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Registering your model with Azure ML
model_dir = "emotion_ferplus" # replace this with the location of your model files # leave as is if it's in the same folder as this notebook from azureml.core.model import Model model = Model.register(model_path = model_dir + "/" + "model.onnx", model_name = "onnx_emotion", ...
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MIT
onnx/onnx-inference-emotion-recognition.ipynb
sxusx/MachineLearningNotebooks
Optional: Displaying your registered modelsThis step is not required, so feel free to skip it.
models = ws.models() for m in models: print("Name:", m.name,"\tVersion:", m.version, "\tDescription:", m.description, m.tags)
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MIT
onnx/onnx-inference-emotion-recognition.ipynb
sxusx/MachineLearningNotebooks
ONNX FER+ Model MethodologyThe image classification model we are using is pre-trained using Microsoft's deep learning cognitive toolkit, [CNTK](https://github.com/Microsoft/CNTK), from the [ONNX model zoo](http://github.com/onnx/models). The model zoo has many other models that can be deployed on cloud providers like ...
# for images and plots in this notebook import matplotlib.pyplot as plt from IPython.display import Image # display images inline %matplotlib inline
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MIT
onnx/onnx-inference-emotion-recognition.ipynb
sxusx/MachineLearningNotebooks
Model DescriptionThe FER+ model from the ONNX Model Zoo is summarized by the graphic below. You can see the entire workflow of our pre-trained model in the following image from Barsoum et. al's paper ["Training Deep Networks for Facial Expression Recognitionwith Crowd-Sourced Label Distribution"](https://arxiv.org/pdf...
%%writefile score.py import json import numpy as np import onnxruntime import sys import os from azureml.core.model import Model import time def init(): global session model = Model.get_model_path(model_name = 'onnx_emotion') session = onnxruntime.InferenceSession(model, None) def run(input_data): ...
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MIT
onnx/onnx-inference-emotion-recognition.ipynb
sxusx/MachineLearningNotebooks
Write Environment File
from azureml.core.conda_dependencies import CondaDependencies myenv = CondaDependencies() myenv.add_pip_package("numpy") myenv.add_pip_package("azureml-core") myenv.add_pip_package("onnxruntime-gpu") with open("myenv.yml","w") as f: f.write(myenv.serialize_to_string())
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MIT
onnx/onnx-inference-emotion-recognition.ipynb
sxusx/MachineLearningNotebooks
Create the Container ImageThis step will likely take a few minutes.
from azureml.core.image import ContainerImage # enable_gpu = True to install CUDA 9.1 and cuDNN 7.0 image_config = ContainerImage.image_configuration(execution_script = "score.py", runtime = "python", conda_file = "mye...
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MIT
onnx/onnx-inference-emotion-recognition.ipynb
sxusx/MachineLearningNotebooks
DebuggingIn case you need to debug your code, the next line of code accesses the log file.
print(image.image_build_log_uri)
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MIT
onnx/onnx-inference-emotion-recognition.ipynb
sxusx/MachineLearningNotebooks
We're all set! Let's get our model chugging. Deploy the container image
from azureml.core.webservice import AciWebservice aciconfig = AciWebservice.deploy_configuration(cpu_cores = 1, memory_gb = 1, tags = {'demo': 'onnx'}, description = 'ONNX for...
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MIT
onnx/onnx-inference-emotion-recognition.ipynb
sxusx/MachineLearningNotebooks
The following cell will likely take a few minutes to run as well.
from azureml.core.webservice import Webservice aci_service_name = 'onnx-emotion-demo' print("Service", aci_service_name) aci_service = Webservice.deploy_from_image(deployment_config = aciconfig, image = image, name = aci_service_nam...
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MIT
onnx/onnx-inference-emotion-recognition.ipynb
sxusx/MachineLearningNotebooks
Success!If you've made it this far, you've deployed a working VM with a facial emotion recognition model running in the cloud using Azure ML. Congratulations!Let's see how well our model deals with our test images. Testing and Evaluation Useful Helper FunctionsWe preprocess and postprocess our data (see score.py fil...
def preprocess(img): """Convert image to the write format to be passed into the model""" input_shape = (1, 64, 64) img = np.reshape(img, input_shape) img = np.expand_dims(img, axis=0) return img # to manipulate our arrays import numpy as np # read in test data protobuf files included with the mode...
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MIT
onnx/onnx-inference-emotion-recognition.ipynb
sxusx/MachineLearningNotebooks
Show some sample imagesWe use `matplotlib` to plot 3 images from the dataset with their labels over them.
plt.figure(figsize = (20, 20)) for test_image in np.arange(3): test_inputs[test_image].reshape(1, 64, 64) plt.subplot(1, 8, test_image+1) plt.axhline('') plt.axvline('') plt.text(x = 10, y = -10, s = test_outputs[test_image][0], fontsize = 18) plt.imshow(test_inputs[test_image].reshape(64, 64)) ...
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MIT
onnx/onnx-inference-emotion-recognition.ipynb
sxusx/MachineLearningNotebooks
Run evaluation / prediction
plt.figure(figsize = (16, 6), frameon=False) plt.subplot(1, 8, 1) plt.text(x = 0, y = -30, s = "True Label: ", fontsize = 13, color = 'black') plt.text(x = 0, y = -20, s = "Result: ", fontsize = 13, color = 'black') plt.text(x = 0, y = -10, s = "Inference Time: ", fontsize = 13, color = 'black') plt.text(x = 3, y = 14...
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MIT
onnx/onnx-inference-emotion-recognition.ipynb
sxusx/MachineLearningNotebooks
Try classifying your own images!
# Replace the following string with your own path/test image # Make sure the dimensions are 28 * 28 pixels # Any PNG or JPG image file should work # Make sure to include the entire path with // instead of / # e.g. your_test_image = "C://Users//vinitra.swamy//Pictures//emotion_test_images//img_1.jpg" your_test_image ...
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MIT
onnx/onnx-inference-emotion-recognition.ipynb
sxusx/MachineLearningNotebooks
2d. Distributed training and monitoring In this notebook, we refactor to call ```train_and_evaluate``` instead of hand-coding our ML pipeline. This allows us to carry out evaluation as part of our training loop instead of as a separate step. It also adds in failure-handling that is necessary for distributed training c...
from google.cloud import bigquery import tensorflow as tf import numpy as np import shutil print(tf.__version__)
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Apache-2.0
courses/machine_learning/deepdive/03_tensorflow/labs/d_traineval.ipynb
jonesevan007/training-data-analyst
Input Read data created in Lab1a, but this time make it more general, so that we are reading in batches. Instead of using Pandas, we will use add a filename queue to the TensorFlow graph.
CSV_COLUMNS = ['fare_amount', 'pickuplon','pickuplat','dropofflon','dropofflat','passengers', 'key'] LABEL_COLUMN = 'fare_amount' DEFAULTS = [[0.0], [-74.0], [40.0], [-74.0], [40.7], [1.0], ['nokey']] def read_dataset(filename, mode, batch_size = 512): def decode_csv(value_column): columns = tf.decode_csv(value_...
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Apache-2.0
courses/machine_learning/deepdive/03_tensorflow/labs/d_traineval.ipynb
jonesevan007/training-data-analyst
Create features out of input data For now, pass these through. (same as previous lab)
INPUT_COLUMNS = [ tf.feature_column.numeric_column('pickuplon'), tf.feature_column.numeric_column('pickuplat'), tf.feature_column.numeric_column('dropofflat'), tf.feature_column.numeric_column('dropofflon'), tf.feature_column.numeric_column('passengers'), ] def add_more_features(feats): # Nothing...
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Apache-2.0
courses/machine_learning/deepdive/03_tensorflow/labs/d_traineval.ipynb
jonesevan007/training-data-analyst
Serving input function Defines the expected shape of the JSON feed that the modelwill receive once deployed behind a REST API in production.
## TODO: Create serving input function def serving_input_fn(): #ADD CODE HERE return tf.estimator.export.ServingInputReceiver(features, json_feature_placeholders)
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Apache-2.0
courses/machine_learning/deepdive/03_tensorflow/labs/d_traineval.ipynb
jonesevan007/training-data-analyst
tf.estimator.train_and_evaluate
## TODO: Create train and evaluate function using tf.estimator def train_and_evaluate(output_dir, num_train_steps): #ADD CODE HERE tf.estimator.train_and_evaluate(estimator, train_spec, eval_spec)
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Apache-2.0
courses/machine_learning/deepdive/03_tensorflow/labs/d_traineval.ipynb
jonesevan007/training-data-analyst
Monitoring with TensorBoard Start the TensorBoard by opening up a new Launcher (File > New Launcher) and selecting TensorBoard.
OUTDIR = './taxi_trained'
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Apache-2.0
courses/machine_learning/deepdive/03_tensorflow/labs/d_traineval.ipynb
jonesevan007/training-data-analyst
Run training
# Run training shutil.rmtree(OUTDIR, ignore_errors = True) # start fresh each time tf.summary.FileWriterCache.clear() # ensure filewriter cache is clear for TensorBoard events file train_and_evaluate(OUTDIR, num_train_steps = 2000)
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Apache-2.0
courses/machine_learning/deepdive/03_tensorflow/labs/d_traineval.ipynb
jonesevan007/training-data-analyst
DescriptionResnet from scratch tutorial from medium post: https://towardsdatascience.com/building-a-resnet-in-keras-e8f1322a49baNet structure: - Input with shape (32, 32, 3) - 1 Conv2D layer, with 64 filters - 2, 5, 5, 2 residual blocks with 64, 128, 256, and 512 filters - AveragePooling2D layer with pool size = ...
from tensorflow import Tensor from tensorflow.keras.layers import Input, Conv2D, ReLU, BatchNormalization,\ Add, AveragePooling2D, Flatten, Dense from tensorflow.keras.models import Model from tensorflow.keras.datasets import cifar10 from tensorflow.keras.callbacks import ModelCheckp...
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MIT
tutorial_resnet.ipynb
ElHouas/cnn-deep-learning
Function definitions
def relu_bn(inputs: Tensor) -> Tensor: # Specifying return type relu = ReLU()(inputs) bn = BatchNormalization()(relu) return bn def residual_block(x: Tensor, downsample: bool, filters: int, kernel_size: int = 3) -> Tensor: y = Conv2D(kernel_size=kernel_size, ...
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MIT
tutorial_resnet.ipynb
ElHouas/cnn-deep-learning
Main function
(x_train, y_train), (x_test, y_test) = cifar10.load_data() model = create_res_net() model.summary timestr= datetime.datetime.now().strftime("%Y%m%d-%H%M%S") name = 'cifar-10_res_net_30-'+timestr # or 'cifar-10_plain_net_30-'+timestr checkpoint_path = "checkpoints/"+name+"/cp-{epoch:04d}.ckpt" checkpoint_dir = os.path....
Epoch 1/20 1/391 [..............................] - ETA: 0s - loss: 2.3458 - accuracy: 0.0938WARNING:tensorflow:From /usr/local/lib/python3.6/dist-packages/tensorflow/python/ops/summary_ops_v2.py:1277: stop (from tensorflow.python.eager.profiler) is deprecated and will be removed after 2020-07-01. Instructions for up...
MIT
tutorial_resnet.ipynb
ElHouas/cnn-deep-learning
Quiz 1 : Sifat ListJawab Pertanyaan di bawah ini :Jenis data apa saja yang bisa ada di dalam List? list, ada numerik, string, boolean, dan sebagainya Quiz 2 : Akses ListLengkapi kode untuk menghasilkan suatu output yang di harapkan
a = ['1', '13b', 'aa1', 1.32, 22.1, 2.34] # slicing list print(a[1:5])
['13b', 'aa1', 1.32, 22.1]
MIT
Learn/Week 1 Basic Python/Week_1_Day_2.ipynb
mazharrasyad/Data-Science-SanberCode
Expected Output :[ '13b', 'aa1', 1.32, 22.1 ] Quiz 3 : Nested ListLengkapi kode untuk menghasilkan suatu output yang di harapkan
a = [1.32, 22.1, 2.34] b = ['1', '13b', 'aa1'] c = [3, 40, 100] # combine list d = [a, c, b] print(d)
[[1.32, 22.1, 2.34], [3, 40, 100], ['1', '13b', 'aa1']]
MIT
Learn/Week 1 Basic Python/Week_1_Day_2.ipynb
mazharrasyad/Data-Science-SanberCode
Expected Output :[ [1.32, 22.1, 2.34], [3, 40, 100], ['1', '13b', 'aa1'] ] Quiz 4 : Akses Nested ListLengkapi kode untuk menghasilkan suatu output yang di harapkan
a = [ [5, 9, 8], [0, 0, 6] ] # subsetting list print(a[1][1:3])
[0, 6]
MIT
Learn/Week 1 Basic Python/Week_1_Day_2.ipynb
mazharrasyad/Data-Science-SanberCode
Expected Output :[0, 6] Quiz 5 : Built in Function ListLengkapi kode untuk menghasilkan suatu output yang di harapkan
p = [0, 5, 2, 10, 4, 9] # ordered list print(sorted(p, reverse=False)) # get max value of list print(max(p))
[0, 2, 4, 5, 9, 10] 10
MIT
Learn/Week 1 Basic Python/Week_1_Day_2.ipynb
mazharrasyad/Data-Science-SanberCode
Expected Output :[0, 2, 4, 5, 9, 10]10 Quiz 6 : List OperationLengkapi kode untuk menghasilkan suatu output yang di harapkan
a = [1, 3, 5] b = [5, 1, 3] # combine list c = b + a print(c)
[5, 1, 3, 1, 3, 5]
MIT
Learn/Week 1 Basic Python/Week_1_Day_2.ipynb
mazharrasyad/Data-Science-SanberCode
Expected Output :[5, 1, 3, 1, 3, 5] Quiz 7 : List ManipulationLengkapi kode untuk menghasilkan suatu output yang di harapkan
a = [ [5, 9, 8], [0, 0, 6] ] # change list value a[0][2] = 10 # change list value a[1][0] = 11 print(a)
[[5, 9, 10], [11, 0, 6]]
MIT
Learn/Week 1 Basic Python/Week_1_Day_2.ipynb
mazharrasyad/Data-Science-SanberCode
Expected Output :[ [5, 9, 10], [11, 0, 6] ] Quiz 8 : Delete Element ListLengkapi kode untuk menghasilkan suatu output yang di harapkan
areas = ["hallway", 11.25, "kitchen", 18.0, "chill zone", 20.0, "bedroom", 10.75, "bathroom", 10.50, "poolhouse", 24.5, "garage", 15.45] # Hilangkan elemen yang bernilai "bathroom" dan 10.50 dalam satu statement code del(areas[8], areas[8]) print(areas)
['hallway', 11.25, 'kitchen', 18.0, 'chill zone', 20.0, 'bedroom', 10.75, 'poolhouse', 24.5, 'garage', 15.45]
MIT
Learn/Week 1 Basic Python/Week_1_Day_2.ipynb
mazharrasyad/Data-Science-SanberCode
Expected Output :['hallway', 11.25, 'kitchen', 18.0, 'chill zone', 20.0, 'bedroom', 10.75, 'poolhouse', 24.5, 'garage', 15.45]
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MIT
Learn/Week 1 Basic Python/Week_1_Day_2.ipynb
mazharrasyad/Data-Science-SanberCode
Welcome to the walkthrough for the updated Python SDK for libsimba.py-platformTo use the Python SDK for SEP, there are two steps the user/developer takes. These two steps assume that you have already created a contract, and an app that uses that contract, on SEP.1. Instantiate a SimbaHintedContract object. Instantiati...
from libsimba.simba_hinted_contract import SimbaHintedContract app_name = "TestSimbaHinted" contract_name = "TestSimbaHinted" base_api_url = 'https://api.sep.dev.simbachain.com/' output_file = "test_simba_hinted.py" contract_class_name = "TestSimbaHinted"
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MIT
notebooks/examples.ipynb
SIMBAChain/libsimba.py-platform
Next, we instantiate our SimbaHintedContract object:
sch = SimbaHintedContract( app_name, contract_name, contract_class_name=contract_class_name, base_api_url=base_api_url, output_file=output_file)
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MIT
notebooks/examples.ipynb
SIMBAChain/libsimba.py-platform
Instantiating that object will write our class-based smart contract to "test_simba_hinted.py", since that is the name we specified for our output fileIn this output, solidity structs from our smart contract are represented as subclasses (Addr, Person, AddressPerson). Also note that our contract methods are now represe...
from libsimba.simba import Simba from typing import List, Tuple, Dict, Any, Optional from libsimba.class_converter import ClassToDictConverter, convert_classes from libsimba.file_handler import open_files, close_files class TestSimbaHinted: def __init__(self): self.app_name = "TestSimbaHinted" self...
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MIT
notebooks/examples.ipynb
SIMBAChain/libsimba.py-platform
Here we will instantiate an instance of our contract class. You could do that from a separate file, by importing your contract class, but since we're using a notebook here, we'll just instantiate an object in the same file:
tsh = TestSimbaHinted()
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MIT
notebooks/examples.ipynb
SIMBAChain/libsimba.py-platform
Now we will call one of our smart contract's methods by invoking a method of our contract class object. We will call our method two_arrs, which simply takes two arrays as parameters.
arr1 = [2, 4, 20, 10, 3, 3] arr2 = [1,3,5] r = tsh.two_arrs(arr1, arr2)
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MIT
notebooks/examples.ipynb
SIMBAChain/libsimba.py-platform
We can inspect the response from this submission to check it has succeeded:
assert (200 <= r.status_code <= 299) print(r.json())
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MIT
notebooks/examples.ipynb
SIMBAChain/libsimba.py-platform
Now let's invoke structTest_5, which is a method that accepts files, and also takes a nested struct as a parameter. First we need to assign our file path and file name, as well as specify the read_mode for our file. if read_mode is not specified here, then it defaults to 'r' (see file_handler.py for documentation on t...
file_name = 'test_file' file_path = '../tests/data/file1.txt' files = [(file_name, file_path, 'r')]
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MIT
notebooks/examples.ipynb
SIMBAChain/libsimba.py-platform
Now we will need to instantiate Person and Addr objects. Person takes an Addr object as one of its initialization parameters.
name = "Charlie" age = 99 street = "rogers street" number = 123 town = "new york" addr = TestSimbaHinted.Addr(street, number, town) p = TestSimbaHinted.Person(name, age, addr)
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MIT
notebooks/examples.ipynb
SIMBAChain/libsimba.py-platform
Now we will invoke structTest_5 with parameters p, and files.
r = tsh.structTest_5(p, files) if 200 <= r.status_code <= 299: print(r.json())
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MIT
notebooks/examples.ipynb
SIMBAChain/libsimba.py-platform
**Movie Recommendation Model**
import numpy as np import pandas as pd movies = pd.read_csv("/Users/sarang/Documents/Movie-Reccomendation/content/tmdb_5000_movies.csv") credits = pd.read_csv("/Users/sarang/Documents/Movie-Reccomendation/content/tmdb_5000_credits.csv") movies = movies.merge(credits,on='title') movies = movies[['movie_id','title','over...
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MIT
Movie-Recommendation.ipynb
Git-Sarang/Movie-Recommender
Machine Learning Section
from sklearn.feature_extraction.text import CountVectorizer cv = CountVectorizer(max_features=5000,stop_words='english') vector = cv.fit_transform(new['tag']).toarray() vector.shape from sklearn.metrics.pairwise import cosine_similarity similarity = cosine_similarity(vector) type(similarity) new[new['title']=='The Lego...
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MIT
Movie-Recommendation.ipynb
Git-Sarang/Movie-Recommender
Hypothesis test power from scratch with Python Calculating power of hypothesis tests.The code is from the [Data Science from Scratch](https://www.oreilly.com/library/view/data-science-from/9781492041122/) book. Libraries and helper functions
from typing import Tuple import math as m def calc_normal_cdf(x: float, mu: float = 0, sigma: float = 1) -> float: return (1 + m.erf((x - mu) / m.sqrt(2) / sigma)) / 2 normal_probability_below = calc_normal_cdf def normal_probability_between(lo: float, hi: float, mu: float = 0, sigma: float = 1) -> float: retu...
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Apache-2.0
_notebooks/2020-10-12-hypothesis-test-power.ipynb
nocibambi/ds_blog
Type 1 Error and Tolerance Let's make our null hypothesis ($H_0$) that the probability of head is 0.5
mu_0, sigma_0 = normal_approximation_to_binomial(1000, 0.5) mu_0, sigma_0
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Apache-2.0
_notebooks/2020-10-12-hypothesis-test-power.ipynb
nocibambi/ds_blog
We define our tolerance at 5%. That is, we accept our model to produce 'type 1' errors (false positive) in 5% of the time. With the coin flipping example, we expect to receive 5% of the results to fall outsied of our defined interval.
lo, hi = normal_two_sided_bounds(0.95, mu_0, sigma_0) lo, hi
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Apache-2.0
_notebooks/2020-10-12-hypothesis-test-power.ipynb
nocibambi/ds_blog
Type 2 Error and Power At type 2 error we consider false negatives, that is, those cases where we fail to reject our null hypothesis even though we should. Let's assume that contra $H_0$ the actual probability is 0.55.
mu_1, sigma_1 = normal_approximation_to_binomial(1000, 0.55) mu_1, sigma_1
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Apache-2.0
_notebooks/2020-10-12-hypothesis-test-power.ipynb
nocibambi/ds_blog
In this case we get our Type 2 probability as the overlapping of the real distribution and the 95% probability region of $H_0$. In this particular case, in 11% of the cases we will wrongly fail to reject our null hypothesis.
type_2_probability = normal_probability_between(lo, hi, mu_1, sigma_1) type_2_probability
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Apache-2.0
_notebooks/2020-10-12-hypothesis-test-power.ipynb
nocibambi/ds_blog
The power of the test is then the probability of rightly rejecting the $H_0$
power = 1 - type_2_probability power
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Apache-2.0
_notebooks/2020-10-12-hypothesis-test-power.ipynb
nocibambi/ds_blog
Now, let's redefine our null hypothesis so that we expect the probability of head to be less than or equal to 0.5.In this case we have a one-sided test.
hi = normal_upper_bound(0.95, mu_0, sigma_0) hi
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Apache-2.0
_notebooks/2020-10-12-hypothesis-test-power.ipynb
nocibambi/ds_blog
Because this is a less strict hypothesis than our previus one, it has a smaller T2 probability and a greater power.
type_2_probability = normal_probability_below(hi, mu_1, sigma_1) type_2_probability power = 1 - type_2_probability power
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Apache-2.0
_notebooks/2020-10-12-hypothesis-test-power.ipynb
nocibambi/ds_blog
Carry signals by Gustavo SoaresIn this notebook you will apply a few things you learned in our Python lecture [FinanceHub's Python lectures](https://github.com/Finance-Hub/FinanceHubMaterials/tree/master/Python%20Lectures):* You will use and manipulate different kinds of variables in Python such as text variables, boo...
import pandas as pd import numpy as np import matplotlib.pyplot as plt from bloomberg import BBG bbg = BBG() # because BBG is a class, we need to create an instance of the BBG class wihtin this notebook, here deonted by bbg
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MIT
Quantitative Finance Lectures/carry.ipynb
antoniosalomao/FinanceHubMaterials
CarryThe concept of carry arised in currency markets but it can be applied to any asset. Any security or derivative expected return can be decomposed into its “carry” – an ex-ante and model-free characteristic – and its expected price appreciation. So, "carry" can be understood as the expected return of a security or ...
ref_date = '2019-12-04' tickers = [ 'BCDRC BDSR Curncy', # BRL 3M deposit rate 'USDRC BDSR Curncy', # USD 3M deposit rate 'USDBRL Curncy', # USDBRL spot exchange rate 'BCN+3M BGN Curncy', # USDBRL 3M forward contract 'USDBRLV3M BGN Curncy', # USDBRL 3M ATM implied volatility ] bbg_d...
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MIT
Quantitative Finance Lectures/carry.ipynb
antoniosalomao/FinanceHubMaterials
Given the data above, let's calculate carry in both ways:
dr_carry = (1+bbg_data.iloc[-1,1]/100)/(1+bbg_data.iloc[-1,0]/100)-1 print('Deposit rate 3M ann. carry for USDBRL on %s is: %s'% (ref_date,dr_carry)) fwd_carry = ((1+bbg_data.iloc[-1,2])/(1+bbg_data.iloc[-1,3]))**(12/3)-1 print('Forward contract 3M ann. carry for USDBRL on %s is: %s'% (ref_date,fwd_carry)) vol_adj_carr...
Deposit rate 3M ann. carry for USDBRL on 2019-12-04 is: -0.016833325297719526 Forward contract 3M ann. carry for USDBRL on 2019-12-04 is: -0.013180395716221094 Vol-adjusted forward contract 3M ann. carry for USDBRL on 2019-12-04 is: -0.11723201739945827
MIT
Quantitative Finance Lectures/carry.ipynb
antoniosalomao/FinanceHubMaterials
Carry in commodity futuresCalculating carry for commodity futures, or for any futures contract follows pretty much the same lines as calculating carry for forward FX contract. Again, by a no-arbitrage argument any futures contract on an underlying $i$, maturing in $T$ years, should be priced by:$$F_{i}^{T} = S_{i} \ti...
tickers = ['NG' + str(i) + ' Comdty' for i in range(1,13)] bbg_data = bbg.fetch_series(securities=tickers, fields='PX_LAST', startdate=ref_date, enddate=ref_date) bbg_data.columns = [int(x.replace('NG','').replace(' Comdty',''...
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MIT
Quantitative Finance Lectures/carry.ipynb
antoniosalomao/FinanceHubMaterials
In order to avoid the definition of carry moving up and down seasonally, carry strategies in commodities often look at $T$ and $T_{0}$ exactly one year apart. However, this not always true. Some people may argue that you want carry to move up and down seasonally because the underlying spot markets do so. Carry in rates...
# get spot 10Y rates tickers spot_IRS = pd.Series({ 'USD':'USSW10 Curncy', 'EUR':'EUSA10 Curncy', 'JPY':'JYSW10 Curncy', 'GBP':'BPSW10 Curncy', 'AUD':'ADSW10Q Curncy', 'CAD':'CDSW10 Curncy', 'SEK':'SKSW10 Curncy', 'CHF':'SFSW10 Curncy', 'NOK':'NKSW10 Curncy', 'NZD':'NDSWAP10 Cur...
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MIT
Quantitative Finance Lectures/carry.ipynb
antoniosalomao/FinanceHubMaterials
Carry in equity indicesFor equities, we can also use the same arguemnt we used for FX forward contracts. The no-arbitrage price of a futures contract, $F_{t}$ depends on the current equity value $S_{t}$, the expected future dividend payment $D_{t+1}$ computed under the risk-neutral measure and the risk-free interest r...
front_month = bbg.fetch_contract_parameter(securities='SP1 Comdty', field='FUT_CUR_GEN_TICKER') expiry = bbg.fetch_contract_parameter(securities=front_month.iloc[0,0] + ' Index', field='FUT_NOTICE_FIRST') h = (pd.to_datetime(expiry.iloc[0,0]) - pd.to_datetime('today')).days/365.25 bbg_data = bbg.fetch_series(securitie...
On 28-Jan-20, the carry on the front month S&P future is: 0.0007568960130031055
MIT
Quantitative Finance Lectures/carry.ipynb
antoniosalomao/FinanceHubMaterials
Carry in bond futuresCalculating carry for bond futures is similar to calculating carry for any futures contract and it follows pretty much the same lines as calculating carry for forward FX contract. The tricky part about bond futures is that the underlying $i$ keeps changing. At any one point in time, the bond under...
front_month_ticker = bbg.fetch_contract_parameter(securities='TY1 Comdty', field='FUT_CUR_GEN_TICKER') front_month_ticker = front_month_ticker.iloc[0,0] + ' Comdty' expiry = bbg.fetch_contract_parameter(securities=front_month_ticker, field='LAST_TRADEABLE_DT') h = (pd.to_datetime(expiry.iloc[0,0])-pd.to_datetime('today...
On 28-Jan-20, the carry on the front month 10Y UST future is: -0.001715206652355361
MIT
Quantitative Finance Lectures/carry.ipynb
antoniosalomao/FinanceHubMaterials
import matplotlib.pyplot as plt import matplotlib as mpl import numpy as np from ipywidgets import interact, interactive, fixed, interact_manual import ipywidgets as widgets x = np.arange(1, 15) x y = x * 5 y plt.plot(x, y) plt.axis([0, 16, -20, 100]) plt.show() def f(m): y = x * m plt.plot(x, y) plt.axis([0, 16...
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CC0-1.0
notebooks/ea_Interactive_controls.ipynb
lmcanavals/analytics_visualization
Regression in Python***This is a very quick run-through of some basic statistical concepts, adapted from [Lab 4 in Harvard's CS109](https://github.com/cs109/2015lab4) course. Please feel free to try the original lab if you're feeling ambitious :-) The CS109 git repository also has the solutions if you're stuck.* Linea...
# special IPython command to prepare the notebook for matplotlib and other libraries %matplotlib inline import numpy as np import pandas as pd import scipy.stats as stats import matplotlib.pyplot as plt import sklearn import collections import seaborn as sns # special matplotlib argument for improved plots from mat...
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MIT
linear_regression/Mini_Project_Linear_Regression.ipynb
sdf94/Springboard
*** Part 1: Introduction to Linear Regression Purpose of linear regression*** Given a dataset containing predictor variables $X$ and outcome/response variable $Y$, linear regression can be used to: Build a predictive model to predict future values of $\hat{Y}$, using new data $X^*$ where $Y$ is unknown. Model the ...
from sklearn.datasets import load_boston import pandas as pd boston = load_boston() boston.keys() boston.data.shape # Print column names print(boston.feature_names) # Print description of Boston housing data set print(boston.DESCR)
Boston House Prices dataset =========================== Notes ------ Data Set Characteristics: :Number of Instances: 506 :Number of Attributes: 13 numeric/categorical predictive :Median Value (attribute 14) is usually the target :Attribute Information (in order): - CRIM per capit...
MIT
linear_regression/Mini_Project_Linear_Regression.ipynb
sdf94/Springboard
Now let's explore the data set itself.
bos = pd.DataFrame(boston.data) bos.head()
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MIT
linear_regression/Mini_Project_Linear_Regression.ipynb
sdf94/Springboard
There are no column names in the DataFrame. Let's add those.
bos.columns = boston.feature_names bos.head()
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MIT
linear_regression/Mini_Project_Linear_Regression.ipynb
sdf94/Springboard
Now we have a pandas DataFrame called `bos` containing all the data we want to use to predict Boston Housing prices. Let's create a variable called `PRICE` which will contain the prices. This information is contained in the `target` data.
print(boston.target.shape) bos['PRICE'] = boston.target bos.head()
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MIT
linear_regression/Mini_Project_Linear_Regression.ipynb
sdf94/Springboard
EDA and Summary Statistics***Let's explore this data set. First we use `describe()` to get basic summary statistics for each of the columns.
bos.describe()
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MIT
linear_regression/Mini_Project_Linear_Regression.ipynb
sdf94/Springboard
Scatterplots***Let's look at some scatter plots for three variables: 'CRIM' (per capita crime rate), 'RM' (number of rooms) and 'PTRATIO' (pupil-to-teacher ratio in schools).
plt.scatter(bos.CRIM, bos.PRICE) plt.xlabel("Per capita crime rate by town (CRIM)") plt.ylabel("Housing Price") plt.title("Relationship between CRIM and Price") #Describe relationship sns.regplot(x=bos.CRIM, y=bos.PRICE, data=bos, fit_reg = True) stats.linregress(bos.CRIM,bos.PRICE) plt.xlabel("Per capita crime rate by...
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MIT
linear_regression/Mini_Project_Linear_Regression.ipynb
sdf94/Springboard
The relationship between housing price and crime rate is negative. There are a few outliers, an unusual high crime rate for a same price and a higher crime rate at a high housing price.
#scatter plot between *RM* and *PRICE* sns.regplot(x=bos.RM, y=bos.PRICE, data=bos, fit_reg = True) stats.linregress(bos.RM,bos.PRICE) plt.xlabel("average number of rooms per dwelling") plt.ylabel("Housing Price") plt.title("Relationship between CRIM and Price") #Scatter plot between *PTRATIO* and *PRICE* sns.regplot(x...
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MIT
linear_regression/Mini_Project_Linear_Regression.ipynb
sdf94/Springboard
Scatterplots using Seaborn***[Seaborn](https://stanford.edu/~mwaskom/software/seaborn/) is a cool Python plotting library built on top of matplotlib. It provides convenient syntax and shortcuts for many common types of plots, along with better-looking defaults.We can also use [seaborn regplot](https://stanford.edu/~mw...
sns.regplot(y="PRICE", x="RM", data=bos, fit_reg = True) plt.xlabel("average number of rooms per dwelling") plt.ylabel("Housing Price")
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MIT
linear_regression/Mini_Project_Linear_Regression.ipynb
sdf94/Springboard
Histograms***
plt.hist(np.log(bos.CRIM)) plt.title("CRIM") plt.xlabel("Crime rate per capita") plt.ylabel("Frequencey") plt.show()
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MIT
linear_regression/Mini_Project_Linear_Regression.ipynb
sdf94/Springboard
Exercise: Plot the histogram for *RM* and *PTRATIO* against each other, along with the two variables you picked in the previous section. We are looking for correlations in predictors here.
plt.hist(bos.CRIM) plt.title("CRIM") plt.xlabel("Crime rate per capita") plt.ylabel("Frequencey") plt.show()
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MIT
linear_regression/Mini_Project_Linear_Regression.ipynb
sdf94/Springboard
The first histogram was created by taking the logarithm of the crime rate per capita. In comparison, the histogram above was created using the original data. Taking the log transforms the skewed data to approximately conform to normality. The transformation shows a bimodal type of distribution.
plt.hist(bos.RM) plt.hist(bos.PTRATIO)
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MIT
linear_regression/Mini_Project_Linear_Regression.ipynb
sdf94/Springboard
Part 3: Linear Regression with Boston Housing Data Example***Here, $Y$ = boston housing prices (called "target" data in python, and referred to as the dependent variable or response variable)and$X$ = all the other features (or independent variables, predictors or explanatory variables)which we will use to fit a linear...
# Import regression modules import statsmodels.api as sm from statsmodels.formula.api import ols # statsmodels works nicely with pandas dataframes # The thing inside the "quotes" is called a formula, a bit on that below m = ols('PRICE ~ RM',bos).fit() print(m.summary())
OLS Regression Results ============================================================================== Dep. Variable: PRICE R-squared: 0.484 Model: OLS Adj. R-squared: 0.483 Meth...
MIT
linear_regression/Mini_Project_Linear_Regression.ipynb
sdf94/Springboard
Interpreting coefficientsThere is a ton of information in this output. But we'll concentrate on the coefficient table (middle table). We can interpret the `RM` coefficient (9.1021) by first noticing that the p-value (under `P>|t|`) is so small, basically zero. This means that the number of rooms, `RM`, is a statistica...
sns.regplot(bos.PRICE, m.fittedvalues) stats.linregress(bos.PRICE, m.fittedvalues) plt.ylabel("Predicted Values") plt.xlabel("Actual Values") plt.title("Comparing Predicted Values to the Actual Values")
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MIT
linear_regression/Mini_Project_Linear_Regression.ipynb
sdf94/Springboard
The majority of the predicted value match the actual values. However, the outliers that were incorrectly predicted range from 10 to 40 prices. Fitting Linear Regression using `sklearn`
from sklearn.linear_model import LinearRegression X = bos.drop('PRICE', axis = 1) lm = LinearRegression() lm
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MIT
linear_regression/Mini_Project_Linear_Regression.ipynb
sdf94/Springboard
What can you do with a LinearRegression object? ***Check out the scikit-learn [docs here](http://scikit-learn.org/stable/modules/generated/sklearn.linear_model.LinearRegression.html). We have listed the main functions here. Most machine learning models in scikit-learn follow this same API of fitting a model with `fit`...
lm.predict
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MIT
linear_regression/Mini_Project_Linear_Regression.ipynb
sdf94/Springboard
Output | Description--- | --- `lm.coef_` | Estimated coefficients`lm.intercept_` | Estimated intercept Fit a linear model***The `lm.fit()` function estimates the coefficients the linear regression using least squares.
# Use all 13 predictors to fit linear regression model lm.fit(X, bos.PRICE) lm.fit_intercept = True lm.fit(X, bos.PRICE)
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MIT
linear_regression/Mini_Project_Linear_Regression.ipynb
sdf94/Springboard
Determining whether an intercept is important or not requires looking at t-test. Estimated intercept and coefficientsLet's look at the estimated coefficients from the linear model using `1m.intercept_` and `lm.coef_`. After we have fit our linear regression model using the least squares method, we want to see what ar...
print('Estimated intercept coefficient: {}'.format(lm.intercept_)) print('Number of coefficients: {}'.format(len(lm.coef_))) pd.DataFrame({'features': X.columns, 'estimatedCoefficients': lm.coef_})[['features', 'estimatedCoefficients']]
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MIT
linear_regression/Mini_Project_Linear_Regression.ipynb
sdf94/Springboard
Predict Prices We can calculate the predicted prices ($\hat{Y}_i$) using `lm.predict`. $$ \hat{Y}_i = \hat{\beta}_0 + \hat{\beta}_1 X_1 + \ldots \hat{\beta}_{13} X_{13} $$
# first five predicted prices lm.predict(X)[0:5] #Plot a histogram of all the predicted prices. plt.hist(lm.predict(X)) plt.xlabel('Predict Values') plt.ylabel('Frequency') plt.show() print('Predicted Average:', lm.predict(X).mean()) print('Predicted Variance:', np.var(lm.predict(X))) print(collections.Counter(lm.predi...
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MIT
linear_regression/Mini_Project_Linear_Regression.ipynb
sdf94/Springboard
The histogram is approximately a normal distribution. The center is 22.5328063241 and the variance is 62.5217769385, suggesting that outliers do exist; the plot above shows the outliers. Evaluating the Model: Sum-of-SquaresThe partitioning of the sum-of-squares shows the variance in the predictions explained by the mo...
print(np.sum((bos.PRICE - lm.predict(X)) ** 2))
11080.2762841
MIT
linear_regression/Mini_Project_Linear_Regression.ipynb
sdf94/Springboard
Explained Sum-of-Squares (aka $ESS$)The explained sum-of-squares measures the variance explained by the regression model.$$ESS = \sum_{i=1}^N \left( \hat{y}_i - \bar{y} \right)^2 = \sum_{i=1}^N \left( \left( \hat{\beta}_0 + \hat{\beta}_1 x_i \right) - \bar{y} \right)^2$$
print(np.sum(lm.predict(X) - np.mean(bos.PRICE)) ** 2)
8.69056631064e-23
MIT
linear_regression/Mini_Project_Linear_Regression.ipynb
sdf94/Springboard
Evaluating the Model: The Coefficient of Determination ($R^2$)The coefficient of determination, $R^2$, tells us the percentage of the variance in the response variable $Y$ that can be explained by the linear regression model.$$ R^2 = \frac{ESS}{TSS} $$The $R^2$ value is one of the most common metrics that people use i...
lm = LinearRegression() lm.fit(X[['CRIM','RM','PTRATIO']],bos.PRICE) mseCRP = np.mean((bos.PRICE - lm.predict(X[['CRIM','RM','PTRATIO']])) ** 2) msy = np.mean((bos.PRICE - np.mean(bos.PRICE)) ** 2) RsquareCRP = 1 - mseCRP/msy print(mseCRP, RsquareCRP) plt.scatter(bos.PRICE, lm.predict(X[['CRIM','RM','PTRATIO']])) plt.x...
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MIT
linear_regression/Mini_Project_Linear_Regression.ipynb
sdf94/Springboard
Part 4: Comparing Models During modeling, there will be times when we want to compare models to see which one is more predictive or fits the data better. There are many ways to compare models, but we will focus on two. The $F$-Statistic RevisitedThe $F$-statistic can also be used to compare two *nested* models, that ...
# ols - ordinary least squares import statsmodels.api as sm from statsmodels.api import OLS m = sm.OLS(bos.PRICE, bos.RM).fit() print(m.summary())
OLS Regression Results ============================================================================== Dep. Variable: PRICE R-squared: 0.901 Model: OLS Adj. R-squared: 0.901 Meth...
MIT
linear_regression/Mini_Project_Linear_Regression.ipynb
sdf94/Springboard
Part 5: Evaluating the Model via Model Assumptions and Other Issues***Linear regression makes several assumptions. It is always best to check that these assumptions are valid after fitting a linear regression model. **Linearity**. The dependent variable $Y$ is a linear combination of the regression coefficients and t...
from sklearn.model_selection import cross_val_score from sklearn.model_selection import cross_val_predict from sklearn.linear_model import LinearRegression lm = LinearRegression() Rsquared = cross_val_score(estimator =lm, X=bos.iloc[:,:-1], y = bos.PRICE,cv=5) print('Rsquared:', Rsquared)
('Rsquared:', array([ 0.63861069, 0.71334432, 0.58645134, 0.07842495, -0.26312455]))
MIT
linear_regression/Mini_Project_Linear_Regression.ipynb
sdf94/Springboard
Interesting. I got a R^2 that is negative, meaning that this model fits worse than a horizontal line.
np.mean(Rsquares) from sklearn.model_selection import KFold Y=bos.PRICE kf=KFold(n_splits=4) for train, test in kf.split(X): X_train, X_test= X.iloc[train], X.iloc[test] for train, test in kf.split(Y): Y_train, Y_test = Y.iloc[train], Y.iloc[test] lm.fit(X_train, Y_train) lm.predict(X_test) print('Testing Set ...
('Testing Set MSE:', 61.59301573238758, 'Training Set MSE :', 21.198414282847672)
MIT
linear_regression/Mini_Project_Linear_Regression.ipynb
sdf94/Springboard
Getting started in scikit-learn with the famous iris dataset Objectives- What is the famous iris dataset, and how does it relate to machine learning?- How do we load the iris dataset into scikit-learn?- How do we describe a dataset using machine learning terminology?- What are scikit-learn's four key requirements fo...
from IPython.display import IFrame IFrame('http://archive.ics.uci.edu/ml/machine-learning-databases/iris/iris.data', width=300, height=200)
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MIT
03_getting_started_with_iris.ipynb
ArkoMukherjee25/Machine-Learning
Machine learning on the iris dataset- Framed as a **supervised learning** problem: Predict the species of an iris using the measurements- Famous dataset for machine learning because prediction is **easy** Loading the iris dataset into scikit-learn
# import load_iris function from datasets module from sklearn.datasets import load_iris # save "bunch" object containing iris dataset and its attributes iris = load_iris() type(iris) # print the iris data print(iris.data)
[[5.1 3.5 1.4 0.2] [4.9 3. 1.4 0.2] [4.7 3.2 1.3 0.2] [4.6 3.1 1.5 0.2] [5. 3.6 1.4 0.2] [5.4 3.9 1.7 0.4] [4.6 3.4 1.4 0.3] [5. 3.4 1.5 0.2] [4.4 2.9 1.4 0.2] [4.9 3.1 1.5 0.1] [5.4 3.7 1.5 0.2] [4.8 3.4 1.6 0.2] [4.8 3. 1.4 0.1] [4.3 3. 1.1 0.1] [5.8 4. 1.2 0.2] [5.7 4.4 1.5 0.4] [5.4 3.9 1.3 0....
MIT
03_getting_started_with_iris.ipynb
ArkoMukherjee25/Machine-Learning
Machine learning terminology- Each row is an **observation** (also known as: sample, example, instance, record)- Each column is a **feature** (also known as: predictor, attribute, independent variable, input, regressor, covariate)
# print the names of the four features print(iris.feature_names) # print integers representing the species of each observation print(iris.target) # print the encoding scheme for species: 0 = setosa, 1 = versicolor, 2 = virginica print(iris.target_names)
['setosa' 'versicolor' 'virginica']
MIT
03_getting_started_with_iris.ipynb
ArkoMukherjee25/Machine-Learning
- Each value we are predicting is the **response** (also known as: target, outcome, label, dependent variable)- **Classification** is supervised learning in which the response is categorical- **Regression** is supervised learning in which the response is ordered and continuous Requirements for working with data in sci...
# check the types of the features and response print(type(iris.data)) print(type(iris.target)) # check the shape of the features (first dimension = number of observations, second dimensions = number of features) print(iris.data.shape) # check the shape of the response (single dimension matching the number of observatio...
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MIT
03_getting_started_with_iris.ipynb
ArkoMukherjee25/Machine-Learning
PYTHON OBJECTS AND CLASSES Welcome!Objects in programming are like objects in real life. Like life, there are different classes of objects. In this notebook, we will create two classes called Circle and Rectangle. By the end of this notebook, you will have a better idea about :-what a class is-what an attribute is-wha...
import matplotlib.pyplot as plt %matplotlib inline
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MIT
Basics of Python/Notebooks/Python_Objects_and_Classes.ipynb
VNSST/Hands_on_Machine_Learning_using_Python
The first step in creating your own class is to use the **class** keyword, then the name of the class. In this course the class parent will always be object: The next step is a special method called a constructor **__init__**, which is used to initialize the object. The input are data attributes. The term **self** co...
class Circle(object): def __init__(self,radius=3,color='blue'): self.radius=radius self.color=color def add_radius(self,r): self.radius=self.radius+r return(self.radius) def drawCircle(self): plt.gca().add_patch(plt.Circle((0, 0),...
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MIT
Basics of Python/Notebooks/Python_Objects_and_Classes.ipynb
VNSST/Hands_on_Machine_Learning_using_Python
Creating an instance of a class Circle Let’s create the object **RedCircle** of type Circle to do the following:
RedCircle=Circle(10,'red')
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MIT
Basics of Python/Notebooks/Python_Objects_and_Classes.ipynb
VNSST/Hands_on_Machine_Learning_using_Python
We can use the **dir** command to get a list of the object's methods. Many of them are default Python methods.
dir(RedCircle)
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MIT
Basics of Python/Notebooks/Python_Objects_and_Classes.ipynb
VNSST/Hands_on_Machine_Learning_using_Python
We can look at the data attributes of the object:
RedCircle.radius RedCircle.color
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MIT
Basics of Python/Notebooks/Python_Objects_and_Classes.ipynb
VNSST/Hands_on_Machine_Learning_using_Python
We can change the object's data attributes:
RedCircle.radius=1 RedCircle.radius
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MIT
Basics of Python/Notebooks/Python_Objects_and_Classes.ipynb
VNSST/Hands_on_Machine_Learning_using_Python
We can draw the object by using the method **drawCircle()**:
RedCircle.drawCircle()
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MIT
Basics of Python/Notebooks/Python_Objects_and_Classes.ipynb
VNSST/Hands_on_Machine_Learning_using_Python
We can increase the radius of the circle by applying the method **add_radius()**. Let increases the radius by 2 and then by 5:
print('Radius of object:',RedCircle.radius) RedCircle.add_radius(2) print('Radius of object of after applying the method add_radius(2):',RedCircle.radius) RedCircle.add_radius(5) print('Radius of object of after applying the method add_radius(5):',RedCircle.radius)
Radius of object: 1 Radius of object of after applying the method add_radius(2): 3 Radius of object of after applying the method add_radius(5): 8
MIT
Basics of Python/Notebooks/Python_Objects_and_Classes.ipynb
VNSST/Hands_on_Machine_Learning_using_Python
Let’s create a blue circle. As the default colour is blue, all we have to do is specify what the radius is:
BlueCircle=Circle(radius=100)
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MIT
Basics of Python/Notebooks/Python_Objects_and_Classes.ipynb
VNSST/Hands_on_Machine_Learning_using_Python
As before we can access the attributes of the instance of the class by using the dot notation:
BlueCircle.radius BlueCircle.color
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MIT
Basics of Python/Notebooks/Python_Objects_and_Classes.ipynb
VNSST/Hands_on_Machine_Learning_using_Python
We can draw the object by using the method **drawCircle()**:
BlueCircle.drawCircle()
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MIT
Basics of Python/Notebooks/Python_Objects_and_Classes.ipynb
VNSST/Hands_on_Machine_Learning_using_Python
Compare the x and y axis of the figure to the figure for **RedCircle**; they are different. The Rectangle Class Let's create a class rectangle with the attributes of height, width and colour. We will only add the method to draw the rectangle object:
class Rectangle(object): def __init__(self,width=2,height =3,color='r'): self.height=height self.width=width self.color=color def drawRectangle(self): import matplotlib.pyplot as plt plt.gca().add_patch(plt.Rectangle((0, 0),self.width, self.height ,fc=self.colo...
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MIT
Basics of Python/Notebooks/Python_Objects_and_Classes.ipynb
VNSST/Hands_on_Machine_Learning_using_Python
Let’s create the object **SkinnyBlueRectangle** of type Rectangle. Its width will be 2 and height will be 3, and the colour will be blue:
SkinnyBlueRectangle= Rectangle(2,10,'blue')
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MIT
Basics of Python/Notebooks/Python_Objects_and_Classes.ipynb
VNSST/Hands_on_Machine_Learning_using_Python