree_ : Tree object The underlying Tree object. See also -------- DecisionTreeClassifier References ---------- .. [1] http://en.wikipedia.org/wiki/Decision_tree_learning .. [2] L. Breiman, J. Friedman, R. Olshen, and C. Stone, "Classification and Regression Trees", Wadsworth, Belmont, CA, 1984. .. [3] T. Hastie, R. Tibshirani and J. Friedman. "Elements of Statistical Learning", Springer, 2009. .. [4] L. Breiman, and A. Cutler, "Random Forests", http://www.stat.berkeley.edu/~breiman/RandomForests/cc_home.htm Examples -------- >>> from sklearn.datasets import load_boston >>> from sklearn.model_selection import cross_val_score >>> from sklearn.tree import DecisionTreeRegressor >>> boston = load_boston() >>> regressor = DecisionTreeRegressor(random_state=0) >>> cross_val_score(regressor, boston.data, boston.target, cv=10) ... # doctest: +SKIP ... array([ 0.61..., 0.57..., -0.34..., 0.41..., 0.75..., 0.07..., 0.29..., 0.33..., -1.42..., -1.77...]) """ def __init__(self, criterion="mse", splitter="best", max_depth=None, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0., max_features=None, random_state=None, max_leaf_nodes=None, presort=False): super(DecisionTreeRegressor, self).__init__( criterion=criterion, splitter=splitter, max_depth=max_depth, min_samples_split=min_samples_split, min_samples_leaf=min_samples_leaf, min_weight_fraction_leaf=min_weight_fraction_leaf, max_features=max_features, max_leaf_nodes=max_leaf_nodes, random_state=random_state, presort=presort) class ExtraTreeClassifier(DecisionTreeClassifier): """An extremely randomized tree classifier. Extra-trees differ from classic decision trees in the way they are built. When looking for the best split to separate the samples of a node into two groups, random splits are drawn for each of the `max_features` randomly selected features and the best split among those is chosen. When `max_features` is set 1, this amounts to building a totally random decision tree. Warning: Extra-trees should only be used within ensemble methods. Read more in the :ref:`User Guide <tree>`. See also -------- ExtraTreeRegressor, ExtraTreesClassifier, ExtraTreesRegressor References ---------- .. [1] P. Geurts, D. Ernst., and L. Wehenkel, "Extremely randomized trees", Machine Learning, 63(1), 3-42, 2006. """ def __init__(self, criterion="gini", splitter="random", max_depth=None, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0., max_features="auto", random_state=None, max_leaf_nodes=None, class_weight=None): super(ExtraTreeClassifier, self).__init__( criterion=criterion, splitter=splitter, max_depth=max_depth, min_samples_split=min_samples_split, min_samples_leaf=min_samples_leaf, min_weight_fraction_leaf=min_weight_fraction_leaf, max_features=max_features, max_leaf_nodes=max_leaf_nodes, class_weight=class_weight, random_state=random_state) class ExtraTreeRegressor(DecisionTreeRegressor): """An extremely randomized tree regressor. Extra-trees differ from classic decision trees in the way they are built. When looking for the best split to separate the samples of a node into two groups, random splits are drawn for each of the `max_features` randomly selected features and the best split among those is chosen. When `max_features` is set 1, this amounts to building a totally random decision tree. Warning: Extra-trees should only be used within ensemble methods. Read more in the :ref:`User Guide <tree>`. See also -------- ExtraTreeClassifier, ExtraTreesClassifier, ExtraTreesRegressor References ---------- .. [1] P. Geurts, D. Ernst., and L. Wehenkel, "Extremely randomized trees", Machine Learning, 63(1), 3-42, 2006. """ def __init__(self, criterion="mse", splitter="random", max_depth=None, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0., max_features="auto", random_state=None, max_leaf_nodes=None): super(ExtraTreeRegressor, self).__init__( criterion=criterion, splitter=splitter, max_depth=max_depth, min_samples_split=min_samples_split, min_samples_leaf=min_samples_leaf, min_weight_fraction_leaf=min_weight_fraction_leaf, max_features=max_features, max_leaf_nodes=max_leaf_nodes, random_state=random_state)
bsd-3-clause
zoeyangyy/event-extraction
tf_test/lstm-mnist.py
1
5654
#!/usr/bin/env python # -*- coding: utf-8 -*- import tensorflow as tf import numpy as np from tensorflow.contrib import rnn from tensorflow.examples.tutorials.mnist import input_data import matplotlib.pyplot as plt # 设置 GPU 按需增长 config = tf.ConfigProto() config.gpu_options.allow_growth = True sess = tf.Session(config=config) # 首先导入数据,看一下数据的形式 mnist = input_data.read_data_sets('MNIST_data', one_hot=True) lr = 1e-3 # 在训练和测试的时候,我们想用不同的 batch_size.所以采用占位符的方式 batch_size = 128 # 注意类型必须为 tf.int32 # batch_size = 128 # 每个时刻的输入特征是28维的,就是每个时刻输入一行,一行有 28 个像素 input_size = 28 # 时序持续长度为28,即每做一次预测,需要先输入28行 timestep_size = 28 # 每个隐含层的节点数 hidden_size = 256 # LSTM layer 的层数 layer_num = 2 # 最后输出分类类别数量,如果是回归预测的话应该是 1 class_num = 10 _X = tf.placeholder(tf.float32, [None, 784]) y = tf.placeholder(tf.float32, [None, class_num]) keep_prob = tf.placeholder(tf.float32) # 把784个点的字符信息还原成 28 * 28 的图片 # 下面几个步骤是实现 RNN / LSTM 的关键 #################################################################### # **步骤1:RNN 的输入shape = (batch_size, timestep_size, input_size) X = tf.reshape(_X, [-1, 28, 28]) # **步骤2:定义一层 LSTM_cell,只需要说明 hidden_size, 它会自动匹配输入的 X 的维度 # lstm_cell = rnn.BasicLSTMCell(num_units=hidden_size, forget_bias=1.0, state_is_tuple=True) # **步骤3:添加 dropout layer, 一般只设置 output_keep_prob # lstm_cell = rnn.DropoutWrapper(cell=lstm_cell, input_keep_prob=1.0, output_keep_prob=keep_prob) # **步骤4:调用 MultiRNNCell 来实现多层 LSTM # mlstm_cell = rnn.MultiRNNCell([lstm_cell] * layer_num, state_is_tuple=True) stacked_rnn = [] for iiLyr in range(layer_num): lstm_cell = rnn.BasicLSTMCell(num_units=hidden_size, forget_bias=1.0, state_is_tuple=True) stacked_rnn.append(rnn.DropoutWrapper(cell=lstm_cell, input_keep_prob=1.0, output_keep_prob=keep_prob)) mlstm_cell = rnn.MultiRNNCell(cells=stacked_rnn, state_is_tuple=True) # **步骤5:用全零来初始化state init_state = mlstm_cell.zero_state(batch_size, dtype=tf.float32) # **步骤6:方法一,调用 dynamic_rnn() 来让我们构建好的网络运行起来 # ** 当 time_major==False 时, outputs.shape = [batch_size, timestep_size, hidden_size] # ** 所以,可以取 h_state = outputs[:, -1, :] 作为最后输出 # ** state.shape = [layer_num, 2, batch_size, hidden_size], # ** 或者,可以取 h_state = state[-1][1] 作为最后输出 # ** 最后输出维度是 [batch_size, hidden_size] # outputs, state = tf.nn.dynamic_rnn(mlstm_cell, inputs=X, initial_state=init_state, time_major=False) # h_state = outputs[:, -1, :] # 或者 h_state = state[-1][1] # *************** 为了更好的理解 LSTM 工作原理,我们把上面 步骤6 中的函数自己来实现 *************** # 通过查看文档你会发现, RNNCell 都提供了一个 __call__()函数(见最后附),我们可以用它来展开实现LSTM按时间步迭代。 # **步骤6:方法二,按时间步展开计算 outputs = list() state = init_state with tf.variable_scope('RNN'): for timestep in range(timestep_size): if timestep > 0: tf.get_variable_scope().reuse_variables() # 这里的state保存了每一层 LSTM 的状态 (cell_output, state) = mlstm_cell(X[:, timestep, :], state) outputs.append(cell_output) h_state = outputs[-1] # 上面 LSTM 部分的输出会是一个 [hidden_size] 的tensor,我们要分类的话,还需要接一个 softmax 层 # 首先定义 softmax 的连接权重矩阵和偏置 # out_W = tf.placeholder(tf.float32, [hidden_size, class_num], name='out_Weights') # out_bias = tf.placeholder(tf.float32, [class_num], name='out_bias') # 开始训练和测试 W = tf.Variable(tf.truncated_normal([hidden_size, class_num], stddev=0.1), dtype=tf.float32) bias = tf.Variable(tf.constant(0.1,shape=[class_num]), dtype=tf.float32) y_pre = tf.nn.softmax(tf.matmul(h_state, W) + bias) # 损失和评估函数 cross_entropy = -tf.reduce_mean(y * tf.log(y_pre)) train_op = tf.train.AdamOptimizer(lr).minimize(cross_entropy) correct_prediction = tf.equal(tf.argmax(y_pre,1), tf.argmax(y,1)) accuracy = tf.reduce_mean(tf.cast(correct_prediction, "float")) sess.run(tf.global_variables_initializer()) # for i in range(2000): # _batch_size = 128 # batch_x, batch_y = mnist.train.next_batch(_batch_size) # if (i+1)%20 == 0: # train_accuracy = sess.run(accuracy, feed_dict={ # _X:batch_x, y: batch_y, keep_prob: 1.0}) # # 已经迭代完成的 epoch 数: mnist.train.epochs_completed # print("Iter%d, step %d, training accuracy %g" % ( mnist.train.epochs_completed, (i+1), train_accuracy)) # sess.run(train_op, feed_dict={_X: batch_x, y: batch_y, keep_prob: 0.5}) # 计算测试数据的准确率 # print("test accuracy %g"% sess.run(accuracy, feed_dict={ # _X: mnist.test.images, y: mnist.test.labels, keep_prob: 1.0, batch_size:mnist.test.images.shape[0]})) X3 = mnist.train.images[4] # img3 = X3.reshape([28, 28]) # plt.imshow(img3, cmap='gray') # plt.show() X3.shape = [-1, 784] y_batch = mnist.train.labels[0] y_batch.shape = [-1, class_num] X3_outputs = np.array(sess.run(outputs, feed_dict={ _X: X3, y: y_batch, keep_prob: 1.0})) print(X3_outputs.shape) X3_outputs.shape = [28, hidden_size] print(X3_outputs[0])
mit
elkingtonmcb/scikit-learn
sklearn/linear_model/ridge.py
60
44642
""" Ridge regression """ # Author: Mathieu Blondel <[email protected]> # Reuben Fletcher-Costin <[email protected]> # Fabian Pedregosa <[email protected]> # Michael Eickenberg <[email protected]> # License: BSD 3 clause from abc import ABCMeta, abstractmethod import warnings import numpy as np from scipy import linalg from scipy import sparse from scipy.sparse import linalg as sp_linalg from .base import LinearClassifierMixin, LinearModel, _rescale_data from .sag import sag_solver from .sag_fast import get_max_squared_sum from ..base import RegressorMixin from ..utils.extmath import safe_sparse_dot from ..utils import check_X_y from ..utils import check_array from ..utils import check_consistent_length from ..utils import compute_sample_weight from ..utils import column_or_1d from ..preprocessing import LabelBinarizer from ..grid_search import GridSearchCV from ..externals import six from ..metrics.scorer import check_scoring def _solve_sparse_cg(X, y, alpha, max_iter=None, tol=1e-3, verbose=0): n_samples, n_features = X.shape X1 = sp_linalg.aslinearoperator(X) coefs = np.empty((y.shape[1], n_features)) if n_features > n_samples: def create_mv(curr_alpha): def _mv(x): return X1.matvec(X1.rmatvec(x)) + curr_alpha * x return _mv else: def create_mv(curr_alpha): def _mv(x): return X1.rmatvec(X1.matvec(x)) + curr_alpha * x return _mv for i in range(y.shape[1]): y_column = y[:, i] mv = create_mv(alpha[i]) if n_features > n_samples: # kernel ridge # w = X.T * inv(X X^t + alpha*Id) y C = sp_linalg.LinearOperator( (n_samples, n_samples), matvec=mv, dtype=X.dtype) coef, info = sp_linalg.cg(C, y_column, tol=tol) coefs[i] = X1.rmatvec(coef) else: # linear ridge # w = inv(X^t X + alpha*Id) * X.T y y_column = X1.rmatvec(y_column) C = sp_linalg.LinearOperator( (n_features, n_features), matvec=mv, dtype=X.dtype) coefs[i], info = sp_linalg.cg(C, y_column, maxiter=max_iter, tol=tol) if info < 0: raise ValueError("Failed with error code %d" % info) if max_iter is None and info > 0 and verbose: warnings.warn("sparse_cg did not converge after %d iterations." % info) return coefs def _solve_lsqr(X, y, alpha, max_iter=None, tol=1e-3): n_samples, n_features = X.shape coefs = np.empty((y.shape[1], n_features)) n_iter = np.empty(y.shape[1], dtype=np.int32) # According to the lsqr documentation, alpha = damp^2. sqrt_alpha = np.sqrt(alpha) for i in range(y.shape[1]): y_column = y[:, i] info = sp_linalg.lsqr(X, y_column, damp=sqrt_alpha[i], atol=tol, btol=tol, iter_lim=max_iter) coefs[i] = info[0] n_iter[i] = info[2] return coefs, n_iter def _solve_cholesky(X, y, alpha): # w = inv(X^t X + alpha*Id) * X.T y n_samples, n_features = X.shape n_targets = y.shape[1] A = safe_sparse_dot(X.T, X, dense_output=True) Xy = safe_sparse_dot(X.T, y, dense_output=True) one_alpha = np.array_equal(alpha, len(alpha) * [alpha[0]]) if one_alpha: A.flat[::n_features + 1] += alpha[0] return linalg.solve(A, Xy, sym_pos=True, overwrite_a=True).T else: coefs = np.empty([n_targets, n_features]) for coef, target, current_alpha in zip(coefs, Xy.T, alpha): A.flat[::n_features + 1] += current_alpha coef[:] = linalg.solve(A, target, sym_pos=True, overwrite_a=False).ravel() A.flat[::n_features + 1] -= current_alpha return coefs def _solve_cholesky_kernel(K, y, alpha, sample_weight=None, copy=False): # dual_coef = inv(X X^t + alpha*Id) y n_samples = K.shape[0] n_targets = y.shape[1] if copy: K = K.copy() alpha = np.atleast_1d(alpha) one_alpha = (alpha == alpha[0]).all() has_sw = isinstance(sample_weight, np.ndarray) \ or sample_weight not in [1.0, None] if has_sw: # Unlike other solvers, we need to support sample_weight directly # because K might be a pre-computed kernel. sw = np.sqrt(np.atleast_1d(sample_weight)) y = y * sw[:, np.newaxis] K *= np.outer(sw, sw) if one_alpha: # Only one penalty, we can solve multi-target problems in one time. K.flat[::n_samples + 1] += alpha[0] try: # Note: we must use overwrite_a=False in order to be able to # use the fall-back solution below in case a LinAlgError # is raised dual_coef = linalg.solve(K, y, sym_pos=True, overwrite_a=False) except np.linalg.LinAlgError: warnings.warn("Singular matrix in solving dual problem. Using " "least-squares solution instead.") dual_coef = linalg.lstsq(K, y)[0] # K is expensive to compute and store in memory so change it back in # case it was user-given. K.flat[::n_samples + 1] -= alpha[0] if has_sw: dual_coef *= sw[:, np.newaxis] return dual_coef else: # One penalty per target. We need to solve each target separately. dual_coefs = np.empty([n_targets, n_samples]) for dual_coef, target, current_alpha in zip(dual_coefs, y.T, alpha): K.flat[::n_samples + 1] += current_alpha dual_coef[:] = linalg.solve(K, target, sym_pos=True, overwrite_a=False).ravel() K.flat[::n_samples + 1] -= current_alpha if has_sw: dual_coefs *= sw[np.newaxis, :] return dual_coefs.T def _solve_svd(X, y, alpha): U, s, Vt = linalg.svd(X, full_matrices=False) idx = s > 1e-15 # same default value as scipy.linalg.pinv s_nnz = s[idx][:, np.newaxis] UTy = np.dot(U.T, y) d = np.zeros((s.size, alpha.size)) d[idx] = s_nnz / (s_nnz ** 2 + alpha) d_UT_y = d * UTy return np.dot(Vt.T, d_UT_y).T def ridge_regression(X, y, alpha, sample_weight=None, solver='auto', max_iter=None, tol=1e-3, verbose=0, random_state=None, return_n_iter=False): """Solve the ridge equation by the method of normal equations. Read more in the :ref:`User Guide <ridge_regression>`. Parameters ---------- X : {array-like, sparse matrix, LinearOperator}, shape = [n_samples, n_features] Training data y : array-like, shape = [n_samples] or [n_samples, n_targets] Target values alpha : {float, array-like}, shape = [n_targets] if array-like The l_2 penalty to be used. If an array is passed, penalties are assumed to be specific to targets max_iter : int, optional Maximum number of iterations for conjugate gradient solver. For 'sparse_cg' and 'lsqr' solvers, the default value is determined by scipy.sparse.linalg. For 'sag' solver, the default value is 1000. sample_weight : float or numpy array of shape [n_samples] Individual weights for each sample. If sample_weight is not None and solver='auto', the solver will be set to 'cholesky'. solver : {'auto', 'svd', 'cholesky', 'lsqr', 'sparse_cg'} Solver to use in the computational routines: - 'auto' chooses the solver automatically based on the type of data. - 'svd' uses a Singular Value Decomposition of X to compute the Ridge coefficients. More stable for singular matrices than 'cholesky'. - 'cholesky' uses the standard scipy.linalg.solve function to obtain a closed-form solution via a Cholesky decomposition of dot(X.T, X) - 'sparse_cg' uses the conjugate gradient solver as found in scipy.sparse.linalg.cg. As an iterative algorithm, this solver is more appropriate than 'cholesky' for large-scale data (possibility to set `tol` and `max_iter`). - 'lsqr' uses the dedicated regularized least-squares routine scipy.sparse.linalg.lsqr. It is the fatest but may not be available in old scipy versions. It also uses an iterative procedure. - 'sag' uses a Stochastic Average Gradient descent. It also uses an iterative procedure, and is often faster than other solvers when both n_samples and n_features are large. Note that 'sag' fast convergence is only guaranteed on features with approximately the same scale. You can preprocess the data with a scaler from sklearn.preprocessing. All last four solvers support both dense and sparse data. tol : float Precision of the solution. verbose : int Verbosity level. Setting verbose > 0 will display additional information depending on the solver used. random_state : int seed, RandomState instance, or None (default) The seed of the pseudo random number generator to use when shuffling the data. Used in 'sag' solver. return_n_iter : boolean, default False If True, the method also returns `n_iter`, the actual number of iteration performed by the solver. Returns ------- coef : array, shape = [n_features] or [n_targets, n_features] Weight vector(s). n_iter : int, optional The actual number of iteration performed by the solver. Only returned if `return_n_iter` is True. Notes ----- This function won't compute the intercept. """ # SAG needs X and y columns to be C-contiguous and np.float64 if solver == 'sag': X = check_array(X, accept_sparse=['csr'], dtype=np.float64, order='C') y = check_array(y, dtype=np.float64, ensure_2d=False, order='F') else: X = check_array(X, accept_sparse=['csr', 'csc', 'coo'], dtype=np.float64) y = check_array(y, dtype='numeric', ensure_2d=False) check_consistent_length(X, y) n_samples, n_features = X.shape if y.ndim > 2: raise ValueError("Target y has the wrong shape %s" % str(y.shape)) ravel = False if y.ndim == 1: y = y.reshape(-1, 1) ravel = True n_samples_, n_targets = y.shape if n_samples != n_samples_: raise ValueError("Number of samples in X and y does not correspond:" " %d != %d" % (n_samples, n_samples_)) has_sw = sample_weight is not None if solver == 'auto': # cholesky if it's a dense array and cg in any other case if not sparse.issparse(X) or has_sw: solver = 'cholesky' else: solver = 'sparse_cg' elif solver == 'lsqr' and not hasattr(sp_linalg, 'lsqr'): warnings.warn("""lsqr not available on this machine, falling back to sparse_cg.""") solver = 'sparse_cg' if has_sw: if np.atleast_1d(sample_weight).ndim > 1: raise ValueError("Sample weights must be 1D array or scalar") if solver != 'sag': # SAG supports sample_weight directly. For other solvers, # we implement sample_weight via a simple rescaling. X, y = _rescale_data(X, y, sample_weight) # There should be either 1 or n_targets penalties alpha = np.asarray(alpha).ravel() if alpha.size not in [1, n_targets]: raise ValueError("Number of targets and number of penalties " "do not correspond: %d != %d" % (alpha.size, n_targets)) if alpha.size == 1 and n_targets > 1: alpha = np.repeat(alpha, n_targets) if solver not in ('sparse_cg', 'cholesky', 'svd', 'lsqr', 'sag'): raise ValueError('Solver %s not understood' % solver) n_iter = None if solver == 'sparse_cg': coef = _solve_sparse_cg(X, y, alpha, max_iter, tol, verbose) elif solver == 'lsqr': coef, n_iter = _solve_lsqr(X, y, alpha, max_iter, tol) elif solver == 'cholesky': if n_features > n_samples: K = safe_sparse_dot(X, X.T, dense_output=True) try: dual_coef = _solve_cholesky_kernel(K, y, alpha) coef = safe_sparse_dot(X.T, dual_coef, dense_output=True).T except linalg.LinAlgError: # use SVD solver if matrix is singular solver = 'svd' else: try: coef = _solve_cholesky(X, y, alpha) except linalg.LinAlgError: # use SVD solver if matrix is singular solver = 'svd' elif solver == 'sag': # precompute max_squared_sum for all targets max_squared_sum = get_max_squared_sum(X) coef = np.empty((y.shape[1], n_features)) n_iter = np.empty(y.shape[1], dtype=np.int32) for i, (alpha_i, target) in enumerate(zip(alpha, y.T)): coef_, n_iter_, _ = sag_solver( X, target.ravel(), sample_weight, 'squared', alpha_i, max_iter, tol, verbose, random_state, False, max_squared_sum, dict()) coef[i] = coef_ n_iter[i] = n_iter_ coef = np.asarray(coef) if solver == 'svd': if sparse.issparse(X): raise TypeError('SVD solver does not support sparse' ' inputs currently') coef = _solve_svd(X, y, alpha) if ravel: # When y was passed as a 1d-array, we flatten the coefficients. coef = coef.ravel() if return_n_iter: return coef, n_iter else: return coef class _BaseRidge(six.with_metaclass(ABCMeta, LinearModel)): @abstractmethod def __init__(self, alpha=1.0, fit_intercept=True, normalize=False, copy_X=True, max_iter=None, tol=1e-3, solver="auto", random_state=None): self.alpha = alpha self.fit_intercept = fit_intercept self.normalize = normalize self.copy_X = copy_X self.max_iter = max_iter self.tol = tol self.solver = solver self.random_state = random_state def fit(self, X, y, sample_weight=None): X, y = check_X_y(X, y, ['csr', 'csc', 'coo'], dtype=np.float64, multi_output=True, y_numeric=True) if ((sample_weight is not None) and np.atleast_1d(sample_weight).ndim > 1): raise ValueError("Sample weights must be 1D array or scalar") X, y, X_mean, y_mean, X_std = self._center_data( X, y, self.fit_intercept, self.normalize, self.copy_X, sample_weight=sample_weight) self.coef_, self.n_iter_ = ridge_regression( X, y, alpha=self.alpha, sample_weight=sample_weight, max_iter=self.max_iter, tol=self.tol, solver=self.solver, random_state=self.random_state, return_n_iter=True) self._set_intercept(X_mean, y_mean, X_std) return self class Ridge(_BaseRidge, RegressorMixin): """Linear least squares with l2 regularization. This model solves a regression model where the loss function is the linear least squares function and regularization is given by the l2-norm. Also known as Ridge Regression or Tikhonov regularization. This estimator has built-in support for multi-variate regression (i.e., when y is a 2d-array of shape [n_samples, n_targets]). Read more in the :ref:`User Guide <ridge_regression>`. Parameters ---------- alpha : {float, array-like}, shape (n_targets) Small positive values of alpha improve the conditioning of the problem and reduce the variance of the estimates. Alpha corresponds to ``C^-1`` in other linear models such as LogisticRegression or LinearSVC. If an array is passed, penalties are assumed to be specific to the targets. Hence they must correspond in number. copy_X : boolean, optional, default True If True, X will be copied; else, it may be overwritten. fit_intercept : boolean Whether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (e.g. data is expected to be already centered). max_iter : int, optional Maximum number of iterations for conjugate gradient solver. For 'sparse_cg' and 'lsqr' solvers, the default value is determined by scipy.sparse.linalg. For 'sag' solver, the default value is 1000. normalize : boolean, optional, default False If True, the regressors X will be normalized before regression. solver : {'auto', 'svd', 'cholesky', 'lsqr', 'sparse_cg', 'sag'} Solver to use in the computational routines: - 'auto' chooses the solver automatically based on the type of data. - 'svd' uses a Singular Value Decomposition of X to compute the Ridge coefficients. More stable for singular matrices than 'cholesky'. - 'cholesky' uses the standard scipy.linalg.solve function to obtain a closed-form solution. - 'sparse_cg' uses the conjugate gradient solver as found in scipy.sparse.linalg.cg. As an iterative algorithm, this solver is more appropriate than 'cholesky' for large-scale data (possibility to set `tol` and `max_iter`). - 'lsqr' uses the dedicated regularized least-squares routine scipy.sparse.linalg.lsqr. It is the fatest but may not be available in old scipy versions. It also uses an iterative procedure. - 'sag' uses a Stochastic Average Gradient descent. It also uses an iterative procedure, and is often faster than other solvers when both n_samples and n_features are large. Note that 'sag' fast convergence is only guaranteed on features with approximately the same scale. You can preprocess the data with a scaler from sklearn.preprocessing. All last four solvers support both dense and sparse data. tol : float Precision of the solution. random_state : int seed, RandomState instance, or None (default) The seed of the pseudo random number generator to use when shuffling the data. Used in 'sag' solver. Attributes ---------- coef_ : array, shape (n_features,) or (n_targets, n_features) Weight vector(s). intercept_ : float | array, shape = (n_targets,) Independent term in decision function. Set to 0.0 if ``fit_intercept = False``. n_iter_ : array or None, shape (n_targets,) Actual number of iterations for each target. Available only for sag and lsqr solvers. Other solvers will return None. See also -------- RidgeClassifier, RidgeCV, KernelRidge Examples -------- >>> from sklearn.linear_model import Ridge >>> import numpy as np >>> n_samples, n_features = 10, 5 >>> np.random.seed(0) >>> y = np.random.randn(n_samples) >>> X = np.random.randn(n_samples, n_features) >>> clf = Ridge(alpha=1.0) >>> clf.fit(X, y) # doctest: +NORMALIZE_WHITESPACE Ridge(alpha=1.0, copy_X=True, fit_intercept=True, max_iter=None, normalize=False, random_state=None, solver='auto', tol=0.001) """ def __init__(self, alpha=1.0, fit_intercept=True, normalize=False, copy_X=True, max_iter=None, tol=1e-3, solver="auto", random_state=None): super(Ridge, self).__init__(alpha=alpha, fit_intercept=fit_intercept, normalize=normalize, copy_X=copy_X, max_iter=max_iter, tol=tol, solver=solver, random_state=random_state) def fit(self, X, y, sample_weight=None): """Fit Ridge regression model Parameters ---------- X : {array-like, sparse matrix}, shape = [n_samples, n_features] Training data y : array-like, shape = [n_samples] or [n_samples, n_targets] Target values sample_weight : float or numpy array of shape [n_samples] Individual weights for each sample Returns ------- self : returns an instance of self. """ return super(Ridge, self).fit(X, y, sample_weight=sample_weight) class RidgeClassifier(LinearClassifierMixin, _BaseRidge): """Classifier using Ridge regression. Read more in the :ref:`User Guide <ridge_regression>`. Parameters ---------- alpha : float Small positive values of alpha improve the conditioning of the problem and reduce the variance of the estimates. Alpha corresponds to ``C^-1`` in other linear models such as LogisticRegression or LinearSVC. class_weight : dict or 'balanced', optional Weights associated with classes in the form ``{class_label: weight}``. If not given, all classes are supposed to have weight one. The "balanced" mode uses the values of y to automatically adjust weights inversely proportional to class frequencies in the input data as ``n_samples / (n_classes * np.bincount(y))`` copy_X : boolean, optional, default True If True, X will be copied; else, it may be overwritten. fit_intercept : boolean Whether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (e.g. data is expected to be already centered). max_iter : int, optional Maximum number of iterations for conjugate gradient solver. The default value is determined by scipy.sparse.linalg. normalize : boolean, optional, default False If True, the regressors X will be normalized before regression. solver : {'auto', 'svd', 'cholesky', 'lsqr', 'sparse_cg', 'sag'} Solver to use in the computational routines: - 'auto' chooses the solver automatically based on the type of data. - 'svd' uses a Singular Value Decomposition of X to compute the Ridge coefficients. More stable for singular matrices than 'cholesky'. - 'cholesky' uses the standard scipy.linalg.solve function to obtain a closed-form solution. - 'sparse_cg' uses the conjugate gradient solver as found in scipy.sparse.linalg.cg. As an iterative algorithm, this solver is more appropriate than 'cholesky' for large-scale data (possibility to set `tol` and `max_iter`). - 'lsqr' uses the dedicated regularized least-squares routine scipy.sparse.linalg.lsqr. It is the fatest but may not be available in old scipy versions. It also uses an iterative procedure. - 'sag' uses a Stochastic Average Gradient descent. It also uses an iterative procedure, and is faster than other solvers when both n_samples and n_features are large. tol : float Precision of the solution. random_state : int seed, RandomState instance, or None (default) The seed of the pseudo random number generator to use when shuffling the data. Used in 'sag' solver. Attributes ---------- coef_ : array, shape (n_features,) or (n_classes, n_features) Weight vector(s). intercept_ : float | array, shape = (n_targets,) Independent term in decision function. Set to 0.0 if ``fit_intercept = False``. n_iter_ : array or None, shape (n_targets,) Actual number of iterations for each target. Available only for sag and lsqr solvers. Other solvers will return None. See also -------- Ridge, RidgeClassifierCV Notes ----- For multi-class classification, n_class classifiers are trained in a one-versus-all approach. Concretely, this is implemented by taking advantage of the multi-variate response support in Ridge. """ def __init__(self, alpha=1.0, fit_intercept=True, normalize=False, copy_X=True, max_iter=None, tol=1e-3, class_weight=None, solver="auto", random_state=None): super(RidgeClassifier, self).__init__( alpha=alpha, fit_intercept=fit_intercept, normalize=normalize, copy_X=copy_X, max_iter=max_iter, tol=tol, solver=solver, random_state=random_state) self.class_weight = class_weight def fit(self, X, y, sample_weight=None): """Fit Ridge regression model. Parameters ---------- X : {array-like, sparse matrix}, shape = [n_samples,n_features] Training data y : array-like, shape = [n_samples] Target values sample_weight : float or numpy array of shape (n_samples,) Sample weight. Returns ------- self : returns an instance of self. """ self._label_binarizer = LabelBinarizer(pos_label=1, neg_label=-1) Y = self._label_binarizer.fit_transform(y) if not self._label_binarizer.y_type_.startswith('multilabel'): y = column_or_1d(y, warn=True) if self.class_weight: if sample_weight is None: sample_weight = 1. # modify the sample weights with the corresponding class weight sample_weight = (sample_weight * compute_sample_weight(self.class_weight, y)) super(RidgeClassifier, self).fit(X, Y, sample_weight=sample_weight) return self @property def classes_(self): return self._label_binarizer.classes_ class _RidgeGCV(LinearModel): """Ridge regression with built-in Generalized Cross-Validation It allows efficient Leave-One-Out cross-validation. This class is not intended to be used directly. Use RidgeCV instead. Notes ----- We want to solve (K + alpha*Id)c = y, where K = X X^T is the kernel matrix. Let G = (K + alpha*Id)^-1. Dual solution: c = Gy Primal solution: w = X^T c Compute eigendecomposition K = Q V Q^T. Then G = Q (V + alpha*Id)^-1 Q^T, where (V + alpha*Id) is diagonal. It is thus inexpensive to inverse for many alphas. Let loov be the vector of prediction values for each example when the model was fitted with all examples but this example. loov = (KGY - diag(KG)Y) / diag(I-KG) Let looe be the vector of prediction errors for each example when the model was fitted with all examples but this example. looe = y - loov = c / diag(G) References ---------- http://cbcl.mit.edu/projects/cbcl/publications/ps/MIT-CSAIL-TR-2007-025.pdf http://www.mit.edu/~9.520/spring07/Classes/rlsslides.pdf """ def __init__(self, alphas=(0.1, 1.0, 10.0), fit_intercept=True, normalize=False, scoring=None, copy_X=True, gcv_mode=None, store_cv_values=False): self.alphas = np.asarray(alphas) self.fit_intercept = fit_intercept self.normalize = normalize self.scoring = scoring self.copy_X = copy_X self.gcv_mode = gcv_mode self.store_cv_values = store_cv_values def _pre_compute(self, X, y): # even if X is very sparse, K is usually very dense K = safe_sparse_dot(X, X.T, dense_output=True) v, Q = linalg.eigh(K) QT_y = np.dot(Q.T, y) return v, Q, QT_y def _decomp_diag(self, v_prime, Q): # compute diagonal of the matrix: dot(Q, dot(diag(v_prime), Q^T)) return (v_prime * Q ** 2).sum(axis=-1) def _diag_dot(self, D, B): # compute dot(diag(D), B) if len(B.shape) > 1: # handle case where B is > 1-d D = D[(slice(None), ) + (np.newaxis, ) * (len(B.shape) - 1)] return D * B def _errors(self, alpha, y, v, Q, QT_y): # don't construct matrix G, instead compute action on y & diagonal w = 1.0 / (v + alpha) c = np.dot(Q, self._diag_dot(w, QT_y)) G_diag = self._decomp_diag(w, Q) # handle case where y is 2-d if len(y.shape) != 1: G_diag = G_diag[:, np.newaxis] return (c / G_diag) ** 2, c def _values(self, alpha, y, v, Q, QT_y): # don't construct matrix G, instead compute action on y & diagonal w = 1.0 / (v + alpha) c = np.dot(Q, self._diag_dot(w, QT_y)) G_diag = self._decomp_diag(w, Q) # handle case where y is 2-d if len(y.shape) != 1: G_diag = G_diag[:, np.newaxis] return y - (c / G_diag), c def _pre_compute_svd(self, X, y): if sparse.issparse(X): raise TypeError("SVD not supported for sparse matrices") U, s, _ = linalg.svd(X, full_matrices=0) v = s ** 2 UT_y = np.dot(U.T, y) return v, U, UT_y def _errors_svd(self, alpha, y, v, U, UT_y): w = ((v + alpha) ** -1) - (alpha ** -1) c = np.dot(U, self._diag_dot(w, UT_y)) + (alpha ** -1) * y G_diag = self._decomp_diag(w, U) + (alpha ** -1) if len(y.shape) != 1: # handle case where y is 2-d G_diag = G_diag[:, np.newaxis] return (c / G_diag) ** 2, c def _values_svd(self, alpha, y, v, U, UT_y): w = ((v + alpha) ** -1) - (alpha ** -1) c = np.dot(U, self._diag_dot(w, UT_y)) + (alpha ** -1) * y G_diag = self._decomp_diag(w, U) + (alpha ** -1) if len(y.shape) != 1: # handle case when y is 2-d G_diag = G_diag[:, np.newaxis] return y - (c / G_diag), c def fit(self, X, y, sample_weight=None): """Fit Ridge regression model Parameters ---------- X : {array-like, sparse matrix}, shape = [n_samples, n_features] Training data y : array-like, shape = [n_samples] or [n_samples, n_targets] Target values sample_weight : float or array-like of shape [n_samples] Sample weight Returns ------- self : Returns self. """ X, y = check_X_y(X, y, ['csr', 'csc', 'coo'], dtype=np.float, multi_output=True, y_numeric=True) n_samples, n_features = X.shape X, y, X_mean, y_mean, X_std = LinearModel._center_data( X, y, self.fit_intercept, self.normalize, self.copy_X, sample_weight=sample_weight) gcv_mode = self.gcv_mode with_sw = len(np.shape(sample_weight)) if gcv_mode is None or gcv_mode == 'auto': if sparse.issparse(X) or n_features > n_samples or with_sw: gcv_mode = 'eigen' else: gcv_mode = 'svd' elif gcv_mode == "svd" and with_sw: # FIXME non-uniform sample weights not yet supported warnings.warn("non-uniform sample weights unsupported for svd, " "forcing usage of eigen") gcv_mode = 'eigen' if gcv_mode == 'eigen': _pre_compute = self._pre_compute _errors = self._errors _values = self._values elif gcv_mode == 'svd': # assert n_samples >= n_features _pre_compute = self._pre_compute_svd _errors = self._errors_svd _values = self._values_svd else: raise ValueError('bad gcv_mode "%s"' % gcv_mode) v, Q, QT_y = _pre_compute(X, y) n_y = 1 if len(y.shape) == 1 else y.shape[1] cv_values = np.zeros((n_samples * n_y, len(self.alphas))) C = [] scorer = check_scoring(self, scoring=self.scoring, allow_none=True) error = scorer is None for i, alpha in enumerate(self.alphas): weighted_alpha = (sample_weight * alpha if sample_weight is not None else alpha) if error: out, c = _errors(weighted_alpha, y, v, Q, QT_y) else: out, c = _values(weighted_alpha, y, v, Q, QT_y) cv_values[:, i] = out.ravel() C.append(c) if error: best = cv_values.mean(axis=0).argmin() else: # The scorer want an object that will make the predictions but # they are already computed efficiently by _RidgeGCV. This # identity_estimator will just return them def identity_estimator(): pass identity_estimator.decision_function = lambda y_predict: y_predict identity_estimator.predict = lambda y_predict: y_predict out = [scorer(identity_estimator, y.ravel(), cv_values[:, i]) for i in range(len(self.alphas))] best = np.argmax(out) self.alpha_ = self.alphas[best] self.dual_coef_ = C[best] self.coef_ = safe_sparse_dot(self.dual_coef_.T, X) self._set_intercept(X_mean, y_mean, X_std) if self.store_cv_values: if len(y.shape) == 1: cv_values_shape = n_samples, len(self.alphas) else: cv_values_shape = n_samples, n_y, len(self.alphas) self.cv_values_ = cv_values.reshape(cv_values_shape) return self class _BaseRidgeCV(LinearModel): def __init__(self, alphas=(0.1, 1.0, 10.0), fit_intercept=True, normalize=False, scoring=None, cv=None, gcv_mode=None, store_cv_values=False): self.alphas = alphas self.fit_intercept = fit_intercept self.normalize = normalize self.scoring = scoring self.cv = cv self.gcv_mode = gcv_mode self.store_cv_values = store_cv_values def fit(self, X, y, sample_weight=None): """Fit Ridge regression model Parameters ---------- X : array-like, shape = [n_samples, n_features] Training data y : array-like, shape = [n_samples] or [n_samples, n_targets] Target values sample_weight : float or array-like of shape [n_samples] Sample weight Returns ------- self : Returns self. """ if self.cv is None: estimator = _RidgeGCV(self.alphas, fit_intercept=self.fit_intercept, normalize=self.normalize, scoring=self.scoring, gcv_mode=self.gcv_mode, store_cv_values=self.store_cv_values) estimator.fit(X, y, sample_weight=sample_weight) self.alpha_ = estimator.alpha_ if self.store_cv_values: self.cv_values_ = estimator.cv_values_ else: if self.store_cv_values: raise ValueError("cv!=None and store_cv_values=True " " are incompatible") parameters = {'alpha': self.alphas} fit_params = {'sample_weight': sample_weight} gs = GridSearchCV(Ridge(fit_intercept=self.fit_intercept), parameters, fit_params=fit_params, cv=self.cv) gs.fit(X, y) estimator = gs.best_estimator_ self.alpha_ = gs.best_estimator_.alpha self.coef_ = estimator.coef_ self.intercept_ = estimator.intercept_ return self class RidgeCV(_BaseRidgeCV, RegressorMixin): """Ridge regression with built-in cross-validation. By default, it performs Generalized Cross-Validation, which is a form of efficient Leave-One-Out cross-validation. Read more in the :ref:`User Guide <ridge_regression>`. Parameters ---------- alphas : numpy array of shape [n_alphas] Array of alpha values to try. Small positive values of alpha improve the conditioning of the problem and reduce the variance of the estimates. Alpha corresponds to ``C^-1`` in other linear models such as LogisticRegression or LinearSVC. fit_intercept : boolean Whether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (e.g. data is expected to be already centered). normalize : boolean, optional, default False If True, the regressors X will be normalized before regression. scoring : string, callable or None, optional, default: None A string (see model evaluation documentation) or a scorer callable object / function with signature ``scorer(estimator, X, y)``. cv : int, cross-validation generator or an iterable, optional Determines the cross-validation splitting strategy. Possible inputs for cv are: - None, to use the default 3-fold cross-validation, - integer, to specify the number of folds. - An object to be used as a cross-validation generator. - An iterable yielding train/test splits. For integer/None inputs, if ``y`` is binary or multiclass, :class:`StratifiedKFold` used, else, :class:`KFold` is used. Refer :ref:`User Guide <cross_validation>` for the various cross-validation strategies that can be used here. gcv_mode : {None, 'auto', 'svd', eigen'}, optional Flag indicating which strategy to use when performing Generalized Cross-Validation. Options are:: 'auto' : use svd if n_samples > n_features or when X is a sparse matrix, otherwise use eigen 'svd' : force computation via singular value decomposition of X (does not work for sparse matrices) 'eigen' : force computation via eigendecomposition of X^T X The 'auto' mode is the default and is intended to pick the cheaper option of the two depending upon the shape and format of the training data. store_cv_values : boolean, default=False Flag indicating if the cross-validation values corresponding to each alpha should be stored in the `cv_values_` attribute (see below). This flag is only compatible with `cv=None` (i.e. using Generalized Cross-Validation). Attributes ---------- cv_values_ : array, shape = [n_samples, n_alphas] or \ shape = [n_samples, n_targets, n_alphas], optional Cross-validation values for each alpha (if `store_cv_values=True` and \ `cv=None`). After `fit()` has been called, this attribute will \ contain the mean squared errors (by default) or the values of the \ `{loss,score}_func` function (if provided in the constructor). coef_ : array, shape = [n_features] or [n_targets, n_features] Weight vector(s). intercept_ : float | array, shape = (n_targets,) Independent term in decision function. Set to 0.0 if ``fit_intercept = False``. alpha_ : float Estimated regularization parameter. See also -------- Ridge: Ridge regression RidgeClassifier: Ridge classifier RidgeClassifierCV: Ridge classifier with built-in cross validation """ pass class RidgeClassifierCV(LinearClassifierMixin, _BaseRidgeCV): """Ridge classifier with built-in cross-validation. By default, it performs Generalized Cross-Validation, which is a form of efficient Leave-One-Out cross-validation. Currently, only the n_features > n_samples case is handled efficiently. Read more in the :ref:`User Guide <ridge_regression>`. Parameters ---------- alphas : numpy array of shape [n_alphas] Array of alpha values to try. Small positive values of alpha improve the conditioning of the problem and reduce the variance of the estimates. Alpha corresponds to ``C^-1`` in other linear models such as LogisticRegression or LinearSVC. fit_intercept : boolean Whether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (e.g. data is expected to be already centered). normalize : boolean, optional, default False If True, the regressors X will be normalized before regression. scoring : string, callable or None, optional, default: None A string (see model evaluation documentation) or a scorer callable object / function with signature ``scorer(estimator, X, y)``. cv : int, cross-validation generator or an iterable, optional Determines the cross-validation splitting strategy. Possible inputs for cv are: - None, to use the efficient Leave-One-Out cross-validation - integer, to specify the number of folds. - An object to be used as a cross-validation generator. - An iterable yielding train/test splits. Refer :ref:`User Guide <cross_validation>` for the various cross-validation strategies that can be used here. class_weight : dict or 'balanced', optional Weights associated with classes in the form ``{class_label: weight}``. If not given, all classes are supposed to have weight one. The "balanced" mode uses the values of y to automatically adjust weights inversely proportional to class frequencies in the input data as ``n_samples / (n_classes * np.bincount(y))`` Attributes ---------- cv_values_ : array, shape = [n_samples, n_alphas] or \ shape = [n_samples, n_responses, n_alphas], optional Cross-validation values for each alpha (if `store_cv_values=True` and `cv=None`). After `fit()` has been called, this attribute will contain \ the mean squared errors (by default) or the values of the \ `{loss,score}_func` function (if provided in the constructor). coef_ : array, shape = [n_features] or [n_targets, n_features] Weight vector(s). intercept_ : float | array, shape = (n_targets,) Independent term in decision function. Set to 0.0 if ``fit_intercept = False``. alpha_ : float Estimated regularization parameter See also -------- Ridge: Ridge regression RidgeClassifier: Ridge classifier RidgeCV: Ridge regression with built-in cross validation Notes ----- For multi-class classification, n_class classifiers are trained in a one-versus-all approach. Concretely, this is implemented by taking advantage of the multi-variate response support in Ridge. """ def __init__(self, alphas=(0.1, 1.0, 10.0), fit_intercept=True, normalize=False, scoring=None, cv=None, class_weight=None): super(RidgeClassifierCV, self).__init__( alphas=alphas, fit_intercept=fit_intercept, normalize=normalize, scoring=scoring, cv=cv) self.class_weight = class_weight def fit(self, X, y, sample_weight=None): """Fit the ridge classifier. Parameters ---------- X : array-like, shape (n_samples, n_features) Training vectors, where n_samples is the number of samples and n_features is the number of features. y : array-like, shape (n_samples,) Target values. sample_weight : float or numpy array of shape (n_samples,) Sample weight. Returns ------- self : object Returns self. """ self._label_binarizer = LabelBinarizer(pos_label=1, neg_label=-1) Y = self._label_binarizer.fit_transform(y) if not self._label_binarizer.y_type_.startswith('multilabel'): y = column_or_1d(y, warn=True) if self.class_weight: if sample_weight is None: sample_weight = 1. # modify the sample weights with the corresponding class weight sample_weight = (sample_weight * compute_sample_weight(self.class_weight, y)) _BaseRidgeCV.fit(self, X, Y, sample_weight=sample_weight) return self @property def classes_(self): return self._label_binarizer.classes_
bsd-3-clause
joshbohde/scikit-learn
benchmarks/bench_plot_ward.py
2
1150
""" Bench the scikit's ward implement compared to scipy's """ import time import numpy as np from scipy.cluster import hierarchy import pylab as pl from sklearn.cluster import Ward ward = Ward(n_clusters=15) n_samples = np.logspace(.5, 3, 9) n_features = np.logspace(1, 3.5, 7) N_samples, N_features = np.meshgrid(n_samples, n_features) scikits_time = np.zeros(N_samples.shape) scipy_time = np.zeros(N_samples.shape) for i, n in enumerate(n_samples): for j, p in enumerate(n_features): X = np.random.normal(size=(n, p)) t0 = time.time() ward.fit(X) scikits_time[j, i] = time.time() - t0 t0 = time.time() hierarchy.ward(X) scipy_time[j, i] = time.time() - t0 ratio = scikits_time/scipy_time pl.clf() pl.imshow(np.log(ratio), aspect='auto', origin="lower") pl.colorbar() pl.contour(ratio, levels=[1, ], colors='k') pl.yticks(range(len(n_features)), n_features.astype(np.int)) pl.ylabel('N features') pl.xticks(range(len(n_samples)), n_samples.astype(np.int)) pl.xlabel('N samples') pl.title("Scikit's time, in units of scipy time (log)") pl.show()
bsd-3-clause
pombredanne/metamorphosys-desktop
metamorphosys/META/WebGME/samples/RollingWheel/OriginalDesktopProject/post_processing/common/post_processing_class.py
1
28477
# Copyright (C) 2013-2015 MetaMorph Software, Inc # Permission is hereby granted, free of charge, to any person obtaining a # copy of this data, including any software or models in source or binary # form, as well as any drawings, specifications, and documentation # (collectively "the Data"), to deal in the Data without restriction, # including without limitation the rights to use, copy, modify, merge, # publish, distribute, sublicense, and/or sell copies of the Data, and to # permit persons to whom the Data is furnished to do so, subject to the # following conditions: # The above copyright notice and this permission notice shall be included # in all copies or substantial portions of the Data. # THE DATA IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR # IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, # FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL # THE AUTHORS, SPONSORS, DEVELOPERS, CONTRIBUTORS, OR COPYRIGHT HOLDERS BE # LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION # OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION # WITH THE DATA OR THE USE OR OTHER DEALINGS IN THE DATA. # ======================= # This version of the META tools is a fork of an original version produced # by Vanderbilt University's Institute for Software Integrated Systems (ISIS). # Their license statement: # Copyright (C) 2011-2014 Vanderbilt University # Developed with the sponsorship of the Defense Advanced Research Projects # Agency (DARPA) and delivered to the U.S. Government with Unlimited Rights # as defined in DFARS 252.227-7013. # Permission is hereby granted, free of charge, to any person obtaining a # copy of this data, including any software or models in source or binary # form, as well as any drawings, specifications, and documentation # (collectively "the Data"), to deal in the Data without restriction, # including without limitation the rights to use, copy, modify, merge, # publish, distribute, sublicense, and/or sell copies of the Data, and to # permit persons to whom the Data is furnished to do so, subject to the # following conditions: # The above copyright notice and this permission notice shall be included # in all copies or substantial portions of the Data. # THE DATA IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR # IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, # FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL # THE AUTHORS, SPONSORS, DEVELOPERS, CONTRIBUTORS, OR COPYRIGHT HOLDERS BE # LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION # OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION # WITH THE DATA OR THE USE OR OTHER DEALINGS IN THE DATA. import os import json import sys import re import numpy as np from py_modelica.mat_file_functions.mat_file_to_dict import MatFile2Dict import matplotlib.pyplot as plt # Rescue if the limit-checking should get stuck in an infinite while-loop. # Which should be impossible to start with, but if I am wrong... MAX_ITERATIONS = 100000 class PostProcess: filter = [] # list of all variables/parameter to load from mat-file # (does not need to include 'time' - loaded by default) time = None result = None def __init__(self, mat_file='', filter=None): """ Loads in mat-file, extracts given variables in filter (time always included) and converts lists of values into numpy arrays. These are stored in result as: {{name1: array([values1])}, ..., {nameN: array([valuesN])}} """ mat_converter = MatFile2Dict(mat_file, filter, False) result_lists = mat_converter.get_results() # convert lists into numpy arrays self.result = {} for item in result_lists.iteritems(): self.result.update({item[0]: np.array(item[1])}) self.time = self.result['time'] def data_array(self, name): """ Get time-series in numpy array format. name - name of variable e.g. data_array('time') returns with the time. """ return self.result[name] def print_data(self, name): """ Prints the time-series. name - name of variable e.g. data_array('time') returns with the time. """ data = self.data_array(name) print 'name of data: ' print name print 'here is the data: (with index)' print '[', for i in xrange(data.size - 1): print str(i) + ':', str(data[i]) + ',', print str(i + 1) + ':', str(data[i + 1]) + ']' return data def save_as_svg(self, name, metric_value, metric_name='metric_name', formula='', unit=''): metric_array = np.ones(len(self.time)) * metric_value plt.plot(self.time, self.data_array(name)) plt.plot(self.time, metric_array) plt.plot() plt.title('{0}\n{1}'.format(metric_name, formula)) plt.xlabel('time\n[s]') if unit: plt.ylabel('{0}\n[{1}]'.format(name, unit)) else: plt.ylabel(name) if not os.path.isdir('plots'): os.mkdir('plots') plot_path = os.path.join('plots', '{0}.svg'.format(metric_name)) plt.savefig(plot_path) plt.close() with open('testbench_manifest.json', 'r') as f_in: sum_rep_json = json.load(f_in) for metric_item in sum_rep_json['Metrics']: if metric_item['Name'] == metric_name and 'VisualizationArtifacts' in metric_item: metric_item['VisualizationArtifacts'].append(plot_path.replace(os.path.sep, '/')) with open('testbench_manifest.json', 'wb') as f_out: json.dump(sum_rep_json, f_out, indent=4) return plot_path def time_array(self): """ Get time-series of time in numpy array format. """ return self.time def print_time(self): """ Prints and returns with time-series of time. """ time = self.time print 'here are time intervals:', time return time def short_array(self, name, start=0, end=-1): """ Get a truncated, from n1 to n2 array for variable name name - name of variable start - start index of interval end - end index of interval N.B index goes from 0 to len(array)-1 """ return self.result[name][start:end] def plot(self, name): """ Returns a tuple, suitable for plotting, of the variable's time-series together with time. name - name of variable """ return self.data_array(name), self.time def get_data_by_time(self, name, time_val): """ Get data based on time value. name - name of variable to consider time_val - time point where to extract the value Returns the data and the index of the data """ i = 0 time = self.time while time[i] < time_val and i in xrange(time.size - 1): i += 1 data_arr = self.data_array(name) if time[i - 1] != time_val: cur = data_arr[i - 1] next = data_arr[i] data = time[i - 1] / ((time[i - 1] + time[i]) / 2) * (next - cur) + cur else: data = data_arr[i - 1] return data, i def get_data_by_index(self, name, index): return self.data_array(name)[index] def get_index_from_time(self, time_val): """ Get index based on time value. time_val - time point where to extract the value Returns index nearest to time_val """ i = 0 time = self.time while time[i] < time_val and i in xrange(time.size-1): i += 1 return i def get_time(self, name, value, atol=1e-4, rtol=1e-4, start_index=0, end_index=-1): """ Gets the first time point where the variable satisfies either atol or rtol, if no such point exists - returns with -1. name - name of variable atol - absolute tolerance rtol - relative tolerance """ index = -1 # N.B. this is only one of many ways to do this denominator = 1 if value > rtol: denominator = value data = self.data_array(name)[start_index:end_index] cnt = 0 for x in data: abs_diff = abs(x - value) rel_diff = abs_diff / denominator if abs_diff < atol or rel_diff < rtol: index = cnt break else: cnt += 1 if index >= 0: return self.time[start_index + index] return -1 def last_value(self, name): """ Get last value of variable name - name of variable """ return self.data_array(name)[-1] def global_max(self, name): """ Get maximum value of variable name - name of variable """ return self.data_array(name).max() def global_max_time(self, name): """ Get time where max occurs name - name of variable returns the time at where the max is """ index = self.data_array(name).argmax() time_at_max = self.time[index] return time_at_max def global_min(self, name): """ Get minimum value of variable name - name of variable """ return self.data_array(name).min() def global_min_time(self, name): """ Get time where min occurs name - name of variable returns the time at where the min is """ index = self.data_array(name).argmin() time_at_min = self.time[index] return time_at_min def global_abs_max(self, name): """ Get the maximum absolute value of variable name - name of variable """ return np.absolute(self.data_array(name)).max() def std_dev(self, name): """ Returns the standard deviation of variable name - name of variable """ stddev = self.data_array(name).std() return stddev def variance(self, name): """ Returns the variance of variable name - name of variable """ variance = self.data_array(name).var() return variance def sum_value(self, name): """ Returns the sum of the time-series for the variable name - name of variable """ result = self.data_array(name).sum() return result def mean(self, name): """ Returns the mean of the time-series for the variable name - name of variable """ result = np.mean(self.data_array(name), dtype=np.float64) return result def integrate(self, name): """ Returns the area under the curve of the time-series for the variable name - name of variable """ time = self.time data = self.data_array(name) sum = 0 next = data[0] next_t = time[0] for i in xrange(data.size): cur = next next = data[i] cur_t = next_t next_t = time[i] height = (next + cur) / 2 interval = next_t - cur_t sum += height * interval return sum def minima(self, name): """ Returns the minima of time-series of variable name - name of variable """ data = self.data_array(name) min = [] prev = 0 cur = 0 next = data[0] for i in xrange(data.size): if cur < prev and cur <= next: min.append(cur) prev = cur cur = next next = data[++i] minimum = np.array(min) return minimum def maxima(self, name): """ Returns the maxima of time-series of variable name - name of variable """ data = self.data_array(name) max = [] prev = 0 cur = 0 next = data[0] for i in xrange(data.size): if cur >= prev and cur > next: max.append(cur) prev = cur cur = next next = data[++i] maximum = np.array(max) return maximum def pos_neg(self, name, tol=0.00000015): """ Returns time of the roots from positive to negative of time-series of variable name - name of variable tol - tolerance """ data = self.data_array(name) time_arr = self.time time = [] next = -1 for i in xrange(data.size): cur = next next = data[i] if cur > 0 + tol and next <= 0 + tol: if cur != 0: cur_t = time_arr[i - 1] next_t = time_arr[i] time.append((cur / (cur + next) / 2) * (next_t - cur_t) + cur_t) else: time.append(time_arr[i - 1]) timing = np.array(time) return timing def neg_pos(self, name, tol=0.00000015): """ Returns time of the roots from negative to positive of time-series of variable name - name of variable tol - tolerance """ time = [] data = self.data_array(name) time_arr = self.time next = 1 for i in xrange(data.size): cur = next next = data[i] if cur <= 0 + tol and next > 0 + tol: if cur != 0: cur_t = time_arr[i - 1] next_t = time_arr[i] time.append(cur / ((cur + next) / 2) * (next_t - cur_t) + cur_t) else: time.append(time_arr[i - 1]) timing = np.array(time) return timing def to_zero(self, name, value_index): """ # time from a number to zero # (use index from print_data() function) # parameters: data array, time array, index of value # returns the time of the zero """ data = self.data_array(name) time_arr = self.time i = value_index + 1 cur = data[value_index] next = data[i] tolerance = 0.00000015 if data[value_index] >= 0: while next >= 0 + tolerance and i in xrange(data.size - 1): i += 1 cur = next next = data[i] if next >= 0 + tolerance: return -1 else: while next <= 0 + tolerance and i in xrange(data.size - 1): i += 1 cur = next next = data[i] if next <= 0 + tolerance: return -1 if cur != 0: cur_t = time_arr[i - 1] next_t = time_arr[i] time = cur / ((cur + next) / 2) * (next_t - cur_t) + cur_t else: time = time_arr[i - 1] return time def from_zero(self, name, value_index): """ # time from a number to zero # (use index from print_data() function) # parameters: data array, time array, index of value # returns the time of the zero """ data = self.data_array(name) time_arr = self.time i = value_index - 1 cur = data[value_index] next = data[i] tolerance = 0.00000015 if data[value_index - 1] >= 0: while next >= 0 + tolerance and i in xrange(data.size): i -= 1 cur = next next = data[i] if next >= 0 + tolerance: return -1 else: while next <= 0 + tolerance and i in xrange(data.size): i -= 1 cur = next next = data[i] if next <= 0 + tolerance: return -1 if cur != 0: cur_t = time_arr[i + 1] next_t = time_arr[i] time = cur / ((cur + next) / 2) * (next_t - cur_t) + cur_t else: time = time_arr[i + 1] return time def zeros(self, name): """ Find zeros of time-series for variable name - name of variable returns the time of the zero """ data_array = self.data_array(name) time = self.time data = [[], []] data[0].append(self.pos_neg(data_array, time)) data[1].append(self.neg_pos(data_array, time)) data_arr = np.array(data) return data_arr def compare(self, name1, name2): """ Compare the time-series of two variables name1 - name of variable 1 name2 - name of variable 2 returns true if the results are identical """ data1 = self.data_array(name1) data2 = self.data_array(name2) for i in xrange(data1.size): if data1[i] != data2[i]: return False return True def time_total(self, val1, val2): # finding the difference between 2 times time = abs(val2 - val1) return time def delta_t(self, start_index, end_index): """ Returns the length of the time-interval between to indices """ t1 = self.time[start_index] t2 = self.time[end_index] dt = t2 - t1 return dt def get_local_max(self, name, start_index, end_index): """ Returns the value of the maximum between two indices N.B. including both points :param name: :param start_index: :param end_index: """ if end_index == -1: maximum = self.data_array(name)[start_index:].max() else: maximum = self.data_array(name)[start_index:end_index + 1].max() return maximum def get_local_min(self, name, start_index, end_index): """ Returns the value of the minimum between two indices N.B. including both points """ if end_index == -1: minimum = self.data_array(name)[start_index:].min() else: minimum = self.data_array(name)[start_index:end_index + 1].min() return minimum def find_first_max_violation(self, name, value, start_index=0): """ Starting from start_index it looks for the first index where the time-series has a value greater than value. If it never occurs, it returns -1 """ time_series = self.data_array(name)[start_index:] n = len(time_series) for i in range(n): if time_series[i] > value: return i + start_index return -1 def find_first_min_violation(self, name, value, start_index=0): """ Starting from start_index it looks for the first index where the time-series has a value less than value. If it never occurs, it returns -1 """ time_series = self.data_array(name)[start_index:] n = len(time_series) for i in range(n): if time_series[i] < value: return i + start_index return -1 def check_max_limit(self, name, value): actual_value = '' limit_exceeded = False start_index = 0 global_max = -np.Inf cnt = 0 print 'check_max_limit' while start_index > -1: index = self.find_first_max_violation(name, value, start_index) if index > -1: end_index = self.find_first_min_violation(name, value, index) d_t = self.delta_t(index, end_index) print 'Found violation at t={0} lasting : {1}'.format(self.time[index], d_t) if d_t > 0.5: limit_exceeded = True local_max = self.get_local_max(name, index, end_index) print 'Local maximum : {0}'.format(local_max) if local_max > global_max: global_max = local_max start_index = end_index else: break cnt += 1 if cnt == MAX_ITERATIONS: print 'Limit checking for variable {0} aborted after {1} iterations' \ .format(name, MAX_ITERATIONS) sys.exit(1) if limit_exceeded: actual_value = global_max return limit_exceeded, actual_value def check_min_limit(self, name, value): actual_value = '' limit_exceeded = False start_index = 0 global_min = np.Inf cnt = 0 print 'check_min_limit' while start_index > -1: index = self.find_first_min_violation(name, value, start_index) if index > -1: end_index = self.find_first_max_violation(name, value, index) d_t = self.delta_t(index, end_index) print 'Found violation at t={0} lasting : {1} s'.format(self.time[index], d_t) if d_t > 0.5: limit_exceeded = True local_min = self.get_local_min(name, index, end_index) print 'Local minimum : {0}'.format(local_min) if local_min < global_min: global_min = local_min start_index = end_index else: break cnt += 1 if cnt == MAX_ITERATIONS: print 'Limit checking for variable {0} aborted after {1} iterations' \ .format(name, MAX_ITERATIONS) sys.exit(1) if limit_exceeded: actual_value = global_min return limit_exceeded, actual_value def update_metrics_in_report_json(metrics, report_file='testbench_manifest.json'): """ Metrics should be of the form :param metrics: :param report_file: {'name_of_metric' : {value: (int) or (float), unit: ""}, ...} """ if not os.path.exists(report_file): raise IOError('Report file does not exits : {0}'.format(report_file)) # read current summary report, which contains the metrics with open(report_file, 'r') as file_in: result_json = json.load(file_in) assert isinstance(result_json, dict) if 'Metrics' in result_json: for metric in result_json['Metrics']: if 'Name' in metric and 'Value' in metric: if metric['Name'] in metrics.keys(): new_value = metrics[metric['Name']]['value'] new_unit = metrics[metric['Name']]['unit'] if new_unit is not None: metric['Unit'] = new_unit if new_value is not None: metric['Value'] = str(new_value) else: pass else: print 'Metric item : {0} does not have right format'.format(metric) pass # update json file with the new values with open(report_file, 'wb') as file_out: json.dump(result_json, file_out, indent=4) else: print 'Report file {0} does not have any Metrics defined..' pass def read_limits(): """ Reads in limits and modifies the ModelicaUri to the correct one. Returns: - the updated limit_dict - the filter as a list """ with open('limits.json', 'r') as f_in: limit_dict = json.load(f_in) # use set to avoid checking for duplicates filter = set() for limit_item in limit_dict['LimitChecks']: # drop first part of VariableFullPath update the limit_item # once the limit.json is generated correctly these two lines can be dropped # modelica_uri = '.'.join(.split('.')[1:]) # modelica_model_rel_uri = limit_item['VariableName'] # split_full_path = limit_item['LimitFullPath'].split('/') # modelica_model = split_full_path[-2] # cyphy_relative_uri = '{0}.{1}'.format(modelica_model, modelica_model_rel_uri) # modelica_uri = modelica_uri.replace(modelica_model_rel_uri, cyphy_relative_uri) # limit_item['VariableFullPath'] = modelica_uri # limit_item['ComponentInstanceName'] = split_full_path[-3] # filter out this variable in the .mat-file filter.add(limit_item['VariableFullPath']) # Code specific for FANG-I, with no defined VariableName from GME # limit_var_name = limit_item['VariableName'] # limit_var_name = re.sub('\.u(.*)$', '', limit_item['VariableFullPath']) # limit_var_name_split = limit_var_name.split('.') # limit_var_name = limit_var_name_split[len(limit_var_name_split)-3] + '=>' + \ # limit_var_name_split[len(limit_var_name_split)-1] # limit_item['LimitName'] = limit_var_name filter = list(filter) print "Variables for limit-checking : {0}".format(filter) return limit_dict, filter def check_limits_and_add_to_report_json(pp, limit_dict): """ Check the limits and write out dictionary to testbench_manifest.json """ assert isinstance(pp, PostProcess) for limit_item in limit_dict['LimitChecks']: modelica_uri = limit_item['VariableFullPath'] limit_value = limit_item['Value'] limit_type = limit_item['Type'] print "--== {0} ==--".format(modelica_uri) print "Type of Limit : {0}".format(limit_type) print "Limit : {0} ".format(limit_value) if limit_type == 'min': limit_exceeded, actual_value = pp.check_min_limit(modelica_uri, limit_value) limit_item['LimitExceeded'] = limit_exceeded limit_item['ActualValue'] = str(actual_value) elif limit_type == 'max': limit_exceeded, actual_value = pp.check_max_limit(modelica_uri, limit_value) limit_item['LimitExceeded'] = limit_exceeded limit_item['ActualValue'] = str(actual_value) else: limit_exceeded_max, actual_max_value = pp.check_max_limit(modelica_uri, limit_value) limit_exceeded_min, actual_min_value = pp.check_min_limit(modelica_uri, -limit_value) # determine the actual value depending on which limits were exceeded if limit_exceeded_max and limit_exceeded_min: if actual_max_value > abs(actual_min_value): actual_value = str(actual_max_value) else: actual_value = str(abs(actual_min_value)) elif limit_exceeded_max: actual_value = str(actual_max_value) elif limit_exceeded_min: actual_value = str(abs(actual_min_value)) else: actual_value = '' limit_item['LimitExceeded'] = limit_exceeded_max or limit_exceeded_min limit_item['ActualValue'] = actual_value limit_item['Value'] = str(limit_value) print "Violation : {0}".format(limit_item["LimitExceeded"]) with open('testbench_manifest.json', 'r') as f_in: sum_rep_json = json.load(f_in) sum_rep_json['LimitChecks'] = limit_dict['LimitChecks'] with open('testbench_manifest.json', 'wb') as f_out: json.dump(sum_rep_json, f_out, indent=4) print "Limits updated"
mit
apapiu/airbnb_app
airbnb/web_app/flaskexample/views.py
1
8183
import os import sys import pandas as pd import numpy as np import folium from sklearn.externals import joblib from sklearn.neighbors import NearestNeighbors from flask import render_template from flask import request #local module: from flaskexample import app from flaskexample import airbnb_pipeline import psycopg2 from sqlalchemy import create_engine from sqlalchemy_utils import database_exists, create_database from bokeh.charts import Histogram from bokeh.embed import components home_folder = os.environ["home_folder"] dbname = os.environ["dbname"] username = os.environ["username"] if sys.platform == "linux": password = os.environ["password"] if sys.platform == "linux": connect_str = "dbname='%s' user='%s' host='localhost' password='%s'"%(dbname,username,password) con = psycopg2.connect(connect_str) else: con = psycopg2.connect(database = dbname, user = username) train = pd.read_sql_query("SELECT * FROM location_descriptions", con) train["id"] = train["id"].astype("float").astype("int") listings = pd.read_sql_query( """ SELECT id, price, diff, neighbourhood_cleansed,listing_url, name, summary, preds, medium_url, city, room_type FROM listings_price """, con) train = train.merge(listings) #visualaizing preds. # %matplotlib inline # import seaborn as sns # #doing the ratio thing: # temp = train[train["room_type"] == "Private room"][train["price"] < 200][["preds", "price"]] # #%config InlineBackend.figure_format = 'retina' # # # temp["ratio"] = (temp["preds"] - temp["price"])/temp["price"] # temp["good"] = 0 # temp["good"][temp["ratio"] < 0] = 1 # temp["good"][temp["ratio"] > 0][temp["ratio"] < 0.6] = 2 # temp.loc[(temp["ratio"] > 0) & (temp["ratio"] < 0.6), "good"] = 2 # sns.lmplot(x = "price", y = "preds", data = temp, hue = "good", fit_reg = False, palette = "Dark2") nbd_counts = train["neighbourhood_cleansed"].value_counts() descp = train[["id", "neighborhood_overview"]] descp = descp.drop_duplicates() nbds = list(nbd_counts[:40].index) print("loading models") model = joblib.load(os.path.join(home_folder, 'airbnb_app/Data/tf_idf_model.pkl')) knn = NearestNeighbors(500, metric = "cosine", algorithm = "brute") X = descp["neighborhood_overview"] #somewhat slow - could save the projections first here: X_proj = model.transform(X) #fast since there's no real fittting going on here #should check how fast predicting is - should be fine for a few values. knn.fit(X_proj) #for debugging: # descp = "hip trendy cool" # descp_2 = "gritty urban" # descp_3 = "dangerous" # map_osm = get_heat_map(str(descp), knn, model, train) # map_osm = add_heat_layer(map_osm, descp_2,knn, model, train, scale=scale_2) # map_osm = add_heat_layer(map_osm, descp_3,knn, model, train, scale = scale_3) # folium.LayerControl().add_to(map_osm) # map_osm.save(outfile='map_test.html') #~~~~~~~~~~ #Map Views: #~~~~~~~~~~ @app.route('/') @app.route('/home') def map_input(): return render_template("home.html", nbds = nbds) @app.route('/map') def return_map(): descp = request.args.get('descp') descp_2 = None descp_3 = None try: descp_2 = request.args.get('map_descp_2') descp_3 = request.args.get('map_descp_3') except: pass map_osm = airbnb_pipeline.get_heat_map(str(descp), knn, model, train) if descp_2 and descp_2 is not "": map_osm = airbnb_pipeline.add_heat_layer(map_osm, descp_2,knn, model, train, scale = 1) if descp_2 and descp_3 is not "": map_osm = airbnb_pipeline.add_heat_layer(map_osm, descp_3,knn, model, train, scale = 2) folium.LayerControl().add_to(map_osm) #TODO: find a way to add custom html on top of map #maybe add the nbd scores over it. #TODO:make this serve the map directly? #this will save the map and then reload it #sounds like it could be slow but it's actually very fast. map_osm.save(outfile='flaskexample/templates/map.html') return render_template("map.html") #return render_template("rec_temp.html") #~~~~~~~~~~~~~~~~~~~ #Neighborhood Views: #~~~~~~~~~~~~~~~~~~~ @app.route('/nbd') def nbd(): #pull 'nbd' from input field and store it: nbd = request.args.get('nbd') room_type = "Private room" #nbd = "East Village" train = pd.read_sql_query(""" SELECT * FROM listings_price WHERE neighbourhood_cleansed = %(nbd)s AND room_type = %(room_type)s; """, con, index_col = "id", params = {"nbd":nbd, "room_type":room_type}) #train train["ratio"] = (train["preds"] - train["price"])/train["price"] #keep train for the histogram sm_train = train[train["ratio"] > 0][train["ratio"] < 1.2] sm_train = sm_train.sort_values("diff", ascending = False) sm_train["diff"] births = [] #showing some tables: for i in range(0,25): births.append(dict(price=int(sm_train.iloc[i]['price']), city=sm_train.iloc[i]['name'], id = sm_train.index[i], room_type=int(sm_train.iloc[i]['preds']), url=sm_train.iloc[i]['listing_url'])) the_result = '' #births plot = Histogram(train["price"], bins = 20, plot_width=500, plot_height=300) script, div = components(plot) title = "Distribution of daily prices in {0}".format(nbd) median = train["price"].median() percentile_05 = np.round(train["price"].quantile(0.05), 1) percentile_95 = np.round(train["price"].quantile(0.95), 1) more_info = "The median price per day is ${0}. 95% of the listings are in \ between ${1} and ${2}".format(median, percentile_05, percentile_95) return render_template('nbd.html', births = births, the_result = the_result, nbd = nbd, script = script, div = div, title = title, more_info = more_info) @app.route('/nbd_rec') def nbd_rec(): descp = request.args.get('descp') #map: map_osm = airbnb_pipeline.get_heat_map(str(descp), knn, model, train) map_osm.save(outfile='flaskexample/templates/map.html') #scores: nbd_score = airbnb_pipeline.get_nbds(descp, knn = knn, model = model, train = train, nbd_counts = nbd_counts) nbd_score = (nbd_score["weighted_score"].replace(np.inf, np.nan).dropna(). sort_values(ascending = False).head(10)) nbd_score = np.sqrt(np.sqrt(np.sqrt(nbd_score/np.max(nbd_score))))*95 nbd_score_list = [] for i in range(10): nbd_score_list.append(dict(name = nbd_score.index[i], score = int(nbd_score.iloc[i]))) return render_template('nbd_rec.html', nbds = nbd_score_list, descp = descp) @app.route('/listing') def listing(): listing_id = int(request.args.get('listing_id')) #listing_id = 685006 #one_listing = listings.iloc[0] one_listing = listings[listings["id"] == listing_id].iloc[0] title = one_listing["name"] summary = one_listing["summary"] text = ("The predicted daily price for this listing is {0}$ which is {1}$ from the actual price {2}$" .format(int(one_listing.preds), int(one_listing["diff"]), int(one_listing.price))) photo_link = one_listing["medium_url"] plot = airbnb_pipeline.get_price_plot(one_listing = one_listing, std = 35) script, div = components(plot) return render_template('listing_view.html', script = script, div = div, summary = summary, text = text, link = one_listing.listing_url, title = title, photo_link = photo_link) @app.route('/description') def description(): return render_template('description_2.html') @app.route('/about_me') def about_me(): return render_template('about_me.html')
apache-2.0
pnedunuri/scikit-learn
examples/cluster/plot_kmeans_assumptions.py
270
2040
""" ==================================== Demonstration of k-means assumptions ==================================== This example is meant to illustrate situations where k-means will produce unintuitive and possibly unexpected clusters. In the first three plots, the input data does not conform to some implicit assumption that k-means makes and undesirable clusters are produced as a result. In the last plot, k-means returns intuitive clusters despite unevenly sized blobs. """ print(__doc__) # Author: Phil Roth <[email protected]> # License: BSD 3 clause import numpy as np import matplotlib.pyplot as plt from sklearn.cluster import KMeans from sklearn.datasets import make_blobs plt.figure(figsize=(12, 12)) n_samples = 1500 random_state = 170 X, y = make_blobs(n_samples=n_samples, random_state=random_state) # Incorrect number of clusters y_pred = KMeans(n_clusters=2, random_state=random_state).fit_predict(X) plt.subplot(221) plt.scatter(X[:, 0], X[:, 1], c=y_pred) plt.title("Incorrect Number of Blobs") # Anisotropicly distributed data transformation = [[ 0.60834549, -0.63667341], [-0.40887718, 0.85253229]] X_aniso = np.dot(X, transformation) y_pred = KMeans(n_clusters=3, random_state=random_state).fit_predict(X_aniso) plt.subplot(222) plt.scatter(X_aniso[:, 0], X_aniso[:, 1], c=y_pred) plt.title("Anisotropicly Distributed Blobs") # Different variance X_varied, y_varied = make_blobs(n_samples=n_samples, cluster_std=[1.0, 2.5, 0.5], random_state=random_state) y_pred = KMeans(n_clusters=3, random_state=random_state).fit_predict(X_varied) plt.subplot(223) plt.scatter(X_varied[:, 0], X_varied[:, 1], c=y_pred) plt.title("Unequal Variance") # Unevenly sized blobs X_filtered = np.vstack((X[y == 0][:500], X[y == 1][:100], X[y == 2][:10])) y_pred = KMeans(n_clusters=3, random_state=random_state).fit_predict(X_filtered) plt.subplot(224) plt.scatter(X_filtered[:, 0], X_filtered[:, 1], c=y_pred) plt.title("Unevenly Sized Blobs") plt.show()
bsd-3-clause
bgris/ODL_bgris
lib/python3.5/site-packages/matplotlib/backends/backend_pdf.py
6
95758
# -*- coding: utf-8 -*- """ A PDF matplotlib backend Author: Jouni K Seppänen <[email protected]> """ from __future__ import (absolute_import, division, print_function, unicode_literals) import six import codecs import os import re import struct import sys import time import warnings import zlib from io import BytesIO import numpy as np from six import unichr from datetime import datetime from math import ceil, cos, floor, pi, sin import matplotlib from matplotlib import __version__, rcParams from matplotlib._pylab_helpers import Gcf from matplotlib.backend_bases import (RendererBase, GraphicsContextBase, FigureManagerBase, FigureCanvasBase) from matplotlib.backends.backend_mixed import MixedModeRenderer from matplotlib.cbook import (Bunch, is_string_like, get_realpath_and_stat, is_writable_file_like, maxdict) from matplotlib.figure import Figure from matplotlib.font_manager import findfont, is_opentype_cff_font, get_font from matplotlib.afm import AFM import matplotlib.type1font as type1font import matplotlib.dviread as dviread from matplotlib.ft2font import (FIXED_WIDTH, ITALIC, LOAD_NO_SCALE, LOAD_NO_HINTING, KERNING_UNFITTED) from matplotlib.mathtext import MathTextParser from matplotlib.transforms import Affine2D, BboxBase from matplotlib.path import Path from matplotlib import _path from matplotlib import _png from matplotlib import ttconv # Overview # # The low-level knowledge about pdf syntax lies mainly in the pdfRepr # function and the classes Reference, Name, Operator, and Stream. The # PdfFile class knows about the overall structure of pdf documents. # It provides a "write" method for writing arbitrary strings in the # file, and an "output" method that passes objects through the pdfRepr # function before writing them in the file. The output method is # called by the RendererPdf class, which contains the various draw_foo # methods. RendererPdf contains a GraphicsContextPdf instance, and # each draw_foo calls self.check_gc before outputting commands. This # method checks whether the pdf graphics state needs to be modified # and outputs the necessary commands. GraphicsContextPdf represents # the graphics state, and its "delta" method returns the commands that # modify the state. # Add "pdf.use14corefonts: True" in your configuration file to use only # the 14 PDF core fonts. These fonts do not need to be embedded; every # PDF viewing application is required to have them. This results in very # light PDF files you can use directly in LaTeX or ConTeXt documents # generated with pdfTeX, without any conversion. # These fonts are: Helvetica, Helvetica-Bold, Helvetica-Oblique, # Helvetica-BoldOblique, Courier, Courier-Bold, Courier-Oblique, # Courier-BoldOblique, Times-Roman, Times-Bold, Times-Italic, # Times-BoldItalic, Symbol, ZapfDingbats. # # Some tricky points: # # 1. The clip path can only be widened by popping from the state # stack. Thus the state must be pushed onto the stack before narrowing # the clip path. This is taken care of by GraphicsContextPdf. # # 2. Sometimes it is necessary to refer to something (e.g., font, # image, or extended graphics state, which contains the alpha value) # in the page stream by a name that needs to be defined outside the # stream. PdfFile provides the methods fontName, imageObject, and # alphaState for this purpose. The implementations of these methods # should perhaps be generalized. # TODOs: # # * encoding of fonts, including mathtext fonts and unicode support # * TTF support has lots of small TODOs, e.g., how do you know if a font # is serif/sans-serif, or symbolic/non-symbolic? # * draw_markers, draw_line_collection, etc. def fill(strings, linelen=75): """Make one string from sequence of strings, with whitespace in between. The whitespace is chosen to form lines of at most linelen characters, if possible.""" currpos = 0 lasti = 0 result = [] for i, s in enumerate(strings): length = len(s) if currpos + length < linelen: currpos += length + 1 else: result.append(b' '.join(strings[lasti:i])) lasti = i currpos = length result.append(b' '.join(strings[lasti:])) return b'\n'.join(result) # PDF strings are supposed to be able to include any eight-bit data, # except that unbalanced parens and backslashes must be escaped by a # backslash. However, sf bug #2708559 shows that the carriage return # character may get read as a newline; these characters correspond to # \gamma and \Omega in TeX's math font encoding. Escaping them fixes # the bug. _string_escape_regex = re.compile(br'([\\()\r\n])') def _string_escape(match): m = match.group(0) if m in br'\()': return b'\\' + m elif m == b'\n': return br'\n' elif m == b'\r': return br'\r' assert False def pdfRepr(obj): """Map Python objects to PDF syntax.""" # Some objects defined later have their own pdfRepr method. if hasattr(obj, 'pdfRepr'): return obj.pdfRepr() # Floats. PDF does not have exponential notation (1.0e-10) so we # need to use %f with some precision. Perhaps the precision # should adapt to the magnitude of the number? elif isinstance(obj, (float, np.floating)): if not np.isfinite(obj): raise ValueError("Can only output finite numbers in PDF") r = ("%.10f" % obj).encode('ascii') return r.rstrip(b'0').rstrip(b'.') # Booleans. Needs to be tested before integers since # isinstance(True, int) is true. elif isinstance(obj, bool): return [b'false', b'true'][obj] # Integers are written as such. elif isinstance(obj, (six.integer_types, np.integer)): return ("%d" % obj).encode('ascii') # Unicode strings are encoded in UTF-16BE with byte-order mark. elif isinstance(obj, six.text_type): try: # But maybe it's really ASCII? s = obj.encode('ASCII') return pdfRepr(s) except UnicodeEncodeError: s = codecs.BOM_UTF16_BE + obj.encode('UTF-16BE') return pdfRepr(s) # Strings are written in parentheses, with backslashes and parens # escaped. Actually balanced parens are allowed, but it is # simpler to escape them all. TODO: cut long strings into lines; # I believe there is some maximum line length in PDF. elif isinstance(obj, bytes): return b'(' + _string_escape_regex.sub(_string_escape, obj) + b')' # Dictionaries. The keys must be PDF names, so if we find strings # there, we make Name objects from them. The values may be # anything, so the caller must ensure that PDF names are # represented as Name objects. elif isinstance(obj, dict): r = [b"<<"] r.extend([Name(key).pdfRepr() + b" " + pdfRepr(val) for key, val in six.iteritems(obj)]) r.append(b">>") return fill(r) # Lists. elif isinstance(obj, (list, tuple)): r = [b"["] r.extend([pdfRepr(val) for val in obj]) r.append(b"]") return fill(r) # The null keyword. elif obj is None: return b'null' # A date. elif isinstance(obj, datetime): r = obj.strftime('D:%Y%m%d%H%M%S') if time.daylight: z = time.altzone else: z = time.timezone if z == 0: r += 'Z' elif z < 0: r += "+%02d'%02d'" % ((-z) // 3600, (-z) % 3600) else: r += "-%02d'%02d'" % (z // 3600, z % 3600) return pdfRepr(r) # A bounding box elif isinstance(obj, BboxBase): return fill([pdfRepr(val) for val in obj.bounds]) else: msg = "Don't know a PDF representation for %s objects." % type(obj) raise TypeError(msg) class Reference(object): """PDF reference object. Use PdfFile.reserveObject() to create References. """ def __init__(self, id): self.id = id def __repr__(self): return "<Reference %d>" % self.id def pdfRepr(self): return ("%d 0 R" % self.id).encode('ascii') def write(self, contents, file): write = file.write write(("%d 0 obj\n" % self.id).encode('ascii')) write(pdfRepr(contents)) write(b"\nendobj\n") class Name(object): """PDF name object.""" __slots__ = ('name',) _regex = re.compile(r'[^!-~]') def __init__(self, name): if isinstance(name, Name): self.name = name.name else: if isinstance(name, bytes): name = name.decode('ascii') self.name = self._regex.sub(Name.hexify, name).encode('ascii') def __repr__(self): return "<Name %s>" % self.name def __str__(self): return '/' + six.text_type(self.name) @staticmethod def hexify(match): return '#%02x' % ord(match.group()) def pdfRepr(self): return b'/' + self.name class Operator(object): """PDF operator object.""" __slots__ = ('op',) def __init__(self, op): self.op = op def __repr__(self): return '<Operator %s>' % self.op def pdfRepr(self): return self.op class Verbatim(object): """Store verbatim PDF command content for later inclusion in the stream.""" def __init__(self, x): self._x = x def pdfRepr(self): return self._x # PDF operators (not an exhaustive list) _pdfops = dict( close_fill_stroke=b'b', fill_stroke=b'B', fill=b'f', closepath=b'h', close_stroke=b's', stroke=b'S', endpath=b'n', begin_text=b'BT', end_text=b'ET', curveto=b'c', rectangle=b're', lineto=b'l', moveto=b'm', concat_matrix=b'cm', use_xobject=b'Do', setgray_stroke=b'G', setgray_nonstroke=b'g', setrgb_stroke=b'RG', setrgb_nonstroke=b'rg', setcolorspace_stroke=b'CS', setcolorspace_nonstroke=b'cs', setcolor_stroke=b'SCN', setcolor_nonstroke=b'scn', setdash=b'd', setlinejoin=b'j', setlinecap=b'J', setgstate=b'gs', gsave=b'q', grestore=b'Q', textpos=b'Td', selectfont=b'Tf', textmatrix=b'Tm', show=b'Tj', showkern=b'TJ', setlinewidth=b'w', clip=b'W', shading=b'sh') Op = Bunch(**dict([(name, Operator(value)) for name, value in six.iteritems(_pdfops)])) def _paint_path(fill, stroke): """Return the PDF operator to paint a path in the following way: fill: fill the path with the fill color stroke: stroke the outline of the path with the line color""" if stroke: if fill: return Op.fill_stroke else: return Op.stroke else: if fill: return Op.fill else: return Op.endpath Op.paint_path = _paint_path class Stream(object): """PDF stream object. This has no pdfRepr method. Instead, call begin(), then output the contents of the stream by calling write(), and finally call end(). """ __slots__ = ('id', 'len', 'pdfFile', 'file', 'compressobj', 'extra', 'pos') def __init__(self, id, len, file, extra=None, png=None): """id: object id of stream; len: an unused Reference object for the length of the stream, or None (to use a memory buffer); file: a PdfFile; extra: a dictionary of extra key-value pairs to include in the stream header; png: if the data is already png compressed, the decode parameters""" self.id = id # object id self.len = len # id of length object self.pdfFile = file self.file = file.fh # file to which the stream is written self.compressobj = None # compression object if extra is None: self.extra = dict() else: self.extra = extra.copy() if png is not None: self.extra.update({'Filter': Name('FlateDecode'), 'DecodeParms': png}) self.pdfFile.recordXref(self.id) if rcParams['pdf.compression'] and not png: self.compressobj = zlib.compressobj(rcParams['pdf.compression']) if self.len is None: self.file = BytesIO() else: self._writeHeader() self.pos = self.file.tell() def _writeHeader(self): write = self.file.write write(("%d 0 obj\n" % self.id).encode('ascii')) dict = self.extra dict['Length'] = self.len if rcParams['pdf.compression']: dict['Filter'] = Name('FlateDecode') write(pdfRepr(dict)) write(b"\nstream\n") def end(self): """Finalize stream.""" self._flush() if self.len is None: contents = self.file.getvalue() self.len = len(contents) self.file = self.pdfFile.fh self._writeHeader() self.file.write(contents) self.file.write(b"\nendstream\nendobj\n") else: length = self.file.tell() - self.pos self.file.write(b"\nendstream\nendobj\n") self.pdfFile.writeObject(self.len, length) def write(self, data): """Write some data on the stream.""" if self.compressobj is None: self.file.write(data) else: compressed = self.compressobj.compress(data) self.file.write(compressed) def _flush(self): """Flush the compression object.""" if self.compressobj is not None: compressed = self.compressobj.flush() self.file.write(compressed) self.compressobj = None class PdfFile(object): """PDF file object.""" def __init__(self, filename): self.nextObject = 1 # next free object id self.xrefTable = [[0, 65535, 'the zero object']] self.passed_in_file_object = False self.original_file_like = None self.tell_base = 0 if is_string_like(filename): fh = open(filename, 'wb') elif is_writable_file_like(filename): try: self.tell_base = filename.tell() except IOError: fh = BytesIO() self.original_file_like = filename else: fh = filename self.passed_in_file_object = True else: raise ValueError("filename must be a path or a file-like object") self._core14fontdir = os.path.join( rcParams['datapath'], 'fonts', 'pdfcorefonts') self.fh = fh self.currentstream = None # stream object to write to, if any fh.write(b"%PDF-1.4\n") # 1.4 is the first version to have alpha # Output some eight-bit chars as a comment so various utilities # recognize the file as binary by looking at the first few # lines (see note in section 3.4.1 of the PDF reference). fh.write(b"%\254\334 \253\272\n") self.rootObject = self.reserveObject('root') self.pagesObject = self.reserveObject('pages') self.pageList = [] self.fontObject = self.reserveObject('fonts') self.alphaStateObject = self.reserveObject('extended graphics states') self.hatchObject = self.reserveObject('tiling patterns') self.gouraudObject = self.reserveObject('Gouraud triangles') self.XObjectObject = self.reserveObject('external objects') self.resourceObject = self.reserveObject('resources') root = {'Type': Name('Catalog'), 'Pages': self.pagesObject} self.writeObject(self.rootObject, root) revision = '' self.infoDict = { 'Creator': 'matplotlib %s, http://matplotlib.org' % __version__, 'Producer': 'matplotlib pdf backend%s' % revision, 'CreationDate': datetime.today() } self.fontNames = {} # maps filenames to internal font names self.nextFont = 1 # next free internal font name self.dviFontInfo = {} # information on dvi fonts # differently encoded Type-1 fonts may share the same descriptor self.type1Descriptors = {} self.used_characters = {} self.alphaStates = {} # maps alpha values to graphics state objects self.nextAlphaState = 1 self.hatchPatterns = {} self.nextHatch = 1 self.gouraudTriangles = [] self._images = {} self.nextImage = 1 self.markers = {} self.multi_byte_charprocs = {} self.paths = [] self.pageAnnotations = [] # A list of annotations for the # current page # The PDF spec recommends to include every procset procsets = [Name(x) for x in "PDF Text ImageB ImageC ImageI".split()] # Write resource dictionary. # Possibly TODO: more general ExtGState (graphics state dictionaries) # ColorSpace Pattern Shading Properties resources = {'Font': self.fontObject, 'XObject': self.XObjectObject, 'ExtGState': self.alphaStateObject, 'Pattern': self.hatchObject, 'Shading': self.gouraudObject, 'ProcSet': procsets} self.writeObject(self.resourceObject, resources) def newPage(self, width, height): self.endStream() self.width, self.height = width, height contentObject = self.reserveObject('page contents') thePage = {'Type': Name('Page'), 'Parent': self.pagesObject, 'Resources': self.resourceObject, 'MediaBox': [0, 0, 72 * width, 72 * height], 'Contents': contentObject, 'Group': {'Type': Name('Group'), 'S': Name('Transparency'), 'CS': Name('DeviceRGB')}, 'Annots': self.pageAnnotations, } pageObject = self.reserveObject('page') self.writeObject(pageObject, thePage) self.pageList.append(pageObject) self.beginStream(contentObject.id, self.reserveObject('length of content stream')) # Initialize the pdf graphics state to match the default mpl # graphics context: currently only the join style needs to be set self.output(GraphicsContextPdf.joinstyles['round'], Op.setlinejoin) # Clear the list of annotations for the next page self.pageAnnotations = [] def newTextnote(self, text, positionRect=[-100, -100, 0, 0]): # Create a new annotation of type text theNote = {'Type': Name('Annot'), 'Subtype': Name('Text'), 'Contents': text, 'Rect': positionRect, } annotObject = self.reserveObject('annotation') self.writeObject(annotObject, theNote) self.pageAnnotations.append(annotObject) def close(self): self.endStream() # Write out the various deferred objects self.writeFonts() self.writeObject(self.alphaStateObject, dict([(val[0], val[1]) for val in six.itervalues(self.alphaStates)])) self.writeHatches() self.writeGouraudTriangles() xobjects = dict(x[1:] for x in six.itervalues(self._images)) for tup in six.itervalues(self.markers): xobjects[tup[0]] = tup[1] for name, value in six.iteritems(self.multi_byte_charprocs): xobjects[name] = value for name, path, trans, ob, join, cap, padding, filled, stroked \ in self.paths: xobjects[name] = ob self.writeObject(self.XObjectObject, xobjects) self.writeImages() self.writeMarkers() self.writePathCollectionTemplates() self.writeObject(self.pagesObject, {'Type': Name('Pages'), 'Kids': self.pageList, 'Count': len(self.pageList)}) self.writeInfoDict() # Finalize the file self.writeXref() self.writeTrailer() if self.passed_in_file_object: self.fh.flush() elif self.original_file_like is not None: self.original_file_like.write(self.fh.getvalue()) self.fh.close() else: self.fh.close() def write(self, data): if self.currentstream is None: self.fh.write(data) else: self.currentstream.write(data) def output(self, *data): self.write(fill([pdfRepr(x) for x in data])) self.write(b'\n') def beginStream(self, id, len, extra=None, png=None): assert self.currentstream is None self.currentstream = Stream(id, len, self, extra, png) def endStream(self): if self.currentstream is not None: self.currentstream.end() self.currentstream = None def fontName(self, fontprop): """ Select a font based on fontprop and return a name suitable for Op.selectfont. If fontprop is a string, it will be interpreted as the filename (or dvi name) of the font. """ if is_string_like(fontprop): filename = fontprop elif rcParams['pdf.use14corefonts']: filename = findfont( fontprop, fontext='afm', directory=self._core14fontdir) if filename is None: filename = findfont( "Helvetica", fontext='afm', directory=self._core14fontdir) else: filename = findfont(fontprop) Fx = self.fontNames.get(filename) if Fx is None: Fx = Name('F%d' % self.nextFont) self.fontNames[filename] = Fx self.nextFont += 1 matplotlib.verbose.report( 'Assigning font %s = %r' % (Fx, filename), 'debug') return Fx def writeFonts(self): fonts = {} for filename, Fx in six.iteritems(self.fontNames): matplotlib.verbose.report('Embedding font %s' % filename, 'debug') if filename.endswith('.afm'): # from pdf.use14corefonts matplotlib.verbose.report('Writing AFM font', 'debug') fonts[Fx] = self._write_afm_font(filename) elif filename in self.dviFontInfo: # a Type 1 font from a dvi file; # the filename is really the TeX name matplotlib.verbose.report('Writing Type-1 font', 'debug') fonts[Fx] = self.embedTeXFont(filename, self.dviFontInfo[filename]) else: # a normal TrueType font matplotlib.verbose.report('Writing TrueType font', 'debug') realpath, stat_key = get_realpath_and_stat(filename) chars = self.used_characters.get(stat_key) if chars is not None and len(chars[1]): fonts[Fx] = self.embedTTF(realpath, chars[1]) self.writeObject(self.fontObject, fonts) def _write_afm_font(self, filename): with open(filename, 'rb') as fh: font = AFM(fh) fontname = font.get_fontname() fontdict = {'Type': Name('Font'), 'Subtype': Name('Type1'), 'BaseFont': Name(fontname), 'Encoding': Name('WinAnsiEncoding')} fontdictObject = self.reserveObject('font dictionary') self.writeObject(fontdictObject, fontdict) return fontdictObject def embedTeXFont(self, texname, fontinfo): msg = ('Embedding TeX font ' + texname + ' - fontinfo=' + repr(fontinfo.__dict__)) matplotlib.verbose.report(msg, 'debug') # Widths widthsObject = self.reserveObject('font widths') self.writeObject(widthsObject, fontinfo.dvifont.widths) # Font dictionary fontdictObject = self.reserveObject('font dictionary') fontdict = { 'Type': Name('Font'), 'Subtype': Name('Type1'), 'FirstChar': 0, 'LastChar': len(fontinfo.dvifont.widths) - 1, 'Widths': widthsObject, } # Encoding (if needed) if fontinfo.encodingfile is not None: enc = dviread.Encoding(fontinfo.encodingfile) differencesArray = [Name(ch) for ch in enc] differencesArray = [0] + differencesArray fontdict['Encoding'] = \ {'Type': Name('Encoding'), 'Differences': differencesArray} # If no file is specified, stop short if fontinfo.fontfile is None: msg = ('Because of TeX configuration (pdftex.map, see updmap ' 'option pdftexDownloadBase14) the font {0} is not ' 'embedded. This is deprecated as of PDF 1.5 and it may ' 'cause the consumer application to show something that ' 'was not intended.').format(fontinfo.basefont) warnings.warn(msg) fontdict['BaseFont'] = Name(fontinfo.basefont) self.writeObject(fontdictObject, fontdict) return fontdictObject # We have a font file to embed - read it in and apply any effects t1font = type1font.Type1Font(fontinfo.fontfile) if fontinfo.effects: t1font = t1font.transform(fontinfo.effects) fontdict['BaseFont'] = Name(t1font.prop['FontName']) # Font descriptors may be shared between differently encoded # Type-1 fonts, so only create a new descriptor if there is no # existing descriptor for this font. effects = (fontinfo.effects.get('slant', 0.0), fontinfo.effects.get('extend', 1.0)) fontdesc = self.type1Descriptors.get((fontinfo.fontfile, effects)) if fontdesc is None: fontdesc = self.createType1Descriptor(t1font, fontinfo.fontfile) self.type1Descriptors[(fontinfo.fontfile, effects)] = fontdesc fontdict['FontDescriptor'] = fontdesc self.writeObject(fontdictObject, fontdict) return fontdictObject def createType1Descriptor(self, t1font, fontfile): # Create and write the font descriptor and the font file # of a Type-1 font fontdescObject = self.reserveObject('font descriptor') fontfileObject = self.reserveObject('font file') italic_angle = t1font.prop['ItalicAngle'] fixed_pitch = t1font.prop['isFixedPitch'] flags = 0 # fixed width if fixed_pitch: flags |= 1 << 0 # TODO: serif if 0: flags |= 1 << 1 # TODO: symbolic (most TeX fonts are) if 1: flags |= 1 << 2 # non-symbolic else: flags |= 1 << 5 # italic if italic_angle: flags |= 1 << 6 # TODO: all caps if 0: flags |= 1 << 16 # TODO: small caps if 0: flags |= 1 << 17 # TODO: force bold if 0: flags |= 1 << 18 ft2font = get_font(fontfile) descriptor = { 'Type': Name('FontDescriptor'), 'FontName': Name(t1font.prop['FontName']), 'Flags': flags, 'FontBBox': ft2font.bbox, 'ItalicAngle': italic_angle, 'Ascent': ft2font.ascender, 'Descent': ft2font.descender, 'CapHeight': 1000, # TODO: find this out 'XHeight': 500, # TODO: this one too 'FontFile': fontfileObject, 'FontFamily': t1font.prop['FamilyName'], 'StemV': 50, # TODO # (see also revision 3874; but not all TeX distros have AFM files!) # 'FontWeight': a number where 400 = Regular, 700 = Bold } self.writeObject(fontdescObject, descriptor) self.beginStream(fontfileObject.id, None, {'Length1': len(t1font.parts[0]), 'Length2': len(t1font.parts[1]), 'Length3': 0}) self.currentstream.write(t1font.parts[0]) self.currentstream.write(t1font.parts[1]) self.endStream() return fontdescObject def _get_xobject_symbol_name(self, filename, symbol_name): return "%s-%s" % ( os.path.splitext(os.path.basename(filename))[0], symbol_name) _identityToUnicodeCMap = """/CIDInit /ProcSet findresource begin 12 dict begin begincmap /CIDSystemInfo << /Registry (Adobe) /Ordering (UCS) /Supplement 0 >> def /CMapName /Adobe-Identity-UCS def /CMapType 2 def 1 begincodespacerange <0000> <ffff> endcodespacerange %d beginbfrange %s endbfrange endcmap CMapName currentdict /CMap defineresource pop end end""" def embedTTF(self, filename, characters): """Embed the TTF font from the named file into the document.""" font = get_font(filename) fonttype = rcParams['pdf.fonttype'] def cvt(length, upe=font.units_per_EM, nearest=True): "Convert font coordinates to PDF glyph coordinates" value = length / upe * 1000 if nearest: return np.round(value) # Perhaps best to round away from zero for bounding # boxes and the like if value < 0: return floor(value) else: return ceil(value) def embedTTFType3(font, characters, descriptor): """The Type 3-specific part of embedding a Truetype font""" widthsObject = self.reserveObject('font widths') fontdescObject = self.reserveObject('font descriptor') fontdictObject = self.reserveObject('font dictionary') charprocsObject = self.reserveObject('character procs') differencesArray = [] firstchar, lastchar = 0, 255 bbox = [cvt(x, nearest=False) for x in font.bbox] fontdict = { 'Type': Name('Font'), 'BaseFont': ps_name, 'FirstChar': firstchar, 'LastChar': lastchar, 'FontDescriptor': fontdescObject, 'Subtype': Name('Type3'), 'Name': descriptor['FontName'], 'FontBBox': bbox, 'FontMatrix': [.001, 0, 0, .001, 0, 0], 'CharProcs': charprocsObject, 'Encoding': { 'Type': Name('Encoding'), 'Differences': differencesArray}, 'Widths': widthsObject } # Make the "Widths" array from encodings import cp1252 # The "decoding_map" was changed # to a "decoding_table" as of Python 2.5. if hasattr(cp1252, 'decoding_map'): def decode_char(charcode): return cp1252.decoding_map[charcode] or 0 else: def decode_char(charcode): return ord(cp1252.decoding_table[charcode]) def get_char_width(charcode): s = decode_char(charcode) width = font.load_char( s, flags=LOAD_NO_SCALE | LOAD_NO_HINTING).horiAdvance return cvt(width) widths = [get_char_width(charcode) for charcode in range(firstchar, lastchar+1)] descriptor['MaxWidth'] = max(widths) # Make the "Differences" array, sort the ccodes < 255 from # the multi-byte ccodes, and build the whole set of glyph ids # that we need from this font. glyph_ids = [] differences = [] multi_byte_chars = set() for c in characters: ccode = c gind = font.get_char_index(ccode) glyph_ids.append(gind) glyph_name = font.get_glyph_name(gind) if ccode <= 255: differences.append((ccode, glyph_name)) else: multi_byte_chars.add(glyph_name) differences.sort() last_c = -2 for c, name in differences: if c != last_c + 1: differencesArray.append(c) differencesArray.append(Name(name)) last_c = c # Make the charprocs array (using ttconv to generate the # actual outlines) rawcharprocs = ttconv.get_pdf_charprocs( filename.encode(sys.getfilesystemencoding()), glyph_ids) charprocs = {} for charname, stream in six.iteritems(rawcharprocs): charprocDict = {'Length': len(stream)} # The 2-byte characters are used as XObjects, so they # need extra info in their dictionary if charname in multi_byte_chars: charprocDict['Type'] = Name('XObject') charprocDict['Subtype'] = Name('Form') charprocDict['BBox'] = bbox # Each glyph includes bounding box information, # but xpdf and ghostscript can't handle it in a # Form XObject (they segfault!!!), so we remove it # from the stream here. It's not needed anyway, # since the Form XObject includes it in its BBox # value. stream = stream[stream.find(b"d1") + 2:] charprocObject = self.reserveObject('charProc') self.beginStream(charprocObject.id, None, charprocDict) self.currentstream.write(stream) self.endStream() # Send the glyphs with ccode > 255 to the XObject dictionary, # and the others to the font itself if charname in multi_byte_chars: name = self._get_xobject_symbol_name(filename, charname) self.multi_byte_charprocs[name] = charprocObject else: charprocs[charname] = charprocObject # Write everything out self.writeObject(fontdictObject, fontdict) self.writeObject(fontdescObject, descriptor) self.writeObject(widthsObject, widths) self.writeObject(charprocsObject, charprocs) return fontdictObject def embedTTFType42(font, characters, descriptor): """The Type 42-specific part of embedding a Truetype font""" fontdescObject = self.reserveObject('font descriptor') cidFontDictObject = self.reserveObject('CID font dictionary') type0FontDictObject = self.reserveObject('Type 0 font dictionary') cidToGidMapObject = self.reserveObject('CIDToGIDMap stream') fontfileObject = self.reserveObject('font file stream') wObject = self.reserveObject('Type 0 widths') toUnicodeMapObject = self.reserveObject('ToUnicode map') cidFontDict = { 'Type': Name('Font'), 'Subtype': Name('CIDFontType2'), 'BaseFont': ps_name, 'CIDSystemInfo': { 'Registry': 'Adobe', 'Ordering': 'Identity', 'Supplement': 0}, 'FontDescriptor': fontdescObject, 'W': wObject, 'CIDToGIDMap': cidToGidMapObject } type0FontDict = { 'Type': Name('Font'), 'Subtype': Name('Type0'), 'BaseFont': ps_name, 'Encoding': Name('Identity-H'), 'DescendantFonts': [cidFontDictObject], 'ToUnicode': toUnicodeMapObject } # Make fontfile stream descriptor['FontFile2'] = fontfileObject length1Object = self.reserveObject('decoded length of a font') self.beginStream( fontfileObject.id, self.reserveObject('length of font stream'), {'Length1': length1Object}) with open(filename, 'rb') as fontfile: length1 = 0 while True: data = fontfile.read(4096) if not data: break length1 += len(data) self.currentstream.write(data) self.endStream() self.writeObject(length1Object, length1) # Make the 'W' (Widths) array, CidToGidMap and ToUnicode CMap # at the same time cid_to_gid_map = ['\u0000'] * 65536 widths = [] max_ccode = 0 for c in characters: ccode = c gind = font.get_char_index(ccode) glyph = font.load_char(ccode, flags=LOAD_NO_HINTING) widths.append((ccode, glyph.horiAdvance / 6)) if ccode < 65536: cid_to_gid_map[ccode] = unichr(gind) max_ccode = max(ccode, max_ccode) widths.sort() cid_to_gid_map = cid_to_gid_map[:max_ccode + 1] last_ccode = -2 w = [] max_width = 0 unicode_groups = [] for ccode, width in widths: if ccode != last_ccode + 1: w.append(ccode) w.append([width]) unicode_groups.append([ccode, ccode]) else: w[-1].append(width) unicode_groups[-1][1] = ccode max_width = max(max_width, width) last_ccode = ccode unicode_bfrange = [] for start, end in unicode_groups: unicode_bfrange.append( "<%04x> <%04x> [%s]" % (start, end, " ".join(["<%04x>" % x for x in range(start, end+1)]))) unicode_cmap = (self._identityToUnicodeCMap % (len(unicode_groups), "\n".join(unicode_bfrange))).encode('ascii') # CIDToGIDMap stream cid_to_gid_map = "".join(cid_to_gid_map).encode("utf-16be") self.beginStream(cidToGidMapObject.id, None, {'Length': len(cid_to_gid_map)}) self.currentstream.write(cid_to_gid_map) self.endStream() # ToUnicode CMap self.beginStream(toUnicodeMapObject.id, None, {'Length': unicode_cmap}) self.currentstream.write(unicode_cmap) self.endStream() descriptor['MaxWidth'] = max_width # Write everything out self.writeObject(cidFontDictObject, cidFontDict) self.writeObject(type0FontDictObject, type0FontDict) self.writeObject(fontdescObject, descriptor) self.writeObject(wObject, w) return type0FontDictObject # Beginning of main embedTTF function... # You are lost in a maze of TrueType tables, all different... sfnt = font.get_sfnt() try: ps_name = sfnt[(1, 0, 0, 6)].decode('macroman') # Macintosh scheme except KeyError: # Microsoft scheme: ps_name = sfnt[(3, 1, 0x0409, 6)].decode('utf-16be') # (see freetype/ttnameid.h) ps_name = ps_name.encode('ascii', 'replace') ps_name = Name(ps_name) pclt = font.get_sfnt_table('pclt') or {'capHeight': 0, 'xHeight': 0} post = font.get_sfnt_table('post') or {'italicAngle': (0, 0)} ff = font.face_flags sf = font.style_flags flags = 0 symbolic = False # ps_name.name in ('Cmsy10', 'Cmmi10', 'Cmex10') if ff & FIXED_WIDTH: flags |= 1 << 0 if 0: # TODO: serif flags |= 1 << 1 if symbolic: flags |= 1 << 2 else: flags |= 1 << 5 if sf & ITALIC: flags |= 1 << 6 if 0: # TODO: all caps flags |= 1 << 16 if 0: # TODO: small caps flags |= 1 << 17 if 0: # TODO: force bold flags |= 1 << 18 descriptor = { 'Type': Name('FontDescriptor'), 'FontName': ps_name, 'Flags': flags, 'FontBBox': [cvt(x, nearest=False) for x in font.bbox], 'Ascent': cvt(font.ascender, nearest=False), 'Descent': cvt(font.descender, nearest=False), 'CapHeight': cvt(pclt['capHeight'], nearest=False), 'XHeight': cvt(pclt['xHeight']), 'ItalicAngle': post['italicAngle'][1], # ??? 'StemV': 0 # ??? } # The font subsetting to a Type 3 font does not work for # OpenType (.otf) that embed a Postscript CFF font, so avoid that -- # save as a (non-subsetted) Type 42 font instead. if is_opentype_cff_font(filename): fonttype = 42 msg = ("'%s' can not be subsetted into a Type 3 font. " "The entire font will be embedded in the output.") warnings.warn(msg % os.path.basename(filename)) if fonttype == 3: return embedTTFType3(font, characters, descriptor) elif fonttype == 42: return embedTTFType42(font, characters, descriptor) def alphaState(self, alpha): """Return name of an ExtGState that sets alpha to the given value""" state = self.alphaStates.get(alpha, None) if state is not None: return state[0] name = Name('A%d' % self.nextAlphaState) self.nextAlphaState += 1 self.alphaStates[alpha] = \ (name, {'Type': Name('ExtGState'), 'CA': alpha[0], 'ca': alpha[1]}) return name def hatchPattern(self, hatch_style): # The colors may come in as numpy arrays, which aren't hashable if hatch_style is not None: edge, face, hatch = hatch_style if edge is not None: edge = tuple(edge) if face is not None: face = tuple(face) hatch_style = (edge, face, hatch) pattern = self.hatchPatterns.get(hatch_style, None) if pattern is not None: return pattern name = Name('H%d' % self.nextHatch) self.nextHatch += 1 self.hatchPatterns[hatch_style] = name return name def writeHatches(self): hatchDict = dict() sidelen = 72.0 for hatch_style, name in six.iteritems(self.hatchPatterns): ob = self.reserveObject('hatch pattern') hatchDict[name] = ob res = {'Procsets': [Name(x) for x in "PDF Text ImageB ImageC ImageI".split()]} self.beginStream( ob.id, None, {'Type': Name('Pattern'), 'PatternType': 1, 'PaintType': 1, 'TilingType': 1, 'BBox': [0, 0, sidelen, sidelen], 'XStep': sidelen, 'YStep': sidelen, 'Resources': res, # Change origin to match Agg at top-left. 'Matrix': [1, 0, 0, 1, 0, self.height * 72]}) stroke_rgb, fill_rgb, path = hatch_style self.output(stroke_rgb[0], stroke_rgb[1], stroke_rgb[2], Op.setrgb_stroke) if fill_rgb is not None: self.output(fill_rgb[0], fill_rgb[1], fill_rgb[2], Op.setrgb_nonstroke, 0, 0, sidelen, sidelen, Op.rectangle, Op.fill) self.output(rcParams['hatch.linewidth'], Op.setlinewidth) self.output(*self.pathOperations( Path.hatch(path), Affine2D().scale(sidelen), simplify=False)) self.output(Op.fill_stroke) self.endStream() self.writeObject(self.hatchObject, hatchDict) def addGouraudTriangles(self, points, colors): name = Name('GT%d' % len(self.gouraudTriangles)) self.gouraudTriangles.append((name, points, colors)) return name def writeGouraudTriangles(self): gouraudDict = dict() for name, points, colors in self.gouraudTriangles: ob = self.reserveObject('Gouraud triangle') gouraudDict[name] = ob shape = points.shape flat_points = points.reshape((shape[0] * shape[1], 2)) flat_colors = colors.reshape((shape[0] * shape[1], 4)) points_min = np.min(flat_points, axis=0) - (1 << 8) points_max = np.max(flat_points, axis=0) + (1 << 8) factor = float(0xffffffff) / (points_max - points_min) self.beginStream( ob.id, None, {'ShadingType': 4, 'BitsPerCoordinate': 32, 'BitsPerComponent': 8, 'BitsPerFlag': 8, 'ColorSpace': Name('DeviceRGB'), 'AntiAlias': True, 'Decode': [points_min[0], points_max[0], points_min[1], points_max[1], 0, 1, 0, 1, 0, 1] }) streamarr = np.empty( (shape[0] * shape[1],), dtype=[(str('flags'), str('u1')), (str('points'), str('>u4'), (2,)), (str('colors'), str('u1'), (3,))]) streamarr['flags'] = 0 streamarr['points'] = (flat_points - points_min) * factor streamarr['colors'] = flat_colors[:, :3] * 255.0 self.write(streamarr.tostring()) self.endStream() self.writeObject(self.gouraudObject, gouraudDict) def imageObject(self, image): """Return name of an image XObject representing the given image.""" entry = self._images.get(id(image), None) if entry is not None: return entry[1] name = Name('I%d' % self.nextImage) ob = self.reserveObject('image %d' % self.nextImage) self.nextImage += 1 self._images[id(image)] = (image, name, ob) return name def _unpack(self, im): """ Unpack the image object im into height, width, data, alpha, where data and alpha are HxWx3 (RGB) or HxWx1 (grayscale or alpha) arrays, except alpha is None if the image is fully opaque. """ h, w = im.shape[:2] im = im[::-1] if im.ndim == 2: return h, w, im, None else: rgb = im[:, :, :3] rgb = np.array(rgb, order='C') # PDF needs a separate alpha image if im.shape[2] == 4: alpha = im[:, :, 3][..., None] if np.all(alpha == 255): alpha = None else: alpha = np.array(alpha, order='C') else: alpha = None return h, w, rgb, alpha def _writePng(self, data): """ Write the image *data* into the pdf file using png predictors with Flate compression. """ buffer = BytesIO() _png.write_png(data, buffer) buffer.seek(8) written = 0 header = bytearray(8) while True: n = buffer.readinto(header) assert n == 8 length, type = struct.unpack(b'!L4s', bytes(header)) if type == b'IDAT': data = bytearray(length) n = buffer.readinto(data) assert n == length self.currentstream.write(bytes(data)) written += n elif type == b'IEND': break else: buffer.seek(length, 1) buffer.seek(4, 1) # skip CRC def _writeImg(self, data, height, width, grayscale, id, smask=None): """ Write the image *data* of size *height* x *width*, as grayscale if *grayscale* is true and RGB otherwise, as pdf object *id* and with the soft mask (alpha channel) *smask*, which should be either None or a *height* x *width* x 1 array. """ obj = {'Type': Name('XObject'), 'Subtype': Name('Image'), 'Width': width, 'Height': height, 'ColorSpace': Name('DeviceGray' if grayscale else 'DeviceRGB'), 'BitsPerComponent': 8} if smask: obj['SMask'] = smask if rcParams['pdf.compression']: png = {'Predictor': 10, 'Colors': 1 if grayscale else 3, 'Columns': width} else: png = None self.beginStream( id, self.reserveObject('length of image stream'), obj, png=png ) if png: self._writePng(data) else: self.currentstream.write(data.tostring()) self.endStream() def writeImages(self): for img, name, ob in six.itervalues(self._images): height, width, data, adata = self._unpack(img) if adata is not None: smaskObject = self.reserveObject("smask") self._writeImg(adata, height, width, True, smaskObject.id) else: smaskObject = None self._writeImg(data, height, width, False, ob.id, smaskObject) def markerObject(self, path, trans, fill, stroke, lw, joinstyle, capstyle): """Return name of a marker XObject representing the given path.""" # self.markers used by markerObject, writeMarkers, close: # mapping from (path operations, fill?, stroke?) to # [name, object reference, bounding box, linewidth] # This enables different draw_markers calls to share the XObject # if the gc is sufficiently similar: colors etc can vary, but # the choices of whether to fill and whether to stroke cannot. # We need a bounding box enclosing all of the XObject path, # but since line width may vary, we store the maximum of all # occurring line widths in self.markers. # close() is somewhat tightly coupled in that it expects the # first two components of each value in self.markers to be the # name and object reference. pathops = self.pathOperations(path, trans, simplify=False) key = (tuple(pathops), bool(fill), bool(stroke), joinstyle, capstyle) result = self.markers.get(key) if result is None: name = Name('M%d' % len(self.markers)) ob = self.reserveObject('marker %d' % len(self.markers)) bbox = path.get_extents(trans) self.markers[key] = [name, ob, bbox, lw] else: if result[-1] < lw: result[-1] = lw name = result[0] return name def writeMarkers(self): for ((pathops, fill, stroke, joinstyle, capstyle), (name, ob, bbox, lw)) in six.iteritems(self.markers): bbox = bbox.padded(lw * 0.5) self.beginStream( ob.id, None, {'Type': Name('XObject'), 'Subtype': Name('Form'), 'BBox': list(bbox.extents)}) self.output(GraphicsContextPdf.joinstyles[joinstyle], Op.setlinejoin) self.output(GraphicsContextPdf.capstyles[capstyle], Op.setlinecap) self.output(*pathops) self.output(Op.paint_path(fill, stroke)) self.endStream() def pathCollectionObject(self, gc, path, trans, padding, filled, stroked): name = Name('P%d' % len(self.paths)) ob = self.reserveObject('path %d' % len(self.paths)) self.paths.append( (name, path, trans, ob, gc.get_joinstyle(), gc.get_capstyle(), padding, filled, stroked)) return name def writePathCollectionTemplates(self): for (name, path, trans, ob, joinstyle, capstyle, padding, filled, stroked) in self.paths: pathops = self.pathOperations(path, trans, simplify=False) bbox = path.get_extents(trans) if not np.all(np.isfinite(bbox.extents)): extents = [0, 0, 0, 0] else: bbox = bbox.padded(padding) extents = list(bbox.extents) self.beginStream( ob.id, None, {'Type': Name('XObject'), 'Subtype': Name('Form'), 'BBox': extents}) self.output(GraphicsContextPdf.joinstyles[joinstyle], Op.setlinejoin) self.output(GraphicsContextPdf.capstyles[capstyle], Op.setlinecap) self.output(*pathops) self.output(Op.paint_path(filled, stroked)) self.endStream() @staticmethod def pathOperations(path, transform, clip=None, simplify=None, sketch=None): return [Verbatim(_path.convert_to_string( path, transform, clip, simplify, sketch, 6, [Op.moveto.op, Op.lineto.op, b'', Op.curveto.op, Op.closepath.op], True))] def writePath(self, path, transform, clip=False, sketch=None): if clip: clip = (0.0, 0.0, self.width * 72, self.height * 72) simplify = path.should_simplify else: clip = None simplify = False cmds = self.pathOperations(path, transform, clip, simplify=simplify, sketch=sketch) self.output(*cmds) def reserveObject(self, name=''): """Reserve an ID for an indirect object. The name is used for debugging in case we forget to print out the object with writeObject. """ id = self.nextObject self.nextObject += 1 self.xrefTable.append([None, 0, name]) return Reference(id) def recordXref(self, id): self.xrefTable[id][0] = self.fh.tell() - self.tell_base def writeObject(self, object, contents): self.recordXref(object.id) object.write(contents, self) def writeXref(self): """Write out the xref table.""" self.startxref = self.fh.tell() - self.tell_base self.write(("xref\n0 %d\n" % self.nextObject).encode('ascii')) i = 0 borken = False for offset, generation, name in self.xrefTable: if offset is None: print('No offset for object %d (%s)' % (i, name), file=sys.stderr) borken = True else: if name == 'the zero object': key = "f" else: key = "n" text = "%010d %05d %s \n" % (offset, generation, key) self.write(text.encode('ascii')) i += 1 if borken: raise AssertionError('Indirect object does not exist') def writeInfoDict(self): """Write out the info dictionary, checking it for good form""" def is_date(x): return isinstance(x, datetime) check_trapped = (lambda x: isinstance(x, Name) and x.name in ('True', 'False', 'Unknown')) keywords = {'Title': is_string_like, 'Author': is_string_like, 'Subject': is_string_like, 'Keywords': is_string_like, 'Creator': is_string_like, 'Producer': is_string_like, 'CreationDate': is_date, 'ModDate': is_date, 'Trapped': check_trapped} for k in six.iterkeys(self.infoDict): if k not in keywords: warnings.warn('Unknown infodict keyword: %s' % k) else: if not keywords[k](self.infoDict[k]): warnings.warn('Bad value for infodict keyword %s' % k) self.infoObject = self.reserveObject('info') self.writeObject(self.infoObject, self.infoDict) def writeTrailer(self): """Write out the PDF trailer.""" self.write(b"trailer\n") self.write(pdfRepr( {'Size': self.nextObject, 'Root': self.rootObject, 'Info': self.infoObject})) # Could add 'ID' self.write(("\nstartxref\n%d\n%%%%EOF\n" % self.startxref).encode('ascii')) class RendererPdf(RendererBase): afm_font_cache = maxdict(50) def __init__(self, file, image_dpi, height, width): RendererBase.__init__(self) self.height = height self.width = width self.file = file self.gc = self.new_gc() self.mathtext_parser = MathTextParser("Pdf") self.image_dpi = image_dpi self.tex_font_map = None def finalize(self): self.file.output(*self.gc.finalize()) def check_gc(self, gc, fillcolor=None): orig_fill = getattr(gc, '_fillcolor', (0., 0., 0.)) gc._fillcolor = fillcolor orig_alphas = getattr(gc, '_effective_alphas', (1.0, 1.0)) if gc._forced_alpha: gc._effective_alphas = (gc._alpha, gc._alpha) elif fillcolor is None or len(fillcolor) < 4: gc._effective_alphas = (gc._rgb[3], 1.0) else: gc._effective_alphas = (gc._rgb[3], fillcolor[3]) delta = self.gc.delta(gc) if delta: self.file.output(*delta) # Restore gc to avoid unwanted side effects gc._fillcolor = orig_fill gc._effective_alphas = orig_alphas def tex_font_mapping(self, texfont): if self.tex_font_map is None: self.tex_font_map = \ dviread.PsfontsMap(dviread.find_tex_file('pdftex.map')) return self.tex_font_map[texfont] def track_characters(self, font, s): """Keeps track of which characters are required from each font.""" if isinstance(font, six.string_types): fname = font else: fname = font.fname realpath, stat_key = get_realpath_and_stat(fname) used_characters = self.file.used_characters.setdefault( stat_key, (realpath, set())) used_characters[1].update([ord(x) for x in s]) def merge_used_characters(self, other): for stat_key, (realpath, charset) in six.iteritems(other): used_characters = self.file.used_characters.setdefault( stat_key, (realpath, set())) used_characters[1].update(charset) def get_image_magnification(self): return self.image_dpi/72.0 def option_scale_image(self): """ pdf backend support arbitrary scaling of image. """ return True def option_image_nocomposite(self): """ return whether to generate a composite image from multiple images on a set of axes """ return not rcParams['image.composite_image'] def draw_image(self, gc, x, y, im, transform=None): h, w = im.shape[:2] if w == 0 or h == 0: return if transform is None: # If there's no transform, alpha has already been applied gc.set_alpha(1.0) self.check_gc(gc) w = 72.0 * w / self.image_dpi h = 72.0 * h / self.image_dpi imob = self.file.imageObject(im) if transform is None: self.file.output(Op.gsave, w, 0, 0, h, x, y, Op.concat_matrix, imob, Op.use_xobject, Op.grestore) else: tr1, tr2, tr3, tr4, tr5, tr6 = transform.frozen().to_values() self.file.output(Op.gsave, 1, 0, 0, 1, x, y, Op.concat_matrix, tr1, tr2, tr3, tr4, tr5, tr6, Op.concat_matrix, imob, Op.use_xobject, Op.grestore) def draw_path(self, gc, path, transform, rgbFace=None): self.check_gc(gc, rgbFace) self.file.writePath( path, transform, rgbFace is None and gc.get_hatch_path() is None, gc.get_sketch_params()) self.file.output(self.gc.paint()) def draw_path_collection(self, gc, master_transform, paths, all_transforms, offsets, offsetTrans, facecolors, edgecolors, linewidths, linestyles, antialiaseds, urls, offset_position): # We can only reuse the objects if the presence of fill and # stroke (and the amount of alpha for each) is the same for # all of them can_do_optimization = True facecolors = np.asarray(facecolors) edgecolors = np.asarray(edgecolors) if not len(facecolors): filled = False can_do_optimization = not gc.get_hatch() else: if np.all(facecolors[:, 3] == facecolors[0, 3]): filled = facecolors[0, 3] != 0.0 else: can_do_optimization = False if not len(edgecolors): stroked = False else: if np.all(np.asarray(linewidths) == 0.0): stroked = False elif np.all(edgecolors[:, 3] == edgecolors[0, 3]): stroked = edgecolors[0, 3] != 0.0 else: can_do_optimization = False # Is the optimization worth it? Rough calculation: # cost of emitting a path in-line is len_path * uses_per_path # cost of XObject is len_path + 5 for the definition, # uses_per_path for the uses len_path = len(paths[0].vertices) if len(paths) > 0 else 0 uses_per_path = self._iter_collection_uses_per_path( paths, all_transforms, offsets, facecolors, edgecolors) should_do_optimization = \ len_path + uses_per_path + 5 < len_path * uses_per_path if (not can_do_optimization) or (not should_do_optimization): return RendererBase.draw_path_collection( self, gc, master_transform, paths, all_transforms, offsets, offsetTrans, facecolors, edgecolors, linewidths, linestyles, antialiaseds, urls, offset_position) padding = np.max(linewidths) path_codes = [] for i, (path, transform) in enumerate(self._iter_collection_raw_paths( master_transform, paths, all_transforms)): name = self.file.pathCollectionObject( gc, path, transform, padding, filled, stroked) path_codes.append(name) output = self.file.output output(*self.gc.push()) lastx, lasty = 0, 0 for xo, yo, path_id, gc0, rgbFace in self._iter_collection( gc, master_transform, all_transforms, path_codes, offsets, offsetTrans, facecolors, edgecolors, linewidths, linestyles, antialiaseds, urls, offset_position): self.check_gc(gc0, rgbFace) dx, dy = xo - lastx, yo - lasty output(1, 0, 0, 1, dx, dy, Op.concat_matrix, path_id, Op.use_xobject) lastx, lasty = xo, yo output(*self.gc.pop()) def draw_markers(self, gc, marker_path, marker_trans, path, trans, rgbFace=None): # Same logic as in draw_path_collection len_marker_path = len(marker_path) uses = len(path) if len_marker_path * uses < len_marker_path + uses + 5: RendererBase.draw_markers(self, gc, marker_path, marker_trans, path, trans, rgbFace) return self.check_gc(gc, rgbFace) fill = gc.fill(rgbFace) stroke = gc.stroke() output = self.file.output marker = self.file.markerObject( marker_path, marker_trans, fill, stroke, self.gc._linewidth, gc.get_joinstyle(), gc.get_capstyle()) output(Op.gsave) lastx, lasty = 0, 0 for vertices, code in path.iter_segments( trans, clip=(0, 0, self.file.width*72, self.file.height*72), simplify=False): if len(vertices): x, y = vertices[-2:] if (x < 0 or y < 0 or x > self.file.width * 72 or y > self.file.height * 72): continue dx, dy = x - lastx, y - lasty output(1, 0, 0, 1, dx, dy, Op.concat_matrix, marker, Op.use_xobject) lastx, lasty = x, y output(Op.grestore) def draw_gouraud_triangle(self, gc, points, colors, trans): self.draw_gouraud_triangles(gc, points.reshape((1, 3, 2)), colors.reshape((1, 3, 4)), trans) def draw_gouraud_triangles(self, gc, points, colors, trans): assert len(points) == len(colors) assert points.ndim == 3 assert points.shape[1] == 3 assert points.shape[2] == 2 assert colors.ndim == 3 assert colors.shape[1] == 3 assert colors.shape[2] == 4 shape = points.shape points = points.reshape((shape[0] * shape[1], 2)) tpoints = trans.transform(points) tpoints = tpoints.reshape(shape) name = self.file.addGouraudTriangles(tpoints, colors) self.check_gc(gc) self.file.output(name, Op.shading) def _setup_textpos(self, x, y, angle, oldx=0, oldy=0, oldangle=0): if angle == oldangle == 0: self.file.output(x - oldx, y - oldy, Op.textpos) else: angle = angle / 180.0 * pi self.file.output(cos(angle), sin(angle), -sin(angle), cos(angle), x, y, Op.textmatrix) self.file.output(0, 0, Op.textpos) def draw_mathtext(self, gc, x, y, s, prop, angle): # TODO: fix positioning and encoding width, height, descent, glyphs, rects, used_characters = \ self.mathtext_parser.parse(s, 72, prop) self.merge_used_characters(used_characters) # When using Type 3 fonts, we can't use character codes higher # than 255, so we use the "Do" command to render those # instead. global_fonttype = rcParams['pdf.fonttype'] # Set up a global transformation matrix for the whole math expression a = angle / 180.0 * pi self.file.output(Op.gsave) self.file.output(cos(a), sin(a), -sin(a), cos(a), x, y, Op.concat_matrix) self.check_gc(gc, gc._rgb) self.file.output(Op.begin_text) prev_font = None, None oldx, oldy = 0, 0 for ox, oy, fontname, fontsize, num, symbol_name in glyphs: if is_opentype_cff_font(fontname): fonttype = 42 else: fonttype = global_fonttype if fonttype == 42 or num <= 255: self._setup_textpos(ox, oy, 0, oldx, oldy) oldx, oldy = ox, oy if (fontname, fontsize) != prev_font: self.file.output(self.file.fontName(fontname), fontsize, Op.selectfont) prev_font = fontname, fontsize self.file.output(self.encode_string(unichr(num), fonttype), Op.show) self.file.output(Op.end_text) # If using Type 3 fonts, render all of the multi-byte characters # as XObjects using the 'Do' command. if global_fonttype == 3: for ox, oy, fontname, fontsize, num, symbol_name in glyphs: if is_opentype_cff_font(fontname): fonttype = 42 else: fonttype = global_fonttype if fonttype == 3 and num > 255: self.file.fontName(fontname) self.file.output(Op.gsave, 0.001 * fontsize, 0, 0, 0.001 * fontsize, ox, oy, Op.concat_matrix) name = self.file._get_xobject_symbol_name( fontname, symbol_name) self.file.output(Name(name), Op.use_xobject) self.file.output(Op.grestore) # Draw any horizontal lines in the math layout for ox, oy, width, height in rects: self.file.output(Op.gsave, ox, oy, width, height, Op.rectangle, Op.fill, Op.grestore) # Pop off the global transformation self.file.output(Op.grestore) def draw_tex(self, gc, x, y, s, prop, angle, ismath='TeX!', mtext=None): texmanager = self.get_texmanager() fontsize = prop.get_size_in_points() dvifile = texmanager.make_dvi(s, fontsize) dvi = dviread.Dvi(dvifile, 72) page = next(iter(dvi)) dvi.close() # Gather font information and do some setup for combining # characters into strings. The variable seq will contain a # sequence of font and text entries. A font entry is a list # ['font', name, size] where name is a Name object for the # font. A text entry is ['text', x, y, glyphs, x+w] where x # and y are the starting coordinates, w is the width, and # glyphs is a list; in this phase it will always contain just # one one-character string, but later it may have longer # strings interspersed with kern amounts. oldfont, seq = None, [] for x1, y1, dvifont, glyph, width in page.text: if dvifont != oldfont: pdfname = self.file.fontName(dvifont.texname) if dvifont.texname not in self.file.dviFontInfo: psfont = self.tex_font_mapping(dvifont.texname) self.file.dviFontInfo[dvifont.texname] = Bunch( fontfile=psfont.filename, basefont=psfont.psname, encodingfile=psfont.encoding, effects=psfont.effects, dvifont=dvifont) seq += [['font', pdfname, dvifont.size]] oldfont = dvifont # We need to convert the glyph numbers to bytes, and the easiest # way to do this on both Python 2 and 3 is .encode('latin-1') seq += [['text', x1, y1, [six.unichr(glyph).encode('latin-1')], x1+width]] # Find consecutive text strings with constant y coordinate and # combine into a sequence of strings and kerns, or just one # string (if any kerns would be less than 0.1 points). i, curx, fontsize = 0, 0, None while i < len(seq)-1: elt, nxt = seq[i:i+2] if elt[0] == 'font': fontsize = elt[2] elif elt[0] == nxt[0] == 'text' and elt[2] == nxt[2]: offset = elt[4] - nxt[1] if abs(offset) < 0.1: elt[3][-1] += nxt[3][0] elt[4] += nxt[4]-nxt[1] else: elt[3] += [offset*1000.0/fontsize, nxt[3][0]] elt[4] = nxt[4] del seq[i+1] continue i += 1 # Create a transform to map the dvi contents to the canvas. mytrans = Affine2D().rotate_deg(angle).translate(x, y) # Output the text. self.check_gc(gc, gc._rgb) self.file.output(Op.begin_text) curx, cury, oldx, oldy = 0, 0, 0, 0 for elt in seq: if elt[0] == 'font': self.file.output(elt[1], elt[2], Op.selectfont) elif elt[0] == 'text': curx, cury = mytrans.transform_point((elt[1], elt[2])) self._setup_textpos(curx, cury, angle, oldx, oldy) oldx, oldy = curx, cury if len(elt[3]) == 1: self.file.output(elt[3][0], Op.show) else: self.file.output(elt[3], Op.showkern) else: assert False self.file.output(Op.end_text) # Then output the boxes (e.g., variable-length lines of square # roots). boxgc = self.new_gc() boxgc.copy_properties(gc) boxgc.set_linewidth(0) pathops = [Path.MOVETO, Path.LINETO, Path.LINETO, Path.LINETO, Path.CLOSEPOLY] for x1, y1, h, w in page.boxes: path = Path([[x1, y1], [x1+w, y1], [x1+w, y1+h], [x1, y1+h], [0, 0]], pathops) self.draw_path(boxgc, path, mytrans, gc._rgb) def encode_string(self, s, fonttype): if fonttype in (1, 3): return s.encode('cp1252', 'replace') return s.encode('utf-16be', 'replace') def draw_text(self, gc, x, y, s, prop, angle, ismath=False, mtext=None): # TODO: combine consecutive texts into one BT/ET delimited section # This function is rather complex, since there is no way to # access characters of a Type 3 font with codes > 255. (Type # 3 fonts can not have a CIDMap). Therefore, we break the # string into chunks, where each chunk contains exclusively # 1-byte or exclusively 2-byte characters, and output each # chunk a separate command. 1-byte characters use the regular # text show command (Tj), whereas 2-byte characters use the # use XObject command (Do). If using Type 42 fonts, all of # this complication is avoided, but of course, those fonts can # not be subsetted. self.check_gc(gc, gc._rgb) if ismath: return self.draw_mathtext(gc, x, y, s, prop, angle) fontsize = prop.get_size_in_points() if rcParams['pdf.use14corefonts']: font = self._get_font_afm(prop) l, b, w, h = font.get_str_bbox(s) fonttype = 1 else: font = self._get_font_ttf(prop) self.track_characters(font, s) font.set_text(s, 0.0, flags=LOAD_NO_HINTING) fonttype = rcParams['pdf.fonttype'] # We can't subset all OpenType fonts, so switch to Type 42 # in that case. if is_opentype_cff_font(font.fname): fonttype = 42 def check_simple_method(s): """Determine if we should use the simple or woven method to output this text, and chunks the string into 1-byte and 2-byte sections if necessary.""" use_simple_method = True chunks = [] if not rcParams['pdf.use14corefonts']: if fonttype == 3 and not isinstance(s, bytes) and len(s) != 0: # Break the string into chunks where each chunk is either # a string of chars <= 255, or a single character > 255. s = six.text_type(s) for c in s: if ord(c) <= 255: char_type = 1 else: char_type = 2 if len(chunks) and chunks[-1][0] == char_type: chunks[-1][1].append(c) else: chunks.append((char_type, [c])) use_simple_method = (len(chunks) == 1 and chunks[-1][0] == 1) return use_simple_method, chunks def draw_text_simple(): """Outputs text using the simple method.""" self.file.output(Op.begin_text, self.file.fontName(prop), fontsize, Op.selectfont) self._setup_textpos(x, y, angle) self.file.output(self.encode_string(s, fonttype), Op.show, Op.end_text) def draw_text_woven(chunks): """Outputs text using the woven method, alternating between chunks of 1-byte characters and 2-byte characters. Only used for Type 3 fonts.""" chunks = [(a, ''.join(b)) for a, b in chunks] # Do the rotation and global translation as a single matrix # concatenation up front self.file.output(Op.gsave) a = angle / 180.0 * pi self.file.output(cos(a), sin(a), -sin(a), cos(a), x, y, Op.concat_matrix) # Output all the 1-byte characters in a BT/ET group, then # output all the 2-byte characters. for mode in (1, 2): newx = oldx = 0 # Output a 1-byte character chunk if mode == 1: self.file.output(Op.begin_text, self.file.fontName(prop), fontsize, Op.selectfont) for chunk_type, chunk in chunks: if mode == 1 and chunk_type == 1: self._setup_textpos(newx, 0, 0, oldx, 0, 0) self.file.output(self.encode_string(chunk, fonttype), Op.show) oldx = newx lastgind = None for c in chunk: ccode = ord(c) gind = font.get_char_index(ccode) if gind is not None: if mode == 2 and chunk_type == 2: glyph_name = font.get_glyph_name(gind) self.file.output(Op.gsave) self.file.output(0.001 * fontsize, 0, 0, 0.001 * fontsize, newx, 0, Op.concat_matrix) name = self.file._get_xobject_symbol_name( font.fname, glyph_name) self.file.output(Name(name), Op.use_xobject) self.file.output(Op.grestore) # Move the pointer based on the character width # and kerning glyph = font.load_char(ccode, flags=LOAD_NO_HINTING) if lastgind is not None: kern = font.get_kerning( lastgind, gind, KERNING_UNFITTED) else: kern = 0 lastgind = gind newx += kern/64.0 + glyph.linearHoriAdvance/65536.0 if mode == 1: self.file.output(Op.end_text) self.file.output(Op.grestore) use_simple_method, chunks = check_simple_method(s) if use_simple_method: return draw_text_simple() else: return draw_text_woven(chunks) def get_text_width_height_descent(self, s, prop, ismath): if rcParams['text.usetex']: texmanager = self.get_texmanager() fontsize = prop.get_size_in_points() w, h, d = texmanager.get_text_width_height_descent(s, fontsize, renderer=self) return w, h, d if ismath: w, h, d, glyphs, rects, used_characters = \ self.mathtext_parser.parse(s, 72, prop) elif rcParams['pdf.use14corefonts']: font = self._get_font_afm(prop) l, b, w, h, d = font.get_str_bbox_and_descent(s) scale = prop.get_size_in_points() w *= scale / 1000 h *= scale / 1000 d *= scale / 1000 else: font = self._get_font_ttf(prop) font.set_text(s, 0.0, flags=LOAD_NO_HINTING) w, h = font.get_width_height() scale = (1.0 / 64.0) w *= scale h *= scale d = font.get_descent() d *= scale return w, h, d def _get_font_afm(self, prop): key = hash(prop) font = self.afm_font_cache.get(key) if font is None: filename = findfont( prop, fontext='afm', directory=self.file._core14fontdir) if filename is None: filename = findfont( "Helvetica", fontext='afm', directory=self.file._core14fontdir) font = self.afm_font_cache.get(filename) if font is None: with open(filename, 'rb') as fh: font = AFM(fh) self.afm_font_cache[filename] = font self.afm_font_cache[key] = font return font def _get_font_ttf(self, prop): filename = findfont(prop) font = get_font(filename) font.clear() font.set_size(prop.get_size_in_points(), 72) return font def flipy(self): return False def get_canvas_width_height(self): return self.file.width * 72.0, self.file.height * 72.0 def new_gc(self): return GraphicsContextPdf(self.file) class GraphicsContextPdf(GraphicsContextBase): def __init__(self, file): GraphicsContextBase.__init__(self) self._fillcolor = (0.0, 0.0, 0.0) self._effective_alphas = (1.0, 1.0) self.file = file self.parent = None def __repr__(self): d = dict(self.__dict__) del d['file'] del d['parent'] return repr(d) def stroke(self): """ Predicate: does the path need to be stroked (its outline drawn)? This tests for the various conditions that disable stroking the path, in which case it would presumably be filled. """ # _linewidth > 0: in pdf a line of width 0 is drawn at minimum # possible device width, but e.g., agg doesn't draw at all return (self._linewidth > 0 and self._alpha > 0 and (len(self._rgb) <= 3 or self._rgb[3] != 0.0)) def fill(self, *args): """ Predicate: does the path need to be filled? An optional argument can be used to specify an alternative _fillcolor, as needed by RendererPdf.draw_markers. """ if len(args): _fillcolor = args[0] else: _fillcolor = self._fillcolor return (self._hatch or (_fillcolor is not None and (len(_fillcolor) <= 3 or _fillcolor[3] != 0.0))) def paint(self): """ Return the appropriate pdf operator to cause the path to be stroked, filled, or both. """ return Op.paint_path(self.fill(), self.stroke()) capstyles = {'butt': 0, 'round': 1, 'projecting': 2} joinstyles = {'miter': 0, 'round': 1, 'bevel': 2} def capstyle_cmd(self, style): return [self.capstyles[style], Op.setlinecap] def joinstyle_cmd(self, style): return [self.joinstyles[style], Op.setlinejoin] def linewidth_cmd(self, width): return [width, Op.setlinewidth] def dash_cmd(self, dashes): offset, dash = dashes if dash is None: dash = [] offset = 0 return [list(dash), offset, Op.setdash] def alpha_cmd(self, alpha, forced, effective_alphas): name = self.file.alphaState(effective_alphas) return [name, Op.setgstate] def hatch_cmd(self, hatch): if not hatch: if self._fillcolor is not None: return self.fillcolor_cmd(self._fillcolor) else: return [Name('DeviceRGB'), Op.setcolorspace_nonstroke] else: hatch_style = (self._hatch_color, self._fillcolor, hatch) name = self.file.hatchPattern(hatch_style) return [Name('Pattern'), Op.setcolorspace_nonstroke, name, Op.setcolor_nonstroke] def rgb_cmd(self, rgb): if rcParams['pdf.inheritcolor']: return [] if rgb[0] == rgb[1] == rgb[2]: return [rgb[0], Op.setgray_stroke] else: return list(rgb[:3]) + [Op.setrgb_stroke] def fillcolor_cmd(self, rgb): if rgb is None or rcParams['pdf.inheritcolor']: return [] elif rgb[0] == rgb[1] == rgb[2]: return [rgb[0], Op.setgray_nonstroke] else: return list(rgb[:3]) + [Op.setrgb_nonstroke] def push(self): parent = GraphicsContextPdf(self.file) parent.copy_properties(self) parent.parent = self.parent self.parent = parent return [Op.gsave] def pop(self): assert self.parent is not None self.copy_properties(self.parent) self.parent = self.parent.parent return [Op.grestore] def clip_cmd(self, cliprect, clippath): """Set clip rectangle. Calls self.pop() and self.push().""" cmds = [] # Pop graphics state until we hit the right one or the stack is empty while ((self._cliprect, self._clippath) != (cliprect, clippath) and self.parent is not None): cmds.extend(self.pop()) # Unless we hit the right one, set the clip polygon if ((self._cliprect, self._clippath) != (cliprect, clippath) or self.parent is None): cmds.extend(self.push()) if self._cliprect != cliprect: cmds.extend([cliprect, Op.rectangle, Op.clip, Op.endpath]) if self._clippath != clippath: path, affine = clippath.get_transformed_path_and_affine() cmds.extend( PdfFile.pathOperations(path, affine, simplify=False) + [Op.clip, Op.endpath]) return cmds commands = ( # must come first since may pop (('_cliprect', '_clippath'), clip_cmd), (('_alpha', '_forced_alpha', '_effective_alphas'), alpha_cmd), (('_capstyle',), capstyle_cmd), (('_fillcolor',), fillcolor_cmd), (('_joinstyle',), joinstyle_cmd), (('_linewidth',), linewidth_cmd), (('_dashes',), dash_cmd), (('_rgb',), rgb_cmd), (('_hatch',), hatch_cmd), # must come after fillcolor and rgb ) # TODO: _linestyle def delta(self, other): """ Copy properties of other into self and return PDF commands needed to transform self into other. """ cmds = [] fill_performed = False for params, cmd in self.commands: different = False for p in params: ours = getattr(self, p) theirs = getattr(other, p) try: if (ours is None or theirs is None): different = bool(not(ours is theirs)) else: different = bool(ours != theirs) except ValueError: ours = np.asarray(ours) theirs = np.asarray(theirs) different = (ours.shape != theirs.shape or np.any(ours != theirs)) if different: break # Need to update hatching if we also updated fillcolor if params == ('_hatch',) and fill_performed: different = True if different: if params == ('_fillcolor',): fill_performed = True theirs = [getattr(other, p) for p in params] cmds.extend(cmd(self, *theirs)) for p in params: setattr(self, p, getattr(other, p)) return cmds def copy_properties(self, other): """ Copy properties of other into self. """ GraphicsContextBase.copy_properties(self, other) fillcolor = getattr(other, '_fillcolor', self._fillcolor) effective_alphas = getattr(other, '_effective_alphas', self._effective_alphas) self._fillcolor = fillcolor self._effective_alphas = effective_alphas def finalize(self): """ Make sure every pushed graphics state is popped. """ cmds = [] while self.parent is not None: cmds.extend(self.pop()) return cmds ######################################################################## # # The following functions and classes are for pylab and implement # window/figure managers, etc... # ######################################################################## def new_figure_manager(num, *args, **kwargs): """ Create a new figure manager instance """ # if a main-level app must be created, this is the usual place to # do it -- see backend_wx, backend_wxagg and backend_tkagg for # examples. Not all GUIs require explicit instantiation of a # main-level app (egg backend_gtk, backend_gtkagg) for pylab FigureClass = kwargs.pop('FigureClass', Figure) thisFig = FigureClass(*args, **kwargs) return new_figure_manager_given_figure(num, thisFig) def new_figure_manager_given_figure(num, figure): """ Create a new figure manager instance for the given figure. """ canvas = FigureCanvasPdf(figure) manager = FigureManagerPdf(canvas, num) return manager class PdfPages(object): """ A multi-page PDF file. Examples -------- >>> import matplotlib.pyplot as plt >>> # Initialize: >>> with PdfPages('foo.pdf') as pdf: ... # As many times as you like, create a figure fig and save it: ... fig = plt.figure() ... pdf.savefig(fig) ... # When no figure is specified the current figure is saved ... pdf.savefig() Notes ----- In reality :class:`PdfPages` is a thin wrapper around :class:`PdfFile`, in order to avoid confusion when using :func:`~matplotlib.pyplot.savefig` and forgetting the format argument. """ __slots__ = ('_file', 'keep_empty') def __init__(self, filename, keep_empty=True): """ Create a new PdfPages object. Parameters ---------- filename: str Plots using :meth:`PdfPages.savefig` will be written to a file at this location. The file is opened at once and any older file with the same name is overwritten. keep_empty: bool, optional If set to False, then empty pdf files will be deleted automatically when closed. """ self._file = PdfFile(filename) self.keep_empty = keep_empty def __enter__(self): return self def __exit__(self, exc_type, exc_val, exc_tb): self.close() def close(self): """ Finalize this object, making the underlying file a complete PDF file. """ self._file.close() if (self.get_pagecount() == 0 and not self.keep_empty and not self._file.passed_in_file_object): os.remove(self._file.fh.name) self._file = None def infodict(self): """ Return a modifiable information dictionary object (see PDF reference section 10.2.1 'Document Information Dictionary'). """ return self._file.infoDict def savefig(self, figure=None, **kwargs): """ Saves a :class:`~matplotlib.figure.Figure` to this file as a new page. Any other keyword arguments are passed to :meth:`~matplotlib.figure.Figure.savefig`. Parameters ---------- figure: :class:`~matplotlib.figure.Figure` or int, optional Specifies what figure is saved to file. If not specified, the active figure is saved. If a :class:`~matplotlib.figure.Figure` instance is provided, this figure is saved. If an int is specified, the figure instance to save is looked up by number. """ if isinstance(figure, Figure): figure.savefig(self, format='pdf', **kwargs) else: if figure is None: figureManager = Gcf.get_active() else: figureManager = Gcf.get_fig_manager(figure) if figureManager is None: raise ValueError("No such figure: " + repr(figure)) else: figureManager.canvas.figure.savefig(self, format='pdf', **kwargs) def get_pagecount(self): """ Returns the current number of pages in the multipage pdf file. """ return len(self._file.pageList) def attach_note(self, text, positionRect=[-100, -100, 0, 0]): """ Add a new text note to the page to be saved next. The optional positionRect specifies the position of the new note on the page. It is outside the page per default to make sure it is invisible on printouts. """ self._file.newTextnote(text, positionRect) class FigureCanvasPdf(FigureCanvasBase): """ The canvas the figure renders into. Calls the draw and print fig methods, creates the renderers, etc... Public attribute figure - A Figure instance """ fixed_dpi = 72 def draw(self): pass filetypes = {'pdf': 'Portable Document Format'} def get_default_filetype(self): return 'pdf' def print_pdf(self, filename, **kwargs): image_dpi = kwargs.get('dpi', 72) # dpi to use for images self.figure.set_dpi(72) # there are 72 pdf points to an inch width, height = self.figure.get_size_inches() if isinstance(filename, PdfPages): file = filename._file else: file = PdfFile(filename) try: file.newPage(width, height) _bbox_inches_restore = kwargs.pop("bbox_inches_restore", None) renderer = MixedModeRenderer( self.figure, width, height, image_dpi, RendererPdf(file, image_dpi, height, width), bbox_inches_restore=_bbox_inches_restore) self.figure.draw(renderer) renderer.finalize() finally: if isinstance(filename, PdfPages): # finish off this page file.endStream() else: # we opened the file above; now finish it off file.close() class FigureManagerPdf(FigureManagerBase): pass FigureCanvas = FigureCanvasPdf FigureManager = FigureManagerPdf
gpl-3.0
kevinthesun/mxnet
python/mxnet/model.py
17
39894
# Licensed to the Apache Software Foundation (ASF) under one # or more contributor license agreements. See the NOTICE file # distributed with this work for additional information # regarding copyright ownership. The ASF licenses this file # to you under the Apache License, Version 2.0 (the # "License"); you may not use this file except in compliance # with the License. You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, # software distributed under the License is distributed on an # "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY # KIND, either express or implied. See the License for the # specific language governing permissions and limitations # under the License. # pylint: disable=fixme, invalid-name, too-many-arguments, too-many-locals, too-many-lines # pylint: disable=too-many-branches, too-many-statements """MXNet model module""" from __future__ import absolute_import, print_function import time import logging import warnings from collections import namedtuple import numpy as np from . import io from . import nd from . import symbol as sym from . import optimizer as opt from . import metric from . import kvstore as kvs from .context import Context, cpu from .initializer import Uniform from .optimizer import get_updater from .executor_manager import DataParallelExecutorManager, _check_arguments, _load_data from .io import DataDesc from .base import mx_real_t BASE_ESTIMATOR = object try: from sklearn.base import BaseEstimator BASE_ESTIMATOR = BaseEstimator except ImportError: SKLEARN_INSTALLED = False # Parameter to pass to batch_end_callback BatchEndParam = namedtuple('BatchEndParams', ['epoch', 'nbatch', 'eval_metric', 'locals']) def _create_kvstore(kvstore, num_device, arg_params): """Create kvstore This function select and create a proper kvstore if given the kvstore type. Parameters ---------- kvstore : KVStore or str The kvstore. num_device : int The number of devices arg_params : dict of str to `NDArray`. Model parameter, dict of name to `NDArray` of net's weights. """ update_on_kvstore = True if kvstore is None: kv = None elif isinstance(kvstore, kvs.KVStore): kv = kvstore elif isinstance(kvstore, str): # create kvstore using the string type if num_device is 1 and 'dist' not in kvstore: # no need to use kv for single device and single machine kv = None else: kv = kvs.create(kvstore) if kvstore == 'local': # automatically select a proper local max_size = max(np.prod(param.shape) for param in arg_params.values()) if max_size > 1024 * 1024 * 16: update_on_kvstore = False else: raise TypeError('kvstore must be KVStore, str or None') if kv is None: update_on_kvstore = False return (kv, update_on_kvstore) def _initialize_kvstore(kvstore, param_arrays, arg_params, param_names, update_on_kvstore): """Initialize kvstore""" for idx, param_on_devs in enumerate(param_arrays): name = param_names[idx] kvstore.init(name, arg_params[name]) if update_on_kvstore: kvstore.pull(name, param_on_devs, priority=-idx) def _update_params_on_kvstore(param_arrays, grad_arrays, kvstore, param_names): """Perform update of param_arrays from grad_arrays on kvstore.""" for index, pair in enumerate(zip(param_arrays, grad_arrays)): arg_list, grad_list = pair if grad_list[0] is None: continue name = param_names[index] # push gradient, priority is negative index kvstore.push(name, grad_list, priority=-index) # pull back the weights kvstore.pull(name, arg_list, priority=-index) def _update_params(param_arrays, grad_arrays, updater, num_device, kvstore=None, param_names=None): """Perform update of param_arrays from grad_arrays not on kvstore.""" for i, pair in enumerate(zip(param_arrays, grad_arrays)): arg_list, grad_list = pair if grad_list[0] is None: continue index = i if kvstore: name = param_names[index] # push gradient, priority is negative index kvstore.push(name, grad_list, priority=-index) # pull back the sum gradients, to the same locations. kvstore.pull(name, grad_list, priority=-index) for k, p in enumerate(zip(arg_list, grad_list)): # faked an index here, to make optimizer create diff # state for the same index but on diff devs, TODO(mli) # use a better solution later w, g = p updater(index*num_device+k, g, w) def _multiple_callbacks(callbacks, *args, **kwargs): """Sends args and kwargs to any configured callbacks. This handles the cases where the 'callbacks' variable is ``None``, a single function, or a list. """ if isinstance(callbacks, list): for cb in callbacks: cb(*args, **kwargs) return if callbacks: callbacks(*args, **kwargs) def _train_multi_device(symbol, ctx, arg_names, param_names, aux_names, arg_params, aux_params, begin_epoch, end_epoch, epoch_size, optimizer, kvstore, update_on_kvstore, train_data, eval_data=None, eval_metric=None, epoch_end_callback=None, batch_end_callback=None, logger=None, work_load_list=None, monitor=None, eval_end_callback=None, eval_batch_end_callback=None, sym_gen=None): """Internal training function on multiple devices. This function will also work for single device as well. Parameters ---------- symbol : Symbol The network configuration. ctx : list of Context The training devices. arg_names: list of str Name of all arguments of the network. param_names: list of str Name of all trainable parameters of the network. aux_names: list of str Name of all auxiliary states of the network. arg_params : dict of str to NDArray Model parameter, dict of name to NDArray of net's weights. aux_params : dict of str to NDArray Model parameter, dict of name to NDArray of net's auxiliary states. begin_epoch : int The begining training epoch. end_epoch : int The end training epoch. epoch_size : int, optional Number of batches in a epoch. In default, it is set to ``ceil(num_train_examples / batch_size)``. optimizer : Optimizer The optimization algorithm train_data : DataIter Training data iterator. eval_data : DataIter Validation data iterator. eval_metric : EvalMetric An evaluation function or a list of evaluation functions. epoch_end_callback : callable(epoch, symbol, arg_params, aux_states) A callback that is invoked at end of each epoch. This can be used to checkpoint model each epoch. batch_end_callback : callable(BatchEndParams) A callback that is invoked at end of each batch. This can be used to measure speed, get result from evaluation metric. etc. kvstore : KVStore The KVStore. update_on_kvstore : bool Whether or not perform weight updating on kvstore. logger : logging logger When not specified, default logger will be used. work_load_list : list of float or int, optional The list of work load for different devices, in the same order as ``ctx``. monitor : Monitor, optional Monitor installed to executor, for monitoring outputs, weights, and gradients for debugging. Notes ----- - This function will inplace update the NDArrays in `arg_params` and `aux_states`. """ if logger is None: logger = logging executor_manager = DataParallelExecutorManager(symbol=symbol, sym_gen=sym_gen, ctx=ctx, train_data=train_data, param_names=param_names, arg_names=arg_names, aux_names=aux_names, work_load_list=work_load_list, logger=logger) if monitor: executor_manager.install_monitor(monitor) executor_manager.set_params(arg_params, aux_params) if not update_on_kvstore: updater = get_updater(optimizer) if kvstore: _initialize_kvstore(kvstore=kvstore, param_arrays=executor_manager.param_arrays, arg_params=arg_params, param_names=executor_manager.param_names, update_on_kvstore=update_on_kvstore) if update_on_kvstore: kvstore.set_optimizer(optimizer) # Now start training train_data.reset() for epoch in range(begin_epoch, end_epoch): # Training phase tic = time.time() eval_metric.reset() nbatch = 0 # Iterate over training data. while True: do_reset = True for data_batch in train_data: executor_manager.load_data_batch(data_batch) if monitor is not None: monitor.tic() executor_manager.forward(is_train=True) executor_manager.backward() if update_on_kvstore: _update_params_on_kvstore(executor_manager.param_arrays, executor_manager.grad_arrays, kvstore, executor_manager.param_names) else: _update_params(executor_manager.param_arrays, executor_manager.grad_arrays, updater=updater, num_device=len(ctx), kvstore=kvstore, param_names=executor_manager.param_names) if monitor is not None: monitor.toc_print() # evaluate at end, so we can lazy copy executor_manager.update_metric(eval_metric, data_batch.label) nbatch += 1 # batch callback (for print purpose) if batch_end_callback is not None: batch_end_params = BatchEndParam(epoch=epoch, nbatch=nbatch, eval_metric=eval_metric, locals=locals()) _multiple_callbacks(batch_end_callback, batch_end_params) # this epoch is done possibly earlier if epoch_size is not None and nbatch >= epoch_size: do_reset = False break if do_reset: logger.info('Epoch[%d] Resetting Data Iterator', epoch) train_data.reset() # this epoch is done if epoch_size is None or nbatch >= epoch_size: break toc = time.time() logger.info('Epoch[%d] Time cost=%.3f', epoch, (toc - tic)) if epoch_end_callback or epoch + 1 == end_epoch: executor_manager.copy_to(arg_params, aux_params) _multiple_callbacks(epoch_end_callback, epoch, symbol, arg_params, aux_params) # evaluation if eval_data: eval_metric.reset() eval_data.reset() total_num_batch = 0 for i, eval_batch in enumerate(eval_data): executor_manager.load_data_batch(eval_batch) executor_manager.forward(is_train=False) executor_manager.update_metric(eval_metric, eval_batch.label) if eval_batch_end_callback is not None: batch_end_params = BatchEndParam(epoch=epoch, nbatch=i, eval_metric=eval_metric, locals=locals()) _multiple_callbacks(eval_batch_end_callback, batch_end_params) total_num_batch += 1 if eval_end_callback is not None: eval_end_params = BatchEndParam(epoch=epoch, nbatch=total_num_batch, eval_metric=eval_metric, locals=locals()) _multiple_callbacks(eval_end_callback, eval_end_params) eval_data.reset() # end of all epochs return def save_checkpoint(prefix, epoch, symbol, arg_params, aux_params): """Checkpoint the model data into file. Parameters ---------- prefix : str Prefix of model name. epoch : int The epoch number of the model. symbol : Symbol The input Symbol. arg_params : dict of str to NDArray Model parameter, dict of name to NDArray of net's weights. aux_params : dict of str to NDArray Model parameter, dict of name to NDArray of net's auxiliary states. Notes ----- - ``prefix-symbol.json`` will be saved for symbol. - ``prefix-epoch.params`` will be saved for parameters. """ if symbol is not None: symbol.save('%s-symbol.json' % prefix) save_dict = {('arg:%s' % k) : v.as_in_context(cpu()) for k, v in arg_params.items()} save_dict.update({('aux:%s' % k) : v.as_in_context(cpu()) for k, v in aux_params.items()}) param_name = '%s-%04d.params' % (prefix, epoch) nd.save(param_name, save_dict) logging.info('Saved checkpoint to \"%s\"', param_name) def load_checkpoint(prefix, epoch): """Load model checkpoint from file. Parameters ---------- prefix : str Prefix of model name. epoch : int Epoch number of model we would like to load. Returns ------- symbol : Symbol The symbol configuration of computation network. arg_params : dict of str to NDArray Model parameter, dict of name to NDArray of net's weights. aux_params : dict of str to NDArray Model parameter, dict of name to NDArray of net's auxiliary states. Notes ----- - Symbol will be loaded from ``prefix-symbol.json``. - Parameters will be loaded from ``prefix-epoch.params``. """ symbol = sym.load('%s-symbol.json' % prefix) save_dict = nd.load('%s-%04d.params' % (prefix, epoch)) arg_params = {} aux_params = {} for k, v in save_dict.items(): tp, name = k.split(':', 1) if tp == 'arg': arg_params[name] = v if tp == 'aux': aux_params[name] = v return (symbol, arg_params, aux_params) from .callback import LogValidationMetricsCallback # pylint: disable=wrong-import-position class FeedForward(BASE_ESTIMATOR): """Model class of MXNet for training and predicting feedforward nets. This class is designed for a single-data single output supervised network. Parameters ---------- symbol : Symbol The symbol configuration of computation network. ctx : Context or list of Context, optional The device context of training and prediction. To use multi GPU training, pass in a list of gpu contexts. num_epoch : int, optional Training parameter, number of training epochs(epochs). epoch_size : int, optional Number of batches in a epoch. In default, it is set to ``ceil(num_train_examples / batch_size)``. optimizer : str or Optimizer, optional Training parameter, name or optimizer object for training. initializer : initializer function, optional Training parameter, the initialization scheme used. numpy_batch_size : int, optional The batch size of training data. Only needed when input array is numpy. arg_params : dict of str to NDArray, optional Model parameter, dict of name to NDArray of net's weights. aux_params : dict of str to NDArray, optional Model parameter, dict of name to NDArray of net's auxiliary states. allow_extra_params : boolean, optional Whether allow extra parameters that are not needed by symbol to be passed by aux_params and ``arg_params``. If this is True, no error will be thrown when ``aux_params`` and ``arg_params`` contain more parameters than needed. begin_epoch : int, optional The begining training epoch. kwargs : dict The additional keyword arguments passed to optimizer. """ def __init__(self, symbol, ctx=None, num_epoch=None, epoch_size=None, optimizer='sgd', initializer=Uniform(0.01), numpy_batch_size=128, arg_params=None, aux_params=None, allow_extra_params=False, begin_epoch=0, **kwargs): warnings.warn( '\033[91mmxnet.model.FeedForward has been deprecated. ' + \ 'Please use mxnet.mod.Module instead.\033[0m', DeprecationWarning, stacklevel=2) if isinstance(symbol, sym.Symbol): self.symbol = symbol self.sym_gen = None else: assert(callable(symbol)) self.symbol = None self.sym_gen = symbol # model parameters self.arg_params = arg_params self.aux_params = aux_params self.allow_extra_params = allow_extra_params self.argument_checked = False if self.sym_gen is None: self._check_arguments() # basic configuration if ctx is None: ctx = [cpu()] elif isinstance(ctx, Context): ctx = [ctx] self.ctx = ctx # training parameters self.num_epoch = num_epoch self.epoch_size = epoch_size self.kwargs = kwargs.copy() self.optimizer = optimizer self.initializer = initializer self.numpy_batch_size = numpy_batch_size # internal helper state self._pred_exec = None self.begin_epoch = begin_epoch def _check_arguments(self): """verify the argument of the default symbol and user provided parameters""" if self.argument_checked: return assert(self.symbol is not None) self.argument_checked = True # check if symbol contain duplicated names. _check_arguments(self.symbol) # rematch parameters to delete useless ones if self.allow_extra_params: if self.arg_params: arg_names = set(self.symbol.list_arguments()) self.arg_params = {k : v for k, v in self.arg_params.items() if k in arg_names} if self.aux_params: aux_names = set(self.symbol.list_auxiliary_states()) self.aux_params = {k : v for k, v in self.aux_params.items() if k in aux_names} @staticmethod def _is_data_arg(name): """Check if name is a data argument.""" return name.endswith('data') or name.endswith('label') def _init_params(self, inputs, overwrite=False): """Initialize weight parameters and auxiliary states.""" inputs = [x if isinstance(x, DataDesc) else DataDesc(*x) for x in inputs] input_shapes = {item.name: item.shape for item in inputs} arg_shapes, _, aux_shapes = self.symbol.infer_shape(**input_shapes) assert arg_shapes is not None input_dtypes = {item.name: item.dtype for item in inputs} arg_dtypes, _, aux_dtypes = self.symbol.infer_type(**input_dtypes) assert arg_dtypes is not None arg_names = self.symbol.list_arguments() input_names = input_shapes.keys() param_names = [key for key in arg_names if key not in input_names] aux_names = self.symbol.list_auxiliary_states() param_name_attrs = [x for x in zip(arg_names, arg_shapes, arg_dtypes) if x[0] in param_names] arg_params = {k : nd.zeros(shape=s, dtype=t) for k, s, t in param_name_attrs} aux_name_attrs = [x for x in zip(aux_names, aux_shapes, aux_dtypes) if x[0] in aux_names] aux_params = {k : nd.zeros(shape=s, dtype=t) for k, s, t in aux_name_attrs} for k, v in arg_params.items(): if self.arg_params and k in self.arg_params and (not overwrite): arg_params[k][:] = self.arg_params[k][:] else: self.initializer(k, v) for k, v in aux_params.items(): if self.aux_params and k in self.aux_params and (not overwrite): aux_params[k][:] = self.aux_params[k][:] else: self.initializer(k, v) self.arg_params = arg_params self.aux_params = aux_params return (arg_names, list(param_names), aux_names) def __getstate__(self): this = self.__dict__.copy() this['_pred_exec'] = None return this def __setstate__(self, state): self.__dict__.update(state) def _init_predictor(self, input_shapes, type_dict=None): """Initialize the predictor module for running prediction.""" if self._pred_exec is not None: arg_shapes, _, _ = self.symbol.infer_shape(**dict(input_shapes)) assert arg_shapes is not None, "Incomplete input shapes" pred_shapes = [x.shape for x in self._pred_exec.arg_arrays] if arg_shapes == pred_shapes: return # for now only use the first device pred_exec = self.symbol.simple_bind( self.ctx[0], grad_req='null', type_dict=type_dict, **dict(input_shapes)) pred_exec.copy_params_from(self.arg_params, self.aux_params) _check_arguments(self.symbol) self._pred_exec = pred_exec def _init_iter(self, X, y, is_train): """Initialize the iterator given input.""" if isinstance(X, (np.ndarray, nd.NDArray)): if y is None: if is_train: raise ValueError('y must be specified when X is numpy.ndarray') else: y = np.zeros(X.shape[0]) if not isinstance(y, (np.ndarray, nd.NDArray)): raise TypeError('y must be ndarray when X is numpy.ndarray') if X.shape[0] != y.shape[0]: raise ValueError("The numbers of data points and labels not equal") if y.ndim == 2 and y.shape[1] == 1: y = y.flatten() if y.ndim != 1: raise ValueError("Label must be 1D or 2D (with 2nd dimension being 1)") if is_train: return io.NDArrayIter(X, y, min(X.shape[0], self.numpy_batch_size), shuffle=is_train, last_batch_handle='roll_over') else: return io.NDArrayIter(X, y, min(X.shape[0], self.numpy_batch_size), shuffle=False) if not isinstance(X, io.DataIter): raise TypeError('X must be DataIter, NDArray or numpy.ndarray') return X def _init_eval_iter(self, eval_data): """Initialize the iterator given eval_data.""" if eval_data is None: return eval_data if isinstance(eval_data, (tuple, list)) and len(eval_data) == 2: if eval_data[0] is not None: if eval_data[1] is None and isinstance(eval_data[0], io.DataIter): return eval_data[0] input_data = (np.array(eval_data[0]) if isinstance(eval_data[0], list) else eval_data[0]) input_label = (np.array(eval_data[1]) if isinstance(eval_data[1], list) else eval_data[1]) return self._init_iter(input_data, input_label, is_train=True) else: raise ValueError("Eval data is NONE") if not isinstance(eval_data, io.DataIter): raise TypeError('Eval data must be DataIter, or ' \ 'NDArray/numpy.ndarray/list pair (i.e. tuple/list of length 2)') return eval_data def predict(self, X, num_batch=None, return_data=False, reset=True): """Run the prediction, always only use one device. Parameters ---------- X : mxnet.DataIter num_batch : int or None The number of batch to run. Go though all batches if ``None``. Returns ------- y : numpy.ndarray or a list of numpy.ndarray if the network has multiple outputs. The predicted value of the output. """ X = self._init_iter(X, None, is_train=False) if reset: X.reset() data_shapes = X.provide_data data_names = [x[0] for x in data_shapes] type_dict = dict((key, value.dtype) for (key, value) in self.arg_params.items()) for x in X.provide_data: if isinstance(x, DataDesc): type_dict[x.name] = x.dtype else: type_dict[x[0]] = mx_real_t self._init_predictor(data_shapes, type_dict) batch_size = X.batch_size data_arrays = [self._pred_exec.arg_dict[name] for name in data_names] output_list = [[] for _ in range(len(self._pred_exec.outputs))] if return_data: data_list = [[] for _ in X.provide_data] label_list = [[] for _ in X.provide_label] i = 0 for batch in X: _load_data(batch, data_arrays) self._pred_exec.forward(is_train=False) padded = batch.pad real_size = batch_size - padded for o_list, o_nd in zip(output_list, self._pred_exec.outputs): o_list.append(o_nd[0:real_size].asnumpy()) if return_data: for j, x in enumerate(batch.data): data_list[j].append(x[0:real_size].asnumpy()) for j, x in enumerate(batch.label): label_list[j].append(x[0:real_size].asnumpy()) i += 1 if num_batch is not None and i == num_batch: break outputs = [np.concatenate(x) for x in output_list] if len(outputs) == 1: outputs = outputs[0] if return_data: data = [np.concatenate(x) for x in data_list] label = [np.concatenate(x) for x in label_list] if len(data) == 1: data = data[0] if len(label) == 1: label = label[0] return outputs, data, label else: return outputs def score(self, X, eval_metric='acc', num_batch=None, batch_end_callback=None, reset=True): """Run the model given an input and calculate the score as assessed by an evaluation metric. Parameters ---------- X : mxnet.DataIter eval_metric : metric.metric The metric for calculating score. num_batch : int or None The number of batches to run. Go though all batches if ``None``. Returns ------- s : float The final score. """ # setup metric if not isinstance(eval_metric, metric.EvalMetric): eval_metric = metric.create(eval_metric) X = self._init_iter(X, None, is_train=False) if reset: X.reset() data_shapes = X.provide_data data_names = [x[0] for x in data_shapes] type_dict = dict((key, value.dtype) for (key, value) in self.arg_params.items()) for x in X.provide_data: if isinstance(x, DataDesc): type_dict[x.name] = x.dtype else: type_dict[x[0]] = mx_real_t self._init_predictor(data_shapes, type_dict) data_arrays = [self._pred_exec.arg_dict[name] for name in data_names] for i, batch in enumerate(X): if num_batch is not None and i == num_batch: break _load_data(batch, data_arrays) self._pred_exec.forward(is_train=False) eval_metric.update(batch.label, self._pred_exec.outputs) if batch_end_callback is not None: batch_end_params = BatchEndParam(epoch=0, nbatch=i, eval_metric=eval_metric, locals=locals()) _multiple_callbacks(batch_end_callback, batch_end_params) return eval_metric.get()[1] def fit(self, X, y=None, eval_data=None, eval_metric='acc', epoch_end_callback=None, batch_end_callback=None, kvstore='local', logger=None, work_load_list=None, monitor=None, eval_end_callback=LogValidationMetricsCallback(), eval_batch_end_callback=None): """Fit the model. Parameters ---------- X : DataIter, or numpy.ndarray/NDArray Training data. If `X` is a `DataIter`, the name or (if name not available) the position of its outputs should match the corresponding variable names defined in the symbolic graph. y : numpy.ndarray/NDArray, optional Training set label. If X is ``numpy.ndarray`` or `NDArray`, `y` is required to be set. While y can be 1D or 2D (with 2nd dimension as 1), its first dimension must be the same as `X`, i.e. the number of data points and labels should be equal. eval_data : DataIter or numpy.ndarray/list/NDArray pair If eval_data is numpy.ndarray/list/NDArray pair, it should be ``(valid_data, valid_label)``. eval_metric : metric.EvalMetric or str or callable The evaluation metric. This could be the name of evaluation metric or a custom evaluation function that returns statistics based on a minibatch. epoch_end_callback : callable(epoch, symbol, arg_params, aux_states) A callback that is invoked at end of each epoch. This can be used to checkpoint model each epoch. batch_end_callback: callable(epoch) A callback that is invoked at end of each batch for purposes of printing. kvstore: KVStore or str, optional The KVStore or a string kvstore type: 'local', 'dist_sync', 'dist_async' In default uses 'local', often no need to change for single machiine. logger : logging logger, optional When not specified, default logger will be used. work_load_list : float or int, optional The list of work load for different devices, in the same order as `ctx`. Note ---- KVStore behavior - 'local', multi-devices on a single machine, will automatically choose best type. - 'dist_sync', multiple machines communicating via BSP. - 'dist_async', multiple machines with asynchronous communication. """ data = self._init_iter(X, y, is_train=True) eval_data = self._init_eval_iter(eval_data) if self.sym_gen: self.symbol = self.sym_gen(data.default_bucket_key) # pylint: disable=no-member self._check_arguments() self.kwargs["sym"] = self.symbol arg_names, param_names, aux_names = \ self._init_params(data.provide_data+data.provide_label) # setup metric if not isinstance(eval_metric, metric.EvalMetric): eval_metric = metric.create(eval_metric) # create kvstore (kvstore, update_on_kvstore) = _create_kvstore( kvstore, len(self.ctx), self.arg_params) param_idx2name = {} if update_on_kvstore: param_idx2name.update(enumerate(param_names)) else: for i, n in enumerate(param_names): for k in range(len(self.ctx)): param_idx2name[i*len(self.ctx)+k] = n self.kwargs["param_idx2name"] = param_idx2name # init optmizer if isinstance(self.optimizer, str): batch_size = data.batch_size if kvstore and 'dist' in kvstore.type and not '_async' in kvstore.type: batch_size *= kvstore.num_workers optimizer = opt.create(self.optimizer, rescale_grad=(1.0/batch_size), **(self.kwargs)) elif isinstance(self.optimizer, opt.Optimizer): optimizer = self.optimizer # do training _train_multi_device(self.symbol, self.ctx, arg_names, param_names, aux_names, self.arg_params, self.aux_params, begin_epoch=self.begin_epoch, end_epoch=self.num_epoch, epoch_size=self.epoch_size, optimizer=optimizer, train_data=data, eval_data=eval_data, eval_metric=eval_metric, epoch_end_callback=epoch_end_callback, batch_end_callback=batch_end_callback, kvstore=kvstore, update_on_kvstore=update_on_kvstore, logger=logger, work_load_list=work_load_list, monitor=monitor, eval_end_callback=eval_end_callback, eval_batch_end_callback=eval_batch_end_callback, sym_gen=self.sym_gen) def save(self, prefix, epoch=None): """Checkpoint the model checkpoint into file. You can also use `pickle` to do the job if you only work on Python. The advantage of `load` and `save` (as compared to `pickle`) is that the resulting file can be loaded from other MXNet language bindings. One can also directly `load`/`save` from/to cloud storage(S3, HDFS) Parameters ---------- prefix : str Prefix of model name. Notes ----- - ``prefix-symbol.json`` will be saved for symbol. - ``prefix-epoch.params`` will be saved for parameters. """ if epoch is None: epoch = self.num_epoch assert epoch is not None save_checkpoint(prefix, epoch, self.symbol, self.arg_params, self.aux_params) @staticmethod def load(prefix, epoch, ctx=None, **kwargs): """Load model checkpoint from file. Parameters ---------- prefix : str Prefix of model name. epoch : int epoch number of model we would like to load. ctx : Context or list of Context, optional The device context of training and prediction. kwargs : dict Other parameters for model, including `num_epoch`, optimizer and `numpy_batch_size`. Returns ------- model : FeedForward The loaded model that can be used for prediction. Notes ----- - ``prefix-symbol.json`` will be saved for symbol. - ``prefix-epoch.params`` will be saved for parameters. """ symbol, arg_params, aux_params = load_checkpoint(prefix, epoch) return FeedForward(symbol, ctx=ctx, arg_params=arg_params, aux_params=aux_params, begin_epoch=epoch, **kwargs) @staticmethod def create(symbol, X, y=None, ctx=None, num_epoch=None, epoch_size=None, optimizer='sgd', initializer=Uniform(0.01), eval_data=None, eval_metric='acc', epoch_end_callback=None, batch_end_callback=None, kvstore='local', logger=None, work_load_list=None, eval_end_callback=LogValidationMetricsCallback(), eval_batch_end_callback=None, **kwargs): """Functional style to create a model. This function is more consistent with functional languages such as R, where mutation is not allowed. Parameters ---------- symbol : Symbol The symbol configuration of a computation network. X : DataIter Training data. y : numpy.ndarray, optional If `X` is a ``numpy.ndarray``, `y` must be set. ctx : Context or list of Context, optional The device context of training and prediction. To use multi-GPU training, pass in a list of GPU contexts. num_epoch : int, optional The number of training epochs(epochs). epoch_size : int, optional Number of batches in a epoch. In default, it is set to ``ceil(num_train_examples / batch_size)``. optimizer : str or Optimizer, optional The name of the chosen optimizer, or an optimizer object, used for training. initializer : initializer function, optional The initialization scheme used. eval_data : DataIter or numpy.ndarray pair If `eval_set` is ``numpy.ndarray`` pair, it should be (`valid_data`, `valid_label`). eval_metric : metric.EvalMetric or str or callable The evaluation metric. Can be the name of an evaluation metric or a custom evaluation function that returns statistics based on a minibatch. epoch_end_callback : callable(epoch, symbol, arg_params, aux_states) A callback that is invoked at end of each epoch. This can be used to checkpoint model each epoch. batch_end_callback: callable(epoch) A callback that is invoked at end of each batch for print purposes. kvstore: KVStore or str, optional The KVStore or a string kvstore type: 'local', 'dist_sync', 'dis_async'. Defaults to 'local', often no need to change for single machine. logger : logging logger, optional When not specified, default logger will be used. work_load_list : list of float or int, optional The list of work load for different devices, in the same order as `ctx`. """ model = FeedForward(symbol, ctx=ctx, num_epoch=num_epoch, epoch_size=epoch_size, optimizer=optimizer, initializer=initializer, **kwargs) model.fit(X, y, eval_data=eval_data, eval_metric=eval_metric, epoch_end_callback=epoch_end_callback, batch_end_callback=batch_end_callback, kvstore=kvstore, logger=logger, work_load_list=work_load_list, eval_end_callback=eval_end_callback, eval_batch_end_callback=eval_batch_end_callback) return model
apache-2.0
sensarliar/paparazzi
sw/airborne/test/math/compare_utm_enu.py
77
2714
#!/usr/bin/env python from __future__ import division, print_function, absolute_import import sys import os PPRZ_SRC = os.getenv("PAPARAZZI_SRC", "../../../..") sys.path.append(PPRZ_SRC + "/sw/lib/python") from pprz_math.geodetic import * from pprz_math.algebra import DoubleRMat, DoubleEulers, DoubleVect3 from math import radians, degrees, tan import matplotlib.pyplot as plt import numpy as np # Origin at ENAC UTM_EAST0 = 377349 # in m UTM_NORTH0 = 4824583 # in m UTM_ZONE0 = 31 ALT0 = 147.000 # in m utm_origin = UtmCoor_d(north=UTM_NORTH0, east=UTM_EAST0, alt=ALT0, zone=UTM_ZONE0) print("origin %s" % utm_origin) lla_origin = utm_origin.to_lla() ecef_origin = lla_origin.to_ecef() ltp_origin = ecef_origin.to_ltp_def() print(ltp_origin) # convergence angle to "true north" is approx 1 deg here earth_radius = 6378137.0 n = 0.9996 * earth_radius UTM_DELTA_EAST = 500000. dist_to_meridian = utm_origin.east - UTM_DELTA_EAST conv = dist_to_meridian / n * tan(lla_origin.lat) # or (middle meridian of UTM zone 31 is at 3deg) #conv = atan(tan(lla_origin.lon - radians(3))*sin(lla_origin.lat)) print("approx. convergence angle (north error compared to meridian): %f deg" % degrees(conv)) # Rotation matrix to correct for "true north" R = DoubleEulers(psi=-conv).to_rmat() # calculate ENU coordinates for 100 points in 100m distance nb_points = 100 dist_points = 100 enu_res = np.zeros((nb_points, 2)) enu_res_c = np.zeros((nb_points, 2)) utm_res = np.zeros((nb_points, 2)) for i in range(0, nb_points): utm = UtmCoor_d() utm.north = i * dist_points + utm_origin.north utm.east = i * dist_points+ utm_origin.east utm.alt = utm_origin.alt utm.zone = utm_origin.zone #print(utm) utm_res[i, 0] = utm.east - utm_origin.east utm_res[i, 1] = utm.north - utm_origin.north lla = utm.to_lla() #print(lla) ecef = lla.to_ecef() enu = ecef.to_enu(ltp_origin) enu_res[i, 0] = enu.x enu_res[i, 1] = enu.y enu_c = R * DoubleVect3(enu.x, enu.y, enu.z) enu_res_c[i, 0] = enu_c.x enu_res_c[i, 1] = enu_c.y #print(enu) dist = np.linalg.norm(utm_res, axis=1) error = np.linalg.norm(utm_res - enu_res, axis=1) error_c = np.linalg.norm(utm_res - enu_res_c, axis=1) plt.figure(1) plt.subplot(311) plt.title("utm vs. enu") plt.plot(enu_res[:, 0], enu_res[:, 1], 'g', label="ENU") plt.plot(utm_res[:, 0], utm_res[:, 1], 'r', label="UTM") plt.ylabel("y/north [m]") plt.xlabel("x/east [m]") plt.legend(loc='upper left') plt.subplot(312) plt.plot(dist, error, 'r') plt.xlabel("dist from origin [m]") plt.ylabel("error [m]") plt.subplot(313) plt.plot(dist, error_c, 'r') plt.xlabel("dist from origin [m]") plt.ylabel("error with north fix [m]") plt.show()
gpl-2.0
david-ragazzi/nupic
examples/opf/tools/testDiagnostics.py
58
1606
import numpy as np def printMatrix(inputs, spOutput): ''' (i,j)th cell of the diff matrix will have the number of inputs for which the input and output pattern differ by i bits and the cells activated differ at j places. Parameters: -------------------------------------------------------------------- inputs: the input encodings spOutput: the coincidences activated in response to each input ''' from pylab import matplotlib as mat w=len(np.nonzero(inputs[0])[0]) numActive=len(np.nonzero(spOutput[0])[0]) matrix = np.zeros([2*w+1,2*numActive+1]) for x in xrange(len(inputs)): i = [_hammingDistance(inputs[x], z) for z in inputs[x:]] j = [_hammingDistance(spOutput[x], a) for a in spOutput[x:]] for p, q in zip(i,j): matrix[p,q]+=1 for y in xrange(len(matrix)) : matrix[y]=[max(10*x, 100) if (x<100 and x>0) else x for x in matrix[y]] cdict = {'red':((0.0,0.0,0.0),(0.01,0.7,0.5),(0.3,1.0,0.7),(1.0,1.0,1.0)),\ 'green': ((0.0,0.0,0.0),(0.01,0.7,0.5),(0.3,1.0,0.0),(1.0,1.0,1.0)),\ 'blue': ((0.0,0.0,0.0),(0.01,0.7,0.5),(0.3,1.0,0.0),(1.0,0.5,1.0))} my_cmap = mat.colors.LinearSegmentedColormap('my_colormap',cdict,256) pyl=mat.pyplot pyl.matshow(matrix, cmap = my_cmap) pyl.colorbar() pyl.ylabel('Number of bits by which the inputs differ') pyl.xlabel('Number of cells by which input and output differ') pyl.title('The difference matrix') pyl.show() def _hammingDistance(s1, s2): """Hamming distance between two numpy arrays s1 and s2""" return sum(abs(s1-s2))
gpl-3.0
wschenck/nest-simulator
pynest/examples/urbanczik_synapse_example.py
6
12225
# -*- coding: utf-8 -*- # # urbanczik_synapse_example.py # # This file is part of NEST. # # Copyright (C) 2004 The NEST Initiative # # NEST is free software: you can redistribute it and/or modify # it under the terms of the GNU General Public License as published by # the Free Software Foundation, either version 2 of the License, or # (at your option) any later version. # # NEST 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 NEST. If not, see <http://www.gnu.org/licenses/>. ''' Weight adaptation according to the Urbanczik-Senn plasticity ------------------ This script demonstrates the learning in a compartmental neuron where the dendritic synapses adapt their weight according to the plasticity rule by Urbanczik and Senn [1]. In this simple setup, a spike pattern of 200 poisson spike trains is repeatedly presented to a neuron that is composed of one somatic and one dendritic compartment. At the same time, the somatic conductances are activated to produce a time-varying matching potential. After the learning, this signal is then reproreproduced by the membrane potential of the neuron. This script produces Fig. 1B in [1] but uses standard units instead of the unitless quantities used in the paper. [1] R. Urbanczik, W. Senn (2014): Learning by the Dendritic Prediction of Somatic Spiking. Neuron, 81, 521-528. ''' import numpy as np from matplotlib import pyplot as plt import nest def g_inh(amplitude, t_start, t_end): ''' returns weights for the spike generator that drives the inhibitory somatic conductance. ''' return lambda t: np.piecewise(t, [(t >= t_start) & (t < t_end)], [amplitude, 0.0]) def g_exc(amplitude, freq, offset, t_start, t_end): ''' returns weights for the spike generator that drives the excitatory somatic conductance. ''' return lambda t: np.piecewise(t, [(t >= t_start) & (t < t_end)], [lambda t: amplitude*np.sin(freq*t) + offset, 0.0]) def matching_potential(g_E, g_I, nrn_params): ''' returns the matching potential as a function of the somatic conductances. ''' E_E = nrn_params['soma']['E_ex'] E_I = nrn_params['soma']['E_in'] return (g_E*E_E + g_I*E_I) / (g_E + g_I) def V_w_star(V_w, nrn_params): ''' returns the dendritic prediction of the somatic membrane potential. ''' g_D = nrn_params['g_sp'] g_L = nrn_params['soma']['g_L'] E_L = nrn_params['soma']['E_L'] return (g_L*E_L + g_D*V_w) / (g_L + g_D) def phi(U, nrn_params): ''' rate function of the soma ''' phi_max = nrn_params['phi_max'] k = nrn_params['rate_slope'] beta = nrn_params['beta'] theta = nrn_params['theta'] return phi_max / (1.0 + k*np.exp(beta*(theta - U))) def h(U, nrn_params): ''' derivative of the rate function phi ''' phi_max = nrn_params['phi_max'] k = nrn_params['rate_slope'] beta = nrn_params['beta'] theta = nrn_params['theta'] return 15.0*beta / (1.0 + np.exp(-beta*(theta - U)) / k) ''' simulation params ''' n_pattern_rep = 100 # number of repetitions of the spike pattern pattern_duration = 200.0 t_start = 2.0*pattern_duration t_end = n_pattern_rep*pattern_duration + t_start simulation_time = t_end + 2.0*pattern_duration n_rep_total = int(np.around(simulation_time / pattern_duration)) resolution = 0.1 nest.SetKernelStatus({'resolution': resolution}) ''' neuron parameters ''' nrn_model = 'pp_cond_exp_mc_urbanczik' nrn_params = { 't_ref': 3.0, # refractory period 'g_sp': 600.0, # soma-to-dendritic coupling conductance 'soma': { 'V_m': -70.0, # initial value of V_m 'C_m': 300.0, # capacitance of membrane 'E_L': -70.0, # resting potential 'g_L': 30.0, # somatic leak conductance 'E_ex': 0.0, # resting potential for exc input 'E_in': -75.0, # resting potential for inh input 'tau_syn_ex': 3.0, # time constant of exc conductance 'tau_syn_in': 3.0, # time constant of inh conductance }, 'dendritic': { 'V_m': -70.0, # initial value of V_m 'C_m': 300.0, # capacitance of membrane 'E_L': -70.0, # resting potential 'g_L': 30.0, # dendritic leak conductance 'tau_syn_ex': 3.0, # time constant of exc input current 'tau_syn_in': 3.0, # time constant of inh input current }, # parameters of rate function 'phi_max': 0.15, # max rate 'rate_slope': 0.5, # called 'k' in the paper 'beta': 1.0 / 3.0, 'theta': -55.0, } ''' synapse params ''' syns = nest.GetDefaults(nrn_model)['receptor_types'] init_w = 0.3*nrn_params['dendritic']['C_m'] syn_params = { 'synapse_model': 'urbanczik_synapse_wr', 'receptor_type': syns['dendritic_exc'], 'tau_Delta': 100.0, # time constant of low pass filtering of the weight change 'eta': 0.17, # learning rate 'weight': init_w, 'Wmax': 4.5*nrn_params['dendritic']['C_m'], 'delay': resolution, } ''' # in case you want to use the unitless quantities as in [1]: # neuron params: nrn_model = 'pp_cond_exp_mc_urbanczik' nrn_params = { 't_ref': 3.0, 'g_sp': 2.0, 'soma': { 'V_m': 0.0, 'C_m': 1.0, 'E_L': 0.0, 'g_L': 0.1, 'E_ex': 14.0 / 3.0, 'E_in': -1.0 / 3.0, 'tau_syn_ex': 3.0, 'tau_syn_in': 3.0, }, 'dendritic': { 'V_m': 0.0, 'C_m': 1.0, 'E_L': 0.0, 'g_L': 0.1, 'tau_syn_ex': 3.0, 'tau_syn_in': 3.0, }, # parameters of rate function 'phi_max': 0.15, 'rate_slope': 0.5, 'beta': 5.0, 'theta': 1.0, } # synapse params: syns = nest.GetDefaults(nrn_model)['receptor_types'] init_w = 0.2*nrn_params['dendritic']['g_L'] syn_params = { 'synapse_model': 'urbanczik_synapse_wr', 'receptor_type': syns['dendritic_exc'], 'tau_Delta': 100.0, 'eta': 0.0003 / (15.0*15.0*nrn_params['dendritic']['C_m']), 'weight': init_w, 'Wmax': 3.0*nrn_params['dendritic']['g_L'], 'delay': resolution, } ''' ''' somatic input ''' ampl_exc = 0.016*nrn_params['dendritic']['C_m'] offset = 0.018*nrn_params['dendritic']['C_m'] ampl_inh = 0.06*nrn_params['dendritic']['C_m'] freq = 2.0 / pattern_duration soma_exc_inp = g_exc(ampl_exc, 2.0*np.pi*freq, offset, t_start, t_end) soma_inh_inp = g_inh(ampl_inh, t_start, t_end) ''' dendritic input create spike pattern by recording the spikes of a simulation of n_pg poisson generators. The recorded spike times are then given to spike generators. ''' n_pg = 200 # number of poisson generators p_rate = 10.0 # rate in Hz pgs = nest.Create('poisson_generator', n=n_pg, params={'rate': p_rate}) prrt_nrns_pg = nest.Create('parrot_neuron', n_pg) nest.Connect(pgs, prrt_nrns_pg, {'rule': 'one_to_one'}) sr = nest.Create('spike_recorder', n_pg) nest.Connect(prrt_nrns_pg, sr, {'rule': 'one_to_one'}) nest.Simulate(pattern_duration) t_srs = [] for i, ssr in enumerate(nest.GetStatus(sr)): t_sr = ssr['events']['times'] t_srs.append(t_sr) nest.ResetKernel() nest.SetKernelStatus({'resolution': resolution}) ''' neuron and devices ''' nest.SetDefaults(nrn_model, nrn_params) nrn = nest.Create(nrn_model) # poisson generators are connected to parrot neurons which are # connected to the mc neuron prrt_nrns = nest.Create('parrot_neuron', n_pg) # excitatory input to the soma spike_times_soma_inp = np.arange(resolution, simulation_time, resolution) sg_soma_exc = nest.Create('spike_generator', params={'spike_times': spike_times_soma_inp, 'spike_weights': soma_exc_inp(spike_times_soma_inp)}) # inhibitory input to the soma sg_soma_inh = nest.Create('spike_generator', params={'spike_times': spike_times_soma_inp, 'spike_weights': soma_inh_inp(spike_times_soma_inp)}) # excitatory input to the dendrite sg_prox = nest.Create('spike_generator', n=n_pg) # for recording all parameters of the Urbanczik neuron rqs = nest.GetDefaults(nrn_model)['recordables'] mm = nest.Create('multimeter', params={'record_from': rqs, 'interval': 0.1}) # for recoding the synaptic weights of the Urbanczik synapses wr = nest.Create('weight_recorder') # for recording the spiking of the soma sr_soma = nest.Create('spike_recorder') ''' create connections ''' nest.Connect(sg_prox, prrt_nrns, {'rule': 'one_to_one'}) nest.CopyModel('urbanczik_synapse', 'urbanczik_synapse_wr', {'weight_recorder': wr[0]}) nest.Connect(prrt_nrns, nrn, syn_spec=syn_params) nest.Connect(mm, nrn, syn_spec={'delay': 0.1}) nest.Connect(sg_soma_exc, nrn, syn_spec={'receptor_type': syns['soma_exc'], 'weight': 10.0*resolution, 'delay': resolution}) nest.Connect(sg_soma_inh, nrn, syn_spec={'receptor_type': syns['soma_inh'], 'weight': 10.0*resolution, 'delay': resolution}) nest.Connect(nrn, sr_soma) ''' simulation divided into intervals of the pattern duration ''' for i in np.arange(n_rep_total): # Set the spike times of the pattern for each spike generator for (sg, t_sp) in zip(sg_prox, t_srs): nest.SetStatus( sg, {'spike_times': np.array(t_sp) + i*pattern_duration}) nest.Simulate(pattern_duration) ''' read out devices ''' # multimeter rec = nest.GetStatus(mm)[0]['events'] t = rec['times'] V_s = rec['V_m.s'] V_d = rec['V_m.p'] V_d_star = V_w_star(V_d, nrn_params) g_in = rec['g_in.s'] g_ex = rec['g_ex.s'] I_ex = rec['I_ex.p'] I_in = rec['I_in.p'] U_M = matching_potential(g_ex, g_in, nrn_params) # weight recorder data = nest.GetStatus(wr) senders = data[0]['events']['senders'] targets = data[0]['events']['targets'] weights = data[0]['events']['weights'] times = data[0]['events']['times'] # spike recorder data = nest.GetStatus(sr_soma)[0]['events'] spike_times_soma = data['times'] ''' plot results ''' fs = 22 lw = 2.5 fig1, (axA, axB, axC, axD) = plt.subplots(4, 1, sharex=True) # membrane potentials and matching potential axA.plot(t, V_s, lw=lw, label=r'$U$ (soma)', color='darkblue') axA.plot(t, V_d, lw=lw, label=r'$V_W$ (dendrit)', color='deepskyblue') axA.plot(t, V_d_star, lw=lw, label=r'$V_W^\ast$ (dendrit)', color='b', ls='--') axA.plot(t, U_M, lw=lw, label=r'$U_M$ (soma)', color='r', ls='-') axA.set_ylabel('membrane pot [mV]', fontsize=fs) axA.legend(fontsize=fs) # somatic conductances axB.plot(t, g_in, lw=lw, label=r'$g_I$', color='r') axB.plot(t, g_ex, lw=lw, label=r'$g_E$', color='coral') axB.set_ylabel('somatic cond', fontsize=fs) axB.legend(fontsize=fs) # dendritic currents axC.plot(t, I_ex, lw=lw, label=r'$I_ex$', color='r') axC.plot(t, I_in, lw=lw, label=r'$I_in$', color='coral') axC.set_ylabel('dend current', fontsize=fs) axC.legend(fontsize=fs) # rates axD.plot(t, phi(V_s, nrn_params), lw=lw, label=r'$\phi(U)$', color='darkblue') axD.plot(t, phi(V_d, nrn_params), lw=lw, label=r'$\phi(V_W)$', color='deepskyblue') axD.plot(t, phi(V_d_star, nrn_params), lw=lw, label=r'$\phi(V_W^\ast)$', color='b', ls='--') axD.plot(t, h(V_d_star, nrn_params), lw=lw, label=r'$h(V_W^\ast)$', color='g', ls='--') axD.plot(t, phi(V_s, nrn_params) - phi(V_d_star, nrn_params), lw=lw, label=r'$\phi(U) - \phi(V_W^\ast)$', color='r', ls='-') axD.plot(spike_times_soma, 0.0*np.ones(len(spike_times_soma)), 's', color='k', markersize=2) axD.legend(fontsize=fs) # synaptic weights fig2, axA = plt.subplots(1, 1) for i in np.arange(2, 200, 10): index = np.intersect1d(np.where(senders == i), np.where(targets == 1)) if not len(index) == 0: axA.step(times[index], weights[index], label='pg_{}'.format(i - 2), lw=lw) axA.set_title('Synaptic weights of Urbanczik synapses') axA.set_xlabel('time [ms]', fontsize=fs) axA.set_ylabel('weight', fontsize=fs) axA.legend(fontsize=fs - 4) plt.show()
gpl-2.0
kpespinosa/BuildingMachineLearningSystemsWithPython
ch09/02_ceps_based_classifier.py
24
3574
# This code is supporting material for the book # Building Machine Learning Systems with Python # by Willi Richert and Luis Pedro Coelho # published by PACKT Publishing # # It is made available under the MIT License import numpy as np from collections import defaultdict from sklearn.metrics import precision_recall_curve, roc_curve from sklearn.metrics import auc from sklearn.cross_validation import ShuffleSplit from sklearn.metrics import confusion_matrix from utils import plot_roc, plot_confusion_matrix, GENRE_LIST from ceps import read_ceps genre_list = GENRE_LIST def train_model(clf_factory, X, Y, name, plot=False): labels = np.unique(Y) cv = ShuffleSplit( n=len(X), n_iter=1, test_size=0.3, indices=True, random_state=0) train_errors = [] test_errors = [] scores = [] pr_scores = defaultdict(list) precisions, recalls, thresholds = defaultdict( list), defaultdict(list), defaultdict(list) roc_scores = defaultdict(list) tprs = defaultdict(list) fprs = defaultdict(list) clfs = [] # just to later get the median cms = [] for train, test in cv: X_train, y_train = X[train], Y[train] X_test, y_test = X[test], Y[test] clf = clf_factory() clf.fit(X_train, y_train) clfs.append(clf) train_score = clf.score(X_train, y_train) test_score = clf.score(X_test, y_test) scores.append(test_score) train_errors.append(1 - train_score) test_errors.append(1 - test_score) y_pred = clf.predict(X_test) cm = confusion_matrix(y_test, y_pred) cms.append(cm) for label in labels: y_label_test = np.asarray(y_test == label, dtype=int) proba = clf.predict_proba(X_test) proba_label = proba[:, label] precision, recall, pr_thresholds = precision_recall_curve( y_label_test, proba_label) pr_scores[label].append(auc(recall, precision)) precisions[label].append(precision) recalls[label].append(recall) thresholds[label].append(pr_thresholds) fpr, tpr, roc_thresholds = roc_curve(y_label_test, proba_label) roc_scores[label].append(auc(fpr, tpr)) tprs[label].append(tpr) fprs[label].append(fpr) if plot: for label in labels: print("Plotting %s" % genre_list[label]) scores_to_sort = roc_scores[label] median = np.argsort(scores_to_sort)[len(scores_to_sort) / 2] desc = "%s %s" % (name, genre_list[label]) plot_roc(roc_scores[label][median], desc, tprs[label][median], fprs[label][median], label='%s vs rest' % genre_list[label]) all_pr_scores = np.asarray(pr_scores.values()).flatten() summary = (np.mean(scores), np.std(scores), np.mean(all_pr_scores), np.std(all_pr_scores)) print("%.3f\t%.3f\t%.3f\t%.3f\t" % summary) return np.mean(train_errors), np.mean(test_errors), np.asarray(cms) def create_model(): from sklearn.linear_model.logistic import LogisticRegression clf = LogisticRegression() return clf if __name__ == "__main__": X, y = read_ceps(genre_list) train_avg, test_avg, cms = train_model( create_model, X, y, "Log Reg CEPS", plot=True) cm_avg = np.mean(cms, axis=0) cm_norm = cm_avg / np.sum(cm_avg, axis=0) plot_confusion_matrix(cm_norm, genre_list, "ceps", "Confusion matrix of a CEPS based classifier")
mit
eclee25/flu-SDI-exploratory-age
scripts/create_fluseverity_figs/Supp_zOR_SDI_ILINet.py
1
4369
#!/usr/bin/python ############################################## ###Python template ###Author: Elizabeth Lee ###Date: 8/4/14 ###Function: plot SDI zOR vs. ILINet zOR(supp figure) ###Import data: ###Command Line: python Supp_zOR_SDI_ILINet.py ############################################## ### notes ### ### packages/modules ### import csv import matplotlib.pyplot as plt import numpy as np ## local modules ## import functions as fxn ### data structures ### ### called/local plotting parameters ### ps = fxn.gp_plotting_seasons sl = fxn.gp_seasonlabels fs = 24 fssml = 16 ### data files ### # SDI classifications file SDIclassif_in = open('/home/elee/Dropbox/Elizabeth_Bansal_Lab/SDI_Data/explore/Py_export/SDI_national_classifications.csv', 'r') SDIclassif_in.readline() # remove header SDIclassif = csv.reader(SDIclassif_in, delimiter=',') # ILINet classifications file ILINetclassif_in = open('/home/elee/Dropbox/Elizabeth_Bansal_Lab/SDI_Data/explore/Py_export/ILINet_national_classifications.csv', 'r') ILINetclassif_in.readline() # remove header ILINetclassif = csv.reader(ILINetclassif_in, delimiter=',') ### program ### # d_dataset_classif[season] = (mn_retro_zOR, mn_early_zOR) ## import SDI zOR classifications ## d_SDI_classif = fxn.readNationalClassifFile(SDIclassif) ## import ILINet zOR classifications ## d_ILINet_classif = fxn.readNationalClassifFile(ILINetclassif) # plot values SDI_retro = [d_SDI_classif[s][0] for s in ps] ILINet_retro = [d_ILINet_classif[s][0] for s in ps] SDI_early = [d_SDI_classif[s][1] for s in ps] ILINet_early = [d_ILINet_classif[s][1] for s in ps] print 'retro - SDI/ILINet', np.corrcoef(SDI_retro, ILINet_retro) print 'early - SDI/ILINet', np.corrcoef(SDI_early, ILINet_early) # draw plots # SDI vs ILINet retrospective zOR fig1 = plt.figure() ax1 = plt.subplot(111) ax1.plot(ILINet_retro, SDI_retro, marker = 'o', color = 'black', linestyle = 'None') for s, x, y in zip(sl, ILINet_retro, SDI_retro): ax1.annotate(s, xy=(x,y), xytext=(-25,-15), textcoords='offset points', fontsize=fssml) ax1.vlines([-1, 1], -10, 20, colors='k', linestyles='solid') ax1.hlines([-1, 1], -10, 20, colors='k', linestyles='solid') ax1.fill([20, 1, 1, 20], [1, 1, 20, 20], facecolor='blue', alpha=0.4) ax1.fill([-1, 1, 1, -1], [-1, -1, 1, 1], facecolor='yellow', alpha=0.4) ax1.fill([-10, -1, -1, -10], [-1, -1, -10, -10], facecolor='red', alpha=0.4) ax1.annotate('Mild', xy=(4,19), fontsize=fssml) ax1.annotate('Severe', xy=(-6,-8.5), fontsize=fssml) ax1.set_title(fxn.gp_sigma_r, fontsize=fs) ax1.set_ylabel('SDI', fontsize=fs) ax1.set_xlabel('ILINet', fontsize=fs) ax1.tick_params(axis='both', labelsize=fssml) ax1.set_xlim([-10,20]) ax1.set_ylim([-10,20]) ax1.invert_yaxis() ax1.invert_xaxis() plt.savefig('/home/elee/Dropbox/Elizabeth_Bansal_Lab/Manuscripts/Age_Severity/fluseverity_figs/Supp/zOR_SDI_ILINet/zOR_SDI_ILINet_retro.png', transparent=False, bbox_inches='tight', pad_inches=0) plt.close() # SDI vs ILINet early warning zOR fig2 = plt.figure() ax2 = plt.subplot(111) ax2.plot(ILINet_early, SDI_early, marker = 'o', color = 'black', linestyle = 'None') for s, x, y in zip(sl, ILINet_early, SDI_early): ax2.annotate(s, xy=(x,y), xytext=(-25,5), textcoords='offset points', fontsize=fssml) ax2.vlines([-1, 1], -10, 20, colors='k', linestyles='solid') ax2.hlines([-1, 1], -10, 20, colors='k', linestyles='solid') # ax1.fill([20, 1, 1, 20], [1, 1, 20, 20], facecolor='blue', alpha=0.4) # ax1.fill([-1, 1, 1, -1], [-1, -1, 1, 1], facecolor='yellow', alpha=0.4) # ax1.fill([-10, -1, -1, -10], [-1, -1, -10, -10], facecolor='red', alpha=0.4) ax2.fill([8, 1, 1, 8], [1, 1, 20, 20], facecolor='blue', alpha=0.4) ax2.fill([-1, 1, 1, -1], [-1, -1, 1, 1], facecolor='yellow', alpha=0.4) ax2.fill([-4, -1, -1, -4], [-1, -1, -10, -10], facecolor='red', alpha=0.4) ax2.annotate('Mild', xy=(2.5, 7.5), fontsize=fssml) ax2.annotate('Severe', xy=(-2.3,-3.3), fontsize=fssml) ax2.set_title(fxn.gp_sigma_w, fontsize=fs) ax2.set_ylabel('SDI', fontsize=fs) ax2.set_xlabel('ILINet', fontsize=fs) ax2.tick_params(axis='both', labelsize=fssml) ax2.set_xlim([-4,8]) ax2.set_ylim([-4,8]) ax2.invert_yaxis() ax2.invert_xaxis() plt.savefig('/home/elee/Dropbox/Elizabeth_Bansal_Lab/Manuscripts/Age_Severity/fluseverity_figs/Supp/zOR_SDI_ILINet/zOR_SDI_ILINet_early.png', transparent=False, bbox_inches='tight', pad_inches=0) plt.close()
mit
bloyl/mne-python
tutorials/inverse/85_brainstorm_phantom_ctf.py
5
4676
# -*- coding: utf-8 -*- """ .. _plot_brainstorm_phantom_ctf: ======================================= Brainstorm CTF phantom dataset tutorial ======================================= Here we compute the evoked from raw for the Brainstorm CTF phantom tutorial dataset. For comparison, see :footcite:`TadelEtAl2011` and: https://neuroimage.usc.edu/brainstorm/Tutorials/PhantomCtf References ---------- .. footbibliography:: """ # Authors: Eric Larson <[email protected]> # # License: BSD (3-clause) import os.path as op import warnings import numpy as np import matplotlib.pyplot as plt import mne from mne import fit_dipole from mne.datasets.brainstorm import bst_phantom_ctf from mne.io import read_raw_ctf print(__doc__) ############################################################################### # The data were collected with a CTF system at 2400 Hz. data_path = bst_phantom_ctf.data_path(verbose=True) # Switch to these to use the higher-SNR data: # raw_path = op.join(data_path, 'phantom_200uA_20150709_01.ds') # dip_freq = 7. raw_path = op.join(data_path, 'phantom_20uA_20150603_03.ds') dip_freq = 23. erm_path = op.join(data_path, 'emptyroom_20150709_01.ds') raw = read_raw_ctf(raw_path, preload=True) ############################################################################### # The sinusoidal signal is generated on channel HDAC006, so we can use # that to obtain precise timing. sinusoid, times = raw[raw.ch_names.index('HDAC006-4408')] plt.figure() plt.plot(times[times < 1.], sinusoid.T[times < 1.]) ############################################################################### # Let's create some events using this signal by thresholding the sinusoid. events = np.where(np.diff(sinusoid > 0.5) > 0)[1] + raw.first_samp events = np.vstack((events, np.zeros_like(events), np.ones_like(events))).T ############################################################################### # The CTF software compensation works reasonably well: raw.plot() ############################################################################### # But here we can get slightly better noise suppression, lower localization # bias, and a better dipole goodness of fit with spatio-temporal (tSSS) # Maxwell filtering: raw.apply_gradient_compensation(0) # must un-do software compensation first mf_kwargs = dict(origin=(0., 0., 0.), st_duration=10.) raw = mne.preprocessing.maxwell_filter(raw, **mf_kwargs) raw.plot() ############################################################################### # Our choice of tmin and tmax should capture exactly one cycle, so # we can make the unusual choice of baselining using the entire epoch # when creating our evoked data. We also then crop to a single time point # (@t=0) because this is a peak in our signal. tmin = -0.5 / dip_freq tmax = -tmin epochs = mne.Epochs(raw, events, event_id=1, tmin=tmin, tmax=tmax, baseline=(None, None)) evoked = epochs.average() evoked.plot(time_unit='s') evoked.crop(0., 0.) ############################################################################### # .. _plt_brainstorm_phantom_ctf_eeg_sphere_geometry: # # Let's use a :ref:`sphere head geometry model <eeg_sphere_model>` # and let's see the coordinate alignment and the sphere location. sphere = mne.make_sphere_model(r0=(0., 0., 0.), head_radius=0.08) mne.viz.plot_alignment(raw.info, subject='sample', meg='helmet', bem=sphere, dig=True, surfaces=['brain']) del raw, epochs ############################################################################### # To do a dipole fit, let's use the covariance provided by the empty room # recording. raw_erm = read_raw_ctf(erm_path).apply_gradient_compensation(0) raw_erm = mne.preprocessing.maxwell_filter(raw_erm, coord_frame='meg', **mf_kwargs) cov = mne.compute_raw_covariance(raw_erm) del raw_erm with warnings.catch_warnings(record=True): # ignore warning about data rank exceeding that of info (75 > 71) warnings.simplefilter('ignore') dip, residual = fit_dipole(evoked, cov, sphere, verbose=True) ############################################################################### # Compare the actual position with the estimated one. expected_pos = np.array([18., 0., 49.]) diff = np.sqrt(np.sum((dip.pos[0] * 1000 - expected_pos) ** 2)) print('Actual pos: %s mm' % np.array_str(expected_pos, precision=1)) print('Estimated pos: %s mm' % np.array_str(dip.pos[0] * 1000, precision=1)) print('Difference: %0.1f mm' % diff) print('Amplitude: %0.1f nAm' % (1e9 * dip.amplitude[0])) print('GOF: %0.1f %%' % dip.gof[0])
bsd-3-clause
r-mart/scikit-learn
examples/cluster/plot_feature_agglomeration_vs_univariate_selection.py
218
3893
""" ============================================== Feature agglomeration vs. univariate selection ============================================== This example compares 2 dimensionality reduction strategies: - univariate feature selection with Anova - feature agglomeration with Ward hierarchical clustering Both methods are compared in a regression problem using a BayesianRidge as supervised estimator. """ # Author: Alexandre Gramfort <[email protected]> # License: BSD 3 clause print(__doc__) import shutil import tempfile import numpy as np import matplotlib.pyplot as plt from scipy import linalg, ndimage from sklearn.feature_extraction.image import grid_to_graph from sklearn import feature_selection from sklearn.cluster import FeatureAgglomeration from sklearn.linear_model import BayesianRidge from sklearn.pipeline import Pipeline from sklearn.grid_search import GridSearchCV from sklearn.externals.joblib import Memory from sklearn.cross_validation import KFold ############################################################################### # Generate data n_samples = 200 size = 40 # image size roi_size = 15 snr = 5. np.random.seed(0) mask = np.ones([size, size], dtype=np.bool) coef = np.zeros((size, size)) coef[0:roi_size, 0:roi_size] = -1. coef[-roi_size:, -roi_size:] = 1. X = np.random.randn(n_samples, size ** 2) for x in X: # smooth data x[:] = ndimage.gaussian_filter(x.reshape(size, size), sigma=1.0).ravel() X -= X.mean(axis=0) X /= X.std(axis=0) y = np.dot(X, coef.ravel()) noise = np.random.randn(y.shape[0]) noise_coef = (linalg.norm(y, 2) / np.exp(snr / 20.)) / linalg.norm(noise, 2) y += noise_coef * noise # add noise ############################################################################### # Compute the coefs of a Bayesian Ridge with GridSearch cv = KFold(len(y), 2) # cross-validation generator for model selection ridge = BayesianRidge() cachedir = tempfile.mkdtemp() mem = Memory(cachedir=cachedir, verbose=1) # Ward agglomeration followed by BayesianRidge connectivity = grid_to_graph(n_x=size, n_y=size) ward = FeatureAgglomeration(n_clusters=10, connectivity=connectivity, memory=mem) clf = Pipeline([('ward', ward), ('ridge', ridge)]) # Select the optimal number of parcels with grid search clf = GridSearchCV(clf, {'ward__n_clusters': [10, 20, 30]}, n_jobs=1, cv=cv) clf.fit(X, y) # set the best parameters coef_ = clf.best_estimator_.steps[-1][1].coef_ coef_ = clf.best_estimator_.steps[0][1].inverse_transform(coef_) coef_agglomeration_ = coef_.reshape(size, size) # Anova univariate feature selection followed by BayesianRidge f_regression = mem.cache(feature_selection.f_regression) # caching function anova = feature_selection.SelectPercentile(f_regression) clf = Pipeline([('anova', anova), ('ridge', ridge)]) # Select the optimal percentage of features with grid search clf = GridSearchCV(clf, {'anova__percentile': [5, 10, 20]}, cv=cv) clf.fit(X, y) # set the best parameters coef_ = clf.best_estimator_.steps[-1][1].coef_ coef_ = clf.best_estimator_.steps[0][1].inverse_transform(coef_) coef_selection_ = coef_.reshape(size, size) ############################################################################### # Inverse the transformation to plot the results on an image plt.close('all') plt.figure(figsize=(7.3, 2.7)) plt.subplot(1, 3, 1) plt.imshow(coef, interpolation="nearest", cmap=plt.cm.RdBu_r) plt.title("True weights") plt.subplot(1, 3, 2) plt.imshow(coef_selection_, interpolation="nearest", cmap=plt.cm.RdBu_r) plt.title("Feature Selection") plt.subplot(1, 3, 3) plt.imshow(coef_agglomeration_, interpolation="nearest", cmap=plt.cm.RdBu_r) plt.title("Feature Agglomeration") plt.subplots_adjust(0.04, 0.0, 0.98, 0.94, 0.16, 0.26) plt.show() # Attempt to remove the temporary cachedir, but don't worry if it fails shutil.rmtree(cachedir, ignore_errors=True)
bsd-3-clause
sbraden/circle-craters
circle_craters.py
1
23925
# -*- coding: utf-8 -*- """ /*************************************************************************** CircleCraters A QGIS plugin A crater counting tool for planetary science ------------------- begin : 2015-01-28 git sha : $Format:%H$ copyright : (C) 2015 by Sarah E Braden email : [email protected] ***************************************************************************/ """ from __future__ import absolute_import #from PyQt5 import QtCore from builtins import str from builtins import range from builtins import object import pdb import os.path import datetime from matplotlib.path import Path from qgis.PyQt.QtCore import QCoreApplication, QSettings, QTranslator, QVariant, qVersion #from qgis.PyQt.QtGui import ( # QAction, # QIcon, #) from qgis.PyQt.QtWidgets import QApplication, QAction, QMessageBox from PyQt5.QtGui import QIcon #from qgis.PyQt import QIcon from qgis.core import ( QgsDistanceArea, QgsFeature, QgsField, QgsGeometry, QgsMapLayer, QgsCoordinateTransform, QgsCoordinateTransformContext, QgsCoordinateReferenceSystem, QgsPoint, QgsPointXY, QgsProject, QgsWkbTypes ) # QgsMapLayerRegistry has been moved to QgsProject. from qgis.core import QgsSettings, QgsMessageLog, QgsMapLayer, QgsProject, QgsWkbTypes from qgis.gui import ( QgsMapToolEmitPoint, QgsMessageBar, ) from osgeo import osr # Initialize Qt resources from file resources.py #from . import resources_rc import CircleCraters.resources_rc from CircleCraters.errors import CircleCraterError from CircleCraters.shapes import Point, Circle from CircleCraters.export_dialog import ExportDialog from CircleCraters.choose_layers_dialog import ChooseLayersDialog # TODO: put units on attribute table headings # TODO: put polygon area in attribute table for that layer class CircleCraters(object): """QGIS Plugin Implementation.""" def __init__(self, iface): """Constructor. :param iface: An interface instance that will be passed to this class which provides the hook by which you can manipulate the QGIS application at run time. :type iface: QgsInterface """ # Save reference to the QGIS interface self.iface = iface self.canvas = self.iface.mapCanvas() # initialize plugin directory self.plugin_dir = os.path.dirname(__file__) # initialize locale locale = QSettings().value('locale/userLocale')[0:2] locale_path = os.path.join( self.plugin_dir, 'i18n', 'CircleCraters_{}.qm'.format(locale)) if os.path.exists(locale_path): self.translator = QTranslator() self.translator.load(locale_path) if qVersion() > '4.3.3': QCoreApplication.installTranslator(self.translator) # Create the dialog (after translation) and keep reference self.export_dlg = ExportDialog() self.export_dlg.selected.connect(self.export) self.choose_dlg = ChooseLayersDialog() self.choose_dlg.selected.connect(self.on_layer_select) # Declare instance attributes self.actions = [] self.menu = self.tr(u'&Circle Craters') self.toolbar = self.iface.addToolBar(u'CircleCraters') self.toolbar.setObjectName(u'CircleCraters') self.tool = QgsMapToolEmitPoint(self.canvas) self.tool.canvasClicked.connect(self.handle_click) self.tool.deactivated.connect(self.reset_clicks) self.clicks = [] self.layer = None # noinspection PyMethodMayBeStatic def tr(self, message): """Get the translation for a string using Qt translation API. We implement this ourselves since we do not inherit QObject. :param message: String for translation. :type message: str, QString :returns: Translated version of message. :rtype: QString """ # noinspection PyTypeChecker,PyArgumentList,PyCallByClass return QCoreApplication.translate('CircleCraters', message) def show_error(self, message, title='Error', **kwargs): # QgsMessageBar.CRITICAL self.iface.messageBar().pushMessage( title, message, level=4, **kwargs) def show_info(self, message, **kwargs): # QgsMessageBar.INFO -> Qgis::Info self.iface.messageBar().pushMessage( message, level=3, **kwargs) def add_action( self, icon_path, text, callback, enabled_flag=True, add_to_menu=True, add_to_toolbar=True, status_tip=None, whats_this=None, parent=None ): """Add a toolbar icon to the toolbar. :param icon_path: Path to the icon for this action. Can be a resource path (e.g. ':/plugins/foo/bar.png') or a normal file system path. :type icon_path: str :param text: Text that should be shown in menu items for this action. :type text: str :param callback: Function to be called when the action is triggered. :type callback: function :param enabled_flag: A flag indicating if the action should be enabled by default. Defaults to True. :type enabled_flag: bool :param add_to_menu: Flag indicating whether the action should also be added to the menu. Defaults to True. :type add_to_menu: bool :param add_to_toolbar: Flag indicating whether the action should also be added to the toolbar. Defaults to True. :type add_to_toolbar: bool :param status_tip: Optional text to show in a popup when mouse pointer hovers over the action. :type status_tip: str :param parent: Parent widget for the new action. Defaults None. :type parent: QWidget :param whats_this: Optional text to show in the status bar when the mouse pointer hovers over the action. :returns: The action that was created. Note that the action is also added to self.actions list. :rtype: QAction """ icon = QIcon(icon_path) action = QAction(icon, text, parent) action.triggered.connect(callback) action.setEnabled(enabled_flag) if status_tip is not None: action.setStatusTip(status_tip) if whats_this is not None: action.setWhatsThis(whats_this) if add_to_toolbar: self.toolbar.addAction(action) if add_to_menu: self.iface.addPluginToMenu( self.menu, action) self.actions.append(action) return action def initGui(self): # noqa """Create the menu entries and toolbar icons inside the QGIS GUI.""" self.start_action = self.add_action( ':/plugins/CircleCraters/icons/ic_layers_48px.svg', text=self.tr(u'Select Crater Counting Layer'), callback=self.show_layer_select, parent=self.iface.mainWindow(), ) self.stop_action = self.add_action( ':/plugins/CircleCraters/icons/ic_layers_clear_48px.svg', text=self.tr(u'Stop Crater Counting'), enabled_flag=False, callback=self.stop_tool, parent=self.iface.mainWindow(), ) self.circle_action = self.add_action( ':/plugins/CircleCraters/icons/ic_add_circle_outline_48px.svg', text=self.tr(u'Circle Craters'), enabled_flag=False, callback=self.set_tool, parent=self.iface.mainWindow(), ) self.export_action = self.add_action( ':/plugins/CircleCraters/icons/ic_archive_48px.svg', text=self.tr(u'Export Data'), callback=self.show_export_dialog, parent=self.iface.mainWindow(), ) def unload(self): """Removes the plugin menu item and icon from QGIS GUI.""" for action in self.actions: self.iface.removePluginMenu( self.tr(u'&Circle Craters'), action) self.iface.removeToolBarIcon(action) def reset_clicks(self): self.clicks = [] def handle_click(self, point, button): self.clicks.append(Point(point.x(), point.y())) if len(self.clicks) != 3: return self.draw_circle(Circle(*self.clicks)) self.reset_clicks() def set_tool(self): """Run method that performs all the real work""" if not self.layer: error = 'No crater counting layer selected. Please choose a layer.' self.show_error(error) self.canvas.setMapTool(self.tool) def stop_tool(self): """Run method that deactivates the crater counting tool""" self.canvas.unsetMapTool(self.tool) self.stop_action.setEnabled(False) self.circle_action.setEnabled(False) self.layer = None def is_valid_layer(self, layer): if layer.type() != QgsMapLayer.VectorLayer: return False return layer.geometryType() == QgsWkbTypes.PolygonGeometry def get_layer_choices(self): root = QgsProject.instance().layerTreeRoot() layers = root.findLayers() return [layer.layer() for layer in layers if self.is_valid_layer(layer.layer())] def show_layer_select(self): """ Run method that lets users choose layer for crater shapefile. Sets self.layer """ try: self.choose_dlg.show(self.get_layer_choices()) except CircleCraterError as error: self.show_error(error.message) def on_layer_select(self, layer): self.layer = layer self.set_field_attributes() msg = 'The layer "{!s}" is set as the crater counting layer' self.show_info(msg.format(layer.name())) self.stop_action.setEnabled(True) self.circle_action.setEnabled(True) self.set_tool() def set_field_attributes(self): self.layer.startEditing() # fieldNameIndex has been renamed to lookupField. if self.layer.fields().lookupField('diameter') == -1: field_attribute = QgsField('diameter', QVariant.Double) self.layer.dataProvider().addAttributes([field_attribute]) if self.layer.fields().lookupField('center_lon') == -1: field_attribute = QgsField('center_lon', QVariant.Double) self.layer.dataProvider().addAttributes([field_attribute]) if self.layer.fields().lookupField('center_lat') == -1: field_attribute = QgsField('center_lat', QVariant.Double) self.layer.dataProvider().addAttributes([field_attribute]) self.layer.updateFields() self.layer.commitChanges() def show_export_dialog(self): """ Run method that exports data to a file""" try: self.export_dlg.show(self.get_layer_choices()) except CircleCraterError as error: self.show_error(error.message) def export(self, crater_layer, area_layer, filename): try: self.write_diam_file(crater_layer, area_layer, filename) except CircleCraterError as error: self.show_error(error.message) def create_diam_header(self, total_area, crater_layer): current_datetime = str(datetime.datetime.now()) # a,b = self.get_a_and_b(self.layer) da = self.get_distance_area(self.layer) if da.willUseEllipsoid(): header = [ '# Diam file for Craterstats', '# Date of measurement export = {}'.format(current_datetime), '', 'Ellipsoid {}'.format(da.ellipsoid()), '', 'layer CRS: {}'.format(crater_layer.crs().description()), '', 'Total Crater Area <km^2> = {}'.format(total_area), '', '# diameter(m), lon, lat', '', ] else: header = [ '# Diam file for Craterstats', '# Date of measurement export = {}'.format(current_datetime), '', '# Ellipsoid is not available, Area and Diameter unit may not right.', '', 'Total Crater Area = {}'.format(total_area), '', '# diameter, lon, lat', '', ] return '\n'.join(header) def write_diam_file(self, crater_layer, area_layer, filename): """Method writes crater data to a special formatted file.""" total_area = self.compute_area(area_layer) km_squared = self.convert_square_meters_to_km(total_area) header = self.create_diam_header(km_squared, crater_layer) nested_list = self.format_diam_data(crater_layer, area_layer) # tab delimited datafile with open(filename, 'w') as fp: fp.write(header) fp.writelines('\t'.join(i) + '\n' for i in nested_list) def get_distance_area(self, layer): destination = layer.crs() # Using the general purpose distance and area calculator, # capable of performing ellipsoid based calculations. distance_area = QgsDistanceArea() c = QgsCoordinateTransformContext() distance_area.setSourceCrs(layer.crs(), c ) ellips = destination.ellipsoidAcronym() if ellips == '' : ellips = QgsProject.instance().ellipsoid() distance_area.setEllipsoid(ellips) # sets whether coordinates must be projected to ellipsoid before measuring # distance_area.setEllipsoidalMode(True) return distance_area def convert_meters_to_km(self, meters): return meters * 0.001 def convert_square_meters_to_km(self, square_meters): return square_meters * 1.0e-6 def measure(self, layer, geometry): return self.get_distance_area(layer).measureLength(geometry) def get_actual_area(self, feature, distance_area, xform): # TODO: distance_area and xform should probably be class variables QgsMessageLog.logMessage("message", "name") print("======>",feature.geometry()) if feature.geometry().isMultipart(): # new part for multipolylines points = feature.geometry().asMultiPolygon() print("multipart:",len(points)) print("First point: ",points[0][0]) for p in points[0][0]: print(p) points = points[0][0] else: points = feature.geometry().asPolygon() points = points[0] transformed = [self.transform_point(xform, point) for point in points] new_polygon = QgsGeometry.fromPolygonXY([transformed]) actual_area = distance_area.measureArea(new_polygon) return actual_area def compute_area(self, layer): """Returns values are in meters resp. square meters http://qgis.org/api/2.8/classQgsDistanceArea.html use measure() takes QgsGeometry as a parameter and calculates distance or area """ destination = layer.crs() source = layer.crs() xform = self.crs_transform(source, destination) distance_area = self.get_distance_area(layer) features = list(layer.getFeatures()) return sum([self.get_actual_area(f, distance_area, xform) for f in features]) def get_fields(self, feature, diameter, lon, lat): """Retrieves fields from the attribute table in the order required for .diam file: diameter, lon, lat And casts as strings""" # diameter is in units of km attributes = feature.attributes() # fraction is always 1 fraction = 1 # refer to an attribute by its index field_list = [ str(self.convert_meters_to_km(attributes[diameter])), #str(1), # fraction was in old craterstats # str(fraction), str(attributes[lon]), str(attributes[lat]) #str(1) ] return field_list def crater_center(self, crater, lat, lon): print(crater) print("ATT:",crater.attributes(),lat,lon,crater.attributes()[lon],crater.attributes()[lat] ) center_point = QgsPointXY( float(crater.attributes()[lon]), float(crater.attributes()[lat]), ) return QgsGeometry.fromPointXY(center_point) def experiment(self, feature_geom, point_geom): """ feature and point are geometrys Is a QgsPoint within an arbitrary QgsPolygon? """ polygon = feature_geom.asPolygon() point = point_geom.asPoint() codes = [] codes.append(Path.MOVETO) for i in range(0, len(polygon[0]) - 2): codes.append(Path.LINETO) codes.append(Path.CLOSEPOLY) path = Path(polygon[0], codes) if path.contains_point(point): return True else: return False def intersects(self, crater, area_geometries, lat, lon): # This geometry is in units of degrees center_geometry = self.crater_center(crater, lat, lon) # temp = any(center_geometry.within(a) for a in area_geometries) return any(self.experiment(a, center_geometry) for a in area_geometries) def format_diam_data(self, crater_layer, area_layer): """Formats crater diameter data for export as .diam file Checks to see if craters intersect with area polygons in area layer """ diameter = crater_layer.fields().indexFromName('diameter') lon = crater_layer.fields().indexFromName('center_lon') lat = crater_layer.fields().indexFromName('center_lat') craters = list(crater_layer.getFeatures()) areas = list(area_layer.getFeatures()) # TODO: distance_area and xform should probably be class variables destination = crater_layer.crs() source = area_layer.crs() xform = self.crs_transform(source, destination) distance_area = self.get_distance_area(area_layer) # Get area geometry in units of degrees new_geometries = [self.get_transformed_polygon(a, distance_area, xform) for a in areas] # WARNING INTERSECTS craters = [c for c in craters if self.intersects(c, new_geometries, lat, lon)] print("CRATERS: ",craters) # Craterstats 2.0 line is: # crater = {diam, fraction, lon, lat, topo_scale_factor # 12.0185588932 1 159.43028979 16.9521753319 1 return [self.get_fields(c, diameter, lon, lat) for c in craters] def get_transformed_polygon(self, feature, distance_area, xform): """Returns transformd polygon geometry""" # TODO: distance_area and xform should probably be class variables if feature.geometry().isMultipart(): # new part for multipolylines points = feature.geometry().asMultiPolygon() print("multipart:",len(points)) print("First point: ",points[0][0]) for p in points[0][0]: print(p) points = points[0][0] else: points = feature.geometry().asPolygon() points = points[0] transformed = [self.transform_point(xform, point) for point in points] print("TRANSFORMED->",transformed) return QgsGeometry.fromPolygonXY( [transformed] ) def crs_transform(self, source, destination): print(source, destination, QgsProject.instance() ) return QgsCoordinateTransform(source, destination, QgsProject.instance()) def transform_point(self, xform, point): return xform.transform(point) def get_destination_crs(self): # moon = '+proj=longlat +a=1737400 +b=1737400 +no_defs' # destination = QgsCoordinateReferenceSystem() # destination.createFromProj4(moon) destination = self.layer.crs() return destination def get_latlong_srs(self): p = QgsProject.instance() e = p.ellipsoid() crs = p.crs() srs = osr.SpatialReference() srs.ImportFromProj4(crs.toProj4()) a = srs.GetSemiMajor() b = srs.GetSemiMinor() proj4 = "+proj=latlong +a={} +b={}".format(a,b) srs_ll = osr.SpatialReference() srs_ll.ImportFromProj4(proj4) return srs_ll def get_srs(self): p = QgsProject.instance() e = p.ellipsoid() crs = p.crs() srs = osr.SpatialReference() srs.ImportFromProj4(crs.toProj4()) return srs def get_a_and_b(self,layer): #this_crs = layer.crs() #wkt = this_crs.toWkt() #srs = osr.SpatialReference() #srs.importFromWkt(wkt) #print(srs) #print(dir(this_crs)) p = QgsProject.instance() e = p.ellipsoid() crs = p.crs() srs = osr.SpatialReference() srs.ImportFromProj4(crs.toProj4()) print("******",e) da = QgsDistanceArea() da.willUseEllipsoid() # should be true a = srs.GetSemiMajor() b = srs.GetSemiMinor() return a,b def draw_circle(self, circle): polygon = [QgsPointXY(*point) for point in circle.to_polygon()] print(circle) print(polygon) print(type(polygon)) #gPnt = QgsGeometry.fromPointXY(QgsPointXY(1,1)) #gLine = QgsGeometry.fromPolyline([QgsPoint(1, 1), QgsPoint(2, 2)]) #gPolygon = QgsGeometry.fromPolygonXY([[QgsPointXY(1, 1), QgsPointXY(2, 2), QgsPointXY(2, 1)]]) #geometry = QgsGeometry.fromPolygon([polygon]) geometry = QgsGeometry.fromPolygonXY([polygon]) feature = QgsFeature() feature.setGeometry(geometry) feature.setFields(self.layer.fields()) destination = self.layer.crs() source = self.layer.crs() xform = self.crs_transform(source, destination) #print circle.center.x, circle.center.y #print(circle.center.x, circle.center.y) line = [ QgsPointXY(circle.center.x, circle.center.y), QgsPointXY(circle.center.x + circle.radius, circle.center.y), ] transformed = [ self.transform_point(xform, line[0]), self.transform_point(xform, line[1]), ] print("****",transformed) #new_line_geometry = QgsGeometry.fromPolyline( [ QgsGeometry.fromPointXY(transformed[0]), QgsGeometry.fromPointXY(transformed[1]) ] ) new_line_geometry = QgsGeometry.fromPolyline([QgsPoint(transformed[0][0], transformed[0][1]), QgsPoint(transformed[1][0], transformed[1][1])]) distance_area = self.get_distance_area(self.layer) actual_line_distance = distance_area.measureLength(new_line_geometry) # Translate circle center to units of degrees center_in_degrees = xform.transform(circle.center.x, circle.center.y) # circle_feature.id() is NULL for .shp file # and assigned automaticly for .gpkg # order is id, diameter, lon, lat feature.setAttribute('diameter',actual_line_distance * 2) feature.setAttribute('center_lon',center_in_degrees[0]) feature.setAttribute('center_lat',center_in_degrees[1]) self.layer.startEditing() self.layer.dataProvider().addFeatures([feature]) #self.layer.addFeature(feature, True) self.layer.commitChanges() # update layer's extent when new features have been added # because change of extent in provider is not propagated to the layer self.layer.updateExtents()
bsd-3-clause
brainiak/brainiak
brainiak/eventseg/event.py
2
26617
# Copyright 2020 Princeton University # # 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. """Event segmentation using a Hidden Markov Model Given an ROI timeseries, this class uses an annealed fitting procedure to segment the timeseries into events with stable activity patterns. After learning the signature activity pattern of each event, the model can then be applied to other datasets to identify a corresponding sequence of events. Full details are available in: Christopher Baldassano, Janice Chen, Asieh Zadbood, Jonathan W Pillow, Uri Hasson, Kenneth A Norman Discovering event structure in continuous narrative perception and memory Neuron, Volume 95, Issue 3, 709 - 721.e5 https://doi.org/10.1016/j.neuron.2017.06.041 This class also extends the model described in the Neuron paper: 1) It allows transition matrices that are composed of multiple separate chains of events rather than a single linear path. This allows a model to contain patterns for multiple event sequences (e.g. narratives), and fit probabilities along each of these chains on a new, unlabeled timeseries. To use this option, pass in an event_chain vector labeling which events belong to each chain, define event patterns using set_event_patterns(), then fit to a new dataset with find_events. 2) To obtain better fits when the underlying event structure contains events that vary substantially in length, the split_merge option allows the fit() function to re-distribute events during fitting. The number of merge/split proposals is controlled by split_merge_proposals, which controls how thorough versus fast the fitting process is. """ # Authors: Chris Baldassano and Cătălin Iordan (Princeton University) import numpy as np from scipy import stats import logging import copy from sklearn.base import BaseEstimator from sklearn.utils.validation import check_is_fitted, check_array from sklearn.exceptions import NotFittedError import itertools from . import _utils as utils # type: ignore logger = logging.getLogger(__name__) __all__ = [ "EventSegment", ] class EventSegment(BaseEstimator): """Class for event segmentation of continuous fMRI data Parameters ---------- n_events: int Number of segments to learn step_var: Callable[[int], float] : default 4 * (0.98 ** (step - 1)) The Gaussian variance to use during fitting, as a function of the number of steps. Should decrease slowly over time. n_iter: int, default: 500 Maximum number of steps to run during fitting event_chains: ndarray with length = n_events Array with unique value for each separate chain of events, each linked in the order they appear in the array split_merge: bool, default: False Determines whether merge/split proposals are used during fitting with fit(). This can improve fitting performance when events are highly uneven in size, but requires additional time split_merge_proposals: int, default: 1 Number of merges and splits to consider at each step. Computation time scales as O(proposals^2) so this should usually be a small value Attributes ---------- p_start, p_end: length n_events+1 ndarray initial and final prior distributions over events P: n_events+1 by n_events+1 ndarray HMM transition matrix ll_ : ndarray with length = number of training datasets Log-likelihood for training datasets over the course of training segments_: list of (time by event) ndarrays Learned (soft) segmentation for training datasets event_var_ : float Gaussian variance at the end of learning event_pat_ : voxel by event ndarray Learned mean patterns for each event """ def _default_var_schedule(step): return 4 * (0.98 ** (step - 1)) def __init__(self, n_events=2, step_var=_default_var_schedule, n_iter=500, event_chains=None, split_merge=False, split_merge_proposals=1): self.n_events = n_events self.step_var = step_var self.n_iter = n_iter self.split_merge = split_merge self.split_merge_proposals = split_merge_proposals if event_chains is None: self.event_chains = np.zeros(n_events) else: self.event_chains = event_chains def _fit_validate(self, X): """Validate input to fit() Validate data passed to fit(). Includes a transpose operation to change the row/column order of X and z-scoring in time. Parameters ---------- X: time by voxel ndarray, or a list of such ndarrays fMRI data to be segmented Returns ------- X: list of voxel by time ndarrays """ if len(np.unique(self.event_chains)) > 1: raise RuntimeError("Cannot fit chains, use set_event_patterns") # Copy X into a list and transpose X = copy.deepcopy(X) if type(X) is not list: X = [X] for i in range(len(X)): X[i] = check_array(X[i]) X[i] = X[i].T # Check that number of voxels is consistent across datasets n_dim = X[0].shape[0] for i in range(len(X)): assert (X[i].shape[0] == n_dim) # Double-check that data is z-scored in time for i in range(len(X)): X[i] = stats.zscore(X[i], axis=1, ddof=1) return X def fit(self, X, y=None): """Learn a segmentation on training data Fits event patterns and a segmentation to training data. After running this function, the learned event patterns can be used to segment other datasets using find_events Parameters ---------- X: time by voxel ndarray, or a list of such ndarrays fMRI data to be segmented. If a list is given, then all datasets are segmented simultaneously with the same event patterns y: not used (added to comply with BaseEstimator definition) Returns ------- self: the EventSegment object """ X = self._fit_validate(X) n_train = len(X) n_dim = X[0].shape[0] self.classes_ = np.arange(self.n_events) # Initialize variables for fitting log_gamma = [] for i in range(n_train): log_gamma.append(np.zeros((X[i].shape[1], self.n_events))) step = 1 best_ll = float("-inf") self.ll_ = np.empty((0, n_train)) while step <= self.n_iter: iteration_var = self.step_var(step) # Based on the current segmentation, compute the mean pattern # for each event seg_prob = [np.exp(lg) / np.sum(np.exp(lg), axis=0) for lg in log_gamma] mean_pat = np.empty((n_train, n_dim, self.n_events)) for i in range(n_train): mean_pat[i, :, :] = X[i].dot(seg_prob[i]) mean_pat = np.mean(mean_pat, axis=0) # Based on the current mean patterns, compute the event # segmentation self.ll_ = np.append(self.ll_, np.empty((1, n_train)), axis=0) for i in range(n_train): logprob = self._logprob_obs(X[i], mean_pat, iteration_var) log_gamma[i], self.ll_[-1, i] = self._forward_backward(logprob) if step > 1 and self.split_merge: curr_ll = np.mean(self.ll_[-1, :]) self.ll_[-1, :], log_gamma, mean_pat = \ self._split_merge(X, log_gamma, iteration_var, curr_ll) # If log-likelihood has started decreasing, undo last step and stop if np.mean(self.ll_[-1, :]) < best_ll: self.ll_ = self.ll_[:-1, :] break self.segments_ = [np.exp(lg) for lg in log_gamma] self.event_var_ = iteration_var self.event_pat_ = mean_pat best_ll = np.mean(self.ll_[-1, :]) logger.debug("Fitting step %d, LL=%f", step, best_ll) step += 1 return self def _logprob_obs(self, data, mean_pat, var): """Log probability of observing each timepoint under each event model Computes the log probability of each observed timepoint being generated by the Gaussian distribution for each event pattern Parameters ---------- data: voxel by time ndarray fMRI data on which to compute log probabilities mean_pat: voxel by event ndarray Centers of the Gaussians for each event var: float or 1D array of length equal to the number of events Variance of the event Gaussians. If scalar, all events are assumed to have the same variance Returns ------- logprob : time by event ndarray Log probability of each timepoint under each event Gaussian """ n_vox = data.shape[0] t = data.shape[1] # z-score both data and mean patterns in space, so that Gaussians # are measuring Pearson correlations and are insensitive to overall # activity changes data_z = stats.zscore(data, axis=0, ddof=1) mean_pat_z = stats.zscore(mean_pat, axis=0, ddof=1) logprob = np.empty((t, self.n_events)) if type(var) is not np.ndarray: var = var * np.ones(self.n_events) for k in range(self.n_events): logprob[:, k] = -0.5 * n_vox * np.log( 2 * np.pi * var[k]) - 0.5 * np.sum( (data_z.T - mean_pat_z[:, k]).T ** 2, axis=0) / var[k] logprob /= n_vox return logprob def _forward_backward(self, logprob): """Runs forward-backward algorithm on observation log probs Given the log probability of each timepoint being generated by each event, run the HMM forward-backward algorithm to find the probability that each timepoint belongs to each event (based on the transition priors in p_start, p_end, and P) See https://en.wikipedia.org/wiki/Forward-backward_algorithm for mathematical details Parameters ---------- logprob : time by event ndarray Log probability of each timepoint under each event Gaussian Returns ------- log_gamma : time by event ndarray Log probability of each timepoint belonging to each event ll : float Log-likelihood of fit """ logprob = copy.copy(logprob) t = logprob.shape[0] logprob = np.hstack((logprob, float("-inf") * np.ones((t, 1)))) # Initialize variables log_scale = np.zeros(t) log_alpha = np.zeros((t, self.n_events + 1)) log_beta = np.zeros((t, self.n_events + 1)) # Set up transition matrix, with final sink state self.p_start = np.zeros(self.n_events + 1) self.p_end = np.zeros(self.n_events + 1) self.P = np.zeros((self.n_events + 1, self.n_events + 1)) label_ind = np.unique(self.event_chains, return_inverse=True)[1] n_chains = np.max(label_ind) + 1 # For each chain of events, link them together and then to sink state for c in range(n_chains): chain_ind = np.nonzero(label_ind == c)[0] self.p_start[chain_ind[0]] = 1 / n_chains self.p_end[chain_ind[-1]] = 1 / n_chains p_trans = (len(chain_ind) - 1) / t if p_trans >= 1: raise ValueError('Too few timepoints') for i in range(len(chain_ind)): self.P[chain_ind[i], chain_ind[i]] = 1 - p_trans if i < len(chain_ind) - 1: self.P[chain_ind[i], chain_ind[i+1]] = p_trans else: self.P[chain_ind[i], -1] = p_trans self.P[-1, -1] = 1 # Forward pass for i in range(t): if i == 0: log_alpha[0, :] = self._log(self.p_start) + logprob[0, :] else: log_alpha[i, :] = self._log(np.exp(log_alpha[i - 1, :]) .dot(self.P)) + logprob[i, :] log_scale[i] = np.logaddexp.reduce(log_alpha[i, :]) log_alpha[i] -= log_scale[i] # Backward pass log_beta[-1, :] = self._log(self.p_end) - log_scale[-1] for i in reversed(range(t - 1)): obs_weighted = log_beta[i + 1, :] + logprob[i + 1, :] offset = np.max(obs_weighted) log_beta[i, :] = offset + self._log( np.exp(obs_weighted - offset).dot(self.P.T)) - log_scale[i] # Combine and normalize log_gamma = log_alpha + log_beta log_gamma -= np.logaddexp.reduce(log_gamma, axis=1, keepdims=True) ll = np.sum(log_scale[:(t - 1)]) + np.logaddexp.reduce( log_alpha[-1, :] + log_scale[-1] + self._log(self.p_end)) log_gamma = log_gamma[:, :-1] return log_gamma, ll def _log(self, x): """Modified version of np.log that manually sets values <=0 to -inf Parameters ---------- x: ndarray of floats Input to the log function Returns ------- log_ma: ndarray of floats log of x, with x<=0 values replaced with -inf """ xshape = x.shape _x = x.flatten() y = utils.masked_log(_x) return y.reshape(xshape) def set_event_patterns(self, event_pat): """Set HMM event patterns manually Rather than fitting the event patterns automatically using fit(), this function allows them to be set explicitly. They can then be used to find corresponding events in a new dataset, using find_events(). Parameters ---------- event_pat: voxel by event ndarray """ if event_pat.shape[1] != self.n_events: raise ValueError(("Number of columns of event_pat must match " "number of events")) self.event_pat_ = event_pat.copy() def find_events(self, testing_data, var=None, scramble=False): """Applies learned event segmentation to new testing dataset After fitting an event segmentation using fit() or setting event patterns directly using set_event_patterns(), this function finds the same sequence of event patterns in a new testing dataset. Parameters ---------- testing_data: timepoint by voxel ndarray fMRI data to segment based on previously-learned event patterns var: float or 1D ndarray of length equal to the number of events default: uses variance that maximized training log-likelihood Variance of the event Gaussians. If scalar, all events are assumed to have the same variance. If fit() has not previously been run, this must be specifed (cannot be None). scramble: bool : default False If true, the order of the learned events are shuffled before fitting, to give a null distribution Returns ------- segments : time by event ndarray The resulting soft segmentation. segments[t,e] = probability that timepoint t is in event e test_ll : float Log-likelihood of model fit """ if var is None: if not hasattr(self, 'event_var_'): raise NotFittedError(("Event variance must be provided, if " "not previously set by fit()")) else: var = self.event_var_ if not hasattr(self, 'event_pat_'): raise NotFittedError(("The event patterns must first be set " "by fit() or set_event_patterns()")) if scramble: mean_pat = self.event_pat_[:, np.random.permutation(self.n_events)] else: mean_pat = self.event_pat_ logprob = self._logprob_obs(testing_data.T, mean_pat, var) lg, test_ll = self._forward_backward(logprob) segments = np.exp(lg) return segments, test_ll def predict(self, X): """Applies learned event segmentation to new testing dataset Alternative function for segmenting a new dataset after using fit() to learn a sequence of events, to comply with the sklearn Classifier interface Parameters ---------- X: timepoint by voxel ndarray fMRI data to segment based on previously-learned event patterns Returns ------- Event label for each timepoint """ check_is_fitted(self, ["event_pat_", "event_var_"]) X = check_array(X) segments, test_ll = self.find_events(X) return np.argmax(segments, axis=1) def calc_weighted_event_var(self, D, weights, event_pat): """Computes normalized weighted variance around event pattern Utility function for computing variance in a training set of weighted event examples. For each event, the sum of squared differences for all timepoints from the event pattern is computed, and then the weights specify how much each of these differences contributes to the variance (normalized by the number of voxels). Parameters ---------- D : timepoint by voxel ndarray fMRI data for which to compute event variances weights : timepoint by event ndarray specifies relative weights of timepoints for each event event_pat : voxel by event ndarray mean event patterns to compute variance around Returns ------- ev_var : ndarray of variances for each event """ Dz = stats.zscore(D, axis=1, ddof=1) ev_var = np.empty(event_pat.shape[1]) for e in range(event_pat.shape[1]): # Only compute variances for weights > 0.1% of max weight nz = weights[:, e] > np.max(weights[:, e])/1000 sumsq = np.dot(weights[nz, e], np.sum(np.square(Dz[nz, :] - event_pat[:, e]), axis=1)) ev_var[e] = sumsq/(np.sum(weights[nz, e]) - np.sum(np.square(weights[nz, e])) / np.sum(weights[nz, e])) ev_var = ev_var / D.shape[1] return ev_var def model_prior(self, t): """Returns the prior probability of the HMM Runs forward-backward without any data, showing the prior distribution of the model (for comparison with a posterior). Parameters ---------- t: int Number of timepoints Returns ------- segments : time by event ndarray segments[t,e] = prior probability that timepoint t is in event e test_ll : float Log-likelihood of model (data-independent term)""" lg, test_ll = self._forward_backward(np.zeros((t, self.n_events))) segments = np.exp(lg) return segments, test_ll def _split_merge(self, X, log_gamma, iteration_var, curr_ll): """Attempt to improve log-likelihood with a merge/split The simulated annealing used in fit() is susceptible to getting stuck in a local minimum if there are some very short events. This function attempts to find a) pairs of neighboring events that are highly similar, to merge b) events that can be split into two dissimilar events It then tests to see whether simultaneously merging one of the pairs from (a) and splitting one of the events from (b) can improve the log-likelihood. The number of (a)/(b) pairs tested is determined by the split_merge_proposals class attribute. Parameters ---------- X: list of voxel by time ndarrays fMRI datasets being fit log_gamma : list of time by event ndarrays Log probability of each timepoint belonging to each event, for each dataset iteration_var : float Current variance in simulated annealing curr_ll: float Log-likelihood of current model Returns ------- return_ll : ndarray with length equal to length of X Log-likelihood after merge/split (same as curr_ll if no merge/split improved curr_ll) return_lg : list of time by event ndarrays Log probability of each timepoint belonging to each event, for each dataset (same as log_gamma if no merge/split improved curr_ll) return_mp : voxel by event ndarray Mean patterns of events (after possible merge/split) """ # Compute current probabilities and mean patterns n_train = len(X) n_dim = X[0].shape[0] seg_prob = [np.exp(lg) / np.sum(np.exp(lg), axis=0) for lg in log_gamma] mean_pat = np.empty((n_train, n_dim, self.n_events)) for i in range(n_train): mean_pat[i, :, :] = X[i].dot(seg_prob[i]) mean_pat = np.mean(mean_pat, axis=0) # For each event, merge its probability distribution # with the next event, and also split its probability # distribution at its median into two separate events. # Use these new event probability distributions to compute # merged and split event patterns. merge_pat = np.empty((n_train, n_dim, self.n_events)) split_pat = np.empty((n_train, n_dim, 2 * self.n_events)) for i, sp in enumerate(seg_prob): # Iterate over datasets m_evprob = np.zeros((sp.shape[0], sp.shape[1])) s_evprob = np.zeros((sp.shape[0], 2 * sp.shape[1])) cs = np.cumsum(sp, axis=0) for e in range(sp.shape[1]): # Split distribution at midpoint and normalize each half mid = np.where(cs[:, e] >= 0.5)[0][0] cs_first = cs[mid, e] - sp[mid, e] cs_second = 1 - cs_first s_evprob[:mid, 2 * e] = sp[:mid, e] / cs_first s_evprob[mid:, 2 * e + 1] = sp[mid:, e] / cs_second # Merge distribution with next event distribution m_evprob[:, e] = sp[:, e:(e + 2)].mean(1) # Weight data by distribution to get event patterns merge_pat[i, :, :] = X[i].dot(m_evprob) split_pat[i, :, :] = X[i].dot(s_evprob) # Average across datasets merge_pat = np.mean(merge_pat, axis=0) split_pat = np.mean(split_pat, axis=0) # Correlate the current event patterns with the split and # merged patterns merge_corr = np.zeros(self.n_events) split_corr = np.zeros(self.n_events) for e in range(self.n_events): split_corr[e] = np.corrcoef(mean_pat[:, e], split_pat[:, (2 * e):(2 * e + 2)], rowvar=False)[0, 1:3].max() merge_corr[e] = np.corrcoef(merge_pat[:, e], mean_pat[:, e:(e + 2)], rowvar=False)[0, 1:3].min() merge_corr = merge_corr[:-1] # Find best merge/split candidates # A high value of merge_corr indicates that a pair of events are # very similar to their merged pattern, and are good candidates for # being merged. # A low value of split_corr indicates that an event's pattern is # very dissimilar from the patterns in its first and second half, # and is a good candidate for being split. best_merge = np.flipud(np.argsort(merge_corr)) best_merge = best_merge[:self.split_merge_proposals] best_split = np.argsort(split_corr) best_split = best_split[:self.split_merge_proposals] # For every pair of merge/split candidates, attempt the merge/split # and measure the log-likelihood. If any are better than curr_ll, # accept this best merge/split mean_pat_last = mean_pat.copy() return_ll = curr_ll return_lg = copy.deepcopy(log_gamma) return_mp = mean_pat.copy() for m_e, s_e in itertools.product(best_merge, best_split): if m_e == s_e or m_e+1 == s_e: # Don't attempt to merge/split same event continue # Construct new set of patterns with merge/split mean_pat_ms = np.delete(mean_pat_last, s_e, axis=1) mean_pat_ms = np.insert(mean_pat_ms, [s_e, s_e], split_pat[:, (2 * s_e):(2 * s_e + 2)], axis=1) mean_pat_ms = np.delete(mean_pat_ms, [m_e + (s_e < m_e), m_e + (s_e < m_e) + 1], axis=1) mean_pat_ms = np.insert(mean_pat_ms, m_e + (s_e < m_e), merge_pat[:, m_e], axis=1) # Measure log-likelihood with these new patterns ll_ms = np.zeros(n_train) log_gamma_ms = list() for i in range(n_train): logprob = self._logprob_obs(X[i], mean_pat_ms, iteration_var) lg, ll_ms[i] = self._forward_backward(logprob) log_gamma_ms.append(lg) # If better than best ll so far, save to return to fit() if ll_ms.mean() > return_ll: return_mp = mean_pat_ms.copy() return_ll = ll_ms for i in range(n_train): return_lg[i] = log_gamma_ms[i].copy() logger.debug("Identified merge %d,%d and split %d", m_e, m_e+1, s_e) return return_ll, return_lg, return_mp
apache-2.0
joakim-hove/ert
python/python/ert_gui/plottery/plot_data_gatherer.py
1
5835
from pandas import DataFrame from res.enkf.export import GenKwCollector, SummaryCollector, GenDataCollector, SummaryObservationCollector, \ GenDataObservationCollector, CustomKWCollector class PlotDataGatherer(object): def __init__(self, dataGatherFunc, conditionFunc, refcaseGatherFunc=None, observationGatherFunc=None, historyGatherFunc=None): super(PlotDataGatherer, self).__init__() self._dataGatherFunction = dataGatherFunc self._conditionFunction = conditionFunc self._refcaseGatherFunction = refcaseGatherFunc self._observationGatherFunction = observationGatherFunc self._historyGatherFunc = historyGatherFunc def hasHistoryGatherFunction(self): """ :rtype: bool """ return self._historyGatherFunc is not None def hasRefcaseGatherFunction(self): """ :rtype: bool """ return self._refcaseGatherFunction is not None def hasObservationGatherFunction(self): """ :rtype: bool """ return self._observationGatherFunction is not None def canGatherDataForKey(self, key): """ :rtype: bool """ return self._conditionFunction(key) def gatherData(self, ert, case, key): """ :rtype: pandas.DataFrame """ if not self.canGatherDataForKey(key): raise UserWarning("Unable to gather data for key: %s" % key) return self._dataGatherFunction(ert, case, key) def gatherRefcaseData(self, ert, key): """ :rtype: pandas.DataFrame """ if not self.canGatherDataForKey(key) or not self.hasRefcaseGatherFunction(): raise UserWarning("Unable to gather refcase data for key: %s" % key) return self._refcaseGatherFunction(ert, key) def gatherObservationData(self, ert, case, key): """ :rtype: pandas.DataFrame """ if not self.canGatherDataForKey(key) or not self.hasObservationGatherFunction(): raise UserWarning("Unable to gather observation data for key: %s" % key) return self._observationGatherFunction(ert, case, key) def gatherHistoryData(self, ert, case, key): """ :rtype: pandas.DataFrame """ if not self.canGatherDataForKey(key) or not self.hasHistoryGatherFunction(): raise UserWarning("Unable to gather history data for key: %s" % key) return self._historyGatherFunc(ert, case, key) @staticmethod def gatherGenKwData(ert, case, key): """ :rtype: pandas.DataFrame """ data = GenKwCollector.loadAllGenKwData(ert, case, [key]) return data[key].dropna() @staticmethod def gatherSummaryData(ert, case, key): """ :rtype: pandas.DataFrame """ data = SummaryCollector.loadAllSummaryData(ert, case, [key]) if not data.empty: data = data.reset_index() if any(data.duplicated()): print("** Warning: The simulation data contains duplicate " "timestamps. A possible explanation is that your " "simulation timestep is less than a second.") data = data.drop_duplicates() data = data.pivot(index="Date", columns="Realization", values=key) return data #.dropna() @staticmethod def gatherSummaryRefcaseData(ert, key): refcase = ert.eclConfig().getRefcase() if refcase is None or not key in refcase: return DataFrame() vector = refcase.get_vector(key, report_only=False) rows = [] for index in range(1, len(vector)): node = vector[index] row = { "Date": node.date, key: node.value } rows.append(row) data = DataFrame(rows) data = data.set_index("Date") return data @staticmethod def gatherSummaryHistoryData(ert, case, key): # create history key if ":" in key: head, tail = key.split(":", 2) key = "%sH:%s" % (head, tail) else: key = "%sH" % key data = PlotDataGatherer.gatherSummaryRefcaseData(ert, key) if data.empty and case is not None: data = PlotDataGatherer.gatherSummaryData(ert, case, key) return data @staticmethod def gatherSummaryObservationData(ert, case, key): if ert.getKeyManager().isKeyWithObservations(key): return SummaryObservationCollector.loadObservationData(ert, case, [key]).dropna() else: return DataFrame() @staticmethod def gatherGenDataData(ert, case, key): """ :rtype: pandas.DataFrame """ key, report_step = key.split("@", 1) report_step = int(report_step) try: data = GenDataCollector.loadGenData(ert, case, key, report_step) except ValueError: data = DataFrame() return data.dropna() # removes all rows that has a NaN @staticmethod def gatherGenDataObservationData(ert, case, key_with_report_step): """ :rtype: pandas.DataFrame """ key, report_step = key_with_report_step.split("@", 1) report_step = int(report_step) obs_key = GenDataObservationCollector.getObservationKeyForDataKey(ert, key, report_step) if obs_key is not None: obs_data = GenDataObservationCollector.loadGenDataObservations(ert, case, obs_key) columns = {obs_key: key_with_report_step, "STD_%s" % obs_key: "STD_%s" % key_with_report_step} obs_data = obs_data.rename(columns=columns) else: obs_data = DataFrame() return obs_data.dropna() @staticmethod def gatherCustomKwData(ert, case, key): """ :rtype: pandas.DataFrame """ data = CustomKWCollector.loadAllCustomKWData(ert, case, [key])[key] return data
gpl-3.0
bartosh/zipline
zipline/finance/risk/cumulative.py
3
12424
# # Copyright 2014 Quantopian, Inc. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. import functools import logbook import numpy as np import pandas as pd from pandas.tseries.tools import normalize_date from six import iteritems from . risk import ( check_entry, choose_treasury ) from empyrical import ( alpha_beta_aligned, annual_volatility, cum_returns, downside_risk, max_drawdown, sharpe_ratio, sortino_ratio, ) log = logbook.Logger('Risk Cumulative') choose_treasury = functools.partial(choose_treasury, lambda *args: '10year', compound=False) class RiskMetricsCumulative(object): """ :Usage: Instantiate RiskMetricsCumulative once. Call update() method on each dt to update the metrics. """ METRIC_NAMES = ( 'alpha', 'beta', 'sharpe', 'algorithm_volatility', 'benchmark_volatility', 'downside_risk', 'sortino', ) def __init__(self, sim_params, treasury_curves, trading_calendar, create_first_day_stats=False): self.treasury_curves = treasury_curves self.trading_calendar = trading_calendar self.start_session = sim_params.start_session self.end_session = sim_params.end_session self.sessions = trading_calendar.sessions_in_range( self.start_session, self.end_session ) # Hold on to the trading day before the start, # used for index of the zero return value when forcing returns # on the first day. self.day_before_start = self.start_session - self.sessions.freq last_day = normalize_date(sim_params.end_session) if last_day not in self.sessions: last_day = pd.tseries.index.DatetimeIndex( [last_day] ) self.sessions = self.sessions.append(last_day) self.sim_params = sim_params self.create_first_day_stats = create_first_day_stats cont_index = self.sessions self.cont_index = cont_index self.cont_len = len(self.cont_index) empty_cont = np.full(self.cont_len, np.nan) self.algorithm_returns_cont = empty_cont.copy() self.benchmark_returns_cont = empty_cont.copy() self.algorithm_cumulative_leverages_cont = empty_cont.copy() self.mean_returns_cont = empty_cont.copy() self.annualized_mean_returns_cont = empty_cont.copy() self.mean_benchmark_returns_cont = empty_cont.copy() self.annualized_mean_benchmark_returns_cont = empty_cont.copy() # The returns at a given time are read and reset from the respective # returns container. self.algorithm_returns = None self.benchmark_returns = None self.mean_returns = None self.annualized_mean_returns = None self.mean_benchmark_returns = None self.annualized_mean_benchmark_returns = None self.algorithm_cumulative_returns = empty_cont.copy() self.benchmark_cumulative_returns = empty_cont.copy() self.algorithm_cumulative_leverages = empty_cont.copy() self.excess_returns = empty_cont.copy() self.latest_dt_loc = 0 self.latest_dt = cont_index[0] self.benchmark_volatility = empty_cont.copy() self.algorithm_volatility = empty_cont.copy() self.beta = empty_cont.copy() self.alpha = empty_cont.copy() self.sharpe = empty_cont.copy() self.downside_risk = empty_cont.copy() self.sortino = empty_cont.copy() self.drawdowns = empty_cont.copy() self.max_drawdowns = empty_cont.copy() self.max_drawdown = 0 self.max_leverages = empty_cont.copy() self.max_leverage = 0 self.current_max = -np.inf self.daily_treasury = pd.Series(index=self.sessions) self.treasury_period_return = np.nan self.num_trading_days = 0 def update(self, dt, algorithm_returns, benchmark_returns, leverage): # Keep track of latest dt for use in to_dict and other methods # that report current state. self.latest_dt = dt dt_loc = self.cont_index.get_loc(dt) self.latest_dt_loc = dt_loc self.algorithm_returns_cont[dt_loc] = algorithm_returns self.algorithm_returns = self.algorithm_returns_cont[:dt_loc + 1] self.num_trading_days = len(self.algorithm_returns) if self.create_first_day_stats: if len(self.algorithm_returns) == 1: self.algorithm_returns = np.append(0.0, self.algorithm_returns) self.algorithm_cumulative_returns[dt_loc] = cum_returns( self.algorithm_returns )[-1] algo_cumulative_returns_to_date = \ self.algorithm_cumulative_returns[:dt_loc + 1] self.mean_returns_cont[dt_loc] = \ algo_cumulative_returns_to_date[dt_loc] / self.num_trading_days self.mean_returns = self.mean_returns_cont[:dt_loc + 1] self.annualized_mean_returns_cont[dt_loc] = \ self.mean_returns_cont[dt_loc] * 252 self.annualized_mean_returns = \ self.annualized_mean_returns_cont[:dt_loc + 1] if self.create_first_day_stats: if len(self.mean_returns) == 1: self.mean_returns = np.append(0.0, self.mean_returns) self.annualized_mean_returns = np.append( 0.0, self.annualized_mean_returns) self.benchmark_returns_cont[dt_loc] = benchmark_returns self.benchmark_returns = self.benchmark_returns_cont[:dt_loc + 1] if self.create_first_day_stats: if len(self.benchmark_returns) == 1: self.benchmark_returns = np.append(0.0, self.benchmark_returns) self.benchmark_cumulative_returns[dt_loc] = cum_returns( self.benchmark_returns )[-1] benchmark_cumulative_returns_to_date = \ self.benchmark_cumulative_returns[:dt_loc + 1] self.mean_benchmark_returns_cont[dt_loc] = \ benchmark_cumulative_returns_to_date[dt_loc] / \ self.num_trading_days self.mean_benchmark_returns = self.mean_benchmark_returns_cont[:dt_loc] self.annualized_mean_benchmark_returns_cont[dt_loc] = \ self.mean_benchmark_returns_cont[dt_loc] * 252 self.annualized_mean_benchmark_returns = \ self.annualized_mean_benchmark_returns_cont[:dt_loc + 1] self.algorithm_cumulative_leverages_cont[dt_loc] = leverage self.algorithm_cumulative_leverages = \ self.algorithm_cumulative_leverages_cont[:dt_loc + 1] if self.create_first_day_stats: if len(self.algorithm_cumulative_leverages) == 1: self.algorithm_cumulative_leverages = np.append( 0.0, self.algorithm_cumulative_leverages) if not len(self.algorithm_returns) and len(self.benchmark_returns): message = "Mismatch between benchmark_returns ({bm_count}) and \ algorithm_returns ({algo_count}) in range {start} : {end} on {dt}" message = message.format( bm_count=len(self.benchmark_returns), algo_count=len(self.algorithm_returns), start=self.start_session, end=self.end_session, dt=dt ) raise Exception(message) self.update_current_max() self.benchmark_volatility[dt_loc] = annual_volatility( self.benchmark_returns ) self.algorithm_volatility[dt_loc] = annual_volatility( self.algorithm_returns ) # caching the treasury rates for the minutely case is a # big speedup, because it avoids searching the treasury # curves on every minute. # In both minutely and daily, the daily curve is always used. treasury_end = dt.replace(hour=0, minute=0) if np.isnan(self.daily_treasury[treasury_end]): treasury_period_return = choose_treasury( self.treasury_curves, self.start_session, treasury_end, self.trading_calendar, ) self.daily_treasury[treasury_end] = treasury_period_return self.treasury_period_return = self.daily_treasury[treasury_end] self.excess_returns[dt_loc] = ( self.algorithm_cumulative_returns[dt_loc] - self.treasury_period_return) self.alpha[dt_loc], self.beta[dt_loc] = alpha_beta_aligned( self.algorithm_returns, self.benchmark_returns, ) self.sharpe[dt_loc] = sharpe_ratio( self.algorithm_returns, ) self.downside_risk[dt_loc] = downside_risk( self.algorithm_returns ) self.sortino[dt_loc] = sortino_ratio( self.algorithm_returns, _downside_risk=self.downside_risk[dt_loc] ) self.max_drawdown = max_drawdown( self.algorithm_returns ) self.max_drawdowns[dt_loc] = self.max_drawdown self.max_leverage = self.calculate_max_leverage() self.max_leverages[dt_loc] = self.max_leverage def to_dict(self): """ Creates a dictionary representing the state of the risk report. Returns a dict object of the form: """ dt = self.latest_dt dt_loc = self.latest_dt_loc period_label = dt.strftime("%Y-%m") rval = { 'trading_days': self.num_trading_days, 'benchmark_volatility': self.benchmark_volatility[dt_loc], 'algo_volatility': self.algorithm_volatility[dt_loc], 'treasury_period_return': self.treasury_period_return, # Though the two following keys say period return, # they would be more accurately called the cumulative return. # However, the keys need to stay the same, for now, for backwards # compatibility with existing consumers. 'algorithm_period_return': self.algorithm_cumulative_returns[dt_loc], 'benchmark_period_return': self.benchmark_cumulative_returns[dt_loc], 'beta': self.beta[dt_loc], 'alpha': self.alpha[dt_loc], 'sharpe': self.sharpe[dt_loc], 'sortino': self.sortino[dt_loc], 'excess_return': self.excess_returns[dt_loc], 'max_drawdown': self.max_drawdown, 'max_leverage': self.max_leverage, 'period_label': period_label } return {k: (None if check_entry(k, v) else v) for k, v in iteritems(rval)} def __repr__(self): statements = [] for metric in self.METRIC_NAMES: value = getattr(self, metric)[-1] if isinstance(value, list): if len(value) == 0: value = np.nan else: value = value[-1] statements.append("{m}:{v}".format(m=metric, v=value)) return '\n'.join(statements) def update_current_max(self): if len(self.algorithm_cumulative_returns) == 0: return current_cumulative_return = \ self.algorithm_cumulative_returns[self.latest_dt_loc] if self.current_max < current_cumulative_return: self.current_max = current_cumulative_return def calculate_max_leverage(self): # The leverage is defined as: the gross_exposure/net_liquidation # gross_exposure = long_exposure + abs(short_exposure) # net_liquidation = ending_cash + long_exposure + short_exposure cur_leverage = self.algorithm_cumulative_leverages_cont[ self.latest_dt_loc] return max(cur_leverage, self.max_leverage)
apache-2.0
pydata/pandas-gbq
tests/unit/test_load.py
1
3944
# -*- coding: utf-8 -*- import textwrap from io import StringIO from unittest import mock import numpy import pandas import pytest from pandas_gbq.features import FEATURES from pandas_gbq import load def load_method(bqclient): if FEATURES.bigquery_has_from_dataframe_with_csv: return bqclient.load_table_from_dataframe return bqclient.load_table_from_file def test_encode_chunk_with_unicode(): """Test that a dataframe containing unicode can be encoded as a file. See: https://github.com/pydata/pandas-gbq/issues/106 """ df = pandas.DataFrame( numpy.random.randn(6, 4), index=range(6), columns=list("ABCD") ) df["s"] = u"信用卡" csv_buffer = load.encode_chunk(df) csv_bytes = csv_buffer.read() csv_string = csv_bytes.decode("utf-8") assert u"信用卡" in csv_string def test_encode_chunk_with_floats(): """Test that floats in a dataframe are encoded with at most 17 significant figures. See: https://github.com/pydata/pandas-gbq/issues/192 and https://github.com/pydata/pandas-gbq/issues/326 """ input_csv = textwrap.dedent( """01/01/17 23:00,0.14285714285714285,4 01/02/17 22:00,1.05148,3 01/03/17 21:00,1.05153,2 01/04/17 20:00,3.141592653589793,1 01/05/17 19:00,2.0988936657440586e+43,0 """ ) input_df = pandas.read_csv( StringIO(input_csv), header=None, float_precision="round_trip" ) csv_buffer = load.encode_chunk(input_df) round_trip = pandas.read_csv( csv_buffer, header=None, float_precision="round_trip" ) pandas.testing.assert_frame_equal( round_trip, input_df, check_exact=True, ) def test_encode_chunk_with_newlines(): """See: https://github.com/pydata/pandas-gbq/issues/180""" df = pandas.DataFrame({"s": ["abcd", "ef\ngh", "ij\r\nkl"]}) csv_buffer = load.encode_chunk(df) csv_bytes = csv_buffer.read() csv_string = csv_bytes.decode("utf-8") assert "abcd" in csv_string assert '"ef\ngh"' in csv_string assert '"ij\r\nkl"' in csv_string def test_split_dataframe(): df = pandas.DataFrame(numpy.random.randn(6, 4), index=range(6)) chunks = list(load.split_dataframe(df, chunksize=2)) assert len(chunks) == 3 remaining, chunk = chunks[0] assert remaining == 4 assert len(chunk.index) == 2 def test_encode_chunks_with_chunksize_none(): df = pandas.DataFrame(numpy.random.randn(6, 4), index=range(6)) chunks = list(load.split_dataframe(df)) assert len(chunks) == 1 remaining, chunk = chunks[0] assert remaining == 0 assert len(chunk.index) == 6 @pytest.mark.parametrize( ["bigquery_has_from_dataframe_with_csv"], [(True,), (False,)] ) def test_load_chunks_omits_policy_tags( monkeypatch, mock_bigquery_client, bigquery_has_from_dataframe_with_csv ): """Ensure that policyTags are omitted. We don't want to change the policyTags via a load job, as this can cause 403 error. See: https://github.com/googleapis/python-bigquery/pull/557 """ import google.cloud.bigquery monkeypatch.setattr( type(FEATURES), "bigquery_has_from_dataframe_with_csv", mock.PropertyMock(return_value=bigquery_has_from_dataframe_with_csv), ) df = pandas.DataFrame({"col1": [1, 2, 3]}) destination = google.cloud.bigquery.TableReference.from_string( "my-project.my_dataset.my_table" ) schema = { "fields": [ {"name": "col1", "type": "INT64", "policyTags": ["tag1", "tag2"]} ] } _ = list( load.load_chunks(mock_bigquery_client, df, destination, schema=schema) ) mock_load = load_method(mock_bigquery_client) assert mock_load.called _, kwargs = mock_load.call_args assert "job_config" in kwargs sent_field = kwargs["job_config"].schema[0].to_api_repr() assert "policyTags" not in sent_field
bsd-3-clause
deepesch/scikit-learn
sklearn/decomposition/pca.py
192
23117
""" Principal Component Analysis """ # Author: Alexandre Gramfort <[email protected]> # Olivier Grisel <[email protected]> # Mathieu Blondel <[email protected]> # Denis A. Engemann <[email protected]> # Michael Eickenberg <[email protected]> # # License: BSD 3 clause from math import log, sqrt import numpy as np from scipy import linalg from scipy.special import gammaln from ..base import BaseEstimator, TransformerMixin from ..utils import check_random_state, as_float_array from ..utils import check_array from ..utils.extmath import fast_dot, fast_logdet, randomized_svd from ..utils.validation import check_is_fitted def _assess_dimension_(spectrum, rank, n_samples, n_features): """Compute the likelihood of a rank ``rank`` dataset The dataset is assumed to be embedded in gaussian noise of shape(n, dimf) having spectrum ``spectrum``. Parameters ---------- spectrum: array of shape (n) Data spectrum. rank: int Tested rank value. n_samples: int Number of samples. n_features: int Number of features. Returns ------- ll: float, The log-likelihood Notes ----- This implements the method of `Thomas P. Minka: Automatic Choice of Dimensionality for PCA. NIPS 2000: 598-604` """ if rank > len(spectrum): raise ValueError("The tested rank cannot exceed the rank of the" " dataset") pu = -rank * log(2.) for i in range(rank): pu += (gammaln((n_features - i) / 2.) - log(np.pi) * (n_features - i) / 2.) pl = np.sum(np.log(spectrum[:rank])) pl = -pl * n_samples / 2. if rank == n_features: pv = 0 v = 1 else: v = np.sum(spectrum[rank:]) / (n_features - rank) pv = -np.log(v) * n_samples * (n_features - rank) / 2. m = n_features * rank - rank * (rank + 1.) / 2. pp = log(2. * np.pi) * (m + rank + 1.) / 2. pa = 0. spectrum_ = spectrum.copy() spectrum_[rank:n_features] = v for i in range(rank): for j in range(i + 1, len(spectrum)): pa += log((spectrum[i] - spectrum[j]) * (1. / spectrum_[j] - 1. / spectrum_[i])) + log(n_samples) ll = pu + pl + pv + pp - pa / 2. - rank * log(n_samples) / 2. return ll def _infer_dimension_(spectrum, n_samples, n_features): """Infers the dimension of a dataset of shape (n_samples, n_features) The dataset is described by its spectrum `spectrum`. """ n_spectrum = len(spectrum) ll = np.empty(n_spectrum) for rank in range(n_spectrum): ll[rank] = _assess_dimension_(spectrum, rank, n_samples, n_features) return ll.argmax() class PCA(BaseEstimator, TransformerMixin): """Principal component analysis (PCA) Linear dimensionality reduction using Singular Value Decomposition of the data and keeping only the most significant singular vectors to project the data to a lower dimensional space. This implementation uses the scipy.linalg implementation of the singular value decomposition. It only works for dense arrays and is not scalable to large dimensional data. The time complexity of this implementation is ``O(n ** 3)`` assuming n ~ n_samples ~ n_features. Read more in the :ref:`User Guide <PCA>`. Parameters ---------- n_components : int, None or string Number of components to keep. if n_components is not set all components are kept:: n_components == min(n_samples, n_features) if n_components == 'mle', Minka\'s MLE is used to guess the dimension if ``0 < n_components < 1``, select the number of components such that the amount of variance that needs to be explained is greater than the percentage specified by n_components copy : bool If False, data passed to fit are overwritten and running fit(X).transform(X) will not yield the expected results, use fit_transform(X) instead. whiten : bool, optional When True (False by default) the `components_` vectors are divided by n_samples times singular values to ensure uncorrelated outputs with unit component-wise variances. Whitening will remove some information from the transformed signal (the relative variance scales of the components) but can sometime improve the predictive accuracy of the downstream estimators by making there data respect some hard-wired assumptions. Attributes ---------- components_ : array, [n_components, n_features] Principal axes in feature space, representing the directions of maximum variance in the data. explained_variance_ratio_ : array, [n_components] Percentage of variance explained by each of the selected components. If ``n_components`` is not set then all components are stored and the sum of explained variances is equal to 1.0 mean_ : array, [n_features] Per-feature empirical mean, estimated from the training set. n_components_ : int The estimated number of components. Relevant when n_components is set to 'mle' or a number between 0 and 1 to select using explained variance. noise_variance_ : float The estimated noise covariance following the Probabilistic PCA model from Tipping and Bishop 1999. See "Pattern Recognition and Machine Learning" by C. Bishop, 12.2.1 p. 574 or http://www.miketipping.com/papers/met-mppca.pdf. It is required to computed the estimated data covariance and score samples. Notes ----- For n_components='mle', this class uses the method of `Thomas P. Minka: Automatic Choice of Dimensionality for PCA. NIPS 2000: 598-604` Implements the probabilistic PCA model from: M. Tipping and C. Bishop, Probabilistic Principal Component Analysis, Journal of the Royal Statistical Society, Series B, 61, Part 3, pp. 611-622 via the score and score_samples methods. See http://www.miketipping.com/papers/met-mppca.pdf Due to implementation subtleties of the Singular Value Decomposition (SVD), which is used in this implementation, running fit twice on the same matrix can lead to principal components with signs flipped (change in direction). For this reason, it is important to always use the same estimator object to transform data in a consistent fashion. Examples -------- >>> import numpy as np >>> from sklearn.decomposition import PCA >>> X = np.array([[-1, -1], [-2, -1], [-3, -2], [1, 1], [2, 1], [3, 2]]) >>> pca = PCA(n_components=2) >>> pca.fit(X) PCA(copy=True, n_components=2, whiten=False) >>> print(pca.explained_variance_ratio_) # doctest: +ELLIPSIS [ 0.99244... 0.00755...] See also -------- RandomizedPCA KernelPCA SparsePCA TruncatedSVD """ def __init__(self, n_components=None, copy=True, whiten=False): self.n_components = n_components self.copy = copy self.whiten = whiten def fit(self, X, y=None): """Fit the model with X. Parameters ---------- X: array-like, shape (n_samples, n_features) Training data, where n_samples in the number of samples and n_features is the number of features. Returns ------- self : object Returns the instance itself. """ self._fit(X) return self def fit_transform(self, X, y=None): """Fit the model with X and apply the dimensionality reduction on X. Parameters ---------- X : array-like, shape (n_samples, n_features) Training data, where n_samples is the number of samples and n_features is the number of features. Returns ------- X_new : array-like, shape (n_samples, n_components) """ U, S, V = self._fit(X) U = U[:, :self.n_components_] if self.whiten: # X_new = X * V / S * sqrt(n_samples) = U * sqrt(n_samples) U *= sqrt(X.shape[0]) else: # X_new = X * V = U * S * V^T * V = U * S U *= S[:self.n_components_] return U def _fit(self, X): """Fit the model on X Parameters ---------- X: array-like, shape (n_samples, n_features) Training vector, where n_samples in the number of samples and n_features is the number of features. Returns ------- U, s, V : ndarrays The SVD of the input data, copied and centered when requested. """ X = check_array(X) n_samples, n_features = X.shape X = as_float_array(X, copy=self.copy) # Center data self.mean_ = np.mean(X, axis=0) X -= self.mean_ U, S, V = linalg.svd(X, full_matrices=False) explained_variance_ = (S ** 2) / n_samples explained_variance_ratio_ = (explained_variance_ / explained_variance_.sum()) components_ = V n_components = self.n_components if n_components is None: n_components = n_features elif n_components == 'mle': if n_samples < n_features: raise ValueError("n_components='mle' is only supported " "if n_samples >= n_features") n_components = _infer_dimension_(explained_variance_, n_samples, n_features) elif not 0 <= n_components <= n_features: raise ValueError("n_components=%r invalid for n_features=%d" % (n_components, n_features)) if 0 < n_components < 1.0: # number of components for which the cumulated explained variance # percentage is superior to the desired threshold ratio_cumsum = explained_variance_ratio_.cumsum() n_components = np.sum(ratio_cumsum < n_components) + 1 # Compute noise covariance using Probabilistic PCA model # The sigma2 maximum likelihood (cf. eq. 12.46) if n_components < n_features: self.noise_variance_ = explained_variance_[n_components:].mean() else: self.noise_variance_ = 0. # store n_samples to revert whitening when getting covariance self.n_samples_ = n_samples self.components_ = components_[:n_components] self.explained_variance_ = explained_variance_[:n_components] explained_variance_ratio_ = explained_variance_ratio_[:n_components] self.explained_variance_ratio_ = explained_variance_ratio_ self.n_components_ = n_components return (U, S, V) def get_covariance(self): """Compute data covariance with the generative model. ``cov = components_.T * S**2 * components_ + sigma2 * eye(n_features)`` where S**2 contains the explained variances. Returns ------- cov : array, shape=(n_features, n_features) Estimated covariance of data. """ components_ = self.components_ exp_var = self.explained_variance_ if self.whiten: components_ = components_ * np.sqrt(exp_var[:, np.newaxis]) exp_var_diff = np.maximum(exp_var - self.noise_variance_, 0.) cov = np.dot(components_.T * exp_var_diff, components_) cov.flat[::len(cov) + 1] += self.noise_variance_ # modify diag inplace return cov def get_precision(self): """Compute data precision matrix with the generative model. Equals the inverse of the covariance but computed with the matrix inversion lemma for efficiency. Returns ------- precision : array, shape=(n_features, n_features) Estimated precision of data. """ n_features = self.components_.shape[1] # handle corner cases first if self.n_components_ == 0: return np.eye(n_features) / self.noise_variance_ if self.n_components_ == n_features: return linalg.inv(self.get_covariance()) # Get precision using matrix inversion lemma components_ = self.components_ exp_var = self.explained_variance_ exp_var_diff = np.maximum(exp_var - self.noise_variance_, 0.) precision = np.dot(components_, components_.T) / self.noise_variance_ precision.flat[::len(precision) + 1] += 1. / exp_var_diff precision = np.dot(components_.T, np.dot(linalg.inv(precision), components_)) precision /= -(self.noise_variance_ ** 2) precision.flat[::len(precision) + 1] += 1. / self.noise_variance_ return precision def transform(self, X): """Apply the dimensionality reduction on X. X is projected on the first principal components previous extracted from a training set. Parameters ---------- X : array-like, shape (n_samples, n_features) New data, where n_samples is the number of samples and n_features is the number of features. Returns ------- X_new : array-like, shape (n_samples, n_components) """ check_is_fitted(self, 'mean_') X = check_array(X) if self.mean_ is not None: X = X - self.mean_ X_transformed = fast_dot(X, self.components_.T) if self.whiten: X_transformed /= np.sqrt(self.explained_variance_) return X_transformed def inverse_transform(self, X): """Transform data back to its original space, i.e., return an input X_original whose transform would be X Parameters ---------- X : array-like, shape (n_samples, n_components) New data, where n_samples is the number of samples and n_components is the number of components. Returns ------- X_original array-like, shape (n_samples, n_features) """ check_is_fitted(self, 'mean_') if self.whiten: return fast_dot( X, np.sqrt(self.explained_variance_[:, np.newaxis]) * self.components_) + self.mean_ else: return fast_dot(X, self.components_) + self.mean_ def score_samples(self, X): """Return the log-likelihood of each sample See. "Pattern Recognition and Machine Learning" by C. Bishop, 12.2.1 p. 574 or http://www.miketipping.com/papers/met-mppca.pdf Parameters ---------- X: array, shape(n_samples, n_features) The data. Returns ------- ll: array, shape (n_samples,) Log-likelihood of each sample under the current model """ check_is_fitted(self, 'mean_') X = check_array(X) Xr = X - self.mean_ n_features = X.shape[1] log_like = np.zeros(X.shape[0]) precision = self.get_precision() log_like = -.5 * (Xr * (np.dot(Xr, precision))).sum(axis=1) log_like -= .5 * (n_features * log(2. * np.pi) - fast_logdet(precision)) return log_like def score(self, X, y=None): """Return the average log-likelihood of all samples See. "Pattern Recognition and Machine Learning" by C. Bishop, 12.2.1 p. 574 or http://www.miketipping.com/papers/met-mppca.pdf Parameters ---------- X: array, shape(n_samples, n_features) The data. Returns ------- ll: float Average log-likelihood of the samples under the current model """ return np.mean(self.score_samples(X)) class RandomizedPCA(BaseEstimator, TransformerMixin): """Principal component analysis (PCA) using randomized SVD Linear dimensionality reduction using approximated Singular Value Decomposition of the data and keeping only the most significant singular vectors to project the data to a lower dimensional space. Read more in the :ref:`User Guide <RandomizedPCA>`. Parameters ---------- n_components : int, optional Maximum number of components to keep. When not given or None, this is set to n_features (the second dimension of the training data). copy : bool If False, data passed to fit are overwritten and running fit(X).transform(X) will not yield the expected results, use fit_transform(X) instead. iterated_power : int, optional Number of iterations for the power method. 3 by default. whiten : bool, optional When True (False by default) the `components_` vectors are divided by the singular values to ensure uncorrelated outputs with unit component-wise variances. Whitening will remove some information from the transformed signal (the relative variance scales of the components) but can sometime improve the predictive accuracy of the downstream estimators by making their data respect some hard-wired assumptions. random_state : int or RandomState instance or None (default) Pseudo Random Number generator seed control. If None, use the numpy.random singleton. Attributes ---------- components_ : array, [n_components, n_features] Components with maximum variance. explained_variance_ratio_ : array, [n_components] Percentage of variance explained by each of the selected components. \ k is not set then all components are stored and the sum of explained \ variances is equal to 1.0 mean_ : array, [n_features] Per-feature empirical mean, estimated from the training set. Examples -------- >>> import numpy as np >>> from sklearn.decomposition import RandomizedPCA >>> X = np.array([[-1, -1], [-2, -1], [-3, -2], [1, 1], [2, 1], [3, 2]]) >>> pca = RandomizedPCA(n_components=2) >>> pca.fit(X) # doctest: +ELLIPSIS +NORMALIZE_WHITESPACE RandomizedPCA(copy=True, iterated_power=3, n_components=2, random_state=None, whiten=False) >>> print(pca.explained_variance_ratio_) # doctest: +ELLIPSIS [ 0.99244... 0.00755...] See also -------- PCA TruncatedSVD References ---------- .. [Halko2009] `Finding structure with randomness: Stochastic algorithms for constructing approximate matrix decompositions Halko, et al., 2009 (arXiv:909)` .. [MRT] `A randomized algorithm for the decomposition of matrices Per-Gunnar Martinsson, Vladimir Rokhlin and Mark Tygert` """ def __init__(self, n_components=None, copy=True, iterated_power=3, whiten=False, random_state=None): self.n_components = n_components self.copy = copy self.iterated_power = iterated_power self.whiten = whiten self.random_state = random_state def fit(self, X, y=None): """Fit the model with X by extracting the first principal components. Parameters ---------- X: array-like, shape (n_samples, n_features) Training data, where n_samples in the number of samples and n_features is the number of features. Returns ------- self : object Returns the instance itself. """ self._fit(check_array(X)) return self def _fit(self, X): """Fit the model to the data X. Parameters ---------- X: array-like, shape (n_samples, n_features) Training vector, where n_samples in the number of samples and n_features is the number of features. Returns ------- X : ndarray, shape (n_samples, n_features) The input data, copied, centered and whitened when requested. """ random_state = check_random_state(self.random_state) X = np.atleast_2d(as_float_array(X, copy=self.copy)) n_samples = X.shape[0] # Center data self.mean_ = np.mean(X, axis=0) X -= self.mean_ if self.n_components is None: n_components = X.shape[1] else: n_components = self.n_components U, S, V = randomized_svd(X, n_components, n_iter=self.iterated_power, random_state=random_state) self.explained_variance_ = exp_var = (S ** 2) / n_samples full_var = np.var(X, axis=0).sum() self.explained_variance_ratio_ = exp_var / full_var if self.whiten: self.components_ = V / S[:, np.newaxis] * sqrt(n_samples) else: self.components_ = V return X def transform(self, X, y=None): """Apply dimensionality reduction on X. X is projected on the first principal components previous extracted from a training set. Parameters ---------- X : array-like, shape (n_samples, n_features) New data, where n_samples in the number of samples and n_features is the number of features. Returns ------- X_new : array-like, shape (n_samples, n_components) """ check_is_fitted(self, 'mean_') X = check_array(X) if self.mean_ is not None: X = X - self.mean_ X = fast_dot(X, self.components_.T) return X def fit_transform(self, X, y=None): """Fit the model with X and apply the dimensionality reduction on X. Parameters ---------- X : array-like, shape (n_samples, n_features) New data, where n_samples in the number of samples and n_features is the number of features. Returns ------- X_new : array-like, shape (n_samples, n_components) """ X = check_array(X) X = self._fit(X) return fast_dot(X, self.components_.T) def inverse_transform(self, X, y=None): """Transform data back to its original space. Returns an array X_original whose transform would be X. Parameters ---------- X : array-like, shape (n_samples, n_components) New data, where n_samples in the number of samples and n_components is the number of components. Returns ------- X_original array-like, shape (n_samples, n_features) Notes ----- If whitening is enabled, inverse_transform does not compute the exact inverse operation of transform. """ check_is_fitted(self, 'mean_') X_original = fast_dot(X, self.components_) if self.mean_ is not None: X_original = X_original + self.mean_ return X_original
bsd-3-clause
q1ang/scikit-learn
examples/text/document_classification_20newsgroups.py
222
10500
""" ====================================================== Classification of text documents using sparse features ====================================================== This is an example showing how scikit-learn can be used to classify documents by topics using a bag-of-words approach. This example uses a scipy.sparse matrix to store the features and demonstrates various classifiers that can efficiently handle sparse matrices. The dataset used in this example is the 20 newsgroups dataset. It will be automatically downloaded, then cached. The bar plot indicates the accuracy, training time (normalized) and test time (normalized) of each classifier. """ # Author: Peter Prettenhofer <[email protected]> # Olivier Grisel <[email protected]> # Mathieu Blondel <[email protected]> # Lars Buitinck <[email protected]> # License: BSD 3 clause from __future__ import print_function import logging import numpy as np from optparse import OptionParser import sys from time import time import matplotlib.pyplot as plt from sklearn.datasets import fetch_20newsgroups from sklearn.feature_extraction.text import TfidfVectorizer from sklearn.feature_extraction.text import HashingVectorizer from sklearn.feature_selection import SelectKBest, chi2 from sklearn.linear_model import RidgeClassifier from sklearn.pipeline import Pipeline from sklearn.svm import LinearSVC from sklearn.linear_model import SGDClassifier from sklearn.linear_model import Perceptron from sklearn.linear_model import PassiveAggressiveClassifier from sklearn.naive_bayes import BernoulliNB, MultinomialNB from sklearn.neighbors import KNeighborsClassifier from sklearn.neighbors import NearestCentroid from sklearn.ensemble import RandomForestClassifier from sklearn.utils.extmath import density from sklearn import metrics # Display progress logs on stdout logging.basicConfig(level=logging.INFO, format='%(asctime)s %(levelname)s %(message)s') # parse commandline arguments op = OptionParser() op.add_option("--report", action="store_true", dest="print_report", help="Print a detailed classification report.") op.add_option("--chi2_select", action="store", type="int", dest="select_chi2", help="Select some number of features using a chi-squared test") op.add_option("--confusion_matrix", action="store_true", dest="print_cm", help="Print the confusion matrix.") op.add_option("--top10", action="store_true", dest="print_top10", help="Print ten most discriminative terms per class" " for every classifier.") op.add_option("--all_categories", action="store_true", dest="all_categories", help="Whether to use all categories or not.") op.add_option("--use_hashing", action="store_true", help="Use a hashing vectorizer.") op.add_option("--n_features", action="store", type=int, default=2 ** 16, help="n_features when using the hashing vectorizer.") op.add_option("--filtered", action="store_true", help="Remove newsgroup information that is easily overfit: " "headers, signatures, and quoting.") (opts, args) = op.parse_args() if len(args) > 0: op.error("this script takes no arguments.") sys.exit(1) print(__doc__) op.print_help() print() ############################################################################### # Load some categories from the training set if opts.all_categories: categories = None else: categories = [ 'alt.atheism', 'talk.religion.misc', 'comp.graphics', 'sci.space', ] if opts.filtered: remove = ('headers', 'footers', 'quotes') else: remove = () print("Loading 20 newsgroups dataset for categories:") print(categories if categories else "all") data_train = fetch_20newsgroups(subset='train', categories=categories, shuffle=True, random_state=42, remove=remove) data_test = fetch_20newsgroups(subset='test', categories=categories, shuffle=True, random_state=42, remove=remove) print('data loaded') categories = data_train.target_names # for case categories == None def size_mb(docs): return sum(len(s.encode('utf-8')) for s in docs) / 1e6 data_train_size_mb = size_mb(data_train.data) data_test_size_mb = size_mb(data_test.data) print("%d documents - %0.3fMB (training set)" % ( len(data_train.data), data_train_size_mb)) print("%d documents - %0.3fMB (test set)" % ( len(data_test.data), data_test_size_mb)) print("%d categories" % len(categories)) print() # split a training set and a test set y_train, y_test = data_train.target, data_test.target print("Extracting features from the training data using a sparse vectorizer") t0 = time() if opts.use_hashing: vectorizer = HashingVectorizer(stop_words='english', non_negative=True, n_features=opts.n_features) X_train = vectorizer.transform(data_train.data) else: vectorizer = TfidfVectorizer(sublinear_tf=True, max_df=0.5, stop_words='english') X_train = vectorizer.fit_transform(data_train.data) duration = time() - t0 print("done in %fs at %0.3fMB/s" % (duration, data_train_size_mb / duration)) print("n_samples: %d, n_features: %d" % X_train.shape) print() print("Extracting features from the test data using the same vectorizer") t0 = time() X_test = vectorizer.transform(data_test.data) duration = time() - t0 print("done in %fs at %0.3fMB/s" % (duration, data_test_size_mb / duration)) print("n_samples: %d, n_features: %d" % X_test.shape) print() # mapping from integer feature name to original token string if opts.use_hashing: feature_names = None else: feature_names = vectorizer.get_feature_names() if opts.select_chi2: print("Extracting %d best features by a chi-squared test" % opts.select_chi2) t0 = time() ch2 = SelectKBest(chi2, k=opts.select_chi2) X_train = ch2.fit_transform(X_train, y_train) X_test = ch2.transform(X_test) if feature_names: # keep selected feature names feature_names = [feature_names[i] for i in ch2.get_support(indices=True)] print("done in %fs" % (time() - t0)) print() if feature_names: feature_names = np.asarray(feature_names) def trim(s): """Trim string to fit on terminal (assuming 80-column display)""" return s if len(s) <= 80 else s[:77] + "..." ############################################################################### # Benchmark classifiers def benchmark(clf): print('_' * 80) print("Training: ") print(clf) t0 = time() clf.fit(X_train, y_train) train_time = time() - t0 print("train time: %0.3fs" % train_time) t0 = time() pred = clf.predict(X_test) test_time = time() - t0 print("test time: %0.3fs" % test_time) score = metrics.accuracy_score(y_test, pred) print("accuracy: %0.3f" % score) if hasattr(clf, 'coef_'): print("dimensionality: %d" % clf.coef_.shape[1]) print("density: %f" % density(clf.coef_)) if opts.print_top10 and feature_names is not None: print("top 10 keywords per class:") for i, category in enumerate(categories): top10 = np.argsort(clf.coef_[i])[-10:] print(trim("%s: %s" % (category, " ".join(feature_names[top10])))) print() if opts.print_report: print("classification report:") print(metrics.classification_report(y_test, pred, target_names=categories)) if opts.print_cm: print("confusion matrix:") print(metrics.confusion_matrix(y_test, pred)) print() clf_descr = str(clf).split('(')[0] return clf_descr, score, train_time, test_time results = [] for clf, name in ( (RidgeClassifier(tol=1e-2, solver="lsqr"), "Ridge Classifier"), (Perceptron(n_iter=50), "Perceptron"), (PassiveAggressiveClassifier(n_iter=50), "Passive-Aggressive"), (KNeighborsClassifier(n_neighbors=10), "kNN"), (RandomForestClassifier(n_estimators=100), "Random forest")): print('=' * 80) print(name) results.append(benchmark(clf)) for penalty in ["l2", "l1"]: print('=' * 80) print("%s penalty" % penalty.upper()) # Train Liblinear model results.append(benchmark(LinearSVC(loss='l2', penalty=penalty, dual=False, tol=1e-3))) # Train SGD model results.append(benchmark(SGDClassifier(alpha=.0001, n_iter=50, penalty=penalty))) # Train SGD with Elastic Net penalty print('=' * 80) print("Elastic-Net penalty") results.append(benchmark(SGDClassifier(alpha=.0001, n_iter=50, penalty="elasticnet"))) # Train NearestCentroid without threshold print('=' * 80) print("NearestCentroid (aka Rocchio classifier)") results.append(benchmark(NearestCentroid())) # Train sparse Naive Bayes classifiers print('=' * 80) print("Naive Bayes") results.append(benchmark(MultinomialNB(alpha=.01))) results.append(benchmark(BernoulliNB(alpha=.01))) print('=' * 80) print("LinearSVC with L1-based feature selection") # The smaller C, the stronger the regularization. # The more regularization, the more sparsity. results.append(benchmark(Pipeline([ ('feature_selection', LinearSVC(penalty="l1", dual=False, tol=1e-3)), ('classification', LinearSVC()) ]))) # make some plots indices = np.arange(len(results)) results = [[x[i] for x in results] for i in range(4)] clf_names, score, training_time, test_time = results training_time = np.array(training_time) / np.max(training_time) test_time = np.array(test_time) / np.max(test_time) plt.figure(figsize=(12, 8)) plt.title("Score") plt.barh(indices, score, .2, label="score", color='r') plt.barh(indices + .3, training_time, .2, label="training time", color='g') plt.barh(indices + .6, test_time, .2, label="test time", color='b') plt.yticks(()) plt.legend(loc='best') plt.subplots_adjust(left=.25) plt.subplots_adjust(top=.95) plt.subplots_adjust(bottom=.05) for i, c in zip(indices, clf_names): plt.text(-.3, i, c) plt.show()
bsd-3-clause
hainm/statsmodels
statsmodels/tsa/vector_ar/util.py
24
6383
""" Miscellaneous utility code for VAR estimation """ from statsmodels.compat.python import range, string_types, asbytes import numpy as np import scipy.stats as stats import scipy.linalg as L import scipy.linalg.decomp as decomp import statsmodels.tsa.tsatools as tsa from scipy.linalg import cholesky #------------------------------------------------------------------------------- # Auxiliary functions for estimation def get_var_endog(y, lags, trend='c', has_constant='skip'): """ Make predictor matrix for VAR(p) process Z := (Z_0, ..., Z_T).T (T x Kp) Z_t = [1 y_t y_{t-1} ... y_{t - p + 1}] (Kp x 1) Ref: Lutkepohl p.70 (transposed) has_constant can be 'raise', 'add', or 'skip'. See add_constant. """ nobs = len(y) # Ravel C order, need to put in descending order Z = np.array([y[t-lags : t][::-1].ravel() for t in range(lags, nobs)]) # Add constant, trend, etc. if trend != 'nc': Z = tsa.add_trend(Z, prepend=True, trend=trend, has_constant=has_constant) return Z def get_trendorder(trend='c'): # Handle constant, etc. if trend == 'c': trendorder = 1 elif trend == 'nc': trendorder = 0 elif trend == 'ct': trendorder = 2 elif trend == 'ctt': trendorder = 3 return trendorder def make_lag_names(names, lag_order, trendorder=1): """ Produce list of lag-variable names. Constant / trends go at the beginning Examples -------- >>> make_lag_names(['foo', 'bar'], 2, 1) ['const', 'L1.foo', 'L1.bar', 'L2.foo', 'L2.bar'] """ lag_names = [] if isinstance(names, string_types): names = [names] # take care of lagged endogenous names for i in range(1, lag_order + 1): for name in names: if not isinstance(name, string_types): name = str(name) # will need consistent unicode handling lag_names.append('L'+str(i)+'.'+name) # handle the constant name if trendorder != 0: lag_names.insert(0, 'const') if trendorder > 1: lag_names.insert(0, 'trend') if trendorder > 2: lag_names.insert(0, 'trend**2') return lag_names def comp_matrix(coefs): """ Return compansion matrix for the VAR(1) representation for a VAR(p) process (companion form) A = [A_1 A_2 ... A_p-1 A_p I_K 0 0 0 0 I_K ... 0 0 0 ... I_K 0] """ p, k, k2 = coefs.shape assert(k == k2) kp = k * p result = np.zeros((kp, kp)) result[:k] = np.concatenate(coefs, axis=1) # Set I_K matrices if p > 1: result[np.arange(k, kp), np.arange(kp-k)] = 1 return result #------------------------------------------------------------------------------- # Miscellaneous stuff def parse_lutkepohl_data(path): # pragma: no cover """ Parse data files from Lutkepohl (2005) book Source for data files: www.jmulti.de """ from collections import deque from datetime import datetime import pandas import pandas.core.datetools as dt import re regex = re.compile(asbytes('<(.*) (\w)([\d]+)>.*')) lines = deque(open(path, 'rb')) to_skip = 0 while asbytes('*/') not in lines.popleft(): #while '*/' not in lines.popleft(): to_skip += 1 while True: to_skip += 1 line = lines.popleft() m = regex.match(line) if m: year, freq, start_point = m.groups() break data = np.genfromtxt(path, names=True, skip_header=to_skip+1) n = len(data) # generate the corresponding date range (using pandas for now) start_point = int(start_point) year = int(year) offsets = { asbytes('Q') : dt.BQuarterEnd(), asbytes('M') : dt.BMonthEnd(), asbytes('A') : dt.BYearEnd() } # create an instance offset = offsets[freq] inc = offset * (start_point - 1) start_date = offset.rollforward(datetime(year, 1, 1)) + inc offset = offsets[freq] from pandas import DatetimeIndex # pylint: disable=E0611 date_range = DatetimeIndex(start=start_date, freq=offset, periods=n) return data, date_range def get_logdet(m): from statsmodels.tools.linalg import logdet_symm return logdet_symm(m) get_logdet = np.deprecate(get_logdet, "statsmodels.tsa.vector_ar.util.get_logdet", "statsmodels.tools.linalg.logdet_symm", "get_logdet is deprecated and will be removed in " "0.8.0") def norm_signif_level(alpha=0.05): return stats.norm.ppf(1 - alpha / 2) def acf_to_acorr(acf): diag = np.diag(acf[0]) # numpy broadcasting sufficient return acf / np.sqrt(np.outer(diag, diag)) def varsim(coefs, intercept, sig_u, steps=100, initvalues=None, seed=None): """ Simulate simple VAR(p) process with known coefficients, intercept, white noise covariance, etc. """ if seed is not None: np.random.seed(seed=seed) from numpy.random import multivariate_normal as rmvnorm p, k, k = coefs.shape ugen = rmvnorm(np.zeros(len(sig_u)), sig_u, steps) result = np.zeros((steps, k)) result[p:] = intercept + ugen[p:] # add in AR terms for t in range(p, steps): ygen = result[t] for j in range(p): ygen += np.dot(coefs[j], result[t-j-1]) return result def get_index(lst, name): try: result = lst.index(name) except Exception: if not isinstance(name, int): raise result = name return result #method used repeatedly in Sims-Zha error bands def eigval_decomp(sym_array): """ Returns ------- W: array of eigenvectors eigva: list of eigenvalues k: largest eigenvector """ #check if symmetric, do not include shock period eigva, W = decomp.eig(sym_array, left=True, right=False) k = np.argmax(eigva) return W, eigva, k def vech(A): """ Simple vech operator Returns ------- vechvec: vector of all elements on and below diagonal """ length=A.shape[1] vechvec=[] for i in range(length): b=i while b < length: vechvec.append(A[b,i]) b=b+1 vechvec=np.asarray(vechvec) return vechvec
bsd-3-clause
erdc-cm/air-water-vv
2d/benchmarks/dambreak_Colagrossi/helpers.py
1
2100
def CreateFig(): from tables import openFile archive = openFile('dambreak_Colagrossi_p.h5','r') import dambreak_Colagrossi import dambreak_Colagrossi_so import matplotlib.tri as mtri from matplotlib import pyplot as plt import numpy as np domain = dambreak_Colagrossi.domain domain.L = dambreak_Colagrossi.tank_dim domain.x = (0.,0.,0.) nodes = archive.getNode("/nodesSpatial_Domain0") x=nodes[:,0] y=nodes[:,1] elements = archive.getNode("/elementsSpatial_Domain0") triang = mtri.Triangulation(x, y, elements) xg = np.linspace(0, domain.L[0], 20) yg = np.linspace(0, domain.L[1], 20) xi, yi = np.meshgrid(xg,yg) plt.figure() for it,t in enumerate(dambreak_Colagrossi_so.tnList[:]): phi = archive.getNode("/phi_t"+`it`) vof = archive.getNode("/vof_t"+`it`) wvof = np.ones(vof.shape,'d') wvof -= vof u = archive.getNode("/u_t"+`it`) v = archive.getNode("/v_t"+`it`) plt.clf() plt.xlabel(r'z[m]') plt.ylabel(r'x[m]') colors = ['b','g','r','c','m','y','k','w'] plt.xlim(domain.x[0]-0.1*domain.L[0],domain.x[0]+domain.L[0]+0.1*domain.L[0]) for si,s in enumerate(domain.segments): plt.plot([domain.vertices[s[0]][0], domain.vertices[s[1]][0]], [domain.vertices[s[0]][1], domain.vertices[s[1]][1]], color=colors[domain.segmentFlags[si]-1], linewidth=2, marker='o') plt.tricontourf(x,y,elements,wvof*np.sqrt(u[:]**2 + v[:]**2)) plt.tricontour(x,y,elements,phi,[0], linewidth=4) u_interp_lin = mtri.LinearTriInterpolator(triang, u[:]) v_interp_lin = mtri.LinearTriInterpolator(triang, v[:]) u_lin = u_interp_lin(xi, yi) v_lin = v_interp_lin(xi, yi) plt.streamplot(xg, yg, u_lin, v_lin,color='k') plt.title('T=%2.2f' % (t,)) plt.axis('equal') plt.xlim((0,domain.L[0])) plt.savefig('phi%4.4d.png' % (it,))
mit
anntzer/scikit-learn
sklearn/preprocessing/tests/test_common.py
14
6817
import warnings import pytest import numpy as np from scipy import sparse from sklearn.datasets import load_iris from sklearn.model_selection import train_test_split from sklearn.base import clone from sklearn.preprocessing import maxabs_scale from sklearn.preprocessing import minmax_scale from sklearn.preprocessing import scale from sklearn.preprocessing import power_transform from sklearn.preprocessing import quantile_transform from sklearn.preprocessing import robust_scale from sklearn.preprocessing import MaxAbsScaler from sklearn.preprocessing import MinMaxScaler from sklearn.preprocessing import StandardScaler from sklearn.preprocessing import PowerTransformer from sklearn.preprocessing import QuantileTransformer from sklearn.preprocessing import RobustScaler from sklearn.utils._testing import assert_array_equal from sklearn.utils._testing import assert_allclose iris = load_iris() def _get_valid_samples_by_column(X, col): """Get non NaN samples in column of X""" return X[:, [col]][~np.isnan(X[:, col])] @pytest.mark.parametrize( "est, func, support_sparse, strictly_positive, omit_kwargs", [(MaxAbsScaler(), maxabs_scale, True, False, []), (MinMaxScaler(), minmax_scale, False, False, ['clip']), (StandardScaler(), scale, False, False, []), (StandardScaler(with_mean=False), scale, True, False, []), (PowerTransformer('yeo-johnson'), power_transform, False, False, []), (PowerTransformer('box-cox'), power_transform, False, True, []), (QuantileTransformer(n_quantiles=10), quantile_transform, True, False, []), (RobustScaler(), robust_scale, False, False, []), (RobustScaler(with_centering=False), robust_scale, True, False, [])] ) def test_missing_value_handling(est, func, support_sparse, strictly_positive, omit_kwargs): # check that the preprocessing method let pass nan rng = np.random.RandomState(42) X = iris.data.copy() n_missing = 50 X[rng.randint(X.shape[0], size=n_missing), rng.randint(X.shape[1], size=n_missing)] = np.nan if strictly_positive: X += np.nanmin(X) + 0.1 X_train, X_test = train_test_split(X, random_state=1) # sanity check assert not np.all(np.isnan(X_train), axis=0).any() assert np.any(np.isnan(X_train), axis=0).all() assert np.any(np.isnan(X_test), axis=0).all() X_test[:, 0] = np.nan # make sure this boundary case is tested with pytest.warns(None) as records: Xt = est.fit(X_train).transform(X_test) # ensure no warnings are raised assert len(records) == 0 # missing values should still be missing, and only them assert_array_equal(np.isnan(Xt), np.isnan(X_test)) # check that the function leads to the same results as the class with pytest.warns(None) as records: Xt_class = est.transform(X_train) assert len(records) == 0 kwargs = est.get_params() # remove the parameters which should be omitted because they # are not defined in the sister function of the preprocessing class for kwarg in omit_kwargs: _ = kwargs.pop(kwarg) Xt_func = func(X_train, **kwargs) assert_array_equal(np.isnan(Xt_func), np.isnan(Xt_class)) assert_allclose(Xt_func[~np.isnan(Xt_func)], Xt_class[~np.isnan(Xt_class)]) # check that the inverse transform keep NaN Xt_inv = est.inverse_transform(Xt) assert_array_equal(np.isnan(Xt_inv), np.isnan(X_test)) # FIXME: we can introduce equal_nan=True in recent version of numpy. # For the moment which just check that non-NaN values are almost equal. assert_allclose(Xt_inv[~np.isnan(Xt_inv)], X_test[~np.isnan(X_test)]) for i in range(X.shape[1]): # train only on non-NaN est.fit(_get_valid_samples_by_column(X_train, i)) # check transforming with NaN works even when training without NaN with pytest.warns(None) as records: Xt_col = est.transform(X_test[:, [i]]) assert len(records) == 0 assert_allclose(Xt_col, Xt[:, [i]]) # check non-NaN is handled as before - the 1st column is all nan if not np.isnan(X_test[:, i]).all(): Xt_col_nonan = est.transform( _get_valid_samples_by_column(X_test, i)) assert_array_equal(Xt_col_nonan, Xt_col[~np.isnan(Xt_col.squeeze())]) if support_sparse: est_dense = clone(est) est_sparse = clone(est) with pytest.warns(None) as records: Xt_dense = est_dense.fit(X_train).transform(X_test) Xt_inv_dense = est_dense.inverse_transform(Xt_dense) assert len(records) == 0 for sparse_constructor in (sparse.csr_matrix, sparse.csc_matrix, sparse.bsr_matrix, sparse.coo_matrix, sparse.dia_matrix, sparse.dok_matrix, sparse.lil_matrix): # check that the dense and sparse inputs lead to the same results # precompute the matrix to avoid catching side warnings X_train_sp = sparse_constructor(X_train) X_test_sp = sparse_constructor(X_test) with pytest.warns(None) as records: warnings.simplefilter('ignore', PendingDeprecationWarning) Xt_sp = est_sparse.fit(X_train_sp).transform(X_test_sp) assert len(records) == 0 assert_allclose(Xt_sp.A, Xt_dense) with pytest.warns(None) as records: warnings.simplefilter('ignore', PendingDeprecationWarning) Xt_inv_sp = est_sparse.inverse_transform(Xt_sp) assert len(records) == 0 assert_allclose(Xt_inv_sp.A, Xt_inv_dense) @pytest.mark.parametrize( "est, func", [(MaxAbsScaler(), maxabs_scale), (MinMaxScaler(), minmax_scale), (StandardScaler(), scale), (StandardScaler(with_mean=False), scale), (PowerTransformer('yeo-johnson'), power_transform), (PowerTransformer('box-cox'), power_transform,), (QuantileTransformer(n_quantiles=3), quantile_transform), (RobustScaler(), robust_scale), (RobustScaler(with_centering=False), robust_scale)] ) def test_missing_value_pandas_na_support(est, func): # Test pandas IntegerArray with pd.NA pd = pytest.importorskip('pandas', minversion="1.0") X = np.array([[1, 2, 3, np.nan, np.nan, 4, 5, 1], [np.nan, np.nan, 8, 4, 6, np.nan, np.nan, 8], [1, 2, 3, 4, 5, 6, 7, 8]]).T # Creates dataframe with IntegerArrays with pd.NA X_df = pd.DataFrame(X, dtype="Int16", columns=['a', 'b', 'c']) X_df['c'] = X_df['c'].astype('int') X_trans = est.fit_transform(X) X_df_trans = est.fit_transform(X_df) assert_allclose(X_trans, X_df_trans)
bsd-3-clause
JanetMatsen/bacteriopop
network_construction.py
1
9581
import networkx as nx import numpy as np import matplotlib.pyplot as plt from matplotlib import cm from matplotlib import pylab import pandas as pd import seaborn as sns def create_one_graph_using_networkx(adj, nodes, edge_threshold): """ This function create a graph using the adjacency matrix adj and list of nodes. :param adj: a numpy array representing the adjacency matrix :param nodes: a list representing the nodes in the graph :param edge_threshold: the threshold on the elements of adjacency matrix adj for that pair to be consider as an edge :return: the graph in networkX format """ # create and empty graph g = nx.Graph() # add edges to the graph n = len(nodes) for node1 in range(n): for node2 in range(n): if node1 == node2 or abs(adj[node1][node2]) >= edge_threshold: g.add_edge(node1, node2) g[node1][node2]['weight'] = adj[node1][node2] return g def create_all_graphs(mappings, nodes_list, edge_threshold=1e-10): """ Transforms the adjacency matrix into the graph for all the instances :param mappings: :param nodes_list: :param edge_threshold: """ graphs = {} for key in mappings.keys(): graphs[key] = create_one_graph_using_networkx(mappings[key], nodes_list[key], edge_threshold) return graphs def save_graph(graph, file_name): """ This function saves the graph into a file called file_name :param graph: :param file_name: """ # initialze Figure plt.figure(num=None, figsize=(20, 20), dpi=80) plt.axis('off') fig = plt.figure(1) pos = nx.spring_layout(graph) nx.draw_networkx_nodes(graph, pos) nx.draw_networkx_edges(graph, pos) nx.draw_networkx_labels(graph, pos) cut = 1.00 xmax = cut * max(xx for xx, yy in pos.values()) ymax = cut * max(yy for xx, yy in pos.values()) plt.xlim(0, xmax) plt.ylim(0, ymax) plt.savefig('plots/' + file_name, bbox_inches="tight") pylab.close() del fig def reduce_adjacency_matrix(adj, nodes, edge_threshold): """ This function removes some rows and columns of the adjacency matrix according to their correlation with other elements in the adjacency matrix and returns a new (smaller) numpy array for adjacency and the new list of nodes considered in the matrix. :param adj: adjacency matrix :param nodes: name of nodes (row and column names) :param edge_threshold: minimum magnitude to search for and include """ n = len(nodes) new_nodes_index = [] kept_nodes_names = [] # todo: return the names of the reduced data's rows, columns instead of # the index. # loop over the nodes (which is both a row and column) and look for # interactions that have greater magnitude than the specified # edge_threshold for node1 in range(n): remove = True for node2 in range(n): # look for whether this pair has a significant interaction. if abs(adj[node1][node2]) > edge_threshold or \ abs(adj[node2][node1]) > edge_threshold: remove = False if not remove: new_nodes_index.append(node1) kept_nodes_names.append(nodes[node1]) new_adj = np.zeros([len(new_nodes_index), len(new_nodes_index)]) for i, node1 in enumerate(new_nodes_index): for j, node2 in enumerate(new_nodes_index): new_adj[i][j] = adj[node1][node2] return new_adj, kept_nodes_names def reduce_all_adjacency_matrixes_in_dict(adjacency_dict, node_dict, edge_threshold): """ This function iterate over all replicates in the adjacency_dict which include 4 high O2 and 4 low O2 samples and applies the construct a new adjacency matrix based on the edge_treshold. edge_treshhold represents the minimum amount of interaction between bacteria needed to be considered as an edge in the network of bacteria. """ reduced_array_dict = {} reduced_node_dict = {} for key in adjacency_dict.keys(): reduced_array_dict[key], reduced_node_dict[key] = \ reduce_adjacency_matrix(adjacency_dict[key], node_dict[key], edge_threshold) return reduced_array_dict, reduced_node_dict def aggregate_adjacency_matrices(list_of_dfs): """ This function take the list of all adjacency matrices found for each high/low replicate and calculate the mean, standard deviation and signal to noise ratio over the 4 replicates in high/low groups. """ # Generalized aggregator. Will write a wrapper that individually makes # one for each High/Low O2 condition. # Returns yet another dictionary! (ha ha) # Use Pandas panel to gather the replicates, and to make summary # dataframes of the element-by-element averages, standard deviations, # and signal-to-noise. # Note that we are using 0, 1, 2... for keys in the Panel object. We # could use the descriptive tuples, but there is currently no advantage. p = pd.Panel(data={n: df for n, df in enumerate(list_of_dfs)}) # Use this Panel object to make summary statistics. summary_df_dict = {} summary_df_dict['mean'] = p.mean(axis=0) summary_df_dict['standard deviation'] = p.std(axis=0) summary_df_dict['signal to noise'] = summary_df_dict['mean']/summary_df_dict['standard deviation'] # to get signal to noise, we need to make a panel of these new dataframes. p2 = pd.Panel(data={n: df for n, df in enumerate([summary_df_dict['mean'], summary_df_dict['standard deviation'], summary_df_dict['signal to noise']])}) return summary_df_dict def summarize_replicate_adjacency_matrices(result_dict): """ This function separates the high and low oxygen results before aggregating. The output is a dictionary of dictionaries. """ high_oxygen_dfs = [] low_oxygen_dfs = [] # loop over the results dict. The keys are tuples like ("Low", # 1) indicating their low/high oxygen content and replicate number. Use # the "Low" or "High" string to sort before aggregation. for oxy_rep_tuple in result_dict.keys(): if oxy_rep_tuple[0] == "Low": low_oxygen_dfs.append(result_dict[oxy_rep_tuple]) else: high_oxygen_dfs.append(result_dict[oxy_rep_tuple]) # Now we can pass these lists of dataframes to # aggregate_adjacency_matrices(), which calculates the means and # standard deviations. This will help us find the important and # reproducible correlations/effects. low_oxy_summary = aggregate_adjacency_matrices(low_oxygen_dfs) high_oxy_summary = aggregate_adjacency_matrices(high_oxygen_dfs) # create a dictionary to hold each dictionary. Now we are wishing we # had classes! return {"Low": low_oxy_summary, "high": high_oxy_summary} def plot_heatmap(dataframe, title=None, file_name=None, file_type='pdf', width=10, height=10): """ Plot a heat map of any data frame. :param dataframe: data to plot as a heat map :param title: optional title :param file_name: optional filename :param filetype: optional filetype :param width: figure width (inches) :param height: figue height (inches) :return: a seaborn heat map, whic was saved if file_name was provided. """ ax = plt.axes() # generate a seaborn heatmap on the axis ax hmp = sns.heatmap(dataframe, ax=ax) # add a title if it was passed to the function if title: ax.set_title(title) # adjust the figure size hmp.figure.set_figwidth(width) hmp.figure.set_figheight(height) if file_name: hmp.figure.savefig(file_name + file_type, bbox_inches='tight') return hmp def o2_rep_tuple_to_string(o2_rep_tuple): """ this function create a string description for a sample called o2_rep_tuple """ return str(o2_rep_tuple[0]) + '_oxygen_week_' + str(o2_rep_tuple[1]) def plot_all_adjacency_heatmaps(mappings_in_pandas): """ plot and save the heat maps of the matrices given in pandas data frame :param mappings_in_pandas: """ for key in mappings_in_pandas: file_name = 'plots/' + o2_rep_tuple_to_string(key) title = str(key[0])+' oxygen, week '+str(key[1]) plot_heatmap(mappings_in_pandas[key], title, file_name, file_type='.pdf') plt.clf() def plot_aggregated_adjacency_heatmaps(mappings_in_pandas, dtype='Mean'): """ plot and save the heat maps of the matrices given in pandas data frame :param mappings_in_pandas: a dictionary that containing two elements, including information for 'High' and 'Low' replicates :param dtype: the type of matrices to be plotted such as Mean, STD, SNR """ # Todo: simplify by using plot_heatmap() for key in mappings_in_pandas: file_name = 'plots/'+key+"_oxygen_replicates_" + dtype ax = plt.axes() hmp = sns.heatmap(mappings_in_pandas[key], ax=ax) ax.set_title(key + ' oxygen replicates ' + dtype) hmp.figure.set_figwidth(10) hmp.figure.set_figheight(10) hmp.figure hmp.figure.savefig(file_name, bbox_inches='tight') plt.clf()
apache-2.0
timvandermeij/mobile-radio-tomography
plan_reconstruct.py
3
4348
# Core imports import datetime import os import sys import time import json # matplotlib imports import matplotlib try: # Make it possible to run matplotlib in displayless (console-only) mode matplotlib.use('Agg' if 'DISPLAY' not in os.environ or os.environ['DISPLAY'] == '' else matplotlib.get_backend()) except ValueError as e: raise ImportError("Could not load matplotlib backend: {}".format(e.message)) finally: import matplotlib.pyplot as plt # Package imports from __init__ import __package__ from core.Import_Manager import Import_Manager from core.Thread_Manager import Thread_Manager from planning.Runner import Planning_Runner from settings import Arguments def do_plot(name): """ Finish plotting by saving or showing the plot. """ backend = matplotlib.get_backend() if backend.lower() == 'agg' or 'SAVE_PATH' in os.environ: path = os.environ['SAVE_PATH'] if 'SAVE_PATH' in os.environ else '.' filename = "{}/{}".format(path, name) plt.savefig(filename) print("Saved plot as {}".format(filename)) else: print("Close the plot window to continue.") try: plt.show() except StandardError: # Somethimes things go wrong in the plot display (such as when # clicking close button too fast), so ignore those errors. pass def do_data(name, data): """ Handle data output. Either write a JSON file with the given `name` for the `data` object, or print the data to the standard output. """ if matplotlib.get_backend() == 'Agg' or 'SAVE_PATH' in os.environ: path = os.environ['SAVE_PATH'] if 'SAVE_PATH' in os.environ else '.' filename = "{}/{}.json".format(path, name) with open(filename, 'wb') as f: json.dump(data, f) else: print(data) def iteration_callback(algorithm, data): t = data["iteration"] cur_time = data["cur_time"] speed = t/float(cur_time) print("Iteration {} ({} sec, {} it/s)".format(t, cur_time, speed)) if speed != 0.0: rate = (algorithm.t_max - t) / speed end_time = datetime.datetime.now() + datetime.timedelta(seconds=rate) print("{} seconds remaining, ETA: {}".format(rate, end_time)) Feasible = data["feasible"] Objectives = data["objectives"] scores = list(sorted((i for i in range(algorithm.mu) if Feasible[i]), key=lambda i: Objectives[i])) if scores: idx = scores[len(scores)/2] print("Current knee point objectives: {}".format(Objectives[idx])) print("Infeasible count: {}".format(algorithm.mu - sum(Feasible))) def main(argv): # Initialize, read parameters from input and set up problems stamp = int(time.time()) thread_manager = Thread_Manager() import_manager = Import_Manager() arguments = Arguments("settings.json", argv) runner = Planning_Runner(arguments, thread_manager, import_manager, iteration_callback) arguments.check_help() t_max = runner.get_iteration_limit() size = runner.get_population_size() print("Settings: Algorithm {}, mu={}, t_max={}".format(runner.algorithm.get_name(), size, t_max)) print("Steps: {}".format(runner.algorithm.steps)) indices = runner.start() # Show feasible solutions in a sorted manner. if len(indices) == 0: print("No feasible solutions found after {} iterations!".format(t_max)) return print("Search variables an objective values for feasible solutions:") # If we have fewer nondominated solutions than the total number of # individuals, then only show the nondominated ones. Otherwise, just show # all feasible solutions. c = 0 for i in indices: c += 1 positions, unsnappable = runner.get_positions_plot(i, c, len(indices)) if positions.size == 0: continue print("{}. {} ({})".format(i, runner.get_objectives(i), unsnappable)) do_data("positions-{}-{}".format(stamp, c), positions.tolist()) do_plot("display-{}-{}.eps".format(stamp, c)) # Plot the pareto front between the two objectives. print("Pareto front after t={}".format(t_max)) runner.make_pareto_plot() do_plot("front-{}.eps".format(stamp)) if __name__ == "__main__": main(sys.argv[1:])
gpl-3.0
joshloyal/pydata-amazon-products
amazon_products/models/keras_model.py
1
1675
import os import pandas as pd from sklearn.preprocessing import LabelBinarizer from keras.models import Model from keras.layers import Input, Dense, Dropout from amazon_products.resnet import ResNetVectorizer data_dir = 'amazon_products_data' image_dir = os.path.join(data_dir, 'images') cache_dir = 'resnet50' # training df = pd.read_csv(os.path.join(data_dir, 'amazon_products_train.csv')) train_image_list = df['image_file'].values train_categories = df['product_category'].values # dev df = pd.read_csv(os.path.join(data_dir, 'amazon_products_dev.csv')) dev_image_list = df['image_file'].values dev_categories = df['product_category'].values # encode labels (binary labels) encoder = LabelBinarizer() train_labels = encoder.fit_transform(train_categories) dev_labels = encoder.transform(dev_categories) # get features from a pre-trained resnet model vec = ResNetVectorizer(batch_size=500, image_dir=image_dir, use_cache=True, cache_dir=cache_dir) train_features = vec.transform(train_image_list) dev_features = vec.transform(dev_image_list) # fine-tune the last layer input_features = Input(shape=train_features.shape[1:], dtype='float32') x = Dense(256, activation='relu')(input_features) x = Dropout(0.5)(x) predictions = Dense(encoder.classes_.shape[0], activation='softmax')(x) model = Model(inputs=[input_features], outputs=[predictions]) model.compile(optimizer='adam', loss='categorical_crossentropy', metrics=['accuracy']) model.fit(train_features, train_labels, nb_epoch=50, batch_size=32, validation_data=[dev_features, dev_labels])
mit
spragunr/echolocation
align_audio.py
1
3434
import numpy as np import h5py import sys from scipy import signal import os SAMPLE_RATE = 44100 def align_clip(clip, trigger_freq=16000, threshold=1250, box_width=50, percent_required=.5, offset=200): w = 5.0 s = 1.0 M = np.floor(2. * w * s * SAMPLE_RATE / trigger_freq) wavelet = signal.morlet(M, w=5.0, s=1.0, complete=True) resp = np.abs(signal.convolve(clip[:,0], wavelet, mode='same')) box = np.array([1.0 for _ in range(box_width)]) above = resp > threshold counts = signal.convolve(above, box,mode='valid') counts = np.append(counts, np.zeros(box.shape[0] - 1)) candidates = np.logical_and(above, counts > (percent_required * box_width)) if np.where(candidates)[0].size > 0: start_index = max(0, np.where(candidates)[0][0] - offset) else: start_index = 0 print "BAD SAMPLE?" result = np.zeros(clip.shape, dtype=clip.dtype) result[0:clip.shape[0] - start_index, :] = clip[start_index::, :] return result def compress_h5(file_name): data = h5py.File(file_name, 'r') compressed = h5py.File(file_name+".h5", 'w') for item in data.items(): dset = compressed.create_dataset(item[0], data[item[0]].shape, dtype=data[item[0]].dtype, compression="lzf") dset[...] = data[item[0]][...] compressed.close() def align_h5(file_name): """ Add alligned audio data to an existing h5 file. """ data = h5py.File(file_name, 'r+') if 'audio_aligned' in data: del data['audio_aligned'] dset = data.create_dataset("audio_aligned", data['audio'].shape, dtype=data['audio'].dtype) for i in range(data['audio'].shape[0]): dset[i, ...] = align_clip(data['audio'][i,...]) data.close() def demo(): """ show example of an alignment """ import matplotlib.pyplot as plt data = h5py.File(sys.argv[1], 'r') # Sample rate and desired cutoff frequencies (in Hz). clip = data['audio'][100, ...] plt.subplot(4,1,1) f, t, Sxx = signal.spectrogram(clip[:,0], 44100, nperseg=256, noverlap =255) plt.pcolormesh(t, f, np.log(1 + Sxx)) plt.axis('tight') plt.ylabel('Frequency [Hz]') plt.xlabel('Time [sec]') plt.subplot(4,1,2) plt.plot(clip[:,0]) plt.axis('tight') plt.subplot(4,1,3) aligned = align_clip(clip) f, t, Sxx = signal.spectrogram(aligned[:,0], 44100, nperseg=256, noverlap=255) plt.pcolormesh(t, f, np.log(1 + Sxx)) plt.axis('tight') plt.ylabel('Frequency [Hz]') plt.xlabel('Time [sec]') plt.subplot(4,1,4) plt.plot(aligned[:,0]) plt.axis('tight') plt.show() def compress_all(): files = [#'isat143a', 'isat143b', 'isat231a', 'isat231b', 'isat243a', 'isat243b', 'isat246a', 'isat246b', 'isat246c', 'isat248a', 'isat248b', 'isat248c', 'isat250a', 'isat250b', 'roboA', 'roboB', 'roboC', 'roboD', 'roboE'] for f in files: print f compress_h5(f) os.remove(f) if __name__ == "__main__": #demo() #compress_all() #compress_h5(sys.argv[1]) align_h5(sys.argv[1])
mit
kapteyn-astro/kapteyn
doc/source/EXAMPLES/mu_manyaxes.py
1
2354
from kapteyn import maputils from matplotlib import pyplot as plt # 1. Read the header fitsobj = maputils.FITSimage("manyaxes.fits") # 2. Create a Matplotlib Figure and Axes instance figsize=fitsobj.get_figsize(ysize=12, xsize=11, cm=True) fig = plt.figure(figsize=figsize) frame = fig.add_subplot(1,1,1) # 3. Create a graticule fitsobj.set_imageaxes('freq','pol') mplim = fitsobj.Annotatedimage(frame) grat = mplim.Graticule(starty=1000, deltay=10) # 4. Show the calculated world coordinates along y-axis print("The world coordinates along the y-axis:", grat.ystarts) # 5. Show header information in attributes of the Projection object # The projection object of a graticule is attribute 'gmap' print("CRVAL, CDELT from header:", grat.gmap.crval, grat.gmap.cdelt) # 6. Set a number of properties of the graticules and plot axes grat.setp_tick(plotaxis="bottom", fun=lambda x: x/1.0e9, fmt="%.4f", rotation=-30 ) grat.setp_axislabel("bottom", label="Frequency (GHz)") grat.setp_gratline(wcsaxis=0, position=grat.gmap.crval[0], tol=0.5*grat.gmap.cdelt[0], color='r') grat.setp_ticklabel(plotaxis="left", position=1000, color='m', fmt="I") grat.setp_ticklabel(plotaxis="left", position=1010, color='b', fmt="Q") grat.setp_ticklabel(plotaxis="left", position=1020, color='r', fmt="U") grat.setp_ticklabel(plotaxis="left", position=1030, color='g', fmt="V") grat.setp_axislabel("left", label="Stokes parameters") # 7. Set a title for this frame title = r"""Polarization as function of frequency at: $(\alpha_0,\delta_0) = (121^o,53^o)$""" t = frame.set_title(title, color='#006400', y=1.01, linespacing=1.4) # 8. Add labels inside plot inlabs = grat.Insidelabels(wcsaxis=0, constval=1015, deltapx=-0.15, rotation=90, fontsize=10, color='r', fun=lambda x: x*1e-9, fmt="%.4f.10^9") w = grat.gmap.crval[0] + 0.2*grat.gmap.cdelt[0] cv = grat.gmap.crval[1] # Print without any formatting inlab2 = grat.Insidelabels(wcsaxis=0, world=w, constval=cv, deltapy=0.1, rotation=20, fontsize=10, color='c') pixel = grat.gmap.topixel((w,grat.gmap.crval[1])) frame.plot( (pixel[0],), (pixel[1],), 'o', color='red' ) # 9. Plot the objects maputils.showall()
bsd-3-clause
kkk669/mxnet
python/mxnet/model.py
17
39894
# Licensed to the Apache Software Foundation (ASF) under one # or more contributor license agreements. See the NOTICE file # distributed with this work for additional information # regarding copyright ownership. The ASF licenses this file # to you under the Apache License, Version 2.0 (the # "License"); you may not use this file except in compliance # with the License. You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, # software distributed under the License is distributed on an # "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY # KIND, either express or implied. See the License for the # specific language governing permissions and limitations # under the License. # pylint: disable=fixme, invalid-name, too-many-arguments, too-many-locals, too-many-lines # pylint: disable=too-many-branches, too-many-statements """MXNet model module""" from __future__ import absolute_import, print_function import time import logging import warnings from collections import namedtuple import numpy as np from . import io from . import nd from . import symbol as sym from . import optimizer as opt from . import metric from . import kvstore as kvs from .context import Context, cpu from .initializer import Uniform from .optimizer import get_updater from .executor_manager import DataParallelExecutorManager, _check_arguments, _load_data from .io import DataDesc from .base import mx_real_t BASE_ESTIMATOR = object try: from sklearn.base import BaseEstimator BASE_ESTIMATOR = BaseEstimator except ImportError: SKLEARN_INSTALLED = False # Parameter to pass to batch_end_callback BatchEndParam = namedtuple('BatchEndParams', ['epoch', 'nbatch', 'eval_metric', 'locals']) def _create_kvstore(kvstore, num_device, arg_params): """Create kvstore This function select and create a proper kvstore if given the kvstore type. Parameters ---------- kvstore : KVStore or str The kvstore. num_device : int The number of devices arg_params : dict of str to `NDArray`. Model parameter, dict of name to `NDArray` of net's weights. """ update_on_kvstore = True if kvstore is None: kv = None elif isinstance(kvstore, kvs.KVStore): kv = kvstore elif isinstance(kvstore, str): # create kvstore using the string type if num_device is 1 and 'dist' not in kvstore: # no need to use kv for single device and single machine kv = None else: kv = kvs.create(kvstore) if kvstore == 'local': # automatically select a proper local max_size = max(np.prod(param.shape) for param in arg_params.values()) if max_size > 1024 * 1024 * 16: update_on_kvstore = False else: raise TypeError('kvstore must be KVStore, str or None') if kv is None: update_on_kvstore = False return (kv, update_on_kvstore) def _initialize_kvstore(kvstore, param_arrays, arg_params, param_names, update_on_kvstore): """Initialize kvstore""" for idx, param_on_devs in enumerate(param_arrays): name = param_names[idx] kvstore.init(name, arg_params[name]) if update_on_kvstore: kvstore.pull(name, param_on_devs, priority=-idx) def _update_params_on_kvstore(param_arrays, grad_arrays, kvstore, param_names): """Perform update of param_arrays from grad_arrays on kvstore.""" for index, pair in enumerate(zip(param_arrays, grad_arrays)): arg_list, grad_list = pair if grad_list[0] is None: continue name = param_names[index] # push gradient, priority is negative index kvstore.push(name, grad_list, priority=-index) # pull back the weights kvstore.pull(name, arg_list, priority=-index) def _update_params(param_arrays, grad_arrays, updater, num_device, kvstore=None, param_names=None): """Perform update of param_arrays from grad_arrays not on kvstore.""" for i, pair in enumerate(zip(param_arrays, grad_arrays)): arg_list, grad_list = pair if grad_list[0] is None: continue index = i if kvstore: name = param_names[index] # push gradient, priority is negative index kvstore.push(name, grad_list, priority=-index) # pull back the sum gradients, to the same locations. kvstore.pull(name, grad_list, priority=-index) for k, p in enumerate(zip(arg_list, grad_list)): # faked an index here, to make optimizer create diff # state for the same index but on diff devs, TODO(mli) # use a better solution later w, g = p updater(index*num_device+k, g, w) def _multiple_callbacks(callbacks, *args, **kwargs): """Sends args and kwargs to any configured callbacks. This handles the cases where the 'callbacks' variable is ``None``, a single function, or a list. """ if isinstance(callbacks, list): for cb in callbacks: cb(*args, **kwargs) return if callbacks: callbacks(*args, **kwargs) def _train_multi_device(symbol, ctx, arg_names, param_names, aux_names, arg_params, aux_params, begin_epoch, end_epoch, epoch_size, optimizer, kvstore, update_on_kvstore, train_data, eval_data=None, eval_metric=None, epoch_end_callback=None, batch_end_callback=None, logger=None, work_load_list=None, monitor=None, eval_end_callback=None, eval_batch_end_callback=None, sym_gen=None): """Internal training function on multiple devices. This function will also work for single device as well. Parameters ---------- symbol : Symbol The network configuration. ctx : list of Context The training devices. arg_names: list of str Name of all arguments of the network. param_names: list of str Name of all trainable parameters of the network. aux_names: list of str Name of all auxiliary states of the network. arg_params : dict of str to NDArray Model parameter, dict of name to NDArray of net's weights. aux_params : dict of str to NDArray Model parameter, dict of name to NDArray of net's auxiliary states. begin_epoch : int The begining training epoch. end_epoch : int The end training epoch. epoch_size : int, optional Number of batches in a epoch. In default, it is set to ``ceil(num_train_examples / batch_size)``. optimizer : Optimizer The optimization algorithm train_data : DataIter Training data iterator. eval_data : DataIter Validation data iterator. eval_metric : EvalMetric An evaluation function or a list of evaluation functions. epoch_end_callback : callable(epoch, symbol, arg_params, aux_states) A callback that is invoked at end of each epoch. This can be used to checkpoint model each epoch. batch_end_callback : callable(BatchEndParams) A callback that is invoked at end of each batch. This can be used to measure speed, get result from evaluation metric. etc. kvstore : KVStore The KVStore. update_on_kvstore : bool Whether or not perform weight updating on kvstore. logger : logging logger When not specified, default logger will be used. work_load_list : list of float or int, optional The list of work load for different devices, in the same order as ``ctx``. monitor : Monitor, optional Monitor installed to executor, for monitoring outputs, weights, and gradients for debugging. Notes ----- - This function will inplace update the NDArrays in `arg_params` and `aux_states`. """ if logger is None: logger = logging executor_manager = DataParallelExecutorManager(symbol=symbol, sym_gen=sym_gen, ctx=ctx, train_data=train_data, param_names=param_names, arg_names=arg_names, aux_names=aux_names, work_load_list=work_load_list, logger=logger) if monitor: executor_manager.install_monitor(monitor) executor_manager.set_params(arg_params, aux_params) if not update_on_kvstore: updater = get_updater(optimizer) if kvstore: _initialize_kvstore(kvstore=kvstore, param_arrays=executor_manager.param_arrays, arg_params=arg_params, param_names=executor_manager.param_names, update_on_kvstore=update_on_kvstore) if update_on_kvstore: kvstore.set_optimizer(optimizer) # Now start training train_data.reset() for epoch in range(begin_epoch, end_epoch): # Training phase tic = time.time() eval_metric.reset() nbatch = 0 # Iterate over training data. while True: do_reset = True for data_batch in train_data: executor_manager.load_data_batch(data_batch) if monitor is not None: monitor.tic() executor_manager.forward(is_train=True) executor_manager.backward() if update_on_kvstore: _update_params_on_kvstore(executor_manager.param_arrays, executor_manager.grad_arrays, kvstore, executor_manager.param_names) else: _update_params(executor_manager.param_arrays, executor_manager.grad_arrays, updater=updater, num_device=len(ctx), kvstore=kvstore, param_names=executor_manager.param_names) if monitor is not None: monitor.toc_print() # evaluate at end, so we can lazy copy executor_manager.update_metric(eval_metric, data_batch.label) nbatch += 1 # batch callback (for print purpose) if batch_end_callback is not None: batch_end_params = BatchEndParam(epoch=epoch, nbatch=nbatch, eval_metric=eval_metric, locals=locals()) _multiple_callbacks(batch_end_callback, batch_end_params) # this epoch is done possibly earlier if epoch_size is not None and nbatch >= epoch_size: do_reset = False break if do_reset: logger.info('Epoch[%d] Resetting Data Iterator', epoch) train_data.reset() # this epoch is done if epoch_size is None or nbatch >= epoch_size: break toc = time.time() logger.info('Epoch[%d] Time cost=%.3f', epoch, (toc - tic)) if epoch_end_callback or epoch + 1 == end_epoch: executor_manager.copy_to(arg_params, aux_params) _multiple_callbacks(epoch_end_callback, epoch, symbol, arg_params, aux_params) # evaluation if eval_data: eval_metric.reset() eval_data.reset() total_num_batch = 0 for i, eval_batch in enumerate(eval_data): executor_manager.load_data_batch(eval_batch) executor_manager.forward(is_train=False) executor_manager.update_metric(eval_metric, eval_batch.label) if eval_batch_end_callback is not None: batch_end_params = BatchEndParam(epoch=epoch, nbatch=i, eval_metric=eval_metric, locals=locals()) _multiple_callbacks(eval_batch_end_callback, batch_end_params) total_num_batch += 1 if eval_end_callback is not None: eval_end_params = BatchEndParam(epoch=epoch, nbatch=total_num_batch, eval_metric=eval_metric, locals=locals()) _multiple_callbacks(eval_end_callback, eval_end_params) eval_data.reset() # end of all epochs return def save_checkpoint(prefix, epoch, symbol, arg_params, aux_params): """Checkpoint the model data into file. Parameters ---------- prefix : str Prefix of model name. epoch : int The epoch number of the model. symbol : Symbol The input Symbol. arg_params : dict of str to NDArray Model parameter, dict of name to NDArray of net's weights. aux_params : dict of str to NDArray Model parameter, dict of name to NDArray of net's auxiliary states. Notes ----- - ``prefix-symbol.json`` will be saved for symbol. - ``prefix-epoch.params`` will be saved for parameters. """ if symbol is not None: symbol.save('%s-symbol.json' % prefix) save_dict = {('arg:%s' % k) : v.as_in_context(cpu()) for k, v in arg_params.items()} save_dict.update({('aux:%s' % k) : v.as_in_context(cpu()) for k, v in aux_params.items()}) param_name = '%s-%04d.params' % (prefix, epoch) nd.save(param_name, save_dict) logging.info('Saved checkpoint to \"%s\"', param_name) def load_checkpoint(prefix, epoch): """Load model checkpoint from file. Parameters ---------- prefix : str Prefix of model name. epoch : int Epoch number of model we would like to load. Returns ------- symbol : Symbol The symbol configuration of computation network. arg_params : dict of str to NDArray Model parameter, dict of name to NDArray of net's weights. aux_params : dict of str to NDArray Model parameter, dict of name to NDArray of net's auxiliary states. Notes ----- - Symbol will be loaded from ``prefix-symbol.json``. - Parameters will be loaded from ``prefix-epoch.params``. """ symbol = sym.load('%s-symbol.json' % prefix) save_dict = nd.load('%s-%04d.params' % (prefix, epoch)) arg_params = {} aux_params = {} for k, v in save_dict.items(): tp, name = k.split(':', 1) if tp == 'arg': arg_params[name] = v if tp == 'aux': aux_params[name] = v return (symbol, arg_params, aux_params) from .callback import LogValidationMetricsCallback # pylint: disable=wrong-import-position class FeedForward(BASE_ESTIMATOR): """Model class of MXNet for training and predicting feedforward nets. This class is designed for a single-data single output supervised network. Parameters ---------- symbol : Symbol The symbol configuration of computation network. ctx : Context or list of Context, optional The device context of training and prediction. To use multi GPU training, pass in a list of gpu contexts. num_epoch : int, optional Training parameter, number of training epochs(epochs). epoch_size : int, optional Number of batches in a epoch. In default, it is set to ``ceil(num_train_examples / batch_size)``. optimizer : str or Optimizer, optional Training parameter, name or optimizer object for training. initializer : initializer function, optional Training parameter, the initialization scheme used. numpy_batch_size : int, optional The batch size of training data. Only needed when input array is numpy. arg_params : dict of str to NDArray, optional Model parameter, dict of name to NDArray of net's weights. aux_params : dict of str to NDArray, optional Model parameter, dict of name to NDArray of net's auxiliary states. allow_extra_params : boolean, optional Whether allow extra parameters that are not needed by symbol to be passed by aux_params and ``arg_params``. If this is True, no error will be thrown when ``aux_params`` and ``arg_params`` contain more parameters than needed. begin_epoch : int, optional The begining training epoch. kwargs : dict The additional keyword arguments passed to optimizer. """ def __init__(self, symbol, ctx=None, num_epoch=None, epoch_size=None, optimizer='sgd', initializer=Uniform(0.01), numpy_batch_size=128, arg_params=None, aux_params=None, allow_extra_params=False, begin_epoch=0, **kwargs): warnings.warn( '\033[91mmxnet.model.FeedForward has been deprecated. ' + \ 'Please use mxnet.mod.Module instead.\033[0m', DeprecationWarning, stacklevel=2) if isinstance(symbol, sym.Symbol): self.symbol = symbol self.sym_gen = None else: assert(callable(symbol)) self.symbol = None self.sym_gen = symbol # model parameters self.arg_params = arg_params self.aux_params = aux_params self.allow_extra_params = allow_extra_params self.argument_checked = False if self.sym_gen is None: self._check_arguments() # basic configuration if ctx is None: ctx = [cpu()] elif isinstance(ctx, Context): ctx = [ctx] self.ctx = ctx # training parameters self.num_epoch = num_epoch self.epoch_size = epoch_size self.kwargs = kwargs.copy() self.optimizer = optimizer self.initializer = initializer self.numpy_batch_size = numpy_batch_size # internal helper state self._pred_exec = None self.begin_epoch = begin_epoch def _check_arguments(self): """verify the argument of the default symbol and user provided parameters""" if self.argument_checked: return assert(self.symbol is not None) self.argument_checked = True # check if symbol contain duplicated names. _check_arguments(self.symbol) # rematch parameters to delete useless ones if self.allow_extra_params: if self.arg_params: arg_names = set(self.symbol.list_arguments()) self.arg_params = {k : v for k, v in self.arg_params.items() if k in arg_names} if self.aux_params: aux_names = set(self.symbol.list_auxiliary_states()) self.aux_params = {k : v for k, v in self.aux_params.items() if k in aux_names} @staticmethod def _is_data_arg(name): """Check if name is a data argument.""" return name.endswith('data') or name.endswith('label') def _init_params(self, inputs, overwrite=False): """Initialize weight parameters and auxiliary states.""" inputs = [x if isinstance(x, DataDesc) else DataDesc(*x) for x in inputs] input_shapes = {item.name: item.shape for item in inputs} arg_shapes, _, aux_shapes = self.symbol.infer_shape(**input_shapes) assert arg_shapes is not None input_dtypes = {item.name: item.dtype for item in inputs} arg_dtypes, _, aux_dtypes = self.symbol.infer_type(**input_dtypes) assert arg_dtypes is not None arg_names = self.symbol.list_arguments() input_names = input_shapes.keys() param_names = [key for key in arg_names if key not in input_names] aux_names = self.symbol.list_auxiliary_states() param_name_attrs = [x for x in zip(arg_names, arg_shapes, arg_dtypes) if x[0] in param_names] arg_params = {k : nd.zeros(shape=s, dtype=t) for k, s, t in param_name_attrs} aux_name_attrs = [x for x in zip(aux_names, aux_shapes, aux_dtypes) if x[0] in aux_names] aux_params = {k : nd.zeros(shape=s, dtype=t) for k, s, t in aux_name_attrs} for k, v in arg_params.items(): if self.arg_params and k in self.arg_params and (not overwrite): arg_params[k][:] = self.arg_params[k][:] else: self.initializer(k, v) for k, v in aux_params.items(): if self.aux_params and k in self.aux_params and (not overwrite): aux_params[k][:] = self.aux_params[k][:] else: self.initializer(k, v) self.arg_params = arg_params self.aux_params = aux_params return (arg_names, list(param_names), aux_names) def __getstate__(self): this = self.__dict__.copy() this['_pred_exec'] = None return this def __setstate__(self, state): self.__dict__.update(state) def _init_predictor(self, input_shapes, type_dict=None): """Initialize the predictor module for running prediction.""" if self._pred_exec is not None: arg_shapes, _, _ = self.symbol.infer_shape(**dict(input_shapes)) assert arg_shapes is not None, "Incomplete input shapes" pred_shapes = [x.shape for x in self._pred_exec.arg_arrays] if arg_shapes == pred_shapes: return # for now only use the first device pred_exec = self.symbol.simple_bind( self.ctx[0], grad_req='null', type_dict=type_dict, **dict(input_shapes)) pred_exec.copy_params_from(self.arg_params, self.aux_params) _check_arguments(self.symbol) self._pred_exec = pred_exec def _init_iter(self, X, y, is_train): """Initialize the iterator given input.""" if isinstance(X, (np.ndarray, nd.NDArray)): if y is None: if is_train: raise ValueError('y must be specified when X is numpy.ndarray') else: y = np.zeros(X.shape[0]) if not isinstance(y, (np.ndarray, nd.NDArray)): raise TypeError('y must be ndarray when X is numpy.ndarray') if X.shape[0] != y.shape[0]: raise ValueError("The numbers of data points and labels not equal") if y.ndim == 2 and y.shape[1] == 1: y = y.flatten() if y.ndim != 1: raise ValueError("Label must be 1D or 2D (with 2nd dimension being 1)") if is_train: return io.NDArrayIter(X, y, min(X.shape[0], self.numpy_batch_size), shuffle=is_train, last_batch_handle='roll_over') else: return io.NDArrayIter(X, y, min(X.shape[0], self.numpy_batch_size), shuffle=False) if not isinstance(X, io.DataIter): raise TypeError('X must be DataIter, NDArray or numpy.ndarray') return X def _init_eval_iter(self, eval_data): """Initialize the iterator given eval_data.""" if eval_data is None: return eval_data if isinstance(eval_data, (tuple, list)) and len(eval_data) == 2: if eval_data[0] is not None: if eval_data[1] is None and isinstance(eval_data[0], io.DataIter): return eval_data[0] input_data = (np.array(eval_data[0]) if isinstance(eval_data[0], list) else eval_data[0]) input_label = (np.array(eval_data[1]) if isinstance(eval_data[1], list) else eval_data[1]) return self._init_iter(input_data, input_label, is_train=True) else: raise ValueError("Eval data is NONE") if not isinstance(eval_data, io.DataIter): raise TypeError('Eval data must be DataIter, or ' \ 'NDArray/numpy.ndarray/list pair (i.e. tuple/list of length 2)') return eval_data def predict(self, X, num_batch=None, return_data=False, reset=True): """Run the prediction, always only use one device. Parameters ---------- X : mxnet.DataIter num_batch : int or None The number of batch to run. Go though all batches if ``None``. Returns ------- y : numpy.ndarray or a list of numpy.ndarray if the network has multiple outputs. The predicted value of the output. """ X = self._init_iter(X, None, is_train=False) if reset: X.reset() data_shapes = X.provide_data data_names = [x[0] for x in data_shapes] type_dict = dict((key, value.dtype) for (key, value) in self.arg_params.items()) for x in X.provide_data: if isinstance(x, DataDesc): type_dict[x.name] = x.dtype else: type_dict[x[0]] = mx_real_t self._init_predictor(data_shapes, type_dict) batch_size = X.batch_size data_arrays = [self._pred_exec.arg_dict[name] for name in data_names] output_list = [[] for _ in range(len(self._pred_exec.outputs))] if return_data: data_list = [[] for _ in X.provide_data] label_list = [[] for _ in X.provide_label] i = 0 for batch in X: _load_data(batch, data_arrays) self._pred_exec.forward(is_train=False) padded = batch.pad real_size = batch_size - padded for o_list, o_nd in zip(output_list, self._pred_exec.outputs): o_list.append(o_nd[0:real_size].asnumpy()) if return_data: for j, x in enumerate(batch.data): data_list[j].append(x[0:real_size].asnumpy()) for j, x in enumerate(batch.label): label_list[j].append(x[0:real_size].asnumpy()) i += 1 if num_batch is not None and i == num_batch: break outputs = [np.concatenate(x) for x in output_list] if len(outputs) == 1: outputs = outputs[0] if return_data: data = [np.concatenate(x) for x in data_list] label = [np.concatenate(x) for x in label_list] if len(data) == 1: data = data[0] if len(label) == 1: label = label[0] return outputs, data, label else: return outputs def score(self, X, eval_metric='acc', num_batch=None, batch_end_callback=None, reset=True): """Run the model given an input and calculate the score as assessed by an evaluation metric. Parameters ---------- X : mxnet.DataIter eval_metric : metric.metric The metric for calculating score. num_batch : int or None The number of batches to run. Go though all batches if ``None``. Returns ------- s : float The final score. """ # setup metric if not isinstance(eval_metric, metric.EvalMetric): eval_metric = metric.create(eval_metric) X = self._init_iter(X, None, is_train=False) if reset: X.reset() data_shapes = X.provide_data data_names = [x[0] for x in data_shapes] type_dict = dict((key, value.dtype) for (key, value) in self.arg_params.items()) for x in X.provide_data: if isinstance(x, DataDesc): type_dict[x.name] = x.dtype else: type_dict[x[0]] = mx_real_t self._init_predictor(data_shapes, type_dict) data_arrays = [self._pred_exec.arg_dict[name] for name in data_names] for i, batch in enumerate(X): if num_batch is not None and i == num_batch: break _load_data(batch, data_arrays) self._pred_exec.forward(is_train=False) eval_metric.update(batch.label, self._pred_exec.outputs) if batch_end_callback is not None: batch_end_params = BatchEndParam(epoch=0, nbatch=i, eval_metric=eval_metric, locals=locals()) _multiple_callbacks(batch_end_callback, batch_end_params) return eval_metric.get()[1] def fit(self, X, y=None, eval_data=None, eval_metric='acc', epoch_end_callback=None, batch_end_callback=None, kvstore='local', logger=None, work_load_list=None, monitor=None, eval_end_callback=LogValidationMetricsCallback(), eval_batch_end_callback=None): """Fit the model. Parameters ---------- X : DataIter, or numpy.ndarray/NDArray Training data. If `X` is a `DataIter`, the name or (if name not available) the position of its outputs should match the corresponding variable names defined in the symbolic graph. y : numpy.ndarray/NDArray, optional Training set label. If X is ``numpy.ndarray`` or `NDArray`, `y` is required to be set. While y can be 1D or 2D (with 2nd dimension as 1), its first dimension must be the same as `X`, i.e. the number of data points and labels should be equal. eval_data : DataIter or numpy.ndarray/list/NDArray pair If eval_data is numpy.ndarray/list/NDArray pair, it should be ``(valid_data, valid_label)``. eval_metric : metric.EvalMetric or str or callable The evaluation metric. This could be the name of evaluation metric or a custom evaluation function that returns statistics based on a minibatch. epoch_end_callback : callable(epoch, symbol, arg_params, aux_states) A callback that is invoked at end of each epoch. This can be used to checkpoint model each epoch. batch_end_callback: callable(epoch) A callback that is invoked at end of each batch for purposes of printing. kvstore: KVStore or str, optional The KVStore or a string kvstore type: 'local', 'dist_sync', 'dist_async' In default uses 'local', often no need to change for single machiine. logger : logging logger, optional When not specified, default logger will be used. work_load_list : float or int, optional The list of work load for different devices, in the same order as `ctx`. Note ---- KVStore behavior - 'local', multi-devices on a single machine, will automatically choose best type. - 'dist_sync', multiple machines communicating via BSP. - 'dist_async', multiple machines with asynchronous communication. """ data = self._init_iter(X, y, is_train=True) eval_data = self._init_eval_iter(eval_data) if self.sym_gen: self.symbol = self.sym_gen(data.default_bucket_key) # pylint: disable=no-member self._check_arguments() self.kwargs["sym"] = self.symbol arg_names, param_names, aux_names = \ self._init_params(data.provide_data+data.provide_label) # setup metric if not isinstance(eval_metric, metric.EvalMetric): eval_metric = metric.create(eval_metric) # create kvstore (kvstore, update_on_kvstore) = _create_kvstore( kvstore, len(self.ctx), self.arg_params) param_idx2name = {} if update_on_kvstore: param_idx2name.update(enumerate(param_names)) else: for i, n in enumerate(param_names): for k in range(len(self.ctx)): param_idx2name[i*len(self.ctx)+k] = n self.kwargs["param_idx2name"] = param_idx2name # init optmizer if isinstance(self.optimizer, str): batch_size = data.batch_size if kvstore and 'dist' in kvstore.type and not '_async' in kvstore.type: batch_size *= kvstore.num_workers optimizer = opt.create(self.optimizer, rescale_grad=(1.0/batch_size), **(self.kwargs)) elif isinstance(self.optimizer, opt.Optimizer): optimizer = self.optimizer # do training _train_multi_device(self.symbol, self.ctx, arg_names, param_names, aux_names, self.arg_params, self.aux_params, begin_epoch=self.begin_epoch, end_epoch=self.num_epoch, epoch_size=self.epoch_size, optimizer=optimizer, train_data=data, eval_data=eval_data, eval_metric=eval_metric, epoch_end_callback=epoch_end_callback, batch_end_callback=batch_end_callback, kvstore=kvstore, update_on_kvstore=update_on_kvstore, logger=logger, work_load_list=work_load_list, monitor=monitor, eval_end_callback=eval_end_callback, eval_batch_end_callback=eval_batch_end_callback, sym_gen=self.sym_gen) def save(self, prefix, epoch=None): """Checkpoint the model checkpoint into file. You can also use `pickle` to do the job if you only work on Python. The advantage of `load` and `save` (as compared to `pickle`) is that the resulting file can be loaded from other MXNet language bindings. One can also directly `load`/`save` from/to cloud storage(S3, HDFS) Parameters ---------- prefix : str Prefix of model name. Notes ----- - ``prefix-symbol.json`` will be saved for symbol. - ``prefix-epoch.params`` will be saved for parameters. """ if epoch is None: epoch = self.num_epoch assert epoch is not None save_checkpoint(prefix, epoch, self.symbol, self.arg_params, self.aux_params) @staticmethod def load(prefix, epoch, ctx=None, **kwargs): """Load model checkpoint from file. Parameters ---------- prefix : str Prefix of model name. epoch : int epoch number of model we would like to load. ctx : Context or list of Context, optional The device context of training and prediction. kwargs : dict Other parameters for model, including `num_epoch`, optimizer and `numpy_batch_size`. Returns ------- model : FeedForward The loaded model that can be used for prediction. Notes ----- - ``prefix-symbol.json`` will be saved for symbol. - ``prefix-epoch.params`` will be saved for parameters. """ symbol, arg_params, aux_params = load_checkpoint(prefix, epoch) return FeedForward(symbol, ctx=ctx, arg_params=arg_params, aux_params=aux_params, begin_epoch=epoch, **kwargs) @staticmethod def create(symbol, X, y=None, ctx=None, num_epoch=None, epoch_size=None, optimizer='sgd', initializer=Uniform(0.01), eval_data=None, eval_metric='acc', epoch_end_callback=None, batch_end_callback=None, kvstore='local', logger=None, work_load_list=None, eval_end_callback=LogValidationMetricsCallback(), eval_batch_end_callback=None, **kwargs): """Functional style to create a model. This function is more consistent with functional languages such as R, where mutation is not allowed. Parameters ---------- symbol : Symbol The symbol configuration of a computation network. X : DataIter Training data. y : numpy.ndarray, optional If `X` is a ``numpy.ndarray``, `y` must be set. ctx : Context or list of Context, optional The device context of training and prediction. To use multi-GPU training, pass in a list of GPU contexts. num_epoch : int, optional The number of training epochs(epochs). epoch_size : int, optional Number of batches in a epoch. In default, it is set to ``ceil(num_train_examples / batch_size)``. optimizer : str or Optimizer, optional The name of the chosen optimizer, or an optimizer object, used for training. initializer : initializer function, optional The initialization scheme used. eval_data : DataIter or numpy.ndarray pair If `eval_set` is ``numpy.ndarray`` pair, it should be (`valid_data`, `valid_label`). eval_metric : metric.EvalMetric or str or callable The evaluation metric. Can be the name of an evaluation metric or a custom evaluation function that returns statistics based on a minibatch. epoch_end_callback : callable(epoch, symbol, arg_params, aux_states) A callback that is invoked at end of each epoch. This can be used to checkpoint model each epoch. batch_end_callback: callable(epoch) A callback that is invoked at end of each batch for print purposes. kvstore: KVStore or str, optional The KVStore or a string kvstore type: 'local', 'dist_sync', 'dis_async'. Defaults to 'local', often no need to change for single machine. logger : logging logger, optional When not specified, default logger will be used. work_load_list : list of float or int, optional The list of work load for different devices, in the same order as `ctx`. """ model = FeedForward(symbol, ctx=ctx, num_epoch=num_epoch, epoch_size=epoch_size, optimizer=optimizer, initializer=initializer, **kwargs) model.fit(X, y, eval_data=eval_data, eval_metric=eval_metric, epoch_end_callback=epoch_end_callback, batch_end_callback=batch_end_callback, kvstore=kvstore, logger=logger, work_load_list=work_load_list, eval_end_callback=eval_end_callback, eval_batch_end_callback=eval_batch_end_callback) return model
apache-2.0
thientu/scikit-learn
sklearn/covariance/tests/test_robust_covariance.py
213
3359
# Author: Alexandre Gramfort <[email protected]> # Gael Varoquaux <[email protected]> # Virgile Fritsch <[email protected]> # # License: BSD 3 clause import numpy as np from sklearn.utils.testing import assert_almost_equal from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_raises from sklearn.utils.validation import NotFittedError from sklearn import datasets from sklearn.covariance import empirical_covariance, MinCovDet, \ EllipticEnvelope X = datasets.load_iris().data X_1d = X[:, 0] n_samples, n_features = X.shape def test_mcd(): # Tests the FastMCD algorithm implementation # Small data set # test without outliers (random independent normal data) launch_mcd_on_dataset(100, 5, 0, 0.01, 0.1, 80) # test with a contaminated data set (medium contamination) launch_mcd_on_dataset(100, 5, 20, 0.01, 0.01, 70) # test with a contaminated data set (strong contamination) launch_mcd_on_dataset(100, 5, 40, 0.1, 0.1, 50) # Medium data set launch_mcd_on_dataset(1000, 5, 450, 0.1, 0.1, 540) # Large data set launch_mcd_on_dataset(1700, 5, 800, 0.1, 0.1, 870) # 1D data set launch_mcd_on_dataset(500, 1, 100, 0.001, 0.001, 350) def launch_mcd_on_dataset(n_samples, n_features, n_outliers, tol_loc, tol_cov, tol_support): rand_gen = np.random.RandomState(0) data = rand_gen.randn(n_samples, n_features) # add some outliers outliers_index = rand_gen.permutation(n_samples)[:n_outliers] outliers_offset = 10. * \ (rand_gen.randint(2, size=(n_outliers, n_features)) - 0.5) data[outliers_index] += outliers_offset inliers_mask = np.ones(n_samples).astype(bool) inliers_mask[outliers_index] = False pure_data = data[inliers_mask] # compute MCD by fitting an object mcd_fit = MinCovDet(random_state=rand_gen).fit(data) T = mcd_fit.location_ S = mcd_fit.covariance_ H = mcd_fit.support_ # compare with the estimates learnt from the inliers error_location = np.mean((pure_data.mean(0) - T) ** 2) assert(error_location < tol_loc) error_cov = np.mean((empirical_covariance(pure_data) - S) ** 2) assert(error_cov < tol_cov) assert(np.sum(H) >= tol_support) assert_array_almost_equal(mcd_fit.mahalanobis(data), mcd_fit.dist_) def test_mcd_issue1127(): # Check that the code does not break with X.shape = (3, 1) # (i.e. n_support = n_samples) rnd = np.random.RandomState(0) X = rnd.normal(size=(3, 1)) mcd = MinCovDet() mcd.fit(X) def test_outlier_detection(): rnd = np.random.RandomState(0) X = rnd.randn(100, 10) clf = EllipticEnvelope(contamination=0.1) assert_raises(NotFittedError, clf.predict, X) assert_raises(NotFittedError, clf.decision_function, X) clf.fit(X) y_pred = clf.predict(X) decision = clf.decision_function(X, raw_values=True) decision_transformed = clf.decision_function(X, raw_values=False) assert_array_almost_equal( decision, clf.mahalanobis(X)) assert_array_almost_equal(clf.mahalanobis(X), clf.dist_) assert_almost_equal(clf.score(X, np.ones(100)), (100 - y_pred[y_pred == -1].size) / 100.) assert(sum(y_pred == -1) == sum(decision_transformed < 0))
bsd-3-clause
nobel1154/edX-Learning-From-Data-Solutions
Final/Python/by_Mark_B2/hw6.py
3
5511
''' Created on @author: Mark ''' import numpy as np import string import scipy.linalg from scipy.spatial.distance import euclidean import matplotlib.pyplot as plt # from cvxopt import matrix def readIn(name): return np.fromfile(name, np.float64, sep=' ').reshape((-1, 3)) def dataSet(d): def f(x): x1, x2 = x[0], x[1] return [1, x1, x2, x1*x1, x2*x2, x1*x2, abs(x1-x2), abs(x1+x2)] return np.apply_along_axis(f, axis=1, arr=d), d[:,-1:] def regression((X, Y)): return scipy.linalg.pinv(X).dot(Y) def weightDecayRegression((X, Y), l=0.): I = np.identity(len(X[0])) inv = scipy.linalg.inv(X.T.dot(X) + l*I) return inv.dot(X.T).dot(Y) def sign(array): array[array >= 0] = 1. array[array < 0] = -1. return array def plotData(data, w): x = readIn('c://users//mark//out.dta') z = sign(data[0].dot(w)) mis = np.equal(z, -data[1]).T pos = np.equal(z, data[1]).T # mis = np.equal(z, -data[1]).T p = x[mis[0,:]] plt.plot(p[:,0], p[:,1], 'ob') p = x[pos[0,:]] plt.plot(p[:,0], p[:,1], 'og') # pidx = [i for i, x in enumerate(idx[0])] # plt.plot(p[:,1], p[:,2], 'or') plt.show() # return np.sum(np.equal(sign(z), -data[1])) / float(len(data[0])) # return np.sum(np.equal(sign(z), -data[1])) / float(len(data[0])) def classificationError(data, w): return np.sum(np.equal(sign(data[0].dot(w)), -data[1])) / float(len(data[0])) def findClosest(options, computed): def f(a): return euclidean(a, computed) distances = np.apply_along_axis(f, axis=1, arr=options) idx = np.argmin(distances) return options[idx], distances[idx] def problem2_6(): name = ['c://users//mark//in.dta', 'c://users//mark//out.dta'] train = dataSet(readIn(name[0])) test = dataSet(readIn(name[1])) w = weightDecayRegression(train, 0) # print w computed2 = [classificationError(train, w), classificationError(test, w)] print 'Without:', computed2 for k in range(-5, 4): w = weightDecayRegression(train, 10 ** k) print k, classificationError(train, w), classificationError(test, w)#, w if k == -3: computed3 = [classificationError(train, w), classificationError(test, w)] if k == 3: computed4 = [classificationError(train, w), classificationError(test, w)] options2 = [[.03, .08], [.03, .1], [.04, .09], [.04, .11], [.05, .1]] options3 = [[.01, .02], [.02, .04], [.02, .06], [.03, .08], [.03, .1]] options4 = [[.2, .2], [.2, .3], [.3, .3], [.3, .4], [.4, .4]] print 'Problem 2', computed2, findClosest(options2, computed2) print 'Problem 3', computed3, findClosest(options3, computed3) print 'Problem 4', computed4, findClosest(options4, computed4) print 'Problem 5', -1, .056 # problem2_6() def multiplyX(v): return np.insert(v[0:-1], 0, 0) def legendre(P, n): return 1. / (n + 1) * ((2. * n + 1) * multiplyX(P[n]) - n * P[n - 1]) def init(N): P = np.zeros((N+1, N+1)) P[0,0] = 1. P[1,1] = 1. for n in range(1,N): P[n+1] = legendre(P, n) return P def createSet(P, Q, C, Q_o): # H = np.empty_like(['*',P[1]]) H = np.zeros((0, 12)) # print H.shape # print P[1].shape # np.reshape(H, (0, 11)) for q in range(Q+1): symbol = 99 if q >= Q_o: symbol = C if symbol != 0: v = np.insert(P[q][:], 0, symbol) # print v.shape H = scipy.append(H, [v], axis=0) return H def problem7(): ''' P(n+1) = 1/(n+1) * ((2*n+1)*x*P(n) - n*P(n-1)) ''' P = init(10) H = createSet(P, 10, 1, 3) print 'H(10,1,3)' print np.sum(H, axis=0) H = createSet(P, 10, 1, 4) print 'H(10,1,4)' print np.sum(H, axis=0) H = createSet(P, 1, 99, 5) # print H.shape print 'H(3,99,5)' print np.sum(H, axis=0) # print P # for n in range(10): # print P[n].dot(P[n+1]) # problem7() def problem8(): ''' Number operations in backpropagation ''' L = 2 d = [5, 3, 1] N = 0 ''' deltas computation ''' for l in range(L, 0, -1): for i in range (d[l-1]): ''' delta_i computation ''' for j in range(1, d[l]+1): ''' sum delta_j * w_ij ''' N += 1 print N print N * 3 # problem8() def weigthNumber(D): ''' 10 inputs and 1 output ''' n = 0 d_prev = 10 for d in D: n += d_prev * (d - 1) d_prev = d n += d_prev return n def problem9_10(): print weigthNumber([36]) line18 = [2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2] print sum(line18) print weigthNumber(line18) return print weigthNumber([18, 18]) print weigthNumber([17, 19]) print weigthNumber([19, 17]) # 501 print weigthNumber([20, 16]) # 506 print weigthNumber([21, 15]) # 509 print weigthNumber([22, 14]) # 510 print weigthNumber([23, 13]) # 509 print weigthNumber([22, 12, 2]) # 466 print weigthNumber([21, 13, 2]) # 467 print weigthNumber([20, 14, 2]) # 466 return print weigthNumber([12, 12, 12]) print print weigthNumber([11, 13, 12]) print weigthNumber([11, 12, 13]) print weigthNumber([12, 11, 13]) print weigthNumber([13, 11, 12]) print weigthNumber([13, 12, 11]) print weigthNumber([12, 13, 11]) print weigthNumber([11, 14, 11]) print weigthNumber([12, 14, 10]) print weigthNumber([12, 15, 9]) # 407 print weigthNumber([12, 16, 8]) # 410 print weigthNumber([13, 15, 8]) # 415 print weigthNumber([14, 15, 7]) # 423 print weigthNumber([13, 16, 7]) # 418 print weigthNumber([15, 15, 6]) # 431 print weigthNumber([14, 16, 6]) # 426 # problem9_10() def test(): a = matrix([[1,1], [0,0]]) print a # test()
apache-2.0
nolanliou/tensorflow
tensorflow/contrib/learn/python/learn/learn_io/pandas_io_test.py
111
7865
# Copyright 2015 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 pandas_io.""" from __future__ import absolute_import from __future__ import division from __future__ import print_function import numpy as np from tensorflow.contrib.learn.python.learn.learn_io import pandas_io from tensorflow.python.framework import errors from tensorflow.python.platform import test from tensorflow.python.training import coordinator from tensorflow.python.training import queue_runner_impl # pylint: disable=g-import-not-at-top try: import pandas as pd HAS_PANDAS = True except ImportError: HAS_PANDAS = False class PandasIoTest(test.TestCase): def makeTestDataFrame(self): index = np.arange(100, 104) a = np.arange(4) b = np.arange(32, 36) x = pd.DataFrame({'a': a, 'b': b}, index=index) y = pd.Series(np.arange(-32, -28), index=index) return x, y def callInputFnOnce(self, input_fn, session): results = input_fn() coord = coordinator.Coordinator() threads = queue_runner_impl.start_queue_runners(session, coord=coord) result_values = session.run(results) coord.request_stop() coord.join(threads) return result_values def testPandasInputFn_IndexMismatch(self): if not HAS_PANDAS: return x, _ = self.makeTestDataFrame() y_noindex = pd.Series(np.arange(-32, -28)) with self.assertRaises(ValueError): pandas_io.pandas_input_fn( x, y_noindex, batch_size=2, shuffle=False, num_epochs=1) def testPandasInputFn_ProducesExpectedOutputs(self): if not HAS_PANDAS: return with self.test_session() as session: x, y = self.makeTestDataFrame() input_fn = pandas_io.pandas_input_fn( x, y, batch_size=2, shuffle=False, num_epochs=1) features, target = self.callInputFnOnce(input_fn, session) self.assertAllEqual(features['a'], [0, 1]) self.assertAllEqual(features['b'], [32, 33]) self.assertAllEqual(target, [-32, -31]) def testPandasInputFn_ProducesOutputsForLargeBatchAndMultipleEpochs(self): if not HAS_PANDAS: return with self.test_session() as session: index = np.arange(100, 102) a = np.arange(2) b = np.arange(32, 34) x = pd.DataFrame({'a': a, 'b': b}, index=index) y = pd.Series(np.arange(-32, -30), index=index) input_fn = pandas_io.pandas_input_fn( x, y, batch_size=128, shuffle=False, num_epochs=2) results = input_fn() coord = coordinator.Coordinator() threads = queue_runner_impl.start_queue_runners(session, coord=coord) features, target = session.run(results) self.assertAllEqual(features['a'], [0, 1, 0, 1]) self.assertAllEqual(features['b'], [32, 33, 32, 33]) self.assertAllEqual(target, [-32, -31, -32, -31]) with self.assertRaises(errors.OutOfRangeError): session.run(results) coord.request_stop() coord.join(threads) def testPandasInputFn_ProducesOutputsWhenDataSizeNotDividedByBatchSize(self): if not HAS_PANDAS: return with self.test_session() as session: index = np.arange(100, 105) a = np.arange(5) b = np.arange(32, 37) x = pd.DataFrame({'a': a, 'b': b}, index=index) y = pd.Series(np.arange(-32, -27), index=index) input_fn = pandas_io.pandas_input_fn( x, y, batch_size=2, shuffle=False, num_epochs=1) results = input_fn() coord = coordinator.Coordinator() threads = queue_runner_impl.start_queue_runners(session, coord=coord) features, target = session.run(results) self.assertAllEqual(features['a'], [0, 1]) self.assertAllEqual(features['b'], [32, 33]) self.assertAllEqual(target, [-32, -31]) features, target = session.run(results) self.assertAllEqual(features['a'], [2, 3]) self.assertAllEqual(features['b'], [34, 35]) self.assertAllEqual(target, [-30, -29]) features, target = session.run(results) self.assertAllEqual(features['a'], [4]) self.assertAllEqual(features['b'], [36]) self.assertAllEqual(target, [-28]) with self.assertRaises(errors.OutOfRangeError): session.run(results) coord.request_stop() coord.join(threads) def testPandasInputFn_OnlyX(self): if not HAS_PANDAS: return with self.test_session() as session: x, _ = self.makeTestDataFrame() input_fn = pandas_io.pandas_input_fn( x, y=None, batch_size=2, shuffle=False, num_epochs=1) features = self.callInputFnOnce(input_fn, session) self.assertAllEqual(features['a'], [0, 1]) self.assertAllEqual(features['b'], [32, 33]) def testPandasInputFn_ExcludesIndex(self): if not HAS_PANDAS: return with self.test_session() as session: x, y = self.makeTestDataFrame() input_fn = pandas_io.pandas_input_fn( x, y, batch_size=2, shuffle=False, num_epochs=1) features, _ = self.callInputFnOnce(input_fn, session) self.assertFalse('index' in features) def assertInputsCallableNTimes(self, input_fn, session, n): inputs = input_fn() coord = coordinator.Coordinator() threads = queue_runner_impl.start_queue_runners(session, coord=coord) for _ in range(n): session.run(inputs) with self.assertRaises(errors.OutOfRangeError): session.run(inputs) coord.request_stop() coord.join(threads) def testPandasInputFn_RespectsEpoch_NoShuffle(self): if not HAS_PANDAS: return with self.test_session() as session: x, y = self.makeTestDataFrame() input_fn = pandas_io.pandas_input_fn( x, y, batch_size=4, shuffle=False, num_epochs=1) self.assertInputsCallableNTimes(input_fn, session, 1) def testPandasInputFn_RespectsEpoch_WithShuffle(self): if not HAS_PANDAS: return with self.test_session() as session: x, y = self.makeTestDataFrame() input_fn = pandas_io.pandas_input_fn( x, y, batch_size=4, shuffle=True, num_epochs=1) self.assertInputsCallableNTimes(input_fn, session, 1) def testPandasInputFn_RespectsEpoch_WithShuffleAutosize(self): if not HAS_PANDAS: return with self.test_session() as session: x, y = self.makeTestDataFrame() input_fn = pandas_io.pandas_input_fn( x, y, batch_size=2, shuffle=True, queue_capacity=None, num_epochs=2) self.assertInputsCallableNTimes(input_fn, session, 4) def testPandasInputFn_RespectsEpochUnevenBatches(self): if not HAS_PANDAS: return x, y = self.makeTestDataFrame() with self.test_session() as session: input_fn = pandas_io.pandas_input_fn( x, y, batch_size=3, shuffle=False, num_epochs=1) # Before the last batch, only one element of the epoch should remain. self.assertInputsCallableNTimes(input_fn, session, 2) def testPandasInputFn_Idempotent(self): if not HAS_PANDAS: return x, y = self.makeTestDataFrame() for _ in range(2): pandas_io.pandas_input_fn( x, y, batch_size=2, shuffle=False, num_epochs=1)() for _ in range(2): pandas_io.pandas_input_fn( x, y, batch_size=2, shuffle=True, num_epochs=1)() if __name__ == '__main__': test.main()
apache-2.0
weakties/infrastructure
component_big_twitter/twitter_Parsing_usingPandas.py
1
2436
# -*- coding: utf-8 -*- """ Created on Tue Mar 14 10:35:57 2017 @author: guptaj """ import pandas as pd import sframe # tweet-preprocessor 0.5.0 import preprocessor as p import networkx as nx #sf_full = sframe.SFrame.read_csv('data/01-raw/mini_sample.csv', header=False) pd_full = pd.read_csv('data/01-raw/mini_sample.csv',encoding = 'utf-8') # #sf_full = sframe.SFrame(data = pd_full) #p = ttp.Parser() #print sf_full.head() #print sf_full['X5'][1] sample_tweet1 = "@bärnettedmond, you now support #IvoWertzel's tweet parser! https://github.com/edburnett/" sample_tweet2 = "@bärnettedmond, @jysh support #IvoWertzel's tweet parser! https://github.com/edburnett/" sample_tweet3 = u'RT @aukia: (In Finnish) Ilmoittaudu 28.5 ""Kuinka ostaa ketterästi julkishallinnossa"" aamiaisseminaariin. @codento,Hansel,MML,HY http://t.co…" #tweet_encoded = sample_tweet.encode('utf-8') #tweet = sf_full['X5'][11] #result = p.parse(tweet_encoded) #print p.clean('Preprocessor is #awesome 👍 https://github.com/s/preprocessor') #print p.clean(tweet) #print result.userss #parsed_tweet = p.parse(tweet) # #print parsed_tweet.mentions #print parsed_tweet.hashtags #mention = p.parse(sample_tweet2).mentions #print mention[0].match.strip('@') #for indvmention in mention: # print indvmention.match def get_usermentions(singletweet): return p.parse(singletweet).mentions #print get_usermentions(sample_tweet2) #print sf_full.dtype() #sf_full_2 = sf_full['X5'].apply(get_usermentions) #sf_full_trial = sf_full[[14]] #print len(sf_full) #print range(len(sf_full)) implicit_network = nx.DiGraph() for i in range(len(pd_full)): try: mentioned = get_usermentions(pd_full['X5'][i]) # mentioned = p.parse(sf_full['X5'][i]).mentions if mentioned != None: for indvmention in mentioned: print pd_full['X4'][i],indvmention.match.strip('@') if not implicit_network.has_edge(pd_full['X4'][i],indvmention.match.strip('@')): implicit_network.add_edge(pd_full['X4'][i],indvmention.match.strip('@'), weight = 0) implicit_network[pd_full['X4'][i]][indvmention.match.strip('@')]['weight'] += 1 except Exception as e: print i print "the error is" print e nx.readwrite.gexf.write_gexf(implicit_network,'data/02-network/trial_network2.gexf', encoding='utf-8')
mit
geodynamics/specfem3d
EXTERNAL_PACKAGES_coupled_with_SPECFEM3D/AxiSEM_for_SPECFEM3D/AxiSEM_modif_for_coupling_with_specfem/SOLVER/UTILS/hemispherical_model.py
3
2107
#!/usr/bin/env python import matplotlib.pyplot as plt import numpy as np # Define layer boundaries (one more than layers) layers = [1217.5, 1190., 1160., 1100.] # Define angles of hemispherical boundaries with a linearly interpolated region in between angles = [[45., 55.], [50., 60.], [55., 65.]] vp_in = np.ones((len(layers) - 1, len(angles))) # define perturbations in each layer and hemisphere vp_in[0,0] = 0. vp_in[0,1] = 2. vp_in[1,0] = 0. vp_in[1,1] = 5. vp_in[2,0] = 0. vp_in[2,1] = 2. # number of points in theta direction (fine sampling usefull in combination with nearest # neighbour interpolation) ntheta = 721 dtheta = 180. / (ntheta - 1) nlayers = len(layers) - 1 # number of radial point per layer. with nearest neighbour interpolation 2 is fine nlpl = 2 # distance of points from layer boundaries (e.g. to avoid perturbations on both sides of a # discontinuity) dr = .01 f = open('model.sph', 'w') vp = 0. vs = 0. rho = 0. # total number of points. +1 for the additional zero layer at the bottom npoints = (nlayers * nlpl + 1) * ntheta print >> f, npoints # write model file for l in np.arange(nlayers): for r in np.linspace(layers[l] - dr, layers[l+1] + dr, nlpl): for theta in np.linspace(0., 180., ntheta): if theta < angles[l][0]: vp = vp_in[l,0] elif theta > angles[l][1]: vp = vp_in[l,1] else: # linear interpolation in the central region vp = vp_in[l,0] \ + (vp_in[l,1] - vp_in[l,0]) / (angles[l][1] - angles[l][0]) \ * (theta - angles[l][0]) print >> f, '%7.2f %6.2f %5.2f %5.2f %5.2f ' % (r, theta, vp, vs, rho) # additional zero (relative perturbation!) layer at the bottom to make sure the last layer # does not extent to the next element boundary. Same approach might be usefull for the # first layer, but in this case it is the ICB anyway vp = 0. r = layers[-1] - dr for theta in np.linspace(0., 180., ntheta): print >> f, '%7.2f %6.2f %5.2f %5.2f %5.2f ' % (r, theta, vp, vs, rho) f.close
gpl-3.0
lokeshpancharia/data-science-from-scratch
code/recommender_systems.py
60
6291
from __future__ import division import math, random from collections import defaultdict, Counter from linear_algebra import dot users_interests = [ ["Hadoop", "Big Data", "HBase", "Java", "Spark", "Storm", "Cassandra"], ["NoSQL", "MongoDB", "Cassandra", "HBase", "Postgres"], ["Python", "scikit-learn", "scipy", "numpy", "statsmodels", "pandas"], ["R", "Python", "statistics", "regression", "probability"], ["machine learning", "regression", "decision trees", "libsvm"], ["Python", "R", "Java", "C++", "Haskell", "programming languages"], ["statistics", "probability", "mathematics", "theory"], ["machine learning", "scikit-learn", "Mahout", "neural networks"], ["neural networks", "deep learning", "Big Data", "artificial intelligence"], ["Hadoop", "Java", "MapReduce", "Big Data"], ["statistics", "R", "statsmodels"], ["C++", "deep learning", "artificial intelligence", "probability"], ["pandas", "R", "Python"], ["databases", "HBase", "Postgres", "MySQL", "MongoDB"], ["libsvm", "regression", "support vector machines"] ] popular_interests = Counter(interest for user_interests in users_interests for interest in user_interests).most_common() def most_popular_new_interests(user_interests, max_results=5): suggestions = [(interest, frequency) for interest, frequency in popular_interests if interest not in user_interests] return suggestions[:max_results] # # user-based filtering # def cosine_similarity(v, w): return dot(v, w) / math.sqrt(dot(v, v) * dot(w, w)) unique_interests = sorted(list({ interest for user_interests in users_interests for interest in user_interests })) def make_user_interest_vector(user_interests): """given a list of interests, produce a vector whose i-th element is 1 if unique_interests[i] is in the list, 0 otherwise""" return [1 if interest in user_interests else 0 for interest in unique_interests] user_interest_matrix = map(make_user_interest_vector, users_interests) user_similarities = [[cosine_similarity(interest_vector_i, interest_vector_j) for interest_vector_j in user_interest_matrix] for interest_vector_i in user_interest_matrix] def most_similar_users_to(user_id): pairs = [(other_user_id, similarity) # find other for other_user_id, similarity in # users with enumerate(user_similarities[user_id]) # nonzero if user_id != other_user_id and similarity > 0] # similarity return sorted(pairs, # sort them key=lambda (_, similarity): similarity, # most similar reverse=True) # first def user_based_suggestions(user_id, include_current_interests=False): # sum up the similarities suggestions = defaultdict(float) for other_user_id, similarity in most_similar_users_to(user_id): for interest in users_interests[other_user_id]: suggestions[interest] += similarity # convert them to a sorted list suggestions = sorted(suggestions.items(), key=lambda (_, weight): weight, reverse=True) # and (maybe) exclude already-interests if include_current_interests: return suggestions else: return [(suggestion, weight) for suggestion, weight in suggestions if suggestion not in users_interests[user_id]] # # Item-Based Collaborative Filtering # interest_user_matrix = [[user_interest_vector[j] for user_interest_vector in user_interest_matrix] for j, _ in enumerate(unique_interests)] interest_similarities = [[cosine_similarity(user_vector_i, user_vector_j) for user_vector_j in interest_user_matrix] for user_vector_i in interest_user_matrix] def most_similar_interests_to(interest_id): similarities = interest_similarities[interest_id] pairs = [(unique_interests[other_interest_id], similarity) for other_interest_id, similarity in enumerate(similarities) if interest_id != other_interest_id and similarity > 0] return sorted(pairs, key=lambda (_, similarity): similarity, reverse=True) def item_based_suggestions(user_id, include_current_interests=False): suggestions = defaultdict(float) user_interest_vector = user_interest_matrix[user_id] for interest_id, is_interested in enumerate(user_interest_vector): if is_interested == 1: similar_interests = most_similar_interests_to(interest_id) for interest, similarity in similar_interests: suggestions[interest] += similarity suggestions = sorted(suggestions.items(), key=lambda (_, similarity): similarity, reverse=True) if include_current_interests: return suggestions else: return [(suggestion, weight) for suggestion, weight in suggestions if suggestion not in users_interests[user_id]] if __name__ == "__main__": print "Popular Interests" print popular_interests print print "Most Popular New Interests" print "already like:", ["NoSQL", "MongoDB", "Cassandra", "HBase", "Postgres"] print most_popular_new_interests(["NoSQL", "MongoDB", "Cassandra", "HBase", "Postgres"]) print print "already like:", ["R", "Python", "statistics", "regression", "probability"] print most_popular_new_interests(["R", "Python", "statistics", "regression", "probability"]) print print "User based similarity" print "most similar to 0" print most_similar_users_to(0) print "Suggestions for 0" print user_based_suggestions(0) print print "Item based similarity" print "most similar to 'Big Data'" print most_similar_interests_to(0) print print "suggestions for user 0" print item_based_suggestions(0)
unlicense
danblick/robocar
scripts/camera_cal.py
1
2599
import argparse import os import glob import json import cv2 import numpy as np import matplotlib matplotlib.use("AGG") import matplotlib.pyplot as plt import matplotlib.image as mpimg def base(filepath): filename = os.path.basename(filepath) x, _ = os.path.splitext(filename) return x def run(args): images = glob.glob(os.path.join(args.dirpath, "calibration*.jpg")) objp = np.zeros((args.nx * args.ny, 3), np.float32) objp[:, :2] = np.mgrid[0:args.nx, 0:args.ny].T.reshape(-1, 2) # Arrays to store object points and image points from all the images. objpoints = [] # 3d points in real world space imgpoints = [] # 2d points in image plane. img_size = (640, 480) for idx, fname in enumerate(images): img = cv2.imread(fname) gray = cv2.cvtColor(img, cv2.COLOR_BGR2GRAY) ret, corners = cv2.findChessboardCorners(gray, (args.nx, args.ny), None) if ret == True: objpoints.append(objp) imgpoints.append(corners) cv2.drawChessboardCorners(img, (args.nx, args.ny), corners, ret) write_name = os.path.join(args.outpath, "corners_found.%s.png" % base(fname)) cv2.imwrite(write_name, img) else: os.unlink(fname) cv2.destroyAllWindows() ret, mtx, dist, rvecs, tvecs = cv2.calibrateCamera(objpoints, imgpoints, img_size, None, None) images = glob.glob(os.path.join(args.dirpath, "calibration*.jpg")) for idx, fname in enumerate(images): img = cv2.imread(fname) dst = cv2.undistort(img, mtx, dist, None, mtx) fig, (ax1, ax2) = plt.subplots(1, 2, figsize=(24, 9)) fig.tight_layout() ax1.imshow(img) ax1.set_title('Original Image', fontsize=30) ax2.imshow(dst) ax2.set_title('Undistorted Image', fontsize=30) fig.savefig(os.path.join(args.outpath, "undistort.%s.png" % base(fname))) plt.close(fig) dist_pickle = {} dist_pickle["mtx"] = mtx.tolist() dist_pickle["dist"] = dist.tolist() with open(os.path.join(args.outpath, "calibration.json"), "wb") as outfile: json.dump(dist_pickle, outfile, indent=2) def main(): parser = argparse.ArgumentParser() parser.add_argument("dirpath") parser.add_argument("outpath") parser.add_argument("--nx", type=int, default=10) parser.add_argument("--ny", type=int, default=7) args = parser.parse_args() if not os.path.isdir(args.outpath): os.makedirs(args.outpath) run(args) if __name__ == "__main__": main()
mit
mph-/lcapy
lcapy/sexpr.py
1
14849
"""This module provides the LaplaceDomainExpression class to represent s-domain (Laplace domain) expressions. Copyright 2014--2021 Michael Hayes, UCECE """ from __future__ import division from .domains import LaplaceDomain from .inverse_laplace import inverse_laplace_transform from .sym import ssym, tsym, j, pi, sympify from .ratfun import _zp2tf, _pr2tf, Ratfun from .expr import Expr, symbol, expr, ExprDict, exprcontainer, expr_make from .units import u as uu from .functions import sqrt import numpy as np from sympy import limit, exp, Poly, Integral, div, oo, Eq, Expr as symExpr __all__ = ('sexpr', 'zp2tf', 'tf', 'pr2tf') class LaplaceDomainExpression(LaplaceDomain, Expr): """s-domain expression or symbol.""" var = ssym def __init__(self, val, **assumptions): check = assumptions.pop('check', True) super(LaplaceDomainExpression, self).__init__(val, **assumptions) expr = self.expr if check and expr.has(tsym) and not expr.has(Integral): raise ValueError( 's-domain expression %s cannot depend on t' % expr) def as_expr(self): return LaplaceDomainExpression(self) @classmethod def from_poles_residues(cls, poles, residues): """Create a transfer function from lists of poles and residues. See also from_zeros_poles_gain, from_numer_denom""" return cls(pr2tf(poles, residues, cls.var), causal=True) @classmethod def from_zeros_poles_gain(cls, zeros, poles, K=1): """Create a transfer function from lists of zeros and poles, and from a constant gain. See also from_poles_residues, from_numer_denom""" return cls(zp2tf(zeros, poles, K, cls.var), causal=True) @classmethod def from_numer_denom(cls, numer, denom): """Create a transfer function from lists of the coefficient for the numerator and denominator. See also from_zeros_poles_gain, from_poles_residues""" return cls(tf(numer, denom, cls.var), causal=True) def tdifferentiate(self): """Differentiate in t-domain (multiply by s).""" return self.__class__(self.expr * self.var, **self.assumptions) def tintegrate(self): """Integrate in t-domain (divide by s).""" return self.__class__(self.expr / self.var, **self.assumptions) def delay(self, T): """Apply delay of T seconds by multiplying by exp(-s T).""" T = self.__class__(T) return self.__class__(self.expr * exp(-s * T)) @property def jomega(self): """Return expression with s = j omega.""" from .symbols import jomega return self.subs(self.var, jomega) def post_initial_value(self): """Determine post-initial value at t = 0+.""" return self.__class__(limit(self.expr * self.var, self.var, oo)) def final_value(self): """Determine value at t = oo.""" return self.__class__(limit(self.expr * self.var, self.var, 0)) def inverse_laplace(self, **assumptions): """Attempt inverse Laplace transform. If causal=True the response is zero for t < 0 and the result is multiplied by Heaviside(t) If ac=True or dc=True the result is extrapolated for t < 0. Otherwise the result is only known for t >= 0. """ assumptions = self.assumptions.merge(**assumptions) result = inverse_laplace_transform(self.expr, self.var, tsym, **assumptions) return self.change(result, domain='time', units_scale=uu.Hz, **assumptions) def ILT(self, **assumptions): """Attempt inverse Laplace transform. If causal=True the response is zero for t < 0 and the result is multiplied by Heaviside(t) If ac=True or dc=True the result is extrapolated for t < 0. Otherwise the result is only known for t >= 0. """ return self.inverse_laplace(**assumptions) def time(self, **assumptions): """Convert to time domain. If causal=True the response is zero for t < 0 and the result is multiplied by Heaviside(t) If ac=True or dc=True the result is extrapolated for t < 0. Otherwise the result is only known for t >= 0. """ try: return self.inverse_laplace(**assumptions) except ValueError: return self.as_sum().inverse_laplace(**assumptions) def laplace(self, **assumptions): """Convert to s-domain.""" assumptions = self.assumptions.merge(**assumptions) return self.__class__(self, **assumptions) def fourier(self, **assumptions): """Convert to Fourier domain.""" from .symbols import f, jw, pi if self.is_causal or assumptions.get('causal', False): # Note, this does not apply for 1 / s. tmp = self(jw) if tmp.real != 0: return self.change(tmp(2 * pi * f), domain='fourier', **assumptions) result = self.time(**assumptions).fourier(**assumptions) return result def angular_fourier(self, **assumptions): """Convert to angular Fourier domain.""" from .symbols import jw if self.is_causal: # Note, this does not apply for 1 / s. tmp = self(jw) if tmp.real != 0: return self.change(tmp, domain='angular fourier', **assumptions) result = self.time(**assumptions).angular_fourier(**assumptions) return result def norm_angular_fourier(self, **assumptions): """Convert to normalized angular Fourier domain.""" from .symbols import jw, Omega from .dsym import dt if self.is_causal: # Note, this does not apply for 1 / s. tmp = self(j * Omega / dt) if tmp.real != 0: return self.change(tmp, domain='norm angular fourier', **assumptions) result = self.time(**assumptions).norm_angular_fourier(**assumptions) return result def norm_fourier(self, **assumptions): """Convert to normalized Fourier domain.""" from .symbols import jw, F from .dsym import dt if self.is_causal: # Note, this does not apply for 1 / s. tmp = self(j * F / dt) if tmp.real != 0: return self.change(tmp, domain='norm fourier', **assumptions) result = self.time(**assumptions).norm_fourier(**assumptions) return result def phasor(self, **assumptions): """Convert to phasor domain.""" result = PhasorFrequencyDomainExpression.from_laplace(self, **assumptions) return result def transient_response(self, tvector=None): """Evaluate transient (impulse) response.""" if tvector is None: return self.time() return self.time().evaluate(tvector) def impulse_response(self, tvector=None): """Evaluate transient (impulse) response.""" return self.transient_response(tvector) def step_response(self, tvector=None): """Evaluate step response.""" H = self.__class__(self / self.var, **self.assumptions) return H.transient_response(tvector) def angular_frequency_response(self, wvector=None): """Convert to angular frequency domain and evaluate response if angular frequency vector specified. """ from .symbols import omega X = self.subs(j * omega) if wvector is None: return X return X.evaluate(wvector) def frequency_response(self, fvector=None): """Convert to frequency domain and evaluate response if frequency vector specified. """ from .symbols import f X = self.subs(j * 2 * pi * f) if fvector is None: return X return X.evaluate(fvector) def response(self, x, t): """Evaluate response to input signal x at times t.""" if len(x) != len(t): raise ValueError('x must have same length as t') dt = t[1] - t[0] if not np.allclose(np.diff(t), np.ones(len(t) - 1) * dt): raise (ValueError, 't values not equally spaced') # Perform polynomial long division so expr = Q + M / D N, D, delay = self._decompose() Q, M = div(N, D) expr = M / D N = len(t) # Evaluate transient response. th = np.arange(N) * dt - dt h = LaplaceDomainExpression(expr).transient_response(th) print('Convolving...') ty = t y = np.convolve(x, h)[0:N] * dt if Q: # Handle Dirac deltas and their derivatives. C = Q.all_coeffs() for n, c in enumerate(C): y += c * x x = np.diff(x) / dt x = np.hstack((x, 0)) from scipy.interpolate import interp1d if delay != 0.0: print('Interpolating...') # Try linear interpolation; should oversample first... y = interp1d(ty, y, bounds_error=False, fill_value=0) y = y(t - delay) return y def _decompose(self): N, D, delay = self._ratfun.as_ratfun_delay() return N, D, delay def differential_equation(self, input='x', output='y'): """Create differential equation from transfer function. For example, >>> H = (s + 3) / (s**2 + 4) >>> H.differential_equation() d d 3.y(t) + --(y(t)) = 4.x(t) + ---(x(t)) dt 2 dt """ H = self x = texpr('%s(t)' % input) y = texpr('%s(t)' % output) X = x.LT() Y = y.LT() N = self.N D = self.D lhs = (N * Y).ILT(causal=True) rhs = (D * X).ILT(causal=True) return TimeDomainExpression(Eq(lhs.expr, rhs.expr)) def evaluate(self, svector=None): return super(LaplaceDomainExpression, self).evaluate(svector) def plot(self, **kwargs): """Plot pole-zero map. kwargs include: axes - the plot axes to use otherwise a new figure is created xlabel - the x-axis label (default Re(s)) ylabel - the y-axis label (default Im(s)) xscale - the x-axis scaling yscale - the y-axis scaling in addition to those supported by the matplotlib plot command. The plot axes are returned.""" from .plot import plot_pole_zero return plot_pole_zero(self, **kwargs) def pole_zero_plot(self, **kwargs): """Plot pole-zero map.""" return self.plot(**kwargs) def bode_plot(self, fvector=None, **kwargs): """Plot frequency response for a frequency-domain phasor as a Bode plot (but without the straight line approximations). fvector specifies the frequencies. If it is a tuple (f1, f2), it sets the frequency limits. Since a logarithmic frequency scale is used, f1 must be greater than 0. This method makes the assumption that the expression is causal. """ return self.fourier(causal=True).bode_plot(fvector, **kwargs) def nyquist_plot(self, fvector=None, **kwargs): """Plot frequency response for a frequency-domain phasor as a Nyquist plot. fvector specifies the frequencies. If it is a tuple (f1, f2), it sets the frequency limits. `npoints` set the number of plotted points. The unit circle is shown by default. This can be disabled with `unitcircle=False`. This method makes the assumption that the expression is causal. """ return self.fourier(causal=True).nyquist_plot(fvector, **kwargs) def bilinear_transform(self): """Approximate s = ln(z) by s = (2 / dt) * (1 - z**-1) / (1 + z**-1) This is also called Tustin's method and is equivalent to the trapezoidal method.""" # TODO: add frequency warping as an option from .discretetime import z, dt return self.subs((2 / dt) * (1 - z**-1) / (1 + z**-1)) def forward_euler_transform(self): """Approximate s = ln(z) by s = (1 / dt) * (1 - z**-1) / z**-1""" from .discretetime import z, dt return self.subs((1 / dt) * (1 - z**-1) / (z**-1)) def backward_euler_transform(self): """Approximate s = ln(z) by s = (1 / dt) * (1 - z**-1)""" from .discretetime import z, dt return self.subs((1 / dt) * (1 - z**-1)) def tf(numer, denom=1, var=None): """Create a transfer function from lists of the coefficient for the numerator and denominator.""" if var is None: var = ssym N = Poly(sympify(numer), var) D = Poly(sympify(denom), var) return LaplaceDomainTransferFunction(N / D, causal=True) def zp2tf(zeros, poles, K=1, var=None): """Create a transfer function from lists (or dictionaries) of zeros and poles, and from a constant gain.""" if var is None: var = ssym return LaplaceDomainTransferFunction(_zp2tf(sympify(zeros), sympify(poles), sympify(K), var), causal=True) def pr2tf(poles, residues, var=None): """Create a transfer function from lists of poles and residues.""" if var is None: var = ssym return LaplaceDomainTransferFunction(_pr2tf(sympify(poles), sympify(residues), var), causal=True) def sexpr(arg, **assumptions): """Create LaplaceDomainExpression object. If `arg` is ssym return s""" if arg is ssym: return s return expr_make('laplace', arg, **assumptions) from .expressionclasses import expressionclasses classes = expressionclasses.register('laplace', LaplaceDomainExpression) LaplaceDomainVoltage = classes['voltage'] LaplaceDomainCurrent = classes['current'] LaplaceDomainAdmittance = classes['admittance'] LaplaceDomainImpedance = classes['impedance'] LaplaceDomainTransferFunction = classes['transfer'] from .texpr import TimeDomainExpression, texpr from .phasor import PhasorFrequencyDomainExpression s = LaplaceDomainExpression('s') s.units = uu.rad / uu.s
lgpl-2.1
inflector/opencog
opencog/python/utility/functions.py
34
11056
from math import fabs, isnan from datetime import datetime from spatiotemporal.unix_time import UnixTime from utility.generic import convert_dict_to_sorted_lists from utility.numeric.globals import EPSILON from numpy import NINF as NEGATIVE_INFINITY, PINF as POSITIVE_INFINITY from scipy.integrate import quad __author__ = 'keyvan' def integral(function, start, end): if hasattr(function, 'integral'): return function.integral(start, end) area, error = quad(function, start, end) return area def almost_equals(a, b, epsilon=EPSILON): if fabs(a - b) < epsilon: return True return False def invoke_method_on(method, sequence_or_point): if method is None: return None if not callable(method): raise TypeError("'method' is not callable") result = [] try: for point in sequence_or_point: if type(point) is datetime: point = UnixTime(point) result.append(method(point)) except TypeError: if type(sequence_or_point) is datetime: sequence_or_point = UnixTime(sequence_or_point) return method(sequence_or_point) return result def index_of_first_local_maximum(sequence): first_time = True index = 0 for element in sequence: if first_time: previous = element first_time = False continue if element <= previous: return index previous = element index += 1 return None class Function(object): _domain = None _range = None _function_undefined = None def __init__(self, function_undefined=None, domain=None): if function_undefined is not None: self.function_undefined = function_undefined if domain is not None: if not hasattr(domain, '__iter__') or not hasattr(domain, '__getitem__'): raise TypeError("'domain' should be iterable and support indexing") self._domain = domain def call_on_single_point(self, x): """ to override, __call__ invokes this to handle both points and sequences """ return 0 def derivative(self, point): return None def _check_domain_for(self, feature_name): if self.domain is None: raise TypeError("'{0}' object does not support {1}, 'domain' should be specified".format( self.__class__.__name__, feature_name)) def plot(self, plt=None): self._check_domain_for('plotting') if plt is None: import matplotlib.pyplot as plt plt.plot(self.domain, self.range) return plt @property def function_undefined(self): return self._function_undefined @function_undefined.setter def function_undefined(self, value): if value is not None and not isinstance(value, Function): raise TypeError("'function_undefined' should be of type 'Function'") self._function_undefined = value @property def domain(self): return self._domain @property def range(self): return self() def __call__(self, x=None): if x is None: self._check_domain_for("call with 'None'") x = self.domain return invoke_method_on(self.call_on_single_point, x) def __getitem__(self, index): self._check_domain_for('indexing') return self.range[index] def __len__(self): self._check_domain_for('len()') return len(self.range) def __iter__(self): self._check_domain_for('iter()') return iter(self.range) def __reversed__(self): self._check_domain_for('reversed()') return reversed(self.range) class FunctionLinear(Function): def __init__(self, a=None, b=None, x_0=None, y_0=None, x_1=None, y_1=None): #(x_0, y_0), (x_1, y_1) = sorted([(x_0, y_0), (x_1, y_1)]) if (a, b) == (None, None): a = (float(y_1) - y_0) / (x_1 - x_0) b = y_0 - a * x_0 if isnan(a) or isnan(b): pass self.a = a self.b = b def call_on_single_point(self, x): return float(self.a * x + self.b) def intersect(self, other): if almost_equals(self.a, other.a): return None x = (float(other.b) - self.b) / (self.a - other.a) return x, self(x) def integral(self, start, end): if start >= end: return 0 if self.a == 0: return self.b * (end - start) x_intercept = self.x_intercept if start > x_intercept or end < x_intercept or almost_equals(end, x_intercept) or almost_equals(start, x_intercept): return (self(start) + self(end)) * (end - start) / 2.0 minus_triangle = (x_intercept - start) * self(start) plus_triangle = (end - x_intercept) * self(end) return minus_triangle + plus_triangle def derivative(self, point): return self.a @property def x_intercept(self): return - float(self.b) / self.a @property def y_intercept(self): return self(0) class FunctionHorizontalLinear(FunctionLinear): def __init__(self, y_intercept): FunctionLinear.__init__(self, a=0, b=y_intercept) def call_on_single_point(self, x): return self.b def integral(self, start, end): if start >= end: return 0 if almost_equals(self.b, 0): return 0 return float(self.b) * (end - start) def derivative(self, point): return 0 FUNCTION_ZERO = FunctionHorizontalLinear(0) FUNCTION_ONE = FunctionHorizontalLinear(1) class FunctionComposite(Function): is_normalised = False def __init__(self, dictionary_bounds_function, function_undefined=None, domain=None, is_normalised=False): if is_normalised is not False: self.is_normalised = True Function.__init__(self, function_undefined=function_undefined, domain=domain) if not isinstance(dictionary_bounds_function, dict): raise TypeError("'dictionary_bounds_function' should be a dictionary with (lower_bound, higher_bound) " "tuple keys and values of type 'Function'") self._dictionary_bounds_function = dictionary_bounds_function def call_on_single_point(self, x): for function_bounds in self.dictionary_bounds_function: (a, b) = function_bounds if a <= x: if b >= x: if self.dictionary_bounds_function[function_bounds] is None: return None return self.dictionary_bounds_function[function_bounds](x) return self.function_undefined(x) def integral(self, start, end): if self.is_normalised and self.domain is not None: if (start < self.domain[0] or almost_equals(start, self.domain[0])) and ( end > self.domain[-1] or almost_equals(end, self.domain[-1])): return 1.0 if start >= end: return 0 result = 0 for function_bounds in self.dictionary_bounds_function: (a, b) = function_bounds if a <= start: if b >= end: return self.dictionary_bounds_function[function_bounds].integral(start, end) not_ordered = { (start, 0): 's', (end, 0): 'e', (a, 1): 'a', (b, 1): 'b' } order = ''.join([not_ordered[i] for i in sorted(not_ordered)]) if (a == start or a == end) and order == 'saeb' or (b == start or b == end) and order == 'asbe': continue if order in 'seab abse': continue if order == 'saeb': b = end elif order == 'asbe': a = start result += self.dictionary_bounds_function[function_bounds].integral(a, b) return result def find_bounds_for(self, point): for bounds in self.dictionary_bounds_function: (a, b) = bounds if a <= point and b >= point: return bounds def derivative(self, point): return self.dictionary_bounds_function[self.find_bounds_for(point)].derivative(point) def function_in_point(self, point): for bounds in self.dictionary_bounds_function: a, b = bounds if a <= point <= b: return self.dictionary_bounds_function[bounds] return None # def functions_in_interval(self, interval_start, interval_end): # dictionary_bounds_function = {} # for bounds in self.dictionary_bounds_function: # a, b = bounds # if (interval_start < a or almost_equals(interval_start, a)) and ( # # ): @property def dictionary_bounds_function(self): return self._dictionary_bounds_function class FunctionPiecewiseLinear(FunctionComposite): def __init__(self, dictionary_input_output, function_undefined=None, is_normalised=False): self.input_list, self.output_list = convert_dict_to_sorted_lists(dictionary_input_output) dictionary_bounds_function = {} for i in xrange(1, len(self.input_list)): x_0, x_1 = self.input_list[i - 1], self.input_list[i] y_0, y_1 = self.output_list[i - 1], self.output_list[i] dictionary_bounds_function[(x_0, x_1)] = FunctionLinear(x_0=x_0, x_1=x_1, y_0=y_0, y_1=y_1) if NEGATIVE_INFINITY not in self.input_list: dictionary_bounds_function[(NEGATIVE_INFINITY, self.input_list[0])] = function_undefined if POSITIVE_INFINITY not in self.input_list: dictionary_bounds_function[(self.input_list[-1], POSITIVE_INFINITY)] = function_undefined FunctionComposite.__init__(self, dictionary_bounds_function, function_undefined=function_undefined, domain=self.input_list, is_normalised=is_normalised) def normalised(self): area = self.integral(NEGATIVE_INFINITY, POSITIVE_INFINITY) if almost_equals(area, 0): area = self.integral(NEGATIVE_INFINITY, POSITIVE_INFINITY) dictionary_input_output = {} output_list = [y / area for y in self.output_list] for i in xrange(len(self.input_list)): dictionary_input_output[self.input_list[i]] = output_list[i] result = FunctionPiecewiseLinear(dictionary_input_output, function_undefined=self.function_undefined) result.is_normalised = True return result def __and__(self, other): for bounds in self.dictionary_bounds_function: a, b = bounds linear_function = self.dictionary_bounds_function[bounds] if __name__ == '__main__': a = FunctionLinear(1, 0) b = FunctionLinear(-1, 1) print a.intersect(b)
agpl-3.0
jmmease/pandas
pandas/tests/io/parser/quoting.py
18
5813
# -*- coding: utf-8 -*- """ Tests that quoting specifications are properly handled during parsing for all of the parsers defined in parsers.py """ import csv import pandas.util.testing as tm from pandas import DataFrame from pandas.compat import PY3, StringIO, u class QuotingTests(object): def test_bad_quote_char(self): data = '1,2,3' # Python 2.x: "...must be an 1-character..." # Python 3.x: "...must be a 1-character..." msg = '"quotechar" must be a(n)? 1-character string' tm.assert_raises_regex(TypeError, msg, self.read_csv, StringIO(data), quotechar='foo') msg = 'quotechar must be set if quoting enabled' tm.assert_raises_regex(TypeError, msg, self.read_csv, StringIO(data), quotechar=None, quoting=csv.QUOTE_MINIMAL) msg = '"quotechar" must be string, not int' tm.assert_raises_regex(TypeError, msg, self.read_csv, StringIO(data), quotechar=2) def test_bad_quoting(self): data = '1,2,3' msg = '"quoting" must be an integer' tm.assert_raises_regex(TypeError, msg, self.read_csv, StringIO(data), quoting='foo') # quoting must in the range [0, 3] msg = 'bad "quoting" value' tm.assert_raises_regex(TypeError, msg, self.read_csv, StringIO(data), quoting=5) def test_quote_char_basic(self): data = 'a,b,c\n1,2,"cat"' expected = DataFrame([[1, 2, 'cat']], columns=['a', 'b', 'c']) result = self.read_csv(StringIO(data), quotechar='"') tm.assert_frame_equal(result, expected) def test_quote_char_various(self): data = 'a,b,c\n1,2,"cat"' expected = DataFrame([[1, 2, 'cat']], columns=['a', 'b', 'c']) quote_chars = ['~', '*', '%', '$', '@', 'P'] for quote_char in quote_chars: new_data = data.replace('"', quote_char) result = self.read_csv(StringIO(new_data), quotechar=quote_char) tm.assert_frame_equal(result, expected) def test_null_quote_char(self): data = 'a,b,c\n1,2,3' # sanity checks msg = 'quotechar must be set if quoting enabled' tm.assert_raises_regex(TypeError, msg, self.read_csv, StringIO(data), quotechar=None, quoting=csv.QUOTE_MINIMAL) tm.assert_raises_regex(TypeError, msg, self.read_csv, StringIO(data), quotechar='', quoting=csv.QUOTE_MINIMAL) # no errors should be raised if quoting is None expected = DataFrame([[1, 2, 3]], columns=['a', 'b', 'c']) result = self.read_csv(StringIO(data), quotechar=None, quoting=csv.QUOTE_NONE) tm.assert_frame_equal(result, expected) result = self.read_csv(StringIO(data), quotechar='', quoting=csv.QUOTE_NONE) tm.assert_frame_equal(result, expected) def test_quoting_various(self): data = '1,2,"foo"' cols = ['a', 'b', 'c'] # QUOTE_MINIMAL and QUOTE_ALL apply only to # the CSV writer, so they should have no # special effect for the CSV reader expected = DataFrame([[1, 2, 'foo']], columns=cols) # test default (afterwards, arguments are all explicit) result = self.read_csv(StringIO(data), names=cols) tm.assert_frame_equal(result, expected) result = self.read_csv(StringIO(data), quotechar='"', quoting=csv.QUOTE_MINIMAL, names=cols) tm.assert_frame_equal(result, expected) result = self.read_csv(StringIO(data), quotechar='"', quoting=csv.QUOTE_ALL, names=cols) tm.assert_frame_equal(result, expected) # QUOTE_NONE tells the reader to do no special handling # of quote characters and leave them alone expected = DataFrame([[1, 2, '"foo"']], columns=cols) result = self.read_csv(StringIO(data), quotechar='"', quoting=csv.QUOTE_NONE, names=cols) tm.assert_frame_equal(result, expected) # QUOTE_NONNUMERIC tells the reader to cast # all non-quoted fields to float expected = DataFrame([[1.0, 2.0, 'foo']], columns=cols) result = self.read_csv(StringIO(data), quotechar='"', quoting=csv.QUOTE_NONNUMERIC, names=cols) tm.assert_frame_equal(result, expected) def test_double_quote(self): data = 'a,b\n3,"4 "" 5"' expected = DataFrame([[3, '4 " 5']], columns=['a', 'b']) result = self.read_csv(StringIO(data), quotechar='"', doublequote=True) tm.assert_frame_equal(result, expected) expected = DataFrame([[3, '4 " 5"']], columns=['a', 'b']) result = self.read_csv(StringIO(data), quotechar='"', doublequote=False) tm.assert_frame_equal(result, expected) def test_quotechar_unicode(self): # See gh-14477 data = 'a\n1' expected = DataFrame({'a': [1]}) result = self.read_csv(StringIO(data), quotechar=u('"')) tm.assert_frame_equal(result, expected) # Compared to Python 3.x, Python 2.x does not handle unicode well. if PY3: result = self.read_csv(StringIO(data), quotechar=u('\u0001')) tm.assert_frame_equal(result, expected)
bsd-3-clause
johannfaouzi/pyts
pyts/transformation/tests/test_boss.py
1
6243
"""Testing for Bag-of-SFA Symbols.""" # Author: Johann Faouzi <[email protected]> # License: BSD-3-Clause import numpy as np import pytest import re from scipy.sparse import csr_matrix from sklearn.feature_extraction.text import CountVectorizer from pyts.transformation import BOSS from pyts.approximation import SymbolicFourierApproximation n_samples, n_timestamps, n_classes = 8, 200, 2 rng = np.random.RandomState(42) X = rng.randn(n_samples, n_timestamps) y = rng.randint(n_classes, size=n_samples) @pytest.mark.parametrize( 'params, error, err_msg', [({'word_size': "3"}, TypeError, "'word_size' must be an integer."), ({'window_size': {}}, TypeError, "'window_size' must be an integer or a float."), ({'window_step': {}}, TypeError, "'window_step' must be an integer or a float."), ({'word_size': 0}, ValueError, "'word_size' must be a positive integer."), ({'window_size': 0, 'drop_sum': True}, ValueError, "If 'window_size' is an integer, it must be greater than or equal to 1 " "and lower than or equal to (n_timestamps - 1) if 'drop_sum=True'."), ({'window_size': n_timestamps, 'drop_sum': True}, ValueError, "If 'window_size' is an integer, it must be greater than or equal to 1 " "and lower than or equal to (n_timestamps - 1) if 'drop_sum=True'."), ({'window_size': 0}, ValueError, "If 'window_size' is an integer, it must be greater than or equal to 1 " "and lower than or equal to n_timestamps if 'drop_sum=False'."), ({'window_size': n_timestamps + 1}, ValueError, "If 'window_size' is an integer, it must be greater than or equal to 1 " "and lower than or equal to n_timestamps if 'drop_sum=False'."), ({'window_size': 1.5}, ValueError, "If 'window_size' is a float, it must be greater than 0 and lower than " "or equal to 1."), ({'window_step': 0}, ValueError, "If 'window_step' is an integer, it must be greater than or equal to 1 " "and lower than or equal to n_timestamps."), ({'window_step': n_timestamps + 1}, ValueError, "If 'window_step' is an integer, it must be greater than or equal to 1 " "and lower than or equal to n_timestamps."), ({'window_step': 0.}, ValueError, "If 'window_step' is a float, it must be greater than 0 and lower than " "or equal to 1."), ({'window_step': 1.2}, ValueError, "If 'window_step' is a float, it must be greater than 0 and lower than " "or equal to 1."), ({'window_size': 4, 'drop_sum': True}, ValueError, "'word_size' must be lower than or equal to (window_size - 1) if " "'drop_sum=True'."), ({'window_size': 3}, ValueError, "'word_size' must be lower than or equal to window_size if " "'drop_sum=False'.")] ) def test_parameter_check(params, error, err_msg): """Test parameter validation.""" boss = BOSS(**params) with pytest.raises(error, match=re.escape(err_msg)): boss.fit(X, y) @pytest.mark.parametrize( 'sparse, instance', [(True, csr_matrix), (False, np.ndarray)]) def test_sparse_dense(sparse, instance): """Test that the expected type is returned.""" weasel = BOSS(sparse=sparse) assert isinstance(weasel.fit(X, y).transform(X), instance) assert isinstance(weasel.fit_transform(X, y), instance) def test_accurate_results_without_numerosity_reduction(): """Test that the actual results are the expected ones.""" boss = BOSS( word_size=4, n_bins=3, window_size=100, window_step=100, anova=False, drop_sum=False, norm_mean=False, norm_std=False, strategy='quantile', alphabet=None, numerosity_reduction=False ) X_windowed = X.reshape(8, 2, 100).reshape(16, 100) sfa = SymbolicFourierApproximation( n_coefs=4, drop_sum=False, anova=False, norm_mean=False, norm_std=False, n_bins=3, strategy='quantile', alphabet=None ) y_repeated = np.repeat(y, 2) X_sfa = sfa.fit_transform(X_windowed, y_repeated) X_word = np.asarray([''.join(X_sfa[i]) for i in range(16)]) X_word = X_word.reshape(8, 2) X_bow = np.asarray([' '.join(X_word[i]) for i in range(8)]) vectorizer = CountVectorizer() arr_desired = vectorizer.fit_transform(X_bow).toarray() vocabulary_desired = {value: key for key, value in vectorizer.vocabulary_.items()} arr_actual = boss.fit_transform(X, y).toarray() np.testing.assert_allclose(arr_actual, arr_desired, atol=1e-5, rtol=0) assert boss.vocabulary_ == vocabulary_desired arr_actual = boss.fit(X, y).transform(X).toarray() np.testing.assert_allclose(arr_actual, arr_desired, atol=1e-5, rtol=0) assert boss.vocabulary_ == vocabulary_desired def test_accurate_results_floats(): """Test that the actual results are the expected ones.""" boss = BOSS( word_size=4, n_bins=3, window_size=0.5, window_step=0.5, anova=False, drop_sum=False, norm_mean=False, norm_std=False, strategy='quantile', alphabet=None, numerosity_reduction=True ) X_windowed = X.reshape(8, 2, 100).reshape(16, 100) sfa = SymbolicFourierApproximation( n_coefs=4, drop_sum=False, anova=False, norm_mean=False, norm_std=False, n_bins=3, strategy='quantile', alphabet=None ) y_repeated = np.repeat(y, 2) X_sfa = sfa.fit_transform(X_windowed, y_repeated) X_word = np.asarray([''.join(X_sfa[i]) for i in range(16)]) X_word = X_word.reshape(8, 2) not_equal = np.c_[X_word[:, 1:] != X_word[:, :-1], np.full(8, True)] X_bow = np.asarray([' '.join(X_word[i, not_equal[i]]) for i in range(8)]) vectorizer = CountVectorizer() arr_desired = vectorizer.fit_transform(X_bow).toarray() vocabulary_desired = {value: key for key, value in vectorizer.vocabulary_.items()} arr_actual_1 = boss.fit_transform(X, None).toarray() np.testing.assert_allclose(arr_actual_1, arr_desired, atol=1e-5, rtol=0) assert boss.vocabulary_ == vocabulary_desired arr_actual_2 = boss.fit(X, None).transform(X).toarray() np.testing.assert_allclose(arr_actual_2, arr_desired, atol=1e-5, rtol=0) assert boss.vocabulary_ == vocabulary_desired
bsd-3-clause
coin-or/oBB
obb/T1.py
1
13298
from __future__ import division # Overlapping Branch and Bound, data parallel algorithm def runpar(f, g, H, Lg, Lh, l, u, bound, circle, A=None, b=None, E=None, d=None, Tol=1e-2, Heur=0, TolType='r', Vis=0, SD=1, Rtol=1e-15, TimeQP=0, TimeWidle=0, qpsolver='cvxopt'): # Optional Inputs # Tolerance # Heuristic lattice (0 - off, 1 - on) # Tolerance type (r - relative, a - absolute) # Visualisation (0 - off, 1 - on) # Step Debugging (0 - off, 1 - on) # Radius Tolerance # Time Worker Idling (0 - off, 1 - on) # Time QP solves (0 - off, 1 - on) # QP Solver (quadprog, cvxopt, nag) # MPI from mpi4py import MPI # MPI comm comm = MPI.COMM_WORLD rank = comm.Get_rank() # Get D D = len(l) # Master Process if(rank == 0): # Number of processors numprocs = comm.Get_size() # Import necessary functions from numpy import array, pi, sqrt, dot, identity, hstack, vstack, empty, inf from numpy.linalg import norm from time import time from itertools import product from sys import float_info # Initialise empty arrays if(A is None): A = empty((0,D)) b = empty(0) if(E is None): E = empty((0,D)) d = empty(0) # QuadProg++ solver (fast!) if(qpsolver == 'quadprog'): # Import QuadProg++ solver from PyQuadProg import PyQuadProg # Check if circle has feasible point def mfeasible(c): # Solve QP to check feasibility sol = PyQuadProg(2*identity(D),-2*c.xc,E.transpose(),-1*d,vstack([identity(D),-1*identity(D),-1*A]).transpose(),hstack([-l,u,b])) mxopt = sol.x.getArray() mr = dot(mxopt,mxopt) + dot(mxopt,-2*c.xc) + dot(c.xc,c.xc) # Check if point lies inside domain if(mr < (c.r**2)): mf = 1 else: mf = 0 mxopt = None return mf, mxopt # CVXOPT QP solver (slow) elif(qpsolver == 'cvxopt'): # Import cvxopt solver from cvxopt import matrix from cvxopt.solvers import qp, options # Set tolerance options options['show_progress'] = False options['abstol'] = 1e-9 options['reltol'] = 1e-8 options['feastol'] = 1e-9 # Check if circle has feasible point def mfeasible(c): # Solve QP to check feasibility sol = qp(matrix(2*identity(D)),matrix(-2*c.xc),matrix(vstack([-1*identity(D),identity(D),A])),matrix(hstack([-l,u,b])),matrix(E),matrix(d)) mxopt = array(sol['x']).flatten() mr = sol['primal objective'] mr = mr + dot(c.xc,c.xc) # Check if point lies inside domain if(mr < (c.r**2)): mf = 1 else: mf = 0 mxopt = None return mf, mxopt # NAG QP solver (fast!) elif(qpsolver == 'nag'): # Import QP Solver from qpsolver_lincon import qpsolver_lincon # Check if circle has feasible point def mfeasible(c): # Solve QP to check feasibility mxopt = c.xc.copy() mr = qpsolver_lincon(2*identity(D),-2*c.xc,hstack([l,-inf,d]),hstack([u,b,d]),mxopt,vstack([A,E]),D,A.shape[0]+E.shape[0]) mr = mr + dot(c.xc,c.xc) # Check if point lies inside domain if(mr < (c.r**2)): mf = 1 else: mf = 0 mxopt = None return mf, mxopt # Visualisation if(Vis == 1): from matplotlib.pyplot import figure, Rectangle, Circle, gca, show, title, axis, draw # Draw bound constraints [l,u] fig = figure('Processor '+str(rank)) gca().add_patch(Rectangle((l[0],l[1]), u[0]-l[0], u[1]-l[1], fill=False)) axis([l[0]-1,u[0]+1,l[1]-1,u[1]+1]) title('Master Processor') show(block=False) # Circle drawing procedure def drawc(c,col): # Draw circle gca().add_patch(Circle((c.xc[0],c.xc[1]), radius=c.r , color=col, fill=False)) axis('equal') draw() if(Heur == 0): ksp = 3**D else: # Load relevant normalised lattice from numpy import loadtxt from pkg_resources import resource_stream if(D == 2): lat = array([[0., 0.], [1., 0.], [-1., 0.], [0.5, sqrt(3.)/2.], [-0.5, sqrt(3.)/2.], [0.5, -sqrt(3.)/2.], [-0.5, -sqrt(3.)/2.]]) elif(D == 3): lat = loadtxt(resource_stream('obb','lattices/d3')) elif(D == 4): lat = loadtxt(resource_stream('obb','lattices/d4')) elif(D == 5): lat = loadtxt(resource_stream('obb','lattices/d5')) elif(D == 6): lat = loadtxt(resource_stream('obb','lattices/e6')) elif(D == 7): lat = loadtxt(resource_stream('obb','lattices/e7')) elif(D == 8): lat = loadtxt(resource_stream('obb','lattices/e8')) else: raise RuntimeError('A lattice for '+str(D)+' Dimensions has yet to be provided.') # Get kissing number + 1 ksp = lat.shape[0] # Set up initial circle c0 = circle((u+l)/2,norm(u-l)/2) c0.xopt = c0.xc # Bound circle c0.lbound = bound(c0,Lg,Lh,f,g,H,D) # Upper bound c0.ubound = f(c0.xopt) # Set up circle list clist = [c0] cslb = clist[0] # Update global bounds U = cslb.ubound L = cslb.lbound xopt = cslb.xopt rad = cslb.r # Loop counter itr = 0 timer = time() if(TimeQP == 1): qptime = 0 # Debug Output if (SD == 1): print('----------------------------') print('Number of elements: %i') % len(clist) print('U: %f') % U print('L: %f') % L print('Circle radius: %e') % rad print('----------------------------') # Set tolerance if((TolType == 'r')and(abs(U) > float_info.epsilon)): cutoff = (U - L)/abs(U) else: cutoff = U - L #and((time()-timer) < 3000) while((cutoff > Tol)and(rad > Rtol)): # Update iteration count itr = itr + 1 # Prune list i = 0 while(i < len(clist)): if(clist[i].lbound > U): # Visualise if(Vis == 1): drawc(clist[i],'k') del clist[i] i=i-1 i = i+1 if(Heur == 0): # Split circle into more circles inc = (cslb.r)/sqrt(D) # Increment rn = (cslb.r)/2 # New radius xc = cslb.xc # Centre # Visualise if(Vis == 1): drawc(cslb,'k') clist.remove(cslb) # Remove split circle from list # Create square spoke configuration spk = array([p for p in product([-inc,0,inc], repeat=D)]) else: # Split circle into more circles inc = cslb.r # Increment rn = (cslb.r)/2 # New radius xc = cslb.xc # Centre # Visualise if(Vis == 1): drawc(cslb,'k') clist.remove(cslb) # Remove split circle from list # Scale configuration spk = inc*lat # List to distribute amongst processes dlist = [] # Create surrounding circles for i in range(0,ksp): # Create centre xcn = xc + spk[i,:] # Check if circle exists nc = 0; for k in range(0,len(clist)): if(all(xcn == clist[k].xc)): nc = 1 # If circle doesn't exist if(nc == 0): # Create circle cn = circle(xcn,rn) # Time QP Solve if(TimeQP == 1): eltime = MPI.Wtime() mfeas, cn.xopt = mfeasible(cn) if(TimeQP == 1): qptime += MPI.Wtime() - eltime # If circle has a feasible point (i.e. it's feasible) if(mfeas != 0): # Add to distribution list dlist.append(cn) # Visualise if(Vis == 1): drawc(cn,'b') # Distribute data evenly amongst processes ihi = 0 trem = len(dlist) prem = numprocs req = [] for p in range(0,numprocs-1): tproc = int(round(trem/prem)) ilo = ihi + 1 ihi = ihi + tproc req.append(comm.isend(dlist[ilo-1:ihi], dest=numprocs-1-p, tag=0)) prem = prem - 1 trem = trem - tproc # Distribute remaining data to self tproc = int(round(trem/prem)) # Bound each item allocated to self for k in range(ihi,ihi+tproc): # Bound circle dlist[k].ubound = f(dlist[k].xopt) dlist[k].lbound = bound(dlist[k],Lg,Lh,f,g,H,D) # Add to circle list clist.append(dlist[k]) # Gather data back up for p in range(0,numprocs-1): # Make sure data has been sent req[p].Wait() # Get list of bounded circles from other processes dlist = comm.recv(source=numprocs-1-p, tag=1) # Add to clist clist += dlist # Find circle c with smallest ubound cslb = min(clist,key=lambda x: x.ubound) # Update global feasible upper bound U = cslb.ubound xopt = cslb.xopt rad = cslb.r # Find circle with smallest lbound cslb = min(clist,key=lambda x: x.lbound) L = cslb.lbound # Set tolerance if((TolType == 'r')and(abs(U) > float_info.epsilon)): cutoff = (U - L)/abs(U) else: cutoff = U - L # Debug Output if (SD == 1): print('Number of elements: %i') % len(clist) print('U: %f') % U print('L: %f') % L print('Circle radius: %e') % rad print('----------------------------') # Output end result print('Minimum value of %f at (') % f(xopt), for i in range(0,D-1): print('%f,') % xopt[i], print('%f)') % xopt[D-1] print('found with'), if((TolType == 'r')and(abs(U) > float_info.epsilon)): print('relative'), else: print('absolute'), print('tolerance %f in %i iterations.') % (cutoff, itr) tol = cutoff xs = xopt fxs = f(xopt) print('Elapsed time %f seconds.') % (time()-timer) if(TimeQP == 1): print('Time taken for QP solves is %f seconds') % qptime # Kill worker processes for p in range(0,numprocs-1): comm.send(None, dest=numprocs-1-p, tag=0) # Display figures and wait if(Vis == 1): show() return xs, fxs, tol, itr # Worker processes else: # Idle time if(TimeWidle == 1): eltime = MPI.Wtime() itime = 0 # Pick up scattered list rlist = comm.recv(source=0, tag=0) # Idle time if(TimeWidle == 1): itime += MPI.Wtime() - eltime while(rlist != None): # Bound each item in the list for k in range(0,len(rlist)): # Bound circle rlist[k].ubound = f(rlist[k].xopt) rlist[k].lbound = bound(rlist[k],Lg,Lh,f,g,H,D) # Send bounded list comm.send(rlist, dest=0, tag=1) # Idle time if(TimeWidle == 1): eltime = MPI.Wtime() # Pick up next scattered list rlist = comm.recv(source=0, tag=0) # Idle time if(TimeWidle == 1): itime += MPI.Wtime() - eltime # Output idle time if(TimeWidle == 1): print('Processor %i has been idle for %f seconds') % (rank,itime) return None, None, None, None
lgpl-3.0
maaskola/GPy
GPy/models/mrd.py
8
14617
# ## Copyright (c) 2013, GPy authors (see AUTHORS.txt). # Licensed under the BSD 3-clause license (see LICENSE.txt) import numpy as np import itertools, logging from ..kern import Kern from ..core.parameterization.variational import NormalPosterior, NormalPrior from ..core.parameterization import Param, Parameterized from ..core.parameterization.observable_array import ObsAr from ..inference.latent_function_inference.var_dtc import VarDTC from ..inference.latent_function_inference import InferenceMethodList from ..likelihoods import Gaussian from ..util.initialization import initialize_latent from ..core.sparse_gp import SparseGP, GP from GPy.core.parameterization.variational import VariationalPosterior from GPy.models.bayesian_gplvm_minibatch import BayesianGPLVMMiniBatch from GPy.models.sparse_gp_minibatch import SparseGPMiniBatch class MRD(BayesianGPLVMMiniBatch): """ !WARNING: This is bleeding edge code and still in development. Functionality may change fundamentally during development! Apply MRD to all given datasets Y in Ylist. Y_i in [n x p_i] If Ylist is a dictionary, the keys of the dictionary are the names, and the values are the different datasets to compare. The samples n in the datasets need to match up, whereas the dimensionality p_d can differ. :param [array-like] Ylist: List of datasets to apply MRD on :param input_dim: latent dimensionality :type input_dim: int :param array-like X: mean of starting latent space q in [n x q] :param array-like X_variance: variance of starting latent space q in [n x q] :param initx: initialisation method for the latent space : * 'concat' - PCA on concatenation of all datasets * 'single' - Concatenation of PCA on datasets, respectively * 'random' - Random draw from a Normal(0,1) :type initx: ['concat'|'single'|'random'] :param initz: initialisation method for inducing inputs :type initz: 'permute'|'random' :param num_inducing: number of inducing inputs to use :param Z: initial inducing inputs :param kernel: list of kernels or kernel to copy for each output :type kernel: [GPy.kernels.kernels] | GPy.kernels.kernels | None (default) :param :class:`~GPy.inference.latent_function_inference inference_method: InferenceMethodList of inferences, or one inference method for all :param :class:`~GPy.likelihoodss.likelihoods.likelihoods` likelihoods: the likelihoods to use :param str name: the name of this model :param [str] Ynames: the names for the datasets given, must be of equal length as Ylist or None :param bool|Norm normalizer: How to normalize the data? :param bool stochastic: Should this model be using stochastic gradient descent over the dimensions? :param bool|[bool] batchsize: either one batchsize for all, or one batchsize per dataset. """ def __init__(self, Ylist, input_dim, X=None, X_variance=None, initx = 'PCA', initz = 'permute', num_inducing=10, Z=None, kernel=None, inference_method=None, likelihoods=None, name='mrd', Ynames=None, normalizer=False, stochastic=False, batchsize=10): self.logger = logging.getLogger(self.__class__.__name__) self.input_dim = input_dim self.num_inducing = num_inducing if isinstance(Ylist, dict): Ynames, Ylist = zip(*Ylist.items()) self.logger.debug("creating observable arrays") self.Ylist = [ObsAr(Y) for Y in Ylist] #The next line is a fix for Python 3. It replicates the python 2 behaviour from the above comprehension Y = Ylist[-1] if Ynames is None: self.logger.debug("creating Ynames") Ynames = ['Y{}'.format(i) for i in range(len(Ylist))] self.names = Ynames assert len(self.names) == len(self.Ylist), "one name per dataset, or None if Ylist is a dict" if inference_method is None: self.inference_method = InferenceMethodList([VarDTC() for _ in range(len(self.Ylist))]) else: assert isinstance(inference_method, InferenceMethodList), "please provide one inference method per Y in the list and provide it as InferenceMethodList, inference_method given: {}".format(inference_method) self.inference_method = inference_method if X is None: X, fracs = self._init_X(initx, Ylist) else: fracs = [X.var(0)]*len(Ylist) Z = self._init_Z(initz, X) self.Z = Param('inducing inputs', Z) self.num_inducing = self.Z.shape[0] # ensure M==N if M>N # sort out the kernels self.logger.info("building kernels") if kernel is None: from ..kern import RBF kernels = [RBF(input_dim, ARD=1, lengthscale=1./fracs[i]) for i in range(len(Ylist))] elif isinstance(kernel, Kern): kernels = [] for i in range(len(Ylist)): k = kernel.copy() kernels.append(k) else: assert len(kernel) == len(Ylist), "need one kernel per output" assert all([isinstance(k, Kern) for k in kernel]), "invalid kernel object detected!" kernels = kernel self.variational_prior = NormalPrior() #self.X = NormalPosterior(X, X_variance) if likelihoods is None: likelihoods = [Gaussian(name='Gaussian_noise'.format(i)) for i in range(len(Ylist))] else: likelihoods = likelihoods self.logger.info("adding X and Z") super(MRD, self).__init__(Y, input_dim, X=X, X_variance=X_variance, num_inducing=num_inducing, Z=self.Z, kernel=None, inference_method=self.inference_method, likelihood=Gaussian(), name='manifold relevance determination', normalizer=None, missing_data=False, stochastic=False, batchsize=1) self._log_marginal_likelihood = 0 self.unlink_parameter(self.likelihood) self.unlink_parameter(self.kern) del self.kern del self.likelihood self.num_data = Ylist[0].shape[0] if isinstance(batchsize, int): batchsize = itertools.repeat(batchsize) self.bgplvms = [] for i, n, k, l, Y, im, bs in zip(itertools.count(), Ynames, kernels, likelihoods, Ylist, self.inference_method, batchsize): assert Y.shape[0] == self.num_data, "All datasets need to share the number of datapoints, and those have to correspond to one another" md = np.isnan(Y).any() spgp = BayesianGPLVMMiniBatch(Y, input_dim, X, X_variance, Z=Z, kernel=k, likelihood=l, inference_method=im, name=n, normalizer=normalizer, missing_data=md, stochastic=stochastic, batchsize=bs) spgp.kl_factr = 1./len(Ynames) spgp.unlink_parameter(spgp.Z) spgp.unlink_parameter(spgp.X) del spgp.Z del spgp.X spgp.Z = self.Z spgp.X = self.X self.link_parameter(spgp, i+2) self.bgplvms.append(spgp) self.posterior = None self.logger.info("init done") def parameters_changed(self): self._log_marginal_likelihood = 0 self.Z.gradient[:] = 0. self.X.gradient[:] = 0. for b, i in zip(self.bgplvms, self.inference_method): self._log_marginal_likelihood += b._log_marginal_likelihood self.logger.info('working on im <{}>'.format(hex(id(i)))) self.Z.gradient[:] += b.Z.gradient#full_values['Zgrad'] #grad_dict = b.full_values if self.has_uncertain_inputs(): self.X.gradient += b._Xgrad else: self.X.gradient += b._Xgrad #if self.has_uncertain_inputs(): # # update for the KL divergence # self.variational_prior.update_gradients_KL(self.X) # self._log_marginal_likelihood -= self.variational_prior.KL_divergence(self.X) # pass def log_likelihood(self): return self._log_marginal_likelihood def _init_X(self, init='PCA', Ylist=None): if Ylist is None: Ylist = self.Ylist if init in "PCA_concat": X, fracs = initialize_latent('PCA', self.input_dim, np.hstack(Ylist)) fracs = [fracs]*len(Ylist) elif init in "PCA_single": X = np.zeros((Ylist[0].shape[0], self.input_dim)) fracs = [] for qs, Y in zip(np.array_split(np.arange(self.input_dim), len(Ylist)), Ylist): x,frcs = initialize_latent('PCA', len(qs), Y) X[:, qs] = x fracs.append(frcs) else: # init == 'random': X = np.random.randn(Ylist[0].shape[0], self.input_dim) fracs = X.var(0) fracs = [fracs]*len(Ylist) X -= X.mean() X /= X.std() return X, fracs def _init_Z(self, init="permute", X=None): if X is None: X = self.X if init in "permute": Z = np.random.permutation(X.copy())[:self.num_inducing] elif init in "random": Z = np.random.randn(self.num_inducing, self.input_dim) * X.var() return Z def _handle_plotting(self, fignum, axes, plotf, sharex=False, sharey=False): import matplotlib.pyplot as plt if axes is None: fig = plt.figure(num=fignum) sharex_ax = None sharey_ax = None plots = [] for i, g in enumerate(self.bgplvms): try: if sharex: sharex_ax = ax # @UndefinedVariable sharex = False # dont set twice if sharey: sharey_ax = ax # @UndefinedVariable sharey = False # dont set twice except: pass if axes is None: ax = fig.add_subplot(1, len(self.bgplvms), i + 1, sharex=sharex_ax, sharey=sharey_ax) elif isinstance(axes, (tuple, list, np.ndarray)): ax = axes[i] else: raise ValueError("Need one axes per latent dimension input_dim") plots.append(plotf(i, g, ax)) if sharey_ax is not None: plt.setp(ax.get_yticklabels(), visible=False) plt.draw() if axes is None: try: fig.tight_layout() except: pass return plots def predict(self, Xnew, full_cov=False, Y_metadata=None, kern=None, Yindex=0): """ Prediction for data set Yindex[default=0]. This predicts the output mean and variance for the dataset given in Ylist[Yindex] """ b = self.bgplvms[Yindex] self.posterior = b.posterior self.kern = b.kern self.likelihood = b.likelihood return super(MRD, self).predict(Xnew, full_cov, Y_metadata, kern) #=============================================================================== # TODO: Predict! Maybe even change to several bgplvms, which share an X? #=============================================================================== # def plot_predict(self, fignum=None, ax=None, sharex=False, sharey=False, **kwargs): # fig = self._handle_plotting(fignum, # ax, # lambda i, g, ax: ax.imshow(g.predict(g.X)[0], **kwargs), # sharex=sharex, sharey=sharey) # return fig def plot_scales(self, fignum=None, ax=None, titles=None, sharex=False, sharey=True, *args, **kwargs): """ TODO: Explain other parameters :param titles: titles for axes of datasets """ if titles is None: titles = [r'${}$'.format(name) for name in self.names] ymax = reduce(max, [np.ceil(max(g.kern.input_sensitivity())) for g in self.bgplvms]) def plotf(i, g, ax): #ax.set_ylim([0,ymax]) return g.kern.plot_ARD(ax=ax, title=titles[i], *args, **kwargs) fig = self._handle_plotting(fignum, ax, plotf, sharex=sharex, sharey=sharey) return fig def plot_latent(self, labels=None, which_indices=None, resolution=50, ax=None, marker='o', s=40, fignum=None, plot_inducing=True, legend=True, plot_limits=None, aspect='auto', updates=False, predict_kwargs={}, imshow_kwargs={}): """ see plotting.matplot_dep.dim_reduction_plots.plot_latent if predict_kwargs is None, will plot latent spaces for 0th dataset (and kernel), otherwise give predict_kwargs=dict(Yindex='index') for plotting only the latent space of dataset with 'index'. """ import sys assert "matplotlib" in sys.modules, "matplotlib package has not been imported." from matplotlib import pyplot as plt from ..plotting.matplot_dep import dim_reduction_plots if "Yindex" not in predict_kwargs: predict_kwargs['Yindex'] = 0 Yindex = predict_kwargs['Yindex'] if ax is None: fig = plt.figure(num=fignum) ax = fig.add_subplot(111) else: fig = ax.figure self.kern = self.bgplvms[Yindex].kern self.likelihood = self.bgplvms[Yindex].likelihood plot = dim_reduction_plots.plot_latent(self, labels, which_indices, resolution, ax, marker, s, fignum, plot_inducing, legend, plot_limits, aspect, updates, predict_kwargs, imshow_kwargs) ax.set_title(self.bgplvms[Yindex].name) try: fig.tight_layout() except: pass return plot def __getstate__(self): state = super(MRD, self).__getstate__() if 'kern' in state: del state['kern'] if 'likelihood' in state: del state['likelihood'] return state def __setstate__(self, state): # TODO: super(MRD, self).__setstate__(state) self.kern = self.bgplvms[0].kern self.likelihood = self.bgplvms[0].likelihood self.parameters_changed()
bsd-3-clause
koverholt/bayes-fire
Example_Cases/Correlation_Fire_Location/Scripts/pymc_heat_flux_localization_fds_1000kW.py
1
1027
#!/usr/bin/env python import matplotlib matplotlib.use("Agg") import pylab as pl import pymc as mc import models import graphics import data_fds_1000kW # Generate model vars = models.point_source_radiation_fds(1000, data_fds_1000kW) # Fit model with MAP estimates map = mc.MAP(vars) map.fit(method='fmin_powell', verbose=2) # Import model variables and set database options m = mc.MCMC( vars, db='sqlite', dbname='../Figures/heat_flux_localization_fds_1000kW.sqlite') # Configure and run MCMC simulation m.sample(iter=50000, burn=25000, thin=10) # Plot results pl.figure() graphics.plot_ps_radiation_model(m) pl.savefig('../Figures/heat_flux_localization_fds_1000kW.pdf') # Plot results in a 3D grid pl.figure() graphics.plot_3d_hist(m) pl.savefig('../Figures/heat_flux_localization_fds_1000kW_3d.pdf') # Plot resulting distributions and convergence diagnostics mc.Matplot.plot(m, format='pdf', path='../Figures/heat_flux_localization_fds_1000kW') m.summary()
bsd-3-clause
MohammedWasim/scikit-learn
examples/preprocessing/plot_robust_scaling.py
221
2702
#!/usr/bin/python # -*- coding: utf-8 -*- """ ========================================================= Robust Scaling on Toy Data ========================================================= Making sure that each Feature has approximately the same scale can be a crucial preprocessing step. However, when data contains outliers, :class:`StandardScaler <sklearn.preprocessing.StandardScaler>` can often be mislead. In such cases, it is better to use a scaler that is robust against outliers. Here, we demonstrate this on a toy dataset, where one single datapoint is a large outlier. """ from __future__ import print_function print(__doc__) # Code source: Thomas Unterthiner # License: BSD 3 clause import matplotlib.pyplot as plt import numpy as np from sklearn.preprocessing import StandardScaler, RobustScaler # Create training and test data np.random.seed(42) n_datapoints = 100 Cov = [[0.9, 0.0], [0.0, 20.0]] mu1 = [100.0, -3.0] mu2 = [101.0, -3.0] X1 = np.random.multivariate_normal(mean=mu1, cov=Cov, size=n_datapoints) X2 = np.random.multivariate_normal(mean=mu2, cov=Cov, size=n_datapoints) Y_train = np.hstack([[-1]*n_datapoints, [1]*n_datapoints]) X_train = np.vstack([X1, X2]) X1 = np.random.multivariate_normal(mean=mu1, cov=Cov, size=n_datapoints) X2 = np.random.multivariate_normal(mean=mu2, cov=Cov, size=n_datapoints) Y_test = np.hstack([[-1]*n_datapoints, [1]*n_datapoints]) X_test = np.vstack([X1, X2]) X_train[0, 0] = -1000 # a fairly large outlier # Scale data standard_scaler = StandardScaler() Xtr_s = standard_scaler.fit_transform(X_train) Xte_s = standard_scaler.transform(X_test) robust_scaler = RobustScaler() Xtr_r = robust_scaler.fit_transform(X_train) Xte_r = robust_scaler.fit_transform(X_test) # Plot data fig, ax = plt.subplots(1, 3, figsize=(12, 4)) ax[0].scatter(X_train[:, 0], X_train[:, 1], color=np.where(Y_train > 0, 'r', 'b')) ax[1].scatter(Xtr_s[:, 0], Xtr_s[:, 1], color=np.where(Y_train > 0, 'r', 'b')) ax[2].scatter(Xtr_r[:, 0], Xtr_r[:, 1], color=np.where(Y_train > 0, 'r', 'b')) ax[0].set_title("Unscaled data") ax[1].set_title("After standard scaling (zoomed in)") ax[2].set_title("After robust scaling (zoomed in)") # for the scaled data, we zoom in to the data center (outlier can't be seen!) for a in ax[1:]: a.set_xlim(-3, 3) a.set_ylim(-3, 3) plt.tight_layout() plt.show() # Classify using k-NN from sklearn.neighbors import KNeighborsClassifier knn = KNeighborsClassifier() knn.fit(Xtr_s, Y_train) acc_s = knn.score(Xte_s, Y_test) print("Testset accuracy using standard scaler: %.3f" % acc_s) knn.fit(Xtr_r, Y_train) acc_r = knn.score(Xte_r, Y_test) print("Testset accuracy using robust scaler: %.3f" % acc_r)
bsd-3-clause
466152112/scikit-learn
examples/applications/svm_gui.py
287
11161
""" ========== Libsvm GUI ========== A simple graphical frontend for Libsvm mainly intended for didactic purposes. You can create data points by point and click and visualize the decision region induced by different kernels and parameter settings. To create positive examples click the left mouse button; to create negative examples click the right button. If all examples are from the same class, it uses a one-class SVM. """ from __future__ import division, print_function print(__doc__) # Author: Peter Prettenhoer <[email protected]> # # License: BSD 3 clause import matplotlib matplotlib.use('TkAgg') from matplotlib.backends.backend_tkagg import FigureCanvasTkAgg from matplotlib.backends.backend_tkagg import NavigationToolbar2TkAgg from matplotlib.figure import Figure from matplotlib.contour import ContourSet import Tkinter as Tk import sys import numpy as np from sklearn import svm from sklearn.datasets import dump_svmlight_file from sklearn.externals.six.moves import xrange y_min, y_max = -50, 50 x_min, x_max = -50, 50 class Model(object): """The Model which hold the data. It implements the observable in the observer pattern and notifies the registered observers on change event. """ def __init__(self): self.observers = [] self.surface = None self.data = [] self.cls = None self.surface_type = 0 def changed(self, event): """Notify the observers. """ for observer in self.observers: observer.update(event, self) def add_observer(self, observer): """Register an observer. """ self.observers.append(observer) def set_surface(self, surface): self.surface = surface def dump_svmlight_file(self, file): data = np.array(self.data) X = data[:, 0:2] y = data[:, 2] dump_svmlight_file(X, y, file) class Controller(object): def __init__(self, model): self.model = model self.kernel = Tk.IntVar() self.surface_type = Tk.IntVar() # Whether or not a model has been fitted self.fitted = False def fit(self): print("fit the model") train = np.array(self.model.data) X = train[:, 0:2] y = train[:, 2] C = float(self.complexity.get()) gamma = float(self.gamma.get()) coef0 = float(self.coef0.get()) degree = int(self.degree.get()) kernel_map = {0: "linear", 1: "rbf", 2: "poly"} if len(np.unique(y)) == 1: clf = svm.OneClassSVM(kernel=kernel_map[self.kernel.get()], gamma=gamma, coef0=coef0, degree=degree) clf.fit(X) else: clf = svm.SVC(kernel=kernel_map[self.kernel.get()], C=C, gamma=gamma, coef0=coef0, degree=degree) clf.fit(X, y) if hasattr(clf, 'score'): print("Accuracy:", clf.score(X, y) * 100) X1, X2, Z = self.decision_surface(clf) self.model.clf = clf self.model.set_surface((X1, X2, Z)) self.model.surface_type = self.surface_type.get() self.fitted = True self.model.changed("surface") def decision_surface(self, cls): delta = 1 x = np.arange(x_min, x_max + delta, delta) y = np.arange(y_min, y_max + delta, delta) X1, X2 = np.meshgrid(x, y) Z = cls.decision_function(np.c_[X1.ravel(), X2.ravel()]) Z = Z.reshape(X1.shape) return X1, X2, Z def clear_data(self): self.model.data = [] self.fitted = False self.model.changed("clear") def add_example(self, x, y, label): self.model.data.append((x, y, label)) self.model.changed("example_added") # update decision surface if already fitted. self.refit() def refit(self): """Refit the model if already fitted. """ if self.fitted: self.fit() class View(object): """Test docstring. """ def __init__(self, root, controller): f = Figure() ax = f.add_subplot(111) ax.set_xticks([]) ax.set_yticks([]) ax.set_xlim((x_min, x_max)) ax.set_ylim((y_min, y_max)) canvas = FigureCanvasTkAgg(f, master=root) canvas.show() canvas.get_tk_widget().pack(side=Tk.TOP, fill=Tk.BOTH, expand=1) canvas._tkcanvas.pack(side=Tk.TOP, fill=Tk.BOTH, expand=1) canvas.mpl_connect('button_press_event', self.onclick) toolbar = NavigationToolbar2TkAgg(canvas, root) toolbar.update() self.controllbar = ControllBar(root, controller) self.f = f self.ax = ax self.canvas = canvas self.controller = controller self.contours = [] self.c_labels = None self.plot_kernels() def plot_kernels(self): self.ax.text(-50, -60, "Linear: $u^T v$") self.ax.text(-20, -60, "RBF: $\exp (-\gamma \| u-v \|^2)$") self.ax.text(10, -60, "Poly: $(\gamma \, u^T v + r)^d$") def onclick(self, event): if event.xdata and event.ydata: if event.button == 1: self.controller.add_example(event.xdata, event.ydata, 1) elif event.button == 3: self.controller.add_example(event.xdata, event.ydata, -1) def update_example(self, model, idx): x, y, l = model.data[idx] if l == 1: color = 'w' elif l == -1: color = 'k' self.ax.plot([x], [y], "%so" % color, scalex=0.0, scaley=0.0) def update(self, event, model): if event == "examples_loaded": for i in xrange(len(model.data)): self.update_example(model, i) if event == "example_added": self.update_example(model, -1) if event == "clear": self.ax.clear() self.ax.set_xticks([]) self.ax.set_yticks([]) self.contours = [] self.c_labels = None self.plot_kernels() if event == "surface": self.remove_surface() self.plot_support_vectors(model.clf.support_vectors_) self.plot_decision_surface(model.surface, model.surface_type) self.canvas.draw() def remove_surface(self): """Remove old decision surface.""" if len(self.contours) > 0: for contour in self.contours: if isinstance(contour, ContourSet): for lineset in contour.collections: lineset.remove() else: contour.remove() self.contours = [] def plot_support_vectors(self, support_vectors): """Plot the support vectors by placing circles over the corresponding data points and adds the circle collection to the contours list.""" cs = self.ax.scatter(support_vectors[:, 0], support_vectors[:, 1], s=80, edgecolors="k", facecolors="none") self.contours.append(cs) def plot_decision_surface(self, surface, type): X1, X2, Z = surface if type == 0: levels = [-1.0, 0.0, 1.0] linestyles = ['dashed', 'solid', 'dashed'] colors = 'k' self.contours.append(self.ax.contour(X1, X2, Z, levels, colors=colors, linestyles=linestyles)) elif type == 1: self.contours.append(self.ax.contourf(X1, X2, Z, 10, cmap=matplotlib.cm.bone, origin='lower', alpha=0.85)) self.contours.append(self.ax.contour(X1, X2, Z, [0.0], colors='k', linestyles=['solid'])) else: raise ValueError("surface type unknown") class ControllBar(object): def __init__(self, root, controller): fm = Tk.Frame(root) kernel_group = Tk.Frame(fm) Tk.Radiobutton(kernel_group, text="Linear", variable=controller.kernel, value=0, command=controller.refit).pack(anchor=Tk.W) Tk.Radiobutton(kernel_group, text="RBF", variable=controller.kernel, value=1, command=controller.refit).pack(anchor=Tk.W) Tk.Radiobutton(kernel_group, text="Poly", variable=controller.kernel, value=2, command=controller.refit).pack(anchor=Tk.W) kernel_group.pack(side=Tk.LEFT) valbox = Tk.Frame(fm) controller.complexity = Tk.StringVar() controller.complexity.set("1.0") c = Tk.Frame(valbox) Tk.Label(c, text="C:", anchor="e", width=7).pack(side=Tk.LEFT) Tk.Entry(c, width=6, textvariable=controller.complexity).pack( side=Tk.LEFT) c.pack() controller.gamma = Tk.StringVar() controller.gamma.set("0.01") g = Tk.Frame(valbox) Tk.Label(g, text="gamma:", anchor="e", width=7).pack(side=Tk.LEFT) Tk.Entry(g, width=6, textvariable=controller.gamma).pack(side=Tk.LEFT) g.pack() controller.degree = Tk.StringVar() controller.degree.set("3") d = Tk.Frame(valbox) Tk.Label(d, text="degree:", anchor="e", width=7).pack(side=Tk.LEFT) Tk.Entry(d, width=6, textvariable=controller.degree).pack(side=Tk.LEFT) d.pack() controller.coef0 = Tk.StringVar() controller.coef0.set("0") r = Tk.Frame(valbox) Tk.Label(r, text="coef0:", anchor="e", width=7).pack(side=Tk.LEFT) Tk.Entry(r, width=6, textvariable=controller.coef0).pack(side=Tk.LEFT) r.pack() valbox.pack(side=Tk.LEFT) cmap_group = Tk.Frame(fm) Tk.Radiobutton(cmap_group, text="Hyperplanes", variable=controller.surface_type, value=0, command=controller.refit).pack(anchor=Tk.W) Tk.Radiobutton(cmap_group, text="Surface", variable=controller.surface_type, value=1, command=controller.refit).pack(anchor=Tk.W) cmap_group.pack(side=Tk.LEFT) train_button = Tk.Button(fm, text='Fit', width=5, command=controller.fit) train_button.pack() fm.pack(side=Tk.LEFT) Tk.Button(fm, text='Clear', width=5, command=controller.clear_data).pack(side=Tk.LEFT) def get_parser(): from optparse import OptionParser op = OptionParser() op.add_option("--output", action="store", type="str", dest="output", help="Path where to dump data.") return op def main(argv): op = get_parser() opts, args = op.parse_args(argv[1:]) root = Tk.Tk() model = Model() controller = Controller(model) root.wm_title("Scikit-learn Libsvm GUI") view = View(root, controller) model.add_observer(view) Tk.mainloop() if opts.output: model.dump_svmlight_file(opts.output) if __name__ == "__main__": main(sys.argv)
bsd-3-clause
smmribeiro/intellij-community
python/helpers/pydev/_pydevd_bundle/pydevd_xml.py
1
13225
"""Contains methods for building XML structures for interacting with IDE The methods from this file are used for the debugger interaction. Please note that Python console now uses Thrift structures with the similar methods contained in `pydevd_thrift.py` file. """ import sys import traceback from _pydev_bundle import pydev_log from _pydev_bundle.pydev_imports import quote from _pydevd_bundle import pydevd_extension_utils from _pydevd_bundle import pydevd_resolver from _pydevd_bundle.pydevd_constants import dict_iter_items, dict_keys, IS_PY3K, \ MAXIMUM_VARIABLE_REPRESENTATION_SIZE, RETURN_VALUES_DICT, LOAD_VALUES_POLICY, DEFAULT_VALUES_DICT from _pydevd_bundle.pydevd_extension_api import TypeResolveProvider, StrPresentationProvider from _pydevd_bundle.pydevd_utils import take_first_n_coll_elements, is_numeric_container, is_pandas_container, is_string, pandas_to_str, \ should_evaluate_full_value, should_evaluate_shape try: import types frame_type = types.FrameType except: frame_type = None def make_valid_xml_value(s): # Same thing as xml.sax.saxutils.escape but also escaping double quotes. return s.replace("&", "&amp;").replace('<', '&lt;').replace('>', '&gt;').replace('"', '&quot;') class ExceptionOnEvaluate: def __init__(self, result): self.result = result _IS_JYTHON = sys.platform.startswith("java") def _create_default_type_map(): if not _IS_JYTHON: default_type_map = [ # None means that it should not be treated as a compound variable # isintance does not accept a tuple on some versions of python, so, we must declare it expanded (type(None), None,), (int, None), (float, None), (complex, None), (str, None), (tuple, pydevd_resolver.tupleResolver), (list, pydevd_resolver.tupleResolver), (dict, pydevd_resolver.dictResolver), ] try: default_type_map.append((long, None)) # @UndefinedVariable except: pass # not available on all python versions try: default_type_map.append((unicode, None)) # @UndefinedVariable except: pass # not available on all python versions try: default_type_map.append((set, pydevd_resolver.setResolver)) except: pass # not available on all python versions try: default_type_map.append((frozenset, pydevd_resolver.setResolver)) except: pass # not available on all python versions try: from django.utils.datastructures import MultiValueDict default_type_map.insert(0, (MultiValueDict, pydevd_resolver.multiValueDictResolver)) # we should put it before dict except: pass # django may not be installed try: from django.forms import BaseForm default_type_map.insert(0, (BaseForm, pydevd_resolver.djangoFormResolver)) # we should put it before instance resolver except: pass # django may not be installed try: from collections import deque default_type_map.append((deque, pydevd_resolver.dequeResolver)) except: pass try: from collections import OrderedDict default_type_map.insert(0, (OrderedDict, pydevd_resolver.orderedDictResolver)) # we should put it before dict except: pass if frame_type is not None: default_type_map.append((frame_type, pydevd_resolver.frameResolver)) else: from org.python import core # @UnresolvedImport default_type_map = [ (core.PyNone, None), (core.PyInteger, None), (core.PyLong, None), (core.PyFloat, None), (core.PyComplex, None), (core.PyString, None), (core.PyTuple, pydevd_resolver.tupleResolver), (core.PyList, pydevd_resolver.tupleResolver), (core.PyDictionary, pydevd_resolver.dictResolver), (core.PyStringMap, pydevd_resolver.dictResolver), ] if hasattr(core, 'PyJavaInstance'): # Jython 2.5b3 removed it. default_type_map.append((core.PyJavaInstance, pydevd_resolver.instanceResolver)) return default_type_map class TypeResolveHandler(object): NO_PROVIDER = [] # Sentinel value (any mutable object to be used as a constant would be valid). def __init__(self): # Note: don't initialize with the types we already know about so that the extensions can override # the default resolvers that are already available if they want. self._type_to_resolver_cache = {} self._type_to_str_provider_cache = {} self._initialized = False def _initialize(self): self._default_type_map = _create_default_type_map() self._resolve_providers = pydevd_extension_utils.extensions_of_type(TypeResolveProvider) self._str_providers = pydevd_extension_utils.extensions_of_type(StrPresentationProvider) self._initialized = True def get_type(self, o): try: try: # Faster than type(o) as we don't need the function call. type_object = o.__class__ except: # Not all objects have __class__ (i.e.: there are bad bindings around). type_object = type(o) type_name = type_object.__name__ except: # This happens for org.python.core.InitModule return 'Unable to get Type', 'Unable to get Type', None return self._get_type(o, type_object, type_name) def _get_type(self, o, type_object, type_name): resolver = self._type_to_resolver_cache.get(type_object) if resolver is not None: return type_object, type_name, resolver if not self._initialized: self._initialize() try: for resolver in self._resolve_providers: if resolver.can_provide(type_object, type_name): # Cache it self._type_to_resolver_cache[type_object] = resolver return type_object, type_name, resolver for t in self._default_type_map: if isinstance(o, t[0]): # Cache it resolver = t[1] self._type_to_resolver_cache[type_object] = resolver return (type_object, type_name, resolver) except: traceback.print_exc() # No match return default (and cache it). resolver = pydevd_resolver.defaultResolver self._type_to_resolver_cache[type_object] = resolver return type_object, type_name, resolver if _IS_JYTHON: _base_get_type = _get_type def _get_type(self, o, type_object, type_name): if type_name == 'org.python.core.PyJavaInstance': return type_object, type_name, pydevd_resolver.instanceResolver if type_name == 'org.python.core.PyArray': return type_object, type_name, pydevd_resolver.jyArrayResolver return self._base_get_type(o, type_name, type_name) def str_from_providers(self, o, type_object, type_name): provider = self._type_to_str_provider_cache.get(type_object) if provider is self.NO_PROVIDER: return None if provider is not None: return provider.get_str(o) if not self._initialized: self._initialize() for provider in self._str_providers: if provider.can_provide(type_object, type_name): self._type_to_str_provider_cache[type_object] = provider return provider.get_str(o) self._type_to_str_provider_cache[type_object] = self.NO_PROVIDER return None _TYPE_RESOLVE_HANDLER = TypeResolveHandler() """ def get_type(o): Receives object and returns a triple (typeObject, typeString, resolver). resolver != None means that variable is a container, and should be displayed as a hierarchy. Use the resolver to get its attributes. All container objects should have a resolver. """ get_type = _TYPE_RESOLVE_HANDLER.get_type _str_from_providers = _TYPE_RESOLVE_HANDLER.str_from_providers def frame_vars_to_xml(frame_f_locals, hidden_ns=None): """ dumps frame variables to XML <var name="var_name" scope="local" type="type" value="value"/> """ xml = "" keys = dict_keys(frame_f_locals) if hasattr(keys, 'sort'): keys.sort() # Python 3.0 does not have it else: keys = sorted(keys) # Jython 2.1 does not have it return_values_xml = '' for k in keys: try: v = frame_f_locals[k] eval_full_val = should_evaluate_full_value(v) if k == RETURN_VALUES_DICT: for name, val in dict_iter_items(v): return_values_xml += var_to_xml(val, name, additional_in_xml=' isRetVal="True"') else: if hidden_ns is not None and k in hidden_ns: xml += var_to_xml(v, str(k), additional_in_xml=' isIPythonHidden="True"', evaluate_full_value=eval_full_val) else: xml += var_to_xml(v, str(k), evaluate_full_value=eval_full_val) except Exception: traceback.print_exc() pydev_log.error("Unexpected error, recovered safely.\n") # Show return values as the first entry. return return_values_xml + xml def var_to_xml(val, name, doTrim=True, additional_in_xml='', evaluate_full_value=True, format='%s'): """ single variable or dictionary to xml representation """ try: # This should be faster than isinstance (but we have to protect against not having a '__class__' attribute). is_exception_on_eval = val.__class__ == ExceptionOnEvaluate except: is_exception_on_eval = False if is_exception_on_eval: v = val.result else: v = val _type, typeName, resolver = get_type(v) type_qualifier = getattr(_type, "__module__", "") if not evaluate_full_value: value = DEFAULT_VALUES_DICT[LOAD_VALUES_POLICY] else: try: str_from_provider = _str_from_providers(v, _type, typeName) if str_from_provider is not None: value = str_from_provider elif hasattr(v, '__class__'): if v.__class__ == frame_type: value = pydevd_resolver.frameResolver.get_frame_name(v) elif v.__class__ in (list, tuple, set, frozenset, dict): if len(v) > pydevd_resolver.MAX_ITEMS_TO_HANDLE: value = '%s' % take_first_n_coll_elements(v, pydevd_resolver.MAX_ITEMS_TO_HANDLE) value = value.rstrip(')]}') + '...' else: value = '%s' % v else: value = format % v else: value = str(v) except: try: value = repr(v) except: value = 'Unable to get repr for %s' % v.__class__ try: name = quote(name, '/>_= ') # TODO: Fix PY-5834 without using quote except: pass xml = '<var name="%s" type="%s" ' % (make_valid_xml_value(name), make_valid_xml_value(typeName)) if type_qualifier: xml_qualifier = 'qualifier="%s"' % make_valid_xml_value(type_qualifier) else: xml_qualifier = '' # cannot be too big... communication may not handle it. if len(value) > MAXIMUM_VARIABLE_REPRESENTATION_SIZE and doTrim: value = value[0:MAXIMUM_VARIABLE_REPRESENTATION_SIZE] value += '...' # fix to work with unicode values try: if not IS_PY3K: if value.__class__ == unicode: # @UndefinedVariable value = value.encode('utf-8') else: if value.__class__ == bytes: value = value.encode('utf-8') except TypeError: # in java, unicode is a function pass if is_pandas_container(type_qualifier, typeName, v): value = pandas_to_str(v, typeName, value, pydevd_resolver.MAX_ITEMS_TO_HANDLE) xml_value = ' value="%s"' % (make_valid_xml_value(quote(value, '/>_= '))) xml_shape = '' try: if should_evaluate_shape(): if is_numeric_container(type_qualifier, typeName, v): xml_shape = ' shape="%s"' % make_valid_xml_value(str(v.shape)) elif hasattr(v, '__len__') and not is_string(v): xml_shape = ' shape="%s"' % make_valid_xml_value("%s" % str(len(v))) except: pass if is_exception_on_eval: xml_container = ' isErrorOnEval="True"' else: if resolver is not None: xml_container = ' isContainer="True"' else: xml_container = '' return ''.join((xml, xml_qualifier, xml_value, xml_container, xml_shape, additional_in_xml, ' />\n'))
apache-2.0
rvraghav93/scikit-learn
examples/linear_model/plot_ols.py
74
2047
#!/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 from sklearn.metrics import mean_squared_error, r2_score # Load the diabetes dataset diabetes = datasets.load_diabetes() # Use only one feature diabetes_X = diabetes.data[:, np.newaxis, 2] # Split the data into training/testing sets diabetes_X_train = diabetes_X[:-20] diabetes_X_test = diabetes_X[-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) # Make predictions using the testing set diabetes_y_pred = regr.predict(diabetes_X_test) # The coefficients print('Coefficients: \n', regr.coef_) # The mean squared error print("Mean squared error: %.2f" % mean_squared_error(diabetes_y_test, diabetes_y_pred)) # Explained variance score: 1 is perfect prediction print('Variance score: %.2f' % r2_score(diabetes_y_test, diabetes_y_pred)) # Plot outputs plt.scatter(diabetes_X_test, diabetes_y_test, color='black') plt.plot(diabetes_X_test, diabetes_y_pred, color='blue', linewidth=3) plt.xticks(()) plt.yticks(()) plt.show()
bsd-3-clause
rseubert/scikit-learn
sklearn/metrics/cluster/unsupervised.py
8
8105
""" Unsupervised evaluation metrics. """ # Authors: Robert Layton <[email protected]> # # License: BSD 3 clause import numpy as np from ...utils import check_random_state from ..pairwise import pairwise_distances def silhouette_score(X, labels, metric='euclidean', sample_size=None, random_state=None, **kwds): """Compute the mean Silhouette Coefficient of all samples. The Silhouette Coefficient is calculated using the mean intra-cluster distance (``a``) and the mean nearest-cluster distance (``b``) for each sample. The Silhouette Coefficient for a sample is ``(b - a) / max(a, b)``. To clarify, ``b`` is the distance between a sample and the nearest cluster that the sample is not a part of. Note that Silhouette Coefficent is only defined if number of labels is 2 <= n_labels <= n_samples - 1. This function returns the mean Silhouette Coefficient over all samples. To obtain the values for each sample, use :func:`silhouette_samples`. The best value is 1 and the worst value is -1. Values near 0 indicate overlapping clusters. Negative values generally indicate that a sample has been assigned to the wrong cluster, as a different cluster is more similar. Parameters ---------- X : array [n_samples_a, n_samples_a] if metric == "precomputed", or, \ [n_samples_a, n_features] otherwise Array of pairwise distances between samples, or a feature array. labels : array, shape = [n_samples] Predicted labels for each sample. metric : string, or callable The metric to use when calculating distance between instances in a feature array. If metric is a string, it must be one of the options allowed by :func:`metrics.pairwise.pairwise_distances <sklearn.metrics.pairwise.pairwise_distances>`. If X is the distance array itself, use ``metric="precomputed"``. sample_size : int or None The size of the sample to use when computing the Silhouette Coefficient. If ``sample_size is None``, no sampling is used. random_state : integer or numpy.RandomState, optional The generator used to initialize the centers. If an integer is given, it fixes the seed. Defaults to the global numpy random number generator. `**kwds` : optional keyword parameters Any further parameters are passed directly to the distance function. If using a scipy.spatial.distance metric, the parameters are still metric dependent. See the scipy docs for usage examples. Returns ------- silhouette : float Mean Silhouette Coefficient for all samples. References ---------- .. [1] `Peter J. Rousseeuw (1987). "Silhouettes: a Graphical Aid to the Interpretation and Validation of Cluster Analysis". Computational and Applied Mathematics 20: 53-65. <http://www.sciencedirect.com/science/article/pii/0377042787901257>`_ .. [2] `Wikipedia entry on the Silhouette Coefficient <http://en.wikipedia.org/wiki/Silhouette_(clustering)>`_ """ n_labels = len(np.unique(labels)) n_samples = X.shape[0] if not 2 <= n_labels <= n_samples-1: raise ValueError("Number of labels is %d " "but should be more than 2" "and less than n_samples - 1" % n_labels) if sample_size is not None: random_state = check_random_state(random_state) indices = random_state.permutation(X.shape[0])[:sample_size] if metric == "precomputed": X, labels = X[indices].T[indices].T, labels[indices] else: X, labels = X[indices], labels[indices] return np.mean(silhouette_samples(X, labels, metric=metric, **kwds)) def silhouette_samples(X, labels, metric='euclidean', **kwds): """Compute the Silhouette Coefficient for each sample. The Silhouette Coefficient is a measure of how well samples are clustered with samples that are similar to themselves. Clustering models with a high Silhouette Coefficient are said to be dense, where samples in the same cluster are similar to each other, and well separated, where samples in different clusters are not very similar to each other. The Silhouette Coefficient is calculated using the mean intra-cluster distance (``a``) and the mean nearest-cluster distance (``b``) for each sample. The Silhouette Coefficient for a sample is ``(b - a) / max(a, b)``. Note that Silhouette Coefficent is only defined if number of labels is 2 <= n_labels <= n_samples - 1. This function returns the Silhouette Coefficient for each sample. The best value is 1 and the worst value is -1. Values near 0 indicate overlapping clusters. Parameters ---------- X : array [n_samples_a, n_samples_a] if metric == "precomputed", or, \ [n_samples_a, n_features] otherwise Array of pairwise distances between samples, or a feature array. labels : array, shape = [n_samples] label values for each sample metric : string, or callable The metric to use when calculating distance between instances in a feature array. If metric is a string, it must be one of the options allowed by :func:`sklearn.metrics.pairwise.pairwise_distances`. If X is the distance array itself, use "precomputed" as the metric. `**kwds` : optional keyword parameters Any further parameters are passed directly to the distance function. If using a ``scipy.spatial.distance`` metric, the parameters are still metric dependent. See the scipy docs for usage examples. Returns ------- silhouette : array, shape = [n_samples] Silhouette Coefficient for each samples. References ---------- .. [1] `Peter J. Rousseeuw (1987). "Silhouettes: a Graphical Aid to the Interpretation and Validation of Cluster Analysis". Computational and Applied Mathematics 20: 53-65. <http://www.sciencedirect.com/science/article/pii/0377042787901257>`_ .. [2] `Wikipedia entry on the Silhouette Coefficient <http://en.wikipedia.org/wiki/Silhouette_(clustering)>`_ """ distances = pairwise_distances(X, metric=metric, **kwds) n = labels.shape[0] A = np.array([_intra_cluster_distance(distances[i], labels, i) for i in range(n)]) B = np.array([_nearest_cluster_distance(distances[i], labels, i) for i in range(n)]) sil_samples = (B - A) / np.maximum(A, B) # nan values are for clusters of size 1, and should be 0 return np.nan_to_num(sil_samples) def _intra_cluster_distance(distances_row, labels, i): """Calculate the mean intra-cluster distance for sample i. Parameters ---------- distances_row : array, shape = [n_samples] Pairwise distance matrix between sample i and each sample. labels : array, shape = [n_samples] label values for each sample i : int Sample index being calculated. It is excluded from calculation and used to determine the current label Returns ------- a : float Mean intra-cluster distance for sample i """ mask = labels == labels[i] mask[i] = False a = np.mean(distances_row[mask]) return a def _nearest_cluster_distance(distances_row, labels, i): """Calculate the mean nearest-cluster distance for sample i. Parameters ---------- distances_row : array, shape = [n_samples] Pairwise distance matrix between sample i and each sample. labels : array, shape = [n_samples] label values for each sample i : int Sample index being calculated. It is used to determine the current label. Returns ------- b : float Mean nearest-cluster distance for sample i """ label = labels[i] b = np.min([np.mean(distances_row[labels == cur_label]) for cur_label in set(labels) if not cur_label == label]) return b
bsd-3-clause
vamsirajendra/nupic
external/linux32/lib/python2.6/site-packages/matplotlib/mlab.py
69
104273
""" Numerical python functions written for compatability with matlab(TM) commands with the same names. Matlab(TM) compatible functions ------------------------------- :func:`cohere` Coherence (normalized cross spectral density) :func:`csd` Cross spectral density uing Welch's average periodogram :func:`detrend` Remove the mean or best fit line from an array :func:`find` Return the indices where some condition is true; numpy.nonzero is similar but more general. :func:`griddata` interpolate irregularly distributed data to a regular grid. :func:`prctile` find the percentiles of a sequence :func:`prepca` Principal Component Analysis :func:`psd` Power spectral density uing Welch's average periodogram :func:`rk4` A 4th order runge kutta integrator for 1D or ND systems :func:`specgram` Spectrogram (power spectral density over segments of time) Miscellaneous functions ------------------------- Functions that don't exist in matlab(TM), but are useful anyway: :meth:`cohere_pairs` Coherence over all pairs. This is not a matlab function, but we compute coherence a lot in my lab, and we compute it for a lot of pairs. This function is optimized to do this efficiently by caching the direct FFTs. :meth:`rk4` A 4th order Runge-Kutta ODE integrator in case you ever find yourself stranded without scipy (and the far superior scipy.integrate tools) record array helper functions ------------------------------- A collection of helper methods for numpyrecord arrays .. _htmlonly:: See :ref:`misc-examples-index` :meth:`rec2txt` pretty print a record array :meth:`rec2csv` store record array in CSV file :meth:`csv2rec` import record array from CSV file with type inspection :meth:`rec_append_fields` adds field(s)/array(s) to record array :meth:`rec_drop_fields` drop fields from record array :meth:`rec_join` join two record arrays on sequence of fields :meth:`rec_groupby` summarize data by groups (similar to SQL GROUP BY) :meth:`rec_summarize` helper code to filter rec array fields into new fields For the rec viewer functions(e rec2csv), there are a bunch of Format objects you can pass into the functions that will do things like color negative values red, set percent formatting and scaling, etc. Example usage:: r = csv2rec('somefile.csv', checkrows=0) formatd = dict( weight = FormatFloat(2), change = FormatPercent(2), cost = FormatThousands(2), ) rec2excel(r, 'test.xls', formatd=formatd) rec2csv(r, 'test.csv', formatd=formatd) scroll = rec2gtk(r, formatd=formatd) win = gtk.Window() win.set_size_request(600,800) win.add(scroll) win.show_all() gtk.main() Deprecated functions --------------------- The following are deprecated; please import directly from numpy (with care--function signatures may differ): :meth:`conv` convolution (numpy.convolve) :meth:`corrcoef` The matrix of correlation coefficients :meth:`hist` Histogram (numpy.histogram) :meth:`linspace` Linear spaced array from min to max :meth:`load` load ASCII file - use numpy.loadtxt :meth:`meshgrid` Make a 2D grid from 2 1 arrays (numpy.meshgrid) :meth:`polyfit` least squares best polynomial fit of x to y (numpy.polyfit) :meth:`polyval` evaluate a vector for a vector of polynomial coeffs (numpy.polyval) :meth:`save` save ASCII file - use numpy.savetxt :meth:`trapz` trapeziodal integration (trapz(x,y) -> numpy.trapz(y,x)) :meth:`vander` the Vandermonde matrix (numpy.vander) """ from __future__ import division import csv, warnings, copy, os import numpy as np ma = np.ma from matplotlib import verbose import matplotlib.nxutils as nxutils import matplotlib.cbook as cbook # set is a new builtin function in 2.4; delete the following when # support for 2.3 is dropped. try: set except NameError: from sets import Set as set def linspace(*args, **kw): warnings.warn("use numpy.linspace", DeprecationWarning) return np.linspace(*args, **kw) def meshgrid(x,y): warnings.warn("use numpy.meshgrid", DeprecationWarning) return np.meshgrid(x,y) def mean(x, dim=None): warnings.warn("Use numpy.mean(x) or x.mean()", DeprecationWarning) if len(x)==0: return None return np.mean(x, axis=dim) def logspace(xmin,xmax,N): return np.exp(np.linspace(np.log(xmin), np.log(xmax), N)) def _norm(x): "return sqrt(x dot x)" return np.sqrt(np.dot(x,x)) def window_hanning(x): "return x times the hanning window of len(x)" return np.hanning(len(x))*x def window_none(x): "No window function; simply return x" return x #from numpy import convolve as conv def conv(x, y, mode=2): 'convolve x with y' warnings.warn("Use numpy.convolve(x, y, mode='full')", DeprecationWarning) return np.convolve(x,y,mode) def detrend(x, key=None): if key is None or key=='constant': return detrend_mean(x) elif key=='linear': return detrend_linear(x) def demean(x, axis=0): "Return x minus its mean along the specified axis" x = np.asarray(x) if axis: ind = [slice(None)] * axis ind.append(np.newaxis) return x - x.mean(axis)[ind] return x - x.mean(axis) def detrend_mean(x): "Return x minus the mean(x)" return x - x.mean() def detrend_none(x): "Return x: no detrending" return x def detrend_linear(y): "Return y minus best fit line; 'linear' detrending " # This is faster than an algorithm based on linalg.lstsq. x = np.arange(len(y), dtype=np.float_) C = np.cov(x, y, bias=1) b = C[0,1]/C[0,0] a = y.mean() - b*x.mean() return y - (b*x + a) #This is a helper function that implements the commonality between the #psd, csd, and spectrogram. It is *NOT* meant to be used outside of mlab def _spectral_helper(x, y, NFFT=256, Fs=2, detrend=detrend_none, window=window_hanning, noverlap=0, pad_to=None, sides='default', scale_by_freq=None): #The checks for if y is x are so that we can use the same function to #implement the core of psd(), csd(), and spectrogram() without doing #extra calculations. We return the unaveraged Pxy, freqs, and t. same_data = y is x #Make sure we're dealing with a numpy array. If y and x were the same #object to start with, keep them that way x = np.asarray(x) if not same_data: y = np.asarray(y) # zero pad x and y up to NFFT if they are shorter than NFFT if len(x)<NFFT: n = len(x) x = np.resize(x, (NFFT,)) x[n:] = 0 if not same_data and len(y)<NFFT: n = len(y) y = np.resize(y, (NFFT,)) y[n:] = 0 if pad_to is None: pad_to = NFFT if scale_by_freq is None: warnings.warn("psd, csd, and specgram have changed to scale their " "densities by the sampling frequency for better MatLab " "compatibility. You can pass scale_by_freq=False to disable " "this behavior. Also, one-sided densities are scaled by a " "factor of 2.") scale_by_freq = True # For real x, ignore the negative frequencies unless told otherwise if (sides == 'default' and np.iscomplexobj(x)) or sides == 'twosided': numFreqs = pad_to scaling_factor = 1. elif sides in ('default', 'onesided'): numFreqs = pad_to//2 + 1 scaling_factor = 2. else: raise ValueError("sides must be one of: 'default', 'onesided', or " "'twosided'") # Matlab divides by the sampling frequency so that density function # has units of dB/Hz and can be integrated by the plotted frequency # values. Perform the same scaling here. if scale_by_freq: scaling_factor /= Fs if cbook.iterable(window): assert(len(window) == NFFT) windowVals = window else: windowVals = window(np.ones((NFFT,), x.dtype)) step = NFFT - noverlap ind = np.arange(0, len(x) - NFFT + 1, step) n = len(ind) Pxy = np.zeros((numFreqs,n), np.complex_) # do the ffts of the slices for i in range(n): thisX = x[ind[i]:ind[i]+NFFT] thisX = windowVals * detrend(thisX) fx = np.fft.fft(thisX, n=pad_to) if same_data: fy = fx else: thisY = y[ind[i]:ind[i]+NFFT] thisY = windowVals * detrend(thisY) fy = np.fft.fft(thisY, n=pad_to) Pxy[:,i] = np.conjugate(fx[:numFreqs]) * fy[:numFreqs] # Scale the spectrum by the norm of the window to compensate for # windowing loss; see Bendat & Piersol Sec 11.5.2. Also include # scaling factors for one-sided densities and dividing by the sampling # frequency, if desired. Pxy *= scaling_factor / (np.abs(windowVals)**2).sum() t = 1./Fs * (ind + NFFT / 2.) freqs = float(Fs) / pad_to * np.arange(numFreqs) return Pxy, freqs, t #Split out these keyword docs so that they can be used elsewhere kwdocd = dict() kwdocd['PSD'] =""" Keyword arguments: *NFFT*: integer The number of data points used in each block for the FFT. Must be even; a power 2 is most efficient. The default value is 256. *Fs*: scalar The sampling frequency (samples per time unit). It is used to calculate the Fourier frequencies, freqs, in cycles per time unit. The default value is 2. *detrend*: callable The function applied to each segment before fft-ing, designed to remove the mean or linear trend. Unlike in matlab, where the *detrend* parameter is a vector, in matplotlib is it a function. The :mod:`~matplotlib.pylab` module defines :func:`~matplotlib.pylab.detrend_none`, :func:`~matplotlib.pylab.detrend_mean`, and :func:`~matplotlib.pylab.detrend_linear`, but you can use a custom function as well. *window*: callable or ndarray A function or a vector of length *NFFT*. To create window vectors see :func:`window_hanning`, :func:`window_none`, :func:`numpy.blackman`, :func:`numpy.hamming`, :func:`numpy.bartlett`, :func:`scipy.signal`, :func:`scipy.signal.get_window`, etc. The default is :func:`window_hanning`. If a function is passed as the argument, it must take a data segment as an argument and return the windowed version of the segment. *noverlap*: integer The number of points of overlap between blocks. The default value is 0 (no overlap). *pad_to*: integer The number of points to which the data segment is padded when performing the FFT. This can be different from *NFFT*, which specifies the number of data points used. While not increasing the actual resolution of the psd (the minimum distance between resolvable peaks), this can give more points in the plot, allowing for more detail. This corresponds to the *n* parameter in the call to fft(). The default is None, which sets *pad_to* equal to *NFFT* *sides*: [ 'default' | 'onesided' | 'twosided' ] Specifies which sides of the PSD to return. Default gives the default behavior, which returns one-sided for real data and both for complex data. 'onesided' forces the return of a one-sided PSD, while 'twosided' forces two-sided. *scale_by_freq*: boolean Specifies whether the resulting density values should be scaled by the scaling frequency, which gives density in units of Hz^-1. This allows for integration over the returned frequency values. The default is True for MatLab compatibility. """ def psd(x, NFFT=256, Fs=2, detrend=detrend_none, window=window_hanning, noverlap=0, pad_to=None, sides='default', scale_by_freq=None): """ The power spectral density by Welch's average periodogram method. The vector *x* is divided into *NFFT* length blocks. Each block is detrended by the function *detrend* and windowed by the function *window*. *noverlap* gives the length of the overlap between blocks. The absolute(fft(block))**2 of each segment are averaged to compute *Pxx*, with a scaling to correct for power loss due to windowing. If len(*x*) < *NFFT*, it will be zero padded to *NFFT*. *x* Array or sequence containing the data %(PSD)s Returns the tuple (*Pxx*, *freqs*). Refs: Bendat & Piersol -- Random Data: Analysis and Measurement Procedures, John Wiley & Sons (1986) """ Pxx,freqs = csd(x, x, NFFT, Fs, detrend, window, noverlap, pad_to, sides, scale_by_freq) return Pxx.real,freqs psd.__doc__ = psd.__doc__ % kwdocd def csd(x, y, NFFT=256, Fs=2, detrend=detrend_none, window=window_hanning, noverlap=0, pad_to=None, sides='default', scale_by_freq=None): """ The cross power spectral density by Welch's average periodogram method. The vectors *x* and *y* are divided into *NFFT* length blocks. Each block is detrended by the function *detrend* and windowed by the function *window*. *noverlap* gives the length of the overlap between blocks. The product of the direct FFTs of *x* and *y* are averaged over each segment to compute *Pxy*, with a scaling to correct for power loss due to windowing. If len(*x*) < *NFFT* or len(*y*) < *NFFT*, they will be zero padded to *NFFT*. *x*, *y* Array or sequence containing the data %(PSD)s Returns the tuple (*Pxy*, *freqs*). Refs: Bendat & Piersol -- Random Data: Analysis and Measurement Procedures, John Wiley & Sons (1986) """ Pxy, freqs, t = _spectral_helper(x, y, NFFT, Fs, detrend, window, noverlap, pad_to, sides, scale_by_freq) if len(Pxy.shape) == 2 and Pxy.shape[1]>1: Pxy = Pxy.mean(axis=1) return Pxy, freqs csd.__doc__ = csd.__doc__ % kwdocd def specgram(x, NFFT=256, Fs=2, detrend=detrend_none, window=window_hanning, noverlap=128, pad_to=None, sides='default', scale_by_freq=None): """ Compute a spectrogram of data in *x*. Data are split into *NFFT* length segements and the PSD of each section is computed. The windowing function *window* is applied to each segment, and the amount of overlap of each segment is specified with *noverlap*. If *x* is real (i.e. non-complex) only the spectrum of the positive frequencie is returned. If *x* is complex then the complete spectrum is returned. %(PSD)s Returns a tuple (*Pxx*, *freqs*, *t*): - *Pxx*: 2-D array, columns are the periodograms of successive segments - *freqs*: 1-D array of frequencies corresponding to the rows in Pxx - *t*: 1-D array of times corresponding to midpoints of segments. .. seealso:: :func:`psd`: :func:`psd` differs in the default overlap; in returning the mean of the segment periodograms; and in not returning times. """ assert(NFFT > noverlap) Pxx, freqs, t = _spectral_helper(x, x, NFFT, Fs, detrend, window, noverlap, pad_to, sides, scale_by_freq) Pxx = Pxx.real #Needed since helper implements generically if (np.iscomplexobj(x) and sides == 'default') or sides == 'twosided': # center the frequency range at zero freqs = np.concatenate((freqs[NFFT/2:]-Fs,freqs[:NFFT/2])) Pxx = np.concatenate((Pxx[NFFT/2:,:],Pxx[:NFFT/2,:]),0) return Pxx, freqs, t specgram.__doc__ = specgram.__doc__ % kwdocd _coh_error = """Coherence is calculated by averaging over *NFFT* length segments. Your signal is too short for your choice of *NFFT*. """ def cohere(x, y, NFFT=256, Fs=2, detrend=detrend_none, window=window_hanning, noverlap=0, pad_to=None, sides='default', scale_by_freq=None): """ The coherence between *x* and *y*. Coherence is the normalized cross spectral density: .. math:: C_{xy} = \\frac{|P_{xy}|^2}{P_{xx}P_{yy}} *x*, *y* Array or sequence containing the data %(PSD)s The return value is the tuple (*Cxy*, *f*), where *f* are the frequencies of the coherence vector. For cohere, scaling the individual densities by the sampling frequency has no effect, since the factors cancel out. .. seealso:: :func:`psd` and :func:`csd`: For information about the methods used to compute :math:`P_{xy}`, :math:`P_{xx}` and :math:`P_{yy}`. """ if len(x)<2*NFFT: raise ValueError(_coh_error) Pxx, f = psd(x, NFFT, Fs, detrend, window, noverlap, pad_to, sides, scale_by_freq) Pyy, f = psd(y, NFFT, Fs, detrend, window, noverlap, pad_to, sides, scale_by_freq) Pxy, f = csd(x, y, NFFT, Fs, detrend, window, noverlap, pad_to, sides, scale_by_freq) Cxy = np.divide(np.absolute(Pxy)**2, Pxx*Pyy) Cxy.shape = (len(f),) return Cxy, f cohere.__doc__ = cohere.__doc__ % kwdocd def corrcoef(*args): """ corrcoef(*X*) where *X* is a matrix returns a matrix of correlation coefficients for the columns of *X* corrcoef(*x*, *y*) where *x* and *y* are vectors returns the matrix of correlation coefficients for *x* and *y*. Numpy arrays can be real or complex. The correlation matrix is defined from the covariance matrix *C* as .. math:: r_{ij} = \\frac{C_{ij}}{\\sqrt{C_{ii}C_{jj}}} """ warnings.warn("Use numpy.corrcoef", DeprecationWarning) kw = dict(rowvar=False) return np.corrcoef(*args, **kw) def polyfit(*args, **kwargs): u""" polyfit(*x*, *y*, *N*) Do a best fit polynomial of order *N* of *y* to *x*. Return value is a vector of polynomial coefficients [pk ... p1 p0]. Eg, for *N*=2:: p2*x0^2 + p1*x0 + p0 = y1 p2*x1^2 + p1*x1 + p0 = y1 p2*x2^2 + p1*x2 + p0 = y2 ..... p2*xk^2 + p1*xk + p0 = yk Method: if *X* is a the Vandermonde Matrix computed from *x* (see `vandermonds <http://mathworld.wolfram.com/VandermondeMatrix.html>`_), then the polynomial least squares solution is given by the '*p*' in X*p = y where *X* is a (len(*x*) \N{MULTIPLICATION SIGN} *N* + 1) matrix, *p* is a *N*+1 length vector, and *y* is a (len(*x*) \N{MULTIPLICATION SIGN} 1) vector. This equation can be solved as .. math:: p = (X_t X)^-1 X_t y where :math:`X_t` is the transpose of *X* and -1 denotes the inverse. Numerically, however, this is not a good method, so we use :func:`numpy.linalg.lstsq`. For more info, see `least squares fitting <http://mathworld.wolfram.com/LeastSquaresFittingPolynomial.html>`_, but note that the *k*'s and *n*'s in the superscripts and subscripts on that page. The linear algebra is correct, however. .. seealso:: :func:`polyval` """ warnings.warn("use numpy.poyfit", DeprecationWarning) return np.polyfit(*args, **kwargs) def polyval(*args, **kwargs): """ *y* = polyval(*p*, *x*) *p* is a vector of polynomial coeffients and *y* is the polynomial evaluated at *x*. Example code to remove a polynomial (quadratic) trend from y:: p = polyfit(x, y, 2) trend = polyval(p, x) resid = y - trend .. seealso:: :func:`polyfit` """ warnings.warn("use numpy.polyval", DeprecationWarning) return np.polyval(*args, **kwargs) def vander(*args, **kwargs): """ *X* = vander(*x*, *N* = *None*) The Vandermonde matrix of vector *x*. The *i*-th column of *X* is the the *i*-th power of *x*. *N* is the maximum power to compute; if *N* is *None* it defaults to len(*x*). """ warnings.warn("Use numpy.vander()", DeprecationWarning) return np.vander(*args, **kwargs) def donothing_callback(*args): pass def cohere_pairs( X, ij, NFFT=256, Fs=2, detrend=detrend_none, window=window_hanning, noverlap=0, preferSpeedOverMemory=True, progressCallback=donothing_callback, returnPxx=False): u""" Cxy, Phase, freqs = cohere_pairs(X, ij, ...) Compute the coherence for all pairs in *ij*. *X* is a (*numSamples*, *numCols*) numpy array. *ij* is a list of tuples (*i*, *j*). Each tuple is a pair of indexes into the columns of *X* for which you want to compute coherence. For example, if *X* has 64 columns, and you want to compute all nonredundant pairs, define *ij* as:: ij = [] for i in range(64): for j in range(i+1,64): ij.append( (i, j) ) The other function arguments, except for *preferSpeedOverMemory* (see below), are explained in the help string of :func:`psd`. Return value is a tuple (*Cxy*, *Phase*, *freqs*). - *Cxy*: a dictionary of (*i*, *j*) tuples -> coherence vector for that pair. I.e., ``Cxy[(i,j)] = cohere(X[:,i], X[:,j])``. Number of dictionary keys is ``len(ij)``. - *Phase*: a dictionary of phases of the cross spectral density at each frequency for each pair. The keys are ``(i,j)``. - *freqs*: a vector of frequencies, equal in length to either the coherence or phase vectors for any (*i*, *j*) key.. Eg, to make a coherence Bode plot:: subplot(211) plot( freqs, Cxy[(12,19)]) subplot(212) plot( freqs, Phase[(12,19)]) For a large number of pairs, :func:`cohere_pairs` can be much more efficient than just calling :func:`cohere` for each pair, because it caches most of the intensive computations. If *N* is the number of pairs, this function is O(N) for most of the heavy lifting, whereas calling cohere for each pair is O(N\N{SUPERSCRIPT TWO}). However, because of the caching, it is also more memory intensive, making 2 additional complex arrays with approximately the same number of elements as *X*. The parameter *preferSpeedOverMemory*, if *False*, limits the caching by only making one, rather than two, complex cache arrays. This is useful if memory becomes critical. Even when *preferSpeedOverMemory* is *False*, :func:`cohere_pairs` will still give significant performace gains over calling :func:`cohere` for each pair, and will use subtantially less memory than if *preferSpeedOverMemory* is *True*. In my tests with a (43000, 64) array over all non-redundant pairs, *preferSpeedOverMemory* = *True* delivered a 33% performace boost on a 1.7GHZ Athlon with 512MB RAM compared with *preferSpeedOverMemory* = *False*. But both solutions were more than 10x faster than naievly crunching all possible pairs through cohere. .. seealso:: :file:`test/cohere_pairs_test.py` in the src tree: For an example script that shows that this :func:`cohere_pairs` and :func:`cohere` give the same results for a given pair. """ numRows, numCols = X.shape # zero pad if X is too short if numRows < NFFT: tmp = X X = np.zeros( (NFFT, numCols), X.dtype) X[:numRows,:] = tmp del tmp numRows, numCols = X.shape # get all the columns of X that we are interested in by checking # the ij tuples seen = {} for i,j in ij: seen[i]=1; seen[j] = 1 allColumns = seen.keys() Ncols = len(allColumns) del seen # for real X, ignore the negative frequencies if np.iscomplexobj(X): numFreqs = NFFT else: numFreqs = NFFT//2+1 # cache the FFT of every windowed, detrended NFFT length segement # of every channel. If preferSpeedOverMemory, cache the conjugate # as well if cbook.iterable(window): assert(len(window) == NFFT) windowVals = window else: windowVals = window(np.ones((NFFT,), typecode(X))) ind = range(0, numRows-NFFT+1, NFFT-noverlap) numSlices = len(ind) FFTSlices = {} FFTConjSlices = {} Pxx = {} slices = range(numSlices) normVal = norm(windowVals)**2 for iCol in allColumns: progressCallback(i/Ncols, 'Cacheing FFTs') Slices = np.zeros( (numSlices,numFreqs), dtype=np.complex_) for iSlice in slices: thisSlice = X[ind[iSlice]:ind[iSlice]+NFFT, iCol] thisSlice = windowVals*detrend(thisSlice) Slices[iSlice,:] = fft(thisSlice)[:numFreqs] FFTSlices[iCol] = Slices if preferSpeedOverMemory: FFTConjSlices[iCol] = conjugate(Slices) Pxx[iCol] = np.divide(np.mean(absolute(Slices)**2), normVal) del Slices, ind, windowVals # compute the coherences and phases for all pairs using the # cached FFTs Cxy = {} Phase = {} count = 0 N = len(ij) for i,j in ij: count +=1 if count%10==0: progressCallback(count/N, 'Computing coherences') if preferSpeedOverMemory: Pxy = FFTSlices[i] * FFTConjSlices[j] else: Pxy = FFTSlices[i] * np.conjugate(FFTSlices[j]) if numSlices>1: Pxy = np.mean(Pxy) Pxy = np.divide(Pxy, normVal) Cxy[(i,j)] = np.divide(np.absolute(Pxy)**2, Pxx[i]*Pxx[j]) Phase[(i,j)] = np.arctan2(Pxy.imag, Pxy.real) freqs = Fs/NFFT*np.arange(numFreqs) if returnPxx: return Cxy, Phase, freqs, Pxx else: return Cxy, Phase, freqs def entropy(y, bins): r""" Return the entropy of the data in *y*. .. math:: \sum p_i \log_2(p_i) where :math:`p_i` is the probability of observing *y* in the :math:`i^{th}` bin of *bins*. *bins* can be a number of bins or a range of bins; see :func:`numpy.histogram`. Compare *S* with analytic calculation for a Gaussian:: x = mu + sigma * randn(200000) Sanalytic = 0.5 * ( 1.0 + log(2*pi*sigma**2.0) ) """ n,bins = np.histogram(y, bins) n = n.astype(np.float_) n = np.take(n, np.nonzero(n)[0]) # get the positive p = np.divide(n, len(y)) delta = bins[1]-bins[0] S = -1.0*np.sum(p*log(p)) + log(delta) #S = -1.0*np.sum(p*log(p)) return S def hist(y, bins=10, normed=0): """ Return the histogram of *y* with *bins* equally sized bins. If bins is an array, use those bins. Return value is (*n*, *x*) where *n* is the count for each bin in *x*. If *normed* is *False*, return the counts in the first element of the returned tuple. If *normed* is *True*, return the probability density :math:`\\frac{n}{(len(y)\mathrm{dbin}}`. If *y* has rank > 1, it will be raveled. If *y* is masked, only the unmasked values will be used. Credits: the Numeric 22 documentation """ warnings.warn("Use numpy.histogram()", DeprecationWarning) return np.histogram(y, bins=bins, range=None, normed=normed) def normpdf(x, *args): "Return the normal pdf evaluated at *x*; args provides *mu*, *sigma*" mu, sigma = args return 1./(np.sqrt(2*np.pi)*sigma)*np.exp(-0.5 * (1./sigma*(x - mu))**2) def levypdf(x, gamma, alpha): "Returm the levy pdf evaluated at *x* for params *gamma*, *alpha*" N = len(x) if N%2 != 0: raise ValueError, 'x must be an event length array; try\n' + \ 'x = np.linspace(minx, maxx, N), where N is even' dx = x[1]-x[0] f = 1/(N*dx)*np.arange(-N/2, N/2, np.float_) ind = np.concatenate([np.arange(N/2, N, int), np.arange(0, N/2, int)]) df = f[1]-f[0] cfl = exp(-gamma*np.absolute(2*pi*f)**alpha) px = np.fft.fft(np.take(cfl,ind)*df).astype(np.float_) return np.take(px, ind) def find(condition): "Return the indices where ravel(condition) is true" res, = np.nonzero(np.ravel(condition)) return res def trapz(x, y): """ Trapezoidal integral of *y*(*x*). """ warnings.warn("Use numpy.trapz(y,x) instead of trapz(x,y)", DeprecationWarning) return np.trapz(y, x) #if len(x)!=len(y): # raise ValueError, 'x and y must have the same length' #if len(x)<2: # raise ValueError, 'x and y must have > 1 element' #return np.sum(0.5*np.diff(x)*(y[1:]+y[:-1])) def longest_contiguous_ones(x): """ Return the indices of the longest stretch of contiguous ones in *x*, assuming *x* is a vector of zeros and ones. If there are two equally long stretches, pick the first. """ x = np.ravel(x) if len(x)==0: return np.array([]) ind = (x==0).nonzero()[0] if len(ind)==0: return np.arange(len(x)) if len(ind)==len(x): return np.array([]) y = np.zeros( (len(x)+2,), x.dtype) y[1:-1] = x dif = np.diff(y) up = (dif == 1).nonzero()[0]; dn = (dif == -1).nonzero()[0]; i = (dn-up == max(dn - up)).nonzero()[0][0] ind = np.arange(up[i], dn[i]) return ind def longest_ones(x): '''alias for longest_contiguous_ones''' return longest_contiguous_ones(x) def prepca(P, frac=0): """ Compute the principal components of *P*. *P* is a (*numVars*, *numObs*) array. *frac* is the minimum fraction of variance that a component must contain to be included. Return value is a tuple of the form (*Pcomponents*, *Trans*, *fracVar*) where: - *Pcomponents* : a (numVars, numObs) array - *Trans* : the weights matrix, ie, *Pcomponents* = *Trans* * *P* - *fracVar* : the fraction of the variance accounted for by each component returned A similar function of the same name was in the Matlab (TM) R13 Neural Network Toolbox but is not found in later versions; its successor seems to be called "processpcs". """ U,s,v = np.linalg.svd(P) varEach = s**2/P.shape[1] totVar = varEach.sum() fracVar = varEach/totVar ind = slice((fracVar>=frac).sum()) # select the components that are greater Trans = U[:,ind].transpose() # The transformed data Pcomponents = np.dot(Trans,P) return Pcomponents, Trans, fracVar[ind] def prctile(x, p = (0.0, 25.0, 50.0, 75.0, 100.0)): """ Return the percentiles of *x*. *p* can either be a sequence of percentile values or a scalar. If *p* is a sequence, the ith element of the return sequence is the *p*(i)-th percentile of *x*. If *p* is a scalar, the largest value of *x* less than or equal to the *p* percentage point in the sequence is returned. """ x = np.array(x).ravel() # we need a copy x.sort() Nx = len(x) if not cbook.iterable(p): return x[int(p*Nx/100.0)] p = np.asarray(p)* Nx/100.0 ind = p.astype(int) ind = np.where(ind>=Nx, Nx-1, ind) return x.take(ind) def prctile_rank(x, p): """ Return the rank for each element in *x*, return the rank 0..len(*p*). Eg if *p* = (25, 50, 75), the return value will be a len(*x*) array with values in [0,1,2,3] where 0 indicates the value is less than the 25th percentile, 1 indicates the value is >= the 25th and < 50th percentile, ... and 3 indicates the value is above the 75th percentile cutoff. *p* is either an array of percentiles in [0..100] or a scalar which indicates how many quantiles of data you want ranked. """ if not cbook.iterable(p): p = np.arange(100.0/p, 100.0, 100.0/p) else: p = np.asarray(p) if p.max()<=1 or p.min()<0 or p.max()>100: raise ValueError('percentiles should be in range 0..100, not 0..1') ptiles = prctile(x, p) return np.searchsorted(ptiles, x) def center_matrix(M, dim=0): """ Return the matrix *M* with each row having zero mean and unit std. If *dim* = 1 operate on columns instead of rows. (*dim* is opposite to the numpy axis kwarg.) """ M = np.asarray(M, np.float_) if dim: M = (M - M.mean(axis=0)) / M.std(axis=0) else: M = (M - M.mean(axis=1)[:,np.newaxis]) M = M / M.std(axis=1)[:,np.newaxis] return M def rk4(derivs, y0, t): """ Integrate 1D or ND system of ODEs using 4-th order Runge-Kutta. This is a toy implementation which may be useful if you find yourself stranded on a system w/o scipy. Otherwise use :func:`scipy.integrate`. *y0* initial state vector *t* sample times *derivs* returns the derivative of the system and has the signature ``dy = derivs(yi, ti)`` Example 1 :: ## 2D system def derivs6(x,t): d1 = x[0] + 2*x[1] d2 = -3*x[0] + 4*x[1] return (d1, d2) dt = 0.0005 t = arange(0.0, 2.0, dt) y0 = (1,2) yout = rk4(derivs6, y0, t) Example 2:: ## 1D system alpha = 2 def derivs(x,t): return -alpha*x + exp(-t) y0 = 1 yout = rk4(derivs, y0, t) If you have access to scipy, you should probably be using the scipy.integrate tools rather than this function. """ try: Ny = len(y0) except TypeError: yout = np.zeros( (len(t),), np.float_) else: yout = np.zeros( (len(t), Ny), np.float_) yout[0] = y0 i = 0 for i in np.arange(len(t)-1): thist = t[i] dt = t[i+1] - thist dt2 = dt/2.0 y0 = yout[i] k1 = np.asarray(derivs(y0, thist)) k2 = np.asarray(derivs(y0 + dt2*k1, thist+dt2)) k3 = np.asarray(derivs(y0 + dt2*k2, thist+dt2)) k4 = np.asarray(derivs(y0 + dt*k3, thist+dt)) yout[i+1] = y0 + dt/6.0*(k1 + 2*k2 + 2*k3 + k4) return yout def bivariate_normal(X, Y, sigmax=1.0, sigmay=1.0, mux=0.0, muy=0.0, sigmaxy=0.0): """ Bivariate Gaussian distribution for equal shape *X*, *Y*. See `bivariate normal <http://mathworld.wolfram.com/BivariateNormalDistribution.html>`_ at mathworld. """ Xmu = X-mux Ymu = Y-muy rho = sigmaxy/(sigmax*sigmay) z = Xmu**2/sigmax**2 + Ymu**2/sigmay**2 - 2*rho*Xmu*Ymu/(sigmax*sigmay) denom = 2*np.pi*sigmax*sigmay*np.sqrt(1-rho**2) return np.exp( -z/(2*(1-rho**2))) / denom def get_xyz_where(Z, Cond): """ *Z* and *Cond* are *M* x *N* matrices. *Z* are data and *Cond* is a boolean matrix where some condition is satisfied. Return value is (*x*, *y*, *z*) where *x* and *y* are the indices into *Z* and *z* are the values of *Z* at those indices. *x*, *y*, and *z* are 1D arrays. """ X,Y = np.indices(Z.shape) return X[Cond], Y[Cond], Z[Cond] def get_sparse_matrix(M,N,frac=0.1): """ Return a *M* x *N* sparse matrix with *frac* elements randomly filled. """ data = np.zeros((M,N))*0. for i in range(int(M*N*frac)): x = np.random.randint(0,M-1) y = np.random.randint(0,N-1) data[x,y] = np.random.rand() return data def dist(x,y): """ Return the distance between two points. """ d = x-y return np.sqrt(np.dot(d,d)) def dist_point_to_segment(p, s0, s1): """ Get the distance of a point to a segment. *p*, *s0*, *s1* are *xy* sequences This algorithm from http://softsurfer.com/Archive/algorithm_0102/algorithm_0102.htm#Distance%20to%20Ray%20or%20Segment """ p = np.asarray(p, np.float_) s0 = np.asarray(s0, np.float_) s1 = np.asarray(s1, np.float_) v = s1 - s0 w = p - s0 c1 = np.dot(w,v); if ( c1 <= 0 ): return dist(p, s0); c2 = np.dot(v,v) if ( c2 <= c1 ): return dist(p, s1); b = c1 / c2 pb = s0 + b * v; return dist(p, pb) def segments_intersect(s1, s2): """ Return *True* if *s1* and *s2* intersect. *s1* and *s2* are defined as:: s1: (x1, y1), (x2, y2) s2: (x3, y3), (x4, y4) """ (x1, y1), (x2, y2) = s1 (x3, y3), (x4, y4) = s2 den = ((y4-y3) * (x2-x1)) - ((x4-x3)*(y2-y1)) n1 = ((x4-x3) * (y1-y3)) - ((y4-y3)*(x1-x3)) n2 = ((x2-x1) * (y1-y3)) - ((y2-y1)*(x1-x3)) if den == 0: # lines parallel return False u1 = n1/den u2 = n2/den return 0.0 <= u1 <= 1.0 and 0.0 <= u2 <= 1.0 def fftsurr(x, detrend=detrend_none, window=window_none): """ Compute an FFT phase randomized surrogate of *x*. """ if cbook.iterable(window): x=window*detrend(x) else: x = window(detrend(x)) z = np.fft.fft(x) a = 2.*np.pi*1j phase = a * np.random.rand(len(x)) z = z*np.exp(phase) return np.fft.ifft(z).real def liaupunov(x, fprime): """ *x* is a very long trajectory from a map, and *fprime* returns the derivative of *x*. Returns : .. math:: \lambda = \\frac{1}{n}\\sum \\ln|f^'(x_i)| .. seealso:: Sec 10.5 Strogatz (1994) "Nonlinear Dynamics and Chaos". `Wikipedia article on Lyapunov Exponent <http://en.wikipedia.org/wiki/Lyapunov_exponent>`_. .. note:: What the function here calculates may not be what you really want; *caveat emptor*. It also seems that this function's name is badly misspelled. """ return np.mean(np.log(np.absolute(fprime(x)))) class FIFOBuffer: """ A FIFO queue to hold incoming *x*, *y* data in a rotating buffer using numpy arrays under the hood. It is assumed that you will call asarrays much less frequently than you add data to the queue -- otherwise another data structure will be faster. This can be used to support plots where data is added from a real time feed and the plot object wants to grab data from the buffer and plot it to screen less freqeuently than the incoming. If you set the *dataLim* attr to :class:`~matplotlib.transforms.BBox` (eg :attr:`matplotlib.Axes.dataLim`), the *dataLim* will be updated as new data come in. TODO: add a grow method that will extend nmax .. note:: mlab seems like the wrong place for this class. """ def __init__(self, nmax): """ Buffer up to *nmax* points. """ self._xa = np.zeros((nmax,), np.float_) self._ya = np.zeros((nmax,), np.float_) self._xs = np.zeros((nmax,), np.float_) self._ys = np.zeros((nmax,), np.float_) self._ind = 0 self._nmax = nmax self.dataLim = None self.callbackd = {} def register(self, func, N): """ Call *func* every time *N* events are passed; *func* signature is ``func(fifo)``. """ self.callbackd.setdefault(N, []).append(func) def add(self, x, y): """ Add scalar *x* and *y* to the queue. """ if self.dataLim is not None: xys = ((x,y),) self.dataLim.update(xys, -1) #-1 means use the default ignore setting ind = self._ind % self._nmax #print 'adding to fifo:', ind, x, y self._xs[ind] = x self._ys[ind] = y for N,funcs in self.callbackd.items(): if (self._ind%N)==0: for func in funcs: func(self) self._ind += 1 def last(self): """ Get the last *x*, *y* or *None*. *None* if no data set. """ if self._ind==0: return None, None ind = (self._ind-1) % self._nmax return self._xs[ind], self._ys[ind] def asarrays(self): """ Return *x* and *y* as arrays; their length will be the len of data added or *nmax*. """ if self._ind<self._nmax: return self._xs[:self._ind], self._ys[:self._ind] ind = self._ind % self._nmax self._xa[:self._nmax-ind] = self._xs[ind:] self._xa[self._nmax-ind:] = self._xs[:ind] self._ya[:self._nmax-ind] = self._ys[ind:] self._ya[self._nmax-ind:] = self._ys[:ind] return self._xa, self._ya def update_datalim_to_current(self): """ Update the *datalim* in the current data in the fifo. """ if self.dataLim is None: raise ValueError('You must first set the dataLim attr') x, y = self.asarrays() self.dataLim.update_numerix(x, y, True) def movavg(x,n): """ Compute the len(*n*) moving average of *x*. """ w = np.empty((n,), dtype=np.float_) w[:] = 1.0/n return np.convolve(x, w, mode='valid') def save(fname, X, fmt='%.18e',delimiter=' '): """ Save the data in *X* to file *fname* using *fmt* string to convert the data to strings. *fname* can be a filename or a file handle. If the filename ends in '.gz', the file is automatically saved in compressed gzip format. The :func:`load` function understands gzipped files transparently. Example usage:: save('test.out', X) # X is an array save('test1.out', (x,y,z)) # x,y,z equal sized 1D arrays save('test2.out', x) # x is 1D save('test3.out', x, fmt='%1.4e') # use exponential notation *delimiter* is used to separate the fields, eg. *delimiter* ',' for comma-separated values. """ if cbook.is_string_like(fname): if fname.endswith('.gz'): import gzip fh = gzip.open(fname,'wb') else: fh = file(fname,'w') elif hasattr(fname, 'seek'): fh = fname else: raise ValueError('fname must be a string or file handle') X = np.asarray(X) origShape = None if X.ndim == 1: origShape = X.shape X.shape = len(X), 1 for row in X: fh.write(delimiter.join([fmt%val for val in row]) + '\n') if origShape is not None: X.shape = origShape def load(fname,comments='#',delimiter=None, converters=None,skiprows=0, usecols=None, unpack=False, dtype=np.float_): """ Load ASCII data from *fname* into an array and return the array. The data must be regular, same number of values in every row *fname* can be a filename or a file handle. Support for gzipped files is automatic, if the filename ends in '.gz'. matfile data is not supported; for that, use :mod:`scipy.io.mio` module. Example usage:: X = load('test.dat') # data in two columns t = X[:,0] y = X[:,1] Alternatively, you can do the same with "unpack"; see below:: X = load('test.dat') # a matrix of data x = load('test.dat') # a single column of data - *comments*: the character used to indicate the start of a comment in the file - *delimiter* is a string-like character used to seperate values in the file. If *delimiter* is unspecified or *None*, any whitespace string is a separator. - *converters*, if not *None*, is a dictionary mapping column number to a function that will convert that column to a float (or the optional *dtype* if specified). Eg, if column 0 is a date string:: converters = {0:datestr2num} - *skiprows* is the number of rows from the top to skip. - *usecols*, if not *None*, is a sequence of integer column indexes to extract where 0 is the first column, eg ``usecols=[1,4,5]`` to extract just the 2nd, 5th and 6th columns - *unpack*, if *True*, will transpose the matrix allowing you to unpack into named arguments on the left hand side:: t,y = load('test.dat', unpack=True) # for two column data x,y,z = load('somefile.dat', usecols=[3,5,7], unpack=True) - *dtype*: the array will have this dtype. default: ``numpy.float_`` .. seealso:: See :file:`examples/pylab_examples/load_converter.py` in the source tree: Exercises many of these options. """ if converters is None: converters = {} fh = cbook.to_filehandle(fname) X = [] if delimiter==' ': # space splitting is a special case since x.split() is what # you want, not x.split(' ') def splitfunc(x): return x.split() else: def splitfunc(x): return x.split(delimiter) converterseq = None for i,line in enumerate(fh): if i<skiprows: continue line = line.split(comments, 1)[0].strip() if not len(line): continue if converterseq is None: converterseq = [converters.get(j,float) for j,val in enumerate(splitfunc(line))] if usecols is not None: vals = splitfunc(line) row = [converterseq[j](vals[j]) for j in usecols] else: row = [converterseq[j](val) for j,val in enumerate(splitfunc(line))] thisLen = len(row) X.append(row) X = np.array(X, dtype) r,c = X.shape if r==1 or c==1: X.shape = max(r,c), if unpack: return X.transpose() else: return X def slopes(x,y): """ SLOPES calculate the slope y'(x) Given data vectors X and Y SLOPES calculates Y'(X), i.e the slope of a curve Y(X). The slope is estimated using the slope obtained from that of a parabola through any three consecutive points. This method should be superior to that described in the appendix of A CONSISTENTLY WELL BEHAVED METHOD OF INTERPOLATION by Russel W. Stineman (Creative Computing July 1980) in at least one aspect: Circles for interpolation demand a known aspect ratio between x- and y-values. For many functions, however, the abscissa are given in different dimensions, so an aspect ratio is completely arbitrary. The parabola method gives very similar results to the circle method for most regular cases but behaves much better in special cases Norbert Nemec, Institute of Theoretical Physics, University or Regensburg, April 2006 Norbert.Nemec at physik.uni-regensburg.de (inspired by a original implementation by Halldor Bjornsson, Icelandic Meteorological Office, March 2006 halldor at vedur.is) """ # Cast key variables as float. x=np.asarray(x, np.float_) y=np.asarray(y, np.float_) yp=np.zeros(y.shape, np.float_) dx=x[1:] - x[:-1] dy=y[1:] - y[:-1] dydx = dy/dx yp[1:-1] = (dydx[:-1] * dx[1:] + dydx[1:] * dx[:-1])/(dx[1:] + dx[:-1]) yp[0] = 2.0 * dy[0]/dx[0] - yp[1] yp[-1] = 2.0 * dy[-1]/dx[-1] - yp[-2] return yp def stineman_interp(xi,x,y,yp=None): """ STINEMAN_INTERP Well behaved data interpolation. Given data vectors X and Y, the slope vector YP and a new abscissa vector XI the function stineman_interp(xi,x,y,yp) uses Stineman interpolation to calculate a vector YI corresponding to XI. Here's an example that generates a coarse sine curve, then interpolates over a finer abscissa: x = linspace(0,2*pi,20); y = sin(x); yp = cos(x) xi = linspace(0,2*pi,40); yi = stineman_interp(xi,x,y,yp); plot(x,y,'o',xi,yi) The interpolation method is described in the article A CONSISTENTLY WELL BEHAVED METHOD OF INTERPOLATION by Russell W. Stineman. The article appeared in the July 1980 issue of Creative Computing with a note from the editor stating that while they were not an academic journal but once in a while something serious and original comes in adding that this was "apparently a real solution" to a well known problem. For yp=None, the routine automatically determines the slopes using the "slopes" routine. X is assumed to be sorted in increasing order For values xi[j] < x[0] or xi[j] > x[-1], the routine tries a extrapolation. The relevance of the data obtained from this, of course, questionable... original implementation by Halldor Bjornsson, Icelandic Meteorolocial Office, March 2006 halldor at vedur.is completely reworked and optimized for Python by Norbert Nemec, Institute of Theoretical Physics, University or Regensburg, April 2006 Norbert.Nemec at physik.uni-regensburg.de """ # Cast key variables as float. x=np.asarray(x, np.float_) y=np.asarray(y, np.float_) assert x.shape == y.shape N=len(y) if yp is None: yp = slopes(x,y) else: yp=np.asarray(yp, np.float_) xi=np.asarray(xi, np.float_) yi=np.zeros(xi.shape, np.float_) # calculate linear slopes dx = x[1:] - x[:-1] dy = y[1:] - y[:-1] s = dy/dx #note length of s is N-1 so last element is #N-2 # find the segment each xi is in # this line actually is the key to the efficiency of this implementation idx = np.searchsorted(x[1:-1], xi) # now we have generally: x[idx[j]] <= xi[j] <= x[idx[j]+1] # except at the boundaries, where it may be that xi[j] < x[0] or xi[j] > x[-1] # the y-values that would come out from a linear interpolation: sidx = s.take(idx) xidx = x.take(idx) yidx = y.take(idx) xidxp1 = x.take(idx+1) yo = yidx + sidx * (xi - xidx) # the difference that comes when using the slopes given in yp dy1 = (yp.take(idx)- sidx) * (xi - xidx) # using the yp slope of the left point dy2 = (yp.take(idx+1)-sidx) * (xi - xidxp1) # using the yp slope of the right point dy1dy2 = dy1*dy2 # The following is optimized for Python. The solution actually # does more calculations than necessary but exploiting the power # of numpy, this is far more efficient than coding a loop by hand # in Python yi = yo + dy1dy2 * np.choose(np.array(np.sign(dy1dy2), np.int32)+1, ((2*xi-xidx-xidxp1)/((dy1-dy2)*(xidxp1-xidx)), 0.0, 1/(dy1+dy2),)) return yi def inside_poly(points, verts): """ points is a sequence of x,y points verts is a sequence of x,y vertices of a poygon return value is a sequence of indices into points for the points that are inside the polygon """ res, = np.nonzero(nxutils.points_inside_poly(points, verts)) return res def poly_below(ymin, xs, ys): """ given a arrays *xs* and *ys*, return the vertices of a polygon that has a scalar lower bound *ymin* and an upper bound at the *ys*. intended for use with Axes.fill, eg:: xv, yv = poly_below(0, x, y) ax.fill(xv, yv) """ return poly_between(xs, ys, xmin) def poly_between(x, ylower, yupper): """ given a sequence of x, ylower and yupper, return the polygon that fills the regions between them. ylower or yupper can be scalar or iterable. If they are iterable, they must be equal in length to x return value is x, y arrays for use with Axes.fill """ Nx = len(x) if not cbook.iterable(ylower): ylower = ylower*np.ones(Nx) if not cbook.iterable(yupper): yupper = yupper*np.ones(Nx) x = np.concatenate( (x, x[::-1]) ) y = np.concatenate( (yupper, ylower[::-1]) ) return x,y ### the following code was written and submitted by Fernando Perez ### from the ipython numutils package under a BSD license # begin fperez functions """ A set of convenient utilities for numerical work. Most of this module requires numpy or is meant to be used with it. Copyright (c) 2001-2004, Fernando Perez. <[email protected]> All rights reserved. This license was generated from the BSD license template as found in: http://www.opensource.org/licenses/bsd-license.php 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 IPython project 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 operator import math #***************************************************************************** # Globals #**************************************************************************** # function definitions exp_safe_MIN = math.log(2.2250738585072014e-308) exp_safe_MAX = 1.7976931348623157e+308 def exp_safe(x): """ Compute exponentials which safely underflow to zero. Slow, but convenient to use. Note that numpy provides proper floating point exception handling with access to the underlying hardware. """ if type(x) is np.ndarray: return exp(np.clip(x,exp_safe_MIN,exp_safe_MAX)) else: return math.exp(x) def amap(fn,*args): """ amap(function, sequence[, sequence, ...]) -> array. Works like :func:`map`, but it returns an array. This is just a convenient shorthand for ``numpy.array(map(...))``. """ return np.array(map(fn,*args)) #from numpy import zeros_like def zeros_like(a): """ Return an array of zeros of the shape and typecode of *a*. """ warnings.warn("Use numpy.zeros_like(a)", DeprecationWarning) return np.zeros_like(a) #from numpy import sum as sum_flat def sum_flat(a): """ Return the sum of all the elements of *a*, flattened out. It uses ``a.flat``, and if *a* is not contiguous, a call to ``ravel(a)`` is made. """ warnings.warn("Use numpy.sum(a) or a.sum()", DeprecationWarning) return np.sum(a) #from numpy import mean as mean_flat def mean_flat(a): """ Return the mean of all the elements of *a*, flattened out. """ warnings.warn("Use numpy.mean(a) or a.mean()", DeprecationWarning) return np.mean(a) def rms_flat(a): """ Return the root mean square of all the elements of *a*, flattened out. """ return np.sqrt(np.mean(np.absolute(a)**2)) def l1norm(a): """ Return the *l1* norm of *a*, flattened out. Implemented as a separate function (not a call to :func:`norm` for speed). """ return np.sum(np.absolute(a)) def l2norm(a): """ Return the *l2* norm of *a*, flattened out. Implemented as a separate function (not a call to :func:`norm` for speed). """ return np.sqrt(np.sum(np.absolute(a)**2)) def norm_flat(a,p=2): """ norm(a,p=2) -> l-p norm of a.flat Return the l-p norm of *a*, considered as a flat array. This is NOT a true matrix norm, since arrays of arbitrary rank are always flattened. *p* can be a number or the string 'Infinity' to get the L-infinity norm. """ # This function was being masked by a more general norm later in # the file. We may want to simply delete it. if p=='Infinity': return np.amax(np.absolute(a)) else: return (np.sum(np.absolute(a)**p))**(1.0/p) def frange(xini,xfin=None,delta=None,**kw): """ frange([start,] stop[, step, keywords]) -> array of floats Return a numpy ndarray containing a progression of floats. Similar to :func:`numpy.arange`, but defaults to a closed interval. ``frange(x0, x1)`` returns ``[x0, x0+1, x0+2, ..., x1]``; *start* defaults to 0, and the endpoint *is included*. This behavior is different from that of :func:`range` and :func:`numpy.arange`. This is deliberate, since :func:`frange` will probably be more useful for generating lists of points for function evaluation, and endpoints are often desired in this use. The usual behavior of :func:`range` can be obtained by setting the keyword *closed* = 0, in this case, :func:`frange` basically becomes :func:numpy.arange`. When *step* is given, it specifies the increment (or decrement). All arguments can be floating point numbers. ``frange(x0,x1,d)`` returns ``[x0,x0+d,x0+2d,...,xfin]`` where *xfin* <= *x1*. :func:`frange` can also be called with the keyword *npts*. This sets the number of points the list should contain (and overrides the value *step* might have been given). :func:`numpy.arange` doesn't offer this option. Examples:: >>> frange(3) array([ 0., 1., 2., 3.]) >>> frange(3,closed=0) array([ 0., 1., 2.]) >>> frange(1,6,2) array([1, 3, 5]) or 1,3,5,7, depending on floating point vagueries >>> frange(1,6.5,npts=5) array([ 1. , 2.375, 3.75 , 5.125, 6.5 ]) """ #defaults kw.setdefault('closed',1) endpoint = kw['closed'] != 0 # funny logic to allow the *first* argument to be optional (like range()) # This was modified with a simpler version from a similar frange() found # at http://aspn.activestate.com/ASPN/Cookbook/Python/Recipe/66472 if xfin == None: xfin = xini + 0.0 xini = 0.0 if delta == None: delta = 1.0 # compute # of points, spacing and return final list try: npts=kw['npts'] delta=(xfin-xini)/float(npts-endpoint) except KeyError: npts = int(round((xfin-xini)/delta)) + endpoint #npts = int(floor((xfin-xini)/delta)*(1.0+1e-10)) + endpoint # round finds the nearest, so the endpoint can be up to # delta/2 larger than xfin. return np.arange(npts)*delta+xini # end frange() #import numpy.diag as diagonal_matrix def diagonal_matrix(diag): """ Return square diagonal matrix whose non-zero elements are given by the input array. """ warnings.warn("Use numpy.diag(d)", DeprecationWarning) return np.diag(diag) def identity(n, rank=2, dtype='l', typecode=None): """ Returns the identity matrix of shape (*n*, *n*, ..., *n*) (rank *r*). For ranks higher than 2, this object is simply a multi-index Kronecker delta:: / 1 if i0=i1=...=iR, id[i0,i1,...,iR] = -| \ 0 otherwise. Optionally a *dtype* (or typecode) may be given (it defaults to 'l'). Since rank defaults to 2, this function behaves in the default case (when only *n* is given) like ``numpy.identity(n)`` -- but surprisingly, it is much faster. """ if typecode is not None: warnings.warn("Use dtype kwarg instead of typecode", DeprecationWarning) dtype = typecode iden = np.zeros((n,)*rank, dtype) for i in range(n): idx = (i,)*rank iden[idx] = 1 return iden def base_repr (number, base = 2, padding = 0): """ Return the representation of a *number* in any given *base*. """ chars = '0123456789ABCDEFGHIJKLMNOPQRSTUVWXYZ' if number < base: \ return (padding - 1) * chars [0] + chars [int (number)] max_exponent = int (math.log (number)/math.log (base)) max_power = long (base) ** max_exponent lead_digit = int (number/max_power) return chars [lead_digit] + \ base_repr (number - max_power * lead_digit, base, \ max (padding - 1, max_exponent)) def binary_repr(number, max_length = 1025): """ Return the binary representation of the input *number* as a string. This is more efficient than using :func:`base_repr` with base 2. Increase the value of max_length for very large numbers. Note that on 32-bit machines, 2**1023 is the largest integer power of 2 which can be converted to a Python float. """ #assert number < 2L << max_length shifts = map (operator.rshift, max_length * [number], \ range (max_length - 1, -1, -1)) digits = map (operator.mod, shifts, max_length * [2]) if not digits.count (1): return 0 digits = digits [digits.index (1):] return ''.join (map (repr, digits)).replace('L','') def log2(x,ln2 = math.log(2.0)): """ Return the log(*x*) in base 2. This is a _slow_ function but which is guaranteed to return the correct integer value if the input is an integer exact power of 2. """ try: bin_n = binary_repr(x)[1:] except (AssertionError,TypeError): return math.log(x)/ln2 else: if '1' in bin_n: return math.log(x)/ln2 else: return len(bin_n) def ispower2(n): """ Returns the log base 2 of *n* if *n* is a power of 2, zero otherwise. Note the potential ambiguity if *n* == 1: 2**0 == 1, interpret accordingly. """ bin_n = binary_repr(n)[1:] if '1' in bin_n: return 0 else: return len(bin_n) def isvector(X): """ Like the Matlab (TM) function with the same name, returns *True* if the supplied numpy array or matrix *X* looks like a vector, meaning it has a one non-singleton axis (i.e., it can have multiple axes, but all must have length 1, except for one of them). If you just want to see if the array has 1 axis, use X.ndim == 1. """ return np.prod(X.shape)==np.max(X.shape) #from numpy import fromfunction as fromfunction_kw def fromfunction_kw(function, dimensions, **kwargs): """ Drop-in replacement for :func:`numpy.fromfunction`. Allows passing keyword arguments to the desired function. Call it as (keywords are optional):: fromfunction_kw(MyFunction, dimensions, keywords) The function ``MyFunction`` is responsible for handling the dictionary of keywords it will receive. """ warnings.warn("Use numpy.fromfunction()", DeprecationWarning) return np.fromfunction(function, dimensions, **kwargs) ### end fperez numutils code def rem(x,y): """ Deprecated - see :func:`numpy.remainder` """ raise NotImplementedError('Deprecated - see numpy.remainder') def norm(x,y=2): """ Deprecated - see :func:`numpy.linalg.norm` """ raise NotImplementedError('Deprecated - see numpy.linalg.norm') def orth(A): """ Deprecated - needs clean room implementation """ raise NotImplementedError('Deprecated - needs clean room implementation') def rank(x): """ Deprecated - see :func:`numpy.rank` """ raise NotImplementedError('Deprecated - see numpy.rank') def sqrtm(x): """ Deprecated - needs clean room implementation """ raise NotImplementedError('Deprecated - see scipy.linalg.sqrtm') def mfuncC(f, x): """ Deprecated """ raise NotImplementedError('Deprecated - needs clean room implementation') def approx_real(x): """ Deprecated - needs clean room implementation """ raise NotImplementedError('Deprecated - needs clean room implementation') #helpers for loading, saving, manipulating and viewing numpy record arrays def safe_isnan(x): ':func:`numpy.isnan` for arbitrary types' if cbook.is_string_like(x): return False try: b = np.isnan(x) except NotImplementedError: return False except TypeError: return False else: return b def safe_isinf(x): ':func:`numpy.isinf` for arbitrary types' if cbook.is_string_like(x): return False try: b = np.isinf(x) except NotImplementedError: return False except TypeError: return False else: return b def rec_view(rec): """ Return a view of an ndarray as a recarray .. seealso:: http://projects.scipy.org/pipermail/numpy-discussion/2008-August/036429.html """ return rec.view(np.recarray) #return rec.view(dtype=(np.record, rec.dtype), type=np.recarray) def rec_append_field(rec, name, arr, dtype=None): """ Return a new record array with field name populated with data from array *arr*. This function is Deprecated. Please use :func:`rec_append_fields`. """ warnings.warn("use rec_append_fields", DeprecationWarning) return rec_append_fields(rec, name, arr, dtype) def rec_append_fields(rec, names, arrs, dtypes=None): """ Return a new record array with field names populated with data from arrays in *arrs*. If appending a single field, then *names*, *arrs* and *dtypes* do not have to be lists. They can just be the values themselves. """ if (not cbook.is_string_like(names) and cbook.iterable(names) \ and len(names) and cbook.is_string_like(names[0])): if len(names) != len(arrs): raise ValueError, "number of arrays do not match number of names" else: # we have only 1 name and 1 array names = [names] arrs = [arrs] arrs = map(np.asarray, arrs) if dtypes is None: dtypes = [a.dtype for a in arrs] elif not cbook.iterable(dtypes): dtypes = [dtypes] if len(arrs) != len(dtypes): if len(dtypes) == 1: dtypes = dtypes * len(arrs) else: raise ValueError, "dtypes must be None, a single dtype or a list" newdtype = np.dtype(rec.dtype.descr + zip(names, dtypes)) newrec = np.empty(rec.shape, dtype=newdtype) for field in rec.dtype.fields: newrec[field] = rec[field] for name, arr in zip(names, arrs): newrec[name] = arr return rec_view(newrec) def rec_drop_fields(rec, names): """ Return a new numpy record array with fields in *names* dropped. """ names = set(names) Nr = len(rec) newdtype = np.dtype([(name, rec.dtype[name]) for name in rec.dtype.names if name not in names]) newrec = np.empty(Nr, dtype=newdtype) for field in newdtype.names: newrec[field] = rec[field] return rec_view(newrec) def rec_groupby(r, groupby, stats): """ *r* is a numpy record array *groupby* is a sequence of record array attribute names that together form the grouping key. eg ('date', 'productcode') *stats* is a sequence of (*attr*, *func*, *outname*) tuples which will call ``x = func(attr)`` and assign *x* to the record array output with attribute *outname*. For example:: stats = ( ('sales', len, 'numsales'), ('sales', np.mean, 'avgsale') ) Return record array has *dtype* names for each attribute name in the the *groupby* argument, with the associated group values, and for each outname name in the *stats* argument, with the associated stat summary output. """ # build a dictionary from groupby keys-> list of indices into r with # those keys rowd = dict() for i, row in enumerate(r): key = tuple([row[attr] for attr in groupby]) rowd.setdefault(key, []).append(i) # sort the output by groupby keys keys = rowd.keys() keys.sort() rows = [] for key in keys: row = list(key) # get the indices for this groupby key ind = rowd[key] thisr = r[ind] # call each stat function for this groupby slice row.extend([func(thisr[attr]) for attr, func, outname in stats]) rows.append(row) # build the output record array with groupby and outname attributes attrs, funcs, outnames = zip(*stats) names = list(groupby) names.extend(outnames) return np.rec.fromrecords(rows, names=names) def rec_summarize(r, summaryfuncs): """ *r* is a numpy record array *summaryfuncs* is a list of (*attr*, *func*, *outname*) tuples which will apply *func* to the the array *r*[attr] and assign the output to a new attribute name *outname*. The returned record array is identical to *r*, with extra arrays for each element in *summaryfuncs*. """ names = list(r.dtype.names) arrays = [r[name] for name in names] for attr, func, outname in summaryfuncs: names.append(outname) arrays.append(np.asarray(func(r[attr]))) return np.rec.fromarrays(arrays, names=names) def rec_join(key, r1, r2, jointype='inner', defaults=None, r1postfix='1', r2postfix='2'): """ Join record arrays *r1* and *r2* on *key*; *key* is a tuple of field names -- if *key* is a string it is assumed to be a single attribute name. If *r1* and *r2* have equal values on all the keys in the *key* tuple, then their fields will be merged into a new record array containing the intersection of the fields of *r1* and *r2*. *r1* (also *r2*) must not have any duplicate keys. The *jointype* keyword can be 'inner', 'outer', 'leftouter'. To do a rightouter join just reverse *r1* and *r2*. The *defaults* keyword is a dictionary filled with ``{column_name:default_value}`` pairs. The keywords *r1postfix* and *r2postfix* are postfixed to column names (other than keys) that are both in *r1* and *r2*. """ if cbook.is_string_like(key): key = (key, ) for name in key: if name not in r1.dtype.names: raise ValueError('r1 does not have key field %s'%name) if name not in r2.dtype.names: raise ValueError('r2 does not have key field %s'%name) def makekey(row): return tuple([row[name] for name in key]) r1d = dict([(makekey(row),i) for i,row in enumerate(r1)]) r2d = dict([(makekey(row),i) for i,row in enumerate(r2)]) r1keys = set(r1d.keys()) r2keys = set(r2d.keys()) common_keys = r1keys & r2keys r1ind = np.array([r1d[k] for k in common_keys]) r2ind = np.array([r2d[k] for k in common_keys]) common_len = len(common_keys) left_len = right_len = 0 if jointype == "outer" or jointype == "leftouter": left_keys = r1keys.difference(r2keys) left_ind = np.array([r1d[k] for k in left_keys]) left_len = len(left_ind) if jointype == "outer": right_keys = r2keys.difference(r1keys) right_ind = np.array([r2d[k] for k in right_keys]) right_len = len(right_ind) def key_desc(name): 'if name is a string key, use the larger size of r1 or r2 before merging' dt1 = r1.dtype[name] if dt1.type != np.string_: return (name, dt1.descr[0][1]) dt2 = r1.dtype[name] assert dt2==dt1 if dt1.num>dt2.num: return (name, dt1.descr[0][1]) else: return (name, dt2.descr[0][1]) keydesc = [key_desc(name) for name in key] def mapped_r1field(name): """ The column name in *newrec* that corresponds to the column in *r1*. """ if name in key or name not in r2.dtype.names: return name else: return name + r1postfix def mapped_r2field(name): """ The column name in *newrec* that corresponds to the column in *r2*. """ if name in key or name not in r1.dtype.names: return name else: return name + r2postfix r1desc = [(mapped_r1field(desc[0]), desc[1]) for desc in r1.dtype.descr if desc[0] not in key] r2desc = [(mapped_r2field(desc[0]), desc[1]) for desc in r2.dtype.descr if desc[0] not in key] newdtype = np.dtype(keydesc + r1desc + r2desc) newrec = np.empty(common_len + left_len + right_len, dtype=newdtype) if jointype != 'inner' and defaults is not None: # fill in the defaults enmasse newrec_fields = newrec.dtype.fields.keys() for k, v in defaults.items(): if k in newrec_fields: newrec[k] = v for field in r1.dtype.names: newfield = mapped_r1field(field) if common_len: newrec[newfield][:common_len] = r1[field][r1ind] if (jointype == "outer" or jointype == "leftouter") and left_len: newrec[newfield][common_len:(common_len+left_len)] = r1[field][left_ind] for field in r2.dtype.names: newfield = mapped_r2field(field) if field not in key and common_len: newrec[newfield][:common_len] = r2[field][r2ind] if jointype == "outer" and right_len: newrec[newfield][-right_len:] = r2[field][right_ind] newrec.sort(order=key) return rec_view(newrec) def csv2rec(fname, comments='#', skiprows=0, checkrows=0, delimiter=',', converterd=None, names=None, missing='', missingd=None, use_mrecords=True): """ Load data from comma/space/tab delimited file in *fname* into a numpy record array and return the record array. If *names* is *None*, a header row is required to automatically assign the recarray names. The headers will be lower cased, spaces will be converted to underscores, and illegal attribute name characters removed. If *names* is not *None*, it is a sequence of names to use for the column names. In this case, it is assumed there is no header row. - *fname*: can be a filename or a file handle. Support for gzipped files is automatic, if the filename ends in '.gz' - *comments*: the character used to indicate the start of a comment in the file - *skiprows*: is the number of rows from the top to skip - *checkrows*: is the number of rows to check to validate the column data type. When set to zero all rows are validated. - *converted*: if not *None*, is a dictionary mapping column number or munged column name to a converter function. - *names*: if not None, is a list of header names. In this case, no header will be read from the file - *missingd* is a dictionary mapping munged column names to field values which signify that the field does not contain actual data and should be masked, e.g. '0000-00-00' or 'unused' - *missing*: a string whose value signals a missing field regardless of the column it appears in - *use_mrecords*: if True, return an mrecords.fromrecords record array if any of the data are missing If no rows are found, *None* is returned -- see :file:`examples/loadrec.py` """ if converterd is None: converterd = dict() if missingd is None: missingd = {} import dateutil.parser import datetime parsedate = dateutil.parser.parse fh = cbook.to_filehandle(fname) class FH: """ For space-delimited files, we want different behavior than comma or tab. Generally, we want multiple spaces to be treated as a single separator, whereas with comma and tab we want multiple commas to return multiple (empty) fields. The join/strip trick below effects this. """ def __init__(self, fh): self.fh = fh def close(self): self.fh.close() def seek(self, arg): self.fh.seek(arg) def fix(self, s): return ' '.join(s.split()) def next(self): return self.fix(self.fh.next()) def __iter__(self): for line in self.fh: yield self.fix(line) if delimiter==' ': fh = FH(fh) reader = csv.reader(fh, delimiter=delimiter) def process_skiprows(reader): if skiprows: for i, row in enumerate(reader): if i>=(skiprows-1): break return fh, reader process_skiprows(reader) def ismissing(name, val): "Should the value val in column name be masked?" if val == missing or val == missingd.get(name) or val == '': return True else: return False def with_default_value(func, default): def newfunc(name, val): if ismissing(name, val): return default else: return func(val) return newfunc def mybool(x): if x=='True': return True elif x=='False': return False else: raise ValueError('invalid bool') dateparser = dateutil.parser.parse mydateparser = with_default_value(dateparser, datetime.date(1,1,1)) myfloat = with_default_value(float, np.nan) myint = with_default_value(int, -1) mystr = with_default_value(str, '') mybool = with_default_value(mybool, None) def mydate(x): # try and return a date object d = dateparser(x) if d.hour>0 or d.minute>0 or d.second>0: raise ValueError('not a date') return d.date() mydate = with_default_value(mydate, datetime.date(1,1,1)) def get_func(name, item, func): # promote functions in this order funcmap = {mybool:myint,myint:myfloat, myfloat:mydate, mydate:mydateparser, mydateparser:mystr} try: func(name, item) except: if func==mystr: raise ValueError('Could not find a working conversion function') else: return get_func(name, item, funcmap[func]) # recurse else: return func # map column names that clash with builtins -- TODO - extend this list itemd = { 'return' : 'return_', 'file' : 'file_', 'print' : 'print_', } def get_converters(reader): converters = None for i, row in enumerate(reader): if i==0: converters = [mybool]*len(row) if checkrows and i>checkrows: break #print i, len(names), len(row) #print 'converters', zip(converters, row) for j, (name, item) in enumerate(zip(names, row)): func = converterd.get(j) if func is None: func = converterd.get(name) if func is None: #if not item.strip(): continue func = converters[j] if len(item.strip()): func = get_func(name, item, func) else: # how should we handle custom converters and defaults? func = with_default_value(func, None) converters[j] = func return converters # Get header and remove invalid characters needheader = names is None if needheader: for row in reader: #print 'csv2rec', row if len(row) and row[0].startswith(comments): continue headers = row break # remove these chars delete = set("""~!@#$%^&*()-=+~\|]}[{';: /?.>,<""") delete.add('"') names = [] seen = dict() for i, item in enumerate(headers): item = item.strip().lower().replace(' ', '_') item = ''.join([c for c in item if c not in delete]) if not len(item): item = 'column%d'%i item = itemd.get(item, item) cnt = seen.get(item, 0) if cnt>0: names.append(item + '_%d'%cnt) else: names.append(item) seen[item] = cnt+1 else: if cbook.is_string_like(names): names = [n.strip() for n in names.split(',')] # get the converter functions by inspecting checkrows converters = get_converters(reader) if converters is None: raise ValueError('Could not find any valid data in CSV file') # reset the reader and start over fh.seek(0) reader = csv.reader(fh, delimiter=delimiter) process_skiprows(reader) if needheader: skipheader = reader.next() # iterate over the remaining rows and convert the data to date # objects, ints, or floats as approriate rows = [] rowmasks = [] for i, row in enumerate(reader): if not len(row): continue if row[0].startswith(comments): continue rows.append([func(name, val) for func, name, val in zip(converters, names, row)]) rowmasks.append([ismissing(name, val) for name, val in zip(names, row)]) fh.close() if not len(rows): return None if use_mrecords and np.any(rowmasks): try: from numpy.ma import mrecords except ImportError: raise RuntimeError('numpy 1.05 or later is required for masked array support') else: r = mrecords.fromrecords(rows, names=names, mask=rowmasks) else: r = np.rec.fromrecords(rows, names=names) return r # a series of classes for describing the format intentions of various rec views class FormatObj: def tostr(self, x): return self.toval(x) def toval(self, x): return str(x) def fromstr(self, s): return s class FormatString(FormatObj): def tostr(self, x): val = repr(x) return val[1:-1] #class FormatString(FormatObj): # def tostr(self, x): # return '"%r"'%self.toval(x) class FormatFormatStr(FormatObj): def __init__(self, fmt): self.fmt = fmt def tostr(self, x): if x is None: return 'None' return self.fmt%self.toval(x) class FormatFloat(FormatFormatStr): def __init__(self, precision=4, scale=1.): FormatFormatStr.__init__(self, '%%1.%df'%precision) self.precision = precision self.scale = scale def toval(self, x): if x is not None: x = x * self.scale return x def fromstr(self, s): return float(s)/self.scale class FormatInt(FormatObj): def tostr(self, x): return '%d'%int(x) def toval(self, x): return int(x) def fromstr(self, s): return int(s) class FormatBool(FormatObj): def toval(self, x): return str(x) def fromstr(self, s): return bool(s) class FormatPercent(FormatFloat): def __init__(self, precision=4): FormatFloat.__init__(self, precision, scale=100.) class FormatThousands(FormatFloat): def __init__(self, precision=4): FormatFloat.__init__(self, precision, scale=1e-3) class FormatMillions(FormatFloat): def __init__(self, precision=4): FormatFloat.__init__(self, precision, scale=1e-6) class FormatDate(FormatObj): def __init__(self, fmt): self.fmt = fmt def toval(self, x): if x is None: return 'None' return x.strftime(self.fmt) def fromstr(self, x): import dateutil.parser return dateutil.parser.parse(x).date() class FormatDatetime(FormatDate): def __init__(self, fmt='%Y-%m-%d %H:%M:%S'): FormatDate.__init__(self, fmt) def fromstr(self, x): import dateutil.parser return dateutil.parser.parse(x) defaultformatd = { np.bool_ : FormatBool(), np.int16 : FormatInt(), np.int32 : FormatInt(), np.int64 : FormatInt(), np.float32 : FormatFloat(), np.float64 : FormatFloat(), np.object_ : FormatObj(), np.string_ : FormatString(), } def get_formatd(r, formatd=None): 'build a formatd guaranteed to have a key for every dtype name' if formatd is None: formatd = dict() for i, name in enumerate(r.dtype.names): dt = r.dtype[name] format = formatd.get(name) if format is None: format = defaultformatd.get(dt.type, FormatObj()) formatd[name] = format return formatd def csvformat_factory(format): format = copy.deepcopy(format) if isinstance(format, FormatFloat): format.scale = 1. # override scaling for storage format.fmt = '%r' return format def rec2txt(r, header=None, padding=3, precision=3): """ Returns a textual representation of a record array. *r*: numpy recarray *header*: list of column headers *padding*: space between each column *precision*: number of decimal places to use for floats. Set to an integer to apply to all floats. Set to a list of integers to apply precision individually. Precision for non-floats is simply ignored. Example:: precision=[0,2,3] Output:: ID Price Return ABC 12.54 0.234 XYZ 6.32 -0.076 """ if cbook.is_numlike(precision): precision = [precision]*len(r.dtype) def get_type(item,atype=int): tdict = {None:int, int:float, float:str} try: atype(str(item)) except: return get_type(item,tdict[atype]) return atype def get_justify(colname, column, precision): ntype = type(column[0]) if ntype==np.str or ntype==np.str_ or ntype==np.string0 or ntype==np.string_: length = max(len(colname),column.itemsize) return 0, length+padding, "%s" # left justify if ntype==np.int or ntype==np.int16 or ntype==np.int32 or ntype==np.int64 or ntype==np.int8 or ntype==np.int_: length = max(len(colname),np.max(map(len,map(str,column)))) return 1, length+padding, "%d" # right justify # JDH: my powerbook does not have np.float96 using np 1.3.0 """ In [2]: np.__version__ Out[2]: '1.3.0.dev5948' In [3]: !uname -a Darwin Macintosh-5.local 9.4.0 Darwin Kernel Version 9.4.0: Mon Jun 9 19:30:53 PDT 2008; root:xnu-1228.5.20~1/RELEASE_I386 i386 i386 In [4]: np.float96 --------------------------------------------------------------------------- AttributeError Traceback (most recent call la """ if ntype==np.float or ntype==np.float32 or ntype==np.float64 or (hasattr(np, 'float96') and (ntype==np.float96)) or ntype==np.float_: fmt = "%." + str(precision) + "f" length = max(len(colname),np.max(map(len,map(lambda x:fmt%x,column)))) return 1, length+padding, fmt # right justify return 0, max(len(colname),np.max(map(len,map(str,column))))+padding, "%s" if header is None: header = r.dtype.names justify_pad_prec = [get_justify(header[i],r.__getitem__(colname),precision[i]) for i, colname in enumerate(r.dtype.names)] justify_pad_prec_spacer = [] for i in range(len(justify_pad_prec)): just,pad,prec = justify_pad_prec[i] if i == 0: justify_pad_prec_spacer.append((just,pad,prec,0)) else: pjust,ppad,pprec = justify_pad_prec[i-1] if pjust == 0 and just == 1: justify_pad_prec_spacer.append((just,pad-padding,prec,0)) elif pjust == 1 and just == 0: justify_pad_prec_spacer.append((just,pad,prec,padding)) else: justify_pad_prec_spacer.append((just,pad,prec,0)) def format(item, just_pad_prec_spacer): just, pad, prec, spacer = just_pad_prec_spacer if just == 0: return spacer*' ' + str(item).ljust(pad) else: if get_type(item) == float: item = (prec%float(item)) elif get_type(item) == int: item = (prec%int(item)) return item.rjust(pad) textl = [] textl.append(''.join([format(colitem,justify_pad_prec_spacer[j]) for j, colitem in enumerate(header)])) for i, row in enumerate(r): textl.append(''.join([format(colitem,justify_pad_prec_spacer[j]) for j, colitem in enumerate(row)])) if i==0: textl[0] = textl[0].rstrip() text = os.linesep.join(textl) return text def rec2csv(r, fname, delimiter=',', formatd=None, missing='', missingd=None): """ Save the data from numpy recarray *r* into a comma-/space-/tab-delimited file. The record array dtype names will be used for column headers. *fname*: can be a filename or a file handle. Support for gzipped files is automatic, if the filename ends in '.gz' .. seealso:: :func:`csv2rec`: For information about *missing* and *missingd*, which can be used to fill in masked values into your CSV file. """ if missingd is None: missingd = dict() def with_mask(func): def newfunc(val, mask, mval): if mask: return mval else: return func(val) return newfunc formatd = get_formatd(r, formatd) funcs = [] for i, name in enumerate(r.dtype.names): funcs.append(with_mask(csvformat_factory(formatd[name]).tostr)) fh, opened = cbook.to_filehandle(fname, 'w', return_opened=True) writer = csv.writer(fh, delimiter=delimiter) header = r.dtype.names writer.writerow(header) # Our list of specials for missing values mvals = [] for name in header: mvals.append(missingd.get(name, missing)) ismasked = False if len(r): row = r[0] ismasked = hasattr(row, '_fieldmask') for row in r: if ismasked: row, rowmask = row.item(), row._fieldmask.item() else: rowmask = [False] * len(row) writer.writerow([func(val, mask, mval) for func, val, mask, mval in zip(funcs, row, rowmask, mvals)]) if opened: fh.close() def griddata(x,y,z,xi,yi): """ ``zi = griddata(x,y,z,xi,yi)`` fits a surface of the form *z* = *f*(*x*, *y*) to the data in the (usually) nonuniformly spaced vectors (*x*, *y*, *z*). :func:`griddata` interpolates this surface at the points specified by (*xi*, *yi*) to produce *zi*. *xi* and *yi* must describe a regular grid, can be either 1D or 2D, but must be monotonically increasing. A masked array is returned if any grid points are outside convex hull defined by input data (no extrapolation is done). Uses natural neighbor interpolation based on Delaunay triangulation. By default, this algorithm is provided by the :mod:`matplotlib.delaunay` package, written by Robert Kern. The triangulation algorithm in this package is known to fail on some nearly pathological cases. For this reason, a separate toolkit (:mod:`mpl_tookits.natgrid`) has been created that provides a more robust algorithm fof triangulation and interpolation. This toolkit is based on the NCAR natgrid library, which contains code that is not redistributable under a BSD-compatible license. When installed, this function will use the :mod:`mpl_toolkits.natgrid` algorithm, otherwise it will use the built-in :mod:`matplotlib.delaunay` package. The natgrid matplotlib toolkit can be downloaded from http://sourceforge.net/project/showfiles.php?group_id=80706&package_id=142792 """ try: from mpl_toolkits.natgrid import _natgrid, __version__ _use_natgrid = True except ImportError: import matplotlib.delaunay as delaunay from matplotlib.delaunay import __version__ _use_natgrid = False if not griddata._reported: if _use_natgrid: verbose.report('using natgrid version %s' % __version__) else: verbose.report('using delaunay version %s' % __version__) griddata._reported = True if xi.ndim != yi.ndim: raise TypeError("inputs xi and yi must have same number of dimensions (1 or 2)") if xi.ndim != 1 and xi.ndim != 2: raise TypeError("inputs xi and yi must be 1D or 2D.") if not len(x)==len(y)==len(z): raise TypeError("inputs x,y,z must all be 1D arrays of the same length") # remove masked points. if hasattr(z,'mask'): x = x.compress(z.mask == False) y = y.compress(z.mask == False) z = z.compressed() if _use_natgrid: # use natgrid toolkit if available. if xi.ndim == 2: xi = xi[0,:] yi = yi[:,0] # override default natgrid internal parameters. _natgrid.seti('ext',0) _natgrid.setr('nul',np.nan) # cast input arrays to doubles (this makes a copy) x = x.astype(np.float) y = y.astype(np.float) z = z.astype(np.float) xo = xi.astype(np.float) yo = yi.astype(np.float) if min(xo[1:]-xo[0:-1]) < 0 or min(yo[1:]-yo[0:-1]) < 0: raise ValueError, 'output grid defined by xi,yi must be monotone increasing' # allocate array for output (buffer will be overwritten by nagridd) zo = np.empty((yo.shape[0],xo.shape[0]), np.float) _natgrid.natgridd(x,y,z,xo,yo,zo) else: # use Robert Kern's delaunay package from scikits (default) if xi.ndim != yi.ndim: raise TypeError("inputs xi and yi must have same number of dimensions (1 or 2)") if xi.ndim != 1 and xi.ndim != 2: raise TypeError("inputs xi and yi must be 1D or 2D.") if xi.ndim == 1: xi,yi = np.meshgrid(xi,yi) # triangulate data tri = delaunay.Triangulation(x,y) # interpolate data interp = tri.nn_interpolator(z) zo = interp(xi,yi) # mask points on grid outside convex hull of input data. if np.any(np.isnan(zo)): zo = np.ma.masked_where(np.isnan(zo),zo) return zo griddata._reported = False ################################################## # Linear interpolation algorithms ################################################## def less_simple_linear_interpolation( x, y, xi, extrap=False ): """ This function provides simple (but somewhat less so than :func:`cbook.simple_linear_interpolation`) linear interpolation. :func:`simple_linear_interpolation` will give a list of point between a start and an end, while this does true linear interpolation at an arbitrary set of points. This is very inefficient linear interpolation meant to be used only for a small number of points in relatively non-intensive use cases. For real linear interpolation, use scipy. """ if cbook.is_scalar(xi): xi = [xi] x = np.asarray(x) y = np.asarray(y) xi = np.asarray(xi) s = list(y.shape) s[0] = len(xi) yi = np.tile( np.nan, s ) for ii,xx in enumerate(xi): bb = x == xx if np.any(bb): jj, = np.nonzero(bb) yi[ii] = y[jj[0]] elif xx<x[0]: if extrap: yi[ii] = y[0] elif xx>x[-1]: if extrap: yi[ii] = y[-1] else: jj, = np.nonzero(x<xx) jj = max(jj) yi[ii] = y[jj] + (xx-x[jj])/(x[jj+1]-x[jj]) * (y[jj+1]-y[jj]) return yi def slopes(x,y): """ :func:`slopes` calculates the slope *y*'(*x*) The slope is estimated using the slope obtained from that of a parabola through any three consecutive points. This method should be superior to that described in the appendix of A CONSISTENTLY WELL BEHAVED METHOD OF INTERPOLATION by Russel W. Stineman (Creative Computing July 1980) in at least one aspect: Circles for interpolation demand a known aspect ratio between *x*- and *y*-values. For many functions, however, the abscissa are given in different dimensions, so an aspect ratio is completely arbitrary. The parabola method gives very similar results to the circle method for most regular cases but behaves much better in special cases. Norbert Nemec, Institute of Theoretical Physics, University or Regensburg, April 2006 Norbert.Nemec at physik.uni-regensburg.de (inspired by a original implementation by Halldor Bjornsson, Icelandic Meteorological Office, March 2006 halldor at vedur.is) """ # Cast key variables as float. x=np.asarray(x, np.float_) y=np.asarray(y, np.float_) yp=np.zeros(y.shape, np.float_) dx=x[1:] - x[:-1] dy=y[1:] - y[:-1] dydx = dy/dx yp[1:-1] = (dydx[:-1] * dx[1:] + dydx[1:] * dx[:-1])/(dx[1:] + dx[:-1]) yp[0] = 2.0 * dy[0]/dx[0] - yp[1] yp[-1] = 2.0 * dy[-1]/dx[-1] - yp[-2] return yp def stineman_interp(xi,x,y,yp=None): """ Given data vectors *x* and *y*, the slope vector *yp* and a new abscissa vector *xi*, the function :func:`stineman_interp` uses Stineman interpolation to calculate a vector *yi* corresponding to *xi*. Here's an example that generates a coarse sine curve, then interpolates over a finer abscissa:: x = linspace(0,2*pi,20); y = sin(x); yp = cos(x) xi = linspace(0,2*pi,40); yi = stineman_interp(xi,x,y,yp); plot(x,y,'o',xi,yi) The interpolation method is described in the article A CONSISTENTLY WELL BEHAVED METHOD OF INTERPOLATION by Russell W. Stineman. The article appeared in the July 1980 issue of Creative Computing with a note from the editor stating that while they were: not an academic journal but once in a while something serious and original comes in adding that this was "apparently a real solution" to a well known problem. For *yp* = *None*, the routine automatically determines the slopes using the :func:`slopes` routine. *x* is assumed to be sorted in increasing order. For values ``xi[j] < x[0]`` or ``xi[j] > x[-1]``, the routine tries an extrapolation. The relevance of the data obtained from this, of course, is questionable... Original implementation by Halldor Bjornsson, Icelandic Meteorolocial Office, March 2006 halldor at vedur.is Completely reworked and optimized for Python by Norbert Nemec, Institute of Theoretical Physics, University or Regensburg, April 2006 Norbert.Nemec at physik.uni-regensburg.de """ # Cast key variables as float. x=np.asarray(x, np.float_) y=np.asarray(y, np.float_) assert x.shape == y.shape N=len(y) if yp is None: yp = slopes(x,y) else: yp=np.asarray(yp, np.float_) xi=np.asarray(xi, np.float_) yi=np.zeros(xi.shape, np.float_) # calculate linear slopes dx = x[1:] - x[:-1] dy = y[1:] - y[:-1] s = dy/dx #note length of s is N-1 so last element is #N-2 # find the segment each xi is in # this line actually is the key to the efficiency of this implementation idx = np.searchsorted(x[1:-1], xi) # now we have generally: x[idx[j]] <= xi[j] <= x[idx[j]+1] # except at the boundaries, where it may be that xi[j] < x[0] or xi[j] > x[-1] # the y-values that would come out from a linear interpolation: sidx = s.take(idx) xidx = x.take(idx) yidx = y.take(idx) xidxp1 = x.take(idx+1) yo = yidx + sidx * (xi - xidx) # the difference that comes when using the slopes given in yp dy1 = (yp.take(idx)- sidx) * (xi - xidx) # using the yp slope of the left point dy2 = (yp.take(idx+1)-sidx) * (xi - xidxp1) # using the yp slope of the right point dy1dy2 = dy1*dy2 # The following is optimized for Python. The solution actually # does more calculations than necessary but exploiting the power # of numpy, this is far more efficient than coding a loop by hand # in Python yi = yo + dy1dy2 * np.choose(np.array(np.sign(dy1dy2), np.int32)+1, ((2*xi-xidx-xidxp1)/((dy1-dy2)*(xidxp1-xidx)), 0.0, 1/(dy1+dy2),)) return yi ################################################## # Code related to things in and around polygons ################################################## def inside_poly(points, verts): """ *points* is a sequence of *x*, *y* points. *verts* is a sequence of *x*, *y* vertices of a polygon. Return value is a sequence of indices into points for the points that are inside the polygon. """ res, = np.nonzero(nxutils.points_inside_poly(points, verts)) return res def poly_below(xmin, xs, ys): """ Given a sequence of *xs* and *ys*, return the vertices of a polygon that has a horizontal base at *xmin* and an upper bound at the *ys*. *xmin* is a scalar. Intended for use with :meth:`matplotlib.axes.Axes.fill`, eg:: xv, yv = poly_below(0, x, y) ax.fill(xv, yv) """ if ma.isMaskedArray(xs) or ma.isMaskedArray(ys): nx = ma else: nx = np xs = nx.asarray(xs) ys = nx.asarray(ys) Nx = len(xs) Ny = len(ys) assert(Nx==Ny) x = xmin*nx.ones(2*Nx) y = nx.ones(2*Nx) x[:Nx] = xs y[:Nx] = ys y[Nx:] = ys[::-1] return x, y def poly_between(x, ylower, yupper): """ Given a sequence of *x*, *ylower* and *yupper*, return the polygon that fills the regions between them. *ylower* or *yupper* can be scalar or iterable. If they are iterable, they must be equal in length to *x*. Return value is *x*, *y* arrays for use with :meth:`matplotlib.axes.Axes.fill`. """ if ma.isMaskedArray(ylower) or ma.isMaskedArray(yupper) or ma.isMaskedArray(x): nx = ma else: nx = np Nx = len(x) if not cbook.iterable(ylower): ylower = ylower*nx.ones(Nx) if not cbook.iterable(yupper): yupper = yupper*nx.ones(Nx) x = nx.concatenate( (x, x[::-1]) ) y = nx.concatenate( (yupper, ylower[::-1]) ) return x,y def is_closed_polygon(X): """ Tests whether first and last object in a sequence are the same. These are presumably coordinates on a polygonal curve, in which case this function tests if that curve is closed. """ return np.all(X[0] == X[-1]) def contiguous_regions(mask): """ return a list of (ind0, ind1) such that mask[ind0:ind1].all() is True and we cover all such regions TODO: this is a pure python implementation which probably has a much faster numpy impl """ in_region = None boundaries = [] for i, val in enumerate(mask): if in_region is None and val: in_region = i elif in_region is not None and not val: boundaries.append((in_region, i)) in_region = None if in_region is not None: boundaries.append((in_region, i+1)) return boundaries ################################################## # Vector and path length geometry calculations ################################################## def vector_lengths( X, P=2., axis=None ): """ Finds the length of a set of vectors in *n* dimensions. This is like the :func:`numpy.norm` function for vectors, but has the ability to work over a particular axis of the supplied array or matrix. Computes ``(sum((x_i)^P))^(1/P)`` for each ``{x_i}`` being the elements of *X* along the given axis. If *axis* is *None*, compute over all elements of *X*. """ X = np.asarray(X) return (np.sum(X**(P),axis=axis))**(1./P) def distances_along_curve( X ): """ Computes the distance between a set of successive points in *N* dimensions. Where *X* is an *M* x *N* array or matrix. The distances between successive rows is computed. Distance is the standard Euclidean distance. """ X = np.diff( X, axis=0 ) return vector_lengths(X,axis=1) def path_length(X): """ Computes the distance travelled along a polygonal curve in *N* dimensions. Where *X* is an *M* x *N* array or matrix. Returns an array of length *M* consisting of the distance along the curve at each point (i.e., the rows of *X*). """ X = distances_along_curve(X) return np.concatenate( (np.zeros(1), np.cumsum(X)) ) def quad2cubic(q0x, q0y, q1x, q1y, q2x, q2y): """ Converts a quadratic Bezier curve to a cubic approximation. The inputs are the *x* and *y* coordinates of the three control points of a quadratic curve, and the output is a tuple of *x* and *y* coordinates of the four control points of the cubic curve. """ # c0x, c0y = q0x, q0y c1x, c1y = q0x + 2./3. * (q1x - q0x), q0y + 2./3. * (q1y - q0y) c2x, c2y = c1x + 1./3. * (q2x - q0x), c1y + 1./3. * (q2y - q0y) # c3x, c3y = q2x, q2y return q0x, q0y, c1x, c1y, c2x, c2y, q2x, q2y
agpl-3.0
GoogleCloudPlatform/ml-on-gcp
example_zoo/tensorflow/probability/logistic_regression/trainer/logistic_regression.py
1
8774
# Copyright 2018 The TensorFlow Probability 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. # ============================================================================ """Trains a Bayesian logistic regression model on synthetic data.""" from __future__ import absolute_import from __future__ import division from __future__ import print_function from trainer.tfgfile_wrapper import tfgfile_wrapper import os # Dependency imports from absl import flags flags.DEFINE_string(name="job-dir", default="/tmp", help="AI Platform Training passes this to the training script.") from matplotlib import cm from matplotlib import figure from matplotlib.backends import backend_agg import numpy as np import tensorflow as tf import tensorflow_probability as tfp tfd = tfp.distributions flags.DEFINE_float("learning_rate", default=0.01, help="Initial learning rate.") flags.DEFINE_integer("max_steps", default=1500, help="Number of training steps to run.") flags.DEFINE_integer("batch_size", default=32, help="Batch size.") flags.DEFINE_string( "model_dir", default=os.path.join(os.getenv("TEST_TMPDIR", "/tmp"), "logistic_regression/"), help="Directory to put the model's fit.") flags.DEFINE_integer("num_examples", default=256, help="Number of datapoints to generate.") flags.DEFINE_integer("num_monte_carlo", default=50, help="Monte Carlo samples to visualize weight posterior.") FLAGS = flags.FLAGS def toy_logistic_data(num_examples, input_size=2, weights_prior_stddev=5.0): """Generates synthetic data for binary classification. Args: num_examples: The number of samples to generate (scalar Python `int`). input_size: The input space dimension (scalar Python `int`). weights_prior_stddev: The prior standard deviation of the weight vector. (scalar Python `float`). Returns: random_weights: Sampled weights as a Numpy `array` of shape `[input_size]`. random_bias: Sampled bias as a scalar Python `float`. design_matrix: Points sampled uniformly from the cube `[-1, 1]^{input_size}`, as a Numpy `array` of shape `(num_examples, input_size)`. labels: Labels sampled from the logistic model `p(label=1) = logistic(dot(features, random_weights) + random_bias)`, as a Numpy `int32` `array` of shape `(num_examples, 1)`. """ random_weights = weights_prior_stddev * np.random.randn(input_size) random_bias = np.random.randn() design_matrix = np.random.rand(num_examples, input_size) * 2 - 1 logits = np.reshape( np.dot(design_matrix, random_weights) + random_bias, (-1, 1)) p_labels = 1. / (1 + np.exp(-logits)) labels = np.int32(p_labels > np.random.rand(num_examples, 1)) return random_weights, random_bias, np.float32(design_matrix), labels @tfgfile_wrapper def visualize_decision(features, labels, true_w_b, candidate_w_bs, fname): """Utility method to visualize decision boundaries in R^2. Args: features: Input points, as a Numpy `array` of shape `[num_examples, 2]`. labels: Numpy `float`-like array of shape `[num_examples, 1]` giving a label for each point. true_w_b: A `tuple` `(w, b)` where `w` is a Numpy array of shape `[2]` and `b` is a scalar `float`, interpreted as a decision rule of the form `dot(features, w) + b > 0`. candidate_w_bs: Python `iterable` containing tuples of the same form as true_w_b. fname: The filename to save the plot as a PNG image (Python `str`). """ fig = figure.Figure(figsize=(6, 6)) canvas = backend_agg.FigureCanvasAgg(fig) ax = fig.add_subplot(1, 1, 1) ax.scatter(features[:, 0], features[:, 1], c=np.float32(labels[:, 0]), cmap=cm.get_cmap("binary"), edgecolors="k") def plot_weights(w, b, **kwargs): w1, w2 = w x1s = np.linspace(-1, 1, 100) x2s = -(w1 * x1s + b) / w2 ax.plot(x1s, x2s, **kwargs) for w, b in candidate_w_bs: plot_weights(w, b, alpha=1./np.sqrt(len(candidate_w_bs)), lw=1, color="blue") if true_w_b is not None: plot_weights(*true_w_b, lw=4, color="green", label="true separator") ax.set_xlim([-1.5, 1.5]) ax.set_ylim([-1.5, 1.5]) ax.legend() canvas.print_figure(fname, format="png") print("saved {}".format(fname)) def build_input_pipeline(x, y, batch_size): """Build a Dataset iterator for supervised classification. Args: x: Numpy `array` of features, indexed by the first dimension. y: Numpy `array` of labels, with the same first dimension as `x`. batch_size: Number of elements in each training batch. Returns: batch_features: `Tensor` feed features, of shape `[batch_size] + x.shape[1:]`. batch_labels: `Tensor` feed of labels, of shape `[batch_size] + y.shape[1:]`. """ training_dataset = tf.data.Dataset.from_tensor_slices((x, y)) training_batches = training_dataset.repeat().batch(batch_size) training_iterator = tf.compat.v1.data.make_one_shot_iterator(training_batches) batch_features, batch_labels = training_iterator.get_next() return batch_features, batch_labels def main(argv): del argv # unused if tf.io.gfile.exists(FLAGS.model_dir): tf.compat.v1.logging.warning( "Warning: deleting old log directory at {}".format(FLAGS.model_dir)) tf.io.gfile.rmtree(FLAGS.model_dir) tf.io.gfile.makedirs(FLAGS.model_dir) # Generate (and visualize) a toy classification dataset. w_true, b_true, x, y = toy_logistic_data(FLAGS.num_examples, 2) features, labels = build_input_pipeline(x, y, FLAGS.batch_size) # Define a logistic regression model as a Bernoulli distribution # parameterized by logits from a single linear layer. We use the Flipout # Monte Carlo estimator for the layer: this enables lower variance # stochastic gradients than naive reparameterization. with tf.compat.v1.name_scope("logistic_regression", values=[features]): layer = tfp.layers.DenseFlipout( units=1, activation=None, kernel_posterior_fn=tfp.layers.default_mean_field_normal_fn(), bias_posterior_fn=tfp.layers.default_mean_field_normal_fn()) logits = layer(features) labels_distribution = tfd.Bernoulli(logits=logits) # Compute the -ELBO as the loss, averaged over the batch size. neg_log_likelihood = -tf.reduce_mean( input_tensor=labels_distribution.log_prob(labels)) kl = sum(layer.losses) / FLAGS.num_examples elbo_loss = neg_log_likelihood + kl # Build metrics for evaluation. Predictions are formed from a single forward # pass of the probabilistic layers. They are cheap but noisy predictions. predictions = tf.cast(logits > 0, dtype=tf.int32) accuracy, accuracy_update_op = tf.compat.v1.metrics.accuracy( labels=labels, predictions=predictions) with tf.compat.v1.name_scope("train"): optimizer = tf.compat.v1.train.AdamOptimizer( learning_rate=FLAGS.learning_rate) train_op = optimizer.minimize(elbo_loss) init_op = tf.group(tf.compat.v1.global_variables_initializer(), tf.compat.v1.local_variables_initializer()) with tf.compat.v1.Session() as sess: sess.run(init_op) # Fit the model to data. for step in range(FLAGS.max_steps): _ = sess.run([train_op, accuracy_update_op]) if step % 100 == 0: loss_value, accuracy_value = sess.run([elbo_loss, accuracy]) print("Step: {:>3d} Loss: {:.3f} Accuracy: {:.3f}".format( step, loss_value, accuracy_value)) # Visualize some draws from the weights posterior. w_draw = layer.kernel_posterior.sample() b_draw = layer.bias_posterior.sample() candidate_w_bs = [] for _ in range(FLAGS.num_monte_carlo): w, b = sess.run((w_draw, b_draw)) candidate_w_bs.append((w, b)) visualize_decision(x, y, (w_true, b_true), candidate_w_bs, fname=os.path.join(FLAGS.model_dir, "weights_inferred.png")) if __name__ == "__main__": tf.compat.v1.app.run()
apache-2.0
videlec/sage-flatsurf
flatsurf/geometry/straight_line_trajectory.py
1
31149
from __future__ import absolute_import, print_function, division from six.moves import range, map, filter, zip from six import iteritems from collections import deque, defaultdict from .polygon import is_same_direction, line_intersection from .surface_objects import SaddleConnection # Vincent question: # using deque has the disadvantage of losing the initial points # ideally doig # my_line[i] # we should always access to the same element # I wanted to be able to flow backward thus inserting at the beginning of a list. # Perhaps it would be better to model this on a deque-like class that is indexed by # all integers rather than just the non-negative ones? Do you know of such # a class? Alternately, we could store an offset. def get_linearity_coeff(u, v): r""" Given the two 2-dimensional vectors ``u`` and ``v``, return ``a`` so that ``v = a*u`` If the vectors are not colinear, a ``ValueError`` is raised. EXAMPLES:: sage: from flatsurf.geometry.straight_line_trajectory import get_linearity_coeff sage: V = VectorSpace(QQ,2) sage: get_linearity_coeff(V((1,0)), V((2,0))) 2 sage: get_linearity_coeff(V((2,0)), V((1,0))) 1/2 sage: get_linearity_coeff(V((0,1)), V((0,2))) 2 sage: get_linearity_coeff(V((0,2)), V((0,1))) 1/2 sage: get_linearity_coeff(V((1,2)), V((-2,-4))) -2 sage: get_linearity_coeff(V((1,1)), V((-1,1))) Traceback (most recent call last): ... ValueError: non colinear """ if u[0]: a = v[0]/u[0] if v[1] != a*u[1]: raise ValueError("non colinear") return a elif v[0]: raise ValueError("non colinear") elif u[1]: return v[1]/u[1] else: raise ValueError("zero vector") class SegmentInPolygon: r""" Maximal segment in a polygon of a similarity surface EXAMPLES:: sage: from flatsurf import * sage: from flatsurf.geometry.straight_line_trajectory import SegmentInPolygon sage: s = similarity_surfaces.example() sage: v = s.tangent_vector(0, (1/3,-1/4), (0,1)) sage: SegmentInPolygon(v) Segment in polygon 0 starting at (1/3, -1/3) and ending at (1/3, 0) """ def __init__(self, start, end=None): if not end is None: # WARNING: here we assume that both start and end are on the # boundary self._start = start self._end = end else: self._end = start.forward_to_polygon_boundary() self._start = self._end.forward_to_polygon_boundary() def __eq__(self, other): return type(self) is type(other) and \ self._start == other._start and \ self._end == other._end def __ne__(self, other): return type(self) is not type(other) or \ self._start != other._start or \ self._end != other._end def __repr__(self): r""" TESTS:: sage: from flatsurf import * sage: from flatsurf.geometry.straight_line_trajectory import SegmentInPolygon sage: s = similarity_surfaces.example() sage: v = s.tangent_vector(0, (0,0), (3,-1)) sage: SegmentInPolygon(v) Segment in polygon 0 starting at (0, 0) and ending at (2, -2/3) """ return "Segment in polygon {} starting at {} and ending at {}".format( self.polygon_label(), self.start().point(), self.end().point()) def start(self): r""" Return the tangent vector associated to the start of a trajectory pointed forward. """ return self._start def start_is_singular(self): return self._start.is_based_at_singularity() def end(self): r""" Return a TangentVector associated to the end of a trajectory, pointed backward. """ return self._end def end_is_singular(self): return self._end.is_based_at_singularity() def is_edge(self): if not self.start_is_singular() or not self.end_is_singular(): return False vv=self.start().vector() vertex=self.start().vertex() ww=self.start().polygon().edge(vertex) from flatsurf.geometry.polygon import is_same_direction return is_same_direction(vv,ww) def edge(self): if not self.is_edge(): raise ValueError("Segment asked for edge when not an edge") return self.start().vertex() def polygon_label(self): return self._start.polygon_label() def invert(self): return SegmentInPolygon(self._end, self._start) def next(self): r""" Return the next segment obtained by continuing straight through the end point. EXAMPLES:: sage: from flatsurf import * sage: from flatsurf.geometry.straight_line_trajectory import SegmentInPolygon sage: s = similarity_surfaces.example() sage: s.polygon(0) Polygon: (0, 0), (2, -2), (2, 0) sage: s.polygon(1) Polygon: (0, 0), (2, 0), (1, 3) sage: v = s.tangent_vector(0, (0,0), (3,-1)) sage: seg = SegmentInPolygon(v) sage: seg Segment in polygon 0 starting at (0, 0) and ending at (2, -2/3) sage: seg.next() Segment in polygon 1 starting at (2/3, 2) and ending at (14/9, 4/3) """ if self.end_is_singular(): raise ValueError("Cannot continue from singularity") return SegmentInPolygon(self._end.invert()) def previous(self): if self.end_is_singular(): raise ValueError("Cannot continue from singularity") return SegmentInPolygon(self._start.invert()).invert() # DEPRECATED STUFF THAT WILL BE REMOVED def start_point(self): from sage.misc.superseded import deprecation deprecation(1, "do not use start_point but start().point()") return self._start.point() def start_direction(self): from sage.misc.superseded import deprecation deprecation(1, "do not use start_direction but start().vector()") return self._start.vector() def end_point(self): from sage.misc.superseded import deprecation deprecation(1, "do not use end_point but end().point()") return self._end.point() def end_direction(self): from sage.misc.superseded import deprecation deprecation(1, "do not use end_direction but end().vector()") return self._end.vector() class AbstractStraightLineTrajectory: r""" You need to implement: - ``def segment(self, i)`` - ``def segments(self)`` """ def surface(self): raise NotImplementedError def __repr__(self): start = self.segment(0).start() end = self.segment(-1).end() return "Straight line trajectory made of {} segments from {} in polygon {} to {} in polygon {}".format( self.combinatorial_length(), start.point(), start.polygon_label(), end.point(), end.polygon_label()) def plot(self, *args, **options): r""" Plot this trajectory by converting to a graphical trajectory. If any arguments are provided in `*args` it must be only one argument containing a GraphicalSurface. The keyword arguments in `**options` are passed on to :func:`GraphicalStraightLineTrajectory.plot`. EXAMPLES:: sage: from flatsurf import * sage: T = translation_surfaces.square_torus() sage: v = T.tangent_vector(0, (0,0), (5,7)) sage: L = v.straight_line_trajectory() sage: L.plot() # not tested (problem with matplotlib font caches on Travis) Graphics object consisting of 1 graphics primitive sage: L.plot(color='red') # not tested (problem with matplotlib font caches on Travis) Graphics object consisting of 1 graphics primitive """ if len(args) > 1: raise ValueError("SimilaritySurface.plot() can take at most one non-keyword argument.") if len(args)==1: from flatsurf.graphical.surface import GraphicalSurface if not isinstance(args[0], GraphicalSurface): raise ValueError("If an argument is provided, it must be a GraphicalSurface.") return self.graphical_trajectory(graphical_surface = args[0]).plot(**options) return self.graphical_trajectory().plot(**options) def graphical_trajectory(self, graphical_surface=None, **options): r""" Returns a ``GraphicalStraightLineTrajectory`` corresponding to this trajectory in the provided ``GraphicalSurface``. """ from flatsurf.graphical.straight_line_trajectory import GraphicalStraightLineTrajectory if graphical_surface is None: graphical_surface = self.surface().graphical_surface() return GraphicalStraightLineTrajectory(self, graphical_surface, **options) def cylinder(self): r""" If this is a closed orbit, return the associated maximal cylinder. Raises a ValueError if this trajectory is not closed. EXAMPLES:: sage: from flatsurf import * sage: s = translation_surfaces.regular_octagon() sage: v = s.tangent_vector(0,(1/2,0),(sqrt(2),1)) sage: traj = v.straight_line_trajectory() sage: traj.flow(4) sage: traj.is_closed() True sage: cyl = traj.cylinder() sage: cyl.area() # a = sqrt(2) a + 1 sage: cyl.holonomy() (3*a + 4, 2*a + 3) sage: cyl.edges() (2, 3, 3, 2, 4) """ # Note may not be defined. if not self.is_closed(): raise ValueError("Cylinder is only defined for closed straight-line trajectories.") from .surface_objects import Cylinder coding = self.coding() label = coding[0][0] edges = [ e for l,e in coding[1:] ] edges.append(self.surface().opposite_edge(coding[0][0],coding[0][1])[1]) return Cylinder(self.surface(), label, edges) def coding(self, alphabet=None): r""" Return the coding of this trajectory with respect to the sides of the polygons INPUT: - ``alphabet`` -- an optional dictionary ``(lab,nb) -> letter``. If some labels are avoided then these crossings are ignored. EXAMPLES:: sage: from flatsurf import * sage: t = translation_surfaces.square_torus() sage: v = t.tangent_vector(0, (1/2,0), (5,6)) sage: l = v.straight_line_trajectory() sage: alphabet = {(0,0): 'a', (0,1): 'b', (0,2):'a', (0,3): 'b'} sage: l.coding() [(0, 0), (0, 1)] sage: l.coding(alphabet) ['a', 'b'] sage: l.flow(10); l.flow(-10) sage: l.coding() [(0, 2), (0, 1), (0, 2), (0, 1), (0, 2), (0, 1), (0, 2), (0, 1), (0, 2)] sage: print(''.join(l.coding(alphabet))) ababababa sage: v = t.tangent_vector(0, (1/2,0), (7,13)) sage: l = v.straight_line_trajectory() sage: l.flow(10); l.flow(-10) sage: print(''.join(l.coding(alphabet))) aabaabaababaabaabaab For a closed trajectory, the last label (corresponding also to the starting point) is not considered:: sage: v = t.tangent_vector(0, (1/5,1/7), (1,1)) sage: l = v.straight_line_trajectory() sage: l.flow(10) sage: l.is_closed() True sage: l.coding(alphabet) ['a', 'b'] Check that the saddle connections that are obtained in the torus get the expected coding:: sage: for _ in range(10): ....: x = ZZ.random_element(1,30) ....: y = ZZ.random_element(1,30) ....: x,y = x/gcd(x,y), y/gcd(x,y) ....: v = t.tangent_vector(0, (0,0), (x,y)) ....: l = v.straight_line_trajectory() ....: l.flow(200); l.flow(-200) ....: w = ''.join(l.coding(alphabet)) ....: assert Word(w+'ab'+w).is_balanced() ....: assert Word(w+'ba'+w).is_balanced() ....: assert w.count('a') == y-1 ....: assert w.count('b') == x-1 """ ans = [] segments = self.segments() s = segments[0] start = s.start() if start._position._position_type == start._position.EDGE_INTERIOR: p = s.polygon_label() e = start._position.get_edge() lab = (p,e) if alphabet is None else alphabet.get((p,e)) if lab is not None: ans.append(lab) for i in range(len(segments)-1): s = segments[i] end = s.end() p = s.polygon_label() e = end._position.get_edge() lab = (p,e) if alphabet is None else alphabet.get((p,e)) if lab is not None: ans.append(lab) s = segments[-1] end = s.end() if end._position._position_type == end._position.EDGE_INTERIOR and \ end.invert() != start: p = s.polygon_label() e = end._position.get_edge() lab = (p,e) if alphabet is None else alphabet.get((p,e)) if lab is not None: ans.append(lab) return ans def initial_tangent_vector(self): return self.segment(0).start() def terminal_tangent_vector(self): return self.segment(-1).end() def intersects(self, traj, count_singularities = False): r""" Return true if this trajectory intersects the other trajectory. """ try: next(self.intersections(traj, count_singularities = count_singularities)) except StopIteration: return False return True def intersections(self, traj, count_singularities = False, include_segments = False): r""" Return the set of SurfacePoints representing the intersections of this trajectory with the provided trajectory or SaddleConnection. Singularities will be included only if count_singularities is set to True. If include_segments is True, it iterates over triples consisting of the SurfacePoint, and two sets. The first set consists of segments of this trajectory that contain the point and the second set consists of segments of traj that contain the point. EXAMPLES:: sage: from flatsurf import * sage: s=translation_surfaces.square_torus() sage: traj1 = s.tangent_vector(0,(1/2,0),(1,1)).straight_line_trajectory() sage: traj1.flow(3) sage: traj1.is_closed() True sage: traj2 = s.tangent_vector(0,(1/2,0),(-1,1)).straight_line_trajectory() sage: traj2.flow(3) sage: traj2.is_closed() True sage: sum(1 for _ in traj1.intersections(traj2)) 2 """ # Partition the segments making up the trajectories by label. if isinstance(traj,SaddleConnection): traj = traj.trajectory() lab_to_seg1 = {} for seg1 in self.segments(): label = seg1.polygon_label() if label in lab_to_seg1: lab_to_seg1[label].append(seg1) else: lab_to_seg1[label] = [seg1] lab_to_seg2 = {} for seg2 in traj.segments(): label = seg2.polygon_label() if label in lab_to_seg2: lab_to_seg2[label].append(seg2) else: lab_to_seg2[label] = [seg2] intersection_points = set() if include_segments: segments={} for label,seg_list_1 in iteritems(lab_to_seg1): if label in lab_to_seg2: seg_list_2 = lab_to_seg2[label] for seg1 in seg_list_1: for seg2 in seg_list_2: x = line_intersection(seg1.start().point(), seg1.start().point()+seg1.start().vector(), seg2.start().point(), seg2.start().point()+seg2.start().vector()) if x is not None: pos = self._s.polygon(seg1.polygon_label()).get_point_position(x) if pos.is_inside() and (count_singularities or not pos.is_vertex()): new_point = self._s.surface_point(seg1.polygon_label(),x) if new_point not in intersection_points: intersection_points.add(new_point) if include_segments: segments[new_point]=({seg1},{seg2}) else: yield new_point elif include_segments: segments[new_point][0].append(seg1) segments[new_point][1].append(seg2) if include_segments: for x in iteritems(segments): yield x class StraightLineTrajectory(AbstractStraightLineTrajectory): r""" Straight-line trajectory in a similarity surface. EXAMPLES:: # Demonstrate the handling of edges sage: from flatsurf import * sage: from flatsurf.geometry.straight_line_trajectory import StraightLineTrajectory sage: p = SymmetricGroup(2)('(1,2)') sage: s = translation_surfaces.origami(p,p) sage: traj = StraightLineTrajectory(s.tangent_vector(1,(0,0),(1,0))) sage: traj Straight line trajectory made of 1 segments from (0, 0) in polygon 1 to (1, 1) in polygon 2 sage: traj.is_saddle_connection() True sage: traj2 = StraightLineTrajectory(s.tangent_vector(1,(0,0),(0,1))) sage: traj2 Straight line trajectory made of 1 segments from (1, 0) in polygon 2 to (0, 1) in polygon 1 sage: traj2.is_saddle_connection() True """ def __init__(self, tangent_vector): self._segments = deque() seg = SegmentInPolygon(tangent_vector) self._segments.append(seg) self._setup_forward() self._setup_backward() self._s=tangent_vector.surface() def surface(self): return self._s def segment(self, i): r""" EXAMPLES:: sage: from flatsurf import * sage: O = translation_surfaces.regular_octagon() sage: v = O.tangent_vector(0, (1,1), (33,45)) sage: L = v.straight_line_trajectory() sage: L.segment(0) Segment in polygon 0 starting at (4/15, 0) and ending at (11/26*a + 1, 15/26*a + 1) sage: L.flow(-1) sage: L.segment(0) Segment in polygon 0 starting at (-1/2*a, 7/22*a + 7/11) and ending at (4/15, a + 1) sage: L.flow(1) sage: L.segment(2) Segment in polygon 0 starting at (-1/13*a, 1/13*a) and ending at (9/26*a + 11/13, 17/26*a + 15/13) """ return self.segments()[i] def combinatorial_length(self): return len(self.segments()) def segments(self): return self._segments def _setup_forward(self): v = self.terminal_tangent_vector() if v.is_based_at_singularity(): self._forward = None else: self._forward = v.invert() def _setup_backward(self): v = self.initial_tangent_vector() if v.is_based_at_singularity(): self._backward = None else: self._backward = v.invert() def is_forward_separatrix(self): return self._forward is None def is_backward_separatrix(self): return self._backward is None def is_saddle_connection(self): return (self._forward is None) and (self._backward is None) def is_closed(self): r""" Test whether this is a closed trajectory. By convention, by a closed trajectory we mean a trajectory without any singularities. .. SEEALSO:: :meth:`is_saddle_connection` EXAMPLES: An example in a cone surface covered by the torus:: sage: from flatsurf import * sage: p = polygons.square() sage: s = Surface_list(base_ring=p.base_ring()) sage: s.add_polygon(p,[(0,3),(0,2),(0,1),(0,0)]) 0 sage: s.set_immutable() sage: t = RationalConeSurface(s) sage: v = t.tangent_vector(0, (1/2,0), (1/3,7/5)) sage: l = v.straight_line_trajectory() sage: l.is_closed() False sage: l.flow(100) sage: l.is_closed() True sage: v = t.tangent_vector(0, (1/2,0), (1/3,2/5)) sage: l = v.straight_line_trajectory() sage: l.flow(100) sage: l.is_closed() False sage: l.is_saddle_connection() False sage: l.flow(-100) sage: l.is_saddle_connection() True """ return (not self.is_forward_separatrix()) and \ self._forward.differs_by_scaling(self.initial_tangent_vector()) def flow(self, steps): r""" Append or preprend segments to the trajectory. If steps is positive, attempt to append this many segments. If steps is negative, attempt to prepend this many segments. Will fail gracefully the trajectory hits a singularity or closes up. EXAMPLES:: sage: from flatsurf import * sage: s = similarity_surfaces.example() sage: v = s.tangent_vector(0, (1,-1/2), (3,-1)) sage: traj = v.straight_line_trajectory() sage: traj Straight line trajectory made of 1 segments from (1/4, -1/4) in polygon 0 to (2, -5/6) in polygon 0 sage: traj.flow(1) sage: traj Straight line trajectory made of 2 segments from (1/4, -1/4) in polygon 0 to (61/36, 11/12) in polygon 1 sage: traj.flow(-1) sage: traj Straight line trajectory made of 3 segments from (15/16, 45/16) in polygon 1 to (61/36, 11/12) in polygon 1 """ while steps>0 and \ (not self.is_forward_separatrix()) and \ (not self.is_closed()): self._segments.append(SegmentInPolygon(self._forward)) self._setup_forward() steps -= 1 while steps<0 and \ (not self.is_backward_separatrix()) and \ (not self.is_closed()): self._segments.appendleft(SegmentInPolygon(self._backward).invert()) self._setup_backward() steps += 1 class StraightLineTrajectoryTranslation(AbstractStraightLineTrajectory): r""" Straight line trajectory in a translation surface. This is similar to :class:`StraightLineTrajectory` but implemented using interval exchange maps. It should be faster than the implementation via segments and flowing in polygons. This class only stores a list of triples ``(p, e, x)`` where: - ``p`` is a label of a polygon - ``e`` is the number of some edge in ``p`` - ``x`` is the position of the point in ``e`` (be careful that it is not necessarily a number between 0 and 1. It is given relatively to the length of the induced interval in the iet) (see the methods :meth:`_prev` and :meth:`_next`) """ def __init__(self, tangent_vector): t = tangent_vector.polygon_label() self._vector = tangent_vector.vector() self._s = tangent_vector.surface() seg = SegmentInPolygon(tangent_vector) if seg.is_edge(): self._points = None self._edge = seg return start = seg.start() pos = start._position if pos._position_type == pos.EDGE_INTERIOR: i = pos.get_edge() elif pos._position_type == pos.VERTEX: i = pos.get_vertex() else: raise RuntimeError("PROBLEM!") p = start.polygon_label() poly = self._s.polygon(p) T = self._get_iet(p) x = get_linearity_coeff(poly.vertex(i+1) - poly.vertex(i), start.point() - poly.vertex(i)) x *= T.length_bot(i) self._points = deque() # we store triples (lab, edge, rel_pos) self._points.append((p, i, x)) def _next(self, p, e, x): r""" Return the image of ``(p, e, x)`` EXAMPLES:: sage: from flatsurf import * sage: from flatsurf.geometry.straight_line_trajectory import StraightLineTrajectoryTranslation sage: S = SymmetricGroup(3) sage: r = S('(1,2)') sage: u = S('(1,3)') sage: o = translation_surfaces.origami(r,u) sage: v = o.tangent_vector(1, (1/3,1/7), (5,13)) sage: L = StraightLineTrajectoryTranslation(v) sage: t0 = (1,0,1/3) sage: t1 = L._next(*t0) sage: t2 = L._next(*t1) sage: t0,t1,t2 ((1, 0, 1/3), (3, 0, 16/3), (1, 0, 31/3)) sage: assert L._previous(*t2) == t1 sage: assert L._previous(*t1) == t0 """ e, x = self._get_iet(p).forward_image(e, x) p, e = self._s.opposite_edge(p, e) return (p, e, x) def _previous(self, p, e, x): r""" Return the preimage of ``(p, e, x)`` """ p, e = self._s.opposite_edge(p, e) e, x = self._get_iet(p).backward_image(e, x) return (p, e, x) def combinatorial_length(self): if self._points is None: return 1 return len(self._points) def _get_iet(self, label): polygon = self._s.polygon(label) try: return self._iets[polygon] except AttributeError: self._iets = {polygon: polygon.flow_map(self._vector)} except KeyError: self._iets[polygon] = polygon.flow_map(self._vector) return self._iets[polygon] def segment(self, i): r""" EXAMPLES:: sage: from flatsurf import * sage: from flatsurf.geometry.straight_line_trajectory import StraightLineTrajectoryTranslation sage: O = translation_surfaces.regular_octagon() sage: v = O.tangent_vector(0, (1,1), (33,45)) sage: L = StraightLineTrajectoryTranslation(v) sage: L.segment(0) Segment in polygon 0 starting at (4/15, 0) and ending at (11/26*a + 1, 15/26*a + 1) sage: L.flow(-1) sage: L.segment(0) Segment in polygon 0 starting at (-1/2*a, 7/22*a + 7/11) and ending at (4/15, a + 1) sage: L.flow(1) sage: L.segment(2) Segment in polygon 0 starting at (-1/13*a, 1/13*a) and ending at (9/26*a + 11/13, 17/26*a + 15/13) """ if self._points is None: return self._edge lab, e0, x0 = self._points[i] iet = self._get_iet(lab) e1, x1 = iet.forward_image(e0, x0) poly = self._s.polygon(lab) l0 = iet.length_bot(e0) l1 = iet.length_top(e1) point0 = poly.vertex(e0) + poly.edge(e0) * x0/l0 point1 = poly.vertex(e1) + poly.edge(e1) * (l1-x1)/l1 v0 = self._s.tangent_vector(lab, point0, self._vector, ring=self._vector.base_ring()) v1 = self._s.tangent_vector(lab, point1, -self._vector, ring=self._vector.base_ring()) return SegmentInPolygon(v0,v1) def segments(self): r""" EXAMPLES:: sage: from flatsurf import * sage: from flatsurf.geometry.straight_line_trajectory import StraightLineTrajectoryTranslation sage: s = translation_surfaces.square_torus() sage: v = s.tangent_vector(0, (0,0), (1,1+AA(5).sqrt()), ring=AA) sage: L = StraightLineTrajectoryTranslation(v) sage: L.flow(2) sage: L.segments() [Segment in polygon 0 starting at (0, 0) and ending at (0.3090169943749474?, 1), Segment in polygon 0 starting at (0.3090169943749474?, 0) and ending at (0.618033988749895?, 1), Segment in polygon 0 starting at (0.618033988749895?, 0) and ending at (0.9270509831248423?, 1)] """ return [self.segment(i) for i in range(self.combinatorial_length())] def is_closed(self): if self._points is None: raise NotImplementedError return self._points[0] == self._next(*self._points[-1]) def is_forward_separatrix(self): if self._points is None: return True p1,e1,x1 = self._next(*self._points[-1]) return x1.is_zero() def is_backward_separatrix(self): return self._points is None or self._points[0][2].is_zero() def is_saddle_connection(self): r""" EXAMPLES:: sage: from flatsurf import * sage: from flatsurf.geometry.straight_line_trajectory import StraightLineTrajectoryTranslation sage: torus = translation_surfaces.square_torus() sage: v = torus.tangent_vector(0, (1/2,1/2), (1,1)) sage: S = StraightLineTrajectoryTranslation(v) sage: S.is_saddle_connection() True sage: v = torus.tangent_vector(0, (1/3,2/3), (1,2)) sage: S = StraightLineTrajectoryTranslation(v) sage: S.is_saddle_connection() False sage: S.flow(1) sage: S.is_saddle_connection() True """ return self._points is None or (self.is_forward_separatrix() and self.is_backward_separatrix()) def flow(self, steps): if self._points is None: return if steps > 0: t = self._points[-1] for i in range(steps): t = self._next(*t) if t == self._points[0] or t[2].is_zero(): break self._points.append(t) elif steps < 0: t = self._points[0] for i in range(-steps): if t[2].is_zero(): break t = self._previous(*t) if t == self._points[-1]: # closed curve or backward separatrix break self._points.appendleft(t)
gpl-2.0
mlyundin/scikit-learn
examples/linear_model/plot_sgd_loss_functions.py
249
1095
""" ========================== SGD: convex loss functions ========================== A plot that compares the various convex loss functions supported by :class:`sklearn.linear_model.SGDClassifier` . """ print(__doc__) import numpy as np import matplotlib.pyplot as plt def modified_huber_loss(y_true, y_pred): z = y_pred * y_true loss = -4 * z loss[z >= -1] = (1 - z[z >= -1]) ** 2 loss[z >= 1.] = 0 return loss xmin, xmax = -4, 4 xx = np.linspace(xmin, xmax, 100) plt.plot([xmin, 0, 0, xmax], [1, 1, 0, 0], 'k-', label="Zero-one loss") plt.plot(xx, np.where(xx < 1, 1 - xx, 0), 'g-', label="Hinge loss") plt.plot(xx, -np.minimum(xx, 0), 'm-', label="Perceptron loss") plt.plot(xx, np.log2(1 + np.exp(-xx)), 'r-', label="Log loss") plt.plot(xx, np.where(xx < 1, 1 - xx, 0) ** 2, 'b-', label="Squared hinge loss") plt.plot(xx, modified_huber_loss(xx, 1), 'y--', label="Modified Huber loss") plt.ylim((0, 8)) plt.legend(loc="upper right") plt.xlabel(r"Decision function $f(x)$") plt.ylabel("$L(y, f(x))$") plt.show()
bsd-3-clause
treycausey/scikit-learn
examples/neighbors/plot_species_kde.py
9
4043
""" ================================================ Kernel Density Estimate of Species Distributions ================================================ This shows an example of a neighbors-based query (in particular a kernel density estimate) on geospatial data, using a Ball Tree built upon the Haversine distance metric -- i.e. distances over points in latitude/longitude. The dataset is provided by Phillips et. al. (2006). If available, the example uses `basemap <http://matplotlib.sourceforge.net/basemap/doc/html/>`_ to plot the coast lines and national boundaries of South America. This example does not perform any learning over the data (see :ref:`example_applications_plot_species_distribution_modeling.py` for an example of classification based on the attributes in this dataset). It simply shows the kernel density estimate of observed data points in geospatial coordinates. The two species are: - `"Bradypus variegatus" <http://www.iucnredlist.org/apps/redlist/details/3038/0>`_ , the Brown-throated Sloth. - `"Microryzomys minutus" <http://www.iucnredlist.org/apps/redlist/details/13408/0>`_ , also known as the Forest Small Rice Rat, a rodent that lives in Peru, Colombia, Ecuador, Peru, and Venezuela. References ---------- * `"Maximum entropy modeling of species geographic distributions" <http://www.cs.princeton.edu/~schapire/papers/ecolmod.pdf>`_ S. J. Phillips, R. P. Anderson, R. E. Schapire - Ecological Modelling, 190:231-259, 2006. """ # Author: Jake Vanderplas <[email protected]> # # License: BSD 3 clause import numpy as np import matplotlib.pyplot as plt from sklearn.datasets import fetch_species_distributions from sklearn.datasets.species_distributions import construct_grids from sklearn.neighbors import KernelDensity # if basemap is available, we'll use it. # otherwise, we'll improvise later... try: from mpl_toolkits.basemap import Basemap basemap = True except ImportError: basemap = False # Get matrices/arrays of species IDs and locations data = fetch_species_distributions() species_names = ['Bradypus Variegatus', 'Microryzomys Minutus'] Xtrain = np.vstack([data['train']['dd lat'], data['train']['dd long']]).T ytrain = np.array([d.startswith('micro') for d in data['train']['species']], dtype='int') Xtrain *= np.pi / 180. # Convert lat/long to radians # Set up the data grid for the contour plot xgrid, ygrid = construct_grids(data) X, Y = np.meshgrid(xgrid[::5], ygrid[::5][::-1]) land_reference = data.coverages[6][::5, ::5] land_mask = (land_reference > -9999).ravel() xy = np.vstack([Y.ravel(), X.ravel()]).T xy = xy[land_mask] xy *= np.pi / 180. # Plot map of South America with distributions of each species fig = plt.figure() fig.subplots_adjust(left=0.05, right=0.95, wspace=0.05) for i in range(2): plt.subplot(1, 2, i + 1) # construct a kernel density estimate of the distribution print(" - computing KDE in spherical coordinates") kde = KernelDensity(bandwidth=0.04, metric='haversine', kernel='gaussian', algorithm='ball_tree') kde.fit(Xtrain[ytrain == i]) # evaluate only on the land: -9999 indicates ocean Z = -9999 + np.zeros(land_mask.shape[0]) Z[land_mask] = np.exp(kde.score_samples(xy)) Z = Z.reshape(X.shape) # plot contours of the density levels = np.linspace(0, Z.max(), 25) plt.contourf(X, Y, Z, levels=levels, cmap=plt.cm.Reds) if basemap: print(" - plot coastlines using basemap") m = Basemap(projection='cyl', llcrnrlat=Y.min(), urcrnrlat=Y.max(), llcrnrlon=X.min(), urcrnrlon=X.max(), resolution='c') m.drawcoastlines() m.drawcountries() else: print(" - plot coastlines from coverage") plt.contour(X, Y, land_reference, levels=[-9999], colors="k", linestyles="solid") plt.xticks([]) plt.yticks([]) plt.title(species_names[i]) plt.show()
bsd-3-clause
xiaolonw/fast-rcnn-backup
lib/roi_data_layer/minibatch.py
3
7887
# -------------------------------------------------------- # Fast R-CNN # Copyright (c) 2015 Microsoft # Licensed under The MIT License [see LICENSE for details] # Written by Ross Girshick # -------------------------------------------------------- """Compute minibatch blobs for training a Fast R-CNN network.""" import numpy as np import numpy.random as npr import cv2 from fast_rcnn.config import cfg from utils.blob import prep_im_for_blob, im_list_to_blob from IPython.core.debugger import Tracer def get_minibatch(roidb, num_classes, num_data): """Given a roidb, construct a minibatch sampled from it.""" num_images = len(roidb) # Sample random scales to use for each image in this batch random_scale_inds = npr.randint(0, high=len(cfg.TRAIN.SCALES), size=num_images) assert(cfg.TRAIN.BATCH_SIZE % num_images == 0), \ 'num_images ({}) must divide BATCH_SIZE ({})'. \ format(num_images, cfg.TRAIN.BATCH_SIZE) rois_per_image = cfg.TRAIN.BATCH_SIZE / num_images fg_rois_per_image = np.round(cfg.TRAIN.FG_FRACTION * rois_per_image) # Get the input image blob, formatted for caffe im_scales = None; im_blob = []; for data_i in xrange(num_data): im_blob_i, im_scales_i = _get_image_blob(roidb, random_scale_inds, data_i) if im_scales is None: im_scales = im_scales_i else: assert(im_scales == im_scales_i), 'im_scales are different between different data sources' im_blob.append(im_blob_i) # Now, build the region of interest and label blobs rois_blob = np.zeros((0, 5), dtype=np.float32) labels_blob = np.zeros((0), dtype=np.float32) bbox_targets_blob = np.zeros((0, 4 * num_classes), dtype=np.float32) bbox_loss_blob = np.zeros(bbox_targets_blob.shape, dtype=np.float32) # all_overlaps = [] for im_i in xrange(num_images): labels, overlaps, im_rois, bbox_targets, bbox_loss \ = _sample_rois(roidb[im_i], fg_rois_per_image, rois_per_image, num_classes) # Add to RoIs blob rois = _project_im_rois(im_rois, im_scales[im_i]) batch_ind = im_i * np.ones((rois.shape[0], 1)) rois_blob_this_image = np.hstack((batch_ind, rois)) rois_blob = np.vstack((rois_blob, rois_blob_this_image)) # Add to labels, bbox targets, and bbox loss blobs labels_blob = np.hstack((labels_blob, labels)) bbox_targets_blob = np.vstack((bbox_targets_blob, bbox_targets)) bbox_loss_blob = np.vstack((bbox_loss_blob, bbox_loss)) # all_overlaps = np.hstack((all_overlaps, overlaps)) # For debug visualizations # _vis_minibatch(im_blob, rois_blob, labels_blob, all_overlaps) blobs = {'data': im_blob[0], 'rois': rois_blob, 'labels': labels_blob} for i in xrange(1, num_data): blobs['data_{:d}'.format(i)] = im_blob[i] assert(im_blob[0].shape == im_blob[i].shape), "images do not have the same size" if cfg.TRAIN.BBOX_REG: blobs['bbox_targets'] = bbox_targets_blob blobs['bbox_loss_weights'] = bbox_loss_blob return blobs def _sample_rois(roidb, fg_rois_per_image, rois_per_image, num_classes): """Generate a random sample of RoIs comprising foreground and background examples. """ # label = class RoI has max overlap with labels = roidb['max_classes'] overlaps = roidb['max_overlaps'] rois = roidb['boxes'] # Select foreground RoIs as those with >= FG_THRESH overlap fg_inds = np.where(overlaps >= cfg.TRAIN.FG_THRESH)[0] # Guard against the case when an image has fewer than fg_rois_per_image # foreground RoIs fg_rois_per_this_image = np.minimum(fg_rois_per_image, fg_inds.size) # Sample foreground regions without replacement if fg_inds.size > 0: fg_inds = npr.choice(fg_inds, size=fg_rois_per_this_image, replace=False) # Select background RoIs as those within [BG_THRESH_LO, BG_THRESH_HI) bg_inds = np.where((overlaps < cfg.TRAIN.BG_THRESH_HI) & (overlaps >= cfg.TRAIN.BG_THRESH_LO))[0] # Compute number of background RoIs to take from this image (guarding # against there being fewer than desired) bg_rois_per_this_image = rois_per_image - fg_rois_per_this_image bg_rois_per_this_image = np.minimum(bg_rois_per_this_image, bg_inds.size) # Sample foreground regions without replacement if bg_inds.size > 0: bg_inds = npr.choice(bg_inds, size=bg_rois_per_this_image, replace=False) # The indices that we're selecting (both fg and bg) keep_inds = np.append(fg_inds, bg_inds) # Select sampled values from various arrays: labels = labels[keep_inds] # Clamp labels for the background RoIs to 0 labels[fg_rois_per_this_image:] = 0 overlaps = overlaps[keep_inds] rois = rois[keep_inds] bbox_targets, bbox_loss_weights = \ _get_bbox_regression_labels(roidb['bbox_targets'][keep_inds, :], num_classes) return labels, overlaps, rois, bbox_targets, bbox_loss_weights def _get_image_blob(roidb, scale_inds, data_i): """Builds an input blob from the images in the roidb at the specified scales. """ num_images = len(roidb) processed_ims = [] im_scales = [] for i in xrange(num_images): im = cv2.imread(roidb[i]['image'][data_i]) if roidb[i]['flipped']: im = im[:, ::-1, :] target_size = cfg.TRAIN.SCALES[scale_inds[i]] im, im_scale = prep_im_for_blob(im, cfg.PIXEL_MEANS, target_size, cfg.TRAIN.MAX_SIZE) im_scales.append(im_scale) processed_ims.append(im) # Create a blob to hold the input images blob = im_list_to_blob(processed_ims) return blob, im_scales def _project_im_rois(im_rois, im_scale_factor): """Project image RoIs into the rescaled training image.""" rois = im_rois * im_scale_factor return rois def _get_bbox_regression_labels(bbox_target_data, num_classes): """Bounding-box regression targets are stored in a compact form in the roidb. This function expands those targets into the 4-of-4*K representation used by the network (i.e. only one class has non-zero targets). The loss weights are similarly expanded. Returns: bbox_target_data (ndarray): N x 4K blob of regression targets bbox_loss_weights (ndarray): N x 4K blob of loss weights """ clss = bbox_target_data[:, 0] bbox_targets = np.zeros((clss.size, 4 * num_classes), dtype=np.float32) bbox_loss_weights = np.zeros(bbox_targets.shape, dtype=np.float32) inds = np.where(clss > 0)[0] for ind in inds: cls = clss[ind] start = 4 * cls end = start + 4 bbox_targets[ind, start:end] = bbox_target_data[ind, 1:] bbox_loss_weights[ind, start:end] = [1., 1., 1., 1.] return bbox_targets, bbox_loss_weights def _vis_minibatch(im_blob, rois_blob, labels_blob, overlaps): """Visualize a mini-batch for debugging.""" import matplotlib.pyplot as plt for i in xrange(rois_blob.shape[0]): rois = rois_blob[i, :] im_ind = rois[0] roi = rois[1:] im = im_blob[im_ind, :, :, :].transpose((1, 2, 0)).copy() im += cfg.PIXEL_MEANS im = im[:, :, (2, 1, 0)] im = im.astype(np.uint8) cls = labels_blob[i] plt.imshow(im) print 'class: ', cls, ' overlap: ', overlaps[i] plt.gca().add_patch( plt.Rectangle((roi[0], roi[1]), roi[2] - roi[0], roi[3] - roi[1], fill=False, edgecolor='r', linewidth=3) ) plt.show()
mit
wagnerpeer/gitexplorer
gitexplorer/__main__.py
1
2626
''' Created on 24.08.2017 @author: Peer ''' import argparse import matplotlib.pyplot as plt import networkx as nx from gitexplorer import queries, git_log_processing from gitexplorer.basics import GitExplorerBase def _get_arguments(): parser = argparse.ArgumentParser(description='Parse configuration parameters for gitexplorer from command line arguments.') parser.add_argument('directory', metavar='DIR', type=str, help='The repository to run gitexplorer in.') return parser.parse_args() def main(directory): log_reader = git_log_processing.GitLogReader(directory) log = log_reader.get_log_information() gitexplorer_database = GitExplorerBase.get_gitexplorer_database() gitexplorer_database.commit_collection.drop() gitexplorer_database.commit_collection.insert_many(log) queries.AggregatorRegistry.load('gitexplorer.queries.authors_per_file', 'gitexplorer.queries.commits_by_datetime', 'gitexplorer.queries.commits_by_filestats', 'gitexplorer.queries.commits_per_author', 'gitexplorer.queries.queries_per_commit') aggregations = list(map(queries.AggregatorRegistry.get, ['authors_per_file_path', 'commits_by_day_of_week', 'commits_by_hour_of_day', 'additions_deletions_lines_commits_by_file_path', 'commits_per_author', 'additions_deletions_lines_modifications_per_commit', 'average_additions_deletions_lines_modifications_per_commit', 'additions_deletions_lines_modifications_commits_by_date', 'average_additions_deletions_lines_modifications_commits_by_date', ])) dependencies = nx.DiGraph() for aggregation in aggregations: provides = aggregation.provides() dependencies.add_edge(provides, aggregation.requires()) sorted_dependencies = nx.topological_sort(dependencies, reverse=True) print(sorted_dependencies) for dependency in sorted_dependencies: for aggregation in aggregations: if(aggregation.name == dependency): aggregation().run() nx.draw(dependencies, with_labels=True) plt.show() if(__name__ == '__main__'): args = _get_arguments() main(args.directory)
mit
GiulioRossetti/ndlib
ndlib/viz/mpl/ComparisonViz.py
1
3783
import abc from bokeh.palettes import Category20_9 as cols import os import matplotlib as mpl if os.environ.get('DISPLAY', '') == '': print('no display found. Using non-interactive Agg backend') mpl.use('Agg') import matplotlib.pyplot as plt import future.utils import past import six __author__ = 'Giulio Rossetti' __license__ = "BSD-2-Clause" __email__ = "[email protected]" class InitializationException(Exception): """Initialization Exception""" @six.add_metaclass(abc.ABCMeta) class ComparisonPlot(object): # __metaclass__ = abc.ABCMeta def __init__(self, models, trends, statuses=["Infected"]): self.models = models self.trends = trends if len(models) != len(trends): raise InitializationException({"message": "The number of models does not match the number of trends"}) sts = [model.available_statuses for model in models] self.mnames = ["%s_%s" % (models[i].name, i) for i in past.builtins.xrange(0, len(models))] self.srev = {} i = 0 available_classes = {} for model in models: srev = {v: k for k, v in future.utils.iteritems(sts[i])} self.nnodes = model.graph.number_of_nodes() for cl in srev.values(): available_classes[cl] = None self.srev["%s_%s" % (model.name, i)] = srev i += 1 if type(statuses) == list: cls = set(statuses) & set(available_classes.keys()) else: cls = set([statuses]) & set(available_classes.keys()) if len(cls) > 0: self.classes = cls else: raise InitializationException({"message": "Statuses specified not available for the model (or missing)"}) self.ylabel = "" self.title = "" self.normalized = True @abc.abstractmethod def iteration_series(self, percentile): """ Prepare the data to be visualized :param percentile: The percentile for the trend variance area :return: a dictionary where iteration ids are keys and the associated values are the computed measures. """ pass def plot(self, filename=None, percentile=90): """ Plot the comparison on file. :param filename: the output filename :param percentile: The percentile for the trend variance area. Default 90. """ pres = self.iteration_series(percentile) mx = 0 i, h = 0, 0 for k, l in future.utils.iteritems(pres): j = 0 for st in l: mx = len(l[st][0]) if self.normalized: plt.plot(range(0, mx), l[st][1]/self.nnodes, lw=2, label="%s - %s" % (k.split("_")[0], st), alpha=0.9, color=cols[h+j]) plt.fill_between(range(0, mx), l[st][0]/self.nnodes, l[st][2]/self.nnodes, alpha=0.2, color=cols[h+j]) else: plt.plot(range(0, mx), l[st][1], lw=2, label="%s - %s" % (k.split("_")[0], st), alpha=0.9, color=cols[h + j]) plt.fill_between(range(0, mx), l[st][0], l[st][2], alpha=0.2, color=cols[h + j]) j += 1 i += 1 h += 2 plt.grid(axis="y") plt.xlabel("Iterations", fontsize=24) plt.ylabel(self.ylabel, fontsize=24) plt.legend(loc="best", fontsize=18) plt.xlim((0, mx)) if self.normalized: plt.ylim((0, 1)) plt.tight_layout() if filename is not None: plt.savefig(filename) plt.clf() else: plt.show()
bsd-2-clause
tobiasgehring/qudi
logic/spectrum.py
1
7721
# -*- coding: utf-8 -*- """ This file contains the Qudi logic class that captures and processes fluorescence spectra. Qudi 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. Qudi 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 Qudi. If not, see <http://www.gnu.org/licenses/>. Copyright (c) the Qudi Developers. See the COPYRIGHT.txt file at the top-level directory of this distribution and at <https://github.com/Ulm-IQO/qudi/> """ from qtpy import QtCore from collections import OrderedDict import numpy as np import matplotlib.pyplot as plt from core.util.mutex import Mutex from core.util.network import netobtain from logic.generic_logic import GenericLogic class SpectrumLogic(GenericLogic): """This logic module gathers data from the spectrometer. """ sig_specdata_updated = QtCore.Signal() sig_next_diff_loop = QtCore.Signal() _modclass = 'spectrumlogic' _modtype = 'logic' # declare connectors _connectors = { 'spectrometer': 'SpectrometerInterface', 'odmrlogic1': 'ODMRLogic', 'savelogic': 'SaveLogic' } def __init__(self, **kwargs): """ Create SpectrometerLogic object with connectors. @param dict kwargs: optional parameters """ super().__init__(**kwargs) # locking for thread safety self.threadlock = Mutex() def on_activate(self): """ Initialisation performed during activation of the module. """ self.spectrum_data = np.array([]) self.diff_spec_data_mod_on = np.array([]) self.diff_spec_data_mod_off = np.array([]) self.repetition_count = 0 # count loops for differential spectrum self._spectrometer_device = self.get_connector('spectrometer') self._odmr_logic = self.get_connector('odmrlogic1') self._save_logic = self.get_connector('savelogic') self.sig_next_diff_loop.connect(self._loop_differential_spectrum) def on_deactivate(self): """ Deinitialisation performed during deactivation of the module. """ if self.getState() != 'idle' and self.getState() != 'deactivated': pass def get_single_spectrum(self): """ Record a single spectrum from the spectrometer. """ self.spectrum_data = netobtain(self._spectrometer_device.recordSpectrum()) # Clearing the differential spectra data arrays so that they do not get # saved with this single spectrum. self.diff_spec_data_mod_on = np.array([]) self.diff_spec_data_mod_off = np.array([]) self.sig_specdata_updated.emit() def save_raw_spectrometer_file(self, path='', postfix=''): """Ask the hardware device to save its own raw file. """ # TODO: sanity check the passed parameters. self._spectrometer_device.saveSpectrum(path, postfix=postfix) def start_differential_spectrum(self): """Start a differential spectrum acquisition. An initial spectrum is recorded to initialise the data arrays to the right size. """ self._continue_differential = True # Taking a demo spectrum gives us the wavelength values and the length of the spectrum data. demo_data = netobtain(self._spectrometer_device.recordSpectrum()) wavelengths = demo_data[0, :] empty_signal = np.zeros(len(wavelengths)) # Using this information to initialise the differential spectrum data arrays. self.spectrum_data = np.array([wavelengths, empty_signal]) self.diff_spec_data_mod_on = np.array([wavelengths, empty_signal]) self.diff_spec_data_mod_off = np.array([wavelengths, empty_signal]) self.repetition_count = 0 # Starting the measurement loop self._loop_differential_spectrum() def resume_differential_spectrum(self): """Resume a differential spectrum acquisition. """ self._continue_differential = True # Starting the measurement loop self._loop_differential_spectrum() def _loop_differential_spectrum(self): """ This loop toggles the modulation and iteratively records a differential spectrum. """ # If the loop should not continue, then return immediately without # emitting any signal to repeat. if not self._continue_differential: return # Otherwise, we make a measurement and then emit a signal to repeat this loop. # Toggle on, take spectrum and add data to the mod_on data self.toggle_modulation(on=True) these_data = netobtain(self._spectrometer_device.recordSpectrum()) self.diff_spec_data_mod_on[1, :] += these_data[1, :] # Toggle off, take spectrum and add data to the mod_off data self.toggle_modulation(on=False) these_data = netobtain(self._spectrometer_device.recordSpectrum()) self.diff_spec_data_mod_off[1, :] += these_data[1, :] self.repetition_count += 1 # increment the loop count # Calculate the differential spectrum self.spectrum_data[1, :] = self.diff_spec_data_mod_on[ 1, :] - self.diff_spec_data_mod_off[1, :] self.sig_specdata_updated.emit() self.sig_next_diff_loop.emit() def stop_differential_spectrum(self): """Stop an ongoing differential spectrum acquisition """ self._continue_differential = False def toggle_modulation(self, on): """ Toggle the modulation. """ if on: self._odmr_logic.MW_on() elif not on: self._odmr_logic.MW_off() else: print("Parameter 'on' needs to be boolean") def save_spectrum_data(self): """ Saves the current spectrum data to a file. """ filepath = self._save_logic.get_path_for_module(module_name='spectra') filelabel = 'spectrum' # write experimental parameters parameters = OrderedDict() parameters['Spectrometer acquisition repetitions'] = self.repetition_count # prepare the data in an OrderedDict: data = OrderedDict() data['wavelength'] = self.spectrum_data[0, :] # If the differential spectra arrays are not empty, save them as raw data if len(self.diff_spec_data_mod_on) != 0 and len(self.diff_spec_data_mod_off) != 0: data['signal_mod_on'] = self.diff_spec_data_mod_on[1, :] data['signal_mod_off'] = self.diff_spec_data_mod_off[1, :] data['differential'] = self.spectrum_data[1, :] else: data['signal'] = self.spectrum_data[1, :] # Prepare the figure to save as a "data thumbnail" plt.style.use(self._save_logic.mpl_qd_style) fig, ax1 = plt.subplots() ax1.plot(data['wavelength'], data['signal']) ax1.set_xlabel('Wavelength (nm)') ax1.set_ylabel('Signal (arb. u.)') fig.tight_layout() # Save to file self._save_logic.save_data(data, filepath=filepath, parameters=parameters, filelabel=filelabel, plotfig=fig) self.log.debug('Spectrum saved to:\n{0}'.format(filepath))
gpl-3.0
jcmt/WRFTools
wrftools/WRFTools.py
1
23195
import netCDF4 as n4 import numpy as np class get: def __init__(self, path): self.path = path self.nc = n4.Dataset(path) def close(self): self.nc.close() def variables(self): ''' Prints the variables in the wrfout file. ''' varname = np.asarray([v for v in self.nc.variables]) return varname def dim(self): ''' Returns an array containing the domain dimensios time, levels, latitude, longitude ''' nt = len(self.nc.dimensions['Time']) nx = len(self.nc.dimensions['west_east']) ny = len(self.nc.dimensions['south_north']) nz = len(self.nc.dimensions['bottom_top']) return np.array([nt, nz, ny, nx]) def lat(self): ''' Returns the latitude array ''' LAT = self.nc.variables['XLAT'][0, ] return LAT def lon(self): ''' Returns the longitude array ''' LON = self.nc.variables['XLONG'][0, ] return LON def height(self, tstep=None, nlev=':', ny=':', nx=':'): ''' Returns the height of the model levels at a given time usage: height(tstep) tstep is the time instant, if not specified all the written times will be used ''' if not tstep: Z = self.getvar('PH', tstep=':', nlev=nlev, ny=ny, nx=nx) / 9.81 else: Z = self.getvar('PH', tstep=tstep, nlev=nlev, ny=ny, nx=nx) / 9.81 return Z def time(self, tstep=None): ''' Returns a datetime ''' tstart = self.nc.SIMULATION_START_DATE if not tstep: t = self.nc.variables['XTIME'][...] else: t = self.nc.variables['XTIME'][tstep] TIME = n4.num2date(t, units='minutes since ' + tstart, calendar='gregorian') return TIME def getvar(self, var, tstep=':', nlev=':', ny=':', nx=':'): ''' Returns the data from a given variable in the wrfout file usage: getvar(var, tstep) var is a string with the variable name (example 'U10') tstep is the time instant, if not specified all the written times will be used Warning: For the variable P, PH and T, their base state will be added ''' if len(self.nc.variables[var].dimensions) == 4: SLICE = str(tstep) + ',' + str(nlev) + ',' + str(ny) + ',' + str(nx) elif len(self.nc.variables[var].dimensions) == 3: SLICE = str(tstep) + ',' + str(ny) + ',' + str(nx) elif len(self.nc.variables[var].dimensions) == 2: SLICE = str(ny) + ',' + str(nx) VAR = eval("self.nc.variables['" + var + "'][" + SLICE + "]") if (var == 'P') | (var == 'PH'): VAR += eval("self.nc.variables['" + var + "B'][" + SLICE + "]") if (var == 'T'): VAR += 300 return VAR def SLP(self, tstep=0): ''' Calculation of Sea-level pressure. usage: WRF_SLP = SLP(tstep) tstep is the time instant, if not specified the first written time will be used From NCL fortran source code wrf_user.f ''' PR = self.getvar('P', tstep=tstep) TH = self.getvar('T', tstep=tstep) QVAPOR = self.getvar('QVAPOR', tstep=tstep) ELEVATION = self.height(tstep=tstep) #constants: R=287.04 G=9.81 GAMMA=0.0065 TC=273.16+17.05 PCONST=10000 c = 2.0/7.0 #calculate TK: TK = TH*np.power(PR*.00001,c) #Find least z that is PCONST Pa above the surface #Sweep array from bottom to top s = np.shape(PR) #size of the input array ss = [s[1],s[2]] # shape of 2d arrays WRF_SLP = np.empty(ss,np.float32) LEVEL = np.empty(ss,np.int32) # Ridiculous MM5 test: RIDTEST = np.empty(ss,np.int32) PLO = np.empty(ss, np.float32) ZLO = np.empty(ss,np.float32) TLO = np.empty(ss,np.float32) PHI = np.empty(ss,np.float32) ZHI = np.empty(ss,np.float32) THI = np.empty(ss,np.float32) LEVEL[:,:] = -1 for K in range(s[0]): KHI = np.minimum(K+1, s[0]-1) LEVNEED = np.logical_and(np.less(LEVEL,0), np.less(PR[K,:,:] , PR[0,:,:] - PCONST)) LEVEL[LEVNEED]=K PLO=np.where(LEVNEED,PR[K,:,:],PLO[:,:]) TLO=np.where(LEVNEED,TK[K,:,:]*(1.+0.608*QVAPOR[K,:,:]), TLO[:,:]) ZLO=np.where(LEVNEED,ELEVATION[K,:,:],ZLO[:,:]) PHI=np.where(LEVNEED,PR[KHI,:,:],PHI[:,:]) THI=np.where(LEVNEED,TK[KHI,:,:]*(1.+0.608*QVAPOR[KHI,:,:]), THI[:,:]) ZHI=np.where(LEVNEED,ELEVATION[KHI,:,:],ZHI[:,:]) P_AT_PCONST = PR[0,:,:]-PCONST T_AT_PCONST = THI - (THI-TLO)*np.log(P_AT_PCONST/PHI)*np.log(PLO/PHI) Z_AT_PCONST = ZHI - (ZHI-ZLO)*np.log(P_AT_PCONST/PHI)*np.log(PLO/PHI) T_SURF = T_AT_PCONST*np.power((PR[0,:,:]/P_AT_PCONST),(GAMMA*R/G)) T_SEA_LEVEL = T_AT_PCONST + GAMMA*Z_AT_PCONST RIDTEST = np.logical_and(T_SURF <= TC, T_SEA_LEVEL >= TC) T_SEA_LEVEL = np.where(RIDTEST, TC, TC - .005*(T_SURF -TC)**2) Z_HALF_LOWEST=ELEVATION[0,:,:] WRF_SLP = 0.01*(PR[0,:,:]*np.exp(2.*G*Z_HALF_LOWEST/(R*(T_SEA_LEVEL+T_SURF)))) return WRF_SLP def ETH(self, tstep=0): ''' Program to calculate equivalent potential temperature. usage: WRF_ETH = ETH(tsetp) tstep is the time instant, if not specified the first written time will be used From NCL/Fortran source code DEQTHECALC in eqthecalc.f ''' PRESS = self.getvar('P', tstep=tstep) TH = self.getvar('T', tstep=tstep) QVAPOR = self.getvar('QVAPOR', tstep=tstep) c = 2.0/7.0 EPS = 0.622 GAMMA = 287.04/1004.0 GAMMAMD = 0.608 -0.887 TLCLC1 = 2840.0 TLCLC2 = 3.5 TLCLC3 = 4.805 TLCLC4 = 55.0 THTECON1 = 3376.0 THTECON2 = 2.54 THTECON3 = 0.81 #calculate Temp. in Kelvin PRESS *= 0.01 TK = TH*np.power(PRESS*.001, c) Q = np.maximum(QVAPOR, 1.e-15) E = Q*PRESS/(EPS+Q) TLCL = TLCLC4+ TLCLC1/(np.log(np.power(TK, TLCLC2)/E)-TLCLC3) EXPNT = (THTECON1/TLCL - THTECON2)*Q*(1.0+THTECON3*Q) WRF_ETH = TK*np.power(1000.0/PRESS, GAMMA*(1.0+GAMMAMD*Q))*np.exp(EXPNT) return WRF_ETH def RH(self, tstep=0): ''' Calculation of relative humidity. usage: WRF_RH = RH(tstep) tstep is the time instant, if not specified the first written time will be used From NCL formula in wrf_user.f ''' PRESS = self.getvar('P', tstep=tstep) TH = self.getvar('T', tstep=tstep) QVAPOR = self.getvar('QVAPOR', tstep=tstep) c = 2.0/7.0 SVP1 = 0.6112 SVP2 = 17.67 SVPT0 = 273.15 SVP3 = 29.65 EP_3 = 0.622 TK = TH * np.power(PRESS * .00001, c) ES = 10 * SVP1 * np.exp(SVP2 * (TK-SVPT0) / (TK-SVP3)) QVS = EP_3 * ES / (0.01*PRESS - (1.-EP_3) * ES) WRF_RH = 100.0 * np.maximum(np.minimum(QVAPOR/QVS, 1.0), 0) return WRF_RH def SHEAR(self, tstep=0, level1=200., level2=850., leveltype='pressure'): ''' Program calculates horizontal wind shear usage: SHR = SHEAR(tstep, level1, level2) tstep is the time instant, if not specified the first written time will be used level1 is the top level to consider for (200 hPa) level2 is the bottom level to consider (850 hPa) From NCAR VAPOR python utils ''' if leveltype == 'pressure': print(leveltype) PR = self.getvar('P', tstep=tstep) U = self.getvar('U', tstep=tstep) V = self.getvar('V', tstep=tstep) PR *= 0.01 uinterp1 = interp3d(U, PR, level1) uinterp2 = interp3d(U, PR, level2) vinterp1 = interp3d(V, PR, level1) vinterp2 = interp3d(V, PR, level2) result = (uinterp1-uinterp2)*(uinterp1-uinterp2)+(vinterp1-vinterp2)*(vinterp1-vinterp2) result = np.sqrt(result) elif leveltype == 'eta': print(leveltype) uinterp1 = self.getvar('U', tstep=tstep, nlev=level1, nx=':-1') uinterp2 = self.getvar('U', tstep=tstep, nlev=level2, nx=':-1') vinterp1 = self.getvar('V', tstep=tstep, nlev=level1, ny=':-1') vinterp2 = self.getvar('V', tstep=tstep, nlev=level2, ny=':-1') result = (uinterp1-uinterp2)*(uinterp1-uinterp2)+(vinterp1-vinterp2)*(vinterp1-vinterp2) result = np.sqrt(result) return result def TD(self, tstep=0): ''' Calculation of dewpoint temperature based on WRF variables. usage: WRFTD = TD(tstep) tstep is the time instant, if not specified the first written time will be used ''' #Let PR = 0.1*(P+PB) (pressure in hPa) #and QV = MAX(QVAPOR,0) #Where TDC = QV*PR/(0.622+QV) # TDC = MAX(TDC,0.001) #Formula is (243.5*log(TDC) - 440.8)/(19.48-log(TDC)) P = self.getvar('P', tstep=tstep) QVAPOR = self.getvar('QVAPOR', tstep=tstep) QV = np.maximum(QVAPOR, 0.0) TDC = 0.01 * QV * P / (0.622 + QV) TDC = np.maximum(TDC, 0.001) WRF_TD = (243.5 * np.log(TDC) - 440.8)/(19.48 - np.log(TDC)) return WRF_TD def TK(self, tstep=0): ''' Calculation of temperature in degrees kelvin using WRF variables. usage: TMP = TK(tstep) tstep is the time instant, if not specified the first written time will be used ''' #Formula is (T+300)*((P+PB)*10**(-5))**c, #Where c is 287/(7*287*.5) = 2/7 P = self.getvar('P', tstep=tstep) TH = self.getvar('T', tstep=tstep) c = 2.0/7.0 WRF_TK = TH * np.power(P * .00001, c) return WRF_TK def BRUNT(self, tstep=0): ''' Calculation of Brunt-Vaisala frequency. usage: BV = BRUNT(tstep) tstep is the time instant, if not specified the first written time will be used ''' THETA = self.getvar('T', tstep=tstep) * (1 + 0.61 * self.getvar('QVAPOR', tstep=tstep)) Z = self.height(tstep=tstep) nz = self.dim()[1] g = 9.81 BRUNT = np.zeros(shape=self.dim()[1:]) for i in range(nz-1): BRUNT[i, :, :] = (g/THETA[i, :, :]) * ((THETA[i+1, :, :] - THETA[i, :, :]) / (Z[i+1, :, :] - Z[i, :, :])) return BRUNT def RI(self, tstep=0): ''' Calculation of Richardson Number. usage: ri = RI(tstep) tstep is the time instant, if not specified the first written time will be used ''' THETA = self.getvar('T', tstep=tstep) * (1 + 0.61 * self.getvar('QVAPOR', tstep=tstep)) Z = self.height(tstep=tstep) U = self.getvar('U', tstep=tstep, nx=':-1') V = self.getvar('V', tstep=tstep, ny=':-1') nz = self.dim()[1] g = 9.81 Td = 9.8 / 1000.# The dry adiabatic lapse rate 9.8 K/km RI = np.zeros(shape=self.dim()[1:]) for i in range(nz-1): RI[i, :, :] = (g*((THETA[i+1, :, :] - THETA[i, :, :]) + Td * (Z[i+1, :, :] - Z[i, :, :])) * (Z[i+1, :, :] - Z[i, :, :])) / \ (THETA[i, :, :] * ((U[i+1, :, :] - U[i, :, :])**2 + (V[i+1, :, :] - V[i, :, :])**2)) return RI def pcolor(self, VAR, tstep=None, colorbar=True, level=0, pcolor=False, norm=None, coastcolor='k', **kargs): ''' lat-lon plot on a base map usage: pcolor(VAR, colormap, colorbar, tstep, level, shading, norm) VAR is a wrfout variable (string) or a 2D numpy array if VAR is tring a tstep and level must be given to acquire the variable. IF NOT the first level and time will be used shading can be one of: flat (default), interp (contourf) or None (pcolor) ''' from mpl_toolkits.basemap import Basemap import matplotlib.pyplot as plt import ticks if not tstep: return "A time step must be specified..." else: if isinstance(VAR, str): if len(self.nc.variables[VAR].dimensions) == 4: VAR = self.getvar(VAR, tstep=tstep, nlev=level, ny=':', nx=':') elif len(self.nc.variables[VAR].dimensions) == 3: VAR = self.getvar(VAR, tstep=tstep) elif len(self.nc.variables[VAR].dimensions) == 2: VAR = self.getvar(VAR) if self.nc.MAP_PROJ == 1: proj = 'lcc' elif self.nc.MAP_PROJ == 3: proj = 'merc' else: return('Projection not suported') lat_1 = self.nc.TRUELAT1 lat_2 = self.nc.TRUELAT2 lon_0 = self.nc.CEN_LON lat_0 = self.nc.CEN_LAT llcrnrlat = self.lat().min() urcrnrlat = self.lat().max() llcrnrlon = self.lon().min() urcrnrlon = self.lon().max() res = 'i' if self.nc.DX < 25000: res = 'h' plt.figure() ax = plt.axes() m = Basemap(projection=proj, llcrnrlat=llcrnrlat, urcrnrlat=urcrnrlat, \ llcrnrlon=llcrnrlon, urcrnrlon=urcrnrlon, lat_1=lat_1, \ lat_2=lat_2, lat_0=lat_0, lon_0=lon_0, resolution=res, area_thresh=10000) m.drawcoastlines(color=coastcolor, linewidth=2) m.drawcountries(color=coastcolor, linewidth=1.5) parallels = ticks.loose_label(self.lat().min(),self.lat().max()) m.drawparallels(parallels, labels=[1, 0, 0, 0], fontsize=14) meridians = ticks.loose_label(self.lon().min(),self.lon().max()) m.drawmeridians(meridians, labels=[0, 0, 0, 1], fontsize=14) x, y = m(self.lon(), self.lat()) if not pcolor: if not norm: levels = np.linspace(VAR.min(), VAR.max(), 200) else: levels = np.linspace(norm.min(), norm.max(), 200) cs = ax.contourf(x, y, VAR, levels=levels, **kargs) else: cs = ax.pcolormesh(x, y, VAR, **kargs) ax.set_title(self.time(tstep=tstep)) if colorbar: fmt = plt.matplotlib.ticker.FormatStrFormatter("%.1f") if not norm: clev = np.linspace(np.round(VAR.min()), np.round(VAR.max()), 10, endpoint=True) else: clev = np.linspace(np.round(norm.min()), np.round(norm.max()), 10, endpoint=True) cbar = m.colorbar(cs, location='right', ticks=clev, format=fmt, pad='5%') cbar.ax.tick_params(labelsize=12) return ax, m def CrossPcolor(self, VAR, tstep=1, latitude=None, longitude=None, colorbar=True, \ norm=None, ymax=20000, ymin=0, pcolor=True, lev=None, **kargs): import matplotlib.pyplot as plt ''' VErtical cross section plot usage: pcolor(VAR, latitude, longitude, colormap, colorbar, tstep, level, shading, norm, lev) VAR is a wrfout variable (string) or a 2D numpy array if VAR is tring a tstep and level must be given to acquire the variable. IF NOT the first level and time will be used shading can be one of: flat (default), interp (contourf) or None (pcolor) ''' plt.figure() ax = plt.axes(axisbg='grey') if not latitude and not longitude: return('A latitude and longitude range must be chosen...') elif not latitude: pos_lon = np.argmin(abs(self.lon()[1, :] - longitude)) pos_lat = slice(0, np.size(self.lat(), axis=0)) y = self.height(tstep=tstep, nlev=':', ny=pos_lat, nx=pos_lon) x = np.tile(self.lat()[:, pos_lon], (self.dim()[1], 1)) xlabel = 'Latitude ($^\circ$)' elif not longitude: pos_lon = slice(0, np.size(self.lon(), axis=1)) pos_lat = np.argmin(abs(self.lat()[:, 1] - latitude)) y = self.height(tstep=tstep, ny=pos_lat, nx=pos_lon) x = np.tile(self.lon()[pos_lat, :], (self.dim()[1], 1)) xlabel = 'Longitude ($^\circ$)' else: return('I cant deal with this.. yet!!!') if isinstance(VAR, str): if len(self.nc.variables[VAR].dimensions) == 4: VAR = self.getvar(VAR, tstep=tstep, nlev=':', ny=pos_lat, nx=pos_lon) elif len(self.nc.variables[VAR].dimensions) == 3: VAR = self.getvar(VAR, tstep=tstep, ny=pos_lat, nx=pos_lon) elif len(self.nc.variables[VAR].dimensions) == 2: VAR = self.getvar(VAR, ny=pos_lat, nx=pos_lon) else: VAR = np.squeeze(VAR[:, pos_lat, pos_lon]) if not pcolor: if not lev: levels = np.linspace(VAR.min(), VAR.max(), 200) else: levels = np.linspace(lev[0], lev[1], 100) cs = ax.contourf(x[0:VAR.shape[0], :], y[0:VAR.shape[0], :], VAR, norm=norm, levels=levels, **kargs) else: cs = ax.pcolormesh(x[0:VAR.shape[0], :], y[0:VAR.shape[0], :], VAR, norm=norm, **kargs) if colorbar: fmt = plt.matplotlib.ticker.FormatStrFormatter("%.1f") if not lev: clev = np.linspace(np.round(VAR.min()), np.round(VAR.max()), 10) else: clev = np.linspace(lev[0], lev[1], 10) cbar = plt.colorbar(cs, ticks=clev, format=fmt, norm=norm) ax.set_title(self.time()[tstep]) ax.set_xlabel(xlabel) ax.set_ylabel('Height (m)') ax.set_ylim([ymin, ymax]) ax.set_xlim(x.min(), x.max()) return ax def stloc(self, latitude, longitude): ''' Returns nearst the grid points to location usage: nlat, nlon = stloc(latitude, longitude) ''' pos_lat = np.argmin(abs(self.lat()[:, 1] - latitude)) pos_lon = np.argmin(abs(self.lon()[1, :] - longitude)) return pos_lat, pos_lon def interpvar(self, VAR, ilon, ilat, tstep=None, nlev=None): from matplotlib import tri ''' Interpolates variable to latitude longitude (2D) usage: IVAR = interpvar(VAR, longitude, latitude, tstep, nlev) ''' intp = tri.delaunay.Triangulation(self.lat().flatten(), self.lon().flatten()) if isinstance(VAR, str): if (not nlev) & (tstep): data = self.getvar(VAR, tstep=tstep)[0, ] elif (nlev) & (not tstep): data = self.getvar(VAR, nlev=nlev) elif (not nlev) & (not tstep): pass else: data = VAR IVAR = np.zeros(shape=(data.shape[0], ilat.size, ilon.size)) for i in range(data.shape[0]): IVAR[i, ] = intp.nn_interpolator(data[i, ].flatten())(ilat, ilon) return np.squeeze(IVAR) def sounding(self, tstep=0, lat=38.28, lon=-28.24): import SkewT import thermodynamics ''' Creates a virtual sounding ''' ny, nx = self.stloc(lat, lon) data={} data['pres'] = self.getvar('P', tstep=tstep, nlev=':', ny=ny, nx=nx) * 1e-2 data['MIXR'] = self.getvar('QVAPOR', tstep=tstep, nlev=':', ny=ny, nx=nx) * 1000. data['temp'] = thermodynamics.TempK(self.getvar('T', tstep=tstep, nlev=':', ny=ny, nx=nx), data['pres'] * 1e2) - 273.15 data['dwpt'] = thermodynamics.MixR2VaporPress(data['MIXR']/1000. ,data['pres']) data['sknt'] = self.WSPEED(tstep=tstep, nlev=':', ny=ny, nx=nx) * 1.94384449 data['drct'] = self.WDIR(tstep=tstep, nlev=':', ny=ny, nx=nx) data['hght'] = self.getvar('HGT', tstep=tstep, nlev=':', ny=ny, nx=nx) data['RELH'] = self.RH(tstep=tstep)[:, ny, nx] data['StationNumber'] = 'Location = ' + str(lat) + ' N ' + str(lon) + ' E' data['SoundingDate'] = self.time(tstep=tstep).strftime('%Y/%m/%d %H:%M') data['THTV'] = thermodynamics.ThetaV(data['temp']+273.15, data['pres']*1e2, thermodynamics.VaporPressure(data['dwpt'])) # data['THTA'] = # data['THTE'] = return SkewT.Sounding(data=data) def WSPEED(self, tstep=0, nlev=0, ny=':', nx=':'): if nx == ':': u = self.getvar('U', tstep=tstep, nlev=nlev, ny=ny, nx=':-1') elif ny == ':': v = self.getvar('V', tstep=tstep, nlev=nlev, ny=':-1', nx=nx) else: u = self.getvar('U', tstep=tstep, nlev=nlev, ny=ny, nx=nx) v = self.getvar('V', tstep=tstep, nlev=nlev, ny=ny, nx=nx) return np.sqrt(u*u + v*v) def WDIR(self, tstep=0, nlev=0, ny=':', nx=':'): if nx == ':': u = self.getvar('U', tstep=tstep, nlev=nlev, ny=ny, nx=':-1') elif ny == ':': v = self.getvar('V', tstep=tstep, nlev=nlev, ny=':-1', nx=nx) else: u = self.getvar('U', tstep=tstep, nlev=nlev, ny=ny, nx=nx) v = self.getvar('V', tstep=tstep, nlev=nlev, ny=ny, nx=nx) wspeed = self.WSPEED(tstep=tstep, nlev=nlev, ny=ny, nx=nx) dir_rad = np.arctan2(u/wspeed, v/wspeed) dir_trig = (dir_rad * 180/np.pi) + 180 dir_cardinal = 90 - dir_trig return dir_cardinal def myround(x, base=5): x *= 100 y = int(base * round(float(x)/base)) y /= 100.0 return y def interp3d(A, PR, val): s = np.shape(PR) #size of the input arrays ss = [s[1], s[2]] #shape of 2d arrays interpVal = np.empty(ss, np.float32) ratio = np.zeros(ss, np.float32) # the LEVEL value is determine the lowest level where P<=val LEVEL = np.empty(ss, np.int32) LEVEL[:, :] = -1 #value where PR<=val has not been found for K in range(s[0]): #LEVNEED is true if this is first time PR<val. LEVNEED = np.logical_and(np.less(LEVEL, 0), np.less(PR[K, :, :], val)) LEVEL[LEVNEED] = K ratio[LEVNEED] = (val-PR[K, LEVNEED]) / (PR[K-1, LEVNEED] - PR[K, LEVNEED]) interpVal[LEVNEED] = ratio[LEVNEED] * A[K, LEVNEED] + (1-ratio[LEVNEED]) * A[K-1, LEVNEED] LEVNEED = np.greater(LEVEL, 0) # Set unspecified values to value of A at top of data: LEVNEED = np.less(LEVEL, 0) interpVal[LEVNEED] = A[s[0]-1, LEVNEED] return interpVal def interp_delaunay(x0,y0,v0,x1, y1): from matplotlib import tri intp = tri.delaunay.Triangulation(x0.flatten(), y0.flatten()) v1 = intp.nn_interpolator(v0.flatten())(x1, y1) return v1 def var_border(v,di=1,dj=1): ''' Border of 2d numpy array di,dj is the interval between points along columns and lines Corner points are kept even with di and dj not 1 ''' j,i=v.shape if (di,dj)==(1,1): xb=np.arange(2*i+2*j,dtype=v.dtype) yb=np.arange(2*i+2*j,dtype=v.dtype) xb[0:j] = v[:,0] xb[j:j+i] = v[-1,:] xb[j+i:j+i+j] = np.flipud(v[:,-1]) xb[j+i+j:] = np.flipud(v[0,:]) else: # ensure corner points are kept!! tmp1 = v[::dj,0] tmp2 = v[-1,::di] tmp3 = np.flipud(v[:,-1])[::dj] tmp4 = np.flipud(v[0,:])[::di] xb=np.concatenate((tmp1,tmp2,tmp3,tmp4)) return xb def plot_domains(dlist): from mpl_toolkits.basemap import Basemap import matplotlib.pyplot as plt import ticks wrf = {} for i in range(1, len(dlist)+1): wrf['d%02d'%i] = get(dlist[i-1]) if wrf['d01'].nc.MAP_PROJ == 1: proj = 'lcc' elif wrf['d01'].nc.MAP_PROJ == 3: proj = 'merc' else: return('Projection not suported') lat_1 = wrf['d01'].nc.TRUELAT1 lat_2 = wrf['d01'].nc.TRUELAT2 lon_0 = wrf['d01'].nc.CEN_LON lat_0 = wrf['d01'].nc.CEN_LAT llcrnrlat = wrf['d01'].lat().min() - 5 urcrnrlat = wrf['d01'].lat().max() + 5 llcrnrlon = wrf['d01'].lon().min() - 5 urcrnrlon = wrf['d01'].lon().max() + 5 plt.figure() ax = plt.axes() m = Basemap(projection=proj, llcrnrlat=llcrnrlat, urcrnrlat=urcrnrlat, \ llcrnrlon=llcrnrlon, urcrnrlon=urcrnrlon, lat_1=lat_1, \ lat_2=lat_2, lat_0=lat_0, lon_0=lon_0, resolution='i') #m.drawcoastlines(color='black', linewidth=2) #m.drawcountries(linewidth=1.5) m.bluemarble() parallels = ticks.loose_label(llcrnrlat, urcrnrlat) m.drawparallels(parallels, labels=[1, 0, 0, 0], fontsize=14) meridians = ticks.loose_label(llcrnrlon, urcrnrlon) m.drawmeridians(meridians, labels=[0, 0, 0, 1], fontsize=14) for i in range(1,len(dlist)+1): xb = var_border(wrf['d%02d'%i].lon()) yb = var_border(wrf['d%02d'%i].lat()) x, y = m(xb,yb) tx, ty = m(wrf['d%02d'%i].lon()[-1,0], wrf['d%02d'%i].lat()[-1,0]+0.5) colors = ['lightblue', 'pink', 'lightgreen', 'lightsalmon', 'silver', 'khaki'] ax.plot(x,y, lw=2, c=colors[i-1]) ax.annotate('d%02d'%i, xy=(tx, ty), fontsize=16, color=colors[i-1])
gpl-2.0
dnc1994/Kaggle-Playground
models/xgb.py
1
2544
# -*- encoding:ISO-8859-1 -*- import warnings warnings.filterwarnings('ignore') import time import pandas as pd import xgboost as xgb from sklearn.metrics import mean_squared_error, make_scorer from sklearn import grid_search import random random.seed(2016) def mean_squared_error_(ground_truth, predictions): return mean_squared_error(ground_truth, predictions) ** 0.5 RMSE = make_scorer(mean_squared_error_, greater_is_better=False) def main(input='df_new_421.csv'): start_time = time.time() df_all = pd.read_csv(input, encoding='ISO-8859-1', index_col=0) num_train = 74067 df_train = df_all.iloc[:num_train] df_test = df_all.iloc[num_train:] id_test = df_test['id'] y_train = df_train['relevance'].values cols_to_drop = ['id', 'relevance'] for col in cols_to_drop: try: df_train.drop(col, axis=1, inplace=True) df_test.drop(col, axis=1, inplace=True) except: continue X_train = df_train[:] X_test = df_test[:] print('--- Features Set: %s minutes ---' % round(((time.time() - start_time) / 60), 2)) print('Number of Features: ', len(X_train.columns.tolist())) # print(X_train.columns.tolist()) # exit(0) clf = xgb.XGBRegressor(seed=2016) # param_grid = { # 'n_estimators': [300, 500], # 'learning_rate': [0.05], # 'max_depth': [5, 7], # 'subsample': [0.7, 0.8], # 'colsample_bytree': [0.75, 0.85], # } param_grid = { 'n_estimators': [500], 'learning_rate': [0.045, 0.05, 0.055], 'max_depth': [7, 9, 11, 13], 'subsample': [0.7, 0.75, 0.8], 'colsample_bytree': [0.8, 0.825, 0.85], } model = grid_search.GridSearchCV(estimator=clf, param_grid=param_grid, n_jobs=5, cv=10, verbose=20, scoring=RMSE) model.fit(X_train, y_train) print('--- Grid Search Completed: %s minutes ---' % round(((time.time() - start_time) / 60), 2)) print('Param grid:') print(param_grid) print('Best Params:') print(model.best_params_) print('Best CV Score:') print(-model.best_score_) y_pred = model.predict(X_test) for i in range(len(y_pred)): if y_pred[i] < 1.0: y_pred[i] = 1.0 if y_pred[i] > 3.0: y_pred[i] = 3.0 pd.DataFrame({'id': id_test, 'relevance': y_pred}).to_csv('submission_xgb.csv', index=False) print('--- Submission Generated: %s minutes ---' % round(((time.time() - start_time) / 60), 2)) if __name__ == '__main__': main()
mit